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SobolSampler.h
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1 /****************************************************************/
2 /* MOOSE - Multiphysics Object Oriented Simulation Environment */
3 /* */
4 /* All contents are licensed under LGPL V2.1 */
5 /* See LICENSE for full restrictions */
6 /****************************************************************/
7 
8 #ifndef SOBOLSAMPLER_H
9 #define SOBOLSAMPLER_H
10 
11 #include "Sampler.h"
12 
13 class SobolSampler;
14 
15 template <>
16 InputParameters validParams<SobolSampler>();
20 class SobolSampler : public Sampler
21 {
22 public:
23  SobolSampler(const InputParameters & parameters);
24 
25 protected:
26  virtual std::vector<DenseMatrix<Real>> sample() override;
27  virtual void sampleSetUp() override;
28  virtual void sampleTearDown() override;
29 
31  const std::size_t _num_samples;
32 
35  DenseMatrix<Real> _a_matrix;
36  DenseMatrix<Real> _b_matrix;
38 };
39 
40 #endif
A class used to perform Monte Carlo Sampling.
Definition: SobolSampler.h:20
DenseMatrix< Real > _b_matrix
Definition: SobolSampler.h:36
SobolSampler(const InputParameters &parameters)
Definition: SobolSampler.C:21
virtual std::vector< DenseMatrix< Real > > sample() override
Definition: SobolSampler.C:51
DenseMatrix< Real > _a_matrix
Definition: SobolSampler.h:35
virtual void sampleSetUp() override
Definition: SobolSampler.C:31
const std::size_t _num_samples
Number of Monte Carlo samples to create for each Sobol matrix.
Definition: SobolSampler.h:31
virtual void sampleTearDown() override
Definition: SobolSampler.C:44
InputParameters validParams< SobolSampler >()
Definition: SobolSampler.C:12