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NonDQuadrature Class Reference

Derived nondeterministic class that generates N-dimensional numerical quadrature points for evaluation of expectation integrals over uncorrelated standard normals/uniforms/exponentials/betas/gammas. More...

Inheritance diagram for NonDQuadrature:
NonDIntegration NonD Analyzer Iterator

Public Member Functions

 NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode)
 alternate constructor for instantiations "on the fly" based on a quadrature order specification More...
 
 NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode, int num_filt_samples)
 alternate constructor for instantiations "on the fly" that filter a tensor product sample set to include points with highest sample weights More...
 
 NonDQuadrature (Model &model, unsigned short quad_order, const RealVector &dim_pref, short driver_mode, int num_sub_samples, int seed)
 alternate constructor for instantiations "on the fly" that sub-sample quadrature rules by sampling randomly from a tensor product multi-index More...
 
 ~NonDQuadrature ()
 destructor
 
void increment_grid ()
 increment SSG level/TPQ order
 
void decrement_grid ()
 decrement SSG level/TPQ order
 
void evaluate_grid_increment ()
 computes a grid increment and evaluates the new parameter sets
 
void update ()
 propagate any numSamples updates and/or grid updates/increments
 
void reset ()
 set Pecos::TensorProductDriver::quadOrder to dimension orders indicated by quadOrderSpec & dimPrefSpec, following refinement or sequence advancement
 
const Pecos::UShortArray & quadrature_order () const
 return Pecos::TensorProductDriver::quadOrder
 
void quadrature_order (const Pecos::UShortArray &dim_quad_order)
 set Pecos::TensorProductDriver::quadOrder
 
void quadrature_order (unsigned short quad_order)
 set quadOrderSpec and map to Pecos::TensorProductDriver::quadOrder
 
void samples (size_t samples)
 set numSamples
 
short mode () const
 return quadMode
 
- Public Member Functions inherited from NonDIntegration
virtual void increment_grid_weights (const RealVector &aniso_wts)
 increment SSG level/TPQ order and update anisotropy
 
virtual void increment_grid_weights ()
 increment SSG level/TPQ order and preserve anisotropy
 
virtual void push_grid_increment ()
 restores a previously computed grid increment (no new evaluations)
 
virtual void pop_grid_increment ()
 removes a previously computed grid increment
 
virtual void merge_grid_increment ()
 merges a grid increment into the reference grid
 
virtual void update_reference ()
 update reference grid within adaptive grid refinement procedures
 
const std::vector< Pecos::BasisPolynomial > & polynomial_basis () const
 return IntegrationDriver::polynomialBasis
 
std::vector< Pecos::BasisPolynomial > & polynomial_basis ()
 return IntegrationDriver::polynomialBasis
 
const Pecos::IntegrationDriver & driver () const
 return numIntDriver
 
bool resize ()
 reinitializes iterator based on new variable size
 
- Public Member Functions inherited from NonD
void 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)
 set requestedRespLevels, requestedProbLevels, requestedRelLevels, requestedGenRelLevels, respLevelTarget, cdfFlag, and pdfOutput (used in combination with alternate ctors)
 
void print_level_mappings (std::ostream &s) const
 prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels for default qoi_type and qoi_labels
 
void print_level_mappings (std::ostream &s, String qoi_type, const StringArray &qoi_labels) const
 prints the z/p/beta/beta* mappings reflected in {requested,computed}{Resp,Prob,Rel,GenRel}Levels More...
 
void print_level_mappings (std::ostream &s, const RealVector &level_maps, bool moment_offset, const String &prepend="")
 print level mapping statistics using optional pre-pend More...
 
bool pdf_output () const
 get pdfOutput
 
void pdf_output (bool output)
 set pdfOutput
 
short final_moments_type () const
 get finalMomentsType
 
void final_moments_type (short type)
 set finalMomentsType
 
- Public Member Functions inherited from Analyzer
const VariablesArray & all_variables ()
 return the complete set of evaluated variables
 
const RealMatrix & all_samples ()
 return the complete set of evaluated samples
 
const IntResponseMap & all_responses () const
 return the complete set of computed responses
 
virtual void vary_pattern (bool pattern_flag)
 sets varyPattern in derived classes that support it
 
- Public Member Functions inherited from Iterator
 Iterator (std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 default constructor More...
 
 Iterator (ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 standard envelope constructor, which constructs its own model(s) More...
 
 Iterator (ProblemDescDB &problem_db, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 alternate envelope constructor which uses the ProblemDescDB but accepts a model from a higher level (meta-iterator) context, instead of constructing its own More...
 
 Iterator (const String &method_string, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 alternate envelope constructor for instantiations by name without the ProblemDescDB More...
 
