1 #-*-coding:iso-8859-1-*-
3 # Copyright (C) 2008-2012 EDF R&D
5 # This library is free software; you can redistribute it and/or
6 # modify it under the terms of the GNU Lesser General Public
7 # License as published by the Free Software Foundation; either
8 # version 2.1 of the License.
10 # This library is distributed in the hope that it will be useful,
11 # but WITHOUT ANY WARRANTY; without even the implied warranty of
12 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 # Lesser General Public License for more details.
15 # You should have received a copy of the GNU Lesser General Public
16 # License along with this library; if not, write to the Free Software
17 # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
19 # See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
21 # Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 from daCore import BasicObjects, PlatformInfo
25 m = PlatformInfo.SystemUsage()
29 # ==============================================================================
30 class ElementaryAlgorithm(BasicObjects.Algorithm):
32 BasicObjects.Algorithm.__init__(self, "BLUE")
33 self.defineRequiredParameter(
34 name = "StoreSupplementaryCalculations",
37 message = "Liste de calculs supplémentaires à stocker et/ou effectuer",
38 listval = ["APosterioriCovariance", "BMA", "OMA", "OMB", "Innovation", "SigmaBck2", "SigmaObs2"]
41 def run(self, Xb=None, Y=None, H=None, M=None, R=None, B=None, Q=None, Parameters=None):
43 Calcul de l'estimateur BLUE (ou Kalman simple, ou Interpolation Optimale)
45 logging.debug("%s Lancement"%self._name)
46 logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("M")))
48 # Paramètres de pilotage
49 # ----------------------
50 self.setParameters(Parameters)
52 # Opérateur d'observation
53 # -----------------------
54 Hm = H["Tangent"].asMatrix(None)
55 Ha = H["Adjoint"].asMatrix(None)
57 # Utilisation éventuelle d'un vecteur H(Xb) précalculé
58 # ----------------------------------------------------
59 if H["AppliedToX"] is not None and H["AppliedToX"].has_key("HXb"):
60 logging.debug("%s Utilisation de HXb"%self._name)
61 HXb = H["AppliedToX"]["HXb"]
63 logging.debug("%s Calcul de Hm * Xb"%self._name)
65 HXb = numpy.asmatrix(HXb).flatten().T
67 # Précalcul des inversions de B et R
68 # ----------------------------------
71 elif self._parameters["B_scalar"] is not None:
72 BI = 1.0 / self._parameters["B_scalar"]
73 B = self._parameters["B_scalar"]
75 raise ValueError("Background error covariance matrix has to be properly defined!")
79 elif self._parameters["R_scalar"] is not None:
80 RI = 1.0 / self._parameters["R_scalar"]
82 raise ValueError("Observation error covariance matrix has to be properly defined!")
84 # Calcul de l'innovation
85 # ----------------------
86 if Y.size != HXb.size:
87 raise ValueError("The size %i of observations Y and %i of observed calculation H(X) are different, they have to be identical."%(Y.size,HXb.size))
88 if max(Y.shape) != max(HXb.shape):
89 raise ValueError("The shapes %s of observations Y and %s of observed calculation H(X) are different, they have to be identical."%(Y.shape,HXb.shape))
92 Jo = 0.5 * d.T * RI * d
93 J = float( Jb ) + float( Jo )
94 logging.debug("%s Innovation d = %s"%(self._name, d))
95 logging.debug("%s CostFunction Jb = %s"%(self._name, Jb))
96 logging.debug("%s CostFunction Jo = %s"%(self._name, Jo))
97 logging.debug("%s CostFunction J = %s"%(self._name, J))
99 self.StoredVariables["CostFunctionJb"].store( Jb )
100 self.StoredVariables["CostFunctionJo"].store( Jo )
101 self.StoredVariables["CostFunctionJ" ].store( J )
103 # Calcul de la matrice de gain et de l'analyse
104 # --------------------------------------------
105 if Y.size <= Xb.size:
106 if self._parameters["R_scalar"] is not None:
107 R = self._parameters["R_scalar"] * numpy.eye(len(Y), dtype=numpy.float)
108 logging.debug("%s Calcul de K dans l'espace des observations"%self._name)
109 K = B * Ha * (Hm * B * Ha + R).I
111 logging.debug("%s Calcul de K dans l'espace d'ébauche"%self._name)
112 K = (Ha * RI * Hm + BI).I * Ha * RI
114 logging.debug("%s Analyse Xa = %s"%(self._name, Xa))
116 # Calcul de la fonction coût
117 # --------------------------
119 Jb = 0.5 * (Xa - Xb).T * BI * (Xa - Xb)
120 Jo = 0.5 * oma.T * RI * oma
121 J = float( Jb ) + float( Jo )
122 logging.debug("%s OMA = %s"%(self._name, oma))
123 logging.debug("%s CostFunction Jb = %s"%(self._name, Jb))
124 logging.debug("%s CostFunction Jo = %s"%(self._name, Jo))
125 logging.debug("%s CostFunction J = %s"%(self._name, J))
127 self.StoredVariables["Analysis"].store( Xa.A1 )
128 self.StoredVariables["CostFunctionJb"].store( Jb )
129 self.StoredVariables["CostFunctionJo"].store( Jo )
130 self.StoredVariables["CostFunctionJ" ].store( J )
132 # Calcul de la covariance d'analyse
133 # ---------------------------------
134 if "APosterioriCovariance" in self._parameters["StoreSupplementaryCalculations"]:
136 if logging.getLogger().level < logging.WARNING: # La verification n'a lieu qu'en debug
138 L = numpy.linalg.cholesky( A )
140 raise ValueError("The BLUE a posteriori covariance matrix A is not symmetric positive-definite. Check your B and R a priori covariances.")
141 self.StoredVariables["APosterioriCovariance"].store( A )
143 # Calculs et/ou stockages supplémentaires
144 # ---------------------------------------
145 if "Innovation" in self._parameters["StoreSupplementaryCalculations"]:
146 self.StoredVariables["Innovation"].store( numpy.asmatrix(d).flatten().A1 )
147 if "BMA" in self._parameters["StoreSupplementaryCalculations"]:
148 self.StoredVariables["BMA"].store( numpy.asmatrix(Xb - Xa).flatten().A1 )
149 if "OMA" in self._parameters["StoreSupplementaryCalculations"]:
150 self.StoredVariables["OMA"].store( numpy.asmatrix(oma).flatten().A1 )
151 if "OMB" in self._parameters["StoreSupplementaryCalculations"]:
152 self.StoredVariables["OMB"].store( numpy.asmatrix(d).flatten().A1 )
153 if "SigmaObs2" in self._parameters["StoreSupplementaryCalculations"]:
154 self.StoredVariables["SigmaObs2"].store( float( (d.T * (Y-Hm*Xa)) / R.trace() ) )
155 if "SigmaBck2" in self._parameters["StoreSupplementaryCalculations"]:
156 self.StoredVariables["SigmaBck2"].store( float( (d.T * Hm * (Xa - Xb))/(Hm * B * Hm.T).trace() ) )
158 logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("M")))
159 logging.debug("%s Terminé"%self._name)
163 # ==============================================================================
164 if __name__ == "__main__":
165 print '\n AUTODIAGNOSTIC \n'