SG++-Doxygen-Documentation
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base::OperationHierarchisation * sgpp::op_factory::createOperationArbitraryBoundaryHierarchisation | ( | base::Grid & | grid | ) |
Factory method, returning an OperationArbitraryBoundaryHierarchisation for the grid at hand.
Note: object has to be freed after use. This operation should be used if the boundary level of your grid is larger than 1.
grid | Grid which is to be used for hierarchisation |
Referenced by python.uq.operations.sparse_grid::hierarchize().
base::OperationConvert * sgpp::op_factory::createOperationConvert | ( | base::Grid & | grid | ) |
Factory method, returning an OperationConvert for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used for conversion |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), and sgpp::base::Prewavelet.
datadriven::OperationCovariance * sgpp::op_factory::createOperationCovariance | ( | base::Grid & | grid | ) |
Factory method, returning an OperationCovariance for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
Referenced by sgpp::datadriven::LearnerSGDE::cov(), and sgpp::datadriven::SparseGridDensityEstimator::cov().
datadriven::OperationDensityConditional * sgpp::op_factory::createOperationDensityConditional | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensityConditional for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::OperationDensitySamplingLinear::doSampling_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPolyBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationLinear::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationLinear::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBsplineBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModBsplineClenshawCurtis::doTransformation_in_next_dim(), and sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation_in_next_dim().
datadriven::OperationDensityConditionalKDE * sgpp::op_factory::createOperationDensityConditionalKDE | ( | datadriven::KernelDensityEstimator & | kde | ) |
Factory method, returning an OperationDensityConditionalKDE for the kernel density.
kde | kernel density which is to be used for the operation |
datadriven::OperationDensityMarginalize * sgpp::op_factory::createOperationDensityMarginalize | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensityMarginalize for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::OperationDensityMargTo1D::marg_next_dim(), and sgpp::datadriven::SparseGridDensityEstimator::marginalize().
datadriven::OperationDensityMarginalizeKDE * sgpp::op_factory::createOperationDensityMarginalizeKDE | ( | datadriven::KernelDensityEstimator & | kde | ) |
Factory method, returning an OperationDensityMarginalizeKDE for the kernel density.
kde | kernel density which is to be used for the operation |
Referenced by sgpp::datadriven::OperationDensityConditionalKDE::condToDimX(), sgpp::datadriven::KernelDensityEstimator::cov(), sgpp::datadriven::OperationDensityConditionalKDE::doConditional(), sgpp::datadriven::KernelDensityEstimator::marginalize(), and sgpp::datadriven::KernelDensityEstimator::margToDimX().
datadriven::OperationDensityMargTo1D * sgpp::op_factory::createOperationDensityMargTo1D | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensityMargTo1D for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::OperationCovariance::doQuadrature(), sgpp::datadriven::OperationDensitySamplingLinear::doSampling(), sgpp::datadriven::OperationDensitySamplingLinear::doSampling_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModPoly::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationLinear::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationModBspline::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationPolyBoundary::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationBspline::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationPoly::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationModPoly::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationLinear::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationPoly::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyBoundary::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationModBspline::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineBoundary::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationBspline::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationBsplineBoundary::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationBsplineClenshawCurtis::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineClenshawCurtis::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationModPolyClenshawCurtis::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationModPolyClenshawCurtis::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtis::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtis::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationModBsplineClenshawCurtis::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationModBsplineClenshawCurtis::doTransformation(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation(), sgpp::datadriven::OperationInverseRosenblattTransformationLinear::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBsplineBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationLinear::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPolyBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModPoly::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModBspline::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationModBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation_in_next_dim(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationModBsplineClenshawCurtis::doTransformation_in_next_dim(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation_in_next_dim(), and sgpp::datadriven::SparseGridDensityEstimator::margToDimX().
datadriven::OperationDensityRejectionSampling * sgpp::op_factory::createOperationDensityRejectionSampling | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensityRejectionSampling for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Grid::getType(), and sgpp::base::Linear.
datadriven::OperationDensitySampling * sgpp::op_factory::createOperationDensitySampling | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensitySampling for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Grid::getType(), and sgpp::base::Linear.
datadriven::OperationDensitySampling1D * sgpp::op_factory::createOperationDensitySampling1D | ( | base::Grid & | grid | ) |
Factory method, returning an OperationDensitySampling1D for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Grid::getType(), and sgpp::base::Linear.
