queso-0.51.1
Private Attributes | List of all members
QUESO::HessianCovMatricesTKGroup< V, M > Class Template Reference

This class allows the representation of a transition kernel with Hessians. More...

#include <HessianCovMatricesTKGroup.h>

Inheritance diagram for QUESO::HessianCovMatricesTKGroup< V, M >:
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Collaboration diagram for QUESO::HessianCovMatricesTKGroup< V, M >:
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Public Member Functions

Constructor/Destructor methods
 HessianCovMatricesTKGroup (const char *prefix, const VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales, const ScalarFunctionSynchronizer< V, M > &targetPdfSynchronizer)
 Default constructor. More...
 
 ~HessianCovMatricesTKGroup ()
 Destructor. More...
 
Statistical/Mathematical methods
bool symmetric () const
 Whether or not the matrix is symmetric. Always 'false'. More...
 
const GaussianVectorRV< V, M > & rv (unsigned int stageId) const
 Gaussian increment property to construct a transition kernel. More...
 
const GaussianVectorRV< V, M > & rv (const std::vector< unsigned int > &stageIds)
 Gaussian increment property to construct a transition kernel. More...
 
Misc methods
bool setPreComputingPosition (const V &position, unsigned int stageId)
 Sets the pre-computing positions m_preComputingPositions[stageId] with a new vector of size position. More...
 
void clearPreComputingPositions ()
 Clears the pre-computing positions m_preComputingPositions[stageId]. More...
 
I/O methods
void print (std::ostream &os) const
 TODO: Prints the transition kernel. More...
 
- Public Member Functions inherited from QUESO::BaseTKGroup< V, M >
 BaseTKGroup ()
 Default constructor. More...
 
 BaseTKGroup (const char *prefix, const VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales)
 Constructor. More...
 
virtual ~BaseTKGroup ()
 Destructor. More...
 
const BaseEnvironment & env () const
 QUESO's environment. More...
 
const V & preComputingPosition (unsigned int stageId) const
 Pre-computing position; access to protected attribute *m_preComputingPositions[stageId]. More...
 

Private Attributes

const
ScalarFunctionSynchronizer< V,
M > & 		m_targetPdfSynchronizer
 
std::vector< V * > m_originalNewtonSteps
 
std::vector< M * > m_originalCovMatrices
 

Additional Inherited Members

- Protected Attributes inherited from QUESO::BaseTKGroup< V, M >
const EmptyEnvironment * m_emptyEnv
 
const BaseEnvironment & m_env
 
std::string m_prefix
 
const VectorSpace< V, M > * m_vectorSpace
 
std::vector< double > m_scales
 
std::vector< const V * > m_preComputingPositions
 
std::vector< BaseVectorRV< V,
M > * > 		m_rvs
 

Detailed Description

template<class V, class M>
class QUESO::HessianCovMatricesTKGroup< V, M >

This class allows the representation of a transition kernel with Hessians.

Definition at line 41 of file HessianCovMatricesTKGroup.h.

Constructor & Destructor Documentation

template<class V , class M >
QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup ( const char *  prefix,
const VectorSpace< V, M > &  vectorSpace,
const std::vector< double > &  scales,
const ScalarFunctionSynchronizer< V, M > &  targetPdfSynchronizer 
)

Default constructor.

Definition at line 33 of file HessianCovMatricesTKGroup.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseTKGroup< V, M >::m_env, QUESO::HessianCovMatricesTKGroup< V, M >::m_originalCovMatrices, QUESO::HessianCovMatricesTKGroup< V, M >::m_originalNewtonSteps, QUESO::BaseTKGroup< V, M >::m_preComputingPositions, QUESO::BaseTKGroup< V, M >::m_rvs, QUESO::BaseTKGroup< V, M >::m_scales, and QUESO::BaseEnvironment::subDisplayFile().

