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License: GNU General Public License v3.0
Multigrid Monte Carlo implementation
License: GNU General Public License v3.0
Implement a finite difference discretisation of the operator (-alpha*Laplace + beta)^2
The priors are currently specified as -alpha Laplace u + beta u (or the square of this operator). Change this to -Laplace u + kappa^{-2} u, where kappa is the correlation length. Also, make it possible to specify different functional dependencies for kappa. This could be done by introducing classes which describe how this parameter depends on the position in the domain.
Using SSOR would mean that we are consistent with the theory.
Currently, all measurements correspond to averages over small patches, since this is the approach required for the finite element discretisation. Allow also pointwise measurements, in the configuration file this should be controlled by setting the radius of the measurements to zero.
Instead of specifying a list of means and covariances for all measurements in the configuration file, specify these in a separate file. The configuration file should then only point to this file.
The names of the operators are not very consistent and it should be made clear which discretisation is used in each case.
To address this, rename the operators as follows:
ShiftedBiharmonicOperator
-> SquaredShiftedLaplaceFDOperator
ShiftedLaplace
-> ShiftedLaplaceFDOperator
Diffusion
-> ShiftedLaplaceFEMOperator
This will require renaming the files and parameters in the configuration file.
Currently, in the Cholesky sampler we do an additional triangular solver for the right hand side whenever a new sample is generated. This solve can be eliminated is the right hand side never changes.
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