Example #1
0
double likelihoodRoutine(
  const QUESO::GslVector& paramValues,
  const QUESO::GslVector* paramDirection,
  const void*             functionDataPtr,
  QUESO::GslVector*       gradVector,
  QUESO::GslMatrix*       hessianMatrix,
  QUESO::GslVector*       hessianEffect)
{
  likelihoodCounter++;

  if (paramDirection  ||
      functionDataPtr ||
      gradVector      ||
      hessianMatrix   ||
      hessianEffect) {}; // just to remove compiler warning

    double returnValue = 0.;
    double x = paramValues[0];
    double mean1  = 10.;
    double sigma1 = 1.;
    double y1 = (x-mean1)*(x-mean1)/(2.*sigma1*sigma1);
    double z1 = (1./sigma1/sqrt(2*M_PI))*exp(-y1);

    double mean2  = 100.;
    double sigma2 = 5.;
    double y2 = (x-mean2)*(x-mean2)/(2.*sigma2*sigma2);
    double z2 = (1./sigma2/sqrt(2*M_PI))*exp(-y2);

    double resultValue = -2*log((z1+2.*z2)/3.);

    if (resultValue == INFINITY) {
      //std::cerr << "WARNING In likelihoodRoutine"
      //          << ", fullRank "       << paramValues.env().fullRank()
      //          << ", subEnvironment " << paramValues.env().subId()
      //          << ", subRank "        << paramValues.env().subRank()
      //          << ", inter0Rank "     << paramValues.env().inter0Rank()
      //          << ": x = "            << x
      //          << ", z1 = "           << z1
      //          << ", z2 = "           << z2
      //          << ", resultValue = "  << resultValue
      //          << std::endl;
      resultValue = 1040.;
    }

    returnValue = -.5*resultValue;


  if (paramValues.env().exceptionalCircumstance()) {
    if ((paramValues.env().subDisplayFile()       ) &&
        (paramValues.env().displayVerbosity() > 0)) { // detailed output debug
      *paramValues.env().subDisplayFile() << "Leaving likelihood function"
                                          << ": paramValues = " << paramValues
                                          << ", returnValue = " << returnValue
                                          << std::endl;
    }
  }

  return returnValue;
}
Example #2
0
void
qoiRoutine(
  const QUESO::GslVector&                    paramValues,
  const QUESO::GslVector*                    paramDirection,
  const void*                                functionDataPtr,
        QUESO::GslVector&                    qoiValues,
        QUESO::DistArray<QUESO::GslVector*>* gradVectors,
        QUESO::DistArray<QUESO::GslMatrix*>* hessianMatrices,
        QUESO::DistArray<QUESO::GslVector*>* hessianEffects)
{
  // Logic just to avoid warnings from INTEL compiler
  const QUESO::GslVector* aux1 = paramDirection;
  if (aux1) {};
  QUESO::DistArray<QUESO::GslVector*>* aux2 = gradVectors;
  if (aux2) {};
  aux2 = hessianEffects;
  QUESO::DistArray<QUESO::GslMatrix*>* aux3 = hessianMatrices;
  if (aux3) {};

  // Just checking: the user, at the application level, expects
  // vector 'paramValues' to have size 2 and
  // vector 'qoiValues' to have size 1.
  UQ_FATAL_TEST_MACRO(paramValues.sizeGlobal() != 2,
                      QUESO::UQ_UNAVAILABLE_RANK,
                      "qoiRoutine()",
                      "paramValues vector does not have size 2");

  UQ_FATAL_TEST_MACRO(qoiValues.sizeGlobal() != 1,
                      QUESO::UQ_UNAVAILABLE_RANK,
                      "qoiRoutine()",
                      "qoiValues vector does not have size 1");

  // Actual code
  //
  // This code exemplifies multiple Monte Carlo solvers, each calling this qoi routine. 
  // In this simple example, only node 0 in each sub-environment does the job even though 
  // there might be more than one node per sub-environment.
  // In a more realistic situation, if the user is asking for multiple nodes per sub-
  // environment, then the model code in the qoi routine might really demand more than one
  // node. Here we use 'env.subRank()' only. A realistic application might want to use 
  // either 'env.subComm()' or 'env.subComm().Comm()'.
  
