The class NaiveSampleGenerator implements a simple MonteCarlo sample generator. More...

#include <LatinHypercubeSampleGenerator.hpp>

Inheritance diagram for sgpp::quadrature::LatinHypercubeSampleGenerator:

Public Member Functions
void	getSample (sgpp::base::DataVector &sample)
	This method generates one sample . More...

	LatinHypercubeSampleGenerator (size_t dimensions, size_t numberOfStrata, std::uint64_t seed=std::mt19937_64::default_seed)
	Standard constructor. More...

virtual	~LatinHypercubeSampleGenerator ()
	Destructor. More...

Public Member Functions inherited from sgpp::quadrature::SampleGenerator
size_t	getDimensions ()

void	getSamples (sgpp::base::DataMatrix &samples)
	This method generates a given number of samples. More...

	SampleGenerator (size_t dimensions, std::uint64_t seed=std::mt19937_64::default_seed)
	Standard constructor. More...

void	setDimensions (size_t dimensions)
	Sets the number of dimensions for sample generation to the given value. More...

virtual	~SampleGenerator ()

Additional Inherited Members
Protected Attributes inherited from sgpp::quadrature::SampleGenerator
size_t	dimensions

std::mt19937_64	rng

std::uint64_t	seed

Detailed Description

The class NaiveSampleGenerator implements a simple MonteCarlo sample generator.

A sample is generated using the standard random number generator from cmath and transforming the values to double range 0.0 to 1.0.

Constructor & Destructor Documentation

sgpp::quadrature::LatinHypercubeSampleGenerator::LatinHypercubeSampleGenerator	(	size_t	dimensions,
		size_t	numberOfStrata,
		std::uint64_t	seed = `std::mt19937_64::default_seed`
	)

Standard constructor.

Parameters

dimensions	number of dimensions used for sample generation
numberOfStrata	number of strata
seed	custom seed (defaults to default seed of mt19937_64)

sgpp::quadrature::LatinHypercubeSampleGenerator::~LatinHypercubeSampleGenerator ( )

virtual

Destructor.

void sgpp::quadrature::LatinHypercubeSampleGenerator::getSample ( sgpp::base::DataVector & sample )

virtual

This method generates one sample .

Implementation of the abstract Method getSample from SampelGenerator.

Parameters

sample DataVector storing the new generated sample vector.

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