sgpp::datadriven::SystemMatrixDensityRatioEstimation Class Reference

Class that implements the virtual class base::OperationMatrix for the application of density ratio estimation for SystemMatrixDRE. More...

#include <SystemMatrixDensityRatioEstimation.hpp>

Inheritance diagram for sgpp::datadriven::SystemMatrixDensityRatioEstimation:

Public Member Functions
virtual void	generateb (base::DataVector &b)
	Generates the right hand side of the equation.
virtual void	mult (base::DataVector &alpha, base::DataVector &result)
	starts the Multiplication with the matrix
virtual void	prepareGrid ()
	forward declaration
void	setImplementation (datadriven::OperationMultipleEvalConfiguration operationConfiguration)
	SystemMatrixDensityRatioEstimation (base::Grid &SparseGrid, base::DataMatrix &trainDataP, base::DataMatrix &trainDataQ, double lambda)
	Std-Constructor.
virtual	~SystemMatrixDensityRatioEstimation ()
	Std-Destructor.
Public Member Functions inherited from sgpp::datadriven::DMSystemMatrixDRE
	DMSystemMatrixDRE (base::DataMatrix &trainDataP, base::DataMatrix &trainDataQ, double lambda)
	Std-Constructor.
virtual void	getTimers (double &timeMult, double &computeMult, double &timeMultTrans, double &computeMultTrans)
	gets the timer's values by saving them into call by reference values
virtual void	resetTimers ()
	resets all timers to 0
virtual	~DMSystemMatrixDRE ()
	Std-Destructor.
Public Member Functions inherited from sgpp::base::OperationMatrix
	OperationMatrix ()
	Constructor.
virtual	~OperationMatrix ()
	Destructor.

Additional Inherited Members
Protected Attributes inherited from sgpp::datadriven::DMSystemMatrixDRE
double	completeTimeMult_
	time needed for Mult
double	completeTimeMultTrans_
	time needed for Mult transposed
double	computeTimeMult_
	time needed only for the computation of mult, interesting on accelerator boards
double	computeTimeMultTrans_
	time needed only for the computation of mult transposed, interesting on accelerator boards
base::DataMatrix	datasetP_
	the datasets
base::DataMatrix	datasetQ_
double	lambda_
	the lambda, the regularisation parameter
base::SGppStopwatch *	myTimer_
	Stopwatch needed to determine the durations of mult and mult transposed.

Detailed Description

Class that implements the virtual class base::OperationMatrix for the application of density ratio estimation for SystemMatrixDRE.

The Identity matrix is used as regularization operator.

For the Operation B's mult and mutlTransposed functions vectorized formulations are used.

Constructor & Destructor Documentation

SystemMatrixDensityRatioEstimation()

sgpp::datadriven::SystemMatrixDensityRatioEstimation::SystemMatrixDensityRatioEstimation	(	base::Grid &	SparseGrid,
		base::DataMatrix &	trainDataP,
		base::DataMatrix &	trainDataQ,
		double	lambda
	)

Std-Constructor.

Parameters

SparseGrid	reference to the sparse grid
trainDataP	reference to base::DataMatrix that contains the training data for first dataset
trainDataQ	reference to base::DataMatrix that contains the training data for second dataset
lambda	the lambda, the regression parameter

References sgpp::op_factory::createOperationMultipleEval(), sgpp::datadriven::DMSystemMatrixDRE::datasetP_, sgpp::datadriven::DMSystemMatrixDRE::datasetQ_, and sgpp::base::DataMatrix::getNrows().

~SystemMatrixDensityRatioEstimation()

sgpp::datadriven::SystemMatrixDensityRatioEstimation::~SystemMatrixDensityRatioEstimation ( )

virtual

Std-Destructor.

Member Function Documentation

generateb()

void sgpp::datadriven::SystemMatrixDensityRatioEstimation::generateb ( base::DataVector &  b )

virtual

Generates the right hand side of the equation.

Parameters

b	reference to the vector that will contain the result of the matrix vector multiplication on the rhs

Implements sgpp::datadriven::DMSystemMatrixDRE.

References sgpp::datadriven::DMSystemMatrixDRE::completeTimeMultTrans_, sgpp::datadriven::DMSystemMatrixDRE::computeTimeMultTrans_, sgpp::datadriven::DMSystemMatrixDRE::myTimer_, sgpp::base::SGppStopwatch::start(), and sgpp::base::SGppStopwatch::stop().

mult()

void sgpp::datadriven::SystemMatrixDensityRatioEstimation::mult ( base::DataVector &  alpha, base::DataVector &  result  )

virtual

starts the Multiplication with the matrix

Parameters

alpha	DataVector that contains the ansatzfunctions' coefficients
result	DataVector into which the result of the Laplace operation is stored

Implements sgpp::datadriven::DMSystemMatrixDRE.

References alpha, sgpp::base::DataVector::axpy(), sgpp::datadriven::DMSystemMatrixDRE::completeTimeMult_, sgpp::datadriven::DMSystemMatrixDRE::completeTimeMultTrans_, sgpp::datadriven::DMSystemMatrixDRE::computeTimeMult_, sgpp::datadriven::DMSystemMatrixDRE::computeTimeMultTrans_, sgpp::datadriven::DMSystemMatrixDRE::lambda_, sgpp::base::DataVector::mult(), sgpp::datadriven::DMSystemMatrixDRE::myTimer_, sgpp::base::SGppStopwatch::start(), and sgpp::base::SGppStopwatch::stop().

prepareGrid()

void sgpp::datadriven::SystemMatrixDensityRatioEstimation::prepareGrid ( )

virtual

forward declaration

rebuilds the base::DataMatrix for Level and Index this routine is needed for supporting adaptive grids with vectorized high performance kernels

Reimplemented from sgpp::datadriven::DMSystemMatrixDRE.

setImplementation()

void sgpp::datadriven::SystemMatrixDensityRatioEstimation::setImplementation

(

datadriven::OperationMultipleEvalConfiguration

operationConfiguration

)

References sgpp::op_factory::createOperationMultipleEval(), sgpp::datadriven::DMSystemMatrixDRE::datasetP_, and sgpp::datadriven::DMSystemMatrixDRE::datasetQ_.

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

• datadriven/src/sgpp/datadriven/algorithm/SystemMatrixDensityRatioEstimation.hpp
• datadriven/src/sgpp/datadriven/algorithm/SystemMatrixDensityRatioEstimation.cpp