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#! /usr/bin/env python
import openturns as ot
import openturns.testing as ott
ot.TESTPREAMBLE()
def sortNodesAndWeights(nodes, weights):
"""
Sort nodes and weights of an Experiment.
Parameters
----------
nodes : ot.Sample(size, dimension)
The sorted nodes.
weights : ot.Point(size)
The weights.
Returns
-------
sortedNodes : ot.Sample(size, dimension)
The nodes.
sortedWeights : ot.Point(size)
The sorted weights.
"""
indices = nodes.argsort()
size = nodes.getSize()
if weights.getDimension() != size:
raise ValueError(
"Nodes have size %d, but weights have dimension %d"
% (size, weights.getDimension())
)
sortedNodes = nodes[indices]
sortedWeights = weights[indices]
return sortedNodes, sortedWeights
def printNodesAndWeights(nodes, weights):
"""
Print nodes and weights of an Experiment.
Parameters
----------
nodes : ot.Sample(size, dimension)
The sorted nodes.
weights : ot.Point(size)
The weights.
"""
size = nodes.getSize()
if weights.getDimension() != size:
raise ValueError(
"Nodes have size %d, but weights have dimension %d"
% (size, weights.getDimension())
)
dimension = nodes.getDimension()
for i in range(size):
row = "[%d] %.4f : " % (i, weights[i])
for j in range(dimension):
row += "%.4f, " % (nodes[i, j])
print(row)
return
def printNodes(nodes):
"""
Print nodes of an Experiment.
Parameters
----------
nodes : ot.Sample(size, dimension)
The sorted nodes.
"""
size = nodes.getSize()
dimension = nodes.getDimension()
for i in range(size):
row = "[%d] : " % (i)
for j in range(dimension):
row += "%.4f, " % (nodes[i, j])
print(row)
return
def roundSample(sample, numberOfDigits):
"""
Round a sample
Parameters
----------
sample : ot.Sample(size, dimension)
The sample.
numberOfDigits : int
The number of decimal digits to keep.
Returns
-------
roundedSample : ot.Sample(size, dimension)
The rounded sample.
"""
size = sample.getSize()
dimension = sample.getDimension()
factor = 10.0**numberOfDigits
for i in range(size):
for j in range(dimension):
rounded = (int)(factor * sample[i, j])
sample[i, j] = rounded / factor
return sample
def testSmolyakExperiment1():
# Generate a Smolyak Gauss-Legendre rule in 2 dimensions.
print("testSmolyakExperiment1:")
experiment1 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
experiment2 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
collection = [experiment1, experiment2]
level = 3
smolyak = ot.SmolyakExperiment(collection, level)
nodes, weights = smolyak.generateWithWeights()
numberOfDigits = 14
nodes = roundSample(nodes, numberOfDigits)
nodes, weights = sortNodesAndWeights(nodes, weights)
print("Computed:")
printNodesAndWeights(nodes, weights)
# Sort
nodesExact = ot.Sample(
[
[0.112702, 0.5],
[0.211325, 0.211325],
[0.211325, 0.5],
[0.211325, 0.788675],
[0.5, 0.112702],
[0.5, 0.211325],
[0.5, 0.5],
[0.5, 0.788675],
[0.5, 0.887298],
[0.788675, 0.211325],
[0.788675, 0.5],
[0.788675, 0.788675],
[0.887298, 0.5],
]
)
weightsExact = ot.Point(
[
0.277778,
0.25,
-0.5,
0.25,
0.277778,
-0.5,
0.888888,
-0.5,
0.277778,
0.25,
-0.5,
0.25,
0.277778,
]
)
nodesExact, weightsExact = sortNodesAndWeights(nodesExact, weightsExact)
print("Expected:")
printNodesAndWeights(nodesExact, weightsExact)
rtol = 0.0
atol = 1.0e-5
ott.assert_almost_equal(nodes, nodesExact, rtol, atol)
ott.assert_almost_equal(weights, weightsExact, rtol, atol)
#
size = smolyak.getSize()
print("size = ", size)
assert size == 13
#
distribution = smolyak.getDistribution()
collection = [ot.Uniform(0.0, 1.0)] * 2
expected_distribution = ot.JointDistribution(collection)
assert distribution == expected_distribution
def sortNodes(nodes):
"""
Sort nodes of an Experiment.
