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Minor internal modifications and bounds corrections
[modules/adao.git] / src / daComposant / daAlgorithms / NonLinearLeastSquares.py
index a01ad3ccb86d2a1803dd7e688e6a3d85a630eb8b..aad66fc737b92a4dac264863d8522024f8a2e278 100644 (file)
-#-*-coding:iso-8859-1-*-
+# -*- coding: utf-8 -*-
 #
-#  Copyright (C) 2008-2011  EDF R&D
+# Copyright (C) 2008-2021 EDF R&D
 #
-#  This library is free software; you can redistribute it and/or
-#  modify it under the terms of the GNU Lesser General Public
-#  License as published by the Free Software Foundation; either
-#  version 2.1 of the License.
+# This library is free software; you can redistribute it and/or
+# modify it under the terms of the GNU Lesser General Public
+# License as published by the Free Software Foundation; either
+# version 2.1 of the License.
 #
-#  This library is distributed in the hope that it will be useful,
-#  but WITHOUT ANY WARRANTY; without even the implied warranty of
-#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
-#  Lesser General Public License for more details.
+# This library is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+# Lesser General Public License for more details.
 #
-#  You should have received a copy of the GNU Lesser General Public
-#  License along with this library; if not, write to the Free Software
-#  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
+# You should have received a copy of the GNU Lesser General Public
+# License along with this library; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
 #
-#  See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
+# See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
 #
+# Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
 
 import logging
-from daCore import BasicObjects, PlatformInfo
-m = PlatformInfo.SystemUsage()
-
-import numpy
-import scipy.optimize
-
-if logging.getLogger().level < 30:
-    iprint  = 1
-    message = scipy.optimize.tnc.MSG_ALL
-    disp    = 1
-else:
-    iprint  = -1
-    message = scipy.optimize.tnc.MSG_NONE
-    disp    = 0
+from daCore import BasicObjects
+import numpy, scipy.optimize, scipy.version
 
 # ==============================================================================
 class ElementaryAlgorithm(BasicObjects.Algorithm):
     def __init__(self):
-        BasicObjects.Algorithm.__init__(self)
-        self._name = "NONLINEARLEASTSQUARES"
-        logging.debug("%s Initialisation"%self._name)
+        BasicObjects.Algorithm.__init__(self, "NONLINEARLEASTSQUARES")
+        self.defineRequiredParameter(
+            name     = "Minimizer",
+            default  = "LBFGSB",
+            typecast = str,
+            message  = "Minimiseur utilisé",
+            listval  = ["LBFGSB","TNC", "CG", "NCG", "BFGS", "LM"],
+            )
+        self.defineRequiredParameter(
+            name     = "MaximumNumberOfSteps",
+            default  = 15000,
+            typecast = int,
+            message  = "Nombre maximal de pas d'optimisation",
+            minval   = -1,
+            )
+        self.defineRequiredParameter(
+            name     = "CostDecrementTolerance",
+            default  = 1.e-7,
+            typecast = float,
+            message  = "Diminution relative minimale du coût lors de l'arrêt",
+            minval   = 0.,
+            )
+        self.defineRequiredParameter(
+            name     = "ProjectedGradientTolerance",
+            default  = -1,
+            typecast = float,
+            message  = "Maximum des composantes du gradient projeté lors de l'arrêt",
+            minval   = -1,
+            )
+        self.defineRequiredParameter(
+            name     = "GradientNormTolerance",
+            default  = 1.e-05,
+            typecast = float,
+            message  = "Maximum des composantes du gradient lors de l'arrêt",
+            minval   = 0.,
+            )
+        self.defineRequiredParameter(
+            name     = "StoreInternalVariables",
+            default  = False,
+            typecast = bool,
+            message  = "Stockage des variables internes ou intermédiaires du calcul",
+            )
+        self.defineRequiredParameter(
+            name     = "StoreSupplementaryCalculations",
+            default  = [],
+            typecast = tuple,
+            message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
+            listval  = [
+                "Analysis",
+                "BMA",
+                "CostFunctionJ",
+                "CostFunctionJAtCurrentOptimum",
+                "CostFunctionJb",
+                "CostFunctionJbAtCurrentOptimum",
+                "CostFunctionJo",
+                "CostFunctionJoAtCurrentOptimum",
