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Stokhos_ProductLanczosGramSchmidtPCEBasis.hpp
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41
42#ifndef STOKHOS_PRODUCT_LANCZOS_GRAM_SCHMIDT_PCE_BASIS_HPP
43#define STOKHOS_PRODUCT_LANCZOS_GRAM_SCHMIDT_PCE_BASIS_HPP
44
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47#include "Teuchos_SerialDenseMatrix.hpp"
48#include "Teuchos_SerialDenseVector.hpp"
49#include "Teuchos_ParameterList.hpp"
50
56
57namespace Stokhos {
58
69 template <typename ordinal_type, typename value_type>
71 public ReducedPCEBasis<ordinal_type,value_type> {
72 public:
73
75
81 ordinal_type p,
82 const Teuchos::Array< Stokhos::OrthogPolyApprox<ordinal_type, value_type> >& pce,
83 const Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
84 const Teuchos::RCP< const Stokhos::Sparse3Tensor<ordinal_type, value_type> >& Cijk,
85 const Teuchos::ParameterList& params = Teuchos::ParameterList());
86
89
91
92
94 ordinal_type order() const;
95
97 ordinal_type dimension() const;
98
100 virtual ordinal_type size() const;
101
103
107 virtual const Teuchos::Array<value_type>& norm_squared() const;
108
110 virtual const value_type& norm_squared(ordinal_type i) const;
111
113
119 virtual
120 Teuchos::RCP< Stokhos::Sparse3Tensor<ordinal_type, value_type> >
122
124 virtual
125 Teuchos::RCP< Stokhos::Sparse3Tensor<ordinal_type, value_type> >
127
129 virtual value_type evaluateZero(ordinal_type i) const;
130
132
136 virtual void evaluateBases(
137 const Teuchos::ArrayView<const value_type>& point,
138 Teuchos::Array<value_type>& basis_vals) const;
139
141 virtual void print(std::ostream& os) const;
142
144 virtual const std::string& getName() const;
145
147
149
150
152 virtual void
153 transformToOriginalBasis(const value_type *in,
154 value_type *out,
155 ordinal_type ncol = 1,
156 bool transpose = false) const;
157
159 virtual void
160 transformFromOriginalBasis(const value_type *in,
161 value_type *out,
162 ordinal_type ncol = 1,
163 bool transpose = false) const;
164
166 virtual Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >
167 getReducedQuadrature() const;
168
170
171 protected:
172
173 // Determine if a pce is linear, in that it has a total degree of at
174 // most 1. If the pce is nonlinear, return -2, or if it is constant,
175 // return -1, otherwise return the index of the variable the pce is
176 // linear in, ie, if return value is i, the pce = a_{i+1}*\xi_i
177 ordinal_type
179
180 private:
181
182 // Prohibit copying
184
185 // Prohibit Assignment
187
188 protected:
189
190 typedef Teuchos::SerialDenseVector<ordinal_type,value_type> SDV;
191 typedef Teuchos::SerialDenseMatrix<ordinal_type,value_type> SDM;
192
194 std::string name;
195
197 Teuchos::ParameterList params;
198
200 ordinal_type pce_sz;
201
203 ordinal_type p;
204
206 ordinal_type d;
207
209 ordinal_type sz;
210
212 Teuchos::RCP< Stokhos::CompletePolynomialBasis<ordinal_type,value_type> > tensor_lanczos_basis;
213
215 Teuchos::Array<value_type> norms;
216
219
222
224 Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> > reduced_quad;
225
228
229 }; // class ProductLanczosGramSchmidtPCEBasis
230
231} // Namespace Stokhos
232
233// Include template definitions
235
236#endif
Class to store coefficients of a projection onto an orthogonal polynomial basis.
Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product me...
ProductLanczosGramSchmidtPCEBasis(const ProductLanczosGramSchmidtPCEBasis &)
SDM Q
Values of transformed basis at quadrature points.
ordinal_type isInvariant(const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce) const
virtual const Teuchos::Array< value_type > & norm_squared() const
Return array storing norm-squared of each basis polynomial.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > SDM
virtual const std::string & getName() const
Return string name of basis.
Stokhos::OrthogPolyApprox< ordinal_type, value_type > tmp_pce
Temporary pce used in invariant subspace calculations.
virtual void transformFromOriginalBasis(const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
Transform coefficients from original basis to this basis.
virtual ordinal_type size() const
Return total size of basis.
virtual void transformToOriginalBasis(const value_type *in, value_type *out, ordinal_type ncol=1, bool transpose=false) const
Transform coefficients to original basis from this basis.
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > reduced_quad
Reduced quadrature object.
virtual Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > getReducedQuadrature() const
Get reduced quadrature object.
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeLinearTripleProductTensor() const
Compute linear triple product tensor where k = 0,1,..,d.
Teuchos::RCP< Stokhos::CompletePolynomialBasis< ordinal_type, value_type > > tensor_lanczos_basis
Product Lanczos basis.
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeTripleProductTensor() const
Compute triple product tensor.
virtual value_type evaluateZero(ordinal_type i) const
Evaluate basis polynomial i at zero.
virtual void evaluateBases(const Teuchos::ArrayView< const value_type > &point, Teuchos::Array< value_type > &basis_vals) const
Evaluate basis polynomials at given point point.
ProductLanczosGramSchmidtPCEBasis & operator=(const ProductLanczosGramSchmidtPCEBasis &)
virtual void print(std::ostream &os) const
Print basis to stream os.
SDM Qp
Coefficients of transformed basis in original basis.
ProductLanczosGramSchmidtPCEBasis(ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad, const Teuchos::RCP< const Stokhos::Sparse3Tensor< ordinal_type, value_type > > &Cijk, const Teuchos::ParameterList &params=Teuchos::ParameterList())
Constructor.
Teuchos::SerialDenseVector< ordinal_type, value_type > SDV
Abstract base class for quadrature methods.
Abstract base class for reduced basis strategies built from polynomial chaos expansions in some other...
Data structure storing a sparse 3-tensor C(i,j,k) in a a compressed format.
Top-level namespace for Stokhos classes and functions.