queso-0.51.1
MonteCarloSG.C
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008,2009,2010,2011,2012,2013 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
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16 // Lesser General Public License for more details.
17 //
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22 //
23 //-----------------------------------------------------------------------el-
24 
25 #include <queso/MonteCarloSG.h>
26 #include <queso/GslVector.h>
27 #include <queso/GslMatrix.h>
28 
29 namespace QUESO {
30 
31 // Default constructor -----------------------------
32 template <class P_V,class P_M,class Q_V,class Q_M>
33 MonteCarloSG<P_V,P_M,Q_V,Q_M>::MonteCarloSG( const char* prefix, const McOptionsValues* alternativeOptionsValues, // dakota const BaseVectorRV <P_V,P_M>& paramRv, const BaseVectorFunction<P_V,P_M,Q_V,Q_M>& qoiFunction)
38  :
39  m_env (paramRv.env()),
40  m_paramRv (paramRv),
41  m_qoiFunction (qoiFunction),
42  m_paramSpace (m_paramRv.imageSet().vectorSpace()),
43  m_qoiSpace (m_qoiFunction.imageSet().vectorSpace()),
44  m_qoiFunctionSynchronizer (new VectorFunctionSynchronizer<P_V,P_M,Q_V,Q_M>(m_qoiFunction,m_paramRv.imageSet().vectorSpace().zeroVector(),m_qoiFunction.imageSet().vectorSpace().zeroVector())),
45  m_numPsNotSubWritten (0),
46  m_numQsNotSubWritten (0),
47 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
48  m_alternativeOptionsValues(NULL,NULL),
49 #else
50  m_alternativeOptionsValues(),
51 #endif
52  m_optionsObj (NULL)
53 {
54  if (m_env.subDisplayFile()) {
55  *m_env.subDisplayFile() << "Entering MonteCarloSG<P_V,P_M,Q_V,Q_M>::constructor()"
56  << ": prefix = " << prefix
57  << ", alternativeOptionsValues = " << alternativeOptionsValues
58  << ", m_env.optionsInputFileName() = " << m_env.optionsInputFileName()
59  << std::endl;
60  }
61 
62  if (alternativeOptionsValues) m_alternativeOptionsValues = *alternativeOptionsValues;
63  if (m_env.optionsInputFileName() == "") {
64  m_optionsObj = new MonteCarloSGOptions(m_env,prefix,m_alternativeOptionsValues);
65  }
66  else {
67  m_optionsObj = new MonteCarloSGOptions(m_env,prefix);
68  m_optionsObj->scanOptionsValues();
69  }
70 
71  UQ_FATAL_TEST_MACRO(paramRv.imageSet().vectorSpace().dimLocal() != qoiFunction.domainSet().vectorSpace().dimLocal(),
72  m_env.worldRank(),
73  "MonteCarloSG<P_V,P_M,Q_V,Q_M>::constructor()",
74  "'paramRv' and 'qoiFunction' are related to vector spaces of different dimensions");
75 
76  if (m_env.subDisplayFile()) {
77  *m_env.subDisplayFile() << "Leaving MonteCarloSG<P_V,P_M,Q_V,Q_M>::constructor()"
78  << std::endl;
79  }
80 }
81 // Destructor ---------------------------------------
82 template <class P_V,class P_M,class Q_V,class Q_M>
83 MonteCarloSG<P_V,P_M,Q_V,Q_M>::~MonteCarloSG()
84 {
85  if (m_optionsObj ) delete m_optionsObj;
86  if (m_qoiFunctionSynchronizer) delete m_qoiFunctionSynchronizer;
87 }
88 // Statistical methods ------------------------------
89 template <class P_V,class P_M,class Q_V,class Q_M>
90 void
91 MonteCarloSG<P_V,P_M,Q_V,Q_M>::generateSequence(
92  BaseVectorSequence<P_V,P_M>& workingPSeq,
93  BaseVectorSequence<Q_V,Q_M>& workingQSeq)
94 {
95  UQ_FATAL_TEST_MACRO(m_qoiFunction.domainSet().vectorSpace().dimLocal() != workingPSeq.vectorSizeLocal(),
96  m_env.worldRank(),
97  "MonteCarloSG<P_V,P_M,Q_V,Q_M>::generateSequence()",
98  "'m_qoiFunction.domainSet' and 'workingPSeq' are related to vector spaces of different dimensions");
99 
100  UQ_FATAL_TEST_MACRO(m_qoiFunction.imageSet().vectorSpace().dimLocal() != workingQSeq.vectorSizeLocal(),
101  m_env.worldRank(),
102  "MonteCarloSG<P_V,P_M,Q_V,Q_M>::generateSequence()",
103  "'m_qoiFunction.imageSet' and 'workingQSeq' are related to vector spaces of different dimensions");
104 
