Generates three-term recurrence using the Discretized Stieltjes procedure. More...

#include <Stokhos_DiscretizedStieltjesBasis.hpp>

Inheritance diagram for Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >:

Public Member Functions
	DiscretizedStieltjesBasis (const std::string &name, const ordinal_type &p, value_type(*weightFn)(const value_type &), const value_type &leftEndPt, const value_type &rightEndPt, bool normalize, GrowthPolicy growth=SLOW_GROWTH)
	Constructor. More...

	~DiscretizedStieltjesBasis ()
	Destructor. More...

value_type	eval_inner_product (const ordinal_type &order1, const ordinal_type &order2) const
	Evaluate inner product of two basis functions to test orthogonality. More...

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. More...

Public Member Functions inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
virtual	~RecurrenceBasis ()
	Destructor. More...

virtual void	getRecurrenceCoefficients (Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
	Return recurrence coefficients defined by above formula. More...

virtual void	evaluateBasesAndDerivatives (const value_type &point, Teuchos::Array< value_type > &vals, Teuchos::Array< value_type > &derivs) const
	Evaluate basis polynomials and their derivatives at given point `point`. More...

virtual void	setQuadZeroTol (value_type tol)
	Set tolerance for zero in quad point generation. More...

virtual ordinal_type	order () const
	Return order of basis (largest monomial degree ). More...

virtual ordinal_type	size () const
	Return total size of basis (given by order() + 1). More...

virtual const Teuchos::Array < value_type > &	norm_squared () const
	Return array storing norm-squared of each basis polynomial. More...

virtual const value_type &	norm_squared (ordinal_type i) const
	Return norm squared of basis polynomial `i`. More...

virtual Teuchos::RCP < Stokhos::Dense3Tensor < ordinal_type, value_type > >	computeTripleProductTensor () const
	Compute triple product tensor. More...

virtual Teuchos::RCP < Stokhos::Sparse3Tensor < ordinal_type, value_type > >	computeSparseTripleProductTensor (ordinal_type order) const
	Compute triple product tensor. More...

virtual Teuchos::RCP < Teuchos::SerialDenseMatrix < ordinal_type, value_type > >	computeDerivDoubleProductTensor () const
	Compute derivative double product tensor. More...

virtual void	evaluateBases (const value_type &point, Teuchos::Array< value_type > &basis_pts) const
	Evaluate each basis polynomial at given point `point`. More...

virtual value_type	evaluate (const value_type &point, ordinal_type order) const
	Evaluate basis polynomial given by order `order` at given point `point`. More...

virtual void	print (std::ostream &os) const
	Print basis to stream `os`. More...

virtual const std::string &	getName () const
	Return string name of basis. More...

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
	Compute quadrature points, weights, and values of basis polynomials at given set of points `points`. More...

virtual ordinal_type	quadDegreeOfExactness (ordinal_type n) const

virtual ordinal_type	coefficientGrowth (ordinal_type n) const
	Evaluate coefficient growth rule for Smolyak-type bases. More...

virtual ordinal_type	pointGrowth (ordinal_type n) const
	Evaluate point growth rule for Smolyak-type bases. More...

virtual LevelToOrderFnPtr	getSparseGridGrowthRule () const
	Get sparse grid level_to_order mapping function. More...

virtual void	setSparseGridGrowthRule (LevelToOrderFnPtr ptr)
	Set sparse grid rule. More...

Public Member Functions inherited from Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >
	OneDOrthogPolyBasis ()
	Default constructor. More...

virtual	~OneDOrthogPolyBasis ()
	Destructor. More...

virtual void	setSparseGridGrowthRule (LevelToOrderFnPtr ptr)=0
	Set sparse grid rule. More...

Protected Member Functions
value_type	evaluateRecurrence (const value_type &point, ordinal_type order, const Teuchos::Array< value_type > &alpha, const Teuchos::Array< value_type > &beta) const
	Evaluate 3-term recurrence formula using supplied coefficients. More...

value_type	evaluateWeight (const value_type &x) const
	Evaluates the scaled weight function. More...

value_type	expectedValue_tJ_nsquared (const ordinal_type &order, const Teuchos::Array< value_type > &alpha, const Teuchos::Array< value_type > &beta) const
	Approximates $\langle t\psi_k(t) \rangle$ where = `order`. More...

value_type	expectedValue_J_nsquared (const ordinal_type &order, const Teuchos::Array< value_type > &alpha, const Teuchos::Array< value_type > &beta) const
	Approximates $\langle \psi_k(t) \rangle$ where = `order`. More...

