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VectorGaussianRandomField.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 //
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20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H
26 #define UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H
27 
28 #include <queso/MatrixCovarianceFunction.h>
29 #include <queso/VectorFunction.h>
30 #include <queso/GaussianVectorRV.h>
31 
32 namespace QUESO {
33 
34 class GslVector;
35 class GslMatrix;
36 
47 template <class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
49 {
50  public:
52 
53 
56  VectorGaussianRandomField(const char* prefix,
58  const VectorSet<Q_V,Q_M>& imageSetPerIndex,
61 
63 
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69 
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72 
76 
78 
79  const VectorSet<P_V,P_M>& indexSet () const;
81 
84 
87 
89 
92  void sampleFunction(const std::vector<P_V*>& fieldPositions, Q_V& sampleValues);
94 protected:
96  void copy (const VectorGaussianRandomField& src);
97 
100 
102  std::string m_prefix;
103 
106 
109 
112 
115 
117  std::vector<P_V*> m_savedPositions;
118 
121 
124 
127 
130 };
131 
132 } // End namespace QUESO
133 
134 #endif // UQ_VECTOR_GAUSSIAN_RANDOM_FIELD_H
Q_V * m_savedRvLawExpVector
Vector of the mean value of the RV.
Q_M * m_savedRvLawCovMatrix
Covariance matrix of the RV.
A templated (base) class for handling vector functions.
void sampleFunction(const std::vector< P_V * > &fieldPositions, Q_V &sampleValues)
Function that samples from a Gaussian PDF.
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:198
const VectorSet< P_V, P_M > & indexSet() const
Index set; access to protected attribute m_indexSet.
const VectorSet< Q_V, Q_M > & m_imageSetPerIndex
Image set of the RV, per index.
const BaseVectorFunction< P_V, P_M, Q_V, Q_M > & m_meanFunction
Mean function.
const BaseEnvironment & m_env
Environment.
const BaseVectorFunction< P_V, P_M, Q_V, Q_M > & meanFunction() const
Mean function; access to protected attribute m_meanFunction.
GaussianVectorRV< Q_V, Q_M > * m_savedRv
My RV.
const BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > & covarianceFunction() const
Covariance function; access to protected attribute m_covarianceFunction.
const VectorSet< P_V, P_M > & m_indexSet
Index set.
VectorSpace< Q_V, Q_M > * m_savedRvImageSpace
Image set of the RV.
VectorGaussianRandomField & operator=(const VectorGaussianRandomField &rhs)
TODO: Assignment operator; it copies rhs to this.
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)
Constructor.
std::vector< P_V * > m_savedPositions
Saved positions.
A class for handling vector Gaussian random fields (GRF).
A templated (base) class to accommodate covariance matrix of (random) vector functions.
const BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > & m_covarianceFunction
Covariance function.
void copy(const VectorGaussianRandomField &src)
Copy method.

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