SG++-Doxygen-Documentation
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. More...
 
 OperationCovariance (base::Grid &grid)
 Constructor. More...
 
virtual ~OperationCovariance ()
 Destructor. More...
 

Protected Attributes

base::Gridgrid
 

Detailed Description

This class provides the covariance matrix a sparse grid function.

Constructor & Destructor Documentation

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

Constructor.

Parameters
gridgrid
virtual sgpp::datadriven::OperationCovariance::~OperationCovariance ( )
inlinevirtual

Destructor.

References alpha, doQuadrature(), and grid.

Member Function Documentation

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

Integrate the sparse grid function.

Parameters
alphathe function's values in the nodal basis
covwhere the covariance matrix will be stored
boundsdescribes the boundaries of the hypercube of the original function

References sgpp::op_factory::createOperationDensityMargTo1D(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), python.utils.pca_normalize_dataset::means, sgpp::base::DataMatrix::resize(), sgpp::base::DataMatrix::set(), and sgpp::base::DataMatrix::setAll().

Referenced by ~OperationCovariance().

Member Data Documentation


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