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Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 1234567]

AnalyticModels | |

Parabola | |

json | |

DictNode | |

IDNode | |

JSON | |

json_exception | |

ListNode | |

Node | |

TextNode | |

Token | |

Model | |

Model | |

python | |

controller | |

CheckpointController | |

CheckpointController | Class for handling events for storing and restoring of checkpoints |

InfoToFile | |

InfoToFile | The class processes the progress information from Learner and LinearSolver and stores it into the file |

InfoToGraph | |

InfoToGraph | This class processes the information about the current state of the learning process and presents it in form of a graph |

InfoToScreen | |

InfoToScreen | The class processes the progress information from Learner and LinearSolver and shows it on the terminal screen |

InfoToScreenRegressor | |

InfoToScreenRegressor | Prints some regression specific information together with information processed by InfoToScreen |

LearnerEventController | |

LearnerEventController | Abstract class of Subscribers of LearnerEvents |

SolverEventController | |

SolverEventController | Abstract class of Subscribers of LinearSolverEvents |

TerminalController | |

TerminalController | The class provides the functionality for launching of learning jobs from terminal using console parameters or a configuration file |

data | |

ARFFAdapter | |

ARFFAdapter | Class implements the interface of DataAdapter for storing and restoring of input data into / from files in ARFF-format |

CSVAdapter | |

CSVAdapter | Class implements the interface of DataAdapter for storing and restoring of input data into / from files in CSV-format |

DataAdapter | |

DataAdapter | Abstract class defines the interface for storing and loading of input data |

DataContainer | |

DataContainer | A collection of data It can contain data sets for different categories, like "train" and "test" data |

DataEntry | |

DataEntry | A container for tuple of a point and its corresponding value |

DataSpecification | |

DataSpecification | The class encapsulates the description of the data set, like names of dimensions and source file |

learner | |

Classifier | |

Classifier | The class implements the abstract methods from Learner and allows to accomplish basic classification tasks |

folding | |

FilesFoldingPolicy | |

FilesFoldingPolicy | Provides functionality for accomplishment of learning with cross-validation by generating a set of training data/validation data pairs from the set of files This class corresponds to the old doFoldf() method |

FoldingPolicy | |

FoldingPolicy | Abstract class for providing functionality for accomplishment of learning with cross-validation by generating a set of training data/validation data pairs |

RandomFoldingPolicy | |

RandomFoldingPolicy | Provides functionality for accomplishment of learning with cross-validation by generating a set of training data/validation data pairs randomly This class corresponds to the old doFold() method |

SequentialFoldingPolicy | |

SequentialFoldingPolicy | Provides functionality for accomplishment of learning with cross-validation by generating a set of training data/validation data pairs sequentially This class corresponds to the old doFolds() method |

StratifiedFoldingPolicy | |

StratifiedFoldingPolicy | Provides functionality for accomplishment of learning with cross-validation by generating a set of training data/validation data pairs with equal distribution of points from two different classes between folds |

formatter | |

GridFormatter | |

GridFormatter | Provides functionality for the runtime serialization of the Grid object |

GridImageFormatter | |

GridImageFormatter | |

LearnedKnowledgeFormatter | |

LearnedKnowledgeFormatter | Provides functionality for the runtime serialization of the LearnedKnowledge object |

LearnerFormatter | |

LearnerFormatter | |

LearnedKnowledge | |

LearnedKnowledge | Class keeps all information, which was learned during the learning process |

Learner | |

Learner | The class implements the routines common for classifier and regressor |

LearnerEvents | Constants of different learning events |

LearnerBuilder | |

LearnerBuilder | Implement mechanisms to create customized learning system |

CGSolverDescriptor | CGSolver Descriptor helps to implement fluid interface patter on python it encapsulates functionality concerning creation of the CG-Solver |

FoldingDescriptor | Folding Descriptor helps to implement fluid interface patter on python it encapsulates functionality concerning the usage for N-fold cross-validation |

GridDescriptor | Grid Descriptor helps to implement fluid interface patter on python it encapsulates functionality concerning creation of the grid |

SpecificationDescriptor | TrainingSpecification Descriptor helps to implement fluid interface patter on python it encapsulates functionality concerning creation of the training specification |

StopPolicyDescriptor | TrainingStopPolicy Descriptor helps to implement fluid interface patter on python it encapsulates functionality concerning creation of the training stop policy |

Regressor | |

Regressor | Subclass of Learner, responsible for regression |

solver | |

CGSolver | |

CGSolver | This is a decorator for sgpp::ConjugateGradients class |

LinearSolver | |

LinearSolver | Abstract class for solution of system of linear equations |

LinearSolverEvents | Constants of different solving events |

TrainingSpecification | |

TrainingSpecification | Collection of parameters, which specify the learning process |

TrainingStopPolicy | |

TrainingStopPolicy | The class implements heuristics for testing if the learn process should be finished before learner is overfitted |

Types | |

BorderTypes | Constants for types of grid borders |

SolverTypes | Constants for types of linear solvers |

tools | |

Matrix | Class Matrix that incorporates settings and actions for applying the matrix C and computing the RHS b |

