File sparse_uniform_billiard_walk.hpp

struct SparseBilliardWalk

Public Functions

inline SparseBilliardWalk(double L)

inline SparseBilliardWalk()

Public Members

parameters param

struct parameters

Public Functions

inline parameters(double L = 0, bool set = false)

Public Members

double m_L

bool set_L

template<typename Polytope, typename RandomNumberGenerator> struct Walk

Public Types

typedef Polytope::PointType Point

typedef Point::FT NT

typedef Point::Coeff VT

typedef Eigen::SparseMatrix<NT, Eigen::ColMajor> SparseMT

typedef Eigen::SparseMatrix<NT, Eigen::RowMajor> SparseRowMT

typedef Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> MT

Public Functions

template<typename GenericPolytope> inline Walk(GenericPolytope &P, const Point &p, RandomNumberGenerator &rng, parameters const &user_params, const SparseMT &Hessian)

template<typename GenericPolytope> inline void apply(GenericPolytope &P, Point &p, unsigned int const &walk_length, RandomNumberGenerator &rng)

Public Members

SparseRowMT _A_original

Private Functions

inline void compute_cholesky_and_transformations(const SparseMT &H)

template<typename GenericPolytope> inline void initialize(GenericPolytope &P, const Point &p_rounded, RandomNumberGenerator &rng)

Private Members

VT _b

SparseMT _L_inv

NT _Len

Point _p

Point _v

VT _Ar

VT _Av

NT _lambda_prev

std::optional<OracleParams> _oracle_params

struct OracleParams

Public Functions

inline OracleParams(const SparseMT &L, const SparseRowMT &A, const VT &b)

inline const VT &get_normalized_A_rounded_row(int facet) const

inline NT get_b_rounded(int facet) const

Public Members

const SparseMT &L_inv

const SparseRowMT &A_original

const VT &b_original

mutable std::vector<VT> A_rounded_rows

mutable std::vector<NT> row_norms

mutable std::vector<bool> computed

mutable std::vector<NT> b_rounded

NT inner_vi_ak = NT(0)

int facet_prev = -1