Referenced by sgpp::datadriven::OperationDensitySamplingLinear::doSampling(), and sgpp::datadriven::OperationDensitySamplingLinear::doSampling_in_next_dim().
base::OperationMatrix * sgpp::op_factory::createOperationDiagonal | ( | base::Grid & | grid, |
double | multiplicationFactor = 0.25 |
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Factory method, returning an OperationDiagonal (OperationMatrix) for the grid at hand.
grid | Grid which is to be used |
multiplicationFactor | MultiplicationFactor which is to be used |
References sgpp::base::Grid::getStorage().
Referenced by sgpp::datadriven::RegressionLearner::setWeights().
base::OperationEval * sgpp::op_factory::createOperationEval | ( | base::Grid & | grid | ) |
Factory method, returning an OperationEval for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
References python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::LinearTruncatedBoundary, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::Periodic, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::Prewavelet, and sgpp::base::SquareRoot.
Referenced by python.learner.Learner.Learner::applyData(), python.uq.operations.forcePositivity.scaledMinOfParents.ScaledMinOfParents::computeMin(), sgpp::datadriven::AlgorithmAdaBoostBase::doAdaBoostR2(), sgpp::datadriven::AlgorithmAdaBoostBase::doAdaBoostRT(), python.classifier::doApply(), sgpp::datadriven::AlgorithmAdaBoostBase::doDiscreteAdaBoost(), python.classifier::doEval(), sgpp::base::OperationQuadratureMC::doQuadratureL2Error(), sgpp::quadrature::OperationQuadratureMCAdvanced::doQuadratureL2Error(), sgpp::datadriven::AlgorithmAdaBoostBase::doRealAdaBoost(), sgpp::datadriven::OperationDensityRejectionSamplingLinear::doSampling(), sgpp::datadriven::OperationDensitySampling1DLinear::doSampling1D(), sgpp::datadriven::OperationRosenblattTransformation1DLinear::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPoly::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModPoly::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformation1DLinear::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationLinear::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationLinear::doTransformation1D(), sgpp::datadriven::DBMatOnlineDE::eval(), python.uq.operations.sparse_grid::evalSGFunction(), sgpp::datadriven::ModelFittingLeastSquares::evaluate(), sgpp::datadriven::ModelFittingDensityEstimationCG::evaluate(), sgpp::pde::PDESolver::evaluatePoint(), sgpp::datadriven::ZeroCrossingRefinementFunctor::getEvalVector(), sgpp::datadriven::RefinementHandler::handleSurplusBasedRefinement(), python.uq.operations.forcePositivity.operationMakePositive.OperationMakePositive::lookupFullGridPoints(), sgpp::base::MultipleClassPoint::MultipleClassPoint(), sgpp::datadriven::GridPointBasedRefinementFunctor::operator()(), sgpp::datadriven::LearnerSGDE::pdf(), sgpp::datadriven::SparseGridDensityEstimator::pdf(), sgpp::datadriven::GridPointBasedRefinementFunctor::preComputeEvaluations(), sgpp::datadriven::ZeroCrossingRefinementFunctor::preComputeEvaluations(), sgpp::datadriven::LearnerSGDE::predict(), sgpp::base::GridPrinterForStretching::printGrid(), sgpp::base::GridPrinter::printGrid(), sgpp::base::GridPrinter::printGridDomain(), sgpp::base::GridPrinterForStretching::printGridDomainStretching(), python.toolsExtended::printPoint(), sgpp::datadriven::LearnerSGD::storeResults(), sgpp::datadriven::LearnerSGDE::storeResults(), python.classifier::testValuesWithCharacteristicNumbers(), python.classifier::testVector(), sgpp::datadriven::LearnerSGDE::train(), sgpp::datadriven::SparseGridDensityEstimator::train(), sgpp::datadriven::LearnerSGDE::trainOnline(), python.tools::writeGnuplot(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModPoly::~OperationInverseRosenblattTransformation1DModPoly(), sgpp::datadriven::OperationInverseRosenblattTransformation1DPoly::~OperationInverseRosenblattTransformation1DPoly(), and sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyBoundary::~OperationInverseRosenblattTransformation1DPolyBoundary().
base::OperationEvalGradient * sgpp::op_factory::createOperationEvalGradientNaive | ( | base::Grid & | grid | ) |
Factory method, returning an OperationEvalGradient for the grid at hand.
Implementations of OperationEvalGradientNaive returned by this function should use a "naive" method for evaluating sparse grid function gradients, e.g. evaluate all basis functions by brute force. Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModWavelet, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
base::OperationEvalHessian * sgpp::op_factory::createOperationEvalHessianNaive | ( | base::Grid & | grid | ) |
Factory method, returning an OperationEvalHessian for the grid at hand.
Implementations of OperationEvalHessianNaive returned by this function should use a "naive" method for evaluating sparse grid function Hessians, e.g. evaluate all basis functions by brute force. Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModWavelet, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
base::OperationEval * sgpp::op_factory::createOperationEvalNaive | ( | base::Grid & | grid | ) |
Factory method, returning an OperationEval for the grid at hand.
In contrast to OperationEval, implementations of OperationEval returned by this function should use a "naive" method for evaluating sparse grid functions, e.g. evaluate all basis functions by brute force. Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtis, sgpp::base::LinearClenshawCurtisBoundary, sgpp::base::LinearL0Boundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModLinearClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::ModWavelet, sgpp::base::NakBsplineBoundaryCombigrid, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, sgpp::base::PolyClenshawCurtisBoundary, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
Referenced by python.uq.operations.sparse_grid::checkInterpolation(), sgpp::datadriven::OperationMakePositiveSetToZero::computeHierarchicalCoefficients(), sgpp::datadriven::OperationMakePositiveInterpolateExp::computeHierarchicalCoefficients(), sgpp::datadriven::OperationMakePositiveInterpolateBoundaryOfSupport::computeHierarchicalCoefficients(), sgpp::datadriven::OperationMakePositiveInterpolateFunction::computeHierarchicalCoefficients(), sgpp::datadriven::OperationRosenblattTransformation1DBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DBsplineBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DModBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformation1DPolyClenshawCurtisBoundary::doTransformation1D(), python.uq.operations.sparse_grid::evalSGFunction(), sgpp::datadriven::OperationMakePositiveHybridFindIntersectionCandidates::findIntersections(), sgpp::datadriven::OperationMakePositive::makeCurrentNodalValuesPositive(), python.uq.refinement.RefinementStrategy.PredictiveRanking::rank(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBspline::~OperationInverseRosenblattTransformation1DBspline(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineBoundary::~OperationInverseRosenblattTransformation1DBsplineBoundary(), sgpp::datadriven::OperationInverseRosenblattTransformation1DBsplineClenshawCurtis::~OperationInverseRosenblattTransformation1DBsplineClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModBspline::~OperationInverseRosenblattTransformation1DModBspline(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModBsplineClenshawCurtis::~OperationInverseRosenblattTransformation1DModBsplineClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DModPolyClenshawCurtis::~OperationInverseRosenblattTransformation1DModPolyClenshawCurtis(), sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtis::~OperationInverseRosenblattTransformation1DPolyClenshawCurtis(), and sgpp::datadriven::OperationInverseRosenblattTransformation1DPolyClenshawCurtisBoundary::~OperationInverseRosenblattTransformation1DPolyClenshawCurtisBoundary().
base::OperationEvalPartialDerivative * sgpp::op_factory::createOperationEvalPartialDerivativeNaive | ( | base::Grid & | grid | ) |
Factory method, returning an OperationEvalPartialDerivative for the grid at hand.
Implementations of OperationEvalPartialDerivativeNaive returned by this function should use a "naive" method for evaluating sparse grid function partial derivatives, e.g. evaluate all basis functions by brute force. Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModWavelet, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
base::OperationFirstMoment * sgpp::op_factory::createOperationFirstMoment | ( | base::Grid & | grid | ) |
Factory method, returning an OperationFirstMoment for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used for quadrature |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearTruncatedBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::SparseGridDensityEstimator::mean(), sgpp::datadriven::LearnerSGDE::mean(), python.uq.dists.SGDEdist.SGDEdist::mean(), and sgpp::datadriven::SparseGridDensityEstimator::variance().
base::OperationHierarchisation * sgpp::op_factory::createOperationHierarchisation | ( | base::Grid & | grid | ) |
Factory method, returning an OperationHierarchisation for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used for hierarchisation |
References sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtis, sgpp::base::LinearClenshawCurtisBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStencil, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::LinearTruncatedBoundary, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModLinearClenshawCurtis, sgpp::base::ModLinearStencil, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, sgpp::base::PolyClenshawCurtisBoundary, sgpp::base::Prewavelet, and sgpp::base::SquareRoot.
Referenced by python.uq.operations.sparse_grid::addConst(), python.toolsExtended::doDehierarchisation(), sgpp::base::OperationArbitraryBoundaryHierarchisation::doHierarchisation(), python.toolsExtended::doHierarchisation(), sgpp::datadriven::OperationLimitFunctionValueRange::doLimitation(), sgpp::solver::OperationParabolicPDESolverSystem::getGridCoefficientsForSC(), python.uq.operations.sparse_grid::hierarchize(), sgpp::pde::PoissonEquationSolver::initGridWithExpHeat(), sgpp::pde::PoissonEquationSolver::initGridWithExpHeatFullDomain(), sgpp::pde::PoissonEquationSolver::initGridWithSmoothHeat(), sgpp::pde::HeatEquationSolver::initGridWithSmoothHeat(), sgpp::pde::HeatEquationSolverWithStretching::initGridWithSmoothHeat(), sgpp::pde::PoissonEquationSolver::initGridWithSmoothHeatFullDomain(), sgpp::datadriven::OperationMakePositive::makeCurrentNodalValuesPositive(), sgpp::base::GridPrinterForStretching::printSparseGrid(), sgpp::base::GridPrinter::printSparseGrid(), sgpp::base::GridPrinterForStretching::printSparseGridExpTransform(), and sgpp::base::GridPrinter::printSparseGridExpTransform().
