multioutput_kernels.hpp

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#ifndef GPLIB_MULTIOUTPUT_KERNEL
#define GPLIB_MULTIOUTPUT_KERNEL

#include "gp.hpp"

namespace gplib{
  namespace multioutput_kernels{
    class lmc_kernel : public multioutput_kernel_class {
      private:
        struct implementation;
        implementation *pimpl;
      public:
        lmc_kernel();
        lmc_kernel(const std::vector<std::shared_ptr<kernel_class>> &kernels,
            const std::vector<arma::mat> &params);

        lmc_kernel(const size_t lf_number, size_t n_outputs);

        ~lmc_kernel();

        arma::mat eval(const std::vector<arma::mat> &X,
            const std::vector<arma::mat> &Y, bool diag = false) const;

        arma::mat derivate(size_t param_id, const std::vector<arma::mat> &X,
            const std::vector<arma::mat> &Y, bool diag = false) const;

        size_t n_params() const;

        void set_params_k(const std::vector<arma::mat> &params);

        void set_params(const std::vector<double> &params,
            size_t n_outputs = 0);

        void set_param(size_t q, size_t a, size_t b, const double param);

        void set_param(size_t q, size_t param_id, const double param);

        void set_kernels(const std::vector<std::shared_ptr<kernel_class>>
            &kernels);

        std::vector<arma::mat> get_params_k() const;

        std::vector<double> get_params() const;

        std::vector<std::shared_ptr<kernel_class>> get_kernels() const;

        double get_param(size_t q, size_t a, size_t b) const;

        double get_param(size_t q, size_t param_id) const;

        void set_lower_bounds(const double &lower_bounds);

        void set_upper_bounds(const double &upper_bounds);

        void set_lower_bounds(const std::vector<double> &lower_bounds);

        void set_upper_bounds(const std::vector<double> &upper_bounds);

        std::vector<double> get_lower_bounds() const;

        std::vector<double> get_upper_bounds() const;
    };

  }
}

#endif