A class for handling generic scalar functions. More...

#include <GenericScalarFunction.h>

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

Public Member Functions
Constructor/Destructor methods
	GenericScalarFunction (const char prefix, const VectorSet< V, M > &domainSet, double(valueRoutinePtr)(const V &domainVector, const V domainDirection, const void routinesDataPtr, V gradVector, M hessianMatrix, V hessianEffect), const void routinesDataPtr, bool routineIsForLn)
	Default constructor. More...

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

Mathematical method
double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Calculates the actual value of this scalar function. More...

double	lnValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Calculates the logarithm of value of this scalar function. 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
	Returns the logarithm of the function at `domainVector`. 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

Protected Attributes
double(*	m_valueRoutinePtr )(const V &domainVector, const V domainDirection, const void routinesDataPtr, V gradVector, M hessianMatrix, V *hessianEffect)
	Routine defining a scalar function. More...

const void *	m_routinesDataPtr

bool	m_routineIsForLn

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::GenericScalarFunction< V, M >

A class for handling generic scalar functions.

This class allows the mathematical definition of a scalar function such as: \( f: B \subset R \rightarrow R \). It is derived from BaseScalarFunction.

Definition at line 46 of file GenericScalarFunction.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GenericScalarFunction< V, M >::GenericScalarFunction	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet,
		double()(const V &domainVector, const V domainDirection, const void routinesDataPtr, V gradVector, M hessianMatrix, V hessianEffect)	valueRoutinePtr,
		const void *	routinesDataPtr,
		bool	routineIsForLn
	)

Default constructor.

Instantiates an object of this class given its prefix, domain set and a pointer to a routine. This routine plays the role of a scalar math function, and it is useful, for instance, to calculate the likelihood (and its image set).

Definition at line 39 of file GenericScalarFunction.C.

   : BaseScalarFunction<V,M>(((std::string)(prefix)+"gen").c_str(), domainSet),
     m_valueRoutinePtr             (valueRoutinePtr),
     m_routinesDataPtr             (routinesDataPtr),
     m_routineIsForLn              (routineIsForLn)
 {
 }

template<class V , class M >

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

virtual

Virtual destructor.

Definition at line 53 of file GenericScalarFunction.C.

54 {

55 }

Member Function Documentation

template<class V , class M >

double QUESO::GenericScalarFunction< V, M >::actualValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

Calculates the actual value of this scalar function.

Implements QUESO::BaseScalarFunction< V, M >.

Definition at line 59 of file GenericScalarFunction.C.

 {
   queso_require_msg(m_valueRoutinePtr, "m_valueRoutinePtr = NULL");
 
   double value = m_valueRoutinePtr(domainVector, domainDirection, m_routinesDataPtr, gradVector, hessianMatrix, hessianEffect);
   if (m_routineIsForLn) {
     value = std::exp(value);
 
     if ((domainDirection != NULL) ||
         (gradVector      != NULL) ||
         (hessianMatrix   != NULL) ||
         (hessianEffect   != NULL))
       queso_not_implemented();
   }
   return value;
 }

template<class V , class M >

double QUESO::GenericScalarFunction< V, M >::lnValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

Calculates the logarithm of value of this scalar function.

It is used in routines that calculate the likelihood and expect the logarithm of value.

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

Definition at line 82 of file GenericScalarFunction.C.

 {
   queso_require_msg(m_valueRoutinePtr, "m_valueRoutinePtr = NULL");
 
   double value = m_valueRoutinePtr(domainVector, domainDirection, m_routinesDataPtr, gradVector, hessianMatrix, hessianEffect);
   if (m_routineIsForLn == false) {
     value = log(value);
 
     if ((domainDirection != NULL) ||
         (gradVector      != NULL) ||
         (hessianMatrix   != NULL) ||
         (hessianEffect   != NULL))
       queso_not_implemented();
   }
   return value;
 }

Member Data Documentation

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

bool QUESO::GenericScalarFunction< V, M >::m_routineIsForLn

protected

Definition at line 83 of file GenericScalarFunction.h.

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

const void* QUESO::GenericScalarFunction< V, M >::m_routinesDataPtr

protected

Definition at line 82 of file GenericScalarFunction.h.

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

double(* QUESO::GenericScalarFunction< V, M >::m_valueRoutinePtr)(const V &domainVector, const V *domainDirection, const void *routinesDataPtr, V *gradVector, M *hessianMatrix, V *hessianEffect)

protected

Routine defining a scalar function.

The presence of the parameters gradVectors, hessianMatrices and hessianEffects allows the user to calculate gradient vectors, Hessian matrices and Hessian effects; which can hold important information about her/his statistical application. Used, for instance to define the likelihood.

Definition at line 81 of file GenericScalarFunction.h.

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

src/basic/inc/GenericScalarFunction.h
src/basic/src/GenericScalarFunction.C

Public Member Functions

Protected Attributes

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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