#include <PrecisionOpMatrix.hpp>

Inheritance diagram for gstlrn::PrecisionOpMatrix:

Detailed Description

This class is just a specialization of PrecisionOp when the shift Operator is built with sparse matrices and therefore algebra can be performed with Cholesky. It allows to return the precision matrix as a Sparse Matrix.

Public Member Functions
	PrecisionOpMatrix (ShiftOpMatrix shiftop=nullptr, const CovAniso cova=nullptr, bool verbose=false)

	PrecisionOpMatrix (const AMesh mesh, CovAniso cova, bool verbose=false)

	PrecisionOpMatrix (const PrecisionOpMatrix &pmat)=default

	PrecisionOpMatrix (PrecisionOpMatrix &&pmat) noexcept

PrecisionOpMatrix &	operator= (const PrecisionOpMatrix &pmat)=default

PrecisionOpMatrix &	operator= (PrecisionOpMatrix &&pmat) noexcept

virtual	~PrecisionOpMatrix ()

Id	getSize () const override

const MatrixSparse &	getQMat () const override

void	evalInverse (const constvect vecin, 1 &vecout) override

Id	_addSimulateToDest (const constvect whitenoise, vect outv) const override

Id	_addToDest (const constvect inv, vect outv) const override

double	computeLogDet (Id nMC=1) const override

	extractDiag () const override

void	evalDeriv (const constvect inv, vect outv, Id iapex, Id igparam, const EPowerPT &power) override

void	evalDerivOptim (vect outv, Id iapex, Id igparam, const EPowerPT &power) override

void	gradYQX (const constvect X, const constvect Y, vect result, const EPowerPT &power) override

void	gradYQXOptim (const constvect X, const constvect Y, vect result, const EPowerPT &power) override

const MatrixSparse *	getQ () const

const MatrixSparse *	getS () const

const &	getTildeC () const

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

	PrecisionOp (AShiftOp shiftop, const CovAniso cova, bool verbose=false)

	PrecisionOp (const AMesh mesh, const CovAniso cova, bool stencil=false, bool verbose=false)

	PrecisionOp (const PrecisionOp &pmat)

	PrecisionOp (PrecisionOp &&pmat) noexcept

PrecisionOp &	operator= (const PrecisionOp &pmat)

PrecisionOp &	operator= (PrecisionOp &&pmat) noexcept

virtual	~PrecisionOp ()

	evalInverse (const 1 &vecin)

std::pair< double, double >	rangeEigenVal (Id ndiscr=100) const override

Id	reset (const AShiftOp shiftop, const CovAniso cova=nullptr, bool verbose=false)

	simulate (Id nbsimu=1)

void	evalPower (const constvect inm, vect outm, const EPowerPT &power=EPowerPT::fromKey("ONE"))

void	evalPower (const 1 &inv, 1 &outv, const EPowerPT &power=EPowerPT::fromKey("ONE"))

	computeCov (Id imesh)

	simulateOne ()

bool	getTraining () const

void	setTraining (bool tr)

AShiftOp *	getShiftOp () const

	getPolyCoeffs (const EPowerPT &power)

void	setPolynomialFromPoly (APolynomial *polynomial)

bool	isCovaDefined () const

	getCoeffs ()

APolynomial *	getPoly (const EPowerPT &power)

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

	IPrecisionOp (const IPrecisionOp &)=default

	IPrecisionOp (IPrecisionOp &&m) noexcept

IPrecisionOp &	operator= (const IPrecisionOp &)=default

IPrecisionOp &	operator= (IPrecisionOp &&m) noexcept

virtual	~IPrecisionOp ()=default

	getRangeEigenVal (Id ndiscr=100) const

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

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

virtual	~ASimulableMatrix ()

Additional Inherited Members
Static Public Member Functions inherited from gstlrn::PrecisionOp
static PrecisionOp *	createFromShiftOp (AShiftOp shiftop=nullptr, const CovAniso cova=nullptr, bool verbose=false)

static PrecisionOp *	create (const AMesh mesh, CovAniso cova, bool stencil=false, bool verbose=false)

Constructor & Destructor Documentation

◆ PrecisionOpMatrix() [1/4]

gstlrn::PrecisionOpMatrix::PrecisionOpMatrix	(	ShiftOpMatrix *	shiftop = `nullptr`,
		const CovAniso *	cova = `nullptr`,
		bool	verbose = `false`
	)

