/usr/include/openturns/ChebychevAlgorithm.hxx is in libopenturns-dev 1.5-7build2.
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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
*
* Copyright 2005-2015 Airbus-EDF-IMACS-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 3 of the License, or
* (at your option) any later version.
*
* 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
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author dutka
* @date 2008-05-21 17:44:02 +0200 (Wed, 21 May 2008)
*/
#ifndef OPENTURNS_CHEBYCHEVALGORITHM_HXX
#define OPENTURNS_CHEBYCHEVALGORITHM_HXX
#include <map>
#include "OrthonormalizationAlgorithmImplementation.hxx"
#include "OrthogonalUniVariatePolynomialFamily.hxx"
#include "Collection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class ChebychevAlgorithm
*
* OrthogonalUniVariatePolynomialStandardDistribution polynomial factory
*/
class OT_API ChebychevAlgorithm
: public OrthonormalizationAlgorithmImplementation
{
CLASSNAME;
public:
typedef Collection<NumericalScalar> NumericalScalarCollection;
typedef Collection<Coefficients> CoefficientsCollection;
typedef std::map<UnsignedInteger, NumericalScalar> NumericalScalarCache;
/** Default constructor */
ChebychevAlgorithm();
/** Parameter constructor */
ChebychevAlgorithm(const Distribution & measure);
/** Parameter constructor with specific reference family */
ChebychevAlgorithm(const Distribution & measure,
const OrthogonalUniVariatePolynomialFamily & family);
/** Virtual constructor */
virtual 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 UnsignedInteger 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(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
private:
/** Return the order-th raw moment of the underlying measure */
NumericalScalar getStandardMoment(const UnsignedInteger 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 UnsignedInteger 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 UnsignedInteger 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 UnsignedInteger 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 UnsignedInteger 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 */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_CHEBYCHEVALGORITHM_HXX */
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