sgpp::combigrid::BsplineStochasticCollocation Class Reference

#include <BsplineStochasticCollocation.hpp>

Inheritance diagram for sgpp::combigrid::BsplineStochasticCollocation:

Public Member Functions
	BsplineStochasticCollocation (sgpp::combigrid::CombigridSurrogateModelConfiguration &config)
void	eval (sgpp::base::DataMatrix &xs, sgpp::base::DataVector &res) override
double	eval (sgpp::base::DataVector &x) override
void	getComponentSobolIndices (sgpp::base::DataVector &componentSsobolIndices, bool normalized=true) override
std::shared_ptr< LevelInfos >	getInfoOnAddedLevels () override
void	getTotalSobolIndices (sgpp::base::DataVector &totalSobolIndices, bool normalized=true) override
double	mean () override
size_t	numGridPoints () override
void	updateConfig (sgpp::combigrid::CombigridSurrogateModelConfiguration config) override
double	variance () override
virtual	~BsplineStochasticCollocation ()
Public Member Functions inherited from sgpp::combigrid::CombigridSurrogateModel
	CombigridSurrogateModel (sgpp::combigrid::CombigridSurrogateModelConfiguration &config)
sgpp::combigrid::CombigridSurrogateModelConfiguration &	getConfig ()
virtual	~CombigridSurrogateModel ()

Additional Inherited Members
Protected Attributes inherited from sgpp::combigrid::CombigridSurrogateModel
sgpp::combigrid::CombigridSurrogateModelConfiguration	config
size_t	numDims

Constructor & Destructor Documentation

BsplineStochasticCollocation()

sgpp::combigrid::BsplineStochasticCollocation::BsplineStochasticCollocation ( sgpp::combigrid::CombigridSurrogateModelConfiguration &  config )

explicit

References sgpp::combigrid::CombigridSurrogateModelConfiguration::levelManager, and sgpp::combigrid::CombigridSurrogateModelConfiguration::pointHierarchies.

~BsplineStochasticCollocation()

sgpp::combigrid::BsplineStochasticCollocation::~BsplineStochasticCollocation ( )

virtual

References sgpp::combigrid::CombigridSurrogateModelConfiguration::bounds, sgpp::combigrid::CombiEvaluators::BSplineQuadrature(), sgpp::combigrid::CombigridSurrogateModel::config, sgpp::combigrid::CombiEvaluators::createCombiMultiEvaluator(), sgpp::combigrid::CombigridSurrogateModelConfiguration::degree, sgpp::combigrid::LINEAR, sgpp::combigrid::Multi_BSplineInterpolation, sgpp::combigrid::CombigridSurrogateModelConfiguration::numDimensions, sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid::setBounds(), sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid::setWeightFunction(), and sgpp::combigrid::WeightFunctionsCollection::size().

Member Function Documentation

eval() [1/2]

void sgpp::combigrid::BsplineStochasticCollocation::eval ( sgpp::base::DataMatrix &  xs, sgpp::base::DataVector &  res  )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::CombigridSurrogateModel::config, and sgpp::combigrid::CombigridSurrogateModelConfiguration::levelStructure.

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity(), and eval().

eval() [2/2]

double sgpp::combigrid::BsplineStochasticCollocation::eval ( sgpp::base::DataVector &  x )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::base::DataMatrix::appendCol(), eval(), and mean().

Referenced by python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::estimateDensity().

getComponentSobolIndices()

void sgpp::combigrid::BsplineStochasticCollocation::getComponentSobolIndices ( sgpp::base::DataVector &  componentSsobolIndices, bool  normalized = true  )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

getInfoOnAddedLevels()

std::shared_ptr< LevelInfos > sgpp::combigrid::BsplineStochasticCollocation::getInfoOnAddedLevels ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

getTotalSobolIndices()

void sgpp::combigrid::BsplineStochasticCollocation::getTotalSobolIndices ( sgpp::base::DataVector &  totalSobolIndices, bool  normalized = true  )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

mean()

double sgpp::combigrid::BsplineStochasticCollocation::mean ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References alpha, sgpp::combigrid::calculateInterpolationCoefficientsForConvertedExpUniformBoundaryCombigird(), sgpp::combigrid::CombigridSurrogateModel::config, sgpp::combigrid::convertexpUniformBoundaryCombigridToHierarchicalSparseGrid(), sgpp::base::Grid::createNakBsplineBoundaryCombigridGrid(), sgpp::combigrid::CombigridSurrogateModelConfiguration::degree, grid(), python.utils.sg_projections::gridStorage, sgpp::combigrid::CombigridSurrogateModelConfiguration::levelStructure, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid::mult(), sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::LTwoScalarProductHashMapNakBsplineBoundaryCombigrid::updateGrid(), and variance().

Referenced by python.uq.analysis.mc.MCAnalysis.MCAnalysis::computeMoments(), python.uq.analysis.asgc.ASGCAnalysis.ASGCAnalysis::computeMoments(), eval(), python.uq.dists.LibAGFDist.LibAGFDist::var(), and python.uq.dists.SGDEdist.SGDEdist::var().

numGridPoints()

size_t sgpp::combigrid::BsplineStochasticCollocation::numGridPoints ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

Referenced by updateConfig().

updateConfig()

void sgpp::combigrid::BsplineStochasticCollocation::updateConfig ( sgpp::combigrid::CombigridSurrogateModelConfiguration  config )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::CombigridSurrogateModelConfiguration::bounds, sgpp::combigrid::CombiEvaluators::BSplineQuadrature(), sgpp::combigrid::CombigridSurrogateModelConfiguration::coefficientStorage, sgpp::combigrid::CombigridSurrogateModel::config, sgpp::combigrid::CombigridMultiOperation::createBsplineLinearCoefficientOperation(), sgpp::combigrid::CombigridSurrogateModelConfiguration::degree, sgpp::combigrid::CombigridSurrogateModelConfiguration::levelManager, sgpp::combigrid::CombigridSurrogateModelConfiguration::levelStructure, sgpp::combigrid::LINEAR, sgpp::combigrid::CombigridSurrogateModel::numDims, numGridPoints(), and sgpp::combigrid::CombigridSurrogateModelConfiguration::pointHierarchies.

variance()

double sgpp::combigrid::BsplineStochasticCollocation::variance ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

Referenced by mean().

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

• combigrid/src/sgpp/combigrid/pce/BsplineStochasticCollocation.hpp
• combigrid/src/sgpp/combigrid/pce/BsplineStochasticCollocation.cpp