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QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > Class Template Referenceabstract

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 >:
QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > QUESO::GenericMatrixCovarianceFunction< 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 BaseEnvironmentm_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().

35  :
36  m_env (basicDomainSet.env()),
37  m_prefix ((std::string)(prefix)+"cov_func_"),
38  m_basicDomainSet(basicDomainSet),
39  m_imageSet (imageSet)
40 {
41  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
42  *m_env.subDisplayFile() << "Entering BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::constructor()"
43  << ": prefix = " << m_prefix
44  << std::endl;
45  }
46 
47  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
48  *m_env.subDisplayFile() << "Leaving BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::constructor()"
49  << ": prefix = " << m_prefix
50  << std::endl;
51  }
52 }
const VectorSet< P_V, P_M > & m_basicDomainSet
const VectorSet< Q_V, Q_M > & m_imageSet
unsigned int displayVerbosity() const
Definition: Environment.C:450
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320
const BaseEnvironment & env() const
Environment. Access to private attribute m_env.
Definition: VectorSet.C:78
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.

56 {
57  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
58  *m_env.subDisplayFile() << "Entering BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::destructor()"
59  << ": prefix = " << m_prefix
60  << std::endl;
61  }
62 
63  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
64  *m_env.subDisplayFile() << "Leaving BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::destructor()"
65  << ": prefix = " << m_prefix
66  << std::endl;
67  }
68 }
unsigned int displayVerbosity() const
Definition: Environment.C:450
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320

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.

73 {
74  return m_basicDomainSet;
75 }
const VectorSet< P_V, P_M > & m_basicDomainSet
template<class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
virtual void QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::covMatrix ( const P_V &  domainVector1,
const P_V &  domainVector2,
Q_M &  imageMatrix 
) const
pure virtual

Calculates the covariance matrix. See template specialization.

Implemented in QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >, and QUESO::GenericMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >.

Member Data Documentation

template<class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
const VectorSet<P_V,P_M>& QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_basicDomainSet
protected

Definition at line 83 of file MatrixCovarianceFunction.h.

template<class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
const VectorSet<Q_V,Q_M>& QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_imageSet
protected

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

Generated on Tue Jun 5 2018 19:49:33 for queso-0.57.1 by  doxygen 1.8.5