--- /dev/null
+..
+ Copyright (C) 2008-2019 EDF R&D
+
+ This file is part of SALOME ADAO module.
+
+ 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, or (at your option) any later version.
+
+ 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
+
+ See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
+
+ Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
+
+.. index:: single: LocalSensitivityTest
+.. _section_ref_algorithm_LocalSensitivityTest:
+
+Checking algorithm "*LocalSensitivityTest*"
+-------------------------------------------
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo00.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo01.rst
+
+This algorithm allows to calculate the value of the Jacobian of the operator
+:math:`H` with respect to the input variables :math:`\mathbf{x}`. This operator
+appears in the relation:
+
+.. math:: \mathbf{y} = H(\mathbf{x})
+
+(see :ref:`section_theory` for further explanations). This Jacobian is the
+linearized operator (or the tangent one) :math:`\mathbf{H}` of the :math:`H`
+near the chosen checking point.
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo02.rst
+
+.. include:: snippets/CheckingPoint.rst
+
+.. include:: snippets/Observation.rst
+
+*Remark : the observation in only used to enforce dimension checking, so one
+can give unrealistic vector of the right size.
+Example :* ``numpy.ones(<number of observations>)``
+
+.. include:: snippets/ObservationOperator.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo03Chck.rst
+
+.. include:: snippets/SetDebug.rst
+
+StoreSupplementaryCalculations
+ .. index:: single: StoreSupplementaryCalculations
+
+ This list indicates the names of the supplementary variables that can be
+ available at the end of the algorithm. It involves potentially costly
+ calculations or memory consumptions. The default is a void list, none of
+ these variables being calculated and stored by default. The possible names
+ are in the following list: [
+ "CurrentState",
+ "JacobianMatrixAtCurrentState",
+ "SimulatedObservationAtCurrentState",
+ ].
+
+ Example :
+ ``{"StoreSupplementaryCalculations":["CurrentState"]}``
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo04.rst
+
+.. include:: snippets/JacobianMatrixAtCurrentState.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo05.rst
+
+.. include:: snippets/CurrentState.rst
+
+.. include:: snippets/SimulatedObservationAtCurrentState.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo06.rst
+
+- :ref:`section_ref_algorithm_FunctionTest`
+- :ref:`section_ref_algorithm_GradientTest`
--- /dev/null
+..
+ Copyright (C) 2008-2019 EDF R&D
+
+ This file is part of SALOME ADAO module.
+
+ 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, or (at your option) any later version.
+
+ 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
+
+ See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
+
+ Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
+
+.. index:: single: LocalSensitivityTest
+.. _section_ref_algorithm_LocalSensitivityTest:
+
+Algorithme de vérification "*LocalSensitivityTest*"
+---------------------------------------------------
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo00.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo01.rst
+
+Cet algorithme permet d'établir la valeur de la Jacobienne de l'opérateur
+:math:`H` par rapport aux variables d'entrée :math:`\mathbf{x}`. Cet opérateur
+intervient dans la relation :
+
+.. math:: \mathbf{y} = H(\mathbf{x})
+
+(voir :ref:`section_theory` pour de plus amples explications). Cette jacobienne
+est l'opérateur linéarisé (ou opérateur tangent) :math:`\mathbf{H}` de
+:math:`H` autour du point de vérification choisi.
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo02.rst
+
+.. include:: snippets/CheckingPoint.rst
+
+.. include:: snippets/Observation.rst
+
+*Remarque : l'observation n'étant utilisé que pour renforcer la vérification
+des dimensions, elle peut donc être fournie comme un vecteur non réaliste de
+la bonne taille.
+Exemple :* ``numpy.ones(<nombre d'observations>)``
+
+.. include:: snippets/ObservationOperator.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo03Chck.rst
+
+.. include:: snippets/SetDebug.rst
+
+StoreSupplementaryCalculations
+ .. index:: single: StoreSupplementaryCalculations
+
+ Cette liste indique les noms des variables supplémentaires qui peuvent être
+ disponibles à la fin de l'algorithme. Cela implique potentiellement des
+ calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
+ aucune de ces variables n'étant calculée et stockée par défaut. Les noms
+ possibles sont dans la liste suivante : [
+ "CurrentState",
+ "JacobianMatrixAtCurrentState",
+ "SimulatedObservationAtCurrentState",
+ ].
+
+ Exemple :
+ ``{"StoreSupplementaryCalculations":["CurrentState"]}``
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo04.rst
+
+.. include:: snippets/JacobianMatrixAtCurrentState.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo05.rst
+
+.. include:: snippets/CurrentState.rst
+
+.. include:: snippets/SimulatedObservationAtCurrentState.rst
+
+.. ------------------------------------ ..
+.. include:: snippets/Header2Algo06.rst
+
+- :ref:`section_ref_algorithm_FunctionTest`
+- :ref:`section_ref_algorithm_GradientTest`
--- /dev/null
+# -*- coding: utf-8 -*-
+#
+# Copyright (C) 2008-2019 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 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
+#
+# 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 sys, logging
+from daCore import BasicObjects, PlatformInfo
+import numpy, copy
+
+# ==============================================================================
+class ElementaryAlgorithm(BasicObjects.Algorithm):
+ def __init__(self):
+ BasicObjects.Algorithm.__init__(self, "LOCALSENSITIVITYTEST")
+ self.defineRequiredParameter(
+ name = "SetDebug",
+ default = False,
+ typecast = bool,
+ message = "Activation du mode debug lors de l'exécution",
+ )
+ self.defineRequiredParameter(
+ name = "StoreSupplementaryCalculations",
+ default = ["JacobianMatrixAtCurrentState",],
+ typecast = tuple,
+ message = "Liste de calculs supplémentaires à stocker et/ou effectuer",
+ listval = [
+ "CurrentState",
+ "JacobianMatrixAtCurrentState",
+ "SimulatedObservationAtCurrentState",
+ ]
+ )
+ self.requireInputArguments(
+ mandatory= ("Xb", "Y", "HO"),
+ )
+
+ 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, R, B, Q)
+ #
+ if self._parameters["SetDebug"]:
+ CUR_LEVEL = logging.getLogger().getEffectiveLevel()
+ logging.getLogger().setLevel(logging.DEBUG)
+ print("===> Beginning of evaluation, activating debug\n")
+ print(" %s\n"%("-"*75,))
+ #
+ # ----------
+ Ht = HO["Tangent"].asMatrix( Xb )
+ Ht = Ht.reshape(Y.size,Xb.size) # ADAO & check shape
+ # ----------
+ #
+ if self._parameters["SetDebug"]:
+ print("\n %s\n"%("-"*75,))
+ print("===> End evaluation, deactivating debug if necessary\n")
+ logging.getLogger().setLevel(CUR_LEVEL)
+ #
+ if self._toStore("CurrentState"):
+ self.StoredVariables["CurrentState"].store( Xb )
+ if self._toStore("JacobianMatrixAtCurrentState"):
+ self.StoredVariables["JacobianMatrixAtCurrentState"].store( Ht )
+ if self._toStore("SimulatedObservationAtCurrentState"):
+ if HO["AppliedInX"] is not None and "HXb" in HO["AppliedInX"]:
+ HXb = HO["AppliedInX"]["HXb"]
+ else:
+ HXb = Ht * 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))
+ self.StoredVariables["SimulatedObservationAtCurrentState"].store( HXb )
+ #
+ self._post_run(HO)
+ return 0
+
+# ==============================================================================
+if __name__ == "__main__":
+ print('\n AUTODIAGNOSTIC \n')
