X-Git-Url: http://git.salome-platform.org/gitweb/?a=blobdiff_plain;f=src%2FdaComposant%2FdaAlgorithms%2FExtendedBlue.py;h=73451e01ea5a0d582b57f91ad3184f23aa1da2ef;hb=bd9eda86ec988924fa98879466a94787c1bd80fe;hp=deb55b69406e38365d3ecf57619829240cfef15f;hpb=e82cfdd97cfaa50b8d9af16a3b2e06f9fd78a2dd;p=modules%2Fadao.git diff --git a/src/daComposant/daAlgorithms/ExtendedBlue.py b/src/daComposant/daAlgorithms/ExtendedBlue.py index deb55b6..73451e0 100644 --- a/src/daComposant/daAlgorithms/ExtendedBlue.py +++ b/src/daComposant/daAlgorithms/ExtendedBlue.py @@ -1,24 +1,24 @@ -#-*-coding:iso-8859-1-*- +# -*- coding: utf-8 -*- # -# Copyright (C) 2008-2015 EDF R&D +# Copyright (C) 2008-2020 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 +# Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D import logging from daCore import BasicObjects @@ -32,14 +32,40 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): name = "StoreInternalVariables", default = False, typecast = bool, - message = "Stockage des variables internes ou intermédiaires du calcul", + 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 = ["APosterioriCovariance", "BMA", "OMA", "OMB", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles"] + message = "Liste de calculs supplémentaires à stocker et/ou effectuer", + listval = [ + "Analysis", + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJb", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJo", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "Innovation", + "MahalanobisConsistency", + "OMA", + "OMB", + "SigmaBck2", + "SigmaObs2", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + "SimulationQuantiles", + ] ) self.defineRequiredParameter( name = "Quantiles", @@ -52,13 +78,13 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): self.defineRequiredParameter( name = "SetSeed", typecast = numpy.random.seed, - message = "Graine fixée pour le générateur aléatoire", + message = "Graine fixée pour le générateur aléatoire", ) self.defineRequiredParameter( name = "NumberOfSamplesForQuantiles", default = 100, typecast = int, - message = "Nombre d'échantillons simulés pour le calcul des quantiles", + message = "Nombre d'échantillons simulés pour le calcul des quantiles", minval = 1, ) self.defineRequiredParameter( @@ -68,88 +94,93 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): message = "Type de simulation pour l'estimation des quantiles", listval = ["Linear", "NonLinear"] ) + self.requireInputArguments( + mandatory= ("Xb", "Y", "HO", "R", "B"), + ) + self.setAttributes(tags=( + "DataAssimilation", + "NonLinear", + "Filter", + )) 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() - # - # Paramètres de pilotage - # ---------------------- - self.setParameters(Parameters) + self._pre_run(Parameters, Xb, Y, U, HO, EM, CM, R, B, Q) # - # Opérateur d'observation - # ----------------------- Hm = HO["Tangent"].asMatrix(Xb) Hm = Hm.reshape(Y.size,Xb.size) # ADAO & check shape Ha = HO["Adjoint"].asMatrix(Xb) Ha = Ha.reshape(Xb.size,Y.size) # ADAO & check shape H = HO["Direct"].appliedTo # - # Utilisation éventuelle d'un vecteur H(Xb) précalculé + # Utilisation éventuelle d'un vecteur H(Xb) précalculé # ---------------------------------------------------- - if HO["AppliedToX"] is not None and HO["AppliedToX"].has_key("HXb"): - HXb = HO["AppliedToX"]["HXb"] + if HO["AppliedInX"] is not None and "HXb" in HO["AppliedInX"]: + HXb = H( Xb, HO["AppliedInX"]["HXb"]) else: HXb = H( Xb ) 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)) # - # Précalcul des inversions de B et R + # Précalcul des inversions de B et R # ---------------------------------- BI = B.getI() RI = R.getI() # # Calcul de l'innovation # ---------------------- - 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 # # Calcul de la matrice de gain et de l'analyse # -------------------------------------------- if Y.size <= Xb.size: - if Y.size > 100: # len(R) - _A = R + Hm * B * Ha - _u = numpy.linalg.solve( _A , d ) - Xa = Xb + B * Ha * _u - else: - K = B * Ha * (R + Hm * B * Ha).I - Xa = Xb + K*d + _A = R + numpy.dot(Hm, B * Ha) + _u = numpy.linalg.solve( _A , d ) + Xa = Xb + B * Ha * _u else: - if Y.size > 100: # len(R) - _A = BI + Ha * RI * Hm - _u = numpy.linalg.solve( _A , Ha * RI * d ) - Xa = Xb + _u - else: - K = (BI + Ha * RI * Hm).I * Ha * RI - Xa = Xb + K*d + _A = BI + numpy.dot(Ha, RI * Hm) + _u = numpy.linalg.solve( _A , numpy.dot(Ha, RI * d) ) + Xa = Xb + _u self.StoredVariables["Analysis"].store( Xa.A1 ) # - # Calcul de la fonction coût + # Calcul de la fonction coût # -------------------------- if self._parameters["StoreInternalVariables"] or \ - "OMA" in self._parameters["StoreSupplementaryCalculations"] or \ - "SigmaObs2" in self._parameters["StoreSupplementaryCalculations"] or \ - "MahalanobisConsistency" in self._parameters["StoreSupplementaryCalculations"] or \ - "SimulationQuantiles" in self._parameters["StoreSupplementaryCalculations"]: + self._toStore("CostFunctionJ") or self._toStore("CostFunctionJAtCurrentOptimum") or \ + self._toStore("CostFunctionJb") or self._toStore("CostFunctionJbAtCurrentOptimum") or \ + self._toStore("CostFunctionJo") or self._toStore("CostFunctionJoAtCurrentOptimum") or \ + self._toStore("OMA") or \ + self._toStore("SigmaObs2") or \ + self._toStore("MahalanobisConsistency") or \ + self._toStore("SimulatedObservationAtCurrentOptimum") or \ + self._toStore("SimulatedObservationAtCurrentState") or \ + self._toStore("SimulatedObservationAtOptimum") or \ + self._toStore("SimulationQuantiles"): HXa = numpy.matrix(numpy.ravel( H( Xa ) )).T oma = Y - HXa if self._parameters["StoreInternalVariables"] or \ - "MahalanobisConsistency" in self._parameters["StoreSupplementaryCalculations"]: - Jb = 0.5 * (Xa - Xb).T * BI * (Xa - Xb) - Jo = 0.5 * oma.T * RI * oma - J = float( Jb ) + float( Jo ) + self._toStore("CostFunctionJ") or self._toStore("CostFunctionJAtCurrentOptimum") or \ + self._toStore("CostFunctionJb") or self._toStore("CostFunctionJbAtCurrentOptimum") or \ + self._toStore("CostFunctionJo") or self._toStore("CostFunctionJoAtCurrentOptimum") or \ + self._toStore("MahalanobisConsistency"): + Jb = float( 0.5 * (Xa - Xb).T * BI * (Xa - Xb) ) + Jo = float( 0.5 * oma.T * RI * oma ) + J = Jb + Jo self.StoredVariables["CostFunctionJb"].store( Jb ) self.StoredVariables["CostFunctionJo"].store( Jo ) self.StoredVariables["CostFunctionJ" ].store( J ) + self.StoredVariables["CostFunctionJbAtCurrentOptimum"].store( Jb ) + self.StoredVariables["CostFunctionJoAtCurrentOptimum"].store( Jo ) + self.StoredVariables["CostFunctionJAtCurrentOptimum" ].store( J ) # # Calcul de la covariance d'analyse # --------------------------------- - if "APosterioriCovariance" in self._parameters["StoreSupplementaryCalculations"] or \ - "SimulationQuantiles" in self._parameters["StoreSupplementaryCalculations"]: - if (Y.size <= Xb.size) and (Y.size > 100): K = B * Ha * (R + Hm * B * Ha).I - elif (Y.size > Xb.size) and (Y.size > 100): K = (BI + Ha * RI * Hm).I * Ha * RI - else: pass # K deja calcule + if self._toStore("APosterioriCovariance") or \ + self._toStore("SimulationQuantiles"): + if (Y.size <= Xb.size): K = B * Ha * (R + numpy.dot(Hm, B * Ha)).I + elif (Y.size > Xb.size): K = (BI + numpy.dot(Ha, RI * Hm)).I * Ha * RI A = B - K * Hm * B if min(A.shape) != max(A.shape): raise ValueError("The %s a posteriori covariance matrix A is of shape %s, despites it has to be a squared matrix. There is an error in the observation operator, please check it."