UQTk: Uncertainty Quantification Toolkit  3.1.1
Public Member Functions | Private Attributes | List of all members
Mrv Class Reference

multivariate RV parameterized by PC expansions More...

#include <mrv.h>

Public Member Functions

 Mrv (int ndim, string pdfType, Array1D< int > rndInd, int order, string pctype)
 Constructor with dimensionality, pdftype, randomized parameter indices, order, and pctype. More...
 
 ~Mrv ()
 Destructor. More...
 
int Parametrize ()
 Parameterization bookkeeping (i.e. alpha corresponds to certain parameter lambda and certain PC term) More...
 
void getBounds (Array1D< double > &lower, Array1D< double > &upper)
 Get bounds on parameters. More...
 
int getPDim ()
 Get dimensionailty of parameterization. More...
 
Array2D< double > getMultiPCcf (Array1D< double > &rvParams)
 Given parameters of representation, fold them in a 2d-array of PC coefficients for convenience. More...
 
Array2D< double > evalMultiPC (Array2D< double > &xiSam, Array2D< double > &multiPCcf)
 Evaluate at multivariate PC at given germ samples for given coefficient matrix. More...
 
Array2D< double > mcParam (Array2D< double > &multiPCcf, int nsam)
 Random-sample all parameters given coefficient matrix. More...
 
Array2D< double > quadParam (Array2D< double > &multiPCcf)
 Quadrature-sample all parameters given coefficient matrix. More...
 
Array2D< double > propNISP (Array2D< double >(*forwardFcn)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array2D< double > &fixindnom, void *funcinfo, Array2D< double > &multiPCcf, Array2D< double > &x)
 Propagate the multivariate RV with given coefficeints through a given function at given values x. More...
 
Array2D< double > propMC (Array2D< double >(*forwardFcn)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array2D< double > &fixindnom, void *funcinfo, Array2D< double > &multiPCcf, Array2D< double > &x, int nsam)
 Sample values of a given function given input coefficeint matrix. More...
 
void computeMoments (Array2D< double > &funcCf, Array1D< double > &fcnMean, Array1D< double > &fcnStd, bool covFlag, Array2D< double > &fcnCov)
 Compute moments given coefficent matrix. More...
 
void getPCTermId (Array1D< int > &pctermid)
 Get PC term ID. More...
 

Private Attributes

Array1D< int > rndInd_
 Randomized parameters indices. More...
 
Array1D< int > paramId_
 For a given parameterization, id the corresponding physical parameter lambda. More...
 
Array1D< int > pctermId_
 For a given parameterization, id the PC term/order for the corresponding parameter representation. More...
 
string pdfType_
 PDF type ('pct', 'pci' or 'full') More...
 
string pcType_
 PC type (see pce library for options) More...
 
int pDim_
 Number of parameters in alpha parameterization. More...
 
int rDim_
 Number of randomized parameters. More...
 
int nDim_
 Number of physical parameters lambda. More...
 
int order_
 Order of function PC representation. More...
 
int nPC_
 Number of PC parameters for each independent component. More...
 
PCSetpcModel_
 Pointer to the corresponding PC object. More...
 

Detailed Description

multivariate RV parameterized by PC expansions

Constructor & Destructor Documentation

◆ Mrv()

Mrv::Mrv ( int  ndim,
string  pdfType,
Array1D< int >  rndInd,
int  order,
string  pctype 
)

Constructor with dimensionality, pdftype, randomized parameter indices, order, and pctype.

◆ ~Mrv()

Mrv::~Mrv ( )
inline

Destructor.

Member Function Documentation

◆ computeMoments()

void Mrv::computeMoments ( Array2D< double > &  funcCf,
Array1D< double > &  fcnMean,
Array1D< double > &  fcnStd,
bool  covFlag,
Array2D< double > &  fcnCov 
)

Compute moments given coefficent matrix.

◆ evalMultiPC()

Array2D< double > Mrv::evalMultiPC ( Array2D< double > &  xiSam,
Array2D< double > &  multiPCcf 
)

Evaluate at multivariate PC at given germ samples for given coefficient matrix.

◆ getBounds()

void Mrv::getBounds ( Array1D< double > &  lower,
Array1D< double > &  upper 
)

Get bounds on parameters.

Note
Useful when some parameters forced to be positive to make use of invariance

◆ getMultiPCcf()

Array2D< double > Mrv::getMultiPCcf ( Array1D< double > &  rvParams)

Given parameters of representation, fold them in a 2d-array of PC coefficients for convenience.

◆ getPCTermId()

void Mrv::getPCTermId ( Array1D< int > &  pctermid)
inline

Get PC term ID.

◆ getPDim()

int Mrv::getPDim ( )
inline

Get dimensionailty of parameterization.

◆ mcParam()

Array2D< double > Mrv::mcParam ( Array2D< double > &  multiPCcf,
int  nsam 
)

Random-sample all parameters given coefficient matrix.

◆ Parametrize()

int Mrv::Parametrize ( )

Parameterization bookkeeping (i.e. alpha corresponds to certain parameter lambda and certain PC term)

◆ propMC()

Array2D< double > Mrv::propMC ( Array2D< double >(*)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *)  forwardFcn,
Array2D< double > &  fixindnom,
void *  funcinfo,
Array2D< double > &  multiPCcf,
Array2D< double > &  x,
int  nsam 
)

Sample values of a given function given input coefficeint matrix.

◆ propNISP()

Array2D< double > Mrv::propNISP ( Array2D< double >(*)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *)  forwardFcn,
Array2D< double > &  fixindnom,
void *  funcinfo,
Array2D< double > &  multiPCcf,
Array2D< double > &  x 
)

Propagate the multivariate RV with given coefficeints through a given function at given values x.

◆ quadParam()

Array2D< double > Mrv::quadParam ( Array2D< double > &  multiPCcf)

Quadrature-sample all parameters given coefficient matrix.

Member Data Documentation

◆ nDim_

int Mrv::nDim_
private

Number of physical parameters lambda.

◆ nPC_

int Mrv::nPC_
private

Number of PC parameters for each independent component.

◆ order_

int Mrv::order_
private

Order of function PC representation.

◆ paramId_

Array1D<int> Mrv::paramId_
private

For a given parameterization, id the corresponding physical parameter lambda.

◆ pcModel_

PCSet* Mrv::pcModel_
private

Pointer to the corresponding PC object.

◆ pctermId_

Array1D<int> Mrv::pctermId_
private

For a given parameterization, id the PC term/order for the corresponding parameter representation.

◆ pcType_

string Mrv::pcType_
private

PC type (see pce library for options)

◆ pdfType_

string Mrv::pdfType_
private

PDF type ('pct', 'pci' or 'full')

◆ pDim_

int Mrv::pDim_
private

Number of parameters in alpha parameterization.

◆ rDim_

int Mrv::rDim_
private

Number of randomized parameters.

◆ rndInd_

Array1D<int> Mrv::rndInd_
private

Randomized parameters indices.


The documentation for this class was generated from the following files: