/usr/include/openturns/FAST.hxx is in libopenturns-dev 1.5-7build2.
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/**
* @file FAST.hxx
* @brief FAST implements the sensivity analysis method based on fourier decomposition
*
* 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 ladier
* @date
*/
#ifndef OPENTURNS_FAST_HXX
#define OPENTURNS_FAST_HXX
#include "OTprivate.hxx"
#include "Distribution.hxx"
#include "ResourceMap.hxx"
#include "FFT.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class FAST
*
*/
class OT_API FAST
{
public:
typedef Collection<NumericalComplex> NumericalComplexCollection;
/** Constructor with model */
FAST(const NumericalMathFunction & model,
const Distribution & inputsDistribution,
const UnsignedInteger samplingSize,
const UnsignedInteger resamplingSize = ResourceMap::GetAsUnsignedInteger("FAST-DefaultResamplingSize"),
const UnsignedInteger interferenceFactor = ResourceMap::GetAsUnsignedInteger("FAST-DefaultInterferenceFactor"));
/** First order indices accessor */
NumericalPoint getFirstOrderIndices(const UnsignedInteger marginalIndex = 0) const;
/** Total order indices accessor */
NumericalPoint getTotalOrderIndices(const UnsignedInteger marginalIndex = 0) const;
/** FFT algorithm accessor */
FFT getFFTAlgorithm() const;
void setFFTAlgorithm(const FFT & fft);
private:
/** Compute all the FAST indices */
void run() const;
/** The model */
NumericalMathFunction model_;
/** Inputs distribution */
Distribution inputsDistribution_;
/** Parameters of FAST method */
UnsignedInteger samplingSize_;
UnsignedInteger resamplingSize_;
UnsignedInteger interferenceFactor_;
/** First order indices */
mutable NumericalSample firstOrderIndice_;
/** Total order indices */
mutable NumericalSample totalOrderIndice_;
/** Store if indices are already computed */
mutable Bool alreadyComputedIndices_;
/** FFT algorithm */
FFT fftAlgorithm_;
}; /* class FAST */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_FAST_HXX */
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