File randomized_midpoint.hpp

template<typename Point, typename NT, typename Polytope, typename func, typename RandomNumberGenerator> struct RandomizedMipointSDESolver

Public Types

typedef std::vector<Point> pts

typedef std::vector<Polytope*> bounds

typedef Polytope::VT VT

typedef Polytope::MT MT

Public Functions

inline RandomizedMipointSDESolver(NT initial_time, NT step, pts initial_state, func oracle, bounds boundaries, NT u_ = NT(1))

inline void step(RandomNumberGenerator &rng)

inline void print_state()

inline void steps(int num_steps, RandomNumberGenerator &rng)

inline Point get_state(int index)

inline void set_state(int index, Point p)

inline void calculate_Ws(NT &a, RandomNumberGenerator &rng)

Public Members

unsigned int dim

VT Ar

VT Av

NT eta

NT t

NT u

func F

bounds Ks

pts xs

pts xs_prev

Point y

Point w

Point z

Point W1

Point W2

Point W3

VT Y

VT Z

MT C

MT L

MT D

MT M

std::pair<NT, int> pbpair