3 ================================================================================
4 Reference description of the ADAO commands and keywords
5 ================================================================================
7 This section presents the reference description of the ADAO commands and
8 keywords available through the GUI or through scripts.
10 Each command or keyword to be defined through the ADAO GUI has some properties.
11 The first property is to be *required*, *optional* or only factual, describing a
12 type of input. The second property is to be an "open" variable with a fixed type
13 but with any value allowed by the type, or a "restricted" variable, limited to
14 some specified values. The EFICAS editor GUI having build-in validating
15 capacities, the properties of the commands or keywords given through this GUI
16 are automatically correct.
18 The mathematical notations used afterward are explained in the section
19 :ref:`section_theory`.
21 Examples of using these commands are available in the section
22 :ref:`section_examples` and in example files installed with ADAO module.
24 List of possible input types
25 ----------------------------
27 .. index:: single: Dict
28 .. index:: single: Function
29 .. index:: single: Matrix
30 .. index:: single: ScalarSparseMatrix
31 .. index:: single: DiagonalSparseMatrix
32 .. index:: single: String
33 .. index:: single: Script
34 .. index:: single: Vector
36 Each ADAO variable has a pseudo-type to help filling it and validation. The
37 different pseudo-types are:
40 This indicates a variable that has to be filled by a dictionary, usually
44 This indicates a variable that has to be filled by a function, usually given
45 as a script or a component method.
48 This indicates a variable that has to be filled by a matrix, usually given
49 either as a string or as a script.
51 **ScalarSparseMatrix**
52 This indicates a variable that has to be filled by a unique number, which
53 will be used to multiply an identity matrix, usually given either as a
54 string or as a script.
56 **DiagonalSparseMatrix**
57 This indicates a variable that has to be filled by a vector, which will be
58 over the diagonal of an identity matrix, usually given either as a string or
62 This indicates a script given as an external file. It can be described by a
63 full absolute path name or only by the file name without path.
66 This indicates a string giving a literal representation of a matrix, a
67 vector or a vector serie, such as "1 2 ; 3 4" for a square 2x2 matrix.
70 This indicates a variable that has to be filled by a vector, usually given
71 either as a string or as a script.
73 **VectorSerie** This indicates a variable that has to be filled by a list of
74 vectors, usually given either as a string or as a script.
76 When a command or keyword can be filled by a script file name, the script has to
77 contain a variable or a method that has the same name as the one to be filled.
78 In other words, when importing the script in a YACS Python node, it must create
79 a variable of the good name in the current namespace.
81 Reference description for ADAO calculation cases
82 ------------------------------------------------
84 List of commands and keywords for an ADAO calculation case
85 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
87 .. index:: single: ASSIMILATION_STUDY
88 .. index:: single: Algorithm
89 .. index:: single: AlgorithmParameters
90 .. index:: single: Background
91 .. index:: single: BackgroundError
92 .. index:: single: ControlInput
93 .. index:: single: Debug
94 .. index:: single: EvolutionError
95 .. index:: single: EvolutionModel
96 .. index:: single: InputVariables
97 .. index:: single: Observation
98 .. index:: single: ObservationError
99 .. index:: single: ObservationOperator
100 .. index:: single: Observers
101 .. index:: single: OutputVariables
102 .. index:: single: Study_name
103 .. index:: single: Study_repertory
104 .. index:: single: UserDataInit
105 .. index:: single: UserPostAnalysis
107 The first set of commands is related to the description of a calculation case,
108 that is a *Data Assimilation* procedure or an *Optimization* procedure. The
109 terms are ordered in alphabetical order, except the first, which describes
110 choice between calculation or checking. The different commands are the
113 **ASSIMILATION_STUDY**
114 *Required command*. This is the general command describing the data
115 assimilation or optimization case. It hierarchically contains all the other
119 *Required command*. This is a string to indicate the data assimilation or
120 optimization algorithm chosen. The choices are limited and available through
121 the GUI. There exists for example "3DVAR", "Blue"... See below the list of
122 algorithms and associated parameters in the following subsection `Options
123 and required commands for calculation algorithms`_.
125 **AlgorithmParameters**
126 *Optional command*. This command allows to add some optional parameters to
127 control the data assimilation or optimization algorithm. It is defined as a
128 "*Dict*" type object, that is, given as a script. See below the list of
129 algorithms and associated parameters in the following subsection `Options
130 and required commands for calculation algorithms`_.
133 *Required command*. This indicates the background or initial vector used,
134 previously noted as :math:`\mathbf{x}^b`. It is defined as a "*Vector*" type
135 object, that is, given either as a string or as a script.
