MUQ  0.4.3
Public Member Functions | Public Attributes | List of all members
muq::Approximation::ObservationInformation Class Reference
Gaussian Processes » GP_Observations

Class for defining linear observations of a Gaussian process. More...

#include <ObservationInformation.h>

Inheritance diagram for muq::Approximation::ObservationInformation:
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Detailed Description

Class for defining linear observations of a Gaussian process.

Definition at line 23 of file ObservationInformation.h.

Public Member Functions

 ObservationInformation (std::shared_ptr< muq::Modeling::LinearOperator > Hin, Eigen::Ref< const Eigen::VectorXd > const &locIn, Eigen::Ref< const Eigen::VectorXd > const &obsIn, Eigen::Ref< const Eigen::MatrixXd > const &obsCovIn)
 
virtual ~ObservationInformation ()=default
 
virtual void FillSelfCov (std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 
virtual void FillCrossCov (Eigen::Ref< const Eigen::VectorXd > const &otherLoc, std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 
virtual void FillCrossCov (std::shared_ptr< ObservationInformation > otherObs, std::shared_ptr< KernelBase > kernel, Eigen::Ref< Eigen::MatrixXd > covBlock)
 

Public Attributes

std::shared_ptr< muq::Modeling::LinearOperator > H
 
Eigen::VectorXd loc
 
Eigen::VectorXd obs
 
Eigen::MatrixXd obsCov
 

Constructor & Destructor Documentation

◆ ObservationInformation()

muq::Approximation::ObservationInformation::ObservationInformation ( std::shared_ptr< muq::Modeling::LinearOperator >  Hin,
Eigen::Ref< const Eigen::VectorXd > const &  locIn,
Eigen::Ref< const Eigen::VectorXd > const &  obsIn,
Eigen::Ref< const Eigen::MatrixXd > const &  obsCovIn 
)
inline

Definition at line 27 of file ObservationInformation.h.

◆ ~ObservationInformation()

virtual muq::Approximation::ObservationInformation::~ObservationInformation ( )
virtualdefault

Member Function Documentation

◆ BuildBaseCovariance() [1/3]

Eigen::MatrixXd ObservationInformation::BuildBaseCovariance ( Eigen::Ref< const Eigen::VectorXd > const &  otherObs,
std::shared_ptr< KernelBase >  kernel 
)
protectedvirtual

Reimplemented in muq::Approximation::DerivativeObservation.

Definition at line 26 of file ObservationInformation.cpp.

References loc.

Referenced by FillCrossCov(), and FillSelfCov().

◆ BuildBaseCovariance() [2/3]

Eigen::MatrixXd ObservationInformation::BuildBaseCovariance ( std::shared_ptr< KernelBase >  kernel)
protectedvirtual

Reimplemented in muq::Approximation::DerivativeObservation.

Definition at line 32 of file ObservationInformation.cpp.

References loc.

◆ BuildBaseCovariance() [3/3]

Eigen::MatrixXd ObservationInformation::BuildBaseCovariance ( std::shared_ptr< ObservationInformation >  otherObs,
std::shared_ptr< KernelBase >  kernel 
)
protectedvirtual

Reimplemented in muq::Approximation::DerivativeObservation.

Definition at line 37 of file ObservationInformation.cpp.

References loc.

◆ FillCrossCov() [1/2]

void ObservationInformation::FillCrossCov ( Eigen::Ref< const Eigen::VectorXd > const &  otherLoc,
std::shared_ptr< KernelBase >  kernel,
Eigen::Ref< Eigen::MatrixXd >  covBlock 
)
virtual

Definition at line 12 of file ObservationInformation.cpp.

References BuildBaseCovariance(), and H.

◆ FillCrossCov() [2/2]

void ObservationInformation::FillCrossCov ( std::shared_ptr< ObservationInformation >  otherObs,
std::shared_ptr< KernelBase >  kernel,
Eigen::Ref< Eigen::MatrixXd >  covBlock 
)
virtual

Definition at line 19 of file ObservationInformation.cpp.

References BuildBaseCovariance(), and H.

◆ FillSelfCov()

void ObservationInformation::FillSelfCov ( std::shared_ptr< KernelBase >  kernel,
Eigen::Ref< Eigen::MatrixXd >  covBlock 
)
virtual

Definition at line 6 of file ObservationInformation.cpp.

References BuildBaseCovariance(), H, and obsCov.

Member Data Documentation

◆ H

std::shared_ptr<muq::Modeling::LinearOperator> muq::Approximation::ObservationInformation::H

Definition at line 46 of file ObservationInformation.h.

Referenced by FillCrossCov(), and FillSelfCov().

◆ loc

Eigen::VectorXd muq::Approximation::ObservationInformation::loc

Definition at line 49 of file ObservationInformation.h.

Referenced by BuildBaseCovariance(), and muq::Approximation::DerivativeObservation::BuildBaseCovariance().

◆ obs

Eigen::VectorXd muq::Approximation::ObservationInformation::obs

Definition at line 52 of file ObservationInformation.h.

◆ obsCov

Eigen::MatrixXd muq::Approximation::ObservationInformation::obsCov

Definition at line 55 of file ObservationInformation.h.

Referenced by FillSelfCov().

The documentation for this class was generated from the following files: