sgpp::base::OperationWeightedSecondMoment Class Reference

This class provides the second moment of a sparse grid function f w.r.t. More...

#include <OperationWeightedSecondMoment.hpp>

Inheritance diagram for sgpp::base::OperationWeightedSecondMoment:

Public Member Functions
virtual double	doWeightedQuadrature (DataVector &alpha, sgpp::base::DistributionsVector pdfs)=0
	Integrate the sparse grid function.
	OperationWeightedSecondMoment ()
	Constructor.
virtual	~OperationWeightedSecondMoment ()
	Destructor.

Detailed Description

This class provides the second moment of a sparse grid function f w.r.t.

a probability density function rho, i.e. int f(x)^2 rho (x) dx

Constructor & Destructor Documentation

OperationWeightedSecondMoment()

sgpp::base::OperationWeightedSecondMoment::OperationWeightedSecondMoment ( )

inline

Constructor.

~OperationWeightedSecondMoment()

virtual sgpp::base::OperationWeightedSecondMoment::~OperationWeightedSecondMoment ( )

inlinevirtual

Destructor.

Member Function Documentation

doWeightedQuadrature()

virtual double sgpp::base::OperationWeightedSecondMoment::doWeightedQuadrature ( DataVector &  alpha, sgpp::base::DistributionsVector  pdfs  )

pure virtual

Integrate the sparse grid function.

Parameters

alpha	Coefficient vector for current grid
pdfs	probability density functions

Implemented in sgpp::base::OperationWeightedSecondMomentNak.

Referenced by sgpp::optimization::SplineResponseSurface::getVariance(), and sgpp::optimization::SplineResponseSurfaceVector::getVariances().

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

• base/src/sgpp/base/operation/hash/OperationWeightedSecondMoment.hpp