/usr/include/trilinos/Stokhos_PCEAnasaziKL.hpp is in libtrilinos-stokhos-dev 12.10.1-3.
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#ifndef STOKHOS_PCE_ANASAZI_KL_HPP
#define STOKHOS_PCE_ANASAZI_KL_HPP
#include "Stokhos_ConfigDefs.h"
#ifdef HAVE_STOKHOS_ANASAZI
#include "Teuchos_ParameterList.hpp"
#include "Stokhos_PCECovarianceOp.hpp"
#include "AnasaziBasicEigenproblem.hpp"
#include "AnasaziEpetraAdapter.hpp"
namespace Stokhos {
//! Compute a KL expansion from a PCE expansion using Anasazi
/*!
* This class computes a KL expansion from a given PCE expansion by solving
* the eigenvalue problem C*z = lambda*z using Anasazi, where C is the
* covariance operator of the expansion.
*/
class PCEAnasaziKL {
public:
//! Constructor
PCEAnasaziKL(const Stokhos::VectorOrthogPoly<Epetra_Vector>& X_poly,
int num_KL_);
//! Constructor with block-vector X
PCEAnasaziKL(const Teuchos::RCP<const EpetraExt::BlockVector>& X,
const Stokhos::OrthogPolyBasis<int,double>& basis,
int num_KL_);
//! Constructor with multi-vector X
PCEAnasaziKL(const Teuchos::RCP<const Epetra_MultiVector>& X,
const Stokhos::OrthogPolyBasis<int,double>& basis,
int num_KL_);
//! Destructor
virtual ~PCEAnasaziKL() {}
//! Get default parameters
Teuchos::ParameterList getDefaultParams() const;
//! Compute KL expansion
bool computeKL(Teuchos::ParameterList& anasazi_params);
//! Get KL eigenvalues
Teuchos::Array<double> getEigenvalues() const;
//! Get KL eigenvectors
Teuchos::RCP<Epetra_MultiVector> getEigenvectors() const;
private:
//! Prohibit copying
PCEAnasaziKL(const PCEAnasaziKL&);
//! Prohibit copying
PCEAnasaziKL& operator=(const PCEAnasaziKL&);
protected:
typedef double ScalarType;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef SCT::magnitudeType MagnitudeType;
typedef Epetra_MultiVector MV;
typedef Epetra_Operator OP;
typedef Anasazi::MultiVecTraits<ScalarType,MV> MVT;
typedef Anasazi::OperatorTraits<ScalarType,MV,OP> OPT;
//! Covariance operator
Teuchos::RCP<Stokhos::PCECovarianceOp> covOp;
//! Number of KL terms
int num_KL;
//! Eigen problem
Teuchos::RCP<Anasazi::BasicEigenproblem<ScalarType,MV,OP> > anasazi_problem;
// Eigen solution
Anasazi::Eigensolution<ScalarType,MV> sol;
}; // PCEAnasaziKL
} // namespace Stokhos
#endif // HAVE_STOKHOS_ANASAZI
#endif // STOKHOS_PCE_ANASAZI_KL_HPP
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