SamplerMirrorGaussian Class Reference

Gaussian Mirror Sampler. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

Collaboration diagram for SamplerMirrorGaussian:

Public Member Functions
	SamplerMirrorGaussian (Array lower, Array upper, 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_
Array	lower_
Array	upper_

Detailed Description

Gaussian Mirror Sampler.

Sample from normal distribution, but constrained to lie within .boundaries. If the value ends up beyond the boundary, the value is reflected back.

Definition at line 120 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

SamplerMirrorGaussian()

SamplerMirrorGaussian	(	Array	lower,
		Array	upper,
		unsigned long	seed = SeedGenerator::instance().get()
	)

Definition at line 123 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

operator()()

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

Definition at line 129 of file hybridsimulatedannealingfunctors.hpp.

Here is the call graph for this function:

Member Data Documentation

generator_

std::mt19937 generator_

private

Definition at line 144 of file hybridsimulatedannealingfunctors.hpp.

distribution_

std::normal_distribution<Real> distribution_

private

Definition at line 145 of file hybridsimulatedannealingfunctors.hpp.

lower_

Array lower_

private

Definition at line 146 of file hybridsimulatedannealingfunctors.hpp.

upper_

Array upper_

private

Definition at line 146 of file hybridsimulatedannealingfunctors.hpp.