 Iterator (const Iterator &iterator)
 copy constructor More...
 
virtual ~Iterator ()
 destructor
 
Iterator operator= (const Iterator &iterator)
 assignment operator
 
virtual void derived_free_communicators (ParLevLIter pl_iter)
 derived class contributions to freeing the communicators associated with this Iterator instance
 
virtual void post_input ()
 read tabular data for post-run mode
 
virtual void 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)
 set primaryA{CV,DIV,DRV}MapIndices, secondaryA{CV,DIV,DRV}MapTargets within derived Iterators; supports computation of higher-level sensitivities in nested contexts (e.g., derivatives of statistics w.r.t. inserted design variables)
 
virtual void nested_response_mappings (const RealMatrix &primary_coeffs, const RealMatrix &secondary_coeffs)
 set primaryResponseCoefficients, secondaryResponseCoefficients within derived Iterators; Necessary for scalarization case in MLMC NonDMultilevelSampling to map scalarization in nested context
 
virtual void initialize_iterator (int job_index)
 used by IteratorScheduler to set the starting data for a run
 
virtual void pack_parameters_buffer (MPIPackBuffer &send_buffer, int job_index)
 used by IteratorScheduler to pack starting data for an iterator run
 
virtual void unpack_parameters_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
 used by IteratorScheduler to unpack starting data for an iterator run
 
virtual void unpack_parameters_initialize (MPIUnpackBuffer &recv_buffer, int job_index)
 used by IteratorScheduler to unpack starting data and initialize an iterator run
 
virtual void pack_results_buffer (MPIPackBuffer &send_buffer, int job_index)
 used by IteratorScheduler to pack results data from an iterator run
 
virtual void unpack_results_buffer (MPIUnpackBuffer &recv_buffer, int job_index)
 used by IteratorScheduler to unpack results data from an iterator run
 
virtual void update_local_results (int job_index)
 used by IteratorScheduler to update local results arrays
 
virtual const RealSymMatrix & response_error_estimates () const
 return error estimates associated with the final iterator solution
 
virtual bool accepts_multiple_points () const
 indicates if this iterator accepts multiple initial points. Default return is false. Override to return true if appropriate.
 
virtual void initial_point (const Variables &pt)
 sets the initial point for this iterator (user-functions mode for which Model updating is not used)
 
virtual void initial_point (const RealVector &pt)
 sets the initial point (active continuous variables) for this iterator (user-functions mode for which Model updating is not used)
 
virtual void initial_points (const VariablesArray &pts)
 sets the multiple initial points for this iterator. This should only be used if accepts_multiple_points() returns true.
 
virtual void update_callback_data (const RealVector &cv_initial, const RealVector &cv_lower_bnds, const RealVector &cv_upper_bnds, 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, const RealVector &nln_ineq_lb, const RealVector &nln_ineq_ub, const RealVector &nln_eq_tgt)
 assign variable values and bounds and constraint coefficients and bounds for this iterator (user-functions mode for which iteratedModel is null)
 
virtual const RealMatrix & callback_linear_ineq_coefficients () const
 return linear constraint coefficients for this iterator (user-functions mode for which iteratedModel is null)
 
virtual const RealVector & callback_linear_ineq_lower_bounds () const
 return linear constraint lower bounds for this iterator (user-functions mode for which iteratedModel is null)
 
virtual const RealVector & callback_linear_ineq_upper_bounds () const
 return linear constraint upper bounds for this iterator (user-functions mode for which iteratedModel is null)
 
virtual void initialize_graphics (int iterator_server_id=1)
 initialize the 2D graphics window and the tabular graphics data More...
 
virtual void check_sub_iterator_conflict ()
 detect any conflicts due to recursive use of the same Fortran solver More...
 
virtual unsigned short uses_method () const
 return name of any enabling iterator used by this iterator
 
virtual void method_recourse (unsigned short method_name)
 perform a method switch, if possible, due to a detected conflict with the simultaneous use of method_name at an higher-level
 
virtual void sampling_increment ()
 increment to next in sequence of refinement samples
 
virtual unsigned short sampling_scheme () const
 return sampling name
 
virtual IntIntPair estimate_partition_bounds ()
 estimate the minimum and maximum partition sizes that can be utilized by this Iterator
 
virtual void declare_sources ()
 Declare sources to the evaluations database.
 
void init_communicators (ParLevLIter pl_iter)
 initialize the communicators associated with this Iterator instance
 
void set_communicators (ParLevLIter pl_iter)
 set the communicators associated with this Iterator instance
 
void free_communicators (ParLevLIter pl_iter)
 free the communicators associated with this Iterator instance
 
void resize_communicators (ParLevLIter pl_iter, bool reinit_comms)
 Resize the communicators. This is called from the letter's resize()
 
void parallel_configuration_iterator (ParConfigLIter pc_iter)
 set methodPCIter
 
ParConfigLIter parallel_configuration_iterator () const
 return methodPCIter
 
void parallel_configuration_iterator_map (std::map< size_t, ParConfigLIter > pci_map)
 set methodPCIterMap
 
std::map< size_t, ParConfigLIter > parallel_configuration_iterator_map () const
 return methodPCIterMap
 
void run (ParLevLIter pl_iter)
 invoke set_communicators(pl_iter) prior to run()
 
void run ()
 orchestrate initialize/pre/core/post/finalize phases More...
 
void assign_rep (std::shared_ptr< Iterator > iterator_rep)
 replaces existing letter with a new one More...
 
void iterated_model (const Model &model)
 set the iteratedModel (iterators and meta-iterators using a single model instance)
 
Modeliterated_model ()
 return the iteratedModel (iterators & meta-iterators using a single model instance)
 
ProblemDescDBproblem_description_db () const
 return the problem description database (probDescDB)
 
ParallelLibraryparallel_library () const
 return the parallel library (parallelLib)
 
void method_name (unsigned short m_name)
 set the method name to an enumeration value
 
unsigned short method_name () const
 return the method name via its native enumeration value
 
void method_string (const String &m_str)
 set the method name by string
 
String method_string () const
 return the method name by string
 
String method_enum_to_string (unsigned short method_enum) const
 convert a method name enumeration value to a string
 
unsigned short method_string_to_enum (const String &method_str) const
 convert a method name string to an enumeration value
 
