GenericJointPdf.C

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//-----------------------------------------------------------------------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-

#include <queso/GenericJointPdf.h>
#include <queso/GslVector.h>
#include <queso/GslMatrix.h>

namespace QUESO {

// Default constructor -----------------------------
template<class V, class M>
GenericJointPdf<V,M>::GenericJointPdf(
  const char*                           prefix,
  const BaseScalarFunction<V,M>& scalarFunction)
  :
  BaseJointPdf<V,M>(((std::string)(prefix)+"gen").c_str(),scalarFunction.domainSet()),
  m_scalarFunction(scalarFunction)
{
}
// Destructor ---------------------------------------
template<class V, class M>
GenericJointPdf<V,M>::~GenericJointPdf()
{
}
// Math methods -------------------------------------
template<class V, class M>
double
GenericJointPdf<V,M>::actualValue(
  const V& domainVector,
  const V* domainDirection,
        V* gradVector,
        M* hessianMatrix,
        V* hessianEffect) const
{
  return ((exp(m_logOfNormalizationFactor))*m_scalarFunction.actualValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect)); // [PDF-01]
}
// --------------------------------------------------
template<class V, class M>
double
GenericJointPdf<V,M>::lnValue(
  const V& domainVector,
  const V* domainDirection,
        V* gradVector,
        M* hessianMatrix,
        V* hessianEffect) const
{
  return (m_logOfNormalizationFactor + m_scalarFunction.lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect)); // [PDF-01]
}
// --------------------------------------------------
template<class V, class M>
double
GenericJointPdf<V,M>::computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
{
  double value = 0.;

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
    *m_env.subDisplayFile() << "Entering GenericJointPdf<V,M>::computeLogOfNormalizationFactor()"
                            << std::endl;
  }
  value = BaseJointPdf<V,M>::commonComputeLogOfNormalizationFactor(numSamples, updateFactorInternally);
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
    *m_env.subDisplayFile() << "Leaving GenericJointPdf<V,M>::computeLogOfNormalizationFactor()"
                            << ", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
                            << std::endl;
  }

  return value;
}

}  // End namespace QUESO

template class QUESO::GenericJointPdf<QUESO::GslVector, QUESO::GslMatrix>;