sgpp::datadriven::DBMatOfflineChol Class Reference

DBMatOffline specialization that uses a cholesky factorization on a dense matrix. More...

#include <DBMatOfflineChol.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOfflineChol:

Public Member Functions
virtual void	choleskyModification (Grid &grid, datadriven::DensityEstimationConfiguration &densityEstimationConfig, size_t newPoints, std::list< size_t > deletedPoints, double lambda)
	Updates offline cholesky factorization based on coarsed (deletedPoints) and refined (newPoints) gridPoints. More...
DBMatOffline *	clone () override
	Interface for the clone idiom. More...
	DBMatOfflineChol ()
	DBMatOfflineChol (const std::string &fileName)
void	decomposeMatrix (RegularizationConfiguration &regularizationConfig, DensityEstimationConfiguration &densityEstimationConfig) override
	Decomposes the matrix according to the chosen decomposition type. More...
sgpp::datadriven::MatrixDecompositionType	getDecompositionType () override
	Returns the decomposition type of the DBMatOffline object. More...
bool	isRefineable () override
	Only Offline objects based on Cholesky decomposition, or orthogonal adaptivity can be refined. More...
Public Member Functions inherited from sgpp::datadriven::DBMatOfflineGE
void	buildMatrix (Grid *grid, RegularizationConfiguration &regularizationConfig) override
	Builds the right hand side matrix with identity regularization term. More...
	DBMatOfflineGE (const std::string &fileName)
Public Member Functions inherited from sgpp::datadriven::DBMatOffline
	DBMatOffline (const std::string &fileName)
	Constructor Create offline object from serialized offline object. More...
	DBMatOffline (const DBMatOffline &rhs)
	Copy Constructor. More...
	DBMatOffline (DBMatOffline &&rhs)=default
	Default move constructor. More...
DataMatrix &	getDecomposedMatrix ()
	Get a reference to the decomposed matrix. More...
virtual size_t	getGridSize ()
	Returns the dimensionality of the quadratic lhs matrix (i.e. More...
DataMatrix &	getLhsMatrix_ONLY_FOR_TESTING ()
	Allows access to lhs matrix, which is meant ONLY FOR TESTING. More...
DBMatOffline &	operator= (const DBMatOffline &rhs)
	Default copy assign operator. More...
DBMatOffline &	operator= (DBMatOffline &&rhs)=default
	Default move assign operator. More...
void	printMatrix ()
	Prints the matrix onto standard output. More...
virtual void	store (const std::string &fileName)
	Serialize the DBMatOffline Object. More...
virtual	~DBMatOffline ()=default
	Default virtual destructor. More...

Protected Member Functions
void	choleskyAddPoint (DataVector &newCol, size_t size)
	Updates the cholesky factor when a new grid point is added (e.g. More...
void	choleskyPermutation (size_t k, size_t l, size_t job)
	Permutes the rows of the cholesky factor based on permutations of the system matrix (e.g. More...
Protected Member Functions inherited from sgpp::datadriven::DBMatOfflineGE
	DBMatOfflineGE ()
Protected Member Functions inherited from sgpp::datadriven::DBMatOffline
	DBMatOffline ()
void	parseInter (const std::string &fileName, std::vector< std::vector< size_t >> &interactions) const
	Read the Interactionsterms from a serialized DBMatOfflibe object. More...

Additional Inherited Members
Public Attributes inherited from sgpp::datadriven::DBMatOffline
std::vector< std::vector< size_t > >	interactions
Protected Attributes inherited from sgpp::datadriven::DBMatOffline
bool	isConstructed
bool	isDecomposed
DataMatrix	lhsMatrix

Detailed Description

DBMatOffline specialization that uses a cholesky factorization on a dense matrix.

The resulting factorization can be updated when the grid changes.

Constructor & Destructor Documentation

DBMatOfflineChol() [1/2]

sgpp::datadriven::DBMatOfflineChol::DBMatOfflineChol

(

)

DBMatOfflineChol() [2/2]

sgpp::datadriven::DBMatOfflineChol::DBMatOfflineChol ( const std::string &  fileName )

explicit

Member Function Documentation

choleskyAddPoint()

void sgpp::datadriven::DBMatOfflineChol::choleskyAddPoint ( DataVector &  newCol, size_t  size  )

protected

Updates the cholesky factor when a new grid point is added (e.g.

refine)

Parameters

newCol	DataVector with column to add to the system matrix
size	columns/rows of current Cholesky factor, necessary since the allocated memory is increased before the Cholesky factor is modified

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataVector::getPointer(), sgpp::base::DataMatrix::getPointer(), sgpp::base::DataVector::getSize(), sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsMatrix, m, sgpp::base::DataVector::resizeZero(), sgpp::base::DataVector::set(), sgpp::base::DataMatrix::setColumn(), and sgpp::base::DataMatrix::setRow().

