UQTk: Uncertainty Quantification Toolkit
3.1.1
|
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 *) |
Functions related to Gauss-Kronrod-Patterson sparse quadrature construction
void getCC | ( | int | n, |
int * | nq, | ||
double ** | x, | ||
double ** | w | ||
) |
retrieve pointers to 1D Clenshaw-Curtis rules
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.
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
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
int getOrderCC | ( | int | lev | ) |
get order of Clenshaw-Curtis rules based on level
int getOrderGKPnorm | ( | int | lev | ) |
get order of normal Gauss-Kronrod-Patterson rules based on level
int getOrderGKPunif | ( | int | lev | ) |
get order of uniform Gauss-Kronrod-Patterson rules based on level
void getSpgAnisQW | ( | void | get1DQWint, int *, double **, double **, |
int | getOrderint, | ||
int | dim, | ||
int * | levList, | ||
int * | nqpts, | ||
double ** | qpts, | ||
double ** | w | ||
) |
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.
int getSpgSize | ( | int | getOrderint, |
int | dim, | ||
int | lev | ||
) |
Initial estimate for sparse grid size.
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
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
void sortSpg | ( | int | dim, |
int | spgSize, | ||
double * | qpts, | ||
double * | w | ||
) |
Sort sparse grid in lexicographical order.