#include <SPDEOp.hpp>

Inheritance diagram for gstlrn::ASPDEOp:

Public Member Functions
	ASPDEOp (const IPrecisionOp const popKriging=nullptr, const IProj const projInKriging=nullptr, const ASimulable invNoise=nullptr, const IPrecisionOp const popSimu=nullptr, const IProj const projInSimu=nullptr, APreconditioner precond=nullptr)

virtual	~ASPDEOp ()

virtual	stdev (const 1 &dat, Id nMC=1, Id seed=134343, const IProj projK=nullptr, const IProj projS=nullptr) const
	Computing Standard deviation of the estimation error using MonteCarlo on conditional simulations.

Id	getSize () const override

Id	getSizeSimu () const

Id	getIterations () const

double	getError () const

void	setMaxIterations (Id n)

void	setTolerance (double tol)

	kriging (const 1 &dat, const IProj *proj=nullptr) const

	krigingWithGuess (const 1 &dat, const 1 &guess) const

	computeDriftCoeffs (const 1 &Z, const MatrixDense &driftMat, bool verbose=false) const

	simCond (const 1 &dat, const IProj projK=nullptr, const IProj projS=nullptr) const

	simCondGibbs (const 1 &dat, const 1 &gibbsUpperBound, const 1 &gibbsLowerBound, const IProj projK=nullptr, const IProj projS=nullptr, Id nIter=5, bool useCache=true) const
	Conditional simulation that allow for inequality constraints defined by 'gibbsLowerBound' and 'gibbsUpperBound'. Inequality are only defined when gibbsLowerBound[i_data] != gibbsLowerBound[i_data].

void	clearGibbsCache () const
	Clear Gibbs cache.

	simNonCond (const IProj *proj=nullptr) const

	getRangeEigenVal (Id ndiscr=100) const

const IPrecisionOp *	getQKriging () const

const IProj *	getProjKriging () const

const ASimulable *	getInvNoise () const

const IPrecisionOp *	getQSimu () const

const IProj *	getProjInSimu () const

Id	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 (Id nbsimu=1) const

double	computeQuadratic (const 1 &x) const

double	computeTotalLogDet (Id nMC=5, Id seed=13132) const

double	computeLogDetQ (Id nMC=5) const

double	computeLogDetInvNoise () const

void	setVerbose (bool v)

void	setSolverVerbose (bool v)

double	getMaxEigenValProj () const

	evalInverse (const 1 &vecin)

Public Member Functions inherited from gstlrn::ALinearOp
	ALinearOp ()

	ALinearOp (const ALinearOp &m)=default

	ALinearOp (ALinearOp &&m)=default

ALinearOp &	operator= (const ALinearOp &m)=default

ALinearOp &	operator= (ALinearOp &&m)=default

virtual	~ALinearOp ()=default

Id	evalDirect (const 1 &inv, 1 &outv) const

	evalDirect (const 1 &in) const

virtual void	multiplyByValueAndAddDiagonal (double v1=1., double v2=0.) const

virtual void	resetModif () const

void	setUseFactor (bool usefactor)

Id	evalDirect (constvect inv, vect outv) const

Id	addToDest (const constvect inv, vect outv) const

Id	addToDest (const ::Eigen::VectorXd &inv, ::Eigen::VectorXd &outv) const

Static Public Member Functions
static Id	centerDataByDriftMat (1 &Z, const MatrixDense &driftMat, const 1 &driftCoeffs)

static Id	centerDataByMeanVec (1 &Z, const 1 &meanVec)

Constructor & Destructor Documentation

◆ ASPDEOp()

gstlrn::ASPDEOp::ASPDEOp	(	const IPrecisionOp *const	popKriging = `nullptr`,
		const IProj *const	projInKriging = `nullptr`,
		const ASimulable *	invNoise = `nullptr`,
		const IPrecisionOp *const	popSimu = `nullptr`,
		const IProj *const	projInSimu = `nullptr`,
		APreconditioner *	precond = `nullptr`
	)

◆ ~ASPDEOp()

gstlrn::ASPDEOp::~ASPDEOp ( )

virtual

Member Function Documentation

◆ centerDataByDriftMat()

Id gstlrn::ASPDEOp::centerDataByDriftMat	(	1 &	Z,
		const MatrixDense &	driftMat,
		const 1 &	driftCoeffs
	)

static

◆ centerDataByMeanVec()

Id gstlrn::ASPDEOp::centerDataByMeanVec	(	1 &	Z,
		const 1 &	meanVec
	)

static

◆ clearGibbsCache()

void gstlrn::ASPDEOp::clearGibbsCache ( ) const

Clear Gibbs cache.

◆ computeDriftCoeffs()

gstlrn::ASPDEOp::computeDriftCoeffs	(	const 1 &	Z,
		const MatrixDense &	driftMat,
		bool	verbose = `false`
	)		const

◆ computeLogDetInvNoise()

double gstlrn::ASPDEOp::computeLogDetInvNoise ( ) const

◆ computeLogDetOp()

double gstlrn::ASPDEOp::computeLogDetOp ( Id nbsimu = 1 ) const

virtual

Reimplemented in gstlrn::SPDEOpMatrix.

