1DQuadrature.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2015 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// 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
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_1D_1D_QUADRATURE_H
#define UQ_1D_1D_QUADRATURE_H

#include <queso/Environment.h>
#include <queso/Defines.h>
#include <vector>
#include <math.h>
#include <fstream>

namespace QUESO {

//*****************************************************
// Base 1D quadrature class
//*****************************************************
class
Base1DQuadrature {
public:

  Base1DQuadrature(double minDomainValue,
                          double maxDomainValue,
                          unsigned int order);
  virtual ~Base1DQuadrature();


  double                     minDomainValue() const;

  double                     maxDomainValue() const;

  unsigned int               order         () const;

  const std::vector<double>& positions     () const;

  const std::vector<double>& weights       () const;

  virtual  void                       dumbRoutine   () const = 0;

protected:
  double              m_minDomainValue;
  double              m_maxDomainValue;
  unsigned int        m_order;
  std::vector<double> m_positions;
  std::vector<double> m_weights;
};

//*****************************************************
// Generic 1D quadrature class
//*****************************************************
class Generic1DQuadrature : public Base1DQuadrature {
public:

  Generic1DQuadrature(double minDomainValue,
                             double maxDomainValue,
                             const std::vector<double>& positions,
                             const std::vector<double>& weights);

  ~Generic1DQuadrature();


  void dumbRoutine() const;
protected:
  using Base1DQuadrature::m_minDomainValue;
  using Base1DQuadrature::m_maxDomainValue;
  using Base1DQuadrature::m_order;
  using Base1DQuadrature::m_positions;
  using Base1DQuadrature::m_weights;
};

//*****************************************************
// Uniform/Legendre 1D quadrature class
//*****************************************************
class UniformLegendre1DQuadrature : public Base1DQuadrature {
public:


  UniformLegendre1DQuadrature(double       minDomainValue,
                                     double       maxDomainValue,
                                     unsigned int order,
                                     bool         densityIsNormalized);
  ~UniformLegendre1DQuadrature();


  void dumbRoutine() const;
protected:
  using Base1DQuadrature::m_minDomainValue;
  using Base1DQuadrature::m_maxDomainValue;
  using Base1DQuadrature::m_order;
  using Base1DQuadrature::m_positions;
  using Base1DQuadrature::m_weights;
};

//*****************************************************
// Gaussian/Hermite 1D quadrature class
//*****************************************************
class GaussianHermite1DQuadrature : public Base1DQuadrature {
public:


  GaussianHermite1DQuadrature(double       mean,
                                     double       stddev,
                                     unsigned int order);
  ~GaussianHermite1DQuadrature();


  void dumbRoutine() const;
protected:
  using Base1DQuadrature::m_minDomainValue;
  using Base1DQuadrature::m_maxDomainValue;
  using Base1DQuadrature::m_order;
  using Base1DQuadrature::m_positions;
  using Base1DQuadrature::m_weights;

  double m_mean;
  double m_stddev;
};

//*****************************************************
// Wigner/Chebyshev1st 1D quadrature class
//*****************************************************
class WignerInverseChebyshev1st1DQuadrature : public Base1DQuadrature {
public:


  WignerInverseChebyshev1st1DQuadrature(double       minDomainValue,
                                               double       maxDomainValue,
                                               unsigned int order);
  ~WignerInverseChebyshev1st1DQuadrature();


  void dumbRoutine() const;
protected:
  using Base1DQuadrature::m_minDomainValue;
  using Base1DQuadrature::m_maxDomainValue;
  using Base1DQuadrature::m_order;
  using Base1DQuadrature::m_positions;
  using Base1DQuadrature::m_weights;
};

//*****************************************************
// Wigner/Chebyshev2nd 1D quadrature class
//*****************************************************
class WignerChebyshev2nd1DQuadrature : public Base1DQuadrature {
public:


  WignerChebyshev2nd1DQuadrature(double       minDomainValue,
                                        double       maxDomainValue,
                                        unsigned int order);
  ~WignerChebyshev2nd1DQuadrature();


  void dumbRoutine() const;
protected:
  using Base1DQuadrature::m_minDomainValue;
  using Base1DQuadrature::m_maxDomainValue;
  using Base1DQuadrature::m_order;
  using Base1DQuadrature::m_positions;
  using Base1DQuadrature::m_weights;
};

}  // End namespace QUESO

#endif // UQ_1D_1D_QUADRATURE_H