gstlrn::CorPGS Class Reference

#include <CorPGS.hpp>

Public Member Functions
	CorPGS (Id option=0, bool flag_rho=false, double rho=0.)
	CorPGS (const CorPGS &r)=default
CorPGS &	operator= (const CorPGS &r)=default
virtual	~CorPGS ()=default
void	define (Id option, bool flag_rho, double rho)
void	buildCorrel (const 1 &params_in, MatrixSymmetric &correl) const
void	updateConstraintsWithJJ (1 &Grad, MatrixSymmetric &Hess, MatrixSymmetric &JJ)
void	derivativeEigen (double eigval, const MatrixSquare *ev, 1 &d1, MatrixSymmetric &d2)
double	paramExpand (Id igrf, Id jgrf, Id idir)
void	defineModifMatrix ()
void	initializeParams ()
void	setOptCorrel (Id opt)
Id	getNpar () const
double	getRho () const
Id	getOptCorrel () const
	getParams () const
double	getParam (Id i) const
void	setRho (double rho)
void	setParams (const 1 &params)
void	setModif (Id i, Id j, double value)

Constructor & Destructor Documentation

CorPGS() [1/2]

gstlrn::CorPGS::CorPGS	(	Id	option = 0,
		bool	flag_rho = false,
		double	rho = 0.
	)

CorPGS() [2/2]

gstlrn::CorPGS::CorPGS ( const CorPGS &  r )

default

~CorPGS()

virtual gstlrn::CorPGS::~CorPGS ( )

virtualdefault

Member Function Documentation

buildCorrel()

void gstlrn::CorPGS::buildCorrel	(	const 1 &	params_in,
		MatrixSymmetric &	correl
	)		const

Establish the correlation for C1(h), C12(h), C21(h), C2(h)

Parameters

[in]	params_in	Array of parameters
[out]	correl	Correlation matrix (Dimension = 4*4)

define()

void gstlrn::CorPGS::define	(	Id	option,
		bool	flag_rho,
		double	rho
	)

defineModifMatrix()

void gstlrn::CorPGS::defineModifMatrix

(

)

Compute the modif matrix

derivativeEigen()

void gstlrn::CorPGS::derivativeEigen	(	double	eigval,
		const MatrixSquare *	ev,
		1 &	d1,
		MatrixSymmetric &	d2
	)

Compute the derivatives (first and second) of the smallest eigenvalue

Parameters

[in]	eigval	Current eigen value
[out]	ev	Output array
[out]	d1	First order derivative
[out]	d2	Second order derivative

getNpar()

Id gstlrn::CorPGS::getNpar ( ) const

inline

getOptCorrel()

Id gstlrn::CorPGS::getOptCorrel ( ) const

inline

getParam()

double gstlrn::CorPGS::getParam ( Id  i ) const

inline

getParams()

gstlrn::CorPGS::getParams ( ) const

inline

getRho()

double gstlrn::CorPGS::getRho ( ) const

inline

initializeParams()

void gstlrn::CorPGS::initializeParams

(

)

Initialize the parameters

operator=()

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

default

paramExpand()

double gstlrn::CorPGS::paramExpand	(	Id	igrf,
		Id	jgrf,
		Id	idir
	)

Expand the vector of parameters into C1, C12, C21 and C2 according to the constraints

Returns

Returned parameter

Parameters

[in]	igrf	Rank of the first variable
[in]	jgrf	Rank of the second variable
[in]	idir	positive (1) or negative (-1) distance

setModif()

void gstlrn::CorPGS::setModif ( Id  i, Id  j, double  value  )

inline

setOptCorrel()

void gstlrn::CorPGS::setOptCorrel

(

Id

opt

)

Set the model-type (opt_correl)

Parameters

[in]

opt

The model-type to set

setParams()

void gstlrn::CorPGS::setParams ( const 1 &  params )

inline

setRho()

void gstlrn::CorPGS::setRho ( double  rho )

inline

updateConstraintsWithJJ()

void gstlrn::CorPGS::updateConstraintsWithJJ	(	1 &	Grad,
		MatrixSymmetric &	Hess,
		MatrixSymmetric &	JJ
	)

Update the following matrices according to constraints on model

Parameters

[in,out]	Grad	Vector of gradients (Dimension = npar)
[in,out]	Hess	Matrix of Hessian (Dimension = npar * npar)
[in,out]	JJ	Matrix of t(JJ) * JJ (Dimension = npar * npar)

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

• include/PluriGaussian/CorPGS.hpp
• src/PluriGaussian/CorPGS.cpp