AdaptiveSmolyakPCE.h

Go to the documentation of this file.

#ifndef ADAPTIVESMOLYAKPCE_H
#define ADAPTIVESMOLYAKPCE_H
 
#include "MUQ/Approximation/PolynomialChaos/SmolyakEstimator.h"
#include "MUQ/Approximation/PolynomialChaos/PolynomialChaosExpansion.h"
#include "MUQ/Approximation/PolynomialChaos/PCEFactory.h"
 
#include "MUQ/Approximation/Quadrature/Quadrature.h"
 
namespace muq {
namespace Approximation {
 
  class AdaptiveSmolyakPCE : public SmolyakEstimator<std::shared_ptr<PolynomialChaosExpansion>> {
 
  public:
    AdaptiveSmolyakPCE(std::shared_ptr<muq::Modeling::ModPiece>         const& modelIn,
                       std::vector<std::shared_ptr<Quadrature>>         const& quad1dIn,
                       std::vector<std::shared_ptr<IndexedScalarBasis>> const& polys1dIn);
 
    virtual ~AdaptiveSmolyakPCE() = default;
 
  protected:
    virtual std::vector<Eigen::VectorXd> OneTermPoints(std::shared_ptr<muq::Utilities::MultiIndex> const& multi) override;
 
    virtual std::shared_ptr<PolynomialChaosExpansion> ComputeOneTerm(std::shared_ptr<muq::Utilities::MultiIndex>                const& multi,
                                                                     std::vector<std::reference_wrapper<const Eigen::VectorXd>> const& modEvals) override;
 
    virtual std::shared_ptr<PolynomialChaosExpansion> AddEstimates(double w1, std::shared_ptr<PolynomialChaosExpansion> const& part1,
                                                                   double w2, std::shared_ptr<PolynomialChaosExpansion> const& part2) const override;
 
    virtual double ComputeMagnitude(std::shared_ptr<PolynomialChaosExpansion> const& estimate) const override;
 
    PCEFactory tensFactory;
 
  }; // class AdaptiveSmolyakPCE
 
} // namespace Approximation
} // namespace muq
 
 
#endif