ccl_learn_policy.h

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#ifndef __CCL_LEARN_POLICY_H
#define __CCL_LEARN_POLICY_H

#include <ccl_math.h>
#include <gsl/gsl_linalg.h>
#include <gsl/gsl_blas.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_eigen.h>
#include <gsl/gsl_sf.h>
#include <stdio.h>
#include <string.h>
#include <stdlib.h>
#ifdef __cplusplus
extern "C" {
#endif

#define NUM_CENTRES 20

typedef struct {
    gsl_matrix* HS;     
    gsl_matrix* g;      
    gsl_matrix* Y_T;    
    gsl_matrix* Y_;     
    gsl_matrix* H;      
    gsl_matrix* BX_T;   
    gsl_matrix* BX_;    
    gsl_matrix* w_;     
    gsl_matrix* pinvH1; 
    gsl_vector* V;      
    gsl_matrix* D;      
    int    * idx;       
}LEARN_MODEL_PI_WS;

typedef struct{
    int      dim_y;     
    int      dim_x;     
    int      dim_n;     
    int      dim_b;     
    double * w;         
}LEARN_MODEL_PI;

typedef struct{
    int      dim_y;          
    int      dim_x;          
    int      dim_n;          
    int      dim_b;          
    int      dim_phi;        
    double * c;              
    double   s2;             
    double * w[NUM_CENTRES]; 
}LEARN_MODEL_LW_PI;

typedef struct {
    gsl_vector* g;              
    gsl_matrix* Y_N;            
    gsl_vector* YN_vec;         
    gsl_matrix* Y_Phit;         
    gsl_matrix* ones;           
    gsl_matrix* Y_;             
    gsl_matrix* H;              
    gsl_matrix* Phi;            
    gsl_vector* Phi_vec;        
    gsl_matrix* Phi_vec_T;      
    gsl_matrix* YN_Phit;        
    gsl_vector* YN_Phi_vec;     
    gsl_matrix* YN_Phi_vec_T;   
    gsl_matrix* vv;             
    gsl_matrix* WX_;            
    gsl_vector* WX_row;         
    gsl_matrix* WPhi;           
    gsl_matrix* WPhi_T;         
    gsl_matrix* pinvH1;         
    gsl_vector* V;              
    gsl_vector* r;              
    gsl_matrix* r_rep;          
    gsl_matrix* D;              
    int    * idx;               
    gsl_vector* w_vec;          
    gsl_matrix* w_;             
    gsl_matrix* w_T;            
    gsl_matrix* w[NUM_CENTRES]; 
}LEARN_MODEL_LW_PI_WS;

void ccl_learn_policy_pi(LEARN_MODEL_PI *model, const double *BX, const double *Y);

int ccl_learn_model_pi_ws_alloc(LEARN_MODEL_PI *model,LEARN_MODEL_PI_WS* ws);

int ccl_learn_model_pi_ws_free(LEARN_MODEL_PI_WS* ws);

void ccl_learn_policy_lw_pi(LEARN_MODEL_LW_PI *model, const double *WX, const double *X, const double *Y);

int ccl_learn_policy_lw_pi_model_alloc(LEARN_MODEL_LW_PI *model);

int ccl_learn_policy_lw_pi_model_free(LEARN_MODEL_LW_PI *model);

int ccl_learn_model_lw_pi_ws_alloc(LEARN_MODEL_LW_PI *model,LEARN_MODEL_LW_PI_WS* ws);

int ccl_learn_model_lw_pi_ws_free(LEARN_MODEL_LW_PI_WS* ws);

void predict_linear(const double* X, const double* centres,const double variance,const LEARN_MODEL_PI *model,double* Yp);

void predict_local_linear(const double* X, const double* centres,const double variance,const LEARN_MODEL_LW_PI *model,double* Yp);

int ccl_read_data_from_file(char* filename, int dim_x, int dim_n, double* mat);

int ccl_write_lwmodel_to_file(char* filename, LEARN_MODEL_LW_PI* model);
#ifdef __cplusplus
}
#endif
#endif