Parameters
----------
nodes : ot.Sample(size, dimension)
The sorted nodes.
Returns
-------
sortedNodes : ot.Sample(size, dimension)
The nodes.
"""
indices = nodes.argsort()
sortedNodes = nodes[indices]
return sortedNodes
def testSmolyakExperiment2():
# Test generate() method
print("testSmolyakExperiment2:")
experiment1 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
experiment2 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
collection = [experiment1, experiment2]
level = 3
smolyak = ot.SmolyakExperiment(collection, level)
nodes = smolyak.generate()
numberOfDigits = 14
nodes = roundSample(nodes, numberOfDigits)
nodes = sortNodes(nodes)
print("Computed:")
printNodes(nodes)
nodesExact = ot.Sample(
[
[0.112702, 0.5],
[0.211325, 0.211325],
[0.211325, 0.5],
[0.211325, 0.788675],
[0.5, 0.112702],
[0.5, 0.211325],
[0.5, 0.5],
[0.5, 0.788675],
[0.5, 0.887298],
[0.788675, 0.211325],
[0.788675, 0.5],
[0.788675, 0.788675],
[0.887298, 0.5],
]
)
nodesExact = sortNodes(nodesExact)
print("Exact:")
printNodes(nodesExact)
rtol = 0.0
atol = 1.0e-5
ott.assert_almost_equal(nodes, nodesExact, rtol, atol)
def testSmolyakExperiment3():
# Generate a Smolyak Gauss-Legendre rule in 3 dimensions.
# Each marginal elementary experiment has 6 nodes.
print("testSmolyakExperiment3:")
dimension = 3
collection = []
for i in range(dimension):
marginalExperiment = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
collection.append(marginalExperiment)
level = 3
smolyak = ot.SmolyakExperiment(collection, level)
nodes, weights = smolyak.generateWithWeights()
# Check size and dimension
assert nodes.getDimension() == 3
size = nodes.getSize()
assert size == weights.getDimension()
def testSmolyakExperiment4():
# Special case : Level = 1
print("testSmolyakExperiment4:")
ot.Log.Show(ot.Log.ALL)
# Generate a Smolyak Gauss-Legendre rule in 2 dimensions.
experiment1 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
experiment2 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
collection = [experiment1, experiment2]
level = 1
smolyak = ot.SmolyakExperiment(collection, level)
nodes, weights = smolyak.generateWithWeights()
numberOfDigits = 14
nodes = roundSample(nodes, numberOfDigits)
nodes, weights = sortNodesAndWeights(nodes, weights)
print("Computed:")
printNodesAndWeights(nodes, weights)
# Sort
nodesExact = ot.Sample([[0.5, 0.5]])
weightsExact = ot.Point([1.0])
nodesExact, weightsExact = sortNodesAndWeights(nodesExact, weightsExact)
print("Expected:")
printNodesAndWeights(nodesExact, weightsExact)
rtol = 0.0
atol = 1.0e-5
ott.assert_almost_equal(nodes, nodesExact, rtol, atol)
ott.assert_almost_equal(weights, weightsExact, rtol, atol)
#
size = smolyak.getSize()
print("size = ", size)
assert size == 1
#
distribution = smolyak.getDistribution()
collection = [ot.Uniform(0.0, 1.0)] * 2
expected_distribution = ot.JointDistribution(collection)
assert distribution == expected_distribution
def testSmolyakExperiment5():
# Special case : Level = 1
print("testSmolyakExperiment5:")
ot.Log.Show(ot.Log.ALL)
