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.

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.

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

◆ begin() [1/2]

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

iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::begin ( )

inlinevirtual

Iterator to begining of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map.

◆ begin() [2/2]

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

const_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::begin ( ) const

inlinevirtual

Iterator to begining of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map.

◆ coeff_size()

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

ordinal_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::coeff_size ( ) const

inlinevirtual

Number of coefficients.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::coeff_sz.

◆ end() [1/2]

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

iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::end ( )

inlinevirtual

Iterator to end of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map.

◆ end() [2/2]

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

const_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::end ( ) const

inlinevirtual

Iterator to end of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map.

◆ index()

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

ordinal_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::index ( const point_type & point ) const

inlinevirtual

Get point index for given point.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point(), and Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ point()

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

const point_type & Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point ( ordinal_type n ) const

inlinevirtual

Get point for given index.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_map.

Referenced by Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::index(), and Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::SmolyakPseudoSpectralOperator().

◆ point_size()

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

ordinal_type Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::point_size ( ) const

inlinevirtual

Number of points.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ set_begin() [1/2]

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

set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::set_begin ( )

inlinevirtual

Iterator to begining of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ set_begin() [2/2]

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

const_set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::set_begin ( ) const

inlinevirtual

Iterator to begining of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ set_end() [1/2]

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

set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::set_end ( )

inlinevirtual

Iterator to end of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ set_end() [2/2]

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

const_set_iterator Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::set_end ( ) const

inlinevirtual

Iterator to end of point set.

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

References Stokhos::SmolyakPseudoSpectralOperator< ordinal_t, value_t, point_compare_type >::points.

◆ transformPCE2QP()

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 >.

◆ transformQP2PCE()

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 >.

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

Stokhos_SmolyakPseudoSpectralOperator.hpp
Stokhos_SmolyakPseudoSpectralOperatorImp.hpp

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

◆ begin() [1/2]

◆ begin() [2/2]

◆ coeff_size()

◆ end() [1/2]

◆ end() [2/2]

◆ index()

◆ point()

◆ point_size()

◆ set_begin() [1/2]

◆ set_begin() [2/2]

◆ set_end() [1/2]

◆ set_end() [2/2]

◆ transformPCE2QP()

◆ transformQP2PCE()