HessianOperator.h

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#ifndef HESSIANOPERATOR_H
#define HESSIANOPERATOR_H
 
#include "MUQ/Modeling/LinearAlgebra/LinearOperator.h"
 
#include <memory>
 
namespace muq
{
namespace Modeling
{
 
 
class HessianOperator : public LinearOperator {
public:
 
  HessianOperator(std::shared_ptr<ModPiece>    const& pieceIn,
                  std::vector<Eigen::VectorXd> const& inputsIn,
                  unsigned int                        outWrtIn,
                  unsigned int                        inWrt1In,
                  unsigned int                        inWrt2In,
                  Eigen::VectorXd              const& sensIn,
                  double                              scaleIn=1.0,
                  double                              nuggetIn=0.0);
 
  virtual ~HessianOperator() = 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> basePiece;
 
  const std::vector<Eigen::VectorXd> inputs;
 
  const unsigned int outWrt;
  const unsigned int inWrt1;
  const unsigned int inWrt2;
  const Eigen::VectorXd sens;
  const double scale;
  const double nugget;
 
};
 
} // namespace Modeling
} // namespace MUQ
 
 
 
#endif