#include <SPDEOpMatrix.hpp>

Inheritance diagram for gstlrn::SPDEOpMatrix:

Public Member Functions
	SPDEOpMatrix (const PrecisionOpMultiMatrix pop=nullptr, const ProjMultiMatrix A=nullptr, const InvNuggetOp *invNoise=nullptr)

virtual	~SPDEOpMatrix ()

double	computeLogDetOp (Id nbsimu) const override

	stdev (const 1 &dat, Id nMC=1, Id seed=134343, const ProjMulti projK=nullptr, const ProjMulti projS=nullptr) const override
	Computing Standard deviation of the estimation error using partial_invert of a Sparse Cholesky matrix.

Public Member Functions inherited from gstlrn::SPDEOp
	SPDEOp (const PrecisionOpMulti const popKriging=nullptr, const ProjMulti const projInKriging=nullptr, const ASimulable invNoise=nullptr, const PrecisionOpMulti const popSimu=nullptr, const ProjMulti *const projInSimu=nullptr)

virtual	~SPDEOp ()=default

Public Member Functions inherited from gstlrn::ASPDEOp
	ASPDEOp (const PrecisionOpMulti const popKriging=nullptr, const ProjMulti const projInKriging=nullptr, const ASimulable invNoise=nullptr, const PrecisionOpMulti const popSimu=nullptr, const ProjMulti *const projInSimu=nullptr)

virtual	~ASPDEOp ()

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 ProjMulti *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 ProjMulti projK=nullptr, const ProjMulti projS=nullptr) const

	simNonCond (const ProjMulti *proj=nullptr) const

const PrecisionOpMulti *	getQKriging () const

const ProjMulti *	getProjKriging () const

const ASimulable *	getInvNoise () const

const PrecisionOpMulti *	getQSimu () const

const ProjMulti *	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

double	computeQuadratic (const std::vector< double > &x) const

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

double	computeLogDetQ (Id nMC=5) const

double	computeLogDetInvNoise () const

void	setVerbose (bool v)

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

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

◆ SPDEOpMatrix()

gstlrn::SPDEOpMatrix::SPDEOpMatrix	(	const PrecisionOpMultiMatrix *	pop = `nullptr`,
		const ProjMultiMatrix *	A = `nullptr`,
		const InvNuggetOp *	invNoise = `nullptr`
	)

◆ ~SPDEOpMatrix()

gstlrn::SPDEOpMatrix::~SPDEOpMatrix ( )

virtual

Member Function Documentation

◆ computeLogDetOp()

double gstlrn::SPDEOpMatrix::computeLogDetOp ( Id nbsimu ) const

overridevirtual

Reimplemented from gstlrn::ASPDEOp.

◆ stdev()

gstlrn::SPDEOpMatrix::stdev	(	const 1 &	dat,
		Id	nMC = `1`,
		Id	seed = `134343`,
		const ProjMulti *	projK = `nullptr`,
		const ProjMulti *	projS = `nullptr`
	)		const

overridevirtual

Computing Standard deviation of the estimation error using partial_invert of a Sparse Cholesky matrix.

Parameters

dat	Vector of Data
nMC	Number of Monte-Carlo simulations (unused)
seed	Random seed for the Monte-Carlo simulations (unused)
projK	Projection Matrix used for Kriging
projS	Projection matrix used for Simulations (unused)

Returns: VectorDouble