root/library/tests/stresssuite/additive_generator.h

/*!
  \file
  \brief Generating stress test agenda from random data.
  \author Vaclav Barta.

  -----------------------------------
  BDM++ - C++ library for Bayesian Decision Making under Uncertainty

  Using IT++ for numerical operations
  -----------------------------------
*/

#ifndef ADDITIVE_GENERATOR_H
#define ADDITIVE_GENERATOR_H

#include "itpp_ext.h"
#include "generator.h"

/*! Iteratively adds squared random vector to a random matrix.
 */
class additive_generator : public generator {
private:
    itpp::mat a;
    itpp::mat v2;
    double lambda;

public:
    additive_generator() : lambda ( 0.5 ) { }

    itpp::mat next();

    //! Load from structure with elements:
    //!  \code
    //! { size = 7; // size (rows == cols) of the generated matrix
    //!   lambda = 0.5; // weight of the added vector
    //! }
    //! \endcode
    //! size is mandatory, lambda optional (with default as shown).
    void from_setting ( const Setting &set );
};

#endif