QUESO::ExponentialScalarCovarianceFunction< V, M > Class Template Reference

A class for exponential covariances. More...

#include <ExponentialScalarCovarianceFunction.h>

Inheritance diagram for QUESO::ExponentialScalarCovarianceFunction< V, M >:

Public Member Functions
Constructor/Destructor methods
	ExponentialScalarCovarianceFunction (const char *prefix, const VectorSet< V, M > &basicDomainSet, double sigma, double a)
	Default constructor. More...
virtual	~ExponentialScalarCovarianceFunction ()
	Virtual destructor. More...
Math methods
double	value (const V &domainVector1, const V &domainVector2) const
	Calculates the value of the exponential covariance function. More...
Public Member Functions inherited from QUESO::BaseScalarCovarianceFunction< V, M >
	BaseScalarCovarianceFunction (const char *prefix, const VectorSet< V, M > &basicDomainSet)
	Default constructor. More...
virtual	~BaseScalarCovarianceFunction ()
	Virtual destructor. More...
const VectorSet< V, M > &	basicDomainSet () const
	Domain set; access to private attribute m_basicDomainSet. More...

Protected Attributes
double	m_sigma
double	m_a
Protected Attributes inherited from QUESO::BaseScalarCovarianceFunction< V, M >
const BaseEnvironment &	m_env
std::string	m_prefix
const VectorSet< V, M > &	m_basicDomainSet

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::ExponentialScalarCovarianceFunction< V, M >

A class for exponential covariances.

This class implements squared exponential covariance functions of the form:

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

, where \( d=d(x,y) \) is the distance between two points, \( \sigma^2 \) is the variance and \( a \) is the length scale. This is a stationary covariance function with smooth sample paths. Exponential covariance functions are largely employed in Gaussian processes.

Definition at line 52 of file ExponentialScalarCovarianceFunction.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::ExponentialScalarCovarianceFunction< V, M >::ExponentialScalarCovarianceFunction	(	const char *	prefix,
		const VectorSet< V, M > &	basicDomainSet,
		double	sigma,
		double	a
	)

Default constructor.

Instantiates an object of the class given a prefix, the domain set, the variance and a scale factor.

Definition at line 31 of file ExponentialScalarCovarianceFunction.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseScalarCovarianceFunction< V, M >::m_env, QUESO::BaseScalarCovarianceFunction< V, M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

  :
  BaseScalarCovarianceFunction<V,M>(prefix,basicDomainSet),
  m_sigma(sigma),
  m_a    (a)
{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering ExponentialScalarCovarianceFunction<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialScalarCovarianceFunction<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }
}

template<class V , class M >

QUESO::ExponentialScalarCovarianceFunction< V, M >::~ExponentialScalarCovarianceFunction ( )

virtual

Virtual destructor.

Definition at line 55 of file ExponentialScalarCovarianceFunction.C.

{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering ExponentialScalarCovarianceFunction<V,M>::destructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialScalarCovarianceFunction<V,M>::destructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }
}

Member Function Documentation

template<class V , class M >

double QUESO::ExponentialScalarCovarianceFunction< V, M >::value ( const V &  domainVector1, const V &  domainVector2  ) const

virtual

Calculates the value of the exponential covariance function.

The value of the exponential covariance function is: \( cov= a exp (-d^2/sigma)\), with \( d= \sqrt{(domainVector1 - domainVector1)^2} \)

Implements QUESO::BaseScalarCovarianceFunction< V, M >.

Definition at line 72 of file ExponentialScalarCovarianceFunction.C.

{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering ExponentialScalarCovarianceFunction<V,M>::value()"
                          << std::endl;
  }

  double result = 0.;

  double exponent = -(domainVector1 - domainVector2).norm2Sq()/(m_sigma*m_sigma);

  result = m_a*std::exp(exponent);

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving ExponentialScalarCovarianceFunction<V,M>::value()"
                          << std::endl;
  }

  return result;
}

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>

double QUESO::ExponentialScalarCovarianceFunction< V, M >::m_a

protected

Definition at line 80 of file ExponentialScalarCovarianceFunction.h.

template<class V = GslVector, class M = GslMatrix>

double QUESO::ExponentialScalarCovarianceFunction< V, M >::m_sigma

protected

Definition at line 79 of file ExponentialScalarCovarianceFunction.h.

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

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