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Stokhos_SmolyakPseudoSpectralOperator.hpp
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41
42#ifndef STOKHOS_SMOLYAK_PSEUDO_SPECTRAL_OPERATOR_HPP
43#define STOKHOS_SMOLYAK_PSEUDO_SPECTRAL_OPERATOR_HPP
44
48#include "Teuchos_SerialDenseMatrix.hpp"
49#include "Teuchos_BLAS.hpp"
50
51namespace Stokhos {
52
57 template <typename ordinal_t,
58 typename value_t,
59 typename point_compare_type =
62 public PseudoSpectralOperator<ordinal_t,value_t,point_compare_type> {
63 public:
64
65 typedef ordinal_t ordinal_type;
66 typedef value_t value_type;
71 typedef typename base_type::iterator iterator;
75
78 typedef Teuchos::Array< Teuchos::RCP<operator_type> > operator_set_type;
79
81 template <typename coeff_compare_type>
84 bool use_smolyak_apply = true,
85 bool use_pst = true,
86 const point_compare_type& point_compare = point_compare_type());
87
90
92 ordinal_type point_size() const { return points.size(); }
93
95 ordinal_type coeff_size() const { return coeff_sz; }
96
98 iterator begin() { return point_map.begin(); }
99
101 iterator end() { return point_map.end(); }
102
104 const_iterator begin() const { return point_map.begin(); }
105
107 const_iterator end() const { return point_map.end(); }
108
110 set_iterator set_begin() { return points.begin(); }
111
113 set_iterator set_end() { return points.end(); }
114
116 const_set_iterator set_begin() const { return points.begin(); }
117
119 const_set_iterator set_end() const { return points.end(); }
120
124 TEUCHOS_TEST_FOR_EXCEPTION(
125 it == points.end(), std::logic_error, "Invalid term " << point);
126 return it->second.second;
127 }
128
130 const point_type& point(ordinal_type n) const { return point_map[n]; }
131
133
140 void transformQP2PCE(
141 const value_type& alpha,
142 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
143 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result,
144 const value_type& beta,
145 bool trans = false) const;
146
148
155 virtual void transformPCE2QP(
156 const value_type& alpha,
157 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
158 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result,
159 const value_type& beta,
160 bool trans = false) const;
161
162 protected:
163
165 void apply_direct(
166 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& A,
167 const value_type& alpha,
168 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
169 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result,
170 const value_type& beta,
171 bool trans) const;
172
178 const value_type& alpha,
179 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
180 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result,
181 const value_type& beta,
182 bool trans) const;
183
189 const value_type& alpha,
190 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
191 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result,
192 const value_type& beta,
193 bool trans) const;
194
195 void gather(
196 const Teuchos::Array<ordinal_type>& map,
197 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
198 bool trans,
199 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result) const;
200
201 void scatter(
202 const Teuchos::Array<ordinal_type>& map,
203 const Teuchos::SerialDenseMatrix<ordinal_type,value_type>& input,
204 bool trans,
205 Teuchos::SerialDenseMatrix<ordinal_type,value_type>& result) const;
206
207 protected:
208
211
214
217
220
222 Teuchos::Array<value_type> smolyak_coeffs;
223
226
228 Teuchos::Array< Teuchos::Array<ordinal_type> > gather_maps;
229
231 Teuchos::Array< Teuchos::Array<ordinal_type> > scatter_maps;
232
234 Teuchos::SerialDenseMatrix<ordinal_type,value_type> qp2pce;
235
237 Teuchos::SerialDenseMatrix<ordinal_type,value_type> pce2qp;
238
240 Teuchos::BLAS<ordinal_type,value_type> blas;
241
242 };
243
244}
245
247
248#endif
A multidimensional index.
An operator interface for building pseudo-spectral approximations.
point_map_type::const_iterator const_iterator
point_set_type::const_iterator const_set_iterator
std::map< point_type, std::pair< value_type, ordinal_type >, point_compare_type > point_set_type
Multivariate orthogonal polynomial basis generated from a Smolyak sparse grid.
An operator for building pseudo-spectral coefficients using a sparse Smolyak construction.
set_iterator set_end()
Iterator to end of point set.
const_iterator end() const
Iterator to end of point set.
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.
operator_set_type operators
Tensor pseudospectral operators.
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.
point_map_type point_map
Map index to sparse grid term.
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
set_iterator set_begin()
Iterator to begining of point set.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > pce2qp
Matrix mapping coefficients to points.
Teuchos::SerialDenseMatrix< ordinal_type, value_type > qp2pce
Matrix mapping points to coefficients.
Teuchos::Array< Teuchos::Array< ordinal_type > > gather_maps
Gather maps for each operator for Smolyak apply.
ordinal_type index(const point_type &point) const
Get point index for given point.
const_set_iterator set_begin() const
Iterator to begining of point set.
ordinal_type coeff_size() const
Number of coefficients.
Teuchos::Array< value_type > smolyak_coeffs
Smolyak coefficients.
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.
Teuchos::Array< Teuchos::Array< ordinal_type > > scatter_maps
Scatter maps for each operator for Smolyak apply.
const_set_iterator set_end() const
Iterator to end of point set.
const_iterator begin() const
Iterator to begining of point set.
Teuchos::BLAS< ordinal_type, value_type > blas
BLAS wrappers.
const point_type & point(ordinal_type n) const
Get point for given index.
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 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
iterator begin()
Iterator to begining of point set.
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.
TensorProductPseudoSpectralOperator< ordinal_type, value_type > operator_type
PseudoSpectralOperator< ordinal_type, value_type, point_compare_type > base_type
Teuchos::Array< Teuchos::RCP< operator_type > > operator_set_type
Container storing a term in a generalized tensor product.
An operator for building pseudo-spectral coefficients using tensor-product quadrature.
Top-level namespace for Stokhos classes and functions.
LexographicLess< TensorProductElement< ordinal_type, value_type >, FloatingPointLess< value_type > > type