covc.m

这是用matlab编写的支持向量机的函数工具箱

function ret = covC ( xa , xb , r , jitter )
# make  covariance matrix, not necessarily square, for gaussian process 
  if (nargin != 4)
    usage ("covC (xa,xb,r,jitter) - xa,xb is vector, r is scalar");
  endif
global A ;

        s = size(xa);
        S=s(2);
        xi = ones(size(xb))' * xa ;
        xj = xi' ;
        xi = ones(size(xa))' * xb ;
        dij = xi .- xj ;

        D = dij .^ 2 ;
        if ( jitter && (size(xb)==size(xa)) ) 
                ret = A ./(1.0 .+ D / (r^2) ) + jitter * eye ( S )  ;
        else
                ret = A ./(1.0 .+ D / (r^2) )  ;
        endif

endfunction