SG++
sgpp::datadriven::OperationDensityConditionalLinear Class Reference

Marginalize Probability Density Function. More...

#include <OperationDensityConditionalLinear.hpp>

Inheritance diagram for sgpp::datadriven::OperationDensityConditionalLinear:
sgpp::datadriven::OperationDensityConditional

Public Member Functions

void doConditional (base::DataVector &alpha, base::Grid *&mg, base::DataVector &malpha, unsigned int mdim, double xbar)
 Marginalizes (Density) Functions. More...
 
 OperationDensityConditionalLinear (base::Grid *grid)
 
virtual ~OperationDensityConditionalLinear ()
 
- Public Member Functions inherited from sgpp::datadriven::OperationDensityConditional
 OperationDensityConditional ()
 
virtual ~OperationDensityConditional ()
 

Protected Attributes

base::Gridgrid
 

Detailed Description

Marginalize Probability Density Function.

Constructor & Destructor Documentation

sgpp::datadriven::OperationDensityConditionalLinear::OperationDensityConditionalLinear ( base::Grid grid)
inlineexplicit
virtual sgpp::datadriven::OperationDensityConditionalLinear::~OperationDensityConditionalLinear ( )
inlinevirtual

References alpha, and doConditional().

Member Function Documentation

void sgpp::datadriven::OperationDensityConditionalLinear::doConditional ( base::DataVector alpha,
base::Grid *&  mg,
base::DataVector malpha,
unsigned int  mdim,
double  xbar 
)
virtual

Marginalizes (Density) Functions.

Parameters
alphaCoefficient vector for current grid
mgReferenz of grid pointer
malphaCoefficient vector for new grid (mg). Will be resized.
mdimMarginalize in dimension mdim
xbarPoint at which to conditionalize

Assume: mdim = 1 Compute vector with values (phi_{l1,i1}(xbar) = phi_{l1,i1}(xbar)*phi_{l2,i2}(0.5)

Compute theta = theta + alpha_{l,i}*zeta_{l,i}*int{phi_{l2, i_2}}

Generate d - 1 dimensional grid, as in marginalize

Note: Because of adaptively refined sparse grids, we cannot simply generate a regular grid. Thus, we need to add point after point to the new grid mg

Compute coefficients malpha for grid mg

Implements sgpp::datadriven::OperationDensityConditional.

References sgpp::base::Grid::createLinearGrid(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::HashGridStorage::getPoint(), sgpp::base::HashGridStorage::getSize(), sgpp::base::DataVector::getSize(), sgpp::base::Grid::getStorage(), grid, sgpp::base::DataVector::mult(), sgpp::combigrid::pow(), sgpp::base::HashGridPoint::set(), and sgpp::base::DataVector::setAll().

Referenced by ~OperationDensityConditionalLinear().

Member Data Documentation


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