sgpp::base::OperationEvalHessianWaveletNaive Class Reference

Operation for evaluating wavelet linear combinations on Noboundary grids, their gradients and their Hessians. More...

#include <OperationEvalHessianWaveletNaive.hpp>

Inheritance diagram for sgpp::base::OperationEvalHessianWaveletNaive:

Public Member Functions
double	evalHessian (const DataVector &alpha, const DataVector &point, DataVector &gradient, DataMatrix &hessian) override
void	evalHessian (const DataMatrix &alpha, const DataVector &point, DataVector &value, DataMatrix &gradient, std::vector< DataMatrix > &hessian) override
	OperationEvalHessianWaveletNaive (GridStorage &storage)
	Constructor. More...
	~OperationEvalHessianWaveletNaive () override
	Destructor. More...
Public Member Functions inherited from sgpp::base::OperationEvalHessian
	OperationEvalHessian ()
	Constructor. More...
virtual	~OperationEvalHessian ()
	Destructor. More...

Protected Attributes
SWaveletBase	base
	1D wavelet basis More...
DataVector	innerDerivative
	inner derivative (temporary vector) More...
DataVector	pointInUnitCube
	untransformed evaluation point (temporary vector) More...
GridStorage &	storage
	storage of the sparse grid More...

Additional Inherited Members
Public Attributes inherited from sgpp::base::OperationEvalHessian
DataVector	pointInUnitCube
	untransformed evaluation point (temporary vector) More...

Detailed Description

Operation for evaluating wavelet linear combinations on Noboundary grids, their gradients and their Hessians.

Constructor & Destructor Documentation

OperationEvalHessianWaveletNaive()

sgpp::base::OperationEvalHessianWaveletNaive::OperationEvalHessianWaveletNaive ( GridStorage &  storage )

inlineexplicit

Constructor.

Parameters

storage

storage of the sparse grid

~OperationEvalHessianWaveletNaive()

sgpp::base::OperationEvalHessianWaveletNaive::~OperationEvalHessianWaveletNaive ( )

inlineoverride

Destructor.

References alpha, evalHessian(), and chess::point.

Member Function Documentation

evalHessian() [1/2]

double sgpp::base::OperationEvalHessianWaveletNaive::evalHessian ( const DataVector &  alpha, const DataVector &  point, DataVector &  gradient, DataMatrix &  hessian  )

overridevirtual

Parameters

	alpha	coefficient vector
	point	evaluation point
[out]	gradient	gradient vector of the linear combination
[out]	hessian	Hessian matrix of the linear combination

Returns

value of the linear combination

Implements sgpp::base::OperationEvalHessian.

References sgpp::base::DataVector::add(), sgpp::base::DataMatrix::add(), base, sgpp::base::WaveletBasis< LT, IT >::eval(), sgpp::base::WaveletBasis< LT, IT >::evalDx(), sgpp::base::WaveletBasis< LT, IT >::evalDxDx(), sgpp::base::HashGridStorage::getBoundingBox(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::BoundingBox::getIntervalWidth(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::HashGridStorage::getSize(), python.statsfileInfo::i, innerDerivative, chess::point, pointInUnitCube, sgpp::base::DataVector::setAll(), sgpp::base::DataMatrix::setAll(), storage, and sgpp::base::BoundingBox::transformPointToUnitCube().

Referenced by ~OperationEvalHessianWaveletNaive().

evalHessian() [2/2]

void sgpp::base::OperationEvalHessianWaveletNaive::evalHessian ( const DataMatrix &  alpha, const DataVector &  point, DataVector &  value, DataMatrix &  gradient, std::vector< DataMatrix > &  hessian  )

overridevirtual

Parameters

	alpha	coefficient matrix (each column is a coefficient vector)
	point	evaluation point
[out]	value	values of the linear combination
[out]	gradient	Jacobian of the linear combination (each row is a gradient vector)
[out]	hessian	vector of Hessians of the linear combination

Reimplemented from sgpp::base::OperationEvalHessian.

References alpha, base, sgpp::base::WaveletBasis< LT, IT >::eval(), sgpp::base::WaveletBasis< LT, IT >::evalDx(), sgpp::base::WaveletBasis< LT, IT >::evalDxDx(), sgpp::base::HashGridStorage::getBoundingBox(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::BoundingBox::getIntervalWidth(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::DataMatrix::getNcols(), sgpp::base::HashGridStorage::getSize(), python.statsfileInfo::i, innerDerivative, python.utils.statsfile2gnuplot::j, m, chess::point, pointInUnitCube, sgpp::base::DataMatrix::resize(), sgpp::base::DataVector::setAll(), sgpp::base::DataMatrix::setAll(), storage, and sgpp::base::BoundingBox::transformPointToUnitCube().

Member Data Documentation

base

SWaveletBase sgpp::base::OperationEvalHessianWaveletNaive::base

protected

1D wavelet basis

Referenced by evalHessian().

innerDerivative

DataVector sgpp::base::OperationEvalHessianWaveletNaive::innerDerivative

protected

inner derivative (temporary vector)

Referenced by evalHessian().

pointInUnitCube

DataVector sgpp::base::OperationEvalHessianWaveletNaive::pointInUnitCube

protected

untransformed evaluation point (temporary vector)

Referenced by evalHessian().

storage

GridStorage& sgpp::base::OperationEvalHessianWaveletNaive::storage

protected

storage of the sparse grid

Referenced by evalHessian().

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

• base/src/sgpp/base/operation/hash/OperationEvalHessianWaveletNaive.hpp
• base/src/sgpp/base/operation/hash/OperationEvalHessianWaveletNaive.cpp