SamplerGaussian Class Reference

Gaussian Sampler. More...

#include <ql/experimental/math/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.

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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.