QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > Class Template Reference

A class for exponential covariance matrices. More...

#include <ExponentialMatrixCovarianceFunction.h>

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

Public Member Functions
Constructor/Destructor methods
	ExponentialMatrixCovarianceFunction (const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet, const Q_M &sigmas, const Q_M &as)
	Default constructor. More...
virtual	~ExponentialMatrixCovarianceFunction ()
	Virtual destructor. More...
Math methods
@
void	covMatrix (const P_V &domainVector1, const P_V &domainVector2, Q_M &imageMatrix) const
	Calculates the covariance matrix, given two parameter domains. More...
Public Member Functions inherited from 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. More...
virtual	~BaseMatrixCovarianceFunction ()
	Virtual destructor. More...
const VectorSet< P_V, P_M > &	basicDomainSet () const
	Domain set; access to private attribute m_basicDomainSet. More...

Protected Attributes
Q_M *	m_sigmas
Q_M *	m_as
Protected Attributes inherited from QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >
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::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >

A class for exponential covariance matrices.

This class implements squared exponential covariance matrices of the form:

\[ cov = a \exp{(-d^2/\sigma^2)}\]

, where \( d=d(x,y) \) is the distance between two vectors, \( \sigma^2 \) is the variance matrix and \( a \) is the length scale ().

Definition at line 50 of file ExponentialMatrixCovarianceFunction.h.

Constructor & Destructor Documentation

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

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

Default constructor.

Instantiates an object of the class given a prefix, the domain and image sets, the variances scale factors.

Definition at line 31 of file ExponentialMatrixCovarianceFunction.C.

References QUESO::VectorSpace< V, M >::dimLocal(), QUESO::BaseEnvironment::displayVerbosity(), QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_as, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_env, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_imageSet, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_prefix, QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_sigmas, QUESO::queso_require_equal_to_msg, QUESO::BaseEnvironment::subDisplayFile(), and QUESO::VectorSet< V, M >::vectorSpace().

  :
  BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>(prefix,basicDomainSet,imageSet),
  m_sigmas(NULL),
  m_as    (NULL)
{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering ExponentialMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

  m_sigmas = new Q_M(sigmas);
  m_as     = new Q_M(as);

  unsigned int matrixOrder = m_imageSet.vectorSpace().dimLocal();

  queso_require_equal_to_msg(m_sigmas->numRowsLocal(), matrixOrder, "m_sigmas has invalid number of rows");

  queso_require_equal_to_msg(m_sigmas->numCols(), matrixOrder, "m_sigmas has invalid number of columns");

  queso_require_equal_to_msg(m_as->numRowsLocal(), matrixOrder, "m_as has invalid number of rows");

  queso_require_equal_to_msg(m_as->numCols(), matrixOrder, "m_as has invalid number of columns");

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialMatrixCovarianceFunction<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::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::~ExponentialMatrixCovarianceFunction ( )

virtual

Virtual destructor.

Definition at line 69 of file ExponentialMatrixCovarianceFunction.C.

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

  delete m_as;
  delete m_sigmas;

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialMatrixCovarianceFunction<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 >

void QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::covMatrix ( const P_V &  domainVector1, const P_V &  domainVector2, Q_M &  imageMatrix  ) const

virtual

Calculates the covariance matrix, given two parameter domains.

Implements QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >.

Definition at line 89 of file ExponentialMatrixCovarianceFunction.C.

References QUESO::queso_require_equal_to_msg.

{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering ExponentialMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::covMatrix()"
                          << std::endl;
  }

  unsigned int matrixOrder = m_imageSet.vectorSpace().dimLocal();

  queso_require_equal_to_msg(imageMatrix.numRowsLocal(), matrixOrder, "imageMatrix has invalid number of rows");

  queso_require_equal_to_msg(imageMatrix.numCols(), matrixOrder, "imageMatrix has invalid number of columns");

  double tmpSq = -(domainVector1 - domainVector2).norm2Sq();

  for (unsigned int i = 0; i < matrixOrder; ++i) {
    for (unsigned int j = 0; j < matrixOrder; ++j) {
      double tmp = tmpSq/( (*m_sigmas)(i,j) * (*m_sigmas)(i,j) );
      imageMatrix(i,j) = (*m_as)(i,j) * std::exp(tmp);
    }
  }

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>::covMatrix()"
                          << std::endl;
  }

  return;
}

Member Data Documentation

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

Q_M* QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_as

protected

Definition at line 79 of file ExponentialMatrixCovarianceFunction.h.

Referenced by QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::ExponentialMatrixCovarianceFunction().

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

Q_M* QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_sigmas

protected

Definition at line 78 of file ExponentialMatrixCovarianceFunction.h.

Referenced by QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::ExponentialMatrixCovarianceFunction().

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

• src/stats/inc/ExponentialMatrixCovarianceFunction.h
• src/stats/src/ExponentialMatrixCovarianceFunction.C