//Ouput several random values to the screen
void test_RandomVariable() {
Buffer b1;
Buffer b2;
b1.set_size(csl::CGestalt::num_in_channels(), csl::CGestalt::block_size());
b1.allocate_mono_buffers();
b2.set_size(csl::CGestalt::num_out_channels(), csl::CGestalt::block_size());
b2.allocate_mono_buffers();
b1.zero_buffers();
b2.zero_buffers();
//RandomVariable * r = new RandomVariable(kExponential,0,1,0,0);
//RandomVariable * r = new RandomVariable(kGamma,0,1,1.75,0);
RandomVariable * r = new RandomVariable(kNormal,0,1,0,0);
sample t;
for(int i=0;i<10;i++) {
t = r->next_sample(b1,b2);
std::cout << t << endl;
}
csl::sleep_usec(10000000);
//end
delete r;
b1.free_mono_buffers();
b2.free_mono_buffers();
}
AP_TYPE MutualInformation::getNearestDistance(RandomVariable & V, const Point& p) {
assert (V.size() > 0);
RandomVariable::iterator it;
AP_TYPE winner_value = numeric_limits<AP_TYPE>::max();
for (it = V.begin(); it != V.end(); ++it) {
AP_TYPE dist = distance(**it, p, DM_EUCLIDEAN);
if (dist < winner_value) {
winner_value = dist;
}
}
return winner_value;
}
int
BasicGFunEvaluator::setTclRandomVariables(const Vector &x)
{
char theIndex[80];
double xval;
RandomVariable *theRV;
// Set values of random variables in the Tcl intepreter
int nrv = theReliabilityDomain->getNumberOfRandomVariables();
int lsf = theReliabilityDomain->getTagOfActiveLimitStateFunction();
for (int i = 0; i < nrv; i++) {
theRV = theReliabilityDomain->getRandomVariablePtrFromIndex(i);
int rvTag = theRV->getTag();
xval = x(i);
// put in x(1) format
sprintf(theIndex,"%d",rvTag);
if (Tcl_SetVar2Ex(theTclInterp,"xrv",theIndex,Tcl_NewDoubleObj(xval),TCL_LEAVE_ERR_MSG) == NULL) {
opserr << "ERROR GFunEvaluator -- error in setTclRandomVariables xrv" << endln;
opserr << theTclInterp->result << endln;
return -1;
}
// put in x(1,lsfTag) format (useful for reporting design point)
sprintf(theIndex,"%d,%d",rvTag,lsf);
if (Tcl_SetVar2Ex(theTclInterp,"xrv",theIndex,Tcl_NewDoubleObj(xval),TCL_LEAVE_ERR_MSG) == NULL) {
opserr << "ERROR GFunEvaluator -- error in setTclRandomVariables xrv" << endln;
opserr << theTclInterp->result << endln;
return -1;
}
// for legacy reasons, also put random variables in x_1 format
sprintf(theIndex,"x_%d",rvTag);
if (Tcl_SetVar2Ex(theTclInterp,theIndex,NULL,Tcl_NewDoubleObj(xval),TCL_LEAVE_ERR_MSG) == NULL) {
opserr << "ERROR GFunEvaluator -- error in setTclRandomVariables x" << endln;
opserr << theTclInterp->result << endln;
return -1;
}
}
return 0;
}
int
FirstPrincipalCurvature::computeCurvatures()
{
// "Download" limit-state function from reliability domain
int lsfTag = theReliabilityDomain->getTagOfActiveLimitStateFunction();
LimitStateFunction *theLimitStateFunction = theReliabilityDomain->getLimitStateFunctionPtr(lsfTag);
int nrv = theReliabilityDomain->getNumberOfRandomVariables();
// Get hold of first principal curvature from functionEvaluator
curvatures(0) = theFunctionEvaluator->getResponseVariable("curvatureFORM", lsfTag);
// get alpha (can get from FORMAnalysis directly in the future)
Vector alpha(nrv);
for (int j = 0; j < nrv; j++) {
RandomVariable *theRV = theReliabilityDomain->getRandomVariablePtrFromIndex(j);
int rvTag = theRV->getTag();
alpha(j) = theFunctionEvaluator->getResponseVariable("alphaFORM", lsfTag, rvTag);
}
return 0;
}
Node& setLabel(Label2Index& label2Index) {
label = variable.name();
label2Index[label] = this->index;
return *this;
}
XC::Vector
XC::SecantRootFinding::findLimitStateSurface(int space, double g, Vector pDirection, Vector thePoint)
{
// Set scale factor for 'g' for convergence check
double scaleG;
if (fabs(g)>1.0e-4) { scaleG = g;}
else { scaleG = 1.0;}
// Normalize the direction vector
Vector Direction = pDirection/pDirection.Norm();
// Scale 'maxStepLength' by standard deviation
// (only if the user has specified to "walk" in original space)
double perturbation;
double realMaxStepLength = maxStepLength;
if (space == 1) {
// Go through direction vector and see which element is biggest
// compared to its standard deviation
int nrv = theReliabilityDomain->getNumberOfRandomVariables();
RandomVariable *theRV;
double stdv, theStdv= 0.0;
int theBiggest;
double maxRatio = 0.0;
for(int i=0; i<nrv; i++)
{
theRV = theReliabilityDomain->getRandomVariablePtr(i+1);
stdv = theRV->getStdv();
if (Direction(i)/stdv > maxRatio) {
maxRatio = Direction(i)/stdv;
theStdv = stdv;
theBiggest = i+1;
}
}
// Now scale so that 'maxStepSize' is related to the real stdv
perturbation = maxStepLength * theStdv;
realMaxStepLength = perturbation;
}
else {
perturbation = maxStepLength;
}
Vector theTempPoint;
double g_old= 0.0, g_new;
bool didNotConverge=true;
double result;
double tangent;
int i=0;
while (i<=maxIter && didNotConverge) {
// Increment counter right away...
i++;
if (i!=1) {
// Transform the point into x-space if the user has given it in 2-space
if (space==2) {
result = theProbabilityTransformation->set_u(thePoint);
if (result < 0) {
std::cerr << "XC::GFunVisualizationAnalysis::analyze() - " << std::endl
<< " could not set u in the xu-transformation." << std::endl;
//return -1; Comentado LCPT.
}
result = theProbabilityTransformation->transform_u_to_x();
if (result < 0) {
std::cerr << "XC::GFunVisualizationAnalysis::analyze() - " << std::endl
<< " could not transform from u to x and compute Jacobian." << std::endl;
//return -1; Comentado LCPT.
}
theTempPoint = theProbabilityTransformation->get_x();
}
else {
theTempPoint = thePoint;
}
// Evaluate limit-state function
result = theGFunEvaluator->runGFunAnalysis(theTempPoint);
if (result < 0) {
std::cerr << "XC::GFunVisualizationAnalysis::analyze() - " << std::endl
<< " could not run analysis to evaluate limit-state function. " << std::endl;
//return -1; Comentado LCPT.
}
result = theGFunEvaluator->evaluateG(theTempPoint);
if (result < 0) {
std::cerr << "XC::GFunVisualizationAnalysis::analyze() - " << std::endl
<< " could not tokenize limit-state function. " << std::endl;
//return -1; Comentado LCPT.
}
g_new = theGFunEvaluator->getG();
}
else {
g_new = g;
}
// Check convergence
if (fabs(g_new/scaleG) < tol) {
didNotConverge = false;
}
else {
if (i==maxIter) {
std::cerr << "WARNING: Projection scheme failed to find surface..." << std::endl;
}
else if (i==1) {
thePoint = thePoint - perturbation * Direction;
g_old = g_new;
}
else {
// Take a step
tangent = (g_new-g_old)/perturbation;
perturbation = -g_new/tangent;
if (fabs(perturbation) > realMaxStepLength) {
perturbation = perturbation/fabs(perturbation)*realMaxStepLength;
}
thePoint = thePoint - perturbation * Direction;
g_old = g_new;
}
}
}
return thePoint;
}
RandomVariable max(double c_arg, RandomVariable & rv_arg)
{
return rv_arg.max(c_arg);
}
// the very same implementation as in RandomVariable::max,
// but this is called in a more intuitive way
RandomVariable max(RandomVariable & firstarg, RandomVariable & secondarg)
{
return firstarg.max(secondarg);
}
RandomVariable min(double c_arg, RandomVariable & rv_arg)
{
return rv_arg.min(c_arg);
}
int
MVFOSMAnalysis::analyze(void)
{
// Alert the user that the FORM analysis has started
opserr << "MVFOSM Analysis is running ... " << endln;
// Initial declarations
int i,j,k;
// Open output file
ofstream outputFile( fileName, ios::out );
// Get number of random variables
int nrv = theReliabilityDomain->getNumberOfRandomVariables();
// Get mean point
RandomVariable *aRandomVariable;
Vector meanVector(nrv);
for (i=1; i<=nrv; i++)
{
aRandomVariable = theReliabilityDomain->getRandomVariablePtr(i);
if (aRandomVariable == 0) {
opserr << "MVFOSMAnalysis::analyze() -- Could not find" << endln
<< " random variable with tag #" << i << "." << endln;
return -1;
}
meanVector(i-1) = aRandomVariable->getMean();
}
// Establish vector of standard deviations
Vector stdvVector(nrv);
for (i=1; i<=nrv; i++)
{
aRandomVariable = theReliabilityDomain->getRandomVariablePtr(i);
stdvVector(i-1) = aRandomVariable->getStdv();
}
// Evaluate limit-state function
int result;
result = theGFunEvaluator->runGFunAnalysis(meanVector);
if (result < 0) {
opserr << "SearchWithStepSizeAndStepDirection::doTheActualSearch() - " << endln
<< " could not run analysis to evaluate limit-state function. " << endln;
return -1;
}
// Establish covariance matrix
Matrix covMatrix(nrv,nrv);
for (i=1; i<=nrv; i++) {
covMatrix(i-1,i-1) = stdvVector(i-1)*stdvVector(i-1);
}
int ncorr = theReliabilityDomain->getNumberOfCorrelationCoefficients();
CorrelationCoefficient *theCorrelationCoefficient;
double covariance, correlation;
