UQTk: Uncertainty Quantification Toolkit  3.1.1
Functions
gkplib.h File Reference

Go to the source code of this file.

Functions

void getCC (int n, int *nq, double **x, double **w)
 retrieve pointers to 1D Clenshaw-Curtis rules More...
 
int getOrderCC (int lev)
 get order of Clenshaw-Curtis rules based on level More...
 
void getGKPunif (int n, int *nq, double **x, double **w)
 retrieve pointers to 1D Gauss-Kronrod-Patterson rules for uniform pdf based on the quadrature level More...
 
void getGKPnorm (int n, int *nq, double **x, double **w)
 retrieve pointers to 1D Kronrod-Patterson rules for normal pdf based on the quadrature level More...
 
int getOrderGKPunif (int lev)
 get order of uniform Gauss-Kronrod-Patterson rules based on level More...
 
int getOrderGKPnorm (int lev)
 get order of normal Gauss-Kronrod-Patterson rules based on level More...
 
void getCompNintoDim (int n, int dim, int *nelem, int **plist)
 List of decompositions of 'n' into 'dim' parts. The implementation is based on Algorithm 5 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf. More...
 
int getSpgSize (int getOrder(int), int dim, int lev)
 Initial estimate for sparse grid size. More...
 
void sortSpg (int dim, int spgSize, double *qpts, double *w)
 Sort sparse grid in lexicographical order. More...
 
void getTensorProd (int dim, double *qpts, double *w, int *spgSize, int *n1D, double **x1D, double **w1D, double qfac)
 compute dim-dimensional tensor grid based a series of 1D rules More...
 
void getSpgQW (void get1DQW(int, int *, double **, double **), int getOrder(int), int dim, int lev, int *nqpts, double **qpts, double **w)
 Main function that connects the user setup for pdftype, dimensionality, and quadrature level and various pieces of the sparse quadrature algorithm employing Gauss-Kronrod-Patterson rules. More...
 
void getSpgAnisQW (void get1DQW(int, int *, double **, double **), int getOrder(int), int dim, int *levList, int *nqpts, double **qpts, double **w)
 
void heap_ext_ (const int *, const int *, int *, int *, int *)
 

Detailed Description

Functions related to Gauss-Kronrod-Patterson sparse quadrature construction

Function Documentation

◆ getCC()

void getCC ( int  n,
int *  nq,
double **  x,
double **  w 
)

retrieve pointers to 1D Clenshaw-Curtis rules

◆ getCompNintoDim()

void getCompNintoDim ( int  n,
int  dim,
int *  nelem,
int **  plist 
)

List of decompositions of 'n' into 'dim' parts. The implementation is based on Algorithm 5 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf.

◆ getGKPnorm()

void getGKPnorm ( int  n,
int *  nq,
double **  x,
double **  w 
)

retrieve pointers to 1D Kronrod-Patterson rules for normal pdf based on the quadrature level

◆ getGKPunif()

void getGKPunif ( int  n,
int *  nq,
double **  x,
double **  w 
)

retrieve pointers to 1D Gauss-Kronrod-Patterson rules for uniform pdf based on the quadrature level

◆ getOrderCC()

int getOrderCC ( int  lev)

get order of Clenshaw-Curtis rules based on level

◆ getOrderGKPnorm()

int getOrderGKPnorm ( int  lev)

get order of normal Gauss-Kronrod-Patterson rules based on level

◆ getOrderGKPunif()

int getOrderGKPunif ( int  lev)

get order of uniform Gauss-Kronrod-Patterson rules based on level

◆ getSpgAnisQW()

void getSpgAnisQW ( void   get1DQWint, int *, double **, double **,
int   getOrderint,
int  dim,
int *  levList,
int *  nqpts,
double **  qpts,
double **  w 
)

◆ getSpgQW()

void getSpgQW ( void   get1DQWint, int *, double **, double **,
int   getOrderint,
int  dim,
int  lev,
int *  nqpts,
double **  qpts,
double **  w 
)

Main function that connects the user setup for pdftype, dimensionality, and quadrature level and various pieces of the sparse quadrature algorithm employing Gauss-Kronrod-Patterson rules.

◆ getSpgSize()

int getSpgSize ( int   getOrderint,
int  dim,
int  lev 
)

Initial estimate for sparse grid size.

◆ getTensorProd()

void getTensorProd ( int  dim,
double *  qpts,
double *  w,
int *  spgSize,
int *  n1D,
double **  x1D,
double **  w1D,
double  qfac 
)

compute dim-dimensional tensor grid based a series of 1D rules

◆ heap_ext_()

void heap_ext_ ( const int *  ,
const int *  ,
int *  ,
int *  ,
int *   
)

brief Fortran function for sorting an array of items. The array operations happen outside this function, based on a series of flags passed between the user code and this function. This implementation is based on Algorithm 15 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf

◆ sortSpg()

void sortSpg ( int  dim,
int  spgSize,
double *  qpts,
double *  w 
)

Sort sparse grid in lexicographical order.