base::OperationMatrix * sgpp::op_factory::createOperationIdentity | ( | base::Grid & | grid | ) |
Factory method, returning an OperationIdentity for the grid at hand.
Note: object has to be freed after use. Just calls OperationIdentity() independent of grid; factory method provided for uniform use.
Referenced by sgpp::datadriven::AlgorithmAdaBoostIdentity::alphaSolver(), sgpp::datadriven::SparseGridDensityEstimator::computeRegularizationMatrix(), sgpp::datadriven::LearnerSGDE::computeRegularizationMatrix(), python.uq.learner.builder.RegressorSpecificationDescriptor.RegressorSpecificationDescriptor::create(), sgpp::datadriven::Learner::createDMSystem(), python.learner.Learner.Learner::doLearningIteration(), python.controller.CheckpointController.CheckpointController::loadAll(), sgpp::datadriven::DBMatOnlineDE::resDensity(), sgpp::datadriven::RegressionLearner::setWeights(), and sgpp::datadriven::ModelFittingDensityEstimationCG::update().
datadriven::OperationInverseRosenblattTransformation * sgpp::op_factory::createOperationInverseRosenblattTransformation | ( | base::Grid & | grid | ) |
Factory method, returning an OperationInverseRosenblattTransformation for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::RosenblattTransformation::doInverseTransformation(), and python.uq.dists.SGDEdist.SGDEdist::ppf().
datadriven::OperationTransformation1D * sgpp::op_factory::createOperationInverseRosenblattTransformation1D | ( | base::Grid & | grid | ) |
Factory method, returning an OperationInverseRosenblattTransformation1D for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::OperationInverseRosenblattTransformationBspline::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationModBspline::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationPoly::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyBoundary::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineBoundary::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationModPoly::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationModPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation1D(), sgpp::datadriven::OperationInverseRosenblattTransformationModBsplineClenshawCurtis::doTransformation1D(), and python.uq.dists.SGDEdist.SGDEdist::ppf().
datadriven::OperationInverseRosenblattTransformationKDE * sgpp::op_factory::createOperationInverseRosenblattTransformationKDE | ( | datadriven::KernelDensityEstimator & | kde | ) |
Factory method, returning an OperationInverseRosenblattTransformationKDE for the kde.
kde | KernelDensityEstimator for which the inverse Rosenblatt transformation should be computed |
Referenced by python.uq.dists.KDEDist.KDEDist::ppf(), and python.uq.dists.LibAGFDist.LibAGFDist::ppf().
base::OperationMatrix * sgpp::op_factory::createOperationLaplace | ( | base::Grid & | grid | ) |
Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, sgpp::base::PolyClenshawCurtisBoundary, and sgpp::base::Prewavelet.
Referenced by sgpp::datadriven::SparseGridDensityEstimator::computeRegularizationMatrix(), sgpp::datadriven::LearnerSGDE::computeRegularizationMatrix(), python.uq.learner.builder.RegressorSpecificationDescriptor.RegressorSpecificationDescriptor::create(), sgpp::datadriven::Learner::createDMSystem(), python.learner.Learner.Learner::doLearningIteration(), python.toolsExtended::generateCMatrix(), sgpp::pde::HeatEquationParabolicPDESolverSystem::HeatEquationParabolicPDESolverSystem(), sgpp::pde::HeatEquationParabolicPDESolverSystemParallelOMP::HeatEquationParabolicPDESolverSystemParallelOMP(), python.controller.CheckpointController.CheckpointController::loadAll(), sgpp::pde::PoissonEquationEllipticPDESolverSystemDirichlet::PoissonEquationEllipticPDESolverSystemDirichlet(), sgpp::datadriven::RegressionLearner::setWeights(), and sgpp::datadriven::ModelFittingDensityEstimationCG::update().
base::OperationMatrix * sgpp::op_factory::createOperationLaplace | ( | base::Grid & | grid, |
sgpp::base::DataVector & | coef | ||
) |
Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
coef | Coefficient vector for OperationLaplace |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.
