AdaptiveLejaPCE

class pyapprox.surrogates.AdaptiveLejaPCE(num_vars, candidate_samples, factorization_type='fast')[source]

An adaptive PCE built using multivariate Leja sequences and generalized sparse grid like refinement.

Methods Summary

`__call__`(samples[, return_grad])	Call self as a function.
`add_new_subspaces`(new_subspace_indices)
`condition_number`()
`create_new_subspaces_data`(new_subspace_indices)
`get_active_unique_poly_indices`()
`get_num_new_subspace_samples`(...)
`precond_canonical_basis_matrix`(samples)
`update_leja_sequence_fast`(...)
`update_leja_sequence_slow`(new_subspace_indices)

Methods Documentation

get_num_new_subspace_samples(new_subspace_indices, num_current_subspaces)[source]

update_leja_sequence_fast(new_subspace_indices, num_current_subspaces)[source]