/usr/include/openturns/KarhunenLoeveQuadratureFactory.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 | // -*- C++ -*-
/**
* @brief This class implements the computation of the Karhunen-Loeve
* basis and eigenvalues of a given covariance model based on
* quadrature approximation of the integral equation.
*
* 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_KARHUNENLOEVEQUADRATUREFACTORY_HXX
#define OPENTURNS_KARHUNENLOEVEQUADRATUREFACTORY_HXX
#include "openturns/Domain.hxx"
#include "openturns/CovarianceMatrix.hxx"
#include "openturns/CovarianceModel.hxx"
#include "openturns/WeightedExperiment.hxx"
#include "openturns/Basis.hxx"
#include "openturns/Collection.hxx"
#include "openturns/PersistentCollection.hxx"
#include "openturns/Function.hxx"
#include "openturns/Point.hxx"
#include "openturns/ProcessSample.hxx"
#include "openturns/PersistentObject.hxx"
#include "openturns/Matrix.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class KarhunenLoeveQuadratureFactory
*/
class OT_API KarhunenLoeveQuadratureFactory
: public PersistentObject
{
CLASSNAME;
public:
typedef Collection<Function> FunctionCollection;
typedef PersistentCollection<Function> FunctionPersistentCollection;
/** Default constructor without parameters */
KarhunenLoeveQuadratureFactory();
/** Default constructor without parameters */
KarhunenLoeveQuadratureFactory(const Domain & domain,
const WeightedExperiment & experiment,
const Basis & basis,
const UnsignedInteger basisSize,
const Bool mustScale,
const Scalar threshold);
/** Virtual copy constructor */
virtual KarhunenLoeveQuadratureFactory * clone() const;
/** Solve the Fredholm eigenvalues problem:
* find (\phi_k, \lambda_k) such that
* \int_{D} C(s,t)\phi_k(s)ds=\lambda_k\phi_k(t)
* where C is a given covariance model, using a quadrature approximation
* of the integral
*/
Basis build(const CovarianceModel & covarianceModel,
Point & eigenvalues) const;
/** String converter */
virtual String __repr__() const;
/** String converter */
virtual String __str__(const String & offset = "") 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);
private:
/** Underlying domain */
Domain domain_;
/** Functions used for the representation */
FunctionPersistentCollection coll_;
/** Threshold for eigenvalues selection */
Scalar threshold_;
/** Quadrature nodes and weights */
Sample nodes_;
Point weights_;
/** Scaled design matrix */
mutable Matrix theta_;
/** Inverse of the Cholesky factor of theta */
mutable TriangularMatrix cholesky_;
} ; /* class KarhunenLoeveQuadratureFactory */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_KARHUNENLOEVEQUADRATUREFACTORY_HXX */
|