1% Product between a Gaussian covariance matrix and a vector.
2%
3% p = mtimescorr(xi,len,b)
4%
5% Compute the product between a Gaussian covariance with a length scale len and
6% grid points located in xi and the vector b. The covariance matrix has a unit
7% variance.
8
9function p = mtimescorr(xi,len,b)
10
11%'mat'
12m = size(xi,1);
13p = zeros(size(b));
14
15% for j=1:m
16%     for i=1:m
17%         d2 = sum( (self.xi(i,:) - self.xi(j,:)).^2 );
18%         p(i) = p(i) + exp(-d2 / self.len^2) * b(j);
19%     end
20% end
21%
22
23
24for i=1:m
25    X = repmat(xi(i,:),[m 1]);
26    d2 = sum( (X - xi).^2, 2) ;
27    ed = exp(-d2 / len^2);
28    p(i,:) = ed' * b;
29end
30
31% LocalWords:  mtimescorr len
32
33% Copyright (C) 2014 Alexander Barth <a.barth@ulg.ac.be>
34%
35% This program is free software; you can redistribute it and/or modify it under
36% the terms of the GNU General Public License as published by the Free Software
37% Foundation; either version 2 of the License, or (at your option) any later
38% version.
39%
40% This program is distributed in the hope that it will be useful, but WITHOUT
41% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
42% FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
43% details.
44%
45% You should have received a copy of the GNU General Public License along with
46% this program; if not, see <http://www.gnu.org/licenses/>.
47