+                "CurrentIterationNumber",
+                "CurrentOptimum",
+                "CurrentState",
+                "IndexOfOptimum",
+                "Innovation",
+                "InnovationAtCurrentState",
+                "OMA",
+                "OMB",
+                "SimulatedObservationAtBackground",
+                "SimulatedObservationAtCurrentOptimum",
+                "SimulatedObservationAtCurrentState",
+                "SimulatedObservationAtOptimum",
+                ]
+            )
+        self.defineRequiredParameter( # Pas de type
+            name     = "Bounds",
+            message  = "Liste des valeurs de bornes",
+            )
+        self.defineRequiredParameter(
+            name     = "InitializationPoint",
+            typecast = numpy.ravel,
+            message  = "État initial imposé (par défaut, c'est l'ébauche si None)",
+            )
+        self.requireInputArguments(
+            mandatory= ("Xb", "Y", "HO", "R"),
+            )
+        self.setAttributes(tags=(
+            "Optimization",
+            "NonLinear",
+            "Variational",
+            ))
 
-    def run(self, Xb=None, Y=None, H=None, M=None, R=None, B=None, Q=None, Parameters=None):
-        """
-        Calcul de l'estimateur moindres carrés pondérés non linéaires
-        (assimilation variationnelle sans ébauche)
-        """
-        logging.debug("%s Lancement"%self._name)
-        logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("Mo")))
+    def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None):
+        self._pre_run(Parameters, Xb, Y, U, HO, EM, CM, R, B, Q)
         #
-        # Opérateur d'observation
-        # -----------------------
-        Hm = H["Direct"].appliedTo
-        Ht = H["Adjoint"].appliedInXTo
+        # Opérateurs
+        # ----------
+        Hm = HO["Direct"].appliedTo
+        Ha = HO["Adjoint"].appliedInXTo
         #
-        # Utilisation éventuelle d'un vecteur H(Xb) précalculé
+        # Utilisation éventuelle d'un vecteur H(Xb) précalculé
         # ----------------------------------------------------
-        if H["AppliedToX"] is not None and H["AppliedToX"].has_key("HXb"):
-            logging.debug("%s Utilisation de HXb"%self._name)
-            HXb = H["AppliedToX"]["HXb"]
+        if HO["AppliedInX"] is not None and "HXb" in HO["AppliedInX"]:
+            HXb = Hm( Xb, HO["AppliedInX"]["HXb"] )
         else:
-            logging.debug("%s Calcul de Hm(Xb)"%self._name)
             HXb = Hm( Xb )
-        HXb = numpy.asmatrix(HXb).flatten().T
-        #
-        # Calcul de l'innovation
-        # ----------------------
+        HXb = numpy.asmatrix(numpy.ravel( HXb )).T
         if Y.size != HXb.size:
             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))
         if max(Y.shape) != max(HXb.shape):
             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))
-        d  = Y - HXb
-        logging.debug("%s Innovation d = %s"%(self._name, d))
         #
-        # Précalcul des inversions de B et R
+        # Précalcul des inversions de B et R
         # ----------------------------------
-        # if B is not None:
-        #     BI = B.I
-        # elif Parameters["B_scalar"] is not None:
-        #     BI = 1.0 / Parameters["B_scalar"]
-        #
-        if R is not None:
-            RI = R.I
-        elif Parameters["R_scalar"] is not None:
-            RI = 1.0 / Parameters["R_scalar"]
+        RI = R.getI()
+        if self._parameters["Minimizer"] == "LM":
+            RdemiI = R.choleskyI()
         #
-        # Définition de la fonction-coût
+        # Définition de la fonction-coût
         # ------------------------------
         def CostFunction(x):
-            _X  = numpy.asmatrix(x).flatten().T
-            logging.info("%s CostFunction X  = %s"%(self._name, numpy.asmatrix( _X ).flatten()))
+            _X  = numpy.asmatrix(numpy.ravel( x )).T
+            if self._parameters["StoreInternalVariables"] or \
+                self._toStore("CurrentState") or \
+                self._toStore("CurrentOptimum"):
+                self.StoredVariables["CurrentState"].store( _X )
             _HX = Hm( _X )
-            _HX = numpy.asmatrix(_HX).flatten().T
+            _HX = numpy.asmatrix(numpy.ravel( _HX )).T
+            _Innovation = Y - _HX
+            if self._toStore("SimulatedObservationAtCurrentState") or \
+                self._toStore("SimulatedObservationAtCurrentOptimum"):
+                self.StoredVariables["SimulatedObservationAtCurrentState"].store( _HX )
+            if self._toStore("InnovationAtCurrentState"):
+                self.StoredVariables["InnovationAtCurrentState"].store( _Innovation )
+            #
             Jb  = 0.
