Implements the Up/Down scheme with one dimension with a special operation. More...

#include <UpDownOneOpDim.hpp>

Inheritance diagram for sgpp::pde::UpDownOneOpDim:

Public Member Functions
virtual void	mult (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result)
	starts the Multiplication with the matrix More...

void	multParallelBuildingBlock (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t operationDim)
	This functions provides the same functionality as the normal mult routine. More...

	UpDownOneOpDim (sgpp::base::GridStorage *storage, sgpp::base::DataVector &coef)
	Constructor. More...

	UpDownOneOpDim (sgpp::base::GridStorage *storage)
	Constructor. More...

virtual	~UpDownOneOpDim ()
	Destructor. More...

Public Member Functions inherited from sgpp::base::OperationMatrix
	OperationMatrix ()
	Constructor. More...

virtual	~OperationMatrix ()
	Destructor. More...

Protected Types
typedef sgpp::base::GridStorage::grid_iterator	grid_iterator

Protected Member Functions
virtual void	down (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim)=0
	std 1D down operation More...

virtual void	downOpDim (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim)=0
	special 1D down operation that is only executed in one direction More...

virtual void	specialOP (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim, size_t op_dim)
	All calculations for gradient_dim, parallel version using OpenMP 3. More...

virtual void	up (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim)=0
	std 1D up operation More...

void	updown (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim, size_t op_dim)
	Recursive procedure for updown(), parallel version using OpenMP 3. More...

virtual void	upOpDim (sgpp::base::DataVector &alpha, sgpp::base::DataVector &result, size_t dim)=0
	special 1D up operation that is only executed in one direction More...

Protected Attributes
const std::vector< size_t >	algoDims
	algorithmic dimensions, operator is applied in this dimensions More...

sgpp::base::DataVector *	coefs
	Pointer to the sgpp::base::DataVector of the coefs. More...

const size_t	numAlgoDims_
	number of algorithmic dimensions More...

sgpp::base::GridStorage *	storage
	Pointer to the grid's storage object. More...

Static Protected Attributes
static const size_t	maxParallelDims_ = TASKS_PARALLEL_UPDOWN
	max number of parallel stages (dimension recursive calls) More...

Detailed Description

Implements the Up/Down scheme with one dimension with a special operation.

Parallelization with OpenMP 2 / 3 is supported!

Member Typedef Documentation

◆ grid_iterator

typedef sgpp::base::GridStorage::grid_iterator sgpp::pde::UpDownOneOpDim::grid_iterator

protected

Constructor & Destructor Documentation

◆ UpDownOneOpDim() [1/2]

sgpp::pde::UpDownOneOpDim::UpDownOneOpDim	(	sgpp::base::GridStorage *	storage,
		sgpp::base::DataVector &	coef
	)

Constructor.

Parameters

storage	the grid's sgpp::base::GridStorage object
coef	reference to a sgpp::base::DataVector object that contains the bilinear form's constant coefficients; one per dimension

◆ UpDownOneOpDim() [2/2]

sgpp::pde::UpDownOneOpDim::UpDownOneOpDim ( sgpp::base::GridStorage * storage )

explicit

Constructor.

Parameters

storage the grid's sgpp::base::GridStorage object

◆ ~UpDownOneOpDim()

sgpp::pde::UpDownOneOpDim::~UpDownOneOpDim ( )

virtual

Destructor.

Member Function Documentation

◆ down()

virtual void sgpp::pde::UpDownOneOpDim::down	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim
	)

protectedpure virtual

std 1D down operation

Parameters

dim	dimension in which to apply the down-part
alpha	vector of coefficients
result	vector to store the results in

Implemented in sgpp::pde::OperationLaplaceExplicitLinear, sgpp::pde::OperationLaplaceLinear, sgpp::pde::OperationLaplaceLinearBoundary, sgpp::pde::OperationLaplaceLinearStretched, sgpp::pde::OperationLaplaceLinearStretchedBoundary, and sgpp::pde::OperationLaplaceModLinear.

Referenced by updown().

◆ downOpDim()

virtual void sgpp::pde::UpDownOneOpDim::downOpDim	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim
	)

protectedpure virtual

special 1D down operation that is only executed in one direction

Parameters

alpha	the coefficients of the gridpoints
result	vector with the result of this operation
dim	the dimension in that down-Gradient is applied

Implemented in sgpp::pde::OperationLaplaceExplicitLinear, sgpp::pde::OperationLaplaceLinear, sgpp::pde::OperationLaplaceLinearBoundary, sgpp::pde::OperationLaplaceLinearStretched, sgpp::pde::OperationLaplaceLinearStretchedBoundary, and sgpp::pde::OperationLaplaceModLinear.

Referenced by specialOP().

◆ mult()

void sgpp::pde::UpDownOneOpDim::mult	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result
	)

virtual

starts the Multiplication with the matrix

Parameters

alpha	DataVector that contains the ansatzfunctions' coefficients
result	DataVector into which the result of the Laplace operation is stored

Implements sgpp::base::OperationMatrix.

Reimplemented in sgpp::pde::OperationLaplaceExplicitLinear.

References sgpp::base::DataVector::add(), sgpp::base::DataVector::axpy(), coefs, sgpp::base::DataVector::get(), sgpp::base::DataVector::getSize(), python.statsfileInfo::i, numAlgoDims_, sgpp::base::DataVector::setAll(), and updown().

Referenced by sgpp::pde::OperationLaplaceExplicitLinear::OperationLaplaceExplicitLinear().

◆ multParallelBuildingBlock()

void sgpp::pde::UpDownOneOpDim::multParallelBuildingBlock	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	operationDim
	)

This functions provides the same functionality as the normal mult routine.

