/usr/include/trilinos/ROL_Exponential.hpp is in libtrilinos-rol-dev 12.12.1-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 | // @HEADER
// ************************************************************************
//
// Rapid Optimization Library (ROL) Package
// Copyright (2014) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact lead developers:
// Drew Kouri (dpkouri@sandia.gov) and
// Denis Ridzal (dridzal@sandia.gov)
//
// ************************************************************************
// @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
|