void solveSip(const uqFullEnvironmentClass& env)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 2;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass aVec(paramSpace.zeroVector());
aVec[0] = 2.;
aVec[1] = 5.;
uqGslVectorClass xGiven(paramSpace.zeroVector());
xGiven[0] = -1.;
xGiven[1] = 7.;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int n = 5;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", n, NULL);
uqGslVectorClass yMeanVec(dataSpace.zeroVector());
double tmp = scalarProduct(aVec,xGiven);
for (unsigned int i = 0; i < n; ++i) {
yMeanVec[i] = tmp;
}
double sigmaEps = 2.1;
uqGslMatrixClass yCovMat(dataSpace.zeroVector());
tmp = sigmaEps*sigmaEps;
for (unsigned int i = 0; i < n; ++i) {
yCovMat(i,i) = tmp;
}
uqGslVectorClass ySamples(dataSpace.zeroVector());
uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass> yRv("y_", dataSpace, yMeanVec, yCovMat);
yRv.realizer().realization(ySamples);
double ySampleMean = 0.;
for (unsigned int i = 0; i < n; ++i) {
ySampleMean += ySamples[i];
}
ySampleMean /= ((double) n);
struct likelihoodDataStruct likelihoodData;
likelihoodData.aVec = &aVec;
likelihoodData.sigmaEps = sigmaEps;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass xPriorMeanVec(paramSpace.zeroVector());
xPriorMeanVec[0] = 0.;
xPriorMeanVec[1] = 0.;
uqGslMatrixClass sigma0Mat(paramSpace.zeroVector());
sigma0Mat(0,0) = 1.e-3;
sigma0Mat(0,1) = 0.;
sigma0Mat(1,0) = 0.;
sigma0Mat(1,1) = 1.e-3;
uqGslMatrixClass sigma0MatInverse(paramSpace.zeroVector());
sigma0MatInverse = sigma0Mat.inverse();
uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain, xPriorMeanVec, sigma0MatInverse);
uqGenericVectorRVClass <uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip("sip_", NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n p = " << p
<< "\n xGiven = " << xGiven
<< "\n sigma0Mat = " << sigma0Mat
<< "\n sigma0MatInverse = " << sigma0MatInverse
<< "\n aVec = " << aVec
<< "\n n = " << n
<< "\n sigmaEps = " << sigmaEps
<< "\n yMeanVec = " << yMeanVec
<< "\n yCovMat = " << yCovMat
<< "\n ySamples = " << ySamples
<< "\n ySampleMean = " << ySampleMean
<< std::endl;
}
uqGslMatrixClass sigmaMatInverse(paramSpace.zeroVector());
sigmaMatInverse = matrixProduct(aVec,aVec);
sigmaMatInverse *= (((double) n)/sigmaEps/sigmaEps);
sigmaMatInverse += sigma0Mat;
uqGslMatrixClass sigmaMat(paramSpace.zeroVector());
sigmaMat = sigmaMatInverse.inverse();
uqGslVectorClass muVec(paramSpace.zeroVector());
muVec = sigmaMat * aVec;
muVec *= (((double) n) * ySampleMean)/sigmaEps/sigmaEps;
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n muVec = " << muVec
<< "\n sigmaMat = " << sigmaMat
<< "\n sigmaMatInverse = " << sigmaMatInverse
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 25.;
initialValues[1] = 25.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 10.;
proposalCovMat(0,1) = 0.;
proposalCovMat(1,0) = 0.;
proposalCovMat(1,1) = 10.;
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}
void compute(const uqFullEnvironmentClass& env, bool useExperiments, bool useML)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering compute()..."
<< std::endl;
}
//***********************************************************************
// Step 01 of 09: Instantiate parameter space, parameter domain, and prior Rv
//***********************************************************************
unsigned int paper_p_t = 1; // parameter dimension; 'p_t' in paper; drag coefficient 'C' in tower example
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>
paper_p_t_space(env, "param_", paper_p_t, NULL);
uqGslVectorClass paramMins(paper_p_t_space.zeroVector());
uqGslVectorClass paramMaxs(paper_p_t_space.zeroVector());
paramMins[0] = 0.;
paramMaxs[0] = 1.;
uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass>
paramDomain("param_",paper_p_t_space,paramMins,paramMaxs);
uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass>* paramPriorRvPtr = NULL;
//uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass>* paramPriorRvPtr = NULL;
//***********************************************************************
// Step 02 of 09: Instantiate the 'scenario' and 'output' spaces
//***********************************************************************
unsigned int paper_p_x = 1; // scenario dimension; 'p_x' in paper; ball radius 'R' in tower example
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>
paper_p_x_space(env, "scenario_", paper_p_x, NULL);
unsigned int paper_n_eta = 16; // simulation output dimension; 'n_eta' in paper; 16 in tower example
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>
paper_n_eta_space(env, "output_", paper_n_eta, NULL);
//***********************************************************************
// Step 03 of 09: Instantiate the simulation storage
// Regarding simulation scenario input values, QUESO will standardize them so that
// they exist inside a hypercube: this will be done in the 'uqSimulationModelClass'
// constructor, step 04 of 09.
// Regarding simulation output data, QUESO will transform it so that the mean is
// zero and the variance is one: this will be done in the 'uqSimulationModelClass'
// constructor, step 04 of 09.
//***********************************************************************
unsigned int paper_m = 25; // number of simulations; 'm' in paper; 25 in tower example
uqSimulationStorageClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>
simulationStorage(paper_p_x_space,paper_p_t_space,paper_n_eta_space,paper_m);
// Add simulations: what if none?
