Namespaces
	PythonBindings

Classes
class	CombineVectors

class	ConstantPiece
	A muq::Modeling::WorkPiece with no inputs and known, constant outputs. More...

class	ConstantVector
	A muq::Modeling::ModPiece with no inputs and a single known vector-valued output. More...

class	CwiseUnaryOperator

class	DensityBase

class	Density

class	DensityProduct

class	Distribution

class	Gamma

class	Gaussian

class	GaussianBase
	Defines an abstract Gaussian class.@seealso Gaussian. More...

class	InverseGamma

class	MixtureDistribution

class	PyDistribution

class	PyGaussianBase

class	RandomVariable

class	UniformBox
	Defines a normalized uniform distribution over a bounded rectangular domain. More...

class	FenicsPiece

class	SwigExtract
	Class to extract a c++ class that was exposed to python with Swig. @detials This class is used to unwrap a c++ class that was exposed to python with Swig and then passed to MUQ through pybind11 bindings. The class is defined in a way to enable straightforward conversions with code like. More...

struct	DynamicKDTreeAdaptor

class	FlannCache
	Create a cache of model evaluations (input/output pairs) More...

class	GradientPiece

class	IdentityPiece
	A muq::Modeling::WorkPiece that returns its inputs (identity operator) More...

class	JacobianPiece
	A wrapper around another ModPiece that evaluates the action of the other piece's Jacobian on a vector. More...

class	AffineOperator
	Generic affine operator which adds an offset to a linear operator. @seealso LinearOperator. More...

class	AnyAlgebra
	Implement a generic way to do algebric operations on boost::any's. More...

class	AnyMat

class	AnyAlgebra2
	Implement a generic way to do algebric operations on boost::any's. More...

class	AnyVec

class	BlockDiagonalOperator
	Defines a block diagonal linear operator in terms of other linear operators. More...

class	BlockRowOperator
	Defines a block row matrix in terms of other linear operators. More...

class	CompanionMatrix
	Implments a companion matrix as a linear operator. More...

class	ConcatenateOperator
	Vertical or horizontal concatenation of other linear operators. More...

class	DiagonalOperator

class	EigenLinearOperator

struct	LinearOperatorFactory< Eigen::Matrix< ScalarType, Eigen::Dynamic, Eigen::Dynamic > >

struct	LinearOperatorFactory< Eigen::SparseMatrix< ScalarType > >

class	EigenMatrixAlgebra
	Linear algebra for Eigen::Matrix's.

class	EigenVectorAlgebra
	Linear algebra for Eigen::Vector's.

class	GaussianOperator
	Creates a linear operator for the action of the covariance or precision matrix of a Gaussian distribution. @seealso GaussNewtonOperator, HessianOperator. More...

class	GaussNewtonOperator
	Creates a linear operator for the action of a Gauss-Newton Hessian approximation on a vector. @seealso HessianOperator. More...

class	GeneralizedEigenSolver
	Abstract base class for operator based generalized eigenvalue solvers. More...

class	HessianOperator
	Creates a linear operator for the action of the Hessian of a ModPiece on a vector. Useful for computing the Hessian spectrum with iteratives solvers like LOBPCG. @seealso GaussNewtonOperator. More...

class	IdentityOperator

class	KroneckerProductOperator
	Defines the Kronecker product of two other linear operators. More...

class	LinearOperatorTypeException

struct	LinearOperatorFactory

class	LinearOperator
	Generic linear operator base class. More...

class	LOBPCG
	The Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG) method for matrix-free computation of eigenvalues and eigenvectors. More...

class	LyapunovSolver

class	ProductOperator
	The product of two linear operators, \(C=A*B\). More...

class	ScalarAlgebra
	Linear algebra for scalar objects. More...

class	SliceOperator
	Defines a "slice" or "range" of an input vector. More...

class	StochasticEigenSolver
	Two-pass stochastic algorithm for computing generalized eigenvalues from matrix products. More...

class	SumOperator

class	SundialsAlgebra

class	ZeroOperator

class	LinearSDE
	Defines a linear time invariant stochastic differential equation with Gaussian process noise. More...

class	ModGraphPiece
	A muq::Modeling::ModPiece created from a muq::Modeling::WorkGraph. More...

class	ModPiece
	Provides an abstract interface for defining vector-valued model components. More...