138 *Required command*. This indicates the background error covariance matrix,
139 previously noted as :math:`\mathbf{B}`. It is defined as a "*Matrix*" type
140 object, a "*ScalarSparseMatrix*" type object, or a "*DiagonalSparseMatrix*"
141 type object, that is, given either as a string or as a script.
144 *Optional command*. This indicates the control vector used to force the
145 evolution model at each step, usually noted as :math:`\mathbf{U}`. It is
146 defined as a "*Vector*" or a *VectorSerie* type object, that is, given
147 either as a string or as a script. When there is no control, it has to be a
151 *Required command*. This define the level of trace and intermediary debug
152 information. The choices are limited between 0 (for False) and 1 (for
156 *Optional command*. This indicates the evolution error covariance matrix,
157 usually noted as :math:`\mathbf{Q}`. It is defined as a "*Matrix*" type
158 object, a "*ScalarSparseMatrix*" type object, or a "*DiagonalSparseMatrix*"
159 type object, that is, given either as a string or as a script.
162 *Optional command*. This indicates the evolution model operator, usually
163 noted :math:`M`, which describes a step of evolution. It is defined as a
164 "*Function*" type object, that is, given as a script. Different functional
165 forms can be used, as described in the following subsection `Requirements
166 for functions describing an operator`_. If there is some control :math:`U`
167 included in the evolution model, the operator has to be applied to a pair
171 *Optional command*. This command allows to indicates the name and size of
172 physical variables that are bundled together in the control vector. This
173 information is dedicated to data processed inside an algorithm.
176 *Required command*. This indicates the observation vector used for data
177 assimilation or optimization, previously noted as :math:`\mathbf{y}^o`. It
178 is defined as a "*Vector*" or a *VectorSerie* type object, that is, given
179 either as a string or as a script.
182 *Required command*. This indicates the observation error covariance matrix,
183 previously noted as :math:`\mathbf{R}`. It is defined as a "*Matrix*" type
184 object, a "*ScalarSparseMatrix*" type object, or a "*DiagonalSparseMatrix*"
185 type object, that is, given either as a string or as a script.
187 **ObservationOperator**
188 *Required command*. This indicates the observation operator, previously
189 noted :math:`H`, which transforms the input parameters :math:`\mathbf{x}` to
190 results :math:`\mathbf{y}` to be compared to observations
191 :math:`\mathbf{y}^o`. It is defined as a "*Function*" type object, that is,
192 given as a script. Different functional forms can be used, as described in
193 the following subsection `Requirements for functions describing an
194 operator`_. If there is some control :math:`U` included in the observation,
195 the operator has to be applied to a pair :math:`(X,U)`.
198 *Optional command*. This command allows to set internal observers, that are
199 functions linked with a particular variable, which will be executed each
200 time this variable is modified. It is a convenient way to monitor variables
201 of interest during the data assimilation or optimization process, by
202 printing or plotting it, etc. Common templates are provided to help the user
203 to start or to quickly make his case.
206 *Optional command*. This command allows to indicates the name and size of
207 physical variables that are bundled together in the output observation
208 vector. This information is dedicated to data processed inside an algorithm.
211 *Required command*. This is an open string to describe the study by a name
215 *Optional command*. If available, this repertory is used to find all the
216 script files that can be used to define some other commands by scripts.
219 *Optional command*. This commands allows to initialize some parameters or
220 data automatically before data assimilation algorithm processing.
223 *Optional command*. This commands allows to process some parameters or data
224 automatically after data assimilation algorithm processing. It is defined as
225 a script or a string, allowing to put post-processing code directly inside
226 the ADAO case. Common templates are provided to help the user to start or
227 to quickly make his case.
229 Options and required commands for calculation algorithms
230 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++
232 .. index:: single: 3DVAR
233 .. index:: single: Blue
234 .. index:: single: EnsembleBlue
235 .. index:: single: KalmanFilter
236 .. index:: single: ExtendedKalmanFilter
237 .. index:: single: LinearLeastSquares
238 .. index:: single: NonLinearLeastSquares
239 .. index:: single: ParticleSwarmOptimization
240 .. index:: single: QuantileRegression
242 .. index:: single: AlgorithmParameters
243 .. index:: single: Bounds
244 .. index:: single: CostDecrementTolerance
245 .. index:: single: GradientNormTolerance
246 .. index:: single: GroupRecallRate
247 .. index:: single: MaximumNumberOfSteps
248 .. index:: single: Minimizer
249 .. index:: single: NumberOfInsects
250 .. index:: single: ProjectedGradientTolerance
251 .. index:: single: QualityCriterion
252 .. index:: single: Quantile
253 .. index:: single: SetSeed
254 .. index:: single: StoreInternalVariables
255 .. index:: single: StoreSupplementaryCalculations
256 .. index:: single: SwarmVelocity
258 Each algorithm can be controlled using some generic or specific options given
259 through the "*AlgorithmParameters*" optional command, as follows for example::
261 AlgorithmParameters = {
262 "Minimizer" : "LBFGSB",
263 "MaximumNumberOfSteps" : 25,
264 "StoreSupplementaryCalculations" : ["APosterioriCovariance","OMA"],
267 This section describes the available options algorithm by algorithm. If an
268 option is specified for an algorithm that doesn't support it, the option is
269 simply left unused. The meaning of the acronyms or particular names can be found
270 in the :ref:`genindex` or the :ref:`section_glossary`. In addition, for each
271 algorithm, the required commands/keywords are given, being described in `List of
272 commands and keywords for an ADAO calculation case`_.