uqGslVectorClass extraSimulationGridVec(paper_n_eta_space.zeroVector());
std::vector<uqGslVectorClass* > simulationScenarios(paper_m,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > paramVecs (paper_m,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > outputVecs (paper_m,(uqGslVectorClass*) NULL);
for (unsigned int i = 0; i < paper_m; ++i) {
simulationScenarios[i] = new uqGslVectorClass(paper_p_x_space.zeroVector()); // 'x_{i+1}^*' in paper
paramVecs [i] = new uqGslVectorClass(paper_p_t_space.zeroVector()); // 't_{i+1}^*' in paper
outputVecs [i] = new uqGslVectorClass(paper_n_eta_space.zeroVector()); // 'eta_{i+1}' in paper
}
// Populate all objects just instantiated
std::set<unsigned int> tmpSetStep03;
tmpSetStep03.insert(env.subId());
extraSimulationGridVec.subReadContents("inputData/extraSimulHeights",
"m",
tmpSetStep03);
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>
paper_m_space(env, "simulation_", paper_m, NULL);
uqGslVectorClass inputSimulScenarioVector(paper_m_space.zeroVector());
inputSimulScenarioVector.subReadContents("inputData/allSimulScenarios",
"m",
tmpSetStep03);
uqGslVectorClass inputSimulParameterVector(paper_m_space.zeroVector());
inputSimulParameterVector.subReadContents("inputData/allSimulParameters",
"m",
tmpSetStep03);
uqGslMatrixClass inputSimulOutputsMatrix(env,paper_n_eta_space.map(),paper_m);
inputSimulOutputsMatrix.subReadContents("inputData/allSimulOutputs",
"m",
tmpSetStep03);
for (unsigned int i = 0; i < paper_m; ++i) {
(*(simulationScenarios[i]))[0] = inputSimulScenarioVector [i];
(*(paramVecs [i]))[0] = inputSimulParameterVector[i];
inputSimulOutputsMatrix.getColumn(i,*(outputVecs[i]));
}
// Finally, add information to the simulation storage
for (unsigned int i = 0; i < paper_m; ++i) {
simulationStorage.addSimulation(*(simulationScenarios[i]),*(paramVecs[i]),*(outputVecs[i]));
}
//***********************************************************************
// Step 04 of 09: Instantiate the simulation model
//***********************************************************************
uqSimulationModelClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>
simulationModel("", // prefix
NULL, // options values
simulationStorage);
unsigned int paper_p_eta = simulationModel.numBasis(); // number of simulation basis; 'p_eta' in paper; 2 in tower example
//***********************************************************************
// Step 05 of 09: Instantiate the experiment storage
// Regarding experimental scenario input values, QUESO will standardize them so that
// they exist inside a hypercube: this will be done in the 'uqExperimentModelClass'
// constructor, step 06 of 09.
// Regarding experimental data, the user has to provide it already in transformed
// format, that is, with mean zero and standard deviation one.
//***********************************************************************
uqExperimentStorageClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>* experimentStoragePtr = NULL;
uqExperimentModelClass <uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>* experimentModelPtr = NULL;
unsigned int paper_n = 0;
std::vector<uqGslVectorClass* > experimentScenarios_original(paper_n,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > experimentScenarios_standard(paper_n,(uqGslVectorClass*) NULL);
std::vector<unsigned int> experimentDims (paper_n,0);
std::vector<uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>* > experimentSpaces (paper_n,(uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>*) NULL);
std::vector<uqGslVectorClass* > extraExperimentGridVecs (paper_n,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > experimentVecs_original (paper_n,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > experimentVecs_auxMean (paper_n,(uqGslVectorClass*) NULL);
std::vector<uqGslVectorClass* > experimentVecs_transformed (paper_n,(uqGslVectorClass*) NULL);
std::vector<uqGslMatrixClass* > experimentMats_original (paper_n,(uqGslMatrixClass*) NULL);
std::vector<uqGslMatrixClass* > experimentMats_transformed (paper_n,(uqGslMatrixClass*) NULL);
std::vector<uqGslMatrixClass* > DobsMats (paper_n, (uqGslMatrixClass*) NULL);
std::vector<uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>* > Kmats_interp_spaces (paper_n, (uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>*) NULL);
std::vector<uqGslMatrixClass* > Kmats_interp (paper_n, (uqGslMatrixClass*) NULL); // Interpolations of 'Kmat_eta' = 'K_i's' in paper
if (useExperiments) {
paper_n = 3; // number of experiments; 'n' in paper; 3 in tower example
experimentStoragePtr = new uqExperimentStorageClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>(paper_p_x_space, paper_n);
// Add experiments
experimentScenarios_original.resize(paper_n,(uqGslVectorClass*) NULL);
experimentScenarios_standard.resize(paper_n,(uqGslVectorClass*) NULL);
experimentDims.resize (paper_n,0);
experimentSpaces.resize (paper_n,(uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>*) NULL);
extraExperimentGridVecs.resize (paper_n,(uqGslVectorClass*) NULL);
experimentVecs_original.resize (paper_n,(uqGslVectorClass*) NULL);
experimentVecs_auxMean.resize (paper_n,(uqGslVectorClass*) NULL);
experimentVecs_transformed.resize (paper_n,(uqGslVectorClass*) NULL);
experimentMats_original.resize (paper_n,(uqGslMatrixClass*) NULL);
experimentMats_transformed.resize (paper_n,(uqGslMatrixClass*) NULL);
experimentDims[0] = 4; // 'n_y_1' in paper; 4 in tower example
experimentDims[1] = 4; // 'n_y_2' in paper; 4 in tower example
experimentDims[2] = 3; // 'n_y_3' in paper; 3 in tower example
for (unsigned int i = 0; i < paper_n; ++i) {
experimentScenarios_original[i] = new uqGslVectorClass (paper_p_x_space.zeroVector()); // 'x_{i+1}' in paper
experimentScenarios_standard[i] = new uqGslVectorClass (paper_p_x_space.zeroVector()); // 'x_{i+1}' in paper
experimentSpaces [i] = new uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>(env, "expSpace", experimentDims[i], NULL);
extraExperimentGridVecs [i] = new uqGslVectorClass (experimentSpaces[i]->zeroVector()); //
experimentVecs_original [i] = new uqGslVectorClass (experimentSpaces[i]->zeroVector()); //
experimentVecs_auxMean [i] = new uqGslVectorClass (experimentSpaces[i]->zeroVector()); //
experimentVecs_transformed [i] = new uqGslVectorClass (experimentSpaces[i]->zeroVector()); // 'y_{i+1}' in paper
