# include "sandia_rules.hpp" # include "sgmg.hpp" # include # include # include # include int main ( ); void product_mixed_growth_weight_tests ( ); void product_mixed_growth_weight_test ( int dim_num, int order_1d[], int order_nd, int rule[], int np[], double p[], void ( *gw_compute_weights[] ) ( int order, int np, double p[], double w[] ) ); typedef void ( *GWPointer ) ( int order, int np, double p[], double w[] ); //****************************************************************************80 int main ( ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for PRODUCT_MIXED_GROWTH_WEIGHT_PRB. // // Discussion: // // PRODUCT_MIXED_GROWTH_WEIGHT tests PRODUCT_MIXED_GROWTH_WEIGHT. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 21 December 2009 // // Author: // // John Burkardt // // Reference: // // Fabio Nobile, Raul Tempone, Clayton Webster, // A Sparse Grid Stochastic Collocation Method for Partial Differential // Equations with Random Input Data, // SIAM Journal on Numerical Analysis, // Volume 46, Number 5, 2008, pages 2309-2345. // { double tol; webbur::timestamp ( ); std::cout << "\n"; std::cout << "PRODUCT_MIXED_GROWTH_WEIGHT_PRB\n"; std::cout << " C++ version\n"; // // Make sure the individual product rule weights are computed correctly. // product_mixed_growth_weight_tests ( ); // // Terminate. // std::cout << "\n"; std::cout << "PRODUCT_MIXED_GROWTH_WEIGHT\n"; std::cout << " Normal end of execution.\n"; std::cout << "\n"; webbur::timestamp ( ); return 0; } //****************************************************************************80 void product_mixed_growth_weight_tests ( ) //****************************************************************************80 // // Purpose: // // PRODUCT_MIXED_GROWTH_WEIGHT_TESTS calls PRODUCT_MIXED_GROWTH_WEIGHT_TEST. // // Discussion: // // To test Golub Welsch rules for a spatial dimension DIM, we can // set RULE[DIM] = 10, and set the corresponding entry of // GW_COMPUTE_WEIGHTS to the name of a function that we know is already // available, such as "webbur::clenshaw_curtis_compute_weights". // // Note that, for ALL the tests, we set every entry of the GW_COMPUTE_WEIGHTS // array. However, a particular entry is only inspected if the corresponding // entry of RULE is 10. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 20 June 2010 // // Author: // // John Burkardt // { int dim_num; GWPointer *gw_compute_weights; int *np; int np_sum; int *order_1d; int order_nd; double *p; int *rule; std::cout << "\n"; std::cout << "PRODUCT_MIXED_GROWTH_WEIGHT_TESTS\n"; std::cout << " Call PRODUCT_MIXED_GROWTH_WEIGHT_TEST with various arguments.\n"; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; order_1d[0] = 3; order_1d[1] = 5; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule = new int[dim_num]; rule[0] = 1; rule[1] = 1; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::clenshaw_curtis_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 3; order_1d[1] = 7; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 1; rule[1] = 5; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::hermite_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 3; order_1d[1] = 3; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 3; rule[1] = 7; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::patterson_lookup_weights_np; gw_compute_weights[1] = webbur::laguerre_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 1; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 1.5; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 5; order_1d[1] = 5; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 1; rule[1] = 8; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::gen_laguerre_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 0.5; p[1] = 1.5; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 5; order_1d[1] = 5; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 2; rule[1] = 9; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::fejer2_compute_weights_np; gw_compute_weights[1] = webbur::jacobi_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 2.0; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 7; order_1d[1] = 9; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 6; rule[1] = 10; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::gen_hermite_compute_weights_np; gw_compute_weights[1] = webbur::hermite_genz_keister_lookup_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; dim_num = 3; np = new int[dim_num]; np[0] = 0; np[1] = 0; np[2] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 2; order_1d[1] = 3; order_1d[2] = 3; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 1; rule[1] = 4; rule[2] = 5; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::legendre_compute_weights_np; gw_compute_weights[2] = webbur::hermite_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; // // Repeat, treating rules #2 and #3 as Golub Welsch rules. // dim_num = 3; np = new int[dim_num]; np[0] = 0; np[1] = 0; np[2] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 2; order_1d[1] = 3; order_1d[2] = 3; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 1; rule[1] = 11; rule[2] = 11; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::legendre_compute_weights_np; gw_compute_weights[2] = webbur::hermite_compute_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; // // Dimension 2, Rule 3 // dim_num = 2; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; order_1d = new int[dim_num]; rule = new int[dim_num]; order_1d[0] = 15; order_1d[1] = 15; order_nd = webbur::i4vec_product ( dim_num, order_1d ); rule[0] = 3; rule[1] = 3; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::patterson_lookup_weights_np; gw_compute_weights[1] = webbur::patterson_lookup_weights_np; product_mixed_growth_weight_test ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights ); delete [] gw_compute_weights; delete [] np; delete [] order_1d; delete [] p; delete [] rule; return; } //***************************************************************************80 void product_mixed_growth_weight_test ( int dim_num, int order_1d[], int order_nd, int rule[], int np[], double p[], void ( *gw_compute_weights[] ) ( int order, int np, double p[], double w[] ) ) //***************************************************************************80 // // Purpose: // // PRODUCT_MIXED_GROWTH_WEIGHT_TEST: weights of a mixed factor product rule. // // Discussion: // // This routine computes a sparse grid and compares the sum of the weights // to the expected exact value. // // The routine cannot produce a result for rules that include one or more // component rules of type 10, that is, Golub-Welsch rules. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 20 June 2010 // // Author: // // John Burkardt // // Parameters: // // Input, int DIM_NUM, the spatial dimension. // // Input, int ORDER_1D[DIM_NUM], the order of the 1D rules. // // Input, int ORDER_ND, the order of the product rule. // // Input, int RULE[DIM_NUM], the rule in each dimension. // 1, "CC", Clenshaw Curtis, Closed Fully Nested. // 2, "F2", Fejer Type 2, Open Fully Nested. // 3, "GP", Gauss Patterson, Open Fully Nested. // 4, "GL", Gauss Legendre, Open Weakly Nested. // 5, "GH", Gauss Hermite, Open Weakly Nested. // 6, "GGH", Generalized Gauss Hermite, Open Weakly Nested. // 7, "LG", Gauss Laguerre, Open Non Nested. // 8, "GLG", Generalized Gauss Laguerre, Open Non Nested. // 9, "GJ", Gauss Jacobi, Open Non Nested. // 10, "HGK", Hermite Genz-Keister, Open Fully Nested. // 11, "UO", User supplied Open, presumably Non Nested. // 12, "UC", User supplied Closed, presumably Non Nested. // // Input, int NP[RULE_NUM], the number of parameters used by each rule. // // Input, double P[sum(NP[*])], the parameters needed by each rule. // // Input, void ( *GW_COMPUTE_WEIGHTS[] ) ( int order, int np, double p[], double w[] ), // an array of pointers to functions which return the 1D quadrature weights // associated with each spatial dimension for which a Golub Welsch rule // is used. // { double alpha; double beta; double arg1; double arg2; double arg3; double arg4; int dim; int i; int p_index; double pi = 3.141592653589793; double value1; double value2; double *weight; double weight_sum; double weight_sum_error; double weight_sum_exact; // // Determine the integral of 1 over the multidimensional weighted region. // p_index = 0; weight_sum_exact = 1.0; for ( dim = 0; dim < dim_num; dim++ ) { if ( rule[dim] == 1 ) { weight_sum_exact = weight_sum_exact * 2.0; } else if ( rule[dim] == 2 ) { weight_sum_exact = weight_sum_exact * 2.0; } else if ( rule[dim] == 3 ) { weight_sum_exact = weight_sum_exact * 2.0; } else if ( rule[dim] == 4 ) { weight_sum_exact = weight_sum_exact * 2.0; } else if ( rule[dim] == 5 ) { weight_sum_exact = weight_sum_exact * std::sqrt ( pi ); } else if ( rule[dim] == 6 ) { alpha = p[p_index]; p_index = p_index + 1; weight_sum_exact = weight_sum_exact * webbur::r8_gamma ( 0.5 * ( alpha + 1.0 ) ); } else if ( rule[dim] == 7 ) { weight_sum_exact = weight_sum_exact * 1.0; } else if ( rule[dim] == 8 ) { alpha = p[p_index]; p_index = p_index + 1; weight_sum_exact = weight_sum_exact * webbur::r8_gamma ( alpha + 1.0 ); } else if ( rule[dim] == 9 ) { alpha = p[p_index]; p_index = p_index + 1; beta = p[p_index]; p_index = p_index + 1; arg1 = - alpha; arg2 = 1.0; arg3 = beta + 2.0; arg4 = - 1.0; value1 = webbur::r8_hyper_2f1 ( arg1, arg2, arg3, arg4 ); arg1 = - beta; arg2 = 1.0; arg3 = alpha + 2.0; arg4 = - 1.0; value2 = webbur::r8_hyper_2f1 ( arg1, arg2, arg3, arg4 ); weight_sum_exact = weight_sum_exact * ( value1 / ( beta + 1.0 ) + value2 / ( alpha + 1.0 ) ); } else if ( rule[dim] == 10 ) { weight_sum_exact = weight_sum_exact * std::sqrt ( pi ); } else if ( rule[dim] == 11 ) { for ( i = 0; i < np[dim]; i++ ) { alpha = p[p_index]; p_index = p_index + 1; } weight_sum_exact = 0.0; } else if ( rule[dim] == 12 ) { for ( i = 0; i < np[dim]; i++ ) { alpha = p[p_index]; p_index = p_index + 1; } weight_sum_exact = 0.0; } else { std::cerr << "\n"; std::cerr << "PRODUCT_MIXED_GROWTH_WEIGHT_TEST - Fatal error!\n"; std::cerr << " Unexpected value of RULE[" << dim << "] = " << rule[dim] << ".\n"; std::exit ( 1 ); } } std::cout << "\n"; std::cout << "PRODUCT_MIXED_GROWTH_WEIGHT_TEST:\n"; std::cout << " Compute the weights of a mixed factor product grid.\n"; std::cout << "\n"; std::cout << " As a simple test, sum these weights.\n"; std::cout << " They should sum to exactly " << weight_sum_exact << "\n"; std::cout << "\n"; std::cout << " Spatial dimension DIM_NUM = " << dim_num << "\n"; std::cout << "\n"; std::cout << " Dimension Rule Order Parameters\n"; std::cout << "\n"; p_index = 0; for ( dim = 0; dim < dim_num; dim++ ) { if ( rule[dim] == 1 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 2 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 3 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 4 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 5 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 6 ) { alpha = p[p_index]; p_index = p_index + 1; std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << " " << std::setw(14) << alpha << "\n"; } else if ( rule[dim] == 7 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 8 ) { alpha = p[p_index]; p_index = p_index + 1; std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << " " << std::setw(14) << alpha << "\n"; } else if ( rule[dim] == 9 ) { alpha = p[p_index]; p_index = p_index + 1; beta = p[p_index]; p_index = p_index + 1; std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << " " << std::setw(14) << alpha << " " << std::setw(14) << beta << "\n"; } else if ( rule[dim] == 10 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim] << "\n"; } else if ( rule[dim] == 11 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim]; for ( i = 0; i < np[dim]; i++ ) { alpha = p[p_index]; p_index = p_index + 1; std::cout << " " << std::setw(14) << alpha; } std::cout << "\n"; } else if ( rule[dim] == 12 ) { std::cout << " " << std::setw(8) << dim << " " << std::setw(8) << rule[dim] << " " << std::setw(8) << order_1d[dim]; for ( i = 0; i < np[dim]; i++ ) { alpha = p[p_index]; p_index = p_index + 1; std::cout << " " << std::setw(14) << alpha; } std::cout << "\n"; } else { std::cerr << "\n"; std::cerr << "PRODUCT_MIXED_GROWTH_WEIGHT_TEST - Fatal error!\n"; std::cerr << " Cannot perform test for rule = " << rule[dim] << "\n"; std::exit ( 1 ); } } // // Compute the weights and points of the sparse grid mixed rule. // weight = new double[order_nd]; webbur::product_mixed_growth_weight ( dim_num, order_1d, order_nd, rule, np, p, gw_compute_weights, weight ); // // Sum the weights to get the SGM approximation to the integral of 1. // weight_sum = webbur::r8vec_sum ( order_nd, weight ); // // Compare the exact and estimated integrals. // weight_sum_error = webbur::r8_abs ( weight_sum - weight_sum_exact ); std::cout << "\n"; std::cout << " Weight sum Expected sum Difference\n"; std::cout << "\n"; std::cout << " " << std::setw(14) << weight_sum << " " << std::setw(14) << weight_sum_exact << " " << std::setw(14) << weight_sum_error << "\n"; delete [] weight; return; }