Inheritance diagram for python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy:

Public Member Functions
def	__init__ (self)

def	computeSystemMatrixForMean (self, grid, W, D)

def	computeSystemMatrixForMeanList (self, gs, gps, basis, W, D)

def	computeSystemMatrixForMeanProjected (self, gs, gpsi, basisi, dist, trans, dims)

def	computeSystemMatrixForVariance (self, grid, W, D)

def	computeSystemMatrixForVarianceList (self, gs, gpsi, basisi, gpsj, basisj, W, D)

def	computeSystemMatrixForVarianceProjected (self, gs, gpsi, basisi, gpsj, basisj, dist, trans, dims)

def	getSystemMatrixForMean (self, grid, W, D)

def	getSystemMatrixForVariance (self, grid, W, D)

def	initQuadratureStrategy (self, grid)

def	mean (self, grid, alpha, U, T)

def	secondMoment (self, grid, alpha, U, T)

def	var (self, grid, alpha, U, T, mean)

Public Attributes
	A_mean

	A_var

	bilinearForm

	linearForm

	trilinearForm

Constructor & Destructor Documentation

◆ init()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.__init__ ( self )

Member Function Documentation

◆ computeSystemMatrixForMean()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList(), and python.uq.operations.sparse_grid.getBasis().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean().

◆ computeSystemMatrixForMeanList()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList	(	self,
		gs,
		gps,
		basis,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanProjected(), and python.uq.operations.general.projectList().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean().

◆ computeSystemMatrixForMeanProjected()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanProjected	(	self,
		gs,
		gpsi,
		basisi,
		dist,
		trans,
		dims
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm, and python.uq.operations.general.project().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMeanList().

◆ computeSystemMatrixForVariance()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList(), and python.uq.operations.sparse_grid.getBasis().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

◆ computeSystemMatrixForVarianceList()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList	(	self,
		gs,
		gpsi,
		basisi,
		gpsj,
		basisj,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected(), and python.uq.operations.general.projectList().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected().

◆ computeSystemMatrixForVarianceProjected()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected	(	self,
		gs,
		gpsi,
		basisi,
		gpsj,
		basisj,
		dist,
		trans,
		dims
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList(), python.uq.operations.general.project(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.trilinearForm.

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceList(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

◆ getSystemMatrixForMean()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_mean, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_var, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForMean(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.mean().

◆ getSystemMatrixForVariance()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance	(	self,
		grid,
		W,
		D
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.A_var, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVariance(), python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.computeSystemMatrixForVarianceProjected(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment().

◆ initQuadratureStrategy()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.initQuadratureStrategy	(	self,
		grid
	)

References python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.bilinearForm, python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.linearForm, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.trilinearForm.

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

◆ mean()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.mean	(	self,
		grid,
		alpha,
		U,
		T
	)

Extraction of the expectation the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} f_N(x) * pdf(x) dx

References python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy._extractPDFforMomentEstimation(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForMean().

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), and python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments().

◆ secondMoment()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment	(	self,
		grid,
		alpha,
		U,
		T
	)

Extraction of the second moment of the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} f(x)^2 * pdf(x) dx

References python.uq.estimators.SparseGridEstimationStrategy.SparseGridEstimationStrategy._extractPDFforMomentEstimation(), and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.getSystemMatrixForVariance().

Referenced by python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var().

◆ var()

def python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.var	(	self,
		grid,
		alpha,
		U,
		T,
		mean
	)

Extraction of variance of the given sparse grid function
interpolating the product of function value and pdf.

\int\limits_{[0, 1]^d} (f(x) - E(f))^2 * pdf(x) dx

References sgpp::combigrid::VarianceNormStrategy.secondMoment, and python.uq.estimators.AnalyticEstimationStrategy.AnalyticEstimationStrategy.secondMoment().

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis.computeMoments(), and python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis.computeMoments().