/usr/include/openturns/ChebychevAlgorithm.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file ChebychevAlgorithm.hxx
* @brief Implement the modified Chebychev algorithm to compute the coefficients of
* the 3 terms recurrence relation of an orthonormal polynomial family
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library 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 GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: dutka $
* @date: $LastChangedDate: 2008-05-21 17:44:02 +0200 (Wed, 21 May 2008) $
* Id: $Id: Object.hxx 818 2008-05-21 15:44:02Z dutka $
*/
#ifndef OPENTURNS_CHEBYCHEVALGORITHM_HXX
#define OPENTURNS_CHEBYCHEVALGORITHM_HXX
#include <map>
#include "OrthonormalizationAlgorithmImplementation.hxx"
#include "OrthogonalUniVariatePolynomialFamily.hxx"
#include "Collection.hxx"
namespace OpenTURNS
{
namespace Uncertainty
{
namespace Algorithm
{
/**
* @class ChebychevAlgorithm
*
* OrthogonalUniVariatePolynomialStandardDistribution polynomial factory
*/
class ChebychevAlgorithm
: public OrthonormalizationAlgorithmImplementation
{
CLASSNAME;
public:
typedef Base::Common::StorageManager StorageManager;
typedef Base::Type::Collection<NumericalScalar> NumericalScalarCollection;
typedef Base::Type::Collection<Coefficients> CoefficientsCollection;
typedef std::map<UnsignedLong, NumericalScalar> NumericalScalarCache;
typedef OrthonormalizationAlgorithmImplementation::Coefficients Coefficients;
/** Default constructor */
ChebychevAlgorithm();
/** Parameter constructor */
ChebychevAlgorithm(const Distribution & measure);
/** Parameter constructor with specific reference family */
ChebychevAlgorithm(const Distribution & measure,
const OrthogonalUniVariatePolynomialFamily & family);
/** Virtual constructor */
ChebychevAlgorithm * clone() const;
/** Calculate the coefficients of recurrence a0, a1, a2 such that
Pn+1(x) = (a0 * x + a1) * Pn(x) + a2 * Pn-1(x) */
Coefficients getRecurrenceCoefficients(const UnsignedLong n) const;
/** Reference univariate orthogonal polynomial family accessor */
void setReferenceFamily(const OrthogonalUniVariatePolynomialFamily & family);
OrthogonalUniVariatePolynomialFamily getReferenceFamily() const;
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
virtual void save(StorageManager::Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(StorageManager::Advocate & adv);
private:
/** Return the order-th raw moment of the underlying measure */
NumericalScalar getStandardMoment(const UnsignedLong order) const;
/** Return the order-th modified moment, i.e. the weighted integral of the order-th
reference polynomial with respect to the underlying measure */
NumericalScalar getModifiedMoment(const UnsignedLong order) const;
/** Methods for the modified Chebichev algorithm */
/** Mixed moments E[Pj * Qk] where Pj is the j-th monic orthogonal polynomial
for the given measure and Qk the k-th monic orthogonal polynomial of
the reference factory */
NumericalScalar getMixedMoment(const int j,
const UnsignedLong k) const;
/** Recurrence coefficients (alphak, betak) of the monic orthogonal polynomials
Pk+1(x) = (x - alphak) * Pk(x) - betak * Pk-1(x) */
Coefficients getMonicRecurrenceCoefficients(const UnsignedLong k) const;
/** Recurrence coefficients (ak, bk) of the monic reference polynomials
Qk+1(x) = (x - ak) * Qk(x) - bk * Qk-1(x) */
Coefficients getReferenceMonicRecurrenceCoefficients(const UnsignedLong k) const;
/** Reference orthogonal polynomial factory for the modified moments */
OrthogonalUniVariatePolynomialFamily referenceFamily_;
/** Flag to tell if we use the canonical basis */
Bool useCanonicalBasis_;
/** Cache to store the raw moments */
mutable NumericalScalarCollection standardMoments_;
/** Cache to store the modified moments */
mutable NumericalScalarCollection modifiedMoments_;
/** Cache to store the mixed moments */
mutable NumericalScalarCache mixedMoments_;
/** Cache to store the monic recurrence coefficients */
mutable CoefficientsCollection monicRecurrenceCoefficients_;
/** Cache to store the monic recurrence coefficients */
mutable CoefficientsCollection referenceMonicRecurrenceCoefficients_;
} ; /* class ChebychevAlgorithm */
} /* namespace Algorithm */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_CHEBYCHEVALGORITHM_HXX */
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