gplib Namespace Reference

Namespaces
	kernels
	multioutput_kernels

Classes
class	gp_reg
class	gp_reg_multi
class	kernel_class
class	multioutput_kernel_class
class	mv_gauss

Functions
mat	upper_triangular_inverse (const mat &upper_t)
arma::vec	get_observed_only (const arma::vec &vec, const std::vector< bool > &observed)
	Takes a vector of real values and a boolean vector telling which dimensions are observed and returns a new vector with the observed dimensions only. More...
void	split_indices (const std::vector< bool > &predicates, std::vector< arma::uword > &true_part, std::vector< arma::uword > &false_part)
	Splits the indices (zero indexed) on the ones where the pradicate is true and the part it is false. More...
bool	all_true (const std::vector< bool > &vec)
	Return true if all the values in the boolean vector are true. More...
bool	check_symmetric (const mat &A)
mat	force_symmetric (const mat &A)
mat	force_diag (const mat &A)
bool	is_close (const mat &A, const mat &B, double eps=1e-4)
mat	flatten (vector< vec > &y)
vector< double >	flatten (vector< mat > &M)
vector< mat >	unflatten (vector< double > &M_params, vector< mat > &M)
void	split (const std::vector< double > &theta, std::vector< double > &kernel_params, std::vector< double > &M_params)
	Splits the params contained in 'theta' based on the size of kernel_params and M_params. More...
arma::mat	upper_triangular_inverse (const arma::mat &upper_t)
bool	check_symmetric (const arma::mat &A)
	Checks if the matrix is symmetric. More...
arma::mat	force_symmetric (const arma::mat &A)
	Returns a new matrix which is (A + A.t()) / 2.0 A must be square. More...
arma::mat	force_diag (const arma::mat &A)
	Returns a new matrix with no zeroes in the diagonal. More...
arma::mat	flatten (std::vector< arma::vec > &y)
	Returns a vector-like matrix with all the values contained in y concatenated. More...
std::vector< double >	flatten (std::vector< arma::mat > &M)
	Returns a vector with all the values contained in M concatenated. More...
std::vector< arma::mat >	unflatten (std::vector< double > &M_params, std::vector< arma::mat > &M)
	Returns a vector of matrices with all the values in M_params. More...

Variables
const double	pi = std::acos(-1)

Function Documentation

bool gplib::all_true

(

const vector< bool > &

vec

)

Return true if all the values in the boolean vector are true.

bool gplib::check_symmetric

(

const arma::mat &

A

)

Checks if the matrix is symmetric.

bool gplib::check_symmetric

(

const mat &

A

)

arma::mat gplib::flatten

(

std::vector< arma::vec > &

y

)

Returns a vector-like matrix with all the values contained in y concatenated.

std::vector<double> gplib::flatten

(

std::vector< arma::mat > &

M

)

Returns a vector with all the values contained in M concatenated.

mat gplib::flatten

(

vector< vec > &

y

)

vector<double> gplib::flatten

(

vector< mat > &

M

)

arma::mat gplib::force_diag

(

const arma::mat &

A

)

Returns a new matrix with no zeroes in the diagonal.

mat gplib::force_diag

(

const mat &

A

)

arma::mat gplib::force_symmetric

(

const arma::mat &

A

)

Returns a new matrix which is (A + A.t()) / 2.0 A must be square.

mat gplib::force_symmetric

(

const mat &

A

)

arma::vec gplib::get_observed_only	(	const arma::vec &	vec,
		const vector< bool > &	observed
	)

Takes a vector of real values and a boolean vector telling which dimensions are observed and returns a new vector with the observed dimensions only.

bool gplib::is_close	(	const mat &	A,
		const mat &	B,
		double	eps = 1e-4
	)

void gplib::split	(	const vector< double > &	theta,
		vector< double > &	kernel_params,
		vector< double > &	M_params
	)

Splits the params contained in 'theta' based on the size of kernel_params and M_params.

void gplib::split_indices	(	const vector< bool > &	predicates,
		vector< arma::uword > &	true_part,
		vector< arma::uword > &	false_part
	)

Splits the indices (zero indexed) on the ones where the pradicate is true and the part it is false.

std::vector<arma::mat> gplib::unflatten	(	std::vector< double > &	M_params,
		std::vector< arma::mat > &	M
	)

Returns a vector of matrices with all the values in M_params.

Each matrix of the vector has the dimensions provided by M.

vector<mat> gplib::unflatten	(	vector< double > &	M_params,
		vector< mat > &	M
	)

mat gplib::upper_triangular_inverse

(

const mat &

upper_t

)

arma::mat gplib::upper_triangular_inverse

(

const arma::mat &

upper_t

)

Variable Documentation

const double gplib::pi = std::acos(-1)