void computeGravityAndTraveledDistance(const QUESO::FullEnvironment& env) { struct timeval timevalNow; gettimeofday(&timevalNow, NULL); if (env.fullRank() == 0) { std::cout << "\nBeginning run of 'Gravity + Projectile motion' example at " << ctime(&timevalNow.tv_sec) << "\n my fullRank = " << env.fullRank() << "\n my subEnvironmentId = " << env.subId() << "\n my subRank = " << env.subRank() << "\n my interRank = " << env.inter0Rank() << std::endl << std::endl; } // Just examples of possible calls if ((env.subDisplayFile() ) && (env.displayVerbosity() >= 2)) { *env.subDisplayFile() << "Beginning run of 'Gravity + Projectile motion' example at " << ctime(&timevalNow.tv_sec) << std::endl; } env.fullComm().Barrier(); env.subComm().Barrier(); // Just an example of a possible call //================================================================ // Statistical inverse problem (SIP): find posterior PDF for 'g' //================================================================ gettimeofday(&timevalNow, NULL); if (env.fullRank() == 0) { std::cout << "Beginning 'SIP -> Gravity estimation' at " << ctime(&timevalNow.tv_sec) << std::endl; } //------------------------------------------------------ // SIP Step 1 of 6: Instantiate the parameter space //------------------------------------------------------ QUESO::VectorSpace<QUESO::GslVector,QUESO::GslMatrix> paramSpace(env, "param_", 1, NULL); //------------------------------------------------------ // SIP Step 2 of 6: Instantiate the parameter domain //------------------------------------------------------ QUESO::GslVector paramMinValues(paramSpace.zeroVector()); QUESO::GslVector paramMaxValues(paramSpace.zeroVector()); paramMinValues[0] = 8.; paramMaxValues[0] = 11.; QUESO::BoxSubset<QUESO::GslVector,QUESO::GslMatrix> paramDomain("param_", paramSpace, paramMinValues, paramMaxValues); //------------------------------------------------------ // SIP Step 3 of 6: Instantiate the likelihood function // object to be used by QUESO. //------------------------------------------------------ likelihoodRoutine_Data likelihoodRoutine_Data(env); QUESO::GenericScalarFunction<QUESO::GslVector,QUESO::GslMatrix> likelihoodFunctionObj("like_", paramDomain, likelihoodRoutine, (void *) &likelihoodRoutine_Data, true); // the routine computes [ln(function)] //------------------------------------------------------ // SIP Step 4 of 6: Define the prior RV //------------------------------------------------------ #ifdef PRIOR_IS_GAUSSIAN QUESO::GslVector meanVector( paramSpace.zeroVector() ); meanVector[0] = 9; QUESO::GslMatrix covMatrix = QUESO::GslMatrix(paramSpace.zeroVector()); covMatrix(0,0) = 1.; // Create a Gaussian prior RV QUESO::GaussianVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRv("prior_",paramDomain,meanVector,covMatrix); #else // Create an uniform prior RV QUESO::UniformVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRv("prior_",paramDomain); #endif //------------------------------------------------------ // SIP Step 5 of 6: Instantiate the inverse problem //------------------------------------------------------ QUESO::GenericVectorRV<QUESO::GslVector,QUESO::GslMatrix> postRv("post_", // Extra prefix before the default "rv_" prefix paramSpace); QUESO::StatisticalInverseProblem<QUESO::GslVector,QUESO::GslMatrix> ip("", // No extra prefix before the default "ip_" prefix NULL, priorRv, likelihoodFunctionObj, postRv); //------------------------------------------------------ // SIP Step 6 of 6: Solve the inverse problem, that is, // set the 'pdf' and the 'realizer' of the posterior RV //------------------------------------------------------ std::cout << "Solving the SIP with Metropolis Hastings" << std::endl << std::endl; QUESO::GslVector