Stokhos_LanczosPCEBasis.hpp

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#ifndef STOKHOS_LANCZOSPCEBASIS_HPP
#define STOKHOS_LANCZOSPCEBASIS_HPP

#include "Teuchos_RCP.hpp"
#include "Teuchos_Array.hpp"
#include "Teuchos_SerialDenseVector.hpp"

#include "Stokhos_RecurrenceBasis.hpp"
#include "Stokhos_OrthogPolyApprox.hpp"
#include "Stokhos_Quadrature.hpp"
#include "Stokhos_Lanczos.hpp"

namespace Stokhos {

  template <typename ord_type, typename val_type>
  class DiagonalOperator {
  public:
    typedef ord_type ordinal_type;
    typedef val_type value_type;
    typedef Teuchos::SerialDenseVector<ordinal_type, value_type> vector_type;

    DiagonalOperator(const vector_type& A_): A(A_), n(A.length()) {}
    
    void 
    apply(const vector_type& u, vector_type& v) const {
      for (ordinal_type j=0; j<n; j++)
        v[j] = A[j]*u[j];
    }

  protected:

    const vector_type& A;
    ordinal_type n;

  };


  template <typename ordinal_type, typename value_type>
  class LanczosPCEBasis : 
    public RecurrenceBasis<ordinal_type, value_type> {
  public:


    LanczosPCEBasis(
      ordinal_type p,
      const Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> >& pce,
      const Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
      bool normalize,
      bool limit_integration_order);

    ~LanczosPCEBasis();



    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;

    virtual Teuchos::RCP<OneDOrthogPolyBasis<ordinal_type,value_type> > cloneWithOrder(ordinal_type p) const;


    value_type getNewCoeffs(ordinal_type i) const;

    void transformCoeffsFromLanczos(const value_type *in, 
              value_type *out) const;

  protected:



    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;

    virtual void setup();


    LanczosPCEBasis(ordinal_type p, const LanczosPCEBasis& basis);

  private:

    // Prohibit copying
    LanczosPCEBasis(const LanczosPCEBasis&);

    // Prohibit Assignment
    LanczosPCEBasis& operator=(const LanczosPCEBasis& b);

  protected:

    typedef WeightedVectorSpace<ordinal_type,value_type> vectorspace_type;
    typedef DiagonalOperator<ordinal_type,value_type> operator_type;
    typedef Stokhos::Lanczos<vectorspace_type, operator_type> lanczos_type;
    typedef typename lanczos_type::matrix_type matrix_type;
    typedef typename lanczos_type::vector_type vector_type;
    
    Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> > pce;

    Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> > quad;

    bool limit_integration_order;

    ordinal_type nqp;

    vector_type pce_weights;

    vector_type pce_vals;

    vector_type u0;

    mutable matrix_type lanczos_vecs;

    matrix_type fromStieltjesMat;

    vector_type new_pce;

  }; // class LanczosPCEBasis

} // Namespace Stokhos

// Include template definitions
#include "Stokhos_LanczosPCEBasisImp.hpp"

#endif