#include <GibbsMMulti.hpp>

Inheritance diagram for GibbsMMulti:

Public Member Functions
	GibbsMMulti ()

	GibbsMMulti (Db db, Model model)

	GibbsMMulti (const GibbsMMulti &r)

GibbsMMulti &	operator= (const GibbsMMulti &r)

virtual	~GibbsMMulti ()

void	update (VectorVectorDouble &y, int isimu, int ipgs, int iter) override

int	covmatAlloc (bool verbose, bool verboseTimer=false) override

void	setEps (double eps)

void	setStoreTables (bool storeTables)

void	cleanup () override

bool	getFlagStoreInternal () const

void	setFlagStoreInternal (bool flagStoreInternal)

Public Member Functions inherited from GibbsMulti
	GibbsMulti ()

	GibbsMulti (Db db, Model model)

	GibbsMulti (const GibbsMulti &r)

GibbsMulti &	operator= (const GibbsMulti &r)

virtual	~GibbsMulti ()

int	calculInitialize (VectorVectorDouble &y, int isimu, int ipgs)

double	getSimulate (VectorVectorDouble &y, double yk, double sk, int ipgs, int ivar, int iact, int iter)

int	checkGibbs (const VectorVectorDouble &y, int isimu, int ipgs)

Model *	getModel () const

Public Member Functions inherited from AGibbs
	AGibbs ()

	AGibbs (Db *db)

	AGibbs (Db *db, int npgs, int nvar, int nburn, int niter, int seed, int flag_order, bool flag_decay)

	AGibbs (const AGibbs &r)

AGibbs &	operator= (const AGibbs &r)

virtual	~AGibbs ()

virtual String	toString (const AStringFormat *strfmt=nullptr) const override

virtual int	run (VectorVectorDouble &y, int ipgs=0, int isimu=0, bool verbose=false, bool flagCheck=false)

void	init (int npgs, int nvar, int nburn, int niter, int seed=3241, int flag_order=0, bool flag_decay=true)

void	getBoundsDecay (int iter, double vmin, double vmax) const

int	getNvar () const

void	setNvar (int nvar)

int	getNpgs () const

void	setNpgs (int npgs)

int	getNburn () const

void	setNburn (int nburn)

int	getNiter () const

void	setNiter (int niter)

int	getFlagOrder () const

void	setFlagOrder (int flagOrder)

bool	getOptionStats () const

void	setOptionStats (int option_stats)

Db *	getDb () const

int	getDimension () const

int	getRank (int ipgs, int ivar) const

VectorVectorDouble	allocY () const

void	storeResult (const VectorVectorDouble &y, int isimu, int ipgs)

int	getSampleNumber () const

int	getSampleRankNumber () const

int	getSampleRank (int i) const

VectorInt	calculateSampleRanks () const

void	updateStats (const VectorVectorDouble &y, int ipgs, int iter, double amort=0.9)

bool	isConstraintTight (int ipgs, int ivar, int iact, double *value) const

void	statsInit ()

bool	getFlagDecay () const

int	getRelativeRank (int iech)

Public Member Functions inherited from AStringable
	AStringable ()

	AStringable (const AStringable &r)

AStringable &	operator= (const AStringable &r)

virtual	~AStringable ()

virtual void	display (const AStringFormat *strfmt=nullptr) const final

virtual void	display (int level) const final

Private Member Functions
int	_getVariableNumber () const

void	_tableStore (int mode, const cs *Cmat)

void	_getWeights (int iact0) const

int	_calculateWeights (int iact0, double tol=EPSILON3) const

int	_storeAllWeights (bool verbose=false)

int	_getSizeOfWeights (const VectorDouble &weights) const

void	_getEstimate (int ipgs0, int ivar0, int iact0, int icase, VectorVectorDouble &y, double yk, double vark) const

Private Attributes
cs *	_Ln

VectorInt	_Pn

double	_eps

bool	_storeTables

HDF5format	_hdf5

bool	_flagStoreInternal

VectorDouble	_b

VectorDouble	_x

VectorDouble	_weights

VectorVectorDouble	_areas

Additional Inherited Members
Protected Member Functions inherited from AGibbs
int	_boundsCheck (int ipgs, int ivar, int iact, double vmin, double vmax)

void	_printInequalities (int iact, int ivar, double simval, double vmin, double vmax) const

int	_getRowNumberStats () const

int	_getColNumberStats () const

int	_getColRankStats (int ipgs, int ivar, int mode) const

void	_displayCurrentVector (bool flag_init, const VectorVectorDouble &y, int isimu, int ipgs) const

const int *	_getRanks () const

Constructor & Destructor Documentation

◆ GibbsMMulti() [1/3]

GibbsMMulti::GibbsMMulti ( )

