27 const bool is_self_covariance)
const override;
31 const std::string & hyper_param_name,
32 unsigned int ind)
const override;
52 const unsigned int exp_i,
53 const unsigned int index)
const;
63 const unsigned int exp_i,
64 const unsigned int index)
const;
73 std::vector<const std::vector<Real> *>
_lambdas;
void computeBMatrix(RealEigenMatrix &Bmat, const unsigned int exp_i) const
Computes the covariance matrix for the outputs (using the latent coefficients) We use a $B = a_i a_i...
void computeAGradient(RealEigenMatrix &grad, const unsigned int exp_i, const unsigned int index) const
Computes the gradient of $B$ with respect to the entries in $a_i$ in the following expression: $B = ...
const unsigned int _num_expansion_terms
The number of expansion terms in the output ovariance matrix.
static const std::string K
bool computedKdhyper(RealEigenMatrix &dKdhp, const RealEigenMatrix &x, const std::string &hyper_param_name, unsigned int ind) const override
Redirect dK/dhp for hyperparameter "hp".
LMC(const InputParameters ¶meters)
Base class for covariance functions that are used in Gaussian Processes.
std::vector< const std::vector< Real > * > _a_coeffs
The vectors in the $B = a_i a_i^T + diag(lambda_i)$ expansion.
static InputParameters validParams()
std::vector< const std::vector< Real > * > _lambdas
const std::vector< double > x
Eigen::Matrix< Real, Eigen::Dynamic, Eigen::Dynamic > RealEigenMatrix
std::string grad(const std::string &var)
void computeCovarianceMatrix(RealEigenMatrix &K, const RealEigenMatrix &x, const RealEigenMatrix &xp, const bool is_self_covariance) const override
Generates the Covariance Matrix given two sets of points in the parameter space.
const InputParameters & parameters() const
void computeLambdaGradient(RealEigenMatrix &grad, const unsigned int exp_i, const unsigned int index) const
Computes the gradient of $B$ with respect to the entries in $lambda_i$ in the following expression: $...
Covariance function for multi-output Gaussian Processes based on the linear model of coregionalizatio...