arma::Col<T> OptimisationProblem<T>::getDiversifiedParameter( const arma::Col<T>& parameter) const noexcept { assert(parameter.n_elem == numberOfDimensions_); return parameterRotation_ * (parameterScaling_ % parameter.elem(parameterPermutation_) - parameterTranslation_); }
arma::Col<double> polynomial( const arma::Col<double>& parameter, const arma::uword polynomialOrder) { arma::Col<double> polynomial(polynomialSize(parameter.n_elem, polynomialOrder)); // For any polynomial, all constant terms are 1. switch (polynomialOrder) { case 0: { // Constant polynomials // Constant term polynomial(0) = 1.0; } break; case 1: { // Linear polynomials // Linear term polynomial.head(parameter.n_elem) = parameter; // Constant term polynomial(parameter.n_elem) = 1; } break; case 2: { // Quadratic polynomials // Quadratic term arma::uword n = 0; for (arma::uword k = 0; k < parameter.n_elem; ++k) { for (arma::uword l = k; l < parameter.n_elem; ++l) { polynomial(n++) = parameter(k) * parameter(l); } } // Linear term polynomial.subvec(n, n + parameter.n_elem - 1) = parameter; // Constant term polynomial(polynomial.n_elem - 1) = 1; } break; case 3: { // Cubic polynomials // Cubic term arma::uword n = 0; for (arma::uword k = 0; k < parameter.n_elem; ++k) { for (arma::uword l = k; l < parameter.n_elem; ++l) { for (arma::uword m = l; m < parameter.n_elem; ++m) { polynomial(n++) = parameter(k) * parameter(l) * parameter(m); } } } // Quadratic term for (arma::uword k = 0; k < parameter.n_elem; ++k) { for (arma::uword l = k; l < parameter.n_elem; ++l) { polynomial(n++) = parameter(k) * parameter(l); } } // Linear term polynomial.subvec(n, n + parameter.n_elem - 1) = parameter; // Constant term polynomial(polynomial.n_elem - 1) = 1; } break; default: { // Polynomials of degree >= 4 // All terms, expect the linear and constant one. arma::uword n = 0; // Generates the term for all degrees > 1 for (arma::uword d = 2; d <= polynomialOrder; ++d) { for (const auto& multicombination : multicombinations(parameter.n_elem, d)) { polynomial(n++) = arma::prod(parameter.elem(multicombination)); } } // Linear term polynomial.subvec(n, n + parameter.n_elem - 1) = parameter; // Constant term polynomial(polynomial.n_elem - 1) = 1; } break; } return polynomial; }