class	MultiLogisticLikelihood
	Class that defines the likelihood function for multinomial logistic regression. More...

struct	NodeNameFinder
	A helper struct that determines if a node in the graph has a given name. More...

class	ODE
	A class for integrating ODEs with CVODES. More...

class	ODEData
	A helper class for Sundial's time integration. More...

class	OneStepCachePiece

class	ProductPiece
	Returns the components in a single vector input. More...

class	PyModPiece

class	ReplicateOperator
	A muq::Modeling::ModPiece that replicates a single input vector \(N\) times. More...

class	RootfindingIVP
	A rootfinding initial value problem — find the root of a function along an orbit of an ODE. More...

class	ScaleVector

class	SplitVector
	Provides a mechanism for splitting a vector into multiple pieces. More...

class	SumPiece
	Componentwise addition of two or more vectors. More...

class	UMBridgeModPiece
	A ModPiece connecting to a model via the UM-Bridge HTTP protocol. More...

class	UMBridgeModPieceWrapper
	Wrap a ModPiece in an UM-Bridge Model. More...

class	WorkGraph
	A graph of connected muq::Modeling::WorkPiece's. More...

class	WorkGraphEdge
	An edge in a muq::Modeling::WorkGraph. More...

class	WorkGraphNode
	A node in a muq::Modeling::WorkGraph. More...

class	UpstreamPredicate
	This class keeps track of which nodes are upstream (needed to evaluate) a given node. More...

class	UpstreamEdgePredicate

class	DependentPredicate
	This class keeps track of which nodes are downstream of a specified input. More...

class	DependentEdgePredicate
	Determine if the source of an edge is downstream of an input. More...

class	WorkGraphPiece
	A muq::Modeling::WorkPiece created from a muq::Modeling::WorkGraph. More...

class	WorkPiece
	Base class for MUQ's modelling envronment. More...

Typedefs
typedef CwiseUnaryOperator< std::exp, stan::math::exp, stan::math::exp >	ExpOperator

typedef CwiseUnaryOperator< std::cos, stan::math::cos, stan::math::cos >	CosOperator

typedef CwiseUnaryOperator< std::sin, stan::math::sin, stan::math::sin >	SinOperator

typedef CwiseUnaryOperator< std::abs, stan::math::abs, stan::math::abs >	AbsOperator

typedef CwiseUnaryOperator< std::acos, stan::math::acos, stan::math::acos >	AcosOperator

typedef CwiseUnaryOperator< std::asin, stan::math::asin, stan::math::asin >	AsinOperator

typedef CwiseUnaryOperator< std::atan, stan::math::atan, stan::math::atan >	AtanOperator

typedef CwiseUnaryOperator< std::atanh, stan::math::atanh, stan::math::atanh >	AtanhOperator

typedef CwiseUnaryOperator< std::cbrt, stan::math::cbrt, stan::math::cbrt >	CbrtOperator

typedef CwiseUnaryOperator< std::ceil, stan::math::ceil, stan::math::ceil >	CeilOperator

typedef CwiseUnaryOperator< std::cosh, stan::math::cosh, stan::math::cosh >	CoshOperator

typedef CwiseUnaryOperator< stan::math::digamma, stan::math::digamma, stan::math::digamma >	DigammaOperator

typedef CwiseUnaryOperator< std::erf, stan::math::erf, stan::math::erf >	ErfOperator

typedef CwiseUnaryOperator< std::erfc, stan::math::erfc, stan::math::erfc >	ErfcOperator

typedef CwiseUnaryOperator< std::floor, stan::math::floor, stan::math::floor >	FloorOperator

typedef CwiseUnaryOperator< stan::math::inv_logit, stan::math::inv_logit, stan::math::inv_logit >	InvLogitOperator

typedef CwiseUnaryOperator< stan::math::inv_Phi, stan::math::inv_Phi, stan::math::inv_Phi >	InvPhiOperator

typedef CwiseUnaryOperator< stan::math::inv_sqrt, stan::math::inv_sqrt, stan::math::inv_sqrt >	InvSqrtOperator

typedef CwiseUnaryOperator< stan::math::inv_square, stan::math::inv_square, stan::math::inv_square >	InvSquareOperator

typedef CwiseUnaryOperator< stan::math::inv, stan::math::inv, stan::math::inv >	InvOperator

