Added header files

include/gp.h

@@ -0,0 +1,19 @@
+#include <gsl/gsl_matrix.h>
+
+#include "kernels.h"
+#include "solve.h"
+
+#ifndef GP_H
+#define GP_H
+
+typedef struct {
+  gsl_matrix *meanf;
+  gsl_matrix *covf;
+} gp_model;
+
+gp_model
+gpfit 
+( gsl_matrix *x, gsl_matrix *y, gsl_matrix *xs, kernel_info info, double noise,
+  invert_t inv_t );
+
+#endif // !GP_H

include/kernels.h

@@ -0,0 +1,21 @@
+#include <gsl/gsl_matrix.h>
+
+#ifndef KERNELS_H
+#define KERNELS_H
+typedef int(*kernel)(double, double, gsl_matrix* , gsl_matrix*, gsl_matrix*);
+
+typedef struct {
+  kernel kern;
+  double sigmaf;
+  double length_scale;
+} kernel_info;
+
+int 
+squared_exp 
+( double sigmaf, double ell, gsl_matrix *A, gsl_matrix *B, gsl_matrix *result );
+
+int
+matern32
+( double sigmaf, double ell, gsl_matrix *A, gsl_matrix *B, gsl_matrix *result );
+
+#endif // !KERNELS_H

include/solve.h

@@ -0,0 +1,16 @@
+#include <gsl/gsl_matrix.h>
+
+#ifndef SOLVE_H
+#define SOLVE_H
+
+typedef int (*invert_t)(gsl_matrix*, gsl_matrix*);
+
+int
+inv_lu
+( gsl_matrix *A, gsl_matrix *inverse );
+
+int
+inv_chol
+( gsl_matrix *A, gsl_matrix *inverse );
+
+#endif // !SOLVE_H