本文整理汇总了C++中checkInputs函数的典型用法代码示例。如果您正苦于以下问题:C++ checkInputs函数的具体用法?C++ checkInputs怎么用?C++ checkInputs使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了checkInputs函数的20个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于我们的系统推荐出更棒的C++代码示例。
示例1: ConvexCombinationRiskMeasure
/** \brief Constructor.
@param[in] parlist is a parameter list specifying inputs
parlist should contain sublists "SOL"->"Risk Measure"->"Convex Combination Risk Measure" and
within the "Convex Combination Risk Measure" sublist should have the following parameters
\li "Convex Combination Parameters" (greater than 0 and sum to 1)
\li Sublists labeled 1 to n with risk measure definitions.
*/
ConvexCombinationRiskMeasure(Teuchos::ParameterList &parlist)
: RiskMeasure<Real>(), size_(0), firstReset_(true) {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Convex Combination Risk Measure");
// Get convex combination parameters
Teuchos::Array<Real> lambda
= Teuchos::getArrayFromStringParameter<Real>(list,"Convex Combination Parameters");
lambda_ = lambda.toVector();
size_ = lambda_.size();
// Build risk measures
risk_.clear(); risk_.resize(size_,Teuchos::null);
parlist_.clear(); parlist_.resize(size_);
for (uint i = 0; i < size_; ++i) {
std::ostringstream convert;
convert << i;
std::string si = convert.str();
Teuchos::ParameterList &ilist = list.sublist(si);
std::string name = ilist.get<std::string>("Name");
parlist_[i].sublist("SOL").sublist("Risk Measure").set("Name",name);
parlist_[i].sublist("SOL").sublist("Risk Measure").sublist(name) = ilist;
risk_[i] = RiskMeasureFactory<Real>(parlist_[i]);
}
// Check inputs
checkInputs();
}
开发者ID:nschloe,项目名称:Trilinos,代码行数:34,代码来源:ROL_ConvexCombinationRiskMeasure.hpp
示例2: CapFloorTermVolatilityStructure
// fixed reference date, fixed market data
CapFloorTermVolSurface::CapFloorTermVolSurface(
const Date& settlementDate,
const Calendar& calendar,
BusinessDayConvention bdc,
const std::vector<Period>& optionTenors,
const std::vector<Rate>& strikes,
const Matrix& vols,
const DayCounter& dc)
: CapFloorTermVolatilityStructure(settlementDate, calendar, bdc, dc),
nOptionTenors_(optionTenors.size()),
optionTenors_(optionTenors),
optionDates_(nOptionTenors_),
optionTimes_(nOptionTenors_),
nStrikes_(strikes.size()),
strikes_(strikes),
volHandles_(vols.rows()),
vols_(vols)
{
checkInputs();
initializeOptionDatesAndTimes();
// fill dummy handles to allow generic handle-based computations later
for (Size i=0; i<nOptionTenors_; ++i) {
volHandles_[i].resize(nStrikes_);
for (Size j=0; j<nStrikes_; ++j)
volHandles_[i][j] = Handle<Quote>(boost::shared_ptr<Quote>(new
SimpleQuote(vols_[i][j])));
}
interpolate();
}
开发者ID:21hub,项目名称:QuantLib,代码行数:30,代码来源:capfloortermvolsurface.cpp
示例3: mexFunction
///////////////////////////////////////////////////////////////////////////
// Main entry point to a MEX function
///////////////////////////////////////////////////////////////////////////
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
// Ensure MATLAB's GPU support is available.
mxInitGPU();
// Check inputs to mex function
checkInputs(nrhs, prhs);
// Convert mxArray inputs into OpenCV types
cv::Ptr<cv::gpu::GpuMat> frame1 = ocvMxGpuArrayToGpuMat_uint8(prhs[0]);
cv::Ptr<cv::gpu::GpuMat> frame2 = ocvMxGpuArrayToGpuMat_uint8(prhs[1]);
// Allocate output matrix
int outRows = frame1->rows ;
int outCols = frame1->cols ;
cv::gpu::GpuMat flowx((int)outRows, (int)outCols, CV_32FC1);
cv::gpu::GpuMat flowy((int)outRows, (int)outCols, CV_32FC1);
cv::gpu::FarnebackOpticalFlow d_calc;
// Run the OpenCV template matching routine
d_calc(*frame1, *frame2, flowx, flowy);
// Put the data back into the output MATLAB gpuArray
plhs[0] = ocvMxGpuArrayFromGpuMat_single(flowx);
plhs[1] = ocvMxGpuArrayFromGpuMat_single(flowy);
}
开发者ID:bennix,项目名称:fishtrackercnn,代码行数:30,代码来源:FarnebackOpticalFlow_GPU.cpp
示例4: gesv
// Supports arbitrary batch dimensions for self and A
std::tuple<Tensor,Tensor> gesv(const Tensor& self, const Tensor& A) {
if (self.dim() <= 2 && A.dim() <= 2) {
// TODO: #7102: It's not necessary to have gesv (single) bindings for both
// TH and ATen. We should remove the TH gesv bindings, especially
// since the lapackGesv function is already in ATen.
