InvLogitGaussianVectorRealizer.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_INV_LOGIT_GAUSSIAN_REALIZER_H
#define UQ_INV_LOGIT_GAUSSIAN_REALIZER_H

#include <queso/VectorRealizer.h>

namespace QUESO {

class GslVector;
class GslMatrix;

template <class V = GslVector, class M = GslMatrix>
class InvLogitGaussianVectorRealizer : public BaseVectorRealizer<V,M> {
public:



  InvLogitGaussianVectorRealizer(const char * prefix,
      const BoxSubset<V, M> & unifiedImageBoxSubset, const V & lawExpVector,
      const M & lowerCholLawCovMatrix);


  InvLogitGaussianVectorRealizer(const char * prefix,
      const BoxSubset<V, M> & unifiedImageBoxSubset, const V & lawExpVector,
      const M & matU, const V & vecSsqrt, const M & matVt);

  ~InvLogitGaussianVectorRealizer();


  const V & unifiedLawExpVector() const;

  const V & unifiedLawVarVector() const;


  void realization(V & nextValues) const;

  void updateLawExpVector(const V & newLawExpVector);


  void updateLowerCholLawCovMatrix(const M & newLowerCholLawCovMatrix);


  void updateLowerCholLawCovMatrix(const M & matU, const V & vecSsqrt,
      const M & matVt);

private:
  V * m_unifiedLawExpVector;
  V * m_unifiedLawVarVector;
  M * m_lowerCholLawCovMatrix;
  M * m_matU;
  V * m_vecSsqrt;
  M * m_matVt;

  using BaseVectorRealizer<V, M>::m_env;
  using BaseVectorRealizer<V, M>::m_prefix;
  using BaseVectorRealizer<V, M>::m_unifiedImageSet;
  using BaseVectorRealizer<V, M>::m_subPeriod;

  // For easy access to the bounds of the domain
  const BoxSubset<V, M> & m_unifiedImageBoxSubset;
};

}  // End namespace QUESO

#endif // UQ_INV_LOGIT_GAUSSIAN_REALIZER_H