Source code for TransportMaps.Maps.ComponentwiseTransportMapBase

#
# This file is part of TransportMaps.
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# Transport Maps Library
# Copyright (C) 2015-2018 Massachusetts Institute of Technology
# Uncertainty Quantification group
# Department of Aeronautics and Astronautics
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# Authors: Transport Map Team
# Website: transportmaps.mit.edu
# Support: transportmaps.mit.edu/qa/
#

from ..Misc import \
    required_kwargs

from .ComponentwiseMapBase import ComponentwiseMap
from .TransportMapBase import TransportMap

__all__ = [
    'ComponentwiseTransportMap',
]


[docs]class ComponentwiseTransportMap(ComponentwiseMap, TransportMap): r"""Map :math:`T({\bf x}) := [T_1({\bf x}_{{\bf j}_{1}}),\ldots,T_{d_x}({\bf x}_{{\bf j}_{d_x}})]^\top`, where :math:`T_i({\bf x}_{{\bf j}_{i}}): \mathbb{R}^{\text{dim}({\bf j}_{i})} \rightarrow \mathbb{R}`. Args: active_vars (:class:`list<list>` [:math:`d_x`] of :class:`list<list>`): for each dimension lists the active variables. approx_list (:class:`list<list>` [:math:`d_x`] of :class:`Functional<TransportMaps.Maps.Functionals.Functional>`): list of functionals for each dimension """ @required_kwargs('active_vars', 'approx_list') def __init__(self, **kwargs): active_vars = kwargs['active_vars'] approx_list = kwargs['approx_list'] kwargs['dim_in'] = max([ max(avars) for avars in active_vars ]) + 1 kwargs['dim_out'] = len(active_vars) super(ComponentwiseTransportMap, self).__init__(**kwargs)