SG++
sgpp::base::OperationDiagonal Class Reference

Implementation of diagonal Operation for all kinds of grids. More...

#include <OperationDiagonal.hpp>

Inheritance diagram for sgpp::base::OperationDiagonal:
sgpp::base::OperationMatrix

Public Member Functions

void mult (DataVector &alpha, DataVector &result) override
 starts the Multiplication with the matrix More...
 
 OperationDiagonal (sgpp::base::GridStorage *gridStorage, double priorBase=0.25)
 Constructor of OperationDiagonal. More...
 
 ~OperationDiagonal () override
 Destructor. More...
 
- Public Member Functions inherited from sgpp::base::OperationMatrix
 OperationMatrix ()
 Constructor. More...
 
virtual ~OperationMatrix ()
 Destructor. More...
 

Detailed Description

Implementation of diagonal Operation for all kinds of grids.

Corresponds to a Tikhonov matrix of \(\boldsymbol{\Gamma}_{i,i} = c^{\vert \mathbf{l} \vert_1 - d}\) which results in the Gaussian prior \( \boldsymbol{\alpha} \sim \mathcal{N} (0, \boldsymbol{\Gamma}^{-1}) \) on the weights \( \boldsymbol{\alpha} \). The resulting prior for a 2d-grid with level four looks like

diagonalRegularization.svg

Constructor & Destructor Documentation

sgpp::base::OperationDiagonal::OperationDiagonal ( sgpp::base::GridStorage gridStorage,
double  priorBase = 0.25 
)
inlineexplicit

Constructor of OperationDiagonal.

Parameters
gridStoragethe grid storage
priorBaseis the exponent base of the variance. Corresponds to the reciprocal of \( c \) above.
sgpp::base::OperationDiagonal::~OperationDiagonal ( )
inlineoverride

Destructor.

Member Function Documentation

void sgpp::base::OperationDiagonal::mult ( DataVector alpha,
DataVector result 
)
inlineoverridevirtual

starts the Multiplication with the matrix

Parameters
alphaDataVector that contains the ansatzfunctions' coefficients
resultDataVector into which the result of the Laplace operation is stored

Implements sgpp::base::OperationMatrix.

References alpha, sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getLevelSum(), sgpp::base::HashGridStorage::getPoint(), sgpp::base::DataVector::getSize(), and sgpp::combigrid::pow().


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