int main(int argc, char ** argv)
{
#ifdef QUESO_HAS_MPI
MPI_Init(&argc, &argv);
QUESO::FullEnvironment env(MPI_COMM_WORLD, "", "", NULL);
#else
QUESO::FullEnvironment env("", "", NULL);
#endif
QUESO::VectorSpace<> paramSpace(env, "param_", 1, NULL);
QUESO::GslVector paramMins(paramSpace.zeroVector());
paramMins.cwSet(0.0);
QUESO::GslVector paramMaxs(paramSpace.zeroVector());
paramMaxs.cwSet(1.0);
QUESO::BoxSubset<> paramDomain("param_", paramSpace, paramMins, paramMaxs);
// We should test the other cases of alpha and beta
QUESO::GslVector alpha(paramSpace.zeroVector());
alpha[0] = 2.0;
QUESO::GslVector beta(paramSpace.zeroVector());
beta[0] = 3.0;
QUESO::BetaJointPdf<> pdf("", paramDomain, alpha, beta);
QUESO::GslVector mean(paramSpace.zeroVector());
pdf.distributionMean(mean);
const char *msg = "BetaJointPdf mean is incorrect";
double real_mean = alpha[0] / (alpha[0] + beta[0]);
queso_require_less_equal_msg(std::abs(mean[0]-real_mean), TOL, msg);
QUESO::GslMatrix var(paramSpace.zeroVector());
pdf.distributionVariance(var);
const char *msgv = "BetaJointPdf variance is incorrect";
double real_var = alpha[0] * beta[0] / (alpha[0] + beta[0]) /
(alpha[0] + beta[0]) / (alpha[0] + beta[0] + 1);
queso_require_less_equal_msg(std::abs(var(0,0)-real_var), TOL, msgv);
#ifdef QUESO_HAS_MPI
MPI_Finalize();
#endif
return 0;
}
/* 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;
}
int main(int argc, char ** argv)
{
#ifdef QUESO_HAS_MPI
MPI_Init(&argc, &argv);
QUESO::FullEnvironment env(MPI_COMM_WORLD, "", "", NULL);
#else
QUESO::FullEnvironment env("", "", NULL);
#endif
QUESO::VectorSpace<> paramSpace1(env, "param1_", 4, NULL);
QUESO::VectorSpace<> paramSpace2(env, "param2_", 2, NULL);
QUESO::GslVector paramMins1(paramSpace1.zeroVector());
paramMins1[0] = 1e2;
paramMins1[1] = -1e5;
paramMins1[2] = 4e-3;
paramMins1[3] = 1;
QUESO::GslVector paramMaxs1(paramSpace1.zeroVector());
paramMaxs1[0] = 2e2;
paramMaxs1[1] = 1e5;
paramMaxs1[2] = 6e-3;
paramMaxs1[3] = 11;
QUESO::BoxSubset<> paramDomain1("", paramSpace1, paramMins1, paramMaxs1);
QUESO::GslVector paramMins2(paramSpace2.zeroVector());
paramMins2[0] = -1e5;
paramMins2[1] = 2e-3;
QUESO::GslVector paramMaxs2(paramSpace2.zeroVector());
paramMaxs2[0] = 1e5;
paramMaxs2[1] = 4e-3;
QUESO::BoxSubset<> paramDomain2("", paramSpace2, paramMins2, paramMaxs2);
QUESO::VectorSpace<> paramSpace(env, "param_", 6, NULL);
QUESO::ConcatenationSubset<QUESO::GslVector,QUESO::GslMatrix>
paramDomain("",paramSpace,paramDomain1,paramDomain2);
QUESO::GslVector centroid(paramSpace.zeroVector());
paramDomain.centroid(centroid);
const char *msg = "ConcatenationSubset centroid is incorrect";
queso_require_less_equal_msg(std::abs(centroid[0]-1.5e2), TOL, msg);
queso_require_less_equal_msg(std::abs(centroid[1]), TOL, msg);
queso_require_less_equal_msg(std::abs(centroid[2]-5e-3), TOL, msg);
queso_require_less_equal_msg(std::abs(centroid[3]-6), TOL, msg);
queso_require_less_equal_msg(std::abs(centroid[4]), TOL, msg);
