NonDSparseGrid Class Reference

integrals over independent standard random variables. More...

Inheritance diagram for NonDSparseGrid:

List of all members.

Public Member Functions
	NonDSparseGrid (Model &model, const UShortArray &levels)
void	initialize_rules (const Pecos::ShortArray &u_types, IntArray &rules)
	set rules based on u_types
const UShortArray &	sparse_grid_level () const
	return sparseGridLevel
const IntArray &	integration_rules () const
	return integrationRules
const Pecos::ShortArray &	integrated_variable_types () const
	return ProbabilityTransformation::ranVarTypesU
void	level_to_order_closed (const unsigned short &level, unsigned short &order) const
	converts sparse grid level to integration order for closed rules
void	level_to_order_closed (const UShortArray &levels, UShortArray &orders) const
	for closed rules
void	level_to_order_open (const unsigned short &level, unsigned short &order) const
	converts sparse grid level to integration order for open rules
void	level_to_order_open (const UShortArray &levels, UShortArray &orders) const
	for open rules
Protected Member Functions
	NonDSparseGrid (Model &model)
	constructor
	~NonDSparseGrid ()
	destructor
void	get_parameter_sets (const Model &model)
	Returns one block of samples (ndim * num_samples).
void	check_input ()
void	sampling_reset (int min_samples, int rec_samples, bool all_data_flag, bool stats_flag)
Private Attributes
UShortArray	sparseGridLevelSpec
	the user specification for the sparse grid levels
UShortArray	sparseGridLevel
	communicated through sampling_reset()
IntArray	integrationRules
	integer codes for webbur routine integration rule options

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Detailed Description

integrals over independent standard random variables.

This class is used by NonDPolynomialChaos and NonDStochCollocation, but could also be used for general numerical integration of moments. It employs 1-D Clenshaw-Curtis and Gaussian quadrature rules within Smolyak sparse grids.

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Constructor & Destructor Documentation

NonDSparseGrid	(	Model &	model,
		const UShortArray &	levels
	)

This alternate constructor is used for on-the-fly generation and evaluation of sparse grids.

NonDSparseGrid

(

Model &

model

)

[protected]

constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification. It is not currently used, as there is not yet a separate nond_sparse_grid method specification.

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Member Function Documentation

void level_to_order_closed	(	const unsigned short &	level,
		unsigned short &	order
	)			const [inline]

converts sparse grid level to integration order for closed rules

Adapted from webbur::level_to_order_closed() for DAKOTA data types.

void level_to_order_closed	(	const UShortArray &	levels,
		UShortArray &	orders
	)			const [inline]

for closed rules

Adapted from webbur::level_to_order_closed() for DAKOTA data types.

void level_to_order_open	(	const unsigned short &	level,
		unsigned short &	order
	)			const [inline]

converts sparse grid level to integration order for open rules

Adapted from webbur::level_to_order_open() for DAKOTA data types.

void level_to_order_open	(	const UShortArray &	levels,
		UShortArray &	orders
	)			const [inline]

for open rules

Adapted from webbur::level_to_order_open() for DAKOTA data types.

void check_input

(

)

[protected, virtual]

Called from probDescDB-based constructors and from NonDIntegration::quantify_uncertainty()

Implements NonDIntegration.

void sampling_reset	(	int	min_samples,
		int	rec_samples,
		bool	all_data_flag,
		bool	stats_flag
	)			[protected, virtual]

used by DataFitSurrModel::build_global() to publish the minimum number of points needed from the sparse grid routine in order to build a particular global approximation.

Reimplemented from Iterator.

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

• NonDSparseGrid.H
• NonDSparseGrid.C

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