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ExponentialMatrixCovarianceFunction.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_EXP_MATRIX_COVARIANCE_FUNCTION_H
26 #define UQ_EXP_MATRIX_COVARIANCE_FUNCTION_H
27 
28 #include <queso/MatrixCovarianceFunction.h>
29 #include <queso/VectorSet.h>
30 #include <queso/Environment.h>
31 #include <cmath>
32 
33 namespace QUESO {
34 
35 class GslVector;
36 class GslMatrix;
37 
38 //*****************************************************
39 // Exponential class
40 //*****************************************************
49 template <class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
51 public:
53 
54 
56  ExponentialMatrixCovarianceFunction(const char* prefix,
58  const VectorSet<Q_V,Q_M>& imageSet,
59  const Q_M& sigmas,
60  const Q_M& as);
61 
65 
67 
68  void covMatrix(const P_V& domainVector1, const P_V& domainVector2, Q_M& imageMatrix) const;
71 
72 protected:
77 
78  Q_M* m_sigmas;
79  Q_M* m_as;
80 };
81 
82 } // End namespace QUESO
83 
84 #endif // UQ_EXP_MATRIX_COVARIANCE_FUNCTION_H
ExponentialMatrixCovarianceFunction(const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet, const Q_M &sigmas, const Q_M &as)
Default constructor.
const VectorSet< P_V, P_M > & basicDomainSet() const
Domain set; access to private attribute m_basicDomainSet.
A class for exponential covariance matrices.
A templated (base) class to accommodate covariance matrix of (random) vector functions.
void covMatrix(const P_V &domainVector1, const P_V &domainVector2, Q_M &imageMatrix) const
Calculates the covariance matrix, given two parameter domains.

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