A templated (base) class to accommodate covariance matrix of (random) vector functions. More...

#include <MatrixCovarianceFunction.h>

Inheritance diagram for QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >:

Public Member Functions
Constructor/Destructor methods
	BaseMatrixCovarianceFunction (const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet)
	Default constructor. More...

virtual	~BaseMatrixCovarianceFunction ()
	Virtual destructor. More...

Math methods
const VectorSet< P_V, P_M > &	basicDomainSet () const
	Domain set; access to private attribute m_basicDomainSet. More...

virtual void	covMatrix (const P_V &domainVector1, const P_V &domainVector2, Q_M &imageMatrix) const =0
	Calculates the covariance matrix. See template specialization. More...

Protected Attributes
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< P_V, P_M > &	m_basicDomainSet

const VectorSet< Q_V, Q_M > &	m_imageSet

Detailed Description

template<class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
class QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >

A templated (base) class to accommodate covariance matrix of (random) vector functions.

This class allows the mathematical definition of a multivariate covariance function, i.e. a covariance matrix of random vector functions. Sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis of a sample from the multivariate distribution.

Definition at line 57 of file MatrixCovarianceFunction.h.

Constructor & Destructor Documentation

template<class P_V , class P_M , class Q_V , class Q_M >

QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::BaseMatrixCovarianceFunction	(	const char *	prefix,
		const VectorSet< P_V, P_M > &	basicDomainSet,
		const VectorSet< Q_V, Q_M > &	imageSet
	)

Default constructor.

Instantiates an object of the class given a prefix, the domain set and the image set.

Definition at line 31 of file MatrixCovarianceFunction.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_env, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

   :
   m_env           (basicDomainSet.env()),
   m_prefix        ((std::string)(prefix)+"cov_func_"),
   m_basicDomainSet(basicDomainSet),
   m_imageSet      (imageSet)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class P_V , class P_M , class Q_V , class Q_M >

QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::~BaseMatrixCovarianceFunction ( )

virtual

Virtual destructor.

Definition at line 55 of file MatrixCovarianceFunction.C.

 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::destructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::destructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

Member Function Documentation

template<class P_V , class P_M , class Q_V , class Q_M >

const VectorSet< P_V, P_M > & QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::basicDomainSet ( ) const

Domain set; access to private attribute m_basicDomainSet.

Definition at line 72 of file MatrixCovarianceFunction.C.

 {
   return m_basicDomainSet;
 }