◆ computeLogDetQ()

double gstlrn::ASPDEOp::computeLogDetQ ( Id nMC = 5 ) const

◆ computeQuadratic()

double gstlrn::ASPDEOp::computeQuadratic ( const 1 & x ) const

◆ computeTotalLogDet()

double gstlrn::ASPDEOp::computeTotalLogDet	(	Id	nMC = `5`,
		Id	seed = `13132`
	)		const

◆ evalInvCov()

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

◆ evalInverse()

gstlrn::ASPDEOp::evalInverse ( const 1 & vecin )

◆ getError()

double gstlrn::ASPDEOp::getError ( ) const

inline

◆ getInvNoise()

const ASimulable * gstlrn::ASPDEOp::getInvNoise ( ) const

inline

◆ getIterations()

Id gstlrn::ASPDEOp::getIterations ( ) const

inline

◆ getMaxEigenValProj()

double gstlrn::ASPDEOp::getMaxEigenValProj ( ) const

◆ getProjInSimu()

const IProj * gstlrn::ASPDEOp::getProjInSimu ( ) const

inline

◆ getProjKriging()

const IProj * gstlrn::ASPDEOp::getProjKriging ( ) const

inline

◆ getQKriging()

const IPrecisionOp * gstlrn::ASPDEOp::getQKriging ( ) const

inline

◆ getQSimu()

const IPrecisionOp * gstlrn::ASPDEOp::getQSimu ( ) const

inline

◆ getRangeEigenVal()

gstlrn::ASPDEOp::getRangeEigenVal ( Id ndiscr = 100 ) const

◆ getSize()

Id gstlrn::ASPDEOp::getSize ( ) const

overridevirtual

Implements gstlrn::ALinearOp.

◆ getSizeSimu()

Id gstlrn::ASPDEOp::getSizeSimu ( ) const

◆ kriging()

gstlrn::ASPDEOp::kriging	(	const 1 &	dat,
		const IProj *	proj = `nullptr`
	)		const

◆ krigingWithGuess() [1/2]

gstlrn::ASPDEOp::krigingWithGuess	(	const 1 &	dat,
		const 1 &	guess
	)		const

◆ krigingWithGuess() [2/2]

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

◆ setMaxIterations()

void gstlrn::ASPDEOp::setMaxIterations ( Id n )

inline

◆ setSolverVerbose()

void gstlrn::ASPDEOp::setSolverVerbose ( bool v )

inline

◆ setTolerance()

void gstlrn::ASPDEOp::setTolerance ( double tol )

inline

◆ setVerbose()

void gstlrn::ASPDEOp::setVerbose ( bool v )

inline

◆ simCond() [1/2]

gstlrn::ASPDEOp::simCond	(	const 1 &	dat,
		const IProj *	projK = `nullptr`,
		const IProj *	projS = `nullptr`
	)		const

◆ simCond() [2/2]

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

◆ simCondGibbs()

gstlrn::ASPDEOp::simCondGibbs	(	const 1 &	dat,
		const 1 &	gibbsLowerBound,
		const 1 &	gibbsUpperBound,
		const IProj *	projK = `nullptr`,
		const IProj *	projS = `nullptr`,
		Id	nIter = `5`,
		bool	useCache = `true`
	)		const

Conditional simulation that allow for inequality constraints defined by 'gibbsLowerBound' and 'gibbsUpperBound'. Inequality are only defined when gibbsLowerBound[i_data] != gibbsLowerBound[i_data].

Parameters

dat	Vector of Data
gibbsLowerBound	Vector of lower bound for inequalities
gibbsUpperBound	Vector of upper bound for inequalities
projK	Projection Matrix used for Kriging
projS	Projection matrix used for Simulations
nIter	Number of Monte-Carlo simulations
useCache	a boolean TRUE means use the previous conditional simulations as initial Data

Returns: VectorDouble

◆ simNonCond() [1/2]

gstlrn::ASPDEOp::simNonCond ( const IProj * proj = nullptr ) const

◆ simNonCond() [2/2]

void gstlrn::ASPDEOp::simNonCond ( vect outv ) const

◆ stdev()

gstlrn::ASPDEOp::stdev	(	const 1 &	dat,
		Id	nMC = `1`,
		Id	seed = `134343`,
		const IProj *	projK = `nullptr`,
		const IProj *	projS = `nullptr`
	)		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
projK	Projection Matrix used for Kriging
projS	Projection matrix used for Simulations

Returns: VectorDouble

Reimplemented in gstlrn::SPDEOpMatrix.

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

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

Public Member Functions

Static Public Member Functions

Constructor & Destructor Documentation

◆ ASPDEOp()

◆ ~ASPDEOp()

Member Function Documentation

◆ centerDataByDriftMat()

◆ centerDataByMeanVec()

◆ clearGibbsCache()

◆ computeDriftCoeffs()

◆ computeLogDetInvNoise()

◆ computeLogDetOp()

◆ computeLogDetQ()

◆ computeQuadratic()

◆ computeTotalLogDet()

◆ evalInvCov()

◆ evalInverse()

◆ getError()

◆ getInvNoise()

◆ getIterations()

◆ getMaxEigenValProj()

◆ getProjInSimu()

◆ getProjKriging()

◆ getQKriging()

◆ getQSimu()

◆ getRangeEigenVal()

◆ getSize()

◆ getSizeSimu()

◆ kriging()

◆ krigingWithGuess() [1/2]

◆ krigingWithGuess() [2/2]

◆ setMaxIterations()

◆ setSolverVerbose()

◆ setTolerance()

◆ setVerbose()

◆ simCond() [1/2]

◆ simCond() [2/2]

◆ simCondGibbs()

◆ simNonCond() [1/2]

◆ simNonCond() [2/2]

◆ stdev()