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CIntegration类 参考

详细描述

Class that contains certain methods related to numerical integration.

在文件 Integration.h 第 43 行定义.

类 CIntegration 继承关系图:
Inheritance graph
[图例]

Public 成员函数

virtual const char * get_name () const
 
virtual CSGObject * shallow_copy () const
 
virtual CSGObject * deep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIO * get_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallel * get_global_parallel ()
 
void set_global_version (Version *version)
 
Version * get_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObject * clone ()
 

静态 Public 成员函数

static float64_t integrate_quadgk (CFunction *f, float64_t a, float64_t b, float64_t abs_tol=1e-10, float64_t rel_tol=1e-5, uint32_t max_iter=1000, index_t sn=10)
 
static float64_t integrate_quadgh (CFunction *f)
 
static float64_t integrate_quadgh_customized (CFunction *f, SGVector< float64_t > xgh, SGVector< float64_t > wgh)
 
static void generate_gauher (SGVector< float64_t > xgh, SGVector< float64_t > wgh)
 
static void generate_gauher20 (SGVector< float64_t > xgh, SGVector< float64_t > wgh)
 

Public 属性

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected 成员函数

virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

成员函数说明

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数
dictdictionary of parameters to be built.

在文件 SGObject.cpp 第 597 行定义.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp 第 714 行定义.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.cpp 第 198 行定义.

bool equals ( CSGObject *  other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
返回
true if all parameters were equal, false if not

在文件 SGObject.cpp 第 618 行定义.

void generate_gauher ( SGVector< float64_t >  xgh,
SGVector< float64_t >  wgh 
)
static

generate Gauss-Hermite nodes

Adapted form Gaussian Process Machine Learning Toolbox (file util/gauher.m)

参数
xghnodes are saved in this pre-allocated array
wghweights are saved in this pre-allocated array

在文件 Integration.cpp 第 510 行定义.

void generate_gauher20 ( SGVector< float64_t >  xgh,
SGVector< float64_t >  wgh 
)
static

generate 20 Gauss-Hermite nodes using precomputed result

Adapted form Gaussian Process Machine Learning Toolbox (file util/gauher.m)

参数
xghnodes are saved in this pre-allocated array
wghweights are saved in this pre-allocated array

在文件 Integration.cpp 第 549 行定义.

SGIO * get_global_io ( )
inherited

get the io object

返回
io object

在文件 SGObject.cpp 第 235 行定义.

Parallel * get_global_parallel ( )
inherited

get the parallel object

返回
parallel object

在文件 SGObject.cpp 第 277 行定义.

Version * get_global_version ( )
inherited

get the version object

返回
version object

在文件 SGObject.cpp 第 290 行定义.

SGStringList< char > get_modelsel_names ( )
inherited
返回
vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp 第 498 行定义.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数
param_namename of the parameter
返回
description of the parameter

在文件 SGObject.cpp 第 522 行定义.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

参数
param_namename of model selection parameter
返回
index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp 第 535 行定义.

virtual const char* get_name ( ) const
virtual

get object name

返回
name Integration

实现了 CSGObject.

在文件 Integration.h 第 156 行定义.

float64_t integrate_quadgh ( CFunction *  f)
static

numerically evaluate integral of the following kind

\[ \int_{-\infty}^{\infty}e^{-x^2}f(x)dx \]

using 64-point Gauss-Hermite rule

\[ \int_{-\infty}^{\infty}e^{-x^2}f(x)dx \approx \sum_{i=1}^{64} w_if(x_i) \]

where x_i and w_i - ith node and weight for the 64-point Gauss-Hermite formula respectively.

参数
fintegrable function of one variable
返回
approximate value of the integral \(\int_{-\infty}^{\infty}e^{-x^2}f(x)dx\)

在文件 Integration.cpp 第 428 行定义.

float64_t integrate_quadgh_customized ( CFunction *  f,
SGVector< float64_t >  xgh,
SGVector< float64_t >  wgh 
)
static

numerically evaluate integral of the following kind

\[ \int_{-\infty}^{\infty}e^{-x^2}f(x)dx \]

using provided Gauss-Hermite points

\[ \int_{-\infty}^{\infty}e^{-x^2}f(x)dx \approx \sum_{i=1}^{64} w_if(x_i) \]

where x_i and w_i - ith node and weight for the provided Gauss-Hermite formula respectively.

