DerivInformedPropCovTK< V, M > Class Template Reference

Dakota transition kernel that updates proposal covariance based on derivatives (for random walk case) More...

Public Member Functions
	DerivInformedPropCovTK (const char *prefix, const QUESO::VectorSpace< V, M > &vectorSpace, const std::vector< double > &scales, const M &covMatrix, NonDQUESOBayesCalibration *queso_instance)
	Constructor for derivative-informed proposal covariance.
virtual	~DerivInformedPropCovTK ()
	Destructor for derivative-informed proposal covariance.
virtual void	updateTK () override
	update the transition kernel with new covariance information
virtual bool	covMatrixIsDirty () override
	whether the covariance matrix has been updated
virtual void	cleanCovMatrix () override
	dependent algorithms have taken necessary cleanup actions

Private Attributes
const QUESO::VectorSpace< V, M > &	m_vectorSpace
	calibration parameter vector space (note: hides base class member)
bool	covIsDirty
	whether we've updated the proposal covariance
unsigned int	chainIndex
	index into current chain position
NonDQUESOBayesCalibration *	nonDQUESOInstance
	Dakota QUESO instance for callbacks.

Detailed Description

template<class V, class M>
class Dakota::DerivInformedPropCovTK< V, M >

Dakota transition kernel that updates proposal covariance based on derivatives (for random walk case)

---

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

• NonDQUESOBayesCalibration.hpp
• QUESOImpl.hpp
• QUESOImpl.cpp