ROL
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#include <ROL_MonteCarloGenerator.hpp>
Public Member Functions | |
MonteCarloGenerator (const int nSamp, const std::vector< Teuchos::RCP< Distribution< Real > > > &dist, const Teuchos::RCP< BatchManager< Real > > &bman, const bool use_SA=false, const bool adaptive=false, const int numNewSamps=0) | |
MonteCarloGenerator (const int nSamp, std::vector< std::vector< Real > > &bounds, const Teuchos::RCP< BatchManager< Real > > &bman, const bool use_SA=false, const bool adaptive=false, const int numNewSamps=0) | |
MonteCarloGenerator (const int nSamp, const std::vector< Real > &mean, const std::vector< Real > &std, const Teuchos::RCP< BatchManager< Real > > &bman, const bool use_SA=false, const bool adaptive=false, const int numNewSamps=0) | |
void | update (const Vector< Real > &x) |
Real | computeError (std::vector< Real > &vals) |
Real | computeError (std::vector< Teuchos::RCP< Vector< Real > > > &vals, const Vector< Real > &x) |
void | refine (void) |
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virtual | ~SampleGenerator () |
SampleGenerator (const Teuchos::RCP< BatchManager< Real > > &bman) | |
SampleGenerator (const SampleGenerator< Real > &sampler) | |
virtual int | start (void) |
virtual void | setSamples (bool inConstructor=false) |
virtual int | numMySamples (void) const |
virtual std::vector< Real > | getMyPoint (const int i) const |
virtual Real | getMyWeight (const int i) const |
int | batchID (void) const |
int | numBatches (void) const |
void | sumAll (Real *input, Real *output, int dim) const |
void | sumAll (Vector< Real > &input, Vector< Real > &output) const |
void | barrier (void) const |
Private Member Functions | |
Real | ierf (Real input) const |
void | sample (void) |
std::vector< std::vector< Real > > | sample (int nSamp, bool store=true) |
Private Attributes | |
int | nSamp_ |
const bool | use_normal_ |
const bool | use_SA_ |
const bool | adaptive_ |
const int | numNewSamps_ |
std::vector< std::vector< Real > > | data_ |
Real | sum_val_ |
Real | sum_val2_ |
Real | sum_ng_ |
Real | sum_ng2_ |
const bool | useDist_ |
const std::vector< Teuchos::RCP< ROL::Distribution< Real > > > | dist_ |
Additional Inherited Members | |
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void | setPoints (std::vector< std::vector< Real > > &p) |
void | setWeights (std::vector< Real > &w) |
Definition at line 53 of file ROL_MonteCarloGenerator.hpp.
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inline |
Definition at line 196 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::nSamp_, ROL::SampleGenerator< Real >::numBatches(), and ROL::MonteCarloGenerator< Real >::sample().
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Definition at line 220 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::data_, ROL::MonteCarloGenerator< Real >::nSamp_, ROL::SampleGenerator< Real >::numBatches(), and ROL::MonteCarloGenerator< Real >::sample().
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inline |
Definition at line 255 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::data_, ROL::MonteCarloGenerator< Real >::nSamp_, ROL::SampleGenerator< Real >::numBatches(), and ROL::MonteCarloGenerator< Real >::sample().
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inlineprivate |
Definition at line 70 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::sample().
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inlineprivate |
Definition at line 90 of file ROL_MonteCarloGenerator.hpp.
References ROL::SampleGenerator< Real >::batchID(), ROL::MonteCarloGenerator< Real >::data_, ROL::MonteCarloGenerator< Real >::dist_, ROL::MonteCarloGenerator< Real >::ierf(), ROL::MonteCarloGenerator< Real >::nSamp_, ROL::SampleGenerator< Real >::numBatches(), ROL::SampleGenerator< Real >::setPoints(), ROL::SampleGenerator< Real >::setWeights(), ROL::MonteCarloGenerator< Real >::use_normal_, and ROL::MonteCarloGenerator< Real >::useDist_.
Referenced by ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::refine(), and ROL::MonteCarloGenerator< Real >::update().
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inlineprivate |
Definition at line 141 of file ROL_MonteCarloGenerator.hpp.
References ROL::SampleGenerator< Real >::batchID(), ROL::MonteCarloGenerator< Real >::data_, ROL::MonteCarloGenerator< Real >::dist_, ROL::MonteCarloGenerator< Real >::ierf(), ROL::SampleGenerator< Real >::numBatches(), ROL::SampleGenerator< Real >::setPoints(), ROL::SampleGenerator< Real >::setWeights(), ROL::MonteCarloGenerator< Real >::use_normal_, and ROL::MonteCarloGenerator< Real >::useDist_.
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inlinevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 287 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::sample(), ROL::MonteCarloGenerator< Real >::sum_ng_, ROL::MonteCarloGenerator< Real >::sum_val2_, ROL::MonteCarloGenerator< Real >::sum_val_, ROL::SampleGenerator< Real >::update(), and ROL::MonteCarloGenerator< Real >::use_SA_.
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inlinevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 298 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::adaptive_, ROL::MonteCarloGenerator< Real >::nSamp_, ROL::MonteCarloGenerator< Real >::sum_val2_, ROL::MonteCarloGenerator< Real >::sum_val_, ROL::SampleGenerator< Real >::sumAll(), and ROL::MonteCarloGenerator< Real >::use_SA_.
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inlinevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 324 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::adaptive_, ROL::MonteCarloGenerator< Real >::nSamp_, ROL::MonteCarloGenerator< Real >::sum_ng2_, ROL::MonteCarloGenerator< Real >::sum_ng_, ROL::SampleGenerator< Real >::sumAll(), and ROL::MonteCarloGenerator< Real >::use_SA_.
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inlinevirtual |
Reimplemented from ROL::SampleGenerator< Real >.
Definition at line 352 of file ROL_MonteCarloGenerator.hpp.
References ROL::MonteCarloGenerator< Real >::adaptive_, ROL::MonteCarloGenerator< Real >::data_, ROL::SampleGenerator< Real >::getMyPoint(), ROL::MonteCarloGenerator< Real >::nSamp_, ROL::MonteCarloGenerator< Real >::numNewSamps_, ROL::SampleGenerator< Real >::refine(), ROL::MonteCarloGenerator< Real >::sample(), ROL::SampleGenerator< Real >::setPoints(), ROL::SampleGenerator< Real >::setWeights(), and ROL::MonteCarloGenerator< Real >::use_SA_.
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private |
Definition at line 55 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::refine(), and ROL::MonteCarloGenerator< Real >::sample().
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Definition at line 56 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::sample().
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Definition at line 57 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), ROL::MonteCarloGenerator< Real >::refine(), and ROL::MonteCarloGenerator< Real >::update().
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Definition at line 58 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), and ROL::MonteCarloGenerator< Real >::refine().
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Definition at line 59 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::refine().
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Definition at line 60 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::refine(), and ROL::MonteCarloGenerator< Real >::sample().
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Definition at line 62 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), and ROL::MonteCarloGenerator< Real >::update().
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Definition at line 63 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), and ROL::MonteCarloGenerator< Real >::update().
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Definition at line 64 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError(), and ROL::MonteCarloGenerator< Real >::update().
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Definition at line 65 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::computeError().
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Definition at line 67 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::sample().
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Definition at line 68 of file ROL_MonteCarloGenerator.hpp.
Referenced by ROL::MonteCarloGenerator< Real >::sample().