2 Copyright (C) 2008-2024 EDF R&D
4 This file is part of SALOME ADAO module.
6 This library is free software; you can redistribute it and/or
7 modify it under the terms of the GNU Lesser General Public
8 License as published by the Free Software Foundation; either
9 version 2.1 of the License, or (at your option) any later version.
11 This library is distributed in the hope that it will be useful,
12 but WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 Lesser General Public License for more details.
16 You should have received a copy of the GNU Lesser General Public
17 License along with this library; if not, write to the Free Software
18 Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
20 See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
22 Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 .. index:: single: LocalSensitivityTest
25 .. _section_ref_algorithm_LocalSensitivityTest:
27 Checking algorithm "*LocalSensitivityTest*"
28 -------------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 This algorithm allows to calculate the value of the Jacobian of the observation
34 operator :math:`\mathcal{H}` with respect to the input variables
35 :math:`\mathbf{x}`. This operator appears in the relation:
37 .. math:: \mathbf{y} = \mathcal{H}(\mathbf{x})
39 (see :ref:`section_theory` for further explanations). This Jacobian is the
40 linearized operator (or the tangent one) :math:`\mathbf{H}` of the
41 :math:`\mathcal{H}` near the chosen checking point.
43 .. ------------------------------------ ..
44 .. include:: snippets/Header2Algo12.rst
46 .. include:: snippets/FeaturePropDerivativeNeeded.rst
48 .. include:: snippets/FeaturePropParallelDerivativesOnly.rst
50 .. ------------------------------------ ..
51 .. include:: snippets/Header2Algo02.rst
53 .. include:: snippets/CheckingPoint.rst
55 .. include:: snippets/Observation.rst
57 *Remark : the observation in only used to enforce dimension checking, so one
58 can give unrealistic vector of the right size.
59 Example :* ``numpy.ones(<number of observations>)``
61 .. include:: snippets/ObservationOperator.rst
63 .. ------------------------------------ ..
64 .. include:: snippets/Header2Algo03Chck.rst
66 .. include:: snippets/SetDebug.rst
68 StoreSupplementaryCalculations
69 .. index:: single: StoreSupplementaryCalculations
71 *List of names*. This list indicates the names of the supplementary
72 variables, that can be available during or at the end of the algorithm, if
73 they are initially required by the user. Their availability involves,
74 potentially, costly calculations or memory consumptions. The default is then
75 a void list, none of these variables being calculated and stored by default
76 (excepted the unconditional variables). The possible names are in the
77 following list (the detailed description of each named variable is given in
78 the following part of this specific algorithmic documentation, in the
79 sub-section "*Information and variables available at the end of the
82 "JacobianMatrixAtCurrentState",
83 "SimulatedObservationAtCurrentState",
87 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
89 .. ------------------------------------ ..
90 .. include:: snippets/Header2Algo04.rst
92 .. include:: snippets/JacobianMatrixAtCurrentState.rst
94 .. ------------------------------------ ..
95 .. include:: snippets/Header2Algo05.rst
97 .. include:: snippets/CurrentState.rst
99 .. include:: snippets/JacobianMatrixAtCurrentState.rst
101 .. include:: snippets/SimulatedObservationAtCurrentState.rst
103 .. ------------------------------------ ..
104 .. _section_ref_algorithm_LocalSensitivityTest_examples:
106 .. include:: snippets/Header2Algo06.rst
108 - :ref:`section_ref_algorithm_FunctionTest`
109 - :ref:`section_ref_algorithm_GradientTest`