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// Copyright (C) 2016 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#include <vector>
#include <memory>
#include <iostream>
#include <Eigen/Dense>
#include "StOpt/regression/LocalConstRegression.h"
#include "StOpt/regression/localConstMatrixOperation.h"
#include "StOpt/core/grids/InterpolatorSpectral.h"
using namespace std;
using namespace Eigen;
namespace StOpt
{
LocalConstRegression::LocalConstRegression(const ArrayXi &p_nbMesh, bool p_bRotationAndRecale): LocalRegression(p_nbMesh, p_bRotationAndRecale) {}
LocalConstRegression::LocalConstRegression(const bool &p_bZeroDate,
const ArrayXXd &p_particles,
const ArrayXi &p_nbMesh,
bool p_bRotationAndRecale) : LocalRegression(p_bZeroDate, p_particles, p_nbMesh, p_bRotationAndRecale)
{
if ((!m_bZeroDate) && (p_nbMesh.size() != 0))
{
// regression matrix
m_matReg = localConstMatrixCalculation(m_simToCell, m_mesh.cols());
}
}
LocalConstRegression:: LocalConstRegression(const LocalConstRegression &p_object): LocalRegression(p_object),
m_matReg(p_object.getMatReg())
{}
void LocalConstRegression::updateSimulations(const bool &p_bZeroDate, const ArrayXXd &p_particles)
{
BaseRegression::updateSimulationsBase(p_bZeroDate, p_particles);
m_simToCell.resize(p_particles.cols());
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
if (p_particles.rows() != m_nbMesh.size())
{
cout << " Dimension nd of particles of size (nd, nbSimu) is " << p_particles.rows();
cout << " and should be equal to the size of the array describing the mesh refinement " << m_nbMesh.transpose() << endl ;
abort();
}
meshCalculationLocalRegression(m_particles, m_nbMesh, m_simToCell, m_mesh, m_mesh1D);
// regression matrix
m_matReg = localConstMatrixCalculation(m_simToCell, m_mesh.cols());
}
else
{
m_simToCell.setConstant(0);
}
}
ArrayXd LocalConstRegression::getCoordBasisFunction(const ArrayXd &p_fToRegress) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
Map<const ArrayXXd> fToRegress2D(p_fToRegress.data(), 1, p_fToRegress.size());
ArrayXXd secMember2D = localConstSecondMemberCalculation(m_simToCell, m_mesh.cols(), fToRegress2D);
// output
Map<const ArrayXd > secMember(secMember2D.data(), secMember2D.size());
ArrayXd ret = secMember / m_matReg;
return ret;
}
else
{
ArrayXd retAverage(1);
retAverage(0) = p_fToRegress.mean();
return retAverage;
}
}
ArrayXXd LocalConstRegression::getCoordBasisFunctionMultiple(const ArrayXXd &p_fToRegress) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
ArrayXXd secMember = localConstSecondMemberCalculation(m_simToCell, m_mesh.cols(), p_fToRegress);
ArrayXXd regFunc(p_fToRegress.rows(), secMember.cols());
for (int im = 0; im < m_matReg.size(); ++im)
for (int nsm = 0; nsm < p_fToRegress.rows(); ++nsm)
regFunc(nsm, im) = secMember(nsm, im) / m_matReg(im);;
return regFunc;
}
else
{
ArrayXXd retAverage(p_fToRegress.rows(), 1);
for (int nsm = 0; nsm < p_fToRegress.rows(); ++nsm)
retAverage.row(nsm).setConstant(p_fToRegress.row(nsm).mean());
return retAverage;
}
}
ArrayXd LocalConstRegression::reconstruction(const ArrayXd &p_basisCoefficients) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
Map<const ArrayXXd> BasisCoefficients(p_basisCoefficients.data(), 1, p_basisCoefficients.size());
return localConstReconstruction(m_simToCell, BasisCoefficients).row(0);
}
else
return ArrayXd::Constant(m_simToCell.size(), p_basisCoefficients(0));
}
ArrayXXd LocalConstRegression::reconstructionMultiple(const ArrayXXd &p_basisCoefficients) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
return localConstReconstruction(m_simToCell, p_basisCoefficients);
}
else
{
ArrayXXd retValue(p_basisCoefficients.rows(), m_simToCell.size());
