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// Copyright (C) 2021 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/LocalLinearDiscrLastDimRegression.h"
#include "StOpt/regression/meshCalculationLocalRegression.h"
#include "StOpt/regression/localLinearMatrixOperation.h"
#include "StOpt/regression/localLinearDiscrLastDimMatrixOperation.h"
#include "StOpt/core/grids/InterpolatorSpectral.h"
using namespace std;
using namespace Eigen;
namespace StOpt
{
LocalLinearDiscrLastDimRegression::LocalLinearDiscrLastDimRegression(const ArrayXi &p_nbMesh, bool p_bRotationAndRecale): LocalDiscrLastDimRegression(p_nbMesh, p_bRotationAndRecale) {}
LocalLinearDiscrLastDimRegression::LocalLinearDiscrLastDimRegression(const bool &p_bZeroDate,
const ArrayXXd &p_particles,
const ArrayXi &p_nbMesh,
bool p_bRotationAndRecale) : LocalDiscrLastDimRegression(p_bZeroDate, p_particles, p_nbMesh, p_bRotationAndRecale)
{
if ((!m_bZeroDate) && (p_nbMesh.size() != 0))
{
int nbCell = m_mesh.cols() ;
int iMatrixSize = m_particles.rows();
// regression matrix
m_matReg = localLinearDiscrLastDimMatrixCalculation(m_particles, m_simToCell, m_mesh);
// factorize
m_diagReg.resize(iMatrixSize, nbCell);
// utilitary
Array<bool, Dynamic, 1> bSingular(nbCell);
localLinearCholeski(m_matReg, m_diagReg, bSingular) ;
}
}
LocalLinearDiscrLastDimRegression:: LocalLinearDiscrLastDimRegression(const LocalLinearDiscrLastDimRegression &p_object): LocalDiscrLastDimRegression(p_object), m_matReg(p_object.getMatReg()), m_diagReg(p_object.getDiagReg())
{
}
LocalLinearDiscrLastDimRegression::LocalLinearDiscrLastDimRegression(const bool &p_bZeroDate,
const ArrayXi &p_nbMesh,
const Array< std::array< double, 2>, Dynamic, Dynamic > &p_mesh,
const std::vector< std::shared_ptr< ArrayXd > > &p_mesh1D, const ArrayXd &p_meanX,
const ArrayXd &p_etypX, const MatrixXd &p_svdMatrix,
const bool &p_bRotationAndRecale) : LocalDiscrLastDimRegression(p_bZeroDate, p_nbMesh, p_mesh, p_mesh1D, p_meanX, p_etypX, p_svdMatrix, p_bRotationAndRecale)
{
}
void LocalLinearDiscrLastDimRegression::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();
}
meshCalculationLocalRegressionDiscrLastDim(m_particles, m_nbMesh, m_simToCell, m_mesh, m_mesh1D);
int nbCell = m_mesh.cols() ;
int iMatrixSize = m_particles.rows();
// regression matrix
m_matReg = localLinearDiscrLastDimMatrixCalculation(m_particles, m_simToCell, m_mesh);
// factorize
m_diagReg.resize(iMatrixSize, nbCell);
// utilitary
Array<bool, Dynamic, 1> bSingular(nbCell);
localLinearCholeski(m_matReg, m_diagReg, bSingular) ;
}
else
{
m_simToCell.setConstant(0);
}
}
ArrayXd LocalLinearDiscrLastDimRegression::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 = localLinearDiscrLastDimSecondMemberCalculation(m_particles, m_simToCell, m_mesh, fToRegress2D);
Map<const ArrayXd > secMember(secMember2D.data(), secMember2D.size());
return localLinearCholeskiInversion(m_matReg, m_diagReg, secMember);
}
else
{
ArrayXd retAverage(1);
retAverage(0) = p_fToRegress.mean();
return retAverage;
}
}
ArrayXXd LocalLinearDiscrLastDimRegression::getCoordBasisFunctionMultiple(const ArrayXXd &p_fToRegress) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
ArrayXXd secMember = localLinearDiscrLastDimSecondMemberCalculation(m_particles, m_simToCell, m_mesh, p_fToRegress);
ArrayXXd regFunc(p_fToRegress.rows(), secMember.cols());
for (int nsm = 0; nsm < p_fToRegress.rows(); ++nsm)
{
ArrayXd secMemberLoc(secMember.cols());
secMemberLoc = secMember.row(nsm);
regFunc.row(nsm) = localLinearCholeskiInversion(m_matReg, m_diagReg, secMemberLoc).transpose();
}
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 LocalLinearDiscrLastDimRegression::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 localLinearDiscrLastDimReconstruction(m_particles, m_simToCell, m_mesh, BasisCoefficients).row(0);
}
else
