SG++-Doxygen-Documentation
sgpp::op_factory Namespace Reference

Functions

base::OperationHierarchisationcreateOperationArbitraryBoundaryHierarchisation (base::Grid &grid)
 Factory method, returning an OperationArbitraryBoundaryHierarchisation for the grid at hand. More...
 
base::OperationConvertcreateOperationConvert (base::Grid &grid)
 Factory method, returning an OperationConvert for the grid at hand. More...
 
datadriven::OperationCovariancecreateOperationCovariance (base::Grid &grid)
 Factory method, returning an OperationCovariance for the grid at hand. More...
 
datadriven::OperationDensityConditionalcreateOperationDensityConditional (base::Grid &grid)
 Factory method, returning an OperationDensityConditional for the grid. More...
 
datadriven::OperationDensityConditionalKDEcreateOperationDensityConditionalKDE (datadriven::KernelDensityEstimator &kde)
 Factory method, returning an OperationDensityConditionalKDE for the kernel density. More...
 
datadriven::OperationDensityMarginalizecreateOperationDensityMarginalize (base::Grid &grid)
 Factory method, returning an OperationDensityMarginalize for the grid. More...
 
datadriven::OperationDensityMarginalizeKDEcreateOperationDensityMarginalizeKDE (datadriven::KernelDensityEstimator &kde)
 Factory method, returning an OperationDensityMarginalizeKDE for the kernel density. More...
 
datadriven::OperationDensityMargTo1DcreateOperationDensityMargTo1D (base::Grid &grid)
 Factory method, returning an OperationDensityMargTo1D for the grid. More...
 
datadriven::OperationDensityRejectionSamplingcreateOperationDensityRejectionSampling (base::Grid &grid)
 Factory method, returning an OperationDensityRejectionSampling for the grid. More...
 
datadriven::OperationDensitySamplingcreateOperationDensitySampling (base::Grid &grid)
 Factory method, returning an OperationDensitySampling for the grid. More...
 
datadriven::OperationDensitySampling1DcreateOperationDensitySampling1D (base::Grid &grid)
 Factory method, returning an OperationDensitySampling1D for the grid. More...
 
base::OperationMatrixcreateOperationDiagonal (base::Grid &grid, double multiplicationFactor=0.25)
 Factory method, returning an OperationDiagonal (OperationMatrix) for the grid at hand. More...
 
base::OperationEvalcreateOperationEval (base::Grid &grid)
 Factory method, returning an OperationEval for the grid at hand. More...
 
base::OperationEvalGradientcreateOperationEvalGradientNaive (base::Grid &grid)
 Factory method, returning an OperationEvalGradient for the grid at hand. More...
 
base::OperationEvalHessiancreateOperationEvalHessianNaive (base::Grid &grid)
 Factory method, returning an OperationEvalHessian for the grid at hand. More...
 
base::OperationEvalcreateOperationEvalNaive (base::Grid &grid)
 Factory method, returning an OperationEval for the grid at hand. More...
 
base::OperationEvalPartialDerivativecreateOperationEvalPartialDerivativeNaive (base::Grid &grid)
 Factory method, returning an OperationEvalPartialDerivative for the grid at hand. More...
 
base::OperationFirstMomentcreateOperationFirstMoment (base::Grid &grid)
 Factory method, returning an OperationFirstMoment for the grid at hand. More...
 
base::OperationHierarchisationcreateOperationHierarchisation (base::Grid &grid)
 Factory method, returning an OperationHierarchisation for the grid at hand. More...
 
base::OperationMatrixcreateOperationIdentity (base::Grid &grid)
 Factory method, returning an OperationIdentity for the grid at hand. More...
 
datadriven::OperationInverseRosenblattTransformationcreateOperationInverseRosenblattTransformation (base::Grid &grid)
 Factory method, returning an OperationInverseRosenblattTransformation for the grid. More...
 
datadriven::OperationTransformation1DcreateOperationInverseRosenblattTransformation1D (base::Grid &grid)
 Factory method, returning an OperationInverseRosenblattTransformation1D for the grid. More...
 
