/usr/include/trilinos/Sacado_UQ_PCE.hpp is in libtrilinos-stokhos-dev 12.4.2-2.
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// ***********************************************************************
//
// Stokhos Package
// Copyright (2009) Sandia Corporation
//
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// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// @HEADER
#ifndef SACADO_UQ_PCE_HPP
#define SACADO_UQ_PCE_HPP
#include "Stokhos_ConfigDefs.h"
#ifdef HAVE_STOKHOS_SACADO
#include "Kokkos_Macros.hpp"
#include "Sacado_Traits.hpp"
#include "Sacado_mpl_apply.hpp"
#include "Stokhos_Is_Constant.hpp"
#include "Stokhos_CrsProductTensor.hpp"
#include <cmath>
#include <algorithm> // for std::min and std::max
#include <ostream> // for std::ostream
#include <initializer_list>
namespace Sacado {
// Forward declaration
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool is_constant(const Sacado::UQ::PCE<Storage>& x);
//! Namespace for UQ classes classes
namespace UQ {
//! Generalized polynomial chaos expansion class
/*!
* Uses a handle and a "copy-on-write" strategy for efficient copying, but
* no expression templating.
*/
template <typename Storage >
class PCE {
template <class> friend class PCE;
public:
//! Typename of storage class
typedef Storage storage_type;
typedef typename storage_type::value_type value_type;
typedef typename storage_type::ordinal_type ordinal_type;
typedef typename storage_type::execution_space execution_space;
typedef typename storage_type::pointer pointer;
typedef typename storage_type::volatile_pointer volatile_pointer;
typedef typename storage_type::const_pointer const_pointer;
typedef typename storage_type::const_volatile_pointer const_volatile_pointer;
typedef typename storage_type::reference reference;
typedef typename storage_type::volatile_reference volatile_reference;
typedef typename storage_type::const_reference const_reference;
typedef typename storage_type::const_volatile_reference const_volatile_reference;
//! Typename of scalar's (which may be different from value_type)
typedef typename ScalarType<value_type>::type scalar_type;
//! Basis type
//typedef Stokhos::OrthogPolyBasis<ordinal_type,value_type> basis_type;
//! Cijk type
typedef Stokhos::CrsProductTensor<value_type, execution_space, Kokkos::MemoryUnmanaged> my_cijk_type;
typedef Stokhos::CrsProductTensor<value_type, execution_space> cijk_type;
//! Turn PCE into a meta-function class usable with mpl::apply
template <typename S>
struct apply {
typedef PCE<S> type;
};
//! Default constructor
/*!
* May not intialize the coefficient array.
*/
KOKKOS_INLINE_FUNCTION
PCE() = default;
//! Constructor with supplied value \c x
/*!
* Sets size to 1 and first coefficient to x (represents a constant).
*/
KOKKOS_INLINE_FUNCTION
PCE(const value_type& x) : cijk_(), s_(1, x) {}
//! Constructor with Cijk \c cijk (General case)
/*!
* Creates array of correct size and initializes coeffiencts to 0.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
PCE(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal) :
cijk_(cijkVal), s_(cijk_.dimension()) {}
//! Constructor with Cijk \c cijk and specified size \c sz
/*!
* Creates array of size \c sz and initializes coeffiencts to 0.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
PCE(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal,
ordinal_type sz) : cijk_(cijkVal), s_(sz) {}
//! View constructor
/*!
* Creates PCE with pre-allocated data. Set \c owned = true
* if this PCE should take over management of the data.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
PCE(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal,
ordinal_type sz, pointer v, bool owned) :
cijk_(cijkVal), s_(sz,v,owned) {}
//! Copy constructor
KOKKOS_INLINE_FUNCTION
PCE(const PCE& x) : cijk_(x.cijk_), s_(1,x.fastAccessCoeff(0)) {
if (x.size() > 1 && !is_constant(x))
s_ = x.s_;
}
//! Copy constructor
KOKKOS_INLINE_FUNCTION
PCE(const volatile PCE& x) :
cijk_(const_cast<const my_cijk_type&>(x.cijk_)),
s_(1,x.fastAccessCoeff(0)) {
if (x.size() > 1 && !is_constant(x))
s_ = x.s_;
}
//! Intialize from initializer_list
/*!
