queso-0.56.0
Protected Attributes | List of all members
QUESO::BaseTKGroup< V, M > Class Template Referenceabstract

This base class allows the representation of a transition kernel. More...

#include <Algorithm.h>

Inheritance diagram for QUESO::BaseTKGroup< V, M >:
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Public Member Functions

Constructor/Destructor methods
 BaseTKGroup ()
 Default constructor. More...
 
 BaseTKGroup (const char *prefix, const VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales)
 Constructor. More...
 
virtual ~BaseTKGroup ()
 Destructor. More...
 
Statistical/Mathematical methods
virtual bool symmetric () const =0
 Whether or not the matrix is symmetric. See template specialization. More...
 
virtual const BaseVectorRV< V,
M > & 		rv (unsigned int stageId) const =0
 Gaussian increment property to construct a transition kernel. See template specialization. More...
 
virtual const BaseVectorRV< V,
M > & 		rv (const std::vector< unsigned int > &stageIds)=0
 Gaussian increment property to construct a transition kernel. See template specialization. More...
 
virtual const BaseVectorRV< V,
M > & 		rv (const V &position) const =0
 Constructs transition kernel pdf based on internal m_stageId variable. More...
 
Misc methods
const BaseEnvironment & env () const
 QUESO's environment. More...
 
const V & preComputingPosition (unsigned int stageId) const
 Pre-computing position; access to protected attribute *m_preComputingPositions[stageId]. More...
 
virtual bool setPreComputingPosition (const V &position, unsigned int stageId)
 Sets the pre-computing positions m_preComputingPositions[stageId] with a new vector of size position. More...
 
virtual void clearPreComputingPositions ()
 Clears the pre-computing positions m_preComputingPositions[stageId]. More...
 
virtual unsigned int set_dr_stage (unsigned int stageId)
 Does nothing. Subclasses may re-implement. Returns the current stage id. More...
 
I/O methods
virtual void print (std::ostream &os) const
 TODO: Prints the transition kernel. More...
 

Protected Attributes

const EmptyEnvironment * m_emptyEnv
 
const BaseEnvironment & m_env
 
std::string m_prefix
 
const VectorSpace< V, M > * m_vectorSpace
 
std::vector< double > m_scales
 
std::vector< const V * > m_preComputingPositions
 
std::vector< BaseVectorRV< V,
M > * > 		m_rvs
 
unsigned int m_stageId
 

Detailed Description

template<class V, class M>
class QUESO::BaseTKGroup< V, M >

This base class allows the representation of a transition kernel.

The transition kernel is a conditional distribution function that represents the probability of moving from a point $ x \in R^n $ to a point in the set $ A \in B $, where $ B $ is a Borel set over $ R^n $. Since it is a distribution function, $ P(x,R^n)=1 $, where it is permitted that the chain can make a transition from the point $ x $ to $ x $, that is $ P(x, {x}) $ is not necessarily zero.

Definition at line 32 of file Algorithm.h.

Constructor & Destructor Documentation

template<class V , class M >
QUESO::BaseTKGroup< V, M >::BaseTKGroup ( )

Default constructor.

Definition at line 33 of file TKGroup.C.

34  :
35  m_emptyEnv (new EmptyEnvironment()),
36  m_env (*m_emptyEnv),
37  m_prefix (""),
38  m_vectorSpace (NULL),
39  m_scales (),
40  m_preComputingPositions(),
41  m_rvs (),
42  m_stageId (0)
43 {
44 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:111
QUESO::BaseTKGroup::m_vectorSpace
const VectorSpace< V, M > * m_vectorSpace
Definition: TKGroup.h:108
QUESO::BaseTKGroup::m_emptyEnv
const EmptyEnvironment * m_emptyEnv
Definition: TKGroup.h:105
QUESO::BaseTKGroup::m_prefix
std::string m_prefix
Definition: TKGroup.h:107
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:106
QUESO::BaseTKGroup::m_stageId
unsigned int m_stageId
Definition: TKGroup.h:112
QUESO::BaseTKGroup::m_scales
std::vector< double > m_scales
Definition: TKGroup.h:109
template<class V, class M>
QUESO::BaseTKGroup< V, M >::BaseTKGroup ( const char *  prefix,
const VectorSpace< V, M > &  vectorSpace,
const std::vector< double > &  scales 
)

Constructor.

