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Stokhos_SmolyakPseudoSpectralOperator.hpp
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41 
42 #ifndef STOKHOS_SMOLYAK_PSEUDO_SPECTRAL_OPERATOR_HPP
43 #define STOKHOS_SMOLYAK_PSEUDO_SPECTRAL_OPERATOR_HPP
44 
46 #include "Stokhos_SmolyakBasis.hpp"
49 #include "Teuchos_BLAS.hpp"
50 
51 namespace Stokhos {
52 
57  template <typename ordinal_t,
58  typename value_t,
59  typename point_compare_type =
62  public PseudoSpectralOperator<ordinal_t,value_t,point_compare_type> {
63  public:
64 
65  typedef ordinal_t ordinal_type;
66  typedef value_t value_type;
68  typedef typename base_type::point_type point_type;
71  typedef typename base_type::iterator iterator;
75 
79 
81  template <typename coeff_compare_type>
84  bool use_smolyak_apply = true,
85  bool use_pst = true,
86  const point_compare_type& point_compare = point_compare_type());
87 
90 
92  ordinal_type point_size() const { return points.size(); }
93 
95  ordinal_type coeff_size() const { return coeff_sz; }
96 
98  iterator begin() { return point_map.begin(); }
99 
101  iterator end() { return point_map.end(); }
102 
104  const_iterator begin() const { return point_map.begin(); }
105 
107  const_iterator end() const { return point_map.end(); }
108 
110  set_iterator set_begin() { return points.begin(); }
111 
113  set_iterator set_end() { return points.end(); }
114 
116  const_set_iterator set_begin() const { return points.begin(); }
117 
119  const_set_iterator set_end() const { return points.end(); }
120 
123  const_set_iterator it = points.find(point);
125  it == points.end(), std::logic_error, "Invalid term " << point);
126  return it->second.second;
127  }
128 
130  const point_type& point(ordinal_type n) const { return point_map[n]; }
131 
133 
140  void transformQP2PCE(
141  const value_type& alpha,
144  const value_type& beta,
145  bool trans = false) const;
146 
148 
155  virtual void transformPCE2QP(
156  const value_type& alpha,
159  const value_type& beta,
160  bool trans = false) const;
161 
162  protected:
163 
165  void apply_direct(
167  const value_type& alpha,
170  const value_type& beta,
171  bool trans) const;
172 
178  const value_type& alpha,
181  const value_type& beta,
182  bool trans) const;
183 
189  const value_type& alpha,
192  const value_type& beta,
193  bool trans) const;
194 
195  void gather(
198  bool trans,
200 
201  void scatter(
204  bool trans,
206 
207  protected:
208 
211 
214 
217 
220 
223 
226 
229 
232 
235 
238 
241 
242  };
243 
244 }
245 
247 
248 #endif
Stokhos::SmolyakPseudoSpectralOperator::transformPCE2QP
virtual void transformPCE2QP(const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const
Transform PCE coefficients to quadrature values.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:182
Stokhos::SmolyakPseudoSpectralOperator::point
const point_type & point(ordinal_type n) const
Get point for given index.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:130
Stokhos::DefaultPointCompare::type
LexographicLess< TensorProductElement< ordinal_type, value_type >, FloatingPointLess< value_type > > type
Definition: Stokhos_PseudoSpectralOperator.hpp:56
Stokhos::PseudoSpectralOperator
An operator interface for building pseudo-spectral approximations.