* No KOKKOS_INLINE_FUNCTION as it is not callable from the device
*/
PCE(std::initializer_list<value_type> l) :
cijk_(), s_(l.size(), l.begin()) {}
//! Destructor
KOKKOS_INLINE_FUNCTION
~PCE() = default;
//! Initialize coefficients to value
KOKKOS_INLINE_FUNCTION
void init(const_reference v) { s_.init(v); }
//! Initialize coefficients to value
KOKKOS_INLINE_FUNCTION
void init(const_reference v) volatile { s_.init(v); }
//! Initialize coefficients to an array of values
KOKKOS_INLINE_FUNCTION
void init(const_pointer v) { s_.init(v); }
//! Initialize coefficients to an array of values
KOKKOS_INLINE_FUNCTION
void init(const_pointer v) volatile { s_.init(v); }
//! Initialize coefficients from an PCE with different storage
template <typename S>
KOKKOS_INLINE_FUNCTION
void init(const PCE<S>& v) { s_.init(v.coeff()); }
//! Initialize coefficients from an PCE with different storage
template <typename S>
KOKKOS_INLINE_FUNCTION
void init(const PCE<S>& v) volatile { s_.init(v.coeff()); }
//! Load coefficients to an array of values
KOKKOS_INLINE_FUNCTION
void load(pointer v) { s_.load(v); }
//! Load coefficients to an array of values
KOKKOS_INLINE_FUNCTION
void load(pointer v) volatile { s_.load(v); }
//! Load coefficients into an PCE with different storage
template <typename S>
KOKKOS_INLINE_FUNCTION
void load(PCE<S>& v) { s_.load(v.coeff()); }
//! Load coefficients into an PCE with different storage
template <typename S>
KOKKOS_INLINE_FUNCTION
void load(PCE<S>& v) volatile { s_.load(v.coeff()); }
//! Reset expansion
/*!
* May change size of array. Coefficients are preserved.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
void reset(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal) {
cijk_ = cijkVal;
s_.resize(cijk_.dimension());
}
//! Reset expansion
/*!
* May change size of array. Coefficients are preserved.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
void reset(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal) volatile {
cijk_ = cijkVal;
s_.resize(cijk_.dimension());
}
//! Reset expansion and size
/*!
* Coefficients are preserved.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
void reset(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal, ordinal_type sz) {
cijk_ = cijkVal;
s_.resize(sz);
}
//! Reset expansion and size
/*!
* Coefficients are preserved.
*/
template <typename M>
KOKKOS_INLINE_FUNCTION
void reset(const Stokhos::CrsProductTensor<value_type, execution_space, M>& cijkVal, ordinal_type sz) volatile {
cijk_ = cijkVal;
s_.resize(sz);
}
//! Prepare polynomial for writing
/*!
* This method prepares the polynomial for writing through coeff() and
* fastAccessCoeff() member functions. It ensures the handle for the
* %PCE coefficients is not shared among any other %PCE polynomial
* objects. If the handle is not shared it does nothing, so there
* is no cost in calling this method in this case. If the handle is
* shared and this method is not called, any changes to the coefficients
* by coeff() or fastAccessCoeff() may change other polynomial objects.
*/
KOKKOS_INLINE_FUNCTION
void copyForWrite() { }
/*
//! Evaluate polynomial approximation at a point
KOKKOS_INLINE_FUNCTION
value_type evaluate(const Teuchos::Array<value_type>& point) const;
//! Evaluate polynomial approximation at a point with given basis values
KOKKOS_INLINE_FUNCTION
value_type evaluate(const Teuchos::Array<value_type>& point,
const Teuchos::Array<value_type>& bvals) const;
*/
//! Compute mean of expansion
KOKKOS_INLINE_FUNCTION
value_type mean() const { return this->fastAccessCoeff(0); }
//! Compute standard deviation of expansion
KOKKOS_INLINE_FUNCTION
value_type standard_deviation() const;
//! Compute the two-norm of expansion
KOKKOS_INLINE_FUNCTION
value_type two_norm() const {
return std::sqrt(this->two_norm_squared());
}
//! Compute the squared two-norm of expansion
KOKKOS_INLINE_FUNCTION
value_type two_norm_squared() const;
//! Compute the L2 inner product of 2 PCEs
KOKKOS_INLINE_FUNCTION
value_type inner_product(const PCE& x) const;
//! Returns whether two PCE objects have the same values
KOKKOS_INLINE_FUNCTION
bool isEqualTo(const PCE& x) const;
//! Returns whether two PCE objects have the same values
KOKKOS_INLINE_FUNCTION
bool isEqualTo(const PCE& x) const volatile;
/*!