105  MiscCheckTheParallelEnvironment<P_V,Q_V>(m_paramRv.imageSet().vectorSpace().zeroVector(),
106  m_qoiFunction.imageSet().vectorSpace().zeroVector());
107  internGenerateSequence(m_paramRv,workingPSeq,workingQSeq);
108 
109  return;
110 }
111 // I/O methods---------------------------------------
112 template <class P_V,class P_M,class Q_V,class Q_M>
113 void
114 MonteCarloSG<P_V,P_M,Q_V,Q_M>::print(std::ostream& os) const
115 {
116  return;
117 }
118 // Private methods----------------------------------
119 template <class P_V,class P_M,class Q_V,class Q_M>
120 void
121 MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence(
122  const BaseVectorRV <P_V,P_M>& paramRv,
123  BaseVectorSequence<P_V,P_M>& workingPSeq,
124  BaseVectorSequence<Q_V,Q_M>& workingQSeq)
125 {
126  workingPSeq.setName(m_optionsObj->m_prefix+"ParamSeq");
127  workingQSeq.setName(m_optionsObj->m_prefix+"QoiSeq");
128 
129  //****************************************************
130  // Generate sequence of QoI values
131  //****************************************************
132  unsigned int subActualSizeBeforeGeneration = std::min(m_optionsObj->m_ov.m_qseqSize,paramRv.realizer().subPeriod());
133  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
134  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
135  << ": m_optionsObj->m_ov.m_qseqSize = " << m_optionsObj->m_ov.m_qseqSize
136  << ", paramRv.realizer().subPeriod() = " << paramRv.realizer().subPeriod()
137  << ", about to call actualGenerateSequence() with subActualSize = " << subActualSizeBeforeGeneration
138  << std::endl;
139  }
140  if (m_optionsObj->m_ov.m_qseqDataInputFileName == UQ_MOC_SG_FILENAME_FOR_NO_FILE) {
141  actualGenerateSequence(paramRv,
142  workingPSeq,
143  workingQSeq,
144  subActualSizeBeforeGeneration);
145  }
146  else {
147  actualReadSequence(paramRv,
148  m_optionsObj->m_ov.m_qseqDataInputFileName,
149  m_optionsObj->m_ov.m_qseqDataInputFileType,
150  workingPSeq,
151  workingQSeq,
152  subActualSizeBeforeGeneration);
153  }
154  unsigned int subActualSizeAfterGeneration = workingPSeq.subSequenceSize();
155  UQ_FATAL_TEST_MACRO(subActualSizeAfterGeneration != workingQSeq.subSequenceSize(),
156  m_env.worldRank(),
157  "MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()",
158  "P and Q sequences should have the same size!");
159 
160  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
161  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
162  << ": returned from call to actualGenerateSequence() with subActualSize = " << subActualSizeAfterGeneration
163  << std::endl;
164  }
165 
166  //****************************************************
167  // Open generic output file
168  //****************************************************
169  if (m_env.subDisplayFile()) {
170  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
171  << ", prefix = " << m_optionsObj->m_prefix
172  << ": checking necessity of opening generic output file (qseq name is " << workingQSeq.name()
173  << ") ..."
174  << std::endl;
175  }
176  FilePtrSetStruct genericFilePtrSet;
177  m_env.openOutputFile(m_optionsObj->m_ov.m_dataOutputFileName,
178  UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT, // Yes, always ".m"
179  m_optionsObj->m_ov.m_dataOutputAllowedSet,
180  false,
181  genericFilePtrSet);
182 
183  //****************************************************
184  // Eventually:
185  // --> write parameter sequence
186  // --> compute statistics on it
187  //****************************************************
188  if (m_env.subDisplayFile()) {
189  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
190  << ", prefix = " << m_optionsObj->m_prefix
191  << ": checking necessity of opening output files for pseq " << workingPSeq.name()
192  << "..."
