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NonDMultilevControlVarSampling Member List

This is the complete list of members for NonDMultilevControlVarSampling, including all inherited members.

accepts_multiple_points() constIteratorvirtual
accumulate_ml_Qsums(IntRealMatrixMap &sum_Q, size_t lev, SizetArray &num_Q)NonDMultilevelSamplingprotected
accumulate_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, size_t lev, SizetArray &num_Q)NonDMultilevelSamplingprivate
accumulate_ml_Ysums(IntRealMatrixMap &sum_Y, RealMatrix &sum_YY, size_t lev, SizetArray &num_Y)NonDMultilevelSamplingprotected
accumulate_ml_Ysums(RealMatrix &sum_Y, RealMatrix &sum_YY, size_t lev, SizetArray &num_Y)NonDMultilevelSamplingprotected
accumulate_mlmf_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, size_t lev, SizetArray &num_Q)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, RealMatrix &sum_L_shared, RealMatrix &sum_L_refined, RealMatrix &sum_H, RealMatrix &sum_LL, RealMatrix &sum_LH, RealMatrix &sum_HH, size_t lev, SizetArray &N_shared)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Qsums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, RealMatrix &sum_Ll, RealMatrix &sum_Llm1, RealMatrix &sum_Ll_refined, RealMatrix &sum_Llm1_refined, RealMatrix &sum_Hl, RealMatrix &sum_Hlm1, RealMatrix &sum_Ll_Ll, RealMatrix &sum_Ll_Llm1, RealMatrix &sum_Llm1_Llm1, RealMatrix &sum_Hl_Ll, RealMatrix &sum_Hl_Llm1, RealMatrix &sum_Hlm1_Ll, RealMatrix &sum_Hlm1_Llm1, RealMatrix &sum_Hl_Hl, RealMatrix &sum_Hl_Hlm1, RealMatrix &sum_Hlm1_Hlm1, size_t lev, SizetArray &N_shared)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Ysums(IntRealMatrixMap &sum_Y, size_t lev, SizetArray &num_Y)NonDMultilevControlVarSamplingprivate
accumulate_mlmf_Ysums(const IntResponseMap &lf_resp_map, const IntResponseMap &hf_resp_map, IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t lev, SizetArray &num_L, SizetArray &num_H)NonDMultilevControlVarSamplingprivate
accumulate_paired_online_cost(RealVector &accum_cost, SizetArray &num_cost, size_t step)NonDHierarchSamplingprotected
active_set(const ActiveSet &set)Iteratorinline
active_set() constIteratorinline
active_set_mapping()NonDEnsembleSamplingprotectedvirtual
active_set_request_values(short asv_val)Iteratorinline
active_set_request_vector(const ShortArray &asv)Iteratorinline
active_set_request_vector() constIteratorinline
activeSetIteratorprotected
aggregate_mse_target_Qsum(RealMatrix &agg_var_qoi, const Sizet2DArray &N_l, const size_t step, RealVector &estimator_var0_qoi)NonDMultilevelSamplinginlineprivate
aggregate_mse_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
aggregate_mse_Yvar(const Real *var_Y, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
aggregate_variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev)NonDMultilevelSamplinginlineprivate
aggregate_variance_target_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, RealMatrix &agg_var_qoi)NonDMultilevelSamplingprivate
aggregate_variance_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l)NonDMultilevelSamplinginlineprotected
algorithm_space_model() constAnalyzerinlineprotectedvirtual
all_responses() constAnalyzerinlinevirtual
all_samples()Analyzerinlinevirtual
all_variables()Analyzerinlinevirtual
allDataFlagNonDSamplingprotected
allHeadersAnalyzerprotected
allocation_increment(size_t N_l_alloc, const Real *N_l_target)NonDMultilevelSamplingprivate
allocationTargetNonDMultilevelSamplingprivate
allResponsesAnalyzerprotected
allSamplesAnalyzerprotected
allVariablesAnalyzerprotected
Analyzer()Analyzerinlineprotected
Analyzer(ProblemDescDB &problem_db, Model &model)Analyzerprotected
Analyzer(unsigned short method_name, Model &model)Analyzerprotected
Analyzer(unsigned short method_name, Model &model, const ShortShortPair &view_override)Analyzerprotected
Analyzer(unsigned short method_name)Analyzerprotected
apply_mf_control(Real sum_H, Real sum_L_shared, size_t N_shared, Real sum_L_refined, size_t N_refined, Real beta, Real &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mf_control(const RealMatrix &sum_H, const RealMatrix &sum_L_shared, const SizetArray &N_shared, const RealMatrix &sum_L_refined, const SizetArray &N_refined, size_t lev, const RealVector &beta, RealVector &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mlmf_control(Real sum_Hl, Real sum_Hlm1, Real sum_Ll, Real sum_Llm1, size_t N_shared, Real sum_Ll_refined, Real sum_Llm1_refined, size_t N_refined, Real beta_dot, Real gamma, Real &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
apply_mlmf_control(const RealMatrix &sum_Hl, const RealMatrix &sum_Hlm1, const RealMatrix &sum_Ll, const RealMatrix &sum_Llm1, const SizetArray &N_shared, const RealMatrix &sum_Ll_refined, const RealMatrix &sum_Llm1_refined, const SizetArray &N_refined, size_t lev, const RealVector &beta_dot, const RealVector &gamma, RealVector &H_raw_mom)NonDMultilevControlVarSamplinginlineprivate
archive_allocate_mappings()NonDprotected
archive_allocate_pdf()NonDprotected
archive_equiv_hf_evals(const Real equiv_hf_evals)NonDprotected
archive_extreme_responses(size_t inc_id=0)NonDSampling
archive_from_resp(size_t fn_index, size_t inc_id=0)NonDprotected
archive_model_response(const Response &, size_t idx) constAnalyzerinlineprotectedvirtual
archive_model_variables(const Model &, size_t idx) constAnalyzerinlineprotectedvirtual
archive_moment_confidence_intervals(size_t inc_id=0)NonDSampling
archive_moments(size_t inc_id=0)NonDSampling
archive_pdf(size_t fn_index, size_t inc_id=0)NonDprotected
archive_sobol_indices() constAnalyzerprotected
archive_std_regress_coeffs()NonDSampling
archive_to_resp(size_t fn_index, size_t inc_id=0)NonDprotected
archive_tolerance_intervals(size_t inc_id=0)NonDSampling
assign_rep(std::shared_ptr< Iterator > iterator_rep)Iterator
assign_specification_sequence(size_t index)NonDEnsembleSamplingprotected
