#include <InvNuggetOp.hpp>

Inheritance diagram for gstlrn::InvNuggetOp:

Detailed Description

invNuggetOp

This class is used to represent the inverse covariance matrix operator of a nugget effect. It can be multivariate with anisotropy. It stores the inverse submatrices for each location, allowing efficient computation of the logdeterminant. It inherits from ASimulable, allowing it to be used in simulations.

Public Member Functions
	InvNuggetOp (const Db dbin=nullptr, Model model=nullptr, const SPDEParam &params=SPDEParam(), bool flagEigVals=false)

	InvNuggetOp (const InvNuggetOp &m)=delete

InvNuggetOp &	operator= (const InvNuggetOp &m)=delete

virtual	~InvNuggetOp ()

Id	getSize () const override

const MatrixSparse *	getInvNuggetMatrix () const

const MatrixSparse &	getQMat () const override

const MatrixSparse *	cloneInvNuggetMatrix () const

const MatrixSparse *	cloneCholNuggetMatrix () const

double	computeLogDet (Id nMC=1) const override

double	getMinEigenValue () const

double	getMaxEigenValue () const

std::pair< double, double >	getRangeEigenValue () const

Public Member Functions inherited from gstlrn::MatrixSparse
	MatrixSparse (Id nrow=0, Id ncol=0, Id ncolmax=-1)

	MatrixSparse (const MatrixSparse &m)

MatrixSparse &	operator= (const MatrixSparse &m)

	MatrixSparse (MatrixSparse &&m)=default

MatrixSparse &	operator= (MatrixSparse &&m)=default

virtual	~MatrixSparse ()

DECLARE_TOLATEX Id	getSize () const override
	Cloneable interface.

const MatrixSparse &	getQMat () const override
	Interface for AMatrix.

bool	isSparse () const override

bool	isDense () const override

double	getValue (Id row, Id col) const override

void	setValue (Id irow, Id icol, double value) override

void	updValue (Id irow, Id icol, const EOperator &oper, double value) override

void	setColumn (Id icol, const 1 &tab) override

void	setColumnToConstant (Id icol, double value) override

void	setRow (Id irow, const 1 &tab) override

void	setRowToConstant (Id irow, double value) override

void	setDiagonal (const 1 &tab) override

void	setDiagonalToConstant (double value=1.) override

void	fill (double value) override

void	multiplyRow (const 1 &vec) override

void	multiplyColumn (const 1 &vec) override

void	divideRow (const 1 &vec) override

void	divideColumn (const 1 &vec) override

void	resetFromValue (Id nrows, Id ncols, double value) override
	Reset the matrix to new dimensions and fill with a new value.

void	resetFromArray (Id nrows, Id ncols, const double *tab, bool byCol=true) override
	Reset the matrix from an array of double values.

void	resetFromVD (Id nrows, Id ncols, const 1 &tab, bool byCol=true) override
	Reset the matrix from a vector of double values.

void	resetFromVVD (const 1 &tab, bool byCol=true) override
	Reset the matrix from an array of double values.

MatrixSparse *	transpose () const override

void	prodMatMatInPlace (const AMatrix x, const AMatrix y, bool transposeX=false, bool transposeY=false) override

void	prodNormMatMatInPlace (const AMatrix a, const AMatrix m, bool transpose=false) override

void	prodNormMatVecInPlace (const AMatrix *a, const 1 &vec, bool transpose=false) override

void	prodNormMatInPlace (const AMatrix *a, bool transpose=false) override

NF_Triplet	getMatrixToTriplet (Id shiftRow=0, Id shiftCol=0) const override

MatrixSparse &	addCst (double a)

MatrixSparse &	prodCst (double a)

MatrixSparse *	getRowAsMatrixSparse (Id irow, double coeff=1.) const

MatrixSparse *	getColumnAsMatrixSparse (Id icol, double coeff=1.) const

Id	addVecInPlaceEigen (const Eigen::Map< const Eigen::VectorXd > &xm, Eigen::Map< Eigen::VectorXd > &ym) const

void	resetFromTriplet (const NF_Triplet &NF_T)

void	fillRandom (double zeroPercent=0, Id seed=432432) override
	Fill a sparse matrix with random values, using a given seed and a percentage of zero values.

