queso-0.52.0
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A class for exponential covariance matrices. More...
#include <ExponentialMatrixCovarianceFunction.h>
Public Member Functions | |
Constructor/Destructor methods | |
ExponentialMatrixCovarianceFunction (const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet, const Q_M &sigmas, const Q_M &as) | |
Default constructor. More... | |
virtual | ~ExponentialMatrixCovarianceFunction () |
Virtual destructor. More... | |
Math methods | |
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void | covMatrix (const P_V &domainVector1, const P_V &domainVector2, Q_M &imageMatrix) const |
Calculates the covariance matrix, given two parameter domains. More... | |
Public Member Functions inherited from QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > | |
BaseMatrixCovarianceFunction (const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet) | |
Default constructor. More... | |
virtual | ~BaseMatrixCovarianceFunction () |
Virtual destructor. More... | |
const VectorSet< P_V, P_M > & | basicDomainSet () const |
Domain set; access to private attribute m_basicDomainSet. More... | |
Protected Attributes | |
Q_M * | m_sigmas |
Q_M * | m_as |
Protected Attributes inherited from QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M > | |
const BaseEnvironment & | m_env |
std::string | m_prefix |
const VectorSet< P_V, P_M > & | m_basicDomainSet |
const VectorSet< Q_V, Q_M > & | m_imageSet |
A class for exponential covariance matrices.
This class implements squared exponential covariance matrices of the form:
, where is the distance between two vectors, is the variance matrix and is the length scale ().
Definition at line 47 of file ExponentialMatrixCovarianceFunction.h.
QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::ExponentialMatrixCovarianceFunction | ( | const char * | prefix, |
const VectorSet< P_V, P_M > & | basicDomainSet, | ||
const VectorSet< Q_V, Q_M > & | imageSet, | ||
const Q_M & | sigmas, | ||
const Q_M & | as | ||
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Default constructor.
Instantiates an object of the class given a prefix, the domain and image sets, the variances scale factors.
Definition at line 31 of file ExponentialMatrixCovarianceFunction.C.
References QUESO::VectorSpace< V, M >::dimLocal(), QUESO::BaseEnvironment::displayVerbosity(), QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_as, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_env, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_imageSet, QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_prefix, QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::m_sigmas, QUESO::BaseEnvironment::subDisplayFile(), UQ_FATAL_TEST_MACRO, QUESO::VectorSet< V, M >::vectorSpace(), and QUESO::BaseEnvironment::worldRank().
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Virtual destructor.
Definition at line 81 of file ExponentialMatrixCovarianceFunction.C.
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Calculates the covariance matrix, given two parameter domains.
Implements QUESO::BaseMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >.
Definition at line 101 of file ExponentialMatrixCovarianceFunction.C.
References UQ_FATAL_TEST_MACRO.
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Definition at line 76 of file ExponentialMatrixCovarianceFunction.h.
Referenced by QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::ExponentialMatrixCovarianceFunction().
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Definition at line 75 of file ExponentialMatrixCovarianceFunction.h.
Referenced by QUESO::ExponentialMatrixCovarianceFunction< P_V, P_M, Q_V, Q_M >::ExponentialMatrixCovarianceFunction().