MUQ  0.4.3
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muq::SamplingAlgorithms::DefaultComponentFactory Class Reference
Sampling » Markov chain Monte Carlo » Multi-Index MCMC

Provides a high level interface for the sampling problems on each MIMCMC level. More...

#include <DefaultComponentFactory.h>

Inheritance diagram for muq::SamplingAlgorithms::DefaultComponentFactory:
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Detailed Description

Provides a high level interface for the sampling problems on each MIMCMC level.

Definition at line 17 of file DefaultComponentFactory.h.

Public Member Functions

 DefaultComponentFactory (boost::property_tree::ptree options, Eigen::VectorXd startingPoint, std::vector< std::shared_ptr< AbstractSamplingProblem >> const &problems)
 
 DefaultComponentFactory (boost::property_tree::ptree options, Eigen::VectorXd startingPoint, std::shared_ptr< MultiIndexSet > const &problemIndices, std::vector< std::shared_ptr< AbstractSamplingProblem >> const &problems)
 
virtual ~DefaultComponentFactory ()=default
 
virtual std::shared_ptr< MCMCProposal > Proposal (std::shared_ptr< MultiIndex > const &index, std::shared_ptr< AbstractSamplingProblem > const &samplingProblem) override
 
virtual std::shared_ptr< MultiIndex > FinestIndex () override
 
virtual std::shared_ptr< MCMCProposal > CoarseProposal (std::shared_ptr< MultiIndex > const &fineIndex, std::shared_ptr< MultiIndex > const &coarseIndex, std::shared_ptr< AbstractSamplingProblem > const &coarseProblem, std::shared_ptr< SingleChainMCMC > const &coarseChain) override
 
virtual std::shared_ptr< AbstractSamplingProblem > SamplingProblem (std::shared_ptr< MultiIndex > const &index) override
 
virtual std::shared_ptr< MIInterpolation > Interpolation (std::shared_ptr< MultiIndex > const &index) override
 
virtual Eigen::VectorXd StartingPoint (std::shared_ptr< MultiIndex > const &index) override
 
- Public Member Functions inherited from muq::SamplingAlgorithms::MIComponentFactory
virtual ~MIComponentFactory ()=default
 
virtual bool IsInverseProblem ()
 

Constructor & Destructor Documentation

◆ DefaultComponentFactory() [1/2]

DefaultComponentFactory::DefaultComponentFactory ( boost::property_tree::ptree  options,
Eigen::VectorXd  startingPoint,
std::vector< std::shared_ptr< AbstractSamplingProblem >> const &  problems 
)

Definition at line 12 of file DefaultComponentFactory.cpp.

◆ DefaultComponentFactory() [2/2]

muq::SamplingAlgorithms::DefaultComponentFactory::DefaultComponentFactory ( boost::property_tree::ptree  options,
Eigen::VectorXd  startingPoint,
std::shared_ptr< MultiIndexSet > const &  problemIndices,
std::vector< std::shared_ptr< AbstractSamplingProblem >> const &  problems 
)

◆ ~DefaultComponentFactory()

virtual muq::SamplingAlgorithms::DefaultComponentFactory::~DefaultComponentFactory ( )
virtualdefault

Member Function Documentation

◆ CoarseProposal()

std::shared_ptr< MCMCProposal > DefaultComponentFactory::CoarseProposal ( std::shared_ptr< MultiIndex > const &  fineIndex,
std::shared_ptr< MultiIndex > const &  coarseIndex,
std::shared_ptr< AbstractSamplingProblem > const &  coarseProblem,
std::shared_ptr< SingleChainMCMC > const &  coarseChain 
)
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 50 of file DefaultComponentFactory.cpp.

References options.

◆ FinestIndex()

std::shared_ptr< MultiIndex > DefaultComponentFactory::FinestIndex ( )
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 45 of file DefaultComponentFactory.cpp.

References problemIndices.

◆ Interpolation()

std::shared_ptr< MIInterpolation > DefaultComponentFactory::Interpolation ( std::shared_ptr< MultiIndex > const &  index)
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 72 of file DefaultComponentFactory.cpp.

◆ Proposal()

std::shared_ptr< MCMCProposal > DefaultComponentFactory::Proposal ( std::shared_ptr< MultiIndex > const &  index,
std::shared_ptr< AbstractSamplingProblem > const &  samplingProblem 
)
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 32 of file DefaultComponentFactory.cpp.

References muq::SamplingAlgorithms::MCMCProposal::Construct(), and options.

◆ SamplingProblem()

std::shared_ptr< AbstractSamplingProblem > DefaultComponentFactory::SamplingProblem ( std::shared_ptr< MultiIndex > const &  index)
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 60 of file DefaultComponentFactory.cpp.

References problemIndices, and problems.

◆ StartingPoint()

Eigen::VectorXd DefaultComponentFactory::StartingPoint ( std::shared_ptr< MultiIndex > const &  index)
overridevirtual

Implements muq::SamplingAlgorithms::MIComponentFactory.

Definition at line 77 of file DefaultComponentFactory.cpp.

References startingPoint.

Member Data Documentation

◆ options

boost::property_tree::ptree muq::SamplingAlgorithms::DefaultComponentFactory::options
private

Definition at line 48 of file DefaultComponentFactory.h.

Referenced by CoarseProposal(), and Proposal().

◆ problemIndices

std::shared_ptr<MultiIndexSet> muq::SamplingAlgorithms::DefaultComponentFactory::problemIndices
private

Definition at line 50 of file DefaultComponentFactory.h.

Referenced by FinestIndex(), and SamplingProblem().

◆ problems

std::vector<std::shared_ptr<AbstractSamplingProblem> > muq::SamplingAlgorithms::DefaultComponentFactory::problems
private

Definition at line 51 of file DefaultComponentFactory.h.

Referenced by SamplingProblem().

◆ startingPoint

Eigen::VectorXd muq::SamplingAlgorithms::DefaultComponentFactory::startingPoint
private

Definition at line 49 of file DefaultComponentFactory.h.

Referenced by StartingPoint().

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