ROL
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Defines the linear algebra of a vector space on a generic partitioned vector where the individual vectors are distributed in batches defined by ROL::BatchManager. This is a batch-distributed version of ROL::PartitionedVector. More...
#include <ROL_SimulatedVector.hpp>
Public Types | |
typedef std::vector< PV >::size_type | size_type |
Public Member Functions | |
SimulatedVector (const std::vector< Vp > &vecs, const VBMp &bman) | |
void | set (const V &x) |
Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). | |
void | plus (const V &x) |
Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). | |
void | scale (const Real alpha) |
Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). | |
void | axpy (const Real alpha, const V &x) |
Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). | |
virtual Real | dot (const V &x) const |
Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). | |
Real | norm () const |
Returns \( \| y \| \) where \(y = \mathtt{*this}\). | |
virtual Vp | clone () const |
Clone to make a new (uninitialized) vector. | |
virtual const V & | dual (void) const |
Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. | |
Vp | basis (const int i) const |
Return i-th basis vector. | |
int | dimension () const |
Return dimension of the vector space. | |
void | zero () |
Set to zero vector. | |
void | applyUnary (const Elementwise::UnaryFunction< Real > &f) |
void | applyBinary (const Elementwise::BinaryFunction< Real > &f, const V &x) |
Real | reduce (const Elementwise::ReductionOp< Real > &r) const |
void | setScalar (const Real C) |
Set \(y \leftarrow C\) where \(C\in\mathbb{R}\). | |
void | randomize (const Real l=0.0, const Real u=1.0) |
Set vector to be uniform random between [l,u]. | |
ROL::Ptr< const Vector< Real > > | get (size_type i) const |
ROL::Ptr< Vector< Real > > | get (size_type i) |
void | set (size_type i, const V &x) |
void | zero (size_type i) |
size_type | numVectors () const |
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virtual | ~Vector () |
virtual Real | apply (const Vector< Real > &x) const |
Apply \(\mathtt{*this}\) to a dual vector. This is equivalent to the call \(\mathtt{this->dot(x.dual())}\). | |
virtual void | print (std::ostream &outStream) const |
virtual std::vector< Real > | checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const |
Verify vector-space methods. | |
Private Types | |
typedef Vector< Real > | V |
typedef ROL::Ptr< V > | Vp |
typedef ROL::Ptr< BatchManager< Real > > | VBMp |
typedef SimulatedVector< Real > | PV |
Private Attributes | |
const std::vector< Vp > | vecs_ |
ROL::Ptr< BatchManager< Real > > | bman_ |
std::vector< Vp > | dual_vecs_ |
ROL::Ptr< PV > | dual_pvec_ |
Defines the linear algebra of a vector space on a generic partitioned vector where the individual vectors are distributed in batches defined by ROL::BatchManager. This is a batch-distributed version of ROL::PartitionedVector.
Definition at line 68 of file ROL_SimulatedVector.hpp.
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Definition at line 70 of file ROL_SimulatedVector.hpp.
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Definition at line 71 of file ROL_SimulatedVector.hpp.
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Definition at line 72 of file ROL_SimulatedVector.hpp.
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Definition at line 73 of file ROL_SimulatedVector.hpp.
typedef std::vector<PV>::size_type ROL::SimulatedVector< Real >::size_type |
Definition at line 82 of file ROL_SimulatedVector.hpp.
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Definition at line 84 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::clone(), ROL::SimulatedVector< Real >::dual(), ROL::SimulatedVector< Real >::dual_vecs_, and ROL::SimulatedVector< Real >::vecs_.
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Set \(y \leftarrow x\) where \(y = \mathtt{*this}\).
@param[in] x is a vector. On return \f$\mathtt{*this} = x\f$. Uses #zero and #plus methods for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 90 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::numVectors(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::basis().
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Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).
@param[in] x is the vector to be added to \f$\mathtt{*this}\f$. On return \f$\mathtt{*this} = \mathtt{*this} + x\f$. ---
Implements ROL::Vector< Real >.
