ROL::SampleGenerator< Real > Class Template Reference

#include <ROL_SampleGenerator.hpp>

Inheritance diagram for ROL::SampleGenerator< Real >:

Public Member Functions
virtual	~SampleGenerator ()
	SampleGenerator (const ROL::Ptr< BatchManager< Real > > &bman)
	SampleGenerator (const SampleGenerator< Real > &sampler)
virtual void	update (const Vector< Real > &x)
virtual int	start (void)
virtual Real	computeError (std::vector< Real > &vals)
virtual Real	computeError (std::vector< ROL::Ptr< Vector< Real > > > &vals, const Vector< Real > &x)
virtual void	refine (void)
virtual void	setSamples (bool inConstructor=false)
virtual int	numGlobalSamples (void) const
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

Protected Member Functions
void	setPoints (std::vector< std::vector< Real > > &p)
void	setWeights (std::vector< Real > &w)

Private Attributes
int	begin_
ROL::Ptr< BatchManager< Real > >	bman_
std::vector< std::vector< Real > >	points_
std::vector< Real >	weights_

Detailed Description

template<class Real>
class ROL::SampleGenerator< Real >

Definition at line 54 of file ROL_SampleGenerator.hpp.

Constructor & Destructor Documentation

template<class Real>

virtual ROL::SampleGenerator< Real >::~SampleGenerator ( )

inlinevirtual

Definition at line 72 of file ROL_SampleGenerator.hpp.

template<class Real>

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

inline

Definition at line 73 of file ROL_SampleGenerator.hpp.

template<class Real>

ROL::SampleGenerator< Real >::SampleGenerator ( const SampleGenerator< Real > &  sampler )

inline

Definition at line 75 of file ROL_SampleGenerator.hpp.

Member Function Documentation

template<class Real>

void ROL::SampleGenerator< Real >::setPoints ( std::vector< std::vector< Real > > &  p )

inlineprotected

Definition at line 62 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::points_.

Referenced by ROL::SROMGenerator< Real >::pruneSamples(), ROL::MonteCarloGenerator< Real >::refine(), ROL::UserInputGenerator< Real >::sample(), and ROL::MonteCarloGenerator< Real >::sample().

template<class Real>

void ROL::SampleGenerator< Real >::setWeights ( std::vector< Real > &  w )

inlineprotected

Definition at line 66 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::weights_.

Referenced by ROL::SROMGenerator< Real >::pruneSamples(), ROL::MonteCarloGenerator< Real >::refine(), ROL::UserInputGenerator< Real >::sample(), and ROL::MonteCarloGenerator< Real >::sample().

template<class Real>

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

inlinevirtual

Reimplemented in ROL::MonteCarloGenerator< Real >.

Definition at line 79 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::begin_.

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

template<class Real>

virtual int ROL::SampleGenerator< Real >::start ( void  )

inlinevirtual

Definition at line 83 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::begin_.

Referenced by ROL::PD_RandVarFunctional< Real >::computeDual(), ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::MeanSemiDeviation< Real >::getGradient(), ROL::MeanVariance< Real >::getGradient(), ROL::MeanDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::MeanSemiDeviation< Real >::getHessVec(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::MeanSemiDeviation< Real >::getValue(), ROL::MeanVariance< Real >::getValue(), ROL::MeanDeviation< Real >::getValue(), ROL::PD_RandVarFunctional< Real >::setData(), and ROL::PD_RandVarFunctional< Real >::updateDual().

template<class Real>

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

inlinevirtual

Reimplemented in ROL::MonteCarloGenerator< Real >.

Definition at line 87 of file ROL_SampleGenerator.hpp.

template<class Real>

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

inlinevirtual

Reimplemented in ROL::MonteCarloGenerator< Real >.

Definition at line 91 of file ROL_SampleGenerator.hpp.

template<class Real>

virtual void ROL::SampleGenerator< Real >::refine ( void  )

inlinevirtual

Reimplemented in ROL::MonteCarloGenerator< Real >, ROL::SROMGenerator< Real >, and ROL::UserInputGenerator< Real >.

Definition at line 95 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::begin_, and ROL::SampleGenerator< Real >::numMySamples().

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

template<class Real>

virtual void ROL::SampleGenerator< Real >::setSamples ( bool  inConstructor = false )

inlinevirtual

Definition at line 99 of file ROL_SampleGenerator.hpp.

template<class Real>

virtual int ROL::SampleGenerator< Real >::numGlobalSamples ( void  ) const

inlinevirtual

Reimplemented in ROL::MonteCarloGenerator< Real >, ROL::SROMGenerator< Real >, and ROL::UserInputGenerator< Real >.

Definition at line 101 of file ROL_SampleGenerator.hpp.

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

template<class Real>

virtual int ROL::SampleGenerator< Real >::numMySamples ( void  ) const

inlinevirtual

Definition at line 108 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::weights_.