Id	addVecInPlace (const constvect x, vect y) const

void	addValue (Id row, Id col, double value)

double	L1Norm () const

void	getStats (Id nrows, Id ncols, Id count, double percent) const

Id	scaleByDiag ()

Id	addVecInPlaceVD (const 1 &x, 1 &y) const

void	setConstant (double value)

	extractDiag (Id oper_choice=1) const

void	prodNormDiagVecInPlace (const 1 &vec, Id oper=1)

MatrixSparse *	extractSubmatrixByRanks (const 1 &rank_rows, const 1 &rank_cols) const

MatrixSparse *	extractSubmatrixByColor (const 1 &colors, Id ref_color, bool row_ok, bool col_ok)

	colorCoding () const

Id	getNonZeros () const

void	gibbs (Id iech, const 1 &zcur, double yk, double sk)

Id	forwardLU (const 1 &b, 1 &x, bool flagLower=true) const

void	forceDimension (Id maxRows, Id maxCols)

	getNonZeroCols (Id irow) const

	getNonZeroRows (Id icol) const

void	setDiagonal (const Eigen::Map< const Eigen::VectorXd > &tab)

void	setDiagonal (const constvect tab)

MatrixSparse &	operator+= (double a)

MatrixSparse &	operator-= (double a)

MatrixSparse	operator+ (double a) const

MatrixSparse	operator- (double a) const

MatrixSparse &	operator*= (double a)

MatrixSparse	operator* (double a) const

MatrixSparse &	operator/= (double a)

MatrixSparse	operator/ (double a) const

const EigenSparseMatrix &	eigenMat () const

EigenSparseMatrix &	eigenMat ()

Public Member Functions inherited from gstlrn::AMatrix
	AMatrix (Id nrow=0, Id ncol=0)

	AMatrix (const AMatrix &m)

AMatrix &	operator= (const AMatrix &m)

	AMatrix (AMatrix &&m)=default

AMatrix &	operator= (AMatrix &&m)=default

virtual	~AMatrix ()

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

virtual bool	isSquare (bool printWhyNot=false) const

virtual bool	isSymmetric (double eps=EPSILON10, bool printWhyNot=false) const

virtual bool	mustBeSymmetric () const

virtual	getRow (Id irow) const

virtual	getColumn (Id icol) const

virtual void	reset (Id nrows, Id ncols)

virtual void	transposeInPlace ()

double	prodVecMatVec (const 1 &x, const 1 &y) const

void	clear ()

void	resize (Id nrows, Id ncols)
	Resize the matrix to new dimensions (this method doesn't change the storage type)

bool	isValid (Id irow, Id icol, bool printWhyNot=false) const

bool	isIdentity (bool printWhyNot=false) const

void	addValue (Id irow, Id icol, double value)

bool	isSame (const AMatrix &m, double eps=EPSILON4, bool printWhyNot=false)

bool	isSameSize (const AMatrix &m) const

bool	empty () const

double	compare (const AMatrix &mat) const

Id	getNRows () const

Id	getNCols () const

Id	size () const

	getValues (bool byCol=true) const

const &	getDiagonal (Id shift=0) const

bool	isColumnDefined (Id icol) const

bool	isRowDefined (Id irow) const

Id	getNColDefined () const

Id	getNRowDefined () const

	getColumnByRowRange (Id icol, Id rowFrom, Id rowTo) const

bool	isNonNegative (bool verbose=false) const

Id	invert ()

