sgpp::combigrid::PolynomialChaosExpansion Class Reference

#include <PolynomialChaosExpansion.hpp>

Inheritance diagram for sgpp::combigrid::PolynomialChaosExpansion:

Public Member Functions
double	eval (sgpp::base::DataVector &x) override
void	eval (sgpp::base::DataMatrix &xs, sgpp::base::DataVector &res) 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
	PolynomialChaosExpansion (sgpp::combigrid::CombigridSurrogateModelConfiguration &config)
void	updateConfig (sgpp::combigrid::CombigridSurrogateModelConfiguration config) override
double	variance () override
virtual	~PolynomialChaosExpansion ()
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

PolynomialChaosExpansion()

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

explicit

References sgpp::combigrid::CombigridSurrogateModelConfiguration::basisFunction, sgpp::combigrid::CombigridSurrogateModelConfiguration::basisFunctions, sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::OrthogonalBasisFunctionsCollection::push_back(), sgpp::combigrid::OrthogonalBasisFunctionsCollection::size(), and updateConfig().

~PolynomialChaosExpansion()

sgpp::combigrid::PolynomialChaosExpansion::~PolynomialChaosExpansion ( )

virtual

Member Function Documentation

eval() [1/2]

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::FloatTensorVector::getValues().

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

eval() [2/2]

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::base::DataMatrix::get(), sgpp::base::DataMatrix::getNrows(), sgpp::combigrid::FloatTensorVector::getValues(), python.statsfileInfo::i, and sgpp::base::DataVector::setAll().

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

getComponentSobolIndices()

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::base::DataVector::copyFrom(), sgpp::base::DataVector::getSize(), sgpp::base::DataVector::mult(), and variance().

getInfoOnAddedLevels()

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

getTotalSobolIndices()

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::base::DataVector::getSize(), sgpp::base::DataVector::mult(), sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::base::DataVector::resizeZero(), and variance().

mean()

double sgpp::combigrid::PolynomialChaosExpansion::mean ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::FloatTensorVector::get(), sgpp::combigrid::FloatScalarVector::getValue(), and sgpp::combigrid::CombigridSurrogateModel::numDims.

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

numGridPoints()

size_t sgpp::combigrid::PolynomialChaosExpansion::numGridPoints ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

updateConfig()

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

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::CombigridTensorOperation::createOperationTensorPolynomialInterpolation(), sgpp::combigrid::CombigridSurrogateModelConfiguration::enableLevelManagerStatsCollection, sgpp::combigrid::CombigridSurrogateModelConfiguration::levelManager, sgpp::combigrid::CombigridSurrogateModelConfiguration::levelStructure, sgpp::combigrid::CombigridSurrogateModelConfiguration::loadFromCombigridOperation(), sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::CombigridSurrogateModelConfiguration::pointHierarchies, sgpp::combigrid::CombigridSurrogateModelConfiguration::storage, and sgpp::combigrid::CombigridSurrogateModelConfiguration::tensorOperation.

Referenced by PolynomialChaosExpansion().

variance()

double sgpp::combigrid::PolynomialChaosExpansion::variance ( )

overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

References sgpp::combigrid::FloatTensorVector::get(), sgpp::combigrid::FloatTensorVector::getValues(), python.statsfileInfo::i, sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::pow(), sgpp::base::DataVector::resizeZero(), and sgpp::combigrid::FloatScalarVector::value().

Referenced by getComponentSobolIndices(), and getTotalSobolIndices().

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

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