* @name Assignment operators
*/
//@{
//! Assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
PCE<Storage>& operator=(const value_type val);
//! Assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE<Storage>& operator=(const value_type val) volatile;
//! Assignment with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE<Storage>& operator=(const PCE<Storage>& x);
//! Assignment with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE<Storage>& operator=(const volatile PCE<Storage>& x);
//! Assignment with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE<Storage>& operator=(const PCE<Storage>& x) volatile;
//! Assignment with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE<Storage>& operator=(const volatile PCE<Storage>& x) volatile;
//! Assignment with PCE right-hand-side and different storage
template <typename S>
KOKKOS_INLINE_FUNCTION
PCE<Storage>& operator=(const PCE<S>& x) {
// Don't copy cijk as it may be on a different device
const ordinal_type sz_new = x.size();
s_.resize(sz_new);
for (ordinal_type i=0; i<sz_new; i++)
s_[i] = x.s_[i];
// For DyamicStorage as a view (is_owned=false), we need to set
// the trailing entries when assigning a constant vector (because
// the copy constructor in this case doesn't reset the size of this)
const ordinal_type sz = s_.size();
if (sz > sz_new)
for (ordinal_type i=sz_new; i<sz; i++)
s_[i] = value_type(0);
return *this;
}
//! Assignment from initializer_list
/*!
* No KOKKOS_INLINE_FUNCTION as it is not callable from the device
*/
PCE& operator=(std::initializer_list<value_type> l) {
const ordinal_type lsz = l.size();
if (lsz != s_.size())
s_.resize(lsz);
s_.init(l.begin(), lsz);
return *this;
}
//! Assignment from initializer_list
/*!
* No KOKKOS_INLINE_FUNCTION as it is not callable from the device
*/
/*volatile*/ PCE&
operator=(std::initializer_list<value_type> l) volatile {
const ordinal_type lsz = l.size();
if (lsz != s_.size())
s_.resize(lsz);
s_.init(l.begin(), lsz);
return const_cast<PCE&>(*this);
}
//@}
/*!
* Accessor methods
*/
//@{
/*
//! Get basis
KOKKOS_INLINE_FUNCTION
Teuchos::RCP<const basis_type> basis() const { return s_.basis(); }
*/
//! Get cijk
KOKKOS_INLINE_FUNCTION
my_cijk_type cijk() const { return cijk_; }
//! Get cijk
KOKKOS_INLINE_FUNCTION
my_cijk_type cijk() const volatile {
return const_cast<const my_cijk_type&>(cijk_);
}
//@}
/*!
* @name Value accessor methods
*/
//@{
//! Returns value
KOKKOS_INLINE_FUNCTION
const_volatile_reference val() const volatile { return s_[0]; }
//! Returns value
KOKKOS_INLINE_FUNCTION
const_reference val() const { return s_[0]; }
//! Returns value
KOKKOS_INLINE_FUNCTION
volatile_reference val() volatile { return s_[0]; }
//! Returns value
KOKKOS_INLINE_FUNCTION
reference val() { return s_[0]; }
//@}
/*!
* @name Coefficient accessor methods
*/
//@{
//! Returns size of polynomial
KOKKOS_INLINE_FUNCTION
ordinal_type size() const { return s_.size();}
//! Returns size of polynomial
KOKKOS_INLINE_FUNCTION
ordinal_type size() const volatile { return s_.size();}
//! Returns true if polynomial has size >= sz
KOKKOS_INLINE_FUNCTION
bool hasFastAccess(ordinal_type sz) const { return s_.size()>=sz;}
//! Returns true if polynomial has size >= sz
KOKKOS_INLINE_FUNCTION
bool hasFastAccess(ordinal_type sz) const volatile {
return s_.size()>=sz;
}
//! Returns coefficient array
KOKKOS_INLINE_FUNCTION
const_pointer coeff() const { return s_.coeff();}
//! Returns coefficient array
KOKKOS_INLINE_FUNCTION
const_volatile_pointer coeff() const volatile { return s_.coeff();}
//! Returns coefficient array
KOKKOS_INLINE_FUNCTION
volatile_pointer coeff() volatile { return s_.coeff();}
//! Returns coefficient array
KOKKOS_INLINE_FUNCTION
pointer coeff() { return s_.coeff();}
//! Returns degree \c i term with bounds checking
KOKKOS_INLINE_FUNCTION
value_type coeff(ordinal_type i) const {
value_type tmp= i<s_.size() ? s_[i]:value_type(0.); return tmp;}
//! Returns degree \c i term with bounds checking
KOKKOS_INLINE_FUNCTION
value_type coeff(ordinal_type i) const volatile {
value_type tmp= i<s_.size() ? s_[i]:value_type(0.); return tmp;}
//! Returns degree \c i term without bounds checking
KOKKOS_INLINE_FUNCTION
const_volatile_reference fastAccessCoeff(ordinal_type i) const volatile {
return s_[i];}
//! Returns degree \c i term without bounds checking
KOKKOS_INLINE_FUNCTION
const_reference fastAccessCoeff(ordinal_type i) const {
return s_[i];}
//! Returns degree \c i term without bounds checking
KOKKOS_INLINE_FUNCTION
volatile_reference fastAccessCoeff(ordinal_type i) volatile {
return s_[i];}
//! Returns degree \c i term without bounds checking
KOKKOS_INLINE_FUNCTION
reference fastAccessCoeff(ordinal_type i) {
return s_[i];}
/*
//! Get coefficient term for given dimension and order
KOKKOS_INLINE_FUNCTION
