/usr/include/openturns/SpectralNormalProcess.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file SpectralNormalProcess.hxx
* @brief A class which implements the SpectralNormalProcess process
*
* Copyright 2005-2015 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/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_SPECTRALNORMALPROCESS_HXX
#define OPENTURNS_SPECTRALNORMALPROCESS_HXX
#include "ProcessImplementation.hxx"
#include "SpectralModel.hxx"
#include "SecondOrderModel.hxx"
#include "TriangularComplexMatrix.hxx"
#include "PersistentCollection.hxx"
#include "FFT.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class SpectralNormalProcess
*
* The implementation of the Normal process class
* in spectral domain
*/
class OT_API SpectralNormalProcess
: public ProcessImplementation
{
CLASSNAME;
public:
/** Some typedefs to ease reading */
typedef PersistentCollection<TriangularComplexMatrix> TriangularComplexMatrixPersistentCollection;
typedef PersistentCollection<NumericalComplex> PersistentNumericalComplexCollection;
typedef Collection<NumericalComplex> NumericalComplexCollection;
/** Default constructor */
SpectralNormalProcess();
/** Standard constructor - The timeGrid imposes the frequencies values*/
SpectralNormalProcess(const SecondOrderModel & model,
const RegularGrid & grid);
/** Standard constructor with spectralModel - The timeGrid imposes the frequencies values*/
SpectralNormalProcess(const SpectralModel & spectralModel,
const RegularGrid & grid);
/** Specific constructor - The frequency parameters impose the time grid */
SpectralNormalProcess(const SecondOrderModel & model,
const NumericalScalar maximalFrequency,
const UnsignedInteger nFrequency);
/** Specific constructor - The frequency parameters impose the time grid */
SpectralNormalProcess(const SpectralModel & spectralModel,
const NumericalScalar maximalFrequency,
const UnsignedInteger nFrequency);
/** Virtual constructor */
virtual SpectralNormalProcess * clone() const;
/** String converter */
String __repr__() const;
/** String converter - pretty print */
String __str__(const String & offset = "") const;
/** Realization accessor */
Field getRealization() const;
/** Frequency grid accessor, covering both the negative and the positive axes */
RegularGrid getFrequencyGrid() const;
/** Maximal frequency accessor */
NumericalScalar getMaximalFrequency() const;
/** Number of frequency steps accessor */
UnsignedInteger getNFrequency() const;
/** Frequency step accessor */
NumericalScalar getFrequencyStep() const;
/** Spectral model accessor */
SpectralModel getSpectralModel() const;
/** Set TimeGrid */
void setTimeGrid(const RegularGrid & timeGrid);
/** FFT algorithm accessors */
FFT getFFTAlgorithm() const;
void setFFTAlgorithm(const FFT & fft);
/** Check if the process is stationary */
Bool isStationary() const;
/** Check if the process is Normal */
Bool isNormal() const;
/** Adapt a time grid in order to have a power of two time stamps. Both the starting point and the end point are preserved. */
static RegularGrid AdaptGrid(const RegularGrid & grid);
/** 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:
/** Initialization of the process */
void initialize() const;
/** Compute the time grid associated to the frequency grid */
void computeTimeGrid();
/** Set the alpha vector */
void computeAlpha();
/** Get the Cholesky factor of the kth DSP matrix from cache or computed on the fly */
TriangularComplexMatrix getCholeskyFactor(const UnsignedInteger k) const;
/** Compute the Cholesky factor of the kth DSP matrix */
TriangularComplexMatrix computeCholeskyFactor(const UnsignedInteger k) const;
private:
/** Spectral model associated to the process */
SpectralModel spectralModel_;
/** Maximal frequency */
NumericalScalar maximalFrequency_;
/** Number of frequencies on the positive axis */
UnsignedInteger nFrequency_;
/** Frequency step */
NumericalScalar frequencyStep_;
/** Cholesky factor */
mutable TriangularComplexMatrixPersistentCollection choleskyFactorsCache_;
/** Cache size */
mutable UnsignedInteger cacheSize_;
/** alpha vector - scale factor */
PersistentNumericalComplexCollection alpha_;
/** FFT Algorithm */
FFT fftAlgorithm_;
}; /* class SpectralNormalProcess */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_SPECTRALNORMALPROCESS_HXX */
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