void
GPMSAFactory<V, M>::addSimulation(V & simulationScenario,
V & simulationParameter,
V & simulationOutput)
{
queso_require_less_msg(this->m_numSimulationAdds, this->m_numSimulations, "too many simulation adds...");
this->m_simulationScenarios[this->m_numSimulationAdds] = &simulationScenario;
this->m_simulationParameters[this->m_numSimulationAdds] = &simulationParameter;
this->m_simulationOutputs[this->m_numSimulationAdds] = &simulationOutput;
this->m_numSimulationAdds++;
if ((this->m_numSimulationAdds == this->m_numSimulations) &&
(this->m_numExperimentAdds == this->m_numExperiments) &&
(this->m_constructedGP == false)) {
this->m_constructedGP = true;
this->gpmsaEmulator = new GPMSAEmulator<V, M>(
this->prior().imageSet(),
this->m_scenarioSpace,
this->m_parameterSpace,
this->m_simulationOutputSpace,
this->m_experimentOutputSpace,
this->m_numSimulations,
this->m_numExperiments,
this->m_simulationScenarios,
this->m_simulationParameters,
this->m_simulationOutputs,
this->m_experimentScenarios,
this->m_experimentOutputs,
*(this->m_experimentErrors),
*(this->m_totalPrior));
}
}
const D_V&
ExperimentStorage<S_V,S_M,D_V,D_M>::dataVec_transformed(unsigned int experimentId) const
{
queso_require_less_msg(experimentId, m_dataVecs_transformed.size(), "experimentId is too large");
queso_require_msg(m_dataVecs_transformed[experimentId], "vector is NULL");
return *(m_dataVecs_transformed[experimentId]);
}
const S_V&
ExperimentStorage<S_V,S_M,D_V,D_M>::scenarioVec_standard(unsigned int experimentId) const
{
queso_require_less_msg(experimentId, m_scenarioVecs_standard.size(), "experimentId is too large");
queso_require_msg(m_scenarioVecs_standard[experimentId], "vector is NULL");
return *(m_scenarioVecs_standard[experimentId]);
}
const V &
GPMSAFactory<V, M>::experimentOutput(
unsigned int experimentId) const
{
queso_require_less_msg(experimentId, (this->m_experimentOutputs).size(), "experimentId is too large");
queso_require_msg(this->m_experimentOutputs[experimentId], "vector is NULL");
return *(this->m_experimentOutputs[experimentId]);
}
const V &
GPMSAFactory<V, M>::simulationOutput(
unsigned int simulationId) const
{
queso_require_less_msg(simulationId, m_simulationOutputs.size(), "simulationId is too large");
queso_require_msg(m_simulationOutputs[simulationId], "vector is NULL");
return *(this->m_simulationOutputs[simulationId]);
}
/* extracts elements from vector (*this) starting at position initialPos and save in vec */
void TeuchosVector::cwExtract(unsigned int initialPos, TeuchosVector& vec) const
{
queso_require_less_msg(initialPos, this->sizeLocal(), "invalid initialPos");
queso_require_less_equal_msg((initialPos +vec.sizeLocal()), this->sizeLocal(), "invalid vec.sizeLocal()");
for (unsigned int i = 0; i < vec.sizeLocal(); ++i) {
vec[i] = (*this)[initialPos+i];
}
return;
}
void
GslVector::cwSet(unsigned int initialPos, const GslVector& vec)
{
queso_require_less_msg(initialPos, this->sizeLocal(), "invalid initialPos");
queso_require_less_equal_msg((initialPos +vec.sizeLocal()), this->sizeLocal(), "invalid vec.sizeLocal()");
for (unsigned int i = 0; i < vec.sizeLocal(); ++i) {
(*this)[initialPos+i] = vec[i];
}
return;
}
void
GcmZTildeInfo<S_V,S_M,D_V,D_M,P_V,P_M,Q_V,Q_M>::commonConstructor(const GcmZInfo<S_V,S_M,D_V,D_M,P_V,P_M,Q_V,Q_M>& z)
{
unsigned int cMatTildeRank = m_Cmat_tilde.rank(0.,1.e-8 ); // todo: should be an option
unsigned int cMatTildeRank14 = m_Cmat_tilde.rank(0.,1.e-14);
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GcmZTildeInfo<S_V,S_M,D_V,D_M,P_V,P_M,Q_V,Q_M>::constructor()"
<< ": m_Cmat_tilde.numRowsLocal() = " << m_Cmat_tilde.numRowsLocal()
<< ", m_Cmat_tilde.numCols() = " << m_Cmat_tilde.numCols()
<< ", m_Cmat_tilde.rank(0.,1.e-8) = " << cMatTildeRank
<< ", m_Cmat_tilde.rank(0.,1.e-14) = " << cMatTildeRank14
<< std::endl;
}
queso_require_equal_to_msg(cMatTildeRank, z.m_Cmat_rank, "'m_Cmat_tilde' should have full column rank");
queso_require_less_msg(m_Lmat.numRowsGlobal(), m_Lmat.numCols(), "'m_Lmat' should be a 'horizontal' rectangular matrix");
//******************************************************************************
// Tilde situation: form 'm_Lmat_t'
//******************************************************************************
m_Lmat_t.fillWithTranspose(0,0,m_Lmat,true,true);
unsigned int lMatRank = m_Lmat_t.rank(0.,1.e-8 ); // todo: should be an option
unsigned int lMatRank14 = m_Lmat_t.rank(0.,1.e-14);
