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Stokhos_ReducedQuadratureFactory.hpp
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41
42#ifndef STOKHOS_REDUCED_QUADRATURE_FACTORY_HPP
43#define STOKHOS_REDUCED_QUADRATURE_FACTORY_HPP
44
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47#include "Teuchos_BLAS.hpp"
48#include "Teuchos_LAPACK.hpp"
49#include "Teuchos_SerialDenseMatrix.hpp"
50#include "Teuchos_ParameterList.hpp"
52
53namespace Stokhos {
54
64 template <typename ordinal_type, typename value_type>
66 public:
67
69
72 ReducedQuadratureFactory(const Teuchos::ParameterList& params);
73
76
78 virtual Teuchos::RCP<const Stokhos::UserDefinedQuadrature<ordinal_type, value_type> >
80 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
81 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q2,
82 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
83 const Teuchos::Array<value_type>& weights) const;
84
85 protected:
86
88 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
89 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
90 const Teuchos::Array<value_type>& weights,
91 Teuchos::RCP< Teuchos::Array<value_type> >& red_weights,
92 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_points,
93 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_values
94 ) const;
95
97 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
98 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
99 const Teuchos::Array<value_type>& weights,
100 Teuchos::RCP< Teuchos::Array<value_type> >& red_weights,
101 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_points,
102 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_values
103 ) const;
104
106 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
107 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
108 const Teuchos::Array<value_type>& weights,
109 Teuchos::RCP< Teuchos::Array<value_type> >& red_weights,
110 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_points,
111 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_values
112 ) const;
113
115 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
116 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q2,
117 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
118 const Teuchos::Array<value_type>& weights,
119 Teuchos::RCP< Teuchos::Array<value_type> >& red_weights,
120 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_points,
121 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_values
122 ) const;
123
125 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q,
126 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& Q2,
127 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& F,
128 const Teuchos::Array<value_type>& weights,
129 Teuchos::RCP< Teuchos::Array<value_type> >& red_weights,
130 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_points,
131 Teuchos::RCP< Teuchos::Array< Teuchos::Array<value_type> > >& red_values
132 ) const;
133
135 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
136 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
137 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
138 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
139
140 void solver_TRSM(
141 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
142 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
143 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
144 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
145
146 void solver_GLPK(
147 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
148 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
149 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
150 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
151
152 void solver_CLP(
153 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
154 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
155 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
156 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
157
158 void solver_CLP_IP(
159 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
160 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
161 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
162 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
163
164 void solver_qpOASES(
165 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
166 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
167 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
168 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
169
171 const Teuchos::SerialDenseMatrix<ordinal_type, value_type>& A,
172 const Teuchos::SerialDenseVector<ordinal_type, value_type>& b,
173 Teuchos::SerialDenseVector<ordinal_type, value_type>& x,
174 Teuchos::ETransp transa, Teuchos::EUplo uplo) const;
175
176 ordinal_type computeRank(
177 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& R,
178 const value_type tol) const;
179
183 ordinal_type n_choose_k(const ordinal_type& n, const ordinal_type& k) const;
184
185 private:
186
187 // Prohibit copying
189
190 // Prohibit Assignment
192
193 protected:
194
196 mutable Teuchos::ParameterList params;
197
199 std::string reduction_method;
200
202 std::string solver_method;
203
206
209
211 value_type reduction_tol;
212
214 value_type objective_value;
215
217 Teuchos::BLAS<ordinal_type,value_type> blas;
218
219 }; // class ReducedQuadratureFactory
220
221} // Namespace Stokhos
222
223// Include template definitions
225
226#endif
Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product me...
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
bool eliminate_dependent_rows
Whether to eliminate dependent rows in constraints.
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 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
ordinal_type n_choose_k(const ordinal_type &n, const ordinal_type &k) const
Compute bionomial coefficient (n ; k) = n!/( k! (n-k)! )
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
bool verbose
Whether to print a bunch of stuff out.
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
value_type reduction_tol
Dimension reduction tolerance.
Teuchos::LAPACK< ordinal_type, value_type > lapack
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
Teuchos::BLAS< ordinal_type, value_type > blas
ordinal_type computeRank(const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &R, const value_type tol) 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
ReducedQuadratureFactory(const ReducedQuadratureFactory &)
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.
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
ReducedQuadratureFactory & operator=(const ReducedQuadratureFactory &)
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
Teuchos::ParameterList params
Algorithm parameters.
ReducedQuadratureFactory(const Teuchos::ParameterList &params)
Constructor.
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
value_type objective_value
Value used in LP-based objective function.
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
std::string solver_method
Underdetermined solver method.
Specialization for Sacado::UQ::PCE< Storage<...> >
Top-level namespace for Stokhos classes and functions.