#include <covariance_matrix.h>

Public Member Functions
	CovarianceMatrix ()=default

	CovarianceMatrix (const CovarianceMatrix &)=default

	CovarianceMatrix (CovarianceMatrix &&)=default

CovarianceMatrix &	operator= (const CovarianceMatrix &)=default

CovarianceMatrix &	operator= (CovarianceMatrix &&)=default

	~CovarianceMatrix ()=default

	operator Matrix () const

Matrix	get_inverse () const

Index	nrows () const

Index	ncols () const

Index	ndiagblocks () const
	! The number of diagonal blocks in the matrix excluding inverses.

Index	ninvdiagblocks () const
	! The number of inverse diagonal blocks in the matrix.

Index	nblocks () const
	! The number of blocks in the matrix excluding inverses.

bool	has_block (Index i, Index j)
	Check if the block with indices (i, j) is contained in the covariance matrix.

const Block *	get_block (Index i=-1, Index j=-1)
	Return a pointer to the block with indices (i,j).

std::vector< Block > &	get_blocks ()
	Block in the covariance matrix.

std::vector< Block > &	get_inverse_blocks ()
	Blocks of the inverse covariance matrix.

bool	has_diagonal_blocks (const ArrayOfArrayOfIndex &jis) const
	Checks that the covariance matrix contains one diagonal block per retrieval quantity.

bool	is_consistent (const ArrayOfArrayOfIndex &jis) const
	Checks that the dimensions of the blocks in the covariance matrix are consistent with ranges occupied by the different retrieval quantities in the state vector.

bool	is_consistent (const Block &block) const
	This method checks whether a block is consistent with existing blocks in the covariance matrix, i.e.

void	compute_inverse () const
	Compute the inverse of this correlation matrix.

void	add_correlation (Block c)
	Add block to covariance matrix.

void	add_correlation_inverse (Block c)
	Add block inverse to covariance matrix.

Vector	diagonal () const
	Diagonal elements as vector.

Vector	inverse_diagonal () const
	Diagonal of the inverse of the covariance matrix as vector.

Private Member Functions
void	generate_blocks (std::vector< std::vector< const Block * > > &) const

void	invert_correlation_block (std::vector< Block > &inverses, std::vector< const Block * > &blocks) const

bool	has_inverse (IndexPair indices) const

Private Attributes
std::vector< Block >	correlations_

std::vector< Block >	inverses_

Friends
void	mult (MatrixView, ConstMatrixView, const CovarianceMatrix &)

void	mult (MatrixView, const CovarianceMatrix &, ConstMatrixView)

void	mult (VectorView, const CovarianceMatrix &, ConstVectorView)

void	mult_inv (MatrixView, ConstMatrixView, const CovarianceMatrix &)

void	mult_inv (MatrixView, const CovarianceMatrix &, ConstMatrixView)

void	solve (VectorView, const CovarianceMatrix &, ConstVectorView)

MatrixView	operator+= (MatrixView, const CovarianceMatrix &)

void	add_inv (MatrixView, const CovarianceMatrix &)

void	xml_read_from_stream (istream &, CovarianceMatrix &, bifstream *, const Verbosity &)
	Reads CovarianceMatrix from XML input stream.

void	xml_write_to_stream (ostream &, const CovarianceMatrix &, bofstream *, const String &, const Verbosity &)
	Write CovarianceMatrix to XML output stream.

std::ostream &	operator<< (std::ostream &os, const CovarianceMatrix &v)

Detailed Description

A Covariance Matrix

This class represents correlations between retrieval quantities in the form of a covariance matrix. The covariance matrix is represented by a vector of blocks that describe the correlations between the retrieval quantities.

A block in a covariance matrix is identified by its block-row and block-column indices. The block-row i is defined by the row of blocks that contains the ith diagonal block. Similarly, the block-column j is defined as the column of block that contains the jth diagonal block.

The covariance matrix class implements overloads for the common ARTS operations for multiplication by matrices and vectors as well as adding covariance matrices to other matrices.

Computing inverses of covariance matrices is handled indirectly by providing mult_inv methods that multiply the inverse of the covariance matrix by a given vector or matrix. This, however, requires previously having computed the inverse of the matrix using the compute_inverse method.

Definition at line 210 of file covariance_matrix.h.

