Container class for the numerical solution for a given configuration (e.g. ensemble + DAG) More...

Public Member Functions
	MFSolutionData ()
	default constructor

	MFSolutionData (const RealVector &soln_vars, const RealVector &est_var, const RealVector &est_var_ratios, Real equiv_hf)

	MFSolutionData (const MFSolutionData &sd)
	copy constructor

	~MFSolutionData ()
	destructor

MFSolutionData &	operator= (const MFSolutionData &)
	assignment operator

const RealVector &	solution_variables () const

Real	solution_variable (size_t i) const

void	solution_variables (const RealVector &soln_vars)

void	solution_variables (const SizetArray &samples)

std::pair< RealVector, Real >	anchored_solution_ratios () const

void	anchored_solution_ratios (const RealVector &soln_ratios, Real soln_ref)

RealVector	solution_ratios () const

Real	solution_reference () const

void	initialize_estimator_variances (size_t num_fns)

void	initialize_estimator_variances (size_t num_fns, Real val)

void	estimator_variances (const RealVector &est_var)

const RealVector &	estimator_variances () const

void	estimator_variance (Real est_var, size_t i)

Real	estimator_variance (size_t i) const

void	update_estimator_variance_metric (short metric_type, Real norm_order=2.)

Real	estimator_variance_metric () const

void	estimator_variance_metric (Real estvar_metric)

size_t	estimator_variance_metric_index () const

void	initialize_estimator_variance_ratios (size_t num_fns)

void	initialize_estimator_variance_ratios (size_t num_fns, Real val)

void	estimator_variance_ratios (const RealVector &est_var_ratios)

const RealVector &	estimator_variance_ratios () const

void	estimator_variance_ratio (Real est_var_ratio, size_t i)

Real	estimator_variance_ratio (size_t i) const

Real	equivalent_hf_allocation () const

void	equivalent_hf_allocation (Real equiv_hf_alloc)

Static Public Member Functions
static void	update_estimator_variance_metric (short metric_type, Real norm_order, const RealVector &est_var_ratios, const RealVector &est_var, Real &est_var_metric, size_t &metric_index)

static void	update_estimator_variance_metric (short metric_type, Real norm_order, const RealVector &est_var, Real &est_var_metric)

Protected Attributes
RealVector	solutionVars

RealVector	estVariances
	estimator variances for each QoI for a given model graph

RealVector	estVarRatios
	estimator variance ratios (1 - R^2) for each QoI for a given model graph: the ratio of final estimator variances (optimization results) and final MC estimator variance using final N_H samples (not equivHF)

Real	estVarMetric
	scalar metric computed from estVariances or estVarRatios according to incoming metric type

size_t	estVarMetricIndex
	index when estVarMetric involves a selection (e.g. max over QoI) rather than reduction (e.g. average over QoI)

Real	equivHFAlloc

Detailed Description

Container class for the numerical solution for a given configuration (e.g. ensemble + DAG)

Used for caching the optimization solution data that is associated with one configuration among multiple possibilities, e.g. ensemble membership and directed acyclic graph (DAG) of paired control variates.

Member Function Documentation

◆ estimator_variance_metric()

void estimator_variance_metric ( Real estvar_metric )

inline

This function must be used with care as it can desynchronize the scalar estVarMetric from its corresponding estVariances vector. At this time, it is only used during solution comparison in numerical solves, where we need to store the final scalar value coming from the optimizer. For the solution that is selected, the estVariances vector is then synchronized downstream.

References MFSolutionData::estVarMetric.

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

MFSolutionData.hpp

Public Member Functions

Static Public Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

◆ estimator_variance_metric()