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Mpp
MLUQ
Commits
b601265a
Commit
b601265a
authored
Mar 10, 2021
by
niklas.baumgarten
Browse files
removing toeplitz row and matrix
parent
18d5c8c8
Changes
1
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Inline
Side-by-side
mlmc/src/generators/algorithms/CovarianceFunction.hpp
View file @
b601265a
...
...
@@ -3,14 +3,10 @@
#include "utility/Config.hpp"
#include "utility/Assertion.hpp"
#include "RVector.hpp"
#include "CVector.hpp"
typedef
std
::
vector
<
double
>
ToeplitzRow
;
typedef
std
::
vector
<
double
>
ToeplitzColumn
;
typedef
std
::
pair
<
ToeplitzRow
,
ToeplitzColumn
>
ToeplitzMatrix
;
class
CovarianceFunction
{
public:
double
sigma
=
1.0
;
...
...
@@ -28,14 +24,6 @@ public:
virtual
double
norm
(
const
double
*
x
)
=
0
;
virtual
double
covariance_fct
(
double
*
tau
)
=
0
;
virtual
ToeplitzMatrix
covarianceMatrix
()
{
/*
* Idea: Covariance function combined with mesh
* gives covariance matrix in Toeplitz structure
*/
return
ToeplitzMatrix
{};
};
};
class
CovarianceFunction1D
:
CovarianceFunction
{
...
...
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