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Changeset 192

Timestamp:

05/27/08 04:14:16 (3 months ago)

Author:

snovik

Message:

New: some more MC classes (Path Generators)

Files:

r77	r192
26	26	// it is an abstract class for solver evaluations
27	27	// it should be an interface but to avoid optional derivate method, it is made as abstract class
28		public abstract class ISolver1d {
	28	public abstract class ISolver1d : IValue {
29	29	public abstract double value(double v);
30	30	public virtual double derivative(double x) { return 0; }

r152	r192
78	78
79	79	public int size() { return this.Count; }
	80	public bool empty() { return this.Count == 0; }
80	81
81	82	#region Vector algebra

r178	r192
26	26	int dimension();
27	27	Sample<List<double>> nextSequence();
	28	Sample<List<double>> lastSequence();
28	29	}
29	30

r170	r192
25	25	//! weighted sample
26	26	/! \ingroup mcarlo /
27		public struct Sample<T> {
	27	public struct Sample<T> : ICloneable {
28	28	public Sample(T value_, double weight_) {
29	29	value = value_;
…	…
32	32	public T value;
33	33	public double weight;
	34
	35	public object Clone() { return this.MemberwiseClone(); }
34	36	}
35	37	}

r178	r192
218	218	<Compile Include="Methods\lattices\lattice1d.cs" />
219	219	<Compile Include="Methods\lattices\tree.cs" />
	220	<Compile Include="Methods\montecarlo\brownianbridge.cs" />
	221	<Compile Include="Methods\montecarlo\multipath.cs" />
	222	<Compile Include="Methods\montecarlo\multipathgenerator.cs" />
	223	<Compile Include="Methods\montecarlo\path.cs" />
	224	<Compile Include="Methods\montecarlo\pathgenerator.cs" />
220	225	<Compile Include="Methods\montecarlo\sample.cs" />
221	226	<Compile Include="Models\CalibrationHelper.cs" />

r125	r192
113	113
114	114	public bool empty() { return times_.Count == 0; }
	115	public int size() { return times_.Count; }
115	116	}
116	117	}