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JeffreysVectorRealizer.C
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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 #include <limits>
26 #include <queso/JeffreysVectorRealizer.h>
27 #include <queso/GslVector.h>
28 #include <queso/GslMatrix.h>
29 
30 namespace QUESO {
31 
32 // Constructor -------------------------------------
33 template<class V, class M>
35  const char* prefix,
36  const VectorSet<V,M>& unifiedImageSet)
37  :
38  BaseVectorRealizer<V,M>(((std::string)(prefix)+"gen").c_str(),unifiedImageSet,std::numeric_limits<unsigned int>::max())
39 {
40  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
41  *m_env.subDisplayFile() << "Entering JeffreysVectorRealizer<V,M>::constructor()"
42  << ": prefix = " << m_prefix
43  << std::endl;
44  }
45 
46  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
47  *m_env.subDisplayFile() << "Leaving JeffreysVectorRealizer<V,M>::constructor()"
48  << ": prefix = " << m_prefix
49  << std::endl;
50  }
51 }
52 // Destructor --------------------------------------
53 template<class V, class M>
55 {
56 }
57 // Realization-related methods----------------------
58 template<class V, class M>
59 void
61 {
62  const BoxSubset<V,M>* imageBox = dynamic_cast<const BoxSubset<V,M>* >(&m_unifiedImageSet);
63 
64  if (imageBox == NULL) {
65  queso_error_msg("For JeffreysVectorRealizer<V,M>::realization(), only box images are supported right now");
66  }
67  //take log of Jeffreys bounds to set uniform bounds
68  GslVector logMinValues(imageBox->minValues());
69  for (unsigned int i = 0; i < logMinValues.sizeLocal(); ++i) {
70  if (logMinValues[i] < 0.0) {
71  queso_error_msg("The minimum value for a Jeffreys distribution should be greater than or equal to zero.");
72  }
73  else {
74  logMinValues[i] = std::log(logMinValues[i]);
75  }
76  }
77 
78  GslVector logMaxValues(imageBox->maxValues());
79  for (unsigned int i = 0; i < logMaxValues.sizeLocal(); ++i) {
80  if (logMaxValues[i] <= 0.0) {
81  queso_error_msg("The maximum value for a Jeffreys distribution should be greater than zero.");
82  }
83  else {
84  logMaxValues[i] = std::log(logMaxValues[i]);
85  }
86  }
87 
88  nextValues.cwSetUniform(logMinValues,logMaxValues);
89  for (unsigned int i = 0; i < nextValues.sizeLocal(); ++i) {
90  nextValues[i] = std::exp(nextValues[i]);
91  }
92  return;
93 }
94 
95 } // End namespace QUESO
96 
A templated (base) class for handling sampling from vector RVs.
const BaseEnvironment & m_env
A templated class for handling sets.
Definition: VectorSet.h:52
A class for handling sampling from a jeffreys probability density distribution.
const V & minValues() const
Vector of the minimum values of the box subset.
Definition: BoxSubset.C:95
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:44
JeffreysVectorRealizer(const char *prefix, const VectorSet< V, M > &unifiedImageSet)
Constructor.
Class for vector operations using GSL library.
Definition: GslVector.h:49
unsigned int displayVerbosity() const
Definition: Environment.C:450
const V & maxValues() const
Vector of the maximum values of the box subset.
Definition: BoxSubset.C:101
void realization(V &nextValues) const
Draws a realization.
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320

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