25 #ifndef QUESO_INFINITEDIMENSIONALGAUSSIAN_H
26 #define QUESO_INFINITEDIMENSIONALGAUSSIAN_H
28 #include <queso/SharedPtr.h>
29 #include <queso/InfiniteDimensionalMeasureBase.h>
30 #include <queso/FunctionBase.h>
34 class FullEnvironment;
68 virtual typename SharedPtr<FunctionBase>::Type
draw();
96 #endif // QUESO_INFINITEDIMENSIONALGAUSSIAN_H
virtual SharedPtr< FunctionBase >::Type draw()
Draw from the measure, and then return a shared pointer to the draw.
Abstract base class for operator objects. Operators are assumed to be symmetric and positive-definite...
std::vector< double > coeffs
Abstract base class for infinite dimensional measures.
~InfiniteDimensionalGaussian()
Destructor.
const FullEnvironment & env
const OperatorBase & precision
Class defining infinite dimensional Gaussian measures.
This class sets up the full environment underlying the use of the QUESO library by an executable...
const FunctionBase & mean
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.
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() ...