/usr/include/trilinos/ROL_Logistic.hpp is in libtrilinos-rol-dev 12.10.1-3.
This file is owned by root:root, with mode 0o644.
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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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//
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// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
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// @HEADER
#ifndef ROL_LOGISTIC_HPP
#define ROL_LOGISTIC_HPP
#include "ROL_Distribution.hpp"
#include "Teuchos_ParameterList.hpp"
namespace ROL {
template<class Real>
class Logistic : public Distribution<Real> {
private:
Real mean_;
Real var_;
public:
Logistic(const Real mean = 0., const Real var = 1.)
: mean_(mean), var_((var>0.) ? var : 1.) {}
Logistic(Teuchos::ParameterList &parlist) {
mean_ = parlist.sublist("SOL").sublist("Distribution").sublist("Logistic").get("Mean",0.);
var_ = parlist.sublist("SOL").sublist("Distribution").sublist("Logistic").get("Scale",1.);
var_ = (var_ > 0.) ? var_ : 1.;
}
Real evaluatePDF(const Real input) const {
Real val = std::exp(-(input-mean_)/var_);
return val/(var_*std::pow(1.0+val,2.0));
}
Real evaluateCDF(const Real input) const {
Real val = std::exp(-(input-mean_)/var_);
return 1.0/(1.0+val);
}
Real integrateCDF(const Real input) const {
Real val = std::exp(-(input-mean_)/var_);
return (input-mean_) + var_*std::log(1.0+val);
}
Real invertCDF(const Real input) const {
return mean_ + var_*std::log(input/(1.0-input));
}
Real moment(const size_t m) const {
Real val = 0.;
switch(m) {
case 1: val = mean_; break;
case 2: val = std::pow(var_*M_PI,2)/3. + std::pow(mean_,2); break;
default:
TEUCHOS_TEST_FOR_EXCEPTION( true, std::invalid_argument,
">>> ERROR (ROL::Logistic): Logistic moment not implemented for m > 2!");
}
return val;
}
Real lowerBound(void) const {
return ROL_NINF<Real>();
}
Real upperBound(void) const {
return ROL_INF<Real>();
}
void test(std::ostream &outStream = std::cout ) const {
size_t size = 1;
std::vector<Real> X(size,4.*(Real)rand()/(Real)RAND_MAX - 2.);
std::vector<int> T(size,0);
Distribution<Real>::test(X,T,outStream);
}
};
}
#endif
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