Derived nondeterministic class that generates N-dimensional numerical quadrature points for evaluation of expectation integrals over uncorrelated standard normals/uniforms/exponentials/betas/gammas. More...

Inheritance diagram for NonDQuadrature:

Public Member Functions
	NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode)
	alternate constructor for instantiations "on the fly" based on a quadrature order specification More...

	NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode, int num_filt_samples)
	alternate constructor for instantiations "on the fly" that filter a tensor product sample set to include points with highest sample weights More...

	NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode, int num_sub_samples, int seed)
	alternate constructor for instantiations "on the fly" that sub-sample quadrature rules by sampling randomly from a tensor product multi-index More...

	~NonDQuadrature ()
	destructor

void	increment_grid ()
	increment SSG level/TPQ order

void	decrement_grid ()
	decrement SSG level/TPQ order

void	evaluate_grid_increment ()
	computes a grid increment and evaluates the new parameter sets

void	update ()
	propagate any numSamples updates and/or grid updates/increments

void	reset ()
	set Pecos::TensorProductDriver::quadOrder to dimension orders indicated by quadOrderSpec & dimPrefSpec, following refinement or sequence advancement

const Pecos::UShortArray &	quadrature_order () const
	return Pecos::TensorProductDriver::quadOrder

void	quadrature_order (const Pecos::UShortArray &dim_quad_order)
	set Pecos::TensorProductDriver::quadOrder

void	quadrature_order (unsigned short quad_order)
	set quadOrderSpec and map to Pecos::TensorProductDriver::quadOrder

void	samples (size_t samples)
	set numSamples

short	mode () const
	return quadMode

Public Member Functions inherited from NonDIntegration
virtual void	increment_grid_weights (const RealVector &aniso_wts)
	increment SSG level/TPQ order and update anisotropy

virtual void	increment_grid_weights ()
	increment SSG level/TPQ order and preserve anisotropy

virtual void	push_grid_increment ()
	restores a previously computed grid increment (no new evaluations)

virtual void	pop_grid_increment ()
	removes a previously computed grid increment

virtual void	merge_grid_increment ()
	merges a grid increment into the reference grid

virtual void	update_reference ()
	update reference grid within adaptive grid refinement procedures

const std::vector < Pecos::BasisPolynomial > &	polynomial_basis () const
	return IntegrationDriver::polynomialBasis

std::vector < Pecos::BasisPolynomial > &	polynomial_basis ()
	return IntegrationDriver::polynomialBasis

const Pecos::IntegrationDriver &	driver () const
	return numIntDriver

bool	resize ()
	reinitializes iterator based on new variable size

Public Member Functions inherited from NonD
void	requested_levels (const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_tgt, short resp_lev_tgt_reduce, bool cdf_flag, bool pdf_output)
	set requestedRespLevels, requestedProbLevels, requestedRelLevels, requestedGenRelLevels, respLevelTarget, cdfFlag, and pdfOutput (used in combination with alternate ctors)

void	print_level_mappings (std::ostream &s) const
	prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels for default qoi_type and qoi_labels

void	print_level_mappings (std::ostream &s, String qoi_type, const StringArray &qoi_labels) const
	prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels More...

void	print_level_mappings (std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="")
	print level mapping statistics using optional pre-pend More...

bool	pdf_output () const
	get pdfOutput

void	pdf_output (bool output)
	set pdfOutput

short	final_moments_type () const
	get finalMomentsType

void	final_moments_type (short type)
	set finalMomentsType

Public Member Functions inherited from Analyzer
const VariablesArray &	all_variables ()
	return the complete set of evaluated variables

const RealMatrix &	all_samples ()
	return the complete set of evaluated samples

const IntResponseMap &	all_responses () const
	return the complete set of computed responses

virtual void	vary_pattern (bool pattern_flag)
	sets varyPattern in derived classes that support it

Public Member Functions inherited from Iterator
	Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	default constructor More...

	Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate envelope constructor that assigns a representation pointer More...

	Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More...

	Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate envelope constructor for instantiations by name without the ProblemDescDB More...

	Iterator (const Iterator &iterator)
	copy constructor More...

virtual	~Iterator ()
	destructor

Iterator	operator= (const Iterator &iterator)
	assignment operator

virtual void	derived_free_communicators (ParLevLIter pl_iter)
	derived class contributions to freeing the communicators associated with this Iterator instance

virtual void	post_input ()
	read tabular data for post-run mode

virtual void	nested_variable_mappings (const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2)
	set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables)

virtual void	nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)
	set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context

virtual void	initialize_iterator (int job_index)
	used by IteratorScheduler to set the starting data for a run

virtual void	pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index)
	used by IteratorScheduler to pack starting data for an iterator run

virtual void	unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack starting data for an iterator run

virtual void	unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack starting data and initialize an iterator run

virtual void	pack_results_buffer (MPIPackBuffer &send_buffer, int job_index)
	used by IteratorScheduler to pack results data from an iterator run

virtual void	unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
	used by IteratorScheduler to unpack results data from an iterator run

virtual void	update_local_results (int job_index)
	used by IteratorScheduler to update local results arrays

virtual const RealVector &	response_error_estimates () const
	return error estimates associated with the final iterator solution

virtual bool	accepts_multiple_points () const
	indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate.

virtual void	initial_point (const Variables &pt)
	sets the initial point for this iterator (user-functions mode for which Model updating is not used)

virtual void	initial_point (const RealVector &pt)
	sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used)

virtual void	initial_points (const VariablesArray &pts)
	sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true.

virtual void	variable_bounds (const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds)
	assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used)

virtual void	linear_constraints (const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lb, const RealVector &lin_ineq_ub, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_tgt)
	assign linear inequality and linear equality constraints for this iterator (user-functions mode for which Model updating is not used)

virtual void	nonlinear_constraints (const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt)
	assign nonlinear inequality and equality constraint allowables for this iterator (user-functions mode for which Model updating is not used)

virtual void	initialize_graphics (int iterator_server_id=1)
	initialize the 2D graphics window and the tabular graphics data More...

virtual unsigned short	uses_method () const
	return name of any enabling iterator used by this iterator More...

virtual void	method_recourse ()
	perform a method switch, if possible, due to a detected conflict

virtual void	sampling_increment ()
	increment to next in sequence of refinement samples

virtual unsigned short	sampling_scheme () const
	return sampling name

virtual IntIntPair	estimate_partition_bounds ()
	estimate the minimum and maximum partition sizes that can be utilized by this Iterator

virtual void	declare_sources ()
	Declare sources to the evaluations database.

void	init_communicators (ParLevLIter pl_iter)
	initialize the communicators associated with this Iterator instance

void	set_communicators (ParLevLIter pl_iter)
	set the communicators associated with this Iterator instance

void	free_communicators (ParLevLIter pl_iter)
	free the communicators associated with this Iterator instance

void	resize_communicators (ParLevLIter pl_iter, bool reinit_comms)
	Resize the communicators. This is called from the letter's resize()

void	parallel_configuration_iterator (ParConfigLIter pc_iter)
	set methodPCIter

ParConfigLIter	parallel_configuration_iterator () const
	return methodPCIter

void	run (ParLevLIter pl_iter)
	invoke set_communicators(pl_iter) prior to run()

void	run ()
	orchestrate initialize/pre/core/post/finalize phases More...

void	assign_rep (std::shared_ptr< Iterator > iterator_rep)
	replaces existing letter with a new one More...

void	iterated_model (const Model &model)
	set the iteratedModel (iterators and meta-iterators using a single model instance)

Model &	iterated_model ()
	return the iteratedModel (iterators & meta-iterators using a single model instance)

ProblemDescDB &	problem_description_db () const
	return the problem description database (probDescDB)

