One-dimensional interpolation using an optimized covariance function. More...
#include <interp_krige.h>
See also the Interpolation section of the O2scl User's guide.
Definition at line 273 of file interp_krige.h.
Public Types | |
typedef boost::numeric::ublas::vector< double > | ubvector |
typedef boost::numeric::ublas::matrix< double > | ubmatrix |
typedef boost::numeric::ublas::matrix_column< ubmatrix > | ubmatrix_column |
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typedef boost::numeric::ublas::vector< double > | ubvector |
typedef boost::numeric::ublas::matrix< double > | ubmatrix |
typedef boost::numeric::ublas::matrix_column< ubmatrix > | ubmatrix_column |
Public Member Functions | |
virtual int | set_noise (size_t size, const vec_t &x, const vec2_t &y, double noise_var) |
Initialize interpolation routine. | |
virtual void | set (size_t size, const vec_t &x, const vec2_t &y) |
Initialize interpolation routine. | |
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virtual int | set_covar_di_noise (size_t n_dim, const vec_t &x, const vec_t &y, std::function< double(double, double)> &fcovar, std::function< double(double, double)> &fderiv, std::function< double(double, double)> &fderiv2, std::function< double(double, double)> &finteg, double noise_var) |
Initialize interpolation routine, specifying derivatives and integrals [not yet implemented]. | |
virtual int | set_covar_noise (size_t n_dim, const vec_t &x, const vec_t &y, std::function< double(double, double)> &fcovar, double noise_var, bool err_on_fail=true) |
Initialize interpolation routine. | |
virtual int | set_covar (size_t n_dim, const vec_t &x, const vec_t &y, std::function< double(double, double)> &fcovar) |
Initialize interpolation routine. | |
virtual double | eval (double x0) const |
Give the value of the function ![]() | |
virtual double | deriv (double x0) const |
Give the value of the derivative ![]() | |
virtual double | deriv2 (double x0) const |
Give the value of the second derivative ![]() | |
virtual double | integ (double a, double b) const |
Give the value of the integral ![]() | |
virtual const char * | type () const |
Return the type, "interp_linear" . | |
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virtual double | operator() (double x0) const |
Give the value of the function ![]() | |
Public Attributes | |
int | verbose |
Verbosity parameter. | |
size_t | nlen |
Number of length scale points to try. | |
min_brent_gsl | def_min |
Default minimizer. | |
bool | full_min |
If true, use the full minimizer. | |
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int | matrix_mode |
Method for matrix inversion. | |
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size_t | min_size |
The minimum size of the vectors to interpolate between. More... | |
Protected Member Functions | |
double | covar (double x1, double x2) |
The covariance function. | |
double | deriv (double x1, double x2) |
The derivative of the covariance function. | |
double | deriv2 (double x1, double x2) |
The second derivative of the covariance function. | |
double | integ (double x, double x1, double x2) |
The integral of the covariance function. | |
double | qual_fun (double x, double noise_var, int &success) |
Function to optimize the covariance parameters. | |
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double | integ_eval (double ai, double bi, double ci, double di, double xi, double a, double b) const |
An internal function to assist in computing the integral for both the cspline and Akima types. | |
Protected Attributes | |
std::function< double(double, double)> | ff |
double | len |
The covariance function length scale. | |
double | qual |
The quality factor of the optimization. | |
min_base * | mp |
Pointer to the user-specified minimizer. | |
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ubvector | Kinvf |
Inverse covariance matrix times function vector. | |
std::function< double(double, double)> * | f |
Pointer to user-specified covariance function. | |
std::function< double(double, double)> * | df |
Pointer to user-specified derivative. | |
std::function< double(double, double)> * | df2 |
Pointer to user-specified second derivative. | |
std::function< double(double, double, double)> * | intp |
Pointer to user-specified second derivative. | |
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search_vec< const vec_t > | svx |
To perform binary searches. More... | |
const vec_t * | px |
Independent vector. | |
const vec2_t * | py |
Dependent vector. | |
size_t | sz |
Vector size. | |
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