Definition at line 103 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::numVectors(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::AlmostSureConstraint< Real >::applyAdjointHessian(), and ROL::AlmostSureConstraint< Real >::applyAdjointJacobian().
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Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).
@param[in] alpha is the scaling of \f$\mathtt{*this}\f$. On return \f$\mathtt{*this} = \alpha (\mathtt{*this}) \f$. ---
Implements ROL::Vector< Real >.
Definition at line 116 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).
@param[in] alpha is the scaling of @b x. @param[in] x is a vector. On return \f$\mathtt{*this} = \mathtt{*this} + \alpha x \f$. Uses #clone, #set, #scale and #plus for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 122 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::numVectors(), and ROL::SimulatedVector< Real >::vecs_.
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Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).
@param[in] x is the vector that forms the dot product with \f$\mathtt{*this}\f$. @return The number equal to \f$\langle \mathtt{*this}, x \rangle\f$. ---
Implements ROL::Vector< Real >.
Reimplemented in ROL::PrimalSimulatedVector< Real >, and ROL::DualSimulatedVector< Real >.
Definition at line 135 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::bman_, ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::numVectors(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::norm().
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Returns \( \| y \| \) where \(y = \mathtt{*this}\).
@return A nonnegative number equal to the norm of \f$\mathtt{*this}\f$. ---
Implements ROL::Vector< Real >.
Definition at line 154 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::dot().
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Clone to make a new (uninitialized) vector.
@return A reference-counted pointer to the cloned vector. Provides the means of allocating temporary memory in ROL. ---
Implements ROL::Vector< Real >.
Reimplemented in ROL::PrimalSimulatedVector< Real >, and ROL::DualSimulatedVector< Real >.
Definition at line 158 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::bman_, ROL::SimulatedVector< Real >::clone(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::basis(), ROL::SimulatedVector< Real >::clone(), and ROL::SimulatedVector< Real >::SimulatedVector().
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Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.
By default, returns the current object. Please overload if you need a dual representation.
Reimplemented from ROL::Vector< Real >.
Reimplemented in ROL::PrimalSimulatedVector< Real >, and ROL::DualSimulatedVector< Real >.
Definition at line 169 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::bman_, ROL::SimulatedVector< Real >::dual(), ROL::SimulatedVector< Real >::dual_pvec_, ROL::SimulatedVector< Real >::dual_vecs_, ROL::Vector< Real >::set(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::dual(), and ROL::SimulatedVector< Real >::SimulatedVector().
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Return i-th basis vector.
@param[in] i is the index of the basis function. @return A reference-counted pointer to the basis vector with index @b i. Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 179 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::basis(), ROL::SimulatedVector< Real >::clone(), ROL::SimulatedVector< Real >::dimension(), ROL::SimulatedVector< Real >::set(), ROL::SimulatedVector< Real >::vecs_, and ROL::SimulatedVector< Real >::zero().
Referenced by ROL::SimulatedVector< Real >::basis().
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Return dimension of the vector space.
@return The dimension of the vector space, i.e., the total number of basis vectors. Overload if the basis is overloaded. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 210 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::basis().
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Set to zero vector.
Uses #scale by zero for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 218 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::AlmostSureConstraint< Real >::applyAdjointHessian(), ROL::AlmostSureConstraint< Real >::applyAdjointJacobian(), ROL::AlmostSureConstraint< Real >::applyPreconditioner(), and ROL::SimulatedVector< Real >::basis().
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Reimplemented from ROL::Vector< Real >.
Definition at line 225 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Reimplemented from ROL::Vector< Real >.
Definition at line 232 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::applyBinary(), ROL::SimulatedVector< Real >::get(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::applyBinary().
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Reimplemented from ROL::Vector< Real >.
Definition at line 240 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::reduce(), and ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedVector< Real >::reduce().
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Set \(y \leftarrow C\) where \(C\in\mathbb{R}\).
