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// -*- C++ -*-
/**
* @brief The test file of class ExponentialModel
*
* Copyright 2005-2025 Airbus-EDF-IMACS-ONERA-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include "openturns/OT.hxx"
#include "openturns/OTtestcode.hxx"
using namespace OT;
using namespace OT::Test;
int main(int, char *[])
{
TESTPREAMBLE;
OStream fullprint(std::cout);
try
{
/* Default dimension parameter to evaluate the model */
const UnsignedInteger defaultDimension = 1;
/* Spatial dimension of the model */
const UnsignedInteger inputDimension = 1;
/* Amplitude values */
Point amplitude(defaultDimension, 2.0);
/* Scale values */
Point scale(inputDimension, 1.0);
/* Default constructor */
ExponentialModel myDefaultModel;
fullprint << "myDefaultModel = " << myDefaultModel << std::endl;
/* Second order model with parameters */
ExponentialModel myModel(scale, amplitude);
fullprint << "myModel = " << myModel << std::endl;
const Scalar timeValueOne = 1.0;
fullprint << "covariance matrix at t = " << timeValueOne << " : " << myModel(timeValueOne) << std::endl;
fullprint << "covariance matrix at t = " << -1.0 * timeValueOne << " : " << myModel(-1.0 * timeValueOne) << std::endl;
/* Evaluation at time higher to check the decrease of the exponential values */
const Scalar timeValueHigh = 4.0;
fullprint << "covariance matrix at t = " << timeValueHigh << " : " << myModel(timeValueHigh) << std::endl;
/* Discretize the process on a small time grid */
RegularGrid timeGrid(0.0, 1.0 / 3.0, 4);
fullprint << "discretized covariance over the time grid=" << timeGrid << " is" << std::endl;
fullprint << myModel.discretize(timeGrid) << std::endl;
/* Default dimension parameter to evaluate the model */
const UnsignedInteger highDimension = 3;
/* Reallocation of adequate sizes*/
amplitude.resize(highDimension);
CorrelationMatrix spatialCorrelation(highDimension);
for (UnsignedInteger index = 0 ; index < highDimension; ++index)
{
// constant amplitude
amplitude[index] = 1.0 ;
if (index > 0) spatialCorrelation(index, index - 1) = 1.0 / index;
}
fullprint << "spatialCorrelation=" << spatialCorrelation << std::endl;
/* Second order model - high dimension */
ExponentialModel myHighModel(scale, amplitude, spatialCorrelation);
fullprint << "myHighModel = " << myHighModel << std::endl;
fullprint << "covariance matrix at t = " << timeValueOne << " : " << myHighModel(timeValueOne) << std::endl;
fullprint << "covariance matrix at t = " << -timeValueOne << " : " << myHighModel(-timeValueOne) << std::endl;
fullprint << "covariance matrix at t = " << timeValueHigh << " : " << myHighModel(timeValueHigh) << std::endl;
fullprint << "discretized covariance over the time grid=" << timeGrid << " is" << std::endl;
fullprint << myHighModel.discretize(timeGrid) << std::endl;
}
catch (TestFailed & ex)
{
std::cerr << ex << std::endl;
return ExitCode::Error;
}
return ExitCode::Success;
}
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