typedef CwiseUnaryOperator< stan::math::lgamma, stan::math::lgamma, stan::math::lgamma >	LogGammaOperator

typedef CwiseUnaryOperator< stan::math::log_inv_logit, stan::math::log_inv_logit, stan::math::log_inv_logit >	LogInvLogitOperator

typedef CwiseUnaryOperator< std::log, stan::math::log, stan::math::log >	LogOperator

typedef CwiseUnaryOperator< std::log2, stan::math::log2, stan::math::log2 >	Log2Operator

typedef CwiseUnaryOperator< std::log10, stan::math::log10, stan::math::log10 >	Log10Operator

typedef CwiseUnaryOperator< stan::math::logit, stan::math::logit, stan::math::logit >	LogitOperator

typedef CwiseUnaryOperator< stan::math::Phi, stan::math::Phi, stan::math::Phi >	PhiOperator

typedef CwiseUnaryOperator< std::round, stan::math::round, stan::math::round >	RoundOperator

typedef CwiseUnaryOperator< std::sinh, stan::math::sinh, stan::math::sinh >	SinhOperator

typedef CwiseUnaryOperator< std::sqrt, stan::math::sqrt, stan::math::sqrt >	SqrtOperator

typedef CwiseUnaryOperator< stan::math::square, stan::math::square, stan::math::square >	SquareOperator

typedef CwiseUnaryOperator< std::tan, stan::math::tan, stan::math::tan >	TanOperator

typedef CwiseUnaryOperator< std::tanh, stan::math::tanh, stan::math::tanh >	TanhOperator

typedef CwiseUnaryOperator< std::tgamma, stan::math::tgamma, stan::math::tgamma >	TgammaOperator

typedef CwiseUnaryOperator< stan::math::trigamma, stan::math::trigamma, stan::math::trigamma >	TrigammaOperator

typedef boost::filtered_graph< Graph, DependentEdgePredicate, DependentPredicate >	FilteredGraph
	A filtered graph that only has nodes downstream of a specified input. More...

typedef boost::adjacency_list< boost::vecS, boost::vecS, boost::bidirectionalS, std::shared_ptr< WorkGraphNode >, std::shared_ptr< WorkGraphEdge > >	Graph
	Define a directed graph type. More...

template<typename T >
using	ref_vector = std::vector< std::reference_wrapper< const T > >
	A vector of references to something ... More...

Functions
std::shared_ptr< LinearOperator >	KroneckerSum (std::shared_ptr< LinearOperator > A, std::shared_ptr< LinearOperator > B)

Eigen::MatrixXd	KroneckerProduct (Eigen::Ref< const Eigen::MatrixXd > const &A, Eigen::Ref< const Eigen::MatrixXd > const &B)

void	serveModPiece (std::shared_ptr< ModPiece > modPiece, std::string name, std::string host, int port)
	Serve a ModPiece via network using UM-Bridge. More...

Typedef Documentation

◆ AbsOperator

typedef CwiseUnaryOperator<std::abs, stan::math::abs,stan::math::abs> muq::Modeling::AbsOperator

Definition at line 120 of file CwiseUnaryOperator.h.

◆ AcosOperator

typedef CwiseUnaryOperator<std::acos, stan::math::acos,stan::math::acos> muq::Modeling::AcosOperator

Definition at line 121 of file CwiseUnaryOperator.h.

◆ AsinOperator

typedef CwiseUnaryOperator<std::asin, stan::math::asin,stan::math::asin> muq::Modeling::AsinOperator

Definition at line 122 of file CwiseUnaryOperator.h.

◆ AtanhOperator

typedef CwiseUnaryOperator<std::atanh, stan::math::atanh,stan::math::atanh> muq::Modeling::AtanhOperator

Definition at line 124 of file CwiseUnaryOperator.h.

◆ AtanOperator

typedef CwiseUnaryOperator<std::atan, stan::math::atan,stan::math::atan> muq::Modeling::AtanOperator

Definition at line 123 of file CwiseUnaryOperator.h.

◆ CbrtOperator

typedef CwiseUnaryOperator<std::cbrt, stan::math::cbrt,stan::math::cbrt> muq::Modeling::CbrtOperator

Definition at line 125 of file CwiseUnaryOperator.h.

