#include <ROL_RiskVector.hpp>

Inheritance diagram for ROL::RiskVector< Real >:

Public Member Functions
	RiskVector (Teuchos::ParameterList &parlist, const Teuchos::RCP< Vector< Real > > &vec, const Real stat=1)

	RiskVector (const Teuchos::RCP< Vector< Real > > &vec, const bool augmented=false)

	RiskVector (const Teuchos::RCP< Vector< Real > > &vec, const std::vector< Real > &stat, const bool augmented=true)

void	set (const Vector< Real > &x)
	Set \(y \leftarrow x\) where \(y = \mathtt{*this}\). More...

void	plus (const Vector< Real > &x)
	Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\). More...

void	scale (const Real alpha)
	Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\). More...

void	axpy (const Real alpha, const Vector< Real > &x)
	Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\). More...

Real	dot (const Vector< Real > &x) const
	Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\). More...

Real	norm (void) const
	Returns \( \\| y \\| \) where \(y = \mathtt{*this}\). More...

Teuchos::RCP< Vector< Real > >	clone (void) const
	Clone to make a new (uninitialized) vector. More...

const Vector< Real > &	dual (void) const
	Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout. More...

Teuchos::RCP< Vector< Real > >	basis (const int i) const
	Return i-th basis vector. More...

void	applyUnary (const Elementwise::UnaryFunction< Real > &f)

void	applyBinary (const Elementwise::BinaryFunction< Real > &f, const Vector< Real > &x)

Real	reduce (const Elementwise::ReductionOp< Real > &r) const

int	dimension (void) const
	Return dimension of the vector space. More...

Teuchos::RCP< const StdVector< Real > >	getStatistic (void) const

Teuchos::RCP< StdVector< Real > >	getStatistic (void)

Teuchos::RCP< const Vector< Real > >	getVector (void) const

Teuchos::RCP< Vector< Real > >	getVector (void)

const Real	getStatistic (const int i) const

void	getStatistic (std::vector< Real > &stat) const

void	setStatistic (const Real stat)

void	setStatistic (const std::vector< Real > &stat)

void	setVector (const Vector< Real > &vec)

Public Member Functions inherited from ROL::Vector< Real >
virtual	~Vector ()

virtual void	zero ()
	Set to zero vector. More...

virtual void	print (std::ostream &outStream) const

virtual std::vector< Real >	checkVector (const Vector< Real > &x, const Vector< Real > &y, const bool printToStream=true, std::ostream &outStream=std::cout) const
	Verify vector-space methods. More...

Private Attributes
Teuchos::RCP< std::vector< Real > >	stat_

Teuchos::RCP< StdVector< Real > >	stat_vec_

Teuchos::RCP< Vector< Real > >	vec_

bool	augmented_

int	nStat_

bool	isDualInitialized_

Teuchos::RCP< Vector< Real > >	dual_vec1_

Teuchos::RCP< RiskVector< Real > >	dual_vec_

Detailed Description

template<class Real>
class ROL::RiskVector< Real >

Definition at line 54 of file ROL_RiskVector.hpp.

Constructor & Destructor Documentation

◆ RiskVector() [1/3]

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	Teuchos::ParameterList &	parlist,
		const Teuchos::RCP< Vector< Real > > &	vec,
		const Real	stat = `1`
	)

inline

Definition at line 68 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::clone().

◆ RiskVector() [2/3]

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	const Teuchos::RCP< Vector< Real > > &	vec,
		const bool	augmented = `false`
	)

inline

Definition at line 88 of file ROL_RiskVector.hpp.

◆ RiskVector() [3/3]

template<class Real>

ROL::RiskVector< Real >::RiskVector	(	const Teuchos::RCP< Vector< Real > > &	vec,
		const std::vector< Real > &	stat,
		const bool	augmented = `true`
	)

inline

Definition at line 98 of file ROL_RiskVector.hpp.

Member Function Documentation

◆ set()

template<class Real>

void ROL::RiskVector< Real >::set ( const Vector< Real > & x )

inlinevirtual

Set \(y \leftarrow x\) where \(y = \mathtt{*this}\).

Parameters

[in] x is a vector.

On return \(\mathtt{*this} = x\). Uses zero and plus methods for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 109 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::RiskVector< Real >::set().

Referenced by ROL::RiskVector< Real >::set().

