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Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type > Class Template Reference

Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion in another basis. More...

#include <Stokhos_HouseTriDiagPCEBasis.hpp>

Inheritance diagram for Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >:
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Collaboration diagram for Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >:
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Public Member Functions

 HouseTriDiagPCEBasis (ordinal_type p, const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce, const Stokhos::Sparse3Tensor< ordinal_type, value_type > &Cijk, bool limit_integration_order=false)
 Constructor.
 
 ~HouseTriDiagPCEBasis ()
 Destructor.
 
Implementation of Stokhos::OneDOrthogPolyBasis methods
virtual void getQuadPoints (ordinal_type quad_order, Teuchos::Array< value_type > &points, Teuchos::Array< value_type > &weights, Teuchos::Array< Teuchos::Array< value_type > > &values) const
 Get Gauss quadrature points, weights, and values of basis at points.
 
virtual Teuchos::RCP< OneDOrthogPolyBasis< ordinal_type, value_type > > cloneWithOrder (ordinal_type p) const
 Clone this object with the option of building a higher order basis.
 
value_type getNewCoeffs (ordinal_type i) const
 Get new coefficients in this new basis.
 
void transformCoeffsFromHouse (const value_type *in, value_type *out) const
 Map expansion coefficients from this basis to original.
 
- Public Member Functions inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
virtual ~RecurrenceBasis ()
 Destructor.
 
virtual ordinal_type order () const
 Return order of basis (largest monomial degree $P$).
 
virtual ordinal_type size () const
 Return total size of basis (given by order() + 1).
 
virtual const Teuchos::Array< value_type > & norm_squared () const
 Return array storing norm-squared of each basis polynomial.
 
virtual const value_type & norm_squared (ordinal_type i) const
 Return norm squared of basis polynomial i.
 
virtual Teuchos::RCP< Stokhos::Dense3Tensor< ordinal_type, value_type > > computeTripleProductTensor () const
 Compute triple product tensor.
 
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeSparseTripleProductTensor (ordinal_type order) const
 Compute triple product tensor.
 
virtual Teuchos::RCP< Teuchos::SerialDenseMatrix< ordinal_type, value_type > > computeDerivDoubleProductTensor () const
 Compute derivative double product tensor.
 
virtual void evaluateBases (const value_type &point, Teuchos::Array< value_type > &basis_pts) const
 Evaluate each basis polynomial at given point point.
 
virtual value_type evaluate (const value_type &point, ordinal_type order) const
 Evaluate basis polynomial given by order order at given point point.
 
virtual void print (std::ostream &os) const
 Print basis to stream os.
 
virtual const std::string & getName () const
 Return string name of basis.
 
virtual ordinal_type quadDegreeOfExactness (ordinal_type n) const
 
virtual ordinal_type coefficientGrowth (ordinal_type n) const
 Evaluate coefficient growth rule for Smolyak-type bases.
 
virtual ordinal_type pointGrowth (ordinal_type n) const
 Evaluate point growth rule for Smolyak-type bases.
 
virtual LevelToOrderFnPtr getSparseGridGrowthRule () const
 Get sparse grid level_to_order mapping function.
 
virtual void setSparseGridGrowthRule (LevelToOrderFnPtr ptr)
 Set sparse grid rule.
 
virtual void getRecurrenceCoefficients (Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
 Return recurrence coefficients defined by above formula.
 
virtual void evaluateBasesAndDerivatives (const value_type &point, Teuchos::Array< value_type > &vals, Teuchos::Array< value_type > &derivs) const
 Evaluate basis polynomials and their derivatives at given point point.
 
virtual void setQuadZeroTol (value_type tol)
 Set tolerance for zero in quad point generation.
 
- Public Member Functions inherited from Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >
 OneDOrthogPolyBasis ()
 Default constructor.
 
virtual ~OneDOrthogPolyBasis ()
 Destructor.
 
virtual void setSparseGridGrowthRule (LevelToOrderFnPtr ptr)=0
 Set sparse grid rule.
 

Implementation of Stokhos::RecurrenceBasis methods

typedef Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type
 
typedef Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
 
Teuchos::LAPACK< ordinal_type, value_type > lapack
 LAPACK routines.
 
Teuchos::BLAS< ordinal_type, value_type > blas
 BLAS routines.
 
bool limit_integration_order
 Flag indicating whether to limit the integration order.
 
ordinal_type pce_sz
 Size of PC expansion.
 