queso_require_less_equal_msg(std::abs(centroid[5]-3e-3), TOL, msg);
#ifdef QUESO_HAS_MPI
MPI_Finalize();
#endif
return 0;
}
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;
}
int main(int argc, char ** argv)
{
#ifdef QUESO_HAS_MPI
MPI_Init(&argc, &argv);
QUESO::FullEnvironment env(MPI_COMM_WORLD, "", "", NULL);
#else
QUESO::FullEnvironment env("", "", NULL);
#endif
QUESO::VectorSpace<> paramSpace(env, "param_", 2, NULL);
QUESO::GslVector lawexp(paramSpace.zeroVector());
lawexp[0] = 2.4;
lawexp[1] = 0.4;
QUESO::GslVector lawvar(paramSpace.zeroVector());
lawvar[0] = 1.2;
lawvar[1] = 0.9;
QUESO::LogNormalJointPdf<> pdf("", paramSpace, lawexp, lawvar);
QUESO::GslVector mean(paramSpace.zeroVector());
pdf.distributionMean(mean);
double realmean0 = std::exp(lawexp[0] + lawvar[0]/2);
double realmean1 = std::exp(lawexp[1] + lawvar[1]/2);
const char *msg = "LogNormalJointPdf mean is incorrect";
queso_require_less_equal_msg(std::abs(mean[0]-realmean0), TOL, msg);
queso_require_less_equal_msg(std::abs(mean[1]-realmean1), TOL, msg);
QUESO::GslMatrix var(paramSpace.zeroVector());
pdf.distributionVariance(var);
double realvar0 = (std::exp(lawvar[0])-1) * std::exp(2*lawexp[0] + lawvar[0]);
double realvar1 = (std::exp(lawvar[1])-1) * std::exp(2*lawexp[1] + lawvar[1]);
const char *msgv = "LogNormalJointPdf variance is incorrect";
queso_require_less_equal_msg(std::abs(var(0,0)-realvar0), TOL, msgv);
queso_require_less_equal_msg(std::abs(var(0,1)), TOL, msgv);
queso_require_less_equal_msg(std::abs(var(1,0)), TOL, msgv);
queso_require_less_equal_msg(std::abs(var(1,1)-realvar1), TOL, msgv);
#ifdef QUESO_HAS_MPI
MPI_Finalize();
#endif
return 0;
}
void
GslVector::subWriteContents(
const std::string& varNamePrefix,
const std::string& fileName,
const std::string& fileType,
const std::set<unsigned int>& allowedSubEnvIds) const
{
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.openOutputFile(fileName,
fileType, // "m or hdf"
allowedSubEnvIds,
false,
filePtrSet)) {
*filePtrSet.ofsVar << varNamePrefix << "_sub" << m_env.subIdString() << " = zeros(" << this->sizeLocal()
<< "," << 1
<< ");"
<< std::endl;
*filePtrSet.ofsVar << varNamePrefix << "_sub" << m_env.subIdString() << " = [";
bool savedVectorPrintScientific = this->getPrintScientific();
bool savedVectorPrintHorizontally = this->getPrintHorizontally();
this->setPrintScientific (true);
this->setPrintHorizontally(false);
*filePtrSet.ofsVar << *this;
//<< std::endl; // No need for 'endl' because horizontally = 'false'
this->setPrintHorizontally(savedVectorPrintHorizontally);
this->setPrintScientific (savedVectorPrintScientific);
*filePtrSet.ofsVar << "];\n";
m_env.closeFile(filePtrSet,fileType);
}
return;
}
void
GPMSAFactory<V, M>::addExperiments(
const std::vector<V *> & experimentScenarios,
const std::vector<V *> & experimentOutputs,
const M * experimentErrors)
{
queso_require_less_equal_msg(experimentScenarios.size(), this->m_numExperiments, "too many experiments...");
for (unsigned int i = 0; i < this->m_experimentScenarios.size(); i++) {
