#include <DBMatOfflineOrthoAdapt.hpp>

Inheritance diagram for sgpp::datadriven::DBMatOfflineOrthoAdapt:

Public Member Functions
void	buildMatrix (Grid *grid, RegularizationConfiguration &regularizationConfig)
	Builds the left hand side matrix without the regularization term. More...

DBMatOffline *	clone ()
	Interface for the clone idiom. More...

	DBMatOfflineOrthoAdapt ()
	Constructor Builds DBMatOfflineOrthoAdapt Object from configuration. More...

	DBMatOfflineOrthoAdapt (const std::string &fileName)
	Constructor Builds object from serialized offline object, stored in file. More...

void	decomposeMatrix (RegularizationConfiguration &regularizationConfig, DensityEstimationConfiguration &densityEstimationConfig)
	Decomposes and inverts the lhsMatrix of the offline object (lhs + lambdaI)^{-1} = Q (T + lambdaI)^{-1} Q^t = Q * T_inv * Q^t. More...

sgpp::datadriven::MatrixDecompositionType	getDecompositionType () override
	Returns the decomposition type of the DBMatOffline object. More...

sgpp::base::DataMatrix &	getQ ()

sgpp::base::DataMatrix &	getTinv ()

void	hessenberg_decomposition (sgpp::base::DataVector &diag, sgpp::base::DataVector &subdiag)
	Decomposes the lhsMatrix into lhs = Q * T * Q^t and stores the orthogonal matrix Q into the member q_ortho_matrix_. More...

void	invert_symmetric_tridiag (sgpp::base::DataVector &diag, sgpp::base::DataVector &subdiag)
	Inverts a symmetric tridiagonal matrix T, which is given in the form of its diagonal and subdiagonal vectors. More...

bool	isRefineable () override
	Only Offline objects based on Cholesky decomposition, or orthogonal adaptivity can be refined. More...

void	store (const std::string &fileName)
	Serializes the DBMatOfflineOrthoAdapt object. More...

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	~DBMatOffline ()=default
	Default virtual destructor. More...

Protected Attributes
sgpp::base::DataMatrix	q_ortho_matrix_

sgpp::base::DataMatrix	t_tridiag_inv_matrix_

Protected Attributes inherited from sgpp::datadriven::DBMatOffline
bool	isConstructed

bool	isDecomposed

DataMatrix	lhsMatrix

Additional Inherited Members
Public Attributes inherited from sgpp::datadriven::DBMatOffline
std::vector< std::vector< size_t > >	interactions

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...

Constructor & Destructor Documentation

◆ DBMatOfflineOrthoAdapt() [1/2]

sgpp::datadriven::DBMatOfflineOrthoAdapt::DBMatOfflineOrthoAdapt ( )

Constructor Builds DBMatOfflineOrthoAdapt Object from configuration.

References q_ortho_matrix_, and t_tridiag_inv_matrix_.

◆ DBMatOfflineOrthoAdapt() [2/2]

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

explicit

Constructor Builds object from serialized offline object, stored in file.

Parameters

fileName path to the file storing object

References analyse_erg::file, sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::isConstructed, sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::DBMatOffline::lhsMatrix, q_ortho_matrix_, t_tridiag_inv_matrix_, and sgpp::datadriven::StringTokenizer::tokenize().

Member Function Documentation

◆ buildMatrix()

void sgpp::datadriven::DBMatOfflineOrthoAdapt::buildMatrix	(	Grid *	grid,
		RegularizationConfiguration &	regularizationConfig
	)

virtual

Builds the left hand side matrix without the regularization term.

Parameters

grid	the underlying grid
regularizationConfig	configuaration for the regularization employed

Reimplemented from sgpp::datadriven::DBMatOffline.

References sgpp::datadriven::DBMatOffline::buildMatrix(), sgpp::base::HashGridStorage::getSize(), sgpp::base::Grid::getStorage(), q_ortho_matrix_, sgpp::base::DataMatrix::resizeQuadratic(), and t_tridiag_inv_matrix_.

◆ clone()

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

virtual

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.

◆ decomposeMatrix()

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

virtual

Decomposes and inverts the lhsMatrix of the offline object (lhs + lambda*I)^{-1} = Q * (T + lambda*I)^{-1} * Q^t = Q * T_inv * Q^t.

The matrix lhsMatrix of the parent object will be altered during the process

Parameters

regularizationConfig	the regularization configuration
densityEstimationConfig	the density estimation configuration

Implements sgpp::datadriven::DBMatOffline.

References sgpp::base::DataVector::get(), sgpp::base::DataMatrix::getNrows(), hessenberg_decomposition(), python.statsfileInfo::i, invert_symmetric_tridiag(), sgpp::datadriven::DBMatOffline::isDecomposed, sgpp::datadriven::RegularizationConfiguration::lambda_, sgpp::datadriven::DBMatOffline::lhsMatrix, and sgpp::base::DataVector::set().