base::OperationMatrix * sgpp::op_factory::createOperationLaplaceEnhanced | ( | base::Grid & | grid | ) |
Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
This Laplacian is implemented by a multi-dimensional sweep operation
grid | Grid which is to be used |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.
base::OperationMatrix * sgpp::op_factory::createOperationLaplaceEnhanced | ( | base::Grid & | grid, |
sgpp::base::DataVector & | coef | ||
) |
Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
This Laplacian is implemented by a multi-dimensional sweep operation
grid | Grid which is to be used |
coef | Coefficient vector for OperationLaplace |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.
base::OperationMatrix * sgpp::op_factory::createOperationLaplaceExplicit | ( | base::Grid & | grid | ) |
Factory method, returning an OperationLaplaceExplicit (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, and sgpp::base::ModBspline.
base::OperationMatrix * sgpp::op_factory::createOperationLaplaceExplicit | ( | base::DataMatrix * | m, |
base::Grid & | grid | ||
) |
Factory method, returning an OperationLaplaceExplicit (OperationMatrix) for the grid at hand.
Note: object has to be freed after use. The DataMatrix m is used to store the the matrix and is not destroyed if the OperationMatrix is destroyed.
grid | Grid which is to be used |
m | DataMatrix in which the data is stored |
References sgpp::base::Bspline, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, and sgpp::base::ModBspline.
datadriven::OperationLimitFunctionValueRange * sgpp::op_factory::createOperationLimitFunctionValueRange | ( | datadriven::MakePositiveCandidateSearchAlgorithm | candidateSearchAlgorithm = datadriven::MakePositiveCandidateSearchAlgorithm::Intersections , |
datadriven::MakePositiveInterpolationAlgorithm | interpolationAlgorithm = datadriven::MakePositiveInterpolationAlgorithm::SetToZero , |
||
bool | verbose = false , |
||
sgpp::optimization::ScalarFunction * | f = nullptr |
||
) |
Factory method, returning an OperationLimitFunctionValueRange for an arbitrary function f or some sparse grid, which is yet to be defined.
Note: object has to be freed after use.
candidateSearchAlgorithm | defines algorithm for candidate set enumeration |
interpolationAlgorithm | defines algorithm for coefficient estimation of extension set |
verbose | verbosity |
f | function to be approximated (as an alternative to a sparse grid function) |
base::OperationMatrix * sgpp::op_factory::createOperationLTwoDotExplicit | ( | base::Grid & | grid | ) |
Factory method, returning an OperationLTwoDotExplicit (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Periodic, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::DBMatOffline::buildMatrix(), python.uq.quadrature.bilinearform.UniformQuadratureStrategy.UniformQuadratureStrategy::computeBilinearForm(), python.uq.quadrature.bilinearform.PiecewiseConstantQuadratureStrategy.PiecewiseConstantQuadratureStrategy::computeBilinearForm(), python.uq.quadrature.bilinearform.bilinear_form_admissible_set::computePiecewiseConstantBF(), python.uq.quadrature.bilinearform.bilinear_form::computePiecewiseConstantBilinearForm(), and sgpp::datadriven::DBMatDMSDenseIChol::DBMatDMSDenseIChol().
base::OperationMatrix * sgpp::op_factory::createOperationLTwoDotExplicit | ( | base::DataMatrix * | m, |
base::Grid & | grid | ||
) |
Factory method, returning an OperationLTwoDotExplicit (OperationMatrix) for the grid at hand.
Note: object has to be freed after use. The DataMatrix m is used to store the the matrix and is not destroyed if the OperationMatrix is destroyed.
grid | Grid which is to be used |
m | DataMatrix in which the data is stored |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearL0Boundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Periodic, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
base::OperationMatrix * sgpp::op_factory::createOperationLTwoDotProduct | ( | base::Grid & | grid | ) |
Factory method, returning an OperationLTwoDotProduct (OperationMatrix) for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Periodic, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::SparseGridDensityEstimator::computeLTwoDotProductMatrix(), sgpp::datadriven::DensitySystemMatrix::DensitySystemMatrix(), sgpp::pde::HeatEquationParabolicPDESolverSystem::HeatEquationParabolicPDESolverSystem(), sgpp::pde::HeatEquationParabolicPDESolverSystemParallelOMP::HeatEquationParabolicPDESolverSystemParallelOMP(), sgpp::datadriven::PiecewiseConstantSmoothedRegressionSystemMatrix::PiecewiseConstantSmoothedRegressionSystemMatrix(), and sgpp::pde::OperationMatrixLTwoDotExplicitLinearBoundary::~OperationMatrixLTwoDotExplicitLinearBoundary().
datadriven::OperationMakePositive * sgpp::op_factory::createOperationMakePositive | ( | datadriven::MakePositiveCandidateSearchAlgorithm | candidateSearchAlgorithm = datadriven::MakePositiveCandidateSearchAlgorithm::Intersections , |
datadriven::MakePositiveInterpolationAlgorithm | interpolationAlgorithm = datadriven::MakePositiveInterpolationAlgorithm::SetToZero , |
||
bool | generateConsistentGrid = true , |
||
bool | verbose = false , |
||
sgpp::optimization::ScalarFunction * | f = nullptr |
||
) |
Factory method, returning an OperationMakePositive for an arbitrary function f or some sparse grid, which is yet to be defined.