datadriven::OperationInverseRosenblattTransformationKDEcreateOperationInverseRosenblattTransformationKDE (datadriven::KernelDensityEstimator &kde)
 Factory method, returning an OperationInverseRosenblattTransformationKDE for the kde. More...
 
base::OperationMatrixcreateOperationLaplace (base::Grid &grid)
 Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLaplace (base::Grid &grid, sgpp::base::DataVector &coef)
 Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLaplaceEnhanced (base::Grid &grid)
 Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLaplaceEnhanced (base::Grid &grid, sgpp::base::DataVector &coef)
 Factory method, returning an OperationLaplace (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLaplaceExplicit (base::Grid &grid)
 Factory method, returning an OperationLaplaceExplicit (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLaplaceExplicit (base::DataMatrix *m, base::Grid &grid)
 Factory method, returning an OperationLaplaceExplicit (OperationMatrix) for the grid at hand. More...
 
datadriven::OperationLimitFunctionValueRangecreateOperationLimitFunctionValueRange (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. More...
 
base::OperationMatrixcreateOperationLTwoDotExplicit (base::Grid &grid)
 Factory method, returning an OperationLTwoDotExplicit (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLTwoDotExplicit (base::DataMatrix *m, base::Grid &grid)
 Factory method, returning an OperationLTwoDotExplicit (OperationMatrix) for the grid at hand. More...
 
base::OperationMatrixcreateOperationLTwoDotProduct (base::Grid &grid)
 Factory method, returning an OperationLTwoDotProduct (OperationMatrix) for the grid at hand. More...
 
datadriven::OperationMakePositivecreateOperationMakePositive (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. More...
 
base::OperationMultipleEvalcreateOperationMultipleEval (base::Grid &grid, base::DataMatrix &dataset, sgpp::datadriven::OperationMultipleEvalConfiguration &configuration)
 Factory method, returning an OperationMultipleEval for the grid. More...
 
base::OperationMultipleEvalcreateOperationMultipleEval (base::Grid &grid, base::DataMatrix &dataset)
 Factory method, returning an OperationMultipleEval for the grid at hand. More...
 
base::OperationMultipleEvalcreateOperationMultipleEvalInter (base::Grid &grid, base::DataMatrix &dataset, std::vector< std::vector< size_t >> interactions)
 Similar to createOperationMultipleEval, but makes use of interaction terms during evaluation. More...
 
base::OperationMultipleEvalcreateOperationMultipleEvalNaive (base::Grid &grid, base::DataMatrix &dataset)
 Factory method, returning an OperationMultipleEvalNaive for the grid at hand. More...
 
optimization::OperationMultipleHierarchisationcreateOperationMultipleHierarchisation (base::Grid &grid)
 Creates a OperationMultipleHierarchisation for the given sgpp::optimization grid. More...
 
base::OperationQuadraturecreateOperationQuadrature (base::Grid &grid)
 Factory method, returning an OperationQuadrature for the grid at hand. More...
 
quadrature::OperationQuadratureMCAdvancedcreateOperationQuadratureMCAdvanced (base::Grid &grid, size_t numberOfSamples, std::uint64_t seed=std::mt19937_64::default_seed)
 Creates an OperationQuadratureMCAdvanced. More...
 
base::OperationMatrixcreateOperationRegularizationDiagonal (base::Grid &grid, int mode, double k)
 Factory method, returning an OperationRegularizationDiagonal for the grid at hand. More...
 
datadriven::OperationRosenblattTransformationcreateOperationRosenblattTransformation (base::Grid &grid)
 Factory method, returning an OperationRosenblattTransformation for the grid. More...
 
datadriven::OperationTransformation1DcreateOperationRosenblattTransformation1D (base::Grid &grid)
 Factory method, returning an OperationRosenblattTransformation for the grid. More...
 
datadriven::OperationRosenblattTransformationKDEcreateOperationRosenblattTransformationKDE (datadriven::KernelDensityEstimator &kde)
 Factory method, returning an OperationRosenblattTransformationKDE for the kde. More...
 
base::OperationSecondMomentcreateOperationSecondMoment (base::Grid &grid)
 Factory method, returning an OperationSecondMoment for the grid at hand. More...
 
datadriven::OperationTestcreateOperationTest (base::Grid &grid)
 Factory method, returning an OperationTest for the grid at hand. More...
 

