/usr/include/openturns/QuadraticCumul.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
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/**
* @file QuadraticCumul.hxx
* @brief
*
* Copyright (C) 2005-2013 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 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/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_QUADRATICCUMUL_HXX
#define OPENTURNS_QUADRATICCUMUL_HXX
#include "PersistentObject.hxx"
#include "NumericalPoint.hxx"
#include "NumericalPointWithDescription.hxx"
#include "RandomVector.hxx"
#include "SymmetricTensor.hxx"
#include "CovarianceMatrix.hxx"
#include "Matrix.hxx"
#include "Graph.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @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 PersistentObject
{
CLASSNAME;
public:
/** Default constructor */
QuadraticCumul() {};
/** Constructor with parameters */
explicit QuadraticCumul(const RandomVector & limitStateVariable, const String & name = DefaultName);
/** 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(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
friend class Factory<QuadraticCumul>;
private:
/** the function that computes the first order evaluation of the mean vector */
void computeMeanFirstOrder() const;
/** the function that computes the second order evaluation of the mean vector */
void computeMeanSecondOrder() const;
/** the function that computes the matrix covariance */
void computeCovariance() const;
/** the function that computes the importance factors only in the scalar case */
void computeImportanceFactors () const;
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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_QUADRATICCUMUL_HXX */
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