return at::_gesv_single(self, A);
}
checkInputs(self, A);
// broadcast the batch dimensions of self and A.
IntList self_batch_sizes(self.sizes().data(), self.ndimension() - 2);
IntList A_batch_sizes(A.sizes().data(), A.ndimension() - 2);
std::vector<int64_t> expand_batch_portion =
infer_size(self_batch_sizes, A_batch_sizes);
std::vector<int64_t> self_expand_size({expand_batch_portion});
self_expand_size.insert(self_expand_size.end(),
{ self.size(-2), self.size(-1) });
std::vector<int64_t> A_expand_size({expand_batch_portion});
A_expand_size.insert(A_expand_size.end(),
{ A.size(-2), A.size(-1) });
Tensor self_broadcasted = self.expand(self_expand_size);
Tensor A_broadcasted = A.expand(A_expand_size);
return self.type()._gesv_helper(self_broadcasted, A_broadcasted);
}
开发者ID:gtgalone,项目名称:pytorch,代码行数:29,代码来源:Gesv.cpp
示例5: evaluate
void SQICInternal::evaluate() {
if (inputs_check_) checkInputs();
std::copy(input(QP_SOLVER_X0).begin(), input(QP_SOLVER_X0).end(), x_.begin());
std::fill(x_.begin()+n_, x_.end(), 0);
std::transform(input(QP_SOLVER_LAM_X0).begin(), input(QP_SOLVER_LAM_X0).end(), rc_.begin(),
negate<double>());
std::fill(rc_.begin()+n_, rc_.end(), 0);
std::copy(input(QP_SOLVER_LBX).begin(), input(QP_SOLVER_LBX).end(), bl_.begin());
std::copy(input(QP_SOLVER_UBX).begin(), input(QP_SOLVER_UBX).end(), bu_.begin());
std::copy(input(QP_SOLVER_LBA).begin(), input(QP_SOLVER_LBA).end(), bl_.begin()+n_);
std::copy(input(QP_SOLVER_UBA).begin(), input(QP_SOLVER_UBA).end(), bu_.begin()+n_);
for (int i=0;i<n_+nc_+1;++i) {
if (bl_[i]==-std::numeric_limits<double>::infinity()) bl_[i]=-inf_;
if (bu_[i]==std::numeric_limits<double>::infinity()) bu_[i]=inf_;
}
formatA_.setInput(input(QP_SOLVER_A), 0);
formatA_.setInput(input(QP_SOLVER_G), 1);
formatA_.evaluate();
sqicSolve(&output(QP_SOLVER_COST).data()[0]);
std::copy(x_.begin(), x_.begin()+n_, output(QP_SOLVER_X).begin());
std::transform(rc_.begin(), rc_.begin()+n_, output(QP_SOLVER_LAM_X).begin(), negate<double>());
std::transform(rc_.begin()+n_, rc_.begin()+n_+nc_, output(QP_SOLVER_LAM_A).begin(),
negate<double>());
output(QP_SOLVER_COST)[0]+= x_[n_+nc_];
}
开发者ID:tmmsartor,项目名称:casadi,代码行数:34,代码来源:sqic_internal.cpp
示例6: checkInputs
SceneType MainCharacter::animate(Scene &scene, float delta) {
checkInputs();
move(scene, delta);
createTransformationMatrix();
return scene.sceneType;
}
开发者ID:nemcek,项目名称:Pokemon-3D,代码行数:7,代码来源:MainCharacter.cpp
示例7: SwaptionVolatilityDiscrete
// fixed reference date, floating market data
SwaptionVolatilityMatrix::SwaptionVolatilityMatrix(
const Date& refDate,
const Calendar& cal,
BusinessDayConvention bdc,
const std::vector<Period>& optionT,
const std::vector<Period>& swapT,
const std::vector<std::vector<Handle<Quote> > >& vols,
const DayCounter& dc,
