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eop_fd_functionals.m File Reference

[v, l] = eop_fd_functionals(model, model_data) More...

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Functions

function [ v
, l ] = 
eop_fd_functionals (model, model_data)
 [v, l] = eop_fd_functionals(model, model_data) More...
 

Detailed Description

[v, l] = eop_fd_functionals(model, model_data)

Definition in file eop_fd_functionals.m.

Function Documentation

function [ v , l ] = eop_fd_functionals (   model,
  model_data 
)

[v, l] = eop_fd_functionals(model, model_data)

function which computes the riesz-representant v of the functionals, so that one can evaluate them via l(P^M;)=v'*sim_data.U (see eop_theta_functional for the theta-case) if only v is desired as output, the function is affinely decomposed.

Also the continuousity constant l of the functionals can be computed and given as output. If v and l isare desired as output no affine decomposition is available (and not neccessary).

Parameters
modelmodel
model_datamodel data
Return values
vv
ll
Required fields of model:
  • functional_subset_S1 —  functional subset S1
  • h1 —  h1
  • functional_subset_S2 —  functional subset S2
  • h2 —  h2
  • xrange —  xrange
  • yrange —  yrange
  • decomp_mode —  flag indicating the operation mode of the function:
    • 0 (complete) : no affine parameter dependence or decomposition is performed.
    • 1 (components) : for each output argument a cell array of output matrices is returned representing the \(q\)-th component independent of the parameters given in mu_names.
    • 2 (coefficients) : returns a vector where each coordinate represents the \(q\)-the coefficient \(\sigma_{\cdot}^{q}(\mu)\) dependent on the parameters given in mu_names.
  • name_output_functional —  name output functional
  • N1 —  N1
  • deltaT —  deltaT
Required fields of model_data:
  • grid.nvertices —  grid.nvertices

Definition at line 17 of file eop_fd_functionals.m.

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