GaussNewtonOperator.h

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#ifndef GAUSSNEWTONOPERATOR_H
#define GAUSSNEWTONOPERATOR_H
 
#include "MUQ/Modeling/LinearAlgebra/LinearOperator.h"
#include "MUQ/Modeling/Distributions/GaussianBase.h"
 
#include <memory>
 
namespace muq
{
namespace Modeling
{
 
 
class GaussNewtonOperator : public LinearOperator {
public:
 
  GaussNewtonOperator(std::shared_ptr<ModPiece>     const& forwardModelIn,
                      std::shared_ptr<ModPiece>     const& noiseModelIn,
                      std::vector<Eigen::VectorXd>  const& inputsIn,
                      unsigned int                         inWrt,
                      double                               scaleIn=1.0,
                      double                               nuggetIn=0.0);
 
  virtual ~GaussNewtonOperator() = default;
 
  virtual Eigen::MatrixXd Apply(Eigen::Ref<const Eigen::MatrixXd> const& x) override;
 
  virtual Eigen::MatrixXd ApplyTranspose(Eigen::Ref<const Eigen::MatrixXd> const& x) override;
 
protected:
  std::shared_ptr<ModPiece> forwardModel;
  std::shared_ptr<ModPiece> noiseModel;
 
  const std::vector<Eigen::VectorXd> inputs;
  const std::vector<Eigen::VectorXd> noiseInputs;
  const unsigned int inWrt;
  const double scale;
  const double nugget;
 
};
 
} // namespace Modeling
} // namespace MUQ
 
 
 
#endif