Stokhos_LanczosPCEBasis.hpp

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#ifndef STOKHOS_LANCZOSPCEBASIS_HPP
#define STOKHOS_LANCZOSPCEBASIS_HPP
 
#include "Teuchos_RCP.hpp"
#include "Teuchos_Array.hpp"
#include "Teuchos_SerialDenseVector.hpp"
 
#include "Stokhos_RecurrenceBasis.hpp"
#include "Stokhos_OrthogPolyApprox.hpp"
#include "Stokhos_Quadrature.hpp"
#include "Stokhos_Lanczos.hpp"
 
namespace Stokhos {
 
  template <typename ord_type, typename val_type>
  class DiagonalOperator {
  public:
    typedef ord_type ordinal_type;
    typedef val_type value_type;
    typedef Teuchos::SerialDenseVector<ordinal_type, value_type> vector_type;
 
    DiagonalOperator(const vector_type& A_): A(A_), n(A.length()) {}
    
    void 
    apply(const vector_type& u, vector_type& v) const {
      for (ordinal_type j=0; j<n; j++)
        v[j] = A[j]*u[j];
    }
 
  protected:
 
    const vector_type& A;
    ordinal_type n;
 
  };
 
 
  template <typename ordinal_type, typename value_type>
  class LanczosPCEBasis : 
    public RecurrenceBasis<ordinal_type, value_type> {
  public:
 
 
    LanczosPCEBasis(
      ordinal_type p,
      const Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> >& pce,
      const Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
      bool normalize,
      bool limit_integration_order);
 
    ~LanczosPCEBasis();
 
 
 
    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;
 
    virtual Teuchos::RCP<OneDOrthogPolyBasis<ordinal_type,value_type> > cloneWithOrder(ordinal_type p) const;
 
 
    value_type getNewCoeffs(ordinal_type i) const;
 
    void transformCoeffsFromLanczos(const value_type *in, 
              value_type *out) const;
 
  protected:
 
 
 
    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;
 
    virtual void setup();
 
 
    LanczosPCEBasis(ordinal_type p, const LanczosPCEBasis& basis);
 
  private:
 
    // Prohibit copying
    LanczosPCEBasis(const LanczosPCEBasis&);
 
    // Prohibit Assignment
    LanczosPCEBasis& operator=(const LanczosPCEBasis& b);
 
  protected:
 
    typedef WeightedVectorSpace<ordinal_type,value_type> vectorspace_type;
    typedef DiagonalOperator<ordinal_type,value_type> operator_type;
    typedef Stokhos::Lanczos<vectorspace_type, operator_type> lanczos_type;
    typedef typename lanczos_type::matrix_type matrix_type;
    typedef typename lanczos_type::vector_type vector_type;
    
    Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> > pce;
 
    Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> > quad;
 
    bool limit_integration_order;
 
    ordinal_type nqp;
 
    vector_type pce_weights;
 
    vector_type pce_vals;
 
    vector_type u0;
 
    mutable matrix_type lanczos_vecs;
 
    matrix_type fromStieltjesMat;
 
    vector_type new_pce;
 
  }; // class LanczosPCEBasis
 
} // Namespace Stokhos
 
// Include template definitions
#include "Stokhos_LanczosPCEBasisImp.hpp"
 
#endif