277 *"Background", "BackgroundError",
278 "Observation", "ObservationError",
279 "ObservationOperator"*
281 StoreInternalVariables
282 This boolean key allows to store default internal variables, mainly the
283 current state during iterative optimization process. Be careful, this can be
284 a numerically costly choice in certain calculation cases. The default is
287 StoreSupplementaryCalculations
288 This list indicates the names of the supplementary variables that can be
289 available at the end of the algorithm. It involves potentially costly
290 calculations. The default is a void list, none of these variables being
291 calculated and stored by default. The possible names are in the following
292 list: ["APosterioriCovariance", "BMA", "OMA", "OMB", "Innovation",
293 "SigmaBck2", "SigmaObs2", "MahalanobisConsistency"].
295 **"LinearLeastSquares"**
298 *"Observation", "ObservationError",
299 "ObservationOperator"*
301 StoreInternalVariables
302 This boolean key allows to store default internal variables, mainly the
303 current state during iterative optimization process. Be careful, this can be
304 a numerically costly choice in certain calculation cases. The default is
307 StoreSupplementaryCalculations
308 This list indicates the names of the supplementary variables that can be
309 available at the end of the algorithm. It involves potentially costly
310 calculations. The default is a void list, none of these variables being
311 calculated and stored by default. The possible names are in the following
317 *"Background", "BackgroundError",
318 "Observation", "ObservationError",
319 "ObservationOperator"*
322 This key allows to choose the optimization minimizer. The default choice
323 is "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained
324 minimizer, see [Byrd95]_ and [Zhu97]_), "TNC" (nonlinear constrained
325 minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" (nonlinear
326 unconstrained minimizer), "NCG" (Newton CG minimizer).
329 This key allows to define upper and lower bounds for every control
330 variable being optimized. Bounds can be given by a list of list of pairs
331 of lower/upper bounds for each variable, with possibly ``None`` every time
332 there is no bound. The bounds can always be specified, but they are taken
333 into account only by the constrained minimizers.
336 This key indicates the maximum number of iterations allowed for iterative
337 optimization. The default is 15000, which is very similar to no limit on
338 iterations. It is then recommended to adapt this parameter to the needs on
339 real problems. For some minimizers, the effective stopping step can be
340 slightly different due to algorithm internal control requirements.
342 CostDecrementTolerance
343 This key indicates a limit value, leading to stop successfully the
344 iterative optimization process when the cost function decreases less than
345 this tolerance at the last step. The default is 1.e-7, and it is
346 recommended to adapt it to the needs on real problems.
348 ProjectedGradientTolerance
349 This key indicates a limit value, leading to stop successfully the iterative
350 optimization process when all the components of the projected gradient are
351 under this limit. It is only used for constrained minimizers. The default is
352 -1, that is the internal default of each minimizer (generally 1.e-5), and it
353 is not recommended to change it.
355 GradientNormTolerance
356 This key indicates a limit value, leading to stop successfully the
357 iterative optimization process when the norm of the gradient is under this
358 limit. It is only used for non-constrained minimizers. The default is
359 1.e-5 and it is not recommended to change it.
361 StoreInternalVariables
362 This boolean key allows to store default internal variables, mainly the
363 current state during iterative optimization process. Be careful, this can be
364 a numerically costly choice in certain calculation cases. The default is
367 StoreSupplementaryCalculations
368 This list indicates the names of the supplementary variables that can be
369 available at the end of the algorithm. It involves potentially costly
370 calculations. The default is a void list, none of these variables being
371 calculated and stored by default. The possible names are in the following
372 list: ["APosterioriCovariance", "BMA", "OMA", "OMB", "Innovation",
373 "SigmaObs2", "MahalanobisConsistency"].
375 **"NonLinearLeastSquares"**
379 "Observation", "ObservationError",
380 "ObservationOperator"*
383 This key allows to choose the optimization minimizer. The default choice
384 is "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained
385 minimizer, see [Byrd95]_ and [Zhu97]_), "TNC" (nonlinear constrained
386 minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" (nonlinear
387 unconstrained minimizer), "NCG" (Newton CG minimizer).