Note: object has to be freed after use.
candidateSearchAlgorithm | defines algorithm for candidate set enumeration |
interpolationAlgorithm | defines algorithm for coefficient estimation of extension set |
generateConsistentGrid | if set to true, all hierarchical ancestors are available in the resulting grid |
verbose | verbosity |
f | function to be approximated (as an alternative to a sparse grid function) |
Referenced by sgpp::datadriven::SparseGridDensityEstimator::initialize(), and sgpp::datadriven::OperationLimitFunctionValueRange::OperationLimitFunctionValueRange().
base::OperationMultipleEval * sgpp::op_factory::createOperationMultipleEval | ( | base::Grid & | grid, |
base::DataMatrix & | dataset, | ||
sgpp::datadriven::OperationMultipleEvalConfiguration & | configuration | ||
) |
Factory method, returning an OperationMultipleEval for the grid.
grid | Grid which is to be used for the operation |
dataset | dataset to be evaluated |
configuration | configuration to be used (evalType and evalSubType) |
References sgpp::base::Bspline, sgpp::datadriven::COMBINED, createOperationMultipleEval(), sgpp::datadriven::createStreamingBSplineOCLConfigured(), sgpp::datadriven::createStreamingModOCLFastMultiPlatformConfigured(), sgpp::datadriven::createStreamingModOCLMaskMultiPlatformConfigured(), sgpp::datadriven::createStreamingModOCLOptConfigured(), sgpp::datadriven::createStreamingOCLMultiPlatformConfigured(), sgpp::datadriven::CUDA, sgpp::datadriven::DEFAULT, sgpp::datadriven::OperationMultipleEvalConfiguration::getMPIType(), sgpp::datadriven::OperationMultipleEvalConfiguration::getSubType(), sgpp::datadriven::OperationMultipleEvalConfiguration::getType(), sgpp::base::Grid::getType(), sgpp::datadriven::HPX, sgpp::base::Linear, sgpp::datadriven::MASTERSLAVE, sgpp::base::ModLinear, sgpp::datadriven::MORTONORDER, sgpp::datadriven::OCL, sgpp::datadriven::OCLFASTMP, sgpp::datadriven::OCLMASKMP, sgpp::datadriven::OCLMP, sgpp::datadriven::OCLOPT, sgpp::base::Poly, sgpp::datadriven::SIMPLE, sgpp::datadriven::STREAMING, and sgpp::datadriven::SUBSPACELINEAR.
base::OperationMultipleEval * sgpp::op_factory::createOperationMultipleEval | ( | base::Grid & | grid, |
base::DataMatrix & | dataset | ||
) |
Factory method, returning an OperationMultipleEval for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
dataset | The dataset (DataMatrix, one datapoint per row) that is to be evaluated for the sparse grid function |
References python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::Periodic, sgpp::base::Poly, sgpp::base::PolyBoundary, and sgpp::base::Prewavelet.
