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Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp
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41 
42 #ifndef STOKHOS_MONOMIAL_PROJ_GRAM_SCHMIDT_PCE_BASIS2_HPP
43 #define STOKHOS_MONOMIAL_PROJ_GRAM_SCHMIDT_PCE_BASIS2_HPP
44 
45 #include "Teuchos_RCP.hpp"
46 #include "Teuchos_Array.hpp"
47 #include "Teuchos_BLAS.hpp"
51 
54 #include "Stokhos_Quadrature.hpp"
56 
57 namespace Stokhos {
58 
68  template <typename ordinal_type, typename value_type>
70  public ReducedPCEBasis<ordinal_type,value_type> {
71  public:
72 
74 
86 
89 
91 
92 
94  ordinal_type order() const;
95 
97  ordinal_type dimension() const;
98 
100  virtual ordinal_type size() const;
101 
103 
107  virtual const Teuchos::Array<value_type>& norm_squared() const;
108 
110  virtual const value_type& norm_squared(ordinal_type i) const;
111 
113 
119  virtual
122 
124  virtual
127 
129  virtual value_type evaluateZero(ordinal_type i) const;
130 
132 
136  virtual void evaluateBases(
138  Teuchos::Array<value_type>& basis_vals) const;
139 
141  virtual const std::string& getName() const;
142 
144  virtual void print(std::ostream& os) const;
145 
147 
149 
150 
152  virtual void
154  value_type *out,
155  ordinal_type ncol = 1,
156  bool transpose = false) const;
157 
159  virtual void
161  value_type *out,
162  ordinal_type ncol = 1,
163  bool transpose = false) const;
164 
167  getReducedQuadrature() const;
168 
170 
171  protected:
172 
174 
177  ordinal_type
178  buildQ(
179  ordinal_type max_p,
180  value_type threshold,
184  Teuchos::Array<ordinal_type>& num_terms_,
188 
189  private:
190 
191  // Prohibit copying
193 
194  // Prohibit Assignment
196 
197  protected:
198 
202 
204  std::string name;
205 
208 
211 
214 
217 
220 
223 
226 
229 
232 
235 
238 
241 
243  bool verbose;
244 
247 
250 
252 
253  }; // class MonomialProjGramSchmidtPCEBasis2
254 
255 } // Namespace Stokhos
256 
257 // Include template definitions
259 
260 #endif
Stokhos::MonomialProjGramSchmidtPCEBasis2::CPBUtils
Stokhos::CompletePolynomialBasisUtils< ordinal_type, value_type > CPBUtils
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:199
Stokhos::MonomialProjGramSchmidtPCEBasis2::evaluateZero
virtual value_type evaluateZero(ordinal_type i) const
Evaluate basis polynomial i at zero.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:353
Teuchos_ParameterList.hpp
Teuchos_RCP.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::evaluateBases
virtual void evaluateBases(const Teuchos::ArrayView< const value_type > &point, Teuchos::Array< value_type > &basis_vals) const
Evaluate basis polynomials at given point point.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:361
Stokhos::MonomialProjGramSchmidtPCEBasis2::SDV
Teuchos::SerialDenseVector< ordinal_type, value_type > SDV
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:200
Stokhos::MonomialProjGramSchmidtPCEBasis2::operator=
MonomialProjGramSchmidtPCEBasis2 & operator=(const MonomialProjGramSchmidtPCEBasis2 &b)
Stokhos_OrthogPolyApprox.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::transformFromOriginalBasis
virtual void transformFromOriginalBasis(const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
Transform coefficients from original basis to this basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:414
Stokhos::MonomialProjGramSchmidtPCEBasis2::norm_squared
virtual const Teuchos::Array< value_type > & norm_squared() const
Return array storing norm-squared of each basis polynomial.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:319
TotalOrderBasisUnitTest::value_type
double value_type
Definition: Stokhos_LexicographicTreeBasisUnitTest.cpp:70
Stokhos::MonomialProjGramSchmidtPCEBasis2::getReducedQuadrature
virtual Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > getReducedQuadrature() const
Get reduced quadrature object.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:436
Teuchos::BLAS< ordinal_type, value_type >
Stokhos::MonomialProjGramSchmidtPCEBasis2::pce_sz
ordinal_type pce_sz
Size of original pce basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:213
Stokhos::Quadrature
Abstract base class for quadrature methods.
Definition: Stokhos_Quadrature.hpp:54
Stokhos::MonomialProjGramSchmidtPCEBasis2::norms
Teuchos::Array< value_type > norms
Norms.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:231
Teuchos_Array.hpp
Teuchos::ArrayView
Stokhos::MultiIndex< ordinal_type >
Stokhos::MonomialProjGramSchmidtPCEBasis2::sz
ordinal_type sz
Total size of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:222
Teuchos::RCP
Teuchos::Array
Stokhos::MonomialProjGramSchmidtPCEBasis2::orthogonalization_method
std::string orthogonalization_method
Orthogonalization method.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:249
TotalOrderBasisUnitTest::ordinal_type
int ordinal_type
Definition: Stokhos_LexicographicTreeBasisUnitTest.cpp:69
Stokhos::MonomialProjGramSchmidtPCEBasis2::getName
virtual const std::string & getName() const
Return string name of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:370
Stokhos::MonomialProjGramSchmidtPCEBasis2::SDM
Teuchos::SerialDenseMatrix< ordinal_type, value_type > SDM
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:201
Stokhos::MonomialProjGramSchmidtPCEBasis2::computeTripleProductTensor
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeTripleProductTensor() const
Compute triple product tensor.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:335
Stokhos
Top-level namespace for Stokhos classes and functions.
