2 Copyright (C) 2008-2020 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: NonLinearLeastSquares
25 .. _section_ref_algorithm_NonLinearLeastSquares:
27 Algorithme de calcul "*NonLinearLeastSquares*"
28 ----------------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 Cet algorithme réalise une estimation d'état par minimisation variationnelle de
34 la fonctionnelle :math:`J` d'écart classique de "Moindres Carrés" pondérés:
36 .. math:: J(\mathbf{x})=(\mathbf{y}^o-\mathbf{H}.\mathbf{x})^T.\mathbf{R}^{-1}.(\mathbf{y}^o-\mathbf{H}.\mathbf{x})
38 Il est similaire à l':ref:`section_ref_algorithm_3DVAR` privé de sa partie
39 ébauche. L'ébauche, requise dans l'interface, ne sert que de point initial pour
40 la minimisation variationnelle.
42 Dans tous les cas, il est recommandé de lui préférer
43 l':ref:`section_ref_algorithm_3DVAR` pour sa stabilité comme pour son
44 comportement lors de l'optimisation.
46 .. ------------------------------------ ..
47 .. include:: snippets/Header2Algo02.rst
49 .. include:: snippets/Background.rst
51 .. include:: snippets/Observation.rst
53 .. include:: snippets/ObservationError.rst
55 .. include:: snippets/ObservationOperator.rst
57 .. ------------------------------------ ..
58 .. include:: snippets/Header2Algo03AdOp.rst
60 .. include:: snippets/BoundsWithNone.rst
62 .. include:: snippets/CostDecrementTolerance.rst
64 .. include:: snippets/GradientNormTolerance.rst
66 .. include:: snippets/MaximumNumberOfSteps.rst
68 .. include:: snippets/Minimizer_xDVAR.rst
70 .. include:: snippets/ProjectedGradientTolerance.rst
73 StoreSupplementaryCalculations
74 .. index:: single: StoreSupplementaryCalculations
76 Cette liste indique les noms des variables supplémentaires qui peuvent être
77 disponibles à la fin de l'algorithme, si elles sont initialement demandées par
78 l'utilisateur. Cela implique potentiellement des calculs ou du stockage
79 coûteux. La valeur par défaut est une liste vide, aucune de ces variables
80 n'étant calculée et stockée par défaut sauf les variables inconditionnelles.
81 Les noms possibles sont dans la liste suivante : [
85 "CostFunctionJAtCurrentOptimum",
87 "CostFunctionJbAtCurrentOptimum",
89 "CostFunctionJoAtCurrentOptimum",
90 "CurrentIterationNumber",
95 "InnovationAtCurrentState",
98 "SimulatedObservationAtBackground",
99 "SimulatedObservationAtCurrentOptimum",
100 "SimulatedObservationAtCurrentState",
101 "SimulatedObservationAtOptimum",
105 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
107 *Astuce pour cet algorithme :*
109 Comme la commande *"BackgroundError"* est requise pour TOUS les algorithmes
110 de calcul dans l'interface graphique EFICAS d'ADAO, vous devez fournir une
111 valeur, malgré le fait que cette commande ne soit pas nécessaire pour cet
112 algorithme, et n'est donc pas utilisée. La manière la plus simple est de
113 donner "1" comme un STRING.
115 .. ------------------------------------ ..
116 .. include:: snippets/Header2Algo04.rst
118 .. include:: snippets/Analysis.rst
120 .. include:: snippets/CostFunctionJ.rst
122 .. include:: snippets/CostFunctionJb.rst
124 .. include:: snippets/CostFunctionJo.rst
126 .. ------------------------------------ ..
127 .. include:: snippets/Header2Algo05.rst
129 .. include:: snippets/Analysis.rst
131 .. include:: snippets/BMA.rst
133 .. include:: snippets/CostFunctionJ.rst
135 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
137 .. include:: snippets/CostFunctionJb.rst
139 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
141 .. include:: snippets/CostFunctionJo.rst
143 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
145 .. include:: snippets/CurrentIterationNumber.rst
147 .. include:: snippets/CurrentOptimum.rst
149 .. include:: snippets/CurrentState.rst
151 .. include:: snippets/IndexOfOptimum.rst
153 .. include:: snippets/Innovation.rst
155 .. include:: snippets/InnovationAtCurrentState.rst
157 .. include:: snippets/OMA.rst
159 .. include:: snippets/OMB.rst
161 .. include:: snippets/SimulatedObservationAtBackground.rst
163 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
165 .. include:: snippets/SimulatedObservationAtCurrentState.rst
167 .. include:: snippets/SimulatedObservationAtOptimum.rst
169 .. ------------------------------------ ..
170 .. include:: snippets/Header2Algo09.rst
172 .. literalinclude:: scripts/simple_NonLinearLeastSquares.py
174 .. include:: snippets/Header2Algo10.rst
176 .. literalinclude:: scripts/simple_NonLinearLeastSquares.res
178 .. ------------------------------------ ..
179 .. include:: snippets/Header2Algo06.rst
181 - :ref:`section_ref_algorithm_3DVAR`
183 .. ------------------------------------ ..
184 .. include:: snippets/Header2Algo07.rst