SPDE Class Reference

#include <SPDE.hpp>

Public Member Functions
	SPDE (Model *model, const Db *domain, const Db *data=nullptr, const ESPDECalcMode &calcul=ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *mesh=nullptr, int useCholesky=-1, SPDEParam params=SPDEParam(), bool verbose=false, bool showStats=false)
	SPDE (const SPDE &r)=delete
SPDE &	operator= (const SPDE &r)=delete
virtual	~SPDE ()
int	compute (Db *dbout, int nbsimu=1, int seed=131351, const NamingConvention &namconv=NamingConvention("spde"))
double	computeLogDet (int nbsimu=1, int seed=1234) const
double	computeQuad () const
double	computeLogLike (int nbsimu=1, int seed=131323) const
double	computeProfiledLogLike (int nbsimu=1, int seed=131323) const
VectorDouble	getCoeffs ()
void	setDriftCoeffs (VectorDouble coeffs)
const PrecisionOpCs *	getPrecisionOpCs (int i=0) const
const ProjMatrix *	getProjMatrix (int i=0) const
const PrecisionOpMultiConditional *	getPrecisionKrig () const
const AMesh *	getMeshingKrig (int i=0) const
const AMesh *	getMeshingSimu (int i=0) const
const Db *	getData () const

Static Public Member Functions
static SPDE *	create (Model *model, const Db *domain, const Db *data=nullptr, const ESPDECalcMode &calcul=ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *mesh=nullptr, int useCholesky=-1, SPDEParam params=SPDEParam(), bool verbose=false, bool showStats=false)

Private Member Functions
int	_init (const Db *domain, const AMesh *mesh=nullptr, bool verbose=false, bool showStats=false)
void	_centerByDrift (const VectorDouble &dataVect, int ivar=0, bool useSel=true) const
void	_computeDriftCoeffs () const
void	_purge ()
bool	_isSimulationRequested () const
bool	_isKrigingRequested () const
void	_computeLk () const
void	_computeKriging () const
void	_computeSimuNonCond () const
void	_computeSimuCond () const
void	_addNuggetOnResult (VectorDouble &result)
void	_addDrift (Db *db, VectorDouble &result, int ivar=0, bool useSel=true)
void	_setUseCholesky (int useCholesky=-1, bool verbose=false)

Private Attributes
const Db *	_data
ESPDECalcMode	_calcul
PrecisionOpMultiConditional *	_precisionsKrig
PrecisionOpMultiConditional *	_precisionsSimu
std::vector< PrecisionOp * >	_pilePrecisions
std::vector< ProjMatrix * >	_pileProjMatrix
std::vector< const AMesh * >	_meshingSimu
std::vector< const AMesh * >	_meshingKrig
VectorDouble	_driftCoeffs
Model *	_model
VectorVectorDouble	_workingKrig
VectorVectorDouble	_workingSimu
VectorDouble	_workingData
VectorDouble	_workingDataInit
std::vector< ProjMatrix * >	_projOnDbOut
VectorInt	_adressesICov
double	_nugget
VectorVectorDouble	_driftTab
bool	_requireCoeffs
bool	_isCoeffsComputed
bool	_deleteMesh
bool	_useCholesky
SPDEParam	_params

Detailed Description

The SPDE class provides the SPDE implementation of a univariate model defined by the sum of a nugget effect and Matern's models. Its main objectives are:

• point kriging with or without linear drifts (SK, OK, KED, UK)
• point simulations, conditional or non conditional
• evaluation of the log likelihood of the model, in order to estimate the parameter using maximum likelihood

Constructor & Destructor Documentation

SPDE() [1/2]

SPDE::SPDE	(	Model *	model,
		const Db *	domain,
		const Db *	data = nullptr,
		const ESPDECalcMode &	calcul = ESPDECalcMode::fromKey("SIMUCOND"),
		const AMesh *	meshUser = nullptr,
		int	useCholesky = -1,
		SPDEParam	params = SPDEParam(),
		bool	verbose = false,
		bool	showStats = false
	)

The class constructor with the following arguments:

Parameters

model	This compulsory argument is a LMC of Matern's (or Markov?) basic structures with possibly a nugget effect
domain	The Db defining the space dimension and spatial limits where the SPDE model is defined
data	The Db containing the data for conditioning (optional)
calcul	Option from ESPDECalcMode
meshUser	The mesh for the discretization of the domain
useCholesky	Define the choice regarding Cholesky
params	Set of SPDE parameters
verbose	Verbose flag
showStats	Display statistics for Linear Operations (when deleting the class)

Either Domain or a Mesh can be provided:

• If a mesh is not provided, the domain is used to define optimal meshes for each structures and for at low/high resolution respectively. (High resolution meshes are used for simulations and low resolution meshes are used for kriging).
• If a mesh is provided it is used for all structures and resolutions.

The domain or the mesh should have the same spatial reference (ndim, manifold) than the model.