390 This key allows to define upper and lower bounds for every control
391 variable being optimized. Bounds can be given by a list of list of pairs
392 of lower/upper bounds for each variable, with possibly ``None`` every time
393 there is no bound. The bounds can always be specified, but they are taken
394 into account only by the constrained minimizers.
397 This key indicates the maximum number of iterations allowed for iterative
398 optimization. The default is 15000, which is very similar to no limit on
399 iterations. It is then recommended to adapt this parameter to the needs on
400 real problems. For some minimizers, the effective stopping step can be
401 slightly different due to algorithm internal control requirements.
403 CostDecrementTolerance
404 This key indicates a limit value, leading to stop successfully the
405 iterative optimization process when the cost function decreases less than
406 this tolerance at the last step. The default is 1.e-7, and it is
407 recommended to adapt it to the needs on real problems.
409 ProjectedGradientTolerance
410 This key indicates a limit value, leading to stop successfully the iterative
411 optimization process when all the components of the projected gradient are
412 under this limit. It is only used for constrained minimizers. The default is
413 -1, that is the internal default of each minimizer (generally 1.e-5), and it
414 is not recommended to change it.
416 GradientNormTolerance
417 This key indicates a limit value, leading to stop successfully the
418 iterative optimization process when the norm of the gradient is under this
419 limit. It is only used for non-constrained minimizers. The default is
420 1.e-5 and it is not recommended to change it.
422 StoreInternalVariables
423 This boolean key allows to store default internal variables, mainly the
424 current state during iterative optimization process. Be careful, this can be
425 a numerically costly choice in certain calculation cases. The default is
428 StoreSupplementaryCalculations
429 This list indicates the names of the supplementary variables that can be
430 available at the end of the algorithm. It involves potentially costly
431 calculations. The default is a void list, none of these variables being
432 calculated and stored by default. The possible names are in the following
433 list: ["BMA", "OMA", "OMB", "Innovation"].
438 *"Background", "BackgroundError",
439 "Observation", "ObservationError",
440 "ObservationOperator"*
443 This key allow to give an integer in order to fix the seed of the random
444 generator used to generate the ensemble. A convenient value is for example
445 1000. By default, the seed is left uninitialized, and so use the default
446 initialization from the computer.
451 *"Background", "BackgroundError",
452 "Observation", "ObservationError",
453 "ObservationOperator",
454 "EvolutionModel", "EvolutionError",
458 This key allows to choose the type of estimation to be performed. It can be
459 either state-estimation, named "State", or parameter-estimation, named
460 "Parameters". The default choice is "State".
462 StoreSupplementaryCalculations
463 This list indicates the names of the supplementary variables that can be
464 available at the end of the algorithm. It involves potentially costly
465 calculations. The default is a void list, none of these variables being
466 calculated and stored by default. The possible names are in the following
467 list: ["APosterioriCovariance", "BMA", "Innovation"].
469 **"ExtendedKalmanFilter"**
472 *"Background", "BackgroundError",
473 "Observation", "ObservationError",
474 "ObservationOperator",
475 "EvolutionModel", "EvolutionError",
479 This key allows to define upper and lower bounds for every control variable
480 being optimized. Bounds can be given by a list of list of pairs of
481 lower/upper bounds for each variable, with extreme values every time there
482 is no bound. The bounds can always be specified, but they are taken into
483 account only by the constrained minimizers.
486 This key allows to define the method to take bounds into account. The
487 possible methods are in the following list: ["EstimateProjection"].
490 This key allows to choose the type of estimation to be performed. It can be
491 either state-estimation, named "State", or parameter-estimation, named
492 "Parameters". The default choice is "State".
494 StoreSupplementaryCalculations
495 This list indicates the names of the supplementary variables that can be
496 available at the end of the algorithm. It involves potentially costly
497 calculations. The default is a void list, none of these variables being
498 calculated and stored by default. The possible names are in the following
499 list: ["APosterioriCovariance", "BMA", "Innovation"].
501 **"ParticleSwarmOptimization"**
504 *"Background", "BackgroundError",
505 "Observation", "ObservationError",
506 "ObservationOperator"*
509 This key indicates the maximum number of iterations allowed for iterative
510 optimization. The default is 50, which is an arbitrary limit. It is then
511 recommended to adapt this parameter to the needs on real problems.
514 This key indicates the number of insects or particles in the swarm. The
515 default is 100, which is a usual default for this algorithm.
518 This key indicates the part of the insect velocity which is imposed by the
519 swarm. It is a positive floating point value. The default value is 1.
522 This key indicates the recall rate at the best swarm insect. It is a
523 floating point value between 0 and 1. The default value is 0.5.
