686 lines
18 KiB
C++
686 lines
18 KiB
C++
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoRealBounds.h
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// (c) Marc Schoenauer 2001, Maarten Keijzer 2000, GeNeura Team, 1998
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: todos@geneura.ugr.es, http://geneura.ugr.es
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Marc.Schoenauer@polytechnique.fr
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mak@dhi.dk
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*/
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//-----------------------------------------------------------------------------
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#ifndef _eoRealBounds_h
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#define _eoRealBounds_h
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#include <stdexcept> // std::exceptions!
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#include <utils/eoRNG.h>
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/**
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\defgroup Real Vector of reals
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Set of classes related to continuous black-box optimization problems.
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Here are several examples of test programs using eoReal, eoEsSimple, eoEsStdev or eoEsFull to build an Evoution Strategies algorithm:
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@include t-eoESAll.cpp
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@include t-eoESFull.cpp
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@ingroup Representations
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*/
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/**
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\class eoRealBounds eoRealBounds.h es/eoRealBounds.h
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\ingroup Real
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Defines bound classes for real numbers.
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Scalar type:
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------------
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Basic class is eoRealBounds, a pure virtual.
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The following pure virtual methods are to be used in mutations:
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- void foldsInBounds(double &) that folds any value that falls out of
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the bounds back into the bounds, by bouncing on the limit (if any)
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- bool isInBounds(double) that simply says whether or not the argument
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is in the bounds
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- void truncate(double &) that set the argument to the bound value it
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it exceeds it
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So mutation can choose
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- iterate trying until they fall in bounds,
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- only try once and "restd::pair" by using the foldsInBounds method
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- only try once and restd::pair using the truncate method (will create a
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huge bias toward the bound if the soluiton is not far from the bounds)
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There is also a uniform() method that generates a uniform value
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(if possible, i.e. if bounded) in the interval.
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Derived class are
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eoRealInterval that holds a minimum and maximum value,
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eoRealNoBounds the "unbounded bounds" (-infinity, +infinity)
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eoRealBelowBound the half-bounded interval [min, +infinity)
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eoRealAboveBound the half-bounded interval (-infinity, max]
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THis file also contains the declaration of *the* global object that
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is the unbounded bound
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@ingroup Bounds
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*/
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class eoRealBounds : public eoPersistent
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{
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public:
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virtual ~eoRealBounds(){}
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/** Self-Test: true if ***both*** a min and a max
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*/
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virtual bool isBounded(void) const = 0;
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/** Self-Test: true if no min ***and*** no max
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* hence no further need to test/truncate/fold anything
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*/
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virtual bool hasNoBoundAtAll(void) const = 0;
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/** Self-Test: bounded from below???
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*/
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virtual bool isMinBounded(void) const = 0;
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/** Self-Test: bounded from above???
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*/
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virtual bool isMaxBounded(void) const = 0;
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/** Test on a value: is it in bounds?
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*/
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virtual bool isInBounds(double) const = 0;
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/** Put value back into bounds - by folding back and forth
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*/
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virtual void foldsInBounds(double &) const = 0;
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/** Put value back into bounds - by truncating to a boundary value
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*/
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virtual void truncate(double &) const = 0;
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/** get minimum value
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* std::exception if does not exist
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*/
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virtual double minimum() const = 0 ;
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/** get maximum value
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* std::exception if does not exist
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*/
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virtual double maximum() const = 0 ;
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/** get range
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* std::exception if unbounded
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*/
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virtual double range() const = 0;
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/** random generator of uniform numbers in bounds
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* std::exception if unbounded
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*/
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virtual double uniform(eoRng & _rng = eo::rng) const = 0;
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/** for memory managements - ugly */
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virtual eoRealBounds * dup() const = 0;
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};
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/** A default class for unbounded variables
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@ingroup Bounds
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*/
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class eoRealNoBounds : public eoRealBounds
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{
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public:
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virtual ~eoRealNoBounds(){}
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virtual bool isBounded(void) const {return false;}
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virtual bool hasNoBoundAtAll(void) const {return true;}
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virtual bool isMinBounded(void) const {return false;}
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virtual bool isMaxBounded(void) const {return false;}
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virtual void foldsInBounds(double &) const {return;}
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virtual void truncate(double &) const {return;}
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virtual bool isInBounds(double) const {return true;}
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virtual double minimum() const
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{
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throw std::logic_error("Trying to get minimum of unbounded eoRealBounds");
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}
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virtual double maximum() const
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{
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throw std::logic_error("Trying to get maximum of unbounded eoRealBounds");
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}
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virtual double range() const
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{
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throw std::logic_error("Trying to get range of unbounded eoRealBounds");
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}
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virtual double uniform(eoRng & _rng = eo::rng) const
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{
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(void)_rng;
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throw std::logic_error("Trying to generate uniform values in unbounded eoRealBounds");
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}
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// methods from eoPersistent
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/**
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* Read object.
