ROL
ROL_Uniform.hpp
Go to the documentation of this file.
1// @HEADER
2// ************************************************************************
3//
4// Rapid Optimization Library (ROL) Package
5// Copyright (2014) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact lead developers:
38// Drew Kouri (dpkouri@sandia.gov) and
39// Denis Ridzal (dridzal@sandia.gov)
40//
41// ************************************************************************
42// @HEADER
43
44#ifndef ROL_UNIFORM_HPP
45#define ROL_UNIFORM_HPP
46
47#include "ROL_Distribution.hpp"
48#include "ROL_ParameterList.hpp"
49
50namespace ROL {
51
52template<class Real>
53class Uniform : public Distribution<Real> {
54private:
55 Real a_;
56 Real b_;
57
58public:
59 Uniform(const Real lo = 0., const Real up = 1.)
60 : a_((lo < up) ? lo : up), b_((up > lo) ? up : lo) {}
61
62 Uniform(ROL::ParameterList &parlist) {
63 a_ = parlist.sublist("SOL").sublist("Distribution").sublist("Uniform").get("Lower Bound",0.);
64 b_ = parlist.sublist("SOL").sublist("Distribution").sublist("Uniform").get("Upper Bound",1.);
65 Real tmp = a_;
66 a_ = std::min(a_,b_);
67 b_ = std::max(b_,tmp);
68 }
69
70 Real evaluatePDF(const Real input) const {
71 return ((input >= a_ && input <= b_) ? 1.0/(b_-a_) : 0.0);
72 }
73
74 Real evaluateCDF(const Real input) const {
75 return ((input < a_) ? 0.0 : ((input > b_) ? 1.0 : (input-a_)/(b_-a_)));
76 }
77
78 Real integrateCDF(const Real input) const {
79 return ((input < a_) ? 0.0 : ((input > b_) ? input - 0.5*(a_+b_) :
80 0.5*std::pow(input-a_,2.0)/(b_-a_)));
81 }
82
83 Real invertCDF(const Real input) const {
84 return a_ + input*(b_-a_);
85 }
86
87 Real moment(const size_t m) const {
88 return (std::pow(b_,m+1)-std::pow(a_,m+1))/((Real)(m+1)*(b_-a_));
89 }
90
91 Real lowerBound(void) const {
92 return a_;
93 }
94
95 Real upperBound(void) const {
96 return b_;
97 }
98
99 void test(std::ostream &outStream = std::cout ) const {
100 size_t size = 5;
101 std::vector<Real> X(size,0.);
102 std::vector<int> T(size,0);
103 X[0] = a_-4.*(Real)rand()/(Real)RAND_MAX;
104 T[0] = 0;
105 X[1] = a_;
106 T[1] = 1;
107 X[2] = (b_-a_)*(Real)rand()/(Real)RAND_MAX + a_;
108 T[2] = 0;
109 X[3] = b_;
110 T[3] = 1;
111 X[4] = b_+4.*(Real)rand()/(Real)RAND_MAX;
112 T[4] = 0;
113 Distribution<Real>::test(X,T,outStream);
114 }
115};
116
117}
118
119#endif
virtual void test(std::ostream &outStream=std::cout) const
Real moment(const size_t m) const
Definition: ROL_Uniform.hpp:87
Real integrateCDF(const Real input) const
Definition: ROL_Uniform.hpp:78
Uniform(const Real lo=0., const Real up=1.)
Definition: ROL_Uniform.hpp:59
Uniform(ROL::ParameterList &parlist)
Definition: ROL_Uniform.hpp:62
Real evaluateCDF(const Real input) const
Definition: ROL_Uniform.hpp:74
Real lowerBound(void) const
Definition: ROL_Uniform.hpp:91
Real invertCDF(const Real input) const
Definition: ROL_Uniform.hpp:83
void test(std::ostream &outStream=std::cout) const
Definition: ROL_Uniform.hpp:99
Real evaluatePDF(const Real input) const
Definition: ROL_Uniform.hpp:70
Real upperBound(void) const
Definition: ROL_Uniform.hpp:95