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
virtual boost::shared_ptr< FunctionBase > draw()
Draw from the measure, and then return a shared pointer to the draw.
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() ...
Abstract base class for operator objects. Operators are assumed to be symmetric and positive-definite...
const FullEnvironment & env
const FunctionBase & mean
std::vector< double > coeffs
const OperatorBase & precision
This class sets up the full environment underlying the use of the QUESO library by an executable...
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...
Abstract base class for function objects.
Class defining infinite dimensional Gaussian measures.
~InfiniteDimensionalGaussian()
Destructor.
Abstract base class for infinite dimensional measures.