LinearLagrangeInterpolationSurrogate.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_LINEAR_LAGRANGE_INTERPOLATION_SURROGATE_H
#define UQ_LINEAR_LAGRANGE_INTERPOLATION_SURROGATE_H

// QUESO
#include <queso/InterpolationSurrogateBase.h>

// C++
#include <vector>
#include <cmath>

namespace QUESO
{
  class GslVector;
  class GslMatrix;


  template<class V = GslVector, class M = GslMatrix>
  class LinearLagrangeInterpolationSurrogate : public InterpolationSurrogateBase<V,M>
  {
  public:


    LinearLagrangeInterpolationSurrogate(const InterpolationSurrogateData<V,M>& data);

    virtual ~LinearLagrangeInterpolationSurrogate(){};

    virtual double evaluate(const V & domainVector) const;

    unsigned int n_coeffs() const
    { return std::pow( 2, this->m_data.dim() ); };

  protected:


    void compute_interval_indices(const V & domainVector,
                                  std::vector<unsigned int>& indices) const;


    void compute_interval_values( const std::vector<unsigned int>& indices,
                                  std::vector<double>& x_min,
                                  std::vector<double>& x_max,
                                  std::vector<double>& values ) const;


    double eval_interpolant( const std::vector<double>& x_min,
                             const std::vector<double>& x_max,
                             const std::vector<double>& values,
                             const V & domainVector ) const;


    unsigned int coordsToSingle( const std::vector<unsigned int>& indices ) const;

    void singleToCoords( unsigned int global, std::vector<unsigned int>& indices ) const;


    double tensor_product_lagrange( const std::vector<double>& x_min,
                                    const std::vector<double>& x_max,
                                    const std::vector<unsigned int>& indices,
                                    const V & domainVector ) const;


    double lagrange_poly( double x0, double x1, double x, unsigned int index ) const;

  private:

    LinearLagrangeInterpolationSurrogate();

  };

} // end namespace QUESO

#endif // UQ_LINEAR_LAGRANGE_INTERPOLATION_SURROGATE_H