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

A class that represents a Gaussian likelihood with diagonal covariance matrix. More...

#include <GaussianLikelihoodDiagonalCovariance.h>

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

Public Member Functions
virtual double	lnValue (const V &domainVector) const
	Logarithm of the value of the scalar function. More...
Constructor/Destructor methods.
	GaussianLikelihoodDiagonalCovariance (const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, const V &covariance)
	Default constructor. More...
virtual	~GaussianLikelihoodDiagonalCovariance ()
	Destructor. More...
Public Member Functions inherited from QUESO::LikelihoodBase< V, M >
virtual void	evaluateModel (const V &domainVector, const V *domainDirection, V &modelOutput, V *gradVector, M *hessianMatrix, V *hessianEffect) const
	Deprecated. Evaluates the user's model at the point domainVector. More...
virtual void	evaluateModel (const V &domainVector, V &modelOutput) const
	Evaluates the user's model at the point domainVector. More...
virtual double	actualValue (const V &domainVector, const V *, V *, M *, V *) const
	Actual value of the scalar function. More...
	LikelihoodBase (const char *prefix, const VectorSet< V, M > &domainSet, const V &observations)
	Default constructor. More...
virtual	~LikelihoodBase ()=0
	Destructor, pure to make this class abstract. More...
Public Member Functions inherited from QUESO::BaseScalarFunction< V, M >
void	setFiniteDifferenceStepSize (double fdStepSize)
	Sets the step size for finite differencing gradients. More...
void	setFiniteDifferenceStepSize (unsigned int i, double fdStepSize)
	BaseScalarFunction (const char *prefix, const VectorSet< V, M > &domainSet)
	Default constructor. More...
virtual	~BaseScalarFunction ()
	Destructor. More...
const VectorSet< V, M > &	domainSet () const
	Access to the protected attribute m_domainSet: domain set of the scalar function. More...
virtual double	lnValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
	Logarithm of the value of the scalar function. Deprecated. More...
virtual double	lnValue (const V &domainVector, V &gradVector) const
	Returns the logarithm of the function and its gradient at domainVector. More...
virtual double	lnValue (const V &domainVector, V &gradVector, const V &domainDirection, V &hessianEffect) const

Private Attributes
const V &	m_covariance

Additional Inherited Members
Protected Attributes inherited from QUESO::LikelihoodBase< V, M >
const V &	m_observations
Protected Attributes inherited from QUESO::BaseScalarFunction< V, M >
const BaseEnvironment &	m_env
std::string	m_prefix
const VectorSet< V, M > &	m_domainSet
	Domain set of the scalar function. More...

Detailed Description

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

A class that represents a Gaussian likelihood with diagonal covariance matrix.

Definition at line 43 of file GaussianLikelihoodDiagonalCovariance.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::GaussianLikelihoodDiagonalCovariance	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet,
		const V &	observations,
		const V &	covariance
	)

Default constructor.

Instantiates a Gaussian likelihood function, given a prefix, its domain, a set of observations and a diagonal covariance matrix. The diagonal covariance matrix is stored as a vector in the covariance parameter.

Definition at line 35 of file GaussianLikelihoodDiagonalCovariance.C.

  : LikelihoodBase<V, M>(prefix, domainSet, observations),
    m_covariance(covariance)
{
  if (covariance.sizeLocal() != observations.sizeLocal()) {
    queso_error_msg("Covariance matrix not same size as observation vector");
  }
}

template<class V , class M >

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

virtual

Destructor.

Definition at line 47 of file GaussianLikelihoodDiagonalCovariance.C.

{
}

Member Function Documentation

template<class V , class M >

double QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::lnValue ( const V &  domainVector ) const

virtual

Logarithm of the value of the scalar function.

Reimplemented from QUESO::BaseScalarFunction< V, M >.

Definition at line 53 of file GaussianLikelihoodDiagonalCovariance.C.

{
  V modelOutput(this->m_observations, 0, 0);  // At least it's not a copy

  this->evaluateModel(domainVector, modelOutput);

  modelOutput -= this->m_observations;  // Compute misfit
  modelOutput *= modelOutput;
  modelOutput /= this->m_covariance;  // Multiply by inverse covriance matrix

  double norm2_squared = modelOutput.sumOfComponents();  // This is square of 2-norm

  return -0.5 * norm2_squared;
}

Member Data Documentation

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

const V& QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::m_covariance

private

Definition at line 65 of file GaussianLikelihoodDiagonalCovariance.h.

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

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