Stokhos::ReducedQuadratureFactory< 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_ReducedQuadratureFactory.hpp>

Collaboration diagram for Stokhos::ReducedQuadratureFactory< ordinal_type, value_type >:

Public Member Functions
	ReducedQuadratureFactory (const Teuchos::ParameterList &params)
	Constructor. More...
virtual	~ReducedQuadratureFactory ()
	Destructor.
virtual Teuchos::RCP< const Stokhos::UserDefinedQuadrature < ordinal_type, value_type > >	createReducedQuadrature (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q2, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights) const
	Get reduced quadrature object.

Protected Member Functions
void	reducedQuadrature_Q_Squared (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::RCP< Teuchos::Array< value_type > > &red_weights, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_points, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_values) const
void	reducedQuadrature_Q_Squared_CPQR (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::RCP< Teuchos::Array< value_type > > &red_weights, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_points, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_values) const
void	reducedQuadrature_Q_Squared_CPQR2 (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::RCP< Teuchos::Array< value_type > > &red_weights, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_points, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_values) const
void	reducedQuadrature_Q2 (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q2, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::RCP< Teuchos::Array< value_type > > &red_weights, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_points, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_values) const
void	reducedQuadrature_Q2_CPQR (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q2, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::RCP< Teuchos::Array< value_type > > &red_weights, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_points, Teuchos::RCP< Teuchos::Array< Teuchos::Array< value_type > > > &red_values) const
void	underdetermined_solver (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_TRSM (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_GLPK (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_CLP (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_CLP_IP (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_qpOASES (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
void	solver_CompressedSensing (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseVector< ordinal_type, value_type > &b, Teuchos::SerialDenseVector< ordinal_type, value_type > &x, Teuchos::ETransp transa, Teuchos::EUplo uplo) const
ordinal_type	computeRank (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &R, const value_type tol) const
ordinal_type	n_choose_k (const ordinal_type &n, const ordinal_type &k) const
	Compute bionomial coefficient (n ; k) = n!/( k! (n-k)! )

Protected Attributes
Teuchos::ParameterList	params
	Algorithm parameters.
std::string	reduction_method
	Reduction method.
std::string	solver_method
	Underdetermined solver method.
bool	eliminate_dependent_rows
	Whether to eliminate dependent rows in constraints.
bool	verbose
	Whether to print a bunch of stuff out.
value_type	reduction_tol
	Dimension reduction tolerance.
value_type	objective_value
	Value used in LP-based objective function.
Teuchos::LAPACK< ordinal_type, value_type >	lapack
Teuchos::BLAS< ordinal_type, value_type >	blas

Detailed Description

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

(

const Teuchos::ParameterList &

params

)

Constructor.

Parameters

params

Parameter dictating choice of reduction method

---

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

• Stokhos_ReducedQuadratureFactory.hpp
• Stokhos_ReducedQuadratureFactoryImp.hpp