Definition: Stokhos_PseudoSpectralOperator.hpp:66
Stokhos::SmolyakPseudoSpectralOperator::begin
iterator begin()
Iterator to begining of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:98
Stokhos::SmolyakPseudoSpectralOperator
An operator for building pseudo-spectral coefficients using a sparse Smolyak construction.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:61
Teuchos::Array::end
iterator end()
Stokhos::SmolyakPseudoSpectralOperator::multiindex_type
MultiIndex< ordinal_type > multiindex_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:76
Stokhos::SmolyakPseudoSpectralOperator::set_end
const_set_iterator set_end() const
Iterator to end of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:119
Stokhos::SmolyakPseudoSpectralOperator::gather
void gather(const Teuchos::Array< ordinal_type > &map, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, bool trans, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result) const
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:293
Stokhos::SmolyakPseudoSpectralOperator::set_begin
set_iterator set_begin()
Iterator to begining of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:110
Stokhos::PseudoSpectralOperator::point_set_type
std::map< point_type, std::pair< value_type, ordinal_type >, point_compare_type > point_set_type
Definition: Stokhos_PseudoSpectralOperator.hpp:73
Stokhos::SmolyakPseudoSpectralOperator::qp2pce
Teuchos::SerialDenseMatrix< ordinal_type, value_type > qp2pce
Matrix mapping points to coefficients.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:234
Stokhos::SmolyakPseudoSpectralOperator::point_map
point_map_type point_map
Map index to sparse grid term.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:219
Stokhos::PseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::const_iterator
point_map_type::const_iterator const_iterator
Definition: Stokhos_PseudoSpectralOperator.hpp:77
Stokhos::SmolyakPseudoSpectralOperator::point_size
ordinal_type point_size() const
Number of points.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:92
Stokhos::SmolyakPseudoSpectralOperator::use_smolyak
bool use_smolyak
Use Smolyak apply method.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:210
Stokhos::SmolyakPseudoSpectralOperator::point_map_type
base_type::point_map_type point_map_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:70
Stokhos::SmolyakPseudoSpectralOperator::transformQP2PCE
void transformQP2PCE(const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const
Transform values at quadrature points to PCE coefficients.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:165
Stokhos::PseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::const_set_iterator
point_set_type::const_iterator const_set_iterator
Definition: Stokhos_PseudoSpectralOperator.hpp:79
Stokhos::SmolyakPseudoSpectralOperator::transformQP2PCE_smolyak
void transformQP2PCE_smolyak(const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
Transform values at quadrature points to PCE coefficients using Smolyak formula.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:235
Stokhos::PseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::iterator
point_map_type::iterator iterator
Definition: Stokhos_PseudoSpectralOperator.hpp:76
Teuchos::BLAS< ordinal_type, value_type >
Stokhos::SmolyakPseudoSpectralOperator::point_type
base_type::point_type point_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:68
Stokhos::SmolyakPseudoSpectralOperator::transformPCE2QP_smolyak
void transformPCE2QP_smolyak(const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
Transform PCE coefficients to values at quadrature points using Smolyak formula.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:263
Stokhos::SmolyakPseudoSpectralOperator::coeff_size
ordinal_type coeff_size() const
Number of coefficients.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:95
Stokhos::SmolyakPseudoSpectralOperator::begin
const_iterator begin() const
Iterator to begining of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:104
Stokhos::SmolyakBasis
Multivariate orthogonal polynomial basis generated from a Smolyak sparse grid.
Definition: Stokhos_SmolyakBasis.hpp:62
Stokhos::SmolyakPseudoSpectralOperator::apply_direct
void apply_direct(const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
Apply transformation operator using direct method.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:204
Stokhos::SmolyakPseudoSpectralOperator::index
ordinal_type index(const point_type &point) const
Get point index for given point.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:122
Stokhos::MultiIndex< ordinal_type >
Teuchos::map
Stokhos::SmolyakPseudoSpectralOperator::scatter_maps
Teuchos::Array< Teuchos::Array< ordinal_type > > scatter_maps
Scatter maps for each operator for Smolyak apply.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:231
Teuchos::Array
Stokhos::SmolyakPseudoSpectralOperator::scatter
void scatter(const Teuchos::Array< ordinal_type > &map, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, bool trans, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result) const
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:314
Stokhos::SmolyakPseudoSpectralOperator::set_end
set_iterator set_end()
Iterator to end of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:113
Stokhos::SmolyakPseudoSpectralOperator::end
const_iterator end() const
Iterator to end of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:107
Teuchos::Array::begin
iterator begin()
Stokhos::SmolyakPseudoSpectralOperator::coeff_sz
ordinal_type coeff_sz
Number of coefficients.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:213
Stokhos::SmolyakPseudoSpectralOperator::end
iterator end()
Iterator to end of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:101
Stokhos::SmolyakPseudoSpectralOperator::ordinal_type
ordinal_t ordinal_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:65
Stokhos::PseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::set_iterator
point_set_type::iterator set_iterator
Definition: Stokhos_PseudoSpectralOperator.hpp:78
Stokhos::SmolyakPseudoSpectralOperator::const_set_iterator
base_type::const_set_iterator const_set_iterator
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:74
Stokhos::SmolyakPseudoSpectralOperator::point_set_type
base_type::point_set_type point_set_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:69
Stokhos::SmolyakPseudoSpectralOperator::set_begin
const_set_iterator set_begin() const
Iterator to begining of point set.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:116
Stokhos::SmolyakPseudoSpectralOperator::operator_set_type
Teuchos::Array< Teuchos::RCP< operator_type > > operator_set_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:78
Stokhos
Top-level namespace for Stokhos classes and functions.
