queso-0.57.0
InfiniteDimensionalGaussian.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) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef QUESO_INFINITEDIMENSIONALGAUSSIAN_H
26 #define QUESO_INFINITEDIMENSIONALGAUSSIAN_H
27 
28 #include <queso/SharedPtr.h>
29 #include <queso/InfiniteDimensionalMeasureBase.h>
30 #include <queso/FunctionBase.h>
31 
32 namespace QUESO {
33 
34 class FullEnvironment;
35 class OperatorBase;
36 
46 public:
48 
49 
60  const FunctionBase &mean, const OperatorBase &precision,
61  double alpha, double beta);
62 
66 
69 
71  virtual double get_kl_coefficient(unsigned int i) const;
72 
73 private:
74  // Mean
75  const FunctionBase & mean;
76 
77  // Precision -- I suppose you saw that one coming.
79 
80  // QUESO environment
82 
83  // Fractional power
84  double alpha;
85 
86  // Multiplicative constant
87  double beta;
88 
89  // The coefficients for the KL expansion
90  // (not multiplied by the evals)
91  std::vector<double> coeffs;
92 };
93 
94 } // End namespace QUESO
95 
96 #endif // QUESO_INFINITEDIMENSIONALGAUSSIAN_H
InfiniteDimensionalGaussian(const FullEnvironment &env, const FunctionBase &mean, const OperatorBase &precision, double alpha, double beta)
Construct a Gaussian with mean mean, precision operator precision. alpha controls regularity of draws...
Abstract base class for function objects.
Definition: FunctionBase.h:47
This class sets up the full environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:508
Abstract base class for operator objects. Operators are assumed to be symmetric and positive-definite...
Definition: OperatorBase.h:45
Abstract base class for infinite dimensional measures.
virtual double get_kl_coefficient(unsigned int i) const
Return coefficient i of the KL expansion of the current draw. Must be called after draw() ...
virtual SharedPtr< FunctionBase >::Type draw()
Draw from the measure, and then return a shared pointer to the draw.
std::shared_ptr< T > Type
Definition: SharedPtr.h:69
Class defining infinite dimensional Gaussian measures.

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