queso-0.56.0
Algorithm.h
Go to the documentation of this file.
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/MarkovChainPositionData.h>
26 
27 namespace QUESO {
28 
29 class GslVector;
30 class GslMatrix;
31 class BaseEnvironment;
32 template <class V, class M> class BaseTKGroup;
33 
34 template <class V = GslVector, class M = GslMatrix>
35 class Algorithm
36 {
37 public:
38  Algorithm(const BaseEnvironment & env, const BaseTKGroup<V, M> & tk);
39  ~Algorithm();
40 
42 
50  const V & tk_pos_x,
51  const V & tk_pos_y);
52 private:
55 };
56 
57 } // End namespace QUESO
double acceptance_ratio(MarkovChainPositionData< V > x, MarkovChainPositionData< V > y, const V &tk_pos_x, const V &tk_pos_y)
Calculates the finite dimensional Metropolis-Hastings acceptance ratio.
Definition: Algorithm.C:51
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:197
const BaseEnvironment & m_env
Definition: Algorithm.h:53
const BaseTKGroup< V, M > & m_tk
Definition: Algorithm.h:54
Algorithm(const BaseEnvironment &env, const BaseTKGroup< V, M > &tk)
Definition: Algorithm.C:36
This base class allows the representation of a transition kernel.
Definition: Algorithm.h:32
A templated class that represents a Markov Chain.

Generated on Tue Nov 29 2016 10:53:11 for queso-0.56.0 by  doxygen 1.8.5