Changeset 8771 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceNoise.cs

Timestamp:

10/09/12 16:15:41 (12 years ago)

Author:

gkronber

Message:

#1902: fixed a bug in the noise covariance function

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceNoise.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceNoise.cs

@@ -91 +91 @@
 
     public double GetCovariance(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
-      return sf2;
+      return i == j ? sf2 : 0.0;
     }
 
     public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
-      yield return 2 * sf2;
+      yield return i == j ? 2 * sf2 : 0.0;
     }