montecarlo Class Reference

#include <montecarlo.hpp>

Collaboration diagram for montecarlo:

Public Member Functions
	montecarlo (prior &in_prior, data &in_data, forwardModel in_model, int in_nt, double in_dt, int in_iterations, bool useGeneralisedMomentumPropose, bool useGeneralisedMomentumKinetic, bool normalizeMomentum, bool evaluateHamiltonianBeforeLeap)
	~montecarlo ()
void	sample (bool hamilton)
std::vector< double >	precomp_misfitGrad (std::vector< double > parameters)

Private Member Functions
void	propose_metropolis ()
void	propose_hamilton (int &uturns)
void	leap_frog (int &uturns, bool writeTrajectory)
double	chi ()
double	energy ()
void	write_sample (std::ofstream &outfile, double misfit)
double	precomp_misfit ()
std::vector< double >	precomp_misfitGrad ()
double	kineticEnergy ()

Private Attributes
prior	_prior
data	_data
forwardModel	_model
posterior	_posterior
int	_nt
double	_dt
int	_iterations
bool	_useGeneralisedMomentumKinetic
bool	_useGeneralisedMomentumPropose
bool	_normalizeMomentum
bool	_evaluateHamiltonianBeforeLeap
std::vector< double >	_currentModel
std::vector< double >	_proposedModel
std::vector< double >	_currentMomentum
std::vector< double >	_proposedMomentum
std::vector< std::vector< double > >	_massMatrix
std::vector< std::vector< double > >	_CholeskyLowerMassMatrix
std::vector< std::vector< double > >	_inverseMassMatrix
std::vector< std::vector< double > >	_inverseMassMatrixDiagonal
std::vector< std::vector< double > >	_A
std::vector< double >	_bT
double	_c

Detailed Description

Definition at line 47 of file montecarlo.hpp.

Constructor & Destructor Documentation

montecarlo()

montecarlo::montecarlo	(	prior &	in_prior,
		data &	in_data,
		forwardModel	in_model,
		int	in_nt,
		double	in_dt,
		int	in_iterations,
		bool	useGeneralisedMomentumPropose,
		bool	useGeneralisedMomentumKinetic,
		bool	normalizeMomentum,
		bool	evaluateHamiltonianBeforeLeap
	)

Definition at line 17 of file montecarlo.cpp.

~montecarlo()

montecarlo::~montecarlo ( )

default

Member Function Documentation

chi()

double montecarlo::chi ( )

private

Definition at line 98 of file montecarlo.cpp.

energy()

double montecarlo::energy ( )

private

Definition at line 103 of file montecarlo.cpp.

kineticEnergy()

double montecarlo::kineticEnergy ( )

private

Definition at line 87 of file montecarlo.cpp.

leap_frog()

void montecarlo::leap_frog ( int &  uturns, bool  writeTrajectory  )

private

Definition at line 161 of file montecarlo.cpp.

precomp_misfit()

double montecarlo::precomp_misfit ( )

private

Definition at line 83 of file montecarlo.cpp.

precomp_misfitGrad() [1/2]

std::vector< double > montecarlo::precomp_misfitGrad

(

std::vector< double >

parameters

)

Definition at line 213 of file montecarlo.cpp.

precomp_misfitGrad() [2/2]

std::vector< double > montecarlo::precomp_misfitGrad ( )

private

Definition at line 93 of file montecarlo.cpp.

propose_hamilton()

void montecarlo::propose_hamilton ( int &  uturns )

private

Definition at line 74 of file montecarlo.cpp.

propose_metropolis()

void montecarlo::propose_metropolis ( )

private

Definition at line 69 of file montecarlo.cpp.

sample()

void montecarlo::sample

(

bool

hamilton

)

Definition at line 109 of file montecarlo.cpp.

write_sample()

void montecarlo::write_sample ( std::ofstream &  outfile, double  misfit  )

private

Definition at line 204 of file montecarlo.cpp.

Member Data Documentation

_A

std::vector<std::vector<double> > montecarlo::_A

private

Definition at line 89 of file montecarlo.hpp.

_bT

std::vector<double> montecarlo::_bT

private

Definition at line 90 of file montecarlo.hpp.

_c

double montecarlo::_c

private

Definition at line 91 of file montecarlo.hpp.

_CholeskyLowerMassMatrix

std::vector<std::vector<double> > montecarlo::_CholeskyLowerMassMatrix

private

Definition at line 84 of file montecarlo.hpp.

_currentModel

std::vector<double> montecarlo::_currentModel

private

Definition at line 78 of file montecarlo.hpp.

_currentMomentum

std::vector<double> montecarlo::_currentMomentum

private

Definition at line 80 of file montecarlo.hpp.

_data

data montecarlo::_data

private

Definition at line 67 of file montecarlo.hpp.

_dt

double montecarlo::_dt

private

Definition at line 71 of file montecarlo.hpp.

_evaluateHamiltonianBeforeLeap

bool montecarlo::_evaluateHamiltonianBeforeLeap

private

Definition at line 76 of file montecarlo.hpp.

_inverseMassMatrix

std::vector<std::vector<double> > montecarlo::_inverseMassMatrix

private

Definition at line 85 of file montecarlo.hpp.

_inverseMassMatrixDiagonal

std::vector<std::vector<double> > montecarlo::_inverseMassMatrixDiagonal

private

Definition at line 86 of file montecarlo.hpp.

_iterations

int montecarlo::_iterations

private

Definition at line 72 of file montecarlo.hpp.

_massMatrix

std::vector<std::vector<double> > montecarlo::_massMatrix

private

Definition at line 83 of file montecarlo.hpp.

_model

forwardModel montecarlo::_model

private

Definition at line 68 of file montecarlo.hpp.

_normalizeMomentum

bool montecarlo::_normalizeMomentum

private

Definition at line 75 of file montecarlo.hpp.

_nt

int montecarlo::_nt

private

Definition at line 70 of file montecarlo.hpp.

_posterior

posterior montecarlo::_posterior

private

Definition at line 69 of file montecarlo.hpp.

_prior

prior montecarlo::_prior

private

Definition at line 66 of file montecarlo.hpp.

_proposedModel

std::vector<double> montecarlo::_proposedModel

private

Definition at line 79 of file montecarlo.hpp.

_proposedMomentum

std::vector<double> montecarlo::_proposedMomentum

private

Definition at line 81 of file montecarlo.hpp.

_useGeneralisedMomentumKinetic

bool montecarlo::_useGeneralisedMomentumKinetic

private

Definition at line 73 of file montecarlo.hpp.

_useGeneralisedMomentumPropose

bool montecarlo::_useGeneralisedMomentumPropose

private

Definition at line 74 of file montecarlo.hpp.

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

• montecarlo.hpp
• montecarlo.cpp