GaussianProcess.h File Reference

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Classes
class	StochasticTools::GaussianProcess
	Utility class dedicated to hold structures and functions commont to Gaussian Processes. More...
struct	StochasticTools::GaussianProcess::GPOptimizerOptions
	Structure containing the optimization options for hyperparameter-tuning. More...

Namespaces
	StochasticTools
	Enum for batch type in stochastic tools MultiApp.

Functions
template<>
void	dataStore (std::ostream &stream, Eigen::LLT< RealEigenMatrix > &decomp, void *context)
template<>
void	dataLoad (std::istream &stream, Eigen::LLT< RealEigenMatrix > &decomp, void *context)
template<>
void	dataStore (std::ostream &stream, StochasticTools::GaussianProcess &gp_utils, void *context)
template<>
void	dataLoad (std::istream &stream, StochasticTools::GaussianProcess &gp_utils, void *context)

Function Documentation

dataLoad() [1/2]

template<>

void dataLoad	(	std::istream &	stream,
		Eigen::LLT< RealEigenMatrix > &	decomp,
		void *	context
	)

Definition at line 341 of file GaussianProcess.C.

Referenced by dataLoad().

{
  RealEigenMatrix L;
  dataLoad(stream, L, context);
  decomp.compute(L * L.transpose());
}

dataLoad() [2/2]

template<>

void dataLoad	(	std::istream &	stream,
		StochasticTools::GaussianProcess &	gp_utils,
		void *	context
	)

Definition at line 368 of file GaussianProcess.C.

{
  dataLoad(stream, gp_utils.hyperparamMap(), context);
  dataLoad(stream, gp_utils.hyperparamVectorMap(), context);
  dataLoad(stream, gp_utils.covarType(), context);
  dataLoad(stream, gp_utils.covarName(), context);
  dataLoad(stream, gp_utils.covarNumOutputs(), context);
  dataLoad(stream, gp_utils.dependentCovarNames(), context);
  dataLoad(stream, gp_utils.dependentCovarTypes(), context);
  dataLoad(stream, gp_utils.K(), context);
  dataLoad(stream, gp_utils.KResultsSolve(), context);
  dataLoad(stream, gp_utils.KCholeskyDecomp(), context);
  dataLoad(stream, gp_utils.paramStandardizer(), context);
  dataLoad(stream, gp_utils.dataStandardizer(), context);
}

dataStore() [1/2]

template<>

void dataStore	(	std::ostream &	stream,
		Eigen::LLT< RealEigenMatrix > &	decomp,
		void *	context
	)

Definition at line 331 of file GaussianProcess.C.

Referenced by dataStore().

{
  // Store the L matrix as opposed to the full matrix to avoid compounding
  // roundoff error and decomposition error
  RealEigenMatrix L(decomp.matrixL());
  dataStore(stream, L, context);
}

dataStore() [2/2]

template<>

void dataStore	(	std::ostream &	stream,
		StochasticTools::GaussianProcess &	gp_utils,
		void *	context
	)

Definition at line 350 of file GaussianProcess.C.

{
  dataStore(stream, gp_utils.hyperparamMap(), context);
  dataStore(stream, gp_utils.hyperparamVectorMap(), context);
  dataStore(stream, gp_utils.covarType(), context);
  dataStore(stream, gp_utils.covarName(), context);
  dataStore(stream, gp_utils.covarNumOutputs(), context);
  dataStore(stream, gp_utils.dependentCovarNames(), context);
  dataStore(stream, gp_utils.dependentCovarTypes(), context);
  dataStore(stream, gp_utils.K(), context);
  dataStore(stream, gp_utils.KResultsSolve(), context);
  dataStore(stream, gp_utils.KCholeskyDecomp(), context);
  dataStore(stream, gp_utils.paramStandardizer(), context);
  dataStore(stream, gp_utils.dataStandardizer(), context);
}