AdaptiveSmolyakQuadrature.h

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#ifndef ADAPTIVESMOLYAKPCE_H
#define ADAPTIVESMOLYAKPCE_H
 
#include "MUQ/Approximation/PolynomialChaos/SmolyakEstimator.h"
#include "MUQ/Approximation/PolynomialChaos/PolynomialChaosExpansion.h"
 
#include "MUQ/Approximation/Quadrature/FullTensorQuadrature.h"
 
namespace muq {
namespace Approximation {
 
  class AdaptiveSmolyakQuadrature : public SmolyakEstimator<Eigen::VectorXd> {
 
  public:
    AdaptiveSmolyakQuadrature(std::shared_ptr<muq::Modeling::ModPiece> const& modelIn,
                              std::vector<std::shared_ptr<Quadrature>> const& quad1d);
 
 
    virtual ~AdaptiveSmolyakQuadrature() = default;
 
  protected:
    virtual std::vector<Eigen::VectorXd> OneTermPoints(std::shared_ptr<muq::Utilities::MultiIndex> const& multi) override;
 
    virtual Eigen::VectorXd ComputeOneTerm(std::shared_ptr<muq::Utilities::MultiIndex>                const& multi,
                                           std::vector<std::reference_wrapper<const Eigen::VectorXd>> const& modEvals) override;
 
    virtual Eigen::VectorXd AddEstimates(double w1, Eigen::VectorXd const& part1,
                                         double w2, Eigen::VectorXd const& part2) const override;
 
    virtual double ComputeMagnitude(Eigen::VectorXd const& estimate) const override;
 
    std::shared_ptr<muq::Utilities::MultiIndex> cachedMulti;
    FullTensorQuadrature tensQuad;
 
 
  }; // class AdaptiveSmolyakQuadrature
 
} // namespace Approximation
} // namespace muq
 
 
#endif