Merge branch 'main' into sort-multis

MParT/BasisEvaluator.h

@@ -1,4 +1,5 @@
 #include <Kokkos_Core.hpp>
+#include "MParT/PositiveBijectors.h"
 
 namespace mpart {
 /**
@@ -7,27 +8,52 @@ namespace mpart {
  *
  * Assuming you want create a function
  * \f$f_{\vec{\alpha}}:\mathbb{R}^{d+1}\to\mathbb{R}\f$ which has multi-index
- * \f$\vec{\alpha}\f$, there are three possibilities:
+ * \f$\vec{\alpha}\f$, there are a few possibilities:
  *
  * - All diagonal and offdiagonal univariate functions are identical, i.e.
  * \f$f(x_1,\ldots,x_d,y)=\psi_{\alpha_{d+1}}(y)\prod_{j=1}^d\psi_{\alpha_j}(x_j)\f$,
  * which is `Homogeneous`
  * - All offdiagonal univariate functions are identical, i.e.
  * \f$f(x_1,\ldots,x_d,y)=\psi^{diag}_{\alpha_{d+1}}(y)\prod_{j=1}^d\psi^{offdiag}_{\alpha_j}(x_j)\f$,
- * which is `OffdiagHomogeneous`
+ * which is `OffdiagHomogeneous`.
  * - All univariate basis functions may be different, i.e.
  * \f$f(x_1,\ldots,x_d,y)=\psi^{d+1}_{\alpha_{d+1}}(y)\prod_{j=1}^d\psi^{j}_{\alpha_j}(x_j)\f$
  * which is `Heterogeneous`
  */
 enum BasisHomogeneity { Homogeneous, OffdiagHomogeneous, Heterogeneous };
 
+/**
+ * @brief Defines the identity function \f$g(x) = x\f$.
+ */
+class Identity{
+public:
+
+    KOKKOS_INLINE_FUNCTION static double Evaluate(double x){
+        //stable implementation of std::log(1.0 + std::exp(x)) for large values
+        return x;
+    }
+
+    KOKKOS_INLINE_FUNCTION static double Derivative(double x){
+        return 1.0;
+    }
+
+    KOKKOS_INLINE_FUNCTION static double SecondDerivative(double x){
+        return 0.;
+    }
+
+    KOKKOS_INLINE_FUNCTION static double Inverse(double x){
+        return x;
+    }
+
+};
+
 /**
  * @brief Class to represent all elements of a multivariate function basis
  *
  * See BasisHomogeneity for information on options for \c HowHomogeneous .
  * The form of template parameter \c BasisEvaluatorType will depend on \c
  * HowHomogeneous See the documentation of each implementation for details on
- * what's necessary.
+ * what's necessary. We give the option to "rectify" the function if it depends on y (i.e. make the part dependent on x positive)
  *
  * Any univariate basis function used here must have the following functions:
  *
@@ -42,8 +68,9 @@ enum BasisHomogeneity { Homogeneous, OffdiagHomogeneous, Heterogeneous };
  * BasisHomogeneity for more info)
  * @tparam BasisEvaluatorType The type we need to evaluate when evaluating the
  * basis
+ * @tparam RectifierType The rectification operator for diag/offdiag cross-terms
  */
-template <BasisHomogeneity HowHomogeneous, typename BasisEvaluatorType>
+template <BasisHomogeneity HowHomogeneous, typename BasisEvaluatorType, typename RectifierType=Identity>
 class BasisEvaluator {
   public:
   /**
@@ -68,7 +95,6 @@ class BasisEvaluator {
                                           int maxOrder, double point) const {
     assert(false);
   }
-  // EvaluateDerivatives(dim, output_eval, output_deriv, max_order, input)
 
   /**
    * @brief Evaluate the functions for the multivariate basis
@@ -116,6 +142,14 @@ class BasisEvaluator {
 #endif
 };
 
+template<typename T>
+struct GetRectifier{};
+
+template<BasisHomogeneity HowHomogeneous, typename BasisEvaluatorType, typename RectifierType>
+struct GetRectifier<BasisEvaluator<HowHomogeneous, BasisEvaluatorType, RectifierType>>{
+    using type = RectifierType;
+};
+
 /**
  * @brief Basis evaluator when all univariate basis fcns are identical
  *
@@ -179,10 +213,12 @@ class BasisEvaluator<BasisHomogeneity::Homogeneous, BasisEvaluatorType> {
  *
  * @tparam OffdiagEvaluatorType Type to eval offdiagonal univariate basis
  * @tparam DiagEvaluatorType Type to eval diagonal univariate basis
+ * @tparam RectifyType Whether the basis is rectified or not (i.e. positivize the non-diagonal part of cross terms)
  */
-template <typename OffdiagEvaluatorType, typename DiagEvaluatorType>
+template <typename OffdiagEvaluatorType, typename DiagEvaluatorType, typename Rectifier>
 class BasisEvaluator<BasisHomogeneity::OffdiagHomogeneous,
-                     Kokkos::pair<OffdiagEvaluatorType, DiagEvaluatorType>> {
+                     Kokkos::pair<OffdiagEvaluatorType, DiagEvaluatorType>,
+                     Rectifier> {
   public:
   BasisEvaluator(
       int dim,
@@ -242,7 +278,6 @@ class BasisEvaluator<BasisHomogeneity::OffdiagHomogeneous,
 #endif
   /// @brief Number of input dimensions for multivariate basis
   int dim_;
-
   OffdiagEvaluatorType offdiag_;
   DiagEvaluatorType diag_;
 };
@@ -252,9 +287,9 @@ class BasisEvaluator<BasisHomogeneity::OffdiagHomogeneous,
  *
  * @tparam CommonBasisEvaluatorType Supertype to univariate basis eval types
  */
-template <typename CommonBasisEvaluatorType>
+template <typename CommonBasisEvaluatorType, typename Rectifier>
 class BasisEvaluator<BasisHomogeneity::Heterogeneous,
-                     std::vector<std::shared_ptr<CommonBasisEvaluatorType>>> {
+                     std::vector<std::shared_ptr<CommonBasisEvaluatorType>>, Rectifier> {
   public:
   BasisEvaluator(
       int dim,