String submethod_enum_to_string (unsigned short submethod_enum) const
 convert a sub-method name enumeration value to a string
 
const String & method_id () const
 return the method identifier (methodId)
 
int maximum_evaluation_concurrency () const
 return the maximum evaluation concurrency supported by the iterator
 
void maximum_evaluation_concurrency (int max_conc)
 set the maximum evaluation concurrency supported by the iterator
 
size_t maximum_iterations () const
 return the maximum iterations for this iterator
 
void maximum_iterations (size_t max_iter)
 set the maximum iterations for this iterator
 
void convergence_tolerance (Real conv_tol)
 set the method convergence tolerance (convergenceTol)
 
Real convergence_tolerance () const
 return the method convergence tolerance (convergenceTol)
 
void output_level (short out_lev)
 set the method output level (outputLevel)
 
short output_level () const
 return the method output level (outputLevel)
 
void summary_output (bool summary_output_flag)
 Set summary output control; true enables evaluation/results summary.
 
size_t num_final_solutions () const
 return the number of solutions to retain in best variables/response arrays
 
void num_final_solutions (size_t num_final)
 set the number of solutions to retain in best variables/response arrays
 
void active_set (const ActiveSet &set)
 set the default active set (for use with iterators that employ evaluate_parameter_sets())
 
const ActiveSetactive_set () const
 return the default active set (used by iterators that employ evaluate_parameter_sets())
 
void active_set_request_vector (const ShortArray &asv)
 return the default active set request vector (used by iterators that employ evaluate_parameter_sets())
 
const ShortArray & active_set_request_vector () const
 return the default active set request vector (used by iterators that employ evaluate_parameter_sets())
 
void active_set_request_values (short asv_val)
 return the default active set request vector (used by iterators that employ evaluate_parameter_sets())
 
void sub_iterator_flag (bool si_flag)
 set subIteratorFlag (and update summaryOutputFlag if needed)
 
bool is_null () const
 function to check iteratorRep (does this envelope contain a letter?)
 
std::shared_ptr< Iteratoriterator_rep () const
 returns iteratorRep for access to derived class member functions that are not mapped to the top Iterator level
 
virtual void eval_tag_prefix (const String &eval_id_str)
 set the hierarchical eval ID tag prefix More...
 
std::shared_ptr< TraitsBasetraits () const
 returns methodTraits for access to derived class member functions that are not mapped to the top TraitsBase level
 
bool top_level ()
 Return whether the iterator is the top level iterator.
 
void top_level (bool tflag)
 Set the iterator's top level flag.
 

Protected Member Functions

 NonDQuadrature (ProblemDescDB &problem_db, Model &model)
 constructor More...
 
void initialize_grid (const std::vector< Pecos::BasisPolynomial > &poly_basis)
 
void get_parameter_sets (Model &model)
 Generate one block of numSamples samples (ndim * num_samples), populating allSamples; ParamStudy is the only class that specializes to use allVariables.
 
void sampling_reset (size_t min_samples, bool all_data_flag, bool stats_flag)
 
void sampling_reference (size_t samples_ref)
 set reference number of samples, which is a lower bound during reset
 
void increment_grid_preference (const RealVector &dim_pref)
 increment SSG level/TPQ order and update anisotropy
 
void increment_grid_preference ()
 increment SSG level/TPQ order and preserve anisotropy
 
size_t num_samples () const
 
void random_seed (int seed)
 set randomSeed, if present
 
- Protected Member Functions inherited from NonDIntegration
 NonDIntegration (ProblemDescDB &problem_db, Model &model)
 constructor More...
 
 NonDIntegration (unsigned short method_name, Model &model)
 alternate constructor for instantiations "on the fly" More...
 
 NonDIntegration (unsigned short method_name, Model &model, const RealVector &dim_pref)
 alternate constructor for instantiations "on the fly" More...
 
 ~NonDIntegration ()
 destructor
 
void core_run ()
 core portion of run; implemented by all derived classes and may include pre/post steps in lieu of separate pre/post More...
 
void print_points_weights (const String &tabular_name)
 output integration points and weights to a tabular file More...
 
- Protected Member Functions inherited from NonD
 NonD (ProblemDescDB &problem_db, Model &model)
 constructor
 
 NonD (unsigned short method_name, Model &model)
 alternate constructor for sample generation and evaluation "on the fly"
 
 NonD (unsigned short method_name, Model &model, const ShortShortPair &approx_view)
 alternate constructor for sample generation and evaluation "on the fly"
 
 NonD (unsigned short method_name, const RealVector &lower_bnds, const RealVector &upper_bnds)
 alternate constructor for sample generation "on the fly"
 
 ~NonD ()
 destructor
 
void derived_set_communicators (ParLevLIter pl_iter)
 derived class contributions to setting the communicators associated with this Iterator instance
 
void initialize_run ()
 utility function to perform common operations prior to pre_run(); typically memory initialization; setting of instance pointers More...
 
void finalize_run ()
 utility function to perform common operations following post_run(); deallocation and resetting of instance pointers More...
 
