#include <ROL_RiskVector.hpp>

Inheritance diagram for ROL::RiskVector< Real >:

Public Member Functions
	RiskVector (Ptr< ParameterList > &parlist, const Ptr< Vector< Real > > &vec, const Real stat=0)

	RiskVector (std::vector< Ptr< ParameterList > > &parlist, const Ptr< Vector< Real > > &vec, const Real stat=0)

	RiskVector (Ptr< ParameterList > &parlistObj, std::vector< Ptr< ParameterList > > &parlistCon, const Ptr< Vector< Real > > &vec, const Real stat=0)

	RiskVector (const Ptr< Vector< Real > > &vec, const Ptr< std::vector< Real > > &statObj, const std::vector< Ptr< std::vector< Real > > > &statCon)

	RiskVector (const Ptr< Vector< Real > > &vec)

void	set (const Vector< Real > &x)
	Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). More...

void	plus (const Vector< Real > &x)
	Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). More...

void	scale (const Real alpha)
	Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). More...

void	axpy (const Real alpha, const Vector< Real > &x)
	Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). More...

Real	dot (const Vector< Real > &x) const
	Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). More...

Real	norm (void) const
	Returns \( \\| y \\| \) where \(y = \mathtt{*this}\). More...

Ptr< Vector< Real > >	clone (void) const
	Clone to make a new (uninitialized) vector. More...

const Vector< Real > &	dual (void) const
	Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. More...

Ptr< Vector< Real > >	basis (const int i) const
	Return i-th basis vector. More...

void	applyUnary (const Elementwise::UnaryFunction< Real > &f)

void	applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x)

Real	reduce (const Elementwise::ReductionOp< Real > &r) const

void	setScalar (const Real C)
	Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). More...

void	randomize (const Real l=0.0, const Real u=1.0)
	Set vector to be uniform random between [l,u]. More...

int	dimension (void) const
	Return dimension of the vector space. More...

Ptr< const StdVector< Real > >	getStatisticVector (const int comp, const int index=0) const

Ptr< StdVector< Real > >	getStatisticVector (const int comp, const int index=0)

Ptr< const Vector< Real > >	getVector (void) const

Ptr< Vector< Real > >	getVector (void)

Ptr< std::vector< Real > >	getStatistic (const int comp=0, const int index=0)

Ptr< const std::vector< Real > >	getStatistic (const int comp=0, const int index=0) const

void	setStatistic (const Real stat, const int comp=0, const int index=0)

void	setStatistic (const std::vector< Real > &stat, const int comp=0, const int index=0)

void	setVector (const Vector< Real > &vec)

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

virtual void	zero ()
	Set to zero vector. More...

virtual Real	apply (const Vector< Real > &x) const
	Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\). More...

virtual void	print (std::ostream &outStream) const

virtual std::vector< Real >	checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const
	Verify vector-space methods. More...

Private Member Functions
void	initializeObj (Ptr< ParameterList > &parlist, const Real stat=1)

void	initializeCon (std::vector< Ptr< ParameterList > > &parlist, const Real stat=1)

Private Attributes
Ptr< std::vector< Real > >	statObj_

Ptr< StdVector< Real > >	statObj_vec_

bool	augmentedObj_

int	nStatObj_

std::vector< Ptr< std::vector < Real > > >	statCon_

std::vector< Ptr< StdVector < Real > > >	statCon_vec_

bool	augmentedCon_

std::vector< int >	nStatCon_

Ptr< Vector< Real > >	vec_

bool	isDualInitialized_

Ptr< std::vector< Real > >	dualObj_

std::vector< Ptr< std::vector < Real > > >	dualCon_

Ptr< Vector< Real > >	dual_vec1_

Ptr< RiskVector< Real > >	dual_vec_

Detailed Description

template<class Real>
class ROL::RiskVector< Real >

Definition at line 54 of file ROL_RiskVector.hpp.

Constructor & Destructor Documentation

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	Ptr< ParameterList > &	parlist,
		const Ptr< Vector< Real > > &	vec,
		const Real	stat = `0`
	)

inline

Definition at line 127 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::initializeObj().

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	std::vector< Ptr< ParameterList > > &	parlist,
		const Ptr< Vector< Real > > &	vec,
		const Real	stat = `0`
	)

inline

Definition at line 138 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::initializeCon().

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	Ptr< ParameterList > &	parlistObj,
		std::vector< Ptr< ParameterList > > &	parlistCon,
		const Ptr< Vector< Real > > &	vec,
		const Real	stat = `0`
	)

inline

Definition at line 149 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::initializeCon(), and ROL::RiskVector< Real >::initializeObj().

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	const Ptr< Vector< Real > > &	vec,
		const Ptr< std::vector< Real > > &	statObj,
		const std::vector< Ptr< std::vector< Real > > > &	statCon
	)

inline

Definition at line 162 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::nStatCon_, ROL::RiskVector< Real >::nStatObj_, ROL::RiskVector< Real >::statCon_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_, and ROL::RiskVector< Real >::statObj_vec_.

template<class Real>

ROL::RiskVector< Real >::RiskVector ( const Ptr< Vector< Real > > & vec )

inline

Definition at line 190 of file ROL_RiskVector.hpp.

Member Function Documentation

template<class Real>

void ROL::RiskVector< Real >::initializeObj	(	Ptr< ParameterList > &	parlist,
		const Real	stat = `1`
	)

inlineprivate

Definition at line 74 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::nStatObj_, ROL::RiskVector< Real >::statObj_, and ROL::RiskVector< Real >::statObj_vec_.

