An Epetra operator representing the covariance operator of a polynomial chaos expansion. More...

#include <Stokhos_PCECovarianceOp.hpp>

Inheritance diagram for Stokhos::PCECovarianceOp:

Public Member Functions
	PCECovarianceOp (const Stokhos::VectorOrthogPoly< Epetra_Vector > &X_poly)
	Constructor with polynomial X. More...

	PCECovarianceOp (const Teuchos::RCP< const EpetraExt::BlockVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
	Constructor with block-vector X. More...

	PCECovarianceOp (const Teuchos::RCP< const Epetra_MultiVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
	Constructor with multi-vector X. More...

virtual	~PCECovarianceOp ()
	Destructor. More...

virtual int	SetUseTranspose (bool UseTranspose)
	Set to true if the transpose of the operator is requested. More...

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. More...

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. More...

virtual double	NormInf () const
	Returns an approximate infinity norm of the operator matrix. More...

virtual const char *	Label () const
	Returns a character std::string describing the operator. More...

virtual bool	UseTranspose () const
	Returns the current UseTranspose setting. More...

virtual bool	HasNormInf () const
	Returns true if the this object can provide an approximate Inf-norm, false otherwise. More...

virtual const Epetra_Comm &	Comm () const
	Returns a reference to the Epetra_Comm communicator associated with this operator. More...

virtual const Epetra_Map &	OperatorDomainMap () const
	Returns the Epetra_Map object associated with the domain of this matrix operator. More...

virtual const Epetra_Map &	OperatorRangeMap () const
	Returns the Epetra_Map object associated with the range of this matrix operator. More...

const Epetra_BlockMap &	CoeffMap () const
	Returns PCE coefficient map. More...

Protected Attributes
std::string	label
	Label for operator. More...

Teuchos::RCP< const Epetra_MultiVector >	X
	Multivector X defining A = XSX^T. More...

Teuchos::Array< double >	s
	Scaling vector in A = XSX^T. More...

bool	useTranspose
	Flag indicating whether transpose was selected. More...

Teuchos::RCP< Epetra_Map >	tmp_map
	Map needed for temporary vector. More...

Teuchos::RCP< Epetra_MultiVector >	tmp
	Temporary vector needed for apply. More...

Private Member Functions
	PCECovarianceOp (const PCECovarianceOp &)
	Private to prohibit copying. More...

PCECovarianceOp &	operator= (const PCECovarianceOp &)
	Private to prohibit copying. More...

Detailed Description

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.

Definition at line 64 of file Stokhos_PCECovarianceOp.hpp.

Constructor & Destructor Documentation

Stokhos::PCECovarianceOp::PCECovarianceOp ( const Stokhos::VectorOrthogPoly< Epetra_Vector > & X_poly )

Constructor with polynomial X.

Definition at line 49 of file Stokhos_PCECovarianceOp.cpp.

Stokhos::PCECovarianceOp::PCECovarianceOp	(	const Teuchos::RCP< const EpetraExt::BlockVector > &	X,
		const Stokhos::OrthogPolyBasis< int, double > &	basis
	)