/usr/include/trilinos/ROL_Exponential.hpp is in libtrilinos-rol-dev 12.10.1-3.
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// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
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// @HEADER
#ifndef ROL_EXPONENTIAL_HPP
#define ROL_EXPONENTIAL_HPP
#include "ROL_Distribution.hpp"
#include "Teuchos_ParameterList.hpp"
namespace ROL {
template<class Real>
class Exponential : public Distribution<Real> {
private:
Real loc_;
Real scale_;
size_t compute_coeff(const size_t m, const size_t k) const {
if ( k == 0 || m == 0 || m == 1 ) {
return 1;
}
size_t val = 1;
for (size_t i = m-k; i < m; i++) {
val *= (i+1);
}
return val;
}
public:
Exponential(const Real loc = 0., const Real scale = 1.)
: loc_(loc), scale_((scale>0.) ? scale : 1.) {}
Exponential(Teuchos::ParameterList &parlist) {
loc_ = parlist.sublist("SOL").sublist("Distribution").sublist("Exponential").get("Location",0.);
scale_ = parlist.sublist("SOL").sublist("Distribution").sublist("Exponential").get("Scale",1.);
scale_ = (scale_ > 0.) ? scale_ : 1.;
}
Real evaluatePDF(const Real input) const {
return ((input >= loc_) ? scale_*std::exp(-scale_*(input-loc_)) : 0.);
}
Real evaluateCDF(const Real input) const {
return ((input >= loc_) ? 1.-std::exp(-scale_*(input-loc_)) : 0.);
}
Real integrateCDF(const Real input) const {
return ((input >= loc_) ?
(input-loc_) - (1.-std::exp(-scale_*(input-loc_)))/scale_ : 0.);
}
Real invertCDF(const Real input) const {
return -std::log(1.-input)/scale_;
}
Real moment(const size_t m) const {
Real val = 0., coeff = 0.;
for (size_t i = 0; i < m+1; i++) {
coeff = compute_coeff(m,i);
val += coeff*std::pow(loc_,(Real)(m-i))/std::pow(scale_,(Real)i);
}
return val;
}
Real lowerBound(void) const {
return 0.;
}
Real upperBound(void) const {
return ROL_INF<Real>();
}
void test(std::ostream &outStream = std::cout ) const {
size_t size = 3;
std::vector<Real> X(size,0.);
std::vector<int> T(size,0);
X[0] = loc_-4.0*(Real)rand()/(Real)RAND_MAX;
T[0] = 0;
X[1] = loc_;
T[1] = 1;
X[2] = loc_+4.0*(Real)rand()/(Real)RAND_MAX;
T[2] = 0;
Distribution<Real>::test(X,T,outStream);
}
};
}
#endif
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