MonteCarloQuadrature.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_MONTE_CARLO_QUADRATURE_H
#define UQ_MONTE_CARLO_QUADRATURE_H

#include <queso/MultiDQuadratureBase.h>

namespace QUESO
{
  // Forward declarations
  class GslVector;
  class GslMatrix;


  template <class V = GslVector, class M = GslMatrix>
  class MonteCarloQuadrature : public MultiDQuadratureBase<V,M>
  {
  public:

    MonteCarloQuadrature( const VectorSubset<V,M> & domain,
                          unsigned int n_samples );

    virtual ~MonteCarloQuadrature(){}

  };

} // end namespace QUESO

#endif // UQ_MONTE_CARLO_QUADRATURE_H