PrecisionOpCs Class Reference

#include <PrecisionOpCs.hpp>

Inheritance diagram for PrecisionOpCs:

Public Member Functions
	PrecisionOpCs (ShiftOpCs *shiftop=nullptr, const CovAniso *cova=nullptr, bool flagDecompose=false, bool verbose=false)
	PrecisionOpCs (const AMesh *mesh, Model *model, int icov=0, bool flagDecompose=false, const CGParam params=CGParam(), bool verbose=false)
virtual	~PrecisionOpCs ()
void	evalDirect (const VectorDouble &vecin, VectorDouble &vecout) override
void	evalSimulate (VectorDouble &whitenoise, VectorDouble &vecout) override
void	evalInverse (VectorDouble &vecin, VectorDouble &vecout) override
void	makeReady () override
double	computeLogDet (int nbsimu=1, int seed=0) override
void	evalDeriv (const VectorDouble &inv, VectorDouble &outv, int iapex, int igparam, const EPowerPT &power) override
void	evalDerivOptim (VectorDouble &outv, int iapex, int igparam, const EPowerPT &power) override
void	gradYQX (const VectorDouble &X, const VectorDouble &Y, VectorDouble &result, const EPowerPT &power) override
void	gradYQXOptim (const VectorDouble &X, const VectorDouble &Y, VectorDouble &result, const EPowerPT &power) override
bool	isCholeskyDecomposed () const
const cs *	getQ () const
Triplet	getQToTriplet (bool flag_from_1=false) const
Public Member Functions inherited from PrecisionOp
	PrecisionOp ()
	PrecisionOp (ShiftOpCs *shiftop, const CovAniso *cova, bool verbose=false)
	PrecisionOp (const AMesh *mesh, Model *model, int icov=0, const CGParam params=CGParam(), bool verbose=false)
	PrecisionOp (const PrecisionOp &m)
PrecisionOp &	operator= (const PrecisionOp &m)
virtual	~PrecisionOp ()
virtual std::pair< double, double >	getRangeEigenVal (int ndiscr=100)
int	reset (const ShiftOpCs *shiftop, const CovAniso *cova=nullptr, bool verbose=false)
void	evalPower (const VectorDouble &inv, VectorDouble &outv, const EPowerPT &power=EPowerPT::fromKey("ONE"))
VectorDouble	evalCov (int imesh)
VectorVectorDouble	simulate (int nbsimu=1)
VectorDouble	simulateOne ()
int	getSize () const
bool	getTraining () const
void	setTraining (bool tr)
ShiftOpCs *	getShiftOp () const
VectorDouble	getPolyCoeffs (EPowerPT power)
void	setPolynomialFromPoly (APolynomial *polynomial)
bool	isCovaDefined () const
VectorDouble	getCoeffs ()
void	mustShowStats (bool status) const
const LogStats &	getLogStats ()

Private Member Functions
void	_buildQ (bool flagDecompose=false)

Private Attributes
cs *	_Q
Cholesky	_qChol

Additional Inherited Members
Static Public Member Functions inherited from PrecisionOp
static PrecisionOp *	createFromShiftOp (ShiftOpCs *shiftop=nullptr, const CovAniso *cova=nullptr, bool verbose=false)
static PrecisionOp *	create (const AMesh *mesh, Model *model, int icov=0, bool verbose=false)
Protected Member Functions inherited from PrecisionOp
APolynomial *	getPoly (const EPowerPT &power)
const ShiftOpCs *	getShiftOpCs () const
Protected Attributes inherited from PrecisionOp
VectorDouble	_work
VectorDouble	_work2
VectorDouble	_work3
VectorDouble	_work4
VectorDouble	_work5
VectorVectorDouble	_workPoly

Detailed Description

This class is just a specialization of PrecisionOp when the shift Operator is built with sparse (cs) matrices and therefore algebra can be performed with Cholesky. It allows to return the precision matrix as a cs.

Constructor & Destructor Documentation

PrecisionOpCs() [1/2]

PrecisionOpCs::PrecisionOpCs	(	ShiftOpCs *	shiftop = nullptr,
		const CovAniso *	cova = nullptr,
		bool	flagDecompose = false,
		bool	verbose = false
	)

PrecisionOpCs() [2/2]

PrecisionOpCs::PrecisionOpCs	(	const AMesh *	mesh,
		Model *	model,
		int	icov = 0,
		bool	flagDecompose = false,
		const CGParam	params = CGParam(),
		bool	verbose = false
	)

~PrecisionOpCs()

PrecisionOpCs::~PrecisionOpCs ( )

virtual

Member Function Documentation

_buildQ()

void PrecisionOpCs::_buildQ ( bool  flagDecompose = false )

private

computeLogDet()

double PrecisionOpCs::computeLogDet ( int  nbsimu = 1, int  seed = 0  )

overridevirtual

Compute the Logarithm of the Determinant

Parameters

nbsimu	Number of simulations
seed	Seed for random number generation

Returns

The computed value or TEST if problem

Reimplemented from PrecisionOp.

evalDeriv()

void PrecisionOpCs::evalDeriv ( const VectorDouble &  inv, VectorDouble &  outv, int  iapex, int  igparam, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

evalDerivOptim()

void PrecisionOpCs::evalDerivOptim ( VectorDouble &  outv, int  iapex, int  igparam, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

evalDirect()

void PrecisionOpCs::evalDirect ( const VectorDouble &  vecin, VectorDouble &  vecout  )

overridevirtual

Evaluate with power = ONE

Parameters

vecin	Input array
vecout	Output array

Reimplemented from PrecisionOp.

evalInverse()

void PrecisionOpCs::evalInverse ( VectorDouble &  vecin, VectorDouble &  vecout  )

overridevirtual

Reimplemented from PrecisionOp.

evalSimulate()

void PrecisionOpCs::evalSimulate ( VectorDouble &  whitenoise, VectorDouble &  vecout  )

overridevirtual

Reimplemented from PrecisionOp.

getQ()

const cs* PrecisionOpCs::getQ ( ) const

inline

getQToTriplet()

Triplet PrecisionOpCs::getQToTriplet

(

bool

flag_from_1 = false

)

const

gradYQX()

void PrecisionOpCs::gradYQX ( const VectorDouble &  X, const VectorDouble &  Y, VectorDouble &  result, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

gradYQXOptim()

void PrecisionOpCs::gradYQXOptim ( const VectorDouble &  X, const VectorDouble &  Y, VectorDouble &  result, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

isCholeskyDecomposed()

bool PrecisionOpCs::isCholeskyDecomposed ( ) const

inline

makeReady()

void PrecisionOpCs::makeReady ( )

overridevirtual

Reimplemented from PrecisionOp.

Member Data Documentation

_Q

cs* PrecisionOpCs::_Q

private

_qChol

Cholesky PrecisionOpCs::_qChol

private

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The documentation for this class was generated from the following files:

• include/LinearOp/PrecisionOpCs.hpp
• src/LinearOp/PrecisionOpCs.cpp