  const QUESO::BaseEnvironment& env = paramValues.env();
  if (env.subRank() == 0) {
    double coef1 = ((qoiRoutine_DataType *) functionDataPtr)->coef1;
    double coef2 = ((qoiRoutine_DataType *) functionDataPtr)->coef2;
    qoiValues[0] = (coef1*paramValues[0] + coef2*paramValues[1]);
  }
  else {
    qoiValues[0] = 0.;
  }
  
  return;
}
Example #3
0
void qoiRoutine(
    const QUESO::GslVector&                    paramValues,
    const QUESO::GslVector*                    paramDirection,
    const void*                                functionDataPtr,
    QUESO::GslVector&                    qoiValues,
    QUESO::DistArray<QUESO::GslVector*>* gradVectors,
    QUESO::DistArray<QUESO::GslMatrix*>* hessianMatrices,
    QUESO::DistArray<QUESO::GslVector*>* hessianEffects)
{
    //logic to avoid warnings from intel compiler
    const QUESO::GslVector* aux1 = paramDirection;
    if (aux1) {};
    QUESO::DistArray<QUESO::GslVector*>* aux2 = gradVectors;
    if (aux2) {};
    aux2 = hessianEffects;
    QUESO::DistArray<QUESO::GslMatrix*>* aux3 = hessianMatrices;
    if (aux3) {};

    //checking size of paramValues and qoiValues
    //both should be size 1
    UQ_FATAL_TEST_MACRO(paramValues.sizeGlobal() != 1,
                        QUESO::UQ_UNAVAILABLE_RANK,
                        "qoiRoutine()",
                        "paramValues vector does not have size 1");

    UQ_FATAL_TEST_MACRO(qoiValues.sizeGlobal() != 1,
                        QUESO::UQ_UNAVAILABLE_RANK,
                        "qoiRoutine()",
                        "qoiValues vector does not have size 1");

//compute qoi
    const QUESO::BaseEnvironment& env = paramValues.env();
    if(env.subRank() == 0) {
        double coef1 = ((qoiRoutine_DataType *) functionDataPtr)->coef1;
        qoiValues[0] = coef1*paramValues[0];
    }
    else {
        qoiValues[0] = 0.;
    }

    return;
}
Example #4
0
// The actual (user defined) qoi routine
void qoiRoutine(const QUESO::GslVector&                    paramValues,
                const QUESO::GslVector*                    paramDirection,
                const void*                                functionDataPtr,
                      QUESO::GslVector&                    qoiValues,
                      QUESO::DistArray<QUESO::GslVector*>* gradVectors,
                      QUESO::DistArray<QUESO::GslMatrix*>* hessianMatrices,
                      QUESO::DistArray<QUESO::GslVector*>* hessianEffects)
{
  if (paramDirection  &&
      functionDataPtr && 
      gradVectors     &&
      hessianMatrices &&
      hessianEffects) {
    // Just to eliminate INTEL compiler warnings
  }

  double A             = paramValues[0];
  double E             = paramValues[1];
  double beta          = ((qoiRoutine_Data *) functionDataPtr)->m_beta;
  double criticalMass  = ((qoiRoutine_Data *) functionDataPtr)->m_criticalMass;
  double criticalTime  = ((qoiRoutine_Data *) functionDataPtr)->m_criticalTime;

  double params[]={A,E,beta};
      	
  // integration
  const gsl_odeiv_step_type *T   = gsl_odeiv_step_rkf45; //rkf45; //gear1;
        gsl_odeiv_step      *s   = gsl_odeiv_step_alloc(T,1);
        gsl_odeiv_control   *c   = gsl_odeiv_control_y_new(1e-6,0.0);
        gsl_odeiv_evolve    *e   = gsl_odeiv_evolve_alloc(1);
        gsl_odeiv_system     sys = {func, NULL, 1, (void *)params}; 
	
  double temperature = 0.1;
  double h = 1e-3;
  double Mass[1];
  Mass[0]=1.;
  
  double temperature_old = 0.;
  double M_old[1];
  M_old[0]=1.;
	
  double crossingTemperature = 0.;
  //unsigned int loopSize = 0;
  while ((temperature < criticalTime*beta) &&
         (Mass[0]     > criticalMass     )) {
    int status = gsl_odeiv_evolve_apply(e, c, s, &sys, &temperature, criticalTime*beta, &h, Mass);
    UQ_FATAL_TEST_MACRO((status != GSL_SUCCESS),
                        paramValues.env().fullRank(),
                        "qoiRoutine()",
                        "gsl_odeiv_evolve_apply() failed");
    //printf("t = %6.1lf, mass = %10.4lf\n",t,Mass[0]);
    //loopSize++;

