An Epetra operator representing the covariance operator of a polynomial chaos expansion. More...

#include <Stokhos_PCECovarianceOp.hpp>

Inheritance diagram for Stokhos::PCECovarianceOp:

Collaboration diagram for Stokhos::PCECovarianceOp:

Public Member Functions
	PCECovarianceOp (const Stokhos::VectorOrthogPoly< Epetra_Vector > &X_poly)
	Constructor with polynomial X.
	PCECovarianceOp (const Teuchos::RCP< const EpetraExt::BlockVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
	Constructor with block-vector X.
	PCECovarianceOp (const Teuchos::RCP< const Epetra_MultiVector > &X, const Stokhos::OrthogPolyBasis< int, double > &basis)
	Constructor with multi-vector X.
virtual	~PCECovarianceOp ()
	Destructor.
virtual int	SetUseTranspose (bool UseTranspose)
	Set to true if the transpose of the operator is requested.
virtual int	Apply (const Epetra_MultiVector &Input, Epetra_MultiVector &Result) const
	Returns the result of a Epetra_Operator applied to a Epetra_MultiVector Input in Result as described above.
virtual int	ApplyInverse (const Epetra_MultiVector &X, Epetra_MultiVector &Y) const
	Returns the result of the inverse of the operator applied to a Epetra_MultiVector Input in Result as described above.
virtual double	NormInf () const
	Returns an approximate infinity norm of the operator matrix.
virtual const char *	Label () const
	Returns a character std::string describing the operator.
virtual bool	UseTranspose () const
	Returns the current UseTranspose setting.
virtual bool	HasNormInf () const
	Returns true if the this object can provide an approximate Inf-norm, false otherwise.
virtual const Epetra_Comm &	Comm () const
	Returns a reference to the Epetra_Comm communicator associated with this operator.
virtual const Epetra_Map &	OperatorDomainMap () const
	Returns the Epetra_Map object associated with the domain of this matrix operator.
virtual const Epetra_Map &	OperatorRangeMap () const
	Returns the Epetra_Map object associated with the range of this matrix operator.
const Epetra_BlockMap &	CoeffMap () const
	Returns PCE coefficient map.

Protected Attributes
std::string	label
	Label for operator.
Teuchos::RCP< const Epetra_MultiVector >	X
	Multivector X defining A = XSX^T.
Teuchos::Array< double >	s
	Scaling vector in A = XSX^T.
bool	useTranspose
	Flag indicating whether transpose was selected.
Teuchos::RCP< Epetra_Map >	tmp_map
	Map needed for temporary vector.
Teuchos::RCP< Epetra_MultiVector >	tmp
	Temporary vector needed for apply.

Detailed Description

An Epetra operator representing the covariance operator of a polynomial chaos expansion.

If X is the matrix whose columns are the coefficients of a given polynomial chaos expansion, starting at order 1 (not including mean term), and S is a diagonal matrix whose entries are given by the norm-squared of the basis polynomials, then the covariance operator is A = X*S*X^T.

Constructor & Destructor Documentation

◆ PCECovarianceOp() [1/3]

Stokhos::PCECovarianceOp::PCECovarianceOp ( const Stokhos::VectorOrthogPoly< Epetra_Vector > & X_poly )

Constructor with polynomial X.

References label, s, Stokhos::ProductContainer< coeff_type >::size(), tmp, tmp_map, useTranspose, and X.

◆ PCECovarianceOp() [2/3]

Stokhos::PCECovarianceOp::PCECovarianceOp	(	const Teuchos::RCP< const EpetraExt::BlockVector > &	X,
		const Stokhos::OrthogPolyBasis< int, double > &	basis )

Constructor with block-vector X.

References label, s, Stokhos::OrthogPolyBasis< ordinal_type, value_type >::size(), tmp, tmp_map, useTranspose, and X.

◆ PCECovarianceOp() [3/3]

Stokhos::PCECovarianceOp::PCECovarianceOp	(	const Teuchos::RCP< const Epetra_MultiVector > &	X,
		const Stokhos::OrthogPolyBasis< int, double > &	basis )

Constructor with multi-vector X.