this->m_experimentScenarios[i] = experimentScenarios[i];
this->m_experimentOutputs[i] = experimentOutputs[i];
}
this->m_experimentErrors = experimentErrors;
this->m_numExperimentAdds += experimentScenarios.size();
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));
}
}
void
GslVector::matlabDiff(
unsigned int firstPositionToStoreDiff,
double valueForRemainderPosition,
GslVector& outputVec) const
{
unsigned int size = this->sizeLocal();
queso_require_less_equal_msg(firstPositionToStoreDiff, 1, "invalid firstPositionToStoreDiff");
queso_require_equal_to_msg(size, outputVec.sizeLocal(), "invalid size of outputVecs");
for (unsigned int i = 0; i < (size-1); ++i) {
outputVec[firstPositionToStoreDiff+i] = (*this)[i+1]-(*this)[i];
}
if (firstPositionToStoreDiff == 0) {
outputVec[size-1] = valueForRemainderPosition;
}
else {
outputVec[0] = valueForRemainderPosition;
}
return;
}
int main(int argc, char ** argv)
{
#ifdef QUESO_HAS_MPI
MPI_Init(&argc, &argv);
QUESO::FullEnvironment env(MPI_COMM_WORLD, "", "", NULL);
#else
QUESO::FullEnvironment env("", "", NULL);
#endif
unsigned int dim = 3;
QUESO::VectorSpace<> paramSpace(env, "param_", dim, NULL);
QUESO::GslVector paramMins(paramSpace.zeroVector());
paramMins.cwSet(-INFINITY);
QUESO::GslVector paramMaxs(paramSpace.zeroVector());
paramMaxs.cwSet(INFINITY);
QUESO::BoxSubset<> paramDomain("param_", paramSpace, paramMins, paramMaxs);
QUESO::GslVector mean(paramSpace.zeroVector());
QUESO::GslMatrix var(paramSpace.zeroVector());
mean[0] = 2.0;
mean[1] = 3.0;
mean[2] = 4.0;
var(0,0) = 5.0;
var(1,1) = 6.0;
var(2,2) = 7.0;
// Construct a Gaussian PDF
QUESO::GaussianJointPdf<> pdf("", paramDomain, mean, var);
// Vectors to store gradient calculations
QUESO::GslVector lnGradVector(paramSpace.zeroVector());
QUESO::GslVector gradVector(paramSpace.zeroVector());
// Where to evaluate the gradient. Evaluating at the mean (the mode for a
// Gaussian) should give a gradient consisting of a vector of zeros.
QUESO::GslVector point(mean);
// We are testing that the gradient of log of the pdf is all zeros
pdf.lnValue(point, NULL, &lnGradVector, NULL, NULL);
queso_require_less_equal_msg(std::abs(lnGradVector[0]), TOL, "grad log gaussian pdf values are incorrect");
queso_require_less_equal_msg(std::abs(lnGradVector[1]), TOL, "grad log gaussian pdf values are incorrect");
queso_require_less_equal_msg(std::abs(lnGradVector[2]), TOL, "grad log gaussian pdf values are incorrect");
// We are testing that the of the pdf is all zeros
pdf.actualValue(point, NULL, &gradVector, NULL, NULL);
queso_require_less_equal_msg(std::abs(gradVector[0]), TOL, "grad guassian pdf values are incorrect");
queso_require_less_equal_msg(std::abs(gradVector[1]), TOL, "grad guassian pdf values are incorrect");
queso_require_less_equal_msg(std::abs(gradVector[2]), TOL, "grad guassian pdf values are incorrect");
// Now construct another Gaussian. This time we're constructing a Gaussian
// that we know will have a gradient consisting entirely of ones (in log
// space).