# Generate a Smolyak Gauss-Legendre rule in 2 dimensions.
experiment1 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
experiment2 = ot.GaussProductExperiment(ot.Uniform(0.0, 1.0))
collection = [experiment1, experiment2]
level = 3
smolyak = ot.SmolyakExperiment(collection, level)
indicesCollection = smolyak.computeCombination()
print("indicesCollection = ", indicesCollection)
expected = [[2, 1], [1, 2], [3, 1], [2, 2], [1, 3]]
for i in range(len(indicesCollection)):
assert indicesCollection[i] == expected[i]
# Testing
testSmolyakExperiment1()
testSmolyakExperiment2()
testSmolyakExperiment3()
testSmolyakExperiment4()
testSmolyakExperiment5()
# Check polynomial degree of exactness
def checkPolynomialExactness(
marginalDegrees,
level,
lowerBound=0.0,
upperBound=1.0,
rtol=1.0e-15,
atol=0.0,
verbose=False,
):
"""
Check polynomial exactness of Smolyak quadrature based on Gauss
Parameters
----------
marginalDegrees : list of int
The polynomial degree of the marginal polynomials to integrate
level : int
The Smolyak level
lowerBound : float
The lower bound of quadrature
upperBound : float
The upper bound of quadrature
rtol : float, > 0
The relative tolerance
atol : float, > 0
The absolute tolerance
verbose : bool
Set to True to print intermediate messages
Examples
--------
marginalDegrees = [5, 1]
level = 3
checkPolynomialExactness(marginalDegrees, level)
"""
if lowerBound > upperBound:
raise ValueError(
f"The lower bound {lowerBound} is greater than "
f"the upper bound {upperBound}."
)
dimension = len(marginalDegrees)
# Set bounds
bounds = ot.Interval([lowerBound] * dimension, [upperBound] * dimension)
# Create polynomial
polynomialCollection = ot.PolynomialCollection()
for i in range(dimension):
coefficients = [0.0] * (1 + marginalDegrees[i])
coefficients[-1] = 1
polynomial = ot.UniVariatePolynomial(coefficients)
polynomialCollection.add(polynomial)
productPoly = ot.ProductPolynomialEvaluation(polynomialCollection)
# Create Smolyak quadrature
lowerBoundPoint = bounds.getLowerBound()
upperBoundPoint = bounds.getUpperBound()
experimentCollection = []
for i in range(dimension):
marginalDistribution = ot.Uniform(lowerBoundPoint[i], upperBoundPoint[i])
marginalExperiment = ot.GaussProductExperiment(marginalDistribution)
experimentCollection.append(marginalExperiment)
experiment = ot.SmolyakExperiment(experimentCollection, level)
# Evaluate integral
nodes, weights = experiment.generateWithWeights()
values = productPoly(nodes).asPoint()
computedIntegral = weights.dot(values)
# Expected integral
expectedIntegral = 1.0
for i in range(dimension):
marginalIntegral = (
upperBoundPoint[i] ** (1 + marginalDegrees[i])
- lowerBoundPoint[i] ** (1 + marginalDegrees[i])
) / (1 + marginalDegrees[i])
expectedIntegral *= marginalIntegral
absoluteError = abs(computedIntegral - expectedIntegral)
if verbose:
print(
f"Polynomial : {str(productPoly):20s}, "
f" integral computed = {computedIntegral:.7f}, "
f" expected = {expectedIntegral:.7f}, "
f" absolute error = {absoluteError:.3e}"
)
ott.assert_almost_equal(expectedIntegral, computedIntegral, rtol, atol)
ot.Log.Show(ot.Log.NONE)
# Test different polynomials, up to the maximum
# Polynomial exactness space = P5 x P1 + P3 x P3 + P1 x P5
level = 3
marginalDegreesList = [v for v in ot.Tuples([6, 2]).generate()]
marginalDegreesList += [v for v in ot.Tuples([4, 4]).generate()]
marginalDegreesList += [v for v in ot.Tuples([2, 6]).generate()]
print(marginalDegreesList)
for i in range(len(marginalDegreesList)):
marginalDegrees = marginalDegreesList[i]
checkPolynomialExactness(marginalDegrees, level, verbose=True)
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