85 wts_[0] = 0.1527533871307258;
pts_[0] = -0.0765265211334973;
86 wts_[1] = 0.1527533871307258;
pts_[1] = 0.0765265211334973;
87 wts_[2] = 0.1491729864726037;
pts_[2] = -0.2277858511416451;
88 wts_[3] = 0.1491729864726037;
pts_[3] = 0.2277858511416451;
89 wts_[4] = 0.1420961093183820;
pts_[4] = -0.3737060887154195;
90 wts_[5] = 0.1420961093183820;
pts_[5] = 0.3737060887154195;
91 wts_[6] = 0.1316886384491766;
pts_[6] = -0.5108670019508271;
92 wts_[7] = 0.1316886384491766;
pts_[7] = 0.5108670019508271;
93 wts_[8] = 0.1181945319615184;
pts_[8] = -0.6360536807265150;
94 wts_[9] = 0.1181945319615184;
pts_[9] = 0.6360536807265150;
95 wts_[10] = 0.1019301198172404;
pts_[10] = -0.7463319064601508;
96 wts_[11] = 0.1019301198172404;
pts_[11] = 0.7463319064601508;
97 wts_[12] = 0.0832767415767048;
pts_[12] = -0.8391169718222188;
98 wts_[13] = 0.0832767415767048;
pts_[13] = 0.8391169718222188;
99 wts_[14] = 0.0626720483341091;
pts_[14] = -0.9122344282513259;
100 wts_[15] = 0.0626720483341091;
pts_[15] = 0.9122344282513259;
101 wts_[16] = 0.0406014298003869;
pts_[16] = -0.9639719272779138;
102 wts_[17] = 0.0406014298003869;
pts_[17] = 0.9639719272779138;
103 wts_[18] = 0.0176140071391521;
pts_[18] = -0.9931285991850949;
104 wts_[19] = 0.0176140071391521;
pts_[19] = 0.9931285991850949;
125 Real
gradientCDF(std::vector<Real> &gradx, std::vector<Real> &gradp,
126 const int dim,
const Real loc,
130 gradx.resize(numSamples,0); gradp.resize(numSamples,0);
131 Real val = 0, hs = 0, xpt = 0, xwt = 0, sum = 0, half(0.5), one(1);
132 for (
int k = 0; k < numSamples; k++) {
140 bman_->sumAll(&val,&sum,1);
144 Real
hessVecCDF(std::vector<Real> &hvxx, std::vector<Real> &hvxp, std::vector<Real> &hvpx,
145 std::vector<Real> &gradx, std::vector<Real> &gradp,
146 Real &sumx, Real &sump,
147 const int dim,
const Real loc,
153 hvxx.resize(numSamples,0); hvxp.resize(numSamples,0); hvpx.resize(numSamples,0);
154 gradx.resize(numSamples,0); gradp.resize(numSamples,0);
156 std::vector<Real> psum(3,0), out(3,0);
157 Real val = 0, hs = 0, dval = 0, scale3 = std::pow(
scale_,3);
158 Real xpt = 0, xwt = 0, vpt = 0, vwt = 0, half(0.5), one(1);
159 for (
int k = 0; k < numSamples; k++) {
164 dval = std::exp(-std::pow((loc-xpt)/(
sqrt2_*
scale_),2));
167 hvxx[k] = -(xwt/(
sqrt2_*
sqrtpi_*scale3)) * dval * (loc-xpt) * vpt;
170 psum[1] += vpt*gradx[k];
171 psum[2] += vwt*gradp[k];
173 bman_->sumAll(&psum[0],&out[0],3);
174 val = out[0]; sumx = out[1]; sump = out[2];
219 const int numSamples = prob.getNumMyAtoms();
220 std::vector<Real> gradx(numSamples,0.), gradp(numSamples,0);
221 Real diff(0), pt(0), wt(0), meas(0), lb(0), val(0), one(1);
222 std::vector<Real> val_wt(numSamples,0), tmp(
dimension_,0);
223 std::vector<std::vector<Real> > val_pt(numSamples,tmp);
227 meas = ((meas > ROL_EPSILON<Real>()) ? meas : one);
229 pt = meas*
pts_[k] + lb;
232 diff = (val-
dist_[d]->evaluateCDF(pt));
233 for (
int j = 0; j < numSamples; j++) {
234 (val_pt[j])[d] += wt * diff * gradx[j];
235 val_wt[j] += wt * diff * gradp[j];
242 for (
int k = 0; k < numSamples; k++) {
244 gprob.setProbability(k,val_wt[k]);
260 const int numSamples = prob.getNumMyAtoms();
261 std::vector<Real> hvxx(numSamples,0), hvxp(numSamples,0), hvpx(numSamples,0);
262 std::vector<Real> gradx(numSamples,0), gradp(numSamples,0);
263 Real diff(0), pt(0), wt(0), meas(0), lb(0), val(0), sumx(0), sump(0), one(1);
264 std::vector<Real> val_wt(numSamples,0), tmp(
dimension_,0);
265 std::vector<std::vector<Real> > val_pt(numSamples,tmp);
269 meas = ((meas > ROL_EPSILON<Real>()) ? meas : one);
271 pt = meas*
pts_[k] + lb;
273 val =
hessVecCDF(hvxx,hvxp,hvpx,gradx,gradp,sumx,sump,d,pt,prob,atom,vprob,vatom);
274 diff = (val-
dist_[d]->evaluateCDF(pt));
275 for (
int j = 0; j < numSamples; j++) {
276 (val_pt[j])[d] += wt * ( (sump + sumx) * gradx[j] + diff * (hvxx[j] + hvxp[j]) );
277 val_wt[j] += wt * ( (sump + sumx) * gradp[j] + diff * hvpx[j] );
284 for (
int k = 0; k < numSamples; k++) {
286 hprob.setProbability(k,val_wt[k]);