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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 
53 #include "Stokhos_Quadrature.hpp"
56 
57 namespace Stokhos {
58 
69  template <typename ordinal_type, typename value_type>
71  public ReducedPCEBasis<ordinal_type,value_type> {
72  public:
73 
75 
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
154  value_type *out,
155  ordinal_type ncol = 1,
156  bool transpose = false) const;
157 
159  virtual void
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
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 
201 
204 
207 
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
virtual const std::string & getName() const
Return string name of basis.
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > reduced_quad
Reduced quadrature object.
Data structure storing a sparse 3-tensor C(i,j,k) in a a compressed format.
SDM Qp
Coefficients of transformed basis in original basis.
SDM Q
Values of transformed basis at quadrature points.
virtual ordinal_type size() const
Return total size of basis.
virtual Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > getReducedQuadrature() const
Get reduced quadrature object.
virtual value_type evaluateZero(ordinal_type i) const
Evaluate basis polynomial i at zero.
ordinal_type isInvariant(const Stokhos::OrthogPolyApprox< ordinal_type, value_type > &pce) const
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeTripleProductTensor() const
Compute triple product tensor.
Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product me...
virtual void print(std::ostream &os) const
Print basis to stream os.
Abstract base class for quadrature methods.
Abstract base class for reduced basis strategies built from polynomial chaos expansions in some other...
Top-level namespace for Stokhos classes and functions.
virtual void evaluateBases(const Teuchos::ArrayView< const value_type > &point, Teuchos::Array< value_type > &basis_vals) const
Evaluate basis polynomials at given point point.
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.
ProductLanczosGramSchmidtPCEBasis & operator=(const ProductLanczosGramSchmidtPCEBasis &)
Teuchos::SerialDenseMatrix< ordinal_type, value_type > SDM
Teuchos::RCP< Stokhos::CompletePolynomialBasis< ordinal_type, value_type > > tensor_lanczos_basis
Product Lanczos basis.
virtual const Teuchos::Array< value_type > & norm_squared() const
Return array storing norm-squared of each basis polynomial.
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 Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeLinearTripleProductTensor() const
Compute linear triple product tensor where k = 0,1,..,d.
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::SerialDenseVector< ordinal_type, value_type > SDV