tested support for space-time generalized linear models with fe_ls_separable and fe_ls_parabolic solver

Author: AlePalu

fdaPDE/src/solvers/fe_ls_parabolic.h

@@ -473,6 +473,20 @@ template <> class fe_ls_parabolic<direct_tag> {
         return P(lambda[0], lambda[1]);
     }
     matrix_t P() const { return P(1.0, 1.0); }
+    double ftPf(double lambda_D, double lambda_T) {
+        if (std::array<double, n_lambda> {lambda_D, lambda_T} != lambda_saved_ || W_changed_) {
+            fit(lambda_D, lambda_T);
+        }
+        if (!PT_.has_value()) { PT_ = kronecker(L__, R0__); }
+        return lambda_D * g_.dot(R0_ * g_) + lambda_T * f_.dot((*PT_) * f_);
+    }
+    template <typename LambdaT>
+        requires(internals::is_vector_like_v<LambdaT>)
+    double ftPf(const LambdaT& lambda) {
+        fdapde_assert(lambda.size() == n_lambda);
+        return internals::apply_index_pack<n_lambda>([&]<int... Ns>() { return ftPf(lambda[Ns]...); });
+    }
+    vector_t lmbPsi(const vector_t& rhs) const { return Psi_ * rhs; }
     vector_t fn() const { return Psi_ * f_; }
 
     // observers

fdaPDE/src/solvers/fe_ls_separable.h

@@ -482,7 +482,7 @@ template <> class fe_ls_separable<direct_tag> {
         if (std::array<double, n_lambda> {lambda_D, lambda_T} != lambda_saved_ || W_changed_) {
             fit(lambda_D, lambda_T);
         }
-        return f_.dot((lambda_D * (*PD_) + lambda_T * (*PT_)) * f_);
+        return f_.dot(P(lambda_D, lambda_T) * f_);
     }
     template <typename LambdaT>
         requires(internals::is_vector_like_v<LambdaT>)

test/data/gsr/05/design_matrix.csv

@@ -1,4 +1,4 @@
-"","V1","V2"
+"","x1","x2"
 "1","0.418485939633086890","0.457156015809428051"
 "2","0.108602500820680001","0.774587130959841996"
 "3","0.750327214988281588","0.411973074630381630"