libfbm  0.3
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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libfbm::FWSContext Class Reference

Fractional wiener surface context. More...

#include <libfbm.hpp>

Inheritance diagram for libfbm::FWSContext:
libfbm::FGNContext libfbm::SGPContext

List of all members.

Public Member Functions

 FWSContext (double H, const zvec &dim)
- Public Member Functions inherited from libfbm::FGNContext
 FGNContext (double H, const zvec &dim)
double cov (const zvec &zvec)
 Covariance function.
- Public Member Functions inherited from libfbm::SGPContext
 SGPContext (const zvec &fieldDim, const zvec &userDim, const std::string &cacheName)
 Constructor.
virtual ~SGPContext ()
const zvecgetDim () const
 Get the usable dimension of the generated field.
const zvecgetFieldDim () const
 Get the physical dimension of the generated field.
void setCacheDir (const std::string &cacheDir)
 Set the cache directory.
size_t badEigenCount () const
 Return the number of bad eigenvalues encountered.
bool initCache (bool forceRecalc=false)
 Initialize the cache.

Protected Member Functions

void postProcess (Field &field, GaussianGenerator &rng)
 Postprocessor called after field generation.

Detailed Description

Fractional wiener surface context.

1D case it is equivalent to fractional Brownian motion, for higher-dimensional cases the result is a "fractional Wiener surface", see the paper by Qian [4]. It uses the same covariance function as fractional Gaussian noise, except at post-processing the field is integrated (summed).

Definition at line 712 of file libfbm.hpp.


Constructor & Destructor Documentation

libfbm::FWSContext::FWSContext ( double  H,
const zvec dim 
)
inline

Definition at line 715 of file libfbm.hpp.


Member Function Documentation

void libfbm::FWSContext::postProcess ( Field field,
GaussianGenerator rng 
)
protectedvirtual

Postprocessor called after field generation.

This is called automatically by Field::generate().

Reimplemented from libfbm::SGPContext.


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