	DiscretizedStieltjesBasis (const ordinal_type &p, const DiscretizedStieltjesBasis &basis)
	Copy constructor with specified order. More...

Protected Member Functions inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
	RecurrenceBasis (const std::string &name, ordinal_type p, bool normalize, GrowthPolicy growth=SLOW_GROWTH)
	Constructor to be called by derived classes. More...

	RecurrenceBasis (ordinal_type p, const RecurrenceBasis &basis)
	Copy constructor with specified order. More...

virtual void	setup ()
	Setup basis after computing recurrence coefficients. More...

void	normalizeRecurrenceCoefficients (Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
	Normalize coefficients. More...

Protected Attributes
value_type	scaleFactor
	Scale for the weight. More...

const value_type	leftEndPt_
	Left end point of domain. More...

const value_type	rightEndPt_
	Right end point of domain. More...

value_type(*	weightFn_ )(const value_type &)
	Weight function. More...

Teuchos::Array< value_type >	quad_points
	Quadrature points for discretized stieltjes procedure. More...

Teuchos::Array< value_type >	quad_weights
	Quadrature points for discretized stieltjes procedure. More...

Teuchos::Array< Teuchos::Array < value_type > >	quad_values
	Quadrature values for discretized stieltjes procedure. More...

Protected Attributes inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
std::string	name
	Name of basis. More...

ordinal_type	p
	Order of basis. More...

bool	normalize
	Normalize basis. More...

GrowthPolicy	growth
	Smolyak growth policy. More...

value_type	quad_zero_tol
	Tolerance for quadrature points near zero. More...

LevelToOrderFnPtr	sparse_grid_growth_rule
	Sparse grid growth rule (as determined by Pecos) More...

Teuchos::Array< value_type >	alpha
	Recurrence $\alpha$ coefficients. More...

Teuchos::Array< value_type >	beta
	Recurrence $\beta$ coefficients. More...

Teuchos::Array< value_type >	delta
	Recurrence $\delta$ coefficients. More...

Teuchos::Array< value_type >	gamma
	Recurrence $\gamma$ coefficients. More...

Teuchos::Array< value_type >	norms
	Norms. More...

Private Member Functions
	DiscretizedStieltjesBasis (const DiscretizedStieltjesBasis &)

DiscretizedStieltjesBasis &	operator= (const DiscretizedStieltjesBasis &b)

Implementation of Stokhos::RecurrenceBasis methods
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. More...

Additional Inherited Members
Public Types inherited from Stokhos::RecurrenceBasis< ordinal_type, value_type >
typedef OneDOrthogPolyBasis < ordinal_type, value_type > ::LevelToOrderFnPtr	LevelToOrderFnPtr
	Function pointer needed for level_to_order mappings. More...

Public Types inherited from Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >
typedef int(*	LevelToOrderFnPtr )(int level, int growth)
	Function pointer needed for level_to_order mappings. More...

Detailed Description

template<typename ordinal_type, typename value_type>
class Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >

Generates three-term recurrence using the Discretized Stieltjes procedure.

Class generates an orthogonal polynomial basis for a given weight function and interval. The Discretized Stiltjes procedure described in "On the Calculation of Rys Polynomials and Quadratures", Robin P. Sagar, Vedene H. Smith is used to generate the recurrence coefficients.

Please be aware that this method is not fullproof and that it appears to encounter trouble with strongly singular weights since Gaussan quadrature is used to compute the relevant integrals. For 'nice' weight functions the method seems relatively robust.

Definition at line 63 of file Stokhos_DiscretizedStieltjesBasis.hpp.

Constructor & Destructor Documentation

template<typename ordinal_type , typename value_type >

Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::DiscretizedStieltjesBasis	(	const std::string &	name,
		const ordinal_type &	p,
		value_type(*)(const value_type &)	weightFn,
		const value_type &	leftEndPt,
		const value_type &	rightEndPt,
		bool	normalize,
		Stokhos::GrowthPolicy	growth = `SLOW_GROWTH`
	)

Constructor.