uq | |

analysis | |

Analysis | |

Analysis | |

AnalysisHash | |

asgc | |

anova | |

hdmr | |

HDMR | |

hdmrAnalytic | |

HDMRAnalytic | |

ASGCAnalysis | |

ASGCAnalysis | |

ASGCAnalysisBuilder | |

ASGCAnalysisBuilder | |

ASGCAnalysisSpecification | |

ASGCAnalysisSpecification | |

ASGCDescriptor | |

ASGCDescriptor | |

ASGCKnowledge | |

ASGCKnowledge | |

ASGCKnowledgeFormatter | |

ASGCKnowledgeFormatter | |

KnowledgeTypes | |

KnowledgeTypes | |

mc | |

MCAnalysis | |

MCAnalysis | |

dists | |

Beta | |

Beta | |

Corr | |

Corr | |

CorrBeta | |

CorrBeta | |

DataDist | |

DataDist | |

Dist | |

Dist | |

DTreesDist | |

DTreesDist | |

EstimatedDist | |

EstimatedDist | |

GaussianKDEDist | |

GaussianKDEDist | |

J | |

J | |

LibAGFDist | |

LibAGFDist | |

Lognormal | |

Lognormal | |

MultivariateNormal | |

MultivariateNormal | |

NatafDist | |

NatafDist | |

Normal | |

Normal | |

optimization | |

estimateDensityDTrees | |

estimateDensityKDE | |

estimateDensitySGDE | |

SGDEdist | |

SGDEdist | |

TNormal | |

TNormal | |

Uniform | |

Uniform | |

estimators | |

AnalyticEstimationStrategy | |

AnalyticEstimationStrategy | |

CollocationPointsStrategy | |

CollocationPointsStrategy | |

DiscreteIntegralStrategy | |

DiscreteIntegralStrategy | |

Estimator | |

Estimator | |

IntegralStrategy | |

IntegralStrategy | |

MarginalAnalyticEstimationStrategy | |

MarginalAnalyticEstimationStrategy | |

MarginalIntegralStrategy | |

MarginalIntegralStrategy | |

MCEstimator | |

MCEstimator | |

MonteCarloStrategy | |

MonteCarloStrategy | |

PiecewiseConstantIntegralStrategy | |

PiecewiseConstantIntegralStrategy | |

SparseGridEstimationStrategy | |

SparseGridEstimationStrategy | |

SparseGridEstimator | |

SparseGridEstimator | |

jsonLib | |

learner | |

builder | |

CGSolverDescriptor | |

CGSolverDescriptor | |

GridDescriptor | |

GridDescriptor | |

InterpolantSpecificationDescriptor | |

InterpolantSpecificationDescriptor | |

LearnerBuilder | |

LearnerBuilder | Implement mechanisms to create customized learning system |

RegressorSpecificationDescriptor | |

FoldingDescriptor | |

FoldingStrategy | |

RegressorSpecificationDescriptor | |

SimulationLearnerBuilder | |

SimulationLearnerBuilder | |

SimulationLearnerDescriptor | |

Interpolant | |

Interpolant | |

Learner | |

Learner | |

LearnerEvents | |

Regressor | |

Regressor | |

SimulationLearner | |

SimulationLearner | |

SimulationLearnerSpecification | |

SimulationLearnerSpecification | |

manager | |

ASGCStatistics | |

ASGCStatistics | |

ASGCUQManager | |

ASGCUQManager | |

ASGCUQManagerBuilder | |

ASGCUQManagerBuilder | |

operations | |

discretization | |

discretizeProduct | |

epsilonComplexity | |

forcePositivity | |

estimateDensity | |

EstimateDensityAlgorithm | |

findCandidateSet | |

CandidateSet | |

findIntersections | |

IntersectionCandidates | |

fullGridSearch | |

FullGridCandidates | |

interpolateFunction | |

InterpolateFunction | |

interpolateParents | |

InterpolateParents | |

interpolationAlgorithm | |

InterpolationAlgorithm | |

localFullGridSearch | |

LocalFullGridCandidates | |

operationMakePositive | |

OperationMakePositive | |

operationMakePositiveFast | |

OperationMakePositiveFast | |

searchNextLevel | |

SearchLevelWiseForCandidates | |

setGridPointsToZero | |

SetGridPointsToZero | |

general | |

natafTransformation | |

NatafTransformation | |

sg_multiplication | |

sparse_grid | |

parameters | |

DeterministicParameter | |

DeterministicParameter | |

Parameter | |

Parameter | |

ParameterBuilder | |

DeterministicParameterBuilder | |

GeneralParameterBuilder | |

ParameterBuilder | |

UncertainParameterBuilder | |

ParameterDescriptor | |

DeterministicParameterDescriptor | |

ParameterDescriptor | |

UncertainParameterDesciptor | |

ParameterSet | |

ParameterSet | |

ParameterSetIterator | |

UncertainParameter | |

UncertainParameter | |

plot | |

plot1d | |

plot2d | |

plot3d | |

plotGrid | |

scatterplot | |

quadrature | |

bilinearform | |

bilinear_form | |

bilinear_form_admissible_set | |

BilinearGaussQuadratureStrategy | |

BilinearGaussQuadratureStrategy | |

BilinearQuadratureStrategy | |

BilinearQuadratureStrategy | |

DiscreteBilinearScipyQuadratureStrategy | |

DiscreteBilinearScipyQuadratureStrategy | |

PiecewiseConstantQuadratureStrategy | |

PiecewiseConstantQuadratureStrategy | |

SparseGridQuadratureStrategy | |

SparseGridQuadratureStrategy | |

UniformQuadratureStrategy | |

UniformQuadratureStrategy | |

full_grid | |

HashQuadrature | |

HashQuadrature | |

HashQuadratureMap | |

linearform | |

LinearGaussQuadratureStrategy | |

LinearGaussQuadratureStrategy | |

LinearQuadratureStrategy | |

LinearQuadratureStrategy | |

marginalization | |

marginalization | |

sparse_grid | |

strategies | |

GaussHermiteQuadrature | |

GaussHermiteQuadrature | |

GaussLegendreQuadrature | |

GaussLegendreQuadrature | |

QuadratureFactory | |

QuadratureFactory | |

QuadratureStrategy | |

QuadratureStrategy | |

trilinearform | |

TrilinearGaussQuadratureStrategy | |

TrilinearGaussQuadratureStrategy | |

TrilinearQuadratureStrategy | |

TrilinearQuadratureStrategy | |

refinement | |

AdmissibleSet | |

AdmissibleSetGenerator | |

AdmissibleSparseGridNodeSet | |

RefinableNodesSet | |

LocalRefinementStrategy | |

AddNode | |

ANOVARefinement | |

CreateAllChildrenRefinement | |

LocalRefinementStrategy | |

RefinementManager | |

RefinementManager | |

RefinementManagerDescriptor | |

AdmissibleSetDescriptor | |

MostPromisingChildrenDescriptor | |

RefineCurrentNodesDescriptor | |

RefinementManagerDescriptor | |

RefinementStrategy | |

ExpectationValueBFRanking | |

ExpectationValueOptRanking | |

LinearSurplusEstimationRanking | |

Ranking | |

SquaredSurplusBFRanking | |

SquaredSurplusRanking | |

SurplusRanking | |

SurplusRatioEstimationRanking | |

SurplusRatioRanking | |

VarianceBFRanking | |

VarianceOptRanking | |

sampler | |

asgc | |

ASGCSampler | |

ASGCSampler | |

ASGCSamplerBuilder | |

ASGCSamplerBuilder | |

ASGCSamplerStopPolicyDescriptor | |

ASGCSamplerFormatter | |

ASGCSamplerFormatter | |

ASGCSamplerSpecification | |

ASGCSamplerSpecification | |

ASGCSamplerStopPolicy | |

ASGCSamplerStopPolicy | The class implements heuristics for testing if the learn process should be finished before learner is overfitted |

MCSampler | |

MCSampler | |

Sample | |

DistributionType | |

Sample | |

Samples | |

SamplesIterator | |

SampleType | |

Sampler | |

Sampler | |

tools | |

toolsKbhitCountdown | |

transformation | |

JointTransformation | |

JointTransformation | |

LinearTransformation | |

LinearTransformation | |

RosenblattTransformation | |

RosenblattTransformation | |

Transformation | |

Transformation | |

uq_setting | |

choose_working_dir | |

remote_worker | |

samplingresult | |

Samplingresult | |

UQBuilder | |

UQBuilder | |

UQSetting | |

UQSampleType | |

UQSetting | |

UQSettingAdapter | |

UQSettingAdapter | |

UQSettingFormatter | |

UQSettingFormatter | |

UQSettingManager | |

Sampler | |

UQSettingManager | |

UQSettingTools | |

UQSpecification | |

UQSpecification | |

utils | |

GzipSerializer | |

GzipSerializer | The class provides the method, used by subclasses to work with gzip-compressed files |

json | |

_StringGenerator | Json.py implements a JSON (http://json.org) reader and writer |

JsonReader | Reader for json-formatted objects |

JsonWriter | Writer for json-formatted objects |

ReadException | Exceptions which can happen during the reading process |

WriteException | Exceptions which can happen during the writing process |

sgpp | |

base | |

AbstractRefinement | Abstract refinement class for sparse grids |

AbstractRefinement_refinement_key | |

AdpativityConfiguration | Structure that can be used by application to define adaptivity strategies |

algorithm_exception | Exception that is thrown in case of an application failure |

AlgorithmDGEMV | Basic multiplaction with B and B^T on grids with no boundaries |

AlgorithmEvaluation | Basic algorithm for getting all affected basis functions |

AlgorithmEvaluationTransposed | Basic algorithm for getting all affected basis functions |

AlgorithmMultipleEvaluation | Abstract implementation for multiple function evaluations |

application_exception | Exception that is thrown in case of an application failure |

Basis | Basis class for basis functions |

BatchConfiguration | Structure to provide parameters for the BatchLearner |

BoundaryGridGenerator | This class provides the interface for the grid generation for grids with boundaries, pentagon cut through sub space scheme |

BoundingBox | This class implements the boundaries of the sparse grid |

BoundingBox1D | Struct that defines the boundaries for one specific dimension |

BreadthFirstSearch | Class for applying a functor of type FUNC on all grid points of a sparse grid in a breadth-first search (BFS) manner |

BsplineBasis | B-spline basis on Noboundary grids |

BsplineBoundaryBasis | B-spline basis on Boundary grids |

BsplineBoundaryGrid | Grid with Bspline basis functions with boundaries, pentagon cut |

BsplineClenshawCurtisBasis | B-spline basis on Clenshaw-Curtis grids |

BsplineClenshawCurtisGrid | Grid with Clenshaw-Curtis Bspline basis functions with boundaries, pentagon cut |

BsplineGrid | Grid with Bspline basis functions |

BsplineModifiedBasis | Modified B-spline basis on Noboundary grids |

BsplineModifiedClenshawCurtisBasis | B-spline basis on Clenshaw-Curtis grids |

ClenshawCurtisTable | Lookup table for 1D Clenshaw-Curtis points |

CoarseningFunctor | Abstract class that defines the interfaces that coarsening functors have to provide |

ConfigurationParameters | |

ConvertLinearToPrewavelet | Class that implements the transformation of a hierarchical linear sparse grid to a hierarchical prewavelet sparse grid |

ConvertPrewaveletToLinear | Class that implements the transformation of a hierarchical prewavelet sparse grid to a hierarchical linear sparse grid |

data_exception | Exception that is thrown in case of a data failure (conversion, creation, ...) |

DataMatrix | A class to store two-dimensional data |

DataMatrixSP | A class to store two-dimensional data |

DataVector | A class to store one-dimensional data |

DataVectorDefinition | This struct is needed for exporting a DataVector to another address space, so it contains all information that is needed to reconstruct a DataVector object |

DataVectorSP | A class to store one-dimensional data |

DehierarchisationFundamentalSpline | Functor for dehierarchization with fundamental splines via BreadthFirstSearch |

DehierarchisationLinear | Class that implements the dehierarchisation on a linear sparse grid |

DehierarchisationLinearBoundary | Class that implements the dehierarchisation on a linear sparse grid with boundaries |

DehierarchisationLinearStretched | Class that implements the dehierarchisation on a linear sparse grid |

DehierarchisationLinearStretchedBoundary | Class that implements the dehierarchisation on a linear sparse grid with boundaries |

DehierarchisationModFundamentalSpline | Functor for dehierarchization with modified fundamental splines via BreadthFirstSearch |