experimentMats_original [i] = new uqGslMatrixClass (experimentSpaces[i]->zeroVector()); //
experimentMats_transformed [i] = new uqGslMatrixClass (experimentSpaces[i]->zeroVector()); // 'W_{i+1}' in paper
}
//***********************************************************************
// Populate information regarding experiment '0'
//***********************************************************************
(*(experimentScenarios_original[0]))[0] = 0.1; // 'x_1' in paper; Radius in tower example
*(experimentScenarios_standard[0]) = *(experimentScenarios_original[0]);
*(experimentScenarios_standard[0]) -= simulationModel.xSeq_original_mins();
for (unsigned int j = 0; j < paper_p_x; ++j) {
(*(experimentScenarios_standard[0]))[j] /= simulationModel.xSeq_original_ranges()[j];
}
(*(extraExperimentGridVecs[0]))[0] = 5.;
(*(extraExperimentGridVecs[0]))[1] = 10.;
(*(extraExperimentGridVecs[0]))[2] = 15.;
(*(extraExperimentGridVecs[0]))[3] = 20.;
(*(experimentVecs_original[0]))[0] = 1.2180;
(*(experimentVecs_original[0]))[1] = 2.0126;
(*(experimentVecs_original[0]))[2] = 2.7942;
(*(experimentVecs_original[0]))[3] = 3.5747;
experimentVecs_auxMean[0]->matlabLinearInterpExtrap(extraSimulationGridVec,simulationModel.etaSeq_original_mean(),*(extraExperimentGridVecs[0]));
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05, experiment 0:"
<< "\n extraSimulationGridVec = " << extraSimulationGridVec
<< "\n simulationModel.etaSeq_original_mean() = " << simulationModel.etaSeq_original_mean()
<< "\n *(extraExperimentGridVecs[0]) = " << *(extraExperimentGridVecs[0])
<< "\n *(experimentVecs_auxMean[0]) = " << *(experimentVecs_auxMean[0])
<< std::endl;
}
*(experimentVecs_transformed[0]) = (1./simulationModel.etaSeq_allStd()) * ( *(experimentVecs_original[0]) - *(experimentVecs_auxMean[0]) ); // 'y_1' in paper
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05, experiment 0:"
<< "\n *(experimentVecs_original[0]) = " << *(experimentVecs_original[0])
<< "\n *(experimentVecs_auxMean[0]) = " << *(experimentVecs_auxMean[0])
<< "\n simulationModel.etaSeq_allStd() = " << simulationModel.etaSeq_allStd()
<< "\n *(experimentVecs_transformed[0]) = " << *(experimentVecs_transformed[0])
<< std::endl;
}
(*(experimentMats_original[0]))(0,0) = 1.;
(*(experimentMats_original[0]))(1,1) = 1.;
(*(experimentMats_original[0]))(2,2) = 1.;
(*(experimentMats_original[0]))(3,3) = 1.;
*(experimentMats_transformed[0]) = *(experimentMats_original[0]);
//***********************************************************************
// Populate information regarding experiment '1'
//***********************************************************************
(*(experimentScenarios_original[1]))[0] = 0.2; // 'x_2' in paper; Radius in tower example
*(experimentScenarios_standard[1]) = *(experimentScenarios_original[1]);
*(experimentScenarios_standard[1]) -= simulationModel.xSeq_original_mins();
for (unsigned int j = 0; j < paper_p_x; ++j) {
(*(experimentScenarios_standard[1]))[j] /= simulationModel.xSeq_original_ranges()[j];
}
(*(extraExperimentGridVecs[1]))[0] = 5.;
(*(extraExperimentGridVecs[1]))[1] = 10.;
(*(extraExperimentGridVecs[1]))[2] = 15.;
(*(extraExperimentGridVecs[1]))[3] = 20.;
(*(experimentVecs_original[1]))[0] = 1.1129;
(*(experimentVecs_original[1]))[1] = 1.7225;
(*(experimentVecs_original[1]))[2] = 2.2898;
(*(experimentVecs_original[1]))[3] = 2.8462;
experimentVecs_auxMean[1]->matlabLinearInterpExtrap(extraSimulationGridVec,simulationModel.etaSeq_original_mean(),*(extraExperimentGridVecs[1]));
*(experimentVecs_transformed[1]) = (1./simulationModel.etaSeq_allStd()) * ( *(experimentVecs_original[1]) - *(experimentVecs_auxMean[1]) ); // 'y_2' in paper
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05, experiment 1:"
<< "\n *(experimentVecs_original[1]) = " << *(experimentVecs_original[1])
<< "\n *(experimentVecs_auxMean[1]) = " << *(experimentVecs_auxMean[1])
<< "\n simulationModel.etaSeq_allStd() = " << simulationModel.etaSeq_allStd()
<< "\n *(experimentVecs_transformed[1]) = " << *(experimentVecs_transformed[1])
<< std::endl;
}
(*(experimentMats_original[1]))(0,0) = 1.;
(*(experimentMats_original[1]))(1,1) = 1.;
(*(experimentMats_original[1]))(2,2) = 1.;
(*(experimentMats_original[1]))(3,3) = 1.;
*(experimentMats_transformed[1]) = *(experimentMats_original[1]);
//***********************************************************************
// Populate information regarding experiment '2'
//***********************************************************************
(*(experimentScenarios_original[2]))[0] = 0.4; // 'x_3' in paper; Radius in tower example
*(experimentScenarios_standard[2]) = *(experimentScenarios_original[2]);
*(experimentScenarios_standard[2]) -= simulationModel.xSeq_original_mins();
for (unsigned int j = 0; j < paper_p_x; ++j) {
(*(experimentScenarios_standard[2]))[j] /= simulationModel.xSeq_original_ranges()[j];
}
(*(extraExperimentGridVecs[2]))[0] = 5.;
(*(extraExperimentGridVecs[2]))[1] = 10.;
(*(extraExperimentGridVecs[2]))[2] = 15.;
(*(experimentVecs_original[2]))[0] = 1.0611;
(*(experimentVecs_original[2]))[1] = 1.5740;
(*(experimentVecs_original[2]))[2] = 2.0186;
experimentVecs_auxMean[2]->matlabLinearInterpExtrap(extraSimulationGridVec,simulationModel.etaSeq_original_mean(),*(extraExperimentGridVecs[2]));
*(experimentVecs_transformed[2]) = (1./simulationModel.etaSeq_allStd()) * ( *(experimentVecs_original[2]) - *(experimentVecs_auxMean[2]) ); // 'y_3' in paper
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05, experiment 2:"
<< "\n *(experimentVecs_original[2]) = " << *(experimentVecs_original[2])
<< "\n *(experimentVecs_auxMean[2]) = " << *(experimentVecs_auxMean[2])
<< "\n simulationModel.etaSeq_allStd() = " << simulationModel.etaSeq_allStd()
<< "\n *(experimentVecs_transformed[2]) = " << *(experimentVecs_transformed[2])
<< std::endl;
}
(*(experimentMats_original[2]))(0,0) = 1.;
(*(experimentMats_original[2]))(1,1) = 1.;
(*(experimentMats_original[2]))(2,2) = 1.;
*(experimentMats_transformed[2]) = *(experimentMats_original[2]);
//***********************************************************************
// Finally, add information to the experiment storage
//***********************************************************************
for (unsigned int i = 0; i < paper_n; ++i) {
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05"
<< ": calling experimentStoragePtr->addExperiment() for experiment of id '" << i << "'..."
