queso-0.53.0
GaussianLikelihoodScalarCovariance.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
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24 
25 #ifndef UQ_GAUSSIAN_LIKELIHOOD_SCALAR_COV_H
26 #define UQ_GAUSSIAN_LIKELIHOOD_SCALAR_COV_H
27 
28 #include <queso/GaussianLikelihood.h>
29 
30 namespace QUESO {
31 
32 class GslVector;
33 class GslMatrix;
34 
42 template <class V = GslVector, class M = GslMatrix>
44 public:
46 
47 
53  GaussianLikelihoodScalarCovariance(const char * prefix,
54  const VectorSet<V, M> & domainSet, const V & observations,
55  double covariance);
56 
60 
62  virtual double actualValue(const V & domainVector, const V * domainDirection,
63  V * gradVector, M * hessianMatrix, V * hessianEffect) const;
64 
66  virtual double lnValue(const V & domainVector, const V * domainDirection,
67  V * gradVector, M * hessianMatrix, V * hessianEffect) const;
68 
69 private:
70  double m_covariance;
71 };
72 
73 } // End namespace QUESO
74 
75 #endif // UQ_GAUSSIAN_LIKELIHOOD_SCALAR_COV_H
GaussianLikelihoodScalarCovariance(const char *prefix, const VectorSet< V, M > &domainSet, const V &observations, double covariance)
Default constructor.
A templated class for handling sets.
Definition: VectorSet.h:52
virtual double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Logarithm of the value of the scalar function.
A class that represents a Gaussian likelihood with scalar covariance.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
virtual double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the scalar function.
Base class for canned Gaussian likelihoods.

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