38  :
39  BaseTKGroup<V,M>(prefix,vectorSpace,scales),
40  m_targetPdfSynchronizer(targetPdfSynchronizer),
41  m_originalNewtonSteps (scales.size()+1,NULL), // Yes, +1
42  m_originalCovMatrices (scales.size()+1,NULL) // Yes, +1
43 {
44  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
45  *m_env.subDisplayFile() << "Entering HessianCovMatricesTKGroup<V,M>::constructor()"
46  << std::endl;
47  }
48 
49  m_rvs.resize(scales.size()+1,NULL); // Yes, +1 (IMPORTANT: overwrite initialization done by BaseTKGroup<V,M>)
50 
51  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
52  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::constructor()"
53  << ": m_scales.size() = " << m_scales.size()
54  << ", m_preComputingPositions.size() = " << m_preComputingPositions.size()
55  << ", m_rvs.size() = " << m_rvs.size()
56  << ", m_originalNewtonSteps.size() = " << m_originalNewtonSteps.size()
57  << ", m_originalCovMatrices.size() = " << m_originalCovMatrices.size()
58  << std::endl;
59  }
60 
61  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
62  *m_env.subDisplayFile() << "Leaving HessianCovMatricesTKGroup<V,M>::constructor()"
63  << std::endl;
64  }
65 }
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:104
QUESO::BaseTKGroup::m_scales
std::vector< double > m_scales
Definition: TKGroup.h:102
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
QUESO::HessianCovMatricesTKGroup::m_targetPdfSynchronizer
const ScalarFunctionSynchronizer< V, M > & m_targetPdfSynchronizer
Definition: HessianCovMatricesTKGroup.h:91
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:99
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:436
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:103
template<class V , class M >
QUESO::HessianCovMatricesTKGroup< V, M >::~HessianCovMatricesTKGroup ( )

Destructor.

Definition at line 68 of file HessianCovMatricesTKGroup.C.

69 {
70 }

Member Function Documentation

template<class V , class M >
void QUESO::HessianCovMatricesTKGroup< V, M >::clearPreComputingPositions ( )
virtual

Clears the pre-computing positions m_preComputingPositions[stageId].

Reimplemented from QUESO::BaseTKGroup< V, M >.

Definition at line 370 of file HessianCovMatricesTKGroup.C.

References QUESO::BaseTKGroup< V, M >::clearPreComputingPositions(), and UQ_FATAL_TEST_MACRO.

371 {
372  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() != m_originalNewtonSteps.size(),
373  m_env.worldRank(),
374  "HessianCovMatricesTKGroup<V,M>::clearPreComputingPositions()",
375  "m_preComputingPositions.size() != m_originalNewtonSteps.size()");
376 
377  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() != m_originalCovMatrices.size(),
378  m_env.worldRank(),
379  "HessianCovMatricesTKGroup<V,M>::clearPreComputingPositions()",
380  "m_preComputingPositions.size() != m_originalCovMatrices.size()");
381 
382  BaseTKGroup<V,M>::clearPreComputingPositions();
383 
384  // RVs are not deleted in base class because the cov matrices are constant in the case of scaledTK class
385  for (unsigned int i = 0; i < m_rvs.size(); ++i) {
386  if (m_rvs[i]) {
387  delete m_rvs[i];
388  m_rvs[i] = NULL;
389  }
390  }
391 
392  for (unsigned int i = 0; i < m_originalNewtonSteps.size(); ++i) {
393  if (m_originalNewtonSteps[i]) {
394  delete m_originalNewtonSteps[i];
395  m_originalNewtonSteps[i] = NULL;
396  }
397  }
398 
399  for (unsigned int i = 0; i < m_originalCovMatrices.size(); ++i) {
400  if (m_originalCovMatrices[i]) {
401  delete m_originalCovMatrices[i];
402  m_originalCovMatrices[i] = NULL;
403  }
404  }
405 
406  return;
407 }
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:104
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::BaseTKGroup::clearPreComputingPositions
virtual void clearPreComputingPositions()
Clears the pre-computing positions m_preComputingPositions[stageId].
Definition: TKGroup.C:121
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:99
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:103
template<class V , class M >
void QUESO::HessianCovMatricesTKGroup< V, M >::print ( std::ostream &  os) const
virtual

TODO: Prints the transition kernel.

Todo:
: implement me!

Reimplemented from QUESO::BaseTKGroup< V, M >.

