Faunus::Decorrelation< value_type, counter_type > Class Template Reference

"Decorrelation" class from https://dx.doi.org/10.1002/jcc.20746 More...

#include <average.h>

Public Member Functions
Decorrelation &	add (value_type new_sample)
auto	size () const
bool	empty () const
void	to_disk (const std::string &filename) const
void	to_json (nlohmann::json &j) const

Detailed Description

template<std::floating_point value_type = double, std::unsigned_integral counter_type = unsigned long int>
class Faunus::Decorrelation< value_type, counter_type >

"Decorrelation" class from https://dx.doi.org/10.1002/jcc.20746

See also Kent's dissertation, page 66: https://thesis.library.caltech.edu/748/1/david_randall_kent_iv-dissertation.pdf

Pecularities of the pseudo-code in the article:

1. vector index begins at 1 (see e.g. comparisons with size)
2. is it really needed to initialize vectors with one element?
3. The indentation of the following code should likely be moved one level to the left:

   carry = new_sample
   i = 1
   done = false

Todo:

Bundle current vectors into single vector of struct; unittests; check correctness

Warning

Under construction and untested

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

• src/average.h