    if (Mass[0] <= criticalMass) {
      crossingTemperature = temperature_old + (temperature - temperature_old) * (M_old[0]-criticalMass)/(M_old[0]-Mass[0]);
    }
		
    temperature_old=temperature;
    M_old[0]=Mass[0];
  }

  if (criticalMass > 0.) qoiValues[0] = crossingTemperature/beta; // QoI = time to achieve critical mass
  if (criticalTime > 0.) qoiValues[0] = Mass[0];                  // QoI = mass fraction remaining at critical time
	
  //printf("loopSize = %d\n",loopSize);
  if ((paramValues.env().displayVerbosity() >= 3) && (paramValues.env().fullRank() == 0)) {
    printf("In qoiRoutine(), A = %g, E = %g, beta = %.3lf, criticalTime = %.3lf, criticalMass = %.3lf: qoi = %lf.\n",A,E,beta,criticalTime,criticalMass,qoiValues[0]);
  }

  gsl_odeiv_evolve_free (e);
  gsl_odeiv_control_free(c);
  gsl_odeiv_step_free   (s);

  return;
}
Example #5
0
double
Likelihood<V, M>::lnValue(const QUESO::GslVector & paramValues) const
{
  double resultValue = 0.;

  m_env.subComm().Barrier();
  //env.syncPrintDebugMsg("Entering likelihoodRoutine()",1,env.fullComm());

  // Compute likelihood for scenario 1
  double betaTest = m_beta1;
  if (betaTest) {
    double A                       = paramValues[0];
    double E                       = paramValues[1];
    double beta                    = m_beta1;
    double variance                = m_variance1;
    const std::vector<double>& Te  = m_Te1;
    const std::vector<double>& Me  = m_Me1;
    std::vector<double> Mt(Me.size(),0.);

    double params[]={A,E,beta};

    // integration
    const gsl_odeiv_step_type *T   = gsl_odeiv_step_rkf45; //rkf45; //gear1;
          gsl_odeiv_step      *s   = gsl_odeiv_step_alloc(T,1);
          gsl_odeiv_control   *c   = gsl_odeiv_control_y_new(1e-6,0.0);
          gsl_odeiv_evolve    *e   = gsl_odeiv_evolve_alloc(1);
          gsl_odeiv_system     sys = {func, NULL, 1, (void *)params};

    double t = 0.1, t_final = 1900.;
    double h = 1e-3;
    double Mass[1];
    Mass[0]=1.;

    unsigned int i = 0;
    double t_old = 0.;
    double M_old[1];
    M_old[0]=1.;

    double misfit=0.;
    //unsigned int loopSize = 0;
    while ((t < t_final) && (i < Me.size())) {
      int status = gsl_odeiv_evolve_apply(e, c, s, &sys, &t, t_final, &h, Mass);
      UQ_FATAL_TEST_MACRO((status != GSL_SUCCESS),
                          paramValues.env().fullRank(),
                          "likelihoodRoutine()",
                          "gsl_odeiv_evolve_apply() failed");
      //printf("t = %6.1lf, mass = %10.4lf\n",t,Mass[0]);
      //loopSize++;

      while ( (i < Me.size()) && (t_old <= Te[i]) && (Te[i] <= t) ) {
        Mt[i] = (Te[i]-t_old)*(Mass[0]-M_old[0])/(t-t_old) + M_old[0];
        misfit += (Me[i]-Mt[i])*(Me[i]-Mt[i]);
        //printf("%i %lf %lf %lf %lf\n",i,Te[i],Me[i],Mt[i],misfit);
        i++;
      }

      t_old=t;
      M_old[0]=Mass[0];
    }
    resultValue += misfit/variance;

    //printf("loopSize = %d\n",loopSize);
    if ((paramValues.env().displayVerbosity() >= 10) && (paramValues.env().fullRank() == 0)) {
      printf("In likelihoodRoutine(), A = %g, E = %g, beta = %.3lf: misfit = %lf, likelihood = %lf.\n",A,E,beta,misfit,resultValue);
    }

    gsl_odeiv_evolve_free (e);
    gsl_odeiv_control_free(c);
    gsl_odeiv_step_free   (s);
  }