const Responseresponse_results () const
 return the final statistics from the nondeterministic iteration
 
void response_results_active_set (const ActiveSet &set)
 set the active set within finalStatistics
 
virtual void initialize_response_covariance ()
 initializes respCovariance
 
virtual void initialize_final_statistics ()
 initializes finalStatistics for storing NonD final results More...
 
virtual void update_final_statistics ()
 update finalStatistics::functionValues
 
virtual bool discrepancy_sample_counts () const
 flag identifying whether sample counts correspond to level discrepancies
 
void pull_level_mappings (RealVector &level_maps, size_t offset)
 concatenate computed{Resp,Prob,Rel,GenRel}Levels into level_maps
 
void push_level_mappings (const RealVector &level_maps, size_t offset)
 update computed{Resp,Prob,Rel,GenRel}Levels from level_maps
 
void configure_sequence (size_t &num_steps, size_t &secondary_index, short &seq_type)
 configure fidelity/level counts from model hierarchy More...
 
void configure_enumeration (size_t &num_combinations)
 configure the total number of fidelity/level options More...
 
void configure_cost (unsigned short num_steps, short seq_type, RealVector &cost)
 extract cost estimates from model hierarchy (forms or resolutions)
 
bool query_cost (unsigned short num_steps, short seq_type, RealVector &cost)
 extract cost estimates from model hierarchy, if available
 
bool query_cost (unsigned short num_steps, Model &model, RealVector &cost)
 extract cost estimates from model hierarchy, if available
 
bool valid_cost_values (const RealVector &cost)
 test cost for valid values > 0
 
void load_pilot_sample (const SizetArray &pilot_spec, size_t num_steps, SizetArray &delta_N_l)
 distribute pilot sample specification across model forms or levels
 
void load_pilot_sample (const SizetArray &pilot_spec, short seq_type, const Sizet3DArray &N_l, Sizet2DArray &delta_N_l)
 distribute pilot sample specification across model forms and levels
 
template<typename ArrayType >
void inflate_approx_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)
 update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile
 
template<typename ArrayType >
void inflate_sequence_samples (const ArrayType &N_l, bool multilev, size_t secondary_index, std::vector< ArrayType > &N_l_vec)
 update the relevant slice of N_l_3D from the final 2D multilevel or 2D multifidelity sample profile
 
void resize_final_statistics_gradients ()
 resizes finalStatistics::functionGradients based on finalStatistics ASV
 
void update_aleatory_final_statistics ()
 update finalStatistics::functionValues from momentStats and computed{Prob,Rel,GenRel,Resp}Levels
 
void update_system_final_statistics ()
 update system metrics from component metrics within finalStatistics
 
void update_system_final_statistics_gradients ()
 update finalStatistics::functionGradients
 
void initialize_level_mappings ()
 size computed{Resp,Prob,Rel,GenRel}Levels
 
void compute_densities (const RealRealPairArray &min_max_fns, bool prob_refinement=false, bool all_levels_computed=false)
 compute the PDF bins from the CDF/CCDF values and store in computedPDF{Abscissas,Ordinates} More...
 
void print_densities (std::ostream &s) const
 output the PDFs reflected in computedPDF{Abscissas,Ordinates} using default qoi_type and pdf_labels
 
void print_densities (std::ostream &s, String qoi_type, const StringArray &pdf_labels) const
 output the PDFs reflected in computedPDF{Abscissas,Ordinates}
 
void print_system_mappings (std::ostream &s) const
 print system series/parallel mappings for response levels
 
void print_multilevel_evaluation_summary (std::ostream &s, const SizetArray &N_m)
 print evaluation summary for multilevel sampling across 1D level profile
 
void print_multilevel_evaluation_summary (std::ostream &s, const Sizet2DArray &N_m)
 print evaluation summary for multilevel sampling across 2D level+QoI profile
 
void print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m)
 print evaluation summary for multilevel sampling across 1D level profile for discrepancy across levels
 
void print_multilevel_discrepancy_summary (std::ostream &s, const SizetArray &N_m, const SizetArray &N_mp1)
 print evaluation summary for multilevel sampling across 1D level profile for discrepancy across model forms
 
void print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m)
 print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across levels
 
void print_multilevel_discrepancy_summary (std::ostream &s, const Sizet2DArray &N_m, const Sizet2DArray &N_mp1)
 print evaluation summary for multilevel sampling across 2D level+QoI profile for discrepancy across model forms
 
template<typename ArrayType >
void print_multilevel_model_summary (std::ostream &s, const std::vector< ArrayType > &N_samp, String type, short seq_type, bool discrep_flag)
 print evaluation summary for multilevel sampling across 2D model+level profile (allocations) or 3D model+level+QoI profile (actual)
 
void 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)
 assign a NonDLHSSampling instance within u_space_sampler
 
unsigned short sub_optimizer_select (unsigned short requested_sub_method, unsigned short default_sub_method=SUBMETHOD_NPSOL)
 utility for vetting sub-method request against optimizers within the package configuration
 
size_t one_sided_relax_round (Real diff, Real relax_factor=1.)
 compute a one-sided sample increment for multilevel methods to move current sampling level to a new target
 
size_t one_sided_delta (Real current, Real target, Real relax_factor=1.)
 compute a one-sided sample increment for multilevel methods to move current sampling level to a new target
 
size_t one_sided_delta (const SizetArray &current, const RealVector &targets, Real relax_factor=1., size_t power=1)
 compute a one-sided sample increment for multilevel methods to move current sampling level to a new target
 
size_t one_sided_delta (const SizetArray &current, Real target, Real relax_factor=1., size_t power=1)
 compute a one-sided sample increment for multilevel methods to move current sampling level to a new target
 
void one_sided_delta (const SizetArray &current, const RealVector &targets, SizetArray &delta_N, Real relax_factor=1.)
 compute a one-sided sample increment vector to move current sampling levels to new targets
 
void one_sided_delta (const Sizet2DArray &current, const RealVector &targets, SizetArray &delta_N, Real relax_factor=1.)
 compute a one-sided sample increment vector to move current sampling levels to new targets
 
bool differ (size_t N_alloc_ij, const SizetArray &N_actual_ij) const
 return true if fine-grained reporting differs from coarse-grained
 
bool differ (const SizetArray &N_alloc_i, const Sizet2DArray &N_actual_i) const
 return true if fine-grained reporting differs from coarse-grained
 
bool differ (const Sizet2DArray &N_alloc, const Sizet3DArray &N_actual) const
 return true if fine-grained reporting differs from coarse-grained
 
void archive_allocate_mappings ()
 allocate results array storage for distribution mappings
 
void archive_from_resp (size_t fn_index, size_t inc_id=0)
 archive the mappings from specified response levels for specified fn
 
void archive_to_resp (size_t fn_index, size_t inc_id=0)
 archive the mappings to computed response levels for specified fn and (optional) increment id.
 
void archive_allocate_pdf ()
 allocate results array storage for pdf histograms
 
void archive_pdf (size_t fn_index, size_t inc_id=0)
 archive a single pdf histogram for specified function
 
void archive_equiv_hf_evals (const Real equiv_hf_evals)
 archive the equivalent number of HF evals (used by ML/MF methods)
 
bool zeros (const SizetArray &N_m) const
 return true if N_m is empty or only populated with zeros
 
bool zeros (const Sizet2DArray &N_m) const
 return true if N_m is empty or only populated with zeros
 
bool zeros (const SizetVector &N_m) const
 return true if N_m is empty or only populated with zeros
 
bool homogeneous (const SizetArray &N_l) const
 return true if N_l has consistent values
 
- Protected Member Functions inherited from Analyzer
 Analyzer ()
 default constructor
 
 Analyzer (ProblemDescDB &problem_db, Model &model)
 standard constructor
 
 Analyzer (unsigned short method_name, Model &model)
 alternate constructor for instantiations "on the fly" with a Model
 
 Analyzer (unsigned short method_name, Model &model, const ShortShortPair &view_override)
 alternate constructor for instantiations "on the fly" with a Model
 
 Analyzer (unsigned short method_name)
 alternate constructor for instantiations "on the fly" without a Model
 
 ~Analyzer ()
 destructor
 
virtual void get_parameter_sets (Model &model, const size_t num_samples, RealMatrix &design_matrix)
 Generate one block of numSamples samples (ndim * num_samples), populating design_matrix.
 
virtual void update_model_from_sample (Model &model, const Real *sample_vars)
 update model's current variables with data from sample
 
virtual void update_model_from_variables (Model &model, const Variables &vars)
 update model's current variables with data from vars
 
virtual void sample_to_variables (const Real *sample_vars, Variables &vars)
 convert column of samples array to variables; derived classes may reimplement for more than active continuous variables More...
 
void update_from_model (const Model &model)
 set inherited data attributes based on extractions from incoming model
 
void pre_run ()
 pre-run portion of run (optional); re-implemented by Iterators which can generate all Variables (parameter sets) a priori More...
 
void post_run (std::ostream &s)
 post-run portion of run (optional); verbose to print results; re-implemented by Iterators that can read all Variables/Responses and perform final analysis phase in a standalone way More...
 
void pre_output ()
 
void print_results (std::ostream &s, short results_state=FINAL_RESULTS)
 print the final iterator results More...
 
const Modelalgorithm_space_model () const
 
const Variablesvariables_results () const
 return a single final iterator solution (variables)
 
const VariablesArray & variables_array_results ()
 return multiple final iterator solutions (variables). This should only be used if returns_multiple_points() returns true.
 
const ResponseArray & response_array_results ()
 return multiple final iterator solutions (response). This should only be used if returns_multiple_points() returns true.
 
bool compact_mode () const
 returns Analyzer::compactMode
 
bool returns_multiple_points () const
 indicates if this iterator returns multiple final points. Default return is false. Override to return true if appropriate.
 
void evaluate_parameter_sets (Model &model, bool log_resp_flag=true, bool log_best_flag=false)
 perform function evaluations to map parameter sets (allVariables) into response sets (allResponses) More...
 
void evaluate_batch (Model &model, int batch_id, bool log_best_flag=false)
 perform function evaluations to map a keyed batch of parameter sets (allVariablesMap[key]) into a corresponding batch of response sets (allResponsesMap[key])
 
const IntResponse2DMap & synchronize_batches (Model &model, bool log_best_flag=false)
 perform function evaluations to map a keyed batch of parameter sets (allVariablesMap[key]) into a corresponding batch of response sets (allResponsesMap[key])
 
void clear_batches ()
 since synchronize returns the aggregation of all evaluated batches, we use a separate call to indicate when processing of this data is complete and bookkeeping can be cleared
 
void get_vbd_parameter_sets (Model &model, size_t num_samples)
 generate replicate parameter sets for use in variance-based decomposition More...
 