Definition at line 411 of file HessianCovMatricesTKGroup.C.

References QUESO::BaseTKGroup< V, M >::print().

412 {
413  BaseTKGroup<V,M>::print(os);
414  return;
415 }
QUESO::BaseTKGroup::print
virtual void print(std::ostream &os) const
TODO: Prints the transition kernel.
Definition: TKGroup.C:135
template<class V , class M >
const GaussianVectorRV< V, M > & QUESO::HessianCovMatricesTKGroup< V, M >::rv ( unsigned int  stageId) const
virtual

Gaussian increment property to construct a transition kernel.

Implements QUESO::BaseTKGroup< V, M >.

Definition at line 81 of file HessianCovMatricesTKGroup.C.

References QUESO::GaussianVectorRV< V, M >::updateLawExpVector(), and UQ_FATAL_TEST_MACRO.

82 {
83  UQ_FATAL_TEST_MACRO(m_rvs.size() <= stageId,
84  m_env.worldRank(),
85  "HessianCovMatricesTKGroup<V,M>::rv1()",
86  "m_rvs.size() <= stageId");
87 
88  UQ_FATAL_TEST_MACRO(m_rvs[stageId] == NULL,
89  m_env.worldRank(),
90  "HessianCovMatricesTKGroup<V,M>::rv1()",
91  "m_rvs[stageId] == NULL");
92 
93  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() <= stageId,
94  m_env.worldRank(),
95  "HessianCovMatricesTKGroup<V,M>::rv1()",
96  "m_preComputingPositions.size() <= stageId");
97 
98  UQ_FATAL_TEST_MACRO(m_preComputingPositions[stageId] == NULL,
99  m_env.worldRank(),
100  "HessianCovMatricesTKGroup<V,M>::rv1()",
101  "m_preComputingPositions[stageId] == NULL");
102 
103  GaussianVectorRV<V, M> * gaussian_rv =
104  dynamic_cast<GaussianVectorRV<V, M> * >(m_rvs[stageId]);
105 
106  gaussian_rv->updateLawExpVector(*m_preComputingPositions[stageId] + *m_originalNewtonSteps[stageId]);
107 
108  if ((m_env.subDisplayFile() ) &&
109  (m_env.displayVerbosity() >= 10)) {
110  *m_env.subDisplayFile() << "In HessianCovMatrixTKGroup<V,M>::rv1()"
111  << ", stageId = " << stageId
112  << ": about to call m_rvs[stageId]->updateLawCovMatrix()"
113  << ", covMatrix = \n" << *m_originalCovMatrices[stageId] // FIX ME: might demand parallelism
114  << std::endl;
115  }
116 
117  gaussian_rv->updateLawCovMatrix(*m_originalCovMatrices[stageId]);
118 
119  return *gaussian_rv;
120 }
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:104
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:99
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:436
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:103
template<class V , class M >
const GaussianVectorRV< V, M > & QUESO::HessianCovMatricesTKGroup< V, M >::rv ( const std::vector< unsigned int > &  stageIds)
virtual

Gaussian increment property to construct a transition kernel.

Implements QUESO::BaseTKGroup< V, M >.

Definition at line 124 of file HessianCovMatricesTKGroup.C.

References QUESO::GaussianVectorRV< V, M >::updateLawCovMatrix(), QUESO::GaussianVectorRV< V, M >::updateLawExpVector(), and UQ_FATAL_TEST_MACRO.