return ArrayXd::Constant(m_simToCell.size(), p_basisCoefficients(0));
}
ArrayXXd LocalLinearDiscrLastDimRegression::reconstructionMultiple(const ArrayXXd &p_basisCoefficients) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
return localLinearDiscrLastDimReconstruction(m_particles, m_simToCell, m_mesh, 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 LocalLinearDiscrLastDimRegression::reconstructionASim(const int &p_isim, const ArrayXd &p_basisCoefficients) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
return localLinearDiscrLastDimReconstructionASim(p_isim, m_particles, m_simToCell, m_mesh, p_basisCoefficients);
}
else
{
return p_basisCoefficients(0);
}
}
ArrayXd LocalLinearDiscrLastDimRegression::getAllSimulations(const ArrayXd &p_fToRegress) const
{
Map<const ArrayXXd> fToRegress2D(p_fToRegress.data(), 1, p_fToRegress.size());
ArrayXXd BasisCoefficients = getCoordBasisFunctionMultiple(fToRegress2D);
if ((m_bZeroDate) || (m_nbMesh.size() == 0))
{
return ArrayXd::Constant(p_fToRegress.size(), BasisCoefficients(0, 0));
}
ArrayXXd condEspectationValues = localLinearDiscrLastDimReconstruction(m_particles, m_simToCell, m_mesh, BasisCoefficients);
return condEspectationValues.row(0);
}
ArrayXXd LocalLinearDiscrLastDimRegression::getAllSimulationsMultiple(const ArrayXXd &p_fToRegress) const
{
ArrayXXd BasisCoefficients = getCoordBasisFunctionMultiple(p_fToRegress);
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(BasisCoefficients(ism, 0));
return ret;
}
return localLinearDiscrLastDimReconstruction(m_particles, m_simToCell, m_mesh, BasisCoefficients);
}
double LocalLinearDiscrLastDimRegression::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 localLinearDiscrLastDimReconstructionOnePoint(x.array(), m_mesh1D, coordBasisFunction2D)(0);
}
else
{
return p_coordBasisFunction(0);
}
}
double LocalLinearDiscrLastDimRegression::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 localLinearDiscrLastDimReconsOnePointSimStock(x, p_ptOfStock, p_interpFuncBasis, m_mesh1D);
}
else
{
return p_interpFuncBasis[0]->apply(p_ptOfStock);
}
}
ArrayXd LocalLinearDiscrLastDimRegression::getCoordBasisFunctionOneCell(const int &p_iCell, 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 = localLinearDiscrLastDimSecondMemberCalculationOneCell(m_particles, *(m_simulBelongingToCell[p_iCell]), m_mesh.col(p_iCell), fToRegress2D);
Map<const ArrayXd > secMember(secMember2D.data(), secMember2D.size());
return localLinearCholeskiInversionOneCell(p_iCell, m_matReg, m_diagReg, secMember);
}
else
{
ArrayXd retAverage(1);
retAverage(0) = p_fToRegress.mean();
return retAverage;
}
}
ArrayXXd LocalLinearDiscrLastDimRegression::getCoordBasisFunctionMultipleOneCell(const int &p_iCell, const ArrayXXd &p_fToRegress) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
ArrayXXd secMember = localLinearDiscrLastDimSecondMemberCalculationOneCell(m_particles, *(m_simulBelongingToCell[p_iCell]), m_mesh.col(p_iCell), p_fToRegress);
// normalization
secMember /= m_particles.cols();
ArrayXXd regFunc(p_fToRegress.rows(), secMember.cols());
for (int nsm = 0; nsm < p_fToRegress.rows(); ++nsm)
{
ArrayXd secMemberLoc(secMember.cols());
secMemberLoc = secMember.row(nsm);
regFunc.row(nsm) = localLinearCholeskiInversionOneCell(p_iCell, m_matReg, m_diagReg, secMemberLoc).transpose();
}
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 LocalLinearDiscrLastDimRegression::getValuesOneCell(const ArrayXd &p_oneParticle, const int &p_cell, const ArrayXXd &p_foncBasisCoef) const
{
if ((!m_bZeroDate) && (m_nbMesh.size() != 0))
{
// rotation
VectorXd x = p_oneParticle.matrix();
x = ((x.array() - m_meanX) / m_etypX).matrix();
x = m_svdMatrix * x;
return localLinearDiscrLastDimReconstructionOnePointOneCell(x.array(), m_mesh.col(p_cell), p_foncBasisCoef);
}
else
{
return p_foncBasisCoef.col(0);
}
}
}
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