PrecisionOpCs Class Reference

#include <PrecisionOpCs.hpp>

Inheritance diagram for PrecisionOpCs:

Detailed Description

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

Public Member Functions
	PrecisionOpCs (ShiftOpCs *shiftop=nullptr, const CovAniso *cova=nullptr, bool verbose=false)
	PrecisionOpCs (const AMesh *mesh, CovAniso *cova, bool verbose=false)
virtual	~PrecisionOpCs ()
void	evalInverse (const Eigen::VectorXd &vecin, Eigen::VectorXd &vecout) override
int	_addSimulateToDest (const Eigen::VectorXd &whitenoise, Eigen::VectorXd &outv) const override
int	_addToDest (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const override
double	getLogDeterminant (int nbsimu=1) override
void	evalDeriv (const Eigen::VectorXd &inv, Eigen::VectorXd &outv, int iapex, int igparam, const EPowerPT &power) override
void	evalDerivOptim (Eigen::VectorXd &outv, int iapex, int igparam, const EPowerPT &power) override
void	gradYQX (const Eigen::VectorXd &X, const Eigen::VectorXd &Y, Eigen::VectorXd &result, const EPowerPT &power) override
void	gradYQXOptim (const Eigen::VectorXd &X, const Eigen::VectorXd &Y, Eigen::VectorXd &result, const EPowerPT &power) override
const MatrixSparse *	getQ () const
Public Member Functions inherited from PrecisionOp
	PrecisionOp ()
	PrecisionOp (ShiftOpCs *shiftop, const CovAniso *cova, bool verbose=false)
	PrecisionOp (const AMesh *mesh, CovAniso *cova, bool verbose=false)
	PrecisionOp (const PrecisionOp &pmat)
PrecisionOp &	operator= (const PrecisionOp &pmat)
virtual	~PrecisionOp ()
virtual std::pair< double, double >	getRangeEigenVal (int ndiscr=100)
int	reset (const ShiftOpCs *shiftop, const CovAniso *cova=nullptr, bool verbose=false)
std::vector< Eigen::VectorXd >	simulate (int nbsimu=1)
void	evalPower (const Eigen::VectorXd &inm, Eigen::VectorXd &outm, const EPowerPT &power=EPowerPT::fromKey("ONE"))
VectorDouble	evalCov (int imesh)
VectorDouble	simulateOne ()
int	getSize () const override
bool	getTraining () const
void	setTraining (bool tr)
ShiftOpCs *	getShiftOp () const
VectorDouble	getPolyCoeffs (const EPowerPT &power)
void	setPolynomialFromPoly (APolynomial *polynomial)
bool	isCovaDefined () const
VectorDouble	getCoeffs ()
void	evalPower (const VectorDouble &inv, VectorDouble &outv, const EPowerPT &power=EPowerPT::fromKey("ONE"))
Public Member Functions inherited from ASimulable
	ASimulable ()
virtual	~ASimulable ()
int	evalSimulate (const VectorDouble &whitenoise, VectorDouble &outv) const
VectorDouble	evalSimulate (const VectorDouble &whitenoise) const
int	evalSimulate (const VectorEigen &whitenoise, VectorEigen &outv) const
int	addSimulateToDest (const VectorDouble &whitenoise, VectorDouble &outv) const
int	addSimulateToDest (const VectorEigen &whitenoise, VectorEigen &outv) const
int	evalSimulate (const Eigen::VectorXd &whitenoise, Eigen::VectorXd &outv) const
int	addSimulateToDest (const Eigen::VectorXd &whitenoise, Eigen::VectorXd &outv) const
Public Member Functions inherited from ALinearOp
virtual	~ALinearOp ()
int	evalDirect (const VectorDouble &inv, VectorDouble &outv) const
VectorDouble	evalDirect (const VectorDouble &in) const
int	evalDirect (const VectorEigen &inv, VectorEigen &outv) const
int	addToDest (const VectorDouble &inv, VectorDouble &outv) const
int	addToDest (const VectorEigen &inv, VectorEigen &outv) const
int	evalDirect (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const
int	addToDest (const Eigen::VectorXd &inv, Eigen::VectorXd &outv) const

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, CovAniso *cova, bool verbose=false)

Constructor & Destructor Documentation

PrecisionOpCs() [1/2]

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

PrecisionOpCs() [2/2]

PrecisionOpCs::PrecisionOpCs	(	const AMesh *	mesh,
		CovAniso *	cova,
		bool	verbose = false
	)

~PrecisionOpCs()

PrecisionOpCs::~PrecisionOpCs ( )

virtual

Member Function Documentation

_addSimulateToDest()

int PrecisionOpCs::_addSimulateToDest ( const Eigen::VectorXd &  whitenoise, Eigen::VectorXd &  outv  ) const

overridevirtual

Reimplemented from PrecisionOp.

_addToDest()

int PrecisionOpCs::_addToDest ( const Eigen::VectorXd &  inv, Eigen::VectorXd &  outv  ) const

overridevirtual

Reimplemented from PrecisionOp.

evalDeriv()

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

overridevirtual

Reimplemented from PrecisionOp.

evalDerivOptim()

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

overridevirtual

Reimplemented from PrecisionOp.

evalInverse()

void PrecisionOpCs::evalInverse ( const Eigen::VectorXd &  vecin, Eigen::VectorXd &  vecout  )

overridevirtual

Reimplemented from PrecisionOp.

getLogDeterminant()

double PrecisionOpCs::getLogDeterminant ( int  nbsimu = 1 )

overridevirtual

Compute the Logarithm of the Determinant

Parameters

nbsimu

Number of simulations

Returns

The computed value or TEST if problem

Reimplemented from PrecisionOp.

getQ()

const MatrixSparse* PrecisionOpCs::getQ ( ) const

inline

gradYQX()

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

overridevirtual

Reimplemented from PrecisionOp.

gradYQXOptim()

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

overridevirtual

Reimplemented from PrecisionOp.

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

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