# include "sandia_rules.hpp" # include "sgmg.hpp" # include # include # include # include int main ( ); void sgmg_write_tests ( double tol ); void sgmg_write_test ( int dim_num, int level_max, int rule[], int growth[], int np[], double p[], void ( *gw_compute_points[] ) ( int order, int np, double p[], double w[] ), void ( *gw_compute_weights[] ) ( int order, int np, double p[], double w[] ), double tol, std::string file_name ); typedef void ( *GWPointer ) ( int order, int np, double p[], double w[] ); //****************************************************************************80 int main ( ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for SGMG_WRITE_PRB. // // Discussion: // // SGMG_WRITE_PRB tests SGMG_WRITE. // // 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 << "SGMG_WRITE_PRB\n"; std::cout << " C++ version\n"; // // Generate sparse grid rules and write them to files. // sgmg_write_tests ( tol ); // // Terminate. // std::cout << "\n"; std::cout << "SGMG_WRITE_PRB\n"; std::cout << " Normal end of execution.\n"; std::cout << "\n"; webbur::timestamp ( ); return 0; } //****************************************************************************80 void sgmg_write_tests ( double tol ) //****************************************************************************80 // // Purpose: // // SGMG_WRITE_TESTS calls SGMG_WRITE_TEST. // // Discussion: // // We can't test Golub-Welsch rules in this routine, because the program // that writes out the files needs to know the integration region for each // component, and we have not specified how that would be done with // Golub Welsch rules. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 20 June 2010 // // Author: // // John Burkardt // // Parameters: // // Input, double TOL, a tolerance for point equality. // A value of sqrt ( eps ) is reasonable, and will allow the code to // consolidate points which are equal, or very nearly so. A value of // -1.0, on the other hand, will force the code to use every point, // regardless of duplication. // { int dim_num; std::string file_name; int *growth; GWPointer *gw_compute_points; GWPointer *gw_compute_weights; int level_max; int level_max_max; int level_max_min; int *np; int np_sum; int *order_1d; int order_nd; double *p; int *rule; std::cout << "\n"; std::cout << "SGMG_WRITE_TESTS\n"; std::cout << " Call SGMG_WRITE_TEST with various arguments.\n"; std::cout << "\n"; std::cout << " All tests will use a point equality tolerance of " << tol << "\n"; dim_num = 2; level_max= 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]; rule = new int[dim_num]; rule[0] = 1; rule[1] = 1; growth = new int[dim_num]; growth[0] = 6; growth[1] = 6; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::clenshaw_curtis_compute_points_np; 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; file_name = "sgmg_d2_l2_ccxcc"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 3; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; rule = new int[dim_num]; rule[0] = 1; rule[1] = 3; growth = new int[dim_num]; growth[0] = 6; growth[1] = 6; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::patterson_lookup_points_np; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::patterson_lookup_weights_np; file_name = "sgmg_d2_l3_ccxgp"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 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]; rule = new int[dim_num]; rule[0] = 1; rule[1] = 4; growth = new int[dim_num]; growth[0] = 6; growth[1] = 3; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::legendre_compute_points_np; 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; file_name = "sgmg_d2_l2_ccxgl"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 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]; rule = new int[dim_num]; rule[0] = 1; rule[1] = 7; growth = new int[dim_num]; growth[0] = 6; growth[1] = 3; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::laguerre_compute_points_np; gw_compute_weights = new GWPointer[dim_num]; gw_compute_weights[0] = webbur::clenshaw_curtis_compute_weights_np; gw_compute_weights[1] = webbur::laguerre_compute_weights_np; file_name = "sgmg_d2_l2_ccxlg"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 2; np = new int[dim_num]; np[0] = 1; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 1.5; rule = new int[dim_num]; rule[0] = 1; rule[1] = 8; growth = new int[dim_num]; growth[0] = 6; growth[1] = 3; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::gen_laguerre_compute_points_np; 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; file_name = "sgmg_d2_l2_ccxglg"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 2; np = new int[dim_num]; np[0] = 0; np[1] = 2; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 0.5; p[1] = 1.5; rule = new int[dim_num]; rule[0] = 2; rule[1] = 9; growth = new int[dim_num]; growth[0] = 6; growth[1] = 3; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::fejer2_compute_points_np; gw_compute_points[1] = webbur::jacobi_compute_points_np; 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; file_name = "sgmg_d2_l2_f2xgj"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 2; level_max= 2; np = new int[dim_num]; np[0] = 1; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; p[0] = 2.0; rule = new int[dim_num]; rule[0] = 6; rule[1] = 10; growth = new int[dim_num]; growth[0] = 3; growth[1] = 4; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::gen_hermite_compute_points_np; gw_compute_points[1] = webbur::hermite_genz_keister_lookup_points_np; 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; file_name = "sgmg_d2_l2_gghxhgk"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; dim_num = 3; level_max= 2; 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]; rule = new int[dim_num]; rule[0] = 1; rule[1] = 4; rule[2] = 5; growth = new int[dim_num]; growth[0] = 6; growth[1] = 3; growth[2] = 3; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::clenshaw_curtis_compute_points_np; gw_compute_points[1] = webbur::legendre_compute_points_np; gw_compute_points[2] = webbur::hermite_compute_points_np; 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; file_name = "sgmg_d3_l2_ccxglxgh"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; // // Dimension 2, Level 4, Rule 3, exponential growth; // dim_num = 2; level_max= 4; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; rule = new int[dim_num]; rule[0] = 3; rule[1] = 3; growth = new int[dim_num]; growth[0] = 6; growth[1] = 6; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::patterson_lookup_points_np; gw_compute_points[1] = webbur::patterson_lookup_points_np; 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; file_name = "sgmg_d2_l2_gpxgp"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; // // Dimension 2, Level 4, Rule 3, slow exponential growth. // dim_num = 2; level_max= 4; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; rule = new int[dim_num]; rule[0] = 3; rule[1] = 3; growth = new int[dim_num]; growth[0] = 4; growth[1] = 4; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::patterson_lookup_points_np; gw_compute_points[1] = webbur::patterson_lookup_points_np; 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; file_name = "sgmg_d2_l2_gpsexgpse"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; // // Dimension 2, Level 4, Rule 3, moderate exponential growth. // dim_num = 2; level_max= 4; np = new int[dim_num]; np[0] = 0; np[1] = 0; np_sum = webbur::i4vec_sum ( dim_num, np ); p = new double[np_sum]; rule = new int[dim_num]; rule[0] = 3; rule[1] = 3; growth = new int[dim_num]; growth[0] = 5; growth[1] = 5; gw_compute_points = new GWPointer[dim_num]; gw_compute_points[0] = webbur::patterson_lookup_points_np; gw_compute_points[1] = webbur::patterson_lookup_points_np; 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; file_name = "sgmg_d2_l2_gpmexgpme"; sgmg_write_test ( dim_num, level_max, rule, growth, np, p, gw_compute_points, gw_compute_weights, tol, file_name ); delete [] growth; delete [] gw_compute_points; delete [] gw_compute_weights; delete [] np; delete [] p; delete [] rule; return; } //***************************************************************************80 void sgmg_write_test ( int dim_num, int level_max, int rule[], int growth[], int np[], double p[], void ( *gw_compute_points[] ) ( int order, int np, double p[], double w[] ), void ( *gw_compute_weights[] ) ( int order, int np, double p[], double w[] ), double tol, std::string file_name ) //***************************************************************************80 // // Purpose: // // SGMG_WRITE_TEST tests SGMG_WRITE. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 22 March 2010 // // Author: // // John Burkardt // // Parameters: // // Input, integer DIM_NUM, the spatial dimension. // // Input, integer LEVEL_MAX, the level that defines the grid. // // 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 GROWTH[DIM_NUM], the growth rule in each dimension. // 0, "DF", default growth associated with this quadrature rule; // 1, "SL", slow linear, L+1; // 2 "SO", slow linear odd, O=1+2((L+1)/2) // 3, "ML", moderate linear, 2L+1; // 4, "SE", slow exponential; // 5, "ME", moderate exponential; // 6, "FE", full exponential. // // 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_POINTS[] ) ( int order, int np, double p[], double x[] ), // an array of pointers to functions which return the 1D quadrature points // associated with each spatial dimension for which a Golub Welsch rule // is used. // // 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. // // Input, double TOL, a tolerance for point equality. // // Input, string FILE_NAME, the main name of the output files. // { int point_num; int point_total_num; int *sparse_index; int *sparse_order; double *sparse_point; int *sparse_unique_index; double *sparse_weight; std::cout << "\n"; std::cout << "SGMG_WRITE_TEST\n"; std::cout << " SGMG_WRITE writes a sparse grid rule\n"; std::cout << " to X, W and R files.\n"; // // Compute necessary data. // point_total_num = webbur::sgmg_size_total ( dim_num, level_max, rule, growth ); point_num = webbur::sgmg_size ( dim_num, level_max, rule, np, p, gw_compute_points, tol, growth ); sparse_unique_index = new int[point_total_num]; webbur::sgmg_unique_index ( dim_num, level_max, rule, np, p, gw_compute_points, tol, point_num, point_total_num, growth, sparse_unique_index ); sparse_order = new int[dim_num*point_num]; sparse_index = new int[dim_num*point_num]; webbur::sgmg_index ( dim_num, level_max, rule, point_num, point_total_num, sparse_unique_index, growth, sparse_order, sparse_index ); // // Compute points and weights. // sparse_point = new double [ dim_num * point_num ]; webbur::sgmg_point ( dim_num, level_max, rule, np, p, gw_compute_points, point_num, sparse_order, sparse_index, growth, sparse_point ); sparse_weight = new double[point_num]; webbur::sgmg_weight ( dim_num, level_max, rule, np, p, gw_compute_weights, point_num, point_total_num, sparse_unique_index, growth, sparse_weight ); // // Write points and weights to files. // webbur::sgmg_write ( dim_num, rule, np, p, point_num, sparse_weight, sparse_point, file_name ); delete [] sparse_index; delete [] sparse_order; delete [] sparse_point; delete [] sparse_unique_index; delete [] sparse_weight; return; }