sgpp::base::InterpolantScalarFunctionHessian Class Reference

Sparse grid interpolant Hessian of a scalar-valued function. More...

#include <InterpolantScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::base::InterpolantScalarFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
double	eval (const DataVector &x, DataVector &gradient, DataMatrix &hessian) override
	Evaluation of the function, its gradient and its Hessian.
const DataVector &	getAlpha () const
	InterpolantScalarFunctionHessian (Grid &grid, const DataVector &alpha)
	Constructor.
void	setAlpha (const DataVector &alpha)
	~InterpolantScalarFunctionHessian () 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 Attributes
DataVector	alpha
	coefficient vector
Grid &	grid
	sparse grid
std::unique_ptr< OperationEvalHessian >	opEvalHessian
	pointer to evaluation operation
Protected Attributes inherited from sgpp::base::ScalarFunctionHessian
size_t	d
	dimension of the domain

Detailed Description

Sparse grid interpolant Hessian of a scalar-valued function.

See also

InterpolantScalarFunction

Constructor & Destructor Documentation

InterpolantScalarFunctionHessian()

sgpp::base::InterpolantScalarFunctionHessian::InterpolantScalarFunctionHessian ( Grid &  grid, const DataVector &  alpha  )

inline

Constructor.

Do not destruct the grid before the InterpolantScalarFunctionHessian object!

Parameters

grid	sparse grid
alpha	coefficient vector

~InterpolantScalarFunctionHessian()

sgpp::base::InterpolantScalarFunctionHessian::~InterpolantScalarFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

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

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::ScalarFunctionHessian.

References alpha, clone(), and grid.

Referenced by clone().

eval()

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

inlineoverridevirtual

Evaluation of the function, its gradient and its Hessian.

Parameters

	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	gradient	gradient \(\nabla f(\vec{x}) \in \mathbb{R}^d\)
[out]	hessian	Hessian matrix \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\)

Returns

\(f(\vec{x})\)

Implements sgpp::base::ScalarFunctionHessian.

References alpha, sgpp::base::ScalarFunctionHessian::d, and opEvalHessian.

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

getAlpha()

const DataVector & sgpp::base::InterpolantScalarFunctionHessian::getAlpha ( ) const

inline

Returns

coefficient vector

References alpha.

Referenced by python.uq.analysis.asgc.ASGCKnowledge.ASGCKnowledge::getSparseGridFunction().

setAlpha()

void sgpp::base::InterpolantScalarFunctionHessian::setAlpha ( const DataVector &  alpha )

inline

Parameters

alpha

coefficient vector

References alpha.

Member Data Documentation

alpha

DataVector sgpp::base::InterpolantScalarFunctionHessian::alpha

protected

coefficient vector

Referenced by clone(), python.learner.Learner.Learner::doLearningIteration(), eval(), getAlpha(), python.learner.Learner.Learner::learnData(), python.learner.Learner.Learner::learnDataWithTest(), python.uq.learner.Interpolant.Interpolant::learnDataWithTest(), python.uq.dists.SGDEdist.SGDEdist::pdf(), setAlpha(), and python.uq.dists.SGDEdist.SGDEdist::toJson().

grid

Grid& sgpp::base::InterpolantScalarFunctionHessian::grid

protected

sparse grid

Referenced by python.uq.dists.SGDEdist.SGDEdist::__str__(), python.learner.Learner.Learner::applyData(), python.tools.Matrix::ApplyMatrix(), python.uq.dists.SGDEdist.SGDEdist::cdf(), clone(), python.uq.learner.Interpolant.Interpolant::doLearningIteration(), python.learner.Learner.Learner::doLearningIteration(), python.learner.Classifier.Classifier::evalError(), python.uq.learner.Interpolant.Interpolant::evalError(), python.tools.Matrix::generateb(), python.controller.CheckpointController.CheckpointController::generateFoldValidationJob(), python.uq.learner.SimulationLearner.SimulationLearner::getCollocationNodes(), python.uq.learner.SimulationLearner.SimulationLearner::getGrid(), python.uq.learner.SimulationLearner.SimulationLearner::getLearner(), python.learner.Learner.Learner::learnData(), python.learner.Learner.Learner::learnDataWithFolding(), python.uq.learner.Regressor.Regressor::learnDataWithFolding(), python.learner.Learner.Learner::learnDataWithTest(), python.uq.learner.Regressor.Regressor::learnDataWithTest(), python.controller.CheckpointController.CheckpointController::loadAll(), python.uq.operations.forcePositivity.operationMakePositive.OperationMakePositive::makePositive(), python.uq.operations.forcePositivity.operationMakePositiveFast.OperationMakePositiveFast::makePositive(), python.uq.dists.SGDEdist.SGDEdist::mean(), python.uq.dists.SGDEdist.SGDEdist::pdf(), python.uq.dists.SGDEdist.SGDEdist::ppf(), python.learner.Classifier.Classifier::refineGrid(), python.learner.Regressor.Regressor::refineGrid(), python.uq.learner.Regressor.Regressor::refineGrid(), python.uq.learner.SimulationLearner.SimulationLearner::refineGrid(), python.controller.CheckpointController.CheckpointController::saveGrid(), python.controller.CheckpointController.CheckpointController::setGrid(), python.learner.Learner.Learner::setGrid(), python.uq.learner.Learner.Learner::setGrid(), python.uq.operations.forcePositivity.localFullGridSearch.LocalFullGrid::split(), python.uq.dists.SGDEdist.SGDEdist::toJson(), and python.uq.dists.SGDEdist.SGDEdist::var().

opEvalHessian

std::unique_ptr<OperationEvalHessian> sgpp::base::InterpolantScalarFunctionHessian::opEvalHessian

protected

pointer to evaluation operation

Referenced by eval().

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

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