Matern covariance coefficient function. More...

#include <TMaternCovCoeffFn.hh>

Inheritance diagram for TMaternCovCoeffFn< T_point >:

Public Member Functions
	TMaternCovCoeffFn (const real sigma, const real length, const real nu, const std::vector< T_point > &vertices)

virtual void	eval (const std::vector< idx_t > &rowidxs, const std::vector< idx_t > &colidxs, value_t *matrix) const

virtual matform_t	matrix_format () const

Public Member Functions inherited from TCoeffFn< real >
	TCoeffFn ()
	default constructor

virtual	~TCoeffFn ()
	destructor

virtual bool	is_complex () const
	return true if function is complex valued

virtual void	eval (const TIndexSet &rowis, const TIndexSet &colis, value_t *matrix) const

Detailed Description

template<typename T_point = TPoint>
class HLIB::TMaternCovCoeffFn< T_point >

     TMaternCovCoeffFn implements the Matern covarience kernel
     \f[ C(h, \theta ) := \frac{\sigma^2}{2^{\nu-1} \Gamma(\nu)} \left(\frac{h}{\ell}\right)^{\nu} K_{\nu}\left(\frac{h}{\ell}\right) \f]
     with \f$\theta=(\sigma,\ell,\nu)\f$, where \f$\sigma\f$ is the variance; \f$\nu > 0\f$ controls
     the smoothness of the random field, with larger values of corresponding to smoother fields;
     and \f$\ell\f$ is a spatial range parameter that measures how quickly the correlation of the
     random field decays with distance.

Constructor & Destructor Documentation

◆ TMaternCovCoeffFn()

TMaternCovCoeffFn	(	const real	sigma,
		const real	length,
		const real	nu,
		const std::vector< T_point > &	vertices
	)

constructor

Member Function Documentation

◆ eval()

virtual void eval	(	const std::vector< idx_t > &	rowidxs,
		const std::vector< idx_t > &	colidxs,
		value_t *	matrix
	)		const

virtual

coefficient evaluation

Implements TCoeffFn< real >.

◆ matrix_format()

virtual matform_t matrix_format ( ) const

inlinevirtual

return format of matrix, e.g. symmetric or hermitian

Reimplemented from TCoeffFn< real >.

Public Member Functions