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1 : : // ***************************************************************************** 2 : : /*! 3 : : \file src/DiffEq/OrnsteinUhlenbeck/DiagOrnsteinUhlenbeckCoeffPolicy.hpp 4 : : \copyright 2012-2015 J. Bakosi, 5 : : 2016-2018 Los Alamos National Security, LLC., 6 : : 2019-2021 Triad National Security, LLC. 7 : : All rights reserved. See the LICENSE file for details. 8 : : \brief Diagonal Ornstein-Uhlenbeck coefficients policies 9 : : \details This file defines coefficients policy classes for the diagonal 10 : : Ornstein-Uhlenbeck SDE, defined in DiffEq/DiagOrnsteinUhlenbeck.h. 11 : : 12 : : General requirements on the diagonal Ornstein-Uhlenbeck SDE coefficients 13 : : policy classes: 14 : : 15 : : - Must define a _constructor_, which is used to initialize the SDE 16 : : coefficients, sigmasq, theta, and mu. Required signature: 17 : : \code{.cpp} 18 : : CoeffPolicyName( 19 : : tk::ctr::ncomp_t ncomp, 20 : : const std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq_, 21 : : const std::vector< kw::sde_theta::info::expect::type >& theta_, 22 : : const std::vector< kw::sde_mu::info::expect::type >& mu_, 23 : : std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq, 24 : : std::vector< kw::sde_theta::info::expect::type >& theta, 25 : : std::vector< kw::sde_mu::info::expect::type >& mu ) 26 : : \endcode 27 : : where 28 : : - ncomp denotes the number of scalar components of the system of the 29 : : diagonal Ornstein-Uhlenbeck SDEs. 30 : : - Constant references to sigmasq_, theta_, and mu_, which denote three 31 : : vectors of real values used to initialize the parameter vectors of the 32 : : system of diagonal Ornstein-Uhlenbeck SDEs. The length of the vectors 33 : : must be equal to the number of components given by ncomp. 34 : : - References to sigmasq, theta, and mu, which denote the parameter vectors 35 : : to be initialized based on sigmasq_, theta_, and mu_. 36 : : 37 : : - Must define the static function _type()_, returning the enum value of the 38 : : policy option. Example: 39 : : \code{.cpp} 40 : : static ctr::CoeffPolicyType type() noexcept { 41 : : return ctr::CoeffPolicyType::CONST_COEFF; 42 : : } 43 : : \endcode 44 : : which returns the enum value of the option from the underlying option 45 : : class, collecting all possible options for coefficients policies. 46 : : */ 47 : : // ***************************************************************************** 48 : : #ifndef DiagOrnsteinUhlenbeckCoeffPolicy_h 49 : : #define DiagOrnsteinUhlenbeckCoeffPolicy_h 50 : : 51 : : #include <brigand/sequences/list.hpp> 52 : : 53 : : #include "Types.hpp" 54 : : #include "Walker/Options/CoeffPolicy.hpp" 55 : : #include "SystemComponents.hpp" 56 : : 57 : : namespace walker { 58 : : 59 : : //! Diagonal Ornstein-Uhlenbeck constant coefficients policity: constants in time 60 : : class DiagOrnsteinUhlenbeckCoeffConst { 61 : : 62 : : public: 63 : : //! Constructor: initialize coefficients 64 : : DiagOrnsteinUhlenbeckCoeffConst( 65 : : tk::ctr::ncomp_t ncomp, 66 : : const std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq_, 67 : : const std::vector< kw::sde_theta::info::expect::type >& theta_, 68 : : const std::vector< kw::sde_mu::info::expect::type >& mu_, 69 : : std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq, 70 : : std::vector< kw::sde_theta::info::expect::type >& theta, 71 : : std::vector< kw::sde_mu::info::expect::type >& mu ); 72 : : 73 : : //! Coefficients policy type accessor 74 : 2584 : static ctr::CoeffPolicyType type() noexcept 75 : 2584 : { return ctr::CoeffPolicyType::CONST_COEFF; } 76 : : }; 77 : : 78 : : //! List of all Ornstein-Uhlenbeck's coefficients policies 79 : : using DiagOrnsteinUhlenbeckCoeffPolicies = 80 : : brigand::list< DiagOrnsteinUhlenbeckCoeffConst >; 81 : : 82 : : } // walker:: 83 : : 84 : : #endif // DiagOrnsteinUhlenbeckCoeffPolicy_h