ParallelLibrary &	parallel_library () const
	return the parallel library (parallelLib)

void	method_name (unsigned short m_name)
	set the method name to an enumeration value

unsigned short	method_name () const
	return the method name via its native enumeration value

void	method_string (const String &m_str)
	set the method name by string

String	method_string () const
	return the method name by string

String	method_enum_to_string (unsigned short method_enum) const
	convert a method name enumeration value to a string

unsigned short	method_string_to_enum (const String &method_str) const
	convert a method name string to an enumeration value

String	submethod_enum_to_string (unsigned short submethod_enum) const
	convert a sub-method name enumeration value to a string

const String &	method_id () const
	return the method identifier (methodId)

int	maximum_evaluation_concurrency () const
	return the maximum evaluation concurrency supported by the iterator

void	maximum_evaluation_concurrency (int max_conc)
	set the maximum evaluation concurrency supported by the iterator

size_t	maximum_iterations () const
	return the maximum iterations for this iterator

void	maximum_iterations (size_t max_iter)
	set the maximum iterations for this iterator

void	convergence_tolerance (Real conv_tol)
	set the method convergence tolerance (convergenceTol)

Real	convergence_tolerance () const
	return the method convergence tolerance (convergenceTol)

void	output_level (short out_lev)
	set the method output level (outputLevel)

short	output_level () const
	return the method output level (outputLevel)

void	summary_output (bool summary_output_flag)
	Set summary output control; true enables evaluation/results summary.

size_t	num_final_solutions () const
	return the number of solutions to retain in best variables/response arrays

void	num_final_solutions (size_t num_final)
	set the number of solutions to retain in best variables/response arrays

void	active_set (const ActiveSet &set)
	set the default active set (for use with iterators that employ evaluate_parameter_sets())

const ActiveSet &	active_set () const
	return the default active set (used by iterators that employ evaluate_parameter_sets())

void	active_set_request_vector (const ShortArray &asv)
	return the default active set request vector (used by iterators that employ evaluate_parameter_sets())

const ShortArray &	active_set_request_vector () const
	return the default active set request vector (used by iterators that employ evaluate_parameter_sets())

void	active_set_request_values (short asv_val)
	return the default active set request vector (used by iterators that employ evaluate_parameter_sets())

void	sub_iterator_flag (bool si_flag)
	set subIteratorFlag (and update summaryOutputFlag if needed)

bool	is_null () const
	function to check iteratorRep (does this envelope contain a letter?)

std::shared_ptr< Iterator >	iterator_rep () const
	returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level

virtual void	eval_tag_prefix (const String &eval_id_str)
	set the hierarchical eval ID tag prefix More...

std::shared_ptr< TraitsBase >	traits () const
	returns methodTraits for access to derived class member functions that are not mapped to the top TraitsBase level

bool	top_level ()
	Return whether the iterator is the top level iterator.

void	top_level (const bool &tflag)
	Set the iterator's top level flag.

Protected Member Functions
	NonDQuadrature (ProblemDescDB &problem_db, Model &model)
	constructor More...

void	initialize_grid (const std::vector< Pecos::BasisPolynomial > &poly_basis)

void	get_parameter_sets (Model &model)
	Generate one block of numSamples samples (ndim * num_samples), populating allSamples; ParamStudy is the only class that specializes to use allVariables.

void	sampling_reset (int min_samples, bool all_data_flag, bool stats_flag)

void	sampling_reference (int samples_ref)
	set reference number of samples, which is a lower bound during reset

void	increment_grid_preference (const RealVector &dim_pref)
	increment SSG level/TPQ order and update anisotropy

void	increment_grid_preference ()
	increment SSG level/TPQ order and preserve anisotropy

int	num_samples () const

void	random_seed (int seed)
	set randomSeed, if present

Protected Member Functions inherited from NonDIntegration
	NonDIntegration (ProblemDescDB &problem_db, Model &model)
	constructor More...

	NonDIntegration (unsigned short method_name, Model &model)
	alternate constructor for instantiations "on the fly" More...