◆ GibbsMMulti() [2/3]

GibbsMMulti::GibbsMMulti	(	Db *	db,
		Model *	model
	)

◆ GibbsMMulti() [3/3]

GibbsMMulti::GibbsMMulti ( const GibbsMMulti & r )

◆ ~GibbsMMulti()

GibbsMMulti::~GibbsMMulti ( )

virtual

Member Function Documentation

◆ _calculateWeights()

int GibbsMMulti::_calculateWeights	(	int	iact0,
		double	tol = `EPSILON3`
	)		const

private

Calculate the set of (multivariate) weights for one given sample

Parameters

iact0	Rank of the sample
tol	Tolerance below which weights are set to 0

Returns: Number of zero elements in the current vector

◆ _getEstimate()

void GibbsMMulti::_getEstimate	(	int	ipgs0,
		int	ivar0,
		int	iact0,
		int	icase,
		VectorVectorDouble &	y,
		double *	yk,
		double *	vark
	)		const

private

◆ _getSizeOfWeights()

int GibbsMMulti::_getSizeOfWeights ( const VectorDouble & weights ) const

private

◆ _getVariableNumber()

int GibbsMMulti::_getVariableNumber ( ) const

private

◆ _getWeights()

void GibbsMMulti::_getWeights ( int iact0 ) const

private

◆ _storeAllWeights()

int GibbsMMulti::_storeAllWeights ( bool verbose = false )

private

◆ _tableStore()

void GibbsMMulti::_tableStore	(	int	mode,
		const cs *	Cmat
	)

private

◆ cleanup()

void GibbsMMulti::cleanup ( )

overridevirtual

Reimplemented from AGibbs.

◆ covmatAlloc()

int GibbsMMulti::covmatAlloc	(	bool	verbose,
		bool	verboseTimer = `false`
	)

overridevirtual

Establish the covariance matrix for Gibbs

Returns: Error returned code

Parameters

[in]	verbose	Verbose flag
[in]	verboseTimer	True to show elapse times

Implements AGibbs.

◆ getFlagStoreInternal()

bool GibbsMMulti::getFlagStoreInternal ( ) const

inline

◆ operator=()

GibbsMMulti & GibbsMMulti::operator= ( const GibbsMMulti & r )

◆ setEps()

void GibbsMMulti::setEps ( double eps )

inline

◆ setFlagStoreInternal()

void GibbsMMulti::setFlagStoreInternal ( bool flagStoreInternal )

◆ setStoreTables()

void GibbsMMulti::setStoreTables ( bool storeTables )

inline

◆ update()

void GibbsMMulti::update	(	VectorVectorDouble &	y,
		int	isimu,
		int	ipgs,
		int	iter
	)

overridevirtual

Perform one update of the Gibbs sampler

Parameters

[in]	y	Gaussian Vector
[in]	isimu	Rank of the simulation
[in]	ipgs	Rank of the GS
[in]	iter	Rank of the iteration

Implements AGibbs.

Member Data Documentation

◆ _areas

VectorVectorDouble GibbsMMulti::_areas

mutableprivate

◆ _b

VectorDouble GibbsMMulti::_b

mutableprivate

◆ _eps

double GibbsMMulti::_eps

private

◆ _flagStoreInternal

bool GibbsMMulti::_flagStoreInternal

private

◆ _hdf5

HDF5format GibbsMMulti::_hdf5

private

◆ _Ln

cs* GibbsMMulti::_Ln

private

◆ _Pn

VectorInt GibbsMMulti::_Pn

private

◆ _storeTables

bool GibbsMMulti::_storeTables

private

◆ _weights

VectorDouble GibbsMMulti::_weights

mutableprivate

◆ _x

VectorDouble GibbsMMulti::_x

mutableprivate

The documentation for this class was generated from the following files:

include/Gibbs/GibbsMMulti.hpp
src/Gibbs/GibbsMMulti.cpp

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ GibbsMMulti() [1/3]

◆ GibbsMMulti() [2/3]

◆ GibbsMMulti() [3/3]

◆ ~GibbsMMulti()

Member Function Documentation

◆ _calculateWeights()

◆ _getEstimate()

◆ _getSizeOfWeights()

◆ _getVariableNumber()

◆ _getWeights()

◆ _storeAllWeights()

◆ _tableStore()

◆ cleanup()

◆ covmatAlloc()

◆ getFlagStoreInternal()

◆ operator=()

◆ setEps()

◆ setFlagStoreInternal()

◆ setStoreTables()

◆ update()

Member Data Documentation

◆ _areas

◆ _b

◆ _eps

◆ _flagStoreInternal

◆ _hdf5

◆ _Ln

◆ _Pn

◆ _storeTables

◆ _weights

◆ _x