◆ getDecompositionType()

sgpp::datadriven::MatrixDecompositionType sgpp::datadriven::DBMatOfflineOrthoAdapt::getDecompositionType ( )

overridevirtual

Returns the decomposition type of the DBMatOffline object.

Returns: the type of matrix decomposition

Implements sgpp::datadriven::DBMatOffline.

References sgpp::datadriven::OrthoAdapt.

◆ getQ()

sgpp::base::DataMatrix& sgpp::datadriven::DBMatOfflineOrthoAdapt::getQ ( )

inline

References q_ortho_matrix_.

Referenced by sgpp::datadriven::DBMatOnlineDEOrthoAdapt::sherman_morrison_adapt(), and sgpp::datadriven::DBMatOnlineDEOrthoAdapt::solveSLE().

◆ getTinv()

sgpp::base::DataMatrix& sgpp::datadriven::DBMatOfflineOrthoAdapt::getTinv ( )

inline

References t_tridiag_inv_matrix_.

Referenced by sgpp::datadriven::DBMatOnlineDEOrthoAdapt::sherman_morrison_adapt(), and sgpp::datadriven::DBMatOnlineDEOrthoAdapt::solveSLE().

◆ hessenberg_decomposition()

void sgpp::datadriven::DBMatOfflineOrthoAdapt::hessenberg_decomposition	(	sgpp::base::DataVector &	diag,
		sgpp::base::DataVector &	subdiag
	)

Decomposes the lhsMatrix into lhs = Q * T * Q^t and stores the orthogonal matrix Q into the member q_ortho_matrix_.

The information to reconstruct T is written into diag and subdiag

Parameters

diag	Diagonal entries of T
subdiag	Sub- and superdiagonal entries of T (symmetric)

References sgpp::base::DataMatrix::getNrows(), sgpp::base::DataVector::getPointer(), sgpp::base::DataMatrix::getPointer(), sgpp::datadriven::DBMatOffline::lhsMatrix, and q_ortho_matrix_.

Referenced by decomposeMatrix().

◆ invert_symmetric_tridiag()

void sgpp::datadriven::DBMatOfflineOrthoAdapt::invert_symmetric_tridiag	(	sgpp::base::DataVector &	diag,
		sgpp::base::DataVector &	subdiag
	)

Inverts a symmetric tridiagonal matrix T, which is given in the form of its diagonal and subdiagonal vectors.

When finished, diag and subdiag no longer hold their initial values.

Parameters

diag	Diagonal entries of T
subdiag	Sub- and superdiagonal entries of T (symmetric)

References sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataVector::getPointer(), sgpp::base::DataVector::getSize(), python.statsfileInfo::i, sgpp::datadriven::DBMatOffline::lhsMatrix, sgpp::base::DataMatrix::set(), and t_tridiag_inv_matrix_.

Referenced by decomposeMatrix().

◆ isRefineable()

bool sgpp::datadriven::DBMatOfflineOrthoAdapt::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.

◆ store()

void sgpp::datadriven::DBMatOfflineOrthoAdapt::store ( const std::string & fileName )

virtual

Serializes the DBMatOfflineOrthoAdapt object.

q_ortho_matrix_ and t_inv_tridiag_ are stored into the specified file, which is the explicit representation of the decomposition needed for the online phase

Parameters

fileName path where to store the file

Reimplemented from sgpp::datadriven::DBMatOffline.

References sgpp::datadriven::DBMatOffline::getGridSize(), sgpp::base::DataMatrix::getPointer(), q_ortho_matrix_, sgpp::datadriven::DBMatOffline::store(), and t_tridiag_inv_matrix_.

Member Data Documentation

◆ q_ortho_matrix_

sgpp::base::DataMatrix sgpp::datadriven::DBMatOfflineOrthoAdapt::q_ortho_matrix_

protected

Referenced by buildMatrix(), DBMatOfflineOrthoAdapt(), getQ(), hessenberg_decomposition(), and store().

◆ t_tridiag_inv_matrix_

sgpp::base::DataMatrix sgpp::datadriven::DBMatOfflineOrthoAdapt::t_tridiag_inv_matrix_

protected

Referenced by buildMatrix(), DBMatOfflineOrthoAdapt(), getTinv(), invert_symmetric_tridiag(), and store().

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

datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineOrthoAdapt.hpp
datadriven/src/sgpp/datadriven/algorithm/DBMatOfflineOrthoAdapt.cpp

Public Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ DBMatOfflineOrthoAdapt() [1/2]

◆ DBMatOfflineOrthoAdapt() [2/2]

Member Function Documentation

◆ buildMatrix()

◆ clone()

◆ decomposeMatrix()

◆ getDecompositionType()

◆ getQ()

◆ getTinv()

◆ hessenberg_decomposition()

◆ invert_symmetric_tridiag()

◆ isRefineable()

◆ store()

Member Data Documentation

◆ q_ortho_matrix_

◆ t_tridiag_inv_matrix_