Teuchos::Array< value_type > pce_norms
 Basis norms.
 
Teuchos::Array< value_type > a
 Stores full set of alpha coefficients.
 
Teuchos::Array< value_type > b
 Stores full set of beta coefficients.
 
matrix_type basis_vecs
 Basis vectors.
 
vector_type new_pce
 Projection of pce in new basis.
 
virtual bool computeRecurrenceCoefficients (ordinal_type n, Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
 Compute recurrence coefficients.
 

Additional Inherited Members

- Public Types inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
typedef OneDOrthogPolyBasis< ordinal_type, value_type >::LevelToOrderFnPtr LevelToOrderFnPtr
 Function pointer needed for level_to_order mappings.
 
- Public Types inherited from Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >
typedef int(* LevelToOrderFnPtr) (int level, int growth)
 Function pointer needed for level_to_order mappings.
 
- Protected Member Functions inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
 RecurrenceBasis (const std::string &name, ordinal_type p, bool normalize, GrowthPolicy growth=SLOW_GROWTH)
 Constructor to be called by derived classes.
 
 RecurrenceBasis (ordinal_type p, const RecurrenceBasis &basis)
 Copy constructor with specified order.
 
virtual void setup ()
 Setup basis after computing recurrence coefficients.
 
void normalizeRecurrenceCoefficients (Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
 Normalize coefficients.
 
- Protected Attributes inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
std::string name
 Name of basis.
 
ordinal_type p
 Order of basis.
 
bool normalize
 Normalize basis.
 
GrowthPolicy growth
 Smolyak growth policy.
 
value_type quad_zero_tol
 Tolerance for quadrature points near zero.
 
LevelToOrderFnPtr sparse_grid_growth_rule
 Sparse grid growth rule (as determined by Pecos)
 
Teuchos::Array< value_type > alpha
 Recurrence $\alpha$ coefficients.
 
Teuchos::Array< value_type > beta
 Recurrence $\beta$ coefficients.
 
Teuchos::Array< value_type > delta
 Recurrence $\delta$ coefficients.
 
Teuchos::Array< value_type > gamma
 Recurrence $\gamma$ coefficients.
 
Teuchos::Array< value_type > norms
 Norms.
 

Detailed Description

template<typename ordinal_type, typename value_type>
class Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >

Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion in another basis.

Constructor & Destructor Documentation

◆ HouseTriDiagPCEBasis()

template<typename ordinal_type , typename value_type >
Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >::HouseTriDiagPCEBasis ( ordinal_type p,
const Stokhos::OrthogPolyApprox< ordinal_type, value_type > & pce,
const Stokhos::Sparse3Tensor< ordinal_type, value_type > & Cijk,
bool limit_integration_order = false )

Member Function Documentation

◆ cloneWithOrder()

template<typename ordinal_type , typename value_type >
Teuchos::RCP< Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type > > Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >::cloneWithOrder ( ordinal_type p) const
virtual

Clone this object with the option of building a higher order basis.

This method is following the Prototype pattern (see Design Pattern's textbook). The slight variation is that it allows the order of the polynomial to be modified, otherwise an exact copy is formed. The use case for this is creating basis functions for column indices in a spatially varying adaptive refinement context.

Implements Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >.

◆ computeRecurrenceCoefficients()

template<typename ordinal_type , typename value_type >
bool Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >::computeRecurrenceCoefficients ( ordinal_type n,
Teuchos::Array< value_type > & alpha,
Teuchos::Array< value_type > & beta,
Teuchos::Array< value_type > & delta,
Teuchos::Array< value_type > & gamma ) const
protectedvirtual

Compute recurrence coefficients.

Implements Stokhos::RecurrenceBasis< ordinal_type, value_type >.

◆ getQuadPoints()

template<typename ordinal_type , typename value_type >
void Stokhos::HouseTriDiagPCEBasis< ordinal_type, value_type >::getQuadPoints ( ordinal_type quad_order,
Teuchos::Array< value_type > & points,
Teuchos::Array< value_type > & weights,
Teuchos::Array< Teuchos::Array< value_type > > & values ) const
virtual

Get Gauss quadrature points, weights, and values of basis at points.

Reimplemented from Stokhos::RecurrenceBasis< ordinal_type, value_type >.

References Stokhos::RecurrenceBasis< ordinal_type, value_type >::getQuadPoints().


The documentation for this class was generated from the following files: