Stan Math Library  2.20.0
reverse mode automatic differentiation
cov_exp_quad.hpp
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1 #ifndef STAN_MATH_PRIM_MAT_FUN_COV_EXP_QUAD_HPP
2 #define STAN_MATH_PRIM_MAT_FUN_COV_EXP_QUAD_HPP
3 
8 #include <vector>
9 #include <cmath>
10 
11 namespace stan {
12 namespace math {
13 
17 template <typename T_x, typename T_sigma, typename T_l>
18 inline
19  typename Eigen::Matrix<typename stan::return_type<T_x, T_sigma, T_l>::type,
20  Eigen::Dynamic, Eigen::Dynamic>
21  cov_exp_quad(const std::vector<T_x>& x, const T_sigma& sigma,
22  const T_l& length_scale) {
23  return gp_exp_quad_cov(x, sigma, length_scale);
24 }
25 
29 template <typename T_x, typename T_sigma, typename T_l>
30 inline
31  typename Eigen::Matrix<typename stan::return_type<T_x, T_sigma, T_l>::type,
32  Eigen::Dynamic, Eigen::Dynamic>
33  cov_exp_quad(const std::vector<T_x>& x, const T_sigma& sigma,
34  const std::vector<T_l>& length_scale) {
35  return gp_exp_quad_cov(x, sigma, length_scale);
36 }
37 
41 template <typename T_x1, typename T_x2, typename T_sigma, typename T_l>
42 inline typename Eigen::Matrix<
44  Eigen::Dynamic>
45 cov_exp_quad(const std::vector<T_x1>& x1, const std::vector<T_x2>& x2,
46  const T_sigma& sigma, const T_l& length_scale) {
47  return gp_exp_quad_cov(x1, x2, sigma, length_scale);
48 }
49 
53 template <typename T_x1, typename T_x2, typename T_sigma, typename T_l>
54 inline typename Eigen::Matrix<
55  typename stan::return_type<T_x1, T_x2, T_sigma, T_l>::type, Eigen::Dynamic,
56  Eigen::Dynamic>
57 cov_exp_quad(const std::vector<T_x1>& x1, const std::vector<T_x2>& x2,
58  const T_sigma& sigma, const std::vector<T_l>& length_scale) {
59  return gp_exp_quad_cov(x1, x2, sigma, length_scale);
60 }
61 } // namespace math
62 } // namespace stan
63 #endif
Eigen::Matrix< typename stan::return_type< T_x, T_sigma, T_l >::type, Eigen::Dynamic, Eigen::Dynamic > cov_exp_quad(const std::vector< T_x > &x, const T_sigma &sigma, const T_l &length_scale)
Eigen::Matrix< typename stan::return_type< T_x, T_sigma, T_l >::type, Eigen::Dynamic, Eigen::Dynamic > gp_exp_quad_cov(const std::vector< T_x > &x, const T_sigma &sigma, const T_l &length_scale)
Returns a squared exponential kernel.
boost::math::tools::promote_args< double, typename scalar_type< T >::type, typename return_type< Types_pack... >::type >::type type
Definition: return_type.hpp:36

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