Parameters

name	name of the basis displayed when printing
p	order of the basis
weightFn	function pointer defining weight function
leftEndPt	left end point of the domain of the weight function
rightEndPt	right end point of the domain of the weight function
normalize	whether polynomials should be given unit norm

Definition at line 44 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::~DiscretizedStieltjesBasis ( )

Destructor.

Definition at line 91 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::DiscretizedStieltjesBasis	(	const ordinal_type &	p,
		const DiscretizedStieltjesBasis< ordinal_type, value_type > &	basis
	)

protected

Copy constructor with specified order.

Definition at line 68 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::DiscretizedStieltjesBasis ( const DiscretizedStieltjesBasis< ordinal_type, value_type > & )

private

Member Function Documentation

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::eval_inner_product	(	const ordinal_type &	order1,
		const ordinal_type &	order2
	)		const

Evaluate inner product of two basis functions to test orthogonality.

Definition at line 196 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

Teuchos::RCP< Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type > > Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::cloneWithOrder ( ordinal_type p ) const

virtual

Clone this object with the option of building a higher order basis.

This method is following the Prototype pattern (see Design Pattern's textbook). The slight variation is that it allows the order of the polynomial to be modified, otherwise an exact copy is formed. The use case for this is creating basis functions for column indices in a spatially varying adaptive refinement context.

Implements Stokhos::OneDOrthogPolyBasis< ordinal_type, value_type >.

Reimplemented in Stokhos::RysBasis< ordinal_type, value_type >.

Definition at line 240 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

bool Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::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

protectedvirtual

Compute recurrence coefficients.

Implements Stokhos::RecurrenceBasis< ordinal_type, value_type >.

Definition at line 98 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::evaluateRecurrence	(	const value_type &	point,
		ordinal_type	order,
		const Teuchos::Array< value_type > &	alpha,
		const Teuchos::Array< value_type > &	beta
	)		const

protected

Evaluate 3-term recurrence formula using supplied coefficients.

Definition at line 215 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::evaluateWeight ( const value_type & x ) const

protected

Evaluates the scaled weight function.

Definition at line 146 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::expectedValue_tJ_nsquared	(	const ordinal_type &	order,
		const Teuchos::Array< value_type > &	alpha,
		const Teuchos::Array< value_type > &	beta
	)		const

protected

Approximates $\langle t\psi_k(t) \rangle$ where $k$ = order.

Definition at line 154 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::expectedValue_J_nsquared	(	const ordinal_type &	order,
		const Teuchos::Array< value_type > &	alpha,
		const Teuchos::Array< value_type > &	beta
	)		const

protected

Approximates $\langle \psi_k(t) \rangle$ where $k$ = order.

Definition at line 175 of file Stokhos_DiscretizedStieltjesBasisImp.hpp.

template<typename ordinal_type , typename value_type >

DiscretizedStieltjesBasis& Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::operator= ( const DiscretizedStieltjesBasis< ordinal_type, value_type > & b )

private

Member Data Documentation

template<typename ordinal_type , typename value_type >

value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::scaleFactor

mutableprotected

Scale for the weight.

Definition at line 156 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

const value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::leftEndPt_

protected

Left end point of domain.

Definition at line 159 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

const value_type Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::rightEndPt_

protected

Right end point of domain.

Definition at line 162 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

value_type(* Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::weightFn_)(const value_type &)

protected

Weight function.

Definition at line 165 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

Teuchos::Array<value_type> Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::quad_points

protected

Quadrature points for discretized stieltjes procedure.

Definition at line 168 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

Teuchos::Array<value_type> Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::quad_weights

protected

Quadrature points for discretized stieltjes procedure.

Definition at line 171 of file Stokhos_DiscretizedStieltjesBasis.hpp.

template<typename ordinal_type , typename value_type >

Teuchos::Array<Teuchos::Array< value_type > > Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >::quad_values

protected

Quadrature values for discretized stieltjes procedure.

Definition at line 174 of file Stokhos_DiscretizedStieltjesBasis.hpp.

The documentation for this class was generated from the following files:

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Implementation of Stokhos::RecurrenceBasis methods

Additional Inherited Members

Detailed Description

template<typename ordinal_type, typename value_type> class Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename ordinal_type, typename value_type>
class Stokhos::DiscretizedStieltjesBasis< ordinal_type, value_type >