Referenced by choleskyModification().

choleskyModification()

void sgpp::datadriven::DBMatOfflineChol::choleskyModification ( Grid &  grid, datadriven::DensityEstimationConfiguration &  densityEstimationConfig, size_t  newPoints, std::list< size_t >  deletedPoints, double  lambda  )

virtual

Updates offline cholesky factorization based on coarsed (deletedPoints) and refined (newPoints) gridPoints.

Parameters

grid	the underlying grid
densityEstimationConfig	configuration for the density estimation
newPoints	amount of refined points
deletedPoints	list of indices of last coarsed points
lambda	the regularization parameter

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

References choleskyAddPoint(), choleskyPermutation(), sgpp::datadriven::DBMatDMSChol::choleskyUpdate(), sgpp::base::DataMatrix::copyFrom(), sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getColumn(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridStorage::getLevelIndexArraysForEval(), sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::HashGridStorage::getSize(), sgpp::base::Grid::getSize(), sgpp::base::Grid::getStorage(), python.statsfileInfo::i, python.utils.statsfile2gnuplot::j, lambda, level, sgpp::datadriven::DBMatOffline::lhsMatrix, sgpp::base::DataMatrix::resizeQuadratic(), sgpp::base::DataMatrix::resizeToSubMatrix(), sgpp::base::DataVector::resizeZero(), and sgpp::base::DataMatrix::set().

choleskyPermutation()

void sgpp::datadriven::DBMatOfflineChol::choleskyPermutation ( size_t  k, size_t  l, size_t  job  )

protected

Permutes the rows of the cholesky factor based on permutations of the system matrix (e.g.

coarsening)

Parameters

k	"left" column to permutate
l	"right" column to permutate
job	= 2 => left circular shift 1,...,k-1,k,k+1, ..., l-1,l,l+1, ..,size => 1,...,k-1,k+1, ..., l-1,l,k,l+1,..., size job = 1 => right circular shift 1,...,k-1,k,k+1, ..., l-1,l,l+1,...size => 1,...,k-1,l,k,k+1, ..., l-1,l+1,...size

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), python.statsfileInfo::i, sgpp::datadriven::DBMatOffline::isDecomposed, python.utils.statsfile2gnuplot::j, sgpp::datadriven::DBMatOffline::lhsMatrix, and m.

Referenced by choleskyModification().

clone()

DBMatOffline * sgpp::datadriven::DBMatOfflineChol::clone ( )

overridevirtual

Interface for the clone idiom.

Returns

a copy of this very object as a pointer to a new DBMatOffline object which is owned by the caller.

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

decomposeMatrix()

void sgpp::datadriven::DBMatOfflineChol::decomposeMatrix ( RegularizationConfiguration &  regularizationConfig, DensityEstimationConfiguration &  densityEstimationConfig  )

overridevirtual

Decomposes the matrix according to the chosen decomposition type.

The number of rows of the stored result depends on the decomposition type.

Parameters

regularizationConfig	the regularization configuration
densityEstimationConfig	the density estimation configuration

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

References python.leja::count, sgpp::base::DataMatrix::getNrows(), sgpp::base::DataMatrix::getPointer(), python.statsfileInfo::i, sgpp::datadriven::DBMatOffline::isConstructed, sgpp::datadriven::DBMatOffline::isDecomposed, python.utils.statsfile2gnuplot::j, sgpp::datadriven::DBMatOffline::lhsMatrix, m, and sgpp::base::DataMatrix::set().

getDecompositionType()

sgpp::datadriven::MatrixDecompositionType sgpp::datadriven::DBMatOfflineChol::getDecompositionType ( )

overridevirtual

Returns the decomposition type of the DBMatOffline object.

Returns

the type of matrix decomposition

Implements sgpp::datadriven::DBMatOffline.

Reimplemented in sgpp::datadriven::DBMatOfflineDenseIChol.

References sgpp::datadriven::Chol.

isRefineable()

bool sgpp::datadriven::DBMatOfflineChol::isRefineable ( )

overridevirtual

Only Offline objects based on Cholesky decomposition, or orthogonal adaptivity can be refined.

Returns

true if object can be refined, else false;

Implements sgpp::datadriven::DBMatOffline.

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

• datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineChol.hpp
• datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineChol.cpp