libtrilinos-rol-dev 12.12.1-5 / usr / include / trilinos / ROL_ProbabilityVector.hpp

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#ifndef ROL_PROBABILITYVECTOR_H
#define ROL_PROBABILITYVECTOR_H

#include "ROL_BatchStdVector.hpp"

/** \class ROL::ProbabilityVector
    \brief Provides the std::vector implementation of the ROL::Vector interface.
*/


namespace ROL {

template <class Real>
class PrimalProbabilityVector;

template <class Real>
class DualProbabilityVector;

template <class Real>
class ProbabilityVector : public BatchStdVector<Real> {
  typedef typename std::vector<Real>::size_type uint;
public:
  ProbabilityVector(const Teuchos::RCP<std::vector<Real> > &vec,
                    const Teuchos::RCP<BatchManager<Real> > &bman)
   : BatchStdVector<Real>(vec,bman) {}

  const Real getProbability(const int i) const {
    const std::vector<Real> &yval = *(StdVector<Real>::getVector());
    int numMySamples = static_cast<int>(yval.size());
    TEUCHOS_TEST_FOR_EXCEPTION((i < 0 || i >= numMySamples), std::invalid_argument,
      ">>> ERROR (ROL::ProbabilityVector): index out of bounds in getProbability!");
    return yval[i];
  }

  void setProbability(const int i, const Real wt) {
    std::vector<Real> &yval = *(StdVector<Real>::getVector());
    int numMySamples = static_cast<int>(yval.size());
    TEUCHOS_TEST_FOR_EXCEPTION((i < 0 || i >= numMySamples), std::invalid_argument,
      ">>> ERROR (ROL::ProbabilityVector): index out of bounds in setProbability!");
    yval[i] = wt;
  }

  int getNumMyAtoms(void) const {
    int numMySamples = static_cast<int>(StdVector<Real>::getVector()->size());
    return numMySamples;
  }
};

template<class Real>
class PrimalProbabilityVector : public ProbabilityVector<Real> {
  typedef typename std::vector<Real>::size_type uint;
private:
  Teuchos::RCP<std::vector<Real> > scale_;
  mutable Teuchos::RCP<DualProbabilityVector<Real> > dual_vec_;
  mutable bool isDualInitialized_;

public:
  PrimalProbabilityVector(const Teuchos::RCP<std::vector<Real> > &vec,
                          const Teuchos::RCP<BatchManager<Real> > &bman,
                          const Teuchos::RCP<std::vector<Real> > &scale)
    : ProbabilityVector<Real>(vec,bman), scale_(scale),
      isDualInitialized_(false) {}

  Real dot(const Vector<Real> &x) const {
    const std::vector<Real> &xval = *(Teuchos::dyn_cast<const StdVector<Real> >(x).getVector());
    const std::vector<Real> &yval = *(StdVector<Real>::getVector());
    uint numMySamples = static_cast<uint>(yval.size());
    TEUCHOS_TEST_FOR_EXCEPTION( xval.size() != numMySamples, std::invalid_argument,
      "Error: Vectors must have the same dimension." );
    Real val(0), sum_val(0);
    for (uint i = 0; i < numMySamples; i++) {
      val += xval[i] * (*scale_)[i] * yval[i];
    }
    // Global sum
    BatchStdVector<Real>::getBatchManager()->sumAll(&val,&sum_val,1);
    return sum_val;
  }

  Teuchos::RCP<Vector<Real> > clone(void) const {
    uint numMySamples = static_cast<uint>(StdVector<Real>::getVector()->size());
    return Teuchos::rcp(new PrimalProbabilityVector(
           Teuchos::rcp(new std::vector<Real>(numMySamples)),
           BatchStdVector<Real>::getBatchManager(),scale_));
  }

  const Vector<Real> & dual(void) const {
    uint numMySamples = static_cast<uint>(StdVector<Real>::getVector()->size());
    if ( !isDualInitialized_ ) {
      dual_vec_ = Teuchos::rcp(new DualProbabilityVector<Real>(
                  Teuchos::rcp(new std::vector<Real>(numMySamples)),
                  BatchStdVector<Real>::getBatchManager(),scale_));
      isDualInitialized_ = true;
    }
    for (uint i = 0; i < numMySamples; ++i) {
      (*(dual_vec_->getVector()))[i]
        = (*scale_)[i]*(*StdVector<Real>::getVector())[i];
    }
    return *dual_vec_;
  }
};

template<class Real>
class DualProbabilityVector : public ProbabilityVector<Real> {
  typedef typename std::vector<Real>::size_type uint;
private:
  Teuchos::RCP<std::vector<Real> > scale_;
  mutable Teuchos::RCP<PrimalProbabilityVector<Real> > primal_vec_;
  mutable bool isDualInitialized_;

public:
  DualProbabilityVector(const Teuchos::RCP<std::vector<Real> > &vec,
                        const Teuchos::RCP<BatchManager<Real> > &bman,
                        const Teuchos::RCP<std::vector<Real> > &scale)
    : ProbabilityVector<Real>(vec,bman), scale_(scale),
      isDualInitialized_(false) {}

  Real dot(const Vector<Real> &x) const {
    const std::vector<Real> &xval = *(Teuchos::dyn_cast<const StdVector<Real> >(x).getVector());
    const std::vector<Real> &yval = *(StdVector<Real>::getVector());
    uint numMySamples = static_cast<uint>(yval.size());
    TEUCHOS_TEST_FOR_EXCEPTION( xval.size() != numMySamples, std::invalid_argument,
      "Error: Vectors must have the same dimension." );
    Real val(0), sum_val(0);
    for (uint i = 0; i < numMySamples; i++) {
      val += xval[i] * yval[i] / (*scale_)[i];
    }
    // Global sum
    BatchStdVector<Real>::getBatchManager()->sumAll(&val,&sum_val,1);
    return sum_val;
  }

  Teuchos::RCP<Vector<Real> > clone(void) const {
    uint numMySamples = static_cast<uint>(StdVector<Real>::getVector()->size());
    return Teuchos::rcp(new DualProbabilityVector(
           Teuchos::rcp(new std::vector<Real>(numMySamples)),
           BatchStdVector<Real>::getBatchManager(),scale_));
  }

  const Vector<Real> & dual(void) const {
    uint numMySamples = static_cast<uint>(StdVector<Real>::getVector()->size());
    if ( !isDualInitialized_ ) {
      primal_vec_ = Teuchos::rcp(new PrimalProbabilityVector<Real>(
                    Teuchos::rcp(new std::vector<Real>(numMySamples)),
                    BatchStdVector<Real>::getBatchManager(),scale_));
      isDualInitialized_ = true;
    }
    for (uint i = 0; i < numMySamples; i++) {
      (*(primal_vec_->getVector()))[i]
        = (*StdVector<Real>::getVector())[i]/(*scale_)[i];
    }
    return *primal_vec_;
  }
};

} // namespace ROL

#endif