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GaussianLikelihoodBlockDiagonalCovariance.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
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11 // Public License as published by the Free Software Foundation.
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GAUSSIAN_LIKELIHOOD_BLOCK_DIAG_COV_H
26 #define UQ_GAUSSIAN_LIKELIHOOD_BLOCK_DIAG_COV_H
27 
28 #include <vector>
29 #include <queso/GslBlockMatrix.h>
30 #include <queso/LikelihoodBase.h>
31 
32 namespace QUESO {
33 
34 class GslVector;
35 class GslMatrix;
36 
44 template <class V = GslVector, class M = GslMatrix>
46 public:
48 
49 
60  const VectorSet<V, M> & domainSet, const V & observations,
61  const GslBlockMatrix & covariance);
62 
66 
68  double & blockCoefficient(unsigned int i);
69 
71  const double & getBlockCoefficient(unsigned int i) const;
72 
74  virtual double lnValue(const V & domainVector) const;
75 
76 private:
77  std::vector<double> m_covarianceCoefficients;
79 };
80 
81 } // End namespace QUESO
82 
83 #endif // UQ_GAUSSIAN_LIKELIHOOD_BLOCK_DIAG_COV_H
double & blockCoefficient(unsigned int i)
Get (non-const) multiplicative coefficient for block i.
A templated class for handling sets.
Definition: VectorSet.h:52
const double & getBlockCoefficient(unsigned int i) const
Get (const) multiplicative coefficient for block i.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
Class for representing block matrices using GSL library.
virtual double lnValue(const V &domainVector) const
Logarithm of the value of the scalar function.
GaussianLikelihoodBlockDiagonalCovariance(const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, const GslBlockMatrix &covariance)
Default constructor.
A class representing a Gaussian likelihood with block-diagonal covariance matrix. ...
Base class for canned Gaussian likelihoods.

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