526 This key indicates the quality criterion, minimized to find the optimal
527 state estimate. The default is the usual data assimilation criterion named
528 "DA", the augmented ponderated least squares. The possible criteria has to
529 be in the following list, where the equivalent names are indicated by "=":
530 ["AugmentedPonderatedLeastSquares"="APLS"="DA",
531 "PonderatedLeastSquares"="PLS", "LeastSquares"="LS"="L2",
532 "AbsoluteValue"="L1", "MaximumError"="ME"]
535 This key allow to give an integer in order to fix the seed of the random
536 generator used to generate the ensemble. A convenient value is for example
537 1000. By default, the seed is left uninitialized, and so use the default
538 initialization from the computer.
540 StoreInternalVariables
541 This boolean key allows to store default internal variables, mainly the
542 current state during iterative optimization process. Be careful, this can be
543 a numerically costly choice in certain calculation cases. The default is
546 StoreSupplementaryCalculations
547 This list indicates the names of the supplementary variables that can be
548 available at the end of the algorithm. It involves potentially costly
549 calculations. The default is a void list, none of these variables being
550 calculated and stored by default. The possible names are in the following
551 list: ["BMA", "OMA", "OMB", "Innovation"].
553 **"QuantileRegression"**
558 "ObservationOperator"*
561 This key allows to define the real value of the desired quantile, between
562 0 and 1. The default is 0.5, corresponding to the median.
565 This key allows to choose the optimization minimizer. The default choice
566 and only available choice is "MMQR" (Majorize-Minimize for Quantile
570 This key indicates the maximum number of iterations allowed for iterative
571 optimization. The default is 15000, which is very similar to no limit on
572 iterations. It is then recommended to adapt this parameter to the needs on
575 CostDecrementTolerance
576 This key indicates a limit value, leading to stop successfully the
577 iterative optimization process when the cost function or the surrogate
578 decreases less than this tolerance at the last step. The default is 1.e-6,
579 and it is recommended to adapt it to the needs on real problems.
581 StoreInternalVariables
582 This boolean key allows to store default internal variables, mainly the
583 current state during iterative optimization process. Be careful, this can be
584 a numerically costly choice in certain calculation cases. The default is
587 StoreSupplementaryCalculations
588 This list indicates the names of the supplementary variables that can be
589 available at the end of the algorithm. It involves potentially costly
590 calculations. The default is a void list, none of these variables being
591 calculated and stored by default. The possible names are in the following
592 list: ["BMA", "OMA", "OMB", "Innovation"].
594 Reference description for ADAO checking cases
595 ---------------------------------------------
597 List of commands and keywords for an ADAO checking case
598 +++++++++++++++++++++++++++++++++++++++++++++++++++++++
600 .. index:: single: CHECKING_STUDY
601 .. index:: single: Algorithm
602 .. index:: single: AlgorithmParameters
603 .. index:: single: CheckingPoint
604 .. index:: single: Debug
605 .. index:: single: ObservationOperator
606 .. index:: single: Study_name
607 .. index:: single: Study_repertory
608 .. index:: single: UserDataInit
610 The second set of commands is related to the description of a checking case,
611 that is a procedure to check required properties on information somewhere else
612 by a calculation case. The terms are ordered in alphabetical order, except the
613 first, which describes choice between calculation or checking. The different
614 commands are the following:
617 *Required command*. This is the general command describing the checking
618 case. It hierarchically contains all the other commands.
621 *Required command*. This is a string to indicate the data assimilation or
622 optimization algorithm chosen. The choices are limited and available through
623 the GUI. There exists for example "FunctionTest", "AdjointTest"... See below
624 the list of algorithms and associated parameters in the following subsection
625 `Options and required commands for checking algorithms`_.
627 **AlgorithmParameters**
628 *Optional command*. This command allows to add some optional parameters to
629 control the data assimilation or optimization algorithm. It is defined as a
630 "*Dict*" type object, that is, given as a script. See below the list of
631 algorithms and associated parameters in the following subsection `Options
632 and required commands for checking algorithms`_.
635 *Required command*. This indicates the vector used,
636 previously noted as :math:`\mathbf{x}^b`. It is defined as a "*Vector*" type
637 object, that is, given either as a string or as a script.
640 *Required command*. This define the level of trace and intermediary debug
641 information. The choices are limited between 0 (for False) and 1 (for
644 **ObservationOperator**
645 *Required command*. This indicates the observation operator, previously
646 noted :math:`H`, which transforms the input parameters :math:`\mathbf{x}` to
647 results :math:`\mathbf{y}` to be compared to observations
648 :math:`\mathbf{y}^o`. It is defined as a "*Function*" type object, that is,
649 given as a script. Different functional forms can be used, as described in
650 the following subsection `Requirements for functions describing an
654 *Required command*. This is an open string to describe the study by a name
658 *Optional command*. If available, this repertory is used to find all the
659 script files that can be used to define some other commands by scripts.
