CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::LaguerreBasis Struct Reference

Laguerre orthogonal polynomial basis. More...

#include <poly.h>

Static Public Member Functions

static double evaluate (size_t deg, double xi)
 
static double normSquared (size_t deg)
 
static Eigen::MatrixXd getJacobiMatrix (int numPoints)
 
static double mapToPhysical (double xi, double location, double scale)
 
static double mapToCanonical (double x, double location, double scale)
 

Detailed Description

Laguerre orthogonal polynomial basis.

Mathematical Formulation Laguerre polynomials \(L_n(\xi)\) are orthogonal with respect to the exponential weight function \(w(\xi) = e^{-\xi}\) on \([0, \infty)\). The recurrence relation is:

\[ (n+1) L_{n+1}(\xi) = (2n + 1 - \xi) L_n(\xi) - n L_{n-1}(\xi) \]

Implementation Algorithm

  1. evaluate() computes polynomial values using the standard Laguerre recurrence relation.
  2. getJacobiMatrix() constructs the symmetric tridiagonal Jacobi matrix \(\mathbf{J}\) with diagonal \(\alpha_i = 2i + 1\) and off-diagonal \(\beta_i = i + 1\).

Member Function Documentation

◆ evaluate()

static double cmp::LaguerreBasis::evaluate ( size_t  deg,
double  xi 
)
inlinestatic

◆ getJacobiMatrix()

static Eigen::MatrixXd cmp::LaguerreBasis::getJacobiMatrix ( int  numPoints)
inlinestatic

◆ mapToCanonical()

static double cmp::LaguerreBasis::mapToCanonical ( double  x,
double  location,
double  scale 
)
inlinestatic

◆ mapToPhysical()

static double cmp::LaguerreBasis::mapToPhysical ( double  xi,
double  location,
double  scale 
)
inlinestatic

◆ normSquared()

static double cmp::LaguerreBasis::normSquared ( size_t  deg)
inlinestatic

The documentation for this struct was generated from the following file: