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

#include <OperationDiagonal.hpp>

Inheritance diagram for sgpp::base::OperationDiagonal:

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

Constructor & Destructor Documentation

◆ OperationDiagonal()

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

inlineexplicit

Constructor of OperationDiagonal.

Parameters

gridStorage	the grid storage
priorBase	is the exponent base of the variance. Corresponds to the reciprocal of \( c \) above.

◆ ~OperationDiagonal()

sgpp::base::OperationDiagonal::~OperationDiagonal ( )

inlineoverride

Destructor.

Member Function Documentation

◆ mult()

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

inlineoverridevirtual

starts the Multiplication with the matrix

Parameters

alpha	DataVector that contains the ansatzfunctions' coefficients
result	DataVector 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(), python.statsfileInfo::i, and sgpp::combigrid::pow().

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