SPDE.cpp File Reference

#include "Enum/ECov.hpp"
#include "API/SPDE.hpp"
#include "Model/ANoStat.hpp"
#include "Matrix/NF_Triplet.hpp"
#include "Covariances/CovAniso.hpp"
#include "Mesh/MeshETurbo.hpp"
#include "Basic/Law.hpp"
#include "Basic/VectorHelper.hpp"
#include "Basic/NamingConvention.hpp"
#include "Model/Model.hpp"
#include "LinearOp/ShiftOpCs.hpp"
#include "LinearOp/PrecisionOp.hpp"
#include "LinearOp/PrecisionOpMultiConditional.hpp"
#include "LinearOp/PrecisionOpMultiConditionalCs.hpp"
#include "LinearOp/ProjMatrix.hpp"
#include "Db/Db.hpp"
#include <math.h>

Functions
int	krigingSPDE (Db *dbin, Db *dbout, Model *model, bool flag_est, bool flag_std, const AMesh *mesh, int useCholesky, const SPDEParam &params, int nbMC, int seed, bool verbose, bool showStats, const NamingConvention &namconv)
int	simulateSPDE (Db *dbin, Db *dbout, Model *model, int nbsimu, const AMesh *mesh, int useCholesky, const SPDEParam &params, int seed, bool verbose, bool showStats, const NamingConvention &namconv)
double	logLikelihoodSPDE (Db *dbin, Db *dbout, Model *model, const AMesh *mesh, int useCholesky, int nbsimu, int seed, const SPDEParam &params, bool verbose)
static int	_loadPositions (int iech, const VectorVectorInt &index1, const VectorInt &cumul, VectorInt &positions, VectorInt &identity, int *rank_arg)
static void	_addVerrConstant (MatrixSquareSymmetric &sills, const VectorDouble &verrDef)
static void	_checkMinNugget (MatrixSquareSymmetric &sills, const VectorDouble &minNug)
static MatrixSquareSymmetric	_getSillGlobalMatrix (Model *model, int icovNug)
static MatrixSquareSymmetric	_buildSillPartialMatrix (const MatrixSquareSymmetric &sillsRef, int nvar, int ndef, const VectorInt &identity)
MatrixSparse *	buildInvNugget (Db *db, Model *model, const SPDEParam &params)

Function Documentation

_addVerrConstant()

static void _addVerrConstant ( MatrixSquareSymmetric &  sills, const VectorDouble &  verrDef  )

static

_buildSillPartialMatrix()

static MatrixSquareSymmetric _buildSillPartialMatrix ( const MatrixSquareSymmetric &  sillsRef, int  nvar, int  ndef, const VectorInt &  identity  )

static

_checkMinNugget()

static void _checkMinNugget ( MatrixSquareSymmetric &  sills, const VectorDouble &  minNug  )

static

_getSillGlobalMatrix()

static MatrixSquareSymmetric _getSillGlobalMatrix ( Model *  model, int  icovNug  )

static

_loadPositions()

static int _loadPositions ( int  iech, const VectorVectorInt &  index1, const VectorInt &  cumul, VectorInt &  positions, VectorInt &  identity, int *  rank_arg  )

static

buildInvNugget()

MatrixSparse* buildInvNugget	(	Db *	db,
		Model *	model,
		const SPDEParam &	params
	)

Build the inverse of the Nugget Effect matrix It is established for:

• the number of variables defined in 'dbin' (and in 'Model')
• the active samples of 'dbin'
• the samples where Z-variable (and possibly V-variable) is defined

Parameters

db	Input Db structure
model	Input Model structure
params	A structure for ruling the parameters of SPDE

krigingSPDE()

int krigingSPDE	(	Db *	dbin,
		Db *	dbout,
		Model *	model,
		bool	flag_est,
		bool	flag_std,
		const AMesh *	mesh,
		int	useCholesky,
		const SPDEParam &	params,
		int	nbMC,
		int	seed,
		bool	verbose,
		bool	showStats,
		const NamingConvention &	namconv
	)

Perform the estimation by KRIGING under the SPDE framework

Parameters

dbin	Input Db (must contain the variable to be estimated)
dbout	Output Db where the estimation must be performed
model	Model definition
flag_est	True for the estimation
flag_std	True for the standard deviation of estimation error
mesh	Mesh description (optional)
useCholesky	Define the choice regarding Cholesky
params	Set of parameters
nbMC	Number of Monte-Carlo simulations used for variance calculation
seed	Seed used for the Random Number generator
verbose	Verbose flag
showStats	Show statistics for Linear Operations
namconv	Naming convention

Returns

Error return code

Remarks

You can provide an already existing mesh. Otherwise an optimal mesh will be created

internally: one per structure constituting the Model for Kriging.

Each mesh is created using the Turbo Meshing facility... based on an internal grid.

This internal grid is rotated according to the rotation of the structure. Its mesh size

is derived from the range (per direction) by dividing it by the refinement factor.

Note that switching 'flag_std' to ON implies that 'flag_est' is ON.

logLikelihoodSPDE()

double logLikelihoodSPDE	(	Db *	dbin,
		Db *	dbout,
		Model *	model,
		const AMesh *	mesh,
		int	useCholesky,
		int	nbsimu,
		int	seed,
		const SPDEParam &	params,
		bool	verbose
	)

simulateSPDE()

int simulateSPDE	(	Db *	dbin,
		Db *	dbout,
		Model *	model,
		int	nbsimu,
		const AMesh *	mesh,
		int	useCholesky,
		const SPDEParam &	params,
		int	seed,
		bool	verbose,
		bool	showStats,
		const NamingConvention &	namconv
	)

Perform simulations under the SPDE framework

Parameters

dbin	Input Db. If defined, the simulations are conditional; non conditional otherwise
dbout	Output Db where the simulations must be performed
model	Model definition
nbsimu	Number of simulations
mesh	Mesh description (optional)
useCholesky	Define the choice regarding Cholesky
params	Set of parametes
seed	Seed used for the Random Number generator
verbose	Verbose flag
showStats	Show statistics for Linear Operations
namconv	Naming convention

Returns

Error return code

Remarks

You can provide an already existing mesh. Otherwise an optimal mesh will be created

internally: one per structure constituting the Model for Kriging and one for Simulating

Each mesh is created using the Turbo Meshing facility... based on an internal grid.

This internal grid is rotated according to the rotation of the structure. Its mesh size

is derived from the range (per direction) by dividing it by the refinement factor.