Definition at line 47 of file TKGroup.C.

References QUESO::BaseTKGroup< V, M >::m_scales.

51  :
52  m_emptyEnv (NULL),
53  m_env (vectorSpace.env()),
54  m_prefix (prefix),
55  m_vectorSpace (&vectorSpace),
56  m_scales (scales.size(),1.),
57  m_preComputingPositions(scales.size()+1,NULL), // Yes, +1
58  m_rvs (scales.size(),NULL), // IMPORTANT: it stays like this for scaledTK, but it will be overwritten to '+1' by hessianTK constructor
59  m_stageId (0)
60 {
61  for (unsigned int i = 0; i < m_scales.size(); ++i) {
62  m_scales[i] = scales[i];
63  }
64 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:111
QUESO::BaseTKGroup::m_vectorSpace
const VectorSpace< V, M > * m_vectorSpace
Definition: TKGroup.h:108
QUESO::BaseTKGroup::m_emptyEnv
const EmptyEnvironment * m_emptyEnv
Definition: TKGroup.h:105
QUESO::BaseTKGroup::m_prefix
std::string m_prefix
Definition: TKGroup.h:107
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:106
QUESO::BaseTKGroup::m_stageId
unsigned int m_stageId
Definition: TKGroup.h:112
QUESO::BaseTKGroup::m_scales
std::vector< double > m_scales
Definition: TKGroup.h:109
template<class V , class M >
QUESO::BaseTKGroup< V, M >::~BaseTKGroup ( )
virtual

Destructor.

Definition at line 67 of file TKGroup.C.

68 {
69  for (unsigned int i = 0; i < m_rvs.size(); ++i) {
70  if (m_rvs[i]) delete m_rvs[i];
71  }
72  for (unsigned int i = 0; i < m_preComputingPositions.size(); ++i) {
73  if (m_preComputingPositions[i]) delete m_preComputingPositions[i];
74  }
75  if (m_emptyEnv) delete m_emptyEnv;
76 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
QUESO::BaseTKGroup::m_rvs
std::vector< BaseVectorRV< V, M > * > m_rvs
Definition: TKGroup.h:111
QUESO::BaseTKGroup::m_emptyEnv
const EmptyEnvironment * m_emptyEnv
Definition: TKGroup.h:105

Member Function Documentation

template<class V , class M >
void QUESO::BaseTKGroup< V, M >::clearPreComputingPositions ( )
virtual

Clears the pre-computing positions m_preComputingPositions[stageId].

Reimplemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::MetropolisAdjustedLangevinTK< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::HessianCovMatricesTKGroup< V, M >.

Definition at line 111 of file TKGroup.C.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::clearPreComputingPositions(), QUESO::ScaledCovMatrixTKGroup< V, M >::clearPreComputingPositions(), QUESO::MetropolisAdjustedLangevinTK< V, M >::clearPreComputingPositions(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::clearPreComputingPositions().

112 {
113  for (unsigned int i = 0; i < m_preComputingPositions.size(); ++i) {
114  if (m_preComputingPositions[i]) {
115  delete m_preComputingPositions[i];
116  m_preComputingPositions[i] = NULL;
117  }
118  }
119 
120  return;
121 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
template<class V , class M >
const BaseEnvironment & QUESO::BaseTKGroup< V, M >::env ( ) const

QUESO's environment.

Definition at line 80 of file TKGroup.C.

