ParamTimeKernelExpansion.m

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namespace kernels{


/* (Autoinserted by mtoc++)
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 * which generates code that can be processed by the doxygen documentation tool.
 *
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class ParamTimeKernelExpansion
  :public kernels.KernelExpansion {
    public: /* ( Dependent, setObservable ) */

        kernels.BaseKernel TimeKernel;
        kernels.BaseKernel ParamKernel;
    public: /* ( setObservable ) */

        SubKernelCombinationFun = @("t,s,p")t .* s .* p;
        StateNablaCombinationFun = @("t,s,p)bsxfun(\@times, s, t.*p");
    private:

        fTK;

        fPK;

        
    public:

        ParamTimeKernelExpansion() {

            /*  Set custom projection to true as the project method is
             * overridden */
            this = this@kernels.KernelExpansion;

            this.Centers.ti= [];
            this.Centers.mui= [];

            /*  The default kernels for time and parameters are neutral (=1)
             * kernels as not all models have time or parameter dependent
             * system functions. */
            this.fTK= kernels.NoKernel;
            this.fPK= kernels.NoKernel;

            /*  DONT CHANGE THIS LINE unless you know what you are doing or
             * you are me :-)
 *             this.updateRotInv; */

            this.registerProps(" TimeKernel "," ParamKernel ",...
                " SubKernelCombinationFun "," StateNablaCombinationFun ");
        }
        function fx = evaluate(colvec<double> x,double t,colvec<double> mu) {
            fx = this.Ma * (this.Base \ this.getKernelVector(x, t, mu)^t);
        }


        function phi = getKernelVector(colvec<double> x,double t,colvec<double> mu) {
            phi = this.SubKernelCombinationFun(...
                this.fTK.evaluate(t, this.Centers.ti), ...
                this.fSK.evaluate(x, this.Centers.xi), ...
                this.fPK.evaluate(mu, this.Centers.mui));
        }
        function J = getStateJacobian(colvec<double> x,double t,colvec<double> mu) {
            if size(x, 2) > 1
                error(" Derivaties only possible for single vector/point, as already returning a matrix with derivatives at all centers. ");
            end
            N = this.StateNablaCombinationFun(...
                this.fTK.evaluate(t, this.Centers.ti),...
                this.fSK.getNabla(x, this.Centers.xi),...
                this.fPK.evaluate(mu, this.Centers.mui));
            J = this.Ma * N^t;
        }
        function c = getGlobalLipschitz(double t,colvec<double> mu) {
            k = this.TimeKernel.evaluate(this.Centers.ti,t).*this.ParamKernel.evaluate(this.Centers.mui,mu);
            c = sum(this.Ma_norms .* k^t) * this.Kernel.getGlobalLipschitz;
            /* warning('KerMor:globallipschitz','not yet implemented/validated correctly!'); */
        }
        function K = getKernelMatrix() {
            K = [];
            if ~isempty(this.Centers)
                K = this.SubKernelCombinationFun(...
                    this.fTK.evaluate(this.Centers.ti,[]), ...
                    getKernelMatrix@kernels.KernelExpansion(this), ...
                    this.fPK.evaluate(this.Centers.mui,[]));
            end
        }
        function K = getKernelMatrixColumn(idx,colvec<double> x,double t,colvec<double> mu) {
            K = [];
            if nargin < 3
                x = this.Centers.xi;
                t = this.Centers.ti;
                mu = this.Centers.mui;
            end
            if ~isempty(this.Centers)
                K = this.SubKernelCombinationFun(...
                    this.fTK.evaluate(t,t(idx)), ...
                    getKernelMatrixColumn@kernels.KernelExpansion(this, idx, x), ...
                    this.fPK.evaluate(mu,mu(:,idx)));
            end
        }
        function  setCentersFromATD(data.ApproxTrainData atd,rowvec<integer> idx) {
            setCentersFromATD@kernels.KernelExpansion(this, atd, idx);
            if atd.hasTime
                this.Centers.ti= atd.ti(:,idx);
            end
            if atd.hasParams
                this.Centers.mui= atd.mui(:,idx);
            end
        }
        function copy = clone(copy) {
            if nargin == 1
                copy = kernels.ParamTimeKernelExpansion;
            end
            /*  Copy local variables */
            copy = clone@kernels.KernelExpansion(this, copy);
            copy.SubKernelCombinationFun= this.SubKernelCombinationFun;
            copy.StateNablaCombinationFun= this.StateNablaCombinationFun;
            copy.fTK= this.fTK.clone;
            copy.fPK= this.fPK.clone;
        }


        function  clear() {
            clear@kernels.KernelExpansion(this);
            this.Centers.ti= [];
            this.Centers.mui= [];
        }
        /* % Getter & Setter */
    public:

        
#if 0 //mtoc++: 'set.SubKernelCombinationFun'
function  SubKernelCombinationFun(fhandle) {
            if ~isa(fhandle," function_handle ")
                error(" SubKernelCombinationFun must be a function handle. ");
            elseif nargin(fhandle) ~= 3
                error(" SubKernelCombinationFun must take exactly three input arguments. ");
            end
            this.SubKernelCombinationFun= fhandle;
        }

#endif


        
#if 0 //mtoc++: 'get.ParamKernel'
function k = ParamKernel() {
            k = this.fPK;
        }

#endif


        
#if 0 //mtoc++: 'get.TimeKernel'
function k = TimeKernel() {
            k = this.fTK;
        }

#endif


        
#if 0 //mtoc++: 'set.ParamKernel'
function  ParamKernel(value) {
            if isa(value," kernels.BaseKernel ")
                this.fPK= value;
            else
                error(" ParamKernel must be a subclass of kernels.BaseKernel. ");
            end
        }

#endif


        
#if 0 //mtoc++: 'set.TimeKernel'
function  TimeKernel(value) {
            if isa(value," kernels.BaseKernel ")
                this.fTK= value;
            else
                error(" TimeKernel must be a subclass of kernels.BaseKernel. ");
            end
        }

#endif

};
}