193  << std::endl;
194  }
195 
196  // Take "sub" care of pseq
197  if ((m_numPsNotSubWritten > 0 ) &&
198  (m_optionsObj->m_ov.m_pseqDataOutputFileName != UQ_MOC_SG_FILENAME_FOR_NO_FILE)) {
199  workingPSeq.subWriteContents(subActualSizeBeforeGeneration - m_numPsNotSubWritten,
200  m_numPsNotSubWritten,
201  m_optionsObj->m_ov.m_pseqDataOutputFileName,
202  m_optionsObj->m_ov.m_pseqDataOutputFileType,
203  m_optionsObj->m_ov.m_pseqDataOutputAllowedSet);
204  if (m_env.subDisplayFile()) {
205  *m_env.subDisplayFile() << "In MonteCarloG<P_V,P_M>::internGenerateSequence()"
206  << ": just wrote remaining pseq positions (per period request)"
207  << std::endl;
208  }
209  m_numPsNotSubWritten = 0;
210  //if (m_env.subDisplayFile()) {
211  // *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
212  // << ", prefix = " << m_optionsObj->m_prefix
213  // << ": closed data output file '" << m_optionsObj->m_ov.m_pseqDataOutputFileName
214  // << "' for pseq " << workingPSeq.name()
215  // << std::endl;
216  //}
217  }
218 
219  // Take "unified" care of pseq
220  if (m_optionsObj->m_ov.m_pseqDataOutputFileName != UQ_MOC_SG_FILENAME_FOR_NO_FILE) {
221  workingPSeq.unifiedWriteContents(m_optionsObj->m_ov.m_pseqDataOutputFileName,m_optionsObj->m_ov.m_pseqDataOutputFileType);
222  if (m_env.subDisplayFile()) {
223  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
224  << ", prefix = " << m_optionsObj->m_prefix
225  << ": closed unified data output file '" << m_optionsObj->m_ov.m_pseqDataOutputFileName
226  << "' for pseq " << workingPSeq.name()
227  << std::endl;
228  }
229  }
230 
231  // Take case of other aspects of pseq
232 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
233  if (m_optionsObj->m_ov.m_pseqComputeStats) {
234  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
235  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
236  << ": about to call 'workingPSeq.computeStatistics()'"
237  << std::endl;
238  }
239  workingPSeq.computeStatistics(*m_optionsObj->m_pseqStatisticalOptionsObj,
240  genericFilePtrSet.ofsVar);
241  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
242  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
243  << ": returned from call to 'workingPSeq.computeStatistics()'"
244  << std::endl;
245  }
246  }
247 #endif
248  //****************************************************
249  // Eventually:
250  // --> write QoI sequence
251  // --> compute statistics on it
252  //****************************************************
253  if (m_env.subDisplayFile()) {
254  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
255  << ", prefix = " << m_optionsObj->m_prefix
256  << ": checking necessity of opening output files for qseq " << workingQSeq.name()
257  << "..."
258  << std::endl;
259  }
260 
261  // Take "sub" care of qseq
262  if ((m_numQsNotSubWritten > 0 ) &&
263  (m_optionsObj->m_ov.m_qseqDataOutputFileName != UQ_MOC_SG_FILENAME_FOR_NO_FILE)) {
264  workingQSeq.subWriteContents(subActualSizeBeforeGeneration - m_numQsNotSubWritten,
265  m_numQsNotSubWritten,
266  m_optionsObj->m_ov.m_qseqDataOutputFileName,
267  m_optionsObj->m_ov.m_qseqDataOutputFileType,
268  m_optionsObj->m_ov.m_qseqDataOutputAllowedSet);
269  if (m_env.subDisplayFile()) {
270  *m_env.subDisplayFile() << "In MonteCarloG<P_V,P_M>::internGenerateSequence()"
271  << ": just wrote remaining qseq positions (per period request)"
272  << std::endl;
273  }
274  m_numQsNotSubWritten = 0;
275  //if (m_env.subDisplayFile()) {
276  // *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
277  // << ", prefix = " << m_optionsObj->m_prefix
278  // << ": closed data output file '" << m_optionsObj->m_ov.m_qseqDataOutputFileName