assign_static_member(const Real &conv_tol, size_t &qoi, const size_t &qoi_aggregation, const size_t &num_functions, const RealVector &level_cost_vec, const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const RealVector &pilot_samples, const RealMatrix &scalarization_response_mapping) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
assign_static_member_problem18(Real &var_L_exact, Real &var_H_exact, Real &mu_four_L_exact, Real &mu_four_H_exact, Real &Ax, RealVector &level_cost_vec) const (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
average(const Real *vec, size_t vec_len) constNonDEnsembleSamplinginlineprotected
average(const RealVector &vec) constNonDEnsembleSamplinginlineprotected
average(const SizetArray &sa) constNonDEnsembleSamplinginlineprotected
average(const RealMatrix &mat, size_t avg_index, RealVector &avg_vec) constNonDEnsembleSamplinginlineprotected
average_online_cost(const RealVector &accum_cost, const SizetArray &num_cost, RealVector &seq_cost)NonDHierarchSamplinginlineprotected
avgEstVarNonDHierarchSamplingprotected
backfillDuplicatesNonDSamplingprotected
backfillFailuresNonDEnsembleSamplingprotected
bestResponseArrayIteratorprotected
bestVariablesArrayIteratorprotected
bestVarsRespMapAnalyzerprotected
bootstrapSeed (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
cdfFlagNonDprotected
centered_to_standard(Real cm1, Real cm2, Real cm3, Real cm4, Real &sm1, Real &sm2, Real &sm3, Real &sm4)NonDEnsembleSamplinginlineprotectedstatic
check_negative(Real &cm)NonDEnsembleSamplinginlineprotectedstatic
check_sub_iterator_conflict()Iteratorvirtual
compact_mode() constAnalyzerinlineprotectedvirtual
compactModeAnalyzerprotected
compute_best_metrics(const Response &response, std::pair< Real, Real > &metrics)Analyzerprivate
compute_bootstrap_covariance(const size_t step, const size_t qoi, const IntRealMatrixMap &lev_qoisamplematrix_map, const Real N, const bool compute_gradient, Real &grad, int *seed) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_cov(const RealVector &samples_X, const RealVector &samples_hat) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_cov_mean_sigma(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_mean_sigma_fd(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_meanl_varlmone(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_cov_meanlmone_varl(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_densities(const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false)NonDprotected
compute_error_estimates(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &num_Q)NonDMultilevelSamplingprivate
compute_eval_ratios(RealMatrix &sum_L_shared, RealMatrix &sum_H, RealMatrix &sum_LL, RealMatrix &sum_LH, RealMatrix &sum_HH, Real cost_ratio, size_t lev, const SizetArray &N_shared, RealMatrix &var_H, RealMatrix &rho2_LH, RealVector &eval_ratios)NonDMultilevControlVarSamplingprivate
compute_eval_ratios(RealMatrix &sum_Ll, RealMatrix &sum_Llm1, RealMatrix &sum_Hl, RealMatrix &sum_Hlm1, RealMatrix &sum_Ll_Ll, RealMatrix &sum_Ll_Llm1, RealMatrix &sum_Llm1_Llm1, RealMatrix &sum_Hl_Ll, RealMatrix &sum_Hl_Llm1, RealMatrix &sum_Hlm1_Ll, RealMatrix &sum_Hlm1_Llm1, RealMatrix &sum_Hl_Hl, RealMatrix &sum_Hl_Hlm1, RealMatrix &sum_Hlm1_Hlm1, Real cost_ratio, size_t lev, const SizetArray &N_shared, RealMatrix &var_YHl, RealMatrix &rho_dot2_LH, RealVector &eval_ratios)NonDMultilevControlVarSamplingprivate
compute_grad_cov_meanl_vark(const Real cov_mean_var, const Real var_of_var, const Real var_of_sigma, const Real grad_var_of_var, const Real grad_var_of_sigma, const Real Nlq) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
compute_intervals(RealRealPairArray &extreme_fns)NonDSamplinginline
compute_intervals(const IntResponseMap &samples)NonDSamplinginline
compute_intervals(RealRealPairArray &extreme_fns, const IntResponseMap &samples)NonDSampling
compute_level_mappings(const IntResponseMap &samples)NonDSampling
compute_mc_estimator_variance(const RealVector &var_l, const SizetArray &N_l, RealVector &mc_est_var)NonDEnsembleSamplinginlineprotected
compute_mean(const RealVector &samples) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const Real N) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mean(const RealVector &samples, const Real N, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_mf_control(Real sum_L, Real sum_H, Real sum_LL, Real sum_LH, size_t N_shared, Real &beta)NonDEnsembleSamplinginlineprotected
compute_mf_control(const RealMatrix &sum_L, const RealMatrix &sum_H, const RealMatrix &sum_LL, const RealMatrix &sum_LH, const SizetArray &N_shared, size_t lev, RealVector &beta)NonDEnsembleSamplinginlineprotected
compute_mf_control(const RealVector &sum_L, const RealVector &sum_H, const RealVector &sum_LL, const RealVector &sum_LH, const SizetArray &N_shared, RealVector &beta)NonDEnsembleSamplinginlineprotected
compute_mf_correlation(Real sum_L, Real sum_H, Real sum_LL, Real sum_LH, Real sum_HH, size_t N_shared, Real &var_H, Real &rho2_LH)NonDMultilevControlVarSamplinginlineprivate
compute_ml_equivalent_cost(const SizetArray &raw_N_l, const RealVector &cost) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivate
compute_ml_estimator_variance(const RealMatrix &var_Y, const Sizet2DArray &num_Y, RealVector &ml_est_var)NonDMultilevelSamplinginlineprotected
compute_mlmf_control(Real sum_Ll, Real sum_Llm1, Real sum_Hl, Real sum_Hlm1, Real sum_Ll_Ll, Real sum_Ll_Llm1, Real sum_Llm1_Llm1, Real sum_Hl_Ll, Real sum_Hl_Llm1, Real sum_Hlm1_Ll, Real sum_Hlm1_Llm1, Real sum_Hl_Hl, Real sum_Hl_Hlm1, Real sum_Hlm1_Hlm1, size_t N_shared, Real &var_YHl, Real &rho_dot2_LH, Real &beta_dot, Real &gamma)NonDMultilevControlVarSamplingprivate
compute_mlmf_control(const RealMatrix &sum_Ll, const RealMatrix &sum_Llm1, const RealMatrix &sum_Hl, const RealMatrix &sum_Hlm1, const RealMatrix &sum_Ll_Ll, const RealMatrix &sum_Ll_Llm1, const RealMatrix &sum_Llm1_Llm1, const RealMatrix &sum_Hl_Ll, const RealMatrix &sum_Hl_Llm1, const RealMatrix &sum_Hlm1_Ll, const RealMatrix &sum_Hlm1_Llm1, const RealMatrix &sum_Hl_Hl, const RealMatrix &sum_Hl_Hlm1, const RealMatrix &sum_Hlm1_Hlm1, const SizetArray &N_shared, size_t lev, RealVector &beta_dot, RealVector &gamma)NonDMultilevControlVarSamplinginlineprivate
compute_mlmf_equivalent_cost(const SizetArray &raw_N_hf, const RealVector &hf_cost, const SizetArray &raw_N_lf, const RealVector &lf_cost)NonDMultilevControlVarSamplinginlineprivate
compute_mlmf_estimator_variance(const RealMatrix &var_Y, const Sizet2DArray &num_Y, const RealMatrix &Lambda, RealVector &mlmf_est_var)NonDMultilevControlVarSamplinginlineprivate
compute_moment_confidence_intervals(const RealMatrix &moment_stats, RealMatrix &moment_conf_ints, const SizetArray &sample_counts, short moments_type)NonDSampling
compute_moment_gradients(const RealVectorArray &fn_samples, const RealMatrixArray &grad_samples, const RealMatrix &moment_stats, RealMatrix &moment_grads, short moments_type)NonDSampling
compute_moments(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples)NonDSamplinginline
Dakota::NonDHierarchSampling::compute_moments(const IntResponseMap &samples)NonDSamplinginline
Dakota::NonDHierarchSampling::compute_moments(const IntResponseMap &samples, RealMatrix &moment_stats, RealMatrix &moment_grads, RealMatrix &moment_conf_ints, short moments_type, const StringArray &labels)NonDSampling
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples, SizetArray &sample_counts, RealMatrix &moment_stats, short moments_type, const StringArray &labels)NonDSamplingstatic
Dakota::NonDHierarchSampling::compute_moments(const RealVectorArray &fn_samples, RealMatrix &moment_stats, short moments_type)NonDSamplingstatic
Dakota::NonDHierarchSampling::compute_moments(const RealMatrix &fn_samples, RealMatrix &moment_stats, short moments_type)NonDSamplingstatic
compute_sample_allocation_target(const RealMatrix &var_qoi, const RealVector &cost, const Sizet2DArray &N_actual, const SizetArray &N_alloc, SizetArray &delta_N_l)NonDMultilevelSamplingprivate
compute_sample_allocation_target(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const RealVector &eps_sq_div_2_in, const RealMatrix &var_qoi, const RealVector &cost, const Sizet2DArray &N_pilot, const Sizet2DArray &N_online, const SizetArray &N_alloc, SizetArray &delta_N_l)NonDMultilevelSamplingprivate
compute_statistics(const RealMatrix &vars_samples, const IntResponseMap &resp_samples)NonDSampling
compute_std(const RealVector &samples) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const Real N) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_std(const RealVector &samples, const Real N, const bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
compute_vbd_stats(const size_t num_samples, const IntResponseMap &resp_samples)Analyzerprotected
compute_wilks_alpha(unsigned short order, int nsamples, Real beta, bool twosided=false)NonDSamplingstatic
compute_wilks_beta(unsigned short order, int nsamples, Real alpha, bool twosided=false)NonDSamplingstatic
compute_wilks_residual(unsigned short order, int nsamples, Real alpha, Real beta, bool twosided)NonDSamplingstatic
compute_wilks_sample_size(unsigned short order, Real alpha, Real beta, bool twosided=false)NonDSamplingstatic
computedGenRelLevelsNonDprotected
computedPDFAbscissasNonDprotected
computedPDFOrdinatesNonDprotected
computedProbLevelsNonDprotected
computedRelLevelsNonDprotected
computedRespLevelsNonDprotected
configure_cost(unsigned short num_steps, bool multilevel, RealVector &cost)NonDinlineprotected
configure_indices(unsigned short group, unsigned short form, size_t lev, short seq_type)NonDMultilevelSamplingprotected
configure_indices(size_t group, size_t form, size_t lev, short seq_type)NonDMultilevelSamplinginlineprotected
configure_sequence(size_t &num_steps, size_t &secondary_index, short &seq_type)NonDprotected
construct_lhs(Iterator &u_space_sampler, Model &u_model, unsigned short sample_type, int num_samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode=ACTIVE)NonDprotected
convergence_tolerance(Real conv_tol)Iteratorinline
convergence_tolerance() constIteratorinline
convergenceTolIteratorprotected
convergenceTolTargetNonDMultilevelSamplingprivate
convergenceTolTypeNonDMultilevelSamplingprivate
convergenceTolVec (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
convert_moments(const RealMatrix &raw_mom, RealMatrix &final_mom)NonDEnsembleSamplingprotected
core_run()NonDMultilevControlVarSamplingprotectedvirtual
costMetadataIndicesNonDEnsembleSamplingprotected
cov_approximation_type (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_BOOTSTRAP enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_CORRLIFT enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
COV_PEARSON enum value (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
cv_raw_moments(IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, const SizetArray &N_shared, IntRealMatrixMap &sum_L_refined, const SizetArray &N_refined, size_t lev, RealMatrix &H_raw_mom)NonDMultilevControlVarSamplingprivate
cv_raw_moments(IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, const SizetArray &N_shared, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, const SizetArray &N_refined, size_t lev, RealMatrix &H_raw_mom)NonDMultilevControlVarSamplingprivate
declare_sources()Iteratorvirtual
delegateMethodNonDMultilevControlVarSamplingprivate
deltaEquivHFNonDEnsembleSamplingprotected
derived_free_communicators(ParLevLIter pl_iter)Iteratorvirtual
derived_init_communicators(ParLevLIter pl_iter)Iteratorprotectedvirtual
derived_set_communicators(ParLevLIter pl_iter)NonDprotectedvirtual
differ(size_t N_alloc_ij, const SizetArray &N_actual_ij) constNonDinlineprotected
differ(const SizetArray &N_alloc_i, const Sizet2DArray &N_actual_i) constNonDinlineprotected
differ(const Sizet2DArray &N_alloc, const Sizet3DArray &N_actual) constNonDinlineprotected
discrepancy_sample_counts() constNonDMultilevControlVarSamplinginlineprotectedvirtual
distribute_levels(RealVectorArray &levels, bool ascending=true)NonDprivate
epistemicStatsNonDprotected
equivHFEvalsNonDEnsembleSamplingprotected
estimate_partition_bounds()Iteratorvirtual
estimator_accuracy_metric() (defined in NonDHierarchSampling)NonDHierarchSamplinginlineprotectedvirtual
