Derived approximation class for global basis polynomials. More...
Inheritance diagram for PecosApproximation:
Public Member Functions | |
| PecosApproximation () | |
| default constructor | |
| PecosApproximation (ProblemDescDB &problem_db, const SharedApproxData &shared_data) | |
| standard ProblemDescDB-driven constructor | |
| PecosApproximation (const SharedApproxData &shared_data) | |
| alternate constructor | |
| ~PecosApproximation () | |
| destructor | |
| void | expansion_coefficient_flag (bool coeff_flag) |
| set pecosBasisApprox.configOptions.expansionCoeffFlag | |
| bool | expansion_coefficient_flag () const |
| get pecosBasisApprox.configOptions.expansionCoeffFlag | |
| void | expansion_gradient_flag (bool grad_flag) |
| set pecosBasisApprox.configOptions.expansionGradFlag | |
| bool | expansion_gradient_flag () const |
| get pecosBasisApprox.configOptions.expansionGradFlag | |
| void | compute_component_effects () |
| Performs global sensitivity analysis using Sobol' Indices by computing component (main and interaction) effects. | |
| void | compute_total_effects () |
| Performs global sensitivity analysis using Sobol' Indices by computing total effects. | |
| const Pecos::RealVector & | sobol_indices () const |
| return polyApproxRep->sobolIndices | |
| const Pecos::RealVector & | total_sobol_indices () const |
| return polyApproxRep->totalSobolIndices | |
| Pecos::ULongULongMap | sparse_sobol_index_map () const |
| return RegressOrthogPolyApproximation::sparseSobolIndexMap | |
| const Pecos::RealVector & | dimension_decay_rates () const |
| return OrthogPolyApproximation::decayRates | |
| void | allocate_arrays () |
| invoke Pecos::PolynomialApproximation::allocate_arrays() | |
| Real | mean () |
| return the mean of the expansion, treating all variables as random | |
| Real | mean (const Pecos::RealVector &x) |
| return the mean of the expansion for a given parameter vector, treating a subset of the variables as random | |
| const Pecos::RealVector & | mean_gradient () |
| return the gradient of the expansion mean for a given parameter vector, treating all variables as random | |
| const Pecos::RealVector & | mean_gradient (const Pecos::RealVector &x, const Pecos::SizetArray &dvv) |
| return the gradient of the expansion mean for a given parameter vector and given DVV, treating a subset of the variables as random | |
| Real | variance () |
| return the variance of the expansion, treating all variables as random | |
| Real | variance (const Pecos::RealVector &x) |
| return the variance of the expansion for a given parameter vector, treating a subset of the variables as random | |
| const Pecos::RealVector & | variance_gradient () |
| return the gradient of the expansion variance for a given parameter vector, treating all variables as random | |
| const Pecos::RealVector & | variance_gradient (const Pecos::RealVector &x, const Pecos::SizetArray &dvv) |
| return the gradient of the expansion variance for a given parameter vector and given DVV, treating a subset of the variables as random | |
| Real | covariance (PecosApproximation *pecos_approx_2) |
| return the covariance between two response expansions, treating all variables as random | |
| Real | covariance (const Pecos::RealVector &x, PecosApproximation *pecos_approx_2) |
| return the covariance between two response expansions, treating a subset of the variables as random | |
| Real | delta_covariance (PecosApproximation *pecos_approx_2) |
| return the change in covariance between two response expansions, treating all variables as random | |
| Real | delta_covariance (const Pecos::RealVector &x, PecosApproximation *pecos_approx_2) |
| return the change in covariance between two response expansions, treating a subset of the variables as random | |
| Real | delta_mean () |
| return the change in mean between two response expansions, treating all variables as random | |
| Real | delta_mean (const RealVector &x) |
| return the change in mean between two response expansions, treating a subset of variables as random | |
| Real | delta_std_deviation () |
| return the change in standard deviation between two response expansions, treating all variables as random | |
| Real | delta_std_deviation (const RealVector &x) |
| return the change in standard deviation between two response expansions, treating a subset of variables as random | |
| Real | delta_beta (bool cdf_flag, Real z_bar) |
| return the change in reliability index (mapped from z_bar) between two response expansions, treating all variables as random | |
| Real | delta_beta (const RealVector &x, bool cdf_flag, Real z_bar) |
| return the change in reliability index (mapped from z_bar) between two response expansions, treating a subset of variables as random | |
| Real | delta_z (bool cdf_flag, Real beta_bar) |
| return the change in response level (mapped from beta_bar) between two response expansions, treating all variables as random | |
| Real | delta_z (const RealVector &x, bool cdf_flag, Real beta_bar) |
| return the change in response level (mapped from beta_bar) between two response expansions, treating a subset of the variables as random | |