SPDE() [2/2]

SPDE::SPDE ( const SPDE &  r )

delete

~SPDE()

SPDE::~SPDE ( )

virtual

Member Function Documentation

_addDrift()

void SPDE::_addDrift ( Db *  db, VectorDouble &  result, int  ivar = 0, bool  useSel = true  )

private

_addNuggetOnResult()

void SPDE::_addNuggetOnResult ( VectorDouble &  result )

private

_centerByDrift()

void SPDE::_centerByDrift ( const VectorDouble &  dataVect, int  ivar = 0, bool  useSel = true  ) const

private

_computeDriftCoeffs()

void SPDE::_computeDriftCoeffs ( ) const

private

_computeKriging()

void SPDE::_computeKriging ( ) const

private

_computeLk()

void SPDE::_computeLk ( ) const

private

_computeSimuCond()

void SPDE::_computeSimuCond ( ) const

private

Perform one conditional simulation on internal meshing The results (for each covariance item) are stored in _workingSimu'

_computeSimuNonCond()

void SPDE::_computeSimuNonCond ( ) const

private

Perform one non-conditional simulation on internal meshing The results (for each covariance item) are stored in _workingSimu

_init()

int SPDE::_init ( const Db *  domain, const AMesh *  mesh = nullptr, bool  verbose = false, bool  showStats = false  )

private

_isKrigingRequested()

bool SPDE::_isKrigingRequested ( ) const

private

_isSimulationRequested()

bool SPDE::_isSimulationRequested ( ) const

private

_purge()

void SPDE::_purge ( )

private

_setUseCholesky()

void SPDE::_setUseCholesky ( int  useCholesky = -1, bool  verbose = false  )

private

Define if Cholesky must be used or not

Parameters

useCholesky	1 for YES; 0 for No; -1: set optimal default
verbose	Verbose flag

compute()

int SPDE::compute	(	Db *	dbout,
		int	nbsimu = 1,
		int	seed = 131351,
		const NamingConvention &	namconv = NamingConvention("spde")
	)

computeLogDet()

double SPDE::computeLogDet	(	int	nbsimu = 1,
		int	seed = 1234
	)		const

computeLogLike()

double SPDE::computeLogLike	(	int	nbsimu = 1,
		int	seed = 131323
	)		const

computeProfiledLogLike()

double SPDE::computeProfiledLogLike	(	int	nbsimu = 1,
		int	seed = 131323
	)		const

computeQuad()

double SPDE::computeQuad

(

)

const

create()

SPDE * SPDE::create ( Model *  model, const Db *  domain, const Db *  data = nullptr, const ESPDECalcMode &  calcul = ESPDECalcMode::fromKey("SIMUCOND"), const AMesh *  mesh = nullptr, int  useCholesky = -1, SPDEParam  params = SPDEParam(), bool  verbose = false, bool  showStats = false  )

static

getCoeffs()

VectorDouble SPDE::getCoeffs

(

)

getData()

const Db* SPDE::getData ( ) const

inline

getMeshingKrig()

const AMesh* SPDE::getMeshingKrig ( int  i = 0 ) const

inline

getMeshingSimu()

const AMesh* SPDE::getMeshingSimu ( int  i = 0 ) const

inline

getPrecisionKrig()

const PrecisionOpMultiConditional* SPDE::getPrecisionKrig ( ) const

inline

getPrecisionOpCs()

const PrecisionOpCs* SPDE::getPrecisionOpCs ( int  i = 0 ) const

inline

getProjMatrix()

const ProjMatrix* SPDE::getProjMatrix ( int  i = 0 ) const

inline

operator=()

SPDE& SPDE::operator= ( const SPDE &  r )

delete

setDriftCoeffs()

void SPDE::setDriftCoeffs

(

VectorDouble

coeffs

)

Member Data Documentation

_adressesICov

VectorInt SPDE::_adressesICov

private

_calcul

ESPDECalcMode SPDE::_calcul

private

_data

const Db* SPDE::_data

private

_deleteMesh

bool SPDE::_deleteMesh

private

_driftCoeffs

VectorDouble SPDE::_driftCoeffs

mutableprivate

_driftTab

VectorVectorDouble SPDE::_driftTab

private

_isCoeffsComputed

bool SPDE::_isCoeffsComputed

mutableprivate

_meshingKrig

std::vector<const AMesh*> SPDE::_meshingKrig

private

_meshingSimu

std::vector<const AMesh*> SPDE::_meshingSimu

private

_model

Model* SPDE::_model

private

_nugget

double SPDE::_nugget

private

_params

SPDEParam SPDE::_params

private

_pilePrecisions

std::vector<PrecisionOp*> SPDE::_pilePrecisions

private

_pileProjMatrix

std::vector<ProjMatrix*> SPDE::_pileProjMatrix

private

_precisionsKrig

PrecisionOpMultiConditional* SPDE::_precisionsKrig

private

_precisionsSimu

PrecisionOpMultiConditional* SPDE::_precisionsSimu

private

_projOnDbOut

std::vector<ProjMatrix*> SPDE::_projOnDbOut

private

_requireCoeffs

bool SPDE::_requireCoeffs

private

_useCholesky

bool SPDE::_useCholesky

private

_workingData

VectorDouble SPDE::_workingData

mutableprivate

_workingDataInit

VectorDouble SPDE::_workingDataInit

mutableprivate

_workingKrig

VectorVectorDouble SPDE::_workingKrig

mutableprivate

_workingSimu

VectorVectorDouble SPDE::_workingSimu

mutableprivate

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

• include/API/SPDE.hpp
• src/API/SPDE.cpp