◆ plus()

template<class Real>

void ROL::RiskVector< Real >::plus ( const Vector< Real > & x )

inlinevirtual

Compute \(y \leftarrow y + x\), where \(y = \mathtt{*this}\).

Parameters

[in] x is the vector to be added to \(\mathtt{*this}\).

On return \(\mathtt{*this} = \mathtt{*this} + x\).

Implements ROL::Vector< Real >.

Definition at line 117 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::getStatistic(), ROL::RiskVector< Real >::getVector(), and ROL::RiskVector< Real >::plus().

Referenced by ROL::RiskVector< Real >::plus().

◆ scale()

template<class Real>

void ROL::RiskVector< Real >::scale ( const Real alpha )

inlinevirtual

Compute \(y \leftarrow \alpha y\) where \(y = \mathtt{*this}\).

Parameters

[in] alpha is the scaling of \(\mathtt{*this}\).

On return \(\mathtt{*this} = \alpha (\mathtt{*this}) \).

Implements ROL::Vector< Real >.

Definition at line 125 of file ROL_RiskVector.hpp.

◆ axpy()

template<class Real>

void ROL::RiskVector< Real >::axpy	(	const Real	alpha,
		const Vector< Real > &	x
	)

inlinevirtual

Compute \(y \leftarrow \alpha x + y\) where \(y = \mathtt{*this}\).

Parameters

[in]	alpha	is the scaling of x.
[in]	x	is a vector.

On return \(\mathtt{*this} = \mathtt{*this} + \alpha x \). Uses clone, set, scale and plus for the computation. Please overload if a more efficient implementation is needed.

Reimplemented from ROL::Vector< Real >.

Definition at line 132 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::getStatistic(), and ROL::RiskVector< Real >::getVector().

Referenced by ROL::RiskVector< Real >::axpy().

◆ dot()

template<class Real>

Real ROL::RiskVector< Real >::dot ( const Vector< Real > & x ) const

inlinevirtual

Compute \( \langle y,x \rangle \) where \(y = \mathtt{*this}\).

Parameters

[in] x is the vector that forms the dot product with \(\mathtt{*this}\).

Returns: The number equal to \(\langle \mathtt{*this}, x \rangle\).

Implements ROL::Vector< Real >.

Definition at line 140 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::dot(), ROL::RiskVector< Real >::getStatistic(), and ROL::RiskVector< Real >::getVector().

Referenced by ROL::RiskVector< Real >::dot(), and ROL::RiskVector< Real >::norm().

◆ norm()

template<class Real>

Real ROL::RiskVector< Real >::norm ( void ) const

inlinevirtual

Returns \( \| y \| \) where \(y = \mathtt{*this}\).

Returns: A nonnegative number equal to the norm of \(\mathtt{*this}\).

Implements ROL::Vector< Real >.

Definition at line 149 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::dot().

◆ clone()

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::RiskVector< Real >::clone ( void ) const

inlinevirtual

Clone to make a new (uninitialized) vector.

Returns: A reference-counted pointer to the cloned vector.

Provides the means of allocating temporary memory in ROL.

Implements ROL::Vector< Real >.

Definition at line 153 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::augmented_, and ROL::RiskVector< Real >::RiskVector().

◆ dual()

template<class Real>

const Vector<Real>& ROL::RiskVector< Real >::dual ( void ) const

inlinevirtual

Return dual representation of \(\mathtt{*this}\), for example, the result of applying a Riesz map, or change of basis, or change of memory layout.

Returns: A const reference to dual representation.

By default, returns the current object. Please overload if you need a dual representation.

Reimplemented from ROL::Vector< Real >.

Definition at line 158 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::dual_vec_, and ROL::RiskVector< Real >::setStatistic().

◆ basis()

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::RiskVector< Real >::basis ( const int i ) const

inlinevirtual

Return i-th basis vector.

Parameters

[in] i is the index of the basis function.

Returns: A reference-counted pointer to the basis vector with index i.

Overloading the basis is only required if the default gradient implementation is used, which computes a finite-difference approximation.

Reimplemented from ROL::Vector< Real >.

Definition at line 176 of file ROL_RiskVector.hpp.

◆ applyUnary()

template<class Real>

void ROL::RiskVector< Real >::applyUnary ( const Elementwise::UnaryFunction< Real > & f )

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 194 of file ROL_RiskVector.hpp.

