2 Copyright (C) 2008-2023 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: SamplingTest
25 .. _section_ref_algorithm_SamplingTest:
27 Checking algorithm "*SamplingTest*"
28 -----------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 This test algorithm is used to establish the collection of values of an error
34 functional :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`,
35 with or without weights, using the observation operator :math:`\mathcal{H}`,
36 for an a priori given sample of states :math:`\mathbf{x}`. The default error
37 functional is the augmented weighted least squares functional, classically used
38 in data assimilation, using in addition to observations :math:`\mathbf{y}^o`.
40 This test is useful for analyzing the sensitivity of the functional :math:`J`
41 to variations in the state :math:`\mathbf{x}` in particular.
43 The sampling of the states :math:`\mathbf{x}` can be given explicitly or under
44 form of hypercubes, explicit or sampled according to classic distributions, or
45 using Latin hypercube sampling (LHS). The computations are optimized according
46 to the computer resources available and the options requested by the user. You
47 can refer to the :ref:`section_ref_sampling_requirements` for an illustration
48 of sampling. Beware of the size of the hypercube (and then to the number of
49 computations) that can be reached, it can grow quickly to be quite large. When
50 a state is not observable, a *"NaN"* value is returned.
52 It is also possible to supply a set of simulations :math:`\mathbf{y}` already
53 established elsewhere (so there's no explicit need for an operator
54 :math:`\mathcal{H}`), which are implicitly associated with a set of state
55 samples :math:`\mathbf{x}`. In this case where the set of simulations is
56 provided, it is imperative to also provide the set of states :math:`\mathbf{x}`
57 by explicit sampling, whose state order corresponds to the order of the
58 simulations :math:`\mathbf{y}`.
60 To access the calculated information, the results of the sampling or
61 simulations must be requested **explicitly** to avoid storage difficulties (if
62 no results are requested, nothing is available). One use for that, on the
63 desired variable, the final saving through "*UserPostAnalysis*" or the
64 treatment during the calculation by well suited "*observer*".
66 .. ------------------------------------ ..
67 .. include:: snippets/Header2Algo02.rst
69 .. include:: snippets/CheckingPoint.rst
71 .. include:: snippets/BackgroundError.rst
73 .. include:: snippets/Observation.rst
75 .. include:: snippets/ObservationError.rst
77 .. include:: snippets/ObservationOperator.rst
79 .. ------------------------------------ ..
80 .. include:: snippets/Header2Algo03Chck.rst
82 .. include:: snippets/EnsembleOfSnapshots.rst
84 .. include:: snippets/QualityCriterion.rst
86 .. include:: snippets/SampleAsExplicitHyperCube.rst
88 .. include:: snippets/SampleAsIndependantRandomVariables.rst
90 .. include:: snippets/SampleAsMinMaxLatinHyperCube.rst
92 .. include:: snippets/SampleAsMinMaxStepHyperCube.rst
94 .. include:: snippets/SampleAsnUplet.rst
96 .. include:: snippets/SetDebug.rst
98 .. include:: snippets/SetSeed.rst
100 StoreSupplementaryCalculations
101 .. index:: single: StoreSupplementaryCalculations
103 *List of names*. This list indicates the names of the supplementary
104 variables, that can be available during or at the end of the algorithm, if
105 they are initially required by the user. Their availability involves,
106 potentially, costly calculations or memory consumptions. The default is then
107 a void list, none of these variables being calculated and stored by default
108 (excepted the unconditional variables). The possible names are in the
109 following list (the detailed description of each named variable is given in
110 the following part of this specific algorithmic documentation, in the
111 sub-section "*Information and variables available at the end of the
117 "EnsembleOfSimulations",
120 "InnovationAtCurrentState",
121 "SimulatedObservationAtCurrentState",
125 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
127 .. ------------------------------------ ..
128 .. include:: snippets/Header2Algo04.rst
130 .. include:: snippets/CostFunctionJ.rst
132 .. include:: snippets/CostFunctionJb.rst
134 .. include:: snippets/CostFunctionJo.rst
136 .. ------------------------------------ ..
137 .. include:: snippets/Header2Algo05.rst
139 .. include:: snippets/CostFunctionJ.rst
141 .. include:: snippets/CostFunctionJb.rst
143 .. include:: snippets/CostFunctionJo.rst
145 .. include:: snippets/CurrentState.rst
147 .. include:: snippets/EnsembleOfSimulations.rst
149 .. include:: snippets/EnsembleOfStates.rst
151 .. include:: snippets/Innovation.rst
153 .. include:: snippets/InnovationAtCurrentState.rst
155 .. include:: snippets/SimulatedObservationAtCurrentState.rst
157 .. ------------------------------------ ..
158 .. _section_ref_algorithm_SamplingTest_examples:
160 .. include:: snippets/Header2Algo06.rst
162 - :ref:`section_ref_algorithm_FunctionTest`
163 - :ref:`section_ref_algorithm_LocalSensitivityTest`
165 .. ------------------------------------ ..
166 .. include:: snippets/Header2Algo08.rst
168 - OPENTURNS, see the *User guide of OPENTURNS module* in the main "*Help*" menu of SALOME platform