-            Jo  = 0.5 * (Y - _HX).T * RI * (Y - _HX)
-            J   = float( Jb ) + float( Jo )
-            logging.debug("%s CostFunction Jb = %s"%(self._name, Jb))
-            logging.debug("%s CostFunction Jo = %s"%(self._name, Jo))
-            logging.debug("%s CostFunction J  = %s"%(self._name, J))
-            self.StoredVariables["CurrentState"].store( _X.A1 )
+            Jo  = float( 0.5 * _Innovation.T * RI * _Innovation )
+            J   = Jb + Jo
+            #
+            self.StoredVariables["CurrentIterationNumber"].store( len(self.StoredVariables["CostFunctionJ"]) )
             self.StoredVariables["CostFunctionJb"].store( Jb )
             self.StoredVariables["CostFunctionJo"].store( Jo )
             self.StoredVariables["CostFunctionJ" ].store( J )
-            return float( J )
+            if self._toStore("IndexOfOptimum") or \
+                self._toStore("CurrentOptimum") or \
+                self._toStore("CostFunctionJAtCurrentOptimum") or \
+                self._toStore("CostFunctionJbAtCurrentOptimum") or \
+                self._toStore("CostFunctionJoAtCurrentOptimum") or \
+                self._toStore("SimulatedObservationAtCurrentOptimum"):
+                IndexMin = numpy.argmin( self.StoredVariables["CostFunctionJ"][nbPreviousSteps:] ) + nbPreviousSteps
+            if self._toStore("IndexOfOptimum"):
+                self.StoredVariables["IndexOfOptimum"].store( IndexMin )
+            if self._toStore("CurrentOptimum"):
+                self.StoredVariables["CurrentOptimum"].store( self.StoredVariables["CurrentState"][IndexMin] )
+            if self._toStore("SimulatedObservationAtCurrentOptimum"):
+                self.StoredVariables["SimulatedObservationAtCurrentOptimum"].store( self.StoredVariables["SimulatedObservationAtCurrentState"][IndexMin] )
+            if self._toStore("CostFunctionJbAtCurrentOptimum"):
+                self.StoredVariables["CostFunctionJbAtCurrentOptimum"].store( self.StoredVariables["CostFunctionJb"][IndexMin] )
+            if self._toStore("CostFunctionJoAtCurrentOptimum"):
+                self.StoredVariables["CostFunctionJoAtCurrentOptimum"].store( self.StoredVariables["CostFunctionJo"][IndexMin] )
+            if self._toStore("CostFunctionJAtCurrentOptimum"):
+                self.StoredVariables["CostFunctionJAtCurrentOptimum" ].store( self.StoredVariables["CostFunctionJ" ][IndexMin] )
+            return J
         #
         def GradientOfCostFunction(x):
-            _X      = numpy.asmatrix(x).flatten().T
-            logging.info("%s GradientOfCostFunction X      = %s"%(self._name, numpy.asmatrix( _X ).flatten()))
+            _X      = numpy.asmatrix(numpy.ravel( x )).T
             _HX     = Hm( _X )
-            _HX     = numpy.asmatrix(_HX).flatten().T
+            _HX     = numpy.asmatrix(numpy.ravel( _HX )).T
             GradJb  = 0.
-            GradJo  = - Ht( (_X, RI * (Y - _HX)) )
-            GradJ   = numpy.asmatrix( GradJb ).flatten().T + numpy.asmatrix( GradJo ).flatten().T
-            logging.debug("%s GradientOfCostFunction GradJb = %s"%(self._name, numpy.asmatrix( GradJb ).flatten()))
-            logging.debug("%s GradientOfCostFunction GradJo = %s"%(self._name, numpy.asmatrix( GradJo ).flatten()))
-            logging.debug("%s GradientOfCostFunction GradJ  = %s"%(self._name, numpy.asmatrix( GradJ  ).flatten()))
+            GradJo  = - Ha( (_X, RI * (Y - _HX)) )
+            GradJ   = numpy.asmatrix( numpy.ravel( GradJb ) + numpy.ravel( GradJo ) ).T
             return GradJ.A1
         #
-        # Point de démarrage de l'optimisation : Xini = Xb
-        # ------------------------------------
-        if type(Xb) is type(numpy.matrix([])):
-            Xini = Xb.A1.tolist()
-        else:
-            Xini = list(Xb)
-        logging.debug("%s Point de démarrage Xini = %s"%(self._name, Xini))
+        def CostFunctionLM(x):
+            _X  = numpy.asmatrix(numpy.ravel( x )).T
+            _HX = Hm( _X )
+            _HX = numpy.asmatrix(numpy.ravel( _HX )).T
+            _Innovation = Y - _HX
+            Jb  = 0.
