Discrete representation of a MatrixValuedPDKernel.
Discrete representation of a MatrixValuedPDKernel.
Mathematically, it can be represented as a covariance matrix. However, it has more structure, i.e. its entry ij
is a matrix. Furthermore, the class has the knowledge about its domain (the point on which it is defined).
case classGaussianKernel[D <: Dim](sigma: Double) extends PDKernel[D] with Product with Serializable
Discrete representation of a MatrixValuedPDKernel. Mathematically, it can be represented as a covariance matrix. However, it has more structure, i.e. its entry ij is a matrix. Furthermore, the class has the knowledge about its domain (the point on which it is defined).