<< std::endl;
}
experimentStoragePtr->addExperiment(*(experimentScenarios_standard[i]),*(experimentVecs_transformed[i]),*(experimentMats_transformed[i]));
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute(), step 05"
<< ": returned from experimentStoragePtr->addExperiment() for experiment of id '" << i << "'"
<< std::endl;
}
}
//***********************************************************************
// Step 06 of 09: Instantiate the experiment model
// User has to provide 'D' matrices
// User has to interpolate 'K_eta' matrix in order to form 'K_i' matrices
// 'K_eta' is 'Ksim' in the GPMSA tower example document (page 9)
// 'K_i' is 'Kobs' in the GPMSA tower example document (page 9)
//***********************************************************************
unsigned int paper_p_delta = 13; // number of experiment basis; 'p_delta' in paper; 13 in tower example
//***********************************************************************
// Form and compute 'DsimMat'
// Not mentioned in the paper
// 'Dsim' in the GPMSA tower example document (page 11)
//***********************************************************************
double kernelSigma = 2.;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paper_p_delta_space(env, "paper_p_delta_space", paper_p_delta, NULL);
uqGslVectorClass kernelCenters(paper_p_delta_space.zeroVector());
for (unsigned int i = 1; i < paper_p_delta; ++i) { // Yes, '1'
kernelCenters[i] = kernelSigma*((double) i);
}
uqGslMatrixClass DsimMat(env,paper_n_eta_space.map(),paper_p_delta); // Important matrix (not mentioned on paper)
uqGslVectorClass DsimCol(paper_n_eta_space.zeroVector());
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> oneDSpace(env, "oneDSpace", 1, NULL);
uqGslVectorClass oneDVec(oneDSpace.zeroVector());
uqGslMatrixClass oneDMat(oneDSpace.zeroVector());
oneDMat(0,0) = kernelSigma*kernelSigma;
for (unsigned int colId = 0; colId < DsimMat.numCols(); ++colId) {
oneDVec[0] = kernelCenters[colId];
uqGaussianJointPdfClass<uqGslVectorClass,uqGslMatrixClass> kernelPdf("",oneDSpace,oneDVec,oneDMat);
for (unsigned int rowId = 0; rowId < paper_n_eta; ++rowId) {
oneDVec[0] = extraSimulationGridVec[rowId];
DsimCol[rowId] = kernelPdf.actualValue(oneDVec,NULL,NULL,NULL,NULL);
}
DsimMat.setColumn(colId,DsimCol);
}
//***********************************************************************
// Populate information regarding experiment 'i'
// 'D_{i+1}' in the paper
// 'Dobs' in the GPMSA tower example document (page 11)
//***********************************************************************
DobsMats.resize(paper_n, (uqGslMatrixClass*) NULL); // Important matrices (D_i's on paper)
for (unsigned int i = 0; i < paper_n; ++i) {
DobsMats[i] = new uqGslMatrixClass(env,experimentSpaces[i]->map(),paper_p_delta); // 'D_{i+1}' in paper
uqGslVectorClass DobsCol(experimentSpaces[i]->zeroVector());
for (unsigned int colId = 0; colId < DobsMats[i]->numCols(); ++colId) {
oneDVec[0] = kernelCenters[colId];
uqGaussianJointPdfClass<uqGslVectorClass,uqGslMatrixClass> kernelPdf("",oneDSpace,oneDVec,oneDMat);
for (unsigned int rowId = 0; rowId < DobsCol.sizeLocal(); ++rowId) {
oneDVec[0] = (*(extraExperimentGridVecs[1]))[rowId];
DobsCol[rowId] = kernelPdf.actualValue(oneDVec,NULL,NULL,NULL,NULL);
}
DobsMats[i]->setColumn(colId,DobsCol);
}
}
//***********************************************************************
// Normalize 'DsimMat' and all 'DobsMats'
//***********************************************************************
uqGslMatrixClass DsimMatTranspose(env,paper_p_delta_space.map(),paper_n_eta);
DsimMatTranspose.fillWithTranspose(0,0,DsimMat,true,true);
double Dmax = (DsimMat * DsimMatTranspose).max();
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute()"
<< ": Dmax = " << Dmax
<< std::endl;
}
DsimMat /= std::sqrt(Dmax);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
DsimMat.setPrintHorizontally(false);
*env.subDisplayFile() << "In compute()"
<< ": 'DsimMat'"
<< ", nRows = " << DsimMat.numRowsLocal()
<< ", nCols = " << DsimMat.numCols()
<< ", contents =\n " << DsimMat
<< std::endl;
}
for (unsigned int i = 0; i < paper_n; ++i) {
*(DobsMats[i]) /= std::sqrt(Dmax);
DobsMats[i]->setPrintHorizontally(false);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute()"
<< ": 'DobsMats', i = " << i
<< ", nRows = " << DobsMats[i]->numRowsLocal()
<< ", nCols = " << DobsMats[i]->numCols()
<< ", contents =\n" << *(DobsMats[i])
<< std::endl;
}
}
//***********************************************************************
// Compute 'K_i' matrices
// 'Kobs' in the GPMSA tower example document (page 9)
//***********************************************************************
Kmats_interp_spaces.resize(paper_n, (uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>*) NULL);
Kmats_interp.resize (paper_n, (uqGslMatrixClass*) NULL); // Important matrices (K_i's on paper)
for (unsigned int i = 0; i < paper_n; ++i) {
Kmats_interp_spaces[i] = new uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass>(env,"Kmats_interp_spaces_",experimentStoragePtr->n_ys_transformed()[i],NULL);
Kmats_interp [i] = new uqGslMatrixClass(env,Kmats_interp_spaces[i]->map(),paper_p_eta);
Kmats_interp [i]->matlabLinearInterpExtrap(extraSimulationGridVec,simulationModel.Kmat_eta(),*(extraExperimentGridVecs[i])); // Important matrix (K_eta on paper)
