Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type > Class Template Reference

An operator for building pseudo-spectral coefficients using a sparse Smolyak construction. More...

#include <Stokhos_SmolyakPseudoSpectralOperator.hpp>

Inheritance diagram for Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >:

Collaboration diagram for Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >:

Public Types
typedef ordinal_t	ordinal_type
typedef value_t	value_type
typedef PseudoSpectralOperator < ordinal_type, value_type, point_compare_type >	base_type
typedef base_type::point_type	point_type
typedef base_type::point_set_type	point_set_type
typedef base_type::point_map_type	point_map_type
typedef base_type::iterator	iterator
typedef base_type::const_iterator	const_iterator
typedef base_type::set_iterator	set_iterator
typedef base_type::const_set_iterator	const_set_iterator
typedef MultiIndex< ordinal_type >	multiindex_type
typedef TensorProductPseudoSpectralOperator < ordinal_type, value_type >	operator_type
typedef Teuchos::Array < Teuchos::RCP< operator_type > >	operator_set_type
Public Types inherited from Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >
typedef ordinal_t	ordinal_type
typedef value_t	value_type
typedef TensorProductElement < ordinal_type, value_type >	point_type
typedef std::map< point_type, std::pair< value_type, ordinal_type > , point_compare_type >	point_set_type
typedef Teuchos::Array < point_type >	point_map_type
typedef point_map_type::iterator	iterator
typedef point_map_type::const_iterator	const_iterator
typedef point_set_type::iterator	set_iterator
typedef point_set_type::const_iterator	const_set_iterator

Public Member Functions
template<typename coeff_compare_type >
	SmolyakPseudoSpectralOperator (const SmolyakBasis< ordinal_type, value_type, coeff_compare_type > &smolyak_basis, bool use_smolyak_apply=true, bool use_pst=true, const point_compare_type &point_compare=point_compare_type())
	Constructor.
virtual	~SmolyakPseudoSpectralOperator ()
	Destructor.
ordinal_type	point_size () const
	Number of points.
ordinal_type	coeff_size () const
	Number of coefficients.
iterator	begin ()
	Iterator to begining of point set.
iterator	end ()
	Iterator to end of point set.
const_iterator	begin () const
	Iterator to begining of point set.
const_iterator	end () const
	Iterator to end of point set.
set_iterator	set_begin ()
	Iterator to begining of point set.
set_iterator	set_end ()
	Iterator to end of point set.
const_set_iterator	set_begin () const
	Iterator to begining of point set.
const_set_iterator	set_end () const
	Iterator to end of point set.
ordinal_type	index (const point_type &point) const
	Get point index for given point.
const point_type &	point (ordinal_type n) const
	Get point for given index.
void	transformQP2PCE (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const
	Transform values at quadrature points to PCE coefficients. More...
virtual void	transformPCE2QP (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans=false) const
	Transform PCE coefficients to quadrature values. More...
Public Member Functions inherited from Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >
	PseudoSpectralOperator ()
	Constructor.
virtual	~PseudoSpectralOperator ()
	Destructor.

Protected Member Functions
void	apply_direct (const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &A, const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
	Apply transformation operator using direct method.
void	transformQP2PCE_smolyak (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
	Transform values at quadrature points to PCE coefficients using Smolyak formula.
void	transformPCE2QP_smolyak (const value_type &alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result, const value_type &beta, bool trans) const
	Transform PCE coefficients to values at quadrature points using Smolyak formula.
void	gather (const Teuchos::Array< ordinal_type > &map, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, bool trans, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result) const
void	scatter (const Teuchos::Array< ordinal_type > &map, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &input, bool trans, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &result) const

Protected Attributes
bool	use_smolyak
	Use Smolyak apply method.
ordinal_type	coeff_sz
	Number of coefficients.
point_set_type	points
	Smolyak sparse grid.
point_map_type	point_map
	Map index to sparse grid term.
Teuchos::Array< value_type >	smolyak_coeffs
	Smolyak coefficients.
operator_set_type	operators
	Tensor pseudospectral operators.
Teuchos::Array< Teuchos::Array < ordinal_type > >	gather_maps
	Gather maps for each operator for Smolyak apply.
Teuchos::Array< Teuchos::Array < ordinal_type > >	scatter_maps
	Scatter maps for each operator for Smolyak apply.
Teuchos::SerialDenseMatrix < ordinal_type, value_type >	qp2pce
	Matrix mapping points to coefficients.
Teuchos::SerialDenseMatrix < ordinal_type, value_type >	pce2qp
	Matrix mapping coefficients to points.
Teuchos::BLAS< ordinal_type, value_type >	blas
	BLAS wrappers.

Detailed Description

template<typename ordinal_t, typename value_t, typename point_compare_type = typename DefaultPointCompare<ordinal_t,value_t>::type>
class Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >

An operator for building pseudo-spectral coefficients using a sparse Smolyak construction.

Member Function Documentation

template<typename ordinal_type , typename value_type , typename point_compare_type >

void Stokhos::SmolyakPseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::transformPCE2QP ( const value_type &  alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  result, const value_type &  beta, bool  trans = false  ) const

virtual

Transform PCE coefficients to quadrature values.

input is a vector storing polynomial chaos coefficients and result will contain the resulting values at the quadrature points. input and result can have multiple columns for vector-valued functions and set trans to true if these (multi-) vectors are layed out in a transposed fashion.

Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.

template<typename ordinal_type , typename value_type , typename point_compare_type >

void Stokhos::SmolyakPseudoSpectralOperator< ordinal_type, value_type, point_compare_type >::transformQP2PCE ( const value_type &  alpha, const Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  input, Teuchos::SerialDenseMatrix< ordinal_type, value_type > &  result, const value_type &  beta, bool  trans = false  ) const

virtual

Transform values at quadrature points to PCE coefficients.

input is a vector storing values of a function at the quadrature points, and result will contain the resulting polynomial chaos coefficients. input and result can have multiple columns for vector-valued functions and set trans to true if these (multi-) vectors are layed out in a transposed fashion.

Implements Stokhos::PseudoSpectralOperator< ordinal_t, value_t, point_compare_type >.

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

• Stokhos_SmolyakPseudoSpectralOperator.hpp
• Stokhos_SmolyakPseudoSpectralOperatorImp.hpp