PrecisionOpMultiConditional Class Reference

#include <PrecisionOpMultiConditional.hpp>

Inheritance diagram for PrecisionOpMultiConditional:

Public Member Functions
	PrecisionOpMultiConditional ()
virtual	~PrecisionOpMultiConditional ()
virtual double	computeLogDetOp (int nbsimu=1, int seed=123) const
virtual void	push_back (PrecisionOp *pmatElem, IProjMatrix *projDataElem=nullptr)
VectorDouble	getAllVarianceData () const
double	getVarianceData (int iech) const
void	setVarianceData (double nugg)
void	setVarianceDataVector (const VectorDouble &nugg)
int	sizes () const override
int	size (int i) const override
VectorVectorDouble	computeRhs (const VectorDouble &datVal) const
void	computeRhsInPlace (const VectorDouble &datVal, VectorVectorDouble &rhs) const
void	simulateOnMeshings (VectorVectorDouble &result) const
void	simulateOnMeshing (VectorDouble &result, int icov=0) const
void	simulateOnDataPointFromMeshings (const VectorVectorDouble &simus, VectorDouble &result) const
void	evalInvCov (const VectorDouble &inv, VectorDouble &result) const
std::pair< double, double >	computeRangeEigenVal () const
std::pair< double, double >	rangeEigenValQ () const
double	getMaxEigenValProj () const
double	sumLogVar () const
double	computeLogDetQ (int nbsimu=1, int seed=123) const
double	computeTotalLogDet (int nbsimu=1, int seed=123) const
double	computeQuadratic (const VectorDouble &x) const
void	preparePoly (Chebychev &logPoly) const
void	AtA (const VectorVectorDouble &inv, VectorVectorDouble &outv) const
VectorDouble	computeCoeffs (const VectorDouble &Y, const VectorVectorDouble &X) const
const ProjMatrix *	getProjMatrix (int i=0) const
Public Member Functions inherited from ALinearOpMulti
	ALinearOpMulti (int nitermax=1000, double eps=EPSILON8)
	ALinearOpMulti (const ALinearOpMulti &m)
ALinearOpMulti &	operator= (const ALinearOpMulti &m)
virtual	~ALinearOpMulti ()
virtual void	evalInverse (const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	evalDirect (const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	initLk (const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	setNIterMax (int nitermax)
void	setEps (double eps)
void	setPrecond (const ALinearOpMulti *precond, int status)
void	resetStatCG () const
void	printStatCG () const
void	_linearComb (double val1, const VectorVectorDouble &in1, double val2, const VectorVectorDouble &in2, VectorVectorDouble &outv) const
void	prodScalar (double val, const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	addProdScalar (double val, const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	_copyVals (const VectorVectorDouble &inv, VectorVectorDouble &outv) const
void	_updated () const
double	innerProduct (const VectorDouble &x, const VectorDouble &y) const
double	innerProduct (const VectorVectorDouble &x, const VectorVectorDouble &y) const
double	max (const VectorVectorDouble &vect) const
void	fillVal (VectorVectorDouble &vect, double val) const
void	diff (const VectorVectorDouble &, const VectorVectorDouble &, VectorVectorDouble &) const
void	sum (const VectorVectorDouble &, const VectorVectorDouble &, VectorVectorDouble &) const
void	_initPublic () const

Protected Member Functions
void	_evalDirect (const VectorVectorDouble &inv, VectorVectorDouble &outv) const override
void	_allocate (int i) const
Protected Member Functions inherited from ALinearOpMulti
void	_init () const

Private Attributes
std::vector< PrecisionOp * >	_multiPrecisionOp
std::vector< IProjMatrix * >	_multiProjData
VectorDouble	_varianceData
int	_ndat
int	_ncova
VectorDouble	_work1
VectorDouble	_work1bis
VectorDouble	_work1ter
VectorDouble	_workdata
VectorVectorDouble	_work2
VectorVectorDouble	_work3

Additional Inherited Members
Public Attributes inherited from ALinearOpMulti
VectorVectorDouble	_temp
VectorVectorDouble	_p
VectorVectorDouble	_z

Detailed Description

Class to store objects for SPDE

Constructor & Destructor Documentation

PrecisionOpMultiConditional()

PrecisionOpMultiConditional::PrecisionOpMultiConditional

(

)

~PrecisionOpMultiConditional()

PrecisionOpMultiConditional::~PrecisionOpMultiConditional ( )

virtual

Member Function Documentation

_allocate()

void PrecisionOpMultiConditional::_allocate ( int  i ) const

protected

_evalDirect()

void PrecisionOpMultiConditional::_evalDirect ( const VectorVectorDouble &  inv, VectorVectorDouble &  outv  ) const

overrideprotectedvirtual

Compute diag(Q1,...,Qncova) x + 1/nugget [A1,...,Ancova]^t [A1,...,Ancova] x in a block form where ncova is the number of basic structures excluding the nugget effect. Qi are the precision matrices associated to each structure and Ai are the projection matrices from the meshing vertices to the data locations.

Parameters

[in]	inv	Array of input values
[out]	outv	Array of output values

Implements ALinearOpMulti.

AtA()

void PrecisionOpMultiConditional::AtA	(	const VectorVectorDouble &	inv,
		VectorVectorDouble &	outv
	)		const

computeCoeffs()

VectorDouble PrecisionOpMultiConditional::computeCoeffs	(	const VectorDouble &	Y,
		const VectorVectorDouble &	X
	)		const

computeLogDetOp()

double PrecisionOpMultiConditional::computeLogDetOp ( int  nbsimu = 1, int  seed = 123  ) const

virtual

computeLogDetQ()

double PrecisionOpMultiConditional::computeLogDetQ	(	int	nbsimu = 1,
		int	seed = 123
	)		const

computeQuadratic()

double PrecisionOpMultiConditional::computeQuadratic

(

const VectorDouble &

x

)

const

computeRangeEigenVal()

std::pair< double, double > PrecisionOpMultiConditional::computeRangeEigenVal

(

)

const

computeRhs()

VectorVectorDouble PrecisionOpMultiConditional::computeRhs

(

const VectorDouble &

datVal

)

const

computeRhsInPlace()

void PrecisionOpMultiConditional::computeRhsInPlace	(	const VectorDouble &	datVal,
		VectorVectorDouble &	rhs
	)		const

computeTotalLogDet()

double PrecisionOpMultiConditional::computeTotalLogDet	(	int	nbsimu = 1,
		int	seed = 123
	)		const

evalInvCov()

void PrecisionOpMultiConditional::evalInvCov	(	const VectorDouble &	inv,
		VectorDouble &	result
	)		const

getAllVarianceData()

VectorDouble PrecisionOpMultiConditional::getAllVarianceData ( ) const

inline

getMaxEigenValProj()

double PrecisionOpMultiConditional::getMaxEigenValProj

(

)

const

getProjMatrix()

const ProjMatrix* PrecisionOpMultiConditional::getProjMatrix ( int  i = 0 ) const

inline

getVarianceData()

double PrecisionOpMultiConditional::getVarianceData ( int  iech ) const

inline

preparePoly()

void PrecisionOpMultiConditional::preparePoly

(

Chebychev &

logPoly

)

const

push_back()

void PrecisionOpMultiConditional::push_back ( PrecisionOp *  pmatElem, IProjMatrix *  projDataElem = nullptr  )

virtual

rangeEigenValQ()

std::pair< double, double > PrecisionOpMultiConditional::rangeEigenValQ

(

)

const

setVarianceData()

void PrecisionOpMultiConditional::setVarianceData ( double  nugg )

inline

setVarianceDataVector()

void PrecisionOpMultiConditional::setVarianceDataVector ( const VectorDouble &  nugg )

inline

simulateOnDataPointFromMeshings()

void PrecisionOpMultiConditional::simulateOnDataPointFromMeshings	(	const VectorVectorDouble &	simus,
		VectorDouble &	result
	)		const

simulateOnMeshing()

void PrecisionOpMultiConditional::simulateOnMeshing	(	VectorDouble &	result,
		int	icov = 0
	)		const

simulateOnMeshings()

void PrecisionOpMultiConditional::simulateOnMeshings

(

VectorVectorDouble &

result

)

const

size()

int PrecisionOpMultiConditional::size ( int  i ) const

inlineoverridevirtual

Implements ALinearOpMulti.

sizes()

int PrecisionOpMultiConditional::sizes ( ) const

inlineoverridevirtual

Implements ALinearOpMulti.

sumLogVar()

double PrecisionOpMultiConditional::sumLogVar

(

)

const

Member Data Documentation

_multiPrecisionOp

std::vector<PrecisionOp*> PrecisionOpMultiConditional::_multiPrecisionOp

private

_multiProjData

std::vector<IProjMatrix*> PrecisionOpMultiConditional::_multiProjData

private

_ncova

int PrecisionOpMultiConditional::_ncova

private

_ndat

int PrecisionOpMultiConditional::_ndat

private

_varianceData

VectorDouble PrecisionOpMultiConditional::_varianceData

private

_work1

VectorDouble PrecisionOpMultiConditional::_work1

mutableprivate

_work1bis

VectorDouble PrecisionOpMultiConditional::_work1bis

mutableprivate

_work1ter

VectorDouble PrecisionOpMultiConditional::_work1ter

mutableprivate

_work2

VectorVectorDouble PrecisionOpMultiConditional::_work2

mutableprivate

_work3

VectorVectorDouble PrecisionOpMultiConditional::_work3

mutableprivate

_workdata

VectorDouble PrecisionOpMultiConditional::_workdata

mutableprivate

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

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