const bool flatExtrapolation,
const std::vector<std::vector<Real> >& shifts)
: SwaptionVolatilityDiscrete(optionT, swapT, refDate, cal, bdc, dc),
volHandles_(vols), shiftValues_(shifts),
volatilities_(vols.size(), vols.front().size()),
shifts_(vols.size(), vols.front().size(), 0.0) {
checkInputs(volatilities_.rows(), volatilities_.columns(),
shifts.size(), shifts.size() == 0 ? 0 : shifts.front().size());
registerWithMarketData();
if (flatExtrapolation) {
interpolation_ =
FlatExtrapolator2D(boost::make_shared<BilinearInterpolation>(
swapLengths_.begin(), swapLengths_.end(),
optionTimes_.begin(), optionTimes_.end(), volatilities_));
interpolationShifts_ =
FlatExtrapolator2D(boost::make_shared<BilinearInterpolation>(
swapLengths_.begin(), swapLengths_.end(),
optionTimes_.begin(), optionTimes_.end(), shifts_));
} else {
interpolation_ = BilinearInterpolation(
swapLengths_.begin(), swapLengths_.end(), optionTimes_.begin(),
optionTimes_.end(), volatilities_);
interpolationShifts_ = BilinearInterpolation(
swapLengths_.begin(), swapLengths_.end(), optionTimes_.begin(),
optionTimes_.end(), shifts_);
}
}
开发者ID:fder78,项目名称:MyQuantLib,代码行数:36,代码来源:swaptionvolmatrix.cpp
示例8: ExpUtility
/** \brief Constructor.
@param[in] parlist is a parameter list specifying inputs
parlist should contain sublists "SOL"->"Risk Measures"->"Exponential Utility"
and withing the "Exponential Utility" sublist should have
\li "Rate" (greater than 0).
*/
ExpUtility(Teuchos::ParameterList &parlist)
: RiskMeasure<Real>(), firstReset_(true) {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Exponential Utility");
coeff_ = list.get<Real>("Rate");
checkInputs();
}
开发者ID:uppatispr,项目名称:trilinos-official,代码行数:15,代码来源:ROL_ExpUtility.hpp
示例9: LogExponentialQuadrangle
/** \brief Constructor.
@param[in] parlist is a parameter list specifying inputs
parlist should contain sublists "SOL"->"Risk Measures"->"Log-Exponential Quadrangle"
and withing the "Log-Exponential Quadrangle" sublist should have
\li "Rate" (greater than 0).
*/
LogExponentialQuadrangle(Teuchos::ParameterList &parlist)
: ExpectationQuad<Real>() {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Log-Exponential Quadrangle");
coeff_ = list.get<Real>("Rate");
checkInputs();
}
开发者ID:cihanuq,项目名称:Trilinos,代码行数:15,代码来源:ROL_LogExponentialQuadrangle.hpp
示例10: checkInputs
stList *getMatchingWithCyclicConstraints(stSortedSet *nodes,
stList *adjacencyEdges, stList *stubEdges, stList *chainEdges,
bool makeStubCyclesDisjoint,
stList *(*matchingAlgorithm)(stList *edges, int64_t nodeNumber)) {
/*
* Check the inputs.
*/
checkInputs(nodes, adjacencyEdges, stubEdges, chainEdges);
st_logDebug("Checked the inputs\n");
if (stSortedSet_size(nodes) == 0) { //Some of the following functions assume there are at least 2 nodes.
