QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Public Member Functions | Private Attributes | List of all members
SamplerGaussian Class Reference

Gaussian Sampler. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for SamplerGaussian:

Public Member Functions

 SamplerGaussian (unsigned long seed=SeedGenerator::instance().get())
 
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp)
 

Private Attributes

std::mt19937 generator_
 
std::normal_distribution< Real > distribution_
 

Detailed Description

Gaussian Sampler.

Sample from normal distribution. This means that the parameter space must have support on the whole real line.

Examples
GlobalOptimizer.cpp.

Definition at line 64 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ SamplerGaussian()

SamplerGaussian ( unsigned long  seed = SeedGenerator::instance().get())
explicit

Definition at line 67 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

void operator() ( Array &  newPoint,
const Array &  currentPoint,
const Array &  temp 
)

Definition at line 70 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ generator_

std::mt19937 generator_
private

Definition at line 77 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::normal_distribution<Real> distribution_
private

Definition at line 78 of file hybridsimulatedannealingfunctors.hpp.