| void | compute_moments () |
| compute moments up to the order supported by the Pecos polynomial approximation | |
| void | compute_moments (const Pecos::RealVector &x) |
| compute moments in all-variables mode up to the order supported by the Pecos polynomial approximation | |
| const RealVector & | moments () const |
| return virtual Pecos::PolynomialApproximation::moments() | |
| const RealVector & | expansion_moments () const |
| return Pecos::PolynomialApproximation::expansionMoments | |
| const RealVector & | numerical_integration_moments () const |
| return Pecos::PolynomialApproximation::numericalMoments | |
| void | standardize_moments (const Pecos::RealVector ¢ral_moments, Pecos::RealVector &std_moments) |
| standardize the central moments returned from Pecos | |
| Pecos::BasisApproximation & | pecos_basis_approximation () |
| return pecosBasisApprox | |
Protected Member Functions | |
| Real | value (const Variables &vars) |
| retrieve the approximate function value for a given parameter vector | |
| const Pecos::RealVector & | gradient (const Variables &vars) |
| retrieve the approximate function gradient for a given parameter vector | |
| const Pecos::RealSymMatrix & | hessian (const Variables &vars) |
| retrieve the approximate function Hessian for a given parameter vector | |
| int | min_coefficients () const |
| return the minimum number of samples (unknowns) required to build the derived class approximation type in numVars dimensions | |
| void | build () |
| builds the approximation from scratch | |
| void | rebuild () |
| rebuilds the approximation incrementally | |
| void | pop (bool save_data) |
| removes entries from end of SurrogateData::{vars,resp}Data (last points appended, or as specified in args) | |
| void | restore () |
| restores state prior to previous append() | |
| void | finalize () |
| finalize approximation by applying all remaining trial sets | |
| void | store () |
| store current approximation for later combination | |
| void | combine (short corr_type) |
| combine current approximation with previously stored approximation | |
| void | print_coefficients (std::ostream &s, bool normalized) |
| print the coefficient array computed in build()/rebuild() | |
| RealVector | approximation_coefficients (bool normalized) const |
| return expansion coefficients in a form consistent with the shared multi-index | |
| void | approximation_coefficients (const RealVector &approx_coeffs, bool normalized) |
| set expansion coefficients in a form consistent with the shared multi-index | |
| void | coefficient_labels (std::vector< std::string > &coeff_labels) const |
| print the coefficient array computed in build()/rebuild() | |
Private Member Functions | |
| void | approx_type_to_basis_type (const String &approx_type, short &basis_type) |
| utility to convert Dakota type string to Pecos type enumeration | |
Private Attributes | |
| Pecos::BasisApproximation | pecosBasisApprox |
| the Pecos basis approximation, encompassing OrthogPolyApproximation and InterpPolyApproximation | |
| Pecos::PolynomialApproximation * | polyApproxRep |
| convenience pointer to representation of Pecos polynomial approximation | |
Detailed Description
Derived approximation class for global basis polynomials.
The PecosApproximation class provides a global approximation based on basis polynomials. This includes orthogonal polynomials used for polynomial chaos expansions and interpolation polynomials used for stochastic collocation.
Member Function Documentation
| void build | ( | ) | [inline, protected, virtual] |
builds the approximation from scratch
This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.
Reimplemented from Approximation.
References PecosApproximation::pecosBasisApprox.
| void rebuild | ( | ) | [inline, protected, virtual] |
rebuilds the approximation incrementally
This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.
Reimplemented from Approximation.
References PecosApproximation::pecosBasisApprox.
| void pop | ( | bool | save_data | ) | [inline, protected, virtual] |
removes entries from end of SurrogateData::{vars,resp}Data (last points appended, or as specified in args)
This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.
Reimplemented from Approximation.
References PecosApproximation::pecosBasisApprox.
| void restore | ( | ) | [inline, protected, virtual] |
restores state prior to previous append()
This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.
Reimplemented from Approximation.
References PecosApproximation::pecosBasisApprox.
| void finalize | ( | ) | [inline, protected, virtual] |
finalize approximation by applying all remaining trial sets
This is the common base class portion of the virtual fn and is insufficient on its own; derived implementations should explicitly invoke (or reimplement) this base class contribution.
Reimplemented from Approximation.
References PecosApproximation::pecosBasisApprox.
The documentation for this class was generated from the following files:
- PecosApproximation.hpp
- PecosApproximation.cpp
