-
Notifications
You must be signed in to change notification settings - Fork 3
Expand file tree
/
Copy pathparallelotope_uniform.h
More file actions
65 lines (54 loc) · 2.04 KB
/
parallelotope_uniform.h
File metadata and controls
65 lines (54 loc) · 2.04 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
/*
Copyright (C) 2017-2026 Topological Manifold
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#pragma once
#include <src/geometry/shapes/parallelotope_volume.h>
#include <src/numerical/vector.h>
#include <array>
#include <cstddef>
#include <random>
namespace ns::sampling
{
template <std::size_t N, typename T, std::size_t M>
numerical::Vector<N, T> uniform_in_parallelotope(
const std::array<numerical::Vector<N, T>, M>& vectors,
const numerical::Vector<M, T>& samples)
{
static_assert(N > 0 && M > 0 && M <= N);
numerical::Vector<N, T> res = samples[0] * vectors[0];
for (std::size_t i = 1; i < M; ++i)
{
res.multiply_add(samples[i], vectors[i]);
}
return res;
}
template <std::size_t N, typename T, std::size_t M, std::uniform_random_bit_generator RandomEngine>
numerical::Vector<N, T> uniform_in_parallelotope(
RandomEngine& engine,
const std::array<numerical::Vector<N, T>, M>& vectors)
{
static_assert(N > 0 && M > 0 && M <= N);
std::uniform_real_distribution<T> urd(0, 1);
numerical::Vector<N, T> res = vectors[0] * urd(engine);
for (std::size_t i = 1; i < M; ++i)
{
res.multiply_add(vectors[i], urd(engine));
}
return res;
}
template <std::size_t N, typename T, std::size_t M>
T uniform_in_parallelotope_pdf(const std::array<numerical::Vector<N, T>, M>& vectors)
{
return 1 / geometry::shapes::parallelotope_volume(vectors);
}
}