10 #ifndef STOKHOS_HOUSETRIDIAGPCEBASIS_HPP
11 #define STOKHOS_HOUSETRIDIAGPCEBASIS_HPP
30 template <
typename ordinal_type,
typename value_type>
Teuchos::Array< value_type > delta
Recurrence coefficients.
ordinal_type pce_sz
Size of PC expansion.
Implementation of OneDOrthogPolyBasis based on the general three-term recurrence relationship: for ...
Data structure storing a sparse 3-tensor C(i,j,k) in a a compressed format.
bool limit_integration_order
Flag indicating whether to limit the integration order.
value_type getNewCoeffs(ordinal_type i) const
Get new coefficients in this new basis.
Teuchos::Array< value_type > beta
Recurrence coefficients.
Teuchos::Array< value_type > alpha
Recurrence coefficients.
Teuchos::Array< value_type > pce_norms
Basis norms.
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.
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 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.
vector_type new_pce
Projection of pce in new basis.
HouseTriDiagPCEBasis & operator=(const HouseTriDiagPCEBasis &b)
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.
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
Teuchos::LAPACK< ordinal_type, value_type > lapack
LAPACK routines.
~HouseTriDiagPCEBasis()
Destructor.
matrix_type basis_vecs
Basis vectors.
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Teuchos::Array< value_type > b
Stores full set of beta coefficients.
Teuchos::Array< value_type > a
Stores full set of alpha coefficients.
ordinal_type p
Order of basis.
void transformCoeffsFromHouse(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
Teuchos::BLAS< ordinal_type, value_type > blas
BLAS routines.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type