sgpp::datadriven::OperationDensityConditionalLinear Class Reference

Marginalize Probability Density Function. More...

#include <OperationDensityConditionalLinear.hpp>

Inheritance diagram for sgpp::datadriven::OperationDensityConditionalLinear:

Public Member Functions
void	doConditional (base::DataVector &alpha, base::Grid *&mg, base::DataVector &malpha, unsigned int mdim, double xbar) override
	Marginalizes (Density) Functions. More...
	OperationDensityConditionalLinear (base::Grid *grid)
virtual	~OperationDensityConditionalLinear ()
Public Member Functions inherited from sgpp::datadriven::OperationDensityConditional
	OperationDensityConditional (base::Grid *grid)
virtual	~OperationDensityConditional ()

Additional Inherited Members
Protected Attributes inherited from sgpp::datadriven::OperationDensityConditional
base::Grid *	grid

Detailed Description

Marginalize Probability Density Function.

Constructor & Destructor Documentation

OperationDensityConditionalLinear()

sgpp::datadriven::OperationDensityConditionalLinear::OperationDensityConditionalLinear ( base::Grid *  grid )

inlineexplicit

~OperationDensityConditionalLinear()

virtual sgpp::datadriven::OperationDensityConditionalLinear::~OperationDensityConditionalLinear ( )

inlinevirtual

References alpha, and doConditional().

Member Function Documentation

doConditional()

void sgpp::datadriven::OperationDensityConditionalLinear::doConditional ( base::DataVector &  alpha, base::Grid *&  mg, base::DataVector &  malpha, unsigned int  mdim, double  xbar  )

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
xbar	Point at which to conditionalize

Assume: mdim = 1 Compute vector with values (phi_{l1,i1}(xbar) = phi_{l1,i1}(xbar)*phi_{l2,i2}(0.5)

Compute theta = theta + alpha_{l,i}*zeta_{l,i}*int{phi_{l2, i_2}}

Generate d - 1 dimensional grid, as in marginalize

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 malpha for grid mg

Reimplemented from sgpp::datadriven::OperationDensityConditional.

References sgpp::base::Grid::createLinearGrid(), sgpp::base::HashGridStorage::getDimension(), sgpp::base::HashGridPoint::getIndex(), sgpp::base::HashGridPoint::getLevel(), sgpp::base::HashGridStorage::getPoint(), sgpp::base::HashGridStorage::getSize(), sgpp::base::DataVector::getSize(), sgpp::base::Grid::getStorage(), sgpp::datadriven::OperationDensityConditional::grid, sgpp::base::DataVector::mult(), sgpp::combigrid::pow(), sgpp::base::HashGridPoint::set(), and sgpp::base::DataVector::setAll().

Referenced by ~OperationDensityConditionalLinear().

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

• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationDensityConditionalLinear.hpp
• datadriven/src/sgpp/datadriven/operation/hash/simple/OperationDensityConditionalLinear.cpp