ROL_CVaRVector.hpp

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#ifndef ROL_CVARVECTOR_HPP
#define ROL_CVARVECTOR_HPP

#include "ROL_Vector.hpp"

namespace ROL {

template<class Real> 
class CVaRVector : public Vector<Real> {
protected:
  Real var_;
  Teuchos::RCP<Vector<Real> > vec_;

  mutable Teuchos::RCP<Vector<Real> > dual_vec1_;
  mutable Teuchos::RCP<CVaRVector<Real> > dual_vec_;

public:
  CVaRVector( const Real var, const Teuchos::RCP<Vector<Real> > &vec )
    : var_(var), vec_(vec) {
    dual_vec1_ = vec->dual().clone();
  }
  
  void plus( const Vector<Real> &x ) {
    const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
      Teuchos::dyn_cast<const Vector<Real> >(x));
    this->var_ += xs.getVaR();
    this->vec_->plus(*(xs.getVector()));
  }   

  void scale( const Real alpha ) {
    this->var_ *= alpha;
    this->vec_->scale(alpha);
  }

  void axpy( const Real alpha, const Vector<Real> &x ) {
    const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
      Teuchos::dyn_cast<const Vector<Real> >(x));
    this->var_ += alpha*xs.getVaR();
    this->vec_->axpy(alpha,*(xs.getVector()));
  }

  Real dot( const Vector<Real> &x ) const {
    const CVaRVector<Real> &xs = Teuchos::dyn_cast<const CVaRVector<Real> >(
      Teuchos::dyn_cast<const Vector<Real> >(x));
    return this->var_ * xs.getVaR() + this->vec_->dot(*(xs.getVector()));
  }

  Real norm() const {
    return sqrt( this->dot(*this) );
  } 

  const Real getVaR() const { 
    return this->var_; 
  }

  Teuchos::RCP<const Vector<Real> > getVector() const { 
    return this->vec_; 
  }

  Teuchos::RCP<Vector<Real> > clone() const {
    Real var = 0.0;
    Teuchos::RCP<Vector<Real> > vec = Teuchos::rcp_dynamic_cast<Vector<Real> >(
      Teuchos::rcp_const_cast<Vector<Real> >(this->vec_->clone()));
    return Teuchos::rcp( new CVaRVector( var, vec ) );  
  }

  const Vector<Real> &dual(void) const {
    dual_vec1_->set(vec_->dual());
    dual_vec_ = Teuchos::rcp(new CVaRVector<Real>(var_,dual_vec1_));
    return *dual_vec_;
  }

  void setVaR(const Real var) { 
    this->var_ = var; 
  }
  
  void setVector(const Vector<Real>& vec) { 
    this->vec_->set(vec); 
  }
};

}

#endif