DehierarchisationModLinear | Class that implements the dehierarchisation on a mod linear sparse grid |

DehierarchisationModPoly | Class that implements the dehierarchisation on a modified polynomial sparse grid |

DehierarchisationPoly | Class that implements the dehierarchisation on a polynomial sparse grid |

DehierarchisationPolyBoundary | Class that implements the dehierarchisation on a polynomial sparse grid |

DirichletGridConverter | This class handles the conversion of a boundary grid with dirichlet boundary conditions into an inner |

DirichletUpdateVector | This class is useful if you do some PDE calculations with Dirichlet Boundary Conditions |

EvalCuboidGenerator | This class builds a cuboid in the d-dimension space |

EvalCuboidGeneratorForStretching | This class builds a cuboid in the d-dimension space |

factory_exception | Exception that is thrown in case of a grid failure |

file_exception | Exception that is thrown in case of a file failure |

FundamentalSplineBasis | Fundamental spline basis on Noboundary grids |

FundamentalSplineGrid | Grid with fundamental spline basis functions |

FundamentalSplineModifiedBasis | Modified fundamental spline basis on Noboundary grids |

GaussHermiteQuadRule1D | |

GaussLegendreQuadRule1D | |

GeneralizedBoundaryGridGenerator | This class provides the interface for the grid generation for grids with boundaries, pentagon cut through sub space scheme |

generation_exception | Exception that is thrown in case of a grid generation failure |

GetAffectedBasisFunctions | Basic algorithm for getting all affected basis functions |

GetAffectedBasisFunctions< LinearBoundaryBasis< unsigned int, unsigned int > > | Template Specialization for LinearBoundaryBasis basis |

GetAffectedBasisFunctions< LinearPeriodicBasis< unsigned int, unsigned int > > | Template Specialization for PeriodicBasis basis |

GetAffectedBasisFunctions< LinearStretchedBoundaryBasis< unsigned int, unsigned int > > | Template Specialization for LinearStretchedBoundaryBasis basis |

GetAffectedBasisFunctions< PolyBoundaryBasis< unsigned int, unsigned int > > | Template Specialization for PolyBoundaryBasis basis |

GetAffectedBasisFunctions< PrewaveletBasis< unsigned int, unsigned int > > | Template Specialization for prewavelet basis |

Grid | Abstract base class for all types grids used in sgpp the class gives pure virtual function definitions that have to be implemented by all types of grids |

GridDataBase | Class that allows to keep a storage of arbitrary grid points |

GridGenerator | Abstract class that defines the interfaces for the different grid's GridGenerators |

GridPrinter | This class implements a utility that allows you to print a grid to file |

GridPrinterForStretching | This class implements a utility that allows you to print a grid to file |

GridStencil | Grid with linear base functions |

HashCoarsening | Standard free coarsening class for sparse grids, only inner grid points can be removed |

HashGenerator | This class provides the generation functionality of sparse grids based on hashmaps |

HashGridIterator | This class can be used for storage agnostic algorithms |

HashGridPoint | This Class represents one Gridpoint |

HashGridPointEqualityFunctor | |

HashGridPointHashFunctor | |

HashGridPointPointerEqualityFunctor | |

HashGridPointPointerHashFunctor | |

HashGridStorage | Generic hash table based storage of grid points |

HashRefinement | Free refinement class for sparse grids |

HashRefinementBoundaries | Standard free refinement class for sparse grids with boundaries |

HashRefinementBoundariesMaxLevel | Standard free refinement class for sparse grids with boundaries with a maximal level depth of refinement |

HashRefinementInconsistent | Free refinement class for sparse grids |

HierarchisationFundamentalSpline | Functor for hierarchization with fundamental splines via BreadthFirstSearch |

HierarchisationLinear | Class that implements the hierarchisation on a linear sparse grid |

HierarchisationLinearBoundary | Class that implements the hierarchisation on a linear sparse grid with boundaries |

HierarchisationLinearStretched | Class that implements the hierarchisation on a linear sparse grid |

HierarchisationLinearStretchedBoundary | Class that implements the hierarchisation on a linear sparse grid with boundaries |

HierarchisationModFundamentalSpline | Functor for hierarchization with modified fundamental splines via BreadthFirstSearch |

HierarchisationModLinear | Class that implements the hierarchisation on a mod linear sparse grid |

HierarchisationModPoly | Class that implements the hierarchisation on a modified polynomial sparse grid |

HierarchisationPoly | Class that implements the hierarchisation on a polynomial sparse grid |

HierarchisationPolyBoundary | Class that implements the hierarchisation on a polynomial sparse grid |

IndexInSubspaceGenerator | Container for the index_vectors of a subspace |

iterator | Iterator class compatible with STL forward iterator (no const iterator) |

KernelSourceBuilderBase | |

L0BoundaryGridGenerator | This class provides the interface for the grid generation for grids with boundaries, diagonal cut through sub space scheme |

LinearBasis | Linear basis on Noboundary grids |

LinearBoundaryBasis | Linear basis on Boundary grids |

LinearBoundaryGrid | Grid with linear base functions with boundaries, pentagon cut |

LinearClenshawCurtisBasis | Linear basis on Clenshaw-Curtis grids |

LinearClenshawCurtisGrid | Grid with Clenshaw-Curtis linear base functions with boundaries, pentagon cut |

LinearGrid | Grid with linear base functions |

LinearGridStencil | Grid with linear base functions |

LinearL0BoundaryGrid | Grid with linear base functions with boundaries |

LinearLoadBalancer | |

LinearLoadBalancerMultiPlatform | |

LinearModifiedBasis | Modified linear basis on Noboundary grids |

LinearPeriodicBasis | Linear basis functions with boundaries And here we have another implicit dependence on tensor products |

LinearStretchedBasis | Linearstretched base functions |

LinearStretchedBoundaryBasis | Linearstretched basis functions with boundaries And here we have another implicit dependence on tensor products |

LinearStretchedBoundaryGrid | Grid with linear base functions with boundaries, pentagon cut |

LinearStretchedGrid | Grid with linearstretched base functions |

LinearTruncatedBoundaryGrid | Grid with linear base functions with boundaries, pentagon cut Generalization of the LinearL0Boundary and LinearBoundary Grids The sparse grid does contain all fullgrids with |l|<a given level, and l_min>l_user For l_user=0 we obtain the LinearL0BoundaryGrid and for l_user=1 we obtain the linear truncated boundary grid |

ModBsplineClenshawCurtisGrid | Grid with modified Clenshaw-Curtis Bspline basis functions |

ModBsplineGrid | Grid with modified Bspline basis functions |

ModFundamentalSplineGrid | Grid with modified fundamental spline basis functions |

ModLinearGrid | Grid with modified linear base functions |

ModLinearGridStencil | Grid with linear base functions |

ModPolyGrid | Grid with modified polynomial base functions |

ModWaveletGrid | Grid with modified wavelet base functions |

not_implemented_exception | Exception that is thrown in case of an application failure |

OCLBufferWrapperSD | |

OCLClonedBuffer | |

OCLClonedBufferMultiPlatform | |

OCLConfigurationParameters | |

OCLDevice | |

OCLManager | |

OCLManagerMultiPlatform | |

OCLOperationConfiguration | |

OCLPlatformWrapper | |

OCLStretchedBuffer | |

OCLStretchedBufferMultiPlatform | |

OCLZeroCopyBuffer | |

operation_exception | Exception that is thrown in case of a grid operation failure |

OperationConfiguration | |

OperationConvert | Operation that cpnverts a given basis into the normal, linear hat basis and vice versa |

OperationConvertPrewavelet | |

OperationEval | Operation that evaluates the current sparse grid function defined by the coefficient vector alpha at a given point |

OperationEvalBsplineBoundaryNaive | Operation for evaluating B-spline linear combinations on Boundary grids |

OperationEvalBsplineClenshawCurtisNaive | Operation for evaluating B-spline linear combinations on Clenshaw-Curtis grids |

OperationEvalBsplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids |

OperationEvalFundamentalSplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids |

OperationEvalGradient | Abstract operation for evaluating a linear combination of basis functions and its gradient |

OperationEvalGradientBsplineBoundaryNaive | Operation for evaluating B-spline linear combinations on Boundary grids and their gradients |

OperationEvalGradientBsplineClenshawCurtisNaive | Operation for evaluating B-spline linear combinations on Clenshaw-Curtis grids and their gradients |

OperationEvalGradientBsplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids and their gradients |

OperationEvalGradientFundamentalSplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids and their gradients |

OperationEvalGradientModBsplineClenshawCurtisNaive | Operation for evaluating modified Clenshaw-Curtis B-spline linear combinations on Noboundary grids and their gradients |

OperationEvalGradientModBsplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids and their gradients |

OperationEvalGradientModFundamentalSplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids and their gradients |