◆ applyBinary()

template<class Real>

void ROL::RiskVector< Real >::applyBinary	(	const Elementwise::BinaryFunction< Real > &	f,
		const Vector< Real > &	x
	)

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 201 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::applyBinary(), ROL::RiskVector< Real >::getStatistic(), and ROL::RiskVector< Real >::getVector().

Referenced by ROL::RiskVector< Real >::applyBinary().

◆ reduce()

template<class Real>

Real ROL::RiskVector< Real >::reduce ( const Elementwise::ReductionOp< Real > & r ) const

inlinevirtual

Reimplemented from ROL::Vector< Real >.

Definition at line 209 of file ROL_RiskVector.hpp.

◆ dimension()

template<class Real>

int ROL::RiskVector< Real >::dimension ( void ) const

inlinevirtual

Return dimension of the vector space.

Returns: The dimension of the vector space, i.e., the total number of basis vectors.

Overload if the basis is overloaded.

Reimplemented from ROL::Vector< Real >.

Definition at line 218 of file ROL_RiskVector.hpp.

◆ getStatistic() [1/4]

template<class Real>

Teuchos::RCP<const StdVector<Real> > ROL::RiskVector< Real >::getStatistic ( void ) const

inline

Definition at line 229 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::stat_vec_.

Referenced by ROL::RiskVector< Real >::applyBinary(), ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::dot(), ROL::ConvexCombinationRiskMeasure< Real >::getGradient(), ROL::ConvexCombinationRiskMeasure< Real >::getHessVec(), ROL::StochasticProblem< Real >::getSolutionStatistic(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::RiskVector< Real >::plus(), ROL::ConvexCombinationRiskMeasure< Real >::reset(), ROL::CVaR< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::RiskVector< Real >::set(), and ROL::SimulatedObjectiveCVaR< Real >::value().

◆ getStatistic() [2/4]

template<class Real>

Teuchos::RCP<StdVector<Real> > ROL::RiskVector< Real >::getStatistic ( void )

inline

Definition at line 233 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::stat_vec_.

◆ getVector() [1/2]

template<class Real>

Teuchos::RCP<const Vector<Real> > ROL::RiskVector< Real >::getVector ( void ) const

inline

Definition at line 237 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::vec_.

Referenced by ROL::SimulatedEqualityConstraint< Real >::applyAdjointHessian(), ROL::SimulatedEqualityConstraint< Real >::applyAdjointJacobian(), ROL::RiskVector< Real >::applyBinary(), ROL::SimulatedEqualityConstraint< Real >::applyJacobian(), ROL::SimulatedEqualityConstraint< Real >::applyPreconditioner(), ROL::RiskVector< Real >::axpy(), ROL::RiskVector< Real >::dot(), ROL::ConvexCombinationRiskMeasure< Real >::getGradient(), ROL::ConvexCombinationRiskMeasure< Real >::getHessVec(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::RiskVector< Real >::plus(), ROL::ConvexCombinationRiskMeasure< Real >::reset(), ROL::CVaR< Real >::reset(), ROL::MeanVariance< Real >::reset(), ROL::ExpectationQuad< Real >::reset(), ROL::MeanDeviationFromTarget< Real >::reset(), ROL::MeanDeviation< Real >::reset(), ROL::RiskVector< Real >::set(), ROL::SimulatedEqualityConstraint< Real >::value(), and ROL::SimulatedObjectiveCVaR< Real >::value().

◆ getVector() [2/2]

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::RiskVector< Real >::getVector ( void )

inline

Definition at line 241 of file ROL_RiskVector.hpp.

References ROL::RiskVector< Real >::vec_.

◆ getStatistic() [3/4]

template<class Real>

const Real ROL::RiskVector< Real >::getStatistic ( const int i ) const

inline

Definition at line 248 of file ROL_RiskVector.hpp.

◆ getStatistic() [4/4]

template<class Real>

void ROL::RiskVector< Real >::getStatistic ( std::vector< Real > & stat ) const

inline

Definition at line 256 of file ROL_RiskVector.hpp.