Id	solve (const 1 &b, 1 &x) const

void	dumpElements (const String &title, Id ifrom, Id ito) const

void	dumpStatistics (const String &title) const

void	setIdentity (double value=1.)

void	setValues (const 1 &values, bool byCol=true)

double	getMeanByColumn (Id icol) const

double	getMinimum () const

double	getMaximum () const

double	getNormInf () const

void	copyReduce (const AMatrix *x, const 1 &validRows, const 1 &validCols)

void	copyElements (const AMatrix &m, double factor=1.)

void	makePositiveColumn ()

void	dumpRange (const char *title)

double	operator() (Id row, Id col) const

double &	operator() (Id row, Id col)

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::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::ASimulableMatrix
	ASimulableMatrix ()

virtual	~ASimulableMatrix ()

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

	ASimulable (const ASimulable &m)=default

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

	ASimulable (ASimulable &&m)=default

ASimulable &	operator= (ASimulable &&m)=default

virtual	~ASimulable ()=default

Id	evalSimulate (const 1 &whitenoise, 1 &outv) const

	evalSimulate (const 1 &whitenoise) const

	simulate () const

Id	evalSimulate (const constvect whitenoise, vect result) const

Id	addSimulateToDest (const constvect whitenoise, vect outv) const

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

Additional Inherited Members
Static Public Member Functions inherited from gstlrn::MatrixSparse
static MatrixSparse *	createFromMatrix (const MatrixSparse &mat)

static void	_addGeneral (MatrixSparse &res, const MatrixSparse &other, double cst)

static void	_addGeneral (MatrixSparse &res, const MatrixSparse &other1, const MatrixSparse &other2)
	Add matrices 'other1' and 'other2' and store the result in 'res' This code is alais-safe, as it does not modify 'other1' and 'other2' and only writes to 'res'.

static void	_prodGeneral (MatrixSparse &res, const MatrixSparse &other, double cst)

static void	_prodGeneral (MatrixSparse &res, const MatrixSparse &other1, const MatrixSparse &other2)
	Make the elementwise product of matrices 'other1' and 'other2' and store the result in 'res' This code is alais-safe, as it does not modify 'other1' and 'other2' and only writes to 'res'.

static void	_productGeneral (MatrixSparse &res, const MatrixSparse &other1, const MatrixSparse &other2, bool transpose1=false, bool transpose2=false)

static void	_prodVecAddGeneral (1 &res, const MatrixSparse &other, const 1 &vec, bool transpose=false, bool flagInvert=false)
	Add the Product of a matrix by a vector.

static void	_prodVecAddGeneral (vect &res, const MatrixSparse &other, const constvect &vec, bool transpose=false, bool flagInvert=false)
	Add the Product of a matrix by a vector.

static void	_prodnormGeneral (MatrixSparse &res, const MatrixSparse &a, const MatrixSparse &m=MatrixSparse(), bool transpose=false)

static void	_prodnormGeneral (MatrixSparse &res, const MatrixSparse &a, const 1 &vec, bool transpose=false)

static bool	_areIdenticalGeneral (const MatrixSparse &a, const MatrixSparse &b, bool verbose=false)

static MatrixSparse *	createFromCopy (const MatrixSparse *mat)

static MatrixSparse *	create (Id nrow, Id ncol)

static MatrixSparse *	createFromTriplet (const NF_Triplet &NF_T, Id nrow=0, Id ncol=0, Id nrowmax=-1)

static MatrixSparse *	createFillRandom (Id nrow, Id ncol, double zeroPercent=0.1, Id seed=143743)

static MatrixDense *	createFromSparse (const MatrixSparse &mat)

static MatrixSparse *	Identity (Id nrow, double value=1.)

static MatrixSparse *	addMatMat (const MatrixSparse x, const MatrixSparse y, double cx=1., double cy=1.)

static MatrixSparse *	diagVec (const 1 &vec)

static MatrixSparse *	diagConstant (Id number, double value=1.)