Kmats_interp[i]->setPrintHorizontally(false);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute()"
<< ": 'Kmats_interp', i = " << i
<< ", nRows = " << Kmats_interp[i]->numRowsLocal()
<< ", nCols = " << Kmats_interp[i]->numCols()
<< ", contents =\n" << *(Kmats_interp[i])
<< std::endl;
}
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": finished computing 'K_i' matrices"
<< std::endl;
}
//***********************************************************************
// The constructor below will read from the options file:
// --> the 'G' values (a total of 'F' of them); 'Gs' in paper; G[0] = 13 in tower example
// --> 'F' in paper = number of groups of experiment basis; 1 in tower example
//***********************************************************************
experimentModelPtr = new uqExperimentModelClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>("", // prefix
NULL, // options values
*experimentStoragePtr,
DobsMats,
Kmats_interp);
paramPriorRvPtr = new uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass>("prior_",paramDomain);
//uqGslVectorClass meanVec(paper_p_t_space.zeroVector());
//meanVec[0] = 0.5;
//uqGslMatrixClass covaMat(paper_p_t_space.zeroVector());
//covaMat(0,0) = 100.;
//paramPriorRvPtr = new uqGaussianVectorRVClass<uqGslVectorClass,uqGslMatrixClass>("prior_",paramDomain/*paper_p_t_space*/,meanVec,covaMat);
} // if (useExperiments)
//***********************************************************************
// Step 07 of 09: Instantiate the GPMSA computer model
//***********************************************************************
uqGpmsaComputerModelClass<uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass,uqGslVectorClass,uqGslMatrixClass>* gcm;
gcm = new uqGpmsaComputerModelClass<uqGslVectorClass,uqGslMatrixClass,
uqGslVectorClass,uqGslMatrixClass,
uqGslVectorClass,uqGslMatrixClass,
uqGslVectorClass,uqGslMatrixClass>
("",
NULL,
simulationStorage,
simulationModel,
experimentStoragePtr, // pass "NULL" if there is no experimental data available
experimentModelPtr, // pass "NULL" if there is no experimental data available
paramPriorRvPtr); // pass "NULL" if there is no experimental data available
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": finished instantiating 'gcm'"
<< ", gcm->totalSpace().dimLocal() = " << gcm->totalSpace().dimLocal()
<< std::endl;
}
//***********************************************************************
// Step 08 of 09: Calibrate the computer model
//***********************************************************************
uqGslVectorClass totalInitialVec(gcm->totalSpace().zeroVector());
gcm->totalPriorRv().realizer().realization(totalInitialVec); // todo_r
uqGslVectorClass diagVec(gcm->totalSpace().zeroVector());
diagVec.cwSet(0.25);
if (useExperiments) {
#if 1
// Use same initial values as matlab code, for debug
totalInitialVec[ 0] = 2.9701e+04; // lambda_eta = lamWOs
totalInitialVec[ 1] = 1.; // lambda_w_1 = lamUz
totalInitialVec[ 2] = 1.; // lambda_w_2 =
totalInitialVec[ 3] = std::exp(-0.1*0.25); // rho_w_1_1 = exp(-model.betaU.*(0.5^2));
totalInitialVec[ 4] = std::exp(-0.1*0.25); // rho_w_1_2 =
totalInitialVec[ 5] = std::exp(-0.1*0.25); // rho_w_2_1 =
totalInitialVec[ 6] = std::exp(-0.1*0.25); // rho_w_2_2 =
totalInitialVec[ 7] = 1000.; // lambda_s_1 = lamWs
totalInitialVec[ 8] = 1000.; // lambda_s_2 =
totalInitialVec[ 9] = 999.999; // lambda_y = lamOs
totalInitialVec[10] = 20.; // lambda_v_1 = lamVz
totalInitialVec[11] = std::exp(-0.1*0.25); // rho_v_1_1 = betaV
totalInitialVec[12] = 0.5; // theta_1 = theta
#endif
diagVec[ 0] = 2500.; // lambda_eta = lamWOs
diagVec[ 1] = 0.09; // lambda_w_1 = lamUz
diagVec[ 2] = 0.09; // lambda_w_2 =
diagVec[ 3] = 0.01; // rho_w_1_1 = betaU
diagVec[ 4] = 0.01; // rho_w_1_2 =
diagVec[ 5] = 0.01; // rho_w_2_1 =
diagVec[ 6] = 0.01; // rho_w_2_2 =
diagVec[ 7] = 2500.; // lambda_s_1 = lamWs
diagVec[ 8] = 2500; // lambda_s_2 =
diagVec[ 9] = 2500; // lambda_y = lamOs
diagVec[10] = 2500; // lambda_v_1 = lamVz
diagVec[11] = 0.01; // rho_v_1_1 = betaV
diagVec[12] = 100.; // theta_1 = theta
}
else {
#if 1
// Use same initial values as matlab code, for debug
totalInitialVec[ 0] = 2.9701e+04; // lambda_eta = lamWOs
totalInitialVec[ 1] = 1.; // lambda_w_1 = lamUz
totalInitialVec[ 2] = 1.; // lambda_w_2 =
totalInitialVec[ 3] = std::exp(-0.1*0.25); // rho_w_1_1 = exp(-model.betaU.*(0.5^2));
totalInitialVec[ 4] = std::exp(-0.1*0.25); // rho_w_1_2 =
totalInitialVec[ 5] = std::exp(-0.1*0.25); // rho_w_2_1 =
totalInitialVec[ 6] = std::exp(-0.1*0.25); // rho_w_2_2 =
totalInitialVec[ 7] = 1000.; // lambda_s_1 = lamWs
totalInitialVec[ 8] = 1000.; // lambda_s_2 =
#endif
diagVec[ 0] = 2500.; // lambda_eta = lamWOs
diagVec[ 1] = 0.09; // lambda_w_1 = lamUz
diagVec[ 2] = 0.09; // lambda_w_2 =
diagVec[ 3] = 0.01; // rho_w_1_1 = betaU
diagVec[ 4] = 0.01; // rho_w_1_2 =
diagVec[ 5] = 0.01; // rho_w_2_1 =
diagVec[ 6] = 0.01; // rho_w_2_2 =
diagVec[ 7] = 2500.; // lambda_s_1 = lamWs
diagVec[ 8] = 2500; // lambda_s_2 =
}
uqGslMatrixClass totalInitialProposalCovMatrix(diagVec); // todo_r
if (useML) {
gcm->calibrateWithBayesMLSampling();
}
else {
gcm->calibrateWithBayesMetropolisHastings(NULL,totalInitialVec,&totalInitialProposalCovMatrix);