	NonDIntegration (unsigned short method_name, Model &model, const RealVector &dim_pref)
	alternate constructor for instantiations "on the fly" More...

	~NonDIntegration ()
	destructor

void	core_run ()
	core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More...

void	print_points_weights (const String &tabular_name)
	output integration points and weights to a tabular file More...

Protected Member Functions inherited from NonD
	NonD (ProblemDescDB &problem_db, Model &model)
	constructor

	NonD (unsigned short method_name, Model &model)
	alternate constructor for sample generation and evaluation "on the fly"

	NonD (unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds)
	alternate constructor for sample generation "on the fly"

	~NonD ()
	destructor

void	derived_set_communicators (ParLevLIter pl_iter)
	derived class contributions to setting the communicators associated with this Iterator instance

void	initialize_run ()
	utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...

void	finalize_run ()
	utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...

const Response &	response_results () const
	return the final statistics from the nondeterministic iteration

void	response_results_active_set (const ActiveSet &set)
	set the active set within finalStatistics

virtual void	initialize_response_covariance ()
	initializes respCovariance

virtual void	initialize_final_statistics ()
	initializes finalStatistics for storing NonD final results More...

virtual void	update_final_statistics ()
	update finalStatistics::functionValues

void	pull_level_mappings (RealVector &level_maps, size_t offset)
	concatenate computed{Resp,Prob,Rel,GenRel}Levels into level_maps

void	push_level_mappings (const RealVector &level_maps, size_t offset)
	update computed{Resp,Prob,Rel,GenRel}Levels from level_maps

void	configure_sequence (size_t &num_steps, size_t &fixed_index, short &seq_type)
	configure fidelity/level counts from model hierarchy More...

void	configure_cost (unsigned short num_steps, bool multilevel, RealVector &cost)
	extract cost estimates from model hierarchy (forms or resolutions)

bool	query_cost (unsigned short num_steps, bool multilevel, RealVector &cost)
	extract cost estimates from model hierarchy, if available

void	load_pilot_sample (const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l)
	distribute pilot sample specification across model forms or levels

void	load_pilot_sample (const SizetArray &pilot_spec, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l)
	distribute pilot sample specification across model forms and levels

void	inflate_final_samples (const Sizet2DArray &N_l_2D, bool multilev, size_t fixed_index, Sizet3DArray &N_l_3D)
	update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile

void	resize_final_statistics_gradients ()
	resizes finalStatistics::functionGradients based on finalStatistics ASV

void	update_aleatory_final_statistics ()
	update finalStatistics::functionValues from momentStats and computed{Prob,Rel,GenRel,Resp}Levels

void	update_system_final_statistics ()
	update system metrics from component metrics within finalStatistics

void	update_system_final_statistics_gradients ()
	update finalStatistics::functionGradients

void	initialize_level_mappings ()
	size computed{Resp,Prob,Rel,GenRel}Levels

void	compute_densities (const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false)
	compute the PDF bins from the CDF/CCDF values and store in computedPDF{Abscissas,Ordinates} More...

void	print_densities (std::ostream &s) const
	output the PDFs reflected in computedPDF{Abscissas,Ordinates} using default qoi_type and pdf_labels

void	print_densities (std::ostream &s, String qoi_type, const StringArray &pdf_labels) const
	output the PDFs reflected in computedPDF{Abscissas,Ordinates}

void	print_system_mappings (std::ostream &s) const
	print system series/parallel mappings for response levels

void	print_multilevel_evaluation_summary (std::ostream &s, const SizetArray &N_samp)
	print evaluation summary for multilevel sampling across 1D profile

void	print_multilevel_evaluation_summary (std::ostream &s, const Sizet2DArray &N_samp)
	print evaluation summary for multilevel sampling across 2D profile

void	print_multilevel_evaluation_summary (std::ostream &s, const Sizet3DArray &N_samp, String type="Final")
	print evaluation summary for multilevel sampling across 3D profile

void	construct_lhs (Iterator &u_space_sampler, Model &u_model, unsigned short sample_type, int num_samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode=ACTIVE)
	assign a NonDLHSSampling instance within u_space_sampler

