mrv.h

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/* =====================================================================================
 
                      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 MRV_H_SEEN
#define MRV_H_SEEN
 
#include "Array1D.h"
#include "Array2D.h"
#include "PCSet.h"
 
#include <iostream>
#include <string.h>
#include <stdio.h>
#include <sstream>
 
using namespace std; // needed for python string conversion
 
 
class Mrv {
public:
 
  Mrv(int ndim,string pdfType, Array1D<int> rndInd, int order,string pctype);
  ~Mrv() {}
  
 
  int Parametrize();
 
  void getBounds(Array1D<double>& lower, Array1D<double>& upper);
 
  int getPDim(){ return this->pDim_;}
   
  Array2D<double> getMultiPCcf(Array1D<double>& rvParams);
  Array2D<double> evalMultiPC(Array2D<double>& xiSam, Array2D<double>& multiPCcf);
  Array2D<double> mcParam(Array2D<double>& multiPCcf, int nsam);
  Array2D<double> quadParam(Array2D<double>& multiPCcf);
  Array2D<double> propNISP(Array2D<double> (*forwardFcn)(Array2D<double>&, Array2D<double>&, Array2D<double>&, void*), Array2D<double>& fixindnom,void* funcinfo, Array2D<double>& multiPCcf, Array2D<double>& x);
  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);
  void computeMoments(Array2D<double>& funcCf, Array1D<double>& fcnMean,Array1D<double>& fcnStd,bool covFlag, Array2D<double>& fcnCov);
 
  void getPCTermId(Array1D<int>& pctermid){pctermid=pctermId_; return;}
 
private:
  Array1D<int> rndInd_;
  Array1D<int> paramId_;
  Array1D<int> pctermId_;
 
  string pdfType_;
  string pcType_;
  int pDim_;
  int rDim_;
  int nDim_;
  int order_;
  int nPC_;
  PCSet* pcModel_;
 
 
  
}; 
 
/*******************************************************************/
/*******************************************************************/
/*******************************************************************/
 
 
#endif /* MRV_H_SEEN */