File: t_LinearLeastSquares_std.py

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#! /usr/bin/env python

from __future__ import print_function
import openturns as ot

myFunc = ot.NumericalMathFunction(['x1', 'x2'], ['f1', 'f2', 'f3'], [
                                  'x1*sin(x2)', 'cos(x1+x2)', '(x2+1)*exp(x1-2*x2)'])
data = ot.NumericalSample(9, myFunc.getInputDimension())
point = ot.NumericalPoint(myFunc.getInputDimension())
point[0] = 0.5
point[1] = 0.5
data[0] = point
point[0] = -0.5
point[1] = -0.5
data[1] = point
point[0] = -0.5
point[1] = 0.5
data[2] = point
point[0] = 0.5
point[1] = -0.5
data[3] = point
point[0] = 0.5
point[1] = 0.5
data[4] = point
point[0] = -0.25
point[1] = -0.25
data[5] = point
point[0] = -0.25
point[1] = 0.25
data[6] = point
point[0] = 0.25
point[1] = -0.25
data[7] = point
point[0] = 0.25
point[1] = 0.25
data[8] = point
myLeastSquares = ot.LinearLeastSquares(data, myFunc)
myLeastSquares.run()
responseSurface = ot.NumericalMathFunction(
    myLeastSquares.getResponseSurface())
print("myLeastSquares=", repr(myLeastSquares))
print("responseSurface=", repr(responseSurface))
inPoint = ot.NumericalPoint(myFunc.getInputDimension(), 0.1)
print("myFunc(", repr(inPoint), ")=", repr(myFunc(inPoint)))
print("responseSurface(", repr(inPoint), ")=",
      repr(responseSurface(inPoint)))
dataOut = myFunc(data)
myLeastSquares = ot.LinearLeastSquares(data, dataOut)
myLeastSquares.run()
responseSurface = ot.NumericalMathFunction(
    myLeastSquares.getResponseSurface())
print("myLeastSquares=", repr(myLeastSquares))
print("responseSurface=", repr(responseSurface))
inPoint = ot.NumericalPoint(myFunc.getInputDimension(), 0.1)
print("myFunc(", repr(inPoint), ")=", repr(myFunc(inPoint)))
print("responseSurface(", repr(inPoint), ")=",
      repr(responseSurface(inPoint)))