Referenced by ROL::PD_RandVarFunctional< Real >::computeDual(), ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::MeanSemiDeviation< Real >::getGradient(), ROL::MeanVariance< Real >::getGradient(), ROL::MeanDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::MeanSemiDeviation< Real >::getHessVec(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::MeanSemiDeviation< Real >::getValue(), ROL::MeanVariance< Real >::getValue(), ROL::MeanDeviation< Real >::getValue(), ROL::SampleGenerator< Real >::numGlobalSamples(), ROL::SampleGenerator< Real >::print(), ROL::SampleGenerator< Real >::refine(), ROL::PD_RandVarFunctional< Real >::setData(), and ROL::PD_RandVarFunctional< Real >::updateDual().

template<class Real>

virtual std::vector<Real> ROL::SampleGenerator< Real >::getMyPoint ( const int  i ) const

inlinevirtual

Definition at line 112 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::points_.

Referenced by ROL::PD_RandVarFunctional< Real >::computeDual(), ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::MeanSemiDeviation< Real >::getGradient(), ROL::MeanVariance< Real >::getGradient(), ROL::MeanDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::MeanSemiDeviation< Real >::getHessVec(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::MeanSemiDeviation< Real >::getValue(), ROL::MeanVariance< Real >::getValue(), ROL::MeanDeviation< Real >::getValue(), ROL::SampleGenerator< Real >::print(), ROL::MonteCarloGenerator< Real >::refine(), ROL::PD_RandVarFunctional< Real >::setData(), and ROL::PD_RandVarFunctional< Real >::updateDual().

template<class Real>

virtual Real ROL::SampleGenerator< Real >::getMyWeight ( const int  i ) const

inlinevirtual

Definition at line 116 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::weights_.

Referenced by ROL::PD_RandVarFunctional< Real >::computeDual(), ROL::PD_HMCR2< Real >::computeDual(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::MeanSemiDeviation< Real >::getGradient(), ROL::MeanVariance< Real >::getGradient(), ROL::MeanDeviation< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::MeanSemiDeviation< Real >::getHessVec(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanDeviation< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::MeanSemiDeviation< Real >::getValue(), ROL::MeanVariance< Real >::getValue(), ROL::MeanDeviation< Real >::getValue(), and ROL::SampleGenerator< Real >::print().

template<class Real>

int ROL::SampleGenerator< Real >::batchID ( void  ) const

inline

Definition at line 120 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

Referenced by ROL::SampleGenerator< Real >::print(), and ROL::MonteCarloGenerator< Real >::sample().

template<class Real>

int ROL::SampleGenerator< Real >::numBatches ( void  ) const

inline

Definition at line 124 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

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

template<class Real>

void ROL::SampleGenerator< Real >::sumAll ( Real *  input, Real *  output, int  dim  ) const

