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An operator for building pseudo-spectral coefficients using a sparse Smolyak construction. More...
#include <Stokhos_SmolyakPseudoSpectralOperator.hpp>
Public Member Functions | |
template<typename coeff_compare_type > | |
SmolyakPseudoSpectralOperator (const SmolyakBasis< ordinal_type, value_type, coeff_compare_type > &smolyak_basis, bool use_smolyak_apply=true, bool use_pst=true, const point_compare_type &point_compare=point_compare_type()) | |
Constructor. More... | |
virtual | ~SmolyakPseudoSpectralOperator () |
Destructor. More... | |
ordinal_type | point_size () const |
Number of points. More... | |
ordinal_type | coeff_size () const |
Number of coefficients. More... | |
iterator | begin () |
Iterator to begining of point set. More... | |
iterator | end () |
Iterator to end of point set. More... | |
const_iterator | begin () const |
Iterator to begining of point set. More... | |
const_iterator | end () const |
Iterator to end of point set. More... | |
set_iterator | set_begin () |
Iterator to begining of point set. More... | |
set_iterator | set_end () |
Iterator to end of point set. More... | |
const_set_iterator | set_begin () const |
Iterator to begining of point set. More... | |
const_set_iterator | set_end () const |
Iterator to end of point set. More... | |
ordinal_type | index (const point_type &point) const |
Get point index for given point. More... | |
const point_type & | point (ordinal_type n) const |
Get point for given index. More... | |
void | transformQP2PCE (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const |
Transform values at quadrature points to PCE coefficients. More... | |
virtual void | transformPCE2QP (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const |
Transform PCE coefficients to quadrature values. More... | |
Public Member Functions inherited from Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type > | |
PseudoSpectralOperator () | |
Constructor. More... | |
virtual | ~PseudoSpectralOperator () |
Destructor. More... | |
Protected Attributes | |
bool | use_smolyak |
Use Smolyak apply method. More... | |
ordinal_type | coeff_sz |
Number of coefficients. More... | |
point_set_type | points |
Smolyak sparse grid. More... | |
point_map_type | point_map |
Map index to sparse grid term. More... | |
Teuchos::Array< value_type > | smolyak_coeffs |
Smolyak coefficients. More... | |
operator_set_type | operators |
Tensor pseudospectral operators. More... | |
Teuchos::Array< Teuchos::Array < ordinal_type > > | gather_maps |
Gather maps for each operator for Smolyak apply. More... | |
Teuchos::Array< Teuchos::Array < ordinal_type > > | scatter_maps |
Scatter maps for each operator for Smolyak apply. More... | |
Teuchos::SerialDenseMatrix < ordinal_type, value_type > | qp2pce |
Matrix mapping points to coefficients. More... | |
Teuchos::SerialDenseMatrix < ordinal_type, value_type > | pce2qp |
Matrix mapping coefficients to points. More... | |
Teuchos::BLAS< ordinal_type, value_type > | blas |
BLAS wrappers. More... | |
An operator for building pseudo-spectral coefficients using a sparse Smolyak construction.
Definition at line 29 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef ordinal_t Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::ordinal_type |
Definition at line 33 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef value_t Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::value_type |
Definition at line 34 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef PseudoSpectralOperator<ordinal_type,value_type,point_compare_type> Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::base_type |
Definition at line 35 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::point_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_type |
Definition at line 36 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::point_set_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_set_type |
Definition at line 37 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::point_map_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map_type |
Definition at line 38 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::iterator |
Definition at line 39 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::const_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::const_iterator |
Definition at line 40 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::set_iterator |
Definition at line 41 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef base_type::const_set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::const_set_iterator |
Definition at line 42 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef MultiIndex<ordinal_type> Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::multiindex_type |
Definition at line 44 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef TensorProductPseudoSpectralOperator<ordinal_type, value_type> Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::operator_type |
Definition at line 45 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
typedef Teuchos::Array< Teuchos::RCP<operator_type> > Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::operator_set_type |
Definition at line 46 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
Stokhos::SmolyakPseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::SmolyakPseudoSpectralOperator | ( | const SmolyakBasis< ordinal_type, value_type, coeff_compare_type > & | smolyak_basis, |
bool | use_smolyak_apply = true , |
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bool | use_pst = true , |
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const point_compare_type & | point_compare = point_compare_type() |
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Constructor.
Definition at line 14 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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inlinevirtual |
Destructor.
Definition at line 57 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Number of points.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 60 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Number of coefficients.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 63 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to begining of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 66 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to end of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 69 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Iterator to begining of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 72 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to end of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 75 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to begining of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 78 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Iterator to end of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 81 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to begining of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 84 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Iterator to end of point set.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 87 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Get point index for given point.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 90 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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inlinevirtual |
Get point for given index.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 98 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Transform values at quadrature points to PCE coefficients.
input
is a vector storing values of a function at the quadrature points, and result
will contain the resulting polynomial chaos coefficients. input
and result
can have multiple columns for vector-valued functions and set trans
to true if these (multi-) vectors are layed out in a transposed fashion.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 134 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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virtual |
Transform PCE coefficients to quadrature values.
input
is a vector storing polynomial chaos coefficients and result
will contain the resulting values at the quadrature points. input
and result
can have multiple columns for vector-valued functions and set trans
to true if these (multi-) vectors are layed out in a transposed fashion.
Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.
Definition at line 151 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Apply transformation operator using direct method.
Definition at line 173 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Transform values at quadrature points to PCE coefficients using Smolyak formula.
Definition at line 204 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Transform PCE coefficients to values at quadrature points using Smolyak formula.
Definition at line 232 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Definition at line 262 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Definition at line 283 of file Stokhos_SmolyakPseudoSpectralOperatorImp.hpp.
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Use Smolyak apply method.
Definition at line 178 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Number of coefficients.
Definition at line 181 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Smolyak sparse grid.
Definition at line 184 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Map index to sparse grid term.
Definition at line 187 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Smolyak coefficients.
Definition at line 190 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Tensor pseudospectral operators.
Definition at line 193 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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protected |
Gather maps for each operator for Smolyak apply.
Definition at line 196 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Scatter maps for each operator for Smolyak apply.
Definition at line 199 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Matrix mapping points to coefficients.
Definition at line 202 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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Matrix mapping coefficients to points.
Definition at line 205 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.
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BLAS wrappers.
Definition at line 208 of file Stokhos_SmolyakPseudoSpectralOperator.hpp.