Function Documentation

◆ createOperationArbitraryBoundaryHierarchisation()

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.

Parameters
gridGrid which is to be used for hierarchisation
Returns
Pointer to the new OperationArbitraryBoundaryHierarchisation object for the Grid grid

Referenced by python.uq.operations.sparse_grid::hierarchize().

◆ createOperationConvert()

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.

Parameters
gridGrid which is to be used for conversion
Returns
Pointer to the new OperationConvert object for the Grid grid

References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), and sgpp::base::Prewavelet.

◆ createOperationCovariance()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationCovariance object for the Grid grid

Referenced by sgpp::datadriven::LearnerSGDE::cov(), and sgpp::datadriven::SparseGridDensityEstimator::cov().

◆ createOperationDensityConditional()

datadriven::OperationDensityConditional * sgpp::op_factory::createOperationDensityConditional ( base::Grid grid)

Factory method, returning an OperationDensityConditional for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationDensityConditional for the Grid grid

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().

◆ createOperationDensityConditionalKDE()

datadriven::OperationDensityConditionalKDE * sgpp::op_factory::createOperationDensityConditionalKDE ( datadriven::KernelDensityEstimator kde)

Factory method, returning an OperationDensityConditionalKDE for the kernel density.

Parameters
kdekernel density which is to be used for the operation
Returns
Pointer to new OperationDensityConditionalKDE

◆ createOperationDensityMarginalize()

◆ createOperationDensityMarginalizeKDE()

datadriven::OperationDensityMarginalizeKDE * sgpp::op_factory::createOperationDensityMarginalizeKDE ( datadriven::KernelDensityEstimator kde)

Factory method, returning an OperationDensityMarginalizeKDE for the kernel density.

Parameters
kdekernel density which is to be used for the operation
Returns
Pointer to new OperationDensityMarginalizeKDE

Referenced by sgpp::datadriven::OperationDensityConditionalKDE::condToDimX(), sgpp::datadriven::KernelDensityEstimator::cov(), sgpp::datadriven::OperationDensityConditionalKDE::doConditional(), sgpp::datadriven::KernelDensityEstimator::marginalize(), and sgpp::datadriven::KernelDensityEstimator::margToDimX().

◆ createOperationDensityMargTo1D()

datadriven::OperationDensityMargTo1D * sgpp::op_factory::createOperationDensityMargTo1D ( base::Grid grid)

Factory method, returning an OperationDensityMargTo1D for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationDensityMarginalize for the Grid grid

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().

◆ createOperationDensityRejectionSampling()

datadriven::OperationDensityRejectionSampling * sgpp::op_factory::createOperationDensityRejectionSampling ( base::Grid grid)

Factory method, returning an OperationDensityRejectionSampling for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationDensitySampling1D for the Grid grid

References sgpp::base::Grid::getType(), and sgpp::base::Linear.

◆ createOperationDensitySampling()

datadriven::OperationDensitySampling * sgpp::op_factory::createOperationDensitySampling ( base::Grid grid)

Factory method, returning an OperationDensitySampling for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationDensitySampling1D for the Grid grid

References sgpp::base::Grid::getType(), and sgpp::base::Linear.

◆ createOperationDensitySampling1D()

datadriven::OperationDensitySampling1D * sgpp::op_factory::createOperationDensitySampling1D ( base::Grid grid)

Factory method, returning an OperationDensitySampling1D for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationDensitySampling1D for the Grid grid

References sgpp::base::Grid::getType(), and sgpp::base::Linear.

Referenced by sgpp::datadriven::OperationDensitySamplingLinear::doSampling(), and sgpp::datadriven::OperationDensitySamplingLinear::doSampling_in_next_dim().

◆ createOperationDiagonal()

base::OperationMatrix * sgpp::op_factory::createOperationDiagonal ( base::Grid grid,
double  multiplicationFactor = 0.25 
)

Factory method, returning an OperationDiagonal (OperationMatrix) for the grid at hand.

Parameters
gridGrid which is to be used
multiplicationFactorMultiplicationFactor which is to be used
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Grid::getStorage().

