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CStochasticSensitivityAnalysis Class Reference

#include <StochasticSensitivityAnalysis.h>

Inheritance diagram for CStochasticSensitivityAnalysis:

[legend]Collaboration diagram for CStochasticSensitivityAnalysis:

Public Methods
	CStochasticSensitivityAnalysis ()
	CStochasticSensitivityAnalysis (bool readFlag, bool hessianFlag, int nEnsembleSize, int seed, CParameterFilter *pFilter, double funcAccuracy, double temperature=1.0)
virtual	~CStochasticSensitivityAnalysis ()
void	ComputeApproximateHessian (double pParameters, NLLSMinimizable pNLLS)
void	ComputeTrueHessian (double pParameters, NLLSMinimizable pNLLS)
void	ReadHessian ()
void	DoAnalysis (double pFittedParameters, Minimizable pMinimizable)
double	SampleGaussian (double *pParDelta)
double	SampleWithoutExplicitHessian (double *pParDelta)
void	ConstructTrialMove (double pParTrial, double pParCurrent, double *pParDelta)
void	AddParametersToEnsemble (double pParSave, double resid, double quadratic, double cost)
bool	AcceptMove (double quadratic, double deltaCost)
double	GetRWValue () const
std::vector< CEnsembleMember * > *	GetEnsemble ()
const double **	GetEigenvectorMatrix () const
double	GetRescale ()
double *	GetSingularValues ()
Private Attributes
bool	m_bSVDFlag
bool	m_bHessianFlag
bool	m_bReadFlag
int	m_iNResiduals
int	m_iNParameters
int	m_iNEnsembleSize
int	m_iRNGSeed
double	m_dTemperature
double	m_dRescale
double	m_dAcceptanceRatio
double	m_dFuncAccuracy
double	m_dRWValue
double	m_dMNormSquared
double *	m_pdSingularValues
double **	m_pdMatrixV
double **	m_pdHessian
double **	m_pdSamplingMatrix
double **	m_pdJacobian
CParameterFilter *	m_pFilter
Rand *	m_pRNG
std::vector< CEnsembleMember * >	m_vpEnsemble

Constructor & Destructor Documentation

CStochasticSensitivityAnalysis::CStochasticSensitivityAnalysis ( )

Definition at line 11 of file StochasticSensitivityAnalysis.cpp.

CStochasticSensitivityAnalysis::CStochasticSensitivityAnalysis ( bool readFlag,

bool hessianFlag,

int nEnsembleSize,

int seed,

CParameterFilter * pFilter,

double funcAccuracy,

double temperature = 1.0

)

Definition at line 16 of file StochasticSensitivityAnalysis.cpp.
References m_bHessianFlag, m_bReadFlag, m_bSVDFlag, m_dAcceptanceRatio, m_dFuncAccuracy, m_dMNormSquared, m_dRescale, m_dRWValue, m_dTemperature, m_iNEnsembleSize, m_iRNGSeed, m_pFilter, and m_pRNG.

CStochasticSensitivityAnalysis::~CStochasticSensitivityAnalysis ( ) [virtual]

Definition at line 33 of file StochasticSensitivityAnalysis.cpp.
References m_pdSingularValues, m_pRNG, and m_vpEnsemble.

Member Function Documentation

bool CStochasticSensitivityAnalysis::AcceptMove ( double quadratic,

double deltaCost

)

Definition at line 1111 of file StochasticSensitivityAnalysis.cpp.
References m_dTemperature, m_pRNG, and Rand::uniform.
Referenced by DoAnalysis.

void CStochasticSensitivityAnalysis::AddParametersToEnsemble ( double * pParSave,

double * resid,

double quadratic,

double cost

)

Definition at line 1134 of file StochasticSensitivityAnalysis.cpp.
References m_iNParameters, m_iNResiduals, and m_vpEnsemble.
Referenced by DoAnalysis.

void CStochasticSensitivityAnalysis::ComputeApproximateHessian ( double * pParameters,

NLLSMinimizable * pNLLS

)

Definition at line 297 of file StochasticSensitivityAnalysis.cpp.
References NLLSMinimizable::GetResiduals, m_bSVDFlag, m_dFuncAccuracy, m_iNParameters, m_iNResiduals, m_pdHessian, m_pdJacobian, m_pFilter, NLLSMinimizable::ObjectiveFunction, CParameterFilter::Operator, and CParameterFilter::OperatorInverse.
Referenced by DoAnalysis.

void CStochasticSensitivityAnalysis::ComputeTrueHessian ( double * pParameters,

NLLSMinimizable * pNLLS

)