paramInitials(paramSpace.zeroVector()); priorRv.realizer().realization(paramInitials); QUESO::GslMatrix proposalCovMatrix(paramSpace.zeroVector()); proposalCovMatrix(0,0) = std::pow( fabs(paramInitials[0])/20. , 2. ); ip.solveWithBayesMetropolisHastings(NULL, paramInitials, &proposalCovMatrix); //================================================================ // Statistical forward problem (SFP): find the max distance // traveled by an object in projectile motion; input pdf for 'g' // is the solution of the SIP above. //================================================================ gettimeofday(&timevalNow, NULL); std::cout << "Beginning 'SFP -> Projectile motion' at " << ctime(&timevalNow.tv_sec) << std::endl; //------------------------------------------------------ // SFP Step 1 of 6: Instantiate the parameter *and* qoi spaces. // SFP input RV = FIP posterior RV, so SFP parameter space // has been already defined. //------------------------------------------------------ QUESO::VectorSpace<QUESO::GslVector,QUESO::GslMatrix> qoiSpace(env, "qoi_", 1, NULL); //------------------------------------------------------ // SFP Step 2 of 6: Instantiate the parameter domain //------------------------------------------------------ // Not necessary because input RV of the SFP = output RV of SIP. // Thus, the parameter domain has been already defined. //------------------------------------------------------ // SFP Step 3 of 6: Instantiate the qoi function object // to be used by QUESO. //------------------------------------------------------ qoiRoutine_Data qoiRoutine_Data; qoiRoutine_Data.m_angle = M_PI/4.0; //45 degrees (radians) qoiRoutine_Data.m_initialVelocity= 5.; //initial speed (m/s) qoiRoutine_Data.m_initialHeight = 0.; //initial height (m) QUESO::GenericVectorFunction<QUESO::GslVector,QUESO::GslMatrix,QUESO::GslVector,QUESO::GslMatrix> qoiFunctionObj("qoi_", paramDomain, qoiSpace, qoiRoutine, (void *) &qoiRoutine_Data); //------------------------------------------------------ // SFP Step 4 of 6: Define the input RV //------------------------------------------------------ // Not necessary because input RV of SFP = output RV of SIP // (postRv). //------------------------------------------------------ // SFP Step 5 of 6: Instantiate the forward problem //------------------------------------------------------ QUESO::GenericVectorRV<QUESO::GslVector,QUESO::GslMatrix> qoiRv("qoi_", qoiSpace); QUESO::StatisticalForwardProblem<QUESO::GslVector,QUESO::GslMatrix,QUESO::GslVector,QUESO::GslMatrix> fp("", NULL, postRv, qoiFunctionObj, qoiRv); //------------------------------------------------------ // SFP Step 6 of 6: Solve the forward problem //------------------------------------------------------ std::cout << "Solving the SFP with Monte Carlo" << std::endl << std::endl; fp.solveWithMonteCarlo(NULL); //------------------------------------------------------ gettimeofday(&timevalNow, NULL); if ((env.subDisplayFile() ) && (env.displayVerbosity() >= 2)) { *env.subDisplayFile() << "Ending run of 'Gravity + Projectile motion' example at " << ctime(&timevalNow.tv_sec) << std::endl; } if (env.fullRank() == 0) { std::cout << "Ending run of 'Gravity + Projectile motion' example at " << ctime(&timevalNow.tv_sec) << std::endl; } return; }
