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Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type > Class Template Referenceabstract

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_GSReducedPCEBasisBase.hpp>

Inheritance diagram for Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >:
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Collaboration diagram for Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >:
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Public Member Functions

 GSReducedPCEBasisBase (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::ParameterList &params=Teuchos::ParameterList())
 Constructor.
 
virtual ~GSReducedPCEBasisBase ()
 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 () const
 Compute triple product tensor.
 
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeLinearTripleProductTensor () const
 Compute linear triple product tensor where k = 0,1,..,d.
 
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.
 
virtual void print (std::ostream &os) const
 Print basis to stream os.
 
- Public Member Functions inherited from Stokhos::ReducedPCEBasis< ordinal_type, value_type >
 ReducedPCEBasis ()
 Default constructor.
 
virtual ~ReducedPCEBasis ()
 Destructor.
 
- Public Member Functions inherited from Stokhos::OrthogPolyBasis< ordinal_type, value_type >
 OrthogPolyBasis ()
 Constructor.
 
virtual ~OrthogPolyBasis ()
 Destructor.
 
virtual const std::string & getName () const =0
 Return string name of basis.
 

Implementation of Stokhos::ReducedPCEBasis methods

typedef Stokhos::CompletePolynomialBasisUtils< ordinal_type, value_type > CPBUtils
 
typedef Teuchos::SerialDenseVector< ordinal_type, value_type > SDV
 
typedef Teuchos::SerialDenseMatrix< ordinal_type, value_type > SDM
 
std::string name
 Name of basis.
 
Teuchos::ParameterList params
 Algorithm parameters.
 
Teuchos::RCP< const Stokhos::OrthogPolyBasis< ordinal_type, value_type > > pce_basis
 Original pce basis.
 
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::Array< Stokhos::MultiIndex< ordinal_type > > terms
 2-D array of basis terms
 
Teuchos::Array< ordinal_type > num_terms
 Number of terms up to each order.
 
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.
 
bool verbose
 Whether to print a bunch of stuff out.
 
value_type rank_threshold
 Rank threshold.
 
std::string orthogonalization_method
 Orthogonalization method.
 
Teuchos::BLAS< ordinal_type, value_type > blas
 
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.
 
void setup (ordinal_type p, const Teuchos::Array< Stokhos::OrthogPolyApprox< ordinal_type, value_type > > &pce, const Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > &quad)
 
virtual ordinal_type buildReducedBasis (ordinal_type max_p, value_type threshold, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &F, const Teuchos::Array< value_type > &weights, Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > &terms_, Teuchos::Array< ordinal_type > &num_terms_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Qp_, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &Q_)=0
 Build the reduced basis, parameterized by total order max_p.
 

Detailed Description

template<typename ordinal_type, typename value_type>
class Stokhos::GSReducedPCEBasisBase< 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 non-orthogonal monomial basis.
Orthogonalize this basis using Gram-Schmidt, then build a quadrature rule using the simplex method.

Constructor & Destructor Documentation

◆ GSReducedPCEBasisBase()

template<typename ordinal_type , typename value_type >
Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::GSReducedPCEBasisBase ( 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::ParameterList & params = Teuchos::ParameterList() )

Constructor.

Parameters
porder of the basis
pcepolynomial chaos expansions defining new measure
quadquadrature data for basis defining pce
Cijksparse triple product tensor for basis defining pce
sparse_toltolerance for dropping terms in sparse tensors

Member Function Documentation

◆ buildReducedBasis()

template<typename ordinal_type , typename value_type >
virtual ordinal_type Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::buildReducedBasis ( ordinal_type max_p,
value_type threshold,
const Teuchos::SerialDenseMatrix< ordinal_type, value_type > & A,
const Teuchos::SerialDenseMatrix< ordinal_type, value_type > & F,
const Teuchos::Array< value_type > & weights,
Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > & terms_,
Teuchos::Array< ordinal_type > & num_terms_,
Teuchos::SerialDenseMatrix< ordinal_type, value_type > & Qp_,
Teuchos::SerialDenseMatrix< ordinal_type, value_type > & Q_ )
protectedpure virtual

Build the reduced basis, parameterized by total order max_p.

Returns resulting size of reduced basis

Implemented in Stokhos::MonomialGramSchmidtPCEBasis< ordinal_type, value_type >, and Stokhos::MonomialProjGramSchmidtPCEBasis< ordinal_type, value_type >.

◆ computeLinearTripleProductTensor()

template<typename ordinal_type , typename value_type >
Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::computeLinearTripleProductTensor ( ) const
virtual

Compute linear triple product tensor where k = 0,1,..,d.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ computeTripleProductTensor()

template<typename ordinal_type , typename value_type >
Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::computeTripleProductTensor ( ) 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 $i,j,k=0,\dots,P$ where $P$ is size()-1.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ dimension()

template<typename ordinal_type , typename value_type >
ordinal_type Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::dimension ( ) const
virtual

Return dimension of basis.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ evaluateBases()

template<typename ordinal_type , typename value_type >
void Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::evaluateBases ( const Teuchos::ArrayView< const 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 >.

◆ evaluateZero()

template<typename ordinal_type , typename value_type >
value_type Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::evaluateZero ( ordinal_type i) const
virtual

Evaluate basis polynomial i at zero.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ getReducedQuadrature()

template<typename ordinal_type , typename value_type >
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::getReducedQuadrature ( ) const
virtual

Get reduced quadrature object.

Implements Stokhos::ReducedPCEBasis< ordinal_type, value_type >.

◆ norm_squared() [1/2]

template<typename ordinal_type , typename value_type >
const Teuchos::Array< value_type > & Stokhos::GSReducedPCEBasisBase< 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 >.

◆ norm_squared() [2/2]

template<typename ordinal_type , typename value_type >
const value_type & Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::norm_squared ( ordinal_type i) const
virtual

Return norm squared of basis polynomial i.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ order()

template<typename ordinal_type , typename value_type >
ordinal_type Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::order ( ) const
virtual

Return order of basis.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ print()

template<typename ordinal_type , typename value_type >
void Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::print ( std::ostream & os) const
virtual

Print basis to stream os.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ size()

template<typename ordinal_type , typename value_type >
ordinal_type Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::size ( ) const
virtual

Return total size of basis.

Implements Stokhos::OrthogPolyBasis< ordinal_type, value_type >.

◆ transformFromOriginalBasis()

template<typename ordinal_type , typename value_type >
void Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::transformFromOriginalBasis ( const value_type * in,
value_type * out,
ordinal_type ncol = 1,
bool transpose = false ) const
virtual

Transform coefficients from original basis to this basis.

Implements Stokhos::ReducedPCEBasis< ordinal_type, value_type >.

◆ transformToOriginalBasis()

template<typename ordinal_type , typename value_type >
void Stokhos::GSReducedPCEBasisBase< ordinal_type, value_type >::transformToOriginalBasis ( const value_type * in,
value_type * out,
ordinal_type ncol = 1,
bool transpose = false ) const
virtual

Transform coefficients to original basis from this basis.

Implements Stokhos::ReducedPCEBasis< ordinal_type, value_type >.


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