279  // << "' for qseq " << workingQSeq.name()
280  // << std::endl;
281  //}
282  }
283 
284  // Take "unified" care of qseq
285  if (m_optionsObj->m_ov.m_qseqDataOutputFileName != UQ_MOC_SG_FILENAME_FOR_NO_FILE) {
286  workingQSeq.unifiedWriteContents(m_optionsObj->m_ov.m_qseqDataOutputFileName,m_optionsObj->m_ov.m_qseqDataOutputFileType);
287  if (m_env.subDisplayFile()) {
288  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
289  << ", prefix = " << m_optionsObj->m_prefix
290  << ": closed unified data output file '" << m_optionsObj->m_ov.m_qseqDataOutputFileName
291  << "' for qseq " << workingQSeq.name()
292  << std::endl;
293  }
294  }
295 
296  // Take case of other aspects of qseq
297 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
298  if (m_optionsObj->m_ov.m_qseqComputeStats) {
299  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
300  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
301  << ": about to call 'workingQSeq.computeStatistics()'"
302  << std::endl;
303  }
304  workingQSeq.computeStatistics(*m_optionsObj->m_qseqStatisticalOptionsObj,
305  genericFilePtrSet.ofsVar);
306  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 0)) {
307  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
308  << ": returned from call to 'workingQSeq.computeStatistics()'"
309  << std::endl;
310  }
311  }
312 #endif
313  //****************************************************
314  // Close generic output file
315  //****************************************************
316  if (genericFilePtrSet.ofsVar) {
317  //std::cout << "TODAY 000" << std::endl;
318  delete genericFilePtrSet.ofsVar;
319  //genericFilePtrSet.ofsVar->close();
320  //std::cout << "TODAY 001" << std::endl;
321  if (m_env.subDisplayFile()) {
322  *m_env.subDisplayFile() << "In MonteCarloSG<P_V,P_M,Q_V,Q_M>::internGenerateSequence()"
323  << ", prefix = " << m_optionsObj->m_prefix
324  << ": closed generic data output file '" << m_optionsObj->m_ov.m_dataOutputFileName
325  << "' for QoI sequence " << workingQSeq.name()
326  << std::endl;
327  }
328  }
329  if (m_env.subDisplayFile()) {
330  *m_env.subDisplayFile() << std::endl;
331  }
332 
333  return;
334 }
335 // --------------------------------------------------
336 template <class P_V,class P_M,class Q_V,class Q_M>
337 void
338 MonteCarloSG<P_V,P_M,Q_V,Q_M>::actualGenerateSequence(
339  const BaseVectorRV <P_V,P_M>& paramRv,
340  BaseVectorSequence<P_V,P_M>& workingPSeq,
341  BaseVectorSequence<Q_V,Q_M>& workingQSeq,
342  unsigned int requestedSeqSize)
343 {
344  if (m_env.subDisplayFile()) {
345  *m_env.subDisplayFile() << "Starting the generation of qoi sequence " << workingQSeq.name()
346  << ", with " << requestedSeqSize
347  << " samples..."
348  << std::endl;
349  }
350 
351  int iRC = UQ_OK_RC;
352  struct timeval timevalSeq;
353  struct timeval timevalQoIFunction;
354 
355  double seqRunTime = 0;
356  double qoiFunctionRunTime = 0;
357 
358  iRC = gettimeofday(&timevalSeq, NULL);
359  if (iRC) {}; // just to remover compiler warning
360 
361  workingPSeq.resizeSequence(requestedSeqSize);
362  m_numPsNotSubWritten = 0;
363  workingQSeq.resizeSequence(requestedSeqSize);
364  m_numQsNotSubWritten = 0;
365 
366  P_V tmpP(m_paramSpace.zeroVector());
367  Q_V tmpQ(m_qoiSpace.zeroVector());
368 
369  unsigned int actualSeqSize = 0;
370  for (unsigned int i = 0; i < requestedSeqSize; ++i) {
371  paramRv.realizer().realization(tmpP);
372 
373  if (m_optionsObj->m_ov.m_qseqMeasureRunTimes) iRC = gettimeofday(&timevalQoIFunction, NULL);
374  m_qoiFunctionSynchronizer->callFunction(&tmpP,NULL,&tmpQ,NULL,NULL,NULL); // Might demand parallel environment
