sgpp::base::ComponentScalarFunctionHessian Class Reference

One component of a vector-valued function Hessian. More...

#include <ComponentScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::base::ComponentScalarFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
	ComponentScalarFunctionHessian (ScalarFunctionHessian &fHessian, std::vector< double > defaultValues=std::vector< double >())
	Constructor.
	ComponentScalarFunctionHessian (VectorFunctionHessian &fHessian, size_t k, std::vector< double > defaultValues=std::vector< double >())
	Constructor.
double	eval (const DataVector &x, DataVector &gradient, DataMatrix &hessian) override
	~ComponentScalarFunctionHessian () override
	Destructor.
Public Member Functions inherited from sgpp::base::ScalarFunctionHessian
void	eval (const DataMatrix &x, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian)
	Convenience method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\) and \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\) for multiple \(\vec{x}\).
size_t	getNumberOfParameters () const
	ScalarFunctionHessian (size_t d)
	Constructor.
virtual	~ScalarFunctionHessian ()
	Destructor.

Protected Member Functions
void	initialize ()

Protected Attributes
std::vector< double >	defaultValues
	vector of default values, indicating free variables with NAN
size_t	dF
	dimension of underlying function
ScalarFunctionHessian *	fHessianScalar
	scalar-valued function Hessian
VectorFunctionHessian *	fHessianVector
	vector-valued function Hessian
size_t	k
	index of component
DataMatrix	tmpMat
	temporary matrix
DataVector	tmpVec1
	temporary vector 1
DataVector	tmpVec2
	temporary vector 2
std::vector< DataMatrix >	tmpVecMat
	temporary vector of matrices
Protected Attributes inherited from sgpp::base::ScalarFunctionHessian
size_t	d
	dimension of the domain

Detailed Description

One component of a vector-valued function Hessian.

See also

ComponentScalarFunction

Constructor & Destructor Documentation

ComponentScalarFunctionHessian() [1/2]

sgpp::base::ComponentScalarFunctionHessian::ComponentScalarFunctionHessian ( ScalarFunctionHessian &  fHessian, std::vector< double >  defaultValues = std::vector<double>()  )

inline

Constructor.

Use it like this: ComponentScalarFunctionHessian gHessian(fHessian, {NAN, NAN, 0.42}); where fHessian is a scalar-valued function Hessian with 3 parameters. This selects the first two parameters of fHessian, while constantly using 0.42 for the third parameter.

Parameters

fHessian	scalar-valued function Hessian
defaultValues	Vector of constant default values. It can be either empty (the default) or a vector of exactly m doubles, each of which can be finite or NAN. If the vector is empty, it will be initialized as m NANs (i.e., no restriction of the parameter domain). Each NAN represents a free parameter \(x_t\), while the finite entries denote the constant values for the corresponding parameter.

References initialize().

ComponentScalarFunctionHessian() [2/2]

sgpp::base::ComponentScalarFunctionHessian::ComponentScalarFunctionHessian ( VectorFunctionHessian &  fHessian, size_t  k, std::vector< double >  defaultValues = std::vector<double>()  )

inline

Constructor.

Use it like this: ComponentScalarFunctionHessian gHessian(fHessian, 3, {NAN, NAN, 0.42}); where fHessian is a vector-valued function Hessian with 5 components and 3 parameters. This selects the first two parameters and the fourth component of fHessian, while constantly using 0.42 for the third parameter.

Parameters

fHessian	vector-valued function Hessian (m components)
k	index of component \(f_k\) to select (between 0 and m - 1)
defaultValues	see other constructor

References initialize().

~ComponentScalarFunctionHessian()

sgpp::base::ComponentScalarFunctionHessian::~ComponentScalarFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::base::ComponentScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::ScalarFunctionHessian.

References clone().

Referenced by clone().

eval()

double sgpp::base::ComponentScalarFunctionHessian::eval ( const DataVector &  x, DataVector &  gradient, DataMatrix &  hessian  )

inlineoverridevirtual

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^n\)
[out]	gradient	\(\nabla_{\vec{x}} g(\vec{x})\)
[out]	hessian	\(\nabla_{\vec{x}}^2 g(\vec{x})\)

Returns

\(g(\vec{x}) := f_k(y_1, \dotsc, y_d)\) where \((x_1, \dotsc, x_n) = (y_{i_1}, \dotsc, y_{i_n})\)

Implements sgpp::base::ScalarFunctionHessian.

References defaultValues, dF, sgpp::base::ScalarFunctionHessian::eval(), sgpp::base::VectorFunctionHessian::eval(), fHessianScalar, fHessianVector, k, tmpMat, tmpVec1, tmpVec2, and tmpVecMat.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

initialize()

void sgpp::base::ComponentScalarFunctionHessian::initialize ( )

inlineprotected

References defaultValues, dF, and tmpVec1.

Referenced by ComponentScalarFunctionHessian(), and ComponentScalarFunctionHessian().

Member Data Documentation

defaultValues

std::vector<double> sgpp::base::ComponentScalarFunctionHessian::defaultValues

protected

vector of default values, indicating free variables with NAN

Referenced by eval(), and initialize().

dF

size_t sgpp::base::ComponentScalarFunctionHessian::dF

protected

dimension of underlying function

Referenced by eval(), and initialize().

fHessianScalar

ScalarFunctionHessian* sgpp::base::ComponentScalarFunctionHessian::fHessianScalar

protected

scalar-valued function Hessian

Referenced by eval().

fHessianVector

VectorFunctionHessian* sgpp::base::ComponentScalarFunctionHessian::fHessianVector

protected

vector-valued function Hessian

Referenced by eval().

k

size_t sgpp::base::ComponentScalarFunctionHessian::k

protected

index of component

Referenced by eval(), python.uq.uq_setting.UQSettingManager.Sampler::expandSample(), python.uq.uq_setting.UQSettingManager.Sampler::reset(), and python.uq.uq_setting.UQSettingManager.Sampler::unitSample().

tmpMat

DataMatrix sgpp::base::ComponentScalarFunctionHessian::tmpMat

protected

temporary matrix

Referenced by eval().

tmpVec1

DataVector sgpp::base::ComponentScalarFunctionHessian::tmpVec1

protected

temporary vector 1

Referenced by eval(), and initialize().

tmpVec2

DataVector sgpp::base::ComponentScalarFunctionHessian::tmpVec2

protected

temporary vector 2

Referenced by eval().

tmpVecMat

std::vector<DataMatrix> sgpp::base::ComponentScalarFunctionHessian::tmpVecMat

protected

temporary vector of matrices

Referenced by eval().

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The documentation for this class was generated from the following file:

• base/src/sgpp/base/function/scalar/ComponentScalarFunctionHessian.hpp