OperationEvalGradientModWaveletNaive | Operation for evaluating modified wavelet linear combinations on Noboundary grids and their gradients |

OperationEvalGradientWaveletBoundaryNaive | Operation for evaluating wavelet linear combinations on Boundary grids and their gradients |

OperationEvalGradientWaveletNaive | Operation for evaluating wavelet linear combinations on Noboundary grids and their gradients |

OperationEvalHessian | Abstract operation for evaluating a linear combination of basis functions, its gradient and its Hessian |

OperationEvalHessianBsplineBoundaryNaive | Operation for evaluating B-spline linear combinations on Boundary grids, their gradients and their Hessians |

OperationEvalHessianBsplineClenshawCurtisNaive | Operation for evaluating B-spline linear combinations on Clenshaw-Curtis grids, their gradients and their Hessians |

OperationEvalHessianBsplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalHessianFundamentalSplineNaive | Operation for evaluating B-spline linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalHessianModBsplineClenshawCurtisNaive | Operation for evaluating modified Clenshaw-Curtis B-spline linear combinations on Noboundary grids, their gradients, and their Hessians |

OperationEvalHessianModBsplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalHessianModFundamentalSplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalHessianModWaveletNaive | Operation for evaluating modified wavelet linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalHessianWaveletBoundaryNaive | Operation for evaluating wavelet linear combinations on Boundary grids, their gradients and their Hessians |

OperationEvalHessianWaveletNaive | Operation for evaluating wavelet linear combinations on Noboundary grids, their gradients and their Hessians |

OperationEvalLinear | This class implements OperationEval for a grids with linear basis ansatzfunctions without boundaries |

OperationEvalLinearBoundary | This class implements OperationEval for a grids with linear basis ansatzfunctions with boundaries |

OperationEvalLinearBoundaryNaive | |

OperationEvalLinearClenshawCurtisNaive | |

OperationEvalLinearNaive | |

OperationEvalLinearStretched | This class implements OperationEval for a grids with linear basis ansatzfunctions without boundaries |

OperationEvalLinearStretchedBoundary | This class implements OperationEval for a grids with linear basis ansatzfunctions with boundaries |

OperationEvalModBsplineClenshawCurtisNaive | Operation for evaluating modified Clenshaw-Curtis B-spline linear combinations on Noboundary grids |

OperationEvalModBsplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids |

OperationEvalModFundamentalSplineNaive | Operation for evaluating modified B-spline linear combinations on Noboundary grids |

OperationEvalModLinear | This class implements OperationEval for a grids with mod linear basis ansatzfunctions with |

OperationEvalModLinearNaive | |

OperationEvalModPoly | This class implements OperationEval for a grids with mod poly basis ansatzfunctions with |

OperationEvalModPolyNaive | |

OperationEvalModWaveletNaive | Operation for evaluating modified wavelet linear combinations on Noboundary grids |

OperationEvalPartialDerivative | Abstract operation for evaluating a partial derivative of a linear combination of basis functions |

OperationEvalPartialDerivativeBsplineBoundaryNaive | Operation for evaluating partial derivatives of B-spline linear combinations on Boundary grids |

OperationEvalPartialDerivativeBsplineClenshawCurtisNaive | Operation for evaluating partial derivatives of B-spline linear combinations on Clenshaw-Curtis grids |

OperationEvalPartialDerivativeBsplineNaive | Operation for evaluating partial derivatives of B-spline linear combinations on Noboundary grids |

OperationEvalPartialDerivativeFundamentalSplineNaive | Operation for evaluating partial derivatives of B-spline linear combinations on Noboundary grids |

OperationEvalPartialDerivativeModBsplineClenshawCurtisNaive | Operation for evaluating partial derivatives of modified Clenshaw-Curtis B-spline linear combinations on Noboundary grids |

OperationEvalPartialDerivativeModBsplineNaive | Operation for evaluating partial derivatives of modified B-spline linear combinations on Noboundary grids |

OperationEvalPartialDerivativeModFundamentalSplineNaive | Operation for evaluating partial derivatives of modified B-spline linear combinations on Noboundary grids |

OperationEvalPartialDerivativeModWaveletNaive | Operation for evaluating partial derivatives of modified wavelet linear combinations on Noboundary grids |

OperationEvalPartialDerivativeWaveletBoundaryNaive | Operation for evaluating partial derivatives of wavelet linear combinations on Boundary grids |

OperationEvalPartialDerivativeWaveletNaive | Operation for evaluating partial derivatives of wavelet linear combinations on Noboundary grids |

OperationEvalPeriodic | This class implements OperationEval for a grids with periodic linear basis ansatzfunctions with |

OperationEvalPoly | This class implements OperationEval for a grids with poly basis ansatzfunctions with |

OperationEvalPolyBoundary | This class implements OperationEval for a grids with poly basis ansatzfunctions with |

OperationEvalPolyBoundaryNaive | |

OperationEvalPolyNaive | |

OperationEvalPrewavelet | This class implements OperationEval for a grids with prewavelet basis ansatzfunctions without boundaries |

OperationEvalWaveletBoundaryNaive | Operation for evaluating wavelet linear combinations on Boundary grids |

OperationEvalWaveletNaive | Operation for evaluating wavelet linear combinations on Noboundary grids |

OperationFirstMoment | This class provides the first moment of a sparse grid function |

OperationFirstMomentLinear | FirstMomemnt of sparse grid function, linear grid without boundaries |

OperationHierarchisation | This class implements the hierarchisation and dehierarchisation on the sparse grid |

OperationHierarchisationFundamentalSpline | Hierarchisation on sparse grid, fundamental spline basis |

OperationHierarchisationLinear | Hierarchisation on sparse grid, linear grid without boundaries |

OperationHierarchisationLinearBoundary | Hierarchisation on sparse grid, linear case with boundaries |

OperationHierarchisationLinearStretched | Hierarchisation on sparse grid, linear grid without boundaries |

OperationHierarchisationLinearStretchedBoundary | Hierarchisation on sparse grid, linear stretched case with boundaries |

OperationHierarchisationModBspline | Hierarchisation on sparse grid, mod bspline case |

OperationHierarchisationModFundamentalSpline | Hierarchisation on sparse grid, modified fundamental spline basis |

OperationHierarchisationModLinear | Hierarchisation on sparse grid, mod linear case |

OperationHierarchisationModPoly | Hierarchisation on sparse grid, mod poly case |

OperationHierarchisationModWavelet | Hierarchisation on sparse grid, mod wavelet case |

OperationHierarchisationPoly | Hierarchisation on sparse grid, poly case |

OperationHierarchisationPolyBoundary | Hierarchisation on sparse grid, poly case |

OperationHierarchisationPrewavelet | Hierarchisation on sparse grid with prewavelets and no boundary |

OperationIdentity | Implementation of identity Operation for all kinds of grids |

OperationMatrix | Abstract definition of a matrix operator interface |

OperationMatrixSP | Abstract definition of a matrix operator interface |

OperationMultipleEval | Interface for multiplication with Matrices \(B\) and \(B^T\) |

OperationMultipleEvalLinear | This class implements OperationB for a grids with linear basis ansatzfunctions without boundaries |

OperationMultipleEvalLinearBoundary | This class implements OperationMultipleEval for a grids with linear basis ansatzfunctions with boundaries |

OperationMultipleEvalLinearStretched | This class implements OperationB for a grids with linearstretched basis ansatzfunctions without boundaries |

OperationMultipleEvalLinearStretchedBoundary | This class implements OperationMultipleEval for a grids with linearstretched basis ansatzfunctions with boundaries |

OperationMultipleEvalModLinear | This class implements OperationMultipleEval for a grids with mod linear basis ansatzfunctions |

OperationMultipleEvalModPoly | This class implements OperationMultipleEval for a grids with mod poly basis ansatzfunctions |

OperationMultipleEvalPeriodic | This class implements OperationMultipleEval for a grids with periodic linear basis ansatzfunctions |

OperationMultipleEvalPoly | This class implements OperationMultipleEval for a grids with poly basis ansatzfunctions |

OperationMultipleEvalPolyBoundary | This class implements OperationMultipleEval for a grids with poly basis ansatzfunctions |

OperationMultipleEvalPrewavelet | This class implements OperationMultipleEval for a grids with prewavelet ansatzfunctions without boundaries |

OperationQuadrature | This class provides the quadrature of a sparse grid function |

OperationQuadratureLinear | Quadrature on sparse grid, linear grid without boundaries |

OperationQuadratureLinearBoundary | Quadrature on sparse grid, linear grid without boundaries |

OperationQuadratureMC | Quadrature on any sparse grid (that has OperationMultipleEval implemented) using Monte Carlo |

OperationQuadraturePoly | Quadrature on sparse grid, polynomial grid without boundaries |

OperationQuadraturePolyBoundary | Quadrature on sparse grid, polynomial grid without boundaries |