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": finished calibrating 'gcm'"
<< std::endl;
}
//***********************************************************************
// Step 09 of 09: Make predictions with the calibrated computer model
// Substep 09a: predict 'v' and 'u' weights
// Substep 09b: predict 'w' weights
// Substep 09c: predict new experiment results
// Substep 09d: predict new simulation outputs
//***********************************************************************
unsigned int dim1 = 16;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> predictionGrid1Space(env, "predictionGrid1_", dim1, NULL);
uqGslVectorClass predictionGrid1Vec(predictionGrid1Space.zeroVector());
for (unsigned int i = 0; i < dim1; ++i) {
predictionGrid1Vec[i] = ((double) i)/((double) (dim1-1));
}
unsigned int dim2 = 16;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> predictionGrid2Space(env, "predictionGrid2_", dim2, NULL);
uqGslVectorClass predictionGrid2Vec(predictionGrid2Space.zeroVector());
for (unsigned int j = 0; j < dim2; ++j) {
predictionGrid2Vec[j] = ((double) j)/((double) (dim2-1));
}
if (env.fullRank() == 0) { // Yes, only one processor in all 'full' communicator
std::set<unsigned int> tmpSet;
tmpSet.insert(0);
predictionGrid1Vec.subWriteContents("towerPredictionGrid1", // varNamePrefix,
"predictionGrid1",
"m",
tmpSet); // allowedSubEnvIds
predictionGrid2Vec.subWriteContents("towerPredictionGrid2", // varNamePrefix,
"predictionGrid2",
"m",
tmpSet); // allowedSubEnvIds
}
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paper_p_eta_space(env, "paper_p_eta_", paper_p_eta, NULL); // = gcm->unique_u_space() or gcm->unique_w_space()
if (useExperiments) {
#if 1 // Might put '0' while code is not finished
//***********************************************************************
// Substep 09a of 09: Predict 'v' and 'u' weights
//***********************************************************************
uqGslVectorClass tmpExperimentScenarioVec (paper_p_x_space.zeroVector());
uqGslVectorClass tmpSimulationParameterVec(paper_p_t_space.zeroVector());
unsigned int paper_p_delta = 13; // todo_rr: repeated
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paper_p_delta_space(env, "paper_p_delta_space", paper_p_delta, NULL); // todo_rr: repeated // = gcm_unique_v_space()
std::vector<uqGslMatrixClass* > predictionGridVMats(paper_p_delta,NULL);
for (unsigned int k = 0; k < paper_p_delta; ++k) {
predictionGridVMats[k] = new uqGslMatrixClass(predictionGrid1Space.zeroVector());
}
std::vector<uqGslMatrixClass* > predictionGridUMats(paper_p_eta,NULL);
for (unsigned int k = 0; k < paper_p_eta; ++k) {
predictionGridUMats[k] = new uqGslMatrixClass(predictionGrid1Space.zeroVector());
}
uqGslVectorClass vuMeanVec (gcm->unique_vu_space().zeroVector());
uqGslMatrixClass vuCovMatrix(gcm->unique_vu_space().zeroVector());
uqGslVectorClass vMeanVec (paper_p_delta_space.zeroVector());
uqGslMatrixClass vCovMatrix (paper_p_delta_space.zeroVector());
uqGslVectorClass uMeanVec (paper_p_eta_space.zeroVector());
uqGslMatrixClass uCovMatrix (paper_p_eta_space.zeroVector());
for (unsigned int i = 0; i < dim1; ++i) {
tmpExperimentScenarioVec[0] = predictionGrid1Vec[i];
for (unsigned int j = 0; j < dim2; ++j) {
tmpSimulationParameterVec[0] = predictionGrid2Vec[j];
#if 1
gcm->predictVUsAtGridPoint(tmpExperimentScenarioVec,
tmpSimulationParameterVec,
vuMeanVec,
vuCovMatrix,
vMeanVec,
vCovMatrix,
uMeanVec,
uCovMatrix);
#endif
for (unsigned int k = 0; k < paper_p_delta; ++k) {
(*predictionGridVMats[k])(i,j) = vMeanVec[k];
}
for (unsigned int k = 0; k < paper_p_eta; ++k) {
(*predictionGridUMats[k])(i,j) = uMeanVec[k];
}
}
}
if (env.fullRank() == 0) { // Yes, only one processor in all 'full' communicator
std::set<unsigned int> tmpSet;
tmpSet.insert(0);
char varNamePrefix[32+1];
char fileName [32+1];
for (unsigned int i = 0; i < paper_p_delta; ++i) {
sprintf(varNamePrefix,"towerV%dmat",i+1);
sprintf(fileName, "v%dmat", i+1);
predictionGridVMats[i]->subWriteContents(varNamePrefix,
fileName,
"m",
tmpSet); // allowedSubEnvIds
}
for (unsigned int i = 0; i < paper_p_eta; ++i) {
sprintf(varNamePrefix,"towerU%dmat",i+1);
sprintf(fileName, "u%dmat", i+1);
predictionGridUMats[i]->subWriteContents(varNamePrefix,
fileName,
"m",
tmpSet); // allowedSubEnvIds
}
}
for (unsigned int i = 0; i < paper_p_eta; ++i) {
delete predictionGridUMats[i];
}
for (unsigned int i = 0; i < paper_p_delta; ++i) {
delete predictionGridVMats[i];
}
#endif // Might put '0'
} // if (useExperiments)
#if 1 // Might put '0' while code is not finished
//***********************************************************************
// Substep 09b of 09: Predict 'w' weights
//***********************************************************************
uqGslVectorClass tmpSimulationScenarioVec (paper_p_x_space.zeroVector());
uqGslVectorClass tmpSimulationParameterVec(paper_p_t_space.zeroVector());
uqGslVectorClass wMeanVec (paper_p_eta_space.zeroVector());
uqGslMatrixClass wCovMatrix(paper_p_eta_space.zeroVector());
#if 0 // For debug only
tmpSimulationScenarioVec [0] = 0.4;
tmpSimulationParameterVec[0] = 0.4;
uqGslVectorClass forcingSampleVecForDebug(gcm->totalSpace().zeroVector());
forcingSampleVecForDebug[ 0] = 2.9700e+04; // lambda_eta = lamWOs
forcingSampleVecForDebug[ 1] = 1.0000; // lambda_w_1 = lamUz