Definition: Stokhos_AbstractPreconditionerFactory.hpp:48
Stokhos::MonomialProjGramSchmidtPCEBasis2::params
Teuchos::ParameterList params
Algorithm parameters.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:207
Stokhos::MonomialProjGramSchmidtPCEBasis2::num_terms
Teuchos::Array< ordinal_type > num_terms
Number of terms up to each order.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:228
Stokhos::MonomialProjGramSchmidtPCEBasis2::Q
SDM Q
Values of transformed basis at quadrature points.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:234
Teuchos_SerialDenseMatrix.hpp
Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::buildQ
ordinal_type buildQ(ordinal_type max_p, value_type threshold, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > &terms_, Teuchos::Array< ordinal_type > &num_terms_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Qp_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F_)
Build the reduced basis, parameterized by total order max_p.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:181
Stokhos::MonomialProjGramSchmidtPCEBasis2::d
ordinal_type d
Total dimension of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:219
Stokhos_Quadrature.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::dimension
ordinal_type dimension() const
Return dimension of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:303
Stokhos::MonomialProjGramSchmidtPCEBasis2::p
ordinal_type p
Total order of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:216
Stokhos::MonomialProjGramSchmidtPCEBasis2::terms
Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > terms
2-D array of basis terms
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:225
Stokhos::MonomialProjGramSchmidtPCEBasis2::pce_basis
Teuchos::RCP< const Stokhos::OrthogPolyBasis< ordinal_type, value_type > > pce_basis
Original pce basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:210
Stokhos::OrthogPolyApprox< ordinal_type, value_type >
Teuchos::SerialDenseVector< ordinal_type, value_type >
Teuchos_BLAS.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::order
ordinal_type order() const
Return order of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:295
Stokhos::MonomialProjGramSchmidtPCEBasis2::transformToOriginalBasis
virtual void transformToOriginalBasis(const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
Transform coefficients to original basis from this basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:392
Stokhos::MonomialProjGramSchmidtPCEBasis2::size
virtual ordinal_type size() const
Return total size of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:311
Stokhos::MonomialProjGramSchmidtPCEBasis2::~MonomialProjGramSchmidtPCEBasis2
virtual ~MonomialProjGramSchmidtPCEBasis2()
Destructor.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:288
Stokhos::MonomialProjGramSchmidtPCEBasis2::blas
Teuchos::BLAS< ordinal_type, value_type > blas
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:251
Stokhos::MonomialProjGramSchmidtPCEBasis2::MonomialProjGramSchmidtPCEBasis2
MonomialProjGramSchmidtPCEBasis2(ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, const Teuchos::ParameterList &params=Teuchos::ParameterList())
Constructor.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:50
Stokhos_ProductBasisUtils.hpp
Teuchos::SerialDenseMatrix< ordinal_type, value_type >
Stokhos::MonomialProjGramSchmidtPCEBasis2::computeLinearTripleProductTensor
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeLinearTripleProductTensor() const
Compute linear triple product tensor where k = 0,1,..,d.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:344
Teuchos::ParameterList
Stokhos::MonomialProjGramSchmidtPCEBasis2::Qp
SDM Qp
Coefficients of transformed basis in original basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:237
Stokhos::CompletePolynomialBasisUtils
Utilities for indexing a multi-variate complete polynomial basis.
Definition: Stokhos_ProductBasisUtils.hpp:1506
Teuchos_SerialDenseVector.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::name
std::string name
Name of basis.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:204
Stokhos::MonomialProjGramSchmidtPCEBasis2
Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product me...
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:69
Stokhos::ReducedPCEBasis
Abstract base class for reduced basis strategies built from polynomial chaos expansions in some other...
Definition: Stokhos_ReducedPCEBasis.hpp:57
Stokhos_ReducedPCEBasis.hpp
Stokhos::MonomialProjGramSchmidtPCEBasis2::rank_threshold
value_type rank_threshold
Rank threshold.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:246
Stokhos::MonomialProjGramSchmidtPCEBasis2::print
virtual void print(std::ostream &os) const
Print basis to stream os.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2Imp.hpp:378
Stokhos::MonomialProjGramSchmidtPCEBasis2::reduced_quad
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > reduced_quad
Reduced quadrature object.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:240
Stokhos::MonomialProjGramSchmidtPCEBasis2::verbose
bool verbose
Whether to print a bunch of stuff out.
Definition: Stokhos_MonomialProjGramSchmidtPCEBasis2.hpp:243