cmp::grid::MonteCarloGrid Class Reference

Standard Monte Carlo random grid generator. More...

#include <grid.h>

Inheritance diagram for cmp::grid::MonteCarloGrid:

Collaboration diagram for cmp::grid::MonteCarloGrid:

Public Member Functions
	MonteCarloGrid (const Eigen::Ref< const Eigen::VectorXd > &lowerBound, const Eigen::Ref< const Eigen::VectorXd > &upperBound, unsigned int seed=42)
	Constructs a MonteCarloGrid generator.
Eigen::MatrixXd	construct (const size_t &nPoints) override
	Constructs a matrix of random Monte Carlo samples.
Eigen::VectorXd	operator() ()
	Evaluates a single random Monte Carlo sample.
size_t	dim () const override
	Returns the dimension of the domain.
Public Member Functions inherited from cmp::grid::Grid
virtual	~Grid ()=default

Private Attributes
size_t	dimension_
	Number of dimensions.
std::default_random_engine	rng_
	Pseudo-random number generator.
std::uniform_real_distribution< double >	dist_
	Uniform distribution range [0, 1].
Eigen::VectorXd	lowerBound_
	Lower bounds vector.
Eigen::VectorXd	upperBound_
	Upper bounds vector.

Detailed Description

Standard Monte Carlo random grid generator.

Mathematical Formulation Generates independent and identically distributed (i.i.d.) samples drawn uniformly from the design space:

\[ \mathbf{x}_i \sim \mathcal{U}\left( \prod_{d=1}^D [a_d, b_d] \right) \]

Constructor & Destructor Documentation

MonteCarloGrid()

cmp::grid::MonteCarloGrid::MonteCarloGrid ( const Eigen::Ref< const Eigen::VectorXd > &  lowerBound, const Eigen::Ref< const Eigen::VectorXd > &  upperBound, unsigned int  seed = 42  )

inline

Constructs a MonteCarloGrid generator.

Parameters

lowerBound	The lower bounds of the hyperrectangle.
upperBound	The upper bounds of the hyperrectangle.
seed	Seed for the pseudo-random number generator.

Member Function Documentation

construct()

Eigen::MatrixXd cmp::grid::MonteCarloGrid::construct ( const size_t &  nPoints )

inlineoverridevirtual

Constructs a matrix of random Monte Carlo samples.

Parameters

nPoints

Number of points to generate.

Implements cmp::grid::Grid.

dim()

size_t cmp::grid::MonteCarloGrid::dim ( ) const

inlineoverridevirtual

Returns the dimension of the domain.

Implements cmp::grid::Grid.

operator()()

Eigen::VectorXd cmp::grid::MonteCarloGrid::operator() ( )

inline

Evaluates a single random Monte Carlo sample.

Member Data Documentation

dimension_

size_t cmp::grid::MonteCarloGrid::dimension_

private

Number of dimensions.

dist_

std::uniform_real_distribution<double> cmp::grid::MonteCarloGrid::dist_

private

Uniform distribution range [0, 1].

lowerBound_

Eigen::VectorXd cmp::grid::MonteCarloGrid::lowerBound_

private

Lower bounds vector.

rng_

std::default_random_engine cmp::grid::MonteCarloGrid::rng_

private

Pseudo-random number generator.

upperBound_

Eigen::VectorXd cmp::grid::MonteCarloGrid::upperBound_

private

Upper bounds vector.

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The documentation for this class was generated from the following file:

• include/grid.h