lin_evol_rb_operators_primal_dual.m File Reference

[LL_I, LL_E, bb, K_II, K_IE, K_EE, m_I, m_E, m, K_IdId, K_IdE, LL_I_correct, LL_E_correct, bb_correct, scm_offline_data] = ... lin_evol_rb_operators_primal_dual(model, detailed_data) More...

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Functions
function [ LL_I , LL_E , bb , K_II , K_IE , K_EE , m_I , m_E , m , K_IdId , K_IdE , LL_I_correct , LL_E_correct , bb_correct , scm_offline_data ] =	lin_evol_rb_operators_primal_dual (model, detailed_data)
	[LL_I, LL_E, bb, K_II, K_IE, K_EE, m_I, m_E, m, K_IdId, K_IdE, LL_I_correct, LL_E_correct, bb_correct, scm_offline_data] = ... lin_evol_rb_operators_primal_dual(model, detailed_data) More...

Detailed Description

[LL_I, LL_E, bb, K_II, K_IE, K_EE, m_I, m_E, m, K_IdId, K_IdE, LL_I_correct, LL_E_correct, bb_correct, scm_offline_data] = ... lin_evol_rb_operators_primal_dual(model, detailed_data)

Definition in file lin_evol_rb_operators_primal_dual.m.

Function Documentation

function [ LL_I , LL_E , bb , K_II , K_IE , K_EE , m_I , m_E , m , K_IdId , K_IdE , LL_I_correct , LL_E_correct , bb_correct , scm_offline_data ] = lin_evol_rb_operators_primal_dual	(		model,
			detailed_data
	)

[LL_I, LL_E, bb, K_II, K_IE, K_EE, m_I, m_E, m, K_IdId, K_IdE, LL_I_correct, LL_E_correct, bb_correct, scm_offline_data] = ... lin_evol_rb_operators_primal_dual(model, detailed_data)

function computing the time-dependent reduced basis operators and vectors.

Function supports affine decomposition, i.e. different operation modes guided by optional field decomp_mode in params.

See also

the contents.txt for general explanation

Required fields of model operators_algorithm: name of function for computing the L_E,L_I,b-operators with arguments (grid, params) example fv_operators_implicit

In coefficients mode the detailed data is empty.

Bernard Haasdonk 23.7.2006

extended to primal/dual formulaton by Dominik Garmatter

see lin_evol_gen_reduced_data_primal_dual.m for the various cases that are included in this function. scm_offline_data are only generated if decomp_mode = 1, because you want to produce those data in your reduced_data and in gen_reduced_data the rb_operators are always called with decomp_mode = 1.

special Note: in the european_option_pricing model a functional named theta includes a partial timederivative and therefore produces a slightly different dual problem. Therefore the theta-case is sometimes treated differently. Dont care about this case if you dont use the european_option_pricing model.

Parameters

model	model
detailed_data	detailed data

Return values

LL_I	LL I
LL_E	LL E
bb	bb
K_II	K II
K_IE	K IE
K_EE	K EE
m_I	m I
m_E	m E
m	m
K_IdId	K IdId
K_IdE	K IdE
LL_I_correct	LL I correct
LL_E_correct	LL E correct
bb_correct	bb correct
scm_offline_data	scm offline data

Required fields of model:

• want_improved_output —  want improved output
• want_dual —  want dual
• operators_ptr —  operators ptr
• name_output_functional —  name output functional
• operators_output —  operators output
• use_scm —  use scm

Required fields of detailed_data:

• b_comp —  b comp
• L_I_comp —  L I comp
• L_E_comp —  L E comp
• RB —  RB
• W —  W

Optional fields of model:

• mu_names —  names of fields to be regarded as parameters in vector mu
• decomp_mode —  operation mode of the function -0= complete (default): no parameter dependence or decomposition is performed. output is as described above. -1= components: For each output argument a cell array of output arguments is returned representing the q-th component independent of the parameters given in mu_names -2= coefficients: For each output argument a cell array of output arguments is returned representing the q-th coefficient dependent of the parameters given in mu_names

Definition at line 17 of file lin_evol_rb_operators_primal_dual.m.

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