Adding CMakeLists.txt for examples.

CMakeLists.txt

@@ -2,9 +2,19 @@
 # Copyright 2011 University of Freiburg.
 
 CMAKE_MINIMUM_REQUIRED(VERSION 2.8)
+
+# if no option is given, standard is release
+IF(NOT CMAKE_CONFIGURATION_TYPES AND NOT CMAKE_BUILD_TYPE)
+   SET(CMAKE_BUILD_TYPE Release)
+ENDIF(NOT CMAKE_CONFIGURATION_TYPES AND NOT CMAKE_BUILD_TYPE)
+
+set(CMAKE_CXX_FLAGS_RELEASE "-DCLSQUARE -Wall -O2")
+set(CMAKE_CXX_FLAGS_DEBUG "-DCLSQUARE -Wall -g")
+
 PROJECT(libgp CXX C)
 
 OPTION(BUILD_TESTS "Build tests" ON)
+OPTION(BUILD_EXAMPLES "Build examples" ON)
 
 SET(CMAKE_MODULE_PATH ${CMAKE_CURRENT_SOURCE_DIR} ${CMAKE_MODULE_PATH})
 
@@ -21,10 +31,9 @@ INCLUDE("Sources.cmake")
 ADD_LIBRARY(gp ${LIBGP_SRC} ${LIBGP_INTERFACES})
 
 # ----- Add example targets -----
-ADD_EXECUTABLE(gpdense examples/gp_example_dense.cc)
-# ADD_EXECUTABLE(gpsparse examples/gp_example_sparse.cc)
-TARGET_LINK_LIBRARIES(gpdense gp)
-# TARGET_LINK_LIBRARIES(gpsparse gp)
+IF(BUILD_EXAMPLES)
+  ADD_SUBDIRECTORY(examples)
+ENDIF()
 
 # ----- Testing -----
 IF(BUILD_TESTS)

examples/CMakeLists.txt

@@ -0,0 +1,2 @@
+ADD_EXECUTABLE(gpdense gp_example_dense.cc)
+TARGET_LINK_LIBRARIES(gpdense gp)

include/gp_sparse.h

@@ -18,18 +18,17 @@ namespace libgp {
   {
   public:
 
-    /** Create and instance of SparseGaussianProcess with given input dimensionality and covariance function. */
+    /** Create an instance of SparseGaussianProcess with given input dimensionality and covariance function. */
     SparseGaussianProcess (size_t input_dim, std::string covf_def);
 
-    /** Create and instance of SparseGaussianProcess from file. */
+    /** Create an instance of SparseGaussianProcess from file. */
     SparseGaussianProcess (const char * filename);
 
     virtual ~SparseGaussianProcess ();
 
     virtual void compute();
 
   protected:
-    Eigen::SimplicialCholesky<Eigen::SparseMatrix<double>, Eigen::Lower> solver;
 
   };
 }

src/rprop.cc

@@ -43,7 +43,6 @@ void RProp::maximize(GaussianProcess * gp, size_t n, bool verbose)
     grad_old = grad;
     gp->covf().set_loghyper(params);
   }
-  std::cout << params << std::endl;
 }
 
 }

tests/CMakeLists.txt

@@ -4,11 +4,13 @@ INCLUDE(ExternalProject)
 ExternalProject_Add(googletest
   SVN_REPOSITORY "http://googletest.googlecode.com/svn/tags/release-1.6.0"
   INSTALL_COMMAND ""
+  UPDATE_COMMAND ""
+  PREFIX "gtest"
 )
 
 # ----- Testing -----
-INCLUDE_DIRECTORIES (${CMAKE_CURRENT_BINARY_DIR}/googletest-prefix/src/googletest/include)
-LINK_DIRECTORIES (${CMAKE_CURRENT_BINARY_DIR}/googletest-prefix/src/googletest-build)
+INCLUDE_DIRECTORIES (${CMAKE_CURRENT_BINARY_DIR}/gtest/src/googletest/include)
+LINK_DIRECTORIES (${CMAKE_CURRENT_BINARY_DIR}/gtest/src/googletest-build)
 
 # ----- Add sources -----
 INCLUDE("Sources.cmake")

tests/rprop_test.cc

@@ -12,30 +12,31 @@
 
 TEST(RPropTest, Test1) 
 {
-  int input_dim = 3, param_dim = 5;
-  libgp::GaussianProcess * gp = new libgp::GaussianProcess(input_dim, "CovSum ( CovSEard, CovNoise)");
+  int input_dim = 3, param_dim = 3;
+  libgp::GaussianProcess * gp = new libgp::GaussianProcess(input_dim, "CovSum ( CovSEiso, CovNoise)");
   Eigen::VectorXd params(param_dim);
-  params << 1, 2, 3, 0, -2;
+  params << 0, 0, log(0.01);
   gp->covf().set_loghyper(params);
-  int n = 400;
+  int n = 500;
   Eigen::MatrixXd X(n, input_dim);
   X.setRandom();
+  X = X*10;
   Eigen::VectorXd y = gp->covf().draw_random_sample(X);
   for(size_t i = 0; i < n; ++i) {
     double x[input_dim];
     for(int j = 0; j < input_dim; ++j) x[j] = X(i,j);
     gp->add_pattern(x, y(i));
   }
 
-  params << 0, 0, 0, 0, 0;
-
+  params << -1, -1, -1;
   gp->covf().set_loghyper(params);
 
   libgp::RProp rprop;
   rprop.init();
-  rprop.maximize(gp);
+  rprop.maximize(gp, 50, 0);
 
-  std::cout << gp->covf().get_loghyper() << std::endl;
+  ASSERT_NEAR(0, gp->covf().get_loghyper()(0), 0.1);
+  ASSERT_NEAR(0, gp->covf().get_loghyper()(1), 0.1);
 
 }