unsigned short	sub_optimizer_select (unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_SQP)
	utility for vetting sub-method request against optimizers within the package configuration

size_t	one_sided_delta (Real current, Real target)
	compute a one-sided sample increment for multilevel methods to move current sampling level to a new target

size_t	one_sided_delta (const SizetArray &current, const RealVector &targets, size_t power)
	compute a one-sided sample increment for multilevel methods to move current sampling level to a new target

void	archive_allocate_mappings ()
	allocate results array storage for distribution mappings

void	archive_from_resp (size_t fn_index, size_t inc_id=0)
	archive the mappings from specified response levels for specified fn

void	archive_to_resp (size_t fn_index, size_t inc_id=0)
	archive the mappings to computed response levels for specified fn and (optional) increment id.

void	archive_allocate_pdf ()
	allocate results array storage for pdf histograms

void	archive_pdf (size_t fn_index, size_t inc_id=0)
	archive a single pdf histogram for specified function

void	archive_equiv_hf_evals (const Real equiv_hf_evals)
	archive the equivalent number of HF evals (used by ML/MF methods)

Protected Member Functions inherited from Analyzer
	Analyzer ()
	default constructor

	Analyzer (ProblemDescDB &problem_db, Model &model)
	standard constructor

	Analyzer (unsigned short method_name, Model &model)
	alternate constructor for instantiations "on the fly" with a Model

	Analyzer (unsigned short method_name)
	alternate constructor for instantiations "on the fly" without a Model

	~Analyzer ()
	destructor

virtual void	get_parameter_sets (Model &model, const int num_samples, RealMatrix &design_matrix)
	Generate one block of numSamples samples (ndim * num_samples), populating design_matrix.

virtual void	update_model_from_sample (Model &model, const Real *sample_vars)
	update model's current variables with data from sample

virtual void	update_model_from_variables (Model &model, const Variables &vars)
	update model's current variables with data from vars

virtual void	sample_to_variables (const Real *sample_vars, Variables &vars)
	convert column of samples array to variables; derived classes may reimplement for more than active continuous variables More...

void	update_from_model (const Model &model)
	set inherited data attributes based on extractions from incoming model

void	pre_run ()
	pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More...

void	post_run (std::ostream &s)
	post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More...

void	pre_output ()

void	print_results (std::ostream &s, short results_state=FINAL_RESULTS)
	print the final iterator results More...

const Model &	algorithm_space_model () const

const Variables &	variables_results () const
	return a single final iterator solution (variables)

const VariablesArray &	variables_array_results ()
	return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true.

const ResponseArray &	response_array_results ()
	return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true.

bool	compact_mode () const
	returns Analyzer::compactMode

bool	returns_multiple_points () const
	indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate.

void	evaluate_parameter_sets (Model &model, bool log_resp_flag, bool log_best_flag)
	perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More...

void	get_vbd_parameter_sets (Model &model, int num_samples)
	generate replicate parameter sets for use in variance-based decomposition More...

void	compute_vbd_stats (const int num_samples, const IntResponseMap &resp_samples)
	compute VBD-based Sobol indices More...

void	archive_sobol_indices () const
	archive VBD-based Sobol indices More...

virtual void	archive_model_variables (const Model &, size_t idx) const
	archive model evaluation points

virtual void	archive_model_response (const Response &, size_t idx) const
	archive model evaluation responses

void	read_variables_responses (int num_evals, size_t num_vars)
	convenience function for reading variables/responses (used in derived classes post_input) More...

void	print_sobol_indices (std::ostream &s) const
	Printing of VBD results. More...

void	samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array)
	convert samples array to variables array; e.g., allSamples to allVariables

virtual void	variables_to_sample (const Variables &vars, Real *sample_c_vars)
	convert the active continuous variables into a column of allSamples More...

void	variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix)
	convert variables array to samples array; e.g., allVariables to allSamples

Protected Member Functions inherited from Iterator
	Iterator (BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...

	Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for base iterator classes constructed on the fly More...

	Iterator (NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
	alternate constructor for base iterator classes constructed on the fly More...

virtual void	derived_init_communicators (ParLevLIter pl_iter)
	derived class contributions to initializing the communicators associated with this Iterator instance

virtual const VariablesArray &	initial_points () const
	gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator.

StrStrSizet	run_identifier () const
	get the unique run identifier based on method name, id, and number of executions

void	initialize_model_graphics (Model &model, int iterator_server_id)
	helper function that encapsulates initialization operations, modular on incoming Model instance More...

void	export_final_surrogates (Model &data_fit_surr_model)
	export final surrogates generated, e.g., GP in EGO and friends More...

Private Member Functions
void	increment_grid (UShortArray &ref_quad_order)
	convenience function used to make increment_grid() more modular

void	increment_grid_preference (const RealVector &dim_pref, UShortArray &ref_quad_order)
	convenience function used to make increment_grid_preference() more modular

void	decrement_grid (UShortArray &ref_quad_order)
	convenience function used to make decrement_grid() more modular

void	compute_minimum_quadrature_order (size_t min_samples, const RealVector &dim_pref)
	calculate smallest dimension quadrature order with at least min_samples and propagate to Pecos::TensorProductDriver

void	filter_parameter_sets ()
	prune allSamples back to size numSamples, retaining points with highest product weight

void	update_anisotropic_order (const RealVector &dim_pref, UShortArray &quad_order_ref)
	update quad_order_ref based on an updated dimension preference, enforcing previous values as a lower bound

void	initialize_dimension_quadrature_order (unsigned short quad_order_spec, const RealVector &dim_pref_spec)
	initialize Pecos::TensorProductDriver::quadOrder from quad_order_spec and dim_pref_spec

void	increment_reference_quadrature_order (UShortArray &ref_quad_order)
	increment each ref_quad_order entry by 1

void	increment_reference_quadrature_order (const RealVector &dim_pref, UShortArray &ref_quad_order)
	increment the ref_quad_order entry with maximum preference by 1 and then rebalance

Private Attributes
std::shared_ptr < Pecos::TensorProductDriver >	tpqDriver
	convenience pointer to the numIntDriver representation

bool	nestedRules
	for studies involving refinement strategies, allow for use of nested quadrature rules such as Gauss-Patterson

unsigned short	quadOrderSpec
	scalar quadrature order, rendered anisotropic via dimPrefSpec

UShortArray	refQuadOrderPrev
	value of Pecos::TensorProductDriver::quadOrder prior to increment_grid(), for restoration in decrement_grid() (increment must induce a change in grid size and this increment may not be reversible). Since this data is not keyed, increment/decrement must occur together prior to a key change.

short	quadMode
	point generation mode: FULL_TENSOR, FILTERED_TENSOR, RANDOM_TENSOR

size_t	numSamples
	size of a subset of tensor quadrature points (filtered based on product weight or sampled uniformly from the tensor multi-index); used by the regression PCE approach known as "probabilistic collocation"

int	randomSeed
	seed for the random number generator used in sampling of the tensor multi-index

Additional Inherited Members
Static Protected Member Functions inherited from Iterator
static void	gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)
	conversion of request vector values for the Gauss-Newton Hessian approximation More...

Protected Attributes inherited from NonDIntegration
Pecos::IntegrationDriver	numIntDriver
	Pecos utlity class for managing interface to tensor-product grids and VPISparseGrid utilities for Smolyak sparse grids and cubature.

size_t	numIntegrations
	counter for number of integration executions for this object

RealVector	dimPrefSpec
	the user specification for anisotropic dimension preference

Static Protected Attributes inherited from NonD
static NonD *	nondInstance
	pointer to the active object instance used within static evaluator functions in order to avoid the need for static data

Detailed Description

Derived nondeterministic class that generates N-dimensional numerical quadrature points for evaluation of expectation integrals over uncorrelated standard normals/uniforms/exponentials/betas/gammas.

