gproc.h

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/* =====================================================================================
 
                      The UQ Toolkit (UQTk) version 3.1.1
                          Copyright (2021) NTESS
                        https://www.sandia.gov/UQToolkit/
                        https://github.com/sandialabs/UQTk
 
     Copyright 2021 National Technology & Engineering Solutions of Sandia, LLC (NTESS).
     Under the terms of Contract DE-NA0003525 with NTESS, the U.S. Government
     retains certain rights in this software.
 
     This file is part of The UQ Toolkit (UQTk)
 
     UQTk is open source software: you can redistribute it and/or modify
     it under the terms of BSD 3-Clause License
 
     UQTk is distributed in the hope that it will be useful,
     but WITHOUT ANY WARRANTY; without even the implied warranty of
     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     BSD 3 Clause License for more details.
 
     You should have received a copy of the BSD 3 Clause License
     along with UQTk. If not, see https://choosealicense.com/licenses/bsd-3-clause/.
 
     Questions? Contact the UQTk Developers at <uqtk-developers@software.sandia.gov>
     Sandia National Laboratories, Livermore, CA, USA
===================================================================================== */
 
#ifndef GPROC_H_SEEN
#define GPROC_H_SEEN
 
#include "Array1D.h"
#include "Array2D.h"
#include "PCSet.h"
 
class Gproc {
public:
 
  Gproc(const string covtype, PCSet *PCModel, Array1D<double>& param);
  ~Gproc() {};
 
  void SetupPrior();
  void SetupData(Array2D<double>& xdata, Array1D<double>& ydata,Array1D<double>& datavar);
  void setCorrParam(Array1D<double> param){param_=param; return;}
  
  void BuildGP();
  void BuildGP_inv();
  void EvalGP(Array2D<double>& xgrid, string msc, Array1D<double>& mst);
  void EvalGP_inv(Array2D<double>& xgrid, string msc, Array1D<double>& mst);
  int getNpt() const {return npt_;}
  int getNdim() const {return ndim_;}
  int getNPC() const {return npc_;}
  double getAl() const {return al_;}
  double getBe() const {return be_;}
  double getSig2hat() const {return sig2hat_;}
  void getVst(Array2D<double>& vst) {vst=Vst_; return;}
  void getA(Array2D<double>& acor) {acor=A_; return;}
  void getParam(Array1D<double>& param) {param=param_; return;}
  void getCov(Array2D<double>& cov) {cov=cov_;}
  void getVar(Array1D<double>& var) {var=var_;}
  void getXYCov(Array2D<double>& xgrid,Array2D<double>& xycov);
  void getSttPars(Array1D<double>& sttmat);
  void findBestCorrParam();
 
 
 private:
 
  double covariance(Array1D<double>& x1, Array1D<double>& x2,Array1D<double>& param);
  void computeDataCov_(Array2D<double>& xdata,Array1D<double>& param,Array2D<double>& A);
 
  Array2D<double> xdata_;
  Array1D<double> ydata_;
  Array1D<double> dataVar_;
 
  int npc_;
  Array2D<double> Vinv_;
  Array1D<double> z_;
  //double sig2f_;
  double al_;
  double be_;
  double sig2hat_;
 
  int npt_;
  int ndim_;
  string covType_;
  PCSet *PCModel_;
 
  Array1D<double> mst_;
  Array1D<double> var_;
  Array2D<double> cov_;
  Array1D<double> param_;
    
  Array2D<double> H_, Ht_;
  Array2D<double> A_, Ainv_;
  Array1D<double> Ainvd_;
  Array1D<double> Vinvz_;
  Array1D<double> HtAinvd_;
  Array2D<double> AinvH_;
  Array2D<double> HtAinvH_;
  Array2D<double> Vst_; // V^*
  Array1D<double> bhat_;
  Array1D<double> Hbhat_;
  Array1D<double> yHbhat_;
  Array1D<double> AinvyHbhat_;
  Array2D<double> Vstinv_;
 
 
}; 
#endif /* GPROC_H_SEEN */