/usr/include/openturns/AdaptiveStieltjesAlgorithm.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
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/**
* @brief Implement the modified adaptive Stieltjes algorithm to compute
* the coefficients of the 3 terms recurrence relation of an
* orthonormal polynomial family
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_ADAPTIVESTIELTJESALGORITHM_HXX
#define OPENTURNS_ADAPTIVESTIELTJESALGORITHM_HXX
#include <map>
#include "openturns/OrthonormalizationAlgorithmImplementation.hxx"
#include "openturns/OrthogonalUniVariatePolynomialFamily.hxx"
#include "openturns/Collection.hxx"
#include "openturns/PersistentCollection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class AdaptiveStieltjesAlgorithm
*
* OrthogonalUniVariatePolynomialStandardDistribution polynomial factory
*/
class OT_API AdaptiveStieltjesAlgorithm
: public OrthonormalizationAlgorithmImplementation
{
CLASSNAME;
public:
typedef Collection<Coefficients> CoefficientsCollection;
typedef PersistentCollection<Coefficients> CoefficientsPersistentCollection;
/** Default constructor */
AdaptiveStieltjesAlgorithm();
/** Parameter constructor */
AdaptiveStieltjesAlgorithm(const Distribution & measure);
/** Virtual constructor */
virtual AdaptiveStieltjesAlgorithm * clone() const;
/** Calculate the coefficients of recurrence a0, a1, a2 such that
Pn+1(x) = (a0 * x + a1) * Pn(x) + a2 * Pn-1(x) */
Coefficients getRecurrenceCoefficients(const UnsignedInteger n) const;
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
private:
/** Compute dot products taking into account the singularities of the weights */
Point computeDotProduct(const Function & kernel,
const UnsignedInteger n) const;
// Structure used to compute the two dot-products needed for the computation of three-terms relation coefficients
struct DotProductWrapper
{
DotProductWrapper(const OrthogonalUniVariatePolynomial & qN,
const Distribution & weight):
qN_(qN), weight_(weight)
{
// Nothing to do
};
// This method allows to compute <qN, qN>
Point kernelSym(const Point & point) const
{
const Scalar pdf = weight_.computePDF(point);
const Scalar x = point[0];
const Scalar qNX = qN_(x);
Point result(1);
result[0] = qNX * qNX * pdf;
return result;
};
// This method allows to compute <qN, qN> and <x.qN, qN>
Point kernelGen(const Point & point) const
{
const Scalar pdf = weight_.computePDF(point);
const Scalar x = point[0];
const Scalar qNX = qN_(x);
const Scalar xQNX = x * qNX;
Point result(2);
result[0] = qNX * qNX * pdf;
result[1] = xQNX * qNX * pdf;
return result;
};
const OrthogonalUniVariatePolynomial & qN_;
const Distribution & weight_;
}; // struct DotProductWrapper
/** Cache to store the recurrence coefficients */
mutable CoefficientsPersistentCollection monicRecurrenceCoefficients_;
/** Cache to store the squared norm of the monic orthogonal polynomials */
mutable Point monicSquaredNorms_;
/** Flag to tell if the underlying distribution is symmetric */
Bool isElliptical_;
} ; /* class AdaptiveStieltjesAlgorithm */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_ADAPTIVESTIELTJESALGORITHM_HXX */
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