◆ PrecisionOpMatrix() [2/4]

gstlrn::PrecisionOpMatrix::PrecisionOpMatrix	(	const AMesh *	mesh,
		CovAniso *	cova,
		bool	verbose = `false`
	)

◆ PrecisionOpMatrix() [3/4]

gstlrn::PrecisionOpMatrix::PrecisionOpMatrix ( const PrecisionOpMatrix & pmat )

default

◆ PrecisionOpMatrix() [4/4]

gstlrn::PrecisionOpMatrix::PrecisionOpMatrix ( PrecisionOpMatrix && pmat )

noexcept

◆ ~PrecisionOpMatrix()

gstlrn::PrecisionOpMatrix::~PrecisionOpMatrix ( )

virtual

Member Function Documentation

◆ _addSimulateToDest()

Id gstlrn::PrecisionOpMatrix::_addSimulateToDest	(	const constvect	whitenoise,
		vect	outv
	)		const

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ _addToDest()

Id gstlrn::PrecisionOpMatrix::_addToDest	(	const constvect	inv,
		vect	outv
	)		const

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ computeLogDet()

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

inlineoverridevirtual

Compute the Logarithm of the Determinant

Parameters

nMC	Number of Monte-Carlo simulations

Returns: The computed value or TEST if problem

Reimplemented from gstlrn::PrecisionOp.

◆ evalDeriv()

void gstlrn::PrecisionOpMatrix::evalDeriv	(	const constvect	inv,
		vect	outv,
		Id	iapex,
		Id	igparam,
		const EPowerPT &	power
	)

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ evalDerivOptim()

void gstlrn::PrecisionOpMatrix::evalDerivOptim	(	vect	outv,
		Id	iapex,
		Id	igparam,
		const EPowerPT &	power
	)

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ evalInverse()

void gstlrn::PrecisionOpMatrix::evalInverse	(	const constvect	vecin,
		1 &	vecout
	)

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ extractDiag()

gstlrn::PrecisionOpMatrix::extractDiag ( ) const

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ getQ()

const MatrixSparse * gstlrn::PrecisionOpMatrix::getQ ( ) const

inline

◆ getQMat()

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

inlineoverridevirtual

Implements gstlrn::ASimulableMatrix.

◆ getS()

const MatrixSparse * gstlrn::PrecisionOpMatrix::getS ( ) const

◆ getSize()

Id gstlrn::PrecisionOpMatrix::getSize ( ) const

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ getTildeC()

const & gstlrn::PrecisionOpMatrix::getTildeC ( ) const

◆ gradYQX()

void gstlrn::PrecisionOpMatrix::gradYQX	(	const constvect	X,
		const constvect	Y,
		vect	result,
		const EPowerPT &	power
	)

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ gradYQXOptim()

void gstlrn::PrecisionOpMatrix::gradYQXOptim	(	const constvect	X,
		const constvect	Y,
		vect	result,
		const EPowerPT &	power
	)

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

◆ operator=() [1/2]

PrecisionOpMatrix & gstlrn::PrecisionOpMatrix::operator= ( const PrecisionOpMatrix & pmat )

default

◆ operator=() [2/2]

PrecisionOpMatrix & gstlrn::PrecisionOpMatrix::operator= ( PrecisionOpMatrix && pmat )

noexcept

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

include/LinearOp/PrecisionOpMatrix.hpp
src/LinearOp/PrecisionOpMatrix.cpp

Detailed Description

Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ PrecisionOpMatrix() [1/4]

◆ PrecisionOpMatrix() [2/4]

◆ PrecisionOpMatrix() [3/4]

◆ PrecisionOpMatrix() [4/4]

◆ ~PrecisionOpMatrix()

Member Function Documentation

◆ _addSimulateToDest()

◆ _addToDest()

◆ computeLogDet()

◆ evalDeriv()

◆ evalDerivOptim()

◆ evalInverse()

◆ extractDiag()

◆ getQ()

◆ getQMat()

◆ getS()

◆ getSize()

◆ getTildeC()

◆ gradYQX()

◆ gradYQXOptim()

◆ operator=() [1/2]

◆ operator=() [2/2]