#include <ROL_MonteCarloGenerator.hpp>

Inheritance diagram for ROL::MonteCarloGenerator< Real >:

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

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

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

void	update (const Vector< Real > &x)

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

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

void	refine (void)

int	numGlobalSamples (void) const

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 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)

void	sample (void)

Private Attributes
int	nSamp_

const bool	use_normal_

const bool	use_SA_

const bool	adaptive_

const int	numNewSamps_

std::vector< std::vector< Real > >	data_

Real	sum_val_

Real	sum_val2_

Real	sum_ng_

Real	sum_ng2_

const bool	useDist_

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

const int	seed_

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

inline

Definition at line 159 of file ROL_MonteCarloGenerator.hpp.

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

template<class Real >

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

inline

Definition at line 185 of file ROL_MonteCarloGenerator.hpp.

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

template<class Real >

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