125 {
126  UQ_FATAL_TEST_MACRO(m_rvs.size() <= stageIds[0],
127  m_env.worldRank(),
128  "HessianCovMatricesTKGroup<V,M>::rv2()",
129  "m_rvs.size() <= stageIds[0]");
130 
131  UQ_FATAL_TEST_MACRO(m_rvs[stageIds[0]] == NULL,
132  m_env.worldRank(),
133  "HessianCovMatricesTKGroup<V,M>::rv2()",
134  "m_rvs[stageIds[0]] == NULL");
135 
136  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() <= stageIds[0],
137  m_env.worldRank(),
138  "HessianCovMatricesTKGroup<V,M>::rv2()",
139  "m_preComputingPositions.size() <= stageIds[0]");
140 
141  UQ_FATAL_TEST_MACRO(m_preComputingPositions[stageIds[0]] == NULL,
142  m_env.worldRank(),
143  "HessianCovMatricesTKGroup<V,M>::rv2()",
144  "m_preComputingPositions[stageIds[0]] == NULL");
145 
146  double factor = 1./m_scales[stageIds.size()-1]/m_scales[stageIds.size()-1];
147 
148  GaussianVectorRV<V, M> * gaussian_rv =
149  dynamic_cast<GaussianVectorRV<V, M> * >(m_rvs[stageIds[0]]);
150 
151  gaussian_rv->updateLawExpVector(*m_preComputingPositions[stageIds[0]] + factor*(*m_originalNewtonSteps[stageIds[0]]));
152 
153  if ((m_env.subDisplayFile() ) &&
154  (m_env.displayVerbosity() >= 10)) {
155  *m_env.subDisplayFile() << "In HessianCovMatrixTKGroup<V,M>::rv2()"
156  << ", stageIds.size() = " << stageIds.size()
157  << ", stageIds[0] = " << stageIds[0]
158  << ", factor = " << factor
159  << ": about to call m_rvs[stageIds[0]]->updateLawCovVector()"
160  << ", covMatrix = \n" << factor*(*m_originalCovMatrices[stageIds[0]]) // FIX ME: might demand parallelism
161  << std::endl;
162  }
163  gaussian_rv->updateLawCovMatrix(factor*(*m_originalCovMatrices[stageIds[0]]));
164 
165  return *gaussian_rv;
166 }
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:104
QUESO::BaseTKGroup::m_scales
std::vector< double > m_scales
Definition: TKGroup.h:102
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:99
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:436
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:103
template<class V , class M >
bool QUESO::HessianCovMatricesTKGroup< V, M >::setPreComputingPosition ( const V &  position,
unsigned int  stageId 
)
virtual

Sets the pre-computing positions m_preComputingPositions[stageId] with a new vector of size position.

Reimplemented from QUESO::BaseTKGroup< V, M >.

Definition at line 170 of file HessianCovMatricesTKGroup.C.

References QUESO::BaseTKGroup< V, M >::setPreComputingPosition(), and UQ_FATAL_TEST_MACRO.