virtual void archive_model_variables (const Model &, size_t idx) const
 archive model evaluation points
 
virtual void archive_model_response (const Response &, size_t idx) const
 archive model evaluation responses
 
void read_variables_responses (int num_evals, size_t num_vars)
 convenience function for reading variables/responses (used in derived classes post_input) More...
 
void samples_to_variables_array (const RealMatrix &sample_matrix, VariablesArray &vars_array)
 convert samples array to variables array; e.g., allSamples to allVariables
 
virtual void variables_to_sample (const Variables &vars, Real *sample_c_vars)
 convert the active continuous variables into a column of allSamples More...
 
void variables_array_to_samples (const VariablesArray &vars_array, RealMatrix &sample_matrix)
 convert variables array to samples array; e.g., allVariables to allSamples
 
- Protected Member Functions inherited from Iterator
 Iterator (BaseConstructor, ProblemDescDB &problem_db, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 constructor initializes the base class part of letter classes (BaseConstructor overloading avoids infinite recursion in the derived class constructors - Coplien, p. 139) More...
 
 Iterator (NoDBBaseConstructor, unsigned short method_name, Model &model, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 alternate constructor for base iterator classes constructed on the fly More...
 
 Iterator (NoDBBaseConstructor, unsigned short method_name, std::shared_ptr< TraitsBase > traits=std::shared_ptr< TraitsBase >(new TraitsBase()))
 alternate constructor for base iterator classes constructed on the fly More...
 
 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()))
 alternate envelope constructor for instantiations without ProblemDescDB More...
 
virtual void derived_init_communicators (ParLevLIter pl_iter)
 derived class contributions to initializing the communicators associated with this Iterator instance
 
virtual const VariablesArray & initial_points () const
 gets the multiple initial points for this iterator. This will only be meaningful after a call to initial_points mutator.
 
StrStrSizet run_identifier () const
 get the unique run identifier based on method name, id, and number of executions
 
void initialize_model_graphics (Model &model, int iterator_server_id)
 helper function that encapsulates initialization operations, modular on incoming Model instance More...
 
void export_final_surrogates (Model &data_fit_surr_model)
 export final surrogates generated, e.g., GP in EGO and friends More...
 

Private Member Functions

void increment_grid (UShortArray &ref_quad_order)
 convenience function used to make increment_grid() more modular
 
void increment_grid_preference (const RealVector &dim_pref, UShortArray &ref_quad_order)
 convenience function used to make increment_grid_preference() more modular
 
void decrement_grid (UShortArray &ref_quad_order)
 convenience function used to make decrement_grid() more modular
 
void compute_minimum_quadrature_order (size_t min_samples, const RealVector &dim_pref)
 calculate smallest dimension quadrature order with at least min_samples and propagate to Pecos::TensorProductDriver
 
void filter_parameter_sets ()
 prune allSamples back to size numSamples, retaining points with highest product weight
 
void update_anisotropic_order (const RealVector &dim_pref, UShortArray &quad_order_ref)
 update quad_order_ref based on an updated dimension preference, enforcing previous values as a lower bound
 
void initialize_dimension_quadrature_order (unsigned short quad_order_spec, const RealVector &dim_pref_spec)
 initialize Pecos::TensorProductDriver::quadOrder from quad_order_spec and dim_pref_spec
 
void increment_reference_quadrature_order (UShortArray &ref_quad_order)
 increment each ref_quad_order entry by 1
 
void increment_reference_quadrature_order (const RealVector &dim_pref, UShortArray &ref_quad_order)
 increment the ref_quad_order entry with maximum preference by 1 and then rebalance
 

Private Attributes

std::shared_ptr< Pecos::TensorProductDriver > tpqDriver
 convenience pointer to the numIntDriver representation
 
bool nestedRules
 for studies involving refinement strategies, allow for use of nested quadrature rules such as Gauss-Patterson
 
unsigned short quadOrderSpec
 scalar quadrature order, rendered anisotropic via dimPrefSpec
 
UShortArray refQuadOrderPrev
 value of Pecos::TensorProductDriver::quadOrder prior to increment_grid(), for restoration in decrement_grid() (increment must induce a change in grid size and this increment may not be reversible). Since this data is not keyed, increment/decrement must occur together prior to a key change.
 
short quadMode
 point generation mode: FULL_TENSOR, FILTERED_TENSOR, RANDOM_TENSOR
 
size_t numSamples
 size of a subset of tensor quadrature points (filtered based on product weight or sampled uniformly from the tensor multi-index); used by the regression PCE approach known as "probabilistic collocation"
 
int randomSeed
 seed for the random number generator used in sampling of the tensor multi-index
 

Additional Inherited Members

- Static Protected Member Functions inherited from Iterator
static void gnewton_set_recast (const Variables &recast_vars, const ActiveSet &recast_set, ActiveSet &sub_model_set)
 conversion of request vector values for the Gauss-Newton Hessian approximation More...
 
- Protected Attributes inherited from NonDIntegration
Pecos::IntegrationDriver numIntDriver
 Pecos utlity class for managing interface to tensor-product grids and VPISparseGrid utilities for Smolyak sparse grids and cubature.
 
size_t numIntegrations
 counter for number of integration executions for this object
 
RealVector dimPrefSpec
 the user specification for anisotropic dimension preference
 
- Protected Attributes inherited from NonD
NonDprevNondInstance
 pointer containing previous value of nondInstance
 
size_t startCAUV
 starting index of continuous aleatory uncertain variables within active continuous variables (convenience for managing offsets)
 
size_t numCAUV
 number of active continuous aleatory uncertain variables
 
bool epistemicStats
 flag for computing interval-type metrics instead of integrated metrics If any epistemic vars are active in a metric evaluation, then flag is set.
 
