NonD Class Reference

Base class for all nondetermistic iterators (the DAKOTA/UQ branch). More...

Inheritance diagram for NonD:

Analyzer Iterator NonDEvidence NonDExpansion NonDIntegration NonDReliability NonDSampling NonDPolynomialChaos NonDStochCollocation NonDQuadrature NonDSparseGrid NonDGlobalReliability NonDLocalReliability NonDAdaptImpSampling NonDIncremLHSSampling NonDLHSSampling List of all members.

Public Member Functions

void initialize_random_variables ()
 initialize natafTransform based on distribution data from iteratedModel
void initialize_random_variables (const Pecos::ProbabilityTransformation &transform)
 initialize natafTransform based on incoming data
void requested_levels (const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_target, bool cdf_flag)
 combination with alternate ctors)
void moments (const RealVector &means, const RealVector &std_devs)
 set meanStats and stdDevStats
void distribution_parameter_derivatives (bool dist_param_derivs)
 set distParamDerivs

Protected Member Functions

 NonD (Model &model)
 constructor
 NonD (NoDBBaseConstructor, Model &model)
 alternate constructor for sample generation and evaluation "on the fly"
 NonD (NoDBBaseConstructor, const RealVector &lower_bnds, const RealVector &upper_bnds)
 alternate constructor for sample generation "on the fly"
 ~NonD ()
 destructor
void derived_pre_run ()
 portions of pre_run specific to derived iterators
void run ()
 run the iterator; portion of run_iterator()
void derived_post_run ()
 portions of post_run specific to derived iterators
const Responseresponse_results () const
 return the final statistics from the nondeterministic iteration
void response_results_active_set (const ActiveSet &set)
 set the active set within finalStatistics
virtual void quantify_uncertainty ()=0
 distributions into response statistics
virtual void initialize_final_statistics ()
 initializes finalStatistics for storing NonD final results
void initialize_random_variable_types ()
 initializes ranVarTypesX and ranVarTypesU within natafTransform
void initialize_random_variable_parameters ()
 ranVarUpperBndsX, and ranVarAddtlParamsX within natafTransform
void trans_U_to_X (const RealVector &u_rv, RealVector &x_rv)
 for DAKOTA data types
void trans_X_to_U (const RealVector &x_rv, RealVector &u_rv)
 for DAKOTA data types

Static Protected Member Functions

static void vars_u_to_x_mapping (const Variables &u_vars, Variables &x_vars)
 from NonD Iterators to x-space variables for Model evaluations.
static void set_u_to_x_mapping (const ActiveSet &u_set, ActiveSet &x_set)
 from NonD Iterators to x-space ActiveSets for Model evaluations.
static void resp_x_to_u_mapping (const Variables &x_vars, const Variables &u_vars, const Response &x_response, Response &u_response)
 Model evaluations to u-space responses for return to NonD Iterators.

Protected Attributes

NonDprevNondInstance
 pointer containing previous value of nondInstance
bool extendedUSpace
 std uniforms, std exponentials, std betas, and std gammas.
Pecos::ProbabilityTransformation natafTransform
 data for performing transformations from X -> Z -> U and back.
size_t numDesignVars
 distinct from numUniformVars)
size_t numStateVars
 distinct from numUniformVars)
size_t numNormalVars
 number of normal uncertain variables (native space)
size_t numLognormalVars
 number of lognormal uncertain variables (native space)
size_t numUniformVars
 number of uniform uncertain variables (native space)
size_t numLoguniformVars
 number of loguniform uncertain variables (native space)
size_t numTriangularVars
 number of triangular uncertain variables (native space)
size_t numExponentialVars
 number of exponential uncertain variables (native space)
size_t numBetaVars
 number of beta uncertain variables (native space)
size_t numGammaVars
 number of gamma uncertain variables (native space)
size_t numGumbelVars
 number of gumbel uncertain variables (native space)
size_t numFrechetVars
 number of frechet uncertain variables (native space)
size_t numWeibullVars
 number of weibull uncertain variables (native space)
size_t numHistogramVars
 number of histogram uncertain variables (native space)
size_t numIntervalVars
 number of interval uncertain variables (native space)
size_t numUncertainVars
 total number of uncertain variables (native space)
size_t numResponseFunctions
 number of response functions
RealVector meanStats
 means of response functions (calculated in compute_statistics())
RealVector stdDevStats
 std deviations of response functions (calculated in compute_statistics())
RealVectorArray requestedRespLevels
 requested response levels for all response functions
RealVectorArray computedProbLevels
 from requestedRespLevels
RealVectorArray computedRelLevels
 from requestedRespLevels
RealVectorArray computedGenRelLevels
 resulting from requestedRespLevels
short respLevelTarget
 or z->beta* (GEN_RELIABILITIES)
RealVectorArray requestedProbLevels
 requested probability levels for all response functions
RealVectorArray requestedRelLevels
 requested reliability levels for all response functions
RealVectorArray requestedGenRelLevels
 requested generalized reliability levels for all response functions
RealVectorArray computedRespLevels
 requestedProbLevels, requestedRelLevels, or requestedGenRelLevels
size_t totalLevelRequests
 requestedProbLevels, and requestedRelLevels
bool cdfFlag
 cumulative/CDF (true) or complementary/CCDF (false)
Response finalStatistics
 response means, standard deviations, and probabilities of failure