662 *Optional command*. This commands allows to initialize some parameters or
663 data automatically before data assimilation algorithm processing.
665 Options and required commands for checking algorithms
666 +++++++++++++++++++++++++++++++++++++++++++++++++++++
668 .. index:: single: AdjointTest
669 .. index:: single: FunctionTest
670 .. index:: single: GradientTest
671 .. index:: single: LinearityTest
673 .. index:: single: AlgorithmParameters
674 .. index:: single: AmplitudeOfInitialDirection
675 .. index:: single: EpsilonMinimumExponent
676 .. index:: single: InitialDirection
677 .. index:: single: ResiduFormula
678 .. index:: single: SetSeed
680 We recall that each algorithm can be controlled using some generic or specific
681 options given through the "*AlgorithmParameters*" optional command, as follows
684 AlgorithmParameters = {
685 "AmplitudeOfInitialDirection" : 1,
686 "EpsilonMinimumExponent" : -8,
689 If an option is specified for an algorithm that doesn't support it, the option
690 is simply left unused. The meaning of the acronyms or particular names can be
691 found in the :ref:`genindex` or the :ref:`section_glossary`. In addition, for
692 each algorithm, the required commands/keywords are given, being described in
693 `List of commands and keywords for an ADAO checking case`_.
699 "ObservationOperator"*
701 AmplitudeOfInitialDirection
702 This key indicates the scaling of the initial perturbation build as a vector
703 used for the directional derivative around the nominal checking point. The
704 default is 1, that means no scaling.
706 EpsilonMinimumExponent
707 This key indicates the minimal exponent value of the power of 10 coefficient
708 to be used to decrease the increment multiplier. The default is -8, and it
709 has to be between 0 and -20. For example, its default value leads to
710 calculate the residue of the scalar product formula with a fixed increment
711 multiplied from 1.e0 to 1.e-8.
714 This key indicates the vector direction used for the directional derivative
715 around the nominal checking point. It has to be a vector. If not specified,
716 this direction defaults to a random perturbation around zero of the same
717 vector size than the checking point.
720 This key allow to give an integer in order to fix the seed of the random
721 generator used to generate the ensemble. A convenient value is for example
722 1000. By default, the seed is left uninitialized, and so use the default
723 initialization from the computer.
729 "ObservationOperator"*
731 NumberOfPrintedDigits
732 This key indicates the number of digits of precision for floating point
733 printed output. The default is 5, with a minimum of 0.
736 This key indicates the number of time to repeat the function evaluation. The
740 This key requires the activation, or not, of the debug mode during the
741 function evaluation. The default is True, the choices are True of False.
747 "ObservationOperator"*
749 AmplitudeOfInitialDirection
750 This key indicates the scaling of the initial perturbation build as a vector
751 used for the directional derivative around the nominal checking point. The
752 default is 1, that means no scaling.
754 EpsilonMinimumExponent
755 This key indicates the minimal exponent value of the power of 10 coefficient
756 to be used to decrease the increment multiplier. The default is -8, and it
757 has to be between 0 and -20. For example, its default value leads to
758 calculate the residue of the scalar product formula with a fixed increment
759 multiplied from 1.e0 to 1.e-8.
762 This key indicates the vector direction used for the directional derivative
763 around the nominal checking point. It has to be a vector. If not specified,
764 this direction defaults to a random perturbation around zero of the same
765 vector size than the checking point.
768 This key indicates the residue formula that has to be used for the test. The
769 default choice is "Taylor", and the possible ones are "Taylor" (residue of
770 the Taylor development of the operator, which has to decrease with the power
771 of 2 in perturbation) and "Norm" (residue obtained by taking the norm of the
772 Taylor development at zero order approximation, which approximate the
773 gradient, and which has to remain constant).
776 This key allow to give an integer in order to fix the seed of the random
777 generator used to generate the ensemble. A convenient value is for example
778 1000. By default, the seed is left uninitialized, and so use the default
779 initialization from the computer.
785 "ObservationOperator"*
787 AmplitudeOfInitialDirection
788 This key indicates the scaling of the initial perturbation build as a vector
789 used for the directional derivative around the nominal checking point. The
790 default is 1, that means no scaling.
792 EpsilonMinimumExponent
793 This key indicates the minimal exponent value of the power of 10 coefficient
794 to be used to decrease the increment multiplier. The default is -8, and it
795 has to be between 0 and -20. For example, its default value leads to
796 calculate the residue of the scalar product formula with a fixed increment
797 multiplied from 1.e0 to 1.e-8.
800 This key indicates the vector direction used for the directional derivative
801 around the nominal checking point. It has to be a vector. If not specified,
802 this direction defaults to a random perturbation around zero of the same
803 vector size than the checking point.