Referenced by sgpp::datadriven::PrimalDualSVM::add(), python.learner.LearnerBuilder.LearnerBuilder::andGetResult(), sgpp::datadriven::DBMatOnlineDE::computeDensityFunction(), sgpp::datadriven::DataBasedRefinementFunctor::computeH(), sgpp::datadriven::SparseGridDensityEstimator::computeMultipleEvalMatrix(), createOperationMultipleEval(), python.uq.operations.sparse_grid::dehierarchizeList(), sgpp::datadriven::DensitySystemMatrix::DensitySystemMatrix(), sgpp::datadriven::DMSystemMatrix::DMSystemMatrix(), sgpp::datadriven::DMWeightMatrix::DMWeightMatrix(), sgpp::base::OperationQuadratureMC::doQuadrature(), sgpp::quadrature::OperationQuadratureMCAdvanced::doQuadrature(), sgpp::datadriven::OperationDensityRejectionSamplingLinear::doSampling(), sgpp::datadriven::DBMatOnlineDE::eval(), python.uq.operations.sparse_grid::evalSGFunctionMulti(), sgpp::datadriven::ModelFittingLeastSquares::evaluate(), sgpp::datadriven::ModelFittingDensityEstimationCG::evaluate(), sgpp::pde::PDESolver::evaluateCuboid(), sgpp::base::ForwardSelectorRefinementIndicator::ForwardSelectorRefinementIndicator(), sgpp::datadriven::DMSystemMatrix::generateb(), sgpp::datadriven::LearnerSGD::getBatchError(), sgpp::datadriven::LearnerSGD::getError(), sgpp::datadriven::RegressionLearner::getMSE(), hpx_main(), python.uq.learner.Regressor.Regressor::learnData(), python.learner.Learner.Learner::learnData(), python.uq.learner.Regressor.Regressor::learnDataWithFolding(), python.learner.Learner.Learner::learnDataWithFolding(), python.uq.learner.Regressor.Regressor::learnDataWithTest(), python.learner.Learner.Learner::learnDataWithTest(), sgpp::datadriven::MultipleEvalHPX::LocalityMultiplier::LocalityMultiplier(), main(), sgpp::datadriven::OperationMakePositive::makeCurrentNodalValuesPositive(), sgpp::datadriven::DMSystemMatrix::mult(), sgpp::datadriven::LearnerLeastSquaresIdentity::multTranspose(), sgpp::datadriven::LearnerBase::multTranspose(), sgpp::datadriven::LearnerSGDE::pdf(), sgpp::datadriven::SparseGridDensityEstimator::pdf(), sgpp::datadriven::LearnerLeastSquaresIdentity::predict(), sgpp::datadriven::LearnerSGD::predict(), sgpp::datadriven::RegressionLearner::predict(), sgpp::datadriven::LearnerBaseSP::predict(), sgpp::datadriven::LearnerBase::predict(), sgpp::datadriven::PrimalDualSVM::predictRaw(), sgpp::datadriven::SystemMatrixLeastSquaresIdentity::setImplementation(), sgpp::datadriven::SystemMatrixLeastSquaresIdentity::SystemMatrixLeastSquaresIdentity(), sgpp::datadriven::LearnerLeastSquaresIdentity::testRegular(), sgpp::datadriven::LearnerSGD::train(), sgpp::datadriven::RegressionLearner::train(), and sgpp::base::OperationArbitraryBoundaryHierarchisation::~OperationArbitraryBoundaryHierarchisation().
base::OperationMultipleEval * sgpp::op_factory::createOperationMultipleEvalInter | ( | base::Grid & | grid, |
base::DataMatrix & | dataset, | ||
std::vector< std::vector< size_t >> | interactions | ||
) |
Similar to createOperationMultipleEval, but makes use of interaction terms during evaluation.
grid | Grid which is to be used |
dataset | The dataset (DataMatrix, one datapoint per row) that is to be evaluated for the sparse grid function |
interactions | A list of Interaction the SG is reduced to |
References sgpp::base::Grid::getType(), and sgpp::base::ModLinear.
Referenced by sgpp::datadriven::DBMatOnlineDE::computeDensityFunction(), and sgpp::datadriven::DBMatOnlineDE::eval().
base::OperationMultipleEval * sgpp::op_factory::createOperationMultipleEvalNaive | ( | base::Grid & | grid, |
base::DataMatrix & | dataset | ||
) |
Factory method, returning an OperationMultipleEvalNaive for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used |
dataset | The dataset (DataMatrix, one datapoint per row) that is to be evaluated for the sparse grid function |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtis, sgpp::base::LinearClenshawCurtisBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearTruncatedBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinearClenshawCurtis, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by sgpp::datadriven::SparseGridDensityEstimator::computeMultipleEvalMatrix(), python.uq.operations.sparse_grid::evalSGFunctionMulti(), and sgpp::base::OperationArbitraryBoundaryHierarchisation::~OperationArbitraryBoundaryHierarchisation().
optimization::OperationMultipleHierarchisation * sgpp::op_factory::createOperationMultipleHierarchisation | ( | base::Grid & | grid | ) |
Creates a OperationMultipleHierarchisation for the given sgpp::optimization grid.
Don't forget to delete the object after use.
grid | sparse grid |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtisBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModWavelet, sgpp::base::Wavelet, and sgpp::base::WaveletBoundary.