Referenced by sgpp::datadriven::RegressionLearner::setWeights().

◆ createOperationEval()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationEval object for the Grid grid

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().

◆ createOperationEvalGradientNaive()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationEvalGradient object for the Grid grid

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.

◆ createOperationEvalHessianNaive()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationEvalHessian object for the Grid grid

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.

◆ createOperationEvalNaive()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationEval object for the Grid grid

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().

◆ createOperationEvalPartialDerivativeNaive()

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationEvalPartialDerivative object for the Grid grid

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.

◆ createOperationFirstMoment()

◆ createOperationHierarchisation()

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.

Parameters
gridGrid which is to be used for hierarchisation
Returns
Pointer to the new OperationHierarchisation object for the Grid grid

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().

◆ createOperationIdentity()

◆ createOperationInverseRosenblattTransformation()

datadriven::OperationInverseRosenblattTransformation * sgpp::op_factory::createOperationInverseRosenblattTransformation ( base::Grid grid)

◆ createOperationInverseRosenblattTransformation1D()

datadriven::OperationTransformation1D * sgpp::op_factory::createOperationInverseRosenblattTransformation1D ( base::Grid grid)

Factory method, returning an OperationInverseRosenblattTransformation1D for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationInverseRosenblattTransformation1D for the Grid grid

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().

◆ createOperationInverseRosenblattTransformationKDE()

datadriven::OperationInverseRosenblattTransformationKDE * sgpp::op_factory::createOperationInverseRosenblattTransformationKDE ( datadriven::KernelDensityEstimator kde)

Factory method, returning an OperationInverseRosenblattTransformationKDE for the kde.

Parameters
kdeKernelDensityEstimator for which the inverse Rosenblatt transformation should be computed
Returns
Pointer to new OperationInverseRosenblattTransformationKDE for the kde

Referenced by python.uq.dists.KDEDist.KDEDist::ppf(), and python.uq.dists.LibAGFDist.LibAGFDist::ppf().

◆ createOperationLaplace() [1/2]

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationMatrix object for the Grid grid

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().

◆ createOperationLaplace() [2/2]

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.

Parameters
gridGrid which is to be used
coefCoefficient vector for OperationLaplace
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.

◆ createOperationLaplaceEnhanced() [1/2]

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

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.

◆ createOperationLaplaceEnhanced() [2/2]

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

Parameters
gridGrid which is to be used
coefCoefficient vector for OperationLaplace
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, and sgpp::base::LinearL0Boundary.

◆ createOperationLaplaceExplicit() [1/2]

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.

Parameters
gridGrid which is to be used
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Bspline, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, and sgpp::base::ModBspline.

◆ createOperationLaplaceExplicit() [2/2]

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.

Parameters
gridGrid which is to be used
mDataMatrix in which the data is stored
Returns
Pointer to the new OperationMatrix object for the Grid grid

References sgpp::base::Bspline, sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, and sgpp::base::ModBspline.

◆ createOperationLimitFunctionValueRange()

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.

Parameters
candidateSearchAlgorithmdefines algorithm for candidate set enumeration
interpolationAlgorithmdefines algorithm for coefficient estimation of extension set
verboseverbosity
ffunction to be approximated (as an alternative to a sparse grid function)
Returns
Pointer to the new OperationLimitFunctionValueRange object for the Grid grid

◆ createOperationLTwoDotExplicit() [1/2]

◆ createOperationLTwoDotExplicit() [2/2]

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.

Parameters
gridGrid which is to be used
mDataMatrix in which the data is stored
Returns
Pointer to the new OperationMatrix object for the Grid grid

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.

◆ createOperationLTwoDotProduct()

base::OperationMatrix * sgpp::op_factory::createOperationLTwoDotProduct ( base::Grid grid)

◆ createOperationMakePositive()

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.

Parameters
candidateSearchAlgorithmdefines algorithm for candidate set enumeration
interpolationAlgorithmdefines algorithm for coefficient estimation of extension set
generateConsistentGridif set to true, all hierarchical ancestors are available in the resulting grid
verboseverbosity
ffunction to be approximated (as an alternative to a sparse grid function)
Returns
Pointer to the new OperationMakePositive object for the Grid grid

Referenced by sgpp::datadriven::SparseGridDensityEstimator::initialize(), and sgpp::datadriven::OperationLimitFunctionValueRange::OperationLimitFunctionValueRange().