OperationSecondMoment | This class provides the second moment of a sparse grid function |

OperationSecondMomentLinear | SecondMomemnt of sparse grid function, linear grid without boundaries |

OperationStencilHierarchisation | This class implements abstract hierarchisation and dehierarchisation routines on the sparse grid by logging the operations into three arrays rather than actually applying them to the data vector object |

OperationStencilHierarchisationLinear | Hierarchisation on sparse grid, linear grid without boundaries |

OperationStencilHierarchisationModLinear | Hierarchisation on sparse grid, linear grid with modified basis functions |

PeriodicGrid | Grid with modified linear base functions |

PeriodicGridGenerator | GridGenerator for periodic grids with boundaries |

PolyBasis | Polynomial basis functions |

PolyBoundaryBasis | Polynomial basis functions with boundaries |

PolyBoundaryGrid | Trapezoid boundary grid with polynomial base functions |

PolyGrid | Grid with polynomial base functions |

PolyModifiedBasis | Modified polynomial base functions |

PrecisionConverter | Copies data from DataVector objects into DataVectorSP objects and vice versa |

PredictiveRefinement | |

PredictiveRefinement_refinement_key | Container type for predictive refinement collection |

PredictiveRefinementIndicator | A refinement error indicator for regression problems based on the residuals of the datasets |

PrewaveletBasis | Class representing a prewavelet base |

PrewaveletGrid | Grid with prewavelet base functions |

PrewaveletGridGenerator | GridGenerator for prewavelet grids without boundaries |

QuadRule1D | |

QueueLoadBalancer | |

RefinementDecorator | RefinementDecorator enhances the behavior of underlying Refinement objects using Decorator design pattern |

RefinementFunctor | Abstract class that defines the interface that refinement functors have to provide |

RegularGridConfiguration | Structure that can be used by applications to cluster regular grid information |

ScreenOutput | This is used to implement the output on the command line |

SGppStopwatch | OS-independent version of a stop watch (using std::chrono) |

solver_exception | Exception that is thrown in case of a solver operation failure |

SquareRootGrid | Grid with linear base functions with boundaries, pentagon cut |

SquareRootGridGenerator | This class provides the interface for the grid generation for grids with boundaries, pentagon cut through sub space scheme |

StandardGridGenerator | GridGenerator for standard grids without boundaries |

StdNormalDistribution | This provides an implementation of the standradized normal distribution |

StencilDehierarchisationLinear | Class that implements the dehierarchisation on a linear sparse grid |

StencilDehierarchisationModLinear | Class that implements the dehierarchisation on a linear sparse grid |

StencilHierarchisationLinear | Class that implements the hierarchisation on a linear sparse grid |

StencilHierarchisationModLinear | Class that implements the hierarchisation on a linear sparse grid |

StretchedBoundaryGridGenerator | TODOTEXT |

Stretching | Stretching can be done in different ways: |

Stretching1D | |

SubspaceGenerator | |

iterator | |

SubspaceRefinement | |

SurplusCoarseningFunctor | A coarsening functor, removing points according to the minimal absolute values in a DataVector provided |

SurplusRefinementFunctor | A refinement functor, refining according to the maximal absolute values in a DataVector provided |

SurplusVolumeCoarseningFunctor | A coarsening functor, removing points according to the minimal absolute values in a DataVector provided, weighted with the corresponding basis function's surplus, i.e., with \(2^{-|\vec{l}|_1} = 2^{\sum_{k=1}^d l_d}\) |

SurplusVolumeRefinementFunctor | A refinement functor, refining according to the maximal absolute values in a DataVector provided, weighted with the corresponding basis function's surplus, i.e., with \(2^{-|\vec{l}|_1} = 2^{\sum_{k=1}^d l_d}\) |

sweep | Standard sweep operation FUNC should be a class with overwritten operator() |

tool_exception | Exception that is thrown in case of a tool operation failure |

WaveletBasis | Wavelet basis on Noboundary grids |

WaveletBoundaryBasis | Wavelet basis on Boundary grids |

WaveletBoundaryGrid | Grid with wavelet base functions with boundaries, pentagon cut |

WaveletGrid | Grid with wavelet base functions |

WaveletModifiedBasis | Modified wavelet basis on Noboundary grids |

datadriven | |

PiecewiseConstantRegression | |

Node | |

streamingBSplineOCL | |

getType | |

getType< double > | |

getType< float > | |

StreamingModOCLFastMultiPlatform | |

Configuration | |

KernelMult | |

KernelMultTranspose | |

SourceBuilderMult | |

SourceBuilderMultTranspose | |

StreamingModOCLMaskMultiPlatform | |

Configuration | |

KernelMult | |

KernelMultTranspose | |

SourceBuilderMult | |

SourceBuilderMultTranspose | |

StreamingModOCLOpt | |

Configuration | |

KernelMult | |

KernelMultTranspose | |

SourceBuilderMult | |

SourceBuilderMultTranspose | |

StreamingModOCLUnified | |

Configuration | |

KernelMult | |

KernelMultTranspose | |

SourceBuilderMult | |

SourceBuilderMultTranspose | |

StreamingOCLMultiPlatform | |

Configuration | |

KernelMult | |

KernelMultTranspose | |

OperationMultiEvalStreamingOCLMultiPlatform | |

SourceBuilderMult | |

SourceBuilderMultTranspose | |

x86simple | |

AbstractOperationMultipleEvalSubspace | |

AlgorithmAdaBoostBase | |

AlgorithmAdaBoostIdentity | |

ArffFileSampleProvider | |

ARFFTools | Class that provides functionality to read ARFF files |

BatchLearner | The Batchlearner learns the data provided as input in batches |

ClassificatorQuality | Struct to encapsulate the classsifiers quality by its characteristic numbers |

CrossValidation | |

CrossvalidationForRegularizationConfiguration | |

DataBasedRefinementFunctor | Data based refinement uses data points to find refinement candidates |

DataMiningConfigJsonParser | |

DataMiningConfigurationLeastSquares | |

Dataset | |

DatasetGenerator | |

DatasetTools | |

DataSource | |

DataSourceBuilder | |

DataSourceConfig | |

DataSourceIterator | |

DataSourceStateConfig | |

DensityEstimator | |

DensitySystemMatrix | Class that implements the virtual class OperationMatrix for the application of classification for the Systemmatrix by using a density function |

DMSystemMatrix | Class that implements the virtual class base::OperationMatrix for the application of classification for the Systemmatrix |

DMSystemMatrixBase | Abstract class that defines the virtual class base::OperationMatrix for classification and regression problems |

DMSystemMatrixBaseSP | Abstract class that defines the virtual class base::OperationMatrix for classification and regression problems (single precision version) |

DMWeightMatrix | Class that implements the virtual class OperationMatrix for the application of classification for the Systemmatrix with weight |

FileSampleDecorator | |

FileSampleProvider | |

Friedman1Generator | |

Friedman2Generator | |

Friedman3Generator | |

GaussianKDE | |

GridPointBasedRefinementFunctor | Grid Point based refinement for classification problems solved by a SG density estimation approach |

GzipFileSampleDecorator | |

Learner | This class implements standard sparse grid regression with an arbitrary regularization operator |

LearnerBase | Abstract class that implements a regression/classification learner based on spatial adaptive Sparse Grids |

LearnerBaseSP | Abstract class that implements a regression/classification learner based on spatial adaptive Sparse Grids |

LearnerLeastSquaresIdentity | This class implements standard sparse grid regression with an Identity matrix as regularization operator |

LearnerPiecewiseConstantSmoothedRegression | |

LearnerScenario | |

LearnerSGDE | |

LearnerSGDEConfiguration | |

LearnerTiming | Strcut to encapsulate the learner's timings during training |

LearnerVectorizedPerformance | Struct that defines return for calculation the performance of a vectorized learner |

LearnerVectorizedPerformanceCalculator | Class that provides functionality in order to determine a LearnerVectorized's performance |

LogDensitySystemMatrix | Class that implements the virtual class OperationMatrix for the application of classification for the Systemmatrix by using a density function |

MetaLearner | |

Metric | Metrics |

ModelFittingBase | |

ModelFittingLeastSquares | This class implements standard sparse grid regression with an Identity matrix as regularization operator |

MSE | |

MultiGridRefinementFunctor | Abstract super-class for refinement functors operating on multiple grids |

MultiSurplusRefinementFunctor | Wrapper of SurplusRefinementFunctor for multi grid scenarios |

OperationDensityConditional | Conditionalize Probability Density Function |

OperationDensityConditionalKDE | |

OperationDensityConditionalLinear | Marginalize Probability Density Function |

OperationDensityMarginalize | Marginalize Probability Density Function |

OperationDensityMarginalizeKDE | Marginalize Probability Density Function |

OperationDensityMarginalizeLinear | Marginalize Probability Density Function |

OperationDensityMargTo1D | Marginalize Probability Density Function |

OperationDensityMargTo1DLinear | Keep applying marginalize to function until it's reduced to only 1 dimension |

