Interpolation by Kriging with a user-specified covariance function. More...

#include <interp_krige.h>

Inheritance diagram for o2scl::interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t >:

Detailed Description

template<class vec_t, class vec2_t = vec_t, class covar_func_t = std::function<double(double,double)>, class covar_integ_t = std::function<double(double,double,double)>>
class o2scl::interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t >

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

Note: The function set() stores a pointer to the covariance function and its derivatives and integrals so they cannot go out of scope before any of the interpolation functions are called.; This class is experimental.

Definition at line 67 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

Protected Attributes
ubvector	Kinvf
	Inverse covariance matrix times function vector.

covar_func_t *	f
	Pointer to user-specified covariance function.

covar_func_t *	df
	Pointer to user-specified derivative.

covar_func_t *	df2
	Pointer to user-specified second derivative.

covar_integ_t *	intp
	Pointer to user-specified integral.

Protected Attributes inherited from o2scl::interp_base< vec_t, vec_t >
search_vec< const vec_t >	svx
	To perform binary searches. More...

const vec_t *	px
	Independent vector.

const vec_t *	py
	Dependent vector.

size_t	sz
	Vector size.

Select matrix inversion method
size_t	matrix_mode
	Method for matrix inversion.

static const size_t	matrix_cholesky =0
	Use Cholesky decomposition.

static const size_t	matrix_LU =1
	Use LU decomposition.

virtual void	set (size_t size, const vec_t &x, const vec2_t &y)
	Initialize interpolation routine.

virtual int	set_covar_di_noise (size_t n_dim, const vec_t &x, const vec_t &y, covar_func_t &fcovar, covar_func_t &fderiv, covar_func_t &fderiv2, covar_func_t &finteg, double noise_var, bool err_on_fail=true)
	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, covar_func_t &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, covar_func_t &fcovar, bool err_on_fail=true)
	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 $y^{\prime}(x=x_0)$ .

virtual double	deriv2 (double x0) const
	Give the value of the second derivative $y^{\prime \prime}(x=x_0)$ .

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_krige"`.

	interp_krige (const interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t > &)

interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t > &	operator= (const interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t > &)

Additional Inherited Members
Public Member Functions inherited from o2scl::interp_base< vec_t, vec_t >
virtual void	set (size_t size, const vec_t &x, const vec_t &y)=0
	Initialize interpolation routine.

virtual double	operator() (double x0) const
	Give the value of the function .

virtual const char *	type () const=0
	Return the type.

Public Attributes inherited from o2scl::interp_base< vec_t, vec_t >
size_t	min_size
	The minimum size of the vectors to interpolate between. More...

Protected Member Functions inherited from o2scl::interp_base< vec_t, vec_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.

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

/home/awsteiner/wcs/o2scl/src/base/interp_krige.h

Detailed Description

template<class vec_t, class vec2_t = vec_t, class covar_func_t = std::function<double(double,double)>, class covar_integ_t = std::function<double(double,double,double)>> class o2scl::interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t >

Public Types

Protected Attributes

Select matrix inversion method

Additional Inherited Members

template<class vec_t, class vec2_t = vec_t, class covar_func_t = std::function<double(double,double)>, class covar_integ_t = std::function<double(double,double,double)>>
class o2scl::interp_krige< vec_t, vec2_t, covar_func_t, covar_integ_t >