estimator_cost_metric()NonDEnsembleSamplinginlineprotected
estVarNonDMultilevelSamplingprotected
estvar_ratios_to_avg_estvar(const RealVector &estvar_ratios, const RealVector &var_H, const SizetArray &N_H, Real &avg_est_var)NonDEnsembleSamplinginlineprotected
estVarIter0NonDEnsembleSamplingprotected
eval_tag_prefix(const String &eval_id_str)Iteratorvirtual
evaluate_levels(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, RealVector &cost, Sizet2DArray &N_actual_pilot, Sizet2DArray &N_actual_online, SizetArray &N_alloc_pilot, SizetArray &N_alloc_online, SizetArray &delta_N_l, RealMatrix &var_Y, RealMatrix &var_qoi, RealVector &eps_sq_div_2, bool increment_cost, bool pilot_estvar)NonDMultilevelSamplingprivate
evaluate_ml_sample_increment(String prepend, unsigned short step)NonDMultilevelSamplingprotected
evaluate_parameter_sets(Model &model, bool log_resp_flag, bool log_best_flag)Analyzerprotected
evaluate_pilot(RealVector &hf_cost, RealVector &lf_cost, RealVectorArray &eval_ratios, RealMatrix &Lambda, RealMatrix &var_YH, SizetArray &N_alloc, Sizet2DArray &N_actual, RealVector &hf_targets, bool accumulate_cost, bool pilot_estvar)NonDMultilevControlVarSamplingprivate
evaluationsDBIteratorprotected
evaluationsDBStateIteratorprotected
exact_var_of_sigma_problem18(const RealVector &Nl) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
exact_var_of_var_problem18(const RealVector &Nl) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
execNumIteratorprivate
export_all_samples(String root_prepend, const Model &model, size_t iter, size_t step)NonDEnsembleSamplingprotected
export_final_surrogates(Model &data_fit_surr_model)Iteratorprotected
exportSampleSetsNonDEnsembleSamplingprotected
exportSamplesFormatNonDEnsembleSamplingprotected
exportSurrogateIteratorprotected
extremeValuesNonDSamplingprotected
final_moments_type() constNonDinline
final_moments_type(short type)NonDinline
finalize_run()NonDinlineprotectedvirtual
finalMomentsTypeNonDprotected
finalStatErrorsNonDSamplingprotected
finalStatisticsNonDprotected
finalStatsTypeNonDEnsembleSamplingprotected
free_communicators(ParLevLIter pl_iter)Iterator
functionMomentsComputedNonDSamplingprotected
get_iterator(ProblemDescDB &problem_db)Iteratorprivate
get_iterator(ProblemDescDB &problem_db, Model &model)Iteratorprivate
get_iterator(const String &method_string, Model &model)Iteratorprivate
get_parameter_sets(Model &model)NonDSamplinginlineprotectedvirtual
get_parameter_sets(Model &model, const size_t num_samples, RealMatrix &design_matrix)NonDSamplinginlineprotectedvirtual
get_parameter_sets(Model &model, const size_t num_samples, RealMatrix &design_matrix, bool write_msg)NonDSamplingprotected
get_parameter_sets(const RealVector &lower_bnds, const RealVector &upper_bnds)NonDSamplingprotected
get_parameter_sets(const RealVector &means, const RealVector &std_devs, const RealVector &lower_bnds, const RealVector &upper_bnds, RealSymMatrix &correl)NonDSamplingprotected
get_vbd_parameter_sets(Model &model, size_t num_samples)Analyzerprotected
get_wilks_alpha_max() (defined in NonDSampling)NonDSamplinginlinestatic
get_wilks_alpha_min()NonDSamplinginlinestatic
get_wilks_beta_max() (defined in NonDSampling)NonDSamplinginlinestatic
get_wilks_beta_min() (defined in NonDSampling)NonDSamplinginlinestatic
gnewton_set_recast(const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)Iteratorprotectedstatic
homogeneous(const SizetArray &N_l) constNonDinlineprivate
increment_ml_equivalent_cost(size_t new_N_l, Real lev_cost, Real ref_cost, Real &equiv_hf)NonDMultilevelSamplinginlineprotected
increment_mlmf_equivalent_cost(size_t new_N_hf, Real hf_lev_cost, size_t new_N_lf, Real lf_lev_cost, Real hf_ref_cost, Real &equiv_hf)NonDMultilevControlVarSamplinginlineprivate
increment_samples(SizetArray &N_l, size_t incr)NonDEnsembleSamplinginlineprotected
increment_samples(Sizet2DArray &N_l, const SizetArray &incr)NonDEnsembleSamplinginlineprotected
inflate_approx_samples(const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)NonDprotected
inflate_sequence_samples(const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)NonDprotected
init_communicators(ParLevLIter pl_iter)Iterator
initial_point(const Variables &pt)Iteratorvirtual
initial_point(const RealVector &pt)Iteratorvirtual
initial_points(const VariablesArray &pts)Iteratorvirtual
initial_points() constIteratorprotectedvirtual
initialize_counts()NonDprivate
initialize_final_statistics()NonDEnsembleSamplingprotectedvirtual
initialize_graphics(int iterator_server_id=1)Iteratorvirtual
initialize_iterator(int job_index)Iteratorvirtual
initialize_level_mappings()NonDprotected
initialize_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1, size_t num_lev)NonDMultilevelSamplingprivate
initialize_mlmf_sums(IntRealMatrixMap &sum_L_shared, IntRealMatrixMap &sum_L_refined, IntRealMatrixMap &sum_H, IntRealMatrixMap &sum_LL, IntRealMatrixMap &sum_LH, IntRealMatrixMap &sum_HH, size_t num_ml_lev, size_t num_cv_lev)NonDMultilevControlVarSamplingprivate
initialize_mlmf_sums(IntRealMatrixMap &sum_Ll, IntRealMatrixMap &sum_Llm1, IntRealMatrixMap &sum_Ll_refined, IntRealMatrixMap &sum_Llm1_refined, IntRealMatrixMap &sum_Hl, IntRealMatrixMap &sum_Hlm1, IntRealMatrixMap &sum_Ll_Ll, IntRealMatrixMap &sum_Ll_Llm1, IntRealMatrixMap &sum_Llm1_Llm1, IntRealMatrixMap &sum_Hl_Ll, IntRealMatrixMap &sum_Hl_Llm1, IntRealMatrixMap &sum_Hlm1_Ll, IntRealMatrixMap &sum_Hlm1_Llm1, IntRealMatrixMap &sum_Hl_Hl, IntRealMatrixMap &sum_Hl_Hlm1, IntRealMatrixMap &sum_Hlm1_Hlm1, size_t num_ml_lev, size_t num_cv_lev)NonDMultilevControlVarSamplingprivate
initialize_model_graphics(Model &model, int iterator_server_id)Iteratorprotected
initialize_response_covariance()NonDprotectedvirtual
initialize_run()NonDinlineprotectedvirtual
initialize_sample_driver(bool write_message, size_t num_samples)NonDSamplingprotected
is_null() constIteratorinline
iterated_model(const Model &model)Iteratorinline
iterated_model()Iteratorinline
iteratedModelIteratorprotected