RealMatrix momentStats
 standardized or central resp moments, as determined by finalMomentsType. Calculated in compute_moments()) and indexed as (moment,fn).
 
RealVectorArray requestedRespLevels
 requested response levels for all response functions
 
RealVectorArray computedProbLevels
 output probability levels for all response functions resulting from requestedRespLevels
 
RealVectorArray computedRelLevels
 output reliability levels for all response functions resulting from requestedRespLevels
 
RealVectorArray computedGenRelLevels
 output generalized reliability levels for all response functions resulting from requestedRespLevels
 
short respLevelTarget
 indicates mapping of z->p (PROBABILITIES), z->beta (RELIABILITIES), or z->beta* (GEN_RELIABILITIES)
 
short respLevelTargetReduce
 indicates component or system series/parallel failure metrics
 
RealVectorArray requestedProbLevels
 requested probability levels for all response functions
 
RealVectorArray requestedRelLevels
 requested reliability levels for all response functions
 
RealVectorArray requestedGenRelLevels
 requested generalized reliability levels for all response functions
 
RealVectorArray computedRespLevels
 output response levels for all response functions resulting from requestedProbLevels, requestedRelLevels, or requestedGenRelLevels
 
size_t totalLevelRequests
 total number of levels specified within requestedRespLevels, requestedProbLevels, and requestedRelLevels
 
bool cdfFlag
 flag for type of probabilities/reliabilities used in mappings: cumulative/CDF (true) or complementary/CCDF (false)
 
bool pdfOutput
 flag for managing output of response probability density functions (PDFs)
 
RealVectorArray computedPDFAbscissas
 sorted response PDF intervals bounds extracted from min/max sample and requested/computedRespLevels (vector lengths = num bins + 1)
 
RealVectorArray computedPDFOrdinates
 response PDF densities computed from bin counts divided by (unequal) bin widths (vector lengths = num bins)
 
Response finalStatistics
 final statistics from the uncertainty propagation used in strategies: response means, standard deviations, and probabilities of failure
 
short finalMomentsType
 type of moments logged within finalStatistics: none, central, standard
 
size_t miPLIndex
 index for the active ParallelLevel within ParallelConfiguration::miPLIters
 
BitArray pdfComputed
 Whether PDF was computed for function i; used to determine whether a pdf should be archived.
 
- Protected Attributes inherited from Analyzer
size_t numFunctions
 number of response functions
 
size_t numContinuousVars
 number of active continuous vars
 
size_t numDiscreteIntVars
 number of active discrete integer vars
 
size_t numDiscreteStringVars
 number of active discrete string vars
 
size_t numDiscreteRealVars
 number of active discrete real vars
 
bool compactMode
 switch for allSamples (compact mode) instead of allVariables (normal mode)
 
VariablesArray allVariables
 array of all variables to be evaluated in evaluate_parameter_sets()
 
RealMatrix allSamples
 compact alternative to allVariables
 
IntResponseMap allResponses
 array of all responses to be computed in evaluate_parameter_sets()
 
IntVariables2DMap batchVariablesMap
 alternate container for Variables samples supporting evaluate_batch() and synchronize_batches(), a 2D map with outer batch_id and inner eval_id
 
IntRealVector2DMap batchSamplesMap
 alternate container for RealVector samples supporting evaluate_batch() and synchronize_batches(), a 2D map with outer batch_id and inner eval_id
 
IntResponse2DMap batchResponsesMap
 alternate container for Response samples supporting evaluate_batch() and synchronize_batches(), a 2D map with outer batch_id and inner eval_id
 
StringArray allHeaders
 array of headers to insert into output while evaluating allVariables
 
size_t numObjFns
 number of objective functions
 
size_t numLSqTerms
 number of least squares terms
 
RealPairPRPMultiMap bestVarsRespMap
 map which stores best set of solutions
 
bool vbdFlag
 flag indicating the activation of variance-bsaed decomposition for computing Sobol' indices, via either PCE or sampling
 
Real vbdDropTol
 tolerance for omitting output of small VBD indices computed via either PCE or sampling
 
- Protected Attributes inherited from Iterator
ProblemDescDBprobDescDB
 class member reference to the problem description database More...
 
ParallelLibraryparallelLib
 class member reference to the parallel library
 
ParConfigLIter methodPCIter
 the active ParallelConfiguration used by this Iterator instance
 
Model iteratedModel
 the model to be iterated (for iterators and meta-iterators employing a single model instance)
 
size_t myModelLayers
 number of Models locally (in Iterator or derived classes) wrapped around the initially passed in Model
 
unsigned short methodName
 name of the iterator (the user's method spec)
 
Real convergenceTol
 iteration convergence tolerance
 
size_t maxIterations
 maximum number of iterations for the method
 
size_t maxFunctionEvals
 maximum number of fn evaluations for the method
 
int maxEvalConcurrency
 maximum number of concurrent model evaluations More...
 