forcingSampleVecForDebug[ 2] = 1.0083; // lambda_w_2 =
forcingSampleVecForDebug[ 3] = std::exp(-0.1004*0.25); // rho_w_1_1 = exp(-model.betaU.*(0.5^2));
forcingSampleVecForDebug[ 4] = std::exp(-0.1022*0.25); // rho_w_1_2 =
forcingSampleVecForDebug[ 5] = std::exp(-0.1013*0.25); // rho_w_2_1 =
forcingSampleVecForDebug[ 6] = std::exp(-0.1011*0.25); // rho_w_2_2 =
forcingSampleVecForDebug[ 7] = 999.5113; // lambda_s_1 = lamWs
forcingSampleVecForDebug[ 8] = 999.3138; // lambda_s_2 =
forcingSampleVecForDebug[ 9] = 996.6176; // lambda_y = lamOs
forcingSampleVecForDebug[10] = 20.0194; // lambda_v_1 = lamVz
forcingSampleVecForDebug[11] = std::exp(-0.1020*0.25); // rho_v_1_1 = betaV
forcingSampleVecForDebug[12] = 0.5000; // theta_1 = theta
gcm->predictWsAtGridPoint(tmpSimulationScenarioVec,
tmpSimulationParameterVec,
&forcingSampleVecForDebug,
wMeanVec,
wCovMatrix);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": for scenario = " << tmpSimulationScenarioVec [0]
<< " and parameter = " << tmpSimulationParameterVec[0]
<< ", wMeanVec = " << wMeanVec
<< ", wCovMatrix = " << wCovMatrix
<< std::endl;
}
env.fullComm().Barrier();
sleep(1);
exit(1);
#endif
std::vector<uqGslMatrixClass* > predictionGridWMats(paper_p_eta,NULL);
for (unsigned int k = 0; k < paper_p_eta; ++k) {
predictionGridWMats[k] = new uqGslMatrixClass(env,predictionGrid1Space.map(),dim2);
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": beginning loop on predictions"
<< ", dim1 = " << dim1
<< ", dim2 = " << dim2
<< std::endl;
}
for (unsigned int i = 0; i < dim1; ++i) {
tmpSimulationScenarioVec[0] = predictionGrid1Vec[i];
for (unsigned int j = 0; j < dim2; ++j) {
tmpSimulationParameterVec[0] = predictionGrid2Vec[j];
struct timeval timevalBeforePredict;
int iRC = gettimeofday(&timevalBeforePredict, NULL);
if (iRC) {}; // just to remove compiler warning
gcm->predictWsAtGridPoint(tmpSimulationScenarioVec,
tmpSimulationParameterVec,
NULL,
wMeanVec,
wCovMatrix);
double predictTime = uqMiscGetEllapsedSeconds(&timevalBeforePredict);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 3)) {
*env.subDisplayFile() << "In compute()"
<< ": looping on predictions"
<< ", i = " << i << " < " << dim1
<< ", j = " << j << " < " << dim2
<< ", returned from 'gcm->predictWsAtGridPoint()' after " << predictTime << " seconds"
<< std::endl;
}
for (unsigned int k = 0; k < paper_p_eta; ++k) {
(*predictionGridWMats[k])(i,j) = wMeanVec[k];
}
}
}
if (env.fullRank() == 0) { // Yes, only one processor in all 'full' communicator
std::set<unsigned int> tmpSet;
tmpSet.insert(0);
char varNamePrefix[32+1];
char fileName [32+1];
for (unsigned int i = 0; i < paper_p_eta; ++i) {
sprintf(varNamePrefix,"towerW%dmat",i+1);
sprintf(fileName, "w%dmat", i+1);
predictionGridWMats[i]->subWriteContents(varNamePrefix,
fileName,
"m",
tmpSet); // allowedSubEnvIds
}
}
for (unsigned int i = 0; i < paper_p_eta; ++i) {
delete predictionGridWMats[i];
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In compute()"
<< ": finished making predictions"
<< std::endl;
}
#endif // Might put '0'
#if 0 // Might put '0' while code is not finished
//***********************************************************************
// Substep 09c of 09: Predict new experiment results
//***********************************************************************
uqGslVectorClass newExperimentScenarioVec(paper_p_x_space.zeroVector()); // todo_rr
uqGslMatrixClass newKmat_interp (env,paper_n_eta_space.map(),paper_p_eta); // todo_rr
uqGslMatrixClass newDmat (env,paper_n_eta_space.map(),paper_p_delta); // todo_rr
uqGslVectorClass simulationOutputMeanVec (paper_n_eta_space.zeroVector()); // Yes, size of simulation, since it is a prediction using the emulator
uqGslVectorClass discrepancyMeanVec (paper_n_eta_space.zeroVector());
gcm->predictExperimentResults(newExperimentScenarioVec,newKmat_interp,newDmat,simulationOutputMeanVec,discrepancyMeanVec);
//***********************************************************************
// Substep 09d of 09: Predict new simulation outputs
//***********************************************************************
uqGslVectorClass newSimulationScenarioVec (paper_p_x_space.zeroVector ()); // todo_rr
uqGslVectorClass newSimulationParameterVec(paper_p_t_space.zeroVector ()); // todo_rr
uqGslVectorClass simulationOutputMeanVec2 (paper_n_eta_space.zeroVector());
gcm->predictSimulationOutputs(newSimulationScenarioVec,newSimulationParameterVec,simulationOutputMeanVec2);
#endif // Might put '0'
//***********************************************************************
// Clean memory
//***********************************************************************
env.fullComm().Barrier();
delete paramPriorRvPtr;
delete experimentModelPtr;
delete experimentStoragePtr;
for (unsigned int i = 0; i < paper_n; ++i) {
delete Kmats_interp [i];
delete Kmats_interp_spaces[i];
}
for (unsigned int i = 0; i < paper_m; ++i) {
delete outputVecs [i];
delete paramVecs [i];
delete simulationScenarios[i];
}
for (unsigned int i = 0; i < paper_n; ++i) {
delete experimentMats_transformed [i];
delete experimentMats_original [i];
delete experimentVecs_transformed [i];
delete experimentVecs_original [i];
delete experimentSpaces [i];
delete experimentScenarios_standard[i];
delete experimentScenarios_original[i];
}
delete gcm;
