Struct StreamingRbf 

pub struct StreamingRbf { /* private fields */ }

Online / incremental RBF interpolant.

Points are added one at a time via update. When the window is full the oldest point is removed via a rank-1 downdate.

Implementations

impl StreamingRbf

pub fn new(config: StreamingRbfConfig) -> Self

Create a new, empty streaming RBF.

pub fn n_points(&self) -> usize

Number of points currently in the window.

pub fn cholesky_rank1_update( l: &mut Vec<Vec<f64>>, v: &[f64], ) -> Result<(), InterpolateError>

Performs an O(n²) Cholesky extension.

Appends a new row and column to the current lower-triangular Cholesky factor L so that the extended factor corresponds to the augmented Gram matrix G' = [[G, v[..n]]; [v[..n]ᵀ, v[n]]].

v has length old_n + 1:

• v[0..old_n] are the cross-kernel values between the new point and all existing points.
• v[old_n] is the self-kernel value φ(new, new).

pub fn update(&mut self, x: Vec<f64>, y: f64) -> Result<(), InterpolateError>

Add a new observation (x, y) and update the interpolant.

If the window is full the oldest observation is evicted first.

Implementation strategy:

• When forget_factor == 1.0 (no forgetting): use rank-1 Cholesky update (O(n²)) by appending the new column.
• When forget_factor < 1.0: apply exponential forgetting to stored values and rebuild the Gram matrix from scratch (O(n²) rebuild, but avoids the numerical issues of scaling an existing factorisation).

pub fn predict(&mut self, x: &[f64]) -> Result<f64, InterpolateError>

Predict the interpolated value at a new point x.

Trait Implementations

impl Clone for StreamingRbf

fn clone(&self) -> StreamingRbf

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for StreamingRbf

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.