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Stokhos_LanczosPCEBasis.hpp
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41
42#ifndef STOKHOS_LANCZOSPCEBASIS_HPP
43#define STOKHOS_LANCZOSPCEBASIS_HPP
44
45#include "Teuchos_RCP.hpp"
46#include "Teuchos_Array.hpp"
47#include "Teuchos_SerialDenseVector.hpp"
48
52#include "Stokhos_Lanczos.hpp"
53
54namespace Stokhos {
55
56 template <typename ord_type, typename val_type>
58 public:
59 typedef ord_type ordinal_type;
60 typedef val_type value_type;
61 typedef Teuchos::SerialDenseVector<ordinal_type, value_type> vector_type;
62
63 DiagonalOperator(const vector_type& A_): A(A_), n(A.length()) {}
64
65 void
66 apply(const vector_type& u, vector_type& v) const {
67 for (ordinal_type j=0; j<n; j++)
68 v[j] = A[j]*u[j];
69 }
70
71 protected:
72
73 const vector_type& A;
75
76 };
77
78
83 template <typename ordinal_type, typename value_type>
85 public RecurrenceBasis<ordinal_type, value_type> {
86 public:
87
89
95 ordinal_type p,
97 const Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> >& quad,
98 bool normalize,
100
103
105
106
108 virtual void
109 getQuadPoints(ordinal_type quad_order,
110 Teuchos::Array<value_type>& points,
111 Teuchos::Array<value_type>& weights,
112 Teuchos::Array< Teuchos::Array<value_type> >& values) const;
113
124 virtual Teuchos::RCP<OneDOrthogPolyBasis<ordinal_type,value_type> > cloneWithOrder(ordinal_type p) const;
125
127
129 value_type getNewCoeffs(ordinal_type i) const;
130
132 void transformCoeffsFromLanczos(const value_type *in,
133 value_type *out) const;
134
135 protected:
136
138
139
141 virtual bool
142 computeRecurrenceCoefficients(ordinal_type n,
143 Teuchos::Array<value_type>& alpha,
144 Teuchos::Array<value_type>& beta,
145 Teuchos::Array<value_type>& delta,
146 Teuchos::Array<value_type>& gamma) const;
147
149 virtual void setup();
150
152
154 LanczosPCEBasis(ordinal_type p, const LanczosPCEBasis& basis);
155
156 private:
157
158 // Prohibit copying
160
161 // Prohibit Assignment
163
164 protected:
165
171
173 Teuchos::RCP< const Stokhos::OrthogPolyApprox<ordinal_type, value_type> > pce;
174
176 Teuchos::RCP< const Stokhos::Quadrature<ordinal_type, value_type> > quad;
177
180
182 ordinal_type nqp;
183
186
189
192
195
198
201
202 }; // class LanczosPCEBasis
203
204} // Namespace Stokhos
205
206// Include template definitions
208
209#endif
DiagonalOperator(const vector_type &A_)
void apply(const vector_type &u, vector_type &v) const
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Generates three-term recurrence using the Lanczos procedure applied to a polynomial chaos expansion i...
virtual Teuchos::RCP< OneDOrthogPolyBasis< ordinal_type, value_type > > cloneWithOrder(ordinal_type p) const
Clone this object with the option of building a higher order basis.
lanczos_type::matrix_type matrix_type
Teuchos::RCP< const Stokhos::OrthogPolyApprox< ordinal_type, value_type > > pce
PCE Lanczos procedure is based on.
virtual void setup()
Setup basis after computing recurrence coefficients.
vector_type pce_vals
Values of PCE at quadrature points.
LanczosPCEBasis(const LanczosPCEBasis &)
ordinal_type nqp
Number of quadrature points.
matrix_type lanczos_vecs
Lanczos vectors.
WeightedVectorSpace< ordinal_type, value_type > vectorspace_type
Stokhos::Lanczos< vectorspace_type, operator_type > lanczos_type
matrix_type fromStieltjesMat
Matrix mapping coefficients in Stieltjes basis back to original basis.
virtual bool computeRecurrenceCoefficients(ordinal_type n, Teuchos::Array< value_type > &alpha, Teuchos::Array< value_type > &beta, Teuchos::Array< value_type > &delta, Teuchos::Array< value_type > &gamma) const
Compute recurrence coefficients.
DiagonalOperator< ordinal_type, value_type > operator_type
Teuchos::RCP< const Stokhos::Quadrature< ordinal_type, value_type > > quad
Quadrature object.
void transformCoeffsFromLanczos(const value_type *in, value_type *out) const
Map expansion coefficients from this basis to original.
value_type getNewCoeffs(ordinal_type i) const
Get new coefficients in this new basis.
virtual void getQuadPoints(ordinal_type quad_order, Teuchos::Array< value_type > &points, Teuchos::Array< value_type > &weights, Teuchos::Array< Teuchos::Array< value_type > > &values) const
Get Gauss quadrature points, weights, and values of basis at points.
vector_type pce_weights
Quadrature weights.
LanczosPCEBasis & operator=(const LanczosPCEBasis &b)
vector_type u0
Initial Lanczos vector.
vector_type new_pce
Projection of pce in new basis.
bool limit_integration_order
Flag indicating whether to limit the integration order.
lanczos_type::vector_type vector_type
Applies Lanczos procedure to a given matrix.
Teuchos::SerialDenseVector< ordinal_type, value_type > vector_type
Teuchos::SerialDenseMatrix< ordinal_type, value_type > matrix_type
Class to store coefficients of a projection onto an orthogonal polynomial basis.
Abstract base class for quadrature methods.
Implementation of OneDOrthogPolyBasis based on the general three-term recurrence relationship:
Teuchos::Array< value_type > alpha
Recurrence coefficients.
Teuchos::Array< value_type > beta
Recurrence coefficients.
ordinal_type p
Order of basis.
Teuchos::Array< value_type > gamma
Recurrence coefficients.
Teuchos::Array< value_type > delta
Recurrence coefficients.
Top-level namespace for Stokhos classes and functions.