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python.uq.quadrature.bilinearform.bilinear_form_admissible_set Namespace Reference

Functions

def computeBF
 
def computeBFGridPoint
 
def computeBFPairwise
 
def computeBFQuad
 
def computeExpectationValueEstimation
 
def computePiecewiseConstantBF
 

Detailed Description

Created on Jul 23, 2014

@author: franzefn

Function Documentation

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBF (   grid,
  U,
  admissibleSet 
)
Compute bilinear form
(A)_ij = \int phi_i phi_j dU(x)
on measure U, which is in this case supposed to be a lebesgue measure.
@param grid: Grid, sparse grid
@param U: list of distributions, Lebeasgue measure
@param admissibleSet: AdmissibleSet
@return: DataMatrix

References python.uq.operations.discretization.discretize(), python.uq.quadrature.sparse_grid.doQuadrature(), f, python.uq.operations.sparse_grid.getBasis(), and python.uq.operations.sparse_grid.hierarchize().

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFGridPoint (   basis,
  U,
  gpi,
  gps 
)
Compute the bilinear form for one grid point with the points
stored in gps
@param basis: basis of sparse grid function,
@param U: list of distributions
@param gpi: HashGridPoint
@param gps: list of HashGridPoint

References python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFPairwise().

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFPairwise (   basis,
  U,
  gpi,
  gpj 
)
def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFQuad (   grid,
  U,
  admissibleSet,
  n = 100 
)
@param grid: Grid
@param U: list of distributions
@param admissibleSet: AdmissibleSet
@param n: int, number of MC samples

References f, python.uq.operations.sparse_grid.getBasis(), and python.uq.quadrature.full_grid.quad().

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeExpectationValueEstimation (   grid,
  U,
  admissibleSet 
)
Compute
(b)_i = \int phi_i dU(x)
on measure U, which is in this case supposed to be a lebesgue measure.
@param grid: Grid, sparse grid
@param U: list of distributions, Lebeasgue measure
@param admissibleSet: AdmissibleSet
@return: DataVector

References f, python.uq.operations.sparse_grid.getBasis(), and python.uq.quadrature.full_grid.quad().

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computePiecewiseConstantBF (   grid,
  U,
  admissibleSet 
)