@param[in] C is a scalar. On return \f$\mathtt{*this} = C\f$. Uses #applyUnary methods for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 249 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Set vector to be uniform random between [l,u].
@param[in] l is a the lower bound. @param[in] u is a the upper bound. On return the components of \f$\mathtt{*this}\f$ are uniform random numbers on the interval \f$[l,u]\f$. The default implementation uses #applyUnary methods for the computation. Please overload if a more efficient implementation is needed. ---
Reimplemented from ROL::Vector< Real >.
Definition at line 255 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Definition at line 265 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::AlmostSureConstraint< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::AlmostSureConstraint< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::SimulatedVector< Real >::applyBinary(), ROL::AlmostSureConstraint< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::AlmostSureConstraint< Real >::applyPreconditioner(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::SimulatedVector< Real >::axpy(), ROL::SimulatedVector< Real >::dot(), ROL::PrimalSimulatedVector< Real >::dot(), ROL::DualSimulatedVector< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::SimulatedVector< Real >::plus(), ROL::SimulatedVector< Real >::set(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), ROL::AlmostSureConstraint< Real >::value(), and ROL::SimulatedConstraint< Real >::value().
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Definition at line 269 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Definition at line 273 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Definition at line 277 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
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Definition at line 281 of file ROL_SimulatedVector.hpp.
References ROL::SimulatedVector< Real >::vecs_.
Referenced by ROL::SimulatedConstraint< Real >::applyAdjointHessian(), ROL::SimulatedConstraint< Real >::applyAdjointJacobian(), ROL::SimulatedConstraint< Real >::applyJacobian(), ROL::SimulatedConstraint< Real >::applyPreconditioner(), ROL::SimulatedVector< Real >::axpy(), ROL::SimulatedVector< Real >::dot(), ROL::PrimalSimulatedVector< Real >::dot(), ROL::DualSimulatedVector< Real >::dot(), ROL::SimulatedObjective< Real >::gradient(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::SimulatedObjective< Real >::hessVec(), ROL::SimulatedVector< Real >::plus(), ROL::SimulatedVector< Real >::set(), ROL::SimulatedObjective< Real >::value(), ROL::SimulatedObjectiveCVaR< Real >::value(), and ROL::SimulatedConstraint< Real >::value().
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Definition at line 76 of file ROL_SimulatedVector.hpp.
Referenced by ROL::SimulatedVector< Real >::applyBinary(), ROL::SimulatedVector< Real >::applyUnary(), ROL::SimulatedVector< Real >::axpy(), ROL::SimulatedVector< Real >::basis(), ROL::SimulatedVector< Real >::clone(), ROL::SimulatedVector< Real >::dimension(), ROL::SimulatedVector< Real >::dot(), ROL::SimulatedVector< Real >::dual(), ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::get(), ROL::SimulatedVector< Real >::numVectors(), ROL::SimulatedVector< Real >::plus(), ROL::SimulatedVector< Real >::randomize(), ROL::SimulatedVector< Real >::reduce(), ROL::SimulatedVector< Real >::scale(), ROL::SimulatedVector< Real >::set(), ROL::SimulatedVector< Real >::set(), ROL::SimulatedVector< Real >::setScalar(), ROL::SimulatedVector< Real >::SimulatedVector(), ROL::SimulatedVector< Real >::zero(), and ROL::SimulatedVector< Real >::zero().
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Definition at line 77 of file ROL_SimulatedVector.hpp.
Referenced by ROL::SimulatedVector< Real >::clone(), ROL::SimulatedVector< Real >::dot(), and ROL::SimulatedVector< Real >::dual().
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Definition at line 78 of file ROL_SimulatedVector.hpp.
Referenced by ROL::SimulatedVector< Real >::dual(), and ROL::SimulatedVector< Real >::SimulatedVector().
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Definition at line 79 of file ROL_SimulatedVector.hpp.
Referenced by ROL::SimulatedVector< Real >::dual().