$extrastylesheet
Dakota  Version 6.2
Public Member Functions | Protected Member Functions | Private Member Functions | Private Attributes
PecosApproximation Class Reference

Derived approximation class for global basis polynomials. More...

Inheritance diagram for PecosApproximation:
Approximation

List of all members.

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 &central_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: