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

namespace QUESO {

// Constructor -------------------------------------
template<class V,class M>
WignerJointPdf<V,M>::WignerJointPdf(
  const char*                  prefix,
  const VectorSet<V,M>& domainSet,
  const V&                     centerPos,
  double                       radius)
  :
  BaseJointPdf<V,M>(((std::string)(prefix)+"uni").c_str(),
         domainSet),
  m_centerPos(new V(centerPos)),
  m_radius   (radius)
{
  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Entering WignerJointPdf<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }

  queso_require_greater_msg(m_radius, 0., "invalid radius");

  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 54)) {
    *m_env.subDisplayFile() << "Leaving WignerJointPdf<V,M>::constructor()"
                            << ": prefix = " << m_prefix
                            << std::endl;
  }
}
// Destructor --------------------------------------
template<class V,class M>
WignerJointPdf<V,M>::~WignerJointPdf()
{
  delete m_centerPos;
}
// Math methods-------------------------------------
template<class V, class M>
double
WignerJointPdf<V,M>::actualValue(
  const V& domainVector,
  const V* domainDirection,
        V* gradVector,
        M* hessianMatrix,
        V* hessianEffect) const
{
  queso_require_equal_to_msg(domainVector.sizeLocal(), this->m_domainSet.vectorSpace().dimLocal(), "invalid input");

  if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
  if (hessianMatrix) *hessianMatrix *= 0.;
  if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();

  double returnValue = 0.;
  double distanceRatio = (domainVector - *m_centerPos).norm2()/m_radius;
  if (distanceRatio < 1.) {
    returnValue = 2.*m_radius*m_radius*sqrt(1. - distanceRatio*distanceRatio)/M_PI;
  }
  returnValue *= exp(m_logOfNormalizationFactor); // [PDF-09]

  return returnValue;
}
//--------------------------------------------------
template<class V, class M>
double
WignerJointPdf<V,M>::lnValue(
  const V& domainVector,
  const V* domainDirection,
        V* gradVector,
        M* hessianMatrix,
        V* hessianEffect) const
{
  if (gradVector   ) *gradVector     = m_domainSet.vectorSpace().zeroVector();
  if (hessianMatrix) *hessianMatrix *= 0.;
  if (hessianEffect) *hessianEffect  = m_domainSet.vectorSpace().zeroVector();

  // No need to add m_logOfNormalizationFactor because 'actualValue()' is called [PDF-09]
  return log(this->actualValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect));
}
//--------------------------------------------------
template<class V, class M>
void
WignerJointPdf<V,M>::distributionMean(V& meanVector) const
{
  meanVector = *m_centerPos;
}

//---------------------------------------------------
template<class V,class M>
void
WignerJointPdf<V,M>::distributionVariance(M & covMatrix) const
{
  queso_not_implemented();
}


//--------------------------------------------------
template<class V, class M>
double
WignerJointPdf<V,M>::computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
{
  double value = 0.;

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

  return value;
}

}  // End namespace QUESO

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