Public Types | Public Member Functions | Public Attributes | Protected Member Functions | Protected Attributes | List of all members
o2scl::interp_krige_optim< vec_t, vec2_t > Class Template Reference

One-dimensional interpolation using an optimized covariance function. More...

#include <interp_krige.h>

Inheritance diagram for o2scl::interp_krige_optim< vec_t, vec2_t >:
o2scl::interp_krige< vec_t, vec2_t > o2scl::interp_base< vec_t, vec2_t >

Detailed Description

template<class vec_t, class vec2_t = vec_t>
class o2scl::interp_krige_optim< vec_t, vec2_t >

See also the Interpolation section of the O2scl User's guide.

Note
This class is experimental.

Definition at line 238 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< ubmatrixubmatrix_column
 
- Public Types inherited from o2scl::interp_krige< vec_t, vec2_t >
typedef boost::numeric::ublas::vector< double > ubvector
 
typedef boost::numeric::ublas::matrix< double > ubmatrix
 
typedef boost::numeric::ublas::matrix_column< ubmatrixubmatrix_column
 

Public Member Functions

virtual void 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.
 
- Public Member Functions inherited from o2scl::interp_krige< vec_t, vec2_t >
virtual void 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.
 
virtual void set_covar_noise (size_t n_dim, const vec_t &x, const vec_t &y, std::function< double(double, double)> &fcovar, double noise_var)
 Initialize interpolation routine.
 
virtual void 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 $ y(x=x_0) $ .
 
virtual double deriv (double x0) const
 Give the value of the derivative $ y^{\prime}(x=x_0) $ .
 
virtual double deriv2 (double x0) const
 Give the value of the second derivative $ y^{\prime \prime}(x=x_0) $ (always zero)
 
virtual double integ (double a, double b) const
 Give the value of the integral $ \int_a^{b}y(x)~dx $ .
 
virtual const char * type () const
 Return the type, "interp_linear".
 
- Public Member Functions inherited from o2scl::interp_base< vec_t, vec2_t >
virtual double operator() (double x0) const
 Give the value of the function $ y(x=x_0) $ .
 

Public Attributes

size_t nvar
 Number of variance points to try.
 
size_t nlen
 Number of length scale points to try.
 
mmin_bfgs2 def_mmin
 Default minimizer.
 
bool full_min
 If true, use the full minimizer.
 
- Public Attributes inherited from o2scl::interp_base< vec_t, vec2_t >
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 (size_t nv, const ubvector &x)
 Function to optimize the covariance.
 
- Protected Member Functions inherited from o2scl::interp_base< vec_t, vec2_t >
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

double len
 The covariance function length scale.
 
double var
 The covariance function coefficient.
 
double qual
 The quality factor of the optimization.
 
std::function< double(double, double)> ff
 Functor for the covariance function covar()
 
mmin_basemp
 Pointer to the user-specified minimizer.
 
- Protected Attributes inherited from o2scl::interp_krige< vec_t, vec2_t >
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.
 
- Protected Attributes inherited from o2scl::interp_base< vec_t, vec2_t >
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.
 

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

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