Correction matern and tests

Author: theogf

src/KernelFunctions.jl

@@ -1,6 +1,6 @@
 module KernelFunctions
 
-export kernelmatrix, kernelmatrix!, kappa
+export kernelmatrix, kernelmatrix!, kerneldiagmatrix, kerneldiagmatrix!, kappa
 export Kernel, SquaredExponentialKernel, MaternKernel, Matern32Kernel, Matern52Kernel
 
 export Transform, ScaleTransform

src/kernels/matern.jl

@@ -88,8 +88,8 @@ struct Matern32Kernel{T,Tr<:Transform} <: Kernel{T,Tr}
     end
 end
 
-function Matern32Kernel(ρ::T) where {T<:Real}
-    Matern32Kernel{T₁,ScaleTransform{T₁}}(ScaleTransform(ρ))
+function Matern32Kernel(ρ::T=1.0) where {T<:Real}
+    Matern32Kernel{T,ScaleTransform{T}}(ScaleTransform(ρ))
 end
 
 function Matern32Kernel(ρ::A) where {A<:AbstractVector{<:Real}}
@@ -110,8 +110,8 @@ struct Matern52Kernel{T,Tr<:Transform} <: Kernel{T,Tr}
     end
 end
 
-function Matern52Kernel(ρ::T) where {T<:Real}
-    Matern52Kernel{T₁,ScaleTransform{T₁}}(ScaleTransform(ρ))
+function Matern52Kernel(ρ::T=1.0) where {T<:Real}
+    Matern52Kernel{T,ScaleTransform{T}}(ScaleTransform(ρ))
 end
 
 function Matern52Kernel(ρ::A) where {A<:AbstractVector{<:Real}}

test/constructors.jl

@@ -1,4 +1,4 @@
-
+using KernelFunctions, Test, Distances
 #TODO Test metric weights for ARD, test equivalency for different constructors,
 # test type conversion
 l = 2.0
@@ -21,4 +21,5 @@ end
     @test isa(MaternKernel(1.0,1.0),MaternKernel)
     @test isa(MaternKernel(1.0,1.5),Matern32Kernel)
     @test isa(MaternKernel(1.0,2.5),Matern52Kernel)
+    @test isa(MaternKernel(1.0,Inf),SquaredExponentialKernel)
 end

test/kernelmatrix.jl

@@ -1,21 +1,31 @@
-using Distances
+using Distances, LinearAlgebra
+using KernelFunctions
 
 dims = [10,5]
 
 A = rand(dims...)
 B = rand(dims...)
 K = [zeros(dims[1],dims[1]),zeros(dims[2],dims[2])]
-k = SquaredExponentialKernel()
-k = MaternKernel()
-
+Kdiag = [zeros(dims[1]),zeros(dims[2])]
+kernels = [SquaredExponentialKernel(),MaternKernel(1.0,1.0),Matern32Kernel(),Matern52Kernel()]
 @testset "Inplace Kernel Matrix" begin
-    for obsdim in [1,2]
-        @test kernelmatrix!(K[obsdim],k,A,B,obsdim=obsdim) == kernelmatrix(k,A,B,obsdim=obsdim)
+    for k in kernels
+        @testset "$k" begin
+            for obsdim in [1,2]
+                @test kernelmatrix!(K[obsdim],k,A,B,obsdim=obsdim) == kernelmatrix(k,A,B,obsdim=obsdim)
+                @test kerneldiagmatrix!(Kdiag[obsdim],k,A,obsdim=obsdim) == kerneldiagmatrix(k,A,obsdim=obsdim)
+            end
+        end
     end
 end
 
 @testset "Kernel matrix" begin
-    for obsdim in [1,2]
-        @test kernelmatrix(k,A,B,obsdim=obsdim) == kappa.([k],pairwise(KernelFunctions.metric(k),A,B,dims=obsdim))
+    for k in kernels
+        @testset "$k" begin
+            for obsdim in [1,2]
+                @test kernelmatrix(k,A,B,obsdim=obsdim) == kappa.([k],pairwise(KernelFunctions.metric(k),A,B,dims=obsdim))
+                @test kernelmatrix(k,A,obsdim=obsdim) == kappa.([k],pairwise(KernelFunctions.metric(k),A,dims=obsdim))
+            end
+        end
     end
 end