Added set! and corrections

Author: theogf

Project.toml

@@ -10,10 +10,11 @@ SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 
 [compat]
-julia = "1.0"
+Distances = "0.8.2"
 PDMats = "0.9.9"
 SpecialFunctions = "0.7.2"
-Distances = "0.8.2"
+StatsFuns = "0.8"
+julia = "1.0"
 
 [extras]
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

src/generic.jl

@@ -29,3 +29,19 @@ for kernel in [:ExponentialKernel,:SqExponentialKernel,:Matern32Kernel,:Matern52
         $kernel(t::Tr) where {Tr<:Transform} = $kernel{eltype(t),Tr}(t)
     end
 end
+
+function set!()
+
+end
+
+function set!(k::Kernel{T,ScaleTransform{Base.RefValue{<:Tρ}}},ρ::Tρ) where {T,Tρ<:Real}
+    set!(k.transform,ρ)
+end
+
+function set!(k::Kernel{T,ScaleTransform{<:AbstractVector{<:Tρ}}},ρ::AbstractVector{<:Tρ}) where {T,Tρ<:Real}
+    set!(k.transform,ρ)
+end
+
+function set!(k::Kernel{T,LowRankTransform{<:AbstractMatrix{<:Tm}}},m::AbstractMatrix{<:Tm}) where {T,Tm<:Real}
+    set!(k.transform,m)
+end

src/kernels/exponential.jl

@@ -18,7 +18,7 @@ struct SqExponentialKernel{T,Tr} <: Kernel{T,Tr}
     end
 end
 
-@inline kappa(κ::SqExponentialKernel, d²::Real) where {T} = exp(-d²)
+@inline kappa(κ::SqExponentialKernel, d²::Real) = exp(-d²)
 
 ### Aliases
 const RBFKernel = SqExponentialKernel
@@ -42,7 +42,7 @@ struct ExponentialKernel{T,Tr} <: Kernel{T,Tr}
     end
 end
 
-@inline kappa(κ::ExponentialKernel, d::Real) where {T} = exp(-d)
+@inline kappa(κ::ExponentialKernel, d::Real) = exp(-d)
 
 ### Aliases
 const LaplacianKernel = ExponentialKernel
@@ -80,4 +80,4 @@ function GammaExponentialKernel(t::Tr,gamma::T₁=2.0) where {Tr<:Transform,T₁
     GammaExponentialKernel{eltype(Tr),Tr,T₁}(t,gamma)
 end
 
-@inline kappa(κ::GammaExponentialKernel, d²::Real) where {T} = exp(-d²^κ.γ)
+@inline kappa(κ::GammaExponentialKernel, d²::Real) = exp(-d²^κ.γ)

src/matrix/kernelkroeneckermat.jl

@@ -0,0 +1,14 @@
+function kernelkronmat(
+    κ::Kernel,
+    X::AbstractVector,
+    dims::Int
+    )
+    @assert iskroncompatible(κ) "The kernel chosed is not compatible for kroenecker matrices"
+    K = kernelmatrix(κ,reshape(X,:,1),obsdim=1)
+
+end
+
+
+function iskroncompatible(κ::Kernel)
+
+end

src/transform/lowranktransform.jl

@@ -11,6 +11,11 @@ struct LowRankTransform{T<:AbstractMatrix{<:Real}} <: Transform
     proj::T
 end
 
+function set!(t::LowRankTransform{<:AbstractMatrix{T}},M::AbstractMatrix{T}) where {T<:Real}
+    @assert size(t) == size(M) "Size of the given matrix $(size(M)) and the projection matrix $(size(t)) are not the same"
+    t.proj .= M
+end
+
 Base.size(tr::LowRankTransform,i::Int) = size(tr.proj,i)
 Base.size(tr::LowRankTransform) = size(tr.proj) #  TODO Add test
 

src/transform/scaletransform.jl

@@ -9,13 +9,13 @@
     Multiply every element of the matrix by `l` for a scalar
     Multiply every vector of observation by `v` element-wise for a vector
 """
-struct ScaleTransform{T<:Union{Real,AbstractVector{<:Real}}} <: Transform
+struct ScaleTransform{T<:Union{Base.RefValue{<:Real},AbstractVector{<:Real}}} <: Transform
     s::T
 end
 
 function ScaleTransform(s::T=1.0) where {T<:Real}
     @check_args(ScaleTransform, s, s > zero(T), "s > 0")
-    ScaleTransform{T}(s)
+    ScaleTransform{T}(Ref(s))
 end
 
 function ScaleTransform(s::T,dims::Integer) where {T<:Real} # TODO Add test
@@ -28,7 +28,16 @@ function ScaleTransform(s::A) where {A<:AbstractVector{<:Real}}
     ScaleTransform{A}(s)
 end
 
-dim(str::ScaleTransform{<:Real}) = 1 #TODO Add test
+function set!(t::ScaleTransform{Base.RefValue{T}},ρ::T) where {T<:Real}
+    t.s[] = ρ
+end
+
+function set!(t::ScaleTransform{AbstractVector{T}},ρ::AbstractVector{T}) where {T<:Real}
+    @assert length(ρ) == dim(t) "Trying to set a vector of size $(length(ρ)) to ScaleTransform of dimension $(dim(t))"
+    t.s .= ρ
+end
+
+dim(str::ScaleTransform{Base.RefValue{<:Real}}) = 1 #TODO Add test
 dim(str::ScaleTransform{<:AbstractVector{<:Real}}) = length(str.s)
 
 function transform(t::ScaleTransform{<:AbstractVector{<:Real}},X::AbstractMatrix{<:Real},obsdim::Int)
@@ -40,4 +49,4 @@ end
 transform(t::ScaleTransform{<:AbstractVector{<:Real}},x::AbstractVector{<:Real},obsdim::Int=defaultobs) = t.s .* x
 _transform(t::ScaleTransform{<:AbstractVector{<:Real}},X::AbstractMatrix{<:Real},obsdim::Int=defaultobs) = obsdim == 1 ? t.s'.*X : t.s .* X
 
-transform(t::ScaleTransform{<:Real},x::AbstractVecOrMat,obsdim::Int=defaultobs) = t.s .* x
+transform(t::ScaleTransform{Base.RefValue{<:Real}},x::AbstractVecOrMat,obsdim::Int=defaultobs) = t.s[] .* x