SG++-Doxygen-Documentation

Marginalize Probability Density Function. More...

#include <OperationDensityMarginalizeLinear.hpp>

## Public Member Functions

void doMarginalize (base::DataVector &alpha, base::Grid *&mg, base::DataVector &malpha, unsigned int mdim) override
Marginalizes (Density) Functions. More...

OperationDensityMarginalizeLinear (base::Grid *grid)

virtual ~OperationDensityMarginalizeLinear ()

Public Member Functions inherited from sgpp::datadriven::OperationDensityMarginalize
OperationDensityMarginalize (base::Grid *grid)

virtual ~OperationDensityMarginalize ()

base::Gridgrid

## Detailed Description

Marginalize Probability Density Function.

## Constructor & Destructor Documentation

 sgpp::datadriven::OperationDensityMarginalizeLinear::OperationDensityMarginalizeLinear ( base::Grid * grid )
inlineexplicit
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 )
overridevirtual

Marginalizes (Density) Functions.

Parameters
 alpha Coefficient vector for current grid mg Referenz of grid pointer malpha Coefficient vector for new grid (mg). Will be resized. mdim Marginalize 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!