This class extends the PDESolver with functions that are needed to solve elliptic PDEs. More...

#include <EllipticPDESolver.hpp>

Inheritance diagram for sgpp::pde::EllipticPDESolver:

Public Member Functions
	EllipticPDESolver ()
	Std-Constructor of the solver. More...

virtual void	solvePDE (sgpp::base::DataVector &alpha, sgpp::base::DataVector &rhs, size_t maxCGIterations, double epsilonCG, bool verbose=false)=0
	abstract method to solve an elliptic PDE. More...

virtual	~EllipticPDESolver ()
	Std-Destructor of the solver. More...

Public Member Functions inherited from sgpp::pde::PDESolver
void	coarsenInitialGridSurplus (sgpp::base::DataVector &alpha, double dThreshold)
	Coarsens a grid by taking the grid's coefficients into account. More...

virtual void	constructGrid (sgpp::base::BoundingBox &myBoundingBox, size_t level)=0
	Use this routine the construct a regular grid to solve a PDE. More...

void	deleteGrid ()
	deletes the grid created within that solver More...

void	evaluateCuboid (sgpp::base::DataVector &alpha, sgpp::base::DataVector &FunctionValues, sgpp::base::DataMatrix &EvaluationPoints)
	Evaluates the sparse grid's function given by the stored grid and the alpha coefficients. More...

double	evaluatePoint (sgpp::base::DataVector &evalPoint, sgpp::base::DataVector &alpha)
	Determines the value of the function in the d-dimensional space. More...

std::string	getGrid () const
	gets the a string the describes the grid which is currently used to solve More...

size_t	getNumberDimensions () const
	use this the determine the number of dimensions that are currently used in the solver. More...

size_t	getNumberGridPoints () const
	use this to determine the number of grid points, used to solve the current problem More...

size_t	getNumberInnerGridPoints () const
	use this to determine the number of inner grid points, used to solve the current problem More...

	PDESolver ()
	Std-Constructor of the solver. More...

virtual void	printGrid (sgpp::base::DataVector &alpha, size_t PointesPerDimension, std::string tfilename) const
	This is some kind of debug functionality. More...

virtual void	printGridDomain (sgpp::base::DataVector &alpha, size_t PointesPerDimension, sgpp::base::BoundingBox &GridArea, std::string tfilename) const
	This is some kind of debug functionality. More...

virtual void	printLevelIndexGrid (std::string tfilename) const
	Prints the level,index pairs of the grid for each Gridpoint to a file. More...

virtual void	printSparseGrid (sgpp::base::DataVector &alpha, std::string tfilename, bool bSurplus) const
	Prints the sgpp::base::Grid Points of the Sparse sgpp::base::Grid either with their node basis value or their hierarchical surplus. More...

virtual void	printSparseGridExpTransform (sgpp::base::DataVector &alpha, std::string tfilename, bool bSurplus) const
	Prints the sgpp::base::Grid Points of the Sparse sgpp::base::Grid either with their node basis value or their hierarchical surplus. More...

void	refineInitialGridSurplus (sgpp::base::DataVector &alpha, int numRefinePoints, double dThreshold)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusSubDomain (sgpp::base::DataVector &alpha, int numRefinePoints, double dThreshold, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusToMaxLevel (sgpp::base::DataVector &alpha, double dThreshold, sgpp::base::level_t maxLevel)
	Refines a grid by taking the grid's coefficients into account. More...

void	refineInitialGridSurplusToMaxLevelSubDomain (sgpp::base::DataVector &alpha, double dThreshold, sgpp::base::level_t maxLevel, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	Refines a grid by taking the grid's coefficients into account. More...

void	setGrid (const std::string &serializedGrid)
	Sets the grid used in this BlackScholes Solver by an given serialized string of the grid. More...

virtual	~PDESolver ()
	Std-Destructor of the solver. More...

Additional Inherited Members
Protected Member Functions inherited from sgpp::pde::PDESolver
virtual void	getGridNormalDistribution (sgpp::base::DataVector &alpha, std::vector< double > &norm_mu, std::vector< double > &norm_sigma)
	This function calculates for every grid point the value of a normal distribution given by norm_mu and norm_sigma. More...

Protected Attributes inherited from sgpp::pde::PDESolver
bool	bGridConstructed
	stores if the grid was created inside the solver More...

size_t	dim
	the dimension of the grid More...

int	levels
	the number of levels used for an regular grid More...

sgpp::base::BoundingBox *	myBoundingBox
	Stores Pointer to the sgpp::base::Grid's Bounding Box. More...

sgpp::base::Grid *	myGrid
	The Sparse sgpp::base::Grid needed in this classificator. More...

sgpp::base::GridStorage *	myGridStorage
	Stores Pointer to the Girs's Storage. More...

Detailed Description

This class extends the PDESolver with functions that are needed to solve elliptic PDEs.

Constructor & Destructor Documentation

◆ EllipticPDESolver()

sgpp::pde::EllipticPDESolver::EllipticPDESolver ( )

Std-Constructor of the solver.

◆ ~EllipticPDESolver()

sgpp::pde::EllipticPDESolver::~EllipticPDESolver ( )

virtual

Std-Destructor of the solver.

Member Function Documentation

◆ solvePDE()

virtual void sgpp::pde::EllipticPDESolver::solvePDE	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	rhs,
		size_t	maxCGIterations,
		double	epsilonCG,
		bool	verbose = `false`
	)

pure virtual

abstract method to solve an elliptic PDE.

All solver of elliptic PDEs have to implement this method.

Parameters

alpha	the coefficients of the Sparse Gird's basis functions will be in this vector after solving
rhs	the right hand side of the SLE
maxCGIterations	the maximum of interation in the CG solver
epsilonCG	the epsilon used in the CG
verbose	enables verbose output during solving

Implemented in sgpp::pde::PoissonEquationSolver.

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

pde/src/sgpp/pde/application/EllipticPDESolver.hpp
pde/src/sgpp/pde/application/EllipticPDESolver.cpp