/usr/include/openturns/GramSchmidtAlgorithm.hxx is in libopenturns-dev 1.5-7build2.
This file is owned by root:root, with mode 0o644.
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/**
* @file GramSchmidtAlgorithm.hxx
* @brief Implement the modified Gram Schmidt algorithm to compute the coefficients of
* tthe 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_GRAMSCHMIDTALGORITHM_HXX
#define OPENTURNS_GRAMSCHMIDTALGORITHM_HXX
#include "OrthonormalizationAlgorithmImplementation.hxx"
#include "OrthogonalUniVariatePolynomialFamily.hxx"
#include "UniVariatePolynomial.hxx"
#include "Collection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class GramSchmidtAlgorithm
*
* OrthogonalUniVariatePolynomialStandardDistribution polynomial factory
*/
class OT_API GramSchmidtAlgorithm
: public OrthonormalizationAlgorithmImplementation
{
CLASSNAME;
public:
typedef Collection<NumericalScalar> NumericalScalarCollection;
typedef Collection<Coefficients> CoefficientsCollection;
/** Default constructor */
GramSchmidtAlgorithm();
/** Parameter constructor */
GramSchmidtAlgorithm(const Distribution & measure);
/** Parameter constructor */
GramSchmidtAlgorithm(const Distribution & measure,
const OrthogonalUniVariatePolynomialFamily & referenceFamily);
/** Virtual constructor */
virtual GramSchmidtAlgorithm * 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;
/** Build the coefficients of the kth orthonormal polynomial */
UniVariatePolynomial buildPolynomial(const UnsignedInteger k) const;
/** Compute the dot product between two general polynomials according to the measure */
NumericalScalar dotProduct(const UniVariatePolynomial & p1,
const UniVariatePolynomial & p2) const;
/** Cache to store the raw moments */
mutable NumericalScalarCollection standardMoments_;
/** Cache to store the coefficients of the orthonormal polynomials */
mutable CoefficientsCollection coefficientsCache_;
/** Starting family of polynomials */
OrthogonalUniVariatePolynomialFamily referenceFamily_;
/** Flag to tell if we use the canonical basis */
Bool useCanonicalBasis_;
} ; /* class GramSchmidtAlgorithm */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_GRAMSCHMIDTALGORITHM_HXX */
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