muq2ithaca.H

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/*---------------------------------------------------------------------------*\
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 * In real Time Highly Advanced Computational Applications for Finite Volumes
 * Copyright (C) 2017 by the ITHACA-FV authors
-------------------------------------------------------------------------------
License
    This file is part of ITHACA-FV
    ITHACA-FV is free software: you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.
    ITHACA-FV 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 Lesser General Public License for more details.
    You should have received a copy of the GNU Lesser General Public License
    along with ITHACA-FV. If not, see <http://www.gnu.org/licenses/>.
Class
    muq2ithaca
Description
    Set of function to convert ITHACA objects into MUQ2 objects and vice versa
SourceFiles
    muq2ithaca.C
\*---------------------------------------------------------------------------*/

 
#ifndef muq2ithaca_H
#define muq2ithaca_H
 
#include <iostream>
#include <Eigen/Eigen>
#include "ITHACAassert.H"
#include "Foam2Eigen.H"
 
#include "MUQ/Modeling/Distributions/Gaussian.h"
#include "MUQ/Modeling/Distributions/Density.h"
 
#include "MUQ/SamplingAlgorithms/SamplingProblem.h"
#include "MUQ/SamplingAlgorithms/SingleChainMCMC.h"
#include "MUQ/SamplingAlgorithms/MCMCFactory.h"
 
#include <boost/property_tree/ptree.hpp>
 
 
namespace ITHACAmuq
{
namespace muq2ithaca
{
//--------------------------------------------------------------------------
Eigen::MatrixXd EnsembleKalmanFilter(Eigen::MatrixXd prior,
                                     Eigen::VectorXd measurements,
                                     Eigen::MatrixXd measurementsCov,
                                     Eigen::MatrixXd observedState);
 
//--------------------------------------------------------------------------
Eigen::MatrixXd EnsembleKalmanFilter(PtrList<volScalarField>& prior,
                                     Eigen::VectorXd measurements,
                                     Eigen::MatrixXd measurementsCov,
                                     Eigen::MatrixXd observedState);
 
//--------------------------------------------------------------------------
double quantile(Eigen::VectorXd samps, double p, int method = 1);
 
//--------------------------------------------------------------------------
Eigen::VectorXd quantile(Eigen::MatrixXd samps, double p, int method = 1);
}
}
 
#endif