  // Compute likelihood for scenario 2
  betaTest = m_beta2;
  if (betaTest > 0.) {
    double A                       = paramValues[0];
    double E                       = paramValues[1];
    double beta                    = m_beta2;
    double variance                = m_variance2;
    const std::vector<double>& Te  = m_Te2;
    const std::vector<double>& Me  = m_Me2;
    std::vector<double> Mt(Me.size(),0.);

    double params[]={A,E,beta};

    // integration
    const gsl_odeiv_step_type *T   = gsl_odeiv_step_rkf45; //rkf45; //gear1;
          gsl_odeiv_step      *s   = gsl_odeiv_step_alloc(T,1);
          gsl_odeiv_control   *c   = gsl_odeiv_control_y_new(1e-6,0.0);
          gsl_odeiv_evolve    *e   = gsl_odeiv_evolve_alloc(1);
          gsl_odeiv_system     sys = {func, NULL, 1, (void *)params};

    double t = 0.1, t_final = 1900.;
    double h = 1e-3;
    double Mass[1];
    Mass[0]=1.;

    unsigned int i = 0;
    double t_old = 0.;
    double M_old[1];
    M_old[0]=1.;

    double misfit=0.;
    //unsigned int loopSize = 0;
    while ((t < t_final) && (i < Me.size())) {
      int status = gsl_odeiv_evolve_apply(e, c, s, &sys, &t, t_final, &h, Mass);
      UQ_FATAL_TEST_MACRO((status != GSL_SUCCESS),
                          paramValues.env().fullRank(),
                          "likelihoodRoutine()",
                          "gsl_odeiv_evolve_apply() failed");
      //printf("t = %6.1lf, mass = %10.4lf\n",t,Mass[0]);
      //loopSize++;

      while ( (i < Me.size()) && (t_old <= Te[i]) && (Te[i] <= t) ) {
        Mt[i] = (Te[i]-t_old)*(Mass[0]-M_old[0])/(t-t_old) + M_old[0];
        misfit += (Me[i]-Mt[i])*(Me[i]-Mt[i]);
        //printf("%i %lf %lf %lf %lf\n",i,Te[i],Me[i],Mt[i],misfit);
        i++;
      }

      t_old=t;
      M_old[0]=Mass[0];
    }
    resultValue += misfit/variance;

    //printf("loopSize = %d\n",loopSize);
    if ((paramValues.env().displayVerbosity() >= 10) && (paramValues.env().fullRank() == 0)) {
      printf("In likelihoodRoutine(), A = %g, E = %g, beta = %.3lf: misfit = %lf, likelihood = %lf.\n",A,E,beta,misfit,resultValue);
    }

    gsl_odeiv_evolve_free (e);
    gsl_odeiv_control_free(c);
    gsl_odeiv_step_free   (s);
  }

  // Compute likelihood for scenario 3
  betaTest = m_beta3;
  if (betaTest > 0.) {
    double A                       = paramValues[0];
    double E                       = paramValues[1];
    double beta                    = m_beta3;
    double variance                = m_variance3;
    const std::vector<double>& Te  = m_Te3;
    const std::vector<double>& Me  = m_Me3;
    std::vector<double> Mt(Me.size(),0.);

    double params[]={A,E,beta};

    // integration
    const gsl_odeiv_step_type *T   = gsl_odeiv_step_rkf45; //rkf45; //gear1;
          gsl_odeiv_step      *s   = gsl_odeiv_step_alloc(T,1);
          gsl_odeiv_control   *c   = gsl_odeiv_control_y_new(1e-6,0.0);
          gsl_odeiv_evolve    *e   = gsl_odeiv_evolve_alloc(1);
          gsl_odeiv_system     sys = {func, NULL, 1, (void *)params};

    double t = 0.1, t_final = 1900.;
    double h = 1e-3;
    double Mass[1];
    Mass[0]=1.;

    unsigned int i = 0;
    double t_old = 0.;
    double M_old[1];
    M_old[0]=1.;