OperationDensityRejectionSampling | Sampling on all dimensions |

OperationDensityRejectionSamplingLinear | Sampling with rejection sampling method |

OperationDensitySampling | Sampling on all dimensions |

OperationDensitySampling1D | Sample 1D Probability Density Function |

OperationDensitySampling1DLinear | |

OperationDensitySamplingLinear | Keep applying marginalize to function until it's reduced to only 1 dimension |

OperationDotProductLinear | |

OperationDotProductModLinear | |

OperationInverseRosenblattTransformation | Sampling on all dimensions |

OperationInverseRosenblattTransformation1DLinear | |

OperationInverseRosenblattTransformationKDE | Do inverse transformation in all dimensions |

OperationInverseRosenblattTransformationLinear | Keep applying marginalize to function until it's reduced to only 1 dimension |

OperationMultiEvalModMaskStreaming | |

OperationMultiEvalMPI | This class is a MPI wrapper for other MultiEval-operations that uses a very simple master-slave MPI parallelization |

OperationMultiEvalStreaming | |

OperationMultiEvalStreamingBSplineOCL | |

OperationMultiEvalStreamingModOCLFastMultiPlatform | |

OperationMultiEvalStreamingModOCLMaskMultiPlatform | |

OperationMultiEvalStreamingModOCLOpt | |

OperationMultiEvalStreamingModOCLUnified | |

OperationMultipleEvalConfiguration | |

OperationMultipleEvalSubspaceCombined | |

OperationMultipleEvalSubspaceSimple | |

OperationPiecewiseConstantRegression | |

OperationRegularizationDiagonal | Implementation of the application of a diagonal matrix to a DataVector for regularization |

OperationRegularizationDiagonalLinearBoundary | Implementation of the application of a diagonal matrix to a DataVector for regularization |

OperationRosenblattTransformation | Sampling on all dimensions |

OperationRosenblattTransformation1DLinear | |

OperationRosenblattTransformationKDE | Do transformation in all dimensions |

OperationRosenblattTransformationLinear | Keep applying marginalize to function until it's reduced to only 1 dimension |

OperationTest | Operation the tests the function that is applied the current Sparse sgpp::base::Grid at a given point |

OperationTestLinear | This class implements OperationTest for a grids with linear basis ansatzfunctions without boundaries |

OperationTestLinearBoundary | This class implements OperationTest for a grids with linear basis ansatzfunctions with boundaries |

OperationTestLinearStretched | This class implements OperationTest for a grids with linearstretched basis ansatzfunctions without boundaries |

OperationTestLinearStretchedBoundary | This class implements OperationTest for a grids with linear basis ansatzfunctions with boundaries |

OperationTestModBspline | This class implements OperationTest for a grids with modified bspline basis functions with a certain degree |

OperationTestModLinear | This class implements sgpp::base::OperationEval for a grids with mod linear basis ansatzfunctions with |

OperationTestModPoly | This class implements OperationTest for a grids with mod poly basis ansatzfunctions with |

OperationTestModWavelet | This class implements OperationTest for a grid with mod wavelet basis ansatzfunctions |

OperationTestPoly | This class implements OperationTest for a grids with poly basis ansatzfunctions with |

OperationTestPrewavelet | This class implements OperationTest for a grids with prewavelet basis ansatzfunctions without boundaries |

OperationTransformation1D | Sample 1D Probability Density Function |

PartitioningTool | The methods in this class calculate size and offset of a segment for a partition of a domain |

PiecewiseConstantSmoothedRegressionMetaLearner | |

PiecewiseConstantSmoothedRegressionSystemMatrix | Class that implements the virtual class OperationMatrix for the application of classification for the Systemmatrix by using a density function |

RandomShufflingFunctor | |

RegularizationConfiguration | |

SampleProvider | |

ShufflingFunctor | |

StreamingBSplineOCLKernelImpl | |

StreamingBSplineOCLKernelSourceBuilder | |

StringTokenizer | |

SubspaceNodeCombined | |

SubspaceNodeSimple | |

SystemMatrixLeastSquaresIdentity | Class that implements the virtual class base::OperationMatrix for the application of classification for the Systemmatrix |

TestsetConfiguration | |

TunableParameter | |

ZeroCrossingRefinementFunctor | Zero-crossing-based refinement uses zero crossings of the difference PDFS f_1 - f_2 to determine areas of interest for the refinement process |

op_factory | |

optimization | SG++ module for optimization of smooth sparse grid interpolants |

file_io | Namespace with functions to write data (vectors, matrices, grids, ...) to a file |

math | Namespace with linear algebra functions |

optimizer | Namespace containing methods for gradient-based and gradient-free optimization |

AdaptiveGradientDescent | Gradient descent with adaptive step size |

AdaptiveNewton | Newton method with adaptive step size |

AugmentedLagrangian | Augmented Lagrangian method for constrained optimization |

BFGS | BFGS method for unconstrained optimization |

CMAES | Gradient-free CMA-ES method |

ConstrainedOptimizer | Abstract class for solving constrained optimization problems |

DifferentialEvolution | Gradient-free Differential Evolution method |

GradientDescent | Gradient-based method of steepest descent |

LeastSquaresOptimizer | Abstract class for solving non-linear least squares problems |

LevenbergMarquardt | Levenberg-Marquardt algorithm for least squares optimization |

LogBarrier | Log Barrier method for constrained optimization |

MultiStart | Meta optimization algorithm calling local algorithm multiple times |

NelderMead | Gradient-free Nelder-Mead method |

Newton | Gradient-based nonlinear conjugate gradient method |

NLCG | Gradient-based nonlinear conjugate gradient method |

Rprop | Rprop method for unconstrained optimization |

SquaredPenalty | Squared Penalty method for constrained optimization |

UnconstrainedOptimizer | Abstract class for optimizing objective functions |

sle_solver | Namespace containing classes for solving linear systems |

Armadillo | Linear system solver using Armadillo (direct full solver) |

Auto | Automatic choice of external linear solver |

BiCGStab | Linear system solver implementing the iterative BiCGStab method |

Eigen | Linear system solver using Eigen (direct full solver) |

GaussianElimination | Linear system solver implementing the direct Gaussian elimination |

