CustomKL

class cuqi.geometry.CustomKL(grid, mean=0, std=1.0, cov_func=None, trunc_term=None, axis_labels=None, **kwargs)

A class representation of a random field in which a truncated KL expansion is computed from a given covariance function.

Parameters:

• grid (array-like) – One dimensional grid on which the random field is defined.

• cov_func (callable) – A covariance function that takes two variables and returns the covariance between them.

• mean (float, default 0.0) – The mean of the random field.

• std (float, default 1.0) – The standard deviation of the random field.

• trunc_term (int, default 20% of the number of grid points) – The number of terms to truncate the KL expansion at.

__init__(grid, mean=0, std=1.0, cov_func=None, trunc_term=None, axis_labels=None, **kwargs)

Methods

__init__(grid[, mean, std, cov_func, ...])
fun2par(funvals)	The function to parameter map used to map function values back to parameters, if available.
fun2vec(funvals)	Maps function values to a vector representation of the function values, if available.
par2fun(p)	The parameter to function map used to map parameters to function values in e.g. plotting.
plot(values[, is_par, plot_par])	Plots a function over the set defined by the geometry object.
plot_envelope(lo_values, hi_values[, ...])	Plots an envelope from lower and upper bounds over the set defined by the geometry object.
vec2fun(funvec)	Maps function vector representation, if available, to function values.

Attributes

eigval
eigvec
fun_dim	The dimension of the geometry (function space).
fun_is_array	Flag to indicate whether the function value is an array.
fun_shape	The shape of the geometry (function space).
funvec_dim	The dimension of the geometry (dimension of the vector representation of the function value).
funvec_shape	The shape of the geometry (shape of the vector representation of the function value).
grid
mean
par_dim	The dimension of the geometry (parameter space).
par_shape	The shape of the parameter space
std
trunc_term
variables