return stList_construct();
}
stList *chosenEdges = getPerfectMatching(nodes, adjacencyEdges, matchingAlgorithm);
stSortedSet *allAdjacencyEdges = stList_getSortedSet(adjacencyEdges,
(int(*)(const void *, const void *)) stIntTuple_cmpFn);
stList *nonZeroWeightAdjacencyEdges = getEdgesWithGreaterThanZeroWeight(
adjacencyEdges);
stList *updatedChosenEdges = makeMatchingObeyCyclicConstraints(nodes, chosenEdges, allAdjacencyEdges, nonZeroWeightAdjacencyEdges, stubEdges, chainEdges, makeStubCyclesDisjoint);
stList_destruct(chosenEdges);
chosenEdges = updatedChosenEdges;
stList_destruct(nonZeroWeightAdjacencyEdges);
stSortedSet_destruct(allAdjacencyEdges);
return chosenEdges;
}
开发者ID:benedictpaten,项目名称:matchingAndOrdering,代码行数:30,代码来源:cycleConstraintMatchingAlgorithms.c
示例11: reversion_
// floating reference date, fixed market data
SwaptionVolatilityHullWhite::SwaptionVolatilityHullWhite(const Real reversion, const Handle<YieldTermStructure>& yts, const boost::shared_ptr<SwapIndex> indexBase,
const Calendar& cal,
BusinessDayConvention bdc,
const std::vector<Period>& optionT,
const std::vector<Period>& swapT,
const Matrix& vols,
const DayCounter& dc)
: reversion_(reversion),yts_(yts),indexBase_(indexBase),SwaptionVolatilityDiscrete(optionT, swapT, 0, cal, bdc, dc),
volHandles_(vols.rows()),
hwsigmas_(vols.rows(), vols.columns()),
volatilities_(vols.rows(), vols.columns()) {
checkInputs(vols.rows(), vols.columns());
// fill dummy handles to allow generic handle-based
// computations later on
for (Size i=0; i<vols.rows(); ++i) {
volHandles_[i].resize(vols.columns());
for (Size j=0; j<vols.columns(); ++j)
volHandles_[i][j] = Handle<Quote>(boost::shared_ptr<Quote>(new
SimpleQuote(vols[i][j])));
}
interpolation_ =
BilinearInterpolation(swapLengths_.begin(), swapLengths_.end(),
optionTimes_.begin(), optionTimes_.end(),
volatilities_);
interpolationSigma_ =
BilinearInterpolation(swapLengths_.begin(), swapLengths_.end(),
optionTimes_.begin(), optionTimes_.end(),
hwsigmas_);
}
开发者ID:cathie912jin,项目名称:quantlib,代码行数:32,代码来源:swaptionvolhullwhite.cpp
示例12: MixedQuantileQuadrangle
MixedQuantileQuadrangle(const std::vector<Real> &prob,
const std::vector<Real> &coeff,
const Teuchos::RCP<PlusFunction<Real> > &pf )
: RiskMeasure<Real>(), plusFunction_(pf), prob_(prob), coeff_(coeff), firstReset_(true) {
checkInputs();
initialize();
}
开发者ID:mhoemmen,项目名称:Trilinos,代码行数:7,代码来源:ROL_MixedQuantileQuadrangle.hpp
示例13: BlackAtmVolCurve
// floating reference date, floating market data
AbcdAtmVolCurve::AbcdAtmVolCurve(
Natural settlDays,
const Calendar& cal,
const std::vector<Period>& optionTenors,
const std::vector<Handle<Quote> >& volsHandles,
const std::vector<bool> inclusionInInterpolationFlag,
BusinessDayConvention bdc,
const DayCounter& dc)
: BlackAtmVolCurve(settlDays, cal, bdc, dc),
nOptionTenors_(optionTenors.size()),
optionTenors_(optionTenors),
optionDates_(nOptionTenors_),
optionTimes_(nOptionTenors_),
actualOptionTimes_(nOptionTenors_),
volHandles_(volsHandles),
vols_(volsHandles.size()),
actualVols_(volsHandles.size()),
inclusionInInterpolation_(inclusionInInterpolationFlag),
interpolation_(boost::shared_ptr<AbcdInterpolation>()) // do not initialize with nOptionTenors_
{
checkInputs();
initializeOptionDatesAndTimes();
initializeVolatilities();
registerWithMarketData();
for (Size i=0; i<vols_.size(); ++i)
vols_[i] = volHandles_[i]->value();
interpolate();
}
开发者ID:21hub,项目名称:QuantLib,代码行数:29,代码来源:abcdatmvolcurve.cpp
示例14: SingletonKusuoka
SingletonKusuoka( const std::vector<Real> &pts, const std::vector<Real> &wts,
const Teuchos::RCP<PlusFunction<Real> > &pf)
: RiskMeasure<Real>() {
buildMixedQuantile(pts,wts,pf);
// Check inputs
checkInputs();
}
开发者ID:uppatispr,项目名称:trilinos-official,代码行数:7,代码来源:ROL_SingletonKusuoka.hpp
示例15: MeanVarianceQuadrangle
/** \brief Constructor.