Gmmpp | Linear system solver using Gmm++ (iterative sparse solver) |

SLESolver | Abstract class for solving systems of linear equations |

UMFPACK | Linear system solver using UMFPACK (direct sparse solver) |

test_problems | Namespace containing explicit test problems |

AbsoluteValue | Absolute value unconstrained test problem |

AbsoluteValueObjective | Absolute value objective function |

Ackley | Ackley unconstrained test problem |

AckleyObjective | Ackley objective function |

Beale | Beale unconstrained test problem |

BealeObjective | Beale objective function |

Branin | Branin unconstrained test problem |

BraninObjective | Branin objective function |

BubbleWrap | Bubble wrap unconstrained test problem |

BubbleWrapObjective | Bubble wrap objective function |

ConstrainedTestProblem | Base class for analytical, constrained test problems |

EasomYang | Easom-Yang unconstrained test problem |

EasomYangObjective | Easom-Yang objective function |

Eggholder | Eggholder unconstrained test problem |

EggholderObjective | Eggholder objective function |

Floudas | Floudas constrained test problem |

FloudasEqualityConstraint | Floudas equality constraint function |

FloudasInequalityConstraint | Floudas inequality constraint function |

FloudasObjective | Floudas objective function |

G03 | G03 constrained test problem |

G03EqualityConstraint | G03 equality constraint function |

G03InequalityConstraint | G03 inequality constraint function |

G03Objective | G03 objective function |

G04 | G04 constrained test problem |

G04EqualityConstraint | G04 equality constraint function |

G04InequalityConstraint | G04 inequality constraint function |

G04Objective | G04 objective function |

G05 | G05 constrained test problem |

G05EqualityConstraint | G05 equality constraint function |

G05InequalityConstraint | G05 inequality constraint function |

G05Objective | G05 objective function |

G06 | G06 constrained test problem |

G06EqualityConstraint | G06 equality constraint function |

G06InequalityConstraint | G06 inequality constraint function |

G06Objective | G06 objective function |

G08 | G08 constrained test problem |

G08EqualityConstraint | G08 equality constraint function |

G08InequalityConstraint | G08 inequality constraint function |

G08Objective | G08 objective function |

G09 | G09 constrained test problem |

G09EqualityConstraint | G09 equality constraint function |

G09InequalityConstraint | G09 inequality constraint function |

G09Objective | G09 objective function |

G10 | G10 constrained test problem |

G10EqualityConstraint | G10 equality constraint function |

G10InequalityConstraint | G10 inequality constraint function |

G10Objective | G10 objective function |

G11 | G11 constrained test problem |

G11EqualityConstraint | G11 equality constraint function |

G11InequalityConstraint | G11 inequality constraint function |

G11Objective | G11 objective function |

G12 | G12 constrained test problem |

G12EqualityConstraint | G12 equality constraint function |

G12InequalityConstraint | G12 inequality constraint function |

G12Objective | G12 objective function |

G13 | G13 constrained test problem |

G13EqualityConstraint | G13 equality constraint function |

G13InequalityConstraint | G13 inequality constraint function |

G13Objective | G13 objective function |

GoldsteinPrice | Goldstein-Price unconstrained test problem |

GoldsteinPriceObjective | Goldstein-Price objective function |

Griewank | Griewank unconstrained test problem |

GriewankObjective | Griewank objective function |

Hartman3 | Hartman3 unconstrained test problem |

Hartman3Objective | Hartman3 objective function |

Hartman6 | Hartman6 unconstrained test problem |

Hartman6Objective | Hartman6 objective function |

Himmelblau | Himmelblau unconstrained test problem |

HimmelblauObjective | Himmelblau objective function |

HoelderTable | Hoelder table unconstrained test problem |

HoelderTableObjective | Hoelder table objective function |

IncreasingPower | Increasing power unconstrained test problem |

IncreasingPowerObjective | Increasing power objective function |

Michalewicz | Michalewicz unconstrained test problem |

MichalewiczObjective | Michalewicz objective function |

Mladineo | Mladineo unconstrained test problem |

MladineoObjective | Mladineo objective function |

Perm | Perm unconstrained test problem |

PermObjective | Perm objective function |

Rastrigin | Rastrigin unconstrained test problem |

RastriginObjective | Rastrigin objective function |

Rosenbrock | Rosenbrock unconstrained test problem |

RosenbrockObjective | Rosenbrock objective function |

Schwefel | Schwefel unconstrained test problem |

SchwefelObjective | Schwefel objective function |

SHCB | SHCB unconstrained test problem |

SHCBObjective | SHCB objective function |

Simionescu | Simionescu constrained test problem |

SimionescuEqualityConstraint | Simionescu equality constraint function |

SimionescuInequalityConstraint | Simionescu inequality constraint function |

SimionescuObjective | Simionescu objective function |

Soland | Soland constrained test problem |

SolandEqualityConstraint | Soland equality constraint function |

SolandInequalityConstraint | Soland inequality constraint function |

SolandObjective | Soland objective function |

Sphere | Sphere unconstrained test problem |

SphereObjective | Sphere objective function |

TestScalarFunction | Base class for analytical objective function examples ("test functions") |

TestVectorFunction | Base class for analytical constraint function examples ("test functions") |

TremblingParabola | Trembling parabola unconstrained test problem |

TremblingParabolaObjective | Trembling parabola objective function |

UnconstrainedTestProblem | Base class for analytical, unconstrained test problems |

CloneableSLE | Abstract class for "cloneable" linear systems |

ComponentScalarFunction | One component of a vector-valued function |

ComponentScalarFunctionGradient | One component of a vector-valued function gradient |

ComponentScalarFunctionHessian | One component of a vector-valued function Hessian |

EmptyVectorFunction | Singleton containing an empty implementation of VectorFunction |

EmptyVectorFunctionGradient | Singleton containing an empty implementation of VectorFunctionGradient |

FullSLE | Full linear system, essentially a wrapper around base::DataMatrix |

HashRefinementMultiple | Descendant of base::HashRefinement refining without the generation of hierarchical ancestors |

HierarchisationSLE | Linear system of the hierarchization in a sparse grid |

InterpolantScalarFunction | Sparse grid interpolant of a scalar-valued function |

InterpolantScalarFunctionGradient | Sparse grid interpolant gradient of a scalar-valued function |

InterpolantScalarFunctionHessian | Sparse grid interpolant Hessian of a scalar-valued function |

InterpolantVectorFunction | Sparse grid interpolant of a vector-valued function |

InterpolantVectorFunctionGradient | Sparse grid interpolant gradient of a vector-valued function |

InterpolantVectorFunctionHessian | Sparse grid interpolant Hessian of a vector-valued function |

IterativeGridGenerator | Abstract base class for iterative grid generation methods |

IterativeGridGeneratorLinearSurplus | Iterative grid generation based on linear surplusses |

IterativeGridGeneratorRitterNovak | Iterative grid generation based on Ritter/Novak's refinement criterion |

IterativeGridGeneratorSOO | Iterative grid generator using simultaneous optimistic optimization (SOO) |

MutexType | Wrapper for OpenMP nested locks |

OperationMultipleHierarchisation | Abstract operation for hierarchization and dehierarchization for multiple sets of function values at the grid nodes |

OperationMultipleHierarchisationBspline | Hierarchisation operation for B-spline basis functions on Noboundary grids |

OperationMultipleHierarchisationBsplineBoundary | Hierarchisation operation for B-spline basis functions on Boundary grids |

OperationMultipleHierarchisationBsplineClenshawCurtis | Hierarchisation operation for B-spline basis functions on Clenshaw-Curtis grids |

OperationMultipleHierarchisationFundamentalSpline | Hierarchisation operation for B-spline basis functions on Noboundary grids |

OperationMultipleHierarchisationLinear | Hierarchisation operation for linear basis functions on Noboundary grids |

OperationMultipleHierarchisationLinearBoundary | Hierarchisation operation for linear basis functions on Boundary grids |

OperationMultipleHierarchisationLinearClenshawCurtis | Hierarchisation operation for linear basis functions on Clenshaw-Curtis grids |

OperationMultipleHierarchisationModBspline | Hierarchisation operation for modified B-spline basis functions on Noboundary grids |

OperationMultipleHierarchisationModBsplineClenshawCurtis | Hierarchisation operation for modified B-spline basis functions on Noboundary grids |

OperationMultipleHierarchisationModFundamentalSpline | Hierarchisation operation for modified B-spline basis functions on Noboundary grids |

OperationMultipleHierarchisationModLinear | Hierarchisation operation for modified linear basis functions on Noboundary grids |

OperationMultipleHierarchisationModWavelet | Hierarchisation operation for modified wavelet basis functions on Noboundary grids |

OperationMultipleHierarchisationWavelet | Hierarchisation operation for wavelet basis functions on Noboundary grids |

OperationMultipleHierarchisationWaveletBoundary | Hierarchisation operation for wavelet basis functions on Boundary grids |

Printer | Singleton class to facilitate debugging output |

RandomNumberGenerator | Singleton class for generating pseudo-random numbers (wrapper around std::mt19937 from <random>) |

ScalarFunction | Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) (e.g., objective functions in optimization) |

ScalarFunctionGradient | Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) (e.g., gradients of objective functions in optimization) |

ScalarFunctionHessian | Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) and Hessians \(H_f\colon [0, 1]^d \to \mathbb{R}^{d \times d}\) (e.g., Hessians of objective functions in optimization) |

ScopedLock | Wrapper around MutexType which locks and unlocks upon construction/destruction |

SLE | Abstract class representing a system of linear equations |

VectorFunction | Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) (e.g., equality/inequality constraints \(g(\vec{x}) \le \vec{0}\) or \(g(\vec{x}) = \vec{0}\) in optimization) |

VectorFunctionGradient | Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e |

VectorFunctionHessian | Abstract base class for vector-valued functions \(g\colon [0, 1]^d \to \mathbb{R}^m\) together with their Jacobians \(\nabla g\colon [0, 1]^d \to \mathbb{R}^{m \times d}\), i.e |

WrapperScalarFunction | Implementation of ScalarFunction that wraps a std::function object |

WrapperScalarFunctionGradient | Implementation of ScalarFunctionGradient that wraps a std::function object |

WrapperScalarFunctionHessian | Implementation of ScalarFunctionHessian that wraps a std::function object |

WrapperVectorFunction | Implementation of VectorFunction that wraps a std::function object |

WrapperVectorFunctionGradient | Implementation of VectorFunctionGradient that wraps a std::function object |

WrapperVectorFunctionHessian | Implementation of VectorFunctionHessian that wraps a std::function object |

pde | |

DowndPhidPhiBBIterativeLinear | This class is helper class to implement the complete Down of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions without boundaries |

DowndPhidPhiBBIterativeLinearBoundary | This class is helper class to implement the complete Down of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions with boundaries |

DowndPhidPhiBBIterativeLinearStretched | This class is helper class to implement the complete Down of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions without boundaries |

DowndPhidPhiBBIterativeLinearStretchedBoundary | This class is helper class to implement the complete Down of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions with boundaries |

dPhidPhiDownModLinear | Implementation of sweep operator (): 1D Down for Bilinearform \(\int_{x} \frac{\partial \phi(x)}{\partial x} \frac{\partial \phi(x)}{\partial x} dx\) on mod-linear grids |

dPhidPhiUpModLinear | Implementation of sweep operator (): 1D Up for Bilinearform \(\int_{x} \frac{\partial \phi(x)}{\partial x} \frac{\partial \phi(x)}{\partial x} dx\) on mod-linear grids |

