ROL
ROL_PlusFunction.hpp
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43
44#ifndef ROL_PLUSFUNCTION_HPP
45#define ROL_PLUSFUNCTION_HPP
46
47#include "ROL_Types.hpp"
49#include "ROL_Distribution.hpp"
51
52namespace ROL {
53
54template<class Real>
55class PlusFunction : public PositiveFunction<Real> {
56private:
57 ROL::Ptr<Distribution<Real> > dist_;
58 Real param_;
59
60public:
61 PlusFunction(ROL::Ptr<Distribution<Real> > &dist, Real param = 1.) : dist_(dist) {
62 param_ = ((param <= 0) ? 1.e-2 : param);
63 }
64
65 PlusFunction(ROL::ParameterList &parlist) {
66 Real param(1.e-1), zero(0), one(1);
67 ROL::ParameterList pfList;
68 if (parlist.isSublist("Plus Function")) {
69 param = parlist.sublist("Plus Function").get("Smoothing Parameter",1.);
70 pfList = parlist.sublist("Plus Function");
71 }
72 else {
73 param = parlist.get("Smoothing Parameter",1.);
74 pfList = parlist;
75 }
76 param_ = ((param <= zero) ? one : param);
77 dist_ = DistributionFactory<Real>(pfList);
78 }
79
80 Real evaluate(Real input, int deriv) {
81 Real val = 0.0;
82 switch(deriv) {
83 case 0: val = param_*dist_->integrateCDF(input/param_); break;
84 case 1: val = dist_->evaluateCDF(input/param_); break;
85 case 2: val = dist_->evaluatePDF(input/param_)/param_; break;
86 }
87 return val;
88 }
89
90 void test(Real x) {
91 // FIRST DERIVATIVE
92 Real vx = evaluate(x,0);
93 Real vy = 0.0;
94 Real dv = evaluate(x,1);
95 Real t = 1.0;
96 Real diff = 0.0;
97 Real err = 0.0;
98 std::cout << std::right << std::setw(20) << "CHECK PLUS FUNCTION: p'(x) with x = "
99 << x << " is correct?\n";
100 std::cout << std::right << std::setw(20) << "t"
101 << std::setw(20) << "p'(x)"
102 << std::setw(20) << "(p(x+t)-p(x))/t"
103 << std::setw(20) << "Error"
104 << "\n";
105 for (int i = 0; i < 13; i++) {
106 vy = evaluate(x+t,0);
107 diff = (vy-vx)/t;
108 err = std::abs(diff-dv);
109 std::cout << std::scientific << std::setprecision(11) << std::right
110 << std::setw(20) << t
111 << std::setw(20) << dv
112 << std::setw(20) << diff
113 << std::setw(20) << err
114 << "\n";
115 t *= 0.1;
116 }
117 std::cout << "\n";
118 // SECOND DERIVATIVE
119 vx = evaluate(x,1);
120 vy = 0.0;
121 dv = evaluate(x,2);
122 t = 1.0;
123 diff = 0.0;
124 err = 0.0;
125 std::cout << std::right << std::setw(20) << "CHECK PLUS FUNCTION: p''(x) with x = "
126 << x << " is correct?\n";
127 std::cout << std::right << std::setw(20) << "t"
128 << std::setw(20) << "p''(x)"
129 << std::setw(20) << "(p'(x+t)-p'(x))/t"
130 << std::setw(20) << "Error"
131 << "\n";
132 for (int i = 0; i < 13; i++) {
133 vy = evaluate(x+t,1);
134 diff = (vy-vx)/t;
135 err = std::abs(diff-dv);
136 std::cout << std::scientific << std::setprecision(11) << std::right
137 << std::setw(20) << t
138 << std::setw(20) << dv
139 << std::setw(20) << diff
140 << std::setw(20) << err
141 << "\n";
142 t *= 0.1;
143 }
144 std::cout << "\n";
145 }
146};
147
148}
149
150#endif
Objective_SerialSimOpt(const Ptr< Obj > &obj, const V &ui) z0 zero)()
Contains definitions of custom data types in ROL.
Real evaluate(Real input, int deriv)
ROL::Ptr< Distribution< Real > > dist_
PlusFunction(ROL::ParameterList &parlist)
PlusFunction(ROL::Ptr< Distribution< Real > > &dist, Real param=1.)