for (int nsm = 0; nsm < p_basisCoefficients.rows(); ++nsm)
retValue.row(nsm).setConstant(p_basisCoefficients(nsm, 0));
return retValue ;
}
}
double LocalConstRegression::reconstructionASim(const int &p_isim, const ArrayXd &p_basisCoefficients) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
return p_basisCoefficients(m_simToCell(p_isim)) ;
}
else
{
return p_basisCoefficients(0);
}
}
ArrayXd LocalConstRegression::getAllSimulations(const ArrayXd &p_fToRegress) const
{
if ((m_bZeroDate) || (m_nbMesh.size() == 0))
return ArrayXd::Constant(p_fToRegress.size(), p_fToRegress.mean());
Map<const ArrayXXd> fToRegress2D(p_fToRegress.data(), 1, p_fToRegress.size());
ArrayXXd BasisCoefficients = getCoordBasisFunctionMultiple(fToRegress2D);
ArrayXXd condEspectationValues = localConstReconstruction(m_simToCell, BasisCoefficients);
return condEspectationValues.row(0);
}
ArrayXXd LocalConstRegression::getAllSimulationsMultiple(const ArrayXXd &p_fToRegress) const
{
if ((m_bZeroDate) || (m_nbMesh.size() == 0))
{
ArrayXXd ret(p_fToRegress.rows(), p_fToRegress.cols());
for (int ism = 0; ism < p_fToRegress.rows(); ++ism)
ret.row(ism).setConstant(p_fToRegress.row(ism).mean());
return ret;
}
ArrayXXd BasisCoefficients = getCoordBasisFunctionMultiple(p_fToRegress);
return localConstReconstruction(m_simToCell, BasisCoefficients);
}
double LocalConstRegression::getValue(const ArrayXd &p_coordinates, const ArrayXd &p_coordBasisFunction) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
// rotation
VectorXd x = m_svdMatrix * ((p_coordinates - m_meanX) / m_etypX).matrix();
Map<const ArrayXXd> coordBasisFunction2D(p_coordBasisFunction.data(), 1, p_coordBasisFunction.size());
return localConstReconstructionOnePoint(x.array(), m_mesh1D, coordBasisFunction2D)(0);
}
else
{
return p_coordBasisFunction(0);
}
}
double LocalConstRegression::getAValue(const ArrayXd &p_coordinates, const ArrayXd &p_ptOfStock,
const vector< shared_ptr<InterpolatorSpectral> > &p_interpFuncBasis) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
// rotation
VectorXd x = m_svdMatrix * ((p_coordinates - m_meanX) / m_etypX).matrix();
return localConstReconsOnePointSimStock(x.array(), p_ptOfStock, p_interpFuncBasis, m_mesh1D);
}
else
{
return p_interpFuncBasis[0]->apply(p_ptOfStock);
}
}
ArrayXd LocalConstRegression::getCoordBasisFunctionOneCell(const int &p_iCell, const ArrayXd &p_fToRegress) const
{
ArrayXd retAverage(1);
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
retAverage(0) = 0. ;
for (size_t i = 0; i < m_simulBelongingToCell[p_iCell]->size(); ++i)
retAverage(0) += p_fToRegress((*m_simulBelongingToCell[p_iCell])[i]);
retAverage(0) /= m_simulBelongingToCell[p_iCell]->size();
}
else
{
retAverage(0) = p_fToRegress.mean();
}
return retAverage;
}
ArrayXXd LocalConstRegression::getCoordBasisFunctionMultipleOneCell(const int &p_iCell, const ArrayXXd &p_fToRegress) const
{
ArrayXXd retAverage = ArrayXXd::Zero(p_fToRegress.rows(), 1);
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
for (size_t i = 0; i < m_simulBelongingToCell[p_iCell]->size(); ++i)
for (int j = 0; j < p_fToRegress.rows(); ++j)
retAverage(j, 0) += p_fToRegress(j, (*m_simulBelongingToCell[p_iCell])[i]);
retAverage /= m_simulBelongingToCell[p_iCell]->size();
}
else
{
for (int nsm = 0; nsm < p_fToRegress.rows(); ++nsm)
retAverage.row(nsm).setConstant(p_fToRegress.row(nsm).mean());
}
return retAverage;
}
Eigen::ArrayXd LocalConstRegression::getValuesOneCell(const Eigen::ArrayXd &, const int &p_cell, const Eigen::ArrayXXd &p_foncBasisCoef) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
return p_foncBasisCoef.col(p_cell);
}
else
return p_foncBasisCoef.col(0);
}
}
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