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GenericJointPdf.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.
12 //
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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 //
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22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GENERIC_JOINT_PROB_DENSITY_H
26 #define UQ_GENERIC_JOINT_PROB_DENSITY_H
27 
28 #include <cmath>
29 
30 #include <queso/JointPdf.h>
31 #include <queso/Environment.h>
32 #include <queso/ScalarFunction.h>
33 #include <queso/BoxSubset.h>
34 
35 namespace QUESO {
36 
37 class GslVector;
38 class GslMatrix;
39 
40 //*****************************************************
41 // Generic probability density class [PDF-01]
42 //*****************************************************
49 template <class V = GslVector, class M = GslMatrix>
50 class GenericJointPdf : public BaseJointPdf<V,M> {
51 public:
52 
54 
55 
59  GenericJointPdf(const char* prefix,
60  const BaseScalarFunction<V,M>& scalarFunction);
64 
66 
67  // See base class (BaseJointPdf) for description.
68  double actualValue(const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
69  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
70  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
72 protected:
77 
79 };
80 
81 } // End namespace QUESO
82 
83 #endif // UQ_GENERIC_JOINT_PROB_DENSITY_H
A templated (base) class for handling scalar functions.
GenericJointPdf(const char *prefix, const BaseScalarFunction< V, M > &scalarFunction)
Default constructor.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the scalar function. Deprecated.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the PDF (scalar function).
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:55
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor. See template specialization.
const BaseScalarFunction< V, M > & m_scalarFunction
~GenericJointPdf()
Destructor.
A class for handling generic joint PDFs.

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