pm_distEggBox Module Reference

This module contains classes and procedures for computing various statistical quantities related to the mathematical EggBox density function. More...

Data Types
interface	getEggBoxLogUDF
	Generate and return the natural logarithm of the EggBox density function at the specified input point X. More...

Variables
character(*, SK), parameter	MODULE_NAME = "@pm_distEggBox"

Detailed Description

This module contains classes and procedures for computing various statistical quantities related to the mathematical EggBox density function.

The EggBox density function is frequently used in testing the efficiency of optimization and sampling algorithms.
Given a value \(x\in\mathbb{R}^n\), the EggBox function with the (intercept, location, scale, shape) parameters \((\zeta, \mu, \sigma, \alpha)\) is defined as,

\begin{equation} f(x) = \exp\left( \left[ \zeta + \prod_{i = 1}^{i = n} \cos\left(\pi\frac{x_i - \mu_i}{\sigma_i}\right)\right]^\alpha \right) ~, \end{equation}

where \(\pi\) in the right-hand-side expression is the number \(\ms{Pi}\).

Test:

test_pm_distEggBox

Final Remarks ⛓

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Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, Oct 16, 2009, 11:14 AM, Michigan

Variable Documentation

MODULE_NAME

character(*, SK), parameter pm_distEggBox::MODULE_NAME = "@pm_distEggBox"

Definition at line 43 of file pm_distEggBox.F90.