However, it doesn't set up an OpenMP task initialization as the mult routine. This method has to be called within a OpenMP task parallelized region.

Using this function is useful in following case: Assuming the solver of a certain requires several operators in the space discretization (e.g. Black Scholes Equations) this method can be used to parallelize their calculation which might results results in a better parallel efficiency on systems with 4 or more cores hence fewer barriers are needed.

For full calculation in of mult serval number of up/downs are needed. This number is equal to the number of the grid's dimensions. All different steps can be executed in parallel, so here only one up/Down is executed, identified by its special dimension.

Parameters

alpha	vector of coefficients
result	vector to store the results in
operationDim	Dimension in which the special operator is applied

References sgpp::base::DataVector::add(), sgpp::base::DataVector::axpy(), coefs, sgpp::base::DataVector::get(), sgpp::base::DataVector::getSize(), numAlgoDims_, sgpp::base::DataVector::setAll(), and updown().

◆ specialOP()

void sgpp::pde::UpDownOneOpDim::specialOP	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim,
		size_t	op_dim
	)

protectedvirtual

All calculations for gradient_dim, parallel version using OpenMP 3.

Parameters

alpha	the coefficients of the grid points
result	the result of the operations
dim	the current dimension in the recursion
op_dim	the dimension in that a special operation is applied

Reimplemented in sgpp::pde::OperationLaplaceExplicitLinear, sgpp::pde::OperationLaplaceLinear, and sgpp::pde::OperationLaplaceLinearStretched.

References sgpp::base::DataVector::add(), algoDims, downOpDim(), sgpp::base::DataVector::getSize(), maxParallelDims_, numAlgoDims_, updown(), and upOpDim().

Referenced by updown().

◆ up()

virtual void sgpp::pde::UpDownOneOpDim::up	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim
	)

protectedpure virtual

std 1D up operation

Parameters

dim	dimension in which to apply the up-part
alpha	vector of coefficients
result	vector to store the results in

Implemented in sgpp::pde::OperationLaplaceExplicitLinear, sgpp::pde::OperationLaplaceLinear, sgpp::pde::OperationLaplaceLinearBoundary, sgpp::pde::OperationLaplaceLinearStretched, sgpp::pde::OperationLaplaceLinearStretchedBoundary, and sgpp::pde::OperationLaplaceModLinear.

Referenced by updown().

◆ updown()

void sgpp::pde::UpDownOneOpDim::updown	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim,
		size_t	op_dim
	)

protected

Recursive procedure for updown(), parallel version using OpenMP 3.

Parameters

dim	the current dimension
op_dim	the dimension in which a special operation is applied
alpha	vector of coefficients
result	vector to store the results in

References sgpp::base::DataVector::add(), algoDims, down(), sgpp::base::DataVector::getSize(), maxParallelDims_, numAlgoDims_, specialOP(), and up().

Referenced by mult(), multParallelBuildingBlock(), sgpp::pde::OperationLaplaceLinearStretched::specialOP(), sgpp::pde::OperationLaplaceLinear::specialOP(), sgpp::pde::OperationLaplaceExplicitLinear::specialOP(), and specialOP().

◆ upOpDim()

virtual void sgpp::pde::UpDownOneOpDim::upOpDim	(	sgpp::base::DataVector &	alpha,
		sgpp::base::DataVector &	result,
		size_t	dim
	)

protectedpure virtual

special 1D up operation that is only executed in one direction

Parameters

alpha	the coefficients of the gridpoints
result	vector with the result of this operation
dim	the dimension in that up-Gradient is applied

Implemented in sgpp::pde::OperationLaplaceExplicitLinear, sgpp::pde::OperationLaplaceLinear, sgpp::pde::OperationLaplaceLinearBoundary, sgpp::pde::OperationLaplaceLinearStretched, sgpp::pde::OperationLaplaceLinearStretchedBoundary, and sgpp::pde::OperationLaplaceModLinear.

Referenced by specialOP().

Member Data Documentation

◆ algoDims

const std::vector<size_t> sgpp::pde::UpDownOneOpDim::algoDims

protected

algorithmic dimensions, operator is applied in this dimensions

Referenced by specialOP(), and updown().

◆ coefs

sgpp::base::DataVector* sgpp::pde::UpDownOneOpDim::coefs

protected

Pointer to the sgpp::base::DataVector of the coefs.

Referenced by mult(), and multParallelBuildingBlock().

◆ maxParallelDims_

const size_t sgpp::pde::UpDownOneOpDim::maxParallelDims_ = TASKS_PARALLEL_UPDOWN

staticprotected

max number of parallel stages (dimension recursive calls)

Referenced by specialOP(), and updown().

◆ numAlgoDims_

const size_t sgpp::pde::UpDownOneOpDim::numAlgoDims_

protected

number of algorithmic dimensions

Referenced by mult(), multParallelBuildingBlock(), specialOP(), and updown().

◆ storage

sgpp::base::GridStorage* sgpp::pde::UpDownOneOpDim::storage

protected

Pointer to the grid's storage object.

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

pde/src/sgpp/pde/algorithm/UpDownOneOpDim.hpp
pde/src/sgpp/pde/algorithm/UpDownOneOpDim.cpp

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Static Protected Attributes

Detailed Description

Member Typedef Documentation

◆ grid_iterator

Constructor & Destructor Documentation

◆ UpDownOneOpDim() [1/2]

◆ UpDownOneOpDim() [2/2]

◆ ~UpDownOneOpDim()

Member Function Documentation

◆ down()

◆ downOpDim()

◆ mult()

◆ multParallelBuildingBlock()

◆ specialOP()

◆ up()

◆ updown()

◆ upOpDim()

Member Data Documentation

◆ algoDims

◆ coefs

◆ maxParallelDims_

◆ numAlgoDims_

◆ storage