/usr/include/openturns/KrigingAlgorithm.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief The class building gaussian process regression
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library 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
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_KRIGINGALGORITHM_HXX
#define OPENTURNS_KRIGINGALGORITHM_HXX
#include "openturns/MetaModelAlgorithm.hxx"
#include "openturns/Basis.hxx"
#include "openturns/CovarianceModel.hxx"
#include "openturns/KrigingResult.hxx"
#include "openturns/HMatrix.hxx"
#include "openturns/GeneralLinearModelAlgorithm.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class KrigingAlgorithm
*
* The class building kriging process, relying on generalized linear model class (GeneralLinearModelAlgorithm)
* for the evaluation of the coefficients of the parameters.
*/
class OT_API KrigingAlgorithm
: public MetaModelAlgorithm
{
CLASSNAME;
public:
typedef KrigingResult::BasisCollection BasisCollection;
typedef KrigingResult::BasisPersistentCollection BasisPersistentCollection;
/** Default constructor */
KrigingAlgorithm();
/** Constructor */
KrigingAlgorithm (const Sample & inputSample,
const Sample & outputSample,
const CovarianceModel & covarianceModel,
const Basis & basis,
const Bool normalize = true);
/** Constructor */
KrigingAlgorithm (const Sample & inputSample,
const Function & inputTransformation,
const Sample & outputSample,
const CovarianceModel & covarianceModel,
const Basis & basis);
/** Constructor */
KrigingAlgorithm (const Sample & inputSample,
const Sample & outputSample,
const CovarianceModel & covarianceModel,
const BasisCollection & basisCollection,
const Bool normalize = true);
/** Constructor */
KrigingAlgorithm (const Sample & inputSample,
const Function & inputTransformation,
const Sample & outputSample,
const CovarianceModel & covarianceModel,
const BasisCollection & basisCollection);
/** Virtual constructor */
KrigingAlgorithm * clone() const;
/** String converter */
virtual String __repr__() const;
/** Perform regression */
void run();
/** Sample accessors */
Sample getInputSample() const;
Sample getOutputSample() const;
/** result accessor */
KrigingResult getResult();
/** Optimization solver accessor */
OptimizationAlgorithm getOptimizationAlgorithm() const;
void setOptimizationAlgorithm(const OptimizationAlgorithm & solver);
// @deprecated
OptimizationAlgorithm getOptimizationSolver() const;
void setOptimizationSolver(const OptimizationAlgorithm & solver);
/** Accessor to optimization bounds */
void setOptimizationBounds(const Interval & optimizationBounds);
Interval getOptimizationBounds() const;
/** Log-Likelihood function accessor */
Function getReducedLogLikelihoodFunction();
/** Optimization flag accessor */
Bool getOptimizeParameters() const;
void setOptimizeParameters(const Bool optimizeParameters);
/** Observation noise accessor */
void setNoise(const Point & noise);
Point getNoise() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/** The method helps to compute the gamma point */
void computeGamma();
friend class Factory<KrigingAlgorithm>;
private:
// The input data
Sample inputSample_;
// The associated output data
Sample outputSample_;
Bool normalize_;
// The covariance model parametric family
CovarianceModel covarianceModel_;
// Underlying algo used for the evaluation of parameters
GeneralLinearModelAlgorithm glmAlgo_;
// The coefficients of the current output deterministic trend
mutable Point gamma_;
// Temporarly used to compute gamma
mutable Point rho_;
/** Result */
KrigingResult result_;
/** Cholesky factor ==> TriangularMatrix */
mutable TriangularMatrix covarianceCholeskyFactor_;
/** Cholesky factor when using hmat-oss */
mutable HMatrix covarianceCholeskyFactorHMatrix_;
}; // class KrigingAlgorithm
END_NAMESPACE_OPENTURNS
#endif
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