Definition at line 420 of file StochasticSensitivityAnalysis.cpp.
References m_bSVDFlag, m_dFuncAccuracy, m_iNParameters, m_pdHessian, m_pFilter, NLLSMinimizable::ObjectiveFunction, CParameterFilter::Operator, and CParameterFilter::OperatorInverse.
Referenced by DoAnalysis.

void CStochasticSensitivityAnalysis::ConstructTrialMove ( double * pParTrial,

double * pParCurrent,

double * pParDelta

)

Definition at line 1139 of file StochasticSensitivityAnalysis.cpp.
References CParameterFilter::BackwardTransformation, CParameterFilter::ForwardTransformation, m_iNParameters, and m_pFilter.
Referenced by DoAnalysis.

void CStochasticSensitivityAnalysis::DoAnalysis ( double * pFittedParameters,

Minimizable * pMinimizable

)

Definition at line 43 of file StochasticSensitivityAnalysis.cpp.
References AcceptMove, AddParametersToEnsemble, ComputeApproximateHessian, ComputeTrueHessian, ConstructTrialMove, NLLSMinimizable::F, Minimizable::GetNParameters, NLLSMinimizable::GetNResiduals, NLLSMinimizable::GetResiduals, m_dAcceptanceRatio, m_dMNormSquared, m_dRescale, m_dRWValue, m_dTemperature, m_iNEnsembleSize, m_iNParameters, m_iNResiduals, m_pdHessian, m_pdJacobian, m_pdMatrixV, m_pdSamplingMatrix, m_pdSingularValues, m_vpEnsemble, Subject::Notify, ReadHessian, and SampleGaussian.
Referenced by main.

const double** CStochasticSensitivityAnalysis::GetEigenvectorMatrix ( ) const [inline]

Definition at line 55 of file StochasticSensitivityAnalysis.h.
References m_pdMatrixV.
Referenced by GnuPlotterParameterScatterPlot::Update.

std::vector<CEnsembleMember *>* CStochasticSensitivityAnalysis::GetEnsemble ( ) [inline]

Definition at line 54 of file StochasticSensitivityAnalysis.h.
References m_vpEnsemble.
Referenced by GnuPlotterResidualScatterPlot::Update, GnuPlotterParameterScatterPlot::Update, and GnuPlotterCostObserver::Update.

double CStochasticSensitivityAnalysis::GetRescale ( ) [inline]

Definition at line 56 of file StochasticSensitivityAnalysis.h.
References m_dRescale.

double CStochasticSensitivityAnalysis::GetRWValue ( ) const [inline]

Definition at line 53 of file StochasticSensitivityAnalysis.h.
References m_dRWValue.
Referenced by main, and GnuPlotterParameterScatterPlot::Update.

double* CStochasticSensitivityAnalysis::GetSingularValues ( ) [inline]

Definition at line 57 of file StochasticSensitivityAnalysis.h.
References m_pdSingularValues.

void CStochasticSensitivityAnalysis::ReadHessian ( )

Definition at line 537 of file StochasticSensitivityAnalysis.cpp.
References m_bSVDFlag, m_iNParameters, and m_pdHessian.
Referenced by DoAnalysis.

double CStochasticSensitivityAnalysis::SampleGaussian ( double * pParDelta )

Definition at line 909 of file StochasticSensitivityAnalysis.cpp.
References DBDSQR, DGEBRD, DORGBR, Rand::gaussian, m_bSVDFlag, m_dMNormSquared, m_dRescale, m_iNParameters, m_pdHessian, m_pdMatrixV, m_pdSamplingMatrix, m_pdSingularValues, and m_pRNG.
Referenced by DoAnalysis.

double CStochasticSensitivityAnalysis::SampleWithoutExplicitHessian ( double * pParDelta )

Definition at line 565 of file StochasticSensitivityAnalysis.cpp.
References __max, __min, DBDSQR, DGEBRD, DORGBR, Rand::gaussian, m_bSVDFlag, m_dRescale, m_iNParameters, m_iNResiduals, m_pdJacobian, m_pdMatrixV, m_pdSamplingMatrix, m_pdSingularValues, and m_pRNG.

