10 #ifndef STOKHOS_STIELTJESPCEBASIS_HPP
11 #define STOKHOS_STIELTJESPCEBASIS_HPP
29 template <
typename ordinal_type,
typename value_type>
Teuchos::Array< value_type > delta
Recurrence coefficients.
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.
Teuchos::RCP< const Stokhos::OrthogPolyApprox< ordinal_type, value_type > > pce
PC expansion.
Implementation of OneDOrthogPolyBasis based on the general three-term recurrence relationship: for ...
void integrateBasisSquaredProj(ordinal_type k, const Teuchos::Array< value_type > &a, const Teuchos::Array< value_type > &b, const Teuchos::Array< value_type > &weights, const Teuchos::Array< value_type > &points, Teuchos::Array< Teuchos::Array< value_type > > &phi_vals, value_type &val1, value_type &val2) const
Compute and by projecting onto original PCE basis.
Data structure storing a sparse 3-tensor C(i,j,k) in a a compressed format.
Teuchos::Array< value_type > pce_vals
Values of PCE at quadrature points.
Teuchos::Array< value_type > beta
Recurrence coefficients.
Teuchos::RCP< const Stokhos::OrthogPolyBasis< ordinal_type, value_type > > basis
PCE basis (needed for integral projection method)
Teuchos::Array< Teuchos::Array< value_type > > phi_vals
Values of generated polynomials at PCE quadrature points.
const Teuchos::Array< Teuchos::Array< value_type > > & basis_values
Values of PCE basis functions at quadrature points.
Teuchos::Array< value_type > alpha
Recurrence coefficients.
const Teuchos::Array< value_type > & pce_weights
PCE quadrature weights.
StieltjesPCEBasis(ordinal_type p, const Teuchos::RCP< const Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, bool use_pce_quad_points, bool normalize=false, bool project_integrals=false, const Teuchos::RCP< const Stokhos::Sparse3Tensor< ordinal_type, value_type > > &Cijk=Teuchos::null)
Constructor.
Generates three-term recurrence using the Discretized Stieltjes procedure applied to a polynomial cha...
Teuchos::Array< value_type > phi_pce_coeffs
Array store PC expansion of generated orthogonal polynomials.
Abstract base class for quadrature methods.
bool project_integrals
Project Stieltjes integrals to original PCE basis.
~StieltjesPCEBasis()
Destructor.
Stokhos::Sparse3Tensor< ordinal_type, value_type > Cijk_type
Short-hand for triple product.
void evaluateRecurrence(ordinal_type k, const Teuchos::Array< value_type > &a, const Teuchos::Array< value_type > &b, const Teuchos::Array< value_type > &points, Teuchos::Array< Teuchos::Array< value_type > > &values) const
Evaluate polynomials via 3-term recurrence.
Teuchos::RCP< const Cijk_type > Cijk
Triple product tensor (needed for integral projection method)
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > quad
Quadrature object.
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.
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 void setup()
Setup basis after computing recurrence coefficients.
void transformCoeffsFromStieltjes(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > fromStieltjesMat
Matrix mapping coefficients in Stieltjes basis back to original basis.
void integrateBasisSquared(ordinal_type k, const Teuchos::Array< value_type > &a, const Teuchos::Array< value_type > &b, const Teuchos::Array< value_type > &weights, const Teuchos::Array< value_type > &points, Teuchos::Array< Teuchos::Array< value_type > > &phi_vals, value_type &val1, value_type &val2) const
Compute and .
ordinal_type p
Order of basis.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
bool normalize
Normalize basis.
bool use_pce_quad_points
Use underlying pce's quadrature data.
void stieltjes(ordinal_type nstart, ordinal_type nfinish, const Teuchos::Array< value_type > &weights, const Teuchos::Array< value_type > &points, Teuchos::Array< value_type > &a, Teuchos::Array< value_type > &b, Teuchos::Array< value_type > &nrm, Teuchos::Array< Teuchos::Array< value_type > > &phi_vals) const
Compute 3-term recurrence using Stieljtes procedure.
StieltjesPCEBasis & operator=(const StieltjesPCEBasis &b)