    double misfit=0.;
    //unsigned int loopSize = 0;
    while ((t < t_final) && (i < Me.size())) {
      int status = gsl_odeiv_evolve_apply(e, c, s, &sys, &t, t_final, &h, Mass);
      UQ_FATAL_TEST_MACRO((status != GSL_SUCCESS),
                          paramValues.env().fullRank(),
                          "likelihoodRoutine()",
                          "gsl_odeiv_evolve_apply() failed");
      //printf("t = %6.1lf, mass = %10.4lf\n",t,Mass[0]);
      //loopSize++;

      while ( (i < Me.size()) && (t_old <= Te[i]) && (Te[i] <= t) ) {
        Mt[i] = (Te[i]-t_old)*(Mass[0]-M_old[0])/(t-t_old) + M_old[0];
        misfit += (Me[i]-Mt[i])*(Me[i]-Mt[i]);
        //printf("%i %lf %lf %lf %lf\n",i,Te[i],Me[i],Mt[i],misfit);
        i++;
      }

      t_old=t;
      M_old[0]=Mass[0];
    }
    resultValue += misfit/variance;

    //printf("loopSize = %d\n",loopSize);
    if ((paramValues.env().displayVerbosity() >= 10) && (paramValues.env().fullRank() == 0)) {
      printf("In likelihoodRoutine(), A = %g, E = %g, beta = %.3lf: misfit = %lf, likelihood = %lf.\n",A,E,beta,misfit,resultValue);
    }

    gsl_odeiv_evolve_free (e);
    gsl_odeiv_control_free(c);
    gsl_odeiv_step_free   (s);
  }

  m_env.subComm().Barrier();
  //env.syncPrintDebugMsg("Leaving likelihoodRoutine()",1,env.fullComm());

  return -.5*resultValue;
}
Example #6
0
//********************************************************
// The 'unified comparison stage' of the driving routine "uqAppl()"
//********************************************************
void
uqAppl_UnifiedComparisonStage(QUESO::ValidationCycle<QUESO::GslVector,QUESO::GslMatrix,QUESO::GslVector,QUESO::GslMatrix>& cycle)
{
  if (cycle.calFP().computeSolutionFlag() &&
      cycle.valFP().computeSolutionFlag()) {
#ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
    QUESO::GslVector cdfDistancesVec(cycle.calFP().qoiRv().imageSet().vectorSpace().zeroVector());
    QUESO::GslVector epsilonVec     (cycle.calFP().qoiRv().imageSet().vectorSpace().zeroVector());

    // Epsilon = 0.02
    epsilonVec.cwSet(0.02);
    horizontalDistances(cycle.calFP().qoiRv_unifiedCdf(),
                        cycle.valFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "           << epsilonVec
                << ", unifiedCdfDistancesVec = " << cdfDistancesVec
                << std::endl;
    }

    // Test independence of 'distance' w.r.t. order of cdfs
    horizontalDistances(cycle.valFP().qoiRv_unifiedCdf(),
                        cycle.calFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "                                    << epsilonVec
                << ", unifiedCdfDistancesVec (switched order of cdfs) = " << cdfDistancesVec
                << std::endl;
    }

    // Epsilon = 0.04
    epsilonVec.cwSet(0.04);
    horizontalDistances(cycle.calFP().qoiRv_unifiedCdf(),
                        cycle.valFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "           << epsilonVec
                << ", unifiedCdfDistancesVec = " << cdfDistancesVec
                << std::endl;
    }

    // Epsilon = 0.06
    epsilonVec.cwSet(0.06);
    horizontalDistances(cycle.calFP().qoiRv_unifiedCdf(),
                        cycle.valFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "           << epsilonVec
                << ", unifiedCdfDistancesVec = " << cdfDistancesVec
                << std::endl;
    }

    // Epsilon = 0.08
    epsilonVec.cwSet(0.08);
    horizontalDistances(cycle.calFP().qoiRv_unifiedCdf(),
                        cycle.valFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "           << epsilonVec
                << ", unifiedCdfDistancesVec = " << cdfDistancesVec
                << std::endl;
    }

    // Epsilon = 0.10
    epsilonVec.cwSet(0.10);
    horizontalDistances(cycle.calFP().qoiRv_unifiedCdf(),
                        cycle.valFP().qoiRv_unifiedCdf(),
                        epsilonVec,
                        cdfDistancesVec);
    if (cycle.env().fullRank() == 0) {
      std::cout << "For epsilonVec = "           << epsilonVec
                << ", unifiedCdfDistancesVec = " << cdfDistancesVec
                << std::endl;
    }
#endif
  }

  return;
}