sgpp::datadriven::OperationCovariance Class Reference

This class provides the covariance matrix a sparse grid function. More...

#include <OperationCovariance.hpp>

Public Member Functions
virtual void	doQuadrature (base::DataVector &alpha, base::DataMatrix &cov, base::DataMatrix *bounds=nullptr)
	Integrate the sparse grid function.
	OperationCovariance (base::Grid &grid)
	Constructor.
virtual	~OperationCovariance ()
	Destructor.

Protected Attributes
base::Grid &	grid

Detailed Description

This class provides the covariance matrix a sparse grid function.

Constructor & Destructor Documentation

OperationCovariance()

sgpp::datadriven::OperationCovariance::OperationCovariance ( base::Grid &  grid )

inlineexplicit

Constructor.

Parameters

grid

grid

~OperationCovariance()

virtual sgpp::datadriven::OperationCovariance::~OperationCovariance ( )

inlinevirtual

Destructor.

Member Function Documentation

doQuadrature()

void sgpp::datadriven::OperationCovariance::doQuadrature ( base::DataVector &  alpha, base::DataMatrix &  cov, base::DataMatrix *  bounds = nullptr  )

virtual

Integrate the sparse grid function.

Parameters

alpha	the function's values in the nodal basis
cov	where the covariance matrix will be stored
bounds	describes the boundaries of the hypercube of the original function

References alpha, sgpp::op_factory::createOperationDensityMargTo1D(), sgpp::base::Grid::getDimension(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), grid, sgpp::base::DataMatrix::resize(), sgpp::base::DataMatrix::set(), and sgpp::base::DataMatrix::setAll().

Member Data Documentation

grid

base::Grid& sgpp::datadriven::OperationCovariance::grid

protected

Referenced by python.uq.dists.SGDEdist.SGDEdist::__str__(), python.learner.Learner.Learner::applyData(), python.tools.Matrix::ApplyMatrix(), python.uq.dists.SGDEdist.SGDEdist::cdf(), python.uq.learner.Interpolant.Interpolant::doLearningIteration(), python.learner.Learner.Learner::doLearningIteration(), doQuadrature(), 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().

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

• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationCovariance.hpp
• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationCovariance.cpp