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InfiniteDimensionalMeasureBase.h
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef QUESO_INFINITEDIMENSIONALMEASURE_BASE_H
26 #define QUESO_INFINITEDIMENSIONALMEASURE_BASE_H
27 
28 #include <queso/SharedPtr.h>
29 #include <queso/FunctionBase.h>
30 
31 namespace QUESO {
32 
41 class FunctionBase;
42 
44 public:
46 
49 
53 
55  virtual SharedPtr<FunctionBase>::Type draw() = 0;
56 
58  virtual double get_kl_coefficient(unsigned int i) const = 0;
59 };
60 
61 } // End namespace QUESO
62 
63 #endif // QUESO_INFINITEDIMENSIONALMEASURE_BASE_H
std::shared_ptr< T > Type
Definition: SharedPtr.h:69
virtual double get_kl_coefficient(unsigned int i) const =0
Return coefficient i of the KL expansion of the current draw. Must be called after draw() ...
Abstract base class for infinite dimensional measures.
virtual SharedPtr< FunctionBase >::Type draw()=0
Draw from the measure, and then return a shared pointer to the draw.

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