sgpp::quadrature::SampleGenerator Class Reference

Base class for all types of MonteCarlo sample generators used in SGPP. More...

#include <SampleGenerator.hpp>

Inheritance diagram for sgpp::quadrature::SampleGenerator:

Public Member Functions
size_t	getDimensions ()
virtual void	getSample (sgpp::base::DataVector &sample)
	Abstract Method which has to be implemented by each sample generator One single sample is generated by this method. More...
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 ()

Protected Attributes
size_t	dimensions
std::mt19937_64	rng
std::uint64_t	seed

Detailed Description

Base class for all types of MonteCarlo sample generators used in SGPP.

A sample generator is used to generate one or multiple n-dimensional sample vectors inside the n-dimensional unit cube.

Constructor & Destructor Documentation

SampleGenerator()

sgpp::quadrature::SampleGenerator::SampleGenerator ( size_t  dimensions, std::uint64_t  seed = std::mt19937_64::default_seed  )

explicit

Standard constructor.

Parameters

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

References rng.

~SampleGenerator()

sgpp::quadrature::SampleGenerator::~SampleGenerator ( )

virtual

Member Function Documentation

getDimensions()

size_t sgpp::quadrature::SampleGenerator::getDimensions

(

)

Returns

current number of dimensions used for sample generation

References dimensions.

Referenced by getSample().

getSample()

virtual void sgpp::quadrature::SampleGenerator::getSample ( sgpp::base::DataVector &  sample )

inlinevirtual

Abstract Method which has to be implemented by each sample generator One single sample is generated by this method.

The dimensionality of the parameter has to fit the number of dimensions used in this sample generator.

Parameters

sample

provide a DataVector to store the generated sample.

Reimplemented in sgpp::quadrature::LatinHypercubeSampleGenerator, sgpp::quadrature::StratifiedSampleGenerator, sgpp::quadrature::NaiveSampleGenerator, and sgpp::quadrature::HaltonSampleGenerator.

References getDimensions(), getSamples(), parabolasimple::samples, and setDimensions().

Referenced by getSamples().

getSamples()

void sgpp::quadrature::SampleGenerator::getSamples

(

sgpp::base::DataMatrix &

samples

)

This method generates a given number of samples.

The resulting samples are written to the parameter DataMatrix. Therefore the number of cols has to fit the number of dimensions whereas the number of rows defines the number of generated samples.

Parameters

samples

provide a DataMatrix to hold the generated samples

References dimensions, sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), getSample(), python.statsfileInfo::i, and sgpp::base::DataMatrix::setRow().

Referenced by sgpp::quadrature::OperationQuadratureMCAdvanced::doQuadrature(), sgpp::quadrature::OperationQuadratureMCAdvanced::doQuadratureFunc(), sgpp::quadrature::OperationQuadratureMCAdvanced::doQuadratureL2Error(), and getSample().

setDimensions()

void sgpp::quadrature::SampleGenerator::setDimensions

(

size_t

dimensions

)

Sets the number of dimensions for sample generation to the given value.

Parameters

dimensions

new number of dimensions

References dimensions.

Referenced by getSample().

Member Data Documentation

dimensions

size_t sgpp::quadrature::SampleGenerator::dimensions

protected

Referenced by getDimensions(), sgpp::quadrature::HaltonSampleGenerator::getSample(), sgpp::quadrature::StratifiedSampleGenerator::getSample(), sgpp::quadrature::LatinHypercubeSampleGenerator::getSample(), getSamples(), sgpp::quadrature::HaltonSampleGenerator::HaltonSampleGenerator(), sgpp::quadrature::LatinHypercubeSampleGenerator::LatinHypercubeSampleGenerator(), setDimensions(), and sgpp::quadrature::StratifiedSampleGenerator::StratifiedSampleGenerator().

rng

std::mt19937_64 sgpp::quadrature::SampleGenerator::rng

protected

Referenced by sgpp::quadrature::NaiveSampleGenerator::getSample(), sgpp::quadrature::StratifiedSampleGenerator::getSample(), sgpp::quadrature::LatinHypercubeSampleGenerator::getSample(), sgpp::quadrature::HaltonSampleGenerator::HaltonSampleGenerator(), and SampleGenerator().

seed

std::uint64_t sgpp::quadrature::SampleGenerator::seed

protected

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

• quadrature/src/sgpp/quadrature/sampling/SampleGenerator.hpp
• quadrature/src/sgpp/quadrature/sampling/SampleGenerator.cpp