Inheritance diagram for JacobiOrthogPolynomial:

Public Member Functions | |
| JacobiOrthogPolynomial () | |
| default constructor | |
| JacobiOrthogPolynomial (const Real &alpha_stat, const Real &beta_stat) | |
| standard constructor | |
| ~JacobiOrthogPolynomial () | |
| destructor | |
Protected Member Functions | |
| const Real & | get_value (const Real &x, unsigned short order) |
| retrieve the Jacobi polynomial value for a given parameter x | |
| const Real & | get_gradient (const Real &x, unsigned short order) |
| retrieve the Jacobi polynomial gradient for a given parameter x | |
| const Real & | norm_squared (unsigned short order) |
| ||P^(alpha,beta)_n||^2 | |
| const RealVector & | gauss_points (unsigned short order) |
| polynomial order n | |
| const RealVector & | gauss_weights (unsigned short order) |
| polynomial order n | |
| void | alpha_stat (const Real &alpha) |
| set betaPoly using the conversion betaPoly = alpha_stat - 1. | |
| void | beta_stat (const Real &beta) |
| set alphaPoly using the conversion alphaPoly = beta_stat - 1. | |
Private Attributes | |
| Real | alphaPoly |
| Abramowitz and Stegun (differs from statistical PDF notation). | |
| Real | betaPoly |
| Abramowitz and Stegun (differs from statistical PDF notation). | |
The JacobiOrthogPolynomial class evaluates a univariate Jacobi polynomial P^(alpha,beta)_n of a particular order. These polynomials are orthogonal with respect to the weight function (1-x)^alpha (1+x)^beta when integrated over the support range of [-1,+1]. This corresponds to the probability density function f(x) = (1-x)^alpha (1+x)^beta / (2^(alpha+beta+1) B(alpha+1,beta+1)) for the beta distribution for [L,U]=[-1,1], where common statistical PDF notation conventions (see, e.g., the uncertain variables section in the DAKOTA Reference Manual) and the Abramowiz and Stegun orthogonal polynomial conventions are inverted and require conversion in this case (alpha_poly = beta_stat - 1; beta_poly = alpha_stat - 1 with the poly definitions used in both cases above). It enables (mixed) multidimensional orthogonal polynomial basis functions within OrthogPolyApproximation. A special case is the LegendreOrthogPolynomial (implemented separately), for which alpha_poly = beta_poly = 0.
1.5.1