/usr/include/openturns/QuadraticCumul.hxx is in libopenturns-dev 0.15-2.
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/**
* @file QuadraticCumul.hxx
* @brief
*
* (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: QuadraticCumul.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_QUADRATICCUMUL_HXX
#define OPENTURNS_QUADRATICCUMUL_HXX
#include "PersistentObject.hxx"
#include "NumericalPoint.hxx"
#include "NumericalPointWithDescription.hxx"
#include "RandomVector.hxx"
#include "Exception.hxx"
#include "SymmetricTensor.hxx"
#include "CovarianceMatrix.hxx"
#include "Matrix.hxx"
#include "Graph.hxx"
namespace OpenTURNS
{
namespace Uncertainty
{
namespace Algorithm
{
/**
* @class QuadraticCumul
* QuadraticCumul implements the mean and covariance of a random vector
Y=G(X) by implementing the Taylor approximation of G
*/
class QuadraticCumul
: public Base::Common::PersistentObject
{
CLASSNAME;
public:
typedef Base::Type::NumericalPoint NumericalPoint;
typedef Base::Type::NumericalPointWithDescription NumericalPointWithDescription;
typedef Base::Type::SymmetricTensor SymmetricTensor;
typedef Base::Type::Matrix Matrix;
typedef Base::Stat::CovarianceMatrix CovarianceMatrix;
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Base::Common::InternalException InternalException;
typedef Base::Common::NotDefinedException NotDefinedException;
typedef Base::Common::NotSymmetricDefinitePositiveException NotSymmetricDefinitePositiveException;
typedef Base::Common::InvalidDimensionException InvalidDimensionException;
typedef Model::RandomVector RandomVector;
typedef Base::Graph::Graph Graph;
typedef Base::Common::StorageManager StorageManager;
/** Default constructor */
QuadraticCumul() {};
/** Constructor with parameters */
explicit QuadraticCumul(const RandomVector & limitStateVariable, const String & name = OT::DefaultName)
/* throw(InvalidArgumentException) */;
/** Virtual constructor */
virtual QuadraticCumul * clone() const;
/** String converter */
String __repr__() const;
/** limitStateVariable accessor */
RandomVector getLimitStateVariable() const;
/** meanFirstOrder accessor */
NumericalPoint getMeanFirstOrder() const;
/** meanSecondOrder accessor */
NumericalPoint getMeanSecondOrder() const;
/** covariance accessor */
CovarianceMatrix getCovariance() const;
/** Value at mean accessor */
NumericalPoint getValueAtMean() const;
/** Gradient at mean accessor */
Matrix getGradientAtMean() const;
/** Hessian at mean accessor */
SymmetricTensor getHessianAtMean() const;
/** importance factors accessor */
NumericalPointWithDescription getImportanceFactors() const;
/** ImportanceFactors graph */
Graph drawImportanceFactors() 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:
friend class Base::Common::Factory<QuadraticCumul>;
private:
/** the function that computes the first order evaluation of the mean vector */
void computeMeanFirstOrder() const
/* throw(InvalidArgumentException, InternalException, NotDefinedException) */;
/** the function that computes the second order evaluation of the mean vector */
void computeMeanSecondOrder() const
/* throw(InvalidArgumentException, InternalException, NotDefinedException) */;
/** the function that computes the matrix covariance */
void computeCovariance() const
/* throw(NotSymmetricDefinitePositiveException, InvalidArgumentException, InternalException, NotDefinedException) */;
/** the function that computes the importance factors only in the scalar case */
void computeImportanceFactors () const
/* throw(NotSymmetricDefinitePositiveException, InvalidDimensionException, InvalidArgumentException, InternalException, NotDefinedException) */;
RandomVector limitStateVariable_;
mutable NumericalPoint meanInputVector_;
mutable NumericalPoint valueAtMean_;
mutable Matrix gradientAtMean_;
mutable SymmetricTensor hessianAtMean_;
mutable Bool isAlreadyComputedValue_;
mutable Bool isAlreadyComputedGradient_;
mutable Bool isAlreadyComputedHessian_;
mutable Bool isAlreadyComputedMeanFirstOrder_;
mutable Bool isAlreadyComputedMeanSecondOrder_;
mutable Bool isAlreadyComputedCovariance_;
mutable Bool isAlreadyComputedImportanceFactors_;
mutable CovarianceMatrix inputCovariance_;
mutable NumericalPoint meanFirstOrder_;
mutable NumericalPoint meanSecondOrder_;
mutable CovarianceMatrix covariance_;
mutable NumericalPointWithDescription importanceFactors_;
} ; /* class QuadraticCumul */
} /* namespace Algorithm */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_QUADRATICCUMUL_HXX */
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