ROL
Public Member Functions | Protected Member Functions | Private Attributes | List of all members
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 20 of file ROL_SampleGenerator.hpp.

Constructor & Destructor Documentation

◆ ~SampleGenerator()

template<class Real>
virtual ROL::SampleGenerator< Real >::~SampleGenerator ( )
inlinevirtual

Definition at line 38 of file ROL_SampleGenerator.hpp.

◆ SampleGenerator() [1/2]

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

Definition at line 39 of file ROL_SampleGenerator.hpp.

References begin_, and bman_.

Referenced by ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), ROL::MonteCarloGenerator< Real >::MonteCarloGenerator(), SampleGenerator(), ROL::SROMGenerator< Real >::SROMGenerator(), ROL::UserInputGenerator< Real >::UserInputGenerator(), and ROL::UserInputGenerator< Real >::UserInputGenerator().

◆ SampleGenerator() [2/2]

template<class Real>
ROL::SampleGenerator< Real >::SampleGenerator ( const SampleGenerator< Real > & sampler)
inline

Definition at line 41 of file ROL_SampleGenerator.hpp.

References begin_, bman_, points_, SampleGenerator(), and weights_.

Member Function Documentation

◆ setPoints()

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

Definition at line 28 of file ROL_SampleGenerator.hpp.

References points_.

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

◆ setWeights()

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

Definition at line 32 of file ROL_SampleGenerator.hpp.

References weights_.

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

◆ update()

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

Reimplemented in ROL::MonteCarloGenerator< Real >.

Definition at line 45 of file ROL_SampleGenerator.hpp.

References begin_.

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

◆ start()

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

Definition at line 49 of file ROL_SampleGenerator.hpp.

References begin_.

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

◆ computeError() [1/2]

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

Reimplemented in ROL::MonteCarloGenerator< Real >.

Definition at line 53 of file ROL_SampleGenerator.hpp.

◆ computeError() [2/2]

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

Definition at line 57 of file ROL_SampleGenerator.hpp.

◆ refine()

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 61 of file ROL_SampleGenerator.hpp.

References begin_, and numMySamples().

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

◆ setSamples()

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

Definition at line 65 of file ROL_SampleGenerator.hpp.

◆ numGlobalSamples()

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 67 of file ROL_SampleGenerator.hpp.

References numMySamples(), and sumAll().

◆ numMySamples()

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

Definition at line 74 of file ROL_SampleGenerator.hpp.

References weights_.

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

◆ getMyPoint()

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

Definition at line 78 of file ROL_SampleGenerator.hpp.

References points_.

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

◆ getMyWeight()

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

Definition at line 82 of file ROL_SampleGenerator.hpp.

References weights_.

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

◆ batchID()

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

Definition at line 86 of file ROL_SampleGenerator.hpp.

References bman_.

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

◆ numBatches()

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

Definition at line 90 of file ROL_SampleGenerator.hpp.

References bman_.

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

◆ sumAll() [1/2]

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

Definition at line 94 of file ROL_SampleGenerator.hpp.

References bman_, and dim.

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

◆ sumAll() [2/2]

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

Definition at line 98 of file ROL_SampleGenerator.hpp.

References bman_.

◆ broadcast()

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

Definition at line 102 of file ROL_SampleGenerator.hpp.

References bman_.

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

◆ barrier()

template<class Real>
void ROL::SampleGenerator< Real >::barrier ( void ) const
inline

Definition at line 106 of file ROL_SampleGenerator.hpp.

References bman_.

◆ getBatchManager()

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

Definition at line 110 of file ROL_SampleGenerator.hpp.

References bman_.

◆ print()

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

Definition at line 114 of file ROL_SampleGenerator.hpp.

References batchID(), getMyPoint(), getMyWeight(), and numMySamples().

Member Data Documentation

◆ begin_

template<class Real>
int ROL::SampleGenerator< Real >::begin_
private

Definition at line 22 of file ROL_SampleGenerator.hpp.

Referenced by refine(), SampleGenerator(), SampleGenerator(), start(), and update().

◆ bman_

template<class Real>
ROL::Ptr<BatchManager<Real> > ROL::SampleGenerator< Real >::bman_
private

Definition at line 23 of file ROL_SampleGenerator.hpp.

Referenced by barrier(), batchID(), broadcast(), getBatchManager(), numBatches(), SampleGenerator(), SampleGenerator(), sumAll(), and sumAll().

◆ points_

template<class Real>
std::vector<std::vector<Real> > ROL::SampleGenerator< Real >::points_
private

Definition at line 24 of file ROL_SampleGenerator.hpp.

Referenced by getMyPoint(), SampleGenerator(), and setPoints().

◆ weights_

template<class Real>
std::vector<Real> ROL::SampleGenerator< Real >::weights_
private

Definition at line 25 of file ROL_SampleGenerator.hpp.

Referenced by getMyWeight(), numMySamples(), SampleGenerator(), and setWeights().

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