A class that represents a Gaussian likelihood with diagonal covariance matrix. More...

#include <GaussianLikelihoodDiagonalCovariance.h>

Inheritance diagram for QUESO::GaussianLikelihoodDiagonalCovariance< V, M >:

Collaboration diagram for QUESO::GaussianLikelihoodDiagonalCovariance< V, M >:

Public Member Functions
virtual double	actualValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Actual value of the scalar function. More...

virtual double	lnValue (const V &domainVector, const V domainDirection, V gradVector, M hessianMatrix, V hessianEffect) const
	Logarithm of the value of the scalar function. More...

Constructor/Destructor methods.
	GaussianLikelihoodDiagonalCovariance (const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, const V &covariance)
	Default constructor. More...

virtual	~GaussianLikelihoodDiagonalCovariance ()
	Destructor. More...

Public Member Functions inherited from QUESO::BaseGaussianLikelihood< V, M >
virtual void	evaluateModel (const V &domainVector, const V domainDirection, V &modelOutput, V gradVector, M hessianMatrix, V hessianEffect) const =0
	Evaluates the user's model at the point `domainVector`. More...

	BaseGaussianLikelihood (const char *prefix, const VectorSet< V, M > &domainSet, const V &observations)
	Default constructor. More...

virtual	~BaseGaussianLikelihood ()
	Destructor. More...

Public Member Functions inherited from QUESO::BaseScalarFunction< V, M >
	BaseScalarFunction (const char *prefix, const VectorSet< V, M > &domainSet)
	Default constructor. More...

virtual	~BaseScalarFunction ()
	Destructor. More...

const VectorSet< V, M > &	domainSet () const
	Access to the protected attribute `m_domainSet:` domain set of the scalar function. More...

Private Attributes
const V &	m_covariance

Additional Inherited Members
Protected Attributes inherited from QUESO::BaseGaussianLikelihood< V, M >
const V &	m_observations

Protected Attributes inherited from QUESO::BaseScalarFunction< V, M >
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< V, M > &	m_domainSet
	Domain set of the scalar function. More...

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::GaussianLikelihoodDiagonalCovariance< V, M >

A class that represents a Gaussian likelihood with diagonal covariance matrix.

Definition at line 43 of file GaussianLikelihoodDiagonalCovariance.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::GaussianLikelihoodDiagonalCovariance	(	const char *	prefix,
		const VectorSet< V, M > &	domainSet,
		const V &	observations,
		const V &	covariance
	)

Default constructor.

Instantiates a Gaussian likelihood function, given a prefix, its domain, a set of observations and a diagonal covariance matrix. The diagonal covariance matrix is stored as a vector in the covariance parameter.

Definition at line 35 of file GaussianLikelihoodDiagonalCovariance.C.

References queso_error_msg.

   : BaseGaussianLikelihood<V, M>(prefix, domainSet, observations),
     m_covariance(covariance)
 {
   if (covariance.sizeLocal() != observations.sizeLocal()) {
     queso_error_msg("Covariance matrix not same size as observation vector");
   }
 }

template<class V , class M >

QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::~GaussianLikelihoodDiagonalCovariance ( )

virtual

Destructor.

Definition at line 47 of file GaussianLikelihoodDiagonalCovariance.C.

48 {

49 }

Member Function Documentation

template<class V , class M >

double QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::actualValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

Actual value of the scalar function.

Implements QUESO::BaseScalarFunction< V, M >.

Definition at line 53 of file GaussianLikelihoodDiagonalCovariance.C.

 {
   return std::exp(this->lnValue(domainVector, domainDirection, gradVector,
         hessianMatrix, hessianEffect));
 }

template<class V , class M >

double QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::lnValue	(	const V &	domainVector,
		const V *	domainDirection,
		V *	gradVector,
		M *	hessianMatrix,
		V *	hessianEffect
	)		const

virtual

Logarithm of the value of the scalar function.

Implements QUESO::BaseScalarFunction< V, M >.

Definition at line 63 of file GaussianLikelihoodDiagonalCovariance.C.

 {
   V modelOutput(this->m_observations, 0, 0);  // At least it's not a copy
 
   this->evaluateModel(domainVector, domainDirection, modelOutput, gradVector,
       hessianMatrix, hessianEffect);
 
   modelOutput -= this->m_observations;  // Compute misfit
   modelOutput *= modelOutput;
   modelOutput /= this->m_covariance;  // Multiply by inverse covriance matrix
 
   double norm2_squared = modelOutput.sumOfComponents();  // This is square of 2-norm
 
   return -0.5 * norm2_squared;
 }

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>

const V& QUESO::GaussianLikelihoodDiagonalCovariance< V, M >::m_covariance

private

Definition at line 70 of file GaussianLikelihoodDiagonalCovariance.h.

The documentation for this class was generated from the following files:

src/stats/inc/GaussianLikelihoodDiagonalCovariance.h
src/stats/src/GaussianLikelihoodDiagonalCovariance.C

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class V = GslVector, class M = GslMatrix> class QUESO::GaussianLikelihoodDiagonalCovariance< V, M >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>
class QUESO::GaussianLikelihoodDiagonalCovariance< V, M >