sgpp::base::OperationEvalHessianModWaveletNaive Class Reference

Operation for evaluating modified wavelet linear combinations on Noboundary grids, their gradients and their Hessians. More...

#include <OperationEvalHessianModWaveletNaive.hpp>

Inheritance diagram for sgpp::base::OperationEvalHessianModWaveletNaive:

Public Member Functions
void	evalHessian (const DataMatrix &alpha, const DataVector &point, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian) override
double	evalHessian (const DataVector &alpha, const DataVector &point, DataVector &gradient, DataMatrix &hessian) override
	OperationEvalHessianModWaveletNaive (GridStorage &storage)
	Constructor.
	~OperationEvalHessianModWaveletNaive () override
	Destructor.
Public Member Functions inherited from sgpp::base::OperationEvalHessian
	OperationEvalHessian ()
	Constructor.
virtual	~OperationEvalHessian ()
	Destructor.

Protected Attributes
SWaveletModifiedBase	base
	1D wavelet basis
DataVector	innerDerivative
	inner derivative (temporary vector)
DataVector	pointInUnitCube
	untransformed evaluation point (temporary vector)
GridStorage &	storage
	storage of the sparse grid

Additional Inherited Members
Public Attributes inherited from sgpp::base::OperationEvalHessian
DataVector	pointInUnitCube
	untransformed evaluation point (temporary vector)

Detailed Description

Operation for evaluating modified wavelet linear combinations on Noboundary grids, their gradients and their Hessians.

Constructor & Destructor Documentation

OperationEvalHessianModWaveletNaive()

sgpp::base::OperationEvalHessianModWaveletNaive::OperationEvalHessianModWaveletNaive ( GridStorage &  storage )

inlineexplicit

Constructor.

Parameters

storage

storage of the sparse grid

~OperationEvalHessianModWaveletNaive()

sgpp::base::OperationEvalHessianModWaveletNaive::~OperationEvalHessianModWaveletNaive ( )

inlineoverride

Destructor.

Member Function Documentation

evalHessian() [1/2]

void sgpp::base::OperationEvalHessianModWaveletNaive::evalHessian ( const DataMatrix &  alpha, const DataVector &  point, DataVector &  value, DataMatrix &  gradient, std::vector< DataMatrix > &  hessian  )

overridevirtual

Parameters

	alpha	coefficient matrix (each column is a coefficient vector)
	point	evaluation point
[out]	value	values of the linear combination
[out]	gradient	Jacobian of the linear combination (each row is a gradient vector)
[out]	hessian	vector of Hessians of the linear combination

Reimplemented from sgpp::base::OperationEvalHessian.

References alpha, base, sgpp::base::WaveletModifiedBasis< LT, IT >::eval(), sgpp::base::WaveletModifiedBasis< LT, IT >::evalDx(), sgpp::base::WaveletModifiedBasis< LT, IT >::evalDxDx(), sgpp::base::HashGridStorage::getBoundingBox(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::BoundingBox::getIntervalWidth(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::HashGridStorage::getSize(), innerDerivative, m, pointInUnitCube, sgpp::base::DataMatrix::resize(), sgpp::base::DataMatrix::setAll(), sgpp::base::DataVector::setAll(), storage, and sgpp::base::BoundingBox::transformPointToUnitCube().

evalHessian() [2/2]

double sgpp::base::OperationEvalHessianModWaveletNaive::evalHessian ( const DataVector &  alpha, const DataVector &  point, DataVector &  gradient, DataMatrix &  hessian  )

overridevirtual

Parameters

	alpha	coefficient vector
	point	evaluation point
[out]	gradient	gradient vector of the linear combination
[out]	hessian	Hessian matrix of the linear combination

Returns

value of the linear combination

Implements sgpp::base::OperationEvalHessian.

References sgpp::base::DataMatrix::add(), sgpp::base::DataVector::add(), alpha, base, sgpp::base::WaveletModifiedBasis< LT, IT >::eval(), sgpp::base::WaveletModifiedBasis< LT, IT >::evalDx(), sgpp::base::WaveletModifiedBasis< LT, IT >::evalDxDx(), sgpp::base::HashGridStorage::getBoundingBox(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::BoundingBox::getIntervalWidth(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::HashGridStorage::getSize(), innerDerivative, pointInUnitCube, sgpp::base::DataMatrix::setAll(), sgpp::base::DataVector::setAll(), storage, and sgpp::base::BoundingBox::transformPointToUnitCube().

Member Data Documentation

base

SWaveletModifiedBase sgpp::base::OperationEvalHessianModWaveletNaive::base

protected

1D wavelet basis

Referenced by evalHessian(), and evalHessian().

innerDerivative

DataVector sgpp::base::OperationEvalHessianModWaveletNaive::innerDerivative

protected

inner derivative (temporary vector)

Referenced by evalHessian(), and evalHessian().

pointInUnitCube

DataVector sgpp::base::OperationEvalHessianModWaveletNaive::pointInUnitCube

protected

untransformed evaluation point (temporary vector)

Referenced by evalHessian(), and evalHessian().

storage

GridStorage& sgpp::base::OperationEvalHessianModWaveletNaive::storage

protected

storage of the sparse grid

Referenced by evalHessian(), and evalHessian().

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

• base/src/sgpp/base/operation/hash/OperationEvalHessianModWaveletNaive.hpp
• base/src/sgpp/base/operation/hash/OperationEvalHessianModWaveletNaive.cpp