SobolSampler Class Reference

A class used to perform Monte Carlo Sampling. More...

#include <SobolSampler.h>

Inheritance diagram for SobolSampler:

Public Member Functions
	SobolSampler (const InputParameters &parameters)

Static Public Member Functions
static InputParameters	validParams ()

Protected Member Functions
virtual Real	computeSample (dof_id_type row_index, dof_id_type col_index) override
virtual void	sampleSetUp () override
virtual void	sampleTearDown () override

Protected Attributes
std::vector< Distribution const * >	_distributions
	Storage for distribution objects to be utilized. More...
const std::vector< DistributionName > &	_distribution_names
	Distribution names. More...
const dof_id_type	_num_rows_per_matrix
	The number of rows per matrix. More...
DenseMatrix< Real >	_a_matrix
DenseMatrix< Real >	_b_matrix

Detailed Description

A class used to perform Monte Carlo Sampling.

Definition at line 21 of file SobolSampler.h.

Constructor & Destructor Documentation

SobolSampler()

SobolSampler::SobolSampler

(

const InputParameters &

parameters

)

Definition at line 30 of file SobolSampler.C.

  : Sampler(parameters),
    _a_matrix(0, 0),
    _b_matrix(0, 0),
    _distribution_names(getParam<std::vector<DistributionName>>("distributions")),
    _num_rows_per_matrix(getParam<dof_id_type>("num_rows"))
{
  setNumberOfRandomSeeds(2);
 
  for (const DistributionName & name : _distribution_names)
    _distributions.push_back(&getDistributionByName(name));
 
  setNumberOfCols(_distribution_names.size());
  setNumberOfRows(_num_rows_per_matrix * (_distribution_names.size() + 2));
}

Member Function Documentation

computeSample()

Real SobolSampler::computeSample ( dof_id_type  row_index, dof_id_type  col_index  )

overrideprotectedvirtual

Definition at line 60 of file SobolSampler.C.

{
  dof_id_type matrix_index = row_index / _num_rows_per_matrix;
  dof_id_type r = row_index - matrix_index * _num_rows_per_matrix;
 
  if (matrix_index == 0)
    return _a_matrix(r, col_index);
  else if (matrix_index == 1)
    return _b_matrix(r, col_index);
  else if (col_index == matrix_index - 2)
    return _b_matrix(r, col_index);
  else
    return _a_matrix(r, col_index);
}

sampleSetUp()

void SobolSampler::sampleSetUp ( )

overrideprotectedvirtual

Definition at line 47 of file SobolSampler.C.

{
  _a_matrix.resize(_num_rows_per_matrix, getNumberOfCols());
  _b_matrix.resize(_num_rows_per_matrix, getNumberOfCols());
  for (dof_id_type i = 0; i < _num_rows_per_matrix; ++i)
    for (dof_id_type j = 0; j < getNumberOfCols(); ++j)
    {
      _a_matrix(i, j) = _distributions[j]->quantile(this->getRand(0));
      _b_matrix(i, j) = _distributions[j]->quantile(this->getRand(1));
    }
}

sampleTearDown()

void SobolSampler::sampleTearDown ( )

overrideprotectedvirtual

Definition at line 76 of file SobolSampler.C.

{
  _a_matrix.resize(0, 0);
  _b_matrix.resize(0, 0);
}

validParams()

InputParameters SobolSampler::validParams ( )

static

Definition at line 18 of file SobolSampler.C.

{
  InputParameters params = Sampler::validParams();
  params.addClassDescription("Sobol variance-based sensitivity analysis Sampler.");
  params.addRequiredParam<dof_id_type>("num_rows", "The number of rows per matrix to generate.");
  params.addRequiredParam<std::vector<DistributionName>>(
      "distributions",
      "The distribution names to be sampled, the number of distributions provided defines the "
      "number of columns per matrix.");
  return params;
}

Member Data Documentation

_a_matrix

DenseMatrix<Real> SobolSampler::_a_matrix

protected

Sobol Monte Carlo matrices, these are sized and cleared to avoid keeping large matrices around

Definition at line 35 of file SobolSampler.h.

Referenced by computeSample(), sampleSetUp(), and sampleTearDown().

_b_matrix

DenseMatrix<Real> SobolSampler::_b_matrix

protected

Definition at line 36 of file SobolSampler.h.

Referenced by computeSample(), sampleSetUp(), and sampleTearDown().

_distribution_names

const std::vector<DistributionName>& SobolSampler::_distribution_names

protected

Distribution names.

Definition at line 43 of file SobolSampler.h.

Referenced by SobolSampler().

_distributions

std::vector<Distribution const *> SobolSampler::_distributions

protected

Storage for distribution objects to be utilized.

Definition at line 40 of file SobolSampler.h.

Referenced by sampleSetUp(), and SobolSampler().

_num_rows_per_matrix

const dof_id_type SobolSampler::_num_rows_per_matrix

protected

The number of rows per matrix.

Definition at line 46 of file SobolSampler.h.

Referenced by computeSample(), sampleSetUp(), and SobolSampler().

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

• stochastic_tools/include/samplers/SobolSampler.h
• stochastic_tools/src/samplers/SobolSampler.C