ROL
ROL_SparseGridGenerator.hpp
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43 
44 #ifndef ROL_SPARSEGRIDGENERATOR_HPP
45 #define ROL_SPARSEGRIDGENERATOR_HPP
46 
47 #include "Teuchos_RCP.hpp"
48 #include "Epetra_Comm.h"
49 
50 #include "ROL_SampleGenerator.hpp"
51 #include "ROL_Quadrature.hpp"
52 
53 namespace ROL {
54 
56  int dim;
57  int maxLevel;
58  std::vector<EROLBurkardt> rule1D;
59  std::vector<EROLGrowth> growth1D;
60  bool normalize;
61  bool useSandia;
62 };
63 
64 template<class Real>
65 class SparseGridGenerator : public SampleGenerator<Real> {
66 private:
67  Teuchos::RCP<Quadrature<Real> > grid_;
68  bool adaptive_;
70  std::multimap<Real,std::vector<int> > activeIndex_;
71  std::set<std::vector<int> > oldIndex_;
72  Real error_;
73  std::vector<int> index_;
74  std::vector<int> search_index_;
76 
77  bool isAdmissible(std::vector<int> &index, int direction);
78  void buildDiffRule(Quadrature<Real> &outRule, std::vector<int> &index);
79  bool checkMaxLevel(std::vector<int> &index);
80  void splitSamples(std::vector<std::vector<Real> > &mypts, std::vector<Real> &mywts);
81  void updateSamples(Quadrature<Real> &grid);
82 
83 public:
84  SparseGridGenerator(Teuchos::RCP<BatchManager<Real> > &bman, SparseGridInfo &info, bool adaptive = false);
85  SparseGridGenerator(Teuchos::RCP<BatchManager<Real> > &bman, const char* SGinfo, const char* SGdata,
86  bool isNormalized = true);
87 
88  void update(const Vector<Real> &x);
89  Real computeError(std::vector<Real> &vals);
90  Real computeError(std::vector<Teuchos::RCP<Vector<Real> > > &vals, const Vector<Real> &x);
91  void refine(void);
92  void setSamples(bool inConstructor = false);
93 }; // class SparseGridGenerator
94 
95 } // namespace ROL
96 
98 
99 #endif
void splitSamples(std::vector< std::vector< Real > > &mypts, std::vector< Real > &mywts)
bool checkMaxLevel(std::vector< int > &index)
Defines the linear algebra or vector space interface.
Definition: ROL_Vector.hpp:72
void buildDiffRule(Quadrature< Real > &outRule, std::vector< int > &index)
bool isAdmissible(std::vector< int > &index, int direction)
std::multimap< Real, std::vector< int > > activeIndex_
Header file for the ROL::Quadrature class.
std::vector< EROLBurkardt > rule1D
Real computeError(std::vector< Real > &vals)
std::set< std::vector< int > > oldIndex_
SparseGridGenerator(Teuchos::RCP< BatchManager< Real > > &bman, SparseGridInfo &info, bool adaptive=false)
void updateSamples(Quadrature< Real > &grid)
Teuchos::RCP< Quadrature< Real > > grid_
void update(const Vector< Real > &x)
void setSamples(bool inConstructor=false)
std::vector< EROLGrowth > growth1D