ROL
ROL_MonteCarloGenerator.hpp
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43
44#ifndef ROL_MONTECARLOGENERATOR_HPP
45#define ROL_MONTECARLOGENERATOR_HPP
46
48#include "ROL_Distribution.hpp"
49
50namespace ROL {
51
52template<typename Real>
54private:
55 std::vector<std::vector<Real>> data_;
56 const std::vector<Ptr<Distribution<Real>>> dist_;
57
58 int nSamp_;
59 const bool use_normal_;
60 const bool use_SA_;
61 const bool adaptive_;
62 const int numNewSamps_;
63 const bool useDist_;
64 const int seed_;
65
68 Real sum_ng_;
70
71 Real ierf(Real input) const;
72 Real random(void) const;
73 std::vector<std::vector<Real>> sample(int nSamp, bool store = true, bool refine = false);
74
75public:
76 MonteCarloGenerator(int nSamp,
77 const std::vector<Ptr<Distribution<Real>>> &dist,
78 const Ptr<BatchManager<Real>> &bman,
79 bool use_SA = false,
80 bool adaptive = false,
81 int numNewSamps = 0,
82 int seed = 123454321);
83
84 MonteCarloGenerator(int nSamp,
85 std::vector<std::vector<Real>> &bounds,
86 const Ptr<BatchManager<Real>> &bman,
87 bool use_SA = false,
88 bool adaptive = false,
89 int numNewSamps = 0,
90 int seed = 123454321);
91
92 MonteCarloGenerator(int nSamp,
93 const std::vector<Real> &mean,
94 const std::vector<Real> &std,
95 const Ptr<BatchManager<Real>> &bman,
96 bool use_SA = false,
97 bool adaptive = false,
98 int numNewSamps = 0,
99 int seed = 123454321);
100
101 void update( const Vector<Real> &x ) override;
102 Real computeError( std::vector<Real> &vals ) override;
103 Real computeError( std::vector<Ptr<Vector<Real>>> &vals, const Vector<Real> &x ) override;
104 void refine(void) override;
105 int numGlobalSamples(void) const override;
106
107};
108
109}
110
112
113#endif
Real computeError(std::vector< Real > &vals) override
std::vector< std::vector< Real > > data_
MonteCarloGenerator(int nSamp, const std::vector< Ptr< Distribution< Real > > > &dist, const Ptr< BatchManager< Real > > &bman, bool use_SA=false, bool adaptive=false, int numNewSamps=0, int seed=123454321)
const std::vector< Ptr< Distribution< Real > > > dist_
void update(const Vector< Real > &x) override
int numGlobalSamples(void) const override
std::vector< std::vector< Real > > sample(int nSamp, bool store=true, bool refine=false)
Defines the linear algebra or vector space interface.