ROL
ROL_Exponential.hpp
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43
44#ifndef ROL_EXPONENTIAL_HPP
45#define ROL_EXPONENTIAL_HPP
46
47#include "ROL_Distribution.hpp"
48#include "ROL_ParameterList.hpp"
49
50namespace ROL {
51
52template<class Real>
53class Exponential : public Distribution<Real> {
54private:
55 Real loc_;
56 Real scale_;
57
58 size_t compute_coeff(const size_t m, const size_t k) const {
59 if ( k == 0 || m == 0 || m == 1 ) {
60 return 1;
61 }
62 size_t val = 1;
63 for (size_t i = m-k; i < m; i++) {
64 val *= (i+1);
65 }
66 return val;
67 }
68
69public:
70 Exponential(const Real loc = 0., const Real scale = 1.)
71 : loc_(loc), scale_((scale>0.) ? scale : 1.) {}
72
73 Exponential(ROL::ParameterList &parlist) {
74 loc_ = parlist.sublist("SOL").sublist("Distribution").sublist("Exponential").get("Location",0.);
75 scale_ = parlist.sublist("SOL").sublist("Distribution").sublist("Exponential").get("Scale",1.);
76 scale_ = (scale_ > 0.) ? scale_ : 1.;
77 }
78
79 Real evaluatePDF(const Real input) const {
80 return ((input >= loc_) ? scale_*std::exp(-scale_*(input-loc_)) : 0.);
81 }
82
83 Real evaluateCDF(const Real input) const {
84 return ((input >= loc_) ? 1.-std::exp(-scale_*(input-loc_)) : 0.);
85 }
86
87 Real integrateCDF(const Real input) const {
88 return ((input >= loc_) ?
89 (input-loc_) - (1.-std::exp(-scale_*(input-loc_)))/scale_ : 0.);
90 }
91
92 Real invertCDF(const Real input) const {
93 return -std::log(1.-input)/scale_;
94 }
95
96 Real moment(const size_t m) const {
97 Real val = 0., coeff = 0.;
98 for (size_t i = 0; i < m+1; i++) {
99 coeff = compute_coeff(m,i);
100 val += coeff*std::pow(loc_,(Real)(m-i))/std::pow(scale_,(Real)i);
101 }
102 return val;
103 }
104
105 Real lowerBound(void) const {
106 return 0.;
107 }
108
109 Real upperBound(void) const {
110 return ROL_INF<Real>();
111 }
112
113 void test(std::ostream &outStream = std::cout ) const {
114 size_t size = 3;
115 std::vector<Real> X(size,0.);
116 std::vector<int> T(size,0);
117 X[0] = loc_-4.0*(Real)rand()/(Real)RAND_MAX;
118 T[0] = 0;
119 X[1] = loc_;
120 T[1] = 1;
121 X[2] = loc_+4.0*(Real)rand()/(Real)RAND_MAX;
122 T[2] = 0;
123 Distribution<Real>::test(X,T,outStream);
124 }
125};
126
127}
128
129#endif
virtual void test(std::ostream &outStream=std::cout) const
Real integrateCDF(const Real input) const
Real invertCDF(const Real input) const
Real moment(const size_t m) const
Real evaluatePDF(const Real input) const
Exponential(const Real loc=0., const Real scale=1.)
size_t compute_coeff(const size_t m, const size_t k) const
Real upperBound(void) const
Real lowerBound(void) const
Exponential(ROL::ParameterList &parlist)
Real evaluateCDF(const Real input) const
void test(std::ostream &outStream=std::cout) const