Stokhos_SDMUtils.hpp File Reference

#include "Teuchos_SerialDenseMatrix.hpp"
#include "Teuchos_SerialDenseVector.hpp"
#include "Teuchos_SerialDenseHelpers.hpp"
#include "Teuchos_Array.hpp"
#include "Teuchos_LAPACK.hpp"
#include <ostream>
#include "Stokhos_ConfigDefs.h"

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Namespaces
	Stokhos
	Top-level namespace for Stokhos classes and functions.
	Stokhos::detail

Macros
#define	DGEQP3_F77   F77_BLAS_MANGLE(dgeqp3,DGEQP3)
#define	MKL_NO_EXCEPT

Functions
void	DGEQP3_F77 (const int *, const int *, double *, const int *, int *, double *, double *, const int *, int *) MKL_NO_EXCEPT
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::detail::weighted_inner_product (const Teuchos::SerialDenseVector< ordinal_type, scalar_type > &x, const Teuchos::SerialDenseVector< ordinal_type, scalar_type > &y, const Teuchos::Array< scalar_type > &w)
	Compute weighted inner product between vectors x and y. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::detail::saxpy (const scalar_type &alpha, Teuchos::SerialDenseVector< ordinal_type, scalar_type > &x, const scalar_type &beta, const Teuchos::SerialDenseVector< ordinal_type, scalar_type > &y)
	Overwrite x with alpha*x + beta*y. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::print_matlab (std::ostream &os, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A)
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::vec_norm_inf (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A)
	Vector-infinity norm of a matrix. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::QR_CGS (ordinal_type k, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute thin QR using classical Gram-Schmidt. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::QR_MGS (ordinal_type k, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute thin QR using modified Gram-Schmidt. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::QR_MGS2 (ordinal_type k, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute thin QR using modified Gram-Schmidt with reorthogonalization. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::QR_Householder (ordinal_type k, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute thin QR using Householder reflections. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::CPQR_Householder3 (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R, Teuchos::Array< ordinal_type > &piv)
	Compute column-pivoted QR using Householder reflections. More...
template<typename ordinal_type , typename scalar_type >
ordinal_type	Stokhos::CPQR_Householder_threshold (const scalar_type &rank_threshold, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R, Teuchos::Array< ordinal_type > &piv)
	Compute column-pivoted QR using Householder reflections. More...
template<typename ordinal_type , typename scalar_type >
ordinal_type	Stokhos::CPQR_MGS_threshold (const scalar_type &rank_threshold, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R, Teuchos::Array< ordinal_type > &piv)
	Compute column-pivoted QR using modified Gram-Schmidt. More...
template<typename ordinal_type , typename scalar_type >
ordinal_type	Stokhos::CPQR_MGS_reorthog_threshold (const scalar_type &rank_threshold, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::Array< scalar_type > &w, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R, Teuchos::Array< ordinal_type > &piv)
	Compute column-pivoted QR using modified Gram-Schmidt and reorthogonalization. More...
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::cond_R (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute condition number of upper-triangular R. More...
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::weightedQROrthogonalizationError (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, const Teuchos::Array< scalar_type > &w)
	Compute weighted QR orthogonalization error. More...
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::QROrthogonalizationError (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q)
	Compute QR orthogonalization error. More...
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::residualQRError (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R)
	Compute QR residual error. More...
template<typename ordinal_type , typename scalar_type >
scalar_type	Stokhos::residualCPQRError (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &R, const Teuchos::Array< ordinal_type > &piv)
	Compute column-pivoted QR residual error. More...
template<typename ordinal_type , typename scalar_type >
void	Stokhos::svd (const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, Teuchos::Array< scalar_type > &s, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &U, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Vt)
	Compute SVD of matrix. More...
template<typename ordinal_type , typename scalar_type >
ordinal_type	Stokhos::svd_threshold (const scalar_type &rank_threshold, const Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &A, Teuchos::Array< scalar_type > &s, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &U, Teuchos::SerialDenseMatrix< ordinal_type, scalar_type > &Vt)

Macro Definition Documentation

#define DGEQP3_F77   F77_BLAS_MANGLE(dgeqp3,DGEQP3)

Definition at line 20 of file Stokhos_SDMUtils.hpp.

#define MKL_NO_EXCEPT

Definition at line 31 of file Stokhos_SDMUtils.hpp.

Function Documentation

void DGEQP3_F77	(	const int *	,
		const int *	,
		double *	,
		const int *	,
		int *	,
		double *	,
		double *	,
		const int *	,
		int *
	)