ROL
ROL_Triangle.hpp
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43
44#ifndef ROL_TRIANGLE_HPP
45#define ROL_TRIANGLE_HPP
46
47#include "ROL_Distribution.hpp"
48#include "ROL_ParameterList.hpp"
49
50namespace ROL {
51
52template<class Real>
53class Triangle : public Distribution<Real> {
54private:
55 Real a_;
56 Real b_;
57 Real c_;
58
59public:
60 Triangle(const Real a = 0., const Real b = 0.5, const Real c = 1.)
61 : a_(std::min(a,std::min(b,c))),
62 b_(std::max(std::min(a,b),std::min(std::max(a,b),c))),
63 c_(std::max(a,std::max(b,c))) {}
64
65 Triangle(ROL::ParameterList &parlist) {
66 Real a = parlist.sublist("SOL").sublist("Distribution").sublist("Triangle").get("Lower Bound",0.);
67 Real b = parlist.sublist("SOL").sublist("Distribution").sublist("Triangle").get("Peak Location",0.5);
68 Real c = parlist.sublist("SOL").sublist("Distribution").sublist("Triangle").get("Upper Bound",1.);
69 a_ = std::min(a,std::min(b,c));
70 b_ = std::max(std::min(a,b),std::min(std::max(a,b),c));
71 c_ = std::max(a,std::max(b,c));
72 }
73
74 Real evaluatePDF(const Real input) const {
75 Real d1 = b_-a_, d2 = c_-b_, d = c_-a_;
76 return ((input >= a_ && input < b_) ? 2.0*(input-a_)/(d*d1) :
77 ((input >= b_ && input < c_) ? 2.0*(c_-input)/(d*d2) :
78 0.0));
79 }
80
81 Real evaluateCDF(const Real input) const {
82 Real d1 = b_-a_, d2 = c_-b_, d = c_-a_;
83 return ((input < a_) ? 0.0 :
84 ((input >= a_ && input < b_) ?
85 std::pow(input-a_,2.0)/(d*d1) :
86 ((input >= b_ && input < c_) ?
87 1.0-std::pow(c_-input,2.0)/(d*d2) :
88 1.0)));
89 }
90
91 Real integrateCDF(const Real input) const {
92 Real d1 = b_-a_, d2 = c_-b_, d = c_-a_;
93 return ((input < a_) ? 0.0 :
94 ((input >= a_ && input < b_) ?
95 std::pow(input-a_,3.0)/(3.0*d*d1) :
96 ((input >= b_ && input < c_) ?
97 d1*d1/(3.0*d)+(input-b_)+(std::pow(c_-input,3.0)-d2*d2*d2)/(3.0*d*d2) :
98 d1*d1/(3.0*d)+(input-b_)-d2*d2/(3.0*d))));
99 }
100
101 Real invertCDF(const Real input) const {
102 Real d1 = b_-a_, d2 = c_-b_, d = c_-a_;
103 return ((input <= d1/d) ? a_ + std::sqrt(input*d1*d) :
104 c_ - std::sqrt((1.0-input)*d2*d));
105 }
106
107 Real moment(const size_t m) const {
108 Real d1 = b_-a_, d2 = c_-b_, d = c_-a_;
109 Real am1 = std::pow(a_,m+1), am2 = a_*am1;
110 Real bm1 = std::pow(b_,m+1), bm2 = b_*bm1;
111 Real cm1 = std::pow(c_,m+1), cm2 = c_*cm1;
112 return (2./d)*(((bm2-am2)/((Real)m+2)-a_*(bm1-am1)/((Real)m+1))/d1
113 +(c_*(cm1-bm1)/((Real)m+1)-(cm2-bm2)/((Real)m+2))/d2);
114 }
115
116 Real lowerBound(void) const {
117 return a_;
118 }
119
120 Real upperBound(void) const {
121 return c_;
122 }
123
124 void test(std::ostream &outStream = std::cout ) const {
125 size_t size = 7;
126 std::vector<Real> X(size,0.);
127 std::vector<int> T(size,0);
128 X[0] = a_-4.*(Real)rand()/(Real)RAND_MAX;
129 T[0] = 0;
130 X[1] = a_;
131 T[1] = 1;
132 X[2] = (b_-a_)*(Real)rand()/(Real)RAND_MAX + a_;
133 T[2] = 0;
134 X[3] = b_;
135 T[3] = 1;
136 X[4] = (c_-b_)*(Real)rand()/(Real)RAND_MAX + b_;
137 T[4] = 0;
138 X[5] = c_;
139 T[5] = 1;
140 X[6] = c_+4.*(Real)rand()/(Real)RAND_MAX;
141 T[6] = 0;
142 Distribution<Real>::test(X,T,outStream);
143 }
144};
145
146}
147
148#endif
virtual void test(std::ostream &outStream=std::cout) const
Real evaluatePDF(const Real input) const
void test(std::ostream &outStream=std::cout) const
Real lowerBound(void) const
Real invertCDF(const Real input) const
Real moment(const size_t m) const
Triangle(const Real a=0., const Real b=0.5, const Real c=1.)
Real upperBound(void) const
Real integrateCDF(const Real input) const
Triangle(ROL::ParameterList &parlist)
Real evaluateCDF(const Real input) const