convergence_tools.h

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/*
 *  SPDX-FileCopyrightText: Copyright 2021, Siavash Ameli <sameli@berkeley.edu>
 *  SPDX-License-Identifier: BSD-3-Clause
 *  SPDX-FileType: SOURCE
 *
 *  This program is free software: you can redistribute it and/or modify it
 *  under the terms of the license found in the LICENSE.txt file in the root
 *  directory of this source tree.
 */
 
 
#ifndef _C_TRACE_ESTIMATOR_CONVERGENCE_TOOLS_H_
#define _C_TRACE_ESTIMATOR_CONVERGENCE_TOOLS_H_
 
// ======
// Headers
// ======
 
#include "../_definitions/types.h"  // DataType, IndexType, FlagType
 
 
// =================
// c Trace Estimator
// =================
 
 
template <typename DataType>
class ConvergenceTools
{
    public:
 
        // _check convergence
        static FlagType check_convergence(
                DataType** samples,
                const IndexType min_num_samples,
                const IndexType num_inquiries,
                const IndexType* processed_samples_indices,
                const IndexType num_processed_samples,
                const DataType confidence_level,
                const DataType error_atol,
                const DataType error_rtol,
                DataType* error,
                IndexType* num_samples_used,
                FlagType* converged);
 
        // _average estimates
        static void average_estimates(
                const DataType confidence_level,
                const DataType outlier_significance_level,
                const IndexType num_inquiries,
                const IndexType max_num_samples,
                const IndexType* num_samples_used,
                const IndexType* processed_samples_indices,
                DataType** samples,
                IndexType* num_outliers,
                DataType* trace,
                DataType* error);
};
 
#endif  // _C_TRACE_ESTIMATOR_CONVERGENCE_TOOLS_H_