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving compute()"
<< std::endl;
}
return;
}
void solveSip(const uqFullEnvironmentClass& env, bool useML)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 1;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass bVec(paramSpace.zeroVector());
bVec[0] = 0.045213;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int nAll = 100000;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpaceAll(env, "data_", nAll, NULL);
double sigmaTotal = bVec[0]/2.;
std::set<unsigned int> tmpSet;
tmpSet.insert(env.subId());
uqGslVectorClass ySamplesAll(dataSpaceAll.zeroVector());
ySamplesAll.subReadContents("input/dataPoints",
"m",
tmpSet);
unsigned int numCases = 5;
std::vector<unsigned int> ns(numCases,0);
ns[0] = 1;
ns[1] = 10;
ns[2] = 100;
ns[3] = 500;
ns[4] = 1000;
for (unsigned int caseId = 0; caseId < numCases; ++caseId) {
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", ns[caseId], NULL);
uqGslVectorClass ySamples(dataSpace.zeroVector());
for (unsigned int i = 0; i < ns[caseId]; ++i) {
ySamples[i] = ySamplesAll[i];
}
struct likelihoodDataStruct likelihoodData;
likelihoodData.bVec = &bVec;
likelihoodData.sigmaTotal = sigmaTotal;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain);
uqGenericVectorRVClass<uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
char prefixStr[16+1];
sprintf(prefixStr,"sip%d_",caseId+1);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip(prefixStr, NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n caseId = " << caseId
<< "\n prefixStr = " << prefixStr
<< "\n p = " << p
<< "\n bVec = " << bVec
<< "\n ns[caseId] = " << ns[caseId]
<< "\n sigmaTotal = " << sigmaTotal
<< "\n ySamples = " << ySamples
<< "\n useML = " << useML
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 0.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 1.;
if (useML) {
sip.solveWithBayesMLSampling();
}
else {
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
}
} // for caseId
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}
void solveSip(const uqFullEnvironmentClass& env, bool useML)
{
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Entering solveSip()..."
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 1 of 5: Instantiate the parameter space
////////////////////////////////////////////////////////
unsigned int p = 1;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> paramSpace(env, "param_", p, NULL);
uqGslVectorClass aVec(paramSpace.zeroVector());
aVec[0] = 126831.7;
uqGslVectorClass bVec(paramSpace.zeroVector());
bVec[0] = 112136.1;
////////////////////////////////////////////////////////
// Step 2 of 5: Instantiate the parameter domain
////////////////////////////////////////////////////////
//uqGslVectorClass paramMins (paramSpace.zeroVector());
//uqGslVectorClass paramMaxs (paramSpace.zeroVector());
//paramMins [0] = -1.e+16;
//paramMaxs [0] = 1.e+16;
//paramMins [1] = -1.e+16;
//paramMaxs [1] = 1.e+16;
//uqBoxSubsetClass<uqGslVectorClass,uqGslMatrixClass> paramDomain("param_",paramSpace,paramMins,paramMaxs);
uqVectorSetClass<uqGslVectorClass,uqGslMatrixClass>* paramDomain = ¶mSpace;
////////////////////////////////////////////////////////
// Step 3 of 5: Instantiate the likelihood function object
////////////////////////////////////////////////////////
unsigned int n = 400;
uqVectorSpaceClass<uqGslVectorClass,uqGslMatrixClass> dataSpace(env, "data_", n, NULL);
double sigmaTotal = 4229.55;
std::set<unsigned int> tmpSet;
tmpSet.insert(env.subId());
uqGslVectorClass ySamples(dataSpace.zeroVector());
ySamples.subReadContents("input/dataPoints",
"m",
tmpSet);
struct likelihoodDataStruct likelihoodData;
likelihoodData.aVec = &aVec;
likelihoodData.bVec = &bVec;
likelihoodData.sigmaTotal = sigmaTotal;
likelihoodData.ySamples = &ySamples;
uqGenericScalarFunctionClass<uqGslVectorClass,uqGslMatrixClass>
likelihoodFunctionObj("like_",
*paramDomain,
likelihoodRoutine,
(void *) &likelihoodData,
true); // routine computes [ln(function)]
////////////////////////////////////////////////////////
// Step 4 of 5: Instantiate the inverse problem
////////////////////////////////////////////////////////
uqUniformVectorRVClass<uqGslVectorClass,uqGslMatrixClass> priorRv("prior_", *paramDomain);
uqGenericVectorRVClass<uqGslVectorClass,uqGslMatrixClass> postRv ("post_", paramSpace);
uqStatisticalInverseProblemClass<uqGslVectorClass,uqGslMatrixClass> sip("sip_", NULL, priorRv, likelihoodFunctionObj, postRv);
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "In solveSip():"
<< "\n p = " << p
<< "\n aVec = " << aVec
<< "\n bVec = " << bVec
<< "\n n = " << n
<< "\n sigmaTotal = " << sigmaTotal
<< "\n ySamples = " << ySamples
<< "\n useML = " << useML
<< std::endl;
}
////////////////////////////////////////////////////////
// Step 5 of 5: Solve the inverse problem
////////////////////////////////////////////////////////
uqGslVectorClass initialValues(paramSpace.zeroVector());
initialValues[0] = 0.;
uqGslMatrixClass proposalCovMat(paramSpace.zeroVector());
proposalCovMat(0,0) = 1.;
if (useML) {
sip.solveWithBayesMLSampling();
}
else {
sip.solveWithBayesMetropolisHastings(NULL,initialValues,&proposalCovMat);
}
if ((env.subDisplayFile()) && (env.displayVerbosity() >= 2)) {
*env.subDisplayFile() << "Leaving solveSip()"
<< std::endl;
}
return;
}