/usr/include/openturns/InverseNatafEllipticalCopulaGradient.hxx is in libopenturns-dev 0.15-2.
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/**
* @file InverseNatafEllipticalCopulaGradient.hxx
* @brief Class for the InverseNataf transformation evaluation for elliptical
*
* (C) Copyright 2005-2011 EDF-EADS-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 2.1 of the License.
*
* 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
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-04-11 12:32:27 +0200 (Mon, 11 Apr 2011) $
* Id: $Id: InverseNatafEllipticalCopulaGradient.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_INVERSENATAFELLIPTICALCOPULAGRADIENT_HXX
#define OPENTURNS_INVERSENATAFELLIPTICALCOPULAGRADIENT_HXX
#include "OTprivate.hxx"
#include "NumericalMathGradientImplementation.hxx"
#include "Matrix.hxx"
#include "SquareMatrix.hxx"
#include "NumericalPoint.hxx"
#include "Distribution.hxx"
#include "Exception.hxx"
#include "StorageManager.hxx"
namespace OpenTURNS {
namespace Uncertainty {
namespace Algorithm {
/**
* @class InverseNatafEllipticalCopulaGradient
*
* This class offers an interface for the InverseNataf function for elliptical distributions
*/
class InverseNatafEllipticalCopulaGradient
: public Base::Func::NumericalMathGradientImplementation
{
CLASSNAME;
public:
typedef Base::Func::NumericalMathGradientImplementation NumericalMathGradientImplementation;
typedef Base::Type::Matrix Matrix;
typedef Base::Type::SquareMatrix SquareMatrix;
typedef Base::Type::NumericalPoint NumericalPoint;
typedef Model::Distribution Distribution;
typedef Base::Common::InternalException InternalException;
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Base::Common::StorageManager StorageManager;
/** Default constructor */
InverseNatafEllipticalCopulaGradient();
/** Parameter constructor */
InverseNatafEllipticalCopulaGradient(const Distribution & standardDistribution,
const SquareMatrix & cholesky);
/** Virtual constructor */
virtual InverseNatafEllipticalCopulaGradient * clone() const;
/** Gradient */
Matrix gradient(const NumericalPoint & inP) const
/* throw(InvalidArgumentException, InternalException) */;
/** Accessor for input point dimension */
virtual UnsignedLong getInputDimension() const
/* throw(InternalException) */;
/** Accessor for output point dimension */
virtual UnsignedLong getOutputDimension() const
/* throw(InternalException) */;
/** String converter */
virtual String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(StorageManager::Advocate & adv);
protected:
private:
Distribution standardDistribution_;
Matrix cholesky_;
}; /* InverseNatafEllipticalCopulaGradient */
} /* namespace Algorithm */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_INVERSENATAFELLIPTICALCOPULAGRADIENT_HXX */
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