Iterator(std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iterator
Iterator(const Iterator &iterator)Iterator
Iterator(BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
Iterator(NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
Iterator(NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
Iterator(NoDBBaseConstructor, Model &model, size_t max_iter, size_t max_eval, Real conv_tol, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))Iteratorprotected
iterator_rep() constIteratorinline
iteratorRepIteratorprivate
level_cost(const RealVector &cost, size_t step)NonDMultilevelSamplinginlineprotected
level_mappings_file(size_t fn_index, const String &qoi_label) constNonDprivate
levQoisamplesmatrixMap (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
lf_increment(const RealVector &eval_ratios, const SizetArray &N_lf, Real hf_target, RealVector &lf_targets, size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lf_increment(const RealVector &eval_ratios, size_t N_lf, Real hf_target, Real &lf_target, size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lf_perform_samples(size_t iter, size_t lev)NonDMultilevControlVarSamplingprivate
lhsDriverNonDSamplingprotected
linear_constraints(const RealMatrix &lin_ineq_coeffs, const RealVector &lin_ineq_lb, const RealVector &lin_ineq_ub, const RealMatrix &lin_eq_coeffs, const RealVector &lin_eq_tgt)Iteratorvirtual
load_pilot_sample(const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l)NonDprotected
load_pilot_sample(const SizetArray &pilot_spec, short seq_type, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l)NonDprotected
maxEvalConcurrencyIteratorprotected
maxFunctionEvalsIteratorprotected
maximum_evaluation_concurrency() constIteratorinline
maximum_evaluation_concurrency(int max_conc)Iteratorinline
maximum_iterations() constIteratorinline
maximum_iterations(size_t max_iter)Iteratorinline
maxIterationsIteratorprotected
method_enum_to_string(unsigned short method_enum) constIterator
method_id() constIteratorinline
method_name(unsigned short m_name)Iteratorinline
method_name() constIteratorinline
method_recourse()Iteratorvirtual
method_string(const String &m_str)Iteratorinline
method_string() constIteratorinline
method_string_to_enum(const String &method_str) constIterator
methodIdIteratorprivate
methodNameIteratorprotected
methodPCIterIteratorprotected
methodPCIterMapIteratorprivate
methodTraitsIteratorprotected
miPLIndexNonDprotected
ml_raw_moments(const RealMatrix &sum_H1, const RealMatrix &sum_H2, const RealMatrix &sum_H3, const RealMatrix &sum_H4, const Sizet2DArray &N_hf, size_t start, size_t end, RealMatrix &ml_raw_mom)NonDMultilevelSamplinginlineprotected
mlmfIterNonDEnsembleSamplingprotected
mode_bits(const Variables &vars, BitArray &active_vars, BitArray &active_corr) constNonDSamplingprotected
mode_counts(const Variables &vars, size_t &cv_start, size_t &num_cv, size_t &div_start, size_t &num_div, size_t &dsv_start, size_t &num_dsv, size_t &drv_start, size_t &num_drv) constNonDSamplingprotected
momentCIsNonDSamplingprivate
momentGradsNonDSamplingprotected
momentStatsNonDprotected
multilevel_control_variate_mc_offline_pilot()NonDMultilevControlVarSamplingprivate
multilevel_control_variate_mc_pilot_projection()NonDMultilevControlVarSamplingprivate
multilevel_control_variate_mc_Qcorr()NonDMultilevControlVarSamplingprivate
multilevel_mc_offline_pilot()NonDMultilevelSamplingprivate
multilevel_mc_pilot_projection()NonDMultilevelSamplingprivate
multilevel_mc_Qsum()NonDMultilevelSamplingprivate
myModelLayersIteratorprotected
nested_response_mappings(const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)NonDMultilevelSamplinginlineprotectedvirtual
nested_variable_mappings(const SizetArray &c_index1, const SizetArray &di_index1, const SizetArray &ds_index1, const SizetArray &dr_index1, const ShortArray &c_target2, const ShortArray &di_target2, const ShortArray &ds_target2, const ShortArray &dr_target2)Iteratorvirtual
NLevActualNonDEnsembleSamplingprotected
NLevAllocNonDEnsembleSamplingprotected
no_spec_id()Iteratorprivatestatic
NonD(ProblemDescDB &problem_db, Model &model)NonDprotected
NonD(unsigned short method_name, Model &model)NonDprotected
NonD(unsigned short method_name, Model &model, const ShortShortPair &approx_view)NonDprotected
NonD(unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds)NonDprotected
NonDEnsembleSampling(ProblemDescDB &problem_db, Model &model)NonDEnsembleSampling
NonDHierarchSampling(ProblemDescDB &problem_db, Model &model)NonDHierarchSampling
nondInstanceNonDprotectedstatic
NonDMultilevControlVarSampling(ProblemDescDB &problem_db, Model &model)NonDMultilevControlVarSampling
NonDMultilevelSampling(ProblemDescDB &problem_db, Model &model)NonDMultilevelSampling
nonDSampCorrNonDSamplingprotected
NonDSampling(Model &model, const RealMatrix &sample_matrix)NonDSampling
NonDSampling(ProblemDescDB &problem_db, Model &model)NonDSamplingprotected
NonDSampling(unsigned short method_name, Model &model, unsigned short sample_type, size_t samples, int seed, const String &rng, bool vary_pattern, short sampling_vars_mode)NonDSamplingprotected
NonDSampling(unsigned short sample_type, size_t samples, int seed, const String &rng, const RealVector &lower_bnds, const RealVector &upper_bnds)NonDSamplingprotected
NonDSampling(unsigned short sample_type, size_t samples, int seed, const String &rng, const RealVector &means, const RealVector &std_devs, const RealVector &lower_bnds, const RealVector &upper_bnds, RealSymMatrix &correl)NonDSamplingprotected
nonlinear_constraints(const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt)Iteratorvirtual
noSpecIdNumIteratorprivatestatic
NTargetQoINonDMultilevelSamplingprivate
num_final_solutions() constIteratorinline
num_final_solutions(size_t num_final)Iteratorinline
num_samples() constNonDSamplinginlineprotectedvirtual
numCAUVNonDprotected
numContinuousVarsAnalyzerprotected
numDiscreteIntVarsAnalyzerprotected
numDiscreteRealVarsAnalyzerprotected
numDiscreteStringVarsAnalyzerprotected
numFinalSolutionsIteratorprotected
numFunctionsAnalyzerprotected
numLHSRunsNonDSamplingprotected
numLSqTermsAnalyzerprotected
numObjFnsAnalyzerprotected
numSamplesNonDSamplingprotected
numStepsNonDEnsembleSamplingprotected
one_sided_delta(Real current, Real target)NonDinlineprotected
one_sided_delta(const SizetArray &current, const RealVector &targets, size_t power)NonDinlineprotected
one_sided_delta(const SizetArray &current, Real target, size_t power)NonDinlineprotected
onlineCostNonDEnsembleSamplingprotected
operator=(const Iterator &iterator)Iterator
output_level(short out_lev)Iteratorinline
output_level() constIteratorinline
outputLevelIteratorprotected
pack_parameters_buffer(MPIPackBuffer &send_buffer, int job_index)Iteratorvirtual
pack_results_buffer(MPIPackBuffer &send_buffer, int job_index)Iteratorvirtual
parallel_configuration_iterator(ParConfigLIter pc_iter)Iteratorinline
parallel_configuration_iterator() constIteratorinline
parallel_configuration_iterator_map(std::map< size_t, ParConfigLIter > pci_map)Iteratorinline
parallel_configuration_iterator_map() constIteratorinline
parallel_library() constIteratorinline
parallelLibIteratorprotected
pdf_output() constNonDinline
pdf_output(bool output)NonDinline
pdfComputedNonDprotected
pdfOutputNonDprotected
pilotMgmtModeNonDEnsembleSamplingprotected
pilotSamplesNonDEnsembleSamplingprotected
post_input()Iteratorvirtual
post_run(std::ostream &s)NonDEnsembleSamplingprotectedvirtual
pre_output()Analyzerprotectedvirtual
pre_run()NonDMultilevControlVarSamplingprotectedvirtual
prevNondInstanceNonDprotected
print_densities(std::ostream &s) constNonDinlineprotected
print_densities(std::ostream &s, String qoi_type, const StringArray &pdf_labels) constNonDprotected
print_intervals(std::ostream &s) constNonDSamplinginline
print_intervals(std::ostream &s, String qoi_type, const StringArray &interval_labels) constNonDSampling
print_level_map(std::ostream &s, size_t fn_index, const String &qoi_label) constNonDprivate
print_level_mappings(std::ostream &s) constNonDinline
print_level_mappings(std::ostream &s, String qoi_type, const StringArray &qoi_labels) constNonD
print_level_mappings(std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="")NonD
print_moments(std::ostream &s) constNonDSamplinginline
print_moments(std::ostream &s, String qoi_type, const StringArray &moment_labels) constNonDSamplinginline
print_moments(std::ostream &s, const RealMatrix &moment_stats, const RealMatrix moment_cis, String qoi_type, short moments_type, const StringArray &moment_labels, bool print_cis)NonDSamplingstatic
print_multilevel_discrepancy_summary(std::ostream &s, const SizetArray &N_m)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const SizetArray &N_m, const SizetArray &N_mp1)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const Sizet2DArray &N_m)NonDprotected
print_multilevel_discrepancy_summary(std::ostream &s, const Sizet2DArray &N_m, const Sizet2DArray &N_mp1)NonDprotected
print_multilevel_evaluation_summary(std::ostream &s, const SizetArray &N_m)NonDprotected
print_multilevel_evaluation_summary(std::ostream &s, const Sizet2DArray &N_m)NonDprotected
print_multilevel_model_summary(std::ostream &s, const std::vector< ArrayType > &N_samp, String type, short seq_type, bool discrep_flag)NonDprotected
print_multilevel_row(std::ostream &s, const SizetArray &N_j)NonDprivate
print_multilevel_row(std::ostream &s, const SizetArray &N_j, const SizetArray &N_jp1)NonDprivate
print_results(std::ostream &s, short results_state=FINAL_RESULTS)NonDEnsembleSamplingprotectedvirtual
print_sobol_indices(std::ostream &s) constAnalyzerprotected
print_statistics(std::ostream &s) constNonDSampling
print_system_mappings(std::ostream &s) constNonDprotected
print_tolerance_intervals_statistics(std::ostream &s) constNonDSampling
print_variance_reduction(std::ostream &s) (defined in NonDMultilevControlVarSampling)NonDMultilevControlVarSamplingprotectedvirtual
print_wilks_stastics(std::ostream &s) constNonDSampling
probDescDBIteratorprotected
problem_description_db() constIteratorinline
project_mc_estimator_variance(const RealVector &var_l, const SizetArray &N_l, size_t new_samp, RealVector &mc_est_var)NonDEnsembleSamplinginlineprotected
pull_level_mappings(RealVector &level_maps, size_t offset)NonDprotected
push_level_mappings(const RealVector &level_maps, size_t offset)NonDprotected
qoiAggregationNonDMultilevelSamplingprivate
query_cost(unsigned short num_steps, bool multilevel, RealVector &cost)NonDprotected
query_cost(unsigned short num_steps, Model &model, RealVector &cost)NonDprotected
random_number_generator() constNonDSamplinginline
random_seed(int seed)NonDSamplinginlineprotectedvirtual
randomSeedNonDSamplingprotected
randomSeedSeqSpecNonDEnsembleSamplingprotected
read_variables_responses(int num_evals, size_t num_vars)Analyzerprotected
recast_model_view(const ShortShortPair &view_override)Analyzerprivate
recover_paired_online_cost(RealVector &seq_cost, size_t step)NonDHierarchSamplinginlineprotected
recover_variance(const RealMatrix &moment_stats, RealVector &var_H)NonDMultilevelSamplinginlineprotected
requested_levels(const RealVectorArray &req_resp_levels, const RealVectorArray &req_prob_levels, const RealVectorArray &req_rel_levels, const RealVectorArray &req_gen_rel_levels, short resp_lev_tgt, short resp_lev_tgt_reduce, bool cdf_flag, bool pdf_output)NonD
requestedGenRelLevelsNonDprotected
requestedProbLevelsNonDprotected
requestedRelLevelsNonDprotected
requestedRespLevelsNonDprotected
reset()Iteratorvirtual
reset_ml_Qsums(IntRealMatrixMap &sum_Ql, IntRealMatrixMap &sum_Qlm1, IntIntPairRealMatrixMap &sum_QlQlm1)NonDMultilevelSamplingprivate
resize()NonDEnsembleSamplingvirtual
resize_active_set()NonDEnsembleSamplinginlineprotected
resize_communicators(ParLevLIter pl_iter, bool reinit_comms)Iterator
resize_final_statistics_gradients()NonDprotected
respLevelTargetNonDprotected
respLevelTargetReduceNonDprotected
response_array_results()Analyzerinlineprotectedvirtual
response_error_estimates() constNonDSamplinginlineprotectedvirtual