inline

Definition at line 128 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

Referenced by ROL::PD_RandVarFunctional< Real >::computeDual(), ROL::PD_HMCR2< Real >::computeDual(), ROL::MonteCarloGenerator< Real >::computeError(), ROL::CoherentEntropicRisk< Real >::getGradient(), ROL::EntropicRisk< Real >::getGradient(), ROL::SmoothedPOE< Real >::getGradient(), ROL::BPOE< Real >::getGradient(), ROL::QuantileRadius< Real >::getGradient(), ROL::PD_MeanSemiDeviationFromTarget< Real >::getGradient(), ROL::ExpectationQuadError< Real >::getGradient(), ROL::ExpectationQuadRegret< Real >::getGradient(), ROL::MeanSemiDeviationFromTarget< Real >::getGradient(), ROL::PD_BPOE< Real >::getGradient(), ROL::PD_MeanSemiDeviation< Real >::getGradient(), ROL::ExpectationQuadDeviation< Real >::getGradient(), ROL::ExpectationQuadRisk< Real >::getGradient(), ROL::PD_CVaR< Real >::getGradient(), ROL::KLDivergence< Real >::getGradient(), ROL::PD_HMCR2< Real >::getGradient(), ROL::CVaR< Real >::getGradient(), ROL::MeanSemiDeviation< Real >::getGradient(), ROL::MixedCVaR< Real >::getGradient(), ROL::HMCR< Real >::getGradient(), ROL::RiskMeasure< Real >::getGradient(), ROL::FDivergence< Real >::getGradient(), ROL::MeanVariance< Real >::getGradient(), ROL::MeanDeviationFromTarget< Real >::getGradient(), ROL::MeanDeviation< Real >::getGradient(), ROL::RandVarFunctional< Real >::getGradient(), ROL::CoherentEntropicRisk< Real >::getHessVec(), ROL::EntropicRisk< Real >::getHessVec(), ROL::ExpectationQuadError< Real >::getHessVec(), ROL::ExpectationQuadRegret< Real >::getHessVec(), ROL::SmoothedPOE< Real >::getHessVec(), ROL::ExpectationQuadDeviation< Real >::getHessVec(), ROL::ExpectationQuadRisk< Real >::getHessVec(), ROL::MeanSemiDeviationFromTarget< Real >::getHessVec(), ROL::PD_MeanSemiDeviationFromTarget< Real >::getHessVec(), ROL::QuantileRadius< Real >::getHessVec(), ROL::PD_BPOE< Real >::getHessVec(), ROL::BPOE< Real >::getHessVec(), ROL::PD_MeanSemiDeviation< Real >::getHessVec(), ROL::PD_CVaR< Real >::getHessVec(), ROL::CVaR< Real >::getHessVec(), ROL::KLDivergence< Real >::getHessVec(), ROL::PD_HMCR2< Real >::getHessVec(), ROL::MixedCVaR< Real >::getHessVec(), ROL::MeanSemiDeviation< Real >::getHessVec(), ROL::RiskMeasure< Real >::getHessVec(), ROL::FDivergence< Real >::getHessVec(), ROL::HMCR< Real >::getHessVec(), ROL::MeanVariance< Real >::getHessVec(), ROL::MeanDeviationFromTarget< Real >::getHessVec(), ROL::RandVarFunctional< Real >::getHessVec(), ROL::MeanDeviation< Real >::getHessVec(), ROL::CoherentEntropicRisk< Real >::getValue(), ROL::EntropicRisk< Real >::getValue(), ROL::SmoothedPOE< Real >::getValue(), ROL::BPOE< Real >::getValue(), ROL::PD_MeanSemiDeviation< Real >::getValue(), ROL::QuantileRadius< Real >::getValue(), ROL::PD_BPOE< Real >::getValue(), ROL::PD_MeanSemiDeviationFromTarget< Real >::getValue(), ROL::MeanSemiDeviationFromTarget< Real >::getValue(), ROL::PD_CVaR< Real >::getValue(), ROL::ExpectationQuadError< Real >::getValue(), ROL::ExpectationQuadRegret< Real >::getValue(), ROL::ExpectationQuadDeviation< Real >::getValue(), ROL::ExpectationQuadRisk< Real >::getValue(), ROL::KLDivergence< Real >::getValue(), ROL::PD_HMCR2< Real >::getValue(), ROL::MeanSemiDeviation< Real >::getValue(), ROL::MixedCVaR< Real >::getValue(), ROL::CVaR< Real >::getValue(), ROL::HMCR< Real >::getValue(), ROL::FDivergence< Real >::getValue(), ROL::RiskMeasure< Real >::getValue(), ROL::MeanVariance< Real >::getValue(), ROL::MeanDeviationFromTarget< Real >::getValue(), ROL::MeanDeviation< Real >::getValue(), ROL::RandVarFunctional< Real >::getValue(), ROL::SampleGenerator< Real >::numGlobalSamples(), and ROL::SROMGenerator< Real >::pruneSamples().

template<class Real>

void ROL::SampleGenerator< Real >::sumAll ( Vector< Real > &  input, Vector< Real > &  output  ) const

inline

Definition at line 132 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

template<class Real>

void ROL::SampleGenerator< Real >::broadcast ( Real *  input, int  cnt, int  root  ) const

inline

Definition at line 136 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

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

template<class Real>

void ROL::SampleGenerator< Real >::barrier ( void  ) const

inline

Definition at line 140 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

template<class Real>

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

inline

Definition at line 144 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::bman_.

template<class Real>

void ROL::SampleGenerator< Real >::print ( const std::string &  filename = "samples", const int  prec = 12  ) const

inline

Definition at line 148 of file ROL_SampleGenerator.hpp.

References ROL::SampleGenerator< Real >::batchID(), ROL::SampleGenerator< Real >::getMyPoint(), ROL::SampleGenerator< Real >::getMyWeight(), and ROL::SampleGenerator< Real >::numMySamples().

Member Data Documentation

template<class Real>

int ROL::SampleGenerator< Real >::begin_

private

Definition at line 56 of file ROL_SampleGenerator.hpp.

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

template<class Real>

ROL::Ptr<BatchManager<Real> > ROL::SampleGenerator< Real >::bman_

private

Definition at line 57 of file ROL_SampleGenerator.hpp.

Referenced by ROL::SampleGenerator< Real >::barrier(), ROL::SampleGenerator< Real >::batchID(), ROL::SampleGenerator< Real >::broadcast(), ROL::SampleGenerator< Real >::getBatchManager(), ROL::SampleGenerator< Real >::numBatches(), and ROL::SampleGenerator< Real >::sumAll().

template<class Real>

std::vector<std::vector<Real> > ROL::SampleGenerator< Real >::points_

private

Definition at line 58 of file ROL_SampleGenerator.hpp.

Referenced by ROL::SampleGenerator< Real >::getMyPoint(), and ROL::SampleGenerator< Real >::setPoints().

template<class Real>

std::vector<Real> ROL::SampleGenerator< Real >::weights_

private

Definition at line 59 of file ROL_SampleGenerator.hpp.

Referenced by ROL::SampleGenerator< Real >::getMyWeight(), ROL::SampleGenerator< Real >::numMySamples(), and ROL::SampleGenerator< Real >::setWeights().

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

• ROL_SampleGenerator.hpp