#
# Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
-import sys, logging
-from daCore import BasicObjects, PlatformInfo
-import numpy, math
+import math, numpy
+from daCore import BasicObjects, NumericObjects, PlatformInfo
mpr = PlatformInfo.PlatformInfo().MachinePrecision()
-if sys.version_info.major > 2:
- unicode = str
# ==============================================================================
class ElementaryAlgorithm(BasicObjects.Algorithm):
Perturbations = [ 10**i for i in range(self._parameters["EpsilonMinimumExponent"],1) ]
Perturbations.reverse()
#
- X = numpy.asmatrix(numpy.ravel( Xb )).T
- FX = numpy.asmatrix(numpy.ravel( Hm( X ) )).T
+ X = numpy.ravel( Xb ).reshape((-1,1))
+ FX = numpy.ravel( Hm( X ) ).reshape((-1,1))
NormeX = numpy.linalg.norm( X )
NormeFX = numpy.linalg.norm( FX )
+ if NormeFX < mpr: NormeFX = mpr
if self._toStore("CurrentState"):
- self.StoredVariables["CurrentState"].store( numpy.ravel(Xn) )
+ self.StoredVariables["CurrentState"].store( X )
if self._toStore("SimulatedObservationAtCurrentState"):
- self.StoredVariables["SimulatedObservationAtCurrentState"].store( numpy.ravel(FX) )
+ self.StoredVariables["SimulatedObservationAtCurrentState"].store( FX )
#
- if len(self._parameters["InitialDirection"]) == 0:
- dX0 = []
- for v in X.A1:
- if abs(v) > 1.e-8:
- dX0.append( numpy.random.normal(0.,abs(v)) )
- else:
- dX0.append( numpy.random.normal(0.,X.mean()) )
- else:
- dX0 = numpy.ravel( self._parameters["InitialDirection"] )
- #
- dX0 = float(self._parameters["AmplitudeOfInitialDirection"]) * numpy.matrix( dX0 ).T
+ dX0 = NumericObjects.SetInitialDirection(
+ self._parameters["InitialDirection"],
+ self._parameters["AmplitudeOfInitialDirection"],
+ X,
+ )
#
if self._parameters["ResiduFormula"] in ["Taylor", "TaylorOnNorm"]:
- dX1 = float(self._parameters["AmplitudeOfTangentPerturbation"]) * dX0
+ dX1 = float(self._parameters["AmplitudeOfTangentPerturbation"]) * dX0.reshape((-1,1))
GradFxdX = Ht( (X, dX1) )
- GradFxdX = numpy.asmatrix(numpy.ravel( GradFxdX )).T
+ GradFxdX = numpy.ravel( GradFxdX ).reshape((-1,1))
GradFxdX = float(1./self._parameters["AmplitudeOfTangentPerturbation"]) * GradFxdX
#
# Entete des resultats
On prend dX0 = Normal(0,X) et dX = Alpha*dX0. F est le code de calcul.\n""" + __precision
#
if len(self._parameters["ResultTitle"]) > 0:
- __rt = unicode(self._parameters["ResultTitle"])
+ __rt = str(self._parameters["ResultTitle"])
msgs = u"\n"
msgs += __marge + "====" + "="*len(__rt) + "====\n"
msgs += __marge + " " + __rt + "\n"
NormesdFXGdX = []
#
for i,amplitude in enumerate(Perturbations):
- dX = amplitude * dX0
+ dX = amplitude * dX0.reshape((-1,1))
#
FX_plus_dX = Hm( X + dX )
- FX_plus_dX = numpy.asmatrix(numpy.ravel( FX_plus_dX )).T
+ FX_plus_dX = numpy.ravel( FX_plus_dX ).reshape((-1,1))
#
if self._toStore("CurrentState"):
self.StoredVariables["CurrentState"].store( numpy.ravel(X + dX) )