Referenced by ROL::RiskVector< Real >::RiskVector().

template<class Real>

void ROL::RiskVector< Real >::initializeCon	(	std::vector< Ptr< ParameterList > > &	parlist,
		const Real	stat = `1`
	)

inlineprivate

Definition at line 95 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::nStatCon_, ROL::RiskVector< Real >::statCon_, and ROL::RiskVector< Real >::statCon_vec_.

Referenced by ROL::RiskVector< Real >::RiskVector().

template<class Real>

void ROL::RiskVector< Real >::set ( const Vector< Real > & x )

inlinevirtual

Set \(y \leftarrow x\) where \(y = \mathtt{*this}\).

Parameters

[in] x is a vector.

On return \(\mathtt{*this} = x\). Uses zero and plus methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 195 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::getStatisticVector(), ROL::RiskVector< Real >::getVector(), ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::plus ( const Vector< Real > & x )

inlinevirtual

Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).

Parameters

[in] x is the vector to be added to \(\mathtt{*this}\).

On return \(\mathtt{*this} = \mathtt{*this} + x\).

Implements ROL::Vector< Real >.

Definition at line 211 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::getStatisticVector(), ROL::RiskVector< Real >::getVector(), ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::scale ( const Real alpha )

inlinevirtual

Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).

Parameters

[in] alpha is the scaling of \(\mathtt{*this}\).

On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).

Implements ROL::Vector< Real >.

Definition at line 227 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::axpy	(	const Real	alpha,
		const Vector< Real > &	x
	)

inlinevirtual

Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).

Parameters

[in]	alpha	is the scaling of x.
[in]	x	is a vector.

On return \(\mathtt{*this} = \mathtt{*this} + \alpha x \). Uses clone, set, scale and plus for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 242 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::getStatisticVector(), ROL::RiskVector< Real >::getVector(), ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

Real ROL::RiskVector< Real >::dot ( const Vector< Real > & x ) const

inlinevirtual

Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).

Parameters

[in] x is the vector that forms the dot product with \(\mathtt{*this}\).

Returns: The number equal to \(\langle \mathtt{*this}, x \rangle\).

Implements ROL::Vector< Real >.

Definition at line 258 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::getStatisticVector(), ROL::RiskVector< Real >::getVector(), ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

Referenced by ROL::RiskVector< Real >::norm().

template<class Real>

Real ROL::RiskVector< Real >::norm ( void ) const

inlinevirtual

Returns \( \| y \| \) where \(y = \mathtt{*this}\).

Returns: A nonnegative number equal to the norm of \(\mathtt{*this}\).

Implements ROL::Vector< Real >.

Definition at line 275 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::dot().

template<class Real>

Ptr<Vector<Real> > ROL::RiskVector< Real >::clone ( void ) const

inlinevirtual

Clone to make a new (uninitialized) vector.

Returns: A reference-counted pointer to the cloned vector.

Provides the means of allocating temporary memory in ROL.

Implements ROL::Vector< Real >.

Definition at line 279 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::nStatCon_, ROL::RiskVector< Real >::nStatObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

const Vector<Real>& ROL::RiskVector< Real >::dual ( void ) const

inlinevirtual

Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.

Returns: A const reference to dual representation.

By default, returns the current object. Please overload if you need a dual representation.

Reimplemented from ROL::Vector< Real >.

Definition at line 294 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::dual_vec1_, ROL::RiskVector< Real >::dual_vec_, ROL::RiskVector< Real >::dualCon_, ROL::RiskVector< Real >::dualObj_, ROL::RiskVector< Real >::isDualInitialized_, ROL::RiskVector< Real >::setStatistic(), ROL::RiskVector< Real >::statCon_, ROL::RiskVector< Real >::statObj_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

Ptr<Vector<Real> > ROL::RiskVector< Real >::basis ( const int i ) const

inlinevirtual

Return i-th basis vector.

Parameters

[in] i is the index of the basis function.

Returns: A reference-counted pointer to the basis vector with index i.

Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation.

Reimplemented from ROL::Vector< Real >.

Definition at line 330 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::nStatCon_, ROL::RiskVector< Real >::nStatObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::applyUnary ( const Elementwise::UnaryFunction< Real > & f )

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 374 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::applyBinary	(	const Elementwise::BinaryFunction< Real > &	f,
		const Vector< Real > &	x
	)

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 389 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::getStatisticVector(), ROL::RiskVector< Real >::getVector(), ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

Real ROL::RiskVector< Real >::reduce ( const Elementwise::ReductionOp< Real > & r ) const

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 405 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::setScalar ( const Real C )

inlinevirtual

Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).

Parameters

[in] C is a scalar.

On return \(\mathtt{*this} = C\). Uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 422 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

void ROL::RiskVector< Real >::randomize	(	const Real	l = `0.0`,
		const Real	u = `1.0`
	)

inlinevirtual

Set vector to be uniform random between [l,u].

Parameters

[in]	l	is a the lower bound.
[in]	u	is a the upper bound.

On return the components of \(\mathtt{*this}\) are uniform random numbers on the interval \([l,u]\). The default implementation uses applyUnary methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 437 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmentedCon_, ROL::RiskVector< Real >::augmentedObj_, ROL::RiskVector< Real >::statCon_vec_, ROL::RiskVector< Real >::statObj_vec_, and ROL::RiskVector< Real >::vec_.

template<class Real>

int ROL::RiskVector< Real >::dimension ( void ) const

inlinevirtual

Return dimension of the vector space.