171 {
172  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
173  *m_env.subDisplayFile() << "Entering HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
174  << ": position = " << position
175  << ", stageId = " << stageId
176  << std::endl;
177  }
178 
179  bool validPreComputingPosition = true;
180 
181  // Verify consistency of sizes
182  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() <= stageId,
183  m_env.worldRank(),
184  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
185  "m_preComputingPositions.size() <= stageId");
186 
187  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() != m_rvs.size(),
188  m_env.worldRank(),
189  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
190  "m_preComputingPositions.size() != m_rvs.size()");
191 
192  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() != m_originalNewtonSteps.size(),
193  m_env.worldRank(),
194  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
195  "m_preComputingPositions.size() != m_originalNewtonSteps.size()");
196 
197  UQ_FATAL_TEST_MACRO(m_preComputingPositions.size() != m_originalCovMatrices.size(),
198  m_env.worldRank(),
199  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
200  "m_preComputingPositions.size() != m_originalCovMatrices.size()");
201 
202  // Verify data is not null
203  UQ_FATAL_TEST_MACRO(m_preComputingPositions[stageId] != NULL,
204  m_env.worldRank(),
205  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
206  "m_preComputingPositions[stageId] != NULL");
207 
208  UQ_FATAL_TEST_MACRO(m_rvs[stageId] != NULL,
209  m_env.worldRank(),
210  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
211  "m_rvs[stageId] != NULL");
212 
213  UQ_FATAL_TEST_MACRO(m_originalNewtonSteps[stageId] != NULL,
214  m_env.worldRank(),
215  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
216  "m_originalNewtonSteps[stageId] != NULL");
217 
218  UQ_FATAL_TEST_MACRO(m_originalCovMatrices[stageId] != NULL,
219  m_env.worldRank(),
220  "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
221  "m_originalCovMatrices[stageId] != NULL");
222 
223  BaseTKGroup<V,M>::setPreComputingPosition(position,stageId);
224 
225  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
226  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
227  << ", position = " << position
228  << ", stageId = " << stageId
229  << ": m_originalNewtonSteps.size() = " << m_originalNewtonSteps.size()
230  << ", m_originalCovMatrices.size() = " << m_originalCovMatrices.size()
231  << ", m_preComputingPositions.size() = " << m_preComputingPositions.size()
232  << ", m_rvs.size() = " << m_rvs.size()
233  << std::endl;
234  }
235 
236  if (m_targetPdfSynchronizer.domainSet().contains(position)) {
237  M* tmpHessian = m_vectorSpace->newMatrix();
238  M* tmpCovMat = m_vectorSpace->newMatrix();
239  V* tmpGrad = m_vectorSpace->newVector();
240 
241  double logPrior = 0.;
242  double logLikelihood = 0.;
243  double logTarget = 0.;
244  logTarget = m_targetPdfSynchronizer.callFunction(&position, // Might demand parallel environment
245  NULL,
246  tmpGrad,
247  tmpHessian,
248  NULL,
249  &logPrior,
250  &logLikelihood);
251  if (logTarget) {}; // just to remove compiler warning
252 
253  // IMPORTANT: covariance matrix = (Hessian)^{-1} !!!
254  V unitVector(m_vectorSpace->zeroVector());
255  V multVector(m_vectorSpace->zeroVector());
256  for (unsigned int j = 0; j < tmpHessian->numCols(); ++j) {
257  if (j > 0) unitVector[j-1] = 0.;
258  unitVector[j] = 1.;
259  tmpHessian->invertMultiply(unitVector, multVector);
260  for (unsigned int i = 0; i < tmpHessian->numRowsLocal(); ++i) {
261  (*tmpCovMat)(i,j) = multVector[i];
262  }
263  }
264  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
265  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
266  << ", position = " << position
267  << ", stageId = " << stageId
268  << ":\n H = " << *tmpHessian
269  << "\n H^{-1} = " << *tmpCovMat
270  << "\n H*H^{-1} = " << (*tmpHessian)*(*tmpCovMat)
271  << "\n H^{-1}*H = " << (*tmpCovMat)*(*tmpHessian)
272  << std::endl;
273  }
274 
275  // Force covariance matrix to be symmetric, as the Hessian (supposedly) is
276  *tmpCovMat = .5*((*tmpCovMat) + tmpCovMat->transpose());
277 
278  // Test if covariance matrix is positive definite
279  M lowerChol(*tmpCovMat);
280  if ((m_env.subDisplayFile() ) &&
281  (m_env.displayVerbosity() >= 10)) {
282  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
283  << ", position = " << position
284  << ", stageId = " << stageId
285  << ": calling lowerChol.chol()"
286  << ", lowerChol = " << lowerChol
287  << std::endl;
288  }
289  int iRC = lowerChol.chol();
290  if (iRC) {
291  std::cerr << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition(): chol failed\n";
292  }