Definition: Stokhos_AbstractPreconditionerFactory.hpp:48
Stokhos::TensorProductPseudoSpectralOperator
An operator for building pseudo-spectral coefficients using tensor-product quadrature.
Definition: Stokhos_TensorProductPseudoSpectralOperator.hpp:61
Stokhos::SmolyakPseudoSpectralOperator::const_iterator
base_type::const_iterator const_iterator
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:72
Stokhos::SmolyakPseudoSpectralOperator::base_type
PseudoSpectralOperator< ordinal_type, value_type, point_compare_type > base_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:67
Teuchos_SerialDenseMatrix.hpp
Stokhos::SmolyakPseudoSpectralOperator::gather_maps
Teuchos::Array< Teuchos::Array< ordinal_type > > gather_maps
Gather maps for each operator for Smolyak apply.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:228
Stokhos::SmolyakPseudoSpectralOperator::value_type
value_t value_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:66
Stokhos::SmolyakPseudoSpectralOperator::~SmolyakPseudoSpectralOperator
virtual ~SmolyakPseudoSpectralOperator()
Destructor.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:89
Stokhos::SmolyakPseudoSpectralOperator::points
point_set_type points
Smolyak sparse grid.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:216
Stokhos::SmolyakPseudoSpectralOperator::operator_type
TensorProductPseudoSpectralOperator< ordinal_type, value_type > operator_type
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:77
Stokhos_SmolyakBasis.hpp
A
Teuchos_BLAS.hpp
Stokhos_PseudoSpectralOperator.hpp
Stokhos::TensorProductElement
Container storing a term in a generalized tensor product.
Definition: Stokhos_ProductBasisUtils.hpp:717
Stokhos::SmolyakPseudoSpectralOperator::SmolyakPseudoSpectralOperator
SmolyakPseudoSpectralOperator(const SmolyakBasis< ordinal_type, value_type, coeff_compare_type > &smolyak_basis, bool use_smolyak_apply=true, bool use_pst=true, const point_compare_type &point_compare=point_compare_type())
Constructor.
Definition: Stokhos_SmolyakPseudoSpectralOperatorImp.hpp:45
Stokhos::SmolyakPseudoSpectralOperator::set_iterator
base_type::set_iterator set_iterator
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:73
Teuchos::SerialDenseMatrix< ordinal_type, value_type >
Stokhos_SmolyakPseudoSpectralOperatorImp.hpp
Stokhos::SmolyakPseudoSpectralOperator::blas
Teuchos::BLAS< ordinal_type, value_type > blas
BLAS wrappers.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:240
n
int n
TEUCHOS_TEST_FOR_EXCEPTION
#define TEUCHOS_TEST_FOR_EXCEPTION(throw_exception_test, Exception, msg)
Stokhos::SmolyakPseudoSpectralOperator::iterator
base_type::iterator iterator
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:71
Stokhos::SmolyakPseudoSpectralOperator::smolyak_coeffs
Teuchos::Array< value_type > smolyak_coeffs
Smolyak coefficients.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:222
Stokhos::SmolyakPseudoSpectralOperator::pce2qp
Teuchos::SerialDenseMatrix< ordinal_type, value_type > pce2qp
Matrix mapping coefficients to points.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:237
Stokhos_TensorProductPseudoSpectralOperator.hpp
Stokhos::SmolyakPseudoSpectralOperator::operators
operator_set_type operators
Tensor pseudospectral operators.
Definition: Stokhos_SmolyakPseudoSpectralOperator.hpp:225