+            Jo  = float( 0.5 * _Innovation.T * RI * _Innovation )
+            J   = Jb + Jo
+            if self._parameters["StoreInternalVariables"] or \
+                self._toStore("CurrentState"):
+                self.StoredVariables["CurrentState"].store( _X )
+            self.StoredVariables["CostFunctionJb"].store( Jb )
+            self.StoredVariables["CostFunctionJo"].store( Jo )
+            self.StoredVariables["CostFunctionJ" ].store( J )
+            #
+            return numpy.ravel( RdemiI*_Innovation )
         #
-        # Paramètres de pilotage
-        # ----------------------
-        # Potentiels : "Bounds", "Minimizer", "MaximumNumberOfSteps", "ProjectedGradientTolerance", "GradientNormTolerance", "InnerMinimizer"
-        if Parameters.has_key("Bounds") and (type(Parameters["Bounds"]) is type([]) or type(Parameters["Bounds"]) is type(())) and (len(Parameters["Bounds"]) > 0):
-            Bounds = Parameters["Bounds"]
-        else:
-            Bounds = None
-        MinimizerList = ["LBFGSB","TNC", "CG", "NCG", "BFGS"]
-        if Parameters.has_key("Minimizer") and (Parameters["Minimizer"] in MinimizerList):
-            Minimizer = str( Parameters["Minimizer"] )
-        else:
-            Minimizer = "LBFGSB"
-            logging.warning("%s Unknown or undefined minimizer, replaced by the default one \"%s\""%(self._name,Minimizer))
-        logging.debug("%s Minimiseur utilisé = %s"%(self._name, Minimizer))
-        if Parameters.has_key("MaximumNumberOfSteps") and (Parameters["MaximumNumberOfSteps"] > -1):
-            maxiter = int( Parameters["MaximumNumberOfSteps"] )
-        else:
-            maxiter = 15000
-        logging.debug("%s Nombre maximal de pas d'optimisation = %s"%(self._name, str(maxiter)))
-        if Parameters.has_key("CostDecrementTolerance") and (Parameters["CostDecrementTolerance"] > 0):
-            ftol  = float(Parameters["CostDecrementTolerance"])
-            factr = ftol * 1.e14
-        else:
-            ftol  = 1.e-7
-            factr = ftol * 1.e14
-        logging.debug("%s Diminution relative minimale du cout lors de l'arret = %s"%(self._name, str(1./factr)))
-        if Parameters.has_key("ProjectedGradientTolerance") and (Parameters["ProjectedGradientTolerance"] > -1):
-            pgtol = float(Parameters["ProjectedGradientTolerance"])
-        else:
-            pgtol = -1
-        logging.debug("%s Maximum des composantes du gradient projete lors de l'arret = %s"%(self._name, str(pgtol)))
-        if Parameters.has_key("GradientNormTolerance") and (Parameters["GradientNormTolerance"] > -1):
-            gtol = float(Parameters["GradientNormTolerance"])
-        else:
-            gtol = 1.e-05
-        logging.debug("%s Maximum des composantes du gradient lors de l'arret = %s"%(self._name, str(gtol)))
-        InnerMinimizerList = ["CG", "NCG", "BFGS"]
-        if Parameters.has_key("InnerMinimizer") and (Parameters["InnerMinimizer"] in InnerMinimizerList):
-            InnerMinimizer = str( Parameters["InnerMinimizer"] )
-        else:
-            InnerMinimizer = "BFGS"
-        logging.debug("%s Minimiseur interne utilisé = %s"%(self._name, InnerMinimizer))
+        def GradientOfCostFunctionLM(x):
+            _X      = numpy.asmatrix(numpy.ravel( x )).T
+            _HX     = Hm( _X )
+            _HX     = numpy.asmatrix(numpy.ravel( _HX )).T
+            GradJb  = 0.
