volesti
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ReHMC Walk for sampling correlation matrices
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Hi all, Here is a PR for reviewing my implementation of ReHMC Walk for Gaussian and Exponential truncated distribution for the two classes CorreSpectra and CorreSpectra_MT from my first PR.
Codecov Report
Merging #240 (4f378d9) into develop (82d1383) will increase coverage by
0.26%. The diff coverage is59.34%.
Additional details and impacted files
@@ Coverage Diff @@
## develop #240 +/- ##
===========================================
+ Coverage 53.96% 54.23% +0.26%
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Files 105 107 +2
Lines 6167 6378 +211
Branches 2874 2971 +97
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+ Hits 3328 3459 +131
- Misses 965 979 +14
- Partials 1874 1940 +66
| Impacted Files | Coverage Δ | |
|---|---|---|
| ...onvex_bodies/correlation_matrices/corre_matrix.hpp | 71.42% <0.00%> (+2.38%) |
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| ...relation_matrices/correlation_spectrahedron_MT.hpp | 48.00% <0.00%> (-2.00%) |
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| include/sampling/sample_correlation_matrices.hpp | 57.57% <35.29%> (-13.86%) |
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| ...nclude/random_walks/gaussian_ReHMC_correlation.hpp | 57.37% <57.37%> (ø) |
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| ...correlation_matrices/correlation_spectrahedron.hpp | 64.10% <66.66%> (-2.14%) |
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| ...random_walks/uniform_accelerated_billiard_walk.hpp | 59.28% <66.66%> (ø) |
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| ...ude/random_walks/exponential_ReHMC_correlation.hpp | 68.85% <68.85%> (ø) |
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| include/sampling/sphere.hpp | 94.23% <92.85%> (+12.65%) |
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| ...walks/crhmc/additional_units/dynamic_step_size.hpp | 72.09% <0.00%> (-16.28%) |
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| ... and 5 more |
@huuphuocle please resolve conflicts so we can merge this PR.
Closing this PR since the approach is not correct. @huuphuocle please feel free to open a discussion on how to implement this feature.