806 This key indicates the residue formula that has to be used for the test. The
807 default choice is "CenteredDL", and the possible ones are "CenteredDL"
808 (residue of the difference between the function at nominal point and the
809 values with positive and negative increments, which has to stay very small),
810 "Taylor" (residue of the Taylor development of the operator normalized by
811 the nominal value, which has to stay very small), "NominalTaylor" (residue
812 of the order 1 approximations of the operator, normalized to the nominal
813 point, which has to stay close to 1), and "NominalTaylorRMS" (residue of the
814 order 1 approximations of the operator, normalized by RMS to the nominal
815 point, which has to stay close to 0).
818 This key allow to give an integer in order to fix the seed of the random
819 generator used to generate the ensemble. A convenient value is for example
820 1000. By default, the seed is left uninitialized, and so use the default
821 initialization from the computer.
823 Requirements for functions describing an operator
824 -------------------------------------------------
826 The operators for observation and evolution are required to implement the data
827 assimilation or optimization procedures. They include the physical simulation
828 numerical simulations, but also the filtering and restriction to compare the
829 simulation to observation. The evolution operator is considered here in its
830 incremental form, representing the transition between two successive states, and
831 is then similar to the observation operator.
833 Schematically, an operator has to give a output solution given the input
834 parameters. Part of the input parameters can be modified during the optimization
835 procedure. So the mathematical representation of such a process is a function.
836 It was briefly described in the section :ref:`section_theory` and is generalized
837 here by the relation:
839 .. math:: \mathbf{y} = O( \mathbf{x} )
841 between the pseudo-observations :math:`\mathbf{y}` and the parameters
842 :math:`\mathbf{x}` using the observation or evolution operator :math:`O`. The
843 same functional representation can be used for the linear tangent model
844 :math:`\mathbf{O}` of :math:`O` and its adjoint :math:`\mathbf{O}^*`, also
845 required by some data assimilation or optimization algorithms.
847 Then, **to describe completely an operator, the user has only to provide a
848 function that fully and only realize the functional operation**.
850 This function is usually given as a script that can be executed in a YACS node.
851 This script can without difference launch external codes or use internal SALOME
852 calls and methods. If the algorithm requires the 3 aspects of the operator
853 (direct form, tangent form and adjoint form), the user has to give the 3
854 functions or to approximate them.
856 There are 3 practical methods for the user to provide the operator functional
859 First functional form: using "*ScriptWithOneFunction*"
860 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
862 .. index:: single: ScriptWithOneFunction
863 .. index:: single: DirectOperator
864 .. index:: single: DifferentialIncrement
865 .. index:: single: CenteredFiniteDifference
867 The first one consist in providing only one potentially non-linear function, and
868 to approximate the tangent and the adjoint operators. This is done by using the
869 keyword "*ScriptWithOneFunction*" for the description of the chosen operator in
870 the ADAO GUI. The user have to provide the function in a script, with a
871 mandatory name "*DirectOperator*". For example, the script can follow the
874 def DirectOperator( X ):
875 """ Direct non-linear simulation operator """
881 In this case, the user can also provide a value for the differential increment,
882 using through the GUI the keyword "*DifferentialIncrement*", which has a default
883 value of 1%. This coefficient will be used in the finite difference
884 approximation to build the tangent and adjoint operators. The finite difference
885 approximation order can also be chosen through the GUI, using the keyword
886 "*CenteredFiniteDifference*", with 0 for an uncentered schema of first order,
887 and with 1 for a centered schema of second order (of twice the first order
888 computational cost). The keyword has a default value of 0.
890 This first operator definition allow easily to test the functional form before
891 its use in an ADAO case, greatly reducing the complexity of implementation.
893 **Important warning:** the name "*DirectOperator*" is mandatory, and the type of
894 the X argument can be either a python list, a numpy array or a numpy 1D-matrix.
895 The user has to treat these cases in his script.
897 Second functional form: using "*ScriptWithFunctions*"
898 +++++++++++++++++++++++++++++++++++++++++++++++++++++
900 .. index:: single: ScriptWithFunctions
901 .. index:: single: DirectOperator
902 .. index:: single: TangentOperator
903 .. index:: single: AdjointOperator
905 The second one consist in providing directly the three associated operators
906 :math:`O`, :math:`\mathbf{O}` and :math:`\mathbf{O}^*`. This is done by using
907 the keyword "*ScriptWithFunctions*" for the description of the chosen operator
908 in the ADAO GUI. The user have to provide three functions in one script, with
909 three mandatory names "*DirectOperator*", "*TangentOperator*" and
910 "*AdjointOperator*". For example, the script can follow the template::
912 def DirectOperator( X ):
913 """ Direct non-linear simulation operator """
917 return something like Y
919 def TangentOperator( (X, dX) ):
920 """ Tangent linear operator, around X, applied to dX """
924 return something like Y
926 def AdjointOperator( (X, Y) ):
927 """ Adjoint operator, around X, applied to Y """
931 return something like X
933 Another time, this second operator definition allow easily to test the
934 functional forms before their use in an ADAO case, reducing the complexity of
937 **Important warning:** the names "*DirectOperator*", "*TangentOperator*" and
938 "*AdjointOperator*" are mandatory, and the type of the X, Y, dX arguments can be
939 either a python list, a numpy array or a numpy 1D-matrix. The user has to treat
940 these cases in his script.
