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// Copyright (C) 2016 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef LOCALCONSTMATRIXOPERATION_H
#define LOCALCONSTMATRIXOPERATION_H
/** \file localConstMatrixOperation.h
* \brief Develop the normal operators for regression, permits inversion of \f$ A^tA x = A^t b \f$ and reconstruct the solution
* \author Xavier Warin
*/
#include <vector>
#include <array>
#include <Eigen/Dense>
#include "StOpt/core/grids/InterpolatorSpectral.h"
namespace StOpt
{
/**
* \addtogroup LocalConst
* @{
*/
/// \brief Regression matrix calculation for local constant functions per mesh
/// \param p_simToCell To each particle associates the cell it belongs to.
/// \param p_nbCell Number of cells
/// \return Diagonal regression matrix to calculate
Eigen::ArrayXd localConstMatrixCalculation(const Eigen::ArrayXi &p_simToCell,
const int &p_nbCell);
/// \brief Calculate the second member of the normal problem \f$ A^t b \f$
/// \param p_simToCell To each particle associates the cell it belongs to.
/// \param p_nbCell Number of cells
/// \param p_fToRegress simulations to regress
/// \return parameters of the regressed function (
Eigen::ArrayXXd localConstSecondMemberCalculation(const Eigen::ArrayXi &p_simToCell,
const int &p_nbCell,
const Eigen::ArrayXXd &p_fToRegress);
/// \brief Reconstruct the conditional expectation for the simulations used in the optimization part (multiple functions possible)
/// \param p_simToCell To each particle associates the cell it belongs to.
/// \param p_foncBasisCoef Coefficients associated to each function basis (first dimension is the function number)
/// \return Reconstructed conditional expectation for each simulation (first dimension is the function number)
Eigen::ArrayXXd localConstReconstruction(const Eigen::ArrayXi &p_simToCell, const Eigen::ArrayXXd &p_foncBasisCoef);
/// \brief Calculate conditional expectation for one particular particle
/// \param p_oneParticle One point where to calculate the conditional expectation (multiple functions possible)
/// \param p_mesh1D Discretization of the domain in each dimension
/// \param p_foncBasisCoef Coefficients associated to each function basis (first dimension is the function number)
/// \return Solution calculated for each function
Eigen::ArrayXd localConstReconstructionOnePoint(const Eigen::ArrayXd &p_oneParticle,
const std::vector< std::shared_ptr< Eigen::ArrayXd > > &p_mesh1D,
const Eigen::ArrayXXd &p_foncBasisCoef);
/// \brief Permit to reconstruct a value for a state (pt_stock, uncertainty) : the uncertainty and pt_stock are
/// given and interpolator are given to interpolate function basis at pt_stock
/// \param p_oneParticle One uncertainty point where to calculate the function (using regression)
/// \param p_stock One stock point where to calculate the function
/// \param p_interpBaseFunc spectral interpolator to interpolate the basis functions used in regression at p_stock
/// \param p_mesh1D Discretization of the domain in each dimension
/// \return Solution calculated at (pt_stock, uncertainty)
double localConstReconsOnePointSimStock(const Eigen::ArrayXd &p_oneParticle, const Eigen::ArrayXd &p_stock,
const std::vector< std::shared_ptr<InterpolatorSpectral> > &p_interpBaseFunc,
const std::vector< std::shared_ptr< Eigen::ArrayXd > > &p_mesh1D);
/**@}*/
}
#endif /*LOCALCONSTMATRIXOPERATION_H*/
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