vSMC  v3.0.0
Scalable Monte Carlo
Classes | Typedefs | Enumerations
Enumerators, placeholders and macros

Classes

struct  vsmc_covariance
 vsmc::Covariance<double> More...
 
struct  vsmc_monitor
 vsmc::Monitor More...
 
struct  vsmc_monitor_eval_smp_type
 vsmc::MonitorEvalSMP More...
 
struct  vsmc_particle
 vsmc::Particle More...
 
struct  vsmc_rng
 vSMC RNG types More...
 
struct  vsmc_sampler
 vsmc::Sampler More...
 
struct  vsmc_sampler_eval_smp_type
 vsmc::SamplerEvalSMP More...
 
struct  vsmc_single_particle
 vsmc::SingleParticle More...
 
struct  vsmc_state_matrix
 `vsmc::StateMatrix<vsmc::RowMajor, vsmc::Dynamic, double> More...
 
struct  vsmc_stop_watch
 vsmc::StopWatch More...
 
struct  vsmc_weight
 vsmc::Weight More...
 

Typedefs

typedef void(* vsmc_monitor_eval_type) (size_t, size_t, vsmc_particle, double *)
 vsmc::Monitor::eval_type More...
 
typedef size_t(* vsmc_sampler_eval_type) (size_t, vsmc_particle)
 vsmc::Sampler::eval_type More...
 

Enumerations

enum  vSMCBackendSMP {
  vSMCBackendSEQ,
  vSMCBackendSTD,
  vSMCBackendOMP,
  vSMCBackendTBB
}
 SMP backends. More...
 
enum  vSMCMatrixLayout {
  vSMCRowMajor = 101,
  vSMCColMajor = 102
}
 vsmc::MatrixLayout More...
 
enum  vSMCMonitorStage {
  vSMCMonitorMove,
  vSMCMonitorResample,
  vSMCMonitorMCMC
}
 vsmc::MonitorStage More...
 
enum  vSMCResampleScheme {
  vSMCMultinomial,
  vSMCStratified,
  vSMCSystematic,
  vSMCResidual,
  vSMCResidualStratified,
  vSMCResidualSystematic
}
 vsmc::ResampleScheme More...
 
enum  vSMCRNGType {
  vSMCRNG,
  vSMCRNG_64,
  vSMCRNGMini,
  vSMCRNGMini_64,
  vSMCPhilox,
  vSMCPhilox_64,
  vSMCThreefry,
  vSMCThreefry_64,
  vSMCAES128,
  vSMCAES128_64,
  vSMCAES192,
  vSMCAES192_64,
  vSMCAES256,
  vSMCAES256_64,
  vSMCARS,
  vSMCARS_64,
  vSMCPhilox2x32,
  vSMCPhilox4x32,
  vSMCPhilox2x64,
  vSMCPhilox4x64,
  vSMCPhilox2x32_64,
  vSMCPhilox4x32_64,
  vSMCPhilox2x64_64,
  vSMCPhilox4x64_64,
  vSMCThreefry2x32,
  vSMCThreefry4x32,
  vSMCThreefry2x64,
  vSMCThreefry4x64,
  vSMCThreefry8x64,
  vSMCThreefry16x64,
  vSMCThreefry2x32_64,
  vSMCThreefry4x32_64,
  vSMCThreefry2x64_64,
  vSMCThreefry4x64_64,
  vSMCThreefry8x64_64,
  vSMCThreefry16x64_64,
  vSMCAES128x1,
  vSMCAES128x2,
  vSMCAES128x4,
  vSMCAES128x8,
  vSMCAES128x1_64,
  vSMCAES128x2_64,
  vSMCAES128x4_64,
  vSMCAES128x8_64,
  vSMCAES192x1,
  vSMCAES192x2,
  vSMCAES192x4,
  vSMCAES192x8,
  vSMCAES192x1_64,
  vSMCAES192x2_64,
  vSMCAES192x4_64,
  vSMCAES192x8_64,
  vSMCAES256x1,
  vSMCAES256x2,
  vSMCAES256x4,
  vSMCAES256x8,
  vSMCAES256x1_64,
  vSMCAES256x2_64,
  vSMCAES256x4_64,
  vSMCAES256x8_64,
  vSMCARSx1,
  vSMCARSx2,
  vSMCARSx4,
  vSMCARSx8,
  vSMCARSx1_64,
  vSMCARSx2_64,
  vSMCARSx4_64,
  vSMCARSx8_64,
  vSMCRDRAND16,
  vSMCRDRAND32,
  vSMCRDRAND64
}
 RNG types. More...
 
enum  vSMCSamplerStage {
  vSMCSamplerInit = 1 << 0,
  vSMCSamplerMove = 1 << 1,
  vSMCSamplerMCMC = 1 << 2
}
 vsmc::SamplerStage More...
 

Detailed Description

Typedef Documentation

typedef void(* vsmc_monitor_eval_type) (size_t, size_t, vsmc_particle, double *)

vsmc::Monitor::eval_type

Definition at line 222 of file defines.h.

typedef size_t(* vsmc_sampler_eval_type) (size_t, vsmc_particle)

vsmc::Sampler::eval_type

Definition at line 219 of file defines.h.

Enumeration Type Documentation

SMP backends.