References label, s, tmp, tmp_map, useTranspose, and X.

Member Function Documentation

◆ Apply()

int Stokhos::PCECovarianceOp::Apply	(	const Epetra_MultiVector &	Input,
		Epetra_MultiVector &	Result ) const

virtual

Returns the result of a Epetra_Operator applied to a Epetra_MultiVector Input in Result as described above.

References s, tmp, tmp_map, and X.

◆ CoeffMap()

const Epetra_BlockMap & Stokhos::PCECovarianceOp::CoeffMap ( ) const

Returns PCE coefficient map.

References X.

◆ Comm()

const Epetra_Comm & Stokhos::PCECovarianceOp::Comm ( ) const

virtual

Returns a reference to the Epetra_Comm communicator associated with this operator.

References X.

◆ Label()

const char * Stokhos::PCECovarianceOp::Label ( ) const

virtual

Returns a character std::string describing the operator.

References label.

◆ OperatorDomainMap()

const Epetra_Map & Stokhos::PCECovarianceOp::OperatorDomainMap ( ) const

virtual

Returns the Epetra_Map object associated with the domain of this matrix operator.

References X.

◆ OperatorRangeMap()

const Epetra_Map & Stokhos::PCECovarianceOp::OperatorRangeMap ( ) const

virtual

Returns the Epetra_Map object associated with the range of this matrix operator.

References X.

◆ SetUseTranspose()

int Stokhos::PCECovarianceOp::SetUseTranspose ( bool UseTranspose )

virtual

Set to true if the transpose of the operator is requested.

References useTranspose.

◆ UseTranspose()

bool Stokhos::PCECovarianceOp::UseTranspose ( ) const

virtual

Returns the current UseTranspose setting.

References useTranspose.

Member Data Documentation

◆ label

std::string Stokhos::PCECovarianceOp::label

protected

Label for operator.

Referenced by Label(), PCECovarianceOp(), PCECovarianceOp(), and PCECovarianceOp().

◆ s

Teuchos::Array<double> Stokhos::PCECovarianceOp::s

protected

Scaling vector in A = X*S*X^T.

Referenced by Apply(), PCECovarianceOp(), PCECovarianceOp(), and PCECovarianceOp().

◆ tmp

Teuchos::RCP<Epetra_MultiVector> Stokhos::PCECovarianceOp::tmp

mutableprotected

Temporary vector needed for apply.

Referenced by Apply(), PCECovarianceOp(), PCECovarianceOp(), and PCECovarianceOp().

◆ tmp_map

Teuchos::RCP<Epetra_Map> Stokhos::PCECovarianceOp::tmp_map

protected

Map needed for temporary vector.

Referenced by Apply(), PCECovarianceOp(), PCECovarianceOp(), and PCECovarianceOp().

◆ useTranspose

bool Stokhos::PCECovarianceOp::useTranspose

protected

Flag indicating whether transpose was selected.

Referenced by PCECovarianceOp(), PCECovarianceOp(), PCECovarianceOp(), SetUseTranspose(), and UseTranspose().

◆ X

Teuchos::RCP<const Epetra_MultiVector> Stokhos::PCECovarianceOp::X

protected

Multivector X defining A = X*S*X^T.

Referenced by Apply(), CoeffMap(), Comm(), OperatorDomainMap(), OperatorRangeMap(), PCECovarianceOp(), PCECovarianceOp(), and PCECovarianceOp().

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

Stokhos_PCECovarianceOp.hpp
Stokhos_PCECovarianceOp.cpp

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ PCECovarianceOp() [1/3]

◆ PCECovarianceOp() [2/3]

◆ PCECovarianceOp() [3/3]

Member Function Documentation

◆ Apply()

◆ CoeffMap()

◆ Comm()

◆ Label()

◆ OperatorDomainMap()

◆ OperatorRangeMap()

◆ SetUseTranspose()

◆ UseTranspose()

Member Data Documentation

◆ label

◆ s

◆ tmp

◆ tmp_map

◆ useTranspose

◆ X