375  if (m_optionsObj->m_ov.m_qseqMeasureRunTimes) qoiFunctionRunTime += MiscGetEllapsedSeconds(&timevalQoIFunction);
376 
377  bool allQsAreFinite = true;
378  for (unsigned int j = 0; j < tmpQ.sizeLocal(); ++j) {
379  if ((tmpQ[j] == INFINITY) || (tmpQ[j] == -INFINITY)) {
380  std::cerr << "WARNING In MonteCarloSG<P_V,P_M,Q_V,Q_M>::actualGenerateSequence()"
381  << ", worldRank " << m_env.worldRank()
382  << ", fullRank " << m_env.fullRank()
383  << ", subEnvironment " << m_env.subId()
384  << ", subRank " << m_env.subRank()
385  << ", inter0Rank " << m_env.inter0Rank()
386  << ": i = " << i
387  << ", tmpQ[" << j << "] = " << tmpQ[j]
388  << ", tmpP = " << tmpP
389  << ", tmpQ = " << tmpQ
390  << std::endl;
391  allQsAreFinite = false;
392 
393  if (i > 0) {
394  workingPSeq.getPositionValues(i-1,tmpP); // FIXME: temporary code
395  workingQSeq.getPositionValues(i-1,tmpQ); // FIXME: temporary code
396  }
397 
398  break;
399  }
400  }
401  if (allQsAreFinite) {}; // just to remover compiler warning
402 
403  //if (allQsAreFinite) { // FIXME: this will cause different processors to have sequences of different sizes
404  workingPSeq.setPositionValues(i,tmpP);
405  m_numPsNotSubWritten++;
406  if ((m_optionsObj->m_ov.m_pseqDataOutputPeriod > 0 ) &&
407  (((i+1) % m_optionsObj->m_ov.m_pseqDataOutputPeriod) == 0 ) &&
408  (m_optionsObj->m_ov.m_pseqDataOutputFileName != ".")) {
409  workingPSeq.subWriteContents(i + 1 - m_optionsObj->m_ov.m_pseqDataOutputPeriod,
410  m_optionsObj->m_ov.m_pseqDataOutputPeriod,
411  m_optionsObj->m_ov.m_pseqDataOutputFileName,
412  m_optionsObj->m_ov.m_pseqDataOutputFileType,
413  m_optionsObj->m_ov.m_pseqDataOutputAllowedSet);
414  if (m_env.subDisplayFile()) {
415  *m_env.subDisplayFile() << "In MonteCarloG<P_V,P_M>::actualGenerateSequence()"
416  << ": just wrote pseq positions (per period request)"
417  << std::endl;
418  }
419  m_numPsNotSubWritten = 0;
420  }
421 
422  workingQSeq.setPositionValues(i,tmpQ);
423  m_numQsNotSubWritten++;
424  if ((m_optionsObj->m_ov.m_qseqDataOutputPeriod > 0 ) &&
425  (((i+1) % m_optionsObj->m_ov.m_qseqDataOutputPeriod) == 0 ) &&
426  (m_optionsObj->m_ov.m_qseqDataOutputFileName != ".")) {
427  workingQSeq.subWriteContents(i + 1 - m_optionsObj->m_ov.m_qseqDataOutputPeriod,
428  m_optionsObj->m_ov.m_qseqDataOutputPeriod,
429  m_optionsObj->m_ov.m_qseqDataOutputFileName,
430  m_optionsObj->m_ov.m_qseqDataOutputFileType,
431  m_optionsObj->m_ov.m_qseqDataOutputAllowedSet);
432  if (m_env.subDisplayFile()) {
433  *m_env.subDisplayFile() << "In MonteCarloG<P_V,P_M>::actualGenerateSequence()"
434  << ": just wrote qseq positions (per period request)"
435  << std::endl;
436  }
437  m_numQsNotSubWritten = 0;
438  }
439 
440  actualSeqSize++;
441 
442  //}
443 
444  if ((m_optionsObj->m_ov.m_qseqDisplayPeriod > 0) &&
445  (((i+1) % m_optionsObj->m_ov.m_qseqDisplayPeriod) == 0)) {
446  if (m_env.subDisplayFile()) {
447  *m_env.subDisplayFile() << "Finished generating " << i+1
448  << " qoi samples"
449  << std::endl;
450  }
451  }
452  }
453 
454  //if (actualSeqSize != requestedSeqSize) {
455  // workingPSeq.resizeSequence(actualSeqSize);
456  // workingQSeq.resizeSequence(actualSeqSize);
457  //}
458 
459  seqRunTime = MiscGetEllapsedSeconds(&timevalSeq);
460 
461  if (m_env.subDisplayFile()) {
462  *m_env.subDisplayFile() << "Finished the generation of qoi sequence " << workingQSeq.name()
463  << ", with sub " << workingQSeq.subSequenceSize()
464  << " samples"
465  << "\nSome information about this sequence:"
466  << "\n Sequence run time = " << seqRunTime
467  << " seconds"
468  << "\n\n Breaking of the seq run time:\n"
469  << "\n QoI function run time = " << qoiFunctionRunTime
