NonDIntegration Class Reference

Derived nondeterministic class that generates N-dimensional numerical integration points for evaluation of expectation integrals. More...

Inheritance diagram for NonDIntegration:

List of all members.

Public Member Functions
virtual void	initialize_grid (const std::vector< Pecos::BasisPolynomial > &poly_basis)=0
	initialize integration grid by drawing from polynomial basis settings
virtual void	increment_grid ()=0
	increment SSG level/TPQ order
virtual void	increment_grid_preference (const RealVector &dim_pref)
	increment SSG level/TPQ order and update anisotropy
virtual void	increment_grid_weights (const RealVector &aniso_wts)
	increment SSG level/TPQ order and update anisotropy
virtual void	increment_refinement_sequence ()
	increment sequenceIndex and update active orders/levels
const Pecos::IntegrationDriver &	driver () const
	return numIntDriver
Protected Member Functions
	NonDIntegration (Model &model)
	constructor
	NonDIntegration (NoDBBaseConstructor, Model &model)
	alternate constructor for instantiations "on the fly"
	NonDIntegration (NoDBBaseConstructor, Model &model, const RealVector &dim_pref)
	alternate constructor for instantiations "on the fly"
	~NonDIntegration ()
	destructor
void	quantify_uncertainty ()
	performs a forward uncertainty propagation of parameter distributions into response statistics
void	check_variables (const Pecos::ShortArray &x_types)
	verify self-consistency of variables data
void	print_points_weights (const String &tabular_name)
	output integration points and weights to a tabular file
Protected Attributes
Pecos::IntegrationDriver	numIntDriver
	Pecos utlity class for managing interface to tensor-product grids and VPISparseGrid utilities for Smolyak sparse grids and cubature.
size_t	numIntegrations
	counter for number of integration executions for this object
size_t	sequenceIndex
	index into NonDQuadrature::quadOrderSpec and NonDSparseGrid::ssgLevelSpec that defines the current instance of several possible refinement levels
RealVector	dimPrefSpec
	the user specification for anisotropic dimension preference

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Detailed Description

Derived nondeterministic class that generates N-dimensional numerical integration points for evaluation of expectation integrals.

This class provides a base class for shared code among NonDQuadrature and NonDSparseGrid.

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Constructor & Destructor Documentation

NonDIntegration

(

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 are not yet separate nond_quadrature/nond_sparse_grid method specifications.

References Dakota::abort_handler(), NonD::initialize_final_statistics(), NonD::initialize_random_variable_correlations(), NonD::initialize_random_variable_transformation(), NonD::initialize_random_variable_types(), Iterator::numDiscreteIntVars, Iterator::numDiscreteRealVars, and NonD::verify_correlation_support().

NonDIntegration	(	NoDBBaseConstructor	,
		Model &	model
	)		[protected]

alternate constructor for instantiations "on the fly"

This alternate constructor is used for on-the-fly generation and evaluation of numerical integration points.

NonDIntegration	(	NoDBBaseConstructor	,
		Model &	model,
		const RealVector &	dim_pref
	)		[protected]

alternate constructor for instantiations "on the fly"

This alternate constructor is used for on-the-fly generation and evaluation of numerical integration points.

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Member Function Documentation

void check_variables

(

const Pecos::ShortArray &

x_types

)

[protected]

verify self-consistency of variables data

Virtual function called from probDescDB-based constructors and from NonDIntegration::quantify_uncertainty()

References Dakota::abort_handler(), NonD::numContAleatUncVars, NonD::numContDesVars, NonD::numContEpistUncVars, Iterator::numContinuousVars, and NonD::numContStateVars.

Referenced by NonDCubature::NonDCubature(), NonDQuadrature::NonDQuadrature(), NonDSparseGrid::NonDSparseGrid(), and NonDIntegration::quantify_uncertainty().

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

• NonDIntegration.H
• NonDIntegration.C