queso-0.56.0
TKFactoryLogitRandomWalk.C
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2015 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #include <queso/TKFactoryLogitRandomWalk.h>
26 #include <queso/TransformedScaledCovMatrixTKGroup.h>
27 
28 namespace QUESO
29 {
30 
31 template <class DerivedTK>
32 SharedPtr<BaseTKGroup<GslVector, GslMatrix> >::Type
34 {
35  SharedPtr<BaseTKGroup<GslVector, GslMatrix> >::Type new_tk;
36 
37  // Cast the domain to a box. Might this cast fail?
38  const BoxSubset<GslVector, GslMatrix> & boxSubset =
39  dynamic_cast<const BoxSubset<GslVector, GslMatrix> & >(
40  this->m_target_pdf->domainSet());
41 
42  new_tk.reset(new DerivedTK(this->m_options->m_prefix.c_str(),
43  boxSubset,
44  *(this->m_dr_scales),
45  *(this->m_initial_cov_matrix)));
46 
47  return new_tk;
48 }
49 
50 // Instantiate all the transition kernel factories
52 
53 } // namespace QUESO
Class representing a subset of a vector space shaped like a hypercube.
Definition: BoxSubset.h:44
TKFactoryLogitRandomWalk< TransformedScaledCovMatrixTKGroup< GslVector, GslMatrix > > tk_factory_logit_random_walk("logit_random_walk")
virtual SharedPtr< BaseTKGroup< GslVector, GslMatrix > >::Type build_tk()

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