polyrun.sampling

Interface RandomWalk

All Known Implementing Classes:

BallWalk, GridWalk, HitAndRun, SphereWalk

public interface RandomWalk

Represents random walk. Provides method to sample from convex polytope described by a system of linear inequalities Ax ≤ b.

Method Summary

Modifier and Type	Method and Description
void	next(double[][] A, int[][] indicesOfNonZeroElementsInA, double[] b, double[] buffer, double[] from, double[] to) Generates next sample (makes a step in a walk) from a polytope defined by linear inequalities A x ≤ b.

Method Detail

next

void next(double[][] A,
          int[][] indicesOfNonZeroElementsInA,
          double[] b,
          double[] buffer,
          double[] from,
          double[] to)

Generates next sample (makes a step in a walk) from a polytope defined by linear inequalities A x ≤ b. It starts in from and fills array to with generated sample. Note, that to may be the same reference as from if overwriting is needed.

Parameters:

A - lhs coefficients

indicesOfNonZeroElementsInA - array of array of indices of non-zero elements in A (if not provided the method will iterate over all elements in each row of A; use only if A is relatively sparse; RandomWalk implementation does not have to use it)

b - rhs coefficients

buffer - buffer (required to be of length of A[0])

from - start point

to - point to be filled by a method (required to be of length of from); it may be the same reference as from if overwriting is needed