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* @param _is A std::istream.
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* but reading should not be done here, because of bound problems
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* see eoRealVectorBounds
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*/
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virtual void readFrom(std::istream& _is)
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{
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(void)_is;
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throw std::runtime_error("Should not use eoRealBounds::readFrom");
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}
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/**
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* Write object. It's called printOn since it prints the object on a stream.
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* @param _os A std::ostream.
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*/
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virtual void printOn(std::ostream& _os) const
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{
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_os << "[-inf,+inf]";
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}
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/** for memory managements - ugly */
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virtual eoRealBounds * dup() const
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{
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return new eoRealNoBounds(*this);
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}
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};
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/** one object for all - see eoRealBounds.cpp
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@ingroup Bounds
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*/
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extern eoRealNoBounds eoDummyRealNoBounds;
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/**
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* fully bounded eoRealBound == interval
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@ingroup Bounds
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*/
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class eoRealInterval : public eoRealBounds
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{
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public :
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virtual ~eoRealInterval(){}
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/**
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Simple bounds = minimum and maximum (allowed)
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*/
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eoRealInterval(double _min=0, double _max=1) :
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repMinimum(_min), repMaximum(_max), repRange(_max-_min)
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{
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if (repRange<=0)
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throw std::logic_error("Void range in eoRealBounds");
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}
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// accessors
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virtual double minimum() const { return repMinimum; }
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virtual double maximum() const { return repMaximum; }
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virtual double range() const { return repRange; }
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// description
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virtual bool isBounded(void) const {return true;}
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virtual bool hasNoBoundAtAll(void) const {return false;}
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virtual bool isMinBounded(void) const {return true;}
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virtual bool isMaxBounded(void) const {return true;}
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virtual double uniform(eoRng & _rng = eo::rng) const
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{
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return repMinimum + _rng.uniform(repRange);
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}
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// says if a given double is within the bounds
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virtual bool isInBounds(double _r) const
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{
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if (_r < repMinimum)
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return false;
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if (_r > repMaximum)
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return false;
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return true;
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}
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// folds a value into bounds
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virtual void foldsInBounds(double & _r) const
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{
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long iloc;
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double dlargloc = 2 * range() ;
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if (fabs(_r) > 1.0E9) // iloc too large!
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{
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_r = uniform();
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return;
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}
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if ( (_r > maximum()) )
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{
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iloc = (long) ( (_r-minimum()) / dlargloc ) ;
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_r -= dlargloc * iloc ;
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if ( _r > maximum() )
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_r = 2*maximum() - _r ;
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}
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if (_r < minimum())
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{
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iloc = (long) ( (maximum()-_r) / dlargloc ) ;
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_r += dlargloc * iloc ;
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if (_r < minimum())
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_r = 2*minimum() - _r ;
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}
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}
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// truncates to the bounds
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virtual void truncate(double & _r) const
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{
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if (_r < repMinimum)
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_r = repMinimum;
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else if (_r > repMaximum)
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_r = repMaximum;
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return;
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}
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// methods from eoPersistent
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/**
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* Read object.
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* @param _is A std::istream.
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* but reading should not be done here, because of bound problems
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* see eoRealVectorBounds
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*/
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virtual void readFrom(std::istream& _is)
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{
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(void)_is;
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throw std::runtime_error("Should not use eoRealInterval::readFrom");
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}
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/**
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* Write object. It's called printOn since it prints the object on a stream.
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* @param _os A std::ostream.
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*/
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virtual void printOn(std::ostream& _os) const
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{
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_os << "[" << repMinimum << "," << repMaximum << "]";
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}
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/** for memory managements - ugly */
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virtual eoRealBounds * dup() const
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{
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return new eoRealInterval(*this);
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}
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private :
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double repMinimum;
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double repMaximum;
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double repRange; // to minimize operations ???
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};
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/**
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* an eoRealBound bounded from below only
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@ingroup Bounds
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*/
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class eoRealBelowBound : public eoRealBounds
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{
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public :
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virtual ~eoRealBelowBound(){}
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/**
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Simple bounds = minimum
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*/
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eoRealBelowBound(double _min=0) :
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repMinimum(_min)
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{}
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// accessors
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virtual double minimum() const { return repMinimum; }
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virtual double maximum() const
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{
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throw std::logic_error("Trying to get maximum of eoRealBelowBound");
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}
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virtual double range() const
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{
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throw std::logic_error("Trying to get range of eoRealBelowBound");
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}
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// random generators
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virtual double uniform(eoRng & _rng = eo::rng) const
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{
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(void)_rng;
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throw std::logic_error("Trying to generate uniform values in eoRealBelowBound");
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}
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// description
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virtual bool isBounded(void) const {return false;}
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virtual bool hasNoBoundAtAll(void) const {return false;}
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virtual bool isMinBounded(void) const {return true;}
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virtual bool isMaxBounded(void) const {return false;}
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// says if a given double is within the bounds
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virtual bool isInBounds(double _r) const
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{
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if (_r < repMinimum)
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return false;
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return true;
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}
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// folds a value into bounds
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virtual void foldsInBounds(double & _r) const
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{
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// easy as a pie: symmetry w.r.t. minimum
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if (_r < repMinimum) // nothing to do otherwise
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_r = 2*repMinimum - _r;
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return ;
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}
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// truncates to the bounds
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virtual void truncate(double & _r) const
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{
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if (_r < repMinimum)
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_r = repMinimum;
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return;
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}
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// methods from eoPersistent
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/**
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* Read object.
