SG++
sgpp::datadriven::OperationDensityMarginalizeLinear Class Reference

Marginalize Probability Density Function. More...

#include <OperationDensityMarginalizeLinear.hpp>

Inheritance diagram for sgpp::datadriven::OperationDensityMarginalizeLinear:
sgpp::datadriven::OperationDensityMarginalize

Public Member Functions

void doMarginalize (base::DataVector &alpha, base::Grid *&mg, base::DataVector &malpha, unsigned int mdim)
 Marginalizes (Density) Functions. More...
 
 OperationDensityMarginalizeLinear (base::Grid *grid)
 
virtual ~OperationDensityMarginalizeLinear ()
 
- Public Member Functions inherited from sgpp::datadriven::OperationDensityMarginalize
 OperationDensityMarginalize ()
 
virtual ~OperationDensityMarginalize ()
 

Protected Attributes

base::Gridgrid
 

Detailed Description

Marginalize Probability Density Function.

Constructor & Destructor Documentation

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

References alpha, and doMarginalize().

Member Function Documentation

void sgpp::datadriven::OperationDensityMarginalizeLinear::doMarginalize ( base::DataVector alpha,
base::Grid *&  mg,
base::DataVector malpha,
unsigned int  mdim 
)
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

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 for marginalized density Each coefficient has to be weighted with the integral of the basis functions in direction mdim

Attention: The integral of one basis functions changes for if another type of basis is used!

Implements sgpp::datadriven::OperationDensityMarginalize.

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::Grid::getStorage(), grid, sgpp::combigrid::pow(), sgpp::base::HashGridPoint::set(), and sgpp::base::DataVector::setAll().

Referenced by ~OperationDensityMarginalizeLinear().

Member Data Documentation


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