44 #include "Teuchos_UnitTestHarness.hpp" 45 #include "Teuchos_TestingHelpers.hpp" 46 #include "Teuchos_UnitTestRepository.hpp" 47 #include "Teuchos_GlobalMPISession.hpp" 66 mutable Teuchos::Array<double>
vec;
71 template <
typename Func>
78 Teuchos::RCP<const Stokhos::CompletePolynomialBasis<OrdinalType,ValueType> >
basis;
79 Teuchos::RCP< Stokhos::QuadOrthogPolyExpansion<OrdinalType,ValueType> >
exp;
80 Teuchos::RCP<const Stokhos::HouseTriDiagPCEBasis<OrdinalType,ValueType> >
st_1d_proj_basis;
81 Teuchos::Array< Teuchos::RCP<const Stokhos::OneDOrthogPolyBasis<OrdinalType,ValueType> > >
st_bases;
82 Teuchos::RCP<const Stokhos::CompletePolynomialBasis<OrdinalType,ValueType> >
st_basis;
83 Teuchos::RCP<const Stokhos::Quadrature<OrdinalType,ValueType> >
st_quad;
95 Teuchos::Array< Teuchos::RCP<const Stokhos::OneDOrthogPolyBasis<OrdinalType,ValueType> > > bases(d);
109 Teuchos::RCP<const Stokhos::Quadrature<OrdinalType,ValueType> > quad =
113 Teuchos::RCP<Stokhos::Sparse3Tensor<int,double> > Cijk =
114 basis->computeTripleProductTensor(
basis->size());
145 Teuchos::RCP<Stokhos::Sparse3Tensor<int,double> > st_Cijk =
158 #define LANCZOS_UNIT_TESTS(BASENAME, TAG, FUNC, NORMALIZE) \ 159 namespace BASENAME ## TAG { \ 161 Lanczos_PCE_Setup< FUNC<int,double> > setup(NORMALIZE); \ 163 TEUCHOS_UNIT_TEST( BASENAME, TAG ## Map ) { \ 164 Stokhos::OrthogPolyApprox<int,double> u2(setup.basis); \ 165 setup.st_1d_proj_basis->transformCoeffsFromHouse( \ 166 setup.u_st.coeff(), \ 168 success = Stokhos::comparePCEs(setup.u, "u", u2, "u2", \ 169 setup.rtol, setup.atol, out); \ 172 TEUCHOS_UNIT_TEST( BASENAME, TAG ## Orthog ) { \ 173 const Teuchos::Array<double>& norms = \ 174 setup.st_bases[0]->norm_squared(); \ 175 const Teuchos::Array<double>& weights = \ 176 setup.st_quad->getQuadWeights(); \ 177 const Teuchos::Array< Teuchos::Array<double> >& values = \ 178 setup.st_quad->getBasisAtQuadPoints(); \ 179 Teuchos::SerialDenseMatrix<int,double> mat(setup.st_sz, \ 181 for (int i=0; i<setup.st_sz; i++) { \ 182 for (int j=0; j<setup.st_sz; j++) { \ 183 for (unsigned int k=0; k<weights.size(); k++) \ 184 mat(i,j) += weights[k]*values[k][i]*values[k][j]; \ 185 mat(i,j) /= std::sqrt(norms[i]*norms[j]); \ 189 success = mat.normInf() < setup.atol; \ 191 out << "\n Error, mat.normInf() < atol = " << mat.normInf() \ 192 << " < " << setup.atol << ": failed!\n"; \ 193 out << "mat = " << mat << std::endl; \ 197 TEUCHOS_UNIT_TEST( BASENAME, TAG ## PCE ) { \ 198 Stokhos::OrthogPolyApprox<int,double> v2(setup.basis); \ 199 lanczos_pce_quad_func quad_func(setup.v_st, *setup.st_basis); \ 200 setup.exp->unary_op(quad_func, v2, setup.u); \ 201 success = comparePCEs(setup.v, "v", v2, "v2", setup.rtol, \ 205 TEUCHOS_UNIT_TEST( BASENAME, TAG ## Mean ) { \ 206 success = Teuchos::testRelErr( \ 207 "v.mean()", setup.v.mean(), \ 208 "v_st.mean()", setup.v_st.mean(), \ 209 "rtol", setup.rtol, \ 210 "rtol", setup.rtol, \ 211 Teuchos::Ptr<std::ostream>(out.getOStream().get())); \ 215 TEUCHOS_UNIT_TEST( BASENAME, TAG ## StandardDeviation ) { \ 216 success = Teuchos::testRelErr( \ 217 "v.standard_deviation()", \ 218 setup.v.standard_deviation(), \ 219 "v_st.standard_devaition()", \ 220 setup.v_st.standard_deviation(), \ 223 Teuchos::Ptr<std::ostream>(out.getOStream().get())); \ 232 template <