942 Third functional form: using "*ScriptWithSwitch*"
943 +++++++++++++++++++++++++++++++++++++++++++++++++
945 .. index:: single: ScriptWithSwitch
946 .. index:: single: DirectOperator
947 .. index:: single: TangentOperator
948 .. index:: single: AdjointOperator
950 This third form give more possibilities to control the execution of the three
951 functions representing the operator, allowing advanced usage and control over
952 each execution of the simulation code. This is done by using the keyword
953 "*ScriptWithSwitch*" for the description of the chosen operator in the ADAO GUI.
954 The user have to provide a switch in one script to control the execution of the
955 direct, tangent and adjoint forms of its simulation code. The user can then, for
956 example, use other approximations for the tangent and adjoint codes, or
957 introduce more complexity in the argument treatment of the functions. But it
958 will be far more complicated to implement and debug.
960 **It is recommended not to use this third functional form without a solid
961 numerical or physical reason.**
963 If, however, you want to use this third form, we recommend using the following
964 template for the switch. It requires an external script or code named
965 "*Physical_simulation_functions.py*", containing three functions named
966 "*DirectOperator*", "*TangentOperator*" and "*AdjointOperator*" as previously.
967 Here is the switch template::
969 import Physical_simulation_functions
970 import numpy, logging
973 for param in computation["specificParameters"]:
974 if param["name"] == "method":
975 method = param["value"]
976 if method not in ["Direct", "Tangent", "Adjoint"]:
977 raise ValueError("No valid computation method is given")
978 logging.info("Found method is \'%s\'"%method)
980 logging.info("Loading operator functions")
981 Function = Physical_simulation_functions.DirectOperator
982 Tangent = Physical_simulation_functions.TangentOperator
983 Adjoint = Physical_simulation_functions.AdjointOperator
985 logging.info("Executing the possible computations")
987 if method == "Direct":
988 logging.info("Direct computation")
989 Xcurrent = computation["inputValues"][0][0][0]
990 data = Function(numpy.matrix( Xcurrent ).T)
991 if method == "Tangent":
992 logging.info("Tangent computation")
993 Xcurrent = computation["inputValues"][0][0][0]
994 dXcurrent = computation["inputValues"][0][0][1]
995 data = Tangent(numpy.matrix(Xcurrent).T, numpy.matrix(dXcurrent).T)
996 if method == "Adjoint":
997 logging.info("Adjoint computation")
998 Xcurrent = computation["inputValues"][0][0][0]
999 Ycurrent = computation["inputValues"][0][0][1]
1000 data = Adjoint((numpy.matrix(Xcurrent).T, numpy.matrix(Ycurrent).T))
1002 logging.info("Formatting the output")
1003 it = numpy.ravel(data)
1004 outputValues = [[[[]]]]
1006 outputValues[0][0][0].append(val)
1009 result["outputValues"] = outputValues
1010 result["specificOutputInfos"] = []
1011 result["returnCode"] = 0
1012 result["errorMessage"] = ""
1014 All various modifications could be done from this template hypothesis.
1016 Special case of controled evolution operator
1017 ++++++++++++++++++++++++++++++++++++++++++++
1019 In some cases, the evolution or the observation operators are required to be
1020 controled by an external input control, given a priori. In this case, the
1021 generic form of the incremental evolution model is slightly modified as follows:
1023 .. math:: \mathbf{y} = O( \mathbf{x}, \mathbf{u})
1025 where :math:`\mathbf{u}` is the control over one state increment. In this case,
1026 the direct operator has to be applied to a pair of variables :math:`(X,U)`.
1027 Schematically, the operator has to be set as::
1029 def DirectOperator( (X, U) ):
1030 """ Direct non-linear simulation operator """
1034 return something like X(n+1) or Y(n+1)
1036 The tangent and adjoint operators have the same signature as previously, noting
1037 that the derivatives has to be done only partially against :math:`\mathbf{x}`.
1038 In such a case with explicit control, only the second functional form (using
1039 "*ScriptWithFunctions*") and third functional form (using "*ScriptWithSwitch*")