line::ssa::mlmc_detail::Engine Class Reference

#include <line/solvers/ssa/ssa_mlmc.h>

Public Member Functions
	Engine (const MlmcProblem &p_, double time_, const MlmcOptions &o_)
MlmcResult	run ()

Detailed Description

Definition at line 41 of file ssa_mlmc.h.

Constructor & Destructor Documentation

Engine()

line::ssa::mlmc_detail::Engine::Engine ( const MlmcProblem & p_, double time_, const MlmcOptions & o_ )

inline

Definition at line 150 of file ssa_mlmc.h.

Member Function Documentation

run()

MlmcResult line::ssa::mlmc_detail::Engine::run ( )

inline

Definition at line 177 of file ssa_mlmc.h.

References line::ssa::MlmcResult::biasStatus, line::ssa::MlmcResult::confidenceInterval, line::ssa::MlmcResult::confidenceLevel, line::ssa::MlmcResult::costsPerSample, line::ssa::MlmcResult::estimate, line::ssa::MlmcResult::exactCorrectionIncluded, line::ssa::MlmcResult::levelMeans, line::ssa::MlmcResult::levelVariances, line::ssa::MlmcResult::pathsPerLevel, line::ssa::MlmcResult::pilotVariances, line::ssa::MlmcResult::samplingToleranceMet, line::ssa::MlmcResult::standardError, line::ssa::MlmcResult::steps, and line::ssa::MlmcResult::time.

Referenced by line::ssa::ssa_mlmc().

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

• include/line/solvers/ssa/ssa_mlmc.h