SamplerCauchy Class Reference

Cauchy Sampler. More...

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

Collaboration diagram for SamplerCauchy:

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

Protected Attributes
std::mt19937	generator_
std::cauchy_distribution< Real >	distribution_

Detailed Description

Cauchy Sampler.

Sample from cauchy distribution. This means that the parameter space must have support on the positive whole real line. For lower dimensions it could be faster than the Gaussian sampler, specially when combined with the Cauchy temperature.

Definition at line 155 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

SamplerCauchy()

SamplerCauchy ( unsigned long  seed = SeedGenerator::instance().get() )

explicit

Definition at line 158 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

operator()()

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

Definition at line 161 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

generator_

std::mt19937 generator_

protected

Definition at line 168 of file hybridsimulatedannealingfunctors.hpp.

distribution_

std::cauchy_distribution<Real> distribution_

protected

Definition at line 169 of file hybridsimulatedannealingfunctors.hpp.