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

A class for handling uniform joint PDFs. More...

#include <UniformJointPdf.h>

Inheritance diagram for QUESO::UniformJointPdf< V, M >:
QUESO::BaseJointPdf< V, M > QUESO::BaseScalarFunction< V, M >

Public Member Functions

Constructor/Destructor methods
 UniformJointPdf (const char *prefix, const VectorSet< V, M > &domainSet)
 Constructor. More...
 
 ~UniformJointPdf ()
 Destructor. More...
 
Math methods
double actualValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
 Actual value of the uniform PDF. More...
 
double lnValue (const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
 Logarithm of the value of the uniform PDF. More...
 
virtual void distributionMean (V &meanVector) const
 Mean value of the underlying random variable. More...
 
virtual void distributionVariance (M &covMatrix) const
 Covariance matrix of the underlying random variable. More...
 
double computeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
 Computes the logarithm of the normalization factor. More...
 
- Public Member Functions inherited from QUESO::BaseJointPdf< V, M >
 BaseJointPdf (const char *prefix, const VectorSet< V, M > &domainSet)
 Default constructor. More...
 
virtual ~BaseJointPdf ()
 Destructor. More...
 
virtual void setNormalizationStyle (unsigned int value) const
 
void setLogOfNormalizationFactor (double value) const
 Sets a logarithmic value to be used in the normalization factor (stored in the protected attribute m_normalizationStyle.) More...
 
virtual void print (std::ostream &os) const
 Print method. Non-pure for backwards compatibility. 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
 

Additional Inherited Members

- Protected Member Functions inherited from QUESO::BaseJointPdf< V, M >
double commonComputeLogOfNormalizationFactor (unsigned int numSamples, bool updateFactorInternally) const
 Common method (to the derived classes) to compute the logarithm of the normalization factor. More...
 
- Protected Attributes inherited from QUESO::BaseJointPdf< V, M >
unsigned int m_normalizationStyle
 
double m_logOfNormalizationFactor
 
- Protected Attributes inherited from QUESO::BaseScalarFunction< V, M >
const BaseEnvironmentm_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::UniformJointPdf< V, M >

A class for handling uniform joint PDFs.

This class allows the mathematical definition of a Uniform Joint PDF.

Definition at line 47 of file UniformJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >
QUESO::UniformJointPdf< V, M >::UniformJointPdf ( const char *  prefix,
const VectorSet< V, M > &  domainSet 
)

Constructor.

Constructs a new object of the class, given a prefix and the domain set of the uniform PDF.

Definition at line 33 of file UniformJointPdf.C.

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

36  :
37  BaseJointPdf<V,M>(((std::string)(prefix)+"uni").c_str(),
38  domainSet)
39 {
40  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
41  *m_env.subDisplayFile() << "Entering UniformJointPdf<V,M>::constructor()"
42  << ": prefix = " << m_prefix
43  << std::endl;
44  }
45 
46  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
47  *m_env.subDisplayFile() << "Leaving UniformJointPdf<V,M>::constructor()"
48  << ": prefix = " << m_prefix
49  << std::endl;
50  }
51 }
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
const BaseEnvironment & m_env
unsigned int displayVerbosity() const
Definition: Environment.C:450
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320
template<class V , class M >
QUESO::UniformJointPdf< V, M >::~UniformJointPdf ( )

Destructor.

Definition at line 54 of file UniformJointPdf.C.

55 {
56 }

Member Function Documentation

template<class V , class M >
double QUESO::UniformJointPdf< V, M >::actualValue ( const V &  domainVector,
const V *  domainDirection,
V *  gradVector,
M *  hessianMatrix,
V *  hessianEffect 
) const
virtual

Actual value of the uniform PDF.

If the domain of the PDF is well defined (neither negative nor infinite), then the actual value is given by 1.0/(the volume of the domain), otherwise the actual value is 1.

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 60 of file UniformJointPdf.C.

References QUESO::queso_isnan(), and QUESO::queso_require_equal_to_msg.