mean[0] = 0.0;
mean[1] = 0.0;
mean[2] = 0.0;
var(0,0) = 1.0;
var(0,1) = 0.8;
var(0,2) = 0.7;
var(1,0) = 0.8;
var(1,1) = 2.0;
var(1,2) = 0.6;
var(2,0) = 0.7;
var(2,1) = 0.6;
var(2,2) = 3.0;
point[0] = -2.5;
point[1] = -3.4;
point[2] = -4.3;
QUESO::GaussianJointPdf<> pdf2("", paramDomain, mean, var);
pdf2.lnValue(point, NULL, &lnGradVector, NULL, NULL);
queso_require_less_equal_msg(std::abs(lnGradVector[0] - 1.0), TOL, "grad log gaussian pdf2 values are incorrect");
queso_require_less_equal_msg(std::abs(lnGradVector[1] - 1.0), TOL, "grad log gaussian pdf2 values are incorrect");
queso_require_less_equal_msg(std::abs(lnGradVector[2] - 1.0), TOL, "grad log gaussian pdf2 values are incorrect");
#ifdef QUESO_HAS_MPI
MPI_Finalize();
#endif
return 0;
}
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);
}
// Default constructor -----------------------------
FiniteDistribution::FiniteDistribution(
const BaseEnvironment& env,
const char* prefix,
const std::vector<double>& inpWeights)
:
m_env (env),
m_prefix ((std::string)(prefix)+"fd_"),
m_weights(inpWeights.size(),0.)
{
queso_deprecated();
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
*m_env.subDisplayFile() << "Entering FiniteDistribution::constructor()"
<< ": prefix = " << m_prefix
<< ", inpWeights.size() = " << inpWeights.size()
<< std::endl;
}
unsigned int numOfZeroWeights = 0;
unsigned int numRareCases = 0;
double sumCheck = 0.;
unsigned int j = 0;
m_map.empty(); // prudenci 2010-08-11
for (unsigned int i = 0; i < inpWeights.size(); ++i) {
double previousSum = sumCheck;
sumCheck += inpWeights[i];
if (sumCheck == previousSum) {
numOfZeroWeights++;
}
else {
if ((sumCheck - 1) > 1.e-8) {
std::cerr << "In FiniteDistribution::constructor()"
<< ": sumCheck - 1 = " << sumCheck - 1.
<< std::endl;
}
queso_require_less_equal_msg((sumCheck - 1), 1.e-8, "weights sum is too bigger than 1.");
if (sumCheck > 1.) sumCheck = 1.;
m_weights[j] = inpWeights[i];
std::pair<std::map<double,unsigned int>::iterator,bool> ret;
ret = m_map.insert(std::map<double,unsigned int>::value_type(sumCheck,i));
if (ret.second == true) {
j++;
}
else {
numRareCases++;
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
*m_env.subDisplayFile() << "In FiniteDistribution::constructor()"
<< ": WARNING, map insertion failed"
<< std::endl;
}
}
}
}
m_weights.resize(j,0.);
if ((1 - sumCheck) > 1.e-8) {
std::cerr << "In FiniteDistribution::constructor()"
<< ": 1 - sumCheck = " << 1. - sumCheck
<< std::endl;
}
queso_require_less_equal_msg((1 - sumCheck), 1.e-8, "weights sum is too smaller than 1.");
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 3)) {
*m_env.subDisplayFile() << "In FiniteDistribution::constructor()"
<< ": inpWeights.size() = " << inpWeights.size()
<< ", numOfZeroWeights = " << numOfZeroWeights
<< ", numRareCases = " << numRareCases
<< ", m_map.size() = " << m_map.size()
<< ", m_weights.size() = " << m_weights.size()
<< std::endl;
}
queso_require_equal_to_msg(inpWeights.size(), (m_weights.size()+numOfZeroWeights+numRareCases), "number of input weights was not conserved");
queso_require_equal_to_msg(m_map.size(), m_weights.size(), "map and inpWeights have different sizes");
if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
*m_env.subDisplayFile() << "Leaving FiniteDistribution::constructor()"
<< ": prefix = " << m_prefix
<< std::endl;
}
}
