SG++-Doxygen-Documentation
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Iterative grid generation based on linear surplusses. More...
#include <IterativeGridGeneratorLinearSurplus.hpp>
Public Member Functions | |
bool | generate () override |
Generate the grid. More... | |
double | getAdaptivity () const |
base::level_t | getInitialLevel () const |
IterativeGridGeneratorLinearSurplus (ScalarFunction &f, base::Grid &grid, size_t N, double adaptivity=DEFAULT_ADAPTIVITY, base::level_t initialLevel=DEFAULT_INITIAL_LEVEL) | |
Constructor. More... | |
void | setAdaptivity (double adaptivity) |
void | setInitialLevel (base::level_t initialLevel) |
~IterativeGridGeneratorLinearSurplus () override | |
Destructor. More... | |
Public Member Functions inherited from sgpp::optimization::IterativeGridGenerator | |
const base::DataVector & | getFunctionValues () const |
base::Grid & | getGrid () const |
IterativeGridGenerator (ScalarFunction &f, base::Grid &grid, size_t N) | |
Constructor. More... | |
virtual | ~IterativeGridGenerator () |
Destructor. More... | |
Static Public Attributes | |
static constexpr double | DEFAULT_ADAPTIVITY = 0.2 |
default adaptivity More... | |
static const base::level_t | DEFAULT_INITIAL_LEVEL = 3 |
default level of initial regular sparse grid More... | |
Protected Attributes | |
double | gamma |
adaptivity More... | |
base::level_t | initialLevel |
level of initial regular sparse grid More... | |
std::unique_ptr< base::Grid > | linearGrid |
pointer to a linear grid (of the same type as the "real" grid) More... | |
Protected Attributes inherited from sgpp::optimization::IterativeGridGenerator | |
ScalarFunction & | f |
objective function More... | |
base::DataVector | functionValues |
vector of function values at the grid points More... | |
base::Grid & | grid |
underlying grid More... | |
size_t | N |
maximal number of grid points More... | |
Additional Inherited Members | |
Protected Member Functions inherited from sgpp::optimization::IterativeGridGenerator | |
void | evalFunction (size_t oldGridSize=0) |
Evaluates the objective function at grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] and saves values in functionValues. More... | |
void | undoRefinement (size_t oldGridSize) |
Removes grid points with indices [oldGridSize, oldGridSize + 1, ..., grid.getSize() - 1] from the grid. More... | |
Iterative grid generation based on linear surplusses.
In each iteration, the fraction of \(gamma\) (e.g. \(\gamma = 0.2\) means 20%) of the grid points with the largest hierarchical linear surplusses are refined.
sgpp::optimization::IterativeGridGeneratorLinearSurplus::IterativeGridGeneratorLinearSurplus | ( | ScalarFunction & | f, |
base::Grid & | grid, | ||
size_t | N, | ||
double | adaptivity = DEFAULT_ADAPTIVITY , |
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base::level_t | initialLevel = DEFAULT_INITIAL_LEVEL |
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Constructor.
Do not destruct the grid before this object!
f | objective function |
grid | grid (should be empty) |
N | maximal number of grid points |
adaptivity | adaptivity between 0 and 1 |
initialLevel | level of initial regular sparse grid |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, sgpp::optimization::ScalarFunction::getNumberOfParameters(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtisBoundary, linearGrid, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModWavelet, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
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override |
Destructor.
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overridevirtual |
Generate the grid.
Implements sgpp::optimization::IterativeGridGenerator.
References sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::optimization::Printer::disableStatusPrinting(), sgpp::optimization::Printer::enableStatusPrinting(), sgpp::optimization::IterativeGridGenerator::evalFunction(), sgpp::optimization::IterativeGridGenerator::functionValues, gamma, sgpp::base::Grid::getGenerator(), sgpp::optimization::Printer::getInstance(), sgpp::optimization::HierarchisationSLE::getMatrixEntry(), sgpp::base::DataVector::getPointer(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::optimization::IterativeGridGenerator::grid, python.utils.sg_projections::gridStorage, python.statsfileInfo::i, initialLevel, python.utils.statsfile2gnuplot::j, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtisBoundary, linearGrid, sgpp::optimization::IterativeGridGenerator::N, sgpp::optimization::Printer::printStatusBegin(), sgpp::optimization::Printer::printStatusEnd(), sgpp::optimization::Printer::printStatusUpdate(), sgpp::base::GridGenerator::regular(), sgpp::base::DataVector::setAll(), sgpp::optimization::IterativeGridGenerator::undoRefinement(), and sgpp::base::WaveletBoundary.
double sgpp::optimization::IterativeGridGeneratorLinearSurplus::getAdaptivity | ( | ) | const |
References gamma.
base::level_t sgpp::optimization::IterativeGridGeneratorLinearSurplus::getInitialLevel | ( | ) | const |
References initialLevel.
void sgpp::optimization::IterativeGridGeneratorLinearSurplus::setAdaptivity | ( | double | adaptivity | ) |
adaptivity | adaptivity between 0 and 1 |
References gamma.
void sgpp::optimization::IterativeGridGeneratorLinearSurplus::setInitialLevel | ( | base::level_t | initialLevel | ) |
initialLevel | level of initial regular sparse grid |
References initialLevel.
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default adaptivity
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static |
default level of initial regular sparse grid
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protected |
adaptivity
Referenced by generate(), getAdaptivity(), and setAdaptivity().
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level of initial regular sparse grid
Referenced by generate(), getInitialLevel(), and setInitialLevel().
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protected |
pointer to a linear grid (of the same type as the "real" grid)
Referenced by generate(), and IterativeGridGeneratorLinearSurplus().