ASPDEOp Class Reference

#include <SPDEOp.hpp>

Inheritance diagram for ASPDEOp:

Public Member Functions
	ASPDEOp (const PrecisionOpMulti *const popKriging=nullptr, const ProjMulti *const projInKriging=nullptr, const ASimulable *const invNoise=nullptr, const PrecisionOpMulti *const popSimu=nullptr, const ProjMulti *const projInSimu=nullptr, const ProjMulti *const projOutKriging=nullptr, const ProjMulti *const projOutSimu=nullptr, bool noiseToDelete=false)
virtual	~ASPDEOp ()
virtual VectorDouble	stdev (const VectorDouble &dat, int nMC=1, int seed=134343) const
	Computing Standard deviation of the estimation error using MonteCarlo on conditional simulations.
int	getSize () const override
int	getSizeSimu () const
int	getIterations () const
double	getError () const
void	setMaxIterations (int n)
void	setTolerance (double tol)
VectorDouble	kriging (const VectorDouble &dat) const
VectorDouble	krigingWithGuess (const VectorDouble &dat, const VectorDouble &guess) const
VectorDouble	computeDriftCoeffs (const VectorDouble &Z, const MatrixDense &driftMat, bool verbose=false) const
VectorDouble	simCond (const VectorDouble &dat) const
VectorDouble	simNonCond () const
const PrecisionOpMulti *	getQKriging () const
const ProjMulti *	getProjKriging () const
const ASimulable *	getInvNoise () const
const PrecisionOpMulti *	getQSimu () const
const ProjMulti *	getProjInSimu () const
int	krigingWithGuess (const constvect inv, const constvect guess, vect out) const
void	evalInvCov (const constvect inv, vect result) const
void	simCond (const constvect data, vect outv) const
void	simNonCond (vect outv) const
virtual double	computeLogDetOp (int nbsimu) const
double	computeQuadratic (const std::vector< double > &x) const
double	computeTotalLogDet (int nMC=5, int seed=13132) const
double	computeLogDetQ (int nMC=5) const
double	computeLogDetNoise () const
Public Member Functions inherited from ALinearOp
	ALinearOp ()
	ALinearOp (const ALinearOp &m)=delete
ALinearOp &	operator= (const ALinearOp &m)=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

Static Public Member Functions
static int	centerDataByDriftMat (VectorDouble &Z, const MatrixDense &driftMat, const VectorDouble &driftCoeffs)
static int	centerDataByMeanVec (VectorDouble &Z, const VectorDouble &meanVec)

Constructor & Destructor Documentation

ASPDEOp()

ASPDEOp::ASPDEOp	(	const PrecisionOpMulti *const	popKriging = nullptr,
		const ProjMulti *const	projInKriging = nullptr,
		const ASimulable *const	invNoise = nullptr,
		const PrecisionOpMulti *const	popSimu = nullptr,
		const ProjMulti *const	projInSimu = nullptr,
		const ProjMulti *const	projOutKriging = nullptr,
		const ProjMulti *const	projOutSimu = nullptr,
		bool	noiseToDelete = false
	)

~ASPDEOp()

ASPDEOp::~ASPDEOp ( )

virtual

Member Function Documentation

centerDataByDriftMat()

int ASPDEOp::centerDataByDriftMat ( VectorDouble &  Z, const MatrixDense &  driftMat, const VectorDouble &  driftCoeffs  )

static

centerDataByMeanVec()

int ASPDEOp::centerDataByMeanVec ( VectorDouble &  Z, const VectorDouble &  meanVec  )

static

computeDriftCoeffs()

VectorDouble ASPDEOp::computeDriftCoeffs	(	const VectorDouble &	Z,
		const MatrixDense &	driftMat,
		bool	verbose = false
	)		const

computeLogDetNoise()

double ASPDEOp::computeLogDetNoise

(

)

const

computeLogDetOp()

double ASPDEOp::computeLogDetOp ( int  nbsimu ) const

virtual

Reimplemented in SPDEOpMatrix.

computeLogDetQ()

double ASPDEOp::computeLogDetQ

(

int

nMC = 5

)

const

computeQuadratic()

double ASPDEOp::computeQuadratic

(

const std::vector< double > &

x

)

const

computeTotalLogDet()

double ASPDEOp::computeTotalLogDet	(	int	nMC = 5,
		int	seed = 13132
	)		const

evalInvCov()

void ASPDEOp::evalInvCov	(	const constvect	inv,
		vect	result
	)		const

getError()

double ASPDEOp::getError ( ) const

inline

getInvNoise()

const ASimulable * ASPDEOp::getInvNoise ( ) const

inline

getIterations()

int ASPDEOp::getIterations ( ) const

inline

getProjInSimu()

const ProjMulti * ASPDEOp::getProjInSimu ( ) const

inline

getProjKriging()

const ProjMulti * ASPDEOp::getProjKriging ( ) const

inline

getQKriging()

const PrecisionOpMulti * ASPDEOp::getQKriging ( ) const

inline

getQSimu()

const PrecisionOpMulti * ASPDEOp::getQSimu ( ) const

inline

getSize()

int ASPDEOp::getSize ( ) const

overridevirtual

Implements ALinearOp.

getSizeSimu()

int ASPDEOp::getSizeSimu

(

)

const

kriging()

VectorDouble ASPDEOp::kriging

(

const VectorDouble &

dat

)

const

krigingWithGuess() [1/2]

int ASPDEOp::krigingWithGuess	(	const constvect	inv,
		const constvect	guess,
		vect	out
	)		const

krigingWithGuess() [2/2]

VectorDouble ASPDEOp::krigingWithGuess	(	const VectorDouble &	dat,
		const VectorDouble &	guess
	)		const

setMaxIterations()

void ASPDEOp::setMaxIterations ( int  n )

inline

setTolerance()

void ASPDEOp::setTolerance ( double  tol )

inline

simCond() [1/2]

void ASPDEOp::simCond	(	const constvect	data,
		vect	outv
	)		const

simCond() [2/2]

VectorDouble ASPDEOp::simCond

(

const VectorDouble &

dat

)

const

simNonCond() [1/2]

VectorDouble ASPDEOp::simNonCond

(

)

const

simNonCond() [2/2]

void ASPDEOp::simNonCond

(

vect

outv

)

const

stdev()

VectorDouble ASPDEOp::stdev ( const VectorDouble &  dat, int  nMC = 1, int  seed = 134343  ) const

virtual

Computing Standard deviation of the estimation error using MonteCarlo on conditional simulations.

Parameters

dat	Vector of Data
nMC	Number of Monte-Carlo simulations
seed	Random seed for the Monte-Carlo simulations

Returns

VectorDouble

Reimplemented in SPDEOpMatrix.

---

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

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