@param[in] parlist is a parameter list specifying inputs
parlist should contain sublists "SOL"->"Risk Measure"->"Mean-Variance Quadrangle" and
within the "Mean-Variance Quadrangle" sublist should have the following parameters
\li "Coefficient" (array of positive scalars).
*/
MeanVarianceQuadrangle(Teuchos::ParameterList &parlist)
: ExpectationQuad<Real>() {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Mean-Variance Quadrangle");
coeff_ = list.get<Real>("Coefficient");
checkInputs();
}
开发者ID:cihanuq,项目名称:Trilinos,代码行数:15,代码来源:ROL_MeanVarianceQuadrangle.hpp
示例16: SuperQuantileQuadrangle
SuperQuantileQuadrangle(const Real alpha,
const int nQuad,
const Teuchos::RCP<PlusFunction<Real> > &pf,
const bool useGauss = true)
: SpectralRisk<Real>(), plusFunction_(pf),
alpha_(alpha), nQuad_(nQuad), useGauss_(useGauss) {
// Check inputs
checkInputs();
initialize();
}
开发者ID:trilinos,项目名称:Trilinos,代码行数:10,代码来源:ROL_SuperQuantileQuadrangle.hpp
示例17: QuantileRadiusQuadrangle
QuantileRadiusQuadrangle( Teuchos::ParameterList &parlist )
: RiskMeasure<Real>(), firstReset_(true) {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Quantile-Radius Quadrangle");
// Grab probability and coefficient arrays
prob_ = list.get<Real>("Confidence Level");
coeff_ = list.get<Real>("Coefficient");
// Build (approximate) plus function
plusFunction_ = Teuchos::rcp(new PlusFunction<Real>(list));
checkInputs();
initialize();
}
开发者ID:mhoemmen,项目名称:Trilinos,代码行数:12,代码来源:ROL_QuantileRadiusQuadrangle.hpp
示例18: CVaR
CVaR( Teuchos::ParameterList &parlist )
: RiskMeasure<Real>(), xvar_(0), vvar_(0), firstReset_(true) {
Teuchos::ParameterList &list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("CVaR");
// Check CVaR inputs
prob_ = list.get<Real>("Confidence Level");
coeff_ = list.get<Real>("Convex Combination Parameter");
// Build (approximate) plus function
plusFunction_ = Teuchos::rcp(new PlusFunction<Real>(list));
// Check Inputs
checkInputs();
}
开发者ID:agrippa,项目名称:Trilinos,代码行数:12,代码来源:ROL_CVaR.hpp
示例19: LogQuantileQuadrangle
/** \brief Constructor.
@param[in] parlist is a parameter list specifying inputs
parlist should contain sublists "SOL"->"Risk Measures"->"Log-Quantile Quadrangle"
and withing the "Log-Quantile Quadrangle" sublist should have
\li "Slope for Linear Growth" (between 0 and 1)
\li "Rate for Exponential Growth" (must be positive)
\li "Smoothing Parameter" (must be positive)
\li A sublist for plus function information.
*/
LogQuantileQuadrangle(Teuchos::ParameterList &parlist)
: ExpectationQuad<Real>() {
Teuchos::ParameterList& list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Log-Quantile Quadrangle");
// Check CVaR inputs
alpha_ = list.get<Real>("Slope for Linear Growth");
rate_ = list.get<Real>("Rate for Exponential Growth");
eps_ = list.get<Real>("Smoothing Parameter");
// Build plus function
pf_ = Teuchos::rcp( new PlusFunction<Real>(list) );
checkInputs();
}
开发者ID:cihanuq,项目名称:Trilinos,代码行数:23,代码来源:ROL_LogQuantileQuadrangle.hpp
示例20: LogQuantileQuadrangle
LogQuantileQuadrangle(Teuchos::ParameterList &parlist)
: ExpectationQuad<Real>() {
Teuchos::ParameterList& list
= parlist.sublist("SOL").sublist("Risk Measure").sublist("Log-Quantile Quadrangle");
// Check CVaR inputs
prob_ = list.get<Real>("Confidence Level");
scale_ = list.get<Real>("Growth Constant");
eps_ = list.get<Real>("Smoothing Parameter");
// Build plus function
pf_ = Teuchos::rcp( new PlusFunction<Real>(list) );
checkInputs();
}
开发者ID:agrippa,项目名称:Trilinos,代码行数:12,代码来源:ROL_LogQuantileQuadrangle.hpp
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