ActiveSet activeSet
 the response data requirements on each function evaluation
 
size_t numFinalSolutions
 number of solutions to retain in best variables/response arrays
 
VariablesArray bestVariablesArray
 collection of N best solution variables found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
ResponseArray bestResponseArray
 collection of N best solution responses found during the study; always in context of Model originally passed to the Iterator (any in-flight Recasts must be undone)
 
bool subIteratorFlag
 flag indicating if this Iterator is a sub-iterator (NestedModel::subIterator or DataFitSurrModel::daceIterator)
 
short outputLevel
 output verbosity level: {SILENT,QUIET,NORMAL,VERBOSE,DEBUG}_OUTPUT
 
bool summaryOutputFlag
 flag for summary output (evaluation stats, final results); default true, but false for on-the-fly (helper) iterators and sub-iterator use cases
 
ResultsManagerresultsDB
 reference to the global iterator results database
 
EvaluationStore & evaluationsDB
 reference to the global evaluation database
 
EvaluationsDBState evaluationsDBState
 State of evaluations DB for this iterator.
 
ResultsNames resultsNames
 valid names for iterator results
 
std::shared_ptr< TraitsBasemethodTraits
 pointer that retains shared ownership of a TraitsBase object, or child thereof
 
bool topLevel
 Whether this is the top level iterator.
 
bool exportSurrogate = false
 whether to export final surrogates
 
String surrExportPrefix
 base filename for exported surrogates
 
unsigned short surrExportFormat = NO_MODEL_FORMAT
 (bitwise) format(s) to export
 
- Static Protected Attributes inherited from NonD
static NonDnondInstance
 pointer to the active object instance used within static evaluator functions in order to avoid the need for static data
 

Detailed Description

Derived nondeterministic class that generates N-dimensional numerical quadrature points for evaluation of expectation integrals over uncorrelated standard normals/uniforms/exponentials/betas/gammas.

This class is used by NonDPolynomialChaos, but could also be used for general numerical integration of moments. It employs Gauss-Hermite, Gauss-Legendre, Gauss-Laguerre, Gauss-Jacobi and generalized Gauss-Laguerre quadrature for use with normal, uniform, exponential, beta, and gamma density functions and integration bounds. The abscissas and weights for one-dimensional integration are extracted from the appropriate OrthogonalPolynomial class and are extended to n-dimensions using a tensor product approach.

Constructor & Destructor Documentation

◆ NonDQuadrature() [1/4]

NonDQuadrature ( Model model,
unsigned short  quad_order,
const RealVector &  dim_pref,
short  driver_mode 
)

alternate constructor for instantiations "on the fly" based on a quadrature order specification

This alternate constructor is used for on-the-fly generation and evaluation of numerical quadrature points.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

◆ NonDQuadrature() [2/4]

NonDQuadrature ( Model model,
unsigned short  quad_order,
const RealVector &  dim_pref,
short  driver_mode,
int  num_filt_samples 
)

alternate constructor for instantiations "on the fly" that filter a tensor product sample set to include points with highest sample weights

This alternate constructor is used for on-the-fly generation and evaluation of filtered tensor quadrature points.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

◆ NonDQuadrature() [3/4]

NonDQuadrature ( Model model,
unsigned short  quad_order,
const RealVector &  dim_pref,
short  driver_mode,
int  num_sub_samples,
int  seed 
)

alternate constructor for instantiations "on the fly" that sub-sample quadrature rules by sampling randomly from a tensor product multi-index

This alternate constructor is used for on-the-fly generation and evaluation of random sampling from a tensor quadrature multi-index.

References NonDIntegration::numIntDriver, and NonDQuadrature::tpqDriver.

◆ NonDQuadrature() [4/4]

NonDQuadrature ( ProblemDescDB problem_db,
Model model 
)
protected

constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification. It is not currently used, as there is not yet a separate nond_quadrature method specification.

References Iterator::convergenceTol, Model::correction_type(), ProblemDescDB::get_bool(), ProblemDescDB::get_short(), ProblemDescDB::get_sizet(), ProblemDescDB::get_ushort(), Iterator::iteratedModel, Iterator::maxEvalConcurrency, Model::multivariate_distribution(), NonDQuadrature::nestedRules, NonDIntegration::numIntDriver, Iterator::outputLevel, Iterator::probDescDB, NonDQuadrature::reset(), and NonDQuadrature::tpqDriver.

Member Function Documentation

◆ initialize_grid()

void initialize_grid ( const std::vector< Pecos::BasisPolynomial > &  poly_basis)
protectedvirtual

◆ sampling_reset()

void sampling_reset ( size_t  min_samples,
bool  all_data_flag,
bool  stats_flag 
)
protectedvirtual

used by DataFitSurrModel::build_global() to publish the minimum number of points needed from the quadrature routine in order to build a particular global approximation.

Reimplemented from Iterator.

References NonDIntegration::dimPrefSpec, NonDQuadrature::increment_grid(), NonDQuadrature::increment_grid_preference(), NonDQuadrature::numSamples, and NonDQuadrature::tpqDriver.

Referenced by NonDQuadrature::update().

◆ num_samples()

size_t num_samples ( ) const
inlineprotectedvirtual

Return current number of evaluation points. Since the calculation of samples, collocation points, etc. might be costly, provide a default implementation here that backs out from the maxEvalConcurrency.

Reimplemented from Analyzer.

References NonDQuadrature::numSamples, NonDQuadrature::quadMode, and NonDQuadrature::tpqDriver.


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