/usr/include/openturns/SpectralGaussianProcess.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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 | // -*- C++ -*-
/**
* @brief A class which implements the SpectralGaussianProcess process
*
* 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_SPECTRALGAUSSIANPROCESS_HXX
#define OPENTURNS_SPECTRALGAUSSIANPROCESS_HXX
#include "openturns/ProcessImplementation.hxx"
#include "openturns/SpectralModel.hxx"
#include "openturns/SecondOrderModel.hxx"
#include "openturns/TriangularComplexMatrix.hxx"
#include "openturns/PersistentCollection.hxx"
#include "openturns/FFT.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SpectralGaussianProcess
*
* The implementation of the Normal process class
* in spectral domain
*/
class OT_API SpectralGaussianProcess
: public ProcessImplementation
{
CLASSNAME;
public:
/** Some typedefs to ease reading */
typedef PersistentCollection<TriangularComplexMatrix> TriangularComplexMatrixPersistentCollection;
typedef PersistentCollection<Complex> PersistentComplexCollection;
typedef Collection<Complex> ComplexCollection;
/** Default constructor */
SpectralGaussianProcess();
/** Standard constructor - The timeGrid imposes the frequencies values*/
SpectralGaussianProcess(const SecondOrderModel & model,
const RegularGrid & grid);
/** Standard constructor with spectralModel - The timeGrid imposes the frequencies values*/
SpectralGaussianProcess(const SpectralModel & spectralModel,
const RegularGrid & grid);
/** Specific constructor - The frequency parameters impose the time grid */
SpectralGaussianProcess(const SecondOrderModel & model,
const Scalar maximalFrequency,
const UnsignedInteger nFrequency);
/** Specific constructor - The frequency parameters impose the time grid */
SpectralGaussianProcess(const SpectralModel & spectralModel,
const Scalar maximalFrequency,
const UnsignedInteger nFrequency);
/** Virtual constructor */
virtual SpectralGaussianProcess * clone() const;
/** String converter */
String __repr__() const;
/** String converter - pretty print */
String __str__(const String & offset = "") const;
/** Realization accessor */
Field getRealization() const;
/** Frequency grid accessor, covering both the negative and the positive axes */
RegularGrid getFrequencyGrid() const;
/** Maximal frequency accessor */
Scalar getMaximalFrequency() const;
/** Number of frequency steps accessor */
UnsignedInteger getNFrequency() const;
/** Frequency step accessor */
Scalar getFrequencyStep() const;
/** Spectral model accessor */
SpectralModel getSpectralModel() const;
/** Set TimeGrid */
void setTimeGrid(const RegularGrid & timeGrid);
/** FFT algorithm accessors */
FFT getFFTAlgorithm() const;
void setFFTAlgorithm(const FFT & fft);
/** Check if the process is stationary */
Bool isStationary() const;
/** Check if the process is Normal */
Bool isNormal() const;
/** Adapt a time grid in order to have a power of two time stamps. Both the starting point and the end point are preserved. */
static RegularGrid AdaptGrid(const RegularGrid & grid);
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/** Initialization of the process */
void initialize() const;
/** Compute the time grid associated to the frequency grid */
void computeTimeGrid();
/** Set the alpha vector */
void computeAlpha();
/** Get the Cholesky factor of the kth DSP matrix from cache or computed on the fly */
TriangularComplexMatrix getCholeskyFactor(const UnsignedInteger k) const;
/** Compute the Cholesky factor of the kth DSP matrix */
TriangularComplexMatrix computeCholeskyFactor(const UnsignedInteger k) const;
private:
/** Spectral model associated to the process */
SpectralModel spectralModel_;
/** Maximal frequency */
Scalar maximalFrequency_;
/** Number of frequencies on the positive axis */
UnsignedInteger nFrequency_;
/** Frequency step */
Scalar frequencyStep_;
/** Cholesky factor */
mutable TriangularComplexMatrixPersistentCollection choleskyFactorsCache_;
/** Cache size */
mutable UnsignedInteger cacheSize_;
/** alpha vector - scale factor */
PersistentComplexCollection alpha_;
/** FFT Algorithm */
FFT fftAlgorithm_;
}; /* class SpectralGaussianProcess */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SPECTRALGAUSSIANPROCESS_HXX */
|