python.uq.quadrature.bilinearform.bilinear_form_admissible_set Namespace Reference

Functions
def	computeBF (grid, U, admissibleSet)
def	computeBFGridPoint (basis, U, gpi, gps)
def	computeBFPairwise (basis, U, gpi, gpj)
def	computeBFQuad (grid, U, admissibleSet, n=100)
def	computeExpectationValueEstimation (grid, U, admissibleSet)
def	computePiecewiseConstantBF (grid, U, admissibleSet)

Detailed Description

Created on Jul 23, 2014

@author: franzefn

Function Documentation

computeBF()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBF	(		grid,
			U,
			admissibleSet
	)

Compute bilinear form
(A)_ij = \int phi_i phi_j dU(x)
on measure U, which is in this case supposed to be a lebesgue measure.
@param grid: Grid, sparse grid
@param U: list of distributions, Lebeasgue measure
@param admissibleSet: AdmissibleSet
@return: DataMatrix

References python.uq.operations.discretization.discretize(), python.uq.quadrature.sparse_grid.doQuadrature(), python.statsfileInfo.f, python.uq.operations.sparse_grid.getBasis(), and python.uq.operations.sparse_grid.hierarchize().

computeBFGridPoint()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFGridPoint	(		basis,
			U,
			gpi,
			gps
	)

Compute the bilinear form for one grid point with the points
stored in gps
@param basis: basis of sparse grid function,
@param U: list of distributions
@param gpi: HashGridPoint
@param gps: list of HashGridPoint

References python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFPairwise().

computeBFPairwise()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFPairwise	(		basis,
			U,
			gpi,
			gpj
	)

References python.statsfileInfo.f, and python.uq.quadrature.full_grid.quad().

Referenced by python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFGridPoint().

computeBFQuad()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeBFQuad	(		grid,
			U,
			admissibleSet,
			n = 100
	)

@param grid: Grid
@param U: list of distributions
@param admissibleSet: AdmissibleSet
@param n: int, number of MC samples

References python.statsfileInfo.f, python.uq.operations.sparse_grid.getBasis(), and python.uq.quadrature.full_grid.quad().

computeExpectationValueEstimation()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computeExpectationValueEstimation	(		grid,
			U,
			admissibleSet
	)

Compute
(b)_i = \int phi_i dU(x)
on measure U, which is in this case supposed to be a lebesgue measure.
@param grid: Grid, sparse grid
@param U: list of distributions, Lebeasgue measure
@param admissibleSet: AdmissibleSet
@return: DataVector

References python.statsfileInfo.f, python.uq.operations.sparse_grid.getBasis(), and python.uq.quadrature.full_grid.quad().

computePiecewiseConstantBF()

def python.uq.quadrature.bilinearform.bilinear_form_admissible_set.computePiecewiseConstantBF	(		grid,
			U,
			admissibleSet
	)

References sgpp::op_factory.createOperationLTwoDotExplicit().