gkplib.h File Reference

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Functions
void	getCC (int n, int *nq, double **x, double **w)
	retrieve pointers to 1D Clenshaw-Curtis rules
int	getOrderCC (int lev)
	get order of Clenshaw-Curtis rules based on level
void	getGKPunif (int n, int *nq, double **x, double **w)
	retrieve pointers to 1D Gauss-Kronrod-Patterson rules for uniform pdf based on the quadrature level
void	getGKPnorm (int n, int *nq, double **x, double **w)
	retrieve pointers to 1D Kronrod-Patterson rules for normal pdf based on the quadrature level
int	getOrderGKPunif (int lev)
	get order of uniform Gauss-Kronrod-Patterson rules based on level
int	getOrderGKPnorm (int lev)
	get order of normal Gauss-Kronrod-Patterson rules based on level
void	getCompNintoDim (int n, int dim, int *nelem, int **plist)
	List of decompositions of 'n' into 'dim' parts. The implementation is based on Algorithm 5 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf.
int	getSpgSize (int getOrder(int), int dim, int lev)
	Initial estimate for sparse grid size.
void	sortSpg (int dim, int spgSize, double *qpts, double *w)
	Sort sparse grid in lexicographical order.
void	getTensorProd (int dim, double *qpts, double *w, int *spgSize, int *n1D, double **x1D, double **w1D, double qfac)
	compute dim-dimensional tensor grid based a series of 1D rules
void	getSpgQW (void get1DQW(int, int *, double **, double **), int getOrder(int), int dim, int lev, int *nqpts, double **qpts, double **w)
	Main function that connects the user setup for pdftype, dimensionality, and quadrature level and various pieces of the sparse quadrature algorithm employing Gauss-Kronrod-Patterson rules.
void	getSpgAnisQW (void get1DQW(int, int *, double **, double **), int getOrder(int), int dim, int *levList, int *nqpts, double **qpts, double **w)
void	heap_ext_ (const int *, const int *, int *, int *, int *)

Detailed Description

Functions related to Gauss-Kronrod-Patterson sparse quadrature construction

Function Documentation

getCC()

void getCC	(	int	n,
		int *	nq,
		double **	x,
		double **	w )

retrieve pointers to 1D Clenshaw-Curtis rules

getCompNintoDim()

void getCompNintoDim	(	int	n,
		int	dim,
		int *	nelem,
		int **	plist )

List of decompositions of 'n' into 'dim' parts. The implementation is based on Algorithm 5 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf.

getGKPnorm()

void getGKPnorm	(	int	n,
		int *	nq,
		double **	x,
		double **	w )

retrieve pointers to 1D Kronrod-Patterson rules for normal pdf based on the quadrature level

getGKPunif()

void getGKPunif	(	int	n,
		int *	nq,
		double **	x,
		double **	w )

retrieve pointers to 1D Gauss-Kronrod-Patterson rules for uniform pdf based on the quadrature level

getOrderCC()

int getOrderCC

(

int

lev

)

get order of Clenshaw-Curtis rules based on level

getOrderGKPnorm()

int getOrderGKPnorm

(

int

lev

)

get order of normal Gauss-Kronrod-Patterson rules based on level

getOrderGKPunif()

int getOrderGKPunif

(

int

lev

)

get order of uniform Gauss-Kronrod-Patterson rules based on level

getSpgAnisQW()

void getSpgAnisQW	(	void	get1DQWint, int *, double **, double **,
		int	getOrderint,
		int	dim,
		int *	levList,
		int *	nqpts,
		double **	qpts,
		double **	w )

getSpgQW()

void getSpgQW	(	void	get1DQWint, int *, double **, double **,
		int	getOrderint,
		int	dim,
		int	lev,
		int *	nqpts,
		double **	qpts,
		double **	w )

Main function that connects the user setup for pdftype, dimensionality, and quadrature level and various pieces of the sparse quadrature algorithm employing Gauss-Kronrod-Patterson rules.

getSpgSize()

int getSpgSize	(	int	getOrderint,
		int	dim,
		int	lev )

Initial estimate for sparse grid size.

getTensorProd()

void getTensorProd	(	int	dim,
		double *	qpts,
		double *	w,
		int *	spgSize,
		int *	n1D,
		double **	x1D,
		double **	w1D,
		double	qfac )

compute dim-dimensional tensor grid based a series of 1D rules

heap_ext_()

void heap_ext_	(	const int *	,
		const int *	,
		int *	,
		int *	,
		int *	)

brief Fortran function for sorting an array of items. The array operations happen outside this function, based on a series of flags passed between the user code and this function. This implementation is based on Algorithm 15 of Combinatorial Algorithms by Albert Nijenhuis, Herbert Wilf

sortSpg()

void sortSpg	(	int	dim,
		int	spgSize,
		double *	qpts,
		double *	w )

Sort sparse grid in lexicographical order.