numeric_utils::RandomGenerator Class Reference

#include <numeric_utils.h>

Inheritance diagram for numeric_utils::RandomGenerator:

Public Member Functions
	RandomGenerator ()=default
virtual	~RandomGenerator ()
	RandomGenerator (const RandomGenerator &)=delete
RandomGenerator &	operator= (const RandomGenerator &)=delete
virtual bool	generate (Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &random_numbers, const Eigen::VectorXd &means, const Eigen::MatrixXd &cov, unsigned int cases=1)=0
virtual std::string	name () const =0

Protected Attributes
int	seed_

Detailed Description

Abstract base class for random number generators

Definition at line 55 of file numeric_utils.h.

Constructor & Destructor Documentation

numeric_utils::RandomGenerator::RandomGenerator ( )

default

Default constructor

virtual numeric_utils::RandomGenerator::~RandomGenerator ( )

inlinevirtual

Virtual destructor

Definition at line 65 of file numeric_utils.h.

numeric_utils::RandomGenerator::RandomGenerator ( const RandomGenerator &  )

delete

Delete copy constructor

Member Function Documentation

virtual bool numeric_utils::RandomGenerator::generate ( Eigen::Matrix< double, Eigen::Dynamic, Eigen::Dynamic > &  random_numbers, const Eigen::VectorXd &  means, const Eigen::MatrixXd &  cov, unsigned int  cases = 1  )

pure virtual

Get multivariate random realization

Parameters

[in,out]	random_numbers	Matrix to store generated random numbers to
[in]	means	Vector of mean values for random variables
[in]	cov	Covariance matrix of for random variables
[in]	cases	Number of cases to generate

Returns

Returns true if no issues were encountered in Cholesky decomposition of covariance matrix, returns false otherwise

Implemented in numeric_utils::NormalMultiVar.

virtual std::string numeric_utils::RandomGenerator::name ( ) const

pure virtual

Get the class name

Returns

Class name

Implemented in numeric_utils::NormalMultiVar.

RandomGenerator& numeric_utils::RandomGenerator::operator= ( const RandomGenerator &  )

delete

Delete assignment operator

Member Data Documentation

int numeric_utils::RandomGenerator::seed_

protected

Initial value:

= static_cast<int>(
      std::time(nullptr))

Seed value to use in random number generator

Definition at line 98 of file numeric_utils.h.

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

• include/numeric_utils.h