reference term(ordinal_type dimension, ordinal_type order) {
return s_.term(dimension, order); }
//! Get coefficient term for given dimension and order
KOKKOS_INLINE_FUNCTION
const_reference term(ordinal_type dimension, ordinal_type order) const {
return s_.term(dimension, order); }
//! Get orders for a given term
KOKKOS_INLINE_FUNCTION
Teuchos::Array<ordinal_type> order(ordinal_type term) const {
return s_.order(term); }
*/
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
pointer begin() { return s_.coeff(); }
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
const_pointer begin() const { return s_.coeff(); }
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
volatile_pointer begin() volatile { return s_.coeff(); }
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
const_volatile_pointer begin() const volatile { return s_.coeff(); }
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
const_pointer cbegin() const { return s_.coeff(); }
//! Return iterator to first element of coefficient array
KOKKOS_INLINE_FUNCTION
const_volatile_pointer cbegin() const volatile { return s_.coeff(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
pointer end() { return s_.coeff() + s_.size(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
const_pointer end() const { return s_.coeff() + s_.size(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
volatile_pointer end() volatile { return s_.coeff() + s_.size(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
const_volatile_pointer end() const volatile { return s_.coeff() + s_.size(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
const_pointer cend() const { return s_.coeff()+ s_.size(); }
//! Return iterator following last element of coefficient array
KOKKOS_INLINE_FUNCTION
const_volatile_pointer cend() const volatile { return s_.coeff()+ s_.size(); }
//@}
/*!
* @name Unary operators
*/
//@{
//! Unary-plus operator
KOKKOS_INLINE_FUNCTION
PCE operator + () const { return *this; }
//! Unary-plus operator
KOKKOS_INLINE_FUNCTION
PCE operator + () const volatile { return *this; }
//! Unary-minus operator
KOKKOS_INLINE_FUNCTION
PCE operator - () const;
//! Unary-minus operator
KOKKOS_INLINE_FUNCTION
PCE operator - () const volatile;
//! Addition-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator += (const value_type x) {
s_[0] += x;
return *this;
}
//! Addition-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator += (const value_type x) volatile {
s_[0] += x;
return const_cast<PCE&>(*this);
}
//! Subtraction-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator -= (const value_type x) {
s_[0] -= x;
return *this;
}
//! Subtraction-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator -= (const value_type x) volatile {
s_[0] -= x;
return const_cast<PCE&>(*this);
}
//! Multiplication-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator *= (const value_type x);
//! Multiplication-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator *= (const value_type x) volatile;
//! Division-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator /= (const value_type x);
//! Division-assignment operator with constant right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator /= (const value_type x) volatile;
//! Addition-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator += (const PCE& x);
//! Addition-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator += (const volatile PCE& x) {
return *this += const_cast<const PCE&>(x);
}
//! Addition-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator += (const PCE& x) volatile {
return const_cast<PCE&>(*this) += x;
}
//! Addition-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator += (const volatile PCE& x) volatile {
return const_cast<PCE&>(*this) += const_cast<const PCE&>(x);
}
//! Subtraction-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator -= (const PCE& x);
//! Subtraction-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator -= (const volatile PCE& x) {
return *this -= const_cast<const PCE&>(x);
}
//! Subtraction-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator -= (const PCE& x) volatile {
return const_cast<PCE&>(*this) -= x;
}
//! Subtraction-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator -= (const volatile PCE& x) volatile {
return const_cast<PCE&>(*this) -= const_cast<const PCE&>(x);
}
//! Multiplication-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator *= (const PCE& x);
//! Multiplication-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator *= (const volatile PCE& x) {
return *this *= const_cast<const PCE&>(x);
}
//! Multiplication-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator *= (const PCE& x) volatile {
return const_cast<PCE&>(*this) *= x;
}
