Branch data     Line data    Source code

       1                 :            : // *****************************************************************************
       2                 :            : /*!
       3                 :            :   \file      src/DiffEq/OrnsteinUhlenbeck/OrnsteinUhlenbeckCoeffPolicy.cpp
       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     Ornstein-Uhlenbeck coefficients policies
       9                 :            :   \details   This file defines coefficients policy classes for the diagonal
      10                 :            :              Ornstein-Uhlenbeck SDE, defined in
      11                 :            :              DiffEq/OrnsteinUhlenbeck/OrnsteinUhlenbeck.h. For general
      12                 :            :              requirements on the diagonal Ornstein-Uhlenbeck SDE coefficients
      13                 :            :              policy classes see the header file.
      14                 :            : */
      15                 :            : // *****************************************************************************
      16                 :            : 
      17                 :            : #include "OrnsteinUhlenbeckCoeffPolicy.hpp"
      18                 :            : 
      19                 :         27 : walker::OrnsteinUhlenbeckCoeffConst::OrnsteinUhlenbeckCoeffConst(
      20                 :            :   tk::ctr::ncomp_t ncomp,
      21                 :            :   const std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq_,
      22                 :            :   const std::vector< kw::sde_theta::info::expect::type >& theta_,
      23                 :            :   const std::vector< kw::sde_mu::info::expect::type >& mu_,
      24                 :            :   std::vector< kw::sde_sigmasq::info::expect::type >& sigmasq,
      25                 :            :   std::vector< kw::sde_theta::info::expect::type >& theta,
      26                 :            :   std::vector< kw::sde_mu::info::expect::type >& mu )
      27                 :            : // *****************************************************************************
      28                 :            : // Constructor: initialize coefficients
      29                 :            : //! \param[in] ncomp Number of scalar components in this SDE system
      30                 :            : //! \param[in] sigmasq_ Vector used to initialize coefficient vector sigmasq
      31                 :            : //! \param[in] theta_ Vector used to initialize coefficient vector theta
      32                 :            : //! \param[in] mu_ Vector used to initialize coefficient vector mu
      33                 :            : //! \param[in,out] sigmasq Coefficient vector to be initialized
      34                 :            : //! \param[in,out] theta Coefficient vector to be initialized
      35                 :            : //! \param[in,out] mu Coefficient vector to be initialized
      36                 :            : // *****************************************************************************
      37                 :            : {
      38 [ -  + ][ -  - ]:         27 :   ErrChk( sigmasq_.size() == ncomp*(ncomp+1)/2,
         [ -  - ][ -  - ]
      39                 :            :           "Wrong number of Ornstein-Uhlenbeck SDE parameters 'sigmasq'");
      40 [ -  + ][ -  - ]:         27 :   ErrChk( theta_.size() == ncomp,
         [ -  - ][ -  - ]
      41                 :            :           "Wrong number of Ornstein-Uhlenbeck SDE parameters 'theta'");
      42 [ -  + ][ -  - ]:         27 :   ErrChk( mu_.size() == ncomp,
         [ -  - ][ -  - ]
      43                 :            :           "Wrong number of Ornstein-Uhlenbeck SDE parameters 'mu'");
      44                 :            : 
      45                 :            :   // Prepare upper triangle for Cholesky-decomposition using LAPACK
      46                 :         27 :   sigmasq.resize( ncomp * ncomp );
      47                 :         27 :   std::size_t c = 0;
      48         [ +  + ]:        108 :   for (tk::ctr::ncomp_t i=0; i<ncomp; ++i)
      49         [ +  + ]:        324 :     for (tk::ctr::ncomp_t j=0; j<ncomp; ++j)
      50         [ +  + ]:        243 :       if (i<=j)
      51                 :        162 :         sigmasq[ i*ncomp+j ] = sigmasq_[ c++ ];
      52                 :            :       else
      53                 :         81 :         sigmasq[ i*ncomp+j ] = 0.0;
      54                 :            : 
      55                 :         27 :   theta = theta_;
      56                 :         27 :   mu = mu_;
      57                 :         27 : }