queso-0.53.0
WignerJointPdf.h
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2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_WIGNER_JOINT_PROB_DENSITY_H
26 #define UQ_WIGNER_JOINT_PROB_DENSITY_H
27 
28 #include <cmath>
29 
30 #include <boost/math/special_functions.hpp> // for Boost isnan. Note parentheses are important in function call.
31 
32 #include <queso/JointPdf.h>
33 #include <queso/Environment.h>
34 #include <queso/ScalarFunction.h>
35 #include <queso/BoxSubset.h>
36 
37 namespace QUESO {
38 
39 class GslVector;
40 class GslMatrix;
41 
48 template <class V = GslVector, class M = GslMatrix>
49 class WignerJointPdf : public BaseJointPdf<V,M> {
50 public:
52 
53 
56  WignerJointPdf(const char* prefix,
58  const V& centerPos,
59  double radius);
63 
65 
66 
68  double actualValue(const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
69 
71 
72  double lnValue (const V& domainVector, const V* domainDirection, V* gradVector, M* hessianMatrix, V* hessianEffect) const;
73 
75 
76  double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const;
78 protected:
84  double m_radius;
85 };
86 
87 } // End namespace QUESO
88 
89 #endif // UQ_WIGNER_JOINT_PROB_DENSITY_H
~WignerJointPdf()
Destructor.
A templated class for handling sets.
Definition: VectorSet.h:52
WignerJointPdf(const char *prefix, const VectorSet< V, M > &domainSet, const V &centerPos, double radius)
Constructor.
A templated (base) class for handling joint PDFs.
Definition: JointPdf.h:56
A templated (base) class for handling scalar functions.
double computeLogOfNormalizationFactor(unsigned int numSamples, bool updateFactorInternally) const
Computes the logarithm of the normalization factor.
const VectorSet< V, M > & domainSet() const
Access to the protected attribute m_domainSet: domain set of the scalar function. ...
A class for handling Wigner joint PDFs.
double actualValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Actual value of the PDF (scalar function).
double lnValue(const V &domainVector, const V *domainDirection, V *gradVector, M *hessianMatrix, V *hessianEffect) const
Computes the logarithm of the value of the function.

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