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Stokhos_GSReducedPCEBasisBase.hpp
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41
42#ifndef STOKHOS_GS_REDUCED_PCE_BASIS_BASE_HPP
43#define STOKHOS_GS_REDUCED_PCE_BASIS_BASE_HPP
44
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47#include "Teuchos_BLAS.hpp"
48#include "Teuchos_SerialDenseMatrix.hpp"
49#include "Teuchos_SerialDenseVector.hpp"
50#include "Teuchos_ParameterList.hpp"
51
56
57namespace Stokhos {
58
68 template <typename ordinal_type, typename value_type>
70 public ReducedPCEBasis<ordinal_type,value_type> {
71 public:
72
74
82 ordinal_type p,
83 const Teuchos::Array< Stokhos::OrthogPolyApprox<ordinal_type, value_type> >& pce,
84 const Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
85 const Teuchos::ParameterList& params = Teuchos::ParameterList());
86
88 virtual ~GSReducedPCEBasisBase();
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
146
147
149 virtual void
150 transformToOriginalBasis(const value_type *in,
151 value_type *out,
152 ordinal_type ncol = 1,
153 bool transpose = false) const;
154
156 virtual void
157 transformFromOriginalBasis(const value_type *in,
158 value_type *out,
159 ordinal_type ncol = 1,
160 bool transpose = false) const;
161
163 virtual Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >
164 getReducedQuadrature() const;
165
167
168 protected:
169
170 void setup(
171 ordinal_type p,
172 const Teuchos::Array< Stokhos::OrthogPolyApprox<ordinal_type, value_type> >& pce,
173 const Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> >& quad);
174
176
179 virtual ordinal_type
181 ordinal_type max_p,
182 value_type threshold,
183 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& A,
184 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& F,
185 const Teuchos::Array<value_type>& weights,
186 Teuchos::Array< Stokhos::MultiIndex<ordinal_type> >& terms_,
187 Teuchos::Array<ordinal_type>& num_terms_,
188 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& Qp_,
189 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& Q_) = 0;
190
191 private:
192
193 // Prohibit copying
195
196 // Prohibit Assignment
198
199 protected:
200
202 typedef Teuchos::SerialDenseVector<ordinal_type,value_type> SDV;
203 typedef Teuchos::SerialDenseMatrix<ordinal_type,value_type> SDM;
204
206 std::string name;
207
209 Teuchos::ParameterList params;
210
212 Teuchos::RCP<const Stokhos::OrthogPolyBasis<ordinal_type,value_type> > pce_basis;
213
215 ordinal_type pce_sz;
216
218 ordinal_type p;
219
221 ordinal_type d;
222
224 ordinal_type sz;
225
227 Teuchos::Array< Stokhos::MultiIndex<ordinal_type> > terms;
228
230 Teuchos::Array<ordinal_type> num_terms;
231
233 Teuchos::Array<value_type> norms;
234
237
240
242 Teuchos::RCP<const Stokhos::Quadrature<ordinal_type, value_type> > reduced_quad;
243
246
248 value_type rank_threshold;
249
252
253 Teuchos::BLAS<ordinal_type,value_type> blas;
254
255 }; // class GSReducedPCEBasisBase
256
257} // Namespace Stokhos
258
259// Include template definitions
261
262#endif
UnitTestSetup< Kokkos::Cuda > setup
Utilities for indexing a multi-variate complete polynomial basis.
Generate a basis from a given set of PCE expansions that is orthogonal with respect to the product me...
virtual void evaluateBases(const Teuchos::ArrayView< const value_type > &point, Teuchos::Array< value_type > &basis_vals) const
Evaluate basis polynomials at given point point.
Teuchos::SerialDenseVector< ordinal_type, value_type > SDV
Teuchos::BLAS< ordinal_type, value_type > blas
std::string orthogonalization_method
Orthogonalization method.
bool verbose
Whether to print a bunch of stuff out.
ordinal_type dimension() const
Return dimension of basis.
Stokhos::CompletePolynomialBasisUtils< ordinal_type, value_type > CPBUtils
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 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.
GSReducedPCEBasisBase & operator=(const GSReducedPCEBasisBase &b)
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.
ordinal_type pce_sz
Size of original pce basis.
virtual value_type evaluateZero(ordinal_type i) const
Evaluate basis polynomial i at zero.
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > reduced_quad
Reduced quadrature object.
virtual ordinal_type size() const
Return total size of basis.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > SDM
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeLinearTripleProductTensor() const
Compute linear triple product tensor where k = 0,1,..,d.
virtual void print(std::ostream &os) const
Print basis to stream os.
SDM Qp
Coefficients of transformed basis in original basis.
ordinal_type order() const
Return order of basis.
virtual Teuchos::RCP< Stokhos::Sparse3Tensor< ordinal_type, value_type > > computeTripleProductTensor() const
Compute triple product tensor.
Teuchos::Array< Stokhos::MultiIndex< ordinal_type > > terms
2-D array of basis terms
SDM Q
Values of transformed basis at quadrature points.
ordinal_type d
Total dimension of basis.
Teuchos::Array< ordinal_type > num_terms
Number of terms up to each order.
Teuchos::Array< value_type > norms
Norms.
Teuchos::RCP< const Stokhos::OrthogPolyBasis< ordinal_type, value_type > > pce_basis
Original pce basis.
virtual Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > getReducedQuadrature() const
Get reduced quadrature object.
virtual const Teuchos::Array< value_type > & norm_squared() const
Return array storing norm-squared of each basis polynomial.
Teuchos::ParameterList params
Algorithm parameters.
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.
GSReducedPCEBasisBase(const GSReducedPCEBasisBase &)
A multidimensional index.
Class to store coefficients of a projection onto an orthogonal polynomial basis.
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.