44 #ifndef ROL_ARCSINE_HPP 45 #define ROL_ARCSINE_HPP 48 #include "Teuchos_ParameterList.hpp" 59 Arcsine(
const Real a = 0.,
const Real b = 1.)
60 : a_(std::min(a,b)), b_(std::max(a,b)) {}
62 Arcsine(Teuchos::ParameterList &parlist) {
63 a_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Arcsine").get(
"Lower Bound",0.);
64 b_ = parlist.sublist(
"SOL").sublist(
"Distribution").sublist(
"Arcsine").get(
"Upper Bound",1.);
67 b_ = std::max(b_,tmp);
71 return ((input <= a_) ? 0. : ((input >= b_) ? 0. :
72 1./(M_PI*std::sqrt((input-a_)*(b_-input)))));
76 return ((input <= a_) ? 0. : ((input >= b_) ? 1. :
77 2./M_PI * asin(std::sqrt((input-a_)/(b_-a_)))));
80 TEUCHOS_TEST_FOR_EXCEPTION(
true, std::invalid_argument,
81 ">>> ERROR (ROL::Arcsine): Arcsine integrateCDF not implemented!");
82 return ((input < 0.5*(a_+b_)) ? 0.0 : input);
86 Real x = std::pow(std::sin(0.5*M_PI*input),2);
87 return x*(b_-
a_) + a_;
91 Real mean = 0.5*(a_+
b_);
94 case 1: val = mean;
break;
95 case 2: val = std::pow(b_-a_,2)/8. + mean*mean;
break;
97 TEUCHOS_TEST_FOR_EXCEPTION(
true, std::invalid_argument,
98 ">>> ERROR (ROL::Arcsine): Arcsine moment not implemented for m > 2!");
111 void test(std::ostream &outStream = std::cout )
const {
113 std::vector<Real> X(size,0.);
114 std::vector<int> T(size,0);
115 X[0] = a_-4.*(Real)rand()/(Real)RAND_MAX;
119 X[2] = (b_-
a_)*(Real)rand()/(Real)RAND_MAX + a_;
123 X[4] = b_+4.*(Real)rand()/(Real)RAND_MAX;
Arcsine(const Real a=0., const Real b=1.)
Real evaluateCDF(const Real input) const
Real lowerBound(void) const
void test(std::ostream &outStream=std::cout) const
Real integrateCDF(const Real input) const
Real evaluatePDF(const Real input) const
Real moment(const size_t m) const
virtual void test(std::ostream &outStream=std::cout) const
Real upperBound(void) const
Real invertCDF(const Real input) const
Arcsine(Teuchos::ParameterList &parlist)