gstlrn::ASPDEOp Class Reference

#include <SPDEOp.hpp>

Inheritance diagram for gstlrn::ASPDEOp:

Public Member Functions
	ASPDEOp (const PrecisionOpMulti *const popKriging=nullptr, const ProjMulti *const projInKriging=nullptr, const ASimulable *invNoise=nullptr, const PrecisionOpMulti *const popSimu=nullptr, const ProjMulti *const projInSimu=nullptr)
virtual	~ASPDEOp ()
virtual	stdev (const 1 &dat, Id nMC=1, Id seed=134343, const ProjMulti *projK=nullptr, const ProjMulti *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 ProjMulti *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 ProjMulti *projK=nullptr, const ProjMulti *projS=nullptr) const
	simNonCond (const ProjMulti *proj=nullptr) const
const PrecisionOpMulti *	getQKriging () const
const ProjMulti *	getProjKriging () const
const ASimulable *	getInvNoise () const
const PrecisionOpMulti *	getQSimu () const
const ProjMulti *	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 std::vector< double > &x) const
double	computeTotalLogDet (Id nMC=5, Id seed=13132) const
double	computeLogDetQ (Id nMC=5) const
double	computeLogDetInvNoise () const
void	setVerbose (bool v)
Public Member Functions inherited from gstlrn::ALinearOp
	ALinearOp ()
	ALinearOp (const ALinearOp &m)=delete
ALinearOp &	operator= (const ALinearOp &m)=delete
virtual	~ALinearOp ()
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 PrecisionOpMulti *const	popKriging = nullptr,
		const ProjMulti *const	projInKriging = nullptr,
		const ASimulable *	invNoise = nullptr,
		const PrecisionOpMulti *const	popSimu = nullptr,
		const ProjMulti *const	projInSimu = 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

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 std::vector< double > &

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

getError()

double gstlrn::ASPDEOp::getError ( ) const

inline

getInvNoise()

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

inline

getIterations()

Id gstlrn::ASPDEOp::getIterations ( ) const

inline

getProjInSimu()

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

inline

getProjKriging()

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

inline

getQKriging()

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

inline

getQSimu()

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

inline

getSize()

Id gstlrn::ASPDEOp::getSize ( ) const

overridevirtual

Implements gstlrn::ALinearOp.

getSizeSimu()

Id gstlrn::ASPDEOp::getSizeSimu

(

)

const

kriging()

gstlrn::ASPDEOp::kriging	(	const 1 &	dat,
		const ProjMulti *	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

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 ProjMulti *	projK = nullptr,
		const ProjMulti *	projS = nullptr
	)		const

simCond() [2/2]

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

simNonCond() [1/2]

gstlrn::ASPDEOp::simNonCond

(

const ProjMulti *

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 ProjMulti *  projK = nullptr, const ProjMulti *  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.

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

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