queso-0.57.1
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Pages
ExponentialScalarCovarianceFunction.h
Go to the documentation of this file.
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_SCALAR_COVARIANCE_FUNCTION_H
26 #define UQ_EXP_SCALAR_COVARIANCE_FUNCTION_H
27 
28 #include <queso/ScalarCovarianceFunction.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 //*****************************************************
51 template <class V = GslVector, class M = GslMatrix>
53 public:
55 
56 
58  ExponentialScalarCovarianceFunction(const char* prefix,
60  double sigma,
61  double a);
62 
65 
67 
68 
71  double value(const V& domainVector1, const V& domainVector2) const;
73 
74 protected:
78 
79  double m_sigma;
80  double m_a;
81 };
82 
83 } // End namespace QUESO
84 
85 #endif // UQ_EXP_SCALAR_COVARIANCE_FUNCTION_H
A templated class for handling sets.
Definition: VectorSet.h:52
A templated (base) class to accommodate scalar covariance functions (of random variables).
double value(const V &domainVector1, const V &domainVector2) const
Calculates the value of the exponential covariance function.
const VectorSet< V, M > & basicDomainSet() const
Domain set; access to private attribute m_basicDomainSet.
ExponentialScalarCovarianceFunction(const char *prefix, const VectorSet< V, M > &basicDomainSet, double sigma, double a)
Default constructor.

Generated on Tue Jun 5 2018 19:48:55 for queso-0.57.1 by  doxygen 1.8.5