Revision f67708996d180d07f3d2afbaaf8a57bb46914d0b authored by Robert B. Gramacy on 11 December 2007, 00:00:00 UTC, committed by cran-robot on 11 December 2007, 00:00:00 UTC
1 parent 9e7336d
gen_covar.h
/********************************************************************************
*
* Bayesian Regression and Adaptive Sampling with Gaussian Process Trees
* Copyright (C) 2005, University of California
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
* Questions? Contact Robert B. Gramacy (rbgramacy@ams.ucsc.edu)
*
********************************************************************************/
#ifndef __GEN_COVAR_H__
#define __GEN_COVAR_H__
void dist(double **DIST, unsigned int m, double **X1, unsigned int n1,
double **X2, unsigned int n2, double pwr);
void exp_corr_sep(double **K, unsigned int m, double **X1, unsigned int n1,
double **X2, unsigned int n2, double *d, double pwr);
void dist_symm(double **DIST, unsigned int m, double **X, unsigned int n, double pwr);
void exp_corr_sep_symm(double **K, unsigned int m, double **X,
unsigned int n, double *d, double nug, double pwr);
void dist_to_K(double **K, double **DIST, double d, double nug,
unsigned int m, unsigned int n);
void dist_to_K_symm(double **K, double **DIST, double d, double nug, unsigned int n);
void matern_dist_to_K(double **K, double **DIST, double d, double nu, double *bk, long nb,
double nug, unsigned int m, unsigned int n);
void matern_dist_to_K_symm(double **K, double **DIST, double d, double nu, double *bk,
long nb, double nug, unsigned int n);
void inverse_chol(double **M, double **Mi, double **Mutil, unsigned int n);
void inverse_lu(double **M, double **Mi, double **Mutil, unsigned int n);
void solve_chol(double *x, double **A, double *b, unsigned int n);
#endif
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