AGibbs Class Reference

#include <AGibbs.hpp>

Inheritance diagram for AGibbs:

Public Member Functions
	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	calculInitialize (VectorVectorDouble &y, int isimu, int ipgs)=0
virtual void	update (VectorVectorDouble &y, int isimu, int ipgs, int iter)=0
virtual int	covmatAlloc (bool verbose, bool verboseTimer=false)=0
virtual double	getSimulate (VectorVectorDouble &y, double yk, double sk, int ipgs, int ivar, int iact, int iter)=0
virtual int	checkGibbs (const VectorVectorDouble &y, int isimu, int ipgs)=0
virtual int	run (VectorVectorDouble &y, int ipgs=0, int isimu=0, bool verbose=false, bool flagCheck=false)
virtual void	cleanup ()
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

Protected Member Functions
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

Private Attributes
int	_npgs
int	_nvar
int	_nburn
int	_niter
int	_flagOrder
bool	_flagDecay
int	_optionStats
VectorInt	_ranks
Db *	_db
Table	_stats

Constructor & Destructor Documentation

AGibbs() [1/4]

AGibbs::AGibbs

(

)

AGibbs() [2/4]

AGibbs::AGibbs

(

Db *

db

)

AGibbs() [3/4]

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

AGibbs() [4/4]

AGibbs::AGibbs

(

const AGibbs &

r

)

~AGibbs()

AGibbs::~AGibbs ( )

virtual

Member Function Documentation

_boundsCheck()

int AGibbs::_boundsCheck ( int  ipgs, int  ivar, int  iact, double *  vmin_arg, double *  vmax_arg  )

protected

Correct the bounds according to the order relationship

Returns

Error code: 1 if there is no solution; 0 otherwise

Parameters

[in]	ipgs	Rank of the GS
[in]	ivar	Rank of the variable
[in]	iact	Internal Rank of the sample
[out]	vmin_arg	Output minimum bound
[out]	vmax_arg	Output maximum bound

Remarks

Attributes ELoc::GAUSFAC are mandatory

_displayCurrentVector()

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

protected

Print the initial status for Gibbs iterations

Parameters

[in]	flag_init	TRUE for the Initial printout
[in]	y	Gaussian vector
[in]	isimu	Rank of the simulation
[in]	ipgs	Rank of the GS

_getColNumberStats()

int AGibbs::_getColNumberStats ( ) const

protected

Returns the number of Columns for storing the statistics This number is based on:

• the number of GS
• the number of variables (or GRF)
• the storage of mean and standard deviation

  Returns

_getColRankStats()

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

protected

Return the column for the storage of a value in Statistics

Parameters

ipgs	Rank of the GS
ivar	Rank of the Variable or GRF
mode	0 for Mean and 1 for Standard Deviation

Returns

_getRanks()

const int* AGibbs::_getRanks ( ) const

inlineprotected

_getRowNumberStats()

int AGibbs::_getRowNumberStats ( ) const

protected

Returns the number of Rows for storing the statistics This number is based on the number of iterations, exclusing the burnout

Returns

_printInequalities()

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

protected

Print the inequality

Parameters

[in]	iact	Relative rank of the sample
[in]	ivar	Rank of the variable
[in]	simval	Simulated value
[in]	vmin	Lower threshold
[in]	vmax	Upper threshold

allocY()

VectorVectorDouble AGibbs::allocY

(

)

const

calculateSampleRanks()

VectorInt AGibbs::calculateSampleRanks

(

)

const

calculInitialize()

virtual int AGibbs::calculInitialize ( VectorVectorDouble &  y, int  isimu, int  ipgs  )

pure virtual

Implemented in GibbsMultiMono, and GibbsMulti.

checkGibbs()

virtual int AGibbs::checkGibbs ( const VectorVectorDouble &  y, int  isimu, int  ipgs  )

pure virtual

Implemented in GibbsMultiMono, and GibbsMulti.

cleanup()

virtual void AGibbs::cleanup ( )

inlinevirtual

Reimplemented in GibbsMMulti.

