25 #ifndef UQ_GAUSSIAN_REALIZER_H
26 #define UQ_GAUSSIAN_REALIZER_H
28 #include <queso/VectorRealizer.h>
29 #include <queso/VectorSequence.h>
30 #include <queso/Environment.h>
44 template<
class V,
class M>
56 const V& lawExpVector,
57 const M& lowerCholLawCovMatrix);
66 const V& lawExpVector,
121 #endif // UQ_GAUSSIAN_REALIZER_H
void realization(V &nextValues) const
Draws a realization.
A templated class for handling sets.
A templated (base) class for handling sampling from vector RVs.
V * m_unifiedLawVarVector
const V & unifiedLawExpVector() const
Access to the vector of mean values and private attribute: m_unifiedLawExpVector. ...
void updateLawExpVector(const V &newLawExpVector)
Updates the mean with the new value newLawExpVector.
M * m_lowerCholLawCovMatrix
~GaussianVectorRealizer()
Destructor.
const V & unifiedLawVarVector() const
Access to the vector of variance values and private attribute: m_unifiedLawVarVector.
A class for handling sampling from Gaussian probability density distributions.
GaussianVectorRealizer(const char *prefix, const VectorSet< V, M > &unifiedImageSet, const V &lawExpVector, const M &lowerCholLawCovMatrix)
Constructor.
const VectorSet< V, M > & unifiedImageSet() const
Image set where the realizations lie. Access to protected attribute m_unifiedImageSet.
void updateLowerCholLawCovMatrix(const M &newLowerCholLawCovMatrix)
Updates the lower triangular matrix from Cholesky decomposition of the covariance matrix to the new v...
V * m_unifiedLawExpVector