QUESO::TransitionKernelFactory Class Reference

#include <TransitionKernelFactory.h>

Inheritance diagram for QUESO::TransitionKernelFactory:

Public Member Functions
	TransitionKernelFactory (const std::string &name)
virtual	~TransitionKernelFactory ()
Public Member Functions inherited from QUESO::Factory< BaseTKGroup< GslVector, GslMatrix > >
virtual	~Factory ()

Static Public Member Functions
static void	set_vectorspace (const VectorSpace< GslVector, GslMatrix > &v)
static void	set_dr_scales (const std::vector< double > &scales)
static void	set_pdf_synchronizer (const ScalarFunctionSynchronizer< GslVector, GslMatrix > &synchronizer)
static void	set_initial_cov_matrix (GslMatrix &cov_matrix)
static void	set_options (const MhOptionsValues &options)
static void	set_target_pdf (const BaseJointPdf< GslVector, GslMatrix > &target_pdf)
Static Public Member Functions inherited from QUESO::Factory< BaseTKGroup< GslVector, GslMatrix > >
static SharedPtr< BaseTKGroup < GslVector, GslMatrix > >::Type	build (const std::string &name)

Protected Member Functions
virtual SharedPtr< BaseTKGroup < GslVector, GslMatrix > >::Type	build_tk ()=0
Protected Member Functions inherited from QUESO::Factory< BaseTKGroup< GslVector, GslMatrix > >
	Factory (const std::string &name)

Static Protected Attributes
static const VectorSpace < GslVector, GslMatrix > *	m_vectorSpace = NULL
static const std::vector < double > *	m_dr_scales = NULL
static const ScalarFunctionSynchronizer < GslVector, GslMatrix > *	m_pdf_synchronizer = NULL
static GslMatrix *	m_initial_cov_matrix = NULL
static const MhOptionsValues *	m_options = NULL
static const BaseJointPdf < GslVector, GslMatrix > *	m_target_pdf = NULL

Private Member Functions
virtual SharedPtr< BaseTKGroup < GslVector, GslMatrix > >::Type	create ()

Additional Inherited Members
Static Protected Member Functions inherited from QUESO::Factory< BaseTKGroup< GslVector, GslMatrix > >
static std::map< std::string, Factory< BaseTKGroup < GslVector, GslMatrix > > * > &	factory_map ()

Detailed Description

TransitionKernelFactory class defintion.

Definition at line 41 of file TransitionKernelFactory.h.

Constructor & Destructor Documentation

QUESO::TransitionKernelFactory::TransitionKernelFactory ( const std::string &  name )

inline

Constructor. Takes the name to be mapped.

Definition at line 47 of file TransitionKernelFactory.h.

    : Factory<BaseTKGroup<GslVector, GslMatrix> >(name)
  {}

virtual QUESO::TransitionKernelFactory::~TransitionKernelFactory ( )

inlinevirtual

Destructor. (Empty.)

Definition at line 54 of file TransitionKernelFactory.h.

{}

Member Function Documentation

virtual SharedPtr<BaseTKGroup<GslVector, GslMatrix> >::Type QUESO::TransitionKernelFactory::build_tk ( )

protectedpure virtual

Implemented in QUESO::TKFactoryLogitRandomWalk< DerivedTK >, QUESO::TKFactoryMALA< DerivedTK >, QUESO::TKFactoryRandomWalk< DerivedTK >, and QUESO::TKFactoryStochasticNewton< DerivedTK >.

Referenced by create().

SharedPtr< BaseTKGroup< GslVector, GslMatrix > >::Type QUESO::TransitionKernelFactory::create ( )

inlineprivatevirtual

Create a Base class. Force this to be implemented later.

Implements QUESO::Factory< BaseTKGroup< GslVector, GslMatrix > >.

Definition at line 125 of file TransitionKernelFactory.h.

References build_tk(), m_dr_scales, m_initial_cov_matrix, m_options, m_pdf_synchronizer, m_target_pdf, and m_vectorSpace.

{
  queso_require_msg(m_vectorSpace, "ERROR: must call set_vectorspace() before building tk!");
  queso_require_msg(m_dr_scales, "ERROR: must call set_dr_scales() before building tk!");
  queso_require_msg(m_pdf_synchronizer, "ERROR: must call set_pdf_synchronizer() before building tk!");
  queso_require_msg(m_initial_cov_matrix, "ERROR: must call set_initial_cov_matrix() before building tk!");
  queso_require_msg(m_options, "ERROR: must call set_options() before building tk!");
  queso_require_msg(m_target_pdf, "ERROR: must call set_target_pdf() before building tk!");

  SharedPtr<BaseTKGroup<GslVector, GslMatrix> >::Type new_tk = this->build_tk();

  queso_assert(new_tk);

  return new_tk;
}

static void QUESO::TransitionKernelFactory::set_dr_scales ( const std::vector< double > &  scales )

inlinestatic

Static method to set the vector of scale factor to scale a proposal covariance matrix by for the purpose of delayed rejection

Definition at line 68 of file TransitionKernelFactory.h.