Enumerator
vSMCBackendSEQ 

vsmc::BackendSEQ

vSMCBackendSTD 

vsmc::BackendSTD

vSMCBackendOMP 

vsmc::BackendOMP

vSMCBackendTBB 

vsmc::BackendTBB

Definition at line 164 of file defines.h.

vsmc::MatrixLayout

Enumerator
vSMCRowMajor 

vsmc::RowMajor

vSMCColMajor 

vsmc::ColMajor

Definition at line 45 of file defines.h.

vsmc::MonitorStage

Enumerator
vSMCMonitorMove 

vsmc::MonitorMove

vSMCMonitorResample 

vsmc::MonitorResample

vSMCMonitorMCMC 

vsmc::MonitorMCMC

Definition at line 61 of file defines.h.

vsmc::ResampleScheme

Enumerator
vSMCMultinomial 

vsmc::Multinomial

vSMCStratified 

vsmc::Stratified

vSMCSystematic 

vsmc::Systematic

vSMCResidual 

vsmc::Residual

vSMCResidualStratified 

vsmc::ResidualStratified

vSMCResidualSystematic 

vsmc::ResidualSystematic

Definition at line 51 of file defines.h.

RNG types.

Enumerator
vSMCRNG 

vsmc::RNG

vSMCRNG_64 

vsmc::RNG_64

vSMCRNGMini 

vsmc::RNGMini

vSMCRNGMini_64 

vsmc::RNGMini_64

vSMCPhilox 

vsmc::Philox

vSMCPhilox_64 

vsmc::Philox_64

vSMCThreefry 

vsmc::Threefry

vSMCThreefry_64 

vsmc::Threefry_64

vSMCAES128 

vsmc::AES128

vSMCAES128_64 

vsmc::AES128_64

vSMCAES192 

vsmc::AES192

vSMCAES192_64 

vsmc::AES192_64

vSMCAES256 

vsmc::AES256

vSMCAES256_64 

vsmc::AES256_64

vSMCARS 

vsmc::ARS

vSMCARS_64 

vsmc::ARS_64

vSMCPhilox2x32 

vsmc::Philox2x32

vSMCPhilox4x32 

vsmc::Philox4x32

vSMCPhilox2x64 

vsmc::Philox2x64

vSMCPhilox4x64 

vsmc::Philox4x64

vSMCPhilox2x32_64 

vsmc::Philox2x32_64

vSMCPhilox4x32_64 

vsmc::Philox4x32_64

vSMCPhilox2x64_64 

vsmc::Philox2x64_64

vSMCPhilox4x64_64 

vsmc::Philox4x64_64

vSMCThreefry2x32 

vsmc::Threefry2x32

vSMCThreefry4x32 

vsmc::Threefry4x32

vSMCThreefry2x64 

vsmc::Threefry2x64

vSMCThreefry4x64 

vsmc::Threefry4x64

vSMCThreefry8x64 

vsmc::Threefry8x64

vSMCThreefry16x64 

vsmc::Threefry16x64

vSMCThreefry2x32_64 

vsmc::Threefry2x32_64

vSMCThreefry4x32_64 

vsmc::Threefry4x32_64

vSMCThreefry2x64_64 

vsmc::Threefry2x64_64

vSMCThreefry4x64_64 

vsmc::Threefry4x64_64

vSMCThreefry8x64_64 

vsmc::Threefry8x64_64

vSMCThreefry16x64_64 

vsmc::Threefry16x64_64

vSMCAES128x1 

vsmc::AES128x1

vSMCAES128x2 

vsmc::AES128x2

vSMCAES128x4 

vsmc::AES128x4

vSMCAES128x8 

vsmc::AES128x8

vSMCAES128x1_64 

vsmc::AES128x1_64

vSMCAES128x2_64 

vsmc::AES128x2_64

vSMCAES128x4_64 

vsmc::AES128x4_64

vSMCAES128x8_64 

vsmc::AES128x8_64

vSMCAES192x1 

vsmc::AES192x1

vSMCAES192x2 

vsmc::AES192x2

vSMCAES192x4 

vsmc::AES192x4

vSMCAES192x8 

vsmc::AES192x8

vSMCAES192x1_64 

vsmc::AES192x1_64

vSMCAES192x2_64 

vsmc::AES192x2_64

vSMCAES192x4_64 

vsmc::AES192x4_64

vSMCAES192x8_64 

vsmc::AES192x8_64

vSMCAES256x1 

vsmc::AES256x1

vSMCAES256x2 

vsmc::AES256x2

vSMCAES256x4 

vsmc::AES256x4

vSMCAES256x8 

vsmc::AES256x8

vSMCAES256x1_64 

vsmc::AES256x1_64

vSMCAES256x2_64 

vsmc::AES256x2_64

vSMCAES256x4_64 

vsmc::AES256x4_64

vSMCAES256x8_64 

vsmc::AES256x8_64

vSMCARSx1 

vsmc::ARSx1

vSMCARSx2 

vsmc::ARSx2

vSMCARSx4 

vsmc::ARSx4

vSMCARSx8 

vsmc::ARSx8

vSMCARSx1_64 

vsmc::ARSx1_64

vSMCARSx2_64 

vsmc::ARSx2_64

vSMCARSx4_64 

vsmc::ARSx4_64

vSMCARSx8_64 

vsmc::ARSx8_64

vSMCRDRAND16 

vsmc::RDRAND16

vSMCRDRAND32 

vsmc::RDRAND32

vSMCRDRAND64 

vsmc::RDRAND64

Definition at line 75 of file defines.h.

vsmc::SamplerStage

Enumerator
vSMCSamplerInit 

vsmc::SamplerInit

vSMCSamplerMove 

vsmc::SamplerMove

vSMCSamplerMCMC 

vsmc::SamplerMCMC

Definition at line 68 of file defines.h.