Commit 80f44f85 authored by niklas.baumgarten's avatar niklas.baumgarten
Browse files

potential todo

parent 60c87cef
......@@ -5,11 +5,17 @@
#include "utility/Assertion.h"
typedef std::vector<double> ToeplitzRow;
typedef std::vector<double> ToeplitzColumn;
typedef std::pair<ToeplitzRow, ToeplitzColumn> ToeplitzMatrix;
class CovarianceFunction {
public:
double sigma = 1.0;
int norm_p = 2;
std::vector<double> lambda;
std::vector<double> lambda{0.3, 0.3};
double smoothing = 1.0;
CovarianceFunction() {
......@@ -19,9 +25,17 @@ public:
config.get("smoothing", smoothing);
}
virtual double norm(const double *x) = 0;
virtual double covariance_fct(double *tau) = 0;
virtual double norm(const double *x) = 0;
virtual ToeplitzMatrix covarianceMatrix() {
/*
* Idea: Covariance function combined with mesh
* gives covariance matrix in Toeplitz structure
*/
return ToeplitzMatrix{};
};
};
class CovarianceFunction1D : CovarianceFunction {
......
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment