This class describes the Covariance as a list of elementary covariances defined on sub spaces where the calculation rule is simple: the returned value is the product of each elementary covariance function evaluated between the projection of the two points on the attached subspace. More...

#include <CorFactorized.hpp>

Inheritance diagram for gstlrn::CorFactorized:

Detailed Description

This class describes the Covariance as a list of elementary covariances defined on sub spaces where the calculation rule is simple: the returned value is the product of each elementary covariance function evaluated between the projection of the two points on the attached subspace.

Public Member Functions
	CorFactorized (const CovContext &ctxt=CovContext())

	CorFactorized (const CorFactorized &r)

CorFactorized &	operator= (const CorFactorized &r)

virtual	~CorFactorized ()

double	eval0 (Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const override
	Interface for ACov.

String	toString (const AStringFormat *strfmt=nullptr) const override
	Interface for AStringable Interface.

Id	getNFac () const override
	CorFactorized Interface.

virtual void	addFactor (const ACov &cov, const MatrixDense &proj)

void	deleteAllFactors ()

const ACov *	getCovariance (Id ifac) const

MatrixDense	getProjection (Id ifac=0) const override

bool	isValidForSimulation (const ESimuType &simuType) const override

SpectrumOnRN *	simulateOnRN (Id ns=1000) const override

Public Member Functions inherited from gstlrn::ACov
	ACov (const CovContext &ctxt=CovContext())

	ACov (const ACov &r)

ACov &	operator= (const ACov &r)

virtual	~ACov ()

String	getNFName () const override
	ASerializable Interface.

virtual Id	getNVar () const
	ACov Interface.

virtual bool	isIndexable () const

bool	isNoStat () const

const CovContext &	getContext () const

void	setContext (const CovContext &ctxt)

void	updateFromContext ()

virtual void	copyCovContext (const CovContext &ctxt)

void	initFromContext ()

CovContext	getContextCopy () const

double	evalCov (const SpacePoint &p1, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	Calculate the covariance between two variables and two points (general case)

virtual bool	isFactorized () const
	Interface for spectral simulation on RN.

virtual double	evalSpectrumOnRN (const 1 &freq, Id ivar=0, Id jvar=0) const

virtual MatrixDense	simulateSpectralOmega (Id ns) const

virtual double	evalSpectrumRatio (const 1 &freq, Id ivar, Id jvar, const ACov *cov0=nullptr) const

virtual	evalSpectrumOnSphere (Id n, bool ScaleDistanceByRadius=false, bool flagScale=true) const
	Interface for spectral simulation on the sphere in R3 (S2)

virtual double	evalCovOnSphere (double alpha, Id degree=50, bool scaleDistanceByRadius=true, const CovCalcMode *mode=nullptr) const

	evalCovGrad (const SpacePoint &p1, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr)

virtual void	updateCovByPoints (Id icas1, Id iech1, Id icas2, Id iech2) const

void	attachNoStatDb (const Db *db)

ASpaceSharedPtr	getSpace () const

ESpaceType	getSpaceType () const

virtual bool	isConsistent (const ASpace *space) const

virtual bool	isOptimEnabled () const
	Functions linked to Optimization during Covariance calculations.

void	optimizationPreProcess (Id mode, const std::vector< SpacePoint > &ps) const

SpacePoint &	optimizationLoadInPlace (Id iech, Id mode, Id rank) const

void	optimizationPostProcess () const

void	optimizationSetTarget (SpacePoint &pt) const

	eval (const std::vector< SpacePoint > &vec_p1, const std::vector< SpacePoint > &vec_p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const
	Functions for evaluating Covariances.

MatrixSymmetric	eval0Mat (const CovCalcMode *mode=nullptr) const

MatrixSymmetric	evalCovMat0 (const Db *db, Id iech, const KrigOpt &krigopt=KrigOpt()) const
	Functions for evaluating Covariance Matrices either in place or not.

MatrixDense	evalCovMat (const Db db1, const Db db2=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const

MatrixSymmetric	evalCovMatSym (const Db db1, const 1 &nbgh1=1(), Id ivar0=-1, const CovCalcMode mode=nullptr, bool cleanOptim=true) const

MatrixSparse *	evalCovMatSparse (const Db db1_arg, const Db db2_arg=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true, double eps=EPSILON3) const

Id	evalCovMat0InPlace (MatrixSymmetric &mat, const Db *db, Id iech, const KrigOpt &krigopt=KrigOpt()) const

Id	evalCovMatInPlace (MatrixDense &mat, const Db db1, const Db db2=nullptr, Id ivar0=-1, Id jvar0=-1, const 1 &nbgh1=1(), const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const

Id	evalCovMatSymInPlace (MatrixSymmetric &mat, const Db db1, const 1 &nbgh1=1(), Id ivar0=-1, const CovCalcMode mode=nullptr, bool cleanOptim=true) const

Id	evalCovMatInPlaceFromIdx (MatrixDense &mat, const Db db1, const Db db2, const 1 &index1, const 1 &index2, const 1 &nbgh2=1(), const CovCalcMode *mode=nullptr, bool cleanOptim=true) const

Id	evalCovMatSymInPlaceFromIdx (MatrixSymmetric &mat, const Db db1, const 1 &index1, const CovCalcMode mode=nullptr, bool cleanOptim=true) const

Id	evalCovMatRHSInPlaceFromIdx (MatrixDense &mat, const Db db1, const Db db2, const 1 &index1, const Id iech2=-1, const KrigOpt &krigopt=KrigOpt(), bool cleanOptim=true) const

Id	evalCovVecRHSInPlace (vect vect, const RankHandler &rank, Id iech2, const KrigOpt &krigopt, SpacePoint &pin, SpacePoint &pout, 1 &tabwork, double lambda=1., const ECalcMember &calcMember=ECalcMember::RHS) const

Id	evalCovMatOptimInPlace (MatrixDense &mat, const Db *dbin, const RankHandler &rankhandler, const KrigOpt &krigopt, const ECalcMember &calcMember, 1 &tabwork, double lambda=1.) const

virtual Id	addEvalCovVecRHSInPlace (vect vect, const 1 &index1, const Id iech2, const KrigOpt &krigopt, SpacePoint &pin, SpacePoint &pout, 1 &tabwork, double lambda=1., const ECalcMember &calcMember=ECalcMember::RHS) const

void	eval0CovMatBiPointInPlace (MatrixSymmetric &mat, const CovCalcMode *mode) const

double	evalIvarIpas (double step, const 1 &dir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

double	evalIvarIpasIncr (const 1 &dincr, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

	evalIvarNlag (const 1 &vec_step, const 1 &dir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquare	evalNvarIpas (double step, const 1 &dir=1(), const CovCalcMode *mode=nullptr) const

MatrixSquare	evalNvarIpasIncr (const 1 &dincr, const CovCalcMode *mode=nullptr) const

double	evalIsoIvarIpas (double step, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

	evalIsoIvarNlag (const 1 &vec_step, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquare	evalIsoNvarIpas (double step, const CovCalcMode *mode=nullptr) const

double	evalCvv (const 1 &ext, const 1 &ndisc, const 1 &angles=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

double	evalCvvShift (const 1 &ext, const 1 &ndisc, const 1 &shift, const 1 &angles=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

MatrixSquare	evalCvvM (const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const CovCalcMode *mode=nullptr) const

double	evalCxv (const SpacePoint &p1, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

double	evalCxv (const Db db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0, const CovCalcMode mode=nullptr) const

MatrixSquare	evalCxvM (const SpacePoint &p1, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), const CovCalcMode *mode=nullptr) const

void	evalPointToDb (1 &values, const SpacePoint &p1, const Db db2, Id ivar=0, Id jvar=0, bool useSel=true, const 1 &nbgh2=1(), const CovCalcMode mode=nullptr) const

void	evalPointToDbAsSP (1 &values, const std::vector< SpacePoint > &p1s, const SpacePoint &p2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

double	evalAverageDbToDb (const Db db1, const Db db2, Id ivar=0, Id jvar=0, double eps=0., Id seed=434132, const CovCalcMode *mode=nullptr) const

double	evalAverageIncrToIncr (const 1 &d1, const 1 &d2, Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

double	evalAveragePointToDb (const SpacePoint &p1, const Db db2, Id ivar=0, Id jvar=0, const CovCalcMode mode=nullptr) const

double	extensionVariance (const Db *db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const

double	samplingDensityVariance (const Db *db, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const

double	specificVolume (const Db *db, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const

double	coefficientOfVariation (const Db *db, double volume, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const

double	specificVolumeFromCoV (Db *db, double cov, double mean, const 1 &ext, const 1 &ndisc, const 1 &angles=1(), const 1 &x0=1(), Id ivar=0, Id jvar=0) const

double	evaluateOneGeneric (const CovInternal covint, const 1 &d1=1(), double weight=1., const CovCalcMode mode=nullptr) const

double	calculateStDev (Db db1, Id iech1, Db db2, Id iech2, bool verbose=false, double factor=1., const CovCalcMode *mode=nullptr) const

void	evaluateMatInPlace (const CovInternal covint, const 1 &d1, MatrixSquare &covtab, bool flag_init=false, double weight=1., const CovCalcMode mode=nullptr) const

	evaluateFromDb (Db db, Id ivar=0, Id jvar=0, const CovCalcMode mode=nullptr) const

double	evaluateOneIncr (double hh, const 1 &codir=1(), Id ivar=0, Id jvar=0, const CovCalcMode *mode=nullptr) const

	sample (const 1 &h, const 1 &codir=1(), Id ivar=0, Id jvar=0, const CovCalcMode mode=nullptr, const CovInternal covint=nullptr) const

	sampleUnitary (const 1 &hh, Id ivar=0, Id jvar=0, 1 codir=1(), const CovCalcMode *mode=nullptr) const

	envelop (const 1 &hh, Id ivar=0, Id jvar=0, Id isign=1, 1 codir=1(), const CovCalcMode *mode=nullptr) const

Id	buildVmapOnDbGrid (DbGrid *dbgrid, const NamingConvention &namconv=NamingConvention("VMAP")) const

double	gofToVario (const Vario *vario, bool verbose=true) const

void	manage (const Db db1, const Db db2) const

void	load (const SpacePoint &p, bool case1) const

virtual void	updateCovByMesh (Id imesh, bool aniso=true) const

virtual double	getValue (const EConsElem &econs, Id iv1, Id iv2) const

void	makeStationary ()

virtual Id	makeElemNoStat (const EConsElem &econs, Id iv1, Id iv2, const AFunctional func=nullptr, const Db db=nullptr, const String &namecol=String())

void	createNoStatTab ()

void	informMeshByMesh (const AMesh *amesh) const

void	informMeshByApex (const AMesh *amesh) const

	informCoords (const 1 &coords, const EConsElem &econs, Id iv1=0, Id iv2=0) const

void	informDbIn (const Db *dbin) const

void	informDbOut (const Db *dbout) const

virtual Id	getNDim (Id ispace=-1) const

void	optimizationPreProcessForData (const Db *db1=nullptr) const

virtual void	setOptimEnabled (bool enabled) const

bool	checkAndManageNoStatDb (const Db *db, const String &namecol)

std::shared_ptr< const Db >	getDbNoStat () const

const Db *	getDbNoStatRaw () const

void	setNoStatDbIfNecessary (const Db *db)

void	setNoStatDbIfNecessary (std::shared_ptr< const Db > &db)

virtual void	appendParams (ListParams &listParams, std::vector< covmaptype > *gradFuncs=nullptr)

virtual void	updateCov ()

virtual void	initParams (const MatrixSymmetric &vars, double href=1.)

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

virtual	~ICloneable ()

virtual ICloneable *	clone () const =0

std::shared_ptr< ICloneable >	cloneShared () const

std::unique_ptr< ICloneable >	cloneUnique () const

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

	AStringable (const AStringable &r)

AStringable &	operator= (const AStringable &r)

virtual	~AStringable ()

virtual void	display (const AStringFormat *strfmt=nullptr) const final

virtual void	display (Id level) const final

void	printConcreteClassName () const

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

	ASerializable (const ASerializable &r)=default

ASerializable &	operator= (const ASerializable &r)=default

	ASerializable (ASerializable &&r) noexcept=default

ASerializable &	operator= (ASerializable &&r) noexcept=default

virtual	~ASerializable ()=default

bool	dumpToNF (const String &NFFilename, const EFormatNF &format=EFormatNF::fromKey("DEFAULT")) const
	Dump the contents of an object into an Output File using a given Output NF Format.

void	setDefaultFormatNF (const EFormatNF &format)

Static Public Member Functions
static CorFactorized *	create (const CovContext &ctxt)
	ICloneable Interface.

Static Public Member Functions inherited from gstlrn::ACov
static void	gofDisplay (double gof, bool byValue=true, const 1 &thresholds={2., 5., 10., 100})

Static Public Member Functions inherited from gstlrn::ASerializable
static String	buildFileName (Id status, const String &filename, bool ensureDirExist=false)

static String	getFileIdentity (const String &filename, bool verbose=false)

static void	setPrefixName (const String &prefixName)

static void	unsetPrefixName ()

static const String &	getPrefixName ()

Constructor & Destructor Documentation

◆ CorFactorized() [1/2]

gstlrn::CorFactorized::CorFactorized ( const CovContext & ctxt = CovContext() )

◆ CorFactorized() [2/2]

gstlrn::CorFactorized::CorFactorized ( const CorFactorized & r )

◆ ~CorFactorized()

gstlrn::CorFactorized::~CorFactorized ( )

virtual

Member Function Documentation

◆ addFactor()

void gstlrn::CorFactorized::addFactor	(	const ACov &	cov,
		const MatrixDense &	proj
	)

virtual

◆ create()

CorFactorized * gstlrn::CorFactorized::create ( const CovContext & ctxt )

static

ICloneable Interface.

◆ deleteAllFactors()

void gstlrn::CorFactorized::deleteAllFactors ( )

◆ eval0()

double gstlrn::CorFactorized::eval0	(	Id	ivar = `0`,
		Id	jvar = `0`,
		const CovCalcMode *	mode = `nullptr`
	)		const

overridevirtual

Interface for ACov.

Reimplemented from gstlrn::ACov.

◆ getCovariance()

const ACov * gstlrn::CorFactorized::getCovariance ( Id ifac ) const

◆ getNFac()

Id gstlrn::CorFactorized::getNFac ( ) const

overridevirtual

CorFactorized Interface.

Reimplemented from gstlrn::ACov.

◆ getProjection()

MatrixDense gstlrn::CorFactorized::getProjection ( Id ifac = 0 ) const

overridevirtual

Reimplemented from gstlrn::ACov.

◆ isValidForSimulation()

bool gstlrn::CorFactorized::isValidForSimulation ( const ESimuType & simuType ) const

overridevirtual

Reimplemented from gstlrn::ACov.

◆ operator=()

CorFactorized & gstlrn::CorFactorized::operator= ( const CorFactorized & r )

◆ simulateOnRN()

SpectrumOnRN * gstlrn::CorFactorized::simulateOnRN ( Id ns = 1000 ) const

overridevirtual

Reimplemented from gstlrn::ACov.

◆ toString()

String gstlrn::CorFactorized::toString ( const AStringFormat * strfmt = nullptr ) const

overridevirtual

Interface for AStringable Interface.

Reimplemented from gstlrn::AStringable.

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

include/Covariances/CorFactorized.hpp
src/Covariances/CorFactorized.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Constructor & Destructor Documentation

◆ CorFactorized() [1/2]

◆ CorFactorized() [2/2]

◆ ~CorFactorized()

Member Function Documentation

◆ addFactor()

◆ create()

◆ deleteAllFactors()

◆ eval0()

◆ getCovariance()

◆ getNFac()

◆ getProjection()

◆ isValidForSimulation()

◆ operator=()

◆ simulateOnRN()

◆ toString()