+            GradJo  = - Ha( (_X, RI * (Y - _HX)) )
+            GradJ   = numpy.asmatrix( numpy.ravel( GradJb ) + numpy.ravel( GradJo ) ).T
+            return - RdemiI*HO["Tangent"].asMatrix( _X )
+        #
+        # Point de démarrage de l'optimisation : Xini = Xb
+        # ------------------------------------
+        Xini = self._parameters["InitializationPoint"]
         #
         # Minimisation de la fonctionnelle
         # --------------------------------
-        if Minimizer == "LBFGSB":
-            Minimum, J_optimal, Informations = scipy.optimize.fmin_l_bfgs_b(
+        nbPreviousSteps = self.StoredVariables["CostFunctionJ"].stepnumber()
+        #
+        if self._parameters["Minimizer"] == "LBFGSB":
+            # Minimum, J_optimal, Informations = scipy.optimize.fmin_l_bfgs_b(
+            if "0.19" <= scipy.version.version <= "1.1.0":
+                import lbfgsbhlt as optimiseur
+            else:
+                import scipy.optimize as optimiseur
+            Minimum, J_optimal, Informations = optimiseur.fmin_l_bfgs_b(
                 func        = CostFunction,
                 x0          = Xini,
                 fprime      = GradientOfCostFunction,
                 args        = (),
-                bounds      = Bounds,
-                maxfun      = maxiter-1,
-                factr       = factr,
-                pgtol       = pgtol,
-                iprint      = iprint,
+                bounds      = self._parameters["Bounds"],
+                maxfun      = self._parameters["MaximumNumberOfSteps"]-1,
+                factr       = self._parameters["CostDecrementTolerance"]*1.e14,
+                pgtol       = self._parameters["ProjectedGradientTolerance"],
+                iprint      = self._parameters["optiprint"],
                 )
             nfeval = Informations['funcalls']
             rc     = Informations['warnflag']
-        elif Minimizer == "TNC":
+        elif self._parameters["Minimizer"] == "TNC":
             Minimum, nfeval, rc = scipy.optimize.fmin_tnc(
                 func        = CostFunction,
                 x0          = Xini,
                 fprime      = GradientOfCostFunction,
                 args        = (),
-                bounds      = Bounds,
-                maxfun      = maxiter,
-                pgtol       = pgtol,
-                ftol        = ftol,
-                messages    = message,
+                bounds      = self._parameters["Bounds"],
+                maxfun      = self._parameters["MaximumNumberOfSteps"],
+                pgtol       = self._parameters["ProjectedGradientTolerance"],
+                ftol        = self._parameters["CostDecrementTolerance"],
+                messages    = self._parameters["optmessages"],
                 )
-        elif Minimizer == "CG":
+        elif self._parameters["Minimizer"] == "CG":
             Minimum, fopt, nfeval, grad_calls, rc = scipy.optimize.fmin_cg(
                 f           = CostFunction,
                 x0          = Xini,
                 fprime      = GradientOfCostFunction,
                 args        = (),
-                maxiter     = maxiter,
-                gtol        = gtol,
-                disp        = disp,
+                maxiter     = self._parameters["MaximumNumberOfSteps"],
+                gtol        = self._parameters["GradientNormTolerance"],
+                disp        = self._parameters["optdisp"],
                 full_output = True,
                 )
-        elif Minimizer == "NCG":
+        elif self._parameters["Minimizer"] == "NCG":
             Minimum, fopt, nfeval, grad_calls, hcalls, rc = scipy.optimize.fmin_ncg(
                 f           = CostFunction,
                 x0          = Xini,
                 fprime      = GradientOfCostFunction,
                 args        = (),
-                maxiter     = maxiter,
-                avextol     = ftol,
-                disp        = disp,
+                maxiter     = self._parameters["MaximumNumberOfSteps"],
+                avextol     = self._parameters["CostDecrementTolerance"],
+                disp        = self._parameters["optdisp"],
                 full_output = True,
                 )
-        elif Minimizer == "BFGS":
+        elif self._parameters["Minimizer"] == "BFGS":
             Minimum, fopt, gopt, Hopt, nfeval, grad_calls, rc = scipy.optimize.fmin_bfgs(
                 f           = CostFunction,
                 x0          = Xini,
                 fprime      = GradientOfCostFunction,
                 args        = (),
-                maxiter     = maxiter,