This class is used by NonDPolynomialChaos, but could also be used for general numerical integration of moments. It employs Gauss-Hermite, Gauss-Legendre, Gauss-Laguerre, Gauss-Jacobi and generalized Gauss-Laguerre quadrature for use with normal, uniform, exponential, beta, and gamma density functions and integration bounds. The abscissas and weights for one-dimensional integration are extracted from the appropriate OrthogonalPolynomial class and are extended to n-dimensions using a tensor product approach.

Constructor & Destructor Documentation

NonDQuadrature	(	Model &	model,
		unsigned short	quad_order,
		const RealVector &	dim_pref,
		short	driver_mode
	)

alternate constructor for instantiations "on the fly" based on a quadrature order specification

This alternate constructor is used for on-the-fly generation and evaluation of numerical quadrature points.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

NonDQuadrature	(	Model &	model,
		unsigned short	quad_order,
		const RealVector &	dim_pref,
		short	driver_mode,
		int	num_filt_samples
	)

alternate constructor for instantiations "on the fly" that filter a tensor product sample set to include points with highest sample weights

This alternate constructor is used for on-the-fly generation and evaluation of filtered tensor quadrature points.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

NonDQuadrature	(	Model &	model,
		unsigned short	quad_order,
		const RealVector &	dim_pref,
		short	driver_mode,
		int	num_sub_samples,
		int	seed
	)

alternate constructor for instantiations "on the fly" that sub-sample quadrature rules by sampling randomly from a tensor product multi-index

This alternate constructor is used for on-the-fly generation and evaluation of random sampling from a tensor quadrature multi-index.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

NonDQuadrature	(	ProblemDescDB &	problem_db,
		Model &	model
	)

protected

constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification. It is not currently used, as there is not yet a separate nond_quadrature method specification.

References Iterator::convergenceTol, Model::correction_type(), ProblemDescDB::get_bool(), ProblemDescDB::get_short(), ProblemDescDB::get_sizet(), ProblemDescDB::get_ushort(), Iterator::iteratedModel, Iterator::maxEvalConcurrency, Model::multivariate_distribution(), NonDQuadrature::nestedRules, NonDIntegration::numIntDriver, Iterator::outputLevel, Iterator::probDescDB, NonDQuadrature::reset(), and NonDQuadrature::tpqDriver.

Member Function Documentation

void initialize_grid ( const std::vector< Pecos::BasisPolynomial > & poly_basis)

protectedvirtual

Used in combination with alternate NonDQuadrature constructor.

Implements NonDIntegration.

References Iterator::iteratedModel, Iterator::maxEvalConcurrency, Model::multivariate_distribution(), NonDQuadrature::nestedRules, Analyzer::numContinuousVars, NonDQuadrature::numSamples, NonDQuadrature::quadMode, NonDQuadrature::reset(), NonDQuadrature::tpqDriver, and NonDQuadrature::update().

void sampling_reset	(	int	min_samples,
		bool	all_data_flag,
		bool	stats_flag
	)

protectedvirtual

used by DataFitSurrModel::build_global() to publish the minimum number of points needed from the quadrature routine in order to build a particular global approximation.

Reimplemented from Iterator.

References NonDIntegration::dimPrefSpec, NonDQuadrature::increment_grid(), NonDQuadrature::increment_grid_preference(), NonDQuadrature::numSamples, and NonDQuadrature::tpqDriver.

Referenced by NonDQuadrature::update().

int num_samples ( ) const

inlineprotectedvirtual

Return current number of evaluation points. Since the calculation of samples, collocation points, etc. might be costly, provide a default implementation here that backs out from the maxEvalConcurrency.

Reimplemented from Analyzer.

References NonDQuadrature::numSamples, NonDQuadrature::quadMode, and NonDQuadrature::tpqDriver.

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

NonDQuadrature.hpp
NonDQuadrature.cpp

Public Member Functions

Protected Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation