From b7a96f284864038a27611a19508c41648dd546aa Mon Sep 17 00:00:00 2001 From: Jean-Philippe ARGAUD Date: Sat, 9 Mar 2019 17:57:20 +0100 Subject: [PATCH] Updating documentation by review and snippets (8): EN part --- doc/en/intro.rst | 32 +-- doc/en/ref_algorithm_3DVAR.rst | 216 +++++++++--------- doc/en/ref_algorithm_4DVAR.rst | 167 +++++++------- doc/en/ref_algorithm_AdjointTest.rst | 94 ++++---- doc/en/ref_algorithm_Blue.rst | 162 +++++++------ ...f_algorithm_DerivativeFreeOptimization.rst | 178 +++++++-------- .../ref_algorithm_DifferentialEvolution.rst | 176 +++++++------- doc/en/ref_algorithm_EnsembleBlue.rst | 88 +++---- doc/en/ref_algorithm_EnsembleKalmanFilter.rst | 137 +++++------ doc/en/ref_algorithm_ExtendedBlue.rst | 147 ++++++------ doc/en/ref_algorithm_ExtendedKalmanFilter.rst | 123 +++++----- doc/en/ref_algorithm_GradientTest.rst | 127 +++++----- doc/en/ref_algorithm_KalmanFilter.rst | 116 +++++----- doc/en/ref_algorithm_LinearityTest.rst | 114 ++++----- .../ref_algorithm_NonLinearLeastSquares.rst | 159 ++++++------- doc/en/ref_algorithm_ObserverTest.rst | 13 +- ...ef_algorithm_ParticleSwarmOptimization.rst | 179 +++++++-------- doc/en/ref_algorithm_QuantileRegression.rst | 125 +++++----- doc/en/ref_algorithm_SamplingTest.rst | 145 +++++------- doc/en/ref_output_variables.rst | 2 +- doc/en/reference.rst | 35 +-- 21 files changed, 1181 insertions(+), 1354 deletions(-) diff --git a/doc/en/intro.rst b/doc/en/intro.rst index f45d60d..fbc368d 100644 --- a/doc/en/intro.rst +++ b/doc/en/intro.rst @@ -28,20 +28,26 @@ Introduction to ADAO ================================================================================ The aim of the ADAO module is **to help using data assimilation or optimization -methodology in conjunction with other modules or simulation codes in SALOME**. -The ADAO module provides interface to some standard algorithms of data -assimilation or optimization, and allows integration of their use in a SALOME -study. Calculation or simulation modules have to provide one or more specific -calling methods in order to be callable in the SALOME/ADAO framework, and all -the SALOME modules can be used through YACS integration of ADAO. +methodology in conjunction with other modules or simulation codes in Python +[Python]_ or SALOME context [Salome]_**. The ADAO module provides a simple +interface to some standard algorithms of data assimilation or optimization, as +well as test or verification ones. It allows integration of their use in a +Python or SALOME study. Calculation or simulation user modules have to provide +one or more specific calling methods in order to be callable in the Python or +SALOME framework. All the SALOME modules can be used through Python or YACS +integration. Its main objective is **to provide the use of various standard data -assimilation or optimization methods, while remaining easy to use and providing -a path to help the implementation**. For an end user, having already gathered -his physical input information, it's a matter of "point\&click" to build an -ADAO valid case and to evaluate it. +assimilation or optimization methods, while remaining easy to setup, and +providing a simplified path to help the implementation**. For the end user, who +has previously collected information on his physical problem, the environment +allows him to have an approach focused on simply declaring this information to +build a valid ADAO case, to evaluate it, and to draw the physical results he +needs The module covers a wide variety of practical applications, in a robust way, -allowing real engineering applications but also quick experimental methodology -setup to be performed. Its methodological and numerical scalability gives way to -extend the application domain. +allowing real engineering applications, but also quick experimental methodology +setup to be performed. Its methodological and numerical scalability give way to +extend its applied domain. It is based on usage of other SALOME modules, namely +YACS and EFICAS if they are available, and on usage of a generic underlying +data assimilation library. diff --git a/doc/en/ref_algorithm_3DVAR.rst b/doc/en/ref_algorithm_3DVAR.rst index f5709a3..28cbe2d 100644 --- a/doc/en/ref_algorithm_3DVAR.rst +++ b/doc/en/ref_algorithm_3DVAR.rst @@ -27,8 +27,8 @@ Calculation algorithm "*3DVAR*" ------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm performs a state estimation by variational minimization of the classical :math:`J` function in static data assimilation: @@ -38,161 +38,169 @@ classical :math:`J` function in static data assimilation: which is usually designed as the "*3D-VAR*" function (see for example [Talagrand97]_). -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/BoundsWithNone.rst -The options of the algorithm are the following: +.. include:: snippets/CostDecrementTolerance.rst - Minimizer - .. index:: single: Minimizer +.. include:: snippets/GradientNormTolerance.rst - This key allows to choose the optimization minimizer. The default choice is - "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained - minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear - constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" - (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is - strongly recommended to stay with the default. +.. include:: snippets/MaximumNumberOfSteps.rst - Example : - ``{"Minimizer":"LBFGSB"}`` +Minimizer + .. index:: single: Minimizer - .. include:: snippets/BoundsWithNone.rst + This key allows to choose the optimization minimizer. The default choice is + "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained + minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear + constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" + (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is + strongly recommended to stay with the default. - .. include:: snippets/MaximumNumberOfSteps.rst + Example : + ``{"Minimizer":"LBFGSB"}`` - .. include:: snippets/CostDecrementTolerance.rst +.. include:: snippets/NumberOfSamplesForQuantiles.rst - .. include:: snippets/ProjectedGradientTolerance.rst +.. include:: snippets/ProjectedGradientTolerance.rst - .. include:: snippets/GradientNormTolerance.rst +.. include:: snippets/Quantiles.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SetSeed.rst - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CostFunctionJAtCurrentOptimum", - "CostFunctionJbAtCurrentOptimum", "CostFunctionJoAtCurrentOptimum", - "CurrentOptimum", "CurrentState", "IndexOfOptimum", "Innovation", - "InnovationAtCurrentState", "MahalanobisConsistency", "OMA", "OMB", - "SigmaObs2", "SimulatedObservationAtBackground", - "SimulatedObservationAtCurrentOptimum", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", - "SimulationQuantiles"]. +.. include:: snippets/SimulationForQuantiles.rst - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/Quantiles.rst + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJb", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJo", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "IndexOfOptimum", + "Innovation", + "InnovationAtCurrentState", + "JacobianMatrixAtBackground", + "JacobianMatrixAtOptimum", + "KalmanGainAtOptimum", + "MahalanobisConsistency", + "OMA", + "OMB", + "SigmaObs2", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + "SimulationQuantiles", + ]. - .. include:: snippets/SetSeed.rst + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - .. include:: snippets/NumberOfSamplesForQuantiles.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - .. include:: snippets/SimulationForQuantiles.rst +.. include:: snippets/Analysis.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/CostFunctionJ.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/CostFunctionJb.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/Analysis.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/APosterioriCorrelations.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/APosterioriCovariance.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/APosterioriStandardDeviations.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriVariances.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/BMA.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CostFunctionJAtCurrentOptimum.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst +.. include:: snippets/IndexOfOptimum.rst - .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/CurrentOptimum.rst +.. include:: snippets/InnovationAtCurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/JacobianMatrixAtBackground.rst - .. include:: snippets/IndexOfOptimum.rst +.. include:: snippets/JacobianMatrixAtOptimum.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/KalmanGainAtOptimum.rst - .. include:: snippets/InnovationAtCurrentState.rst +.. include:: snippets/MahalanobisConsistency.rst - .. include:: snippets/MahalanobisConsistency.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMB.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SigmaObs2.rst - .. include:: snippets/SigmaObs2.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtCurrentOptimum.rst - .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. include:: snippets/SimulationQuantiles.rst - .. include:: snippets/SimulationQuantiles.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_Blue` +- :ref:`section_ref_algorithm_ExtendedBlue` +- :ref:`section_ref_algorithm_LinearityTest` -References to other sections: - - :ref:`section_ref_algorithm_Blue` - - :ref:`section_ref_algorithm_ExtendedBlue` - - :ref:`section_ref_algorithm_LinearityTest` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Byrd95]_ - - [Morales11]_ - - [Talagrand97]_ - - [Zhu97]_ +- [Byrd95]_ +- [Morales11]_ +- [Talagrand97]_ +- [Zhu97]_ diff --git a/doc/en/ref_algorithm_4DVAR.rst b/doc/en/ref_algorithm_4DVAR.rst index dba0d82..d12a2dd 100644 --- a/doc/en/ref_algorithm_4DVAR.rst +++ b/doc/en/ref_algorithm_4DVAR.rst @@ -27,13 +27,11 @@ Calculation algorithm "*4DVAR*" ------------------------------- -.. warning:: +.. ------------------------------------ .. +.. include:: snippets/Header2Algo00.rst - in its present version, this algorithm is experimental, and so changes can be - required in forthcoming versions. - -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a dynamic system, by a variational minimization method of the classical :math:`J` function in data @@ -47,124 +45,115 @@ evolution operators, its application domain is similar to the one of Kalman filters, specially the :ref:`section_ref_algorithm_ExtendedKalmanFilter` or the :ref:`section_ref_algorithm_UnscentedKalmanFilter`. -Optional and required commands -++++++++++++++++++++++++++++++ - - -The general required commands, available in the editing user interface, are the -following: - - .. include:: snippets/Background.rst - - .. include:: snippets/BackgroundError.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst - .. include:: snippets/EvolutionError.rst +.. include:: snippets/Background.rst - .. include:: snippets/EvolutionModel.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/Observation.rst +.. include:: snippets/EvolutionError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/EvolutionModel.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/Observation.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/ObservationError.rst -The options of the algorithm are the following: +.. include:: snippets/ObservationOperator.rst - Minimizer - .. index:: single: Minimizer +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst - This key allows to choose the optimization minimizer. The default choice is - "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained - minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear - constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" - (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is - strongly recommended to stay with the default. +Minimizer + .. index:: single: Minimizer - Example : - ``{"Minimizer":"LBFGSB"}`` + This key allows to choose the optimization minimizer. The default choice is + "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained + minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear + constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" + (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is + strongly recommended to stay with the default. - .. include:: snippets/BoundsWithNone.rst + Example : + ``{"Minimizer":"LBFGSB"}`` - .. include:: snippets/ConstrainedBy.rst +.. include:: snippets/BoundsWithNone.rst - .. include:: snippets/MaximumNumberOfSteps.rst +.. include:: snippets/ConstrainedBy.rst - .. include:: snippets/CostDecrementTolerance.rst +.. include:: snippets/MaximumNumberOfSteps.rst - .. include:: snippets/EstimationOf.rst +.. include:: snippets/CostDecrementTolerance.rst - .. include:: snippets/ProjectedGradientTolerance.rst +.. include:: snippets/EstimationOf.rst - .. include:: snippets/GradientNormTolerance.rst +.. include:: snippets/ProjectedGradientTolerance.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/GradientNormTolerance.rst - 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: ["BMA", "CostFunctionJ", - "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", - "CostFunctionJbAtCurrentOptimum", "CostFunctionJoAtCurrentOptimum", - "CurrentOptimum", "CurrentState", "IndexOfOptimum"]. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}`` + 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: [ + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "IndexOfOptimum", + ]. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ + Example : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}`` -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CurrentOptimum.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/IndexOfOptimum.rst - .. include:: snippets/IndexOfOptimum.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_3DVAR` +- :ref:`section_ref_algorithm_KalmanFilter` +- :ref:`section_ref_algorithm_ExtendedKalmanFilter` +- :ref:`section_ref_algorithm_EnsembleKalmanFilter` -References to other sections: - - :ref:`section_ref_algorithm_3DVAR` - - :ref:`section_ref_algorithm_KalmanFilter` - - :ref:`section_ref_algorithm_ExtendedKalmanFilter` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Byrd95]_ - - [Morales11]_ - - [Talagrand97]_ - - [Zhu97]_ +- [Byrd95]_ +- [Morales11]_ +- [Talagrand97]_ +- [Zhu97]_ diff --git a/doc/en/ref_algorithm_AdjointTest.rst b/doc/en/ref_algorithm_AdjointTest.rst index a904f28..03763b9 100644 --- a/doc/en/ref_algorithm_AdjointTest.rst +++ b/doc/en/ref_algorithm_AdjointTest.rst @@ -27,8 +27,8 @@ Checking algorithm "*AdjointTest*" ---------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to check the quality of the adjoint operator, by calculating a residue with known theoretical properties. @@ -44,73 +44,57 @@ that has to remain equal to zero at the calculation precision. One take :math:`\mathbf{y}` has to be in the image of :math:`F`. If it is not given, one take :math:`\mathbf{y} = F(\mathbf{x})`. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst +.. include:: snippets/CheckingPoint.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/CheckingPoint.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03Chck.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/AmplitudeOfInitialDirection.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allow to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/EpsilonMinimumExponent.rst -The options of the algorithm are the following: +.. include:: snippets/InitialDirection.rst - .. include:: snippets/AmplitudeOfInitialDirection.rst +.. include:: snippets/SetSeed.rst - .. include:: snippets/EpsilonMinimumExponent.rst +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/InitialDirection.rst + 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", + "Residu", + "SimulatedObservationAtCurrentState", + ]. - .. include:: snippets/SetSeed.rst + Example : + ``{"StoreSupplementaryCalculations":["CurrentState"]}`` - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - 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", "Residu", - "SimulatedObservationAtCurrentState"]. +.. include:: snippets/Residu.rst - Example : - ``{"StoreSupplementaryCalculations":["CurrentState"]}`` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/CurrentState.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/SimulatedObservationAtCurrentState.rst -The unconditional outputs of the algorithm are the following: +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/Residu.rst - -The conditional outputs of the algorithm are the following: - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/SimulatedObservationAtCurrentState.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_FunctionTest` - - :ref:`section_ref_algorithm_LinearityTest` - - :ref:`section_ref_algorithm_TangentTest` - - :ref:`section_ref_algorithm_GradientTest` +- :ref:`section_ref_algorithm_FunctionTest` +- :ref:`section_ref_algorithm_LinearityTest` +- :ref:`section_ref_algorithm_TangentTest` +- :ref:`section_ref_algorithm_GradientTest` +- :ref:`section_ref_algorithm_LocalSensitivityTest` diff --git a/doc/en/ref_algorithm_Blue.rst b/doc/en/ref_algorithm_Blue.rst index 1691037..e379ef1 100644 --- a/doc/en/ref_algorithm_Blue.rst +++ b/doc/en/ref_algorithm_Blue.rst @@ -27,8 +27,8 @@ Calculation algorithm "*Blue*" ------------------------------ -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes a BLUE (Best Linear Unbiased Estimator) type estimation of the state of a system. More precisely, it is an Aitken estimator. @@ -43,117 +43,131 @@ In case of non-linearity, even slightly marked, it will be easily preferred the :ref:`section_ref_algorithm_ExtendedBlue` or the :ref:`section_ref_algorithm_3DVAR`. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst +.. include:: snippets/Background.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/BackgroundError.rst - .. include:: snippets/Background.rst +.. include:: snippets/Observation.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationError.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/NumberOfSamplesForQuantiles.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/Quantiles.rst -The options of the algorithm are the following: +.. include:: snippets/SetSeed.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SimulationForQuantiles.rst - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", - "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", - "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJb", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJo", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "Innovation", + "MahalanobisConsistency", + "OMA", + "OMB", + "SigmaBck2", + "SigmaObs2", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + "SimulationQuantiles", + ]. - .. include:: snippets/Quantiles.rst + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - .. include:: snippets/SetSeed.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - .. include:: snippets/NumberOfSamplesForQuantiles.rst +.. include:: snippets/Analysis.rst - .. include:: snippets/SimulationForQuantiles.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/APosterioriCorrelations.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/APosterioriCovariance.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriStandardDeviations.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/APosterioriVariances.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/MahalanobisConsistency.rst +.. include:: snippets/MahalanobisConsistency.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMB.rst +.. include:: snippets/OMB.rst - .. include:: snippets/SigmaBck2.rst +.. include:: snippets/SigmaBck2.rst - .. include:: snippets/SigmaObs2.rst +.. include:: snippets/SigmaObs2.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulationQuantiles.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst -See also -++++++++ +.. include:: snippets/SimulationQuantiles.rst -References to other sections: - - :ref:`section_ref_algorithm_ExtendedBlue` - - :ref:`section_ref_algorithm_3DVAR` - - :ref:`section_ref_algorithm_LinearityTest` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -Bibliographical references: - - [Bouttier99]_ +- :ref:`section_ref_algorithm_ExtendedBlue` +- :ref:`section_ref_algorithm_3DVAR` +- :ref:`section_ref_algorithm_LinearityTest` + +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst + +- [Bouttier99]_ diff --git a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst index 0e2dd01..2c970db 100644 --- a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst +++ b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst @@ -27,144 +27,142 @@ Calculation algorithm "*DerivativeFreeOptimization*" ---------------------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a system by minimization of a cost function :math:`J` without gradient. It is a method that does not use the derivatives of the cost function. It falls in the same category than the -:ref:`section_ref_algorithm_ParticleSwarmOptimization` or the -:ref:`section_ref_algorithm_DifferentialEvolution`. +:ref:`section_ref_algorithm_ParticleSwarmOptimization`, the +:ref:`section_ref_algorithm_DifferentialEvolution` or the +:ref:`section_ref_algorithm_TabuSearch`. This is an optimization method allowing for global minimum search of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`, with or without weights. The default error function is the augmented weighted least squares function, classically used in data assimilation. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/Minimizer_DFO.rst -The options of the algorithm are the following: +.. include:: snippets/BoundsWithNone.rst - .. include:: snippets/Minimizer_DFO.rst +.. include:: snippets/MaximumNumberOfSteps.rst - .. include:: snippets/BoundsWithNone.rst +.. include:: snippets/MaximumNumberOfFunctionEvaluations.rst - .. include:: snippets/MaximumNumberOfSteps.rst +.. include:: snippets/StateVariationTolerance.rst - .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst +.. include:: snippets/CostDecrementTolerance.rst - .. include:: snippets/StateVariationTolerance.rst +.. include:: snippets/QualityCriterion.rst - .. include:: snippets/CostDecrementTolerance.rst +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/QualityCriterion.rst + 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: [ + "BMA", + "CostFunctionJ", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJb", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJo", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "IndexOfOptimum", + "Innovation", + "InnovationAtCurrentState", + "OMA", + "OMB", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - 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: ["BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CostFunctionJb", - "CostFunctionJbAtCurrentOptimum", "CostFunctionJo", - "CostFunctionJoAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "OMA", "OMB", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` +.. include:: snippets/Analysis.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/CostFunctionJ.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/CostFunctionJb.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CostFunctionJ.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/BMA.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CostFunctionJAtCurrentOptimum.rst +.. include:: snippets/IndexOfOptimum.rst - .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst +.. include:: snippets/InnovationAtCurrentState.rst - .. include:: snippets/CurrentOptimum.rst +.. include:: snippets/OMA.rst - .. include:: snippets/IndexOfOptimum.rst +.. include:: snippets/OMB.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/InnovationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtCurrentOptimum.rst - .. include:: snippets/OMA.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst +- :ref:`section_ref_algorithm_ParticleSwarmOptimization` +- :ref:`section_ref_algorithm_DifferentialEvolution` +- :ref:`section_ref_algorithm_TabuSearch` - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_ParticleSwarmOptimization` - - :ref:`section_ref_algorithm_DifferentialEvolution` - -Bibliographical references: - - [Johnson08]_ - - [Nelder65]_ - - [Powell64]_ - - [Powell94]_ - - [Powell98]_ - - [Powell04]_ - - [Powell07]_ - - [Powell09]_ - - [Rowan90]_ +- [Johnson08]_ +- [Nelder65]_ +- [Powell64]_ +- [Powell94]_ +- [Powell98]_ +- [Powell04]_ +- [Powell07]_ +- [Powell09]_ +- [Rowan90]_ diff --git a/doc/en/ref_algorithm_DifferentialEvolution.rst b/doc/en/ref_algorithm_DifferentialEvolution.rst index b489cc7..235aa1c 100644 --- a/doc/en/ref_algorithm_DifferentialEvolution.rst +++ b/doc/en/ref_algorithm_DifferentialEvolution.rst @@ -27,148 +27,144 @@ Calculation algorithm "*DifferentialEvolution*" ---------------------------------------------------- -.. warning:: +.. ------------------------------------ .. +.. include:: snippets/Header2Algo00.rst - in its present version, this algorithm is experimental, and so changes can be - required in forthcoming versions. - -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a system by minimization of a cost function :math:`J` by using an evolutionary strategy of differential evolution. It is a method that does not use the derivatives of the cost function. It falls in the same category than the -:ref:`section_ref_algorithm_DerivativeFreeOptimization` or the -:ref:`section_ref_algorithm_ParticleSwarmOptimization`. +:ref:`section_ref_algorithm_DerivativeFreeOptimization`, the +:ref:`section_ref_algorithm_ParticleSwarmOptimization` or the +:ref:`section_ref_algorithm_TabuSearch`. This is an optimization method allowing for global minimum search of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`, with or without weights. The default error function is the augmented weighted least squares function, classically used in data assimilation. -Optional and required commands -++++++++++++++++++++++++++++++ - -The general required commands, available in the editing user interface, are the -following: - - .. include:: snippets/Background.rst - - .. include:: snippets/BackgroundError.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst - .. include:: snippets/Observation.rst +.. include:: snippets/Background.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/Observation.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/ObservationError.rst -The options of the algorithm are the following: +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/Minimizer_DE.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst - .. include:: snippets/BoundsWithExtremes.rst +.. include:: snippets/Minimizer_DE.rst - .. include:: snippets/CrossOverProbability_CR.rst +.. include:: snippets/BoundsWithExtremes.rst - .. include:: snippets/MaximumNumberOfSteps.rst +.. include:: snippets/CrossOverProbability_CR.rst - .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst +.. include:: snippets/MaximumNumberOfSteps.rst - .. include:: snippets/MutationDifferentialWeight_F.rst +.. include:: snippets/MaximumNumberOfFunctionEvaluations.rst - .. include:: snippets/PopulationSize.rst +.. include:: snippets/MutationDifferentialWeight_F.rst - .. include:: snippets/QualityCriterion.rst +.. include:: snippets/PopulationSize.rst - .. include:: snippets/SetSeed.rst +.. include:: snippets/QualityCriterion.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SetSeed.rst - 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: ["BMA", "CostFunctionJ", - "CostFunctionJAtCurrentOptimum", "CostFunctionJb", - "CostFunctionJbAtCurrentOptimum", "CostFunctionJo", - "CostFunctionJoAtCurrentOptimum", "CurrentOptimum", "CurrentState", - "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "OMA", "OMB", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", - "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` + 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: [ + "BMA", + "CostFunctionJ", + "CostFunctionJAtCurrentOptimum", + "CostFunctionJb", + "CostFunctionJbAtCurrentOptimum", + "CostFunctionJo", + "CostFunctionJoAtCurrentOptimum", + "CurrentOptimum", + "CurrentState", + "IndexOfOptimum", + "Innovation", + "InnovationAtCurrentState", + "OMA", + "OMB", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentOptimum", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CurrentOptimum.rst +.. include:: snippets/IndexOfOptimum.rst - .. include:: snippets/IndexOfOptimum.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/InnovationAtCurrentState.rst - .. include:: snippets/InnovationAtCurrentState.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMB.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtCurrentOptimum.rst - .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_DerivativeFreeOptimization` +- :ref:`section_ref_algorithm_ParticleSwarmOptimization` +- :ref:`section_ref_algorithm_TabuSearch` -References to other sections: - - :ref:`section_ref_algorithm_DerivativeFreeOptimization` - - :ref:`section_ref_algorithm_ParticleSwarmOptimization` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Chakraborty08]_ - - [Price05]_ - - [Storn97]_ +- [Chakraborty08]_ +- [Price05]_ +- [Storn97]_ diff --git a/doc/en/ref_algorithm_EnsembleBlue.rst b/doc/en/ref_algorithm_EnsembleBlue.rst index 6044ed8..c15d62c 100644 --- a/doc/en/ref_algorithm_EnsembleBlue.rst +++ b/doc/en/ref_algorithm_EnsembleBlue.rst @@ -27,8 +27,8 @@ Calculation algorithm "*EnsembleBlue*" -------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes a BLUE (Best Linear Unbiased Estimator, which is here an Aitken estimator) type estimation of the state of a system by an ensemble @@ -40,69 +40,53 @@ but has to work also in "slightly" non-linear cases. One can verify the linearity of the observation operator with the help of the :ref:`section_ref_algorithm_LinearityTest`. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst +.. include:: snippets/Background.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/BackgroundError.rst - .. include:: snippets/Background.rst +.. include:: snippets/Observation.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationError.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/SetSeed.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations -The options of the algorithm are the following: + 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", + "Innovation", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. - .. include:: snippets/SetSeed.rst + Example : + ``{"StoreSupplementaryCalculations":["CurrentState", "Innovation"]}`` - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - 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", "Innovation", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. +.. include:: snippets/Analysis.rst - Example : - ``{"StoreSupplementaryCalculations":["CurrentState", "Innovation"]}`` +.. include:: snippets/CurrentState.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/Innovation.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -The unconditional outputs of the algorithm are the following: - - .. include:: snippets/Analysis.rst - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/Innovation.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_Blue` +- :ref:`section_ref_algorithm_Blue` +- :ref:`section_ref_algorithm_EnsembleKalmanFilter` diff --git a/doc/en/ref_algorithm_EnsembleKalmanFilter.rst b/doc/en/ref_algorithm_EnsembleKalmanFilter.rst index 55dba1a..c6010f0 100644 --- a/doc/en/ref_algorithm_EnsembleKalmanFilter.rst +++ b/doc/en/ref_algorithm_EnsembleKalmanFilter.rst @@ -27,13 +27,8 @@ Calculation algorithm "*EnsembleKalmanFilter*" ---------------------------------------------- -.. warning:: - - in its present version, this algorithm is experimental, and so changes can be - required in forthcoming versions. - -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a dynamic system by a Ensemble Kalman Filter (EnKF), avoiding to have to perform the tangent and @@ -51,103 +46,93 @@ In case of linear of "slightly" non-linear operators, one can easily use the to evaluate on small systems. One can verify the linearity of the operators with the help of the :ref:`section_ref_algorithm_LinearityTest`. -Commandes requises et optionnelles -++++++++++++++++++++++++++++++++++ - -The general required commands, available in the editing user interface, are the -following: - - .. include:: snippets/Background.rst - - .. include:: snippets/BackgroundError.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst - .. include:: snippets/EvolutionError.rst +.. include:: snippets/Background.rst - .. include:: snippets/EvolutionModel.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/Observation.rst +.. include:: snippets/EvolutionError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/EvolutionModel.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/Observation.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/ObservationError.rst -The options of the algorithm are the following: +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/NumberOfMembers.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst - .. include:: snippets/EstimationOf.rst +.. include:: snippets/EstimationOf.rst - .. include:: snippets/SetSeed.rst +.. include:: snippets/NumberOfMembers.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SetSeed.rst - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState"]. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : - ``{"StoreSupplementaryCalculations":["CurrentState"]}`` + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + ]. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ + Example : + ``{"StoreSupplementaryCalculations":["CurrentState"]}`` -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriCorrelations.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/APosterioriCovariance.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/APosterioriStandardDeviations.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/APosterioriVariances.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/Innovation.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_KalmanFilter` +- :ref:`section_ref_algorithm_ExtendedKalmanFilter` +- :ref:`section_ref_algorithm_UnscentedKalmanFilter` -References to other sections: - - :ref:`section_ref_algorithm_KalmanFilter` - - :ref:`section_ref_algorithm_ExtendedKalmanFilter` - - :ref:`section_ref_algorithm_UnscentedKalmanFilter` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Evensen94]_ - - [Burgers98]_ - - [Evensen03]_ - - [WikipediaEnKF]_ +- [Evensen94]_ +- [Burgers98]_ +- [Evensen03]_ +- [WikipediaEnKF]_ diff --git a/doc/en/ref_algorithm_ExtendedBlue.rst b/doc/en/ref_algorithm_ExtendedBlue.rst index 5b6ff71..aa461d5 100644 --- a/doc/en/ref_algorithm_ExtendedBlue.rst +++ b/doc/en/ref_algorithm_ExtendedBlue.rst @@ -27,8 +27,8 @@ Calculation algorithm "*ExtendedBlue*" -------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an extended BLUE (Best Linear Unbiased Estimator) type estimation of the state of a system. @@ -41,112 +41,107 @@ of the :ref:`section_ref_algorithm_LinearityTest`. In case of non-linearity, it is close to the :ref:`section_ref_algorithm_3DVAR`, without being entirely equivalent. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/NumberOfSamplesForQuantiles.rst -The options of the algorithm are the following: +.. include:: snippets/Quantiles.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SetSeed.rst - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", - "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", - "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. +.. include:: snippets/SimulationForQuantiles.rst - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/Quantiles.rst + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "OMA", + "OMB", + "CurrentState", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "Innovation", + "SigmaBck2", + "SigmaObs2", + "MahalanobisConsistency", + "SimulationQuantiles", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. - .. include:: snippets/SetSeed.rst + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - .. include:: snippets/NumberOfSamplesForQuantiles.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - .. include:: snippets/SimulationForQuantiles.rst +.. include:: snippets/Analysis.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/APosterioriCorrelations.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriCovariance.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/APosterioriStandardDeviations.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriVariances.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/BMA.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/BMA.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/MahalanobisConsistency.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/OMA.rst - .. include:: snippets/CostFunctionJo.rst +.. include:: snippets/OMB.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/SigmaBck2.rst - .. include:: snippets/MahalanobisConsistency.rst +.. include:: snippets/SigmaObs2.rst - .. include:: snippets/OMA.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SigmaBck2.rst +.. include:: snippets/SimulationQuantiles.rst - .. include:: snippets/SigmaObs2.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/SimulatedObservationAtBackground.rst - - .. include:: snippets/SimulatedObservationAtOptimum.rst - - .. include:: snippets/SimulationQuantiles.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_Blue` - - :ref:`section_ref_algorithm_3DVAR` - - :ref:`section_ref_algorithm_LinearityTest` +- :ref:`section_ref_algorithm_Blue` +- :ref:`section_ref_algorithm_3DVAR` +- :ref:`section_ref_algorithm_LinearityTest` diff --git a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst index 4c15dac..836c313 100644 --- a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst +++ b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst @@ -27,8 +27,8 @@ Calculation algorithm "*ExtendedKalmanFilter*" ---------------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a dynamic system by a extended Kalman Filter, using a non-linear calculation of the state and the @@ -40,97 +40,86 @@ In case of really non-linear operators, one can easily use the adapted to non-linear behavior but more costly. One can verify the linearity of the operators with the help of the :ref:`section_ref_algorithm_LinearityTest`. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/EvolutionError.rst - .. include:: snippets/EvolutionError.rst +.. include:: snippets/EvolutionModel.rst - .. include:: snippets/EvolutionModel.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/BoundsWithExtremes.rst -The options of the algorithm are the following: +.. include:: snippets/ConstrainedBy.rst - .. include:: snippets/BoundsWithExtremes.rst +.. include:: snippets/EstimationOf.rst - .. include:: snippets/ConstrainedBy.rst +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/EstimationOf.rst + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + "Innovation", + ]. - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState", "Innovation"]. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` +.. include:: snippets/Analysis.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/APosterioriCorrelations.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriCovariance.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/APosterioriStandardDeviations.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriVariances.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/BMA.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/CostFunctionJb.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/CostFunctionJo.rst - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/Innovation.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_KalmanFilter` - - :ref:`section_ref_algorithm_EnsembleKalmanFilter` - - :ref:`section_ref_algorithm_UnscentedKalmanFilter` +- :ref:`section_ref_algorithm_KalmanFilter` +- :ref:`section_ref_algorithm_EnsembleKalmanFilter` +- :ref:`section_ref_algorithm_UnscentedKalmanFilter` diff --git a/doc/en/ref_algorithm_GradientTest.rst b/doc/en/ref_algorithm_GradientTest.rst index a66a8e6..ba6821e 100644 --- a/doc/en/ref_algorithm_GradientTest.rst +++ b/doc/en/ref_algorithm_GradientTest.rst @@ -27,8 +27,8 @@ Checking algorithm "*GradientTest*" ----------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to check the quality of the adjoint operator, by calculating a residue with known theoretical properties. Different residue @@ -88,97 +88,72 @@ One observe the residue based on the gradient approximation: which has to remain stable until the calculation precision is reached. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -.. index:: single: AlgorithmParameters -.. index:: single: CheckingPoint -.. index:: single: ObservationOperator -.. index:: single: AmplitudeOfInitialDirection -.. index:: single: EpsilonMinimumExponent -.. index:: single: InitialDirection -.. index:: single: ResiduFormula -.. index:: single: SetSeed -.. index:: single: StoreSupplementaryCalculations +.. include:: snippets/CheckingPoint.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/CheckingPoint.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03Chck.rst - .. include:: snippets/ObservationOperator.rst +.. include:: snippets/AmplitudeOfInitialDirection.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allow to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/EpsilonMinimumExponent.rst -The options of the algorithm are the following: +.. include:: snippets/InitialDirection.rst - .. include:: snippets/AmplitudeOfInitialDirection.rst +.. include:: snippets/SetSeed.rst - .. include:: snippets/EpsilonMinimumExponent.rst +ResiduFormula + .. index:: single: ResiduFormula - .. include:: snippets/InitialDirection.rst + This key indicates the residue formula that has to be used for the test. The + default choice is "Taylor", and the possible ones are "Taylor" (normalized + residue of the Taylor development of the operator, which has to decrease + with the square power of the perturbation), "TaylorOnNorm" (residue of the + Taylor development of the operator with respect to the perturbation to the + square, which has to remain constant) and "Norm" (residue obtained by taking + the norm of the Taylor development at zero order approximation, which + approximate the gradient, and which has to remain constant). - .. include:: snippets/SetSeed.rst + Example : + ``{"ResiduFormula":"Taylor"}`` - ResiduFormula - .. index:: single: ResiduFormula +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - This key indicates the residue formula that has to be used for the test. The - default choice is "Taylor", and the possible ones are "Taylor" (normalized - residue of the Taylor development of the operator, which has to decrease - with the square power of the perturbation), "TaylorOnNorm" (residue of the - Taylor development of the operator with respect to the perturbation to the - square, which has to remain constant) and "Norm" (residue obtained by taking - the norm of the Taylor development at zero order approximation, which - approximate the gradient, and which has to remain constant). + 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", + "Residu", + "SimulatedObservationAtCurrentState", + ]. - Example : - ``{"ResiduFormula":"Taylor"}`` + Example : + ``{"StoreSupplementaryCalculations":["CurrentState"]}`` - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - 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", "Residu", - "SimulatedObservationAtCurrentState"]. +.. include:: snippets/Residu.rst - Example : - ``{"StoreSupplementaryCalculations":["CurrentState"]}`` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/CurrentState.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/SimulatedObservationAtCurrentState.rst -The unconditional outputs of the algorithm are the following: +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/Residu.rst - -The conditional outputs of the algorithm are the following: - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/SimulatedObservationAtCurrentState.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_FunctionTest` - - :ref:`section_ref_algorithm_LinearityTest` - - :ref:`section_ref_algorithm_TangentTest` - - :ref:`section_ref_algorithm_AdjointTest` +- :ref:`section_ref_algorithm_FunctionTest` +- :ref:`section_ref_algorithm_LinearityTest` +- :ref:`section_ref_algorithm_TangentTest` +- :ref:`section_ref_algorithm_AdjointTest` +- :ref:`section_ref_algorithm_LocalSensitivityTest` diff --git a/doc/en/ref_algorithm_KalmanFilter.rst b/doc/en/ref_algorithm_KalmanFilter.rst index f764014..7001556 100644 --- a/doc/en/ref_algorithm_KalmanFilter.rst +++ b/doc/en/ref_algorithm_KalmanFilter.rst @@ -27,8 +27,8 @@ Calculation algorithm "*KalmanFilter*" -------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a dynamic system by a Kalman Filter. @@ -43,91 +43,81 @@ In case of non-linearity, even slightly marked, it will be preferred the :ref:`section_ref_algorithm_UnscentedKalmanFilter` and the :ref:`section_ref_algorithm_UnscentedKalmanFilter` that are more powerful. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/EvolutionError.rst - .. include:: snippets/EvolutionError.rst +.. include:: snippets/EvolutionModel.rst - .. include:: snippets/EvolutionModel.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/EstimationOf.rst -The options of the algorithm are the following: +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/EstimationOf.rst + 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: [ + "APosterioriCorrelations", + "APosterioriCovariance", + "APosterioriStandardDeviations", + "APosterioriVariances", + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + "Innovation", + ]. - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations + Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` - 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: ["APosterioriCorrelations", - "APosterioriCovariance", "APosterioriStandardDeviations", - "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState", "Innovation"]. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` +.. include:: snippets/Analysis.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/APosterioriCorrelations.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriCovariance.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/APosterioriStandardDeviations.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/APosterioriVariances.rst - .. include:: snippets/APosterioriCorrelations.rst +.. include:: snippets/BMA.rst - .. include:: snippets/APosterioriCovariance.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/APosterioriStandardDeviations.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/APosterioriVariances.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/CostFunctionJb.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/CostFunctionJo.rst - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/Innovation.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_ExtendedKalmanFilter` - - :ref:`section_ref_algorithm_UnscentedKalmanFilter` +- :ref:`section_ref_algorithm_ExtendedKalmanFilter` +- :ref:`section_ref_algorithm_EnsembleKalmanFilter` +- :ref:`section_ref_algorithm_UnscentedKalmanFilter` diff --git a/doc/en/ref_algorithm_LinearityTest.rst b/doc/en/ref_algorithm_LinearityTest.rst index a3f8b9f..c9bff17 100644 --- a/doc/en/ref_algorithm_LinearityTest.rst +++ b/doc/en/ref_algorithm_LinearityTest.rst @@ -27,8 +27,8 @@ Checking algorithm "*LinearityTest*" ------------------------------------ -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to check the linear quality of the operator, by calculating a residue with known theoretical properties. Different residue @@ -109,86 +109,70 @@ If it is equal to 0 only on part of the variation domain of increment :math:`\alpha`, it is on this sub-domain that the linearity hypothesis of :math:`F` is verified. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/CheckingPoint.rst - .. include:: snippets/CheckingPoint.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03Chck.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allow to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/AmplitudeOfInitialDirection.rst -The options of the algorithm are the following: +.. include:: snippets/EpsilonMinimumExponent.rst - .. include:: snippets/AmplitudeOfInitialDirection.rst +.. include:: snippets/InitialDirection.rst - .. include:: snippets/EpsilonMinimumExponent.rst +.. include:: snippets/SetSeed.rst - .. include:: snippets/InitialDirection.rst +ResiduFormula + .. index:: single: ResiduFormula - .. include:: snippets/SetSeed.rst + This key indicates the residue formula that has to be used for the test. The + default choice is "CenteredDL", and the possible ones are "CenteredDL" + (residue of the difference between the function at nominal point and the + values with positive and negative increments, which has to stay very small), + "Taylor" (residue of the Taylor development of the operator normalized by + the nominal value, which has to stay very small), "NominalTaylor" (residue + of the order 1 approximations of the operator, normalized to the nominal + point, which has to stay close to 1), and "NominalTaylorRMS" (residue of the + order 1 approximations of the operator, normalized by RMS to the nominal + point, which has to stay close to 0). - ResiduFormula - .. index:: single: ResiduFormula + Example : + ``{"ResiduFormula":"CenteredDL"}`` - This key indicates the residue formula that has to be used for the test. The - default choice is "CenteredDL", and the possible ones are "CenteredDL" - (residue of the difference between the function at nominal point and the - values with positive and negative increments, which has to stay very small), - "Taylor" (residue of the Taylor development of the operator normalized by - the nominal value, which has to stay very small), "NominalTaylor" (residue - of the order 1 approximations of the operator, normalized to the nominal - point, which has to stay close to 1), and "NominalTaylorRMS" (residue of the - order 1 approximations of the operator, normalized by RMS to the nominal - point, which has to stay close to 0). +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : - ``{"ResiduFormula":"CenteredDL"}`` + 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", + "Residu", + "SimulatedObservationAtCurrentState", + ]. - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations + Example : + ``{"StoreSupplementaryCalculations":["CurrentState"]}`` - 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", "Residu", - "SimulatedObservationAtCurrentState"]. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - Example : - ``{"StoreSupplementaryCalculations":["CurrentState"]}`` +.. include:: snippets/Residu.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/CurrentState.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/Residu.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -The conditional outputs of the algorithm are the following: - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/SimulatedObservationAtCurrentState.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_FunctionTest` +- :ref:`section_ref_algorithm_FunctionTest` diff --git a/doc/en/ref_algorithm_NonLinearLeastSquares.rst b/doc/en/ref_algorithm_NonLinearLeastSquares.rst index e35e567..07e90d9 100644 --- a/doc/en/ref_algorithm_NonLinearLeastSquares.rst +++ b/doc/en/ref_algorithm_NonLinearLeastSquares.rst @@ -27,8 +27,8 @@ Calculation algorithm "*NonLinearLeastSquares*" ----------------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes a state estimation by variational minimization of the classical :math:`J` function of weighted "Least Squares": @@ -42,69 +42,60 @@ point for the variational minimization. In all cases, it is recommended to prefer the :ref:`section_ref_algorithm_3DVAR` for its stability as for its behavior during optimization. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +Minimizer + .. index:: single: Minimizer -The options of the algorithm are the following: + This key allows to choose the optimization minimizer. The default choice is + "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained + minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear + constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" + (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is + strongly recommended to stay with the default. - Minimizer - .. index:: single: Minimizer + Example : + ``{"Minimizer":"LBFGSB"}`` - This key allows to choose the optimization minimizer. The default choice is - "LBFGSB", and the possible ones are "LBFGSB" (nonlinear constrained - minimizer, see [Byrd95]_, [Morales11]_ and [Zhu97]_), "TNC" (nonlinear - constrained minimizer), "CG" (nonlinear unconstrained minimizer), "BFGS" - (nonlinear unconstrained minimizer), "NCG" (Newton CG minimizer). It is - strongly recommended to stay with the default. +.. include:: snippets/BoundsWithNone.rst - Example : - ``{"Minimizer":"LBFGSB"}`` +.. include:: snippets/MaximumNumberOfSteps.rst - .. include:: snippets/BoundsWithNone.rst +.. include:: snippets/CostDecrementTolerance.rst - .. include:: snippets/MaximumNumberOfSteps.rst +.. include:: snippets/ProjectedGradientTolerance.rst - .. include:: snippets/CostDecrementTolerance.rst +.. include:: snippets/GradientNormTolerance.rst - .. include:: snippets/ProjectedGradientTolerance.rst +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/GradientNormTolerance.rst + 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: ["BMA", "CostFunctionJ", + "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", + "CostFunctionJbAtCurrentOptimum", "CostFunctionJoAtCurrentOptimum", + "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", + "InnovationAtCurrentState", "OMA", "OMB", + "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"]. - 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: ["BMA", "CostFunctionJ", - "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", - "CostFunctionJbAtCurrentOptimum", "CostFunctionJoAtCurrentOptimum", - "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", - "InnovationAtCurrentState", "OMA", "OMB", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"]. - - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` *Tips for this algorithm:* @@ -113,66 +104,58 @@ The options of the algorithm are the following: command is not required for this algorithm, and will not be used. The simplest way is to give "1" as a STRING. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ - -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CostFunctionJAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst +.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst - .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst +.. include:: snippets/CurrentOptimum.rst - .. include:: snippets/CurrentOptimum.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/IndexOfOptimum.rst - .. include:: snippets/IndexOfOptimum.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/InnovationAtCurrentState.rst - .. include:: snippets/InnovationAtCurrentState.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMB.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtCurrentOptimum.rst - .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_3DVAR` -References to other sections: - - :ref:`section_ref_algorithm_3DVAR` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Byrd95]_ - - [Morales11]_ - - [Zhu97]_ +- [Byrd95]_ +- [Morales11]_ +- [Zhu97]_ diff --git a/doc/en/ref_algorithm_ObserverTest.rst b/doc/en/ref_algorithm_ObserverTest.rst index 67d88fb..c4aceb6 100644 --- a/doc/en/ref_algorithm_ObserverTest.rst +++ b/doc/en/ref_algorithm_ObserverTest.rst @@ -27,21 +27,18 @@ Checking algorithm "*ObserverTest*" ----------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to verify an external function, given by the user, used as an *observer*. This external function can be applied to every of the variables that can be potentially observed. It is activated only on those who are explicitly associated with the *observer* in the interface. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: - - .. include:: snippets/Observers.rst +.. include:: snippets/Observers.rst The general optional commands, available in the editing user interface, are indicated in :ref:`section_ref_assimilation_keywords`. diff --git a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst index 6b8680d..25141f6 100644 --- a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst +++ b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst @@ -27,151 +27,146 @@ Calculation algorithm "*ParticleSwarmOptimization*" --------------------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm realizes an estimation of the state of a system by minimization of a cost function :math:`J` by using an evolutionary strategy of particle swarm. It is a method that does not use the derivatives of the cost function. It falls in the same category than the -:ref:`section_ref_algorithm_DerivativeFreeOptimization` or the -:ref:`section_ref_algorithm_DifferentialEvolution`. +:ref:`section_ref_algorithm_DerivativeFreeOptimization`, the +:ref:`section_ref_algorithm_DifferentialEvolution` or the +:ref:`section_ref_algorithm_TabuSearch`. This is an optimization method allowing for global minimum search of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`, with or without weights. The default error function is the augmented weighted least squares function, classically used in data assimilation. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. - -The options of the algorithm are the following: .. index:: single: NumberOfInsects .. index:: single: SwarmVelocity .. index:: single: GroupRecallRate .. index:: single: QualityCriterion .. index:: single: BoxBounds - .. include:: snippets/MaximumNumberOfSteps_50.rst - - .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst +.. include:: snippets/MaximumNumberOfSteps_50.rst - .. include:: snippets/QualityCriterion.rst +.. include:: snippets/MaximumNumberOfFunctionEvaluations.rst - NumberOfInsects - This key indicates the number of insects or particles in the swarm. The - default is 100, which is a usual default for this algorithm. +.. include:: snippets/QualityCriterion.rst - Example : - ``{"NumberOfInsects":100}`` +NumberOfInsects + This key indicates the number of insects or particles in the swarm. The + default is 100, which is a usual default for this algorithm. - SwarmVelocity - This key indicates the part of the insect velocity which is imposed by the - swarm. It is a positive floating point value. The default value is 1. + Example : + ``{"NumberOfInsects":100}`` - Example : - ``{"SwarmVelocity":1.}`` +SwarmVelocity + This key indicates the part of the insect velocity which is imposed by the + swarm. It is a positive floating point value. The default value is 1. - GroupRecallRate - This key indicates the recall rate at the best swarm insect. It is a - floating point value between 0 and 1. The default value is 0.5. + Example : + ``{"SwarmVelocity":1.}`` - Example : - ``{"GroupRecallRate":0.5}`` +GroupRecallRate + This key indicates the recall rate at the best swarm insect. It is a + floating point value between 0 and 1. The default value is 0.5. - BoxBounds - This key allows to define upper and lower bounds for *increments* on every - state variable being optimized (and not on state variables themselves). - Bounds have to be given by a list of list of pairs of lower/upper bounds for - each increment on variable, with extreme values every time there is no bound - (``None`` is not allowed when there is no bound). This key is required and - there is no default values. + Example : + ``{"GroupRecallRate":0.5}`` - Example : - ``{"BoxBounds":[[-0.5,0.5], [0.01,2.], [0.,1.e99], [-1.e99,1.e99]]}`` +BoxBounds + This key allows to define upper and lower bounds for *increments* on every + state variable being optimized (and not on state variables themselves). + Bounds have to be given by a list of list of pairs of lower/upper bounds for + each increment on variable, with extreme values every time there is no bound + (``None`` is not allowed when there is no bound). This key is required and + there is no default values. - .. include:: snippets/SetSeed.rst + Example : + ``{"BoxBounds":[[-0.5,0.5], [0.01,2.], [0.,1.e99], [-1.e99,1.e99]]}`` - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/SetSeed.rst - 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: ["BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` + 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: [ + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + "OMA", + "OMB", + "Innovation", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMB.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +- :ref:`section_ref_algorithm_DerivativeFreeOptimization` +- :ref:`section_ref_algorithm_DifferentialEvolution` +- :ref:`section_ref_algorithm_TabuSearch` -References to other sections: - - :ref:`section_ref_algorithm_DerivativeFreeOptimization` - - :ref:`section_ref_algorithm_DifferentialEvolution` +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [WikipediaPSO]_ +- [WikipediaPSO]_ diff --git a/doc/en/ref_algorithm_QuantileRegression.rst b/doc/en/ref_algorithm_QuantileRegression.rst index 2e78fab..6949aad 100644 --- a/doc/en/ref_algorithm_QuantileRegression.rst +++ b/doc/en/ref_algorithm_QuantileRegression.rst @@ -27,57 +27,57 @@ Calculation algorithm "*QuantileRegression*" -------------------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to estimate the conditional quantiles of the state parameters distribution, expressed with a model of the observed variables. These are then the quantiles on the observed variables which will allow to determine the model parameters that satisfy to the quantiles conditions. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/Background.rst - .. include:: snippets/Background.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03AdOp.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allows to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/Quantile.rst -The options of the algorithm are the following: +.. include:: snippets/MaximumNumberOfSteps.rst - .. include:: snippets/Quantile.rst +.. include:: snippets/CostDecrementTolerance_6.rst - .. include:: snippets/MaximumNumberOfSteps.rst +.. include:: snippets/BoundsWithNone.rst - .. include:: snippets/CostDecrementTolerance_6.rst +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - .. include:: snippets/BoundsWithNone.rst + 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: [ + "BMA", + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + "OMA", + "OMB", + "Innovation", + "SimulatedObservationAtBackground", + "SimulatedObservationAtCurrentState", + "SimulatedObservationAtOptimum", + ]. - 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: ["BMA", "CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation", - "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", - "SimulatedObservationAtOptimum"]. - - Example : - ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` + Example : + ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}`` *Tips for this algorithm:* @@ -86,51 +86,44 @@ The options of the algorithm are the following: value, even if these commands are not required for this algorithm, and will not be used. The simplest way is to give "1" as a STRING for both. -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ - -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst -The unconditional outputs of the algorithm are the following: +.. include:: snippets/Analysis.rst - .. include:: snippets/Analysis.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/CostFunctionJ.rst +.. include:: snippets/CostFunctionJb.rst - .. include:: snippets/CostFunctionJb.rst +.. include:: snippets/CostFunctionJo.rst - .. include:: snippets/CostFunctionJo.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst -The conditional outputs of the algorithm are the following: +.. include:: snippets/BMA.rst - .. include:: snippets/BMA.rst +.. include:: snippets/CurrentState.rst - .. include:: snippets/CurrentState.rst +.. include:: snippets/Innovation.rst - .. include:: snippets/Innovation.rst +.. include:: snippets/OMA.rst - .. include:: snippets/OMA.rst +.. include:: snippets/OMB.rst - .. include:: snippets/OMB.rst +.. include:: snippets/SimulatedObservationAtBackground.rst - .. include:: snippets/SimulatedObservationAtBackground.rst +.. include:: snippets/SimulatedObservationAtCurrentState.rst - .. include:: snippets/SimulatedObservationAtCurrentState.rst +.. include:: snippets/SimulatedObservationAtOptimum.rst - .. include:: snippets/SimulatedObservationAtOptimum.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst -See also -++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo07.rst -Bibliographical references: - - [Buchinsky98]_ - - [Cade03]_ - - [Koenker00]_ - - [Koenker01]_ - - [WikipediaQR]_ +- [Buchinsky98]_ +- [Cade03]_ +- [Koenker00]_ +- [Koenker01]_ +- [WikipediaQR]_ diff --git a/doc/en/ref_algorithm_SamplingTest.rst b/doc/en/ref_algorithm_SamplingTest.rst index 412d1fd..7103f0a 100644 --- a/doc/en/ref_algorithm_SamplingTest.rst +++ b/doc/en/ref_algorithm_SamplingTest.rst @@ -27,8 +27,8 @@ Checking algorithm "*SamplingTest*" ----------------------------------- -Description -+++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo01.rst This algorithm allows to calculate the values, linked to a :math:`\mathbf{x}` state, of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or @@ -52,123 +52,80 @@ for. One use for that, on the desired variable, the final saving through To perform distributed or more complex sampling, see OPENTURNS module available in SALOME. -Optional and required commands -++++++++++++++++++++++++++++++ +.. ------------------------------------ .. +.. include:: snippets/Header2Algo02.rst -The general required commands, available in the editing user interface, are the -following: +.. include:: snippets/CheckingPoint.rst - .. include:: snippets/CheckingPoint.rst +.. include:: snippets/BackgroundError.rst - .. include:: snippets/BackgroundError.rst +.. include:: snippets/Observation.rst - .. include:: snippets/Observation.rst +.. include:: snippets/ObservationError.rst - .. include:: snippets/ObservationError.rst +.. include:: snippets/ObservationOperator.rst - .. include:: snippets/ObservationOperator.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo03Chck.rst -The general optional commands, available in the editing user interface, are -indicated in :ref:`section_ref_assimilation_keywords`. Moreover, the parameters -of the command "*AlgorithmParameters*" allow to choose the specific options, -described hereafter, of the algorithm. See -:ref:`section_ref_options_Algorithm_Parameters` for the good use of this -command. +.. include:: snippets/QualityCriterion.rst -The options of the algorithm are the following: -.. index:: single: SampleAsnUplet -.. index:: single: SampleAsExplicitHyperCube -.. index:: single: SampleAsMinMaxStepHyperCube -.. index:: single: SampleAsIndependantRandomVariables +.. include:: snippets/SampleAsExplicitHyperCube.rst - SampleAsnUplet - This key describes the calculations points as a list of n-uplets, each - n-uplet being a state. +.. include:: snippets/SampleAsIndependantRandomVariables.rst - Example : - ``{"SampleAsnUplet":[[0,1,2,3],[4,3,2,1],[-2,3,-4,5]]}`` for 3 points in a state space of dimension 4 +.. include:: snippets/SampleAsMinMaxStepHyperCube.rst - SampleAsExplicitHyperCube - This key describes the calculations points as an hyper-cube, from a given - list of explicit sampling of each variable as a list. That is then a list of - lists, each of them being potentially of different size. +.. include:: snippets/SampleAsnUplet.rst - Example : ``{"SampleAsExplicitHyperCube":[[0.,0.25,0.5,0.75,1.], [-2,2,1]]}`` for a state space of dimension 2 +.. include:: snippets/SetDebug.rst - SampleAsMinMaxStepHyperCube - This key describes the calculations points as an hyper-cube, from a given - list of implicit sampling of each variable by a triplet *[min,max,step]*. - That is then a list of the same size than the one of the state. The bounds - are included. +.. include:: snippets/SetSeed.rst - Example : - ``{"SampleAsMinMaxStepHyperCube":[[0.,1.,0.25],[-1,3,1]]}`` for a state space of dimension 2 +StoreSupplementaryCalculations + .. index:: single: StoreSupplementaryCalculations - SampleAsIndependantRandomVariables - This key describes the calculations points as an hyper-cube, for which the - points on each axis come from a independent random sampling of the axis - variable, under the specification of the distribution, its parameters and - the number of points in the sample, as a list ``['distribution', - [parameters], number]`` for each axis. The possible distributions are - 'normal' of parameters (mean,std), 'lognormal' of parameters (mean,sigma), - 'uniform' of parameters (low,high), or 'weibull' of parameter (shape). That - is then a list of the same size than the one of the state. + 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: [ + "CostFunctionJ", + "CostFunctionJb", + "CostFunctionJo", + "CurrentState", + "InnovationAtCurrentState", + "SimulatedObservationAtCurrentState", + ]. - Example : - ``{"SampleAsIndependantRandomVariables":[ ['normal',[0.,1.],3], ['uniform',[-2,2],4]]`` for a state space of dimension 2 + Example : + ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}`` - .. include:: snippets/QualityCriterion.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo04.rst - .. include:: snippets/SetDebug.rst +.. include:: snippets/CostFunctionJ.rst - .. include:: snippets/SetSeed.rst +.. include:: snippets/CostFunctionJb.rst - StoreSupplementaryCalculations - .. index:: single: StoreSupplementaryCalculations +.. include:: snippets/CostFunctionJo.rst - 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: ["CostFunctionJ", "CostFunctionJb", - "CostFunctionJo", "CurrentState", "InnovationAtCurrentState", - "SimulatedObservationAtCurrentState"]. +.. ------------------------------------ .. +.. include:: snippets/Header2Algo05.rst - Example : - ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}`` +.. include:: snippets/CurrentState.rst -Information and variables available at the end of the algorithm -+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +.. include:: snippets/InnovationAtCurrentState.rst -At the output, after executing the algorithm, there are variables and -information originating from the calculation. The description of -:ref:`section_ref_output_variables` show the way to obtain them by the method -named ``get`` of the variable "*ADD*" of the post-processing. The input -variables, available to the user at the output in order to facilitate the -writing of post-processing procedures, are described in the -:ref:`subsection_r_o_v_Inventaire`. +.. include:: snippets/SimulatedObservationAtCurrentState.rst -The unconditional outputs of the algorithm are the following: +.. ------------------------------------ .. +.. include:: snippets/Header2Algo06.rst - .. include:: snippets/CostFunctionJ.rst +- :ref:`section_ref_algorithm_FunctionTest` +- :ref:`section_ref_algorithm_LocalSensitivityTest` - .. include:: snippets/CostFunctionJb.rst +.. ------------------------------------ .. +.. include:: snippets/Header2Algo08.rst - .. include:: snippets/CostFunctionJo.rst - -The conditional outputs of the algorithm are the following: - - .. include:: snippets/CurrentState.rst - - .. include:: snippets/InnovationAtCurrentState.rst - - .. include:: snippets/SimulatedObservationAtCurrentState.rst - -See also -++++++++ - -References to other sections: - - :ref:`section_ref_algorithm_FunctionTest` - -References to other SALOME modules: - - OPENTURNS, see the *User guide of OPENTURNS module* in the main "*Help*" menu of SALOME platform +- OPENTURNS, see the *User guide of OPENTURNS module* in the main "*Help*" menu of SALOME platform diff --git a/doc/en/ref_output_variables.rst b/doc/en/ref_output_variables.rst index 5a4fa74..fad7a41 100644 --- a/doc/en/ref_output_variables.rst +++ b/doc/en/ref_output_variables.rst @@ -128,7 +128,7 @@ other modules, for computing operations driven by YACS [#]_ or an another module, etc. Other usage examples are also given for :ref:`section_u_step4` of the -:ref:`section_using` section, or in part :ref:`section_examples`. +:ref:`section_gui_in_salome` section, or in part :ref:`section_tutorials_in_salome`. Cross compliance of the information available at the output +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ diff --git a/doc/en/reference.rst b/doc/en/reference.rst index ecef0cb..5f2664a 100644 --- a/doc/en/reference.rst +++ b/doc/en/reference.rst @@ -28,19 +28,20 @@ ================================================================================ The following sections present the reference description of the ADAO commands -and keywords available through the GUI or through scripts. Two first common -sections present the :ref:`section_reference_entry` and the -:ref:`section_reference_special_entry`. After that, one describes successively -the :ref:`section_reference_assimilation` and the +and keywords available through the textual interface (TUI), the graphical +interface (GUI) or through scripts. Two first common sections present the +:ref:`section_reference_entry` and the :ref:`section_reference_special_entry`. +After that, one describes successively the +:ref:`section_reference_assimilation` and the :ref:`section_reference_checking`. -Each command or keyword to be defined through the ADAO GUI has some properties. -The first property is to be *required*, *optional* or only factual, describing a -type of input. The second property is to be an "open" variable with a fixed type -but with any value allowed by the type, or a "restricted" variable, limited to -some specified values. The embedded case editor GUI having build-in validating -capacities, the properties of the commands or keywords given through this GUI -are automatically correct. +Each command or keyword to be defined through the ADAO TUI or GUI has some +properties. The first property is to be *required*, *optional* or only factual, +describing a type of input. The second property is to be an "open" variable +with a fixed type but with any value allowed by the type, or a "restricted" +variable, limited to some specified values. The embedded case editor GUI having +build-in validating capacities, the properties of the commands or keywords +given through this interface are automatically correct. .. _section_reference_entry: @@ -86,14 +87,14 @@ This section describes the data assimilation or optimization algorithms available in ADAO, detailing their usage characteristics and their options. Some examples on these commands usage are available in the section -:ref:`section_examples` and in the sample files installed with the ADAO module. +:ref:`section_tutorials_in_salome`, in the section +:ref:`section_tutorials_in_python` and in the sample files installed with ADAO. The mathematical notations used afterward are explained in the section :ref:`section_theory`. .. toctree:: :maxdepth: 1 - ref_assimilation_keywords ref_algorithm_3DVAR ref_algorithm_4DVAR ref_algorithm_Blue @@ -108,7 +109,9 @@ The mathematical notations used afterward are explained in the section ref_algorithm_NonLinearLeastSquares ref_algorithm_ParticleSwarmOptimization ref_algorithm_QuantileRegression + ref_algorithm_TabuSearch ref_algorithm_UnscentedKalmanFilter + ref_assimilation_keywords .. _section_reference_checking: @@ -120,18 +123,20 @@ This section describes the checking algorithms available in ADAO, detailing their usage characteristics and their options. Some examples on these commands usage are available in the section -:ref:`section_examples` and in the sample files installed with the ADAO module. +:ref:`section_tutorials_in_salome`, in the section +:ref:`section_tutorials_in_python` and in the sample files installed with ADAO. The mathematical notations used afterward are explained in the section :ref:`section_theory`. .. toctree:: :maxdepth: 1 - ref_checking_keywords ref_algorithm_AdjointTest ref_algorithm_FunctionTest ref_algorithm_GradientTest ref_algorithm_LinearityTest + ref_algorithm_LocalSensitivityTest ref_algorithm_ObserverTest ref_algorithm_SamplingTest ref_algorithm_TangentTest + ref_checking_keywords -- 2.39.2