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* @param _is A std::istream.
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* but reading should not be done here, because of bound problems
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* see eoRealVectorBounds
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*/
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virtual void readFrom(std::istream& _is)
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{
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(void)_is;
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throw std::runtime_error("Should not use eoRealBelowBound::readFrom");
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}
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/**
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* Write object. It's called printOn since it prints the object on a stream.
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* @param _os A std::ostream.
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*/
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virtual void printOn(std::ostream& _os) const
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{
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_os << "[" << repMinimum << ",+inf]";
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}
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/** for memory managements - ugly */
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virtual eoRealBounds * dup() const
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{
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return new eoRealBelowBound(*this);
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}
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private :
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double repMinimum;
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};
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/**
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An eoRealBound bounded from above only
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*/
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class eoRealAboveBound : public eoRealBounds
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{
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public :
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virtual ~eoRealAboveBound(){}
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/**
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Simple bounds = minimum
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*/
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eoRealAboveBound(double _max=0) :
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repMaximum(_max)
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{}
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// accessors
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virtual double maximum() const { return repMaximum; }
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virtual double minimum() const
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{
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throw std::logic_error("Trying to get minimum of eoRealAboveBound");
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}
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virtual double range() const
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{
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throw std::logic_error("Trying to get range of eoRealAboveBound");
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}
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// random generators
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virtual double uniform(eoRng & _rng = eo::rng) const
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{
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(void)_rng;
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throw std::logic_error("Trying to generate uniform values in eoRealAboveBound");
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}
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// description
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virtual bool isBounded(void) const {return false;}
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virtual bool hasNoBoundAtAll(void) const {return false;}
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virtual bool isMinBounded(void) const {return false;}
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virtual bool isMaxBounded(void) const {return true;}
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// says if a given double is within the bounds
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virtual bool isInBounds(double _r) const
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{
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if (_r > repMaximum)
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return false;
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return true;
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}
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// folds a value into bounds
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virtual void foldsInBounds(double & _r) const
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{
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// easy as a pie: symmetry w.r.t. maximum
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if (_r > repMaximum) // nothing to do otherwise
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_r = 2*repMaximum - _r;
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return ;
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}
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// truncates to the bounds
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virtual void truncate(double & _r) const
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{
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if (_r > repMaximum)
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_r = repMaximum;
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return;
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}
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// methods from eoPersistent
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/**
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* Read object.
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* @param _is A std::istream.
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* but reading should not be done here, because of bound problems
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* see eoRealVectorBounds
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*/
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virtual void readFrom(std::istream& _is)
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{
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(void)_is;
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throw std::runtime_error("Should not use eoRealAboveBound::readFrom");
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}
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/**
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* Write object. It's called printOn since it prints the object on a stream.
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* @param _os A std::ostream.
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*/
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virtual void printOn(std::ostream& _os) const
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{
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_os << "[-inf," << repMaximum << "]";
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}
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/** for memory managements - ugly */
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virtual eoRealBounds * dup() const
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{
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return new eoRealAboveBound(*this);
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}
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private :
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double repMaximum;
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};
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//////////////////////// tentative for a general BOUND class that is constructed from a string
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/** A class that encapsulate all possible eoIntBounds.
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* Mandatory in order to read through the parser
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@ingroup Bounds
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*/
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class eoGeneralRealBounds : public eoRealBounds
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{
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public:
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/** Ctor: from a string, chooses the type of bound */
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eoGeneralRealBounds(std::string _s = "[-infinity,+infinity]")
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{
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repBound = getBoundsFromString(_s);
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}
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/** Need a Cpy Ctor because we are allocating memory */
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eoGeneralRealBounds(const eoGeneralRealBounds & _b):eoRealBounds(_b)
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{
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// replicate the embedded bound (I'm pretty sure there is another
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// way to do that !!!
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bool minBounded = _b.isMinBounded();
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bool maxBounded = _b.isMaxBounded();
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double minimum, maximum;
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const eoRealBounds & bb = _b.theBounds();
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if (minBounded) minimum = bb.minimum();
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if (maxBounded) maximum = bb.maximum();
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if (minBounded && maxBounded)
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repBound = new eoRealInterval(minimum, maximum);
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else if (!minBounded && !maxBounded) // no bound at all
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repBound = new eoRealNoBounds;
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else if (!minBounded && maxBounded)
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repBound = new eoRealAboveBound(maximum);
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else if (minBounded && !maxBounded)
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repBound = new eoRealBelowBound(minimum);
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}
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eoGeneralRealBounds& operator=(const eoGeneralRealBounds& _b)
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{
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// replicate the embedded bound (I'm pretty sure there is another
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// way to do that !!!
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bool minBounded = _b.isMinBounded();
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bool maxBounded = _b.isMaxBounded();
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double minimum, maximum;
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const eoRealBounds & bb = _b.theBounds();
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if (minBounded) minimum = bb.minimum();
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if (maxBounded) maximum = bb.maximum();
|
|
|
|
// first delete the embedded bounds if necessary
|
|
if (repBound)
|
|
delete repBound;
|
|
// now reallocate
|
|
if (minBounded && maxBounded)
|
|
repBound = new eoRealInterval(minimum, maximum);
|
|
else if (!minBounded && !maxBounded) // no bound at all
|
|
repBound = new eoRealNoBounds;
|
|
else if (!minBounded && maxBounded)
|
|
repBound = new eoRealAboveBound(maximum);
|
|
else if (minBounded && !maxBounded)
|
|
repBound = new eoRealBelowBound(minimum);
|
|
return (*this);
|
|
}
|
|
|
|
|
|
/** Need a Dtor because we allocate an actual bound */
|
|
~eoGeneralRealBounds()
|
|
{
|
|
delete repBound;
|
|
}
|
|
|
|
///// and now all methods from the embedded bounds
|
|
/** Self-Test: true if ***both*** a min and a max
|
|
*/
|
|
virtual bool isBounded(void) const {return repBound->isBounded();}
|
|
|
|
/** Self-Test: true if no min ***and*** no max
|
|
* hence no further need to test/truncate/fold anything
|
|
*/
|
|
virtual bool hasNoBoundAtAll(void) const {return repBound->hasNoBoundAtAll();}
|
|
|
|
/** Self-Test: bounded from below???
|
|
*/
|
|
virtual bool isMinBounded(void) const {return repBound->isMinBounded();}
|
|
|
|
/** Self-Test: bounded from above???
|
|
*/
|
|
virtual bool isMaxBounded(void) const {return repBound->isMaxBounded();}
|
|
|
|
/** Test on a value: is it in bounds?
|
|
*/
|
|
virtual bool isInBounds(double _x) const {return repBound->isInBounds(_x);}
|
|
|
|
/** Put value back into bounds - by folding back and forth
|
|
*/
|
|
virtual void foldsInBounds(double & _x) const {return repBound->foldsInBounds(_x);}
|
|
|
|
/** Put value back into bounds - by truncating to a boundary value
|
|
*/
|
|
virtual void truncate(double & _x) const {return repBound->truncate(_x);}
|
|
|
|
/** get minimum value
|
|
* std::exception if does not exist
|
|
*/
|
|
virtual double minimum() const {return repBound->minimum();}
|
|
/** get maximum value
|
|
* std::exception if does not exist
|
|
*/
|
|
virtual double maximum() const {return repBound->maximum();}
|
|
/** get range
|
|
* std::exception if unbounded
|
|
*/
|
|
virtual double range() const {return repBound->range();}
|
|
|
|
/** random generator of uniform numbers in bounds
|
|
* std::exception if unbounded
|
|
*/
|
|
virtual double uniform(eoRng & _rng = eo::rng) const {(void)_rng; return repBound->uniform();}
|
|
|
|
/** for memory managements - ugly */
|
|
virtual eoRealBounds * dup() const {return repBound->dup();}
|
|
|
|
/** for efficiency, it's better to use the embedded boud directly */
|
|
const eoRealBounds & theBounds() const { return *repBound;}
|
|
|
|
/** don't forget the printOn method -
|
|
* again that of the embedded bound
|
|
*/
|
|
virtual void printOn(std::ostream& _os) const
|
|
{
|
|
repBound->printOn(_os);
|
|
}
|
|
|
|
/** no readFrom ??? Have to check that later */
|
|
virtual void readFrom(std::istream& _is)
|
|
{
|
|
std::string s;
|
|
_is >> s;
|
|
if (repBound)
|
|
delete repBound;
|
|
repBound = getBoundsFromString(s);
|
|
}
|
|
|
|
private:
|
|
// reading from a string
|
|
eoRealBounds * getBoundsFromString(std::string);
|
|
|
|
eoRealBounds * repBound;
|
|
};
|
|
|
|
|
|
#endif
|