/usr/include/openturns/CovarianceModelImplementation.hxx is in libopenturns-dev 1.9-5.
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/**
* @brief This class enables to build a covariance model
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_COVARIANCEMODELIMPLEMENTATION_HXX
#define OPENTURNS_COVARIANCEMODELIMPLEMENTATION_HXX
#include "openturns/PersistentObject.hxx"
#include "openturns/CovarianceMatrix.hxx"
#include "openturns/Pointer.hxx"
#include "openturns/RegularGrid.hxx"
#include "openturns/Mesh.hxx"
#include "openturns/HMatrixParameters.hxx"
BEGIN_NAMESPACE_OPENTURNS
class HMatrix;
/**
* @class CovarianceModelImplementation
*/
class OT_API CovarianceModelImplementation
: public PersistentObject
{
CLASSNAME;
public:
typedef Pointer<CovarianceModelImplementation> Implementation;
/** Dimension-based constructor */
explicit CovarianceModelImplementation(const UnsignedInteger spatialDimension = 1);
/** Standard constructor with scale and amplitude parameter parameter */
CovarianceModelImplementation(const Point & scale,
const Point & amplitude);
/** Standard constructor with scale, amplitude and spatial correlation parameter parameter */
CovarianceModelImplementation(const Point & scale,
const Point & amplitude,
const CorrelationMatrix & spatialCorrelation);
/** Standard constructor with scale and spatial covariance parameter parameter */
CovarianceModelImplementation(const Point & scale,
const CovarianceMatrix & spatialCovariance);
/** Virtual copy constructor */
virtual CovarianceModelImplementation * clone() const;
/** Dimensions accessors */
/** Dimension of the argument */
virtual UnsignedInteger getSpatialDimension() const;
/** Dimension of the values */
virtual UnsignedInteger getDimension() const;
/** Compute the covariance function */
virtual CovarianceMatrix operator() (const Scalar s,
const Scalar t) const;
virtual CovarianceMatrix operator() (const Point & s,
const Point & t) const;
// compute standard representative computes the term \rho(s, t)
virtual Scalar computeStandardRepresentative(const Point & s,
const Point & t) const;
virtual Scalar computeStandardRepresentative(const Scalar & s,
const Scalar & t) const;
virtual Scalar computeStandardRepresentative(const Point & tau) const;
virtual Scalar computeStandardRepresentative(const Scalar & tau) const;
// Special case for 1D model
virtual Scalar computeAsScalar (const Scalar s,
const Scalar t) const;
virtual Scalar computeAsScalar (const Point & s,
const Point & t) const;
virtual CovarianceMatrix operator() (const Scalar tau) const;
virtual CovarianceMatrix operator() (const Point & tau) const;
// Special case for 1D model
virtual Scalar computeAsScalar (const Scalar tau) const;
virtual Scalar computeAsScalar (const Point & tau) const;
/** Gradient */
virtual Matrix partialGradient(const Point & s,
const Point & t) const;
/** Gradient wrt parameters */
virtual Matrix parameterGradient (const Point & s,
const Point & t) const;
/** Discretize the covariance function on a given TimeGrid/Mesh */
virtual CovarianceMatrix discretize(const RegularGrid & timeGrid) const;
virtual CovarianceMatrix discretize(const Mesh & mesh) const;
virtual CovarianceMatrix discretize(const Sample & vertices) const;
virtual Sample discretizeRow(const Sample & vertices,
const UnsignedInteger p) const;
/** Discretize and factorize the covariance function on a given TimeGrid/Mesh */
virtual TriangularMatrix discretizeAndFactorize(const RegularGrid & timeGrid) const;
virtual TriangularMatrix discretizeAndFactorize(const Mesh & mesh) const;
virtual TriangularMatrix discretizeAndFactorize(const Sample & vertices) const;
/** Discretize the covariance function on a given TimeGrid/Mesh using HMatrix */
virtual HMatrix discretizeHMatrix(const RegularGrid & timeGrid,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
virtual HMatrix discretizeHMatrix(const Mesh & mesh,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
virtual HMatrix discretizeHMatrix(const Sample & vertices,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
/** Discretize and factorize the covariance function on a given TimeGrid/Mesh using HMatrix */
virtual HMatrix discretizeAndFactorizeHMatrix(const RegularGrid & timeGrid,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
virtual HMatrix discretizeAndFactorizeHMatrix(const Mesh & mesh,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
virtual HMatrix discretizeAndFactorizeHMatrix(const Sample & vertices,
const Scalar nuggetFactor,
const HMatrixParameters & parameters) const;
/** Is it a stationary covariance model ? */
virtual Bool isStationary() const;
/** Is it a diagonal covariance model ? */
virtual Bool isDiagonal() const;
/** Amplitude accessors */
virtual Point getAmplitude() const;
virtual void setAmplitude(const Point & amplitude);
/** Scale accessors */
virtual Point getScale() const;
virtual void setScale(const Point & scale);
/** Spatial correlation accessors */
virtual CorrelationMatrix getSpatialCorrelation() const;
virtual void setSpatialCorrelation(const CorrelationMatrix & correlation);
/** Nugget factor accessor */
virtual void setNuggetFactor(const Scalar nuggetFactor);
virtual Scalar getNuggetFactor() const;
/** Parameters accessor */
virtual void setParameter(const Point & parameter);
virtual Point getParameter() const;
virtual Description getParameterDescription() const;
/** Indices of the active parameters */
virtual void setActiveParameter(const Indices & active);
virtual Indices getActiveParameter() const;
/** String converter */
virtual String __repr__() const;
/** String converter */
virtual String __str__(const String & offset = "") const;
/** Marginal accessor */
virtual Implementation getMarginal(const UnsignedInteger index) const;
/** Drawing method */
virtual Graph draw(const UnsignedInteger rowIndex = 0,
const UnsignedInteger columnIndex = 0,
const Scalar tMin = ResourceMap::GetAsScalar("CovarianceModel-DefaultTMin"),
const Scalar tMax = ResourceMap::GetAsScalar("CovarianceModel-DefaultTMax"),
const UnsignedInteger pointNumber = ResourceMap::GetAsUnsignedInteger("CovarianceModel-DefaultPointNumber"),
const Bool asStationary = true,
const Bool correlationFlag = false) const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
virtual void setFullParameter(const Point & parameter);
virtual Point getFullParameter() const;
virtual Description getFullParameterDescription() const;
// set the covariance structure
void updateSpatialCovariance();
/** Container for scale values */
Point scale_;
/** Input dimension */
UnsignedInteger spatialDimension_;
/** Amplitude values */
Point amplitude_;
/** Output dimension */
UnsignedInteger dimension_;
/** Correlation matrix of the spatial dependence structure */
CorrelationMatrix spatialCorrelation_;
/** Covariance matrix of the spatial dependence structure */
mutable CovarianceMatrix spatialCovariance_;
/** Flag to tell if the model is diagonal */
Bool isDiagonal_;
/** Nugget factor */
Scalar nuggetFactor_;
/** Active parameters */
Indices activeParameter_;
} ; /* class CovarianceModelImplementation */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_COVARIANCEMODELIMPLEMENTATION_HXX */
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