参数
fintegrable function of one variable
xthe provided array of nodes
wthe provided array of weights
返回
approximate value of the integral \(\int_{-\infty}^{\infty}e^{-x^2}f(x)dx\)

在文件 Integration.cpp 第 440 行定义.

float64_t integrate_quadgk ( CFunction *  f,
float64_t  a,
float64_t  b,
float64_t  abs_tol = 1e-10,
float64_t  rel_tol = 1e-5,
uint32_t  max_iter = 1000,
index_t  sn = 10 
)
static

numerically evaluate definite integral \(\int_a^b f(x) dx\), where \(f(x)\) - function of one variable, using adaptive Gauss-Kronrod quadrature formula

\[ \int_a^b f(x)\dx \approx \sum_{i=1}^n w_i f(x_i) \]

where x_i and w_i - Gauss-Kronrod nodes and weights respectively.

This function applies the Gauss-Kronrod 21-point integration rule for finite bounds \([a, b]\) and 15-point rule for infinite ones.

Based on ideas form GNU Octave (file quadgk.m) under GPLv3.

参数
fintegrable function of one variable
alower bound of the domain of integration
bupper bound of the domain of integration
abs_tolabsolute tolerance of the quadrature
rel_tolrelative tolerance of the quadrature
max_itermaximum number of iterations of the method
sninitial number of subintervals
返回
approximate value of definite integral of the function on given domain

在文件 Integration.cpp 第 255 行定义.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数
genericset to the type of the generic if returning TRUE
返回
TRUE if a class template.

在文件 SGObject.cpp 第 296 行定义.

bool load_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数
filewhere to load from
prefixprefix for members
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 369 行定义.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常
ShogunExceptionwill be thrown if an error occurs.

被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp 第 426 行定义.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常
ShogunExceptionwill be thrown if an error occurs.

被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 421 行定义.

bool parameter_hash_changed ( )
virtualinherited
返回
whether parameter combination has changed since last update

在文件 SGObject.cpp 第 262 行定义.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp 第 474 行定义.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

参数
prefixprefix for members

在文件 SGObject.cpp 第 308 行定义.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

参数
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
返回
TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 314 行定义.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常
ShogunExceptionwill be thrown if an error occurs.

被 CKernel 重载.

在文件 SGObject.cpp 第 436 行定义.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常
ShogunExceptionwill be thrown if an error occurs.

被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 431 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 41 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 46 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 51 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 56 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 61 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 66 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 71 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 76 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 81 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 86 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 91 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 96 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 101 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 106 行定义.

void set_generic ( )
inherited

在文件 SGObject.cpp 第 111 行定义.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

参数
ioio object to use

在文件 SGObject.cpp 第 228 行定义.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

参数
parallelparallel object to use

在文件 SGObject.cpp 第 241 行定义.

void set_global_version ( Version *  version)
inherited

set the version object

参数
versionversion object to use

在文件 SGObject.cpp 第 283 行定义.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

被 CGaussianKernel 重载.

在文件 SGObject.cpp 第 192 行定义.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp 第 303 行定义.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

在文件 SGObject.cpp 第 248 行定义.

类成员变量说明

SGIO* io
inherited

io

在文件 SGObject.h 第 369 行定义.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

在文件 SGObject.h 第 384 行定义.

uint32_t m_hash
inherited

Hash of parameter values

在文件 SGObject.h 第 387 行定义.

Parameter* m_model_selection_parameters
inherited

model selection parameters

在文件 SGObject.h 第 381 行定义.

Parameter* m_parameters
inherited

parameters

在文件 SGObject.h 第 378 行定义.

Parallel* parallel
inherited

parallel

在文件 SGObject.h 第 372 行定义.

Version* version
inherited

version

在文件 SGObject.h 第 375 行定义.

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