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GcmZTildeInfo<S_V,S_M,D_V,D_M,P_V,P_M,Q_V,Q_M>::commonConstructor()"
<< ": m_Lmat.numRowsLocal() = " << m_Lmat.numRowsLocal()
<< ", m_Lmat.numCols() = " << m_Lmat.numCols()
<< ", m_Lmat.rank(0.,1.e-8) = " << lMatRank
<< ", m_Lmat.rank(0.,1.e-14) = " << lMatRank14
<< std::endl;
}
queso_require_equal_to_msg(lMatRank, z.m_Cmat_rank, "'m_Lmat' should have full row rank");
if (m_env.checkingLevel() >= 1) {
// Check if C == C_tilde * L
D_M tmpCmat(m_Cmat_tilde * m_Lmat);
tmpCmat -= *z.m_Cmat;
double cDiffNorm = tmpCmat.normFrob();
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GcmZTildeInfo<S_V,S_M,D_V,D_M,P_V,P_M,Q_V,Q_M>::commonConstructor()"
<< ": ||tmpC - C||_2 = " << cDiffNorm
<< std::endl;
}
}
return;
}
//---------------------------------------------------
unsigned int
FiniteDistribution::sample() const
{
queso_deprecated();
unsigned int result = 0;
double aux = m_env.rngObject()->uniformSample();
queso_require_msg(!((aux < 0) || (aux > 1.)), "invalid uniform");
if (aux == 0.) {
result = 0;
}
else if (aux == 1.) {
result = m_map.find(aux)->second;
}
else {
result = m_map.upper_bound(aux)->second;
//if (m_map.upper_bound(aux)->second == 0) {
// result = 0;
//}
//else {
// result = m_map.upper_bound(aux)->second-1;
//}
}
#if 0 // WE insert 'i' in map, not 'j'. So, the tests below don't make sense
if (result >= m_map.size()) {
std::cerr << "In FiniteDistribution::sample()"
<< ": aux = " << aux
<< ", m_map.size() = " << m_map.size()
<< ", result = " << result
<< std::endl;
}
queso_require_less_msg(result, m_map.size(), "invalid result");
#endif
return result;
}
void
ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment(
const S_V& scenarioVec_standard,
const D_V& dataVec_transformed,
const D_M& covMat_transformed_inv)
{
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "Entering ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": m_addId = " << m_addId
<< "\n scenarioVec_standard = " << scenarioVec_standard
<< "\n dataVec_transformed = " << dataVec_transformed
<< "\n covMat_transformed_inv = " << covMat_transformed_inv
<< std::endl;
}
queso_require_less_msg(m_addId, m_paper_n, "too many adds...");
m_scenarioVecs_standard [m_addId] = &scenarioVec_standard;
m_dataVecs_transformed [m_addId] = &dataVec_transformed;
m_covMats_transformed_inv[m_addId] = &covMat_transformed_inv;
m_paper_n_ys_transformed[m_addId] = dataVec_transformed.sizeLocal();
m_paper_n_y += m_paper_n_ys_transformed[m_addId];
m_addId++;
if (m_addId == m_paper_n) {
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "KEY In ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": m_addId = " << m_addId
<< ", m_paper_n_y = " << m_paper_n_y
<< std::endl;
}
//***********************************************************************
// Form 'yVec_transformed', 'Wy' matrix, and compute its inverse
//***********************************************************************
m_y_space = new VectorSpace<D_V,D_M>(m_env, "m_y_exp_storage", m_paper_n_y, NULL),
m_yVec_transformed = new D_V(m_y_space->zeroVector());
m_yVec_transformed->cwSetConcatenated(m_dataVecs_transformed);
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 3)) {
*m_env.subDisplayFile() << "In ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": populated yVec_transformed of size = " << m_yVec_transformed->sizeLocal()
<< "\n *m_yVec_transformed = " << *m_yVec_transformed
<< std::endl;
}
m_Wy = new D_M(m_y_space->zeroVector());
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "In ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": key-debug"
<< ", m_Wy just created (not yet populated)"
<< ", numRowsLocal = " << m_Wy->numRowsLocal()
<< ", numCols = " << m_Wy->numCols()
<< std::endl;
}
m_Wy->fillWithBlocksDiagonally(0,0,m_covMats_transformed_inv,true,true);
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "In ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": key-debug"
<< ", m_Wy just populated"
<< std::endl;
}
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 3)) {
*m_env.subDisplayFile() << "In ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": m_Wy->lnDeterminant() = " << m_Wy->lnDeterminant()
<< std::endl;
}
}
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "Leaving ExperimentStorage<S_V,S_M,D_V,D_M>::addExperiment()"
<< ": m_addId = " << m_addId
<< std::endl;
}
return;
}
void
GslVector::subReadContents(
const std::string& fileName,
const std::string& fileType,
const std::set<unsigned int>& allowedSubEnvIds)
{
queso_require_greater_equal_msg(m_env.subRank(), 0, "unexpected subRank");
queso_require_less_equal_msg(this->numOfProcsForStorage(), 1, "implemented just for sequential vectors for now");
FilePtrSetStruct filePtrSet;
if (m_env.openInputFile(fileName,
fileType, // "m or hdf"
allowedSubEnvIds,
filePtrSet)) {
double subReadSize = this->sizeLocal();
// In the logic below, the id of a line' begins with value 0 (zero)
unsigned int idOfMyFirstLine = 1;
unsigned int idOfMyLastLine = this->sizeLocal();
unsigned int numParams = 1; // Yes, just '1'
// Read number of chain positions in the file by taking care of the first line,
// which resembles something like 'variable_name = zeros(n_positions,m_params);'
std::string tmpString;
// Read 'variable name' string
*filePtrSet.ifsVar >> tmpString;
//std::cout << "Just read '" << tmpString << "'" << std::endl;
// Read '=' sign
*filePtrSet.ifsVar >> tmpString;
//std::cout << "Just read '" << tmpString << "'" << std::endl;
queso_require_equal_to_msg(tmpString, "=", "string should be the '=' sign");
// Read 'zeros(n_positions,n_params)' string
*filePtrSet.ifsVar >> tmpString;
//std::cout << "Just read '" << tmpString << "'" << std::endl;
unsigned int posInTmpString = 6;
// Isolate 'n_positions' in a string
char nPositionsString[tmpString.size()-posInTmpString+1];
unsigned int posInPositionsString = 0;
do {
queso_require_less_msg(posInTmpString, tmpString.size(), "symbol ',' not found in first line of file");
nPositionsString[posInPositionsString++] = tmpString[posInTmpString++];
} while (tmpString[posInTmpString] != ',');
nPositionsString[posInPositionsString] = '\0';
// Isolate 'n_params' in a string
posInTmpString++; // Avoid reading ',' char
char nParamsString[tmpString.size()-posInTmpString+1];
unsigned int posInParamsString = 0;
do {
queso_require_less_msg(posInTmpString, tmpString.size(), "symbol ')' not found in first line of file");
nParamsString[posInParamsString++] = tmpString[posInTmpString++];
} while (tmpString[posInTmpString] != ')');
nParamsString[posInParamsString] = '\0';
// Convert 'n_positions' and 'n_params' strings to numbers
unsigned int sizeOfVecInFile = (unsigned int) strtod(nPositionsString,NULL);
unsigned int numParamsInFile = (unsigned int) strtod(nParamsString, NULL);
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GslVector::subReadContents()"
<< ": fullRank " << m_env.fullRank()
<< ", sizeOfVecInFile = " << sizeOfVecInFile
<< ", numParamsInFile = " << numParamsInFile
<< ", this->sizeLocal() = " << this->sizeLocal()
<< std::endl;
}
// Check if [size of vec in file] >= [requested sub vec size]
queso_require_greater_equal_msg(sizeOfVecInFile, subReadSize, "size of vec in file is not big enough");
// Check if [num params in file] == [num params in current vec]
queso_require_equal_to_msg(numParamsInFile, numParams, "number of parameters of vec in file is different than number of parameters in this vec object");
// Code common to any core in a communicator
unsigned int maxCharsPerLine = 64*numParams; // Up to about 60 characters to represent each parameter value
unsigned int lineId = 0;
while (lineId < idOfMyFirstLine) {
filePtrSet.ifsVar->ignore(maxCharsPerLine,'\n');
lineId++;
};
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GslVector::subReadContents()"
<< ": beginning to read input actual data"
<< std::endl;
}
// Take care of initial part of the first data line,
// which resembles something like 'variable_name = [value1 value2 ...'
// Read 'variable name' string
*filePtrSet.ifsVar >> tmpString;
//std::cout << "Core 0 just read '" << tmpString << "'" << std::endl;
// Read '=' sign
*filePtrSet.ifsVar >> tmpString;
//std::cout << "Core 0 just read '" << tmpString << "'" << std::endl;
queso_require_equal_to_msg(tmpString, "=", "in core 0, string should be the '=' sign");
// Take into account the ' [' portion
std::streampos tmpPos = filePtrSet.ifsVar->tellg();
filePtrSet.ifsVar->seekg(tmpPos+(std::streampos)2);
if (m_env.subDisplayFile()) {
*m_env.subDisplayFile() << "In GslVector::subReadContents()"
<< ": beginning to read lines with numbers only"
<< ", lineId = " << lineId
<< ", idOfMyFirstLine = " << idOfMyFirstLine
<< ", idOfMyLastLine = " << idOfMyLastLine
<< std::endl;
}
while (lineId <= idOfMyLastLine) {
*filePtrSet.ifsVar >> (*this)[lineId - idOfMyFirstLine];
lineId++;
};
m_env.closeFile(filePtrSet,fileType);
}