◆ setStatistic() [1/2]

template<class Real>

void ROL::RiskVector< Real >::setStatistic ( const Real stat )

inline

Definition at line 263 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::dual(), ROL::QuantileRadiusQuadrangle< Real >::getGradient(), ROL::CVaR< Real >::getGradient(), ROL::MixedQuantileQuadrangle< Real >::getGradient(), ROL::FDivergence< Real >::getGradient(), ROL::ConvexCombinationRiskMeasure< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::QuantileRadiusQuadrangle< Real >::getHessVec(), ROL::CVaR< Real >::getHessVec(), ROL::MixedQuantileQuadrangle< Real >::getHessVec(), ROL::FDivergence< Real >::getHessVec(), ROL::ConvexCombinationRiskMeasure< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::SimulatedObjectiveCVaR< Real >::gradient(), ROL::HMCRObjective< Real >::gradient(), ROL::HMCRObjective< Real >::hessVec(), ROL::ConvexCombinationRiskMeasure< Real >::reset(), and ROL::StochasticProblem< Real >::setSolutionStatistic().

◆ setStatistic() [2/2]

template<class Real>

void ROL::RiskVector< Real >::setStatistic ( const std::vector< Real > & stat )

inline

Definition at line 269 of file ROL_RiskVector.hpp.

◆ setVector()

template<class Real>

void ROL::RiskVector< Real >::setVector ( const Vector< Real > & vec )

inline

Definition at line 275 of file ROL_RiskVector.hpp.

Referenced by ROL::QuantileRadiusQuadrangle< Real >::getGradient(), ROL::CVaR< Real >::getGradient(), ROL::MixedQuantileQuadrangle< Real >::getGradient(), ROL::FDivergence< Real >::getGradient(), ROL::ExpectationQuad< Real >::getGradient(), ROL::QuantileRadiusQuadrangle< Real >::getHessVec(), ROL::CVaR< Real >::getHessVec(), ROL::MixedQuantileQuadrangle< Real >::getHessVec(), ROL::FDivergence< Real >::getHessVec(), ROL::ExpectationQuad< Real >::getHessVec(), ROL::HMCRObjective< Real >::gradient(), and ROL::HMCRObjective< Real >::hessVec().

Member Data Documentation

◆ stat_

template<class Real>

Teuchos::RCP<std::vector<Real> > ROL::RiskVector< Real >::stat_

private

Definition at line 56 of file ROL_RiskVector.hpp.

◆ stat_vec_

template<class Real>

Teuchos::RCP<StdVector<Real> > ROL::RiskVector< Real >::stat_vec_

private

Definition at line 57 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::getStatistic().

◆ vec_

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::RiskVector< Real >::vec_

private

Definition at line 58 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::getVector().

◆ augmented_

template<class Real>

bool ROL::RiskVector< Real >::augmented_

private

Definition at line 60 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::clone().

◆ nStat_

template<class Real>

int ROL::RiskVector< Real >::nStat_

private

Definition at line 61 of file ROL_RiskVector.hpp.

◆ isDualInitialized_

template<class Real>

bool ROL::RiskVector< Real >::isDualInitialized_

mutableprivate

Definition at line 63 of file ROL_RiskVector.hpp.

◆ dual_vec1_

template<class Real>

Teuchos::RCP<Vector<Real> > ROL::RiskVector< Real >::dual_vec1_

mutableprivate

Definition at line 64 of file ROL_RiskVector.hpp.

◆ dual_vec_

template<class Real>

Teuchos::RCP<RiskVector<Real> > ROL::RiskVector< Real >::dual_vec_

mutableprivate

Definition at line 65 of file ROL_RiskVector.hpp.

Referenced by ROL::RiskVector< Real >::dual().

The documentation for this class was generated from the following file:

ROL_RiskVector.hpp

Public Member Functions

Private Attributes

Detailed Description

template<class Real> class ROL::RiskVector< Real >

Constructor & Destructor Documentation

◆ RiskVector() [1/3]

◆ RiskVector() [2/3]

◆ RiskVector() [3/3]

Member Function Documentation

◆ set()

◆ plus()

◆ scale()

◆ axpy()

◆ dot()

◆ norm()

◆ clone()

◆ dual()

◆ basis()

◆ applyUnary()

◆ applyBinary()

◆ reduce()

◆ dimension()

◆ getStatistic() [1/4]

◆ getStatistic() [2/4]

◆ getVector() [1/2]

◆ getVector() [2/2]

◆ getStatistic() [3/4]

◆ getStatistic() [4/4]

◆ setStatistic() [1/2]

◆ setStatistic() [2/2]

◆ setVector()

Member Data Documentation

◆ stat_

◆ stat_vec_

◆ vec_

◆ augmented_

◆ nStat_

◆ isDualInitialized_

◆ dual_vec1_

◆ dual_vec_

template<class Real>
class ROL::RiskVector< Real >