Static Protected Attributes

static NonDnondInstance
 functions in order to avoid the need for static data
static const Real Pi
 the numerical value for Pi used in several routines

Private Member Functions

void distribute_levels (RealVectorArray &levels)
 response functions if a short-hand specification is employed.

Private Attributes

bool distParamDerivs
 to standard random variables u using the chain rule df/dx dx/du.

Detailed Description

Base class for all nondetermistic iterators (the DAKOTA/UQ branch).

The base class for nondeterministic iterators consolidates uncertain variable data and probabilistic utilities for inherited classes.


Member Function Documentation

void initialize_random_variables (  ) 

initialize natafTransform based on distribution data from iteratedModel

Build ProbabilityTransformation::ranVar arrays containing the uncertain variable distribution types and their corresponding means/standard deviations. This function is used when the Model variables are in x-space.

void initialize_random_variables ( const Pecos::ProbabilityTransformation &  transform  ) 

initialize natafTransform based on incoming data

This function is commonly used to publish tranformation data when the Model variables are in a transformed space (e.g., u-space) and ProbabilityTransformation::ranVarTypes et al. may not be generated directly. This allows for the use of inverse transformations to return the transformed space variables to their original states.

void derived_pre_run (  )  [inline, protected, virtual]

portions of pre_run specific to derived iterators

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual derived class portion of pre_run(). Redefinition by derived classes is optional.

Reimplemented from Iterator.

void run (  )  [inline, protected, virtual]

run the iterator; portion of run_iterator()

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual run function for the iterator class hierarchy. All derived classes need to redefine it.

Reimplemented from Iterator.

void derived_post_run (  )  [inline, protected, virtual]

portions of post_run specific to derived iterators

Iterator supports a construct/pre-run/run/post-run/destruct progression. This function is the virtual derived class portion of post_run(). Redefinition by derived classes is optional.

Reimplemented from Iterator.

void initialize_final_statistics (  )  [protected, virtual]

initializes finalStatistics for storing NonD final results

Default definition of virtual function (used by sampling, reliability, and polynomial chaos) defines the set of statistical results to include means, standard deviations, and level mappings.

Reimplemented in NonDEvidence.

void initialize_random_variable_types (  )  [protected]

initializes ranVarTypesX and ranVarTypesU within natafTransform

Build ProbabilityTransformation::ranVar arrays containing the uncertain variable distribution types and their corresponding means/standard deviations. This function is used when the Model variables are in x-space.

void initialize_random_variable_parameters (  )  [protected]

ranVarUpperBndsX, and ranVarAddtlParamsX within natafTransform

Build ProbabilityTransformation::ranVar arrays containing the uncertain variable distribution types and their corresponding means/standard deviations. This function is used when the Model variables are in x-space.

void vars_u_to_x_mapping ( const Variables u_vars,
Variables x_vars 
) [static, protected]

from NonD Iterators to x-space variables for Model evaluations.

Map the variables from iterator space (u) to simulation space (x).

void set_u_to_x_mapping ( const ActiveSet u_set,
ActiveSet x_set 
) [static, protected]

from NonD Iterators to x-space ActiveSets for Model evaluations.

Define the DVV for x-space derivative evaluations by augmenting the iterator requests to account for correlations.


The documentation for this class was generated from the following files:
Generated on Wed Nov 5 19:54:06 2008 for DAKOTA by  doxygen 1.5.1