EllipticPDESolver | This class extends the PDESolver with functions that are needed to solve elliptic PDEs |

HeatEquationParabolicPDESolverSystem | This class implements the ParabolicPDESolverSystem for the Heat Equation |

HeatEquationParabolicPDESolverSystemParallelOMP | This class implements the ParabolicPDESolverSystem for the Heat Equation |

HeatEquationSolver | This class provides a simple-to-use solver of the multi dimensional Heat Equation on Sparse Grids |

HeatEquationSolverWithStretching | This class provides a simple-to-use solver of the multi dimensional Heat Equation that uses Sparse Grids |

LaplaceDownGradientPrewavelet | Implements the downGradient Method needed for the Laplace operator on prewavelet grids |

LaplaceEnhancedDownBBLinear | Implementation of sweep operator () for enhanced Laplace operator, down operation |

LaplaceEnhancedDownBBLinearBoundary | Implementation of sweep operator () for enhanced Laplace operator, down operation |

LaplaceEnhancedUpBBLinear | Implementation of sweep operator () for enhanced Laplace operator, up operation |

LaplaceEnhancedUpBBLinearBoundary | Implementation of sweep operator () for enhanced Laplace operator, up operation |

LaplaceUpGradientPrewavelet | Implements the upGradient Method needed for the Laplace operator on prewavelet grids |

LaplaceUpPrewavelet | Implements the down Method needed for the Laplace operator on prewavelet grids |

OperationEllipticPDESolverSystem | Abstract definition of a System that is used to solve elliptic partial differential equations |

OperationEllipticPDESolverSystemDirichlet | Defines a System that is used to solve elliptic partial differential equations |

OperationEllipticPDESolverSystemFreeBoundaries | Defines a System that is used to solve elliptic partial differential equations |

OperationLaplaceEnhancedLinear | Implements the Laplace operator based on the UpDownOneOpDimEnhanced method |

OperationLaplaceEnhancedLinearBoundary | Implements the Laplace operator based on the UpDownOneOpDimEnhanced method |

OperationLaplaceLinear | Implementation for linear functions of Laplace Operation, linear grids without boundaries |

OperationLaplaceLinearBoundary | Implementation of Laplace for linear functions with boundaries |

OperationLaplaceLinearStretched | Implementation for linear functions of Laplace Operation, linear grids without boundaries |

OperationLaplaceLinearStretchedBoundary | Implementation of Laplace for linear functions with boundaries |

OperationLaplaceModLinear | Implementation of Laplace for mod linear functions |

OperationLaplacePrewavelet | Implementation for linear functions of Laplace Operation, prewavelet grids without boundaries |

OperationLTwoDotProductLinear | Implements the standard L 2 scalar product on linear grids (no boundaries) |

OperationLTwoDotProductLinearBoundary | Implements the standard L 2 scalar product on linear boundary grids |

OperationLTwoDotProductLinearStretched | Implements the standard L 2 scalar product on linear grids (no boundaries) |

OperationLTwoDotProductLinearStretchedBoundary | Implements the standard L 2 scalar product on linear boundary grids |

OperationMatrixLTwoDotExplicitLinear | Explicit representation of the matrix \((\Phi_i,\Phi_j)_{L2}\) for a sparse grid |

OperationMatrixLTwoDotExplicitLinearBoundary | Explicit representation of the matrix \((\Phi_i,\Phi_j)_{L2}\) for a sparse grid |

OperationMatrixLTwoDotExplicitPeriodic | Explicit representation of the matrix \((\Phi_i,\Phi_j)_{L2}\) for a sparse grid |

OperationMatrixLTwoDotPeriodic | Implements the standard L 2 scalar product on periodic grids |

OperationParabolicPDESolverSystemDirichlet | Defines a System that is used to solve parabolic partial differential equations |

OperationParabolicPDESolverSystemFreeBoundaries | Defines a System that is used to solve parabolic partial differential equations |

ParabolicPDESolver | This class extends the PDESolver with functions that are needed to solve parabolic PDEs |

PDESolver | This class provides defines a implements basic task and tools which are useful while solving PDEs |

PhiPhiDownBBLinear | Implementation of sweep operator (): 1D Down for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) |

PhiPhiDownBBLinearBoundary | Implementation of sweep operator (): 1D Down for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on linear boundary grids |

PhiPhiDownBBLinearStretched | Implementation of sweep operator (): 1D Down for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) |

PhiPhiDownBBLinearStretchedBoundary | Implementation of sgpp::base::sweep operator (): 1D Down for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on linear boundary grids |

PhiPhiDownModLinear | Implementation of sweep operator (): 1D Down for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on mod-linear grids |

PhiPhiUpBBLinear | Implementation of sweep operator (): 1D Up for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) |

PhiPhiUpBBLinearBoundary | Implementation of sweep operator (): 1D Up for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on linear boundary grids |

PhiPhiUpBBLinearStretched | Implementation of sweep operator (): 1D Up for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) |

PhiPhiUpBBLinearStretchedBoundary | Implementation of sgpp::base::sweep operator (): 1D Up for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on linear boundary grids |

PhiPhiUpModLinear | Implementation of sweep operator (): 1D Up for Bilinearform \(\int_{x} \phi(x) \phi(x) dx\) on mod-linear grids |

PoissonEquationEllipticPDESolverSystemDirichlet | This class uses OperationEllipticPDESolverSystemDirichlet to define a solver system for the Poission Equation |

PoissonEquationSolver | This class provides a simple-to-use solver of the multi dimensional Poisson Equation on Sparse Grids |

StdUpDown | Implements a standard Up/Down Schema without any operation dim |

UpDownFourOpDims | Implements the Up/Down scheme with four dimensions with special operations: i,j,k,l |

UpDownOneOpDim | Implements the Up/Down scheme with one dimension with a special operation |

UpDownOneOpDimEnhanced | Implements a modified Up/Down Schema with one operation dim |

UpDownOneOpDimWithShadow | Implements the Up/Down scheme with one dimension with a special operation |

UpDownTwoOpDims | Implements the Up/Down scheme with two dimensions with special operations: i,j |

UpdPhidPhiBBIterativeLinearBoundary | This class is helper class to implement the complete Up of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions with boundaries |

UpdPhidPhiBBIterativeLinearStretchedBoundary | This class is helper class to implement the complete Up of following bilinearform \(\int_{x} \frac{\partial \phi(x)}{x} \frac{\partial \phi(x)}{x} dx\) for a given dimension by an iterative algorithms on adaptive Sparse Grids with linear ansatzfunctions with boundaries |

quadrature | |

HaltonSampleGenerator | |

LatinHypercubeSampleGenerator | The class NaiveSampleGenerator implements a simple MonteCarlo sample generator |

NaiveSampleGenerator | The class NaiveSampleGenerator implements a simple MonteCarlo sample generator |

OperationQuadratureMCAdvanced | Quadrature on any sparse grid (that has OperationMultipleEval implemented) using various Monte Carlo Methods (Advanced) |

Random | Wraps the random generator to use |

SampleGenerator | Base class for all types of MonteCarlo sample generators used in SGPP |

StratifiedSampleGenerator | The class StratifiedSampleGenerator subdivides every dimension in a given number of strata |

solver | |

AdamsBashforth | This class implements the explicit Adams-Bashforth method for solving ordinary partial equations |

BiCGStab | |

BiCGStabSP | |

ConjugateGradients | |

ConjugateGradientsSP | |

CrankNicolson | This class implements the Crank-Nicolson method for solving ordinary partial equations |

Euler | This class implements the explicit and implicit Euler method for solving ordinary partial equations |

ODESolver | |

OperationParabolicPDESolverSystem | Abstract definition of a System that is used to solve parabolic partial differential equations |

SGSolver | Abstract class that defines a solver used in Sparse Grids Applications |

SGSolverSP | Abstract class that defines a solver used in Sparse Grids Applications |

SLESolver | |

SLESolverConfiguration | |

SLESolverSP | |

SLESolverSPConfiguration | |

StepsizeControl | This class implements a step size control using Adams-Bashforth and Crank-Nicolson for solving ordinary partial equations |

StepsizeControlBDF | This class implements a step size control using the midpoint method and BDF2 for solving ordinary partial equations |

StepsizeControlEJ | This class implements a time step size control using 1D-Diffusion for solving ordinary partial equations |

StepsizeControlH | This class implements a step size control using Crank-Nicolson with different step sizes for solving ordinary partial equations |

StepsizeControlMC | This class implements a step size control using Adams-Bashforth and Crank-Nicolson for solving ordinary partial equations |

VarTimestep | This class implements a step size control using Adams-Bashforth and Crank-Nicolson for solving ordinary partial equations |

Graph |