Constructor & Destructor Documentation

◆ CovarianceMatrix() [1/3]

CovarianceMatrix::CovarianceMatrix ( )

default

◆ CovarianceMatrix() [2/3]

CovarianceMatrix::CovarianceMatrix ( const CovarianceMatrix & )

default

◆ CovarianceMatrix() [3/3]

CovarianceMatrix::CovarianceMatrix ( CovarianceMatrix && )

default

◆ ~CovarianceMatrix()

CovarianceMatrix::~CovarianceMatrix ( )

default

Member Function Documentation

◆ add_correlation()

void CovarianceMatrix::add_correlation ( Block c )

Add block to covariance matrix.

This function add a given block to the covariance matrix. If this block is not consistent with other blocks in the matrix an error will be thrown.

Parameters

c	The block to add to the covariance matrix

Definition at line 507 of file covariance_matrix.cc.

References c, and correlations_.

Referenced by add_scalar_variance(), check_and_add_block(), covmat_seAddBlock(), covmat_sxAddBlock(), and setCovarianceMatrix().

◆ add_correlation_inverse()

void CovarianceMatrix::add_correlation_inverse ( Block c )

Add block inverse to covariance matrix.

This function adds the inverse of a given block to a covariance matrix. An error will be thrown if the corresponding non-inverse block is not already in the covariance matrix.

Parameters

c	The inverse of a block already in the matrix.

Definition at line 509 of file covariance_matrix.cc.

References c, and inverses_.

Referenced by add_scalar_variance(), check_and_add_block(), covmat_seAddInverseBlock(), and covmat_sxAddInverseBlock().

◆ compute_inverse()

void CovarianceMatrix::compute_inverse ( ) const

Compute the inverse of this correlation matrix.

This function must be executed after all block have been added to the covariance matrix and before any of the mult_inv or add_inv methods is used.

Definition at line 388 of file covariance_matrix.cc.

References generate_blocks(), inverses_, and invert_correlation_block().

Referenced by inverse_diagonal().

◆ diagonal()

Vector CovarianceMatrix::diagonal ( ) const

Diagonal elements as vector.

Extracts the diagonal elements from the covariance matrix. matrix.

Returns: A vector containing the diagonal elements.

Definition at line 513 of file covariance_matrix.cc.

References b, correlations_, and nrows().

Referenced by covmat_sxExtractSqrtDiagonal().

◆ generate_blocks()

void CovarianceMatrix::generate_blocks ( std::vector< std::vector< const Block * > > & corr_blocks ) const

private

Definition at line 344 of file covariance_matrix.cc.

References correlations_.

Referenced by compute_inverse().

◆ get_block()

const Block * CovarianceMatrix::get_block	(	Index	i = `-1`,
		Index	j = `-1`
	)

Return a pointer to the block with indices (i,j).

If any of i or j is less than zero, than the first block found in this row or column is returned. This is useful for obtaining the element range corresponding to a given block row or column range.

Parameters

i	The block-row index of the block to return or -1.
j	The block-column index of the block to return or -1.

Returns: A pointer to the block at (i,j) or nullptr if this block doesn't exist.

Definition at line 249 of file covariance_matrix.cc.

References b, and correlations_.

Referenced by covmat_seAddBlock(), and covmat_seAddInverseBlock().

◆ get_blocks()

std::vector< Block > & CovarianceMatrix::get_blocks ( )

inline

Block in the covariance matrix.

Returns: Reference to the std::vector holding the block objects of this covariance matrix.

Definition at line 263 of file covariance_matrix.h.

References correlations_.

◆ get_inverse()

Matrix CovarianceMatrix::get_inverse ( ) const

Definition at line 156 of file covariance_matrix.cc.

References c, Block::dense, inverses_, and nrows().

◆ get_inverse_blocks()

std::vector< Block > & CovarianceMatrix::get_inverse_blocks ( )

inline

Blocks of the inverse covariance matrix.

Returns: Reference to the std::vector holding the blocks objects of the inverse of the covariance matrix.

Definition at line 270 of file covariance_matrix.h.

References inverses_.

◆ has_block()

bool CovarianceMatrix::has_block	(	Index	i,
		Index	j
	)

Check if the block with indices (i, j) is contained in the covariance matrix.

Parameters

i	the block-row index
j	the block-column index

Definition at line 236 of file covariance_matrix.cc.

References b, and correlations_.

Referenced by covmat_seAddBlock(), and covmat_sxAddInverseBlock().

◆ has_diagonal_blocks()

bool CovarianceMatrix::has_diagonal_blocks ( const ArrayOfArrayOfIndex & jis ) const

Checks that the covariance matrix contains one diagonal block per retrieval quantity.

