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Fix Matern Grads #478

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Merged
merged 4 commits into from
Oct 3, 2022
Merged

Fix Matern Grads #478

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5ddd418
gitignore dev folder
Sep 28, 2022
37f5558
Fix up matern
Sep 28, 2022
7ad72a2
Bump patch
Sep 28, 2022
43748e5
Avoid promotion with irrational
Sep 28, 2022
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1 change: 1 addition & 0 deletions .gitignore
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Original file line number Diff line number Diff line change
Expand Up @@ -3,3 +3,4 @@
Manifest.toml
coverage/
.DS_store
dev
2 changes: 1 addition & 1 deletion Project.toml
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@@ -1,6 +1,6 @@
name = "KernelFunctions"
uuid = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
version = "0.10.45"
version = "0.10.46"

[deps]
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
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14 changes: 8 additions & 6 deletions src/basekernels/matern.jl
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Expand Up @@ -37,14 +37,16 @@ MaternKernel(; nu::Real=1.5, ν::Real=nu, metric=Euclidean()) = MaternKernel(ν,

@functor MaternKernel

@inline function kappa(k::MaternKernel, d::Real)
result = _matern(only(k.ν), d)
return ifelse(iszero(d), one(result), result)
end
@inline kappa(k::MaternKernel, d::Real) = _matern(only(k.ν), d)

function _matern(ν::Real, d::Real)
y = sqrt(2ν) * d
return exp((one(d) - ν) * logtwo - loggamma(ν) + ν * log(y) + log(besselk(ν, y)))
if iszero(d)
return one(d)
else
y = sqrt(2ν) * d
b = log(besselk(ν, y))
return exp((one(d) - ν) * oftype(y, logtwo) - loggamma(ν) + ν * log(y) + b)
end
end

metric(k::MaternKernel) = k.metric
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