The class TaperedCovarianceMatrix. More...

#include <TaperedCovarianceMatrix.h>

Inheritance diagram for cbl::data::TaperedCovarianceMatrix:

Collaboration diagram for cbl::data::TaperedCovarianceMatrix:

Public Member Functions
Constructors/destructors
	TaperedCovarianceMatrix ()
	default constructor

	TaperedCovarianceMatrix (const double tapering_factor, const CovarianceMatrix covariance)
	constructor which sets the covariance matrix More...

virtual	~TaperedCovarianceMatrix ()=default
	default destructor

Member functions to set the private/protected members
void	set (const double tapering_factor, const CovarianceMatrix covariance)
	Apply covariance tapering. More...

Public Member Functions inherited from cbl::data::CovarianceMatrix
	CovarianceMatrix ()
	default constructor

	CovarianceMatrix (std::vector< std::vector< double >> covariance_matrix, const double nmeasures=-1, const double prec=1.e-10)
	constructor which sets the covariance matrix More...

	CovarianceMatrix (std::vector< double > standard_deviation, const double nmeasures=-1)
	constructor which gets the data from an input vector More...

	CovarianceMatrix (const std::string filename, const int cov_col=2, const int skipped_lines=0, const double nmeasures=-1, const double prec=1.e-10)
	constructs with sets the covariance matrix reading from an input file More...

virtual	~CovarianceMatrix ()=default
	default destructor

double	operator() (const int i, const int j) const
	get the value of the covariance matrix at index i,j More...

std::vector< std::vector< double > >	operator() () const
	get the covariance matrix More...

double	correlation (const int i, const int j) const
	get the value of the correlation matrix at index i,j More...

std::vector< std::vector< double > >	correlation () const
	get the value of the correlation matrix at index i,j More...

double	precision (const int i, const int j) const
	get the value of the precision matrix at index i,j More...

std::vector< std::vector< double > >	precision () const
	get the precision matrix More...

double	determinant () const
	get the determinant More...

double	precision_hartlap (const int i, const int j) const
	get the value of the precision matrix at index i,j times the Hartlap factor More...

std::vector< std::vector< double > >	precision_hartlap () const
	get the value of the precision matrix at index i,j times the Hartlap factor More...

double	standard_deviation (const int i) const
	get value of the standard deviation at index i More...

std::vector< double >	standard_deviation () const
	get the standard deviation More...

double	variance (const int i) const
	get value of the variance at index i More...

std::vector< double >	variance () const
	get the variance More...

size_t	order () const
	return the covariance matrix order More...

void	set_from_matrix (const std::vector< std::vector< double >> covariance, const double nmeasures=-1, const double prec=1.e-10)
	set the covariance matrix by passing a std::vector<std::vector<double>> object; More...

void	set_from_standard_deviation (const std::vector< double > standard_deviation, const double nmeasures=-1)
	set the covariance by passing the diagonal square root More...

void	measure (const std::vector< std::shared_ptr< Data >> dataset, const double normalization=1, const double prec=1.e-10)
	measure the covariance from a collection of dataset More...

void	measure (const std::vector< std::vector< std::shared_ptr< Data >>> dataset, const double normalization=1, const double prec=1.e-10)
	measure the covariance from a collection of dataset More...

void	read (const std::string filename, const int cov_col=2, const int skipped_lines=0, const double nmeasures=-1, const double prec=1.e-10)
	set the covariance matrix, reading from an input file More...

void	write (const std::string dir, const std::string file, const int precision=4, const int rank=0) const
	write the covariance matrix More...

CovarianceMatrix	cut (const std::vector< bool > mask) const
	cut the data, for Data1D More...

CovarianceMatrix	operator+= (const CovarianceMatrix covariance) const
	overloading of the += operator, to sum two catalogues More...

CovarianceMatrix	operator+= (const std::shared_ptr< CovarianceMatrix > covariance) const
	overloading of the += operator, to sum two covariance matrices More...

CovarianceMatrix	operator+= (const std::vector< CovarianceMatrix > covariance) const
	overloading of the += operator, to sum several covariance matrices, passed in a vector More...

CovarianceMatrix	operator+= (const std::vector< std::shared_ptr< CovarianceMatrix >> covariance) const
	overloading of the += operator, to sum several covariance matrices, passed in a vector More...