TODO: This should be moved to m_retrieval

Parameters

jis	The ArrayOfArrayOfIndex containing the first and last indices of each retrieval quantity in the state vector.

Returns: true if the covariance matrix contains a diagonal block for each retrieval quantity

Definition at line 264 of file covariance_matrix.cc.

References b, and correlations_.

Referenced by retrievalDefClose().

◆ has_inverse()

bool CovarianceMatrix::has_inverse ( IndexPair indices ) const

private

Definition at line 335 of file covariance_matrix.cc.

References b, and inverses_.

Referenced by invert_correlation_block().

◆ inverse_diagonal()

Vector CovarianceMatrix::inverse_diagonal ( ) const

Diagonal of the inverse of the covariance matrix as vector.

Extracts the diagonal elements from the inverse of the covariance matrix. This can trigger the computation of the inverse of the matrix, if it has not been provided by the user.

Returns: A vector containing the diagonal elements.

Definition at line 526 of file covariance_matrix.cc.

References b, compute_inverse(), inverses_, and nrows().

◆ invert_correlation_block()

void CovarianceMatrix::invert_correlation_block	(	std::vector< Block > &	inverses,
		std::vector< const Block * > &	blocks
	)		const

private

Definition at line 396 of file covariance_matrix.cc.

References a, ARTS_ASSERT, b, Block::dense, and has_inverse().

Referenced by compute_inverse().

◆ is_consistent() [1/2]

bool CovarianceMatrix::is_consistent ( const ArrayOfArrayOfIndex & jis ) const

Checks that the dimensions of the blocks in the covariance matrix are consistent with ranges occupied by the different retrieval quantities in the state vector.

TODO: This should be moved to m_retrieval

Parameters

jis	The ArrayOfArrayOfIndex containing the first and last indices of each retrieval quantity in the state vector.

Returns: true if the covariance matrix contains a diagonal block for each retrieval quantity

Definition at line 280 of file covariance_matrix.cc.

References b, correlations_, and inverses_.

Referenced by retrievalDefClose().

◆ is_consistent() [2/2]

bool CovarianceMatrix::is_consistent ( const Block & block ) const

This method checks whether a block is consistent with existing blocks in the covariance matrix, i.e.

that there is no other block in the given row i (colum j) that has a different number of rows (columns) than the given block.

Parameters

block The block for which to check consistent

Returns: true if the block is consistent with the other block contained in the matrix

Definition at line 312 of file covariance_matrix.cc.

References b, c, and correlations_.

◆ nblocks()

Index CovarianceMatrix::nblocks ( ) const

! The number of blocks in the matrix excluding inverses.

Definition at line 234 of file covariance_matrix.cc.

References correlations_.

◆ ncols()

Index CovarianceMatrix::ncols ( ) const

Definition at line 206 of file covariance_matrix.cc.

References nrows().

◆ ndiagblocks()

Index CovarianceMatrix::ndiagblocks ( ) const

! The number of diagonal blocks in the matrix excluding inverses.

Definition at line 208 of file covariance_matrix.cc.

References c, and correlations_.

Referenced by covmat_seAddBlock(), covmat_seAddInverseBlock(), covmat_sxAddBlock(), and covmat_sxAddInverseBlock().

◆ ninvdiagblocks()

Index CovarianceMatrix::ninvdiagblocks ( ) const

! The number of inverse diagonal blocks in the matrix.

Definition at line 221 of file covariance_matrix.cc.

References c, and inverses_.

◆ nrows()

Index CovarianceMatrix::nrows ( ) const

Definition at line 183 of file covariance_matrix.cc.

References c, correlations_, and inverses_.

Referenced by add_scalar_variance(), check_and_add_block(), covmat_seAddBlock(), diagonal(), get_inverse(), inverse_diagonal(), and ncols().

◆ operator Matrix()

CovarianceMatrix::operator Matrix ( ) const

explicit

Definition at line 129 of file covariance_matrix.cc.

References c, and Block::dense.

◆ operator=() [1/2]

CovarianceMatrix & CovarianceMatrix::operator= ( const CovarianceMatrix & )

default

◆ operator=() [2/2]

CovarianceMatrix & CovarianceMatrix::operator= ( CovarianceMatrix && )

default

Friends And Related Function Documentation

◆ add_inv

void add_inv	(	MatrixView	,
		const CovarianceMatrix &
	)

friend

Definition at line 608 of file covariance_matrix.cc.

◆ mult [1/3]

void mult	(	MatrixView	,
		const CovarianceMatrix &	,
		ConstMatrixView
	)

friend

Definition at line 551 of file covariance_matrix.cc.