References m_dr_scales.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_dr_scales = &scales;
  }

static void QUESO::TransitionKernelFactory::set_initial_cov_matrix ( GslMatrix &  cov_matrix )

inlinestatic

Static method to set the initial proposal covariance matrix

Definition at line 84 of file TransitionKernelFactory.h.

References m_initial_cov_matrix.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_initial_cov_matrix = &cov_matrix;
  }

static void QUESO::TransitionKernelFactory::set_options ( const MhOptionsValues &  options )

inlinestatic

Static method to set the options object. Useful for passing input file options to transition kernels.

Definition at line 93 of file TransitionKernelFactory.h.

References m_options.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_options = &options;
  }

static void QUESO::TransitionKernelFactory::set_pdf_synchronizer ( const ScalarFunctionSynchronizer< GslVector, GslMatrix > &  synchronizer )

inlinestatic

Static method to set the pdf synchronizer. Used by Stochastic Newton?

Definition at line 76 of file TransitionKernelFactory.h.

References m_pdf_synchronizer.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_pdf_synchronizer = &synchronizer;
  }

static void QUESO::TransitionKernelFactory::set_target_pdf ( const BaseJointPdf< GslVector, GslMatrix > &  target_pdf )

inlinestatic

Static method to set the pdf we wish to draw samples from

Definition at line 101 of file TransitionKernelFactory.h.

References m_target_pdf.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_target_pdf = &target_pdf;
  }

static void QUESO::TransitionKernelFactory::set_vectorspace ( const VectorSpace< GslVector, GslMatrix > &  v )

inlinestatic

Static method to set the vector space the transition kernel is defined on

Definition at line 59 of file TransitionKernelFactory.h.

References m_vectorSpace.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::commonConstructor().

  {
    m_vectorSpace = &v;
  }

Member Data Documentation

const std::vector< double > * QUESO::TransitionKernelFactory::m_dr_scales = NULL

staticprotected

Definition at line 110 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryRandomWalk< DerivedTK >::build_tk(), QUESO::TKFactoryStochasticNewton< DerivedTK >::build_tk(), QUESO::TKFactoryMALA< DerivedTK >::build_tk(), QUESO::TKFactoryLogitRandomWalk< DerivedTK >::build_tk(), create(), and set_dr_scales().

GslMatrix * QUESO::TransitionKernelFactory::m_initial_cov_matrix = NULL

staticprotected

Definition at line 112 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryRandomWalk< DerivedTK >::build_tk(), QUESO::TKFactoryMALA< DerivedTK >::build_tk(), QUESO::TKFactoryLogitRandomWalk< DerivedTK >::build_tk(), create(), and set_initial_cov_matrix().

const MhOptionsValues * QUESO::TransitionKernelFactory::m_options = NULL

staticprotected

Definition at line 113 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryRandomWalk< DerivedTK >::build_tk(), QUESO::TKFactoryStochasticNewton< DerivedTK >::build_tk(), QUESO::TKFactoryMALA< DerivedTK >::build_tk(), QUESO::TKFactoryLogitRandomWalk< DerivedTK >::build_tk(), create(), and set_options().

const ScalarFunctionSynchronizer< GslVector, GslMatrix > * QUESO::TransitionKernelFactory::m_pdf_synchronizer = NULL

staticprotected

Definition at line 111 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryStochasticNewton< DerivedTK >::build_tk(), create(), and set_pdf_synchronizer().

const BaseJointPdf< GslVector, GslMatrix > * QUESO::TransitionKernelFactory::m_target_pdf = NULL

staticprotected

Definition at line 114 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryMALA< DerivedTK >::build_tk(), QUESO::TKFactoryLogitRandomWalk< DerivedTK >::build_tk(), create(), and set_target_pdf().

const VectorSpace< GslVector, GslMatrix > * QUESO::TransitionKernelFactory::m_vectorSpace = NULL

staticprotected

Definition at line 109 of file TransitionKernelFactory.h.

Referenced by QUESO::TKFactoryRandomWalk< DerivedTK >::build_tk(), QUESO::TKFactoryStochasticNewton< DerivedTK >::build_tk(), create(), and set_vectorspace().

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

• src/core/inc/TransitionKernelFactory.h
• src/core/src/TransitionKernelFactory.C