From: Jean-Philippe ARGAUD Date: Thu, 15 Apr 2021 19:22:18 +0000 (+0200) Subject: Minor internal improvements bis X-Git-Tag: V9_7_0b1~2 X-Git-Url: http://git.salome-platform.org/gitweb/?a=commitdiff_plain;h=a834293c10a9f3114fb5e1821738b2fa7f6a2b17;p=modules%2Fadao.git Minor internal improvements bis --- diff --git a/src/daComposant/daAlgorithms/ExtendedBlue.py b/src/daComposant/daAlgorithms/ExtendedBlue.py index d526d7f..7690638 100644 --- a/src/daComposant/daAlgorithms/ExtendedBlue.py +++ b/src/daComposant/daAlgorithms/ExtendedBlue.py @@ -21,7 +21,7 @@ # Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D import logging -from daCore import BasicObjects +from daCore import BasicObjects, NumericObjects import numpy # ============================================================================== @@ -216,36 +216,9 @@ class ElementaryAlgorithm(BasicObjects.Algorithm): if self._toStore("MahalanobisConsistency"): self.StoredVariables["MahalanobisConsistency"].store( float( 2.*J/d.size ) ) if self._toStore("SimulationQuantiles"): - nech = self._parameters["NumberOfSamplesForQuantiles"] HtM = HO["Tangent"].asMatrix(ValueForMethodForm = Xa) HtM = HtM.reshape(Y.size,Xa.size) # ADAO & check shape - EXr = None - YfQ = None - for i in range(nech): - if self._parameters["SimulationForQuantiles"] == "Linear": - dXr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A) - Xa.A1).T - dYr = numpy.matrix(numpy.ravel( HtM * dXr )).T - Yr = HXa + dYr - if self._toStore("SampledStateForQuantiles"): Xr = Xa+dXr - elif self._parameters["SimulationForQuantiles"] == "NonLinear": - Xr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A)).T - Yr = numpy.matrix(numpy.ravel( H( Xr ) )).T - if YfQ is None: - YfQ = Yr - if self._toStore("SampledStateForQuantiles"): EXr = numpy.ravel(Xr) - else: - YfQ = numpy.hstack((YfQ,Yr)) - if self._toStore("SampledStateForQuantiles"): EXr = numpy.vstack((EXr,numpy.ravel(Xr))) - YfQ.sort(axis=-1) - YQ = None - 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("SampledStateForQuantiles"): - self.StoredVariables["SampledStateForQuantiles"].store( EXr.T ) + NumericObjects.QuantilesEstimations(self, A, Xa, HXa, H, HtM) if self._toStore("SimulatedObservationAtBackground"): self.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) ) if self._toStore("SimulatedObservationAtCurrentState"): diff --git a/src/daComposant/daCore/NumericObjects.py b/src/daComposant/daCore/NumericObjects.py index e6a8fcd..85d134a 100644 --- a/src/daComposant/daCore/NumericObjects.py +++ b/src/daComposant/daCore/NumericObjects.py @@ -1667,35 +1667,7 @@ def incr3dvar(selfA, Xb, Y, U, HO, EM, CM, R, B, Q): if selfA._toStore("MahalanobisConsistency"): selfA.StoredVariables["MahalanobisConsistency"].store( float( 2.*MinJ/d.size ) ) if selfA._toStore("SimulationQuantiles"): - nech = selfA._parameters["NumberOfSamplesForQuantiles"] - HXa = numpy.matrix(numpy.ravel( HXa )).T - EXr = None - YfQ = None - for i in range(nech): - if selfA._parameters["SimulationForQuantiles"] == "Linear": - dXr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A) - Xa.A1).T - dYr = numpy.matrix(numpy.ravel( HtM * dXr )).T - Yr = HXa + dYr - if selfA._toStore("SampledStateForQuantiles"): Xr = Xa+dXr - elif selfA._parameters["SimulationForQuantiles"] == "NonLinear": - Xr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A)).T - Yr = numpy.matrix(numpy.ravel( Hm( Xr ) )).T - if YfQ is None: - YfQ = Yr - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.ravel(Xr) - else: - YfQ = numpy.hstack((YfQ,Yr)) - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.vstack((EXr,numpy.ravel(Xr))) - YfQ.sort(axis=-1) - YQ = None - for quantile in selfA._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])) - selfA.StoredVariables["SimulationQuantiles"].store( YQ ) - if selfA._toStore("SampledStateForQuantiles"): - selfA.StoredVariables["SampledStateForQuantiles"].store( EXr.T ) + QuantilesEstimations(selfA, A, Xa, HXa, Hm, HtM) if selfA._toStore("SimulatedObservationAtBackground"): selfA.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) ) if selfA._toStore("SimulatedObservationAtOptimum"): @@ -2314,35 +2286,7 @@ def psas3dvar(selfA, Xb, Y, U, HO, EM, CM, R, B, Q): if selfA._toStore("MahalanobisConsistency"): selfA.StoredVariables["MahalanobisConsistency"].store( float( 2.*MinJ/d.size ) ) if selfA._toStore("SimulationQuantiles"): - nech = selfA._parameters["NumberOfSamplesForQuantiles"] - HXa = numpy.matrix(numpy.ravel( HXa )).T - EXr = None - YfQ = None - for i in range(nech): - if selfA._parameters["SimulationForQuantiles"] == "Linear": - dXr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A) - Xa.A1).T - dYr = numpy.matrix(numpy.ravel( HtM * dXr )).T - Yr = HXa + dYr - if selfA._toStore("SampledStateForQuantiles"): Xr = Xa+dXr - elif selfA._parameters["SimulationForQuantiles"] == "NonLinear": - Xr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A)).T - Yr = numpy.matrix(numpy.ravel( Hm( Xr ) )).T - if YfQ is None: - YfQ = Yr - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.ravel(Xr) - else: - YfQ = numpy.hstack((YfQ,Yr)) - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.vstack((EXr,numpy.ravel(Xr))) - YfQ.sort(axis=-1) - YQ = None - for quantile in selfA._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])) - selfA.StoredVariables["SimulationQuantiles"].store( YQ ) - if selfA._toStore("SampledStateForQuantiles"): - selfA.StoredVariables["SampledStateForQuantiles"].store( EXr.T ) + QuantilesEstimations(selfA, A, Xa, HXa, Hm, HtM) if selfA._toStore("SimulatedObservationAtBackground"): selfA.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) ) if selfA._toStore("SimulatedObservationAtOptimum"): @@ -3306,35 +3250,7 @@ def van3dvar(selfA, Xb, Y, U, HO, EM, CM, R, B, Q): if selfA._toStore("MahalanobisConsistency"): selfA.StoredVariables["MahalanobisConsistency"].store( float( 2.*MinJ/d.size ) ) if selfA._toStore("SimulationQuantiles"): - nech = selfA._parameters["NumberOfSamplesForQuantiles"] - HXa = numpy.matrix(numpy.ravel( HXa )).T - EXr = None - YfQ = None - for i in range(nech): - if selfA._parameters["SimulationForQuantiles"] == "Linear": - dXr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A) - Xa.A1).T - dYr = numpy.matrix(numpy.ravel( HtM * dXr )).T - Yr = HXa + dYr - if selfA._toStore("SampledStateForQuantiles"): Xr = Xa+dXr - elif selfA._parameters["SimulationForQuantiles"] == "NonLinear": - Xr = numpy.matrix(numpy.random.multivariate_normal(Xa.A1,A)).T - Yr = numpy.matrix(numpy.ravel( Hm( Xr ) )).T - if YfQ is None: - YfQ = Yr - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.ravel(Xr) - else: - YfQ = numpy.hstack((YfQ,Yr)) - if selfA._toStore("SampledStateForQuantiles"): EXr = numpy.vstack((EXr,numpy.ravel(Xr))) - YfQ.sort(axis=-1) - YQ = None - for quantile in selfA._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])) - selfA.StoredVariables["SimulationQuantiles"].store( YQ ) - if selfA._toStore("SampledStateForQuantiles"): - selfA.StoredVariables["SampledStateForQuantiles"].store( EXr.T ) + QuantilesEstimations(selfA, A, Xa, HXa, Hm, HtM) if selfA._toStore("SimulatedObservationAtBackground"): selfA.StoredVariables["SimulatedObservationAtBackground"].store( numpy.ravel(HXb) ) if selfA._toStore("SimulatedObservationAtOptimum"):