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Stokhos_HouseTriDiagPCEBasis.hpp
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41 
42 #ifndef STOKHOS_HOUSETRIDIAGPCEBASIS_HPP
43 #define STOKHOS_HOUSETRIDIAGPCEBASIS_HPP
44 
45 #include "Teuchos_RCP.hpp"
46 #include "Teuchos_Array.hpp"
49 #include "Teuchos_LAPACK.hpp"
50 
55 
56 namespace Stokhos {
57 
62  template <typename ordinal_type, typename value_type>
64  public RecurrenceBasis<ordinal_type, value_type> {
65  public:
66 
68 
77  bool limit_integration_order = false);
78 
81 
83 
84 
86  virtual void
87  getQuadPoints(ordinal_type quad_order,
91 
103 
105 
108 
110  void transformCoeffsFromHouse(const value_type *in,
111  value_type *out) const;
112 
113  protected:
114 
116 
117 
119  virtual bool
125 
127 
128  private:
129 
130  // Prohibit copying
132 
133  // Prohibit Assignment
135 
138 
139  protected:
140 
143 
146 
149 
152 
155 
158 
161 
164 
167 
170 
171  }; // class HouseTriDiagPCEBasis
172 
173 } // Namespace Stokhos
174 
175 // Include template definitions
177 
178 #endif
Teuchos::Array< value_type > delta
Recurrence coefficients.
ordinal_type pce_sz
Size of PC expansion.
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.
value_type getNewCoeffs(ordinal_type i) const
Get new coefficients in this new basis.
Teuchos::Array< value_type > beta
Recurrence coefficients.
Teuchos::Array< value_type > alpha
Recurrence coefficients.
Teuchos::Array< value_type > pce_norms
Basis norms.
HouseTriDiagPCEBasis(ordinal_type p, const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce, const Stokhos::Sparse3Tensor< ordinal_type, value_type > &Cijk, bool limit_integration_order=false)
Constructor.
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 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.
vector_type new_pce
Projection of pce in new basis.
HouseTriDiagPCEBasis & operator=(const HouseTriDiagPCEBasis &b)
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.
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
Teuchos::LAPACK< ordinal_type, value_type > lapack
LAPACK routines.
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
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.
void transformCoeffsFromHouse(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
Teuchos::BLAS< ordinal_type, value_type > blas
BLAS routines.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type
int n