10 #ifndef STOKHOS_MONOPROJPCEBASIS_HPP
11 #define STOKHOS_MONOPROJPCEBASIS_HPP
29 template <
typename ordinal_type,
typename value_type>
Teuchos::Array< value_type > delta
Recurrence coefficients.
value_type getNewCoeffs(ordinal_type i) const
Get new coefficients in this new basis.
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
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.
Teuchos::Array< value_type > beta
Recurrence coefficients.
Teuchos::Array< value_type > alpha
Recurrence coefficients.
matrix_type basis_vecs
Basis vectors.
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.
MonoProjPCEBasis & operator=(const MonoProjPCEBasis &b)
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Abstract base class for quadrature methods.
~MonoProjPCEBasis()
Destructor.
void transformCoeffs(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
Teuchos::Array< value_type > pce_norms
Basis norms.
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.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type
ordinal_type pce_sz
Size of PC expansion.
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.
MonoProjPCEBasis(ordinal_type p, const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce, const Stokhos::Quadrature< ordinal_type, value_type > &quad, const Stokhos::Sparse3Tensor< ordinal_type, value_type > &Cijk, bool limit_integration_order=false)
Constructor.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
vector_type new_pce
Projection of pce in new basis.
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.