42#ifndef STOKHOS_LANCZOSPCEBASIS_HPP
43#define STOKHOS_LANCZOSPCEBASIS_HPP
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47#include "Teuchos_SerialDenseVector.hpp"
56 template <
typename ord_type,
typename val_type>
61 typedef Teuchos::SerialDenseVector<ordinal_type, value_type>
vector_type;
83 template <
typename ordinal_type,
typename value_type>
110 Teuchos::Array<value_type>& points,
111 Teuchos::Array<value_type>& weights,
112 Teuchos::Array< Teuchos::Array<value_type> >& values)
const;
124 virtual Teuchos::RCP<OneDOrthogPolyBasis<ordinal_type,value_type> >
cloneWithOrder(ordinal_type
p)
const;
133 value_type *out)
const;
143 Teuchos::Array<value_type>&
alpha,
144 Teuchos::Array<value_type>&
beta,
145 Teuchos::Array<value_type>&
delta,
146 Teuchos::Array<value_type>&
gamma)
const;
149 virtual void setup();
173 Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> >
pce;
176 Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> >
quad;
DiagonalOperator(const vector_type &A_)
void apply(const vector_type &u, vector_type &v) const
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
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.
~LanczosPCEBasis()
Destructor.
lanczos_type::matrix_type matrix_type
Teuchos::RCP< const Stokhos::OrthogPolyApprox< ordinal_type, value_type > > pce
PCE Lanczos procedure is based on.
virtual void setup()
Setup basis after computing recurrence coefficients.
vector_type pce_vals
Values of PCE at quadrature points.
LanczosPCEBasis(const LanczosPCEBasis &)
ordinal_type nqp
Number of quadrature points.
matrix_type lanczos_vecs
Lanczos vectors.
WeightedVectorSpace< ordinal_type, value_type > vectorspace_type
Stokhos::Lanczos< vectorspace_type, operator_type > lanczos_type
matrix_type fromStieltjesMat
Matrix mapping coefficients in Stieltjes basis back to original basis.
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.
DiagonalOperator< ordinal_type, value_type > operator_type
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > quad
Quadrature object.
void transformCoeffsFromLanczos(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
value_type getNewCoeffs(ordinal_type i) const
Get new coefficients in this new basis.
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.
vector_type pce_weights
Quadrature weights.
LanczosPCEBasis & operator=(const LanczosPCEBasis &b)
vector_type u0
Initial Lanczos vector.
vector_type new_pce
Projection of pce in new basis.
bool limit_integration_order
Flag indicating whether to limit the integration order.
lanczos_type::vector_type vector_type
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)
Constructor.
Applies Lanczos procedure to a given matrix.
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type
Class to store coefficients of a projection onto an orthogonal polynomial basis.
Abstract base class for quadrature methods.
Implementation of OneDOrthogPolyBasis based on the general three-term recurrence relationship:
bool normalize
Normalize basis.
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.
Top-level namespace for Stokhos classes and functions.