Interface class for the operator of conditional expectation with respect to gaussian distribution.
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#include <cfl/GaussRollback.hpp>
This is the abstract class for numerical implementations of the operator of conditional expectation with respect to gaussian distribution. Its implementation on a free store is used to construct standard concrete class GaussRollback.
- See also
- GaussRollback and NGaussRollback
virtual cfl::IGaussRollback::~IGaussRollback |
( |
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inlinevirtual |
virtual IGaussRollback* cfl::IGaussRollback::newObject |
( |
unsigned |
iSize, |
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double |
dH, |
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double |
dVar |
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) |
| const |
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pure virtual |
Returns the pointer on a free store to the object which implements the operator of conditional expectation with respect to the gaussian distribution with given parameters for functions defined on the grid.
- Parameters
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dVar | The variance of the gaussian distribution. |
iSize | The number of points on the grid. |
dH | The distance between the points on the grid. |
- Returns
- A dynamically allocated implementation of IGaussRollback.
virtual void cfl::IGaussRollback::rollback |
( |
std::valarray< double > & |
rValues | ) |
const |
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pure virtual |
Replaces the values of the function on the grid with the values of its conditional expectation with respect to the gaussian distribution.
- Parameters
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rValues | Before rollback this parameter represents the original values of the function. After rollback the original values are replaced with their conditional expectation with respect to the gaussian distribution. |
The documentation for this class was generated from the following file: