TMaternCovCoeffFn< T_point > Class Template Reference

Matern covariance coefficient function. More...

#include <TMaternCovCoeffFn.hh>

Inheritance diagram for TMaternCovCoeffFn< T_point >:

Public Member Functions
	TMaternCovCoeffFn (const value_t sigma, const value_t length, const value_t nu, const std::vector< point_t > &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< T >
	TCoeffFn ()
	default constructor
virtual	~TCoeffFn ()
	destructor
virtual void	eval (const TIndexSet &rowis, const TIndexSet &colis, value_t *matrix) const
virtual void	eval (const std::vector< idx_t > &tau, const std::vector< idx_t > &sigma, value_t *matrix) const =0

Detailed Description

template<typename T_point = TPoint>
class Hpro::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()

template<typename T_point = TPoint>

TMaternCovCoeffFn	(	const value_t	sigma,
		const value_t	length,
		const value_t	nu,
		const std::vector< point_t > &	vertices
	)

constructor

Member Function Documentation

eval()

template<typename T_point = TPoint>

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

virtual

coefficient evaluation

matrix_format()

template<typename T_point = TPoint>

virtual matform_t matrix_format ( ) const

inlinevirtual

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

Reimplemented from TCoeffFn< T >.