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pass the Cholesky method from the multi-normal sampler to the decomposition sub-class

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nojhan 2011-11-10 14:07:58 +01:00
commit ce7f59d408
1 changed files with 6 additions and 5 deletions
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11
edo/src/edoSamplerNormalMulti.h
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@ -47,7 +47,6 @@ class edoSamplerNormalMulti : public edoSampler< D >
public: public:
typedef typename EOT::AtomType AtomType; typedef typename EOT::AtomType AtomType;
edoSamplerNormalMulti( edoRepairer<EOT> & repairer ) : edoSampler< D >( repairer) {}
/** Cholesky decomposition, given a matrix V, return a matrix L /** Cholesky decomposition, given a matrix V, return a matrix L
* such as V = L Lt (Lt being the conjugate transpose of L). * such as V = L Lt (Lt being the conjugate transpose of L).
@ -264,8 +263,8 @@ public:
}; // class Cholesky }; // class Cholesky
edoSamplerNormalMulti( edoBounder< EOT > & bounder ) edoSamplerNormalMulti( edoRepairer<EOT> & repairer, typename Cholesky::Method use = Cholesky::absolute )
: edoSampler< edoNormalMulti< EOT > >( bounder ) : edoSampler< D >( repairer), _cholesky(use)
{} {}
@ -279,8 +278,7 @@ public:
// We must use cholesky.decomposition() to get the resulting matrix. // We must use cholesky.decomposition() to get the resulting matrix.
// //
// L = cholesky decomposition of varcovar // L = cholesky decomposition of varcovar
Cholesky cholesky( Cholesky::absolute ); const typename Cholesky::MatrixType& L = _cholesky( distrib.varcovar() );
const typename Cholesky::MatrixType& L = cholesky( distrib.varcovar() );
// T = vector of size elements drawn in N(0,1) rng.normal(1.0) // T = vector of size elements drawn in N(0,1) rng.normal(1.0)
ublas::vector< AtomType > T( size ); ublas::vector< AtomType > T( size );
@ -299,6 +297,9 @@ public:
return solution; return solution;
} }
protected:
Cholesky _cholesky;
}; };
#endif // !_edoSamplerNormalMulti_h #endif // !_edoSamplerNormalMulti_h