NonDLHSSampling Class Reference

Performs LHS and Monte Carlo sampling for uncertainty quantification. More...

Inheritance diagram for NonDLHSSampling:

List of all members.

Public Member Functions
	NonDLHSSampling (Model &model)
	standard constructor
	NonDLHSSampling (Model &model, int samples, int seed, short sampling_vars_mode=ACTIVE)
	alternate constructor for sample generation and evaluation "on the fly"
	NonDLHSSampling (int samples, int seed, const RealVector &lower_bnds, const RealVector &upper_bnds)
	alternate constructor for sample generation "on the fly"
	~NonDLHSSampling ()
	destructor
Protected Member Functions
void	quantify_uncertainty ()
	parameter samples, and computing statistics on the ensemble of results.
void	print_results (ostream &s)
	print the final statistics
Private Attributes
bool	varBasedDecompFlag
	flags computation of VBD

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Detailed Description

Performs LHS and Monte Carlo sampling for uncertainty quantification.

The Latin Hypercube Sampling (LHS) package from Sandia Albuquerque's Risk and Reliability organization provides comprehensive capabilities for Monte Carlo and Latin Hypercube sampling within a broad array of user-specified probabilistic parameter distributions. It enforces user-specified rank correlations through use of a mixing routine. The NonDLHSSampling class provides a C++ wrapper for the LHS library and is used for performing forward propagations of parameter uncertainties into response statistics.

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Constructor & Destructor Documentation

NonDLHSSampling

(

Model &

model

)

standard constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification.

NonDLHSSampling	(	Model &	model,
		int	samples,
		int	seed,
		short	sampling_vars_mode = ACTIVE
	)

alternate constructor for sample generation and evaluation "on the fly"

This alternate constructor is used for generation and evaluation of Model-based sample sets. A set_db_list_nodes has not been performed so required data must be passed through the constructor. It's purpose is to avoid the need for a separate LHS specification within methods that use LHS sampling.

NonDLHSSampling	(	int	samples,
		int	seed,
		const RealVector &	lower_bnds,
		const RealVector &	upper_bnds
	)

alternate constructor for sample generation "on the fly"

This alternate constructor is used by ConcurrentStrategy for generation of uniform, uncorrelated sample sets. It is _not_ a letter-envelope instantiation and a set_db_list_nodes has not been performed. It is called with all needed data passed through the constructor and is designed to allow more flexibility in variables set definition (i.e., relax connection to a variables specification and allow sampling over parameter sets such as multiobjective weights). In this case, a Model is not used and the object must only be used for sample generation (no evaluation).

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Member Function Documentation

void quantify_uncertainty

(

)

[protected, virtual]

parameter samples, and computing statistics on the ensemble of results.

Loop over the set of samples and compute responses. Compute statistics on the set of responses if statsFlag is set.

Implements NonD.

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

• NonDLHSSampling.H
• NonDLHSSampling.C

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