denseFisherMetric Class Reference

#include <denseFisherMetric.h>

Inheritance diagram for denseFisherMetric:

List of all members.

Public Member Functions
	denseFisherMetric (int dim)
double	T ()
	Return the kinetic energy.
double	tau ()
	Return the quadratic form of the kinetic energy.
void	bounceP (const VectorXd &normal)
MatrixXd &	G ()
	Return the Fisher-Rao metric.
LLT< MatrixXd > &	GL ()
	Return the Cholesky decompositio of the Fisher-Rao metric.
void	sampleP (Random &random)
void	checkEvolution (const double epsilon=1e-6)
	Comparing the evolution implementations with finite differences.
void	displayState ()
	Display current state.
void	prepareEvolution ()
Protected Member Functions
void	fComputeMetric ()
	Compute the metric at the current position.
virtual void	fComputeG ()=0
	Compute the Fisher-Rao metric.
virtual void	fComputeGradG (int i)=0
	Compute the ith component of the gradient of the Fisher-Rao metric.
void	fComputeCholeskyG ()
VectorXd &	dTaudp ()
	Gradient of the quadrtic form with respect to the momenta.
VectorXd &	dTaudq ()
	Gradient of the quadratic form with respect to the position.
VectorXd &	dPhidq ()
	Gradient of the psuedo-potential with respect to the momenta.
Protected Attributes
MatrixXd	mG
	denseFisher-Rao metric
MatrixXd	mGradG
	Component of the gradient of the denseFisher-Rao metric.
LLT< MatrixXd >	mGL
	Cholesky decomposition of the denseFisher-Rao metric.
VectorXd	mC
	Additional auxiliary vector for efficient matrix computations.

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Detailed Description

Author:

Michael Betancourt

Abstract base class defining the interface for a Hamiltonian defined on a Riemannian manifold with a dense Fisher-Rao metric.

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Constructor & Destructor Documentation

denseFisherMetric::denseFisherMetric

(

int

dim

)

[explicit]

Constructor

Parameters:

dim	Dimension of the target space

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Member Function Documentation

void denseFisherMetric::bounceP

(

const VectorXd &

normal

)

[virtual]

Evolve the momentum through a bounce off of a constraint surface

Parameters:

normal

Vector normal to constraint surface

Implements baseHamiltonian.

void denseFisherMetric::checkEvolution

(

const double

epsilon = 1e-6

)

[virtual]

Comparing the evolution implementations with finite differences.

Compare the position and momentum evolution implementations with finite differences

Parameters:

epsilon

Size of finite difference step

Reimplemented from baseHamiltonian.

void denseFisherMetric::fComputeCholeskyG

(

)

[protected]

Compute the Cholesky decomposition of the denseFisher-Rao metric at the current position as well as the determinant of the denseFisher-Rao metric

void denseFisherMetric::prepareEvolution

(

)

[inline, virtual]

Perform any necessary calculations before simulation Hamiltonian dynamics

Reimplemented from dynamMetric.

Examples:

examples/main.cpp.

void denseFisherMetric::sampleP

(

Random &

random

)

[virtual]

Sample the momentum from the conditional distribution

Parameters:

random

External RandomLib generator

Implements baseHamiltonian.

Examples:

examples/main.cpp.

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

• base/denseFisherMetric.h
• base/denseFisherMetric.cpp