static MatrixSparse *	diagMat (MatrixSparse *A, Id oper_choice)

static MatrixSparse *	glue (const MatrixSparse A1, const MatrixSparse A2, bool flagShiftRow, bool flagShiftCol)

static void	glueInPlace (MatrixSparse A1, const MatrixSparse A2, bool flagShiftRow, bool flagShiftCol)

static void	dumpElements (const String &title, Id ifrom, Id ito)

Static Public Member Functions inherited from gstlrn::AMatrix
template<class MA , class MB , class MC >
static void	prodMatMatInPlace (MA &A, const MB &B, const MC &C, bool transposeB=false, bool transposeC=false)

template<typename T >
static T	add (const T &other, double cst)
	Return 'other' + 'cst'.

template<typename T >
static void	addInPlace (T &res, const T &other, double cst)
	Operate 'res' = 'other' + 'cst'.

template<typename T >
static T	add (const T &other1, const T &other2)
	Return 'other1' + 'other2'.

template<typename T >
static void	addInPlace (T &res, const T &other1, const T &other2)
	Operate: 'res' = 'other1' + 'other2'.

template<typename T >
static T	product (const T &other, double cst)
	Return 'other' * 'cst'.

template<typename T >
static void	productInPlace (T &res, const T &other, double cst)
	Operate: 'res' = 'other' * 'cst'.

template<typename T >
static T	prodHadamard (const T &other1, const T &other2)
	Return: 'other1' * 'other2' (where '*' designates the element-wise product)

template<typename T >
static void	prodHadamardInPlace (T &res, const T &other1, const T &other2)
	Operate: 'res' = 'other1' * 'other2' (where '*' designates the element-wise prodtc)

template<typename T >
static T	linearCombination (double addition, double val1, const T &other1, double val2=0., const T &other2=T(), double val3=0., const T &other3=T())
	Return: 'val1' * 'other1' + 'val2' * 'other2' + 'val3' * 'other3' + 'addition'.

template<typename T >
static void	linearCombinationInPlace (T &res, double addition, double val1, const T &other1, double val2=0., const T &other2=T(), double val3=0., const T &other3=T())
	Operate: 'res' = 'val1' * 'other1' + 'val2' * 'other2' + 'val3' * 'other3' + 'addition'.

template<typename T >
static T	product (const T &other1, const T &other2, bool transpose1=false, bool transpose2=false)
	Return: 'other1' * 'other2'.

template<typename T >
static void	productInPlace (T &res, const T &other1, const T &other2, bool transpose1=false, bool transpose2=false)
	Operate: 'res' = 'other1' * 'other2'.

template<typename T >
static void	productInPlace (T &res, const T &other2, bool transpose2=false)
	Operate: 'res' = 'res' * 'other1'.

template<typename T >
static	product (const T &other, const 1 &vec, bool transpose=false, bool flagInit=true)
	Return: 'other' * 'vec'.

template<typename T >
static void	productInPlace (1 &res, const T &other, const 1 &vec, bool transpose=false, bool flagInit=true)
	Operate: 'res' = 'other' * 'vec'.

template<typename T >
static void	productInPlace (vect res, const T &other, const constvect vec, bool transpose=false, bool flagInit=true)
	Operate: 'res' = 'other' * 'vec'.

template<typename T >
static	product (const 1 &vec, const T &other, bool transpose=false, bool flagInit=true)
	Return: 'vec' * 'other'.

template<typename T >
static void	productInPlace (1 &res, const 1 &vec, const T &other, bool transpose=false, bool flagInit=true)
	Operate: 'res' = 'vec' * 'other'.

template<typename T >
static void	productInPlace (vect res, const constvect vec, const T &other, bool transpose=false, bool flagInit=true)
	Operate: 'res' = 'vec' * 'other'.

