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Stokhos::MonomialProjGramSchmidtPCEBasis< ordinal_type, value_type > Class Template Reference

Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product measure induced by these expansions. More...

#include <Stokhos_MonomialProjGramSchmidtPCEBasis.hpp>

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Collaboration diagram for Stokhos::MonomialProjGramSchmidtPCEBasis< ordinal_type, value_type >:
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Public Member Functions

 MonomialProjGramSchmidtPCEBasis (ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, const Teuchos::ParameterList &params=Teuchos::ParameterList())
 Constructor. More...
 
virtual ~MonomialProjGramSchmidtPCEBasis ()
 Destructor.
 
Implementation of Stokhos::OrthogPolyBasis methods
virtual const std::string & getName () const
 Return string name of basis.
 
- Public Member Functions inherited from Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >
 GSReducedPCEBasisBase (ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, const Teuchos::ParameterList &params=Teuchos::ParameterList())
 Constructor. More...
 
virtual ~GSReducedPCEBasisBase ()
 Destructor.
 
ordinal_type order () const
 Return order of basis.
 
ordinal_type dimension () const
 Return dimension of basis.
 
virtual ordinal_type size () const
 Return total size of basis.
 
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.
 
virtual Teuchos::RCP
< Stokhos::Sparse3Tensor
< ordinal_type, value_type > > 
computeTripleProductTensor () const
 Compute triple product tensor. More...
 
virtual Teuchos::RCP
< Stokhos::Sparse3Tensor
< ordinal_type, value_type > > 
computeLinearTripleProductTensor () const
 Compute linear triple product tensor where k = 0,1,..,d.
 
virtual value_type evaluateZero (ordinal_type i) const
 Evaluate basis polynomial i at zero.
 
virtual void evaluateBases (const Teuchos::ArrayView< const value_type > &point, Teuchos::Array< value_type > &basis_vals) const
 Evaluate basis polynomials at given point point. More...
 
virtual void print (std::ostream &os) const
 Print basis to stream os.
 
virtual void transformToOriginalBasis (const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
 Transform coefficients to original basis from this basis.
 
virtual void transformFromOriginalBasis (const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
 Transform coefficients from original basis to this basis.
 
virtual Teuchos::RCP< const
Stokhos::Quadrature
< ordinal_type, value_type > > 
getReducedQuadrature () const
 Get reduced quadrature object.
 
- Public Member Functions inherited from Stokhos::ReducedPCEBasis< ordinal_type, value_type >
 ReducedPCEBasis ()
 Default constructor.
 
virtual ~ReducedPCEBasis ()
 Destructor.
 
- Public Member Functions inherited from Stokhos::OrthogPolyBasis< ordinal_type, value_type >
 OrthogPolyBasis ()
 Constructor.
 
virtual ~OrthogPolyBasis ()
 Destructor.
 

Protected Types

typedef
Stokhos::CompletePolynomialBasisUtils
< ordinal_type, value_type > 
CPBUtils
 
typedef
Teuchos::SerialDenseVector
< ordinal_type, value_type > 
SDV
 
typedef
Teuchos::SerialDenseMatrix
< ordinal_type, value_type > 
SDM
 
- Protected Types inherited from Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >
typedef
Stokhos::CompletePolynomialBasisUtils
< ordinal_type, value_type > 
CPBUtils
 
typedef
Teuchos::SerialDenseVector
< ordinal_type, value_type > 
SDV
 
typedef
Teuchos::SerialDenseMatrix
< ordinal_type, value_type > 
SDM
 

Protected Member Functions

virtual ordinal_type buildReducedBasis (ordinal_type max_p, value_type threshold, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > &terms_, Teuchos::Array< ordinal_type > &num_terms_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Qp_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q_)
 Build the reduced basis, parameterized by total order max_p. More...
 
- Protected Member Functions inherited from Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >
void setup (ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad)
 

Protected Attributes

std::string name
 Name of basis.
 
- Protected Attributes inherited from Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >
std::string name
 Name of basis.
 
Teuchos::ParameterList params
 Algorithm parameters.
 
Teuchos::RCP< const
Stokhos::OrthogPolyBasis
< ordinal_type, value_type > > 
pce_basis
 Original pce basis.
 
ordinal_type pce_sz
 Size of original pce basis.
 
ordinal_type p
 Total order of basis.
 
ordinal_type d
 Total dimension of basis.
 
ordinal_type sz
 Total size of basis.
 
Teuchos::Array
< Stokhos::MultiIndex
< ordinal_type > > 
terms
 2-D array of basis terms
 
Teuchos::Array< ordinal_type > num_terms
 Number of terms up to each order.
 
Teuchos::Array< value_type > norms
 Norms.
 
SDM Q
 Values of transformed basis at quadrature points.
 
SDM Qp
 Coefficients of transformed basis in original basis.
 
Teuchos::RCP< const
Stokhos::Quadrature
< ordinal_type, value_type > > 
reduced_quad
 Reduced quadrature object.
 
bool verbose
 Whether to print a bunch of stuff out.
 
value_type rank_threshold
 Rank threshold.
 
std::string orthogonalization_method
 Orthogonalization method.
 
Teuchos::BLAS< ordinal_type,
value_type > 
blas
 

Detailed Description

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

Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product measure induced by these expansions.

Given the PCE expansions, first build a non-orthogonal monomial basis. Orthogonalize this basis using Gram-Schmidt, then build a quadrature rule using the simplex method.

Constructor & Destructor Documentation

template<typename ordinal_type , typename value_type >
Stokhos::MonomialProjGramSchmidtPCEBasis< ordinal_type, value_type >::MonomialProjGramSchmidtPCEBasis ( ordinal_type  p,
const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &  pce,
const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &  quad,
const Teuchos::ParameterList &  params = Teuchos::ParameterList() 
)

Constructor.

Parameters
porder of the basis
pcepolynomial chaos expansions defining new measure
quadquadrature data for basis defining pce
Cijksparse triple product tensor for basis defining pce
sparse_toltolerance for dropping terms in sparse tensors

Member Function Documentation

template<typename ordinal_type , typename value_type >
ordinal_type Stokhos::MonomialProjGramSchmidtPCEBasis< ordinal_type, value_type >::buildReducedBasis ( ordinal_type  max_p,
value_type  threshold,
const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  A,
const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  F,
const Teuchos::Array< value_type > &  weights,
Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > &  terms_,
Teuchos::Array< ordinal_type > &  num_terms_,
Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  Qp_,
Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  Q_ 
)
protectedvirtual

Build the reduced basis, parameterized by total order max_p.

Returns resulting size of reduced basis

Implements Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >.


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