sgpp::base::InterpolantVectorFunction Class Reference

Sparse grid interpolant of a vector-valued function. More...

#include <InterpolantVectorFunction.hpp>

Inheritance diagram for sgpp::base::InterpolantVectorFunction:

Public Member Functions
void	clone (std::unique_ptr< VectorFunction > &clone) const override
void	eval (const DataVector &x, DataVector &value) override
	Evaluation of the function.
const DataMatrix &	getAlpha () const
	InterpolantVectorFunction (Grid &grid, const DataMatrix &alpha)
	Constructor.
void	setAlpha (const DataMatrix &alpha)
	~InterpolantVectorFunction () override
	Destructor.
Public Member Functions inherited from sgpp::base::VectorFunction
virtual void	eval (const DataMatrix &x, DataMatrix &value)
	Convenience method for calculating \(g(\vec{x})\) for multiple \(\vec{x}\).
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunction (size_t d, size_t m)
	Constructor.
virtual	~VectorFunction ()
	Destructor.

Protected Attributes
DataMatrix	alpha
	coefficient matrix
Grid &	grid
	sparse grid
std::unique_ptr< OperationEval >	opEval
	pointer to evaluation operation
Protected Attributes inherited from sgpp::base::VectorFunction
size_t	d
	dimension of the domain
size_t	m
	number of components

Detailed Description

Sparse grid interpolant of a vector-valued function.

More generally, the function can be any linear combination \(g\colon [0, 1]^d \to \mathbb{R}^m\), \(g_j(\vec{x}) = \sum_{k=1}^N \alpha_{k,j} \varphi_k(\vec{x})\) of the basis functions \(\varphi_k = \varphi_{\vec{\ell}_k,\vec{i}_k}\) of a sparse grid with grid points \(\vec{x}_k = \vec{x}_{\vec{\ell}_k,\vec{i}_k}\). But most often, the function (e.g., its coefficients) is constructed as an interpolant at the grid points for some function values.

Constructor & Destructor Documentation

InterpolantVectorFunction()

sgpp::base::InterpolantVectorFunction::InterpolantVectorFunction ( Grid &  grid, const DataMatrix &  alpha  )

inline

Constructor.

Do not destruct the grid before the InterpolantVectorFunction object!

Parameters

grid	sparse grid
alpha	coefficient matrix (j-th column contains hierarchical surplusses \(\alpha_{\cdot,j}\) of \(g_j\))

~InterpolantVectorFunction()

sgpp::base::InterpolantVectorFunction::~InterpolantVectorFunction ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::base::InterpolantVectorFunction::clone ( std::unique_ptr< VectorFunction > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::VectorFunction.

References alpha, clone(), and grid.

Referenced by clone().

eval()

void sgpp::base::InterpolantVectorFunction::eval ( const DataVector &  x, DataVector &  value  )

inlineoverridevirtual

Evaluation of the function.

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)

Implements sgpp::base::VectorFunction.

References alpha, sgpp::base::VectorFunction::d, opEval, and sgpp::base::DataVector::setAll().

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

getAlpha()

const DataMatrix & sgpp::base::InterpolantVectorFunction::getAlpha ( ) const

inline

Returns

coefficient matrix

References alpha.

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

setAlpha()

void sgpp::base::InterpolantVectorFunction::setAlpha ( const DataMatrix &  alpha )

inline

Parameters

alpha

coefficient matrix

References alpha.

Member Data Documentation

alpha

DataMatrix sgpp::base::InterpolantVectorFunction::alpha

protected

coefficient matrix

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::InterpolantVectorFunction::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().

opEval

std::unique_ptr<OperationEval> sgpp::base::InterpolantVectorFunction::opEval

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/vector/InterpolantVectorFunction.hpp