25 #include <queso/LogNormalJointPdf.h>
26 #include <queso/GslVector.h>
27 #include <queso/GslMatrix.h>
32 template<
class V,
class M>
36 const V& lawExpVector,
37 const V& lawVarVector)
39 BaseJointPdf<V,M>(((std::string)(prefix)+
"gau").c_str(),domainSet),
40 m_lawExpVector (new V(lawExpVector)),
41 m_lawVarVector (new V(lawVarVector)),
42 m_diagonalCovMatrix(true)
65 template<
class V,
class M>
68 delete m_lawVarVector;
69 delete m_lawExpVector;
72 template <
class V,
class M>
76 return *m_lawExpVector;
79 template <
class V,
class M>
83 return *m_lawVarVector;
86 template<
class V,
class M>
89 const V& domainVector,
90 const V* domainDirection,
93 V* hessianEffect)
const
95 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 55)) {
96 *m_env.subDisplayFile() <<
"Entering LogNormalJointPdf<V,M>::actualValue()"
97 <<
", meanVector = " << *m_lawExpVector
98 <<
": domainVector = " << domainVector
99 <<
", domainVector.sizeLocal() = " << domainVector.sizeLocal()
100 <<
", this->m_domainSet.vectorSpace().dimLocal() = " << this->m_domainSet.vectorSpace().dimLocal()
104 UQ_FATAL_TEST_MACRO(domainVector.sizeLocal() != this->m_domainSet.vectorSpace().dimLocal(),
106 "LogNormalJointPdf<V,M>::actualValue()",
111 "LogNormalJointPdf<V,M>::actualValue()",
112 "incomplete code for gradVector, hessianMatrix and hessianEffect calculations");
114 double returnValue = 0.;
116 V zeroVector(domainVector);
117 zeroVector.cwSet(0.);
118 if (domainVector.atLeastOneComponentSmallerOrEqualThan(zeroVector)) {
121 else if (this->m_domainSet.contains(domainVector) ==
false) {
125 returnValue = std::exp(this->lnValue(domainVector,domainDirection,gradVector,hessianMatrix,hessianEffect));
129 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 55)) {
130 *m_env.subDisplayFile() <<
"Leaving LogNormalJointPdf<V,M>::actualValue()"
131 <<
", meanVector = " << *m_lawExpVector
132 <<
": domainVector = " << domainVector
133 <<
", returnValue = " << returnValue
140 template<
class V,
class M>
143 const V& domainVector,
144 const V* domainDirection,
147 V* hessianEffect)
const
149 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 55)) {
150 *m_env.subDisplayFile() <<
"Entering LogNormalJointPdf<V,M>::lnValue()"
151 <<
", meanVector = " << *m_lawExpVector
152 <<
": domainVector = " << domainVector
158 "LogNormalJointPdf<V,M>::lnValue()",
159 "incomplete code for gradVector, hessianMatrix and hessianEffect calculations");
161 if (domainDirection) {};
163 double returnValue = 0.;
165 V zeroVector(domainVector);
166 zeroVector.cwSet(0.);
167 if (domainVector.atLeastOneComponentSmallerOrEqualThan(zeroVector)) {
168 returnValue = -INFINITY;
170 else if (this->m_domainSet.contains(domainVector) ==
false) {
171 returnValue = -INFINITY;
174 if (m_diagonalCovMatrix) {
175 V diffVec(zeroVector);
176 for (
unsigned int i = 0; i < domainVector.sizeLocal(); ++i) {
177 diffVec[i] = std::log(domainVector[i]) - this->lawExpVector()[i];
179 returnValue = ((diffVec*diffVec)/this->lawVarVector()).sumOfComponents();
181 if (m_normalizationStyle == 0) {
182 for (
unsigned int i = 0; i < domainVector.sizeLocal(); ++i) {
183 returnValue -= std::log(domainVector[i] * std::sqrt(2. * M_PI * this->lawVarVector()[i]));
190 "LogNormalJointPdf<V,M>::lnValue()",
191 "situation with a non-diagonal covariance matrix makes no sense");
193 returnValue += m_logOfNormalizationFactor;
196 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 55)) {
197 *m_env.subDisplayFile() <<
"Leaving LogNormalJointPdf<V,M>::lnValue()"
198 <<
", meanVector = " << *m_lawExpVector
199 <<
": domainVector = " << domainVector
200 <<
", returnValue = " << returnValue
207 template<
class V,
class M>
213 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
214 *m_env.subDisplayFile() <<
"Entering LogNormalJointPdf<V,M>::computeLogOfNormalizationFactor()"
218 if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
219 *m_env.subDisplayFile() <<
"Leaving LogNormalJointPdf<V,M>::computeLogOfNormalizationFactor()"
220 <<
", m_logOfNormalizationFactor = " << m_logOfNormalizationFactor
const V & lawVarVector() const
Access to the vector of variance values and private attribute: m_lawVarVector.
A templated class for handling sets.
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
~LogNormalJointPdf()
Destructor.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the Log-Normal PDF (scalar function).
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
const V & lawExpVector() const
Access to the vector of mean values and private attribute: m_lawExpVector.
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the Log-Normal PDF (scalar function).
LogNormalJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &lawExpVector, const V &lawVarVector)
Constructor.
const BaseEnvironment & m_env
double commonComputeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Common method (to the derived classes) to compute the logarithm of the normalization factor...
unsigned int displayVerbosity() const
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
A templated (base) class for handling joint PDFs.
A class for handling Log-Normal joint PDFs.