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an intermediate commit to keep updates

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Caner Candan 2010-08-16 07:52:30 +02:00
commit 963d59e706
21 changed files with 649 additions and 556 deletions
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src/doSamplerNormal.h
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#ifndef _doSamplerNormal_h
#define _doSamplerNormal_h
#include <utils/eoRNG.h>
#include "doSampler.h"
#include "doNormal.h"
#include "doBounder.h"
#include "doStats.h"
/**
* doSamplerNormal
* This class uses the Normal distribution parameters (bounds) to return
* a random position used for population sampling.
*/
template < typename EOT >
class doSamplerNormal : public doSampler< doNormal< EOT > >
{
public:
typedef typename EOT::AtomType AtomType;
doSamplerNormal( doBounder< EOT > & bounder )
: doSampler< doNormal< EOT > >( bounder )
{}
EOT sample( doNormal< EOT >& distrib )
{
unsigned int size = distrib.size();
assert(size > 0);
//-------------------------------------------------------------
// Cholesky factorisation gererating matrix L from covariance
// matrix V.
// We must use cholesky.get_L() to get the resulting matrix.
//
// L = cholesky decomposition of varcovar
//-------------------------------------------------------------
Cholesky< EOT > cholesky;
cholesky.update( distrib.varcovar() );
ublas::symmetric_matrix< AtomType, ublas::lower > L = cholesky.get_L();
//-------------------------------------------------------------
//-------------------------------------------------------------
// T = vector of size elements drawn in N(0,1) rng.normal(1.0)
//-------------------------------------------------------------
ublas::vector< AtomType > T( size );
for ( unsigned int i = 0; i < size; ++i )
{
T( i ) = rng.normal( 1.0 );
}
//-------------------------------------------------------------
//-------------------------------------------------------------
// LT = prod( L, trans(T) ) ?
// LT = prod( L, T )
//-------------------------------------------------------------
//ublas::symmetric_matrix< AtomType, ublas::lower > LT = ublas::prod( L, ublas::trans( T ) );
ublas::vector< AtomType > LT = ublas::prod( L, T );
//-------------------------------------------------------------
//-------------------------------------------------------------
// solution = means + trans( LT ) ?
// solution = means + LT
//-------------------------------------------------------------
ublas::vector< AtomType > mean = distrib.mean();
ublas::vector< AtomType > ublas_solution = mean + LT;
//ublas::vector< AtomType > ublas_solution = mean + ublas::trans( LT );
EOT solution( size );
std::copy( ublas_solution.begin(), ublas_solution.end(), solution.begin() );
//-------------------------------------------------------------
return solution;
}
};
#endif // !_doSamplerNormal_h