SamplerRingGaussian Class Reference

Gaussian Ring Sampler. More...

#include <ql/experimental/math/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< Real >	distribution_
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.