Rename LinearProgramFunctor to ExponentialFunctor and add inverse var…

…iance parameter
vissarion · Feb 9, 2024 · f91d4a9 · f91d4a9
1 parent c9fb177
commit f91d4a9
Showing 1 changed file with 6 additions and 4 deletions.
diff --git a/include/ode_solvers/oracle_functors.hpp b/include/ode_solvers/oracle_functors.hpp
@@ -243,7 +243,7 @@ struct IsotropicLinearFunctor {
 };
 
 
-struct LinearProgramFunctor {
+struct ExponentialFunctor {
 
   // Sample from linear program c^T x (exponential density)
   template <
@@ -256,8 +256,10 @@ struct LinearProgramFunctor {
     NT m; // Strong convexity constant
     NT kappa; // Condition number
     Point c; // Coefficients of LP objective
+    NT a; // Inverse variance
 
-    parameters(Point c_) : order(2), L(1), m(1), kappa(1), c(c_) {};
+    parameters(Point c_) : order(2), L(1), m(1), kappa(1), c(c_), a(1.0) {};
+    parameters(Point c_, NT a_) : order(2), L(1), m(1), kappa(1), c(c_), a(a_) {};
 
   };
 
@@ -277,7 +279,7 @@ struct LinearProgramFunctor {
     Point operator() (unsigned int const& i, pts const& xs, NT const& t) const {
       if (i == params.order - 1) {
         Point y(params.c);
-        return (-1.0) * y;
+        return (-params.a) * y;
       } else {
         return xs[i + 1]; // returns derivative
       }
@@ -298,7 +300,7 @@ struct LinearProgramFunctor {
 
     // The index i represents the state vector index
     NT operator() (Point const& x) const {
-      return x.dot(params.c);
+      return params.a * x.dot(params.c);
     }
 
   };