293  if ((m_env.subDisplayFile() ) &&
294  (m_env.displayVerbosity() >= 10)) {
295  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
296  << ", position = " << position
297  << ", stageId = " << stageId
298  << ": got lowerChol.chol() with iRC = " << iRC
299  << std::endl;
300  }
301 
302  bool covIsPositiveDefinite = !iRC;
303 
304  if (covIsPositiveDefinite) {
305  //UQ_FATAL_TEST_MACRO(stageId >= m_scales.size(),
306  // m_env.worldRank(),
307  // "HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()",
308  // "stageId is too large for m_scales");
309  //double factor = 1./m_scales[stageId]/m_scales[stageId];
310  //*tmpCovMat *= factor;
311 
312  m_originalNewtonSteps[stageId] = new V(-1.*(*tmpCovMat)*(*tmpGrad));
313  m_originalCovMatrices[stageId] = new M(*tmpCovMat);
314 
315  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
316  *m_env.subDisplayFile() << "In HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
317  << ", position = " << position
318  << ", stageId = " << stageId
319  << ", about to instantiate a Gaussian RV"
320  << ": tmpHessian = " << *tmpHessian
321  << ", preComputingPos = " << *m_preComputingPositions[stageId]
322  << ", tmpCovMat = " << *tmpCovMat
323  << ", tmpGrad = " << *tmpGrad
324  << ", preComputedPos = " << *m_preComputingPositions[stageId] + *m_originalNewtonSteps[stageId]
325  //<< ", factor = " << factor
326  //<< ", rvCov = " << factor*(*tmpCovMat)
327  << std::endl;
328  }
329  m_rvs[stageId] = new GaussianVectorRV<V,M>(m_prefix.c_str(),
330  *m_vectorSpace,
331  *m_preComputingPositions[stageId] + *m_originalNewtonSteps[stageId],
332  *m_originalCovMatrices[stageId]);
333  }
334  else {
335  validPreComputingPosition = false;
336  }
337 
338  delete tmpGrad;
339  delete tmpCovMat;
340  delete tmpHessian;
341  }
342  else {
343  validPreComputingPosition = false;
344  }
345 
346  if (validPreComputingPosition == false) {
347  // Put "default" values on variables
348  V tmpGrad (m_vectorSpace->zeroVector());
349  M tmpCovMat(tmpGrad,1.); // = identity matrix
350  m_originalNewtonSteps[stageId] = new V(-1.*tmpCovMat*tmpGrad);
351  m_originalCovMatrices[stageId] = new M(tmpCovMat);
352  m_rvs[stageId] = new GaussianVectorRV<V,M>(m_prefix.c_str(),
353  *m_vectorSpace,
354  *m_preComputingPositions[stageId],
355  tmpCovMat);
356  }
357 
358  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
359  *m_env.subDisplayFile() << "Leaving HessianCovMatricesTKGroup<V,M>::setPreComputingPosition()"
360  << ": position = " << position
361  << ", stageId = " << stageId
362  << std::endl;
363  }
364 
365  return validPreComputingPosition;
366 }
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:104
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
QUESO::HessianCovMatricesTKGroup::m_targetPdfSynchronizer
const ScalarFunctionSynchronizer< V, M > & m_targetPdfSynchronizer
Definition: HessianCovMatricesTKGroup.h:91
QUESO::BaseTKGroup::m_vectorSpace
const VectorSpace< V, M > * m_vectorSpace
Definition: TKGroup.h:101
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:99
QUESO::BaseTKGroup::m_prefix
std::string m_prefix
Definition: TKGroup.h:100
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:436
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
QUESO::BaseTKGroup::setPreComputingPosition
virtual bool setPreComputingPosition(const V &position, unsigned int stageId)
Sets the pre-computing positions m_preComputingPositions[stageId] with a new vector of size position...
Definition: TKGroup.C:102
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:103
template<class V , class M >
bool QUESO::HessianCovMatricesTKGroup< V, M >::symmetric ( ) const
virtual

Whether or not the matrix is symmetric. Always 'false'.

Todo:
: It only returns 'false', thus a test for its symmetricity must be included.

Implements QUESO::BaseTKGroup< V, M >.

Definition at line 74 of file HessianCovMatricesTKGroup.C.

75 {
76  return false;
77 }

Member Data Documentation

template<class V , class M >
std::vector<M*> QUESO::HessianCovMatricesTKGroup< V, M >::m_originalCovMatrices
private

Definition at line 93 of file HessianCovMatricesTKGroup.h.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup().

template<class V , class M >
std::vector<V*> QUESO::HessianCovMatricesTKGroup< V, M >::m_originalNewtonSteps
private

Definition at line 92 of file HessianCovMatricesTKGroup.h.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup().

template<class V , class M >
const ScalarFunctionSynchronizer<V,M>& QUESO::HessianCovMatricesTKGroup< V, M >::m_targetPdfSynchronizer
private

Definition at line 91 of file HessianCovMatricesTKGroup.h.

The documentation for this class was generated from the following files:
Generated on Thu Apr 23 2015 19:26:18 for queso-0.51.1 by  doxygen 1.8.5