int rv1, rv2;
for (i=1 ; i<=ncorr ; i++) {
theCorrelationCoefficient = theReliabilityDomain->getCorrelationCoefficientPtr(i);
correlation = theCorrelationCoefficient->getCorrelation();
rv1 = theCorrelationCoefficient->getRv1();
rv2 = theCorrelationCoefficient->getRv2();
covariance = correlation*stdvVector(rv1-1)*stdvVector(rv2-1);
covMatrix(rv1-1,rv2-1) = covariance;
covMatrix(rv2-1,rv1-1) = covariance;
}
// 'Before loop' declarations
int numLsf = theReliabilityDomain->getNumberOfLimitStateFunctions();
Vector gradient(nrv);
Matrix matrixOfGradientVectors(nrv,numLsf);
Vector meanEstimates(numLsf);
Vector responseStdv(numLsf);
double responseVariance;
// Loop over limit-state functions
for (int lsf=1; lsf<=numLsf; lsf++ ) {
// Inform the user which limit-state function is being evaluated
opserr << "Limit-state function number: " << lsf << endln;
// Set tag of active limit-state function
theReliabilityDomain->setTagOfActiveLimitStateFunction(lsf);
// Get limit-state function value (=estimation of the mean)
result = theGFunEvaluator->evaluateG(meanVector);
if (result < 0) {
opserr << "SearchWithStepSizeAndStepDirection::doTheActualSearch() - " << endln
<< " could not tokenize limit-state function. " << endln;
return -1;
}
meanEstimates(lsf-1) = theGFunEvaluator->getG();
// Evaluate (and store) gradient of limit-state function
result = theGradGEvaluator->evaluateGradG(meanEstimates(lsf-1),meanVector);
if (result < 0) {
opserr << "MVFOSMAnalysis::analyze() -- could not" << endln
<< " compute gradients of the limit-state function. " << endln;
return -1;
}
gradient = theGradGEvaluator->getGradG();
for (i=1 ; i<=nrv ; i++) {
matrixOfGradientVectors(i-1,lsf-1) = gradient(i-1);
}
// Estimate of standard deviation
responseVariance = (covMatrix^gradient)^gradient;
if (responseVariance <= 0.0) {
opserr << "ERROR: Response variance of limit-state function number "<< lsf << endln
<< " is zero! " << endln;
}
else {
responseStdv(lsf-1) = sqrt(responseVariance);
}
// Print MVFOSM results to the output file
outputFile << "#######################################################################" << endln;
outputFile << "# MVFOSM ANALYSIS RESULTS, LIMIT-STATE FUNCTION NUMBER "
<<setiosflags(ios::left)<<setprecision(1)<<setw(4)<<lsf <<" #" << endln;
outputFile << "# #" << endln;
outputFile << "# Estimated mean: .................................... "
<<setiosflags(ios::left)<<setprecision(5)<<setw(12)<<meanEstimates(lsf-1)
<< " #" << endln;
outputFile << "# Estimated standard deviation: ...................... "
<<setiosflags(ios::left)<<setprecision(5)<<setw(12)<<responseStdv(lsf-1)
<< " #" << endln;
outputFile << "# #" << endln;
outputFile << "#######################################################################" << endln << endln << endln;
// Inform the user that we are done with this limit-state function
opserr << "Done analyzing limit-state function " << lsf << endln;
}
// Estimation of response covariance matrix
Matrix responseCovMatrix(numLsf,numLsf);
double responseCovariance;
Vector gradientVector1(nrv), gradientVector2(nrv);
for (i=1; i<=numLsf; i++) {
for (k=0; k<nrv; k++) {
gradientVector1(k) = matrixOfGradientVectors(k,i-1);
}
for (j=i+1; j<=numLsf; j++) {
for (k=0; k<nrv; k++) {
gradientVector2(k) = matrixOfGradientVectors(k,j-1);
}
responseCovariance = (covMatrix^gradientVector1)^gradientVector2;
responseCovMatrix(i-1,j-1) = responseCovariance;
}
}
for (i=1; i<=numLsf; i++) {
for (j=1; j<i; j++) {
responseCovMatrix(i-1,j-1) = responseCovMatrix(j-1,i-1);
}
}
// Corresponding correlation matrix
Matrix correlationMatrix(numLsf,numLsf);
for (i=1; i<=numLsf; i++) {
for (j=i+1; j<=numLsf; j++) {
correlationMatrix(i-1,j-1) = responseCovMatrix(i-1,j-1)/(responseStdv(i-1)*responseStdv(j-1));
