VectorGaussianRandomField.h

Go to the documentation of this file.

//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H
#define UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H

#include <queso/MatrixCovarianceFunction.h>
#include <queso/VectorFunction.h>
#include <queso/GaussianVectorRV.h>

namespace QUESO {

class GslVector;
class GslMatrix;

template <class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
class VectorGaussianRandomField
{
 public:


  VectorGaussianRandomField(const char*                                                 prefix,
                                   const VectorSet<P_V,P_M>&                            indexSet,
                                   const VectorSet<Q_V,Q_M>&                            imageSetPerIndex,
                                   const BaseVectorFunction<P_V,P_M,Q_V,Q_M>&           meanFunction,
                                   const BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>& covarianceFunction);


  VectorGaussianRandomField(const VectorGaussianRandomField&                     obj);

  ~VectorGaussianRandomField();



  VectorGaussianRandomField& operator=(const VectorGaussianRandomField& rhs);


  const VectorSet<P_V,P_M>&                   indexSet          () const;

  const BaseVectorFunction<P_V,P_M,Q_V,Q_M>&  meanFunction      () const;

  const BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>& covarianceFunction() const;


  void                                              sampleFunction(const std::vector<P_V*>& fieldPositions, Q_V& sampleValues);
protected:
  void                                              copy          (const VectorGaussianRandomField& src);

  const BaseEnvironment&                     m_env;

  std::string                                       m_prefix;

  const VectorSet<P_V,P_M>&                  m_indexSet;

  const VectorSet<Q_V,Q_M>&                  m_imageSetPerIndex;

  const BaseVectorFunction<P_V,P_M,Q_V,Q_M>& m_meanFunction;

  const BaseMatrixCovarianceFunction<P_V,P_M,Q_V,Q_M>& m_covarianceFunction;

  std::vector<P_V*>                                 m_savedPositions;

  VectorSpace<Q_V,Q_M>*                      m_savedRvImageSpace;

  Q_V*                                              m_savedRvLawExpVector;

  Q_M*                                              m_savedRvLawCovMatrix;

  GaussianVectorRV<Q_V,Q_M>*                 m_savedRv;
};

}  // End namespace QUESO

#endif // UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H