ROL
Public Member Functions | Private Member Functions | Private Attributes | List of all members
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
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
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

Member Function Documentation

template<class Real >
Real ROL::MonteCarloGenerator< Real >::ierf ( Real  input)
inlineprivate
template<class Real >
void ROL::MonteCarloGenerator< Real >::sample ( void  )
inlineprivate
template<class Real >
std::vector<std::vector<Real> > ROL::MonteCarloGenerator< Real >::sample ( int  nSamp,
bool  store = true 
)
inlineprivate
template<class Real >
void ROL::MonteCarloGenerator< Real >::update ( const Vector< Real > &  x)
inlinevirtual
template<class Real >
Real ROL::MonteCarloGenerator< Real >::computeError ( std::vector< Real > &  vals)
inlinevirtual
template<class Real >
Real ROL::MonteCarloGenerator< Real >::computeError ( std::vector< Teuchos::RCP< Vector< Real > > > &  vals,
const Vector< Real > &  x 
)
inlinevirtual
template<class Real >
void ROL::MonteCarloGenerator< Real >::refine ( void  )
inlinevirtual

Member Data Documentation

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

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