File gaussian_hamiltonian_monte_carlo_exact_walk.hpp

struct GaussianHamiltonianMonteCarloExactWalk

Public Functions

inline GaussianHamiltonianMonteCarloExactWalk(double L, unsigned int _rho)
inline GaussianHamiltonianMonteCarloExactWalk(double L)
inline GaussianHamiltonianMonteCarloExactWalk()

Public Members

parameters param
struct parameters

Public Functions

inline parameters(double L, bool set, unsigned int _rho, bool _set_rho)

Public Members

double m_L
bool set_L
unsigned int rho
bool set_rho
template<typename Polytope, typename RandomNumberGenerator>
struct Walk

Public Types

typedef Polytope::PointType Point
typedef Point::FT NT
typedef Polytope::VT VT
typedef Polytope::MT MT

Public Functions

template<typename GenericPolytope>
inline Walk(GenericPolytope &P, Point const &p, NT const &a_i, RandomNumberGenerator &rng)
template<typename GenericPolytope>
inline Walk(GenericPolytope &P, Point const &p, NT const &a_i, RandomNumberGenerator &rng, parameters const &params)
template<typename GenericPolytope>
inline void apply(GenericPolytope const &P, Point &p, NT const &a_i, unsigned int const &walk_length, RandomNumberGenerator &rng)
template<typename GenericPolytope>
inline void get_starting_point(GenericPolytope const &P, Point const &center, Point &q, unsigned int const &walk_length, RandomNumberGenerator &rng)
template<typename GenericPolytope>
inline void parameters_burnin(GenericPolytope const &P, Point const &center, unsigned int const &num_points, unsigned int const &walk_length, RandomNumberGenerator &rng)
inline void update_delta(NT L)

Private Functions

template<typename GenericPolytope>
inline void initialize(GenericPolytope const &P, Point const &p, NT const &a_i, RandomNumberGenerator &rng)
template<typename GenericPolytope>
inline void nudge_in(GenericPolytope &P, Point &p, NT tol = NT(0))
inline void update_position(Point &p, Point &v, NT const &T, NT const &omega)
inline double get_max_distance(std::vector<Point> &pointset, Point const &q, double &rad)

Private Members

int _facet_prev
unsigned int _rho
NT _Len
Point _p
Point _v
NT _omega
NT _lambda_prev