gaussianProposal.hpp

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// gaussianProposal.hpp
#ifndef MONTECARLO_1_GAUSSIAN_PROPOSAL_HPP
#define MONTECARLO_1_GAUSSIAN_PROPOSAL_HPP
 
#include "proposal.hpp"
#include "../domains/integration_domain.hpp"
 
#include <array>
#include <cmath>
#include <random>
#include <stdexcept>
#include <vector>
 
namespace mc {
namespace proposals {
 
template <size_t dim>
class GaussianProposal : public Proposal<dim>
{
public:
    GaussianProposal(const mc::domains::IntegrationDomain<dim>& d,
                     const std::vector<double>& mean,
                     const std::vector<double>& sigma);
 
    mc::geom::Point<dim> sample(std::mt19937& rng) const override;
    double pdf(const mc::geom::Point<dim>& x) const override;
 
private:
    const mc::domains::IntegrationDomain<dim>& domain; // kept for consistency / future use
 
    std::vector<double> mu;
    std::vector<double> sig;
    std::vector<double> inv_sig2; // 1/(sigma^2)
 
    double log_norm_const = 0.0; // log((2pi)^(-d/2) * prod_i (1/sigma_i))
 
    void init_from_mu_sig_();
};
 
} // namespace proposals
} // namespace mc
 
#include "gaussianProposal.tpp"
 
#endif // MONTECARLO_1_GAUSSIAN_PROPOSAL_HPP