//! Multiplication-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator *= (const volatile PCE& x) volatile {
return const_cast<PCE&>(*this) *= const_cast<const PCE&>(x);
}
//! Division-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator /= (const PCE& x);
//! Division-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
PCE& operator /= (const volatile PCE& x) {
return *this /= const_cast<const PCE&>(x);
}
//! Division-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator /= (const PCE& x) volatile {
return const_cast<PCE&>(*this) /= x;
}
//! Division-assignment operator with PCE right-hand-side
KOKKOS_INLINE_FUNCTION
/*volatile*/ PCE& operator /= (const volatile PCE& x) volatile {
return const_cast<PCE&>(*this) /= const_cast<const PCE&>(x);
}
//! Prefix ++
KOKKOS_INLINE_FUNCTION
PCE& operator++() {
++(s_[0]);
return *this;
}
//! Prefix ++
KOKKOS_INLINE_FUNCTION
volatile PCE& operator++() volatile {
++(s_[0]);
return *this;
}
//! Postfix ++
KOKKOS_INLINE_FUNCTION
PCE operator++(int) {
PCE tmp(*this);
++(*this);
return tmp;
}
//! Postfix ++
KOKKOS_INLINE_FUNCTION
PCE operator++(int) volatile {
PCE tmp(*this);
++(*this);
return tmp;
}
//! Prefix --
KOKKOS_INLINE_FUNCTION
PCE& operator--() {
--(s_[0]);
return *this;
}
//! Prefix --
KOKKOS_INLINE_FUNCTION
volatile PCE& operator--() volatile {
--(s_[0]);
return *this;
}
//! Postfix --
KOKKOS_INLINE_FUNCTION
PCE operator--(int) {
PCE tmp(*this);
--(*this);
return tmp;
}
//! Postfix --
KOKKOS_INLINE_FUNCTION
PCE operator--(int) volatile {
PCE tmp(*this);
--(*this);
return tmp;
}
//@}
protected:
typedef typename my_cijk_type::size_type cijk_size_type;
//! Cijk class
my_cijk_type cijk_;
Storage s_;
private:
//PCE division using CG with diagonal preconditioning
// KOKKOS_INLINE_FUNCTION
// void CG_divide(const PCE& a, const PCE& b, PCE& c);
}; // class PCE
template <typename Storage>
KOKKOS_INLINE_FUNCTION
void CG_divide(const PCE<Storage>& a, const PCE<Storage>& b, PCE<Storage>& c);
// Operations
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const volatile PCE<Storage>& a, const PCE<Storage>& b) {
return const_cast<const PCE<Storage>&>(a) + b;
}
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const PCE<Storage>& a, const volatile PCE<Storage>& b) {
return a + const_cast<const PCE<Storage>&>(b);
}
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const volatile PCE<Storage>& a, const volatile PCE<Storage>& b) {
return const_cast<const PCE<Storage>&>(a) +
const_cast<const PCE<Storage>&>(b);
}
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator+(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator-(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage> PCE<Storage>
KOKKOS_INLINE_FUNCTION
operator-(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator-(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator*(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator*(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage> PCE<Storage>
KOKKOS_INLINE_FUNCTION
operator*(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator/(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator/(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
operator/(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
exp(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
log(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
void
log(PCE<Storage>& c, const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
log10(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
sqrt(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
cbrt(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
pow(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
pow(const typename PCE<Storage>::value_type& a, const PCE<Storage>& b);
template <typename Storage> PCE<Storage>
KOKKOS_INLINE_FUNCTION
pow(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
cos(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
sin(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
tan(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
cosh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
sinh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
tanh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
acos(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
asin(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
atan(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
atan2(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
atan2(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
atan2(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
acosh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
asinh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
atanh(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
abs(const PCE<Storage>& a);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
