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SequentialVectorRealizer.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 UQ_SEQUENTIAL_REALIZER_H
26 #define UQ_SEQUENTIAL_REALIZER_H
27 
28 #include <queso/VectorRealizer.h>
29 #include <queso/VectorSequence.h>
30 #include <queso/Environment.h>
31 #include <math.h>
32 
33 namespace QUESO {
34 
35 class GslVector;
36 class GslMatrix;
37 
45 template <class V = GslVector, class M = GslMatrix>
47 public:
48 
51  SequentialVectorRealizer(const char* prefix,
52  const BaseVectorSequence<V,M>& chain);
53 
57 
60  const V& unifiedSampleExpVector() const;
61 
63  const V& unifiedSampleVarVector() const;
64 
66  void realization (V& nextValues) const;
68 
69 private:
71  mutable unsigned int m_currentChainPos;
74 
79 };
80 
81 } // End namespace QUESO
82 
83 #endif // UQ_SEQUENTIAL_REALIZER_H
A templated (base) class for handling sampling from vector RVs.
const BaseVectorSequence< V, M > & m_chain
const V & unifiedSampleVarVector() const
Returns the unified variance vector; access to private attribute m_unifiedSampleVarVector.
SequentialVectorRealizer(const char *prefix, const BaseVectorSequence< V, M > &chain)
void realization(V &nextValues) const
Draws the next value from this chain (m_chain) and saves it in nextValues.
Base class for handling vector and array samples (sequence of vectors or arrays). ...
A class for handling sequential draws (sampling) from probability density distributions.

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