25 #ifndef QUESO_INFINITEDIMENSIONALGAUSSIAN_H
26 #define QUESO_INFINITEDIMENSIONALGAUSSIAN_H
28 #include <boost/shared_ptr.hpp>
30 #include <queso/Environment.h>
31 #include <queso/OperatorBase.h>
32 #include <queso/GslVector.h>
33 #include <queso/GslMatrix.h>
34 #include <queso/VectorSpace.h>
35 #include <queso/VectorSubset.h>
36 #include <queso/VectorRV.h>
37 #include <queso/InfiniteDimensionalMeasureBase.h>
38 #include <queso/FunctionBase.h>
73 virtual boost::shared_ptr<FunctionBase>
draw();
101 #endif // QUESO_INFINITEDIMENSIONALGAUSSIAN_H
~InfiniteDimensionalGaussian()
Destructor.
const FullEnvironment & env
Abstract base class for function objects.
const FunctionBase & mean
This class sets up the full environment underlying the use of the QUESO library by an executable...
Abstract base class for infinite dimensional measures.
Abstract base class for operator objects. Operators are assumed to be symmetric and positive-definite...
std::vector< double > coeffs
InfiniteDimensionalGaussian(const FullEnvironment &env, const FunctionBase &mean, const OperatorBase &precision, double alpha, double beta)
Construct a Gaussian with mean mean, precision operator precision. alpha controls regularity of draws...
virtual boost::shared_ptr< FunctionBase > draw()
Draw from the measure, and then return a shared pointer to the draw.
Class defining infinite dimensional Gaussian measures.
const OperatorBase & precision
virtual double get_kl_coefficient(unsigned int i) const
Return coefficient i of the KL expansion of the current draw. Must be called after draw() ...