Stokhos Package Browser (Single Doxygen Collection) Version of the Day
Loading...
Searching...
No Matches
Stokhos_StieltjesBasis.hpp
Go to the documentation of this file.
1// @HEADER
2// ***********************************************************************
3//
4// Stokhos Package
5// Copyright (2009) Sandia Corporation
6//
7// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
8// license for use of this work by or on behalf of the U.S. Government.
9//
10// Redistribution and use in source and binary forms, with or without
11// modification, are permitted provided that the following conditions are
12// met:
13//
14// 1. Redistributions of source code must retain the above copyright
15// notice, this list of conditions and the following disclaimer.
16//
17// 2. Redistributions in binary form must reproduce the above copyright
18// notice, this list of conditions and the following disclaimer in the
19// documentation and/or other materials provided with the distribution.
20//
21// 3. Neither the name of the Corporation nor the names of the
22// contributors may be used to endorse or promote products derived from
23// this software without specific prior written permission.
24//
25// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
26// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
27// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
28// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
29// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
30// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
31// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
32// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
33// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
34// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
35// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
36//
37// Questions? Contact Eric T. Phipps (etphipp@sandia.gov).
38//
39// ***********************************************************************
40// @HEADER
41
42#ifndef STOKHOS_STIELTJESBASIS_HPP
43#define STOKHOS_STIELTJESBASIS_HPP
44
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47
50
51namespace Stokhos {
52
57 template <typename ordinal_type, typename value_type, typename func_type>
59 public RecurrenceBasis<ordinal_type, value_type> {
60 public:
61
63
73 ordinal_type p,
74 const Teuchos::RCP<const func_type>& func,
75 const Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
77 bool normalize = false);
78
81
83
84
86 virtual void
87 getQuadPoints(ordinal_type quad_order,
88 Teuchos::Array<value_type>& points,
89 Teuchos::Array<value_type>& weights,
90 Teuchos::Array< Teuchos::Array<value_type> >& values) const;
91
102 virtual Teuchos::RCP<OneDOrthogPolyBasis<ordinal_type,value_type> > cloneWithOrder(ordinal_type p) const;
103
105
106 protected:
107
109
110
112 virtual bool
113 computeRecurrenceCoefficients(ordinal_type n,
114 Teuchos::Array<value_type>& alpha,
115 Teuchos::Array<value_type>& beta,
116 Teuchos::Array<value_type>& delta,
117 Teuchos::Array<value_type>& gamma) const;
118
120 virtual void setup();
121
123
125 void stieltjes(ordinal_type nstart,
126 ordinal_type nfinish,
127 const Teuchos::Array<value_type>& weights,
128 const Teuchos::Array<value_type>& points,
129 Teuchos::Array<value_type>& a,
130 Teuchos::Array<value_type>& b,
131 Teuchos::Array<value_type>& nrm,
132 Teuchos::Array< Teuchos::Array<value_type> >& phi_vals) const;
133
139 ordinal_type k,
140 const Teuchos::Array<value_type>& a,
141 const Teuchos::Array<value_type>& b,
142 const Teuchos::Array<value_type>& weights,
143 const Teuchos::Array<value_type>& points,
144 Teuchos::Array< Teuchos::Array<value_type> >& phi_vals,
145 value_type& val1, value_type& val2) const;
146
148 void evaluateRecurrence(ordinal_type k,
149 const Teuchos::Array<value_type>& a,
150 const Teuchos::Array<value_type>& b,
151 const Teuchos::Array<value_type>& points,
152 Teuchos::Array< Teuchos::Array<value_type> >& values) const;
153
155 StieltjesBasis(ordinal_type p, const StieltjesBasis& basis);
156
157 private:
158
159 // Prohibit copying
161
162 // Prohibit Assignment
164
165 protected:
166
168 Teuchos::RCP<const func_type> func;
169
171 Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> > quad;
172
174 const Teuchos::Array<value_type>& pce_weights;
175
177 const Teuchos::Array< Teuchos::Array<value_type> >& basis_values;
178
180 mutable Teuchos::Array<value_type> func_vals;
181
183 mutable Teuchos::Array< Teuchos::Array<value_type> > phi_vals;
184
187
188 }; // class StieltjesBasis
189
190} // Namespace Stokhos
191
192// Include template definitions
194
195#endif
Abstract base class for quadrature methods.
Implementation of OneDOrthogPolyBasis based on the general three-term recurrence relationship:
Teuchos::Array< value_type > alpha
Recurrence coefficients.
Teuchos::Array< value_type > beta
Recurrence coefficients.
ordinal_type p
Order of basis.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
Teuchos::Array< value_type > delta
Recurrence coefficients.
Generates three-term recurrence using the Discretized Stieltjes procedure applied to a functional map...
StieltjesBasis(const StieltjesBasis &)
Teuchos::RCP< const func_type > func
PC expansion.
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
Compute recurrence coefficients.
bool use_pce_quad_points
Use underlying pce's quadrature data.
StieltjesBasis(ordinal_type p, const Teuchos::RCP< const func_type > &func, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, bool use_pce_quad_points, bool normalize=false)
Constructor.
void stieltjes(ordinal_type nstart, ordinal_type nfinish, const Teuchos::Array< value_type > &weights, const Teuchos::Array< value_type > &points, Teuchos::Array< value_type > &a, Teuchos::Array< value_type > &b, Teuchos::Array< value_type > &nrm, Teuchos::Array< Teuchos::Array< value_type > > &phi_vals) const
Compute 3-term recurrence using Stieljtes procedure.
const Teuchos::Array< Teuchos::Array< value_type > > & basis_values
Values of PCE basis functions at quadrature points.
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
Get Gauss quadrature points, weights, and values of basis at points.
virtual void setup()
Setup basis after computing recurrence coefficients.
virtual Teuchos::RCP< OneDOrthogPolyBasis< ordinal_type, value_type > > cloneWithOrder(ordinal_type p) const
Clone this object with the option of building a higher order basis.
const Teuchos::Array< value_type > & pce_weights
PCE quadrature weights.
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > quad
Quadrature object.
Teuchos::Array< Teuchos::Array< value_type > > phi_vals
Values of generated polynomials at PCE quadrature points.
StieltjesBasis & operator=(const StieltjesBasis &b)
void integrateBasisSquared(ordinal_type k, const Teuchos::Array< value_type > &a, const Teuchos::Array< value_type > &b, const Teuchos::Array< value_type > &weights, const Teuchos::Array< value_type > &points, Teuchos::Array< Teuchos::Array< value_type > > &phi_vals, value_type &val1, value_type &val2) const
Compute and .
Teuchos::Array< value_type > func_vals
Values of func at quadrature points.
void evaluateRecurrence(ordinal_type k, const Teuchos::Array< value_type > &a, const Teuchos::Array< value_type > &b, const Teuchos::Array< value_type > &points, Teuchos::Array< Teuchos::Array< value_type > > &values) const
Evaluate polynomials via 3-term recurrence.
Top-level namespace for Stokhos classes and functions.