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

Inheritance diagram for NonDIntegration:

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_specification_sequence ()
	increment sequenceIndex and update active orders/levels
const Pecos::IntegrationDriver &	driver () const
	return numIntDriver
Static Public Member Functions
static void	dimension_preference_to_anisotropic_order (unsigned short scalar_order_spec, const RealVector &dim_pref_spec, size_t num_v, UShortArray &aniso_order)
	convert scalar_order_spec and vector dim_pref_spec to vector aniso_order
static void	anisotropic_order_to_dimension_preference (const UShortArray &aniso_order, unsigned short &scalar_order, RealVector &dim_pref)
	convert vector aniso_order to scalar_order and vector dim_pref
Protected Member Functions
	NonDIntegration (ProblemDescDB &problem_db, Model &model)
	constructor
	NonDIntegration (unsigned short method_name, Model &model)
	alternate constructor for instantiations "on the fly"
	NonDIntegration (unsigned short method_name, Model &model, const RealVector &dim_pref)
	alternate constructor for instantiations "on the fly"
	~NonDIntegration ()
	destructor
void	quantify_uncertainty ()
	Mapping of the core_run() virtual function for the NonD branch.
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

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.

Constructor & Destructor Documentation

NonDIntegration	(	ProblemDescDB &	problem_db,
		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(), Analyzer::numDiscreteIntVars, Analyzer::numDiscreteRealVars, Analyzer::numDiscreteStringVars, and NonD::verify_correlation_support().

NonDIntegration	(	unsigned short	method_name,
		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	(	unsigned short	method_name,
		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.

Member Function Documentation

void dimension_preference_to_anisotropic_order	(	unsigned short	scalar_order_spec,
		const RealVector &	dim_pref_spec,
		size_t	num_v,
		UShortArray &	aniso_order
	)		`[static]`

convert scalar_order_spec and vector dim_pref_spec to vector aniso_order

Converts a scalar order specification and a vector anisotropic dimension preference into an anisotropic order vector. It is used for initialization and does not enforce a reference lower bound (see also NonDQuadrature::update_anisotropic_order()).

Referenced by NonDPolynomialChaos::increment_specification_sequence(), NonDQuadrature::initialize_dimension_quadrature_order(), and NonDPolynomialChaos::NonDPolynomialChaos().