◆ createOperationMultipleEval() [1/2]

base::OperationMultipleEval * sgpp::op_factory::createOperationMultipleEval ( base::Grid grid,
base::DataMatrix dataset,
sgpp::datadriven::OperationMultipleEvalConfiguration configuration 
)

◆ createOperationMultipleEval() [2/2]

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.

Parameters
gridGrid which is to be used
datasetThe dataset (DataMatrix, one datapoint per row) that is to be evaluated for the sparse grid function
Returns
Pointer to the new OperationMultipleEval object for the Grid grid

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().

◆ createOperationMultipleEvalInter()

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.

Parameters
gridGrid which is to be used
datasetThe dataset (DataMatrix, one datapoint per row) that is to be evaluated for the sparse grid function
interactionsA list of Interaction the SG is reduced to
Returns
Pointer to the new OperationMultipleEval object for the Grid grid

References sgpp::base::Grid::getType(), and sgpp::base::ModLinear.

Referenced by sgpp::datadriven::DBMatOnlineDE::computeDensityFunction(), and sgpp::datadriven::DBMatOnlineDE::eval().

◆ createOperationMultipleEvalNaive()

◆ createOperationMultipleHierarchisation()

◆ createOperationQuadrature()

◆ createOperationQuadratureMCAdvanced()

quadrature::OperationQuadratureMCAdvanced * sgpp::op_factory::createOperationQuadratureMCAdvanced ( base::Grid grid,
size_t  numberOfSamples,
std::uint64_t  seed = std::mt19937_64::default_seed 
)

Creates an OperationQuadratureMCAdvanced.

Parameters
gridReference to the grid object
numberOfSamplesNumber of Monte Carlo samples
seedCustom seed (defaults to default seed of mt19937_64)

◆ createOperationRegularizationDiagonal()

base::OperationMatrix * sgpp::op_factory::createOperationRegularizationDiagonal ( base::Grid grid,
int  mode,
double  k 
)

Factory method, returning an OperationRegularizationDiagonal for the grid at hand.

Parameters
gridGrid which is to be used for OperationRegularizationDiagonal
modeMode, specifying which regularization to use. Example: OperationRegularizationDiagonal::HKMIX.
kParameter for \(H^k\)
Returns
Pointer to the new OperationRegularizationDiagonal object for the Grid grid

References sgpp::base::Grid::getStorage(), sgpp::base::Grid::getType(), sgpp::base::Linear, sgpp::base::LinearBoundary, sgpp::base::LinearL0Boundary, and sgpp::base::ModLinear.

◆ createOperationRosenblattTransformation()

datadriven::OperationRosenblattTransformation * sgpp::op_factory::createOperationRosenblattTransformation ( base::Grid grid)

◆ createOperationRosenblattTransformation1D()

datadriven::OperationTransformation1D * sgpp::op_factory::createOperationRosenblattTransformation1D ( base::Grid grid)

Factory method, returning an OperationRosenblattTransformation for the grid.

Parameters
gridGrid which is to be used for the operation
Returns
Pointer to new OperationRosenblattTransformation1D for the Grid grid

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().

◆ createOperationRosenblattTransformationKDE()

datadriven::OperationRosenblattTransformationKDE * sgpp::op_factory::createOperationRosenblattTransformationKDE ( datadriven::KernelDensityEstimator kde)

Factory method, returning an OperationRosenblattTransformationKDE for the kde.

Parameters
kdeKernelDensityEstimator for which the Rosenblatt transformation should be computed
Returns
Pointer to new OperationRosenblattTransformationKDE for the kde

Referenced by python.uq.dists.KDEDist.KDEDist::cdf(), python.uq.dists.LibAGFDist.LibAGFDist::cdf(), and sgpp::datadriven::OperationInverseRosenblattTransformationKDE::getMaxInversionError().

◆ createOperationSecondMoment()

◆ createOperationTest()