ComputeContext Class Reference

#include <qle/math/computeenvironment.hpp>

Inheritance diagram for ComputeContext:

Collaboration diagram for ComputeContext:

Classes
struct	DebugInfo
struct	Settings

Public Member Functions
virtual	~ComputeContext ()
virtual void	init ()=0
virtual std::pair< std::size_t, bool >	initiateCalculation (const std::size_t n, const std::size_t id=0, const std::size_t version=0, const Settings settings={})=0
virtual void	disposeCalculation (const std::size_t id)=0
virtual std::size_t	createInputVariable (double v)=0
virtual std::size_t	createInputVariable (double *v)=0
virtual std::vector< std::vector< std::size_t > >	createInputVariates (const std::size_t dim, const std::size_t steps)=0
virtual std::size_t	applyOperation (const std::size_t randomVariableOpCode, const std::vector< std::size_t > &args)=0
virtual void	freeVariable (const std::size_t id)=0
virtual void	declareOutputVariable (const std::size_t id)=0
virtual void	finalizeCalculation (std::vector< double * > &output)=0
virtual std::vector< std::pair< std::string, std::string > >	deviceInfo () const
virtual bool	supportsDoublePrecision () const
virtual const DebugInfo &	debugInfo () const =0
void	finalizeCalculation (std::vector< std::vector< double > > &output)

Detailed Description

Definition at line 64 of file computeenvironment.hpp.

Constructor & Destructor Documentation

~ComputeContext()

virtual ~ComputeContext ( )

virtual

Definition at line 84 of file computeenvironment.hpp.

{}

Member Function Documentation

init()

virtual void init ( )

pure virtual

Here is the caller graph for this function:

initiateCalculation()

virtual std::pair< std::size_t, bool > initiateCalculation ( const std::size_t  n, const std::size_t  id = 0, const std::size_t  version = 0, const Settings  settings = {}  )

pure virtual

Here is the caller graph for this function:

disposeCalculation()

virtual void disposeCalculation ( const std::size_t  id )

pure virtual

createInputVariable() [1/2]

virtual std::size_t createInputVariable ( double  v )

pure virtual

Here is the caller graph for this function:

createInputVariable() [2/2]

virtual std::size_t createInputVariable ( double *  v )

pure virtual

createInputVariates()

virtual std::vector< std::vector< std::size_t > > createInputVariates ( const std::size_t  dim, const std::size_t  steps  )

pure virtual

Here is the caller graph for this function:

applyOperation()

virtual std::size_t applyOperation ( const std::size_t  randomVariableOpCode, const std::vector< std::size_t > &  args  )

pure virtual

Here is the caller graph for this function:

freeVariable()

virtual void freeVariable ( const std::size_t  id )

pure virtual

Here is the caller graph for this function:

declareOutputVariable()

virtual void declareOutputVariable ( const std::size_t  id )

pure virtual

Here is the caller graph for this function:

finalizeCalculation() [1/2]

virtual void finalizeCalculation ( std::vector< double * > &  output )

pure virtual

Here is the caller graph for this function:

deviceInfo()

virtual std::vector< std::pair< std::string, std::string > > deviceInfo ( ) const

virtual

Definition at line 106 of file computeenvironment.hpp.

{ return {}; }

supportsDoublePrecision()

virtual bool supportsDoublePrecision ( ) const

virtual

Definition at line 107 of file computeenvironment.hpp.

{ return false; }

Here is the caller graph for this function:

debugInfo()

virtual const DebugInfo & debugInfo ( ) const

pure virtual

finalizeCalculation() [2/2]

void finalizeCalculation

(

std::vector< std::vector< double > > &

output

)

Definition at line 73 of file computeenvironment.cpp.

                                                                             {
    std::vector<double*> outputPtr(output.size());
    std::transform(output.begin(), output.end(), outputPtr.begin(),
                   [](std::vector<double>& v) -> double* { return &v[0]; });
    finalizeCalculation(outputPtr);
}

Here is the call graph for this function: