1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125

use super::PositiveDefiniteKernel;
use crate::{
    KernelAdd, KernelError, KernelMul, LogParamsDifferentiableKernel, LogValueDifferentiableKernel,
};
use opensrdk_linear_algebra::Vector;
use rayon::prelude::*;
use std::{ops::Add, ops::Mul};

const PARAMS_LEN: usize = 2;

#[derive(Clone, Debug)]
pub struct Periodic;

impl Periodic {
    fn norm(&self, params: &[f64], x: &Vec<f64>, xprime: &Vec<f64>) -> Result<f64, KernelError> {
        if params.len() != PARAMS_LEN {
            return Err(KernelError::ParametersLengthMismatch.into());
        }
        if x.len() != xprime.len() {
            return Err(KernelError::InvalidArgument.into());
        }

        let v = x
            .par_iter()
            .zip(xprime.par_iter())
            .map(|(x_i, xprime_i)| (x_i - xprime_i).powi(2))
            .sum::<f64>()
            .sqrt();

        Ok(v)
    }
}

impl PositiveDefiniteKernel<Vec<f64>> for Periodic {
    fn params_len(&self) -> usize {
        PARAMS_LEN
    }

    fn value(&self, params: &[f64], x: &Vec<f64>, xprime: &Vec<f64>) -> Result<f64, KernelError> {
        let norm = self.norm(params, x, xprime)?;

        let fx = (params[0] * (norm / params[1]).cos()).exp();

        Ok(fx)
    }
}

impl<R> Add<R> for Periodic
where
    R: PositiveDefiniteKernel<Vec<f64>>,
{
    type Output = KernelAdd<Self, R, Vec<f64>>;

    fn add(self, rhs: R) -> Self::Output {
        Self::Output::new(self, rhs)
    }
}

impl<R> Mul<R> for Periodic
where
    R: PositiveDefiniteKernel<Vec<f64>>,
{
    type Output = KernelMul<Self, R, Vec<f64>>;

    fn mul(self, rhs: R) -> Self::Output {
        Self::Output::new(self, rhs)
    }
}

impl LogValueDifferentiableKernel<Vec<f64>> for Periodic {
    fn ln_diff_value(
        &self,
        params: &[f64],
        x: &Vec<f64>,
        xprime: &Vec<f64>,
    ) -> Result<Vec<f64>, KernelError> {
        let value = &self.value(params, x, xprime)?;
        let diff = (-value.sin() * 2.0 / params[1]
            * (x.clone().col_mat() - xprime.clone().col_mat()))
        .vec();
        Ok(diff)
    }
}

impl LogParamsDifferentiableKernel<Vec<f64>> for Periodic {
    fn ln_diff_params(
        &self,
        params: &[f64],
        x: &Vec<f64>,
        xprime: &Vec<f64>,
    ) -> Result<Vec<f64>, KernelError> {
        let value = &self.value(params, x, xprime)?;
        let diff0 = 1.0 / params[0];
        let diff1 = value.sin() * 2.0 * params[1].powi(-2) * &self.norm(params, x, xprime)?;
        let diff = vec![diff0, diff1];
        Ok(diff)
    }
}

#[cfg(test)]
mod tests {
    use crate::*;
    #[test]
    fn it_works() {
        let kernel = Periodic;

        let test_value = kernel.value(&[1.0], &vec![0.0, 0.0, 0.0], &vec![0.0, 0.0, 0.0]);

        match test_value {
            Err(KernelError::ParametersLengthMismatch) => (),
            _ => panic!(),
        };
    }

    #[test]
    fn it_works2() {
        let kernel = Periodic;

        let test_value = kernel
            .value(&[1.0, 1.0], &vec![0.0, 0.0, 0.0], &vec![0.0, 0.0, 0.0])
            .unwrap();

        assert_eq!(test_value, 1f64.exp());
    }
}