Member Data Documentation

bool CStochasticSensitivityAnalysis::m_bHessianFlag [private]

Definition at line 62 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis.

bool CStochasticSensitivityAnalysis::m_bReadFlag [private]

Definition at line 64 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis.

bool CStochasticSensitivityAnalysis::m_bSVDFlag [private]

Definition at line 60 of file StochasticSensitivityAnalysis.h.
Referenced by ComputeApproximateHessian, ComputeTrueHessian, CStochasticSensitivityAnalysis, ReadHessian, SampleGaussian, and SampleWithoutExplicitHessian.

double CStochasticSensitivityAnalysis::m_dAcceptanceRatio [private]

Definition at line 77 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis, and DoAnalysis.

double CStochasticSensitivityAnalysis::m_dFuncAccuracy [private]

Definition at line 79 of file StochasticSensitivityAnalysis.h.
Referenced by ComputeApproximateHessian, ComputeTrueHessian, and CStochasticSensitivityAnalysis.

double CStochasticSensitivityAnalysis::m_dMNormSquared [private]

Definition at line 83 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis, DoAnalysis, and SampleGaussian.

double CStochasticSensitivityAnalysis::m_dRescale [private]

Definition at line 75 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis, DoAnalysis, GetRescale, SampleGaussian, and SampleWithoutExplicitHessian.

double CStochasticSensitivityAnalysis::m_dRWValue [private]

Definition at line 81 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis, DoAnalysis, and GetRWValue.

double CStochasticSensitivityAnalysis::m_dTemperature [private]

Definition at line 73 of file StochasticSensitivityAnalysis.h.
Referenced by AcceptMove, CStochasticSensitivityAnalysis, and DoAnalysis.

int CStochasticSensitivityAnalysis::m_iNEnsembleSize [private]

Definition at line 70 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis, and DoAnalysis.

int CStochasticSensitivityAnalysis::m_iNParameters [private]

Definition at line 68 of file StochasticSensitivityAnalysis.h.
Referenced by AddParametersToEnsemble, ComputeApproximateHessian, ComputeTrueHessian, ConstructTrialMove, DoAnalysis, ReadHessian, SampleGaussian, and SampleWithoutExplicitHessian.

int CStochasticSensitivityAnalysis::m_iNResiduals [private]

Definition at line 66 of file StochasticSensitivityAnalysis.h.
Referenced by AddParametersToEnsemble, ComputeApproximateHessian, DoAnalysis, and SampleWithoutExplicitHessian.

int CStochasticSensitivityAnalysis::m_iRNGSeed [private]

Definition at line 71 of file StochasticSensitivityAnalysis.h.
Referenced by CStochasticSensitivityAnalysis.

double** CStochasticSensitivityAnalysis::m_pdHessian [private]

Definition at line 89 of file StochasticSensitivityAnalysis.h.
Referenced by ComputeApproximateHessian, ComputeTrueHessian, DoAnalysis, ReadHessian, and SampleGaussian.

double** CStochasticSensitivityAnalysis::m_pdJacobian [private]

Definition at line 93 of file StochasticSensitivityAnalysis.h.
Referenced by ComputeApproximateHessian, DoAnalysis, and SampleWithoutExplicitHessian.

double** CStochasticSensitivityAnalysis::m_pdMatrixV [private]

Definition at line 87 of file StochasticSensitivityAnalysis.h.
Referenced by DoAnalysis, GetEigenvectorMatrix, SampleGaussian, and SampleWithoutExplicitHessian.

double** CStochasticSensitivityAnalysis::m_pdSamplingMatrix [private]

Definition at line 91 of file StochasticSensitivityAnalysis.h.
Referenced by DoAnalysis, SampleGaussian, and SampleWithoutExplicitHessian.

double* CStochasticSensitivityAnalysis::m_pdSingularValues [private]

Definition at line 85 of file StochasticSensitivityAnalysis.h.
Referenced by DoAnalysis, GetSingularValues, SampleGaussian, SampleWithoutExplicitHessian, and ~CStochasticSensitivityAnalysis.

CParameterFilter* CStochasticSensitivityAnalysis::m_pFilter [private]

Definition at line 94 of file StochasticSensitivityAnalysis.h.
Referenced by ComputeApproximateHessian, ComputeTrueHessian, ConstructTrialMove, and CStochasticSensitivityAnalysis.

Rand* CStochasticSensitivityAnalysis::m_pRNG [private]

Definition at line 95 of file StochasticSensitivityAnalysis.h.
Referenced by AcceptMove, CStochasticSensitivityAnalysis, SampleGaussian, SampleWithoutExplicitHessian, and ~CStochasticSensitivityAnalysis.

std::vector<CEnsembleMember *> CStochasticSensitivityAnalysis::m_vpEnsemble [private]

Definition at line 96 of file StochasticSensitivityAnalysis.h.
Referenced by AddParametersToEnsemble, DoAnalysis, GetEnsemble, and ~CStochasticSensitivityAnalysis.

The documentation for this class was generated from the following files:

Generated on Mon Nov 3 10:05:49 2003 by

CStochasticSensitivityAnalysis Class Reference

Public Methods

Private Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation