A class for handling sampling from a Log-Normal probability density distribution. More...

#include <LogNormalVectorRealizer.h>

Inheritance diagram for QUESO::LogNormalVectorRealizer< V, M >:

Public Member Functions
Constructor/Destructor methods
	LogNormalVectorRealizer (const char *prefix, const VectorSet< V, M > &unifiedImageSet, const V &lawExpVector, const M &lowerCholLawCovMatrix)
	Constructor. More...

	LogNormalVectorRealizer (const char *prefix, const VectorSet< V, M > &unifiedImageSet, const V &lawExpVector, const M &matU, const V &vecSsqrt, const M &matVt)
	Constructor. More...

	~LogNormalVectorRealizer ()
	Destructor. More...

Realization-related methods
const V &	unifiedLawExpVector () const
	Access to the vector of mean values and private attribute: m_unifiedLawExpVector. More...

const V &	unifiedLawVarVector () const
	Access to the vector of variance values and private attribute: m_unifiedLawVarVector. More...

void	realization (V &nextValues) const
	Draws a realization. More...

Public Member Functions inherited from QUESO::BaseVectorRealizer< V, M >
	BaseVectorRealizer (const char *prefix, const VectorSet< V, M > &unifiedImageSet, unsigned int subPeriod)
	Default constructor. More...

virtual	~BaseVectorRealizer ()
	Virtual destructor. More...

const VectorSet< V, M > &	unifiedImageSet () const
	Image set where the realizations lie. Access to protected attribute m_unifiedImageSet. More...

unsigned int	subPeriod () const
	Sub-period of the realization. Access to protected attribute m_subPeriod. More...

Private Attributes
V *	m_unifiedLawExpVector

V *	m_unifiedLawVarVector

M *	m_lowerCholLawCovMatrix

M *	m_matU

V *	m_vecSsqrt

M *	m_matVt

Additional Inherited Members
Protected Attributes inherited from QUESO::BaseVectorRealizer< V, M >
const BaseEnvironment &	m_env

std::string	m_prefix

const VectorSet< V, M > &	m_unifiedImageSet

unsigned int	m_subPeriod

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::LogNormalVectorRealizer< V, M >

A class for handling sampling from a Log-Normal probability density distribution.

This class handles sampling from a Log-Normal probability density distribution, of mean and variance given.

Definition at line 49 of file LogNormalVectorRealizer.h.

Constructor & Destructor Documentation

template<class V , class M >

QUESO::LogNormalVectorRealizer< V, M >::LogNormalVectorRealizer	(	const char *	prefix,
		const VectorSet< V, M > &	unifiedImageSet,
		const V &	lawExpVector,
		const M &	lowerCholLawCovMatrix
	)

Constructor.

Constructs a new object of the class, given a prefix and the image set, a vector of mean values, lawExpVector, and a lower triangular matrix resulting from Cholesky decomposition of the covariance matrix, lowerCholLawCovMatrix.

Definition at line 34 of file LogNormalVectorRealizer.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseVectorRealizer< V, M >::m_env, QUESO::BaseVectorRealizer< V, M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

   :
   BaseVectorRealizer<V,M>( ((std::string)(prefix)+"gau").c_str(), unifiedImageSet, std::numeric_limits<unsigned int>::max()), // 2011/Oct/02 - Correction thanks to Corey
   m_unifiedLawExpVector  (new V(lawExpVector)),
   m_unifiedLawVarVector  (unifiedImageSet.vectorSpace().newVector( INFINITY)), // FIX ME
   m_lowerCholLawCovMatrix(new M(lowerCholLawCovMatrix)),
   m_matU                 (NULL),
   m_vecSsqrt             (NULL),
   m_matVt                (NULL)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Entering LogNormalVectorRealizer<V,M>::constructor() [1]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Leaving LogNormalVectorRealizer<V,M>::constructor() [1]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

QUESO::LogNormalVectorRealizer< V, M >::LogNormalVectorRealizer	(	const char *	prefix,
		const VectorSet< V, M > &	unifiedImageSet,
		const V &	lawExpVector,
		const M &	matU,
		const V &	vecSsqrt,
		const M &	matVt
	)

Constructor.

Constructs a new object of the class, given a prefix and the image set, a vector of mean values, lawExpVector, and a set of two matrices and one vector resulting from the Single Value Decomposition of the covariance matrix, matU, vecSsqrt and matVt.

Definition at line 61 of file LogNormalVectorRealizer.C.

References QUESO::BaseEnvironment::displayVerbosity(), QUESO::BaseVectorRealizer< V, M >::m_env, QUESO::BaseVectorRealizer< V, M >::m_prefix, and QUESO::BaseEnvironment::subDisplayFile().

   :
   BaseVectorRealizer<V,M>( ((std::string)(prefix)+"gau").c_str(), unifiedImageSet, std::numeric_limits<unsigned int>::max()), // 2011/Oct/02 - Correction thanks to Corey
   m_unifiedLawExpVector  (new V(lawExpVector)),
   m_unifiedLawVarVector  (unifiedImageSet.vectorSpace().newVector( INFINITY)), // FIX ME
   m_lowerCholLawCovMatrix(NULL),
   m_matU                 (new M(matU)),
   m_vecSsqrt             (new V(vecSsqrt)),
   m_matVt                (new M(matVt))
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Entering LogNormalVectorRealizer<V,M>::constructor() [2]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Leaving LogNormalVectorRealizer<V,M>::constructor() [2]"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

template<class V , class M >

QUESO::LogNormalVectorRealizer< V, M >::~LogNormalVectorRealizer ( )

Destructor.

Definition at line 90 of file LogNormalVectorRealizer.C.

 {
   delete m_matVt;
   delete m_vecSsqrt;
   delete m_matU;
   delete m_lowerCholLawCovMatrix;
   delete m_unifiedLawVarVector;
   delete m_unifiedLawExpVector;
 }

Member Function Documentation

template<class V , class M >

void QUESO::LogNormalVectorRealizer< V, M >::realization ( V & nextValues ) const

virtual

Draws a realization.

This function draws a realization of a LogNormal distribution and saves it in nextValues.

Implements QUESO::BaseVectorRealizer< V, M >.

Definition at line 116 of file LogNormalVectorRealizer.C.

 {
   V iidGaussianVector(m_unifiedImageSet.vectorSpace().zeroVector());
 
   bool outOfSupport = true;
   do {
     iidGaussianVector.cwSetGaussian(0.0, 1.0);
 
     if (m_lowerCholLawCovMatrix) {
       nextValues = (*m_unifiedLawExpVector) + (*m_lowerCholLawCovMatrix)*iidGaussianVector;
     }
     else if (m_matU && m_vecSsqrt && m_matVt) {
       nextValues = (*m_unifiedLawExpVector) + (*m_matU)*( (*m_vecSsqrt) * ((*m_matVt)*iidGaussianVector) );
     }
     else {
       queso_error_msg("inconsistent internal state");
     }
 
     for (unsigned int i = 0; i < nextValues.sizeLocal(); ++i) {
       nextValues[i] = std::exp(nextValues[i]);
     }
 
     outOfSupport = !(this->m_unifiedImageSet.contains(nextValues));
   } while (outOfSupport); // prudenci 2011-Oct-04
 
   return;
 }

template<class V , class M >

const V & QUESO::LogNormalVectorRealizer< V, M >::unifiedLawExpVector ( ) const

Access to the vector of mean values and private attribute: m_unifiedLawExpVector.

Definition at line 102 of file LogNormalVectorRealizer.C.

 {
   return *m_unifiedLawExpVector;
 }

template<class V , class M >

const V & QUESO::LogNormalVectorRealizer< V, M >::unifiedLawVarVector ( ) const

Access to the vector of variance values and private attribute: m_unifiedLawVarVector.

Definition at line 109 of file LogNormalVectorRealizer.C.

 {
   return *m_unifiedLawVarVector;
 }