◆ CeilOperator

typedef CwiseUnaryOperator<std::ceil, stan::math::ceil,stan::math::ceil> muq::Modeling::CeilOperator

Definition at line 126 of file CwiseUnaryOperator.h.

◆ CoshOperator

typedef CwiseUnaryOperator<std::cosh, stan::math::cosh,stan::math::cosh> muq::Modeling::CoshOperator

Definition at line 127 of file CwiseUnaryOperator.h.

◆ CosOperator

typedef CwiseUnaryOperator<std::cos, stan::math::cos,stan::math::cos> muq::Modeling::CosOperator

Definition at line 118 of file CwiseUnaryOperator.h.

◆ DigammaOperator

typedef CwiseUnaryOperator<stan::math::digamma, stan::math::digamma,stan::math::digamma> muq::Modeling::DigammaOperator

Definition at line 128 of file CwiseUnaryOperator.h.

◆ ErfcOperator

typedef CwiseUnaryOperator<std::erfc, stan::math::erfc,stan::math::erfc> muq::Modeling::ErfcOperator

Definition at line 130 of file CwiseUnaryOperator.h.

◆ ErfOperator

typedef CwiseUnaryOperator<std::erf, stan::math::erf,stan::math::erf> muq::Modeling::ErfOperator

Definition at line 129 of file CwiseUnaryOperator.h.

◆ ExpOperator

typedef CwiseUnaryOperator<std::exp, stan::math::exp,stan::math::exp> muq::Modeling::ExpOperator

Definition at line 117 of file CwiseUnaryOperator.h.

◆ FilteredGraph

typedef boost::filtered_graph< Graph, DependentEdgePredicate, DependentPredicate > muq::Modeling::FilteredGraph

A filtered graph that only has nodes downstream of a specified input.

Definition at line 20 of file ModGraphPiece.h.

◆ FloorOperator

typedef CwiseUnaryOperator<std::floor, stan::math::floor,stan::math::floor> muq::Modeling::FloorOperator

Definition at line 131 of file CwiseUnaryOperator.h.

◆ Graph

typedef boost::adjacency_list<boost::vecS, boost::vecS, boost::bidirectionalS, std::shared_ptr<WorkGraphNode>, std::shared_ptr<WorkGraphEdge> > muq::Modeling::Graph

Define a directed graph type.

Definition at line 13 of file NodeNameFinder.h.

◆ InvLogitOperator

typedef CwiseUnaryOperator<stan::math::inv_logit, stan::math::inv_logit,stan::math::inv_logit> muq::Modeling::InvLogitOperator

Definition at line 132 of file CwiseUnaryOperator.h.

◆ InvOperator

typedef CwiseUnaryOperator<stan::math::inv, stan::math::inv,stan::math::inv> muq::Modeling::InvOperator

Definition at line 136 of file CwiseUnaryOperator.h.

◆ InvPhiOperator

typedef CwiseUnaryOperator<stan::math::inv_Phi, stan::math::inv_Phi,stan::math::inv_Phi> muq::Modeling::InvPhiOperator

Definition at line 133 of file CwiseUnaryOperator.h.

◆ InvSqrtOperator

typedef CwiseUnaryOperator<stan::math::inv_sqrt, stan::math::inv_sqrt,stan::math::inv_sqrt> muq::Modeling::InvSqrtOperator

Definition at line 134 of file CwiseUnaryOperator.h.

◆ InvSquareOperator

typedef CwiseUnaryOperator<stan::math::inv_square, stan::math::inv_square,stan::math::inv_square> muq::Modeling::InvSquareOperator

Definition at line 135 of file CwiseUnaryOperator.h.

◆ Log10Operator

typedef CwiseUnaryOperator<std::log10, stan::math::log10,stan::math::log10> muq::Modeling::Log10Operator

Definition at line 141 of file CwiseUnaryOperator.h.

◆ Log2Operator

typedef CwiseUnaryOperator<std::log2, stan::math::log2,stan::math::log2> muq::Modeling::Log2Operator

Definition at line 140 of file CwiseUnaryOperator.h.

◆ LogGammaOperator

typedef CwiseUnaryOperator<stan::math::lgamma, stan::math::lgamma,stan::math::lgamma> muq::Modeling::LogGammaOperator

Definition at line 137 of file CwiseUnaryOperator.h.

◆ LogInvLogitOperator

typedef CwiseUnaryOperator<stan::math::log_inv_logit, stan::math::log_inv_logit,stan::math::log_inv_logit> muq::Modeling::LogInvLogitOperator

Definition at line 138 of file CwiseUnaryOperator.h.

◆ LogitOperator

typedef CwiseUnaryOperator<stan::math::logit, stan::math::logit,stan::math::logit> muq::Modeling::LogitOperator

Definition at line 142 of file CwiseUnaryOperator.h.

◆ LogOperator

typedef CwiseUnaryOperator<std::log, stan::math::log,stan::math::log> muq::Modeling::LogOperator

Definition at line 139 of file CwiseUnaryOperator.h.

◆ PhiOperator

typedef CwiseUnaryOperator<stan::math::Phi, stan::math::Phi,stan::math::Phi> muq::Modeling::PhiOperator

Definition at line 143 of file CwiseUnaryOperator.h.

◆ ref_vector

template<typename T >

using muq::Modeling::ref_vector = typedef std::vector<std::reference_wrapper<const T> >

A vector of references to something ...

Definition at line 37 of file WorkPiece.h.

◆ RoundOperator

typedef CwiseUnaryOperator<std::round, stan::math::round,stan::math::round> muq::Modeling::RoundOperator

Definition at line 144 of file CwiseUnaryOperator.h.

◆ SinhOperator

typedef CwiseUnaryOperator<std::sinh, stan::math::sinh,stan::math::sinh> muq::Modeling::SinhOperator

Definition at line 145 of file CwiseUnaryOperator.h.

◆ SinOperator

typedef CwiseUnaryOperator<std::sin, stan::math::sin,stan::math::sin> muq::Modeling::SinOperator

Definition at line 119 of file CwiseUnaryOperator.h.

◆ SqrtOperator

typedef CwiseUnaryOperator<std::sqrt, stan::math::sqrt,stan::math::sqrt> muq::Modeling::SqrtOperator

Definition at line 146 of file CwiseUnaryOperator.h.

◆ SquareOperator

typedef CwiseUnaryOperator<stan::math::square, stan::math::square,stan::math::square> muq::Modeling::SquareOperator

Definition at line 147 of file CwiseUnaryOperator.h.

◆ TanhOperator

typedef CwiseUnaryOperator<std::tanh, stan::math::tanh,stan::math::tanh> muq::Modeling::TanhOperator

Definition at line 149 of file CwiseUnaryOperator.h.

◆ TanOperator

typedef CwiseUnaryOperator<std::tan, stan::math::tan,stan::math::tan> muq::Modeling::TanOperator

Definition at line 148 of file CwiseUnaryOperator.h.

◆ TgammaOperator

typedef CwiseUnaryOperator<std::tgamma, stan::math::tgamma,stan::math::tgamma> muq::Modeling::TgammaOperator

Definition at line 150 of file CwiseUnaryOperator.h.

◆ TrigammaOperator

typedef CwiseUnaryOperator<stan::math::trigamma, stan::math::trigamma,stan::math::trigamma> muq::Modeling::TrigammaOperator

Definition at line 151 of file CwiseUnaryOperator.h.

Function Documentation

◆ KroneckerProduct()

Eigen::MatrixXd muq::Modeling::KroneckerProduct	(	Eigen::Ref< const Eigen::MatrixXd > const &	A,
		Eigen::Ref< const Eigen::MatrixXd > const &	B
	)

Definition at line 60 of file KroneckerProductOperator.cpp.

Referenced by muq::Approximation::ProductKernel::GetProductStateSpace().

◆ KroneckerSum()

std::shared_ptr< LinearOperator > muq::Modeling::KroneckerSum	(	std::shared_ptr< LinearOperator >	A,
		std::shared_ptr< LinearOperator >	B
	)

Returns the Kronecker sum of \(A\in\mathbb{R}^{M_A}\times\mathbb{R}^{N_A}\) and \(B\in\mathbb{R}^{M_B}\times\mathbb{R}^{N_B}\). The Kronecker sum is given by

\[ A\otimes I_{N_B} + I_{M_A} \otimes B, \]

where \(I_N\) is the identity matrix of size \(N\).

Definition at line 50 of file KroneckerProductOperator.cpp.