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sgpp::combigrid::PolynomialStochasticCollocation Class Reference

#include <PolynomialStochasticCollocation.hpp>

Inheritance diagram for sgpp::combigrid::PolynomialStochasticCollocation:
sgpp::combigrid::CombigridSurrogateModel

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
 
 PolynomialStochasticCollocation (sgpp::combigrid::CombigridSurrogateModelConfiguration &config)
 
void updateConfig (sgpp::combigrid::CombigridSurrogateModelConfiguration config) override
 
double variance () override
 
virtual ~PolynomialStochasticCollocation ()
 
- 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

◆ PolynomialStochasticCollocation()

sgpp::combigrid::PolynomialStochasticCollocation::PolynomialStochasticCollocation ( sgpp::combigrid::CombigridSurrogateModelConfiguration &  config)
explicit

References sgpp::combigrid::LEGENDRE, sgpp::combigrid::OrthogonalPolynomialBasis1DParameters::lowerBound_, sgpp::combigrid::CombigridSurrogateModel::numDims, sgpp::combigrid::OrthogonalPolynomialBasis1DConfiguration::polyParameters, sgpp::combigrid::WeightFunctionsCollection::push_back(), sgpp::combigrid::WeightFunctionsCollection::size(), sgpp::combigrid::OrthogonalPolynomialBasis1DParameters::type_, updateConfig(), sgpp::combigrid::OrthogonalPolynomialBasis1DParameters::upperBound_, sgpp::combigrid::CombigridSurrogateModelConfiguration::weightFunction, and sgpp::combigrid::CombigridSurrogateModelConfiguration::weightFunctions.

◆ ~PolynomialStochasticCollocation()

sgpp::combigrid::PolynomialStochasticCollocation::~PolynomialStochasticCollocation ( )
virtual

References sgpp::combigrid::CombigridSurrogateModelConfiguration::bounds, sgpp::combigrid::CombigridSurrogateModel::config, and sgpp::combigrid::CombigridSurrogateModel::numDims.

Member Function Documentation

◆ eval() [1/2]

double sgpp::combigrid::PolynomialStochasticCollocation::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::PolynomialStochasticCollocation::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::PolynomialStochasticCollocation::getComponentSobolIndices ( sgpp::base::DataVector &  componentSsobolIndices,
bool  normalized = true 
)
overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

◆ getInfoOnAddedLevels()

std::shared_ptr< LevelInfos > sgpp::combigrid::PolynomialStochasticCollocation::getInfoOnAddedLevels ( )
overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

◆ getTotalSobolIndices()

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

Implements sgpp::combigrid::CombigridSurrogateModel.

◆ mean()

double sgpp::combigrid::PolynomialStochasticCollocation::mean ( )
overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

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::PolynomialStochasticCollocation::numGridPoints ( )
overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

◆ updateConfig()

void sgpp::combigrid::PolynomialStochasticCollocation::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::CombigridSurrogateModel::numDims, sgpp::combigrid::CombigridSurrogateModelConfiguration::pointHierarchies, and sgpp::combigrid::CombigridSurrogateModelConfiguration::storage.

Referenced by PolynomialStochasticCollocation().

◆ variance()

double sgpp::combigrid::PolynomialStochasticCollocation::variance ( )
overridevirtual

Implements sgpp::combigrid::CombigridSurrogateModel.

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