uqAdf.h

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// Xerus - A General Purpose Tensor Library
// Copyright (C) 2014-2017 Benjamin Huber and Sebastian Wolf. 
// 
// Xerus is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as published
// by the Free Software Foundation, either version 3 of the License,
// or (at your option) any later version.
// 
// Xerus is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
// 
// You should have received a copy of the GNU Affero General Public License
// along with Xerus. If not, see <http://www.gnu.org/licenses/>.
//
// For further information on Xerus visit https://libXerus.org 
// or contact us at contact@libXerus.org.

#pragma once

#include "../index.h"
#include "../ttNetwork.h"
#include "../performanceData.h"
#include "../measurments.h"

namespace xerus {
    
    
    class UQMeasurementSet {
    public:
        std::vector<std::vector<double>> randomVectors;
        std::vector<Tensor> solutions;
        
        std::vector<std::vector<double>> initialRandomVectors;
        std::vector<Tensor> initialSolutions;
        
        UQMeasurementSet() = default;
        UQMeasurementSet(const UQMeasurementSet&  _other) = default;
        UQMeasurementSet(      UQMeasurementSet&& _other) = default;
        
        void add(const std::vector<double>& _rndvec, const Tensor& _solution);
        
        void add_initial(const std::vector<double>& _rndvec, const Tensor& _solution);
    };
    
    
    
    void uq_adf(TTTensor& _x, const std::vector<std::vector<double>>& _randomVariables, const std::vector<Tensor>& _solutions);
    
    TTTensor uq_adf(const UQMeasurementSet& _measurments, const TTTensor& _guess);
    
    Tensor uq_avg(const TTTensor& _x, const size_t _N, const size_t _numSpecial);
    
    std::pair<std::vector<std::vector<double>>, std::vector<Tensor>> uq_mc(const TTTensor& _x, const size_t _N, const size_t _numSpecial);
}