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Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type > Class Template Reference

Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product measure induced by these expansions. More...

#include <Stokhos_ProductLanczosGramSchmidtPCEBasis.hpp>

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List of all members.

Public Member Functions

 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.
virtual ~ProductLanczosGramSchmidtPCEBasis ()
 Destructor.
Implementation of Stokhos::OrthogPolyBasis methods
ordinal_type order () const
 Return order of basis.
ordinal_type dimension () const
 Return dimension of basis.
virtual ordinal_type size () const
 Return total size of basis.
virtual const Teuchos::Array
< value_type > & 
norm_squared () const
 Return array storing norm-squared of each basis polynomial.
virtual const value_type & norm_squared (ordinal_type i) const
 Return norm squared of basis polynomial i.
virtual Teuchos::RCP
< Stokhos::Sparse3Tensor
< ordinal_type, value_type > > 
computeTripleProductTensor (ordinal_type order) const
 Compute triple product tensor.
virtual value_type evaluateZero (ordinal_type i) const
 Evaluate basis polynomial i at zero.
virtual void evaluateBases (const Teuchos::Array< value_type > &point, Teuchos::Array< value_type > &basis_vals) const
 Evaluate basis polynomials at given point point.
virtual void print (std::ostream &os) const
 Print basis to stream os.
virtual const std::string & getName () const
 Return string name of basis.
Implementation of Stokhos::ReducedPCEBasis methods
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.
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 Teuchos::RCP< const
Stokhos::Quadrature
< ordinal_type, value_type > > 
getReducedQuadrature () const
 Get reduced quadrature object.

Protected Types

typedef
Teuchos::SerialDenseVector
< ordinal_type, value_type > 
SDV
typedef
Teuchos::SerialDenseMatrix
< ordinal_type, value_type > 
SDM

Protected Member Functions

ordinal_type isInvariant (const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce) const

Protected Attributes

std::string name
 Name of basis.
Teuchos::ParameterList params
 Algorithm parameters.
ordinal_type pce_sz
 Size of original pce basis.
ordinal_type p
 Total order of basis.
ordinal_type d
 Total dimension of basis.
ordinal_type sz
 Total size of basis.
Teuchos::RCP
< Stokhos::CompletePolynomialBasis
< ordinal_type, value_type > > 
tensor_lanczos_basis
 Product Lanczos basis.
Teuchos::Array< value_type > norms
 Norms.
SDM Q
 Values of transformed basis at quadrature points.
SDM Qp
 Coefficients of transformed basis in original basis.
Teuchos::RCP< const
Stokhos::Quadrature
< ordinal_type, value_type > > 
reduced_quad
 Reduced quadrature object.
Stokhos::OrthogPolyApprox
< ordinal_type, value_type > 
tmp_pce
 Temporary pce used in invariant subspace calculations.

Detailed Description

template<typename ordinal_type, typename value_type>
class Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type >

Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product measure induced by these expansions.

Given the PCE expansions, first build a an orthogonal basis for each compnent, then form the multivariate basis by a total-order tensor product. The resulting basis is not necessarily orthogonal with respect to the full measure.


Constructor & Destructor Documentation

template<typename ordinal_type , typename value_type >
Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type >::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.

Parameters:
porder of the basis
pcepolynomial chaos expansions defining new measure
Cijksparse triple product tensor for basis defining pce

Member Function Documentation

template<typename ordinal_type , typename value_type >
Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type >::computeTripleProductTensor ( ordinal_type  order) const [virtual]

Compute triple product tensor.

The $(i,j,k)$ entry of the tensor $C_{ijk}$ is given by $C_{ijk} = \langle\Psi_i\Psi_j\Psi_k\rangle$ where $\Psi_l$ represents basis polynomial $l$ and $i,j=0,\dots,P$ where $P$ is size()-1 and $k=0,\dots,p$ where $p$ is the supplied order.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

template<typename ordinal_type , typename value_type >
void Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type >::evaluateBases ( const Teuchos::Array< value_type > &  point,
Teuchos::Array< value_type > &  basis_vals 
) const [virtual]

Evaluate basis polynomials at given point point.

Size of returned array is given by size(), and coefficients are ordered from order 0 up to size size()-1.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

template<typename ordinal_type , typename value_type >
const Teuchos::Array< value_type > & Stokhos::ProductLanczosGramSchmidtPCEBasis< ordinal_type, value_type >::norm_squared ( ) const [virtual]

Return array storing norm-squared of each basis polynomial.

Entry $l$ of returned array is given by $\langle\Psi_l^2\rangle$ for $l=0,\dots,P$ where $P$ is size()-1.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.


The documentation for this class was generated from the following files:
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