#include <ROL_MonteCarloGenerator.hpp>

Inheritance diagram for ROL::MonteCarloGenerator< Real >:

Public Member Functions
	MonteCarloGenerator (int nSamp, const std::vector< Ptr< Distribution< Real >>> &dist, const Ptr< BatchManager< Real >> &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0, int seed=123454321)

	MonteCarloGenerator (int nSamp, std::vector< std::vector< Real >> &bounds, const Ptr< BatchManager< Real >> &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0, int seed=123454321)

	MonteCarloGenerator (int nSamp, const std::vector< Real > &mean, const std::vector< Real > &std, const Ptr< BatchManager< Real >> &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0, int seed=123454321)

void	update (const Vector< Real > &x) override

Real	computeError (std::vector< Real > &vals) override

Real	computeError (std::vector< Ptr< Vector< Real >>> &vals, const Vector< Real > &x) override

void	refine (void) override

int	numGlobalSamples (void) const override

Public Member Functions inherited from ROL::SampleGenerator< Real >
virtual	~SampleGenerator ()

	SampleGenerator (const ROL::Ptr< BatchManager< Real > > &bman)

	SampleGenerator (const SampleGenerator< Real > &sampler)

virtual int	start (void)

virtual Real	computeError (std::vector< ROL::Ptr< Vector< Real > > > &vals, const Vector< Real > &x)

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	broadcast (Real *input, int cnt, int root) const

void	barrier (void) const

const ROL::Ptr< BatchManager < Real > >	getBatchManager (void) const

void	print (const std::string &filename="samples", const int prec=12) const

Private Member Functions
Real	ierf (Real input) const

Real	random (void) const

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

Private Attributes
std::vector< std::vector< Real > >	data_

const std::vector< Ptr < Distribution< Real > > >	dist_

int	nSamp_

const bool	use_normal_

const bool	use_SA_

const bool	adaptive_

const int	numNewSamps_

const bool	useDist_

const int	seed_

Real	sum_val_

Real	sum_val2_

Real	sum_ng_

Real	sum_ng2_

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<typename Real>
class ROL::MonteCarloGenerator< Real >

Definition at line 19 of file ROL_MonteCarloGenerator.hpp.

Constructor & Destructor Documentation

template<typename Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator	(	int	nSamp,
		const std::vector< Ptr< Distribution< Real >>> &	dist,
		const Ptr< BatchManager< Real >> &	bman,
		bool	use_SA = `false`,
		bool	adaptive = `false`,
		int	numNewSamps = `0`,
		int	seed = `123454321`
	)

Definition at line 93 of file ROL_MonteCarloGeneratorDef.hpp.

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

template<typename Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator	(	int	nSamp,
		std::vector< std::vector< Real >> &	bounds,
		const Ptr< BatchManager< Real >> &	bman,
		bool	use_SA = `false`,
		bool	adaptive = `false`,
		int	numNewSamps = `0`,
		int	seed = `123454321`
	)

Definition at line 117 of file ROL_MonteCarloGeneratorDef.hpp.

References ROL::MonteCarloGenerator< Real >::data_, dim, ROL::MonteCarloGenerator< Real >::nSamp_, ROL::SampleGenerator< Real >::numBatches(), and ROL::MonteCarloGenerator< Real >::sample().

template<typename Real >

ROL::MonteCarloGenerator< Real >::MonteCarloGenerator	(	int	nSamp,
		const std::vector< Real > &	mean,
		const std::vector< Real > &	std,
		const Ptr< BatchManager< Real >> &	bman,
		bool	use_SA = `false`,
		bool	adaptive = `false`,
		int	numNewSamps = `0`,
		int	seed = `123454321`
	)