Mrv Class Reference

multivariate RV parameterized by PC expansions More...

#include <mrv.h>

Public Member Functions
	Mrv (int ndim, string pdfType, Array1D< int > rndInd, int order, string pctype)
	Constructor with dimensionality, pdftype, randomized parameter indices, order, and pctype.
	~Mrv ()
	Destructor.
int	Parametrize ()
	Parameterization bookkeeping (i.e. alpha corresponds to certain parameter lambda and certain PC term)
void	getBounds (Array1D< double > &lower, Array1D< double > &upper)
	Get bounds on parameters.
int	getPDim ()
	Get dimensionailty of parameterization.
Array2D< double >	getMultiPCcf (Array1D< double > &rvParams)
	Given parameters of representation, fold them in a 2d-array of PC coefficients for convenience.
Array2D< double >	evalMultiPC (Array2D< double > &xiSam, Array2D< double > &multiPCcf)
	Evaluate at multivariate PC at given germ samples for given coefficient matrix.
Array2D< double >	mcParam (Array2D< double > &multiPCcf, int nsam)
	Random-sample all parameters given coefficient matrix.
Array2D< double >	quadParam (Array2D< double > &multiPCcf)
	Quadrature-sample all parameters given coefficient matrix.
Array2D< double >	propNISP (Array2D< double >(*forwardFcn)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array2D< double > &fixindnom, void *funcinfo, Array2D< double > &multiPCcf, Array2D< double > &x)
	Propagate the multivariate RV with given coefficeints through a given function at given values x.
Array2D< double >	propMC (Array2D< double >(*forwardFcn)(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *), Array2D< double > &fixindnom, void *funcinfo, Array2D< double > &multiPCcf, Array2D< double > &x, int nsam)
	Sample values of a given function given input coefficeint matrix.
void	computeMoments (Array2D< double > &funcCf, Array1D< double > &fcnMean, Array1D< double > &fcnStd, bool covFlag, Array2D< double > &fcnCov)
	Compute moments given coefficent matrix.
void	getPCTermId (Array1D< int > &pctermid)
	Get PC term ID.

Private Attributes
Array1D< int >	rndInd_
	Randomized parameters indices.
Array1D< int >	paramId_
	For a given parameterization, id the corresponding physical parameter lambda.
Array1D< int >	pctermId_
	For a given parameterization, id the PC term/order for the corresponding parameter representation.
string	pdfType_
	PDF type ('pct', 'pci' or 'full')
string	pcType_
	PC type (see pce library for options)
int	pDim_
	Number of parameters in alpha parameterization.
int	rDim_
	Number of randomized parameters.
int	nDim_
	Number of physical parameters lambda.
int	order_
	Order of function PC representation.
int	nPC_
	Number of PC parameters for each independent component.
PCSet *	pcModel_
	Pointer to the corresponding PC object.

Detailed Description

multivariate RV parameterized by PC expansions

Constructor & Destructor Documentation

Mrv()

Mrv::Mrv	(	int	ndim,
		string	pdfType,
		Array1D< int >	rndInd,
		int	order,
		string	pctype )

Constructor with dimensionality, pdftype, randomized parameter indices, order, and pctype.

~Mrv()

Mrv::~Mrv ( )

inline

Destructor.

Member Function Documentation

computeMoments()

void Mrv::computeMoments	(	Array2D< double > &	funcCf,
		Array1D< double > &	fcnMean,
		Array1D< double > &	fcnStd,
		bool	covFlag,
		Array2D< double > &	fcnCov )

Compute moments given coefficent matrix.

evalMultiPC()

Array2D< double > Mrv::evalMultiPC	(	Array2D< double > &	xiSam,
		Array2D< double > &	multiPCcf )

Evaluate at multivariate PC at given germ samples for given coefficient matrix.

getBounds()

void Mrv::getBounds	(	Array1D< double > &	lower,
		Array1D< double > &	upper )

Get bounds on parameters.

Note

Useful when some parameters forced to be positive to make use of invariance

getMultiPCcf()

Array2D< double > Mrv::getMultiPCcf

(

Array1D< double > &

rvParams

)

Given parameters of representation, fold them in a 2d-array of PC coefficients for convenience.

getPCTermId()

void Mrv::getPCTermId ( Array1D< int > & pctermid )

inline

Get PC term ID.

getPDim()

int Mrv::getPDim ( )

inline

Get dimensionailty of parameterization.

mcParam()

Array2D< double > Mrv::mcParam	(	Array2D< double > &	multiPCcf,
		int	nsam )

Random-sample all parameters given coefficient matrix.

Parametrize()

int Mrv::Parametrize

(

)

Parameterization bookkeeping (i.e. alpha corresponds to certain parameter lambda and certain PC term)

propMC()

Array2D< double > Mrv::propMC	(	Array2D< double >(*	forwardFcn )(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *),
		Array2D< double > &	fixindnom,
		void *	funcinfo,
		Array2D< double > &	multiPCcf,
		Array2D< double > &	x,
		int	nsam )

Sample values of a given function given input coefficeint matrix.

propNISP()

Array2D< double > Mrv::propNISP	(	Array2D< double >(*	forwardFcn )(Array2D< double > &, Array2D< double > &, Array2D< double > &, void *),
		Array2D< double > &	fixindnom,
		void *	funcinfo,
		Array2D< double > &	multiPCcf,
		Array2D< double > &	x )

Propagate the multivariate RV with given coefficeints through a given function at given values x.

quadParam()

Array2D< double > Mrv::quadParam

(

Array2D< double > &

multiPCcf

)

Quadrature-sample all parameters given coefficient matrix.

Member Data Documentation

nDim_

int Mrv::nDim_

private

Number of physical parameters lambda.

nPC_

int Mrv::nPC_

private

Number of PC parameters for each independent component.

order_

int Mrv::order_

private

Order of function PC representation.

paramId_

Array1D<int> Mrv::paramId_

private

For a given parameterization, id the corresponding physical parameter lambda.

pcModel_

PCSet* Mrv::pcModel_

private

Pointer to the corresponding PC object.

pctermId_

Array1D<int> Mrv::pctermId_

private

For a given parameterization, id the PC term/order for the corresponding parameter representation.

pcType_

string Mrv::pcType_

private

PC type (see pce library for options)

pdfType_

string Mrv::pdfType_

private

PDF type ('pct', 'pci' or 'full')

pDim_

int Mrv::pDim_

private

Number of parameters in alpha parameterization.

rDim_

int Mrv::rDim_

private

Number of randomized parameters.

rndInd_

Array1D<int> Mrv::rndInd_

private

Randomized parameters indices.

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The documentation for this class was generated from the following files:

• mrv.h
• mrv.cpp