response_results() constNonDinlineprotectedvirtual
response_results_active_set(const ActiveSet &set)NonDinlineprotectedvirtual
resultsDBIteratorprotected
resultsNamesIteratorprotected
returns_multiple_points() constAnalyzerinlineprotectedvirtual
rngNameNonDSamplingprotected
run(ParLevLIter pl_iter)Iterator
run()Iterator
run_identifier() constIteratorprotected
S4Analyzerprivate
sample_to_cv(const Real *sample_vars, Variables &vars, size_t &acv_index, size_t num_acv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_cv_type(const Real *sample_vars, Variables &vars, size_t &cv_index, size_t num_cv, size_t &div_index, size_t num_div, size_t &dsv_index, size_t num_dsv, size_t &drv_index, size_t num_drv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_div(const Real *sample_vars, Variables &vars, size_t &adiv_index, size_t num_adiv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_drv(const Real *sample_vars, Variables &vars, size_t &adrv_index, size_t num_adrv, size_t &samp_index)NonDSamplinginlineprivate
sample_to_dsv(const Real *sample_vars, Variables &vars, size_t &adsv_index, size_t num_adsv, size_t &samp_index, const StringSetArray &dss_values)NonDSamplinginlineprivate
sample_to_type(const Real *sample_vars, Variables &vars, size_t &cv_index, size_t num_cv, size_t &div_index, size_t num_div, size_t &dsv_index, size_t num_dsv, size_t &drv_index, size_t num_drv, size_t &samp_index, Model &model)NonDSamplinginlineprivate
sample_to_variables(const Real *sample_vars, Variables &vars)NonDSamplinginlineprotectedvirtual
sample_to_variables(const Real *sample_vars, Variables &vars, Model &model)NonDSamplingprivate
sampleRanksNonDSamplingprotected
sampleRanksModeNonDSamplingprotected
samples_to_variables_array(const RealMatrix &sample_matrix, VariablesArray &vars_array)Analyzerprotected
samplesIncrementNonDSamplingprotected
samplesRefNonDSamplingprotected
samplesSpecNonDSamplingprotected
sampleTypeNonDSamplingprotected
sampling_increment()Iteratorvirtual
sampling_reference(size_t samples_ref)NonDSamplinginlineprotectedvirtual
sampling_reset(size_t min_samples, bool all_data_flag, bool stats_flag)NonDSamplinginlineprotectedvirtual
sampling_scheme() constNonDSamplinginlinevirtual
samplingVarsModeNonDSamplingprotected
scalarizationCoeffsNonDMultilevelSamplingprivate
secondaryIndexNonDEnsembleSamplingprotected
seed_sequence(size_t index)NonDEnsembleSamplinginlineprotected
seed_updated()NonDEnsembleSamplinginlineprotectedvirtual
seedIndexNonDEnsembleSamplingprivate
seedSpecNonDSamplingprotected
seq_index (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
sequenceCostNonDEnsembleSamplingprotected
sequenceTypeNonDEnsembleSamplingprotected
set_communicators(ParLevLIter pl_iter)Iterator
set_convergence_tol(const RealVector &estimator_var0_qoi, const RealVector &cost, RealVector &eps_sq_div_2_qoi)NonDMultilevelSamplinginlineprivate
startCAUVNonDprotected
statsFlagNonDSamplingprotected
stdRegressionCoeffsNonDSamplingprotected
store_evaluations(const size_t step)NonDMultilevelSamplingprivate
storeEvals (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivate
sub_iterator_flag(bool si_flag)Iterator
sub_optimizer_select(unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_NPSOL)NonDprotected
subIteratorFlagIteratorprotected
submethod_enum_to_string(unsigned short submethod_enum) constIterator
sum(const Real *vec, size_t vec_len) constNonDEnsembleSamplinginlineprotected
summary_output(bool summary_output_flag)Iteratorinline
summaryOutputFlagIteratorprotected
surrExportFormatIteratorprotected
surrExportPrefixIteratorprotected
T4Analyzerprivate
target_cost_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_cost_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_cost_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate)NonDMultilevelSamplingprivatestatic
target_cost_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_scalarization_objective_eval_optpp_fd(int mode, int n, const RealVector &x, double &f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_constraint_eval_optpp_problem18(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_sigma_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_logscale_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_logscale_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_npsol(int &mode, int &m, int &n, int &ldJ, int *needc, double *x, double *g, double *grad_g, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_optpp(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_constraint_eval_optpp_problem18(int mode, int n, const RealVector &x, RealVector &g, RealMatrix &grad_g, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_logscale_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_logscale_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_npsol(int &mode, int &n, double *x, double &f, double *gradf, int &nstate) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
target_var_objective_eval_optpp(int mode, int n, const RealVector &x, double &f, RealVector &grad_f, int &result_mode) (defined in NonDMultilevelSampling)NonDMultilevelSamplingprivatestatic
tiConfidenceLevelNonDSamplingprotected
tiCoverageNonDSamplingprotected
tiDeltaMultiplicativeFactor (defined in NonDSampling)NonDSamplingprotected
tiDstienMus (defined in NonDSampling)NonDSamplingprotected
tiDstienSigmas (defined in NonDSampling)NonDSamplingprotected
tiNumValidSamples (defined in NonDSampling)NonDSamplingprotected
tiSampleSigmas (defined in NonDSampling)NonDSamplingprotected
toleranceIntervalsFlagNonDSamplingprotected
top_level()Iterator
top_level(bool tflag)Iterator
topLevelIteratorprotected
totalLevelRequestsNonDprotected
traits() constIteratorinline
transform_samples(Model &src_model, Model &tgt_model, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, bool x_to_u=true)NonDSamplinginline
transform_samples(Pecos::ProbabilityTransformation &nataf, RealMatrix &sample_matrix, SizetMultiArrayConstView src_cv_ids, SizetMultiArrayConstView tgt_cv_ids, bool x_to_u=true)NonDSampling
