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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/LocalSameSizeConstRegression.h"
#include "StOpt/core/grids/InterpolatorSpectral.h"
using namespace std;
using namespace Eigen;
namespace StOpt
{
LocalSameSizeConstRegression::LocalSameSizeConstRegression(const bool &p_bZeroDate,
const ArrayXXd &p_particles,
const ArrayXd &p_lowValues,
const ArrayXd &p_step,
const ArrayXi &p_nbStep) : LocalSameSizeRegression(p_bZeroDate, p_particles, p_lowValues, p_step, p_nbStep)
{
if (!m_bZeroDate)
{
// regression matrix
m_matReg = ArrayXd::Zero(m_nbMeshTotal);
for (size_t i = 0; i < m_simAndCell.size(); ++i)
m_matReg(m_simAndCell[i](1)) += 1;
// now set diagonal with no particle to 1
for (int icell = 0; icell < m_nbMeshTotal; ++icell)
if (m_matReg(icell) <= 0.)
m_matReg(icell) = 1;
}
}
LocalSameSizeConstRegression:: LocalSameSizeConstRegression(const LocalSameSizeConstRegression &p_object): LocalSameSizeRegression(p_object),
m_matReg(p_object.getMatReg())
{}
void LocalSameSizeConstRegression::updateSimulations(const bool &p_bZeroDate, const ArrayXXd &p_particles)
{
BaseRegression::updateSimulationsBase(p_bZeroDate, p_particles);
if (!m_bZeroDate)
{
// update utilitary arrays
fillInSimCell(m_particles);
m_matReg = ArrayXd::Zero(m_nbMeshTotal);
for (size_t i = 0; i < m_simAndCell.size(); ++i)
m_matReg(m_simAndCell[i](1)) += 1;
// now set diagonal with no particle to 1
for (int icell = 0; icell < m_nbMeshTotal; ++icell)
if (m_matReg(icell) <= 0.)
m_matReg(icell) = 1;
}
}
ArrayXd LocalSameSizeConstRegression::getCoordBasisFunction(const ArrayXd &p_fToRegress) const
{
if (!m_bZeroDate)
{
ArrayXd ret = ArrayXd::Zero(m_matReg.size());
// second member
for (size_t i = 0; i < m_simAndCell.size(); ++i)
ret(m_simAndCell[i](1)) += p_fToRegress(m_simAndCell[i](0));
return ret / m_matReg;
}
else
{
ArrayXd retAverage(1);
retAverage(0) = p_fToRegress.mean();
return retAverage;
}
}
ArrayXXd LocalSameSizeConstRegression::getCoordBasisFunctionMultiple(const ArrayXXd &p_fToRegress) const
{
if (!m_bZeroDate)
{
ArrayXXd regFunc = ArrayXXd::Zero(p_fToRegress.rows(), m_matReg.size());
// second member
for (size_t i = 0; i < m_simAndCell.size(); ++i)
regFunc.col(m_simAndCell[i](1)) += p_fToRegress.col(m_simAndCell[i](0));
for (int im = 0; im < m_matReg.size(); ++im)
regFunc.col(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 LocalSameSizeConstRegression::reconstruction(const ArrayXd &p_basisCoefficients) const
{
if (!m_bZeroDate)
{
ArrayXd ret = ArrayXd::Zero(m_particles.cols());
for (size_t im = 0 ; im < m_simAndCell.size(); ++im)
ret(m_simAndCell[im](0)) = p_basisCoefficients(m_simAndCell[im](1));
return ret ;
}
else
return ArrayXd::Constant(m_simToCell.size(), p_basisCoefficients(0));
}
ArrayXXd LocalSameSizeConstRegression::reconstructionMultiple(const ArrayXXd &p_basisCoefficients) const
{
if (!m_bZeroDate)
{
ArrayXXd ret = ArrayXXd::Zero(p_basisCoefficients.rows(), m_particles.cols());
for (size_t im = 0 ; im < m_simAndCell.size(); ++im)
for (int nsm = 0; nsm < p_basisCoefficients.rows(); ++nsm)
ret(nsm, m_simAndCell[im](0)) = p_basisCoefficients(nsm, m_simAndCell[im](1));
return ret ;
}
else
{
ArrayXXd retValue(p_basisCoefficients.rows(), m_particles.cols());
for (int nsm = 0; nsm < p_basisCoefficients.rows(); ++nsm)
retValue.row(nsm).setConstant(p_basisCoefficients(nsm, 0));
return retValue ;
}
}
double LocalSameSizeConstRegression::reconstructionASim(const int &p_isim, const ArrayXd &p_basisCoefficients) const
{
if (!m_bZeroDate)
{
if (m_simToCell(p_isim) < 0)
return 0;
else
return p_basisCoefficients(m_simToCell(p_isim)) ;
}
else
{
return p_basisCoefficients(0);
}
}
ArrayXd LocalSameSizeConstRegression::getAllSimulations(const ArrayXd &p_fToRegress) const
{
if (m_bZeroDate)
return ArrayXd::Constant(p_fToRegress.size(), p_fToRegress.mean());
// coefficients
ArrayXd BasisCoefficients = ArrayXd::Zero(m_matReg.size());
// second member
for (size_t i = 0; i < m_simAndCell.size(); ++i)
BasisCoefficients(m_simAndCell[i](1)) += p_fToRegress(m_simAndCell[i](0));
BasisCoefficients /= m_matReg;
ArrayXd condEspectationValues = ArrayXd::Zero(p_fToRegress.size());
for (size_t im = 0 ; im < m_simAndCell.size(); ++im)
condEspectationValues(m_simAndCell[im](0)) = BasisCoefficients(m_simAndCell[im](1));
return condEspectationValues;
}
ArrayXXd LocalSameSizeConstRegression::getAllSimulationsMultiple(const ArrayXXd &p_fToRegress) const
{
if (m_bZeroDate)
{
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;
}
// coefficients
ArrayXXd BasisCoefficients = ArrayXXd::Zero(p_fToRegress.rows(), m_matReg.size());
// second member
for (size_t i = 0; i < m_simAndCell.size(); ++i)
BasisCoefficients.col(m_simAndCell[i](1)) += p_fToRegress.col(m_simAndCell[i](0));
for (int im = 0; im < m_matReg.size(); ++im)
BasisCoefficients.col(im) /= m_matReg(im);
ArrayXXd condEspectationValues = ArrayXXd::Zero(p_fToRegress.rows(), p_fToRegress.cols());
for (size_t im = 0 ; im < m_simAndCell.size(); ++im)
condEspectationValues.col(m_simAndCell[im](0)) = BasisCoefficients.col(m_simAndCell[im](1));
return condEspectationValues;
}
double LocalSameSizeConstRegression::getValue(const ArrayXd &p_coordinates, const ArrayXd &p_coordBasisFunction) const
{
if (!m_bZeroDate)
{
// point location
int ipos = pointLocation(p_coordinates);
if (ipos < 0)
return 0. ;
else
return p_coordBasisFunction(ipos);
}
else
{
return p_coordBasisFunction(0);
}
}
double LocalSameSizeConstRegression::getAValue(const ArrayXd &p_coordinates, const ArrayXd &p_ptOfStock,
const vector< shared_ptr<InterpolatorSpectral> > &p_interpFuncBasis) const
{
if (!m_bZeroDate)
{
// point location
int ipos = pointLocation(p_coordinates);
if (ipos < 0)
return 0. ;
else
return p_interpFuncBasis[ipos]->apply(p_ptOfStock);
}
else
{
return p_interpFuncBasis[0]->apply(p_ptOfStock);
}
}
}
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