Clean up dependencies
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@@ -10,21 +10,6 @@ pub use exponential::Exponential;
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pub use matern32::Matern32;
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pub use matern52::Matern52;
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#[inline]
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pub(crate) fn transition(t0: f64, t1: f64, feedback: Array2<f64>) -> Array2<f64> {
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let a = feedback * (t1 - t0);
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if a.shape() == [1, 1] {
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array![[a[(0, 0)].exp()]]
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} else {
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let mut b = Array2::<f64>::zeros(a.dim());
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crate::expm::expm(&a, &mut b);
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b
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}
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}
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pub(crate) fn distance(ts1: &[f64], ts2: &[f64]) -> Array2<f64> {
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let mut r = Array2::zeros((ts1.len(), ts2.len()));
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@@ -54,27 +39,9 @@ pub trait Kernel {
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unimplemented!();
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}
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fn transition(&self, t0: f64, t1: f64) -> Array2<f64> {
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transition(t0, t1, self.feedback())
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}
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fn transition(&self, t0: f64, t1: f64) -> Array2<f64>;
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fn noise_cov(&self, _t0: f64, _t1: f64) -> Array2<f64> {
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/*
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mat = self.noise_effect.dot(self.noise_density).dot(self.noise_effect.T)
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#print(g)
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print(mat)
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Phi = np.vstack((
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np.hstack((self.feedback, mat)),
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np.hstack((np.zeros_like(mat), -self.feedback.T))))
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print(Phi)
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m = self.order
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AB = np.dot(sp.linalg.expm(Phi * (t2 - t1)), np.eye(2*m, m, k=-m))
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print(AB)
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return sp.linalg.solve(AB[m:,:].T, AB[:m,:].T)
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*/
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// let mat = self.noise_effect()
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todo!();
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}
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}
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