Class ProbabilityBoltzmann

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

A probability from a Boltzmann distribution: a point is accepted where 1/(1 + e^(−(current − new)/T)) is above a uniform draw, T the largest temperature: QuantLib's ProbabilityBoltzmann.

[Experimental("NQL0001")]
[WorkingType]
public sealed class ProbabilityBoltzmann : IAnnealingProbability<ProbabilityBoltzmann>

Inheritance

object

ProbabilityBoltzmann

Implements

IAnnealingProbability<ProbabilityBoltzmann>

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Its draws are std::uniform_real_distribution<Real> on a std::mt19937, as MSVC draws them, on the seed, which is required: QuantLib's default seeds from the clock. A working type.

Constructors

ProbabilityBoltzmann(long)

Initializes a new instance of the ProbabilityBoltzmann class.

public ProbabilityBoltzmann(long seed)

Parameters

seed long

The seed, in [1, 4294967295].

Exceptions

ArgumentOutOfRangeException

seed is outside [1, 4294967295].

Methods

Accept(double, double, Vector)

Whether the new point is accepted (QuantLib's operator()).

public bool Accept(double currentValue, double newValue, Vector temp)

Parameters

currentValue double

The current point's value.

newValue double

The new point's value.

temp Vector

Each dimension's temperature.

Returns

bool

true to accept it.

Clone()

A copy, its state included: the copy's next call equals this probability's.

public ProbabilityBoltzmann Clone()

Returns

ProbabilityBoltzmann

The copy.