fabs(const PCE<Storage>& a);
// template <typename Storage>
// KOKKOS_INLINE_FUNCTION
// PCE<Storage>
// max(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
max(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
max(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
// template <typename Storage>
// KOKKOS_INLINE_FUNCTION
// PCE<Storage>
// min(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
min(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
PCE<Storage>
min(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator==(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator==(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator==(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator!=(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator!=(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator!=(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<=(const PCE<Storage>& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<=(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<=(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>=(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>=(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>=(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator<(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>(const PCE<Storage>& a, const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>(const typename PCE<Storage>::value_type& a,
const PCE<Storage>& b);
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool
operator>(const PCE<Storage>& a,
const typename PCE<Storage>::value_type& b);
template <typename Storage>
std::ostream&
operator << (std::ostream& os, const PCE<Storage>& a);
template <typename Storage>
std::istream&
operator >> (std::istream& os, PCE<Storage>& a);
/**\brief Define a partition of a View of Sacado::UQ::PCE type */
struct PCEPartition {
unsigned begin ;
unsigned end ;
template< typename iType0 , typename iType1 >
KOKKOS_INLINE_FUNCTION
PCEPartition( const iType0 & i0 , const iType1 & i1 ) :
begin(i0), end(i1) {}
};
/* template <typename Storage>
KOKKOS_INLINE_FUNCTION
void
PCE<Storage>::
CG_divide(const PCE<Storage>& a, const PCE<Storage>& b, PCE<Storage>& c) {
// typedef typename PCE<Storage>::ordinal_type ordinal_type;
// typedef typename PCE<Storage>::value_type value_type;
const ordinal_type size = c.size();
//Needed scalars
value_type alpha, beta, rTz, rTz_old, resid;
//Needed temporary PCEs
PCE<Storage> r(a.cijk(),size);
PCE<Storage> p(a.cijk(),size);
PCE<Storage> bp(a.cijk(),size);
PCE<Storage> z(a.cijk(),size);
//compute residual = a - b*c
r = a - b*c;
z = r/b.coeff(0);
p = z;
resid = r.two_norm();
//Compute <r,z>=rTz (L2 inner product)
rTz = r.inner_product(z);
ordinal_type k = 0;
value_type tol = 1e-6;
while ( resid > tol && k < 100){
//Compute b*p
bp = b*p;
//Compute alpha = <r,z>/<p,b*p>
alpha = rTz/p.inner_product(bp);
//Check alpha is positive!
//Update the solution c = c + alpha*p
c = c + alpha*p;
rTz_old = rTz;
//Compute the new residual r = r - alpha*b*p
r = r - alpha*bp;
resid = r.two_norm();
//Compute beta = rTz_new/ rTz_old and new p
z = r/b.coeff(0);
rTz = r.inner_product(z);
beta = rTz/rTz_old;
p = z + beta*p;
k++;
}
// return c;
}
*/
template <typename S>
void memcpy(PCE<S>* dst, const PCE<S>* src, const size_t sz) {
const size_t n = sz / sizeof(PCE<S>);
for (size_t i=0; i<n; ++i)
dst[i] = src[i];
}
} // namespace PCE
//! Trait class to determine if a scalar type is a PCE
template <typename T> struct is_uq_pce {
static const bool value = false;
};
template <typename S> struct is_uq_pce< UQ::PCE<S> > {
static const bool value = true;
};
template <typename T> struct is_uq_pce< const T > {
static const bool value = is_uq_pce<T>::value;
};
template <typename T> struct is_uq_pce< T* > {
static const bool value = is_uq_pce<T>::value;
};
template <typename T> struct is_uq_pce< T[] > {
static const bool value = is_uq_pce<T>::value;
};
template <typename T, unsigned N> struct is_uq_pce< T[N] > {
static const bool value = is_uq_pce<T>::value;
};
// Utility function to see if a PCE is really a constant
template <typename Storage>
KOKKOS_INLINE_FUNCTION
bool is_constant(const Sacado::UQ::PCE<Storage>& x)
{
typedef typename Storage::ordinal_type ordinal_type;
typedef typename Storage::value_type value_type;
// All size-1 expansions are constants
const ordinal_type sz = x.size();
if (sz == 1) return true;
// Maybe use a tolerance????
const value_type zero = 0;
for (ordinal_type i=1; i<sz; ++i)
if (x.fastAccessCoeff(i) != zero) return false;
return true;
}
} // namespace Sacado
#include "Sacado_UQ_PCE_Traits.hpp"
#include "Sacado_UQ_PCE_Imp.hpp"
#endif // HAVE_STOKHOS_SACADO
#endif // SACADO_PCE_ORTHOGPOLY_HPP
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