gp.h

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// This file is part of libgcop, a library for Geometric Control, Optimization, and Planning (GCOP)
//
// Copyright (C) 2004-2014 Marin Kobilarov <marin(at)jhu.edu>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.

#ifndef GCOP_GP_H
#define GCOP_GP_H

#include <Eigen/Dense>

namespace gcop {
  class GP {
  public:
    GP(int d, int n = 0);
    
    virtual ~GP();
    
    virtual void Sample();
    
    bool Add(const Eigen::VectorXd &x,
             double f);    
    
    void Train();
    
    void Train(const Eigen::MatrixXd &Xs, 
               const Eigen::VectorXd &fs);
    
    double Predict(const Eigen::VectorXd &x, 
                   double *s = 0) const;
    
    double SqExp(const Eigen::VectorXd &xa, 
                 const Eigen::VectorXd &xb) const;
    
    double LogL(double dll[2] = 0);

    double PI(const Eigen::VectorXd &x, double fmin) const;

    double OptParams();
       
    int d;  
    int n;  
    
    Eigen::MatrixXd Xs;   
    Eigen::VectorXd fs;   
    
    Eigen::MatrixXd K;  
    Eigen::MatrixXd Ki;
    
    Eigen::MatrixXd L;
    
    Eigen::VectorXd a;
    
    double l;
    double s;
    
    double sigma;
    
    bool cf;   

    bool eps;  
    
  };
}

#endif