SmolyakQuadrature.h

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#ifndef SMOLYAKQUADRATURE_H
#define SMOLYAKQUADRATURE_H
 
#include "MUQ/Approximation/Quadrature/Quadrature.h"
#include "MUQ/Approximation/Quadrature/FullTensorQuadrature.h"
 
#include "MUQ/Utilities/MultiIndices/MultiIndexSet.h"
 
namespace muq {
namespace Approximation {
 
  class SmolyakQuadrature : public Quadrature
  {
  public:
 
    SmolyakQuadrature(unsigned int dim, std::shared_ptr<Quadrature> const& scalarRule);
 
    SmolyakQuadrature(std::vector<std::shared_ptr<Quadrature>> const& scalarRulesIn);
 
    virtual ~SmolyakQuadrature() = default;
 
    virtual void Compute(unsigned int order) override;
 
    virtual void Compute(Eigen::RowVectorXi const& orders) override;
 
    virtual void Compute(std::shared_ptr<muq::Utilities::MultiIndexSet> const& multis);
 
    static Eigen::VectorXd ComputeWeights(std::shared_ptr<muq::Utilities::MultiIndexSet> const& multis);
 
    static void UpdateWeights(unsigned int activeInd,
                              std::shared_ptr<muq::Utilities::MultiIndexSet> const& multis,
                              Eigen::VectorXd                                     & multiWeights);
 
    std::shared_ptr<muq::Utilities::MultiIndexSet> BuildMultis(Eigen::RowVectorXi const& orders) const;
 
  private:
 
    std::vector<std::shared_ptr<Quadrature>> scalarRules;
 
  }; // class SmolyakQuadrature
}
}
 
 
#endif // #ifndef SMOLYAKQUADRATURE_H