Referenced by python.uq.operations.sparse_grid::hierarchize().
base::OperationQuadrature * sgpp::op_factory::createOperationQuadrature | ( | base::Grid & | grid | ) |
Factory method, returning an OperationQuadrature for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used for quadrature |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::FundamentalSpline, python.uq.operations.sparse_grid::getDegree(), sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), grid(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearClenshawCurtis, sgpp::base::LinearClenshawCurtisBoundary, sgpp::base::LinearL0Boundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModFundamentalSpline, sgpp::base::ModLinear, sgpp::base::ModLinearClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by python.uq.quadrature.sparse_grid::doQuadrature(), python.uq.dists.optimization.estimateDensitySGDE::estimateDensitySGDE(), sgpp::datadriven::SparseGridDensityEstimator::initialize(), and sgpp::datadriven::DBMatOnlineDE::normalizeQuadrature().
quadrature::OperationQuadratureMCAdvanced * sgpp::op_factory::createOperationQuadratureMCAdvanced | ( | base::Grid & | grid, |
size_t | numberOfSamples, | ||
std::uint64_t | seed = std::mt19937_64::default_seed |
||
) |
Creates an OperationQuadratureMCAdvanced.
grid | Reference to the grid object |
numberOfSamples | Number of Monte Carlo samples |
seed | Custom seed (defaults to default seed of mt19937_64) |
base::OperationMatrix * sgpp::op_factory::createOperationRegularizationDiagonal | ( | base::Grid & | grid, |
int | mode, | ||
double | k | ||
) |
Factory method, returning an OperationRegularizationDiagonal for the grid at hand.
grid | Grid which is to be used for OperationRegularizationDiagonal |
mode | Mode, specifying which regularization to use. Example: OperationRegularizationDiagonal::HKMIX. |
k | Parameter for \(H^k\) |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, and sgpp::base::ModLinear.
datadriven::OperationRosenblattTransformation * sgpp::op_factory::createOperationRosenblattTransformation | ( | base::Grid & | grid | ) |
Factory method, returning an OperationRosenblattTransformation for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by python.uq.dists.SGDEdist.SGDEdist::cdf(), and sgpp::datadriven::RosenblattTransformation::doTransformation().
datadriven::OperationTransformation1D * sgpp::op_factory::createOperationRosenblattTransformation1D | ( | base::Grid & | grid | ) |
Factory method, returning an OperationRosenblattTransformation for the grid.
grid | Grid which is to be used for the operation |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by python.uq.dists.SGDEdist.SGDEdist::cdf(), sgpp::datadriven::OperationRosenblattTransformationBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationPoly::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationModBspline::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationPolyBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationBsplineBoundary::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationModPoly::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationBsplineClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationModPolyClenshawCurtis::doTransformation1D(), sgpp::datadriven::OperationRosenblattTransformationPolyClenshawCurtisBoundary::doTransformation1D(), and sgpp::datadriven::OperationRosenblattTransformationModBsplineClenshawCurtis::doTransformation1D().
datadriven::OperationRosenblattTransformationKDE * sgpp::op_factory::createOperationRosenblattTransformationKDE | ( | datadriven::KernelDensityEstimator & | kde | ) |
Factory method, returning an OperationRosenblattTransformationKDE for the kde.
kde | KernelDensityEstimator for which the Rosenblatt transformation should be computed |
Referenced by python.uq.dists.KDEDist.KDEDist::cdf(), python.uq.dists.LibAGFDist.LibAGFDist::cdf(), and sgpp::datadriven::OperationInverseRosenblattTransformationKDE::getMaxInversionError().
base::OperationSecondMoment * sgpp::op_factory::createOperationSecondMoment | ( | base::Grid & | grid | ) |
Factory method, returning an OperationSecondMoment for the grid at hand.
Note: object has to be freed after use.
grid | Grid which is to be used for quadrature |
References sgpp::base::Bspline, sgpp::base::BsplineBoundary, sgpp::base::BsplineClenshawCurtis, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearTruncatedBoundary, sgpp::base::ModBspline, sgpp::base::ModBsplineClenshawCurtis, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModPolyClenshawCurtis, sgpp::base::Poly, sgpp::base::PolyBoundary, sgpp::base::PolyClenshawCurtis, and sgpp::base::PolyClenshawCurtisBoundary.
Referenced by python.uq.dists.SGDEdist.SGDEdist::var(), sgpp::datadriven::SparseGridDensityEstimator::variance(), and sgpp::datadriven::LearnerSGDE::variance().
datadriven::OperationTest * sgpp::op_factory::createOperationTest | ( | base::Grid & | grid | ) |
Factory method, returning an OperationTest for the grid at hand.
grid | Grid which is to be used for OperationTest |
References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, sgpp::base::LinearStretched, sgpp::base::LinearStretchedBoundary, sgpp::base::ModBspline, sgpp::base::ModLinear, sgpp::base::ModPoly, sgpp::base::ModWavelet, sgpp::base::Poly, and sgpp::base::Prewavelet.
Referenced by python.learner.Classifier.Classifier::evalError(), python.classifier::testVectorFast(), python.classifier::testVectorFastMSE(), and python.classifier::testVectorFastWithCharacteristicNumbers().