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:

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)
Model &	iterated_model ()
	return the iteratedModel (iterators & meta-iterators using a single model instance)
ProblemDescDB &	problem_description_db () const
	return the problem description database (probDescDB)
ParallelLibrary &	parallel_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 ActiveSet &	active_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< Iterator >	iterator_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< TraitsBase >	traits () 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 Response &	response_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 Model &	algorithm_space_model () const
const Variables &	variables_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
NonD *	prevNondInstance
	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
ProblemDescDB &	probDescDB
	class member reference to the problem description database More...
ParallelLibrary &	parallelLib
	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
ResultsManager &	resultsDB
	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< TraitsBase >	methodTraits
	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 NonD *	nondInstance
	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

Used in combination with alternate NonDQuadrature constructor.

Implements NonDIntegration.

References Iterator::iteratedModel, Iterator::maxEvalConcurrency, Model::multivariate_distribution(), NonDQuadrature::nestedRules, Analyzer::numContinuousVars, NonDQuadrature::numSamples, NonDQuadrature::quadMode, NonDQuadrature::reset(), NonDQuadrature::tpqDriver, and NonDQuadrature::update().

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.

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

• NonDQuadrature.hpp
• NonDQuadrature.cpp