66 {
67  queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");
68 
69  if (gradVector ) *gradVector = m_domainSet.vectorSpace().zeroVector();
70  if (hessianMatrix) *hessianMatrix *= 0.;
71  if (hessianEffect) *hessianEffect = m_domainSet.vectorSpace().zeroVector();
72 
73  if (domainDirection) {}; // just to remove compiler warning
74 
75  double volume = m_domainSet.volume();
76  if ((queso_isnan(volume)) ||
77  (volume == -INFINITY ) ||
78  (volume == INFINITY ) ||
79  (volume <= 0. ) ||
80  (m_normalizationStyle != 0 )) {
81  volume = 1.;
82  }
83 
84  return 1./volume; // No need to multiply by exp(m_logOfNormalizationFactor) [PDF-04]
85 }
bool queso_isnan(T arg)
Definition: math_macros.h:39
MonteCarloSGOptions::MonteCarloSGOptions(const BaseEnvironment &env, const char *prefix, const McOptionsValues &alternativeOptionsValues queso_require_equal_to_msg)(m_env.optionsInputFileName(), std::string(""), std::string("this constructor is incompatible with the existence of an options input file"))
const VectorSet< V, M > & m_domainSet
Domain set of the scalar function.
unsigned int m_normalizationStyle
Definition: JointPdf.h:121
template<class V , class M >
double QUESO::UniformJointPdf< V, M >::computeLogOfNormalizationFactor ( unsigned int  numSamples,
bool  updateFactorInternally 
) const
virtual

Computes the logarithm of the normalization factor.

This routine calls BaseJointPdf::commonComputeLogOfNormalizationFactor().

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 131 of file UniformJointPdf.C.

References QUESO::BaseJointPdf< V, M >::commonComputeLogOfNormalizationFactor().

132 {
133  double value = 0.;
134 
135  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
136  *m_env.subDisplayFile() << "Entering UniformJointPdf<V,M>::computeLogOfNormalizationFactor()"
137  << std::endl;
138  }
139  value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
140  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
141  *m_env.subDisplayFile() << "Leaving UniformJointPdf<V,M>::computeLogOfNormalizationFactor()"
142  << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
143  << std::endl;
144  }
145 
146  return value;
147 }
double m_logOfNormalizationFactor
Definition: JointPdf.h:122
double commonComputeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Common method (to the derived classes) to compute the logarithm of the normalization factor...
Definition: JointPdf.C:115
const BaseEnvironment & m_env
unsigned int displayVerbosity() const
Definition: Environment.C:450
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320
template<class V , class M >
void QUESO::UniformJointPdf< V, M >::distributionMean ( V &  meanVector) const
virtual

Mean value of the underlying random variable.

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

Definition at line 117 of file UniformJointPdf.C.

118 {
119  m_domainSet.centroid(meanVector);
120 }
const VectorSet< V, M > & m_domainSet
Domain set of the scalar function.
template<class V , class M >
void QUESO::UniformJointPdf< V, M >::distributionVariance ( M &  covMatrix) const
virtual

Covariance matrix of the underlying random variable.

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

Definition at line 124 of file UniformJointPdf.C.

125 {
126  m_domainSet.moments(covMatrix);
127 }
const VectorSet< V, M > & m_domainSet
Domain set of the scalar function.
template<class V , class M >
double QUESO::UniformJointPdf< V, M >::lnValue ( const V &  domainVector,
const V *  domainDirection,
V *  gradVector,
M *  hessianMatrix,
V *  hessianEffect 
) const
virtual

Logarithm of the value of the uniform PDF.

Analogous to the actualValue routine, except that the logarithm of the calculated value is returned.

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

Definition at line 89 of file UniformJointPdf.C.

References QUESO::queso_isnan().

95 {
96  if (gradVector ) *gradVector = m_domainSet.vectorSpace().zeroVector();
97  if (hessianMatrix) *hessianMatrix *= 0.;
98  if (hessianEffect) *hessianEffect = m_domainSet.vectorSpace().zeroVector();
99 
100  if (domainVector[0]) {}; // just to remove compiler warning
101  if (domainDirection) {}; // just to remove compiler warning
102 
103  double volume = m_domainSet.volume();
104  if ((queso_isnan(volume)) ||
105  (volume == -INFINITY ) ||
106  (volume == INFINITY ) ||
107  (volume <= 0. ) ||
108  (m_normalizationStyle != 0 )) {
109  volume = 1.;
110  }
111 
112  return -log(volume);
113 }
bool queso_isnan(T arg)
Definition: math_macros.h:39
const VectorSet< V, M > & m_domainSet
Domain set of the scalar function.
unsigned int m_normalizationStyle
Definition: JointPdf.h:121

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

Generated on Tue Jun 5 2018 19:49:37 for queso-0.57.1 by  doxygen 1.8.5