Scalar AdaptiveSparseGrid<Scalar,UserVector>::refine_grid( typename std::multimap<Scalar,std::vector<int> > & activeIndex, std::set<std::vector<int> > & oldIndex, UserVector & integralValue, CubatureTensorSorted<Scalar> & cubRule, Scalar globalErrorIndicator, AdaptiveSparseGridInterface<Scalar,UserVector> & problem_data) { TEUCHOS_TEST_FOR_EXCEPTION((activeIndex.empty()),std::out_of_range, ">>> ERROR (AdaptiveSparseGrid): Active Index set is empty."); int dimension = problem_data.getDimension(); std::vector<EIntrepidBurkardt> rule1D; problem_data.getRule(rule1D); std::vector<EIntrepidGrowth> growth1D; problem_data.getGrowth(growth1D); // Initialize Flags bool maxLevelFlag = true; bool isAdmissibleFlag = true; // Initialize Cubature Rule Teuchos::RCP<UserVector> s = integralValue.Create(); // Initialize iterator at end of inOldIndex std::set<std::vector<int> >::iterator it1(oldIndex.end()); // Initialize iterator at end of inActiveIndex typename std::multimap<Scalar,std::vector<int> >::iterator it; // Obtain Global Error Indicator as sum of key values of inActiveIndex Scalar eta = globalErrorIndicator; // Select Index to refine it = activeIndex.end(); it--; // Decrement to position of final value Scalar G = it->first; // Largest Error Indicator is at End eta -= G; // Update global error indicator std::vector<int> index = it->second; // Get Corresponding index activeIndex.erase(it); // Erase Index from active index set // Insert Index into old index set oldIndex.insert(it1,index); it1 = oldIndex.end(); // Refinement process for (int k=0; k<dimension; k++) { index[k]++; // index + ek // Check Max Level maxLevelFlag = problem_data.max_level(index); if (maxLevelFlag) { // Check Admissibility isAdmissibleFlag = isAdmissible(index,k,oldIndex,problem_data); if (isAdmissibleFlag) { // If admissible // Build Differential Quarature Rule CubatureTensorSorted<Scalar> diffRule(0,dimension); build_diffRule(diffRule,index,problem_data); // Apply Rule to function problem_data.eval_cubature(*s,diffRule); // Update integral value integralValue.Update(*s); // Update local error indicator and index set G = problem_data.error_indicator(*s); if (activeIndex.end()!=activeIndex.begin()) activeIndex.insert(activeIndex.end()--, std::pair<Scalar,std::vector<int> >(G,index)); else activeIndex.insert(std::pair<Scalar,std::vector<int> >(G,index)); // Update global error indicators eta += G; // Update adapted quadrature rule nodes and weights cubRule.update(1.0,diffRule,1.0); } } else { // Max Level Exceeded //std::cout << "Maximum Level Exceeded" << std::endl; } index[k]--; } return eta; }
Scalar AdaptiveSparseGrid<Scalar,UserVector>::refine_grid( typename std::multimap<Scalar,std::vector<int> > & indexSet, UserVector & integralValue, AdaptiveSparseGridInterface<Scalar,UserVector> & problem_data) { int dimension = problem_data.getDimension(); std::vector<EIntrepidBurkardt> rule1D; problem_data.getRule(rule1D); std::vector<EIntrepidGrowth> growth1D; problem_data.getGrowth(growth1D); // Copy Multimap into a Set for ease of use typename std::multimap<Scalar,std::vector<int> >::iterator it; std::set<std::vector<int> > oldSet; std::set<std::vector<int> >::iterator it1(oldSet.begin()); for (it=indexSet.begin(); it!=indexSet.end(); it++) { oldSet.insert(it1,it->second); it1++; } indexSet.clear(); // Find Possible Active Points int flag = 1; std::vector<int> index(dimension,0); typename std::multimap<Scalar,std::vector<int> > activeSet; for (it1=oldSet.begin(); it1!=oldSet.end(); it1++) { index = *it1; for (int i=0; i<dimension; i++) { index[i]++; flag = (int)(!oldSet.count(index)); index[i]--; if (flag) { activeSet.insert(std::pair<Scalar,std::vector<int> >(1.0,index)); oldSet.erase(it1); break; } } } // Compute local and global error indicators for active set typename std::multimap<Scalar,std::vector<int> >::iterator it2; Scalar eta = 0.0; Scalar G = 0.0; Teuchos::RCP<UserVector> s = integralValue.Create(); for (it2=activeSet.begin(); it2!=activeSet.end(); it2++) { // Build Differential Quarature Rule index = it2->second; CubatureTensorSorted<Scalar> diffRule(0,dimension); build_diffRule(diffRule,index,problem_data); // Apply Rule to function problem_data.eval_cubature(*s,diffRule); // Update local error indicator and index set G = problem_data.error_indicator(*s); activeSet.erase(it2); activeSet.insert(it2,std::pair<Scalar,std::vector<int> >(G,index)); eta += G; } // Refine Sparse Grid eta = refine_grid(activeSet,oldSet,integralValue,eta, dimension,rule1D,growth1D); // Insert New Active and Old Index sets into indexSet indexSet.insert(activeSet.begin(),activeSet.end()); for (it1=oldSet.begin(); it1!=oldSet.end(); it1++) { index = *it1; indexSet.insert(std::pair<Scalar,std::vector<int> >(-1.0,index)); } return eta; }