ROL_Uniform.hpp

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// @HEADER
// *****************************************************************************
//               Rapid Optimization Library (ROL) Package
//
// Copyright 2014 NTESS and the ROL contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef ROL_UNIFORM_HPP
#define ROL_UNIFORM_HPP
 
#include "ROL_Distribution.hpp"
#include "ROL_ParameterList.hpp"
 
namespace ROL {
 
template<class Real>
class Uniform : public Distribution<Real> {
private:
  Real a_;
  Real b_;
 
public: 
  Uniform(const Real lo = 0., const Real up = 1.)
    : a_((lo < up) ? lo : up), b_((up > lo) ? up : lo) {}
 
  Uniform(ROL::ParameterList &parlist) {
    a_ = parlist.sublist("SOL").sublist("Distribution").sublist("Uniform").get("Lower Bound",0.);
    b_ = parlist.sublist("SOL").sublist("Distribution").sublist("Uniform").get("Upper Bound",1.);
    Real tmp = a_;
    a_ = std::min(a_,b_);
    b_ = std::max(b_,tmp);
  }
 
  Real evaluatePDF(const Real input) const {
    return ((input >= a_ && input <= b_) ? 1.0/(b_-a_) : 0.0);
  }
 
  Real evaluateCDF(const Real input) const {
    return ((input < a_) ? 0.0 : ((input > b_) ? 1.0 : (input-a_)/(b_-a_)));
  }
 
  Real integrateCDF(const Real input) const {
    return ((input < a_) ? 0.0 : ((input > b_) ? input - 0.5*(a_+b_) : 
              0.5*std::pow(input-a_,2.0)/(b_-a_)));
  }
 
  Real invertCDF(const Real input) const {
    return a_ + input*(b_-a_);
  }
 
  Real moment(const size_t m) const {
    return (std::pow(b_,m+1)-std::pow(a_,m+1))/((Real)(m+1)*(b_-a_));
  }
 
  Real lowerBound(void) const {
    return a_;
  }
 
  Real upperBound(void) const {
    return b_;
  }
 
  void test(std::ostream &outStream = std::cout ) const {
    size_t size = 5;
    std::vector<Real> X(size,0.);
    std::vector<int> T(size,0);
    X[0] = a_-4.*(Real)rand()/(Real)RAND_MAX; 
    T[0] = 0;
    X[1] = a_; 
    T[1] = 1;
    X[2] = (b_-a_)*(Real)rand()/(Real)RAND_MAX + a_;
    T[2] = 0;
    X[3] = b_; 
    T[3] = 1;
    X[4] = b_+4.*(Real)rand()/(Real)RAND_MAX; 
    T[4] = 0;
    Distribution<Real>::test(X,T,outStream);
  }
};
 
}
 
#endif