void compute(const QUESO::FullEnvironment& env, unsigned int numModes) { //////////////////////////////////////////////////////// // Step 1 of 5: Instantiate the parameter space //////////////////////////////////////////////////////// #ifdef APPLS_MODAL_USES_CONCATENATION QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpaceA(env, "paramA_", 2, NULL); QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpaceB(env, "paramB_", 1, NULL); #endif QUESO::VectorSpace<QUESO::GslVector, QUESO::GslMatrix> paramSpace(env, "param_", 3, NULL); //////////////////////////////////////////////////////// // Step 2 of 5: Instantiate the parameter domain //////////////////////////////////////////////////////// #ifdef APPLS_MODAL_USES_CONCATENATION QUESO::GslVector paramMinsA(paramSpaceA.zeroVector()); paramMinsA[0] = 0.; paramMinsA[1] = 0.; QUESO::GslVector paramMaxsA(paramSpaceA.zeroVector()); paramMaxsA[0] = 3.; paramMaxsA[1] = 3.; QUESO::BoxSubset<QUESO::GslVector,QUESO::GslMatrix> paramDomainA("paramA_",paramSpaceA,paramMinsA,paramMaxsA); QUESO::GslVector paramMinsB(paramSpaceB.zeroVector()); paramMinsB[0] = 0.; QUESO::GslVector paramMaxsB(paramSpaceB.zeroVector()); paramMaxsB[0] = INFINITY; QUESO::BoxSubset<QUESO::GslVector,QUESO::GslMatrix> paramDomainB("paramB_",paramSpaceB,paramMinsB,paramMaxsB); QUESO::ConcatenationSubset<QUESO::GslVector,QUESO::GslMatrix> paramDomain("",paramSpace,paramDomainA,paramDomainB); #else QUESO::GslVector paramMins(paramSpace.zeroVector()); paramMins[0] = 0.; paramMins[1] = 0.; paramMins[2] = 0.; QUESO::GslVector paramMaxs(paramSpace.zeroVector()); paramMaxs[0] = 3.; paramMaxs[1] = 3.; paramMaxs[2] = .3; QUESO::BoxSubset<QUESO::GslVector,QUESO::GslMatrix> paramDomain("param_",paramSpace,paramMins,paramMaxs); #endif //////////////////////////////////////////////////////// // Step 3 of 5: Instantiate the likelihood function object //////////////////////////////////////////////////////// likelihoodRoutine_DataType likelihoodRoutine_Data; likelihoodRoutine_Data.numModes = numModes; QUESO::GenericScalarFunction<QUESO::GslVector,QUESO::GslMatrix> likelihoodFunctionObj("like_", paramDomain, likelihoodRoutine, (void *) &likelihoodRoutine_Data, true); // routine computes [-2.*ln(function)] //////////////////////////////////////////////////////// // Step 4 of 5: Instantiate the inverse problem //////////////////////////////////////////////////////// #ifdef APPLS_MODAL_USES_CONCATENATION QUESO::UniformVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRvA("priorA_", paramDomainA); QUESO::GslVector alpha(paramSpaceB.zeroVector()); alpha[0] = 3.; QUESO::GslVector beta(paramSpaceB.zeroVector()); if (numModes == 1) { beta[0] = 0.09709133373799; } else { beta[0] = 0.08335837191688; } QUESO::InverseGammaVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRvB("priorB_", paramDomainB,alpha,beta); QUESO::ConcatenatedVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRv("prior_", priorRvA, priorRvB, paramDomain); #else QUESO::UniformVectorRV<QUESO::GslVector,QUESO::GslMatrix> priorRv("prior_", paramDomain); #endif QUESO::GenericVectorRV<QUESO::GslVector,QUESO::GslMatrix> postRv("post_", paramSpace); QUESO::StatisticalInverseProblem<QUESO::GslVector,QUESO::GslMatrix> ip("", NULL, priorRv, likelihoodFunctionObj, postRv); //////////////////////////////////////////////////////// // Step 5 of 5: Solve the inverse problem //////////////////////////////////////////////////////// ip.solveWithBayesMLSampling(); //////////////////////////////////////////////////////// // Print some statistics //////////////////////////////////////////////////////// unsigned int numPosTotal = postRv.realizer().subPeriod(); if (env.subDisplayFile()) { *env.subDisplayFile() << "numPosTotal = " << numPosTotal << std::endl; } QUESO::GslVector auxVec(paramSpace.zeroVector()); unsigned int numPosTheta1SmallerThan1dot5 = 0; for (unsigned int i = 0; i < numPosTotal; ++i) { postRv.realizer().realization(auxVec); if (auxVec[0] < 1.5) numPosTheta1SmallerThan1dot5++; } if (env.subDisplayFile()) { *env.subDisplayFile() << "numPosTheta1SmallerThan1dot5 = " << numPosTheta1SmallerThan1dot5 << ", ratio = " << ((double) numPosTheta1SmallerThan1dot5)/((double) numPosTotal) << std::endl; } return; }