sgpp::base::InterpolantVectorFunctionHessian Class Reference

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

#include <InterpolantVectorFunctionHessian.hpp>

Inheritance diagram for sgpp::base::InterpolantVectorFunctionHessian:

Public Member Functions
void	clone (std::unique_ptr< VectorFunctionHessian > &clone) const override
void	eval (const DataVector &x, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian) override
	Evaluation of the function and its gradient.
const DataMatrix &	getAlpha () const
	InterpolantVectorFunctionHessian (Grid &grid, const DataMatrix &alpha)
	Constructor.
void	setAlpha (const DataMatrix &alpha)
	~InterpolantVectorFunctionHessian () override
	Destructor.
Public Member Functions inherited from sgpp::base::VectorFunctionHessian
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunctionHessian (size_t d, size_t m)
	Constructor.
virtual	~VectorFunctionHessian ()
	Destructor.

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

Detailed Description

Sparse grid interpolant Hessian of a vector-valued function.

See also

InterpolantVectorFunction

Constructor & Destructor Documentation

InterpolantVectorFunctionHessian()

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

inline

Constructor.

Do not destruct the grid before the InterpolantVectorFunctionGradient object!

Parameters

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

~InterpolantVectorFunctionHessian()

sgpp::base::InterpolantVectorFunctionHessian::~InterpolantVectorFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::base::InterpolantVectorFunctionHessian::clone ( std::unique_ptr< VectorFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::base::VectorFunctionHessian.

References alpha, clone(), and grid.

Referenced by clone().

eval()

void sgpp::base::InterpolantVectorFunctionHessian::eval ( const DataVector &  x, DataVector &  value, DataMatrix &  gradient, std::vector< DataMatrix > &  hessian  )

inlineoverridevirtual

Evaluation of the function and its gradient.

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)
[out]	gradient	Jacobian \(\nabla g(\vec{x}) \in \mathbb{R}^{m \times d}\)
[out]	hessian	\(m\)-vector of Hessians \(\nabla^2 g_i(\vec{x}) \in \mathbb{R}^{d \times d}\)

Implements sgpp::base::VectorFunctionHessian.

References alpha, sgpp::base::VectorFunctionHessian::d, opEvalHessian, and sgpp::base::DataVector::setAll().

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

getAlpha()

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

inline

Returns

coefficient matrix

References alpha.

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

setAlpha()

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

inline

Parameters

alpha

coefficient matrix

References alpha.

Member Data Documentation

alpha

DataMatrix sgpp::base::InterpolantVectorFunctionHessian::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::InterpolantVectorFunctionHessian::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::InterpolantVectorFunctionHessian::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/vector/InterpolantVectorFunctionHessian.hpp