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InvLogitGaussianVectorRealizer.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
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13 // This library is distributed in the hope that it will be useful,
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16 // Lesser General Public License for more details.
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23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_INV_LOGIT_GAUSSIAN_REALIZER_H
26 #define UQ_INV_LOGIT_GAUSSIAN_REALIZER_H
27 
28 #include <queso/VectorRealizer.h>
29 
30 namespace QUESO {
31 
32 class GslVector;
33 class GslMatrix;
34 
50 template <class V = GslVector, class M = GslMatrix>
52 public:
53 
55 
56 
63  InvLogitGaussianVectorRealizer(const char * prefix,
64  const BoxSubset<V, M> & unifiedImageBoxSubset, const V & lawExpVector,
65  const M & lowerCholLawCovMatrix);
66 
68 
75  InvLogitGaussianVectorRealizer(const char * prefix,
76  const BoxSubset<V, M> & unifiedImageBoxSubset, const V & lawExpVector,
77  const M & matU, const V & vecSsqrt, const M & matVt);
78 
82 
84 
85  const V & unifiedLawExpVector() const;
87 
89  const V & unifiedLawVarVector() const;
90 
92 
97  void realization(V & nextValues) const;
98 
100  void updateLawExpVector(const V & newLawExpVector);
101 
103 
107  void updateLowerCholLawCovMatrix(const M & newLowerCholLawCovMatrix);
108 
110 
114  void updateLowerCholLawCovMatrix(const M & matU, const V & vecSsqrt,
115  const M & matVt);
117 
118 private:
122  M * m_matU;
124  M * m_matVt;
125 
130 
131  // For easy access to the bounds of the domain
133 };
134 
135 } // End namespace QUESO
136 
137 #endif // UQ_INV_LOGIT_GAUSSIAN_REALIZER_H
void updateLawExpVector(const V &newLawExpVector)
Updates the mean of the Gaussian with the new value newLawExpVector.
A templated (base) class for handling sampling from vector RVs.
void updateLowerCholLawCovMatrix(const M &newLowerCholLawCovMatrix)
Updates the lower triangular matrix from Cholesky decomposition of the covariance matrix to the new v...
const V & unifiedLawVarVector() const
Access to the vector of variance values and private attribute: m_unifiedLawVarVector.
A class for handling sampling from (transformed) Gaussian probability density distributions with boun...
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:44
InvLogitGaussianVectorRealizer(const char *prefix, const BoxSubset< V, M > &unifiedImageBoxSubset, const V &lawExpVector, const M &lowerCholLawCovMatrix)
Constructor.
void realization(V &nextValues) const
Draws a realization.
const V & unifiedLawExpVector() const
Access to the vector of mean values of the Gaussian and private attribute: m_unifiedLawExpVector.

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