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Public Member Functions | List of all members
sgpp::base::OperationSecondMoment Class Referenceabstract

This class provides the second moment of a sparse grid function. More...

#include <OperationSecondMoment.hpp>

Inheritance diagram for sgpp::base::OperationSecondMoment:
sgpp::base::OperationSecondMomentBspline sgpp::base::OperationSecondMomentBsplineBoundary sgpp::base::OperationSecondMomentBsplineClenshawCurtis sgpp::base::OperationSecondMomentLinear sgpp::base::OperationSecondMomentLinearBoundary sgpp::base::OperationSecondMomentModBspline sgpp::base::OperationSecondMomentModBsplineClenshawCurtis sgpp::base::OperationSecondMomentModLinear sgpp::base::OperationSecondMomentModPoly sgpp::base::OperationSecondMomentModPolyClenshawCurtis sgpp::base::OperationSecondMomentPoly sgpp::base::OperationSecondMomentPolyBoundary sgpp::base::OperationSecondMomentPolyClenshawCurtis sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary

Public Member Functions

virtual double doQuadrature (DataVector &alpha, DataMatrix *bounds=nullptr)=0
 Integrate the sparse grid function.
 
 OperationSecondMoment ()
 Constructor.
 
virtual ~OperationSecondMoment ()
 Destructor.
 

Detailed Description

This class provides the second moment of a sparse grid function.

Constructor & Destructor Documentation

◆ OperationSecondMoment()

sgpp::base::OperationSecondMoment::OperationSecondMoment ( )
inline

Constructor.

◆ ~OperationSecondMoment()

virtual sgpp::base::OperationSecondMoment::~OperationSecondMoment ( )
inlinevirtual

Destructor.

Member Function Documentation

◆ doQuadrature()

virtual double sgpp::base::OperationSecondMoment::doQuadrature ( DataVector &  alpha,
DataMatrix *  bounds = nullptr 
)
pure virtual

Integrate the sparse grid function.

Parameters
alphathe function's values in the nodal basis
boundsdescribes the boundaries of the hypercube of the original function

Implemented in sgpp::base::OperationSecondMomentBspline, sgpp::base::OperationSecondMomentBsplineBoundary, sgpp::base::OperationSecondMomentBsplineClenshawCurtis, sgpp::base::OperationSecondMomentLinear, sgpp::base::OperationSecondMomentLinearBoundary, sgpp::base::OperationSecondMomentModBspline, sgpp::base::OperationSecondMomentModBsplineClenshawCurtis, sgpp::base::OperationSecondMomentModLinear, sgpp::base::OperationSecondMomentModPoly, sgpp::base::OperationSecondMomentModPolyClenshawCurtis, sgpp::base::OperationSecondMomentPoly, sgpp::base::OperationSecondMomentPolyBoundary, sgpp::base::OperationSecondMomentPolyClenshawCurtis, and sgpp::base::OperationSecondMomentPolyClenshawCurtisBoundary.

Referenced by sgpp::datadriven::LearnerSGDE::variance().

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