81 {
82  return m_env;
83 }
QUESO::BaseTKGroup::m_env
const BaseEnvironment & m_env
Definition: TKGroup.h:106
template<class V , class M >
const V & QUESO::BaseTKGroup< V, M >::preComputingPosition ( unsigned int  stageId) const

Pre-computing position; access to protected attribute *m_preComputingPositions[stageId].

Definition at line 87 of file TKGroup.C.

References queso_require_greater_msg, and queso_require_msg.

88 {
89  queso_require_greater_msg(m_preComputingPositions.size(), stageId, "m_preComputingPositions.size() <= stageId");
90 
91  queso_require_msg(m_preComputingPositions[stageId], "m_preComputingPositions[stageId] == NULL");
92 
93  return *m_preComputingPositions[stageId];
94 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
queso_require_greater_msg
#define queso_require_greater_msg(expr1, expr2, msg)
Definition: asserts.h:76
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
template<class V , class M >
void QUESO::BaseTKGroup< V, M >::print ( std::ostream &  os) const
virtual

TODO: Prints the transition kernel.

Todo:
: implement me!

Reimplemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::MetropolisAdjustedLangevinTK< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::HessianCovMatricesTKGroup< V, M >.

Definition at line 133 of file TKGroup.C.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::print(), QUESO::ScaledCovMatrixTKGroup< V, M >::print(), QUESO::MetropolisAdjustedLangevinTK< V, M >::print(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::print().

134 {
135  os << "In BaseTKGroup<V,M>::print()"
136  << ": nothing to be printed" << std::endl;
137  return;
138 }
template<class V, class M>
virtual const BaseVectorRV<V,M>& QUESO::BaseTKGroup< V, M >::rv ( unsigned int  stageId) const
pure virtual

Gaussian increment property to construct a transition kernel. See template specialization.

Implemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::HessianCovMatricesTKGroup< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::MetropolisAdjustedLangevinTK< V, M >.

template<class V, class M>
virtual const BaseVectorRV<V,M>& QUESO::BaseTKGroup< V, M >::rv ( const std::vector< unsigned int > &  stageIds)
pure virtual

Gaussian increment property to construct a transition kernel. See template specialization.

Implemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::HessianCovMatricesTKGroup< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::MetropolisAdjustedLangevinTK< V, M >.

template<class V, class M>
virtual const BaseVectorRV<V, M>& QUESO::BaseTKGroup< V, M >::rv ( const V &  position) const
pure virtual

Constructs transition kernel pdf based on internal m_stageId variable.

Implemented in QUESO::MetropolisAdjustedLangevinTK< V, M >, QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::HessianCovMatricesTKGroup< V, M >, and QUESO::ScaledCovMatrixTKGroup< V, M >.

template<class V , class M >
unsigned int QUESO::BaseTKGroup< V, M >::set_dr_stage ( unsigned int  stageId)
virtual

Does nothing. Subclasses may re-implement. Returns the current stage id.

Reimplemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::HessianCovMatricesTKGroup< V, M >.

Definition at line 125 of file TKGroup.C.

126 {
127  return this->m_stageId;
128 }
QUESO::BaseTKGroup::m_stageId
unsigned int m_stageId
Definition: TKGroup.h:112
template<class V, class M >
bool QUESO::BaseTKGroup< V, M >::setPreComputingPosition ( const V &  position,
unsigned int  stageId 
)
virtual

Sets the pre-computing positions m_preComputingPositions[stageId] with a new vector of size position.

Reimplemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::MetropolisAdjustedLangevinTK< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::HessianCovMatricesTKGroup< V, M >.

Definition at line 98 of file TKGroup.C.

References queso_require_greater_msg, and queso_require_msg.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::setPreComputingPosition(), QUESO::ScaledCovMatrixTKGroup< V, M >::setPreComputingPosition(), QUESO::MetropolisAdjustedLangevinTK< V, M >::setPreComputingPosition(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::setPreComputingPosition().

99 {
100  queso_require_greater_msg(m_preComputingPositions.size(), stageId, "m_preComputingPositions.size() <= stageId");
101 
102  queso_require_msg(!(m_preComputingPositions[stageId]), "m_preComputingPositions[stageId] != NULL");
103 
104  m_preComputingPositions[stageId] = new V(position);
105 
106  return true;
107 }
QUESO::BaseTKGroup::m_preComputingPositions
std::vector< const V * > m_preComputingPositions
Definition: TKGroup.h:110
queso_require_greater_msg
#define queso_require_greater_msg(expr1, expr2, msg)
Definition: asserts.h:76
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
template<class V, class M>
virtual bool QUESO::BaseTKGroup< V, M >::symmetric ( ) const
pure virtual

Whether or not the matrix is symmetric. See template specialization.

Implemented in QUESO::TransformedScaledCovMatrixTKGroup< V, M >, QUESO::HessianCovMatricesTKGroup< V, M >, QUESO::ScaledCovMatrixTKGroup< V, M >, and QUESO::MetropolisAdjustedLangevinTK< V, M >.

Member Data Documentation

template<class V, class M>
const EmptyEnvironment* QUESO::BaseTKGroup< V, M >::m_emptyEnv
protected

Definition at line 105 of file TKGroup.h.

template<class V, class M>
const BaseEnvironment& QUESO::BaseTKGroup< V, M >::m_env
protected

Definition at line 106 of file TKGroup.h.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup(), QUESO::MetropolisAdjustedLangevinTK< V, M >::MetropolisAdjustedLangevinTK(), QUESO::ScaledCovMatrixTKGroup< V, M >::ScaledCovMatrixTKGroup(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::TransformedScaledCovMatrixTKGroup().

template<class V, class M>
std::vector<const V*> QUESO::BaseTKGroup< V, M >::m_preComputingPositions
protected

Definition at line 110 of file TKGroup.h.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup(), QUESO::MetropolisAdjustedLangevinTK< V, M >::MetropolisAdjustedLangevinTK(), QUESO::ScaledCovMatrixTKGroup< V, M >::ScaledCovMatrixTKGroup(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::TransformedScaledCovMatrixTKGroup().

template<class V, class M>
std::string QUESO::BaseTKGroup< V, M >::m_prefix
protected

Definition at line 107 of file TKGroup.h.

template<class V, class M>
std::vector<BaseVectorRV<V,M>* > QUESO::BaseTKGroup< V, M >::m_rvs
protected

Definition at line 111 of file TKGroup.h.

Referenced by QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup(), QUESO::MetropolisAdjustedLangevinTK< V, M >::MetropolisAdjustedLangevinTK(), QUESO::ScaledCovMatrixTKGroup< V, M >::ScaledCovMatrixTKGroup(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::TransformedScaledCovMatrixTKGroup().

template<class V, class M>
std::vector<double> QUESO::BaseTKGroup< V, M >::m_scales
protected

Definition at line 109 of file TKGroup.h.

Referenced by QUESO::BaseTKGroup< V, M >::BaseTKGroup(), QUESO::HessianCovMatricesTKGroup< V, M >::HessianCovMatricesTKGroup(), QUESO::MetropolisAdjustedLangevinTK< V, M >::MetropolisAdjustedLangevinTK(), QUESO::ScaledCovMatrixTKGroup< V, M >::ScaledCovMatrixTKGroup(), and QUESO::TransformedScaledCovMatrixTKGroup< V, M >::TransformedScaledCovMatrixTKGroup().

template<class V, class M>
unsigned int QUESO::BaseTKGroup< V, M >::m_stageId
protected

Definition at line 112 of file TKGroup.h.

template<class V, class M>
const VectorSpace<V,M>* QUESO::BaseTKGroup< V, M >::m_vectorSpace
protected

Definition at line 108 of file TKGroup.h.

The documentation for this class was generated from the following files:
Generated on Tue Nov 29 2016 10:53:14 for queso-0.56.0 by  doxygen 1.8.5