%(self._name,str(A.shape))) @@ -162,25 +193,28 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): raise ValueError("The %s a posteriori covariance matrix A is not symmetric positive-definite. Please check your a priori covariances and your observation operator."%(self._name,)) self.StoredVariables["APosterioriCovariance"].store( A ) # - # Calculs et/ou stockages supplémentaires + # Calculs et/ou stockages supplémentaires # --------------------------------------- - if "Innovation" in self._parameters["StoreSupplementaryCalculations"]: + if self._parameters["StoreInternalVariables"] or self._toStore("CurrentState"): + self.StoredVariables["CurrentState"].store( numpy.ravel(Xa) ) + if self._toStore("CurrentOptimum"): + self.StoredVariables["CurrentOptimum"].store( numpy.ravel(Xa) ) + if self._toStore("Innovation"): self.StoredVariables["Innovation"].store( numpy.ravel(d) ) - if "BMA" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("BMA"): self.StoredVariables["BMA"].store( numpy.ravel(Xb) - numpy.ravel(Xa) ) - if "OMA" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("OMA"): self.StoredVariables["OMA"].store( numpy.ravel(oma) ) - if "OMB" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("OMB"): self.StoredVariables["OMB"].store( numpy.ravel(d) ) - if "SigmaObs2" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("SigmaObs2"): TraceR = R.trace(Y.size) self.StoredVariables["SigmaObs2"].store( float( (d.T * (numpy.asmatrix(numpy.ravel(oma)).T)) ) / TraceR ) - if "SigmaBck2" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("SigmaBck2"): self.StoredVariables["SigmaBck2"].store( float( (d.T * Hm * (Xa - Xb))/(Hm * B * Hm.T).trace() ) ) - if "MahalanobisConsistency" in self._parameters["StoreSupplementaryCalculations"]: + if self._toStore("MahalanobisConsistency"): self.StoredVariables["MahalanobisConsistency"].store( float( 2.*J/d.size ) ) - if "SimulationQuantiles" in self._parameters["StoreSupplementaryCalculations"]: - Qtls = self._parameters["Quantiles"] + if self._toStore("SimulationQuantiles"): nech = self._parameters["NumberOfSamplesForQuantiles"] HtM = HO["Tangent"].asMatrix(ValueForMethodForm = Xa) HtM = HtM.reshape(Y.size,Xa.size) # ADAO & check shape @@ -199,16 +233,24 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): YfQ = numpy.hstack((YfQ,Yr)) YfQ.sort(axis=-1) YQ = None - for quantile in Qtls: - if not (0. <= quantile <= 1.): continue - indice = int(nech * quantile - 1./nech) + for quantile in self._parameters["Quantiles"]: + if not (0. <= float(quantile) <= 1.): continue + indice = int(nech * float(quantile) - 1./nech) if YQ is None: YQ = YfQ[:,indice] else: YQ = numpy.hstack((YQ,YfQ[:,indice])) self.StoredVariables["SimulationQuantiles"].store( YQ ) + if self._toStore("SimulatedObservationAtBackground"): + self.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) ) + if self._toStore("SimulatedObservationAtCurrentState"): + self.StoredVariables["SimulatedObservationAtCurrentState"].store( numpy.ravel(HXa) ) + if self._toStore("SimulatedObservationAtCurrentOptimum"): + self.StoredVariables["SimulatedObservationAtCurrentOptimum"].store( numpy.ravel(HXa) ) + 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')