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lsst::afw::math::SquaredExpCovariogram< T > Class Template Reference

#include <GaussianProcess.h>

Inheritance diagram for lsst::afw::math::SquaredExpCovariogram< T >:

## Public Member Functions

~SquaredExpCovariogram () override

SquaredExpCovariogram ()

void setEllSquared (double ellSquared)
set the _ellSquared hyper parameter (the square of the characteristic length scale of the covariogram)

operator() (ndarray::Array< const T, 1, 1 > const &, ndarray::Array< const T, 1, 1 > const &) const override
Actually evaluate the covariogram function relating two points you want to interpolate from.

## Detailed Description

template<typename T>
class lsst::afw::math::SquaredExpCovariogram< T >

a Covariogram that falls off as the negative exponent of the square of the distance between the points

Contains one hyper parameter (_ellSquared) encoding the square of the characteristic length scale of the covariogram

Definition at line 164 of file GaussianProcess.h.

## ◆ ~SquaredExpCovariogram()

template<typename T >
 lsst::afw::math::SquaredExpCovariogram< T >::~SquaredExpCovariogram ( )
overridedefault

## ◆ SquaredExpCovariogram()

template<typename T >
 lsst::afw::math::SquaredExpCovariogram< T >::SquaredExpCovariogram ( )
explicit

Definition at line 2000 of file GaussianProcess.cc.

2000 {
2001 _ellSquared = 1.0;
2002}

## ◆ operator()()

template<typename T >
 T lsst::afw::math::SquaredExpCovariogram< T >::operator() ( ndarray::Array< const T, 1, 1 > const & p1, ndarray::Array< const T, 1, 1 > const & p2 ) const
overridevirtual

Actually evaluate the covariogram function relating two points you want to interpolate from.

Parameters
 [in] p1 the first point [in] p2 the second point

Reimplemented from lsst::afw::math::Covariogram< T >.

Definition at line 2010 of file GaussianProcess.cc.

2011 {
2012 T d = 0.0;
2013 for (ndarray::Size i = 0; i < p1.template getSize<0>(); i++) {
2014 d += (p1[i] - p2[i]) * (p1[i] - p2[i]);
2015 }
2016
2017 d = d / _ellSquared;
2018 return T(exp(-0.5 * d));
2019}
T exp(T... args)

## ◆ setEllSquared()

template<typename T >
 void lsst::afw::math::SquaredExpCovariogram< T >::setEllSquared ( double ellSquared )

set the _ellSquared hyper parameter (the square of the characteristic length scale of the covariogram)

Definition at line 2005 of file GaussianProcess.cc.

2005 {
2006 _ellSquared = ellSquared;
2007}

The documentation for this class was generated from the following files:
• /j/snowflake/release/lsstsw/stack/lsst-scipipe-8.0.0/Linux64/afw/g5a732f18d5+53520f316c/include/lsst/afw/math/GaussianProcess.h
• /j/snowflake/release/lsstsw/stack/lsst-scipipe-8.0.0/Linux64/afw/g5a732f18d5+53520f316c/src/math/GaussianProcess.cc