ROL::MonteCarloGenerator< Real > Class Template Reference

#include <ROL_MonteCarloGenerator.hpp>

Inheritance diagram for ROL::MonteCarloGenerator< Real >:

Public Member Functions
	MonteCarloGenerator (int nSamp, std::vector< Teuchos::RCP< Distribution< Real > > > &dist, Teuchos::RCP< BatchManager< Real > > &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0)
	MonteCarloGenerator (int nSamp, std::vector< std::vector< Real > > &bounds, Teuchos::RCP< BatchManager< Real > > &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0)
	MonteCarloGenerator (int nSamp, std::vector< Real > mean, std::vector< Real > std, Teuchos::RCP< BatchManager< Real > > &bman, bool use_SA=false, bool adaptive=false, 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)
Public Member Functions inherited from ROL::SampleGenerator< Real >
virtual	~SampleGenerator ()
	SampleGenerator (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)
void	sample (void)
std::vector< std::vector< Real > >	sample (int nSamp, bool store=true)

Private Attributes
int	nSamp_
bool	use_normal_
bool	use_SA_
bool	adaptive_
int	numNewSamps_
std::vector< std::vector< Real > >	data_
Real	sum_val_
Real	sum_val2_
Real	sum_ng_
Real	sum_ng2_
bool	useDist_
std::vector< Teuchos::RCP< ROL::Distribution< Real > > >	dist_

Additional Inherited Members
Protected Member Functions inherited from ROL::SampleGenerator< Real >
void	setPoints (std::vector< std::vector< Real > > &p)
void	setWeights (std::vector< Real > &w)

Detailed Description

template<class Real>
class ROL::MonteCarloGenerator< Real >

Definition at line 53 of file ROL_MonteCarloGenerator.hpp.

Constructor & Destructor Documentation

template<class Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator ( int  nSamp, std::vector< Teuchos::RCP< Distribution< Real > > > &  dist, Teuchos::RCP< BatchManager< Real > > &  bman, bool  use_SA = false, bool  adaptive = false, int  numNewSamps = 0  )

inline

Definition at line 196 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::sample().

template<class Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator ( int  nSamp, std::vector< std::vector< Real > > &  bounds, Teuchos::RCP< BatchManager< Real > > &  bman, bool  use_SA = false, bool  adaptive = false, int  numNewSamps = 0  )

inline

Definition at line 205 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::sample().

template<class Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator ( int  nSamp, std::vector< Real >  mean, std::vector< Real >  std, Teuchos::RCP< BatchManager< Real > > &  bman, bool  use_SA = false, bool  adaptive = false, int  numNewSamps = 0  )

inline

Definition at line 226 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::sample().

Member Function Documentation

template<class Real >

Real ROL::MonteCarloGenerator< Real >::ierf ( Real  input )

inlineprivate

Definition at line 70 of file ROL_MonteCarloGenerator.hpp.

Referenced by ROL::MonteCarloGenerator< Real >::sample().

template<class Real >

void ROL::MonteCarloGenerator< Real >::sample ( void  )

inlineprivate

Definition at line 90 of file ROL_MonteCarloGenerator.hpp.

References ROL::SampleGenerator< Real >::batchID(), ROL::MonteCarloGenerator< Real >::ierf(), ROL::SampleGenerator< Real >::numBatches(), ROL::ROL_OVERFLOW, ROL::SampleGenerator< Real >::setPoints(), and ROL::SampleGenerator< Real >::setWeights().

Referenced by ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::refine(), and ROL::MonteCarloGenerator< Real >::update().

template<class Real >

std::vector<std::vector<Real> > ROL::MonteCarloGenerator< Real >::sample ( int  nSamp, bool  store = true  )

inlineprivate

Definition at line 141 of file ROL_MonteCarloGenerator.hpp.

References ROL::SampleGenerator< Real >::batchID(), ROL::MonteCarloGenerator< Real >::ierf(), ROL::SampleGenerator< Real >::numBatches(), ROL::ROL_OVERFLOW, ROL::SampleGenerator< Real >::setPoints(), and ROL::SampleGenerator< Real >::setWeights().

template<class Real >

void ROL::MonteCarloGenerator< Real >::update ( const Vector< Real > &  x )

inlinevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 243 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::sample(), and ROL::SampleGenerator< Real >::update().

template<class Real >

Real ROL::MonteCarloGenerator< Real >::computeError ( std::vector< Real > &  vals )

inlinevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 254 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::nSamp_, and ROL::SampleGenerator< Real >::sumAll().

template<class Real >

Real ROL::MonteCarloGenerator< Real >::computeError ( std::vector< Teuchos::RCP< Vector< Real > > > &  vals, const Vector< Real > &  x  )

inlinevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 280 of file ROL_MonteCarloGenerator.hpp.

References ROL::MonteCarloGenerator< Real >::nSamp_, and ROL::SampleGenerator< Real >::sumAll().

template<class Real >

void ROL::MonteCarloGenerator< Real >::refine ( void  )

inlinevirtual

Reimplemented from ROL::SampleGenerator< Real >.

Definition at line 308 of file ROL_MonteCarloGenerator.hpp.

References ROL::SampleGenerator< Real >::getMyPoint(), ROL::MonteCarloGenerator< Real >::numNewSamps_, ROL::SampleGenerator< Real >::refine(), ROL::MonteCarloGenerator< Real >::sample(), ROL::SampleGenerator< Real >::setPoints(), and ROL::SampleGenerator< Real >::setWeights().

Member Data Documentation

template<class Real >

int ROL::MonteCarloGenerator< Real >::nSamp_

private

Definition at line 55 of file ROL_MonteCarloGenerator.hpp.

Referenced by ROL::MonteCarloGenerator< Real >::computeError().

template<class Real >

bool ROL::MonteCarloGenerator< Real >::use_normal_

private

Definition at line 56 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

bool ROL::MonteCarloGenerator< Real >::use_SA_

private

Definition at line 57 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

bool ROL::MonteCarloGenerator< Real >::adaptive_

private

Definition at line 58 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

int ROL::MonteCarloGenerator< Real >::numNewSamps_

private

Definition at line 59 of file ROL_MonteCarloGenerator.hpp.

Referenced by ROL::MonteCarloGenerator< Real >::refine().

template<class Real >

std::vector<std::vector<Real> > ROL::MonteCarloGenerator< Real >::data_

private

Definition at line 60 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

Real ROL::MonteCarloGenerator< Real >::sum_val_

private

Definition at line 62 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

Real ROL::MonteCarloGenerator< Real >::sum_val2_

private

Definition at line 63 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

Real ROL::MonteCarloGenerator< Real >::sum_ng_

private

Definition at line 64 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

Real ROL::MonteCarloGenerator< Real >::sum_ng2_

private

Definition at line 65 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

bool ROL::MonteCarloGenerator< Real >::useDist_

private

Definition at line 67 of file ROL_MonteCarloGenerator.hpp.

template<class Real >

std::vector<Teuchos::RCP<ROL::Distribution<Real> > > ROL::MonteCarloGenerator< Real >::dist_

private

Definition at line 68 of file ROL_MonteCarloGenerator.hpp.

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The documentation for this class was generated from the following file:

• ROL_MonteCarloGenerator.hpp