-
Notifications
You must be signed in to change notification settings - Fork 1.2k
/
monte_carlo.cc
50 lines (39 loc) · 1.58 KB
/
monte_carlo.cc
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
#include "drake/systems/analysis/monte_carlo.h"
#include "drake/systems/analysis/simulator.h"
#include "drake/systems/framework/system.h"
namespace drake {
namespace systems {
namespace analysis {
double RandomSimulation(const SimulatorFactory& make_simulator,
const ScalarSystemFunction& output, double final_time,
RandomGenerator* generator) {
auto simulator = make_simulator(generator);
const System<double>& system = simulator->get_system();
system.SetRandomContext(&simulator->get_mutable_context(), generator);
simulator->AdvanceTo(final_time);
return output(system, simulator->get_context());
}
std::vector<RandomSimulationResult> MonteCarloSimulation(
const SimulatorFactory& make_simulator, const ScalarSystemFunction& output,
double final_time, int num_samples, RandomGenerator* generator) {
std::unique_ptr<RandomGenerator> owned_generator{};
if (generator == nullptr) {
// Create a generator to be used for this set of tests.
owned_generator = std::make_unique<RandomGenerator>();
generator = owned_generator.get();
}
std::vector<RandomSimulationResult> data;
data.reserve(num_samples);
// TODO(russt): Support running these in multiple threads, as they are
// trivially parallelizable.
for (int i = 0; i < num_samples; i++) {
RandomSimulationResult result(*generator);
result.output =
RandomSimulation(make_simulator, output, final_time, generator);
data.emplace_back(std::move(result));
}
return data;
}
} // namespace analysis
} // namespace systems
} // namespace drake