#include <SPDEOpMatrix.hpp>

Inheritance diagram for SPDEOpMatrix:

Public Member Functions
	SPDEOpMatrix (const PrecisionOpMultiMatrix pop=nullptr, const ProjMultiMatrix A=nullptr, const MatrixSparse invNoise=nullptr, const ProjMultiMatrix projOut=nullptr)

virtual	~SPDEOpMatrix ()

double	computeLogDetOp (int nbsimu) const override

VectorDouble	stdev (const VectorDouble &dat, int nMC, int seed) const override
	Computing Standard deviation of the estimation error using partial_invert of a Sparse Cholesky matrix.

Public Member Functions inherited from SPDEOp
	SPDEOp (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	~SPDEOp ()=default

Public Member Functions inherited from 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)

virtual	~ASPDEOp ()

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

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

Public Member Functions inherited from ALinearOpEigenCG< SPDEOp >
virtual	~ALinearOpEigenCG ()

Eigen::Index	rows () const

Eigen::Index	cols () const

Eigen::Product< SPDEOp, Rhs, Eigen::AliasFreeProduct >	operator* (const Eigen::MatrixBase< Rhs > &x) const

Additional Inherited Members
Public Types inherited from ALinearOpEigenCG< SPDEOp >
enum

typedef double	Scalar

typedef double	RealScalar

typedef int	StorageIndex

Static Public Member Functions inherited from ASPDEOp
static int	centerDataByDriftMat (VectorDouble &Z, const MatrixDense &driftMat, const VectorDouble &driftCoeffs)

static int	centerDataByMeanVec (VectorDouble &Z, const VectorDouble &meanVec)

Constructor & Destructor Documentation

◆ SPDEOpMatrix()

SPDEOpMatrix::SPDEOpMatrix	(	const PrecisionOpMultiMatrix *	pop = `nullptr`,
		const ProjMultiMatrix *	A = `nullptr`,
		const MatrixSparse *	invNoise = `nullptr`,
		const ProjMultiMatrix *	projOut = `nullptr`
	)

◆ ~SPDEOpMatrix()

SPDEOpMatrix::~SPDEOpMatrix ( )

virtual

Member Function Documentation

◆ computeLogDetOp()

double SPDEOpMatrix::computeLogDetOp ( int nbsimu ) const

overridevirtual

Reimplemented from ASPDEOp.

◆ stdev()

VectorDouble SPDEOpMatrix::stdev	(	const VectorDouble &	dat,
		int	nMC,
		int	seed
	)		const

overridevirtual

Computing Standard deviation of the estimation error using partial_invert of a Sparse Cholesky matrix.

Parameters

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

Returns: VectorDouble