NonDExpansion Class Reference

collocation (SC) More...

Inheritance diagram for NonDExpansion:

List of all members.

Public Member Functions
	NonDExpansion (Model &model)
	constructor
	~NonDExpansion ()
	destructor
void	print_results (ostream &s)
	print the final statistics
Protected Member Functions
void	construct_g_u_model (Model &g_u_model)
	recast iteratedModel from x-space to u-space to create g_u_model
void	construct_quadrature (Iterator &u_space_sampler, Model &g_u_model, const UShortArray &quad_order)
	assign a NonDQuadrature instance within u_space_sampler
void	construct_sparse_grid (Iterator &u_space_sampler, Model &g_u_model, const UShortArray &sparse_grid_level)
	assign a NonDSparsegrid instance within u_space_sampler
void	construct_lhs (Iterator &u_space_sampler, Model &g_u_model, int orig_seed)
	assign a NonDLHSSampling instance within u_space_sampler
void	construct_expansion_sampler ()
	construct the expansionSampler operating on uSpaceModel
void	initialize_expansion ()
	initialize random variable definitions and final stats arrays
void	compute_expansion ()
	form the expansion by calling uSpaceModel.build_approximation()
void	compute_statistics ()
	calculate analytic and numerical statistics from the expansion
void	update_final_statistics ()
	update finalStatistics
Protected Attributes
Model	uSpaceModel
	u-space recasting and orthogonal polynomial data fit recursions
Iterator	expansionSampler
	an LHS sampling instance, but AIS could also be used.
short	expansionCoeffsApproach
	calculation of the expanion coefficients
size_t	numUncertainQuant
	number of invocations of quantify_uncertainty()
int	numSamplesOnModel
	number of truth samples performed on g_u_model to form the expansion
int	numSamplesOnExpansion
	expansion in order to estimate probabilities
RealVector	initialPtU
	stores the initial variables data in u-space
RealVector	finalStatValues
	the vector of final statistics values
RealMatrix	finalStatGrads
	the matrix of final statistics gradients
RealMatrix	expGradsMeanX
	evaluated at the means (used as uncertainty importance metrics)

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Detailed Description

collocation (SC)

The NonDExpansion class provides a base class for methods that use polynomial expansions to approximate the effect of parameter uncertainties on response functions of interest.

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Member Function Documentation

void compute_statistics

(

)

[protected]

calculate analytic and numerical statistics from the expansion

Calculate analytic and numerical statistics from the expansion and log results within final_stats for use in OUU.

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

• NonDExpansion.H
• NonDExpansion.C

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