MonteCarloSG.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_MOC_SG_H
#define UQ_MOC_SG_H

#include <queso/VectorRV.h>
#include <queso/VectorFunction.h>
#include <queso/VectorFunctionSynchronizer.h>
#include <queso/MonteCarloSGOptions.h>

namespace QUESO {

class GslVector;
class GslMatrix;

template <class P_V = GslVector, class P_M = GslMatrix, class Q_V = GslVector, class Q_M = GslMatrix>
class MonteCarloSG
{
public:


  MonteCarloSG(const char*                                       prefix,
                      const McOptionsValues*                     alternativeOptionsValues, // dakota
                      const BaseVectorRV      <P_V,P_M>&         paramRv,
                      const BaseVectorFunction<P_V,P_M,Q_V,Q_M>& qoiFunction);

  ~MonteCarloSG();



  void generateSequence(BaseVectorSequence<P_V,P_M>& workingPSeq,
                        BaseVectorSequence<Q_V,Q_M>& workingQSeq);


  void print                      (std::ostream& os) const;
  friend std::ostream& operator<<(std::ostream& os,
      const MonteCarloSG<P_V,P_M,Q_V,Q_M>& obj) {
    obj.print(os);
    return os;
  }
private:

  void internGenerateSequence(const BaseVectorRV      <P_V,P_M>& paramRv,
                                    BaseVectorSequence<P_V,P_M>& workingPSeq,
                                    BaseVectorSequence<Q_V,Q_M>& workingQSeq);



  void actualGenerateSequence(const BaseVectorRV      <P_V,P_M>& paramRv,
                                    BaseVectorSequence<P_V,P_M>& workingPSeq,
                                    BaseVectorSequence<Q_V,Q_M>& workingQSeq,
                                    unsigned int                        seqSize);
  void actualReadSequence    (const BaseVectorRV      <P_V,P_M>& paramRv,
                              const std::string&                        dataInputFileName,
                              const std::string&                        dataInputFileType,
                                    BaseVectorSequence<P_V,P_M>& workingPSeq,
                                    BaseVectorSequence<Q_V,Q_M>& workingQSeq,
                                    unsigned int                        seqSize);

  const BaseEnvironment&                             m_env;
  const BaseVectorRV              <P_V,P_M>&         m_paramRv;
  const BaseVectorFunction        <P_V,P_M,Q_V,Q_M>& m_qoiFunction;
  const VectorSpace               <P_V,P_M>&         m_paramSpace;
  const VectorSpace               <Q_V,Q_M>&         m_qoiSpace;
  const VectorFunctionSynchronizer<P_V,P_M,Q_V,Q_M>* m_qoiFunctionSynchronizer;
  unsigned int                                              m_numPsNotSubWritten;
  unsigned int                                              m_numQsNotSubWritten;

  const McOptionsValues *                            m_optionsObj;

  bool m_userDidNotProvideOptions;
};

}  // End namespace QUESO

#endif // UQ_MOC_SG_H