Class that implements the virtual class OperationMatrix for the application of density estimation for the Systemmatrix by using a density difference function for two input datasets. More...

#include <DensityDifferenceSystemMatrix.hpp>

Inheritance diagram for sgpp::datadriven::DensityDifferenceSystemMatrix:

Public Member Functions
void	computeUnweightedRhs (base::DataVector &bp, base::DataVector &bq)
	Computes the unweighted right hand sides of the density estimation equation.

	DensityDifferenceSystemMatrix (base::Grid &grid, base::DataMatrix &trainData_P, base::DataMatrix &trainData_Q, base::OperationMatrix *C, double lambda)
	Std-Constructor.

	DensityDifferenceSystemMatrix (sgpp::base::OperationMatrix A, sgpp::base::OperationMultipleEval B_p, sgpp::base::OperationMultipleEval B_q, sgpp::base::OperationMatrix C, double lambda, size_t numSamples_P, size_t numSamples_Q)
	Std-Constructor.

void	generateb (base::DataVector &b)
	Generates the right hand side of the classification equation.

void	mult (base::DataVector &alpha, base::DataVector &result)
	Generates the left hand side of the density estimation equation.

virtual	~DensityDifferenceSystemMatrix ()
	Std-Destructor.

Public Member Functions inherited from sgpp::base::OperationMatrix
	OperationMatrix ()
	Constructor.

virtual	~OperationMatrix ()
	Destructor.

Detailed Description

Class that implements the virtual class OperationMatrix for the application of density estimation for the Systemmatrix by using a density difference function for two input datasets.

Constructor & Destructor Documentation

◆ DensityDifferenceSystemMatrix() [1/2]

sgpp::datadriven::DensityDifferenceSystemMatrix::DensityDifferenceSystemMatrix	(	sgpp::base::OperationMatrix *	A,
		sgpp::base::OperationMultipleEval *	B_p,
		sgpp::base::OperationMultipleEval *	B_q,
		sgpp::base::OperationMatrix *	C,
		double	lambda,
		size_t	numSamples_P,
		size_t	numSamples_Q
	)

Std-Constructor.

Parameters

A	L^2 dot product matrix of some grid
B_p	MultipleEval matrix of grid and data points for first dataset
B_q	MultipleEval matrix of grid and data points for second dataset
C	the regression functional
lambda	the regression parameter
numSamples_P	number of data samples for first dataset
numSamples_Q	number of data samples for second dataset

◆ DensityDifferenceSystemMatrix() [2/2]

sgpp::datadriven::DensityDifferenceSystemMatrix::DensityDifferenceSystemMatrix	(	base::Grid &	grid,
		base::DataMatrix &	trainData_P,
		base::DataMatrix &	trainData_Q,
		base::OperationMatrix *	C,
		double	lambda
	)

Std-Constructor.

Parameters

grid	reference to the sparse grid
trainData_P	reference to DataVector that contains the training data from first dataset
trainData_Q	reference to DataVector that contains the training data from second dataset
C	the regression functional
lambda	the regression parameter

References sgpp::op_factory::createOperationLTwoDotProduct(), sgpp::op_factory::createOperationMultipleEval(), and grid().

◆ ~DensityDifferenceSystemMatrix()

sgpp::datadriven::DensityDifferenceSystemMatrix::~DensityDifferenceSystemMatrix ( )

virtual

Std-Destructor.

Member Function Documentation

◆ computeUnweightedRhs()

void sgpp::datadriven::DensityDifferenceSystemMatrix::computeUnweightedRhs	(	base::DataVector &	bp,
		base::DataVector &	bq
	)

Computes the unweighted right hand sides of the density estimation equation.

Parameters

bp	reference to the vector which will contain the result of the matrix vector multiplication on the rhs for first dataset
bq	reference to the vector which will contain the result of the matrix vector multiplication on the rhs for second dataset

References sgpp::base::DataVector::setAll().

Referenced by generateb(), and sgpp::datadriven::ModelFittingDensityDifferenceEstimationCG::update().