PrecisionOpMatrix Class Reference

#include <PrecisionOpMatrix.hpp>

Inheritance diagram for PrecisionOpMatrix:

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
	PrecisionOpMatrix (ShiftOpMatrix *shiftop=nullptr, const CovAniso *cova=nullptr, bool verbose=false)
	PrecisionOpMatrix (const AMesh *mesh, CovAniso *cova, bool verbose=false)
virtual	~PrecisionOpMatrix ()
void	evalInverse (const constvect vecin, std::vector< double > &vecout) override
int	_addSimulateToDest (const constvect whitenoise, vect outv) const override
int	_addToDest (const constvect inv, vect outv) const override
double	getLogDeterminant (int nbsimu=1) override
VectorDouble	extractDiag () const override
void	evalDeriv (const constvect inv, vect outv, int iapex, int igparam, const EPowerPT &power) override
void	evalDerivOptim (vect outv, int iapex, int igparam, const EPowerPT &power) override
void	gradYQX (const constvect X, const constvect Y, vect result, const EPowerPT &power) override
void	gradYQXOptim (const constvect X, const constvect Y, vect result, const EPowerPT &power) override
const MatrixSparse *	getQ () const
const MatrixSparse *	getS () const
Public Member Functions inherited from PrecisionOp
	PrecisionOp ()
	PrecisionOp (AShiftOp *shiftop, const CovAniso *cova, bool verbose=false)
	PrecisionOp (const AMesh *mesh, CovAniso *cova, bool stencil=false, 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 AShiftOp *shiftop, const CovAniso *cova=nullptr, bool verbose=false)
VectorVectorDouble	simulate (int nbsimu=1)
void	evalPower (const constvect inm, vect outm, const EPowerPT &power=EPowerPT::fromKey("ONE"))
VectorDouble	computeCov (int imesh)
VectorDouble	simulateOne ()
int	getSize () const override
bool	getTraining () const
void	setTraining (bool tr)
AShiftOp *	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
VectorDouble	simulate () const
int	evalSimulate (const constvect whitenoise, vect result) const
int	addSimulateToDest (const constvect whitenoise, vect outv) const
Public Member Functions inherited from ALinearOp
	ALinearOp ()
	ALinearOp (const ALinearOp &op)=delete
virtual	~ALinearOp ()
int	evalDirect (const VectorDouble &inv, VectorDouble &outv) const
VectorDouble	evalDirect (const VectorDouble &in) const
virtual void	multiplyByValueAndAddDiagonal (double v1=1., double v2=0.)
virtual void	resetModif ()
void	setUseFactor (bool usefactor)
int	evalDirect (constvect inv, vect outv) const
int	addToDest (const constvect inv, vect 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 (AShiftOp *shiftop=nullptr, const CovAniso *cova=nullptr, bool verbose=false)
static PrecisionOp *	create (const AMesh *mesh, CovAniso *cova, bool stencil=false, bool verbose=false)

Constructor & Destructor Documentation

PrecisionOpMatrix() [1/2]

PrecisionOpMatrix::PrecisionOpMatrix	(	ShiftOpMatrix *	shiftop = nullptr,
		const CovAniso *	cova = nullptr,
		bool	verbose = false
	)

PrecisionOpMatrix() [2/2]

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

~PrecisionOpMatrix()

PrecisionOpMatrix::~PrecisionOpMatrix ( )

virtual

Member Function Documentation

_addSimulateToDest()

int PrecisionOpMatrix::_addSimulateToDest ( const constvect  whitenoise, vect  outv  ) const

overridevirtual

Reimplemented from PrecisionOp.

_addToDest()

int PrecisionOpMatrix::_addToDest ( const constvect  inv, vect  outv  ) const

overridevirtual

Reimplemented from PrecisionOp.

evalDeriv()

void PrecisionOpMatrix::evalDeriv ( const constvect  inv, vect  outv, int  iapex, int  igparam, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

evalDerivOptim()

void PrecisionOpMatrix::evalDerivOptim ( vect  outv, int  iapex, int  igparam, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

evalInverse()

void PrecisionOpMatrix::evalInverse ( const constvect  vecin, std::vector< double > &  vecout  )

overridevirtual

Reimplemented from PrecisionOp.

extractDiag()

VectorDouble PrecisionOpMatrix::extractDiag ( ) const

overridevirtual

Reimplemented from PrecisionOp.

getLogDeterminant()

double PrecisionOpMatrix::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 * PrecisionOpMatrix::getQ ( ) const

inline

getS()

const MatrixSparse * PrecisionOpMatrix::getS

(

)

const

gradYQX()

void PrecisionOpMatrix::gradYQX ( const constvect  X, const constvect  Y, vect  result, const EPowerPT &  power  )

overridevirtual

Reimplemented from PrecisionOp.

gradYQXOptim()

void PrecisionOpMatrix::gradYQXOptim ( const constvect  X, const constvect  Y, vect  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/PrecisionOpMatrix.hpp
• src/LinearOp/PrecisionOpMatrix.cpp