Stokhos::PCECovarianceOp Class Reference

An Epetra operator representing the covariance operator of a polynomial chaos expansion. More...

#include <Stokhos_PCECovarianceOp.hpp>

List of all members.

Public Member Functions

 PCECovarianceOp (const Stokhos::VectorOrthogPoly< Epetra_Vector > &X_poly)
 Constructor with polynomial X.
 PCECovarianceOp (const Teuchos::RCP< const EpetraExt::BlockVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
 Constructor with block-vector X.
 PCECovarianceOp (const Teuchos::RCP< const Epetra_MultiVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
 Constructor with multi-vector X.
virtual ~PCECovarianceOp ()
 Destructor.
virtual int SetUseTranspose (bool UseTranspose)
 Set to true if the transpose of the operator is requested.
virtual int Apply (const Epetra_MultiVector &Input, Epetra_MultiVector &Result) const
 Returns the result of a Epetra_Operator applied to a Epetra_MultiVector Input in Result as described above.
virtual int ApplyInverse (const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
 Returns the result of the inverse of the operator applied to a Epetra_MultiVector Input in Result as described above.
virtual double NormInf () const
 Returns an approximate infinity norm of the operator matrix.
virtual const char * Label () const
 Returns a character string describing the operator.
virtual bool UseTranspose () const
 Returns the current UseTranspose setting.
virtual bool HasNormInf () const
 Returns true if the this object can provide an approximate Inf-norm, false otherwise.
virtual const Epetra_Comm & Comm () const
 Returns a reference to the Epetra_Comm communicator associated with this operator.
virtual const Epetra_Map & OperatorDomainMap () const
 Returns the Epetra_Map object associated with the domain of this matrix operator.
virtual const Epetra_Map & OperatorRangeMap () const
 Returns the Epetra_Map object associated with the range of this matrix operator.
const Epetra_BlockMap & CoeffMap () const
 Returns PCE coefficient map.

Protected Attributes

string label
 Label for operator.
Teuchos::RCP< const
Epetra_MultiVector > 
X
 Multivector X defining A = X*S*X^T.
Teuchos::Array< double > s
 Scaling vector in A = X*S*X^T.
bool useTranspose
 Flag indicating whether transpose was selected.
Teuchos::RCP< Epetra_Map > tmp_map
 Map needed for temporary vector.
Teuchos::RCP< Epetra_MultiVector > tmp
 Temporary vector needed for apply.

Detailed Description

An Epetra operator representing the covariance operator of a polynomial chaos expansion.

If X is the matrix whose columns are the coefficients of a given polynomial chaos expansion, starting at order 1 (not including mean term), and S is a diagonal matrix whose entries are given by the norm-squared of the basis polynomials, then the covariance operator is A = X*S*X^T.


The documentation for this class was generated from the following files:
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Generated on Wed Apr 13 09:58:15 2011 for Stokhos by  doxygen 1.6.3