covmatAlloc()

virtual int AGibbs::covmatAlloc ( bool  verbose, bool  verboseTimer = false  )

pure virtual

Implemented in GibbsUPropMono, GibbsUMultiMono, GibbsUMulti, and GibbsMMulti.

getBoundsDecay()

void AGibbs::getBoundsDecay	(	int	iter,
		double *	vmin,
		double *	vmax
	)		const

Given the initial bounds, calculate the modified bounds during the Burning stage

Parameters

iter	Rank of the iteration
vmin	Lower bound (in/out)
vmax	Upper bound (in/out)

getDb()

Db* AGibbs::getDb ( ) const

inline

getDimension()

int AGibbs::getDimension

(

)

const

getFlagDecay()

bool AGibbs::getFlagDecay ( ) const

inline

getFlagOrder()

int AGibbs::getFlagOrder ( ) const

inline

getNburn()

int AGibbs::getNburn ( ) const

inline

getNiter()

int AGibbs::getNiter ( ) const

inline

getNpgs()

int AGibbs::getNpgs ( ) const

inline

getNvar()

int AGibbs::getNvar ( ) const

inline

getOptionStats()

bool AGibbs::getOptionStats ( ) const

inline

getRank()

int AGibbs::getRank	(	int	ipgs,
		int	ivar
	)		const

getRelativeRank()

int AGibbs::getRelativeRank

(

int

iech

)

Find the relative rank of an absolute sample rank

Parameters

iech	Absolute sample rank

Returns

The rank within the vector if relative ranks (or -1)

getSampleNumber()

int AGibbs::getSampleNumber

(

)

const

getSampleRank()

int AGibbs::getSampleRank

(

int

i

)

const

getSampleRankNumber()

int AGibbs::getSampleRankNumber

(

)

const

getSimulate()

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

pure virtual

Implemented in GibbsMultiMono, and GibbsMulti.

init()

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

isConstraintTight()

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

Test wheter a constraint is tight at a sample (data is a hard data)

Parameters

ipgs	Rank of the GS
ivar	Rank of the variable
iact	Rank of the sample (within internal _ranks)
value	Constraining value (if sample is an active constraint)

Returns

operator=()

AGibbs & AGibbs::operator=

(

const AGibbs &

r

)

run()

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

virtual

setFlagOrder()

void AGibbs::setFlagOrder ( int  flagOrder )

inline

setNburn()

void AGibbs::setNburn ( int  nburn )

inline

setNiter()

void AGibbs::setNiter ( int  niter )

inline

setNpgs()

void AGibbs::setNpgs ( int  npgs )

inline

setNvar()

void AGibbs::setNvar ( int  nvar )

inline

setOptionStats()

void AGibbs::setOptionStats ( int  option_stats )

inline

statsInit()

void AGibbs::statsInit

(

)

storeResult()

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

Store the Gaussian array in ELoc::GAUS variable. This should be performed once for all GS and all variables

Parameters

y	The Gaussian vector to be stored
isimu	Rank of the simulation
ipgs	Rank of the GS

toString()

String AGibbs::toString ( const AStringFormat *  strfmt = nullptr ) const

overridevirtual

Reimplemented from AStringable.

update()

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

pure virtual

Implemented in GibbsUPropMono, GibbsUMultiMono, GibbsUMulti, and GibbsMMulti.

updateStats()

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

Member Data Documentation

_db

Db* AGibbs::_db

private

_flagDecay

bool AGibbs::_flagDecay

private

_flagOrder

int AGibbs::_flagOrder

private

_nburn

int AGibbs::_nburn

private

_niter

int AGibbs::_niter

private

_npgs

int AGibbs::_npgs

private

_nvar

int AGibbs::_nvar

private

_optionStats

int AGibbs::_optionStats

private

_ranks

VectorInt AGibbs::_ranks

private

_stats

Table AGibbs::_stats

private

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

• include/Gibbs/AGibbs.hpp
• src/Gibbs/AGibbs.cpp