gstlrn::PrecisionOpMatrix Class Reference

#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)
virtual	~PrecisionOpMatrix ()
void	evalInverse (const constvect vecin, std::vector< double > &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
Public Member Functions inherited from gstlrn::PrecisionOp
	PrecisionOp ()
	PrecisionOp (AShiftOp *shiftop, const CovAniso *cova, bool verbose=false)
	PrecisionOp (const AMesh *mesh, CovAniso *cova, bool stencil=false, bool verbose=false)
	PrecisionOp (const PrecisionOp &pmat)
PrecisionOp &	operator= (const PrecisionOp &pmat)
virtual	~PrecisionOp ()
std::vector< double >	evalInverse (const 1 &vecin)
virtual std::pair< double, double >	getRangeEigenVal (Id ndiscr=100)
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 ()
Id	getSize () const override
bool	getTraining () const
void	setTraining (bool tr)
AShiftOp *	getShiftOp () const
	getPolyCoeffs (const EPowerPT &power)
void	setPolynomialFromPoly (APolynomial *polynomial)
bool	isCovaDefined () const
	getCoeffs ()
Public Member Functions inherited from gstlrn::ASimulable
	ASimulable ()
virtual	~ASimulable ()
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)=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

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() [1/2]

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

PrecisionOpMatrix() [2/2]

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

~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

overridevirtual

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, std::vector< double > &  vecout  )

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

extractDiag()

gstlrn::PrecisionOpMatrix::extractDiag ( ) const

overridevirtual

Reimplemented from gstlrn::PrecisionOp.

getQ()

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

inline

getS()

const MatrixSparse * gstlrn::PrecisionOpMatrix::getS

(

)

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.

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

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