A simple implementation concatenating coarse and fine sample vectors. More...
#include <ConcatenatingInterpolation.h>
A simple implementation concatenating coarse and fine sample vectors.
This interpolation takes the coarse sample vector and appends additional fine components from the fine sample. This behaviour matches the one assumed by the theoretical MLMCMC literature. Should be sufficient for most applications.
Definition at line 16 of file ConcatenatingInterpolation.h.
Public Member Functions | |
ConcatenatingInterpolation (std::shared_ptr< muq::Utilities::MultiIndex > const &index) | |
virtual std::shared_ptr< SamplingState > | Interpolate (std::shared_ptr< SamplingState > const &coarseProposal, std::shared_ptr< SamplingState > const &fineProposal) override |
Public Member Functions inherited from muq::SamplingAlgorithms::MIInterpolation | |
virtual | ~MIInterpolation ()=default |
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inline |
Definition at line 18 of file ConcatenatingInterpolation.h.
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inlineoverridevirtual |
Implements muq::SamplingAlgorithms::MIInterpolation.
Definition at line 21 of file ConcatenatingInterpolation.h.
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private |
Definition at line 31 of file ConcatenatingInterpolation.h.