#include <SPDEOp.hpp>

Inheritance diagram for gstlrn::SPDEOp:

Public Member Functions
	SPDEOp (const IPrecisionOp const popKriging=nullptr, const IProj const projInKriging=nullptr, const ASimulable invNoise=nullptr, const IPrecisionOp const popSimu=nullptr, const IProj const projInSimu=nullptr, APreconditioner precond=nullptr)

virtual	~SPDEOp ()

Public Member Functions inherited from gstlrn::ASPDEOp
	ASPDEOp (const IPrecisionOp const popKriging=nullptr, const IProj const projInKriging=nullptr, const ASimulable invNoise=nullptr, const IPrecisionOp const popSimu=nullptr, const IProj const projInSimu=nullptr, APreconditioner precond=nullptr)

virtual	~ASPDEOp ()

virtual	stdev (const 1 &dat, Id nMC=1, Id seed=134343, const IProj projK=nullptr, const IProj projS=nullptr) const
	Computing Standard deviation of the estimation error using MonteCarlo on conditional simulations.

Id	getSize () const override

Id	getSizeSimu () const

Id	getIterations () const

double	getError () const

void	setMaxIterations (Id n)

void	setTolerance (double tol)

	kriging (const 1 &dat, const IProj *proj=nullptr) const

	krigingWithGuess (const 1 &dat, const 1 &guess) const

	computeDriftCoeffs (const 1 &Z, const MatrixDense &driftMat, bool verbose=false) const

	simCond (const 1 &dat, const IProj projK=nullptr, const IProj projS=nullptr) const

	simCondGibbs (const 1 &dat, const 1 &gibbsUpperBound, const 1 &gibbsLowerBound, const IProj projK=nullptr, const IProj projS=nullptr, Id nIter=5, bool useCache=true) const
	Conditional simulation that allow for inequality constraints defined by 'gibbsLowerBound' and 'gibbsUpperBound'. Inequality are only defined when gibbsLowerBound[i_data] != gibbsLowerBound[i_data].

void	clearGibbsCache () const
	Clear Gibbs cache.

	simNonCond (const IProj *proj=nullptr) const

	getRangeEigenVal (Id ndiscr=100) const

const IPrecisionOp *	getQKriging () const

const IProj *	getProjKriging () const

const ASimulable *	getInvNoise () const

const IPrecisionOp *	getQSimu () const

const IProj *	getProjInSimu () const

Id	krigingWithGuess (const constvect inv, const constvect guess, vect out) const

void	evalInvCov (const constvect inv, vect result) const

void	simCond (const constvect data, vect outv) const

void	simNonCond (vect outv) const

virtual double	computeLogDetOp (Id nbsimu=1) const

double	computeQuadratic (const 1 &x) const

double	computeTotalLogDet (Id nMC=5, Id seed=13132) const

double	computeLogDetQ (Id nMC=5) const

double	computeLogDetInvNoise () const

void	setVerbose (bool v)

void	setSolverVerbose (bool v)

double	getMaxEigenValProj () const

	evalInverse (const 1 &vecin)

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::ALinearOpEigenCG< SPDEOp >
virtual	~ALinearOpEigenCG ()

Eigen::Index	rows () const

Eigen::Index	cols () const

Eigen::Product< SPDEOp, Rhs, Eigen::AliasFreeProduct >	operator* (const Eigen::MatrixBase< Rhs > &x) const

Additional Inherited Members
Public Types inherited from gstlrn::ALinearOpEigenCG< SPDEOp >
enum

typedef double	Scalar

typedef double	RealScalar

typedef Id	StorageIndex

Static Public Member Functions inherited from gstlrn::ASPDEOp
static Id	centerDataByDriftMat (1 &Z, const MatrixDense &driftMat, const 1 &driftCoeffs)

static Id	centerDataByMeanVec (1 &Z, const 1 &meanVec)

Constructor & Destructor Documentation

◆ SPDEOp()

gstlrn::SPDEOp::SPDEOp	(	const IPrecisionOp *const	popKriging = `nullptr`,
		const IProj *const	projInKriging = `nullptr`,
		const ASimulable *	invNoise = `nullptr`,
		const IPrecisionOp *const	popSimu = `nullptr`,
		const IProj *const	projInSimu = `nullptr`,
		APreconditioner *	precond = `nullptr`
	)

inline

◆ ~SPDEOp()

virtual gstlrn::SPDEOp::~SPDEOp ( )

inlinevirtual

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

include/LinearOp/SPDEOp.hpp

Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ SPDEOp()

◆ ~SPDEOp()