Line data    Source code

       1             : //* This file is part of the MOOSE framework
       2             : //* https://mooseframework.inl.gov
       3             : //*
       4             : //* All rights reserved, see COPYRIGHT for full restrictions
       5             : //* https://github.com/idaholab/moose/blob/master/COPYRIGHT
       6             : //*
       7             : //* Licensed under LGPL 2.1, please see LICENSE for details
       8             : //* https://www.gnu.org/licenses/lgpl-2.1.html
       9             : 
      10             : #pragma once
      11             : 
      12             : #include "PMCMCBase.h"
      13             : 
      14             : /**
      15             :  * A class for performing Affine Invariant Ensemble MCMC with stretch sampler
      16             :  */
      17             : class AffineInvariantStretchSampler : public PMCMCBase
      18             : {
      19             : public:
      20             :   static InputParameters validParams();
      21             : 
      22             :   AffineInvariantStretchSampler(const InputParameters & parameters);
      23             : 
      24        2200 :   virtual int decisionStep() const override { return 2; }
      25             : 
      26             :   /**
      27             :    * Return the vector of step size for decision making
      28             :    */
      29             :   const std::vector<Real> & getAffineStepSize() const;
      30             : 
      31             : protected:
      32             :   virtual void proposeSamples(const unsigned int seed_value) override;
      33             : 
      34             :   /// The step size for the stretch sampler
      35             :   const Real _step_size;
      36             : 
      37             :   /// Reporter value with the previous state of all the walkers
      38             :   const std::vector<std::vector<Real>> & _previous_state;
      39             : 
      40             :   /// Reporter value with the previous state of all the walkers for variance
      41             :   const std::vector<Real> & _previous_state_var;
      42             : 
      43             :   /// Vector of affine step sizes
      44             :   std::vector<Real> _affine_step;
      45             : };