}
}
for (i=1; i<=numLsf; i++) {
for (j=1; j<i; j++) {
correlationMatrix(i-1,j-1) = correlationMatrix(j-1,i-1);
}
}
// Print correlation results
outputFile << "#######################################################################" << endln;
outputFile << "# RESPONSE CORRELATION COEFFICIENTS #" << endln;
outputFile << "# #" << endln;
if (numLsf <=1) {
outputFile << "# Only one limit-state function! #" << endln;
}
else {
outputFile << "# gFun gFun Correlation #" << endln;
outputFile.setf(ios::fixed, ios::floatfield);
for (i=0; i<numLsf; i++) {
for (j=i+1; j<numLsf; j++) {
// outputFile.setf(ios::fixed, ios::floatfield);
outputFile << "# " <<setw(3)<<(i+1)<<" "<<setw(3)<<(j+1)<<" ";
if (correlationMatrix(i,j)<0.0) { outputFile << "-"; }
else { outputFile << " "; }
// outputFile.setf(ios::scientific, ios::floatfield);
outputFile <<setprecision(7)<<setw(11)<<fabs(correlationMatrix(i,j));
outputFile << " #" << endln;
}
}
}
outputFile << "# #" << endln;
outputFile << "#######################################################################" << endln << endln << endln;
// Print summary of results to screen (more here!!!)
opserr << "MVFOSMAnalysis completed." << endln;
return 0;
}
Vector
GFunVisualizationAnalysis::getCurrentAxes12Point(int i, int j)
{
// Initial declarations
Vector iPoint(nrv);
Vector fPoint(nrv);
int result;
// KRM to compile 4/22/2012
bool startAtOrigin = false;
// Find the start point in the space which the user
// wants to visualize in.
if (startAtOrigin) {
// This indicates the origin in the standard normal space
iPoint.Zero();
// If the user wants to visualize in the x-space; transform it into the x-space
if (space==1) {
/*
result = theProbabilityTransformation->set_u(thePoint);
if (result < 0) {
opserr << "GFunVisualizationAnalysis::analyze() - " << endln
<< " could not set u in the xu-transformation." << endln;
return -1;
}
result = theProbabilityTransformation->transform_u_to_x();
if (result < 0) {
opserr << "GFunVisualizationAnalysis::analyze() - " << endln
<< " could not transform from u to x and compute Jacobian." << endln;
return -1;
}
thePoint = theProbabilityTransformation->get_x();
*/
result = theProbabilityTransformation->transform_u_to_x(iPoint, fPoint);
if (result < 0) {
opserr << "GFunVisualizationAnalysis::analyze() - " << endln
<< " could not transform from u to x and compute Jacobian." << endln;
return -1;
}
}
}
else {
// Here the start point is actually given in the orginal space
//theReliabilityDomain->getStartPoint(iPoint);
for (int j = 0; j < nrv; j++) {
RandomVariable *theParam = theReliabilityDomain->getRandomVariablePtrFromIndex(j);
iPoint(j) = theParam->getStartValue();
}
// Transform it into the u-space if that's where the user wants to be
if (space==2) {
/*
result = theProbabilityTransformation->set_x(thePoint);
if (result < 0) {
opserr << "SearchWithStepSizeAndStepDirection::doTheActualSearch() - " << endln
<< " could not set x in the xu-transformation." << endln;
return -1;
}
result = theProbabilityTransformation->transform_x_to_u();
if (result < 0) {
opserr << "SearchWithStepSizeAndStepDirection::doTheActualSearch() - " << endln
<< " could not transform from x to u." << endln;
return -1;
}
thePoint = theProbabilityTransformation->get_u();
*/
result = theProbabilityTransformation->transform_x_to_u(iPoint);
if (result < 0) {
opserr << "SearchWithStepSizeAndStepDirection::doTheActualSearch() - " << endln
<< " could not transform from x to u." << endln;
return -1;
}
}
}
// Now we have the point in the space we want it,
// So, set the random variables to be 'ranged'
fPoint(rv1-1) = from1+(i-1)*interval1;
if (axes==2)
fPoint(rv2-1) = from2+(j-1)*interval2;
return fPoint;
}
