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Stokhos
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Stokhos
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An Epetra operator representing the covariance operator of a polynomial chaos expansion. More...
#include <Stokhos_PCECovarianceOp.hpp>
Public Member Functions | |
| PCECovarianceOp (const Stokhos::VectorOrthogPoly< Epetra_Vector > &X_poly) | |
| Constructor with polynomial X. | |
| PCECovarianceOp (const Teuchos::RCP< const EpetraExt::BlockVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis) | |
| Constructor with block-vector X. | |
| PCECovarianceOp (const Teuchos::RCP< const Epetra_MultiVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis) | |
| Constructor with multi-vector X. | |
| virtual | ~PCECovarianceOp () |
| Destructor. | |
| virtual int | SetUseTranspose (bool UseTranspose) |
| Set to true if the transpose of the operator is requested. | |
| virtual int | Apply (const Epetra_MultiVector &Input, Epetra_MultiVector &Result) const |
| Returns the result of a Epetra_Operator applied to a Epetra_MultiVector Input in Result as described above. | |
| virtual int | ApplyInverse (const Epetra_MultiVector &X, Epetra_MultiVector &Y) const |
| Returns the result of the inverse of the operator applied to a Epetra_MultiVector Input in Result as described above. | |
| virtual double | NormInf () const |
| Returns an approximate infinity norm of the operator matrix. | |
| virtual const char * | Label () const |
| Returns a character std::string describing the operator. | |
| virtual bool | UseTranspose () const |
| Returns the current UseTranspose setting. | |
| virtual bool | HasNormInf () const |
| Returns true if the this object can provide an approximate Inf-norm, false otherwise. | |
| virtual const Epetra_Comm & | Comm () const |
| Returns a reference to the Epetra_Comm communicator associated with this operator. | |
| virtual const Epetra_Map & | OperatorDomainMap () const |
| Returns the Epetra_Map object associated with the domain of this matrix operator. | |
| virtual const Epetra_Map & | OperatorRangeMap () const |
| Returns the Epetra_Map object associated with the range of this matrix operator. | |
| const Epetra_BlockMap & | CoeffMap () const |
| Returns PCE coefficient map. | |
Protected Attributes | |
| std::string | label |
| Label for operator. | |
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Teuchos::RCP< const Epetra_MultiVector > | X |
| Multivector X defining A = X*S*X^T. | |
| Teuchos::Array< double > | s |
| Scaling vector in A = X*S*X^T. | |
| bool | useTranspose |
| Flag indicating whether transpose was selected. | |
| Teuchos::RCP< Epetra_Map > | tmp_map |
| Map needed for temporary vector. | |
| Teuchos::RCP< Epetra_MultiVector > | tmp |
| Temporary vector needed for apply. | |
An Epetra operator representing the covariance operator of a polynomial chaos expansion.
If X is the matrix whose columns are the coefficients of a given polynomial chaos expansion, starting at order 1 (not including mean term), and S is a diagonal matrix whose entries are given by the norm-squared of the basis polynomials, then the covariance operator is A = X*S*X^T.
1.8.5
