kle.h

Go to the documentation of this file.

/* =====================================================================================
 
                      The UQ Toolkit (UQTk) version 3.1.1
                          Copyright (2021) NTESS
                        https://www.sandia.gov/UQToolkit/
                        https://github.com/sandialabs/UQTk
 
     Copyright 2021 National Technology & Engineering Solutions of Sandia, LLC (NTESS).
     Under the terms of Contract DE-NA0003525 with NTESS, the U.S. Government
     retains certain rights in this software.
 
     This file is part of The UQ Toolkit (UQTk)
 
     UQTk is open source software: you can redistribute it and/or modify
     it under the terms of BSD 3-Clause License
 
     UQTk is distributed in the hope that it will be useful,
     but WITHOUT ANY WARRANTY; without even the implied warranty of
     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     BSD 3 Clause License for more details.
 
     You should have received a copy of the BSD 3 Clause License
     along with UQTk. If not, see https://choosealicense.com/licenses/bsd-3-clause/.
 
     Questions? Contact the UQTk Developers at <uqtk-developers@software.sandia.gov>
     Sandia National Laboratories, Livermore, CA, USA
===================================================================================== */
 
 
#ifndef KLDECOMPUNI_H_SEEN
#define KLDECOMPUNI_H_SEEN
 
#include <iostream>
#include "ftndefs.h"
#include "Array1D.h"
#include "Array2D.h"
// #include "Array3D.h"
 
class KLDecompUni {
 
  public:
 
  KLDecompUni(const Array1D<double>& tSamples);
 
  KLDecompUni();
 
  ~KLDecompUni() {};
 
  void Init() ;
 
  void SetWeights(const Array1D<double>& weights) ;
 
  void SetWeights(const double *weights, const int npts) ;
 
  int decompose(const Array2D<double>& corr, const int& nKL);
 
  int decompose(const double *corr, const int &nKL);
 
  void KLproject(const Array2D<double>& realiz, Array2D<double>& xi);
 
  const Array1D<double>& eigenvalues() const;
  void eigenvalues(const int nEIG, double *eigs) const;
 
  const Array2D<double>& KLmodes() const;
 
  void KLmodes(const int npts, const int nKL, double *klModes ) const;
 
  void meanRealiz(const Array2D<double>& realiz, Array1D<double>& mean_realiz);
 
  void truncRealiz(const Array1D<double>& meanrea,const Array2D<double>& xi,const int& nKL, Array2D<double>& trunc_realiz);
 
  private:
  //KLDecompUni() {};
 
  KLDecompUni(const KLDecompUni &) {};
 
 bool decomposed_;
 
  Array2D<double> whcwh_;
 
  Array1D<double> w_;
 
  Array1D<double> wh_;
 
  char jobz_ ;
  char eigRange_;
  char uplo_;
  double vl_;
  double vu_;
  int il_;
  int iu_;
  double absTol_;
 
  Array1D<double> eig_values_;
  Array2D<double> KL_modes_;
 
  int eig_info_;
  Array1D<int> ifail_;
 
};
 
#endif /* KLDECOMPUNI_H_SEEN */