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

#include <WignerJointPdf.h>

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

Public Member Functions
Constructor/Destructor methods
	WignerJointPdf (const char *prefix, const VectorSet< V, M > &domainSet, const V &centerPos, double radius)
	Constructor. More...

	~WignerJointPdf ()
	Destructor. More...

Math methods
double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Actual value of the PDF (scalar function). More...

double	lnValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Computes the logarithm of the value of the function. 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

Protected Attributes
V *	m_centerPos

double	m_radius

Protected Attributes inherited from QUESO::BaseJointPdf< V, M >
unsigned int	m_normalizationStyle

double	m_logOfNormalizationFactor

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...

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...

Detailed Description

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

A class for handling Wigner joint PDFs.

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

Definition at line 47 of file WignerJointPdf.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::WignerJointPdf< V, M >::WignerJointPdf	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet,
		const V &	centerPos,
		double	radius
	)

Constructor.

Constructs a new object of the class, given a prefix, the domain set of the PDF, the center position centerPos, and a radius radius.

Definition at line 33 of file WignerJointPdf.C.

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

   :
   BaseJointPdf<V,M>(((std::string)(prefix)+"uni").c_str(),
          domainSet),
   m_centerPos(new V(centerPos)),
   m_radius   (radius)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Entering WignerJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   queso_require_greater_msg(m_radius, 0., "invalid radius");
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
     *m_env.subDisplayFile() << "Leaving WignerJointPdf<V,M>::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

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

Destructor.

Definition at line 60 of file WignerJointPdf.C.

 {
   delete m_centerPos;
 }

Member Function Documentation

template<class V , class M >

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

virtual

Actual value of the PDF (scalar function).

It depends on the distance of the center position to the domain and on the radius.

Implements QUESO::BaseJointPdf< V, M >.

Definition at line 67 of file WignerJointPdf.C.

References QUESO::queso_require_equal_to_msg.

 {
   queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");
 
   if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
   if (hessianMatrix) *hessianMatrix *= 0.;
   if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();
 
   double returnValue = 0.;
   double distanceRatio = (domainVector - *m_centerPos).norm2()/m_radius;
   if (distanceRatio < 1.) {
     returnValue = 2.*m_radius*m_radius*sqrt(1. - distanceRatio*distanceRatio)/M_PI;
   }
   returnValue *= exp(m_logOfNormalizationFactor); // [PDF-09]
 
   return returnValue;
 }

template<class V , class M >

double QUESO::WignerJointPdf< 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 126 of file WignerJointPdf.C.

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

 {
   double value = 0.;
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Entering WignerJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << std::endl;
   }
   value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
     *m_env.subDisplayFile() << "Leaving WignerJointPdf<V,M>::computeLogOfNormalizationFactor()"
                             << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
                             << std::endl;
   }
 
   return value;
 }

template<class V , class M >

void QUESO::WignerJointPdf< V, M >::distributionMean ( V & meanVector ) const

virtual

Mean value of the underlying random variable.

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

Definition at line 109 of file WignerJointPdf.C.

 {
   meanVector = *m_centerPos;
 }

template<class V , class M >

void QUESO::WignerJointPdf< V, M >::distributionVariance ( M & covMatrix ) const

virtual

Covariance matrix of the underlying random variable.

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

Definition at line 117 of file WignerJointPdf.C.

 {
   queso_not_implemented();
 }

template<class V , class M >

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

virtual

Computes the logarithm of the value of the function.

This method calls actualValue() and applies the logarithm to its result.

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

Definition at line 92 of file WignerJointPdf.C.

 {
   if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
   if (hessianMatrix) *hessianMatrix *= 0.;
   if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();
 
   // No need to add m_logOfNormalizationFactor because 'actualValue()' is called [PDF-09]
   return log(this->actualValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect));
 }

Member Data Documentation

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

V* QUESO::WignerJointPdf< V, M >::m_centerPos

protected

Definition at line 87 of file WignerJointPdf.h.

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

double QUESO::WignerJointPdf< V, M >::m_radius

protected

Definition at line 88 of file WignerJointPdf.h.

Referenced by QUESO::WignerJointPdf< V, M >::WignerJointPdf().

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

src/stats/inc/WignerJointPdf.h
src/stats/src/WignerJointPdf.C

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

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