queso-0.57.1
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This class allows the representation of a transition kernel with Hessians. More...
#include <HessianCovMatricesTKGroup.h>
Public Member Functions | |
Constructor/Destructor methods | |
HessianCovMatricesTKGroup (const char *prefix, const VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales, const ScalarFunctionSynchronizer< V, M > &targetPdfSynchronizer) | |
Default constructor. More... | |
~HessianCovMatricesTKGroup () | |
Destructor. More... | |
Statistical/Mathematical methods | |
bool | symmetric () const |
Whether or not the matrix is symmetric. Always 'false'. More... | |
const GaussianVectorRV< V, M > & | rv (unsigned int stageId) const |
Gaussian increment property to construct a transition kernel. More... | |
const GaussianVectorRV< V, M > & | rv (const std::vector< unsigned int > &stageIds) |
Gaussian increment property to construct a transition kernel. More... | |
virtual const GaussianVectorRV < V, M > & | rv (const V &position) const |
Constructs transition kernel pdf based on internal m_stageId variable. More... | |
Misc methods | |
bool | setPreComputingPosition (const V &position, unsigned int stageId) |
Sets the pre-computing positions m_preComputingPositions [stageId] with a new vector of size position . More... | |
void | clearPreComputingPositions () |
Clears the pre-computing positions m_preComputingPositions [stageId]. More... | |
virtual unsigned int | set_dr_stage (unsigned int stageId) |
Does nothing. Subclasses may re-implement. Returns the current stage id. More... | |
virtual bool | covMatrixIsDirty () |
virtual void | cleanCovMatrix () |
I/O methods | |
void | print (std::ostream &os) const |
TODO: Prints the transition kernel. More... | |
Public Member Functions inherited from QUESO::BaseTKGroup< V, M > | |
BaseTKGroup () | |
Default constructor. More... | |
BaseTKGroup (const char *prefix, const VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales) | |
Constructor. More... | |
virtual | ~BaseTKGroup () |
Destructor. More... | |
const BaseEnvironment & | env () const |
QUESO's environment. More... | |
const V & | preComputingPosition (unsigned int stageId) const |
Pre-computing position; access to protected attribute *m_preComputingPositions[stageId]. More... | |
virtual void | updateTK () |
Private Attributes | |
const ScalarFunctionSynchronizer< V, M > & | m_targetPdfSynchronizer |
std::vector< V * > | m_originalNewtonSteps |
std::vector< M * > | m_originalCovMatrices |
Additional Inherited Members | |
Protected Attributes inherited from QUESO::BaseTKGroup< V, M > | |
const EmptyEnvironment * | m_emptyEnv |
const BaseEnvironment & | m_env |
std::string | m_prefix |
const VectorSpace< V, M > * | m_vectorSpace |
std::vector< double > | m_scales |
std::vector< const V * > | m_preComputingPositions |
std::vector< BaseVectorRV< V, M > * > | m_rvs |
unsigned int | m_stageId |
This class allows the representation of a transition kernel with Hessians.
Definition at line 44 of file HessianCovMatricesTKGroup.h.
QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup | ( | const char * | prefix, |
const VectorSpace< V, M > & | vectorSpace, | ||
const std::vector< double > & | scales, | ||
const ScalarFunctionSynchronizer< V, M > & | targetPdfSynchronizer | ||
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Default constructor.
Definition at line 33 of file HessianCovMatricesTKGroup.C.
References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseTKGroup< V, M >::m_env, QUESO::HessianCovMatricesTKGroup< V, M >::m_originalCovMatrices, QUESO::HessianCovMatricesTKGroup< V, M >::m_originalNewtonSteps, QUESO::BaseTKGroup< V, M >::m_preComputingPositions, QUESO::BaseTKGroup< V, M >::m_rvs, QUESO::BaseTKGroup< V, M >::m_scales, and QUESO::BaseEnvironment::subDisplayFile().
QUESO::HessianCovMatricesTKGroup< V, M >::~HessianCovMatricesTKGroup | ( | ) |
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inlinevirtual |
Performs whatever cleanup is needed (usually just resetting an internal bool flag) after the covariance matrix was modified.
After this method is called, covMatrixIsDirty should return true
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Implements QUESO::BaseTKGroup< V, M >.
Definition at line 84 of file HessianCovMatricesTKGroup.h.
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virtual |
Clears the pre-computing positions m_preComputingPositions
[stageId].
Reimplemented from QUESO::BaseTKGroup< V, M >.
Definition at line 342 of file HessianCovMatricesTKGroup.C.
References QUESO::BaseTKGroup< V, M >::clearPreComputingPositions(), and QUESO::queso_require_equal_to_msg.
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inlinevirtual |
This method determines whether or not the user has 'dirtied' the covariance matrix, thereby necessitating an AM reset.
Should return true if the cov matrix was modified in such a way to affect the Adaptive Metropolis sample covariance calculation.
Implements QUESO::BaseTKGroup< V, M >.
Definition at line 83 of file HessianCovMatricesTKGroup.h.
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virtual |
TODO: Prints the transition kernel.
Reimplemented from QUESO::BaseTKGroup< V, M >.
Definition at line 388 of file HessianCovMatricesTKGroup.C.
References QUESO::BaseTKGroup< V, M >::print().
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virtual |
Gaussian increment property to construct a transition kernel.
Implements QUESO::BaseTKGroup< V, M >.
Definition at line 81 of file HessianCovMatricesTKGroup.C.
References QUESO::GaussianVectorRV< V, M >::updateLawCovMatrix(), and QUESO::GaussianVectorRV< V, M >::updateLawExpVector().
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virtual |
Gaussian increment property to construct a transition kernel.
Implements QUESO::BaseTKGroup< V, M >.
Definition at line 112 of file HessianCovMatricesTKGroup.C.
References QUESO::GaussianVectorRV< V, M >::updateLawCovMatrix(), and QUESO::GaussianVectorRV< V, M >::updateLawExpVector().
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virtual |
Constructs transition kernel pdf based on internal m_stageId
variable.
Implements QUESO::BaseTKGroup< V, M >.
Definition at line 146 of file HessianCovMatricesTKGroup.C.
References QUESO::GaussianVectorRV< V, M >::updateLawCovMatrix(), and QUESO::GaussianVectorRV< V, M >::updateLawExpVector().
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virtual |
Does nothing. Subclasses may re-implement. Returns the current stage id.
Reimplemented from QUESO::BaseTKGroup< V, M >.
Definition at line 377 of file HessianCovMatricesTKGroup.C.
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Sets the pre-computing positions m_preComputingPositions
[stageId] with a new vector of size position
.
Reimplemented from QUESO::BaseTKGroup< V, M >.
Definition at line 166 of file HessianCovMatricesTKGroup.C.
References QUESO::queso_require_equal_to_msg, and QUESO::BaseTKGroup< V, M >::setPreComputingPosition().
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virtual |
Whether or not the matrix is symmetric. Always 'false'.
Implements QUESO::BaseTKGroup< V, M >.
Definition at line 74 of file HessianCovMatricesTKGroup.C.
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private |
Definition at line 103 of file HessianCovMatricesTKGroup.h.
Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup().
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private |
Definition at line 102 of file HessianCovMatricesTKGroup.h.
Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup().
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private |
Definition at line 101 of file HessianCovMatricesTKGroup.h.