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 algorithm allows to calculate the values, linked to a :math:`\mathbf{x}`
34 state, of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or
35 :math:`L^{\infty}`, with or without weights, and of the observation operator,
36 for an priori given states sample. The default error function is the augmented
37 weighted least squares function, classically used in data assimilation.
39 It is useful to test the sensitivity, of the error function :math:`J`, in
40 particular, to the state :math:`\mathbf{x}` variations. When a state is not
41 observable, a *"NaN"* value is returned.
43 The sampling of the states :math:`\mathbf{x}` can be given explicitly or under
44 the form of hyper-cubes, explicit or sampled using classic distributions. Be
45 careful to the size of the hyper-cube (and then to the number of calculations)
46 that can be reached, it can be big very quickly.
48 To be visible by the user, the results of sampling has to be explicitly asked
49 for. One use for that, on the desired variable, the final saving through
50 "*UserPostAnalysis*" or the treatment during the calculation by "*observer*".
52 To perform distributed or more complex sampling, see OPENTURNS module available
55 .. ------------------------------------ ..
56 .. include:: snippets/Header2Algo02.rst
58 .. include:: snippets/CheckingPoint.rst
60 .. include:: snippets/BackgroundError.rst
62 .. include:: snippets/Observation.rst
64 .. include:: snippets/ObservationError.rst
66 .. include:: snippets/ObservationOperator.rst
68 .. ------------------------------------ ..
69 .. include:: snippets/Header2Algo03Chck.rst
71 .. include:: snippets/QualityCriterion.rst
73 .. include:: snippets/SampleAsExplicitHyperCube.rst
75 .. include:: snippets/SampleAsIndependantRandomVariables.rst
77 .. include:: snippets/SampleAsMinMaxStepHyperCube.rst
79 .. include:: snippets/SampleAsnUplet.rst
81 .. include:: snippets/SetDebug.rst
83 .. include:: snippets/SetSeed.rst
85 StoreSupplementaryCalculations
86 .. index:: single: StoreSupplementaryCalculations
88 *List of names*. This list indicates the names of the supplementary
89 variables, that can be available during or at the end of the algorithm, if
90 they are initially required by the user. Their avalability involves,
91 potentially, costly calculations or memory consumptions. The default is then
92 a void list, none of these variables being calculated and stored by default
93 (excepted the unconditionnal variables). The possible names are in the
94 following list (the detailed description of each named variable is given in
95 the following part of this specific algorithmic documentation, in the
96 sub-section "*Information and variables available at the end of the
102 "EnsembleOfSimulations",
104 "InnovationAtCurrentState",
105 "SimulatedObservationAtCurrentState",
109 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
111 .. ------------------------------------ ..
112 .. include:: snippets/Header2Algo04.rst
114 .. include:: snippets/CostFunctionJ.rst
116 .. include:: snippets/CostFunctionJb.rst
118 .. include:: snippets/CostFunctionJo.rst
120 .. ------------------------------------ ..
121 .. include:: snippets/Header2Algo05.rst
123 .. include:: snippets/CostFunctionJ.rst
125 .. include:: snippets/CostFunctionJb.rst
127 .. include:: snippets/CostFunctionJo.rst
129 .. include:: snippets/CurrentState.rst
131 .. include:: snippets/EnsembleOfSimulations.rst
133 .. include:: snippets/EnsembleOfStates.rst
135 .. include:: snippets/InnovationAtCurrentState.rst
137 .. include:: snippets/SimulatedObservationAtCurrentState.rst
139 .. ------------------------------------ ..
140 .. _section_ref_algorithm_SamplingTest_examples:
141 .. include:: snippets/Header2Algo06.rst
143 - :ref:`section_ref_algorithm_FunctionTest`
144 - :ref:`section_ref_algorithm_LocalSensitivityTest`
146 .. ------------------------------------ ..
147 .. include:: snippets/Header2Algo08.rst
149 - OPENTURNS, see the *User guide of OPENTURNS module* in the main "*Help*" menu of SALOME platform