Protected Member Functions
void	m_set_tapering (const double tapering_factor)
	privat member that sets the tapering matrix More...

void	m_set (const std::vector< double > matrix, const double nmeasures=-1, const double prec=1.e-10)
	set internal attributes More...

Protected Member Functions inherited from cbl::data::CovarianceMatrix
void	m_set_default ()
	set internal attributes to default values

double	hartlap_factor (const double order, const double nmeasures=-1)
	compute the hartlap factor. This is used to de-bias precision matrix measured from covariance measured from limited number of datasets More...

Protected Attributes
double	m_tapering_factor
	tapering factor

Eigen::MatrixXd	m_tapering_function
	tapering function

Protected Attributes inherited from cbl::data::CovarianceMatrix
size_t	m_order
	number of data

Eigen::MatrixXd	m_matrix
	covariance matrix

Eigen::MatrixXd	m_precision
	precision matrix

Eigen::MatrixXd	m_correlation
	correlation matrix

Eigen::VectorXd	m_variance
	diagonal of the covariance matrix

Eigen::VectorXd	m_std
	standard deviation

double	m_determinant
	determinant

double	m_hartlap_factor
	The hartlap factor, only set when.

Detailed Description

The class TaperedCovarianceMatrix.

"Headers/TaperedCovarianceMatrix.h"

This is the base class used to manage tapered covariance matrices

Definition at line 59 of file TaperedCovarianceMatrix.h.

Constructor & Destructor Documentation

◆ TaperedCovarianceMatrix()

cbl::data::TaperedCovarianceMatrix::TaperedCovarianceMatrix	(	const double	tapering_factor,
		const CovarianceMatrix	covariance
	)

inline

constructor which sets the covariance matrix

Parameters

tapering_factor	the tapering factor, in bin units
covariance	object of type cbl::data::CovarianceMatrix

Definition at line 112 of file TaperedCovarianceMatrix.h.

Member Function Documentation

◆ m_set()

void cbl::data::TaperedCovarianceMatrix::m_set	(	const std::vector< double >	matrix,
		const double	nmeasures = `-1`,
		const double	prec = `1.e-10`
	)

protectedvirtual

set internal attributes

Parameters

matrix	the covariance matrix
nmeasures	number of measures
prec	the precision required in the inversion of the covariance matrix

Reimplemented from cbl::data::CovarianceMatrix.

Definition at line 67 of file TaperedCovarianceMatrix.cpp.

◆ m_set_tapering()

void cbl::data::TaperedCovarianceMatrix::m_set_tapering ( const double tapering_factor )

protected

privat member that sets the tapering matrix

Parameters

tapering_factor the tapering factor

Definition at line 47 of file TaperedCovarianceMatrix.cpp.

◆ set()

void cbl::data::TaperedCovarianceMatrix::set	(	const double	tapering_factor,
		const CovarianceMatrix	covariance
	)

Apply covariance tapering.

We smooth the covariance matrix using the tapering technique. We follow procedure descrived in Paz et al. 2015 [https://arxiv.org/abs/1508.03162]

This is done by doing the Hadamard product (i.e. the entry- wise product) of the covariance matric \(C\) and the tapering matrix \(T\).

The tapering matrix is defined as an isotropic covariance matrix by means of a taper function \(K\):

Following Kauffam et al. 2008, the tapering function is:

\[ K(x)=\left\{\begin{array}{ll} \left(1-\frac{x}{T_{\mathrm{p}}}\right)^{4}\left(4 \frac{x}{T_{\mathrm{p}}}+1\right) & \text { if } x<T_{\mathrm{p}} \\ 0 & \text { if } x \geq T_{\mathrm{p}} \end{array}\right. \]

\(T_p\) is the tapering parameter

Parameters

tapering_factor	the tapering parameter
covariance	object of type cbl::data::CovarianceMatrix

Definition at line 88 of file TaperedCovarianceMatrix.cpp.

The documentation for this class was generated from the following files:

Headers/TaperedCovarianceMatrix.h
Data/TaperedCovarianceMatrix.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ TaperedCovarianceMatrix()

Member Function Documentation

◆ m_set()

◆ m_set_tapering()

◆ set()