-                gtol        = gtol,
-                disp        = disp,
+                maxiter     = self._parameters["MaximumNumberOfSteps"],
+                gtol        = self._parameters["GradientNormTolerance"],
+                disp        = self._parameters["optdisp"],
                 full_output = True,
                 )
+        elif self._parameters["Minimizer"] == "LM":
+            Minimum, cov_x, infodict, mesg, rc = scipy.optimize.leastsq(
+                func        = CostFunctionLM,
+                x0          = Xini,
+                Dfun        = GradientOfCostFunctionLM,
+                args        = (),
+                ftol        = self._parameters["CostDecrementTolerance"],
+                maxfev      = self._parameters["MaximumNumberOfSteps"],
+                gtol        = self._parameters["GradientNormTolerance"],
+                full_output = True,
+                )
+            nfeval = infodict['nfev']
         else:
-            raise ValueError("Error in Minimizer name: %s"%Minimizer)
+            raise ValueError("Error in Minimizer name: %s"%self._parameters["Minimizer"])
+        #
+        IndexMin = numpy.argmin( self.StoredVariables["CostFunctionJ"][nbPreviousSteps:] ) + nbPreviousSteps
+        MinJ     = self.StoredVariables["CostFunctionJ"][IndexMin]
         #
         # Correction pour pallier a un bug de TNC sur le retour du Minimum
         # ----------------------------------------------------------------
-        StepMin = numpy.argmin( self.StoredVariables["CostFunctionJ"].valueserie() )
-        MinJ    = self.StoredVariables["CostFunctionJ"].valueserie(step = StepMin)
-        Minimum = self.StoredVariables["CurrentState"].valueserie(step = StepMin)
+        if self._parameters["StoreInternalVariables"] or self._toStore("CurrentState"):
+            Minimum = self.StoredVariables["CurrentState"][IndexMin]
         #
-        logging.debug("%s %s Step of min cost  = %s"%(self._name, Minimizer, StepMin))
-        logging.debug("%s %s Minimum cost      = %s"%(self._name, Minimizer, MinJ))
-        logging.debug("%s %s Minimum state     = %s"%(self._name, Minimizer, Minimum))
-        logging.debug("%s %s Nb of F           = %s"%(self._name, Minimizer, nfeval))
-        logging.debug("%s %s RetCode           = %s"%(self._name, Minimizer, rc))
-        #
-        # Calcul  de l'analyse
-        # --------------------
-        Xa = numpy.asmatrix(Minimum).T
-        logging.debug("%s Analyse Xa = %s"%(self._name, Xa))
+        # Obtention de l'analyse
+        # ----------------------
+        Xa = numpy.asmatrix(numpy.ravel( Minimum )).T
         #
         self.StoredVariables["Analysis"].store( Xa.A1 )
-        self.StoredVariables["Innovation"].store( d.A1 )
         #
-        logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("MB")))
-        logging.debug("%s Terminé"%self._name)
+        if self._toStore("OMA") or \
+            self._toStore("SimulatedObservationAtOptimum"):
+            if self._toStore("SimulatedObservationAtCurrentState"):
+                HXa = self.StoredVariables["SimulatedObservationAtCurrentState"][IndexMin]
+            elif self._toStore("SimulatedObservationAtCurrentOptimum"):
+                HXa = self.StoredVariables["SimulatedObservationAtCurrentOptimum"][-1]
+            else:
+                HXa = Hm( Xa )
+        #
+        #
+        # Calculs et/ou stockages supplémentaires
+        # ---------------------------------------
+        if self._toStore("Innovation") or \
+            self._toStore("OMB"):
+            d  = Y - HXb
+        if self._toStore("Innovation"):
+            self.StoredVariables["Innovation"].store( numpy.ravel(d) )
+        if self._toStore("BMA"):
+            self.StoredVariables["BMA"].store( numpy.ravel(Xb) - numpy.ravel(Xa) )
+        if self._toStore("OMA"):
+            self.StoredVariables["OMA"].store( numpy.ravel(Y) - numpy.ravel(HXa) )
+        if self._toStore("OMB"):
+            self.StoredVariables["OMB"].store( numpy.ravel(d) )
+        if self._toStore("SimulatedObservationAtBackground"):
+            self.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) )
+        if self._toStore("SimulatedObservationAtOptimum"):
+            self.StoredVariables["SimulatedObservationAtOptimum"].store( numpy.ravel(HXa) )
         #
+        self._post_run(HO)
         return 0
 
 # ==============================================================================
 if __name__ == "__main__":
-    print '\n AUTODIAGNOSTIC \n'
+    print('\n AUTODIAGNOSTIC\n')