unbiased_mean_product_pair(const Real sumQ1, const Real sumQ2, const Real sumQ1Q2, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
unbiased_mean_product_pairpair(const Real sumQ1, const Real sumQ2, const Real sumQ1Q2, const Real sumQ1sq, const Real sumQ2sq, const Real sumQ1sqQ2, const Real sumQ1Q2sq, const Real sumQ1sqQ2sq, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
unbiased_mean_product_triplet(const Real sumQ1, const Real sumQ2, const Real sumQ3, const Real sumQ1Q2, const Real sumQ1Q3, const Real sumQ2Q3, const Real sumQ1Q2Q3, const size_t Nlq)NonDMultilevelSamplinginlineprivatestatic
uncentered_to_centered(Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4, size_t Nlq)NonDEnsembleSamplinginlineprotectedstatic
uncentered_to_centered(Real rm1, Real rm2, Real rm3, Real rm4, Real &cm1, Real &cm2, Real &cm3, Real &cm4)NonDEnsembleSamplinginlineprotectedstatic
unpack_parameters_buffer(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
unpack_parameters_initialize(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
unpack_results_buffer(MPIUnpackBuffer &recv_buffer, int job_index)Iteratorvirtual
update_aleatory_final_statistics()NonDprotected
update_best(const Variables &vars, int eval_id, const Response &response)Analyzerprivate
update_best(const Real *sample_c_vars, int eval_id, const Response &response)Analyzerprivate
update_final_statistics()NonDEnsembleSamplingprotectedvirtual
update_from_model(const Model &model)Analyzerprotectedvirtual
update_local_results(int job_index)Iteratorvirtual
update_model_from_sample(Model &model, const Real *sample_vars)NonDSamplinginlineprotectedvirtual
update_model_from_variables(Model &model, const Variables &vars)Analyzerprotectedvirtual
update_projected_lf_samples(const RealVector &hf_targets, const RealVectorArray &eval_ratios, const RealVector &hf_cost, const Sizet2DArray &N_actual_lf, SizetArray &N_alloc_lf, const RealVector &lf_cost, Real &delta_equiv_hf)NonDMultilevControlVarSamplingprivate
update_projected_samples(const RealVector &hf_targets, const RealVectorArray &eval_ratios, const Sizet2DArray &N_actual_hf, SizetArray &N_alloc_hf, const RealVector &hf_cost, const Sizet2DArray &N_actual_lf, SizetArray &N_alloc_lf, const RealVector &lf_cost, SizetArray &delta_N_actual_hf, Real &delta_equiv_hf)NonDMultilevControlVarSamplingprivate
update_system_final_statistics()NonDprotected
update_system_final_statistics_gradients()NonDprotected
user_auto_id()Iteratorprivatestatic
uses_method() constIteratorvirtual
useTargetVarianceOptimizationFlagNonDMultilevelSamplingprivate
valid_cost_values(const RealVector &cost)NonDprotected
var_lev_l(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_Qlm1Qlm1, size_t Nlq) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivate
var_lev_l_static(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_Qlm1Qlm1, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_l(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const size_t lev, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_l0(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
var_of_var_ml_lmax(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const size_t Nlq_pilot, const Real Nlq, const size_t qoi, const bool compute_gradient, Real &grad_g) (defined in NonDMultilevelSampling)NonDMultilevelSamplinginlineprivatestatic
varHNonDEnsembleSamplingprotected
variable_bounds(const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds)Iteratorvirtual
variables_array_results()Analyzerinlineprotectedvirtual
variables_array_to_samples(const VariablesArray &vars_array, RealMatrix &sample_matrix)Analyzerprotected
variables_results() constAnalyzerinlineprotectedvirtual
variables_to_sample(const Variables &vars, Real *sample_vars)NonDSamplingprotectedvirtual
variance_mean_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_Qsum(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_QlQlm1, Real sum_Qlm1Qlm1, size_t Nlq)NonDMultilevelSamplinginlineprotected
variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev, const size_t qoi)NonDMultilevelSamplinginlineprivate
variance_Qsum(const Real *sum_Ql, const Real *sum_Qlm1, const Real *sum_QlQl, const Real *sum_QlQlm1, const Real *sum_Qlm1Qlm1, const SizetArray &N_l, const size_t lev, Real *var_Yl)NonDMultilevelSamplinginlineprivate
variance_Qsum_static(Real sum_Ql, Real sum_Qlm1, Real sum_QlQl, Real sum_QlQlm1, Real sum_Qlm1Qlm1, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad)NonDMultilevelSamplinginlineprivatestatic
variance_scalarization_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_sigma_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_variance_Qsum(const IntRealMatrixMap &sum_Ql, const IntRealMatrixMap &sum_Qlm1, const IntIntPairRealMatrixMap &sum_QlQlm1, const Sizet2DArray &N_l, const size_t step, const size_t qoi)NonDMultilevelSamplingprivate
variance_Ysum(Real sum_Y, Real sum_YY, size_t Nlq)NonDMultilevelSamplinginlineprotected
variance_Ysum(const Real *sum_Y, const Real *sum_YY, const SizetArray &N_l, Real *var_Y)NonDMultilevelSamplinginlineprotected
variance_Ysum_static(Real sum_Y, Real sum_YY, size_t Nlq_pilot, size_t Nlq, bool compute_gradient, Real &grad)NonDMultilevelSamplinginlineprivatestatic
vary_pattern(bool pattern_flag)NonDSamplinginlineprotectedvirtual
varyPatternNonDSamplingprotected
vbdDropTolAnalyzerprivate
wilksAlpha (defined in NonDSampling)NonDSamplingprotected
wilksBeta (defined in NonDSampling)NonDSamplingprotected
wilksFlagNonDSamplingprotected
wilksOrder (defined in NonDSampling)NonDSamplingprotected
wilksSidedness (defined in NonDSampling)NonDSamplingprotected
writePrecisionAnalyzerprivate
zeros(const SizetArray &N_m) constNonDinlineprivate
zeros(const Sizet2DArray &N_m) constNonDinlineprivate
~Analyzer()Analyzerinlineprotected
~Iterator()Iteratorvirtual
~NonD()NonDinlineprotected
~NonDEnsembleSampling()NonDEnsembleSampling
~NonDHierarchSampling()NonDHierarchSamplingvirtual
~NonDMultilevControlVarSampling()NonDMultilevControlVarSamplinginline
~NonDMultilevelSampling()NonDMultilevelSamplinginline
~NonDSampling()NonDSampling