QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
SamplerRingGaussian Class Reference

Gaussian Ring Sampler. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for SamplerRingGaussian:

Public Member Functions

 SamplerRingGaussian (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< Realdistribution_
 
Array lower_
 
Array upper_
 

Detailed Description

Gaussian Ring Sampler.

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

Definition at line 86 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ SamplerRingGaussian()

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

Definition at line 89 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 95 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ generator_

std::mt19937 generator_
private

Definition at line 110 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::normal_distribution<Real> distribution_
private

Definition at line 111 of file hybridsimulatedannealingfunctors.hpp.

◆ lower_

Array lower_
private

Definition at line 112 of file hybridsimulatedannealingfunctors.hpp.

◆ upper_

Array upper_
private

Definition at line 112 of file hybridsimulatedannealingfunctors.hpp.