MonotoneExpansion.h

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#ifndef MONOTONEEXPANSION_H
#define MONOTONEEXPANSION_H
 
#include "MUQ/Approximation/Polynomials/BasisExpansion.h"
#include <boost/property_tree/ptree.hpp>
 
namespace muq{
  namespace Approximation{
 
    class MonotoneExpansion : public muq::Modeling::ModPiece{
 
    public:
      //MonotoneExpansion(boost::property_tree::ptree & params);
 
      MonotoneExpansion(std::shared_ptr<BasisExpansion> monotonePartsIn,
                        bool                            coeffInput=false);
 
      MonotoneExpansion(std::vector<std::shared_ptr<BasisExpansion>> const& generalPartsIn,
                        std::vector<std::shared_ptr<BasisExpansion>> const& monotonePartsIn,
                        bool                                                coeffInput=false);
 
      unsigned NumTerms() const;
 
      std::shared_ptr<MonotoneExpansion> Head(int numRows) const;
 
      Eigen::VectorXd EvaluateInverse(Eigen::VectorXd const& refPt) const;
      Eigen::VectorXd EvaluateInverse(Eigen::VectorXd const& refPt,
                                      Eigen::VectorXd const& tgtPt0) const;
 
      Eigen::VectorXd EvaluateForward(Eigen::VectorXd const& x) const;
 
      virtual Eigen::VectorXd GetCoeffs() const;
 
      virtual void SetCoeffs(Eigen::VectorXd const& allCoeffs);
 
      virtual double LogDeterminant(Eigen::VectorXd const& evalPt);
      virtual double LogDeterminant(Eigen::VectorXd const& evalPt,
                                    Eigen::VectorXd const& coeffs);
 
      virtual Eigen::VectorXd GradLogDeterminant(Eigen::VectorXd const& evalPt);
      virtual Eigen::VectorXd GradLogDeterminant(Eigen::VectorXd const& evalPt,
                                                 Eigen::VectorXd const& coeffs);
 
    protected:
 
      virtual void EvaluateImpl(muq::Modeling::ref_vector<Eigen::VectorXd> const& inputs) override;
 
      virtual void JacobianImpl(unsigned int const                                wrtOut,
                                unsigned int const                                wrtIn,
                                muq::Modeling::ref_vector<Eigen::VectorXd> const& inputs) override;
 
      Eigen::MatrixXd JacobianWrtX(Eigen::VectorXd const& x) const;
 
      std::vector<std::shared_ptr<BasisExpansion>> generalParts;
      std::vector<std::shared_ptr<BasisExpansion>> monotoneParts;
 
      Eigen::VectorXd quadWeights;
      Eigen::VectorXd quadPts; // quadrature points on [0,1]
 
    private:
      static Eigen::VectorXi GetInputSizes(std::vector<std::shared_ptr<BasisExpansion>> const& generalPartsIn,
                                           std::vector<std::shared_ptr<BasisExpansion>> const& monotonePartsIn,
                                           bool                                                coeffInput);
 
    }; // class MonotoneExpansion
 
  } // namespace Approximation
} // namespace muq
 
 
#endif