queso-0.52.0
GenericMatrixCovarianceFunction.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2015 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
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11 // Public License as published by the Free Software Foundation.
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15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_GENERIC_MATRIX_COVARIANCE_FUNCTION_H
26 #define UQ_GENERIC_MATRIX_COVARIANCE_FUNCTION_H
27 
28 #include <queso/MatrixCovarianceFunction.h>
29 #include <queso/VectorSet.h>
30 #include <queso/Environment.h>
31 #include <cmath>
32 
33 namespace QUESO {
34 
35 //*****************************************************
36 // Generic class
37 //*****************************************************
44 template<class P_V, class P_M, class Q_V, class Q_M>
46 public:
48 
49 
51  GenericMatrixCovarianceFunction(const char* prefix,
53  const VectorSet<Q_V,Q_M>& imageSet,
54  void (*covRoutinePtr)(const P_V& positionVector1, const P_V& positionVector2, const void* routineDataPtr, Q_M& imageMatrix),
55  const void* routinesDataPtr);
59 
61 
62 
64  void covMatrix(const P_V& positionVector1, const P_V& positionVector2, Q_M& imageMatrix) const;
65 
66 protected:
71 
72  void (*m_covRoutinePtr)(const P_V& positionVector1, const P_V& positionVector2, const void* routineDataPtr, Q_M& imageMatrix);
73  const void* m_routineDataPtr;
74 };
75 
76 } // End namespace QUESO
77 
78 #endif // UQ_GENERIC_MATRIX_COVARIANCE_FUNCTION_H
void covMatrix(const P_V &positionVector1, const P_V &positionVector2, Q_M &imageMatrix) const
Calculates the value of the generic covariance matrix.
virtual ~GenericMatrixCovarianceFunction()
Virtual destructor.
const VectorSet< P_V, P_M > & basicDomainSet() const
Domain set; access to private attribute m_basicDomainSet.
A templated (base) class to accommodate covariance matrix of (random) vector functions.
A class for generic covariance matrices.
void(* m_covRoutinePtr)(const P_V &positionVector1, const P_V &positionVector2, const void *routineDataPtr, Q_M &imageMatrix)
GenericMatrixCovarianceFunction(const char *prefix, const VectorSet< P_V, P_M > &basicDomainSet, const VectorSet< Q_V, Q_M > &imageSet, void(*covRoutinePtr)(const P_V &positionVector1, const P_V &positionVector2, const void *routineDataPtr, Q_M &imageMatrix), const void *routinesDataPtr)
Default constructor.

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