template<typename T >
static T	prodnorm (const T &a, const T &m=T(), bool transpose=false)
	Return: 'a_t' * 'm' * 'a' or 'a' * 'm' * 'a_t' (where 'a_t' is the transpose of 'a')

template<typename T >
static void	prodnormInPlace (T &res, const T &a, const T &m=T(), bool transpose=false)
	Operate: 'res' = 'a_t' * 'm' * 'a' or 'a' * 'm' * 'a_t' (where 'a_t' is the transpose of 'a')

template<typename T >
static T	prodnorm (const T &a, const 1 &vec, bool transpose=false)
	Return: 'a_t' * 'vec' * 'a' or 'a' * 'vec' * 'a_t' (where 'a_t' is the transpose of 'a')

template<typename T >
static void	prodnormInPlace (T &res, const T &a, const 1 &vec, bool transpose=false)
	Operate: 'res' = 'a_t' * 'vec' * 'a' or 'a' * 'vec' * 'a_t' (where 'a_t' is the transpose of 'a')

template<typename T >
static bool	areIdentical (const T &a, const T &b, bool verbose=false)
	Check if two matrices are exactly identical.

Public Attributes inherited from gstlrn::MatrixSparse
	DECLARE_TOTL
	Has a specific implementation in the Target language.

Constructor & Destructor Documentation

◆ InvNuggetOp() [1/2]

gstlrn::InvNuggetOp::InvNuggetOp	(	const Db *	dbin = `nullptr`,
		Model *	model = `nullptr`,
		const SPDEParam &	params = `SPDEParam()`,
		bool	flagEigVals = `false`
	)

◆ InvNuggetOp() [2/2]

gstlrn::InvNuggetOp::InvNuggetOp ( const InvNuggetOp & m )

delete

◆ ~InvNuggetOp()

gstlrn::InvNuggetOp::~InvNuggetOp ( )

virtual

Member Function Documentation

◆ cloneCholNuggetMatrix()

const MatrixSparse * gstlrn::InvNuggetOp::cloneCholNuggetMatrix ( ) const

◆ cloneInvNuggetMatrix()

const MatrixSparse * gstlrn::InvNuggetOp::cloneInvNuggetMatrix ( ) const

◆ computeLogDet()

double gstlrn::InvNuggetOp::computeLogDet ( Id nMC = 1 ) const

overridevirtual

Reimplemented from gstlrn::ASimulableMatrix.

◆ getInvNuggetMatrix()

const MatrixSparse * gstlrn::InvNuggetOp::getInvNuggetMatrix ( ) const

inline

◆ getMaxEigenValue()

double gstlrn::InvNuggetOp::getMaxEigenValue ( ) const

inline

◆ getMinEigenValue()

double gstlrn::InvNuggetOp::getMinEigenValue ( ) const

inline

◆ getQMat()

const MatrixSparse & gstlrn::InvNuggetOp::getQMat ( ) const

inlineoverridevirtual

Implements gstlrn::ASimulableMatrix.

◆ getRangeEigenValue()

std::pair< double, double > gstlrn::InvNuggetOp::getRangeEigenValue ( ) const

inline

◆ getSize()

Id gstlrn::InvNuggetOp::getSize ( ) const

overridevirtual

Implements gstlrn::ALinearOp.

◆ operator=()

InvNuggetOp & gstlrn::InvNuggetOp::operator= ( const InvNuggetOp & m )

delete

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

include/LinearOp/InvNuggetOp.hpp
src/LinearOp/InvNuggetOp.cpp

Detailed Description

Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ InvNuggetOp() [1/2]

◆ InvNuggetOp() [2/2]

◆ ~InvNuggetOp()

Member Function Documentation

◆ cloneCholNuggetMatrix()

◆ cloneInvNuggetMatrix()

◆ computeLogDet()

◆ getInvNuggetMatrix()

◆ getMaxEigenValue()

◆ getMinEigenValue()

◆ getQMat()

◆ getRangeEigenValue()

◆ getSize()

◆ operator=()