typename Ordinal_Type,
typename Value_Type>
251 template <typename Ordinal_Type, typename Value_Type>
255 static const bool is_even =
false;
271 template <typename Ordinal_Type, typename Value_Type>
275 static const bool is_even =
false;
287 Teuchos::GlobalMPISession mpiSession(&argc, &
argv);
288 return Teuchos::UnitTestRepository::runUnitTestsFromMain(argc,
argv);
static const bool is_even
const Stokhos::OrthogPolyApprox< int, double > & pce
void times(OrthogPolyApprox< ordinal_type, value_type, node_type > &c, const OrthogPolyApprox< ordinal_type, value_type, node_type > &a, const OrthogPolyApprox< ordinal_type, value_type, node_type > &b)
lanczos_pce_quad_func(const Stokhos::OrthogPolyApprox< int, double > &pce_, const Stokhos::OrthogPolyBasis< int, double > &basis_)
Teuchos::RCP< const Stokhos::HouseTriDiagPCEBasis< OrdinalType, ValueType > > st_1d_proj_basis
Stokhos::OrthogPolyApprox< OrdinalType, ValueType > v_st
Stokhos::OrthogPolyApprox< OrdinalType, ValueType > u
void eval(Stokhos::QuadOrthogPolyExpansion< OrdinalType, ValueType > &exp, const Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &x, Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &u)
void eval(Stokhos::QuadOrthogPolyExpansion< OrdinalType, ValueType > &exp, const Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &x, Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &u)
Teuchos::RCP< const Stokhos::CompletePolynomialBasis< OrdinalType, ValueType > > st_basis
const IndexType const IndexType const IndexType const IndexType const ValueType const ValueType * x
void reset(const Teuchos::RCP< const Stokhos::OrthogPolyBasis< ordinal_type, value_type > > &new_basis, ordinal_type sz=0)
Reset to a new basis.
Teuchos::RCP< const Stokhos::Quadrature< OrdinalType, ValueType > > st_quad
Teuchos::Array< double > vec
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
const Stokhos::OrthogPolyBasis< int, double > & basis
Multivariate orthogonal polynomial basis generated from a total-order complete-polynomial tensor prod...
Stokhos::OrthogPolyApprox< OrdinalType, ValueType > u_st
KOKKOS_INLINE_FUNCTION PCE< Storage > exp(const PCE< Storage > &a)
int main(int argc, char **argv)
double operator()(const double &a) const
Teuchos::RCP< Stokhos::QuadOrthogPolyExpansion< OrdinalType, ValueType > > exp
Teuchos::RCP< const Stokhos::CompletePolynomialBasis< OrdinalType, ValueType > > basis
void eval(Stokhos::QuadOrthogPolyExpansion< OrdinalType, ValueType > &exp, const Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &x, Stokhos::OrthogPolyApprox< OrdinalType, ValueType > &u)
Teuchos::Array< Teuchos::RCP< const Stokhos::OneDOrthogPolyBasis< OrdinalType, ValueType > > > st_bases
Func::ValueType ValueType
value_type evaluate(const Teuchos::Array< value_type > &point) const
Evaluate polynomial approximation at a point.
Orthogonal polynomial expansions based on numerical quadrature.
Func::OrdinalType OrdinalType
Lanczos_PCE_Setup(bool normalize)
#define LANCZOS_UNIT_TESTS(BASENAME, TAG, FUNC, NORMALIZE)
Defines quadrature for a tensor product basis by tensor products of 1-D quadrature rules...
Stokhos::OrthogPolyApprox< OrdinalType, ValueType > v