◆ mult [2/3]

void mult	(	MatrixView	,
		ConstMatrixView	,
		const CovarianceMatrix &
	)

friend

Definition at line 541 of file covariance_matrix.cc.

◆ mult [3/3]

void mult	(	VectorView	,
		const CovarianceMatrix &	,
		ConstVectorView
	)

friend

Definition at line 561 of file covariance_matrix.cc.

◆ mult_inv [1/2]

void mult_inv	(	MatrixView	,
		const CovarianceMatrix &	,
		ConstMatrixView
	)

friend

Definition at line 581 of file covariance_matrix.cc.

◆ mult_inv [2/2]

void mult_inv	(	MatrixView	,
		ConstMatrixView	,
		const CovarianceMatrix &
	)

friend

Definition at line 571 of file covariance_matrix.cc.

◆ operator+=

MatrixView operator+=	(	MatrixView	,
		const CovarianceMatrix &
	)

friend

Definition at line 601 of file covariance_matrix.cc.

◆ operator<<

std::ostream & operator<<	(	std::ostream &	os,
		const CovarianceMatrix &	v
	)

friend

Definition at line 614 of file covariance_matrix.cc.

◆ solve

void solve	(	VectorView	,
		const CovarianceMatrix &	,
		ConstVectorView
	)

friend

Definition at line 591 of file covariance_matrix.cc.

◆ xml_read_from_stream

void xml_read_from_stream	(	istream &	is_xml,
		CovarianceMatrix &	covmat,
		bifstream *	pbifs,
		const Verbosity &	verbosity
	)

friend

Reads CovarianceMatrix from XML input stream.

Parameters

is_xml	XML Input stream
covmat	CovarianceMatrix
pbifs	Pointer to binary file stream. NULL for ASCII output.
verbosity

Definition at line 105 of file xml_io_compound_types.cc.

◆ xml_write_to_stream

void xml_write_to_stream	(	ostream &	os_xml,
		const CovarianceMatrix &	covmat,
		bofstream *	pbofs,
		const String &	name,
		const Verbosity &	verbosity
	)

friend

Write CovarianceMatrix to XML output stream.

Parameters

os_xml	XML output stream
covmat	CovarianceMatrix
pbofs	Pointer to binary file stream. NULL for ASCII output.
name	Unused
verbosity

Definition at line 184 of file xml_io_compound_types.cc.

Member Data Documentation

◆ correlations_

std::vector<Block> CovarianceMatrix::correlations_

private

Definition at line 386 of file covariance_matrix.h.

Referenced by add_correlation(), add_inv(), diagonal(), generate_blocks(), get_block(), get_blocks(), has_block(), has_diagonal_blocks(), is_consistent(), mult_inv(), nblocks(), ndiagblocks(), and nrows().

◆ inverses_

std::vector<Block> CovarianceMatrix::inverses_

mutableprivate

Definition at line 387 of file covariance_matrix.h.

Referenced by add_correlation_inverse(), compute_inverse(), get_inverse(), get_inverse_blocks(), has_inverse(), inverse_diagonal(), is_consistent(), ninvdiagblocks(), and nrows().

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

Public Member Functions

Private Member Functions

Private Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

◆ CovarianceMatrix() [1/3]

◆ CovarianceMatrix() [2/3]

◆ CovarianceMatrix() [3/3]

◆ ~CovarianceMatrix()

Member Function Documentation

◆ add_correlation()

◆ add_correlation_inverse()

◆ compute_inverse()

◆ diagonal()

◆ generate_blocks()

◆ get_block()

◆ get_blocks()

◆ get_inverse()

◆ get_inverse_blocks()

◆ has_block()

◆ has_diagonal_blocks()

◆ has_inverse()

◆ inverse_diagonal()

◆ invert_correlation_block()

◆ is_consistent() [1/2]

◆ is_consistent() [2/2]

◆ nblocks()

◆ ncols()

◆ ndiagblocks()

◆ ninvdiagblocks()

◆ nrows()

◆ operator Matrix()

◆ operator=() [1/2]

◆ operator=() [2/2]

Friends And Related Function Documentation

◆ add_inv

◆ mult [1/3]

◆ mult [2/3]

◆ mult [3/3]

◆ mult_inv [1/2]

◆ mult_inv [2/2]

◆ operator+=

◆ operator<<

◆ solve

◆ xml_read_from_stream

◆ xml_write_to_stream

Member Data Documentation

◆ correlations_

◆ inverses_