470  << " seconds (" << 100.*qoiFunctionRunTime/seqRunTime
471  << "%)"
472  << std::endl;
473  }
474 
475  return;
476 }
477 // --------------------------------------------------
478 template <class P_V,class P_M,class Q_V,class Q_M>
479 void
480 MonteCarloSG<P_V,P_M,Q_V,Q_M>::actualReadSequence(
481  const BaseVectorRV <P_V,P_M>& paramRv,
482  const std::string& dataInputFileName,
483  const std::string& dataInputFileType,
484  BaseVectorSequence<P_V,P_M>& workingPSeq,
485  BaseVectorSequence<Q_V,Q_M>& workingQSeq,
486  unsigned int requestedSeqSize)
487 {
488  workingPSeq.resizeSequence(requestedSeqSize);
489  P_V tmpP(m_paramSpace.zeroVector());
490  for (unsigned int i = 0; i < requestedSeqSize; ++i) {
491  paramRv.realizer().realization(tmpP);
492  workingPSeq.setPositionValues(i,tmpP);
493  }
494 
495  workingQSeq.unifiedReadContents(dataInputFileName,dataInputFileType,requestedSeqSize);
496 
497  return;
498 }
499 
500 } // End namespace QUESO
501 
502 template class QUESO::MonteCarloSG<QUESO::GslVector, QUESO::GslMatrix, QUESO::GslVector, QUESO::GslMatrix>;
QUESO::MonteCarloSG
A templated class that implements a Monte Carlo generator of samples.
Definition: MonteCarloSG.h:49
QUESO::FilePtrSetStruct::ofsVar
std::ofstream * ofsVar
Provides a stream interface to write data to files.
Definition: Environment.h:75
QUESO::MonteCarloSG::actualGenerateSequence
void actualGenerateSequence(const BaseVectorRV< P_V, P_M > &paramRv, BaseVectorSequence< P_V, P_M > &workingPSeq, BaseVectorSequence< Q_V, Q_M > &workingQSeq, unsigned int seqSize)
This method actually generates the QoI sequence.
Definition: MonteCarloSG.C:338
QUESO::MonteCarloSG::MonteCarloSG
MonteCarloSG(const char *prefix, const McOptionsValues *alternativeOptionsValues, const BaseVectorRV< P_V, P_M > &paramRv, const BaseVectorFunction< P_V, P_M, Q_V, Q_M > &qoiFunction)
Constructor.
Definition: MonteCarloSG.C:33
UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
#define UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
Definition: Defines.h:89
QUESO::MonteCarloSGOptions
This class reads the options for the Monte Carlo sequence generator from an input file...
Definition: MonteCarloSGOptions.h:141
QUESO::MonteCarloSG::print
void print(std::ostream &os) const
Prints the sequence.
Definition: MonteCarloSG.C:114
QUESO::BaseVectorSequence::unifiedReadContents
virtual void unifiedReadContents(const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)=0
Reads info of the unified sequence from a file. See template specialization.
QUESO::BaseVectorSequence::setPositionValues
virtual void setPositionValues(unsigned int posId, const V &vec)=0
Set the values in vec at position posId of the sequence. See template specialization.
QUESO::BaseVectorSequence::resizeSequence
virtual void resizeSequence(unsigned int newSubSequenceSize)=0
Resize the sequence. See template specialization.
QUESO::BaseVectorSequence::name
const std::string & name() const
Access to protected attribute m_name: name of the sequence of vectors.
Definition: VectorSequence.C:121
QUESO::MonteCarloSG::internGenerateSequence
void internGenerateSequence(const BaseVectorRV< P_V, P_M > &paramRv, BaseVectorSequence< P_V, P_M > &workingPSeq, BaseVectorSequence< Q_V, Q_M > &workingQSeq)
Generates the QoI (output) sequence; it calls actualGenerateSequence().
Definition: MonteCarloSG.C:121
QUESO::BaseVectorSequence::subWriteContents
virtual void subWriteContents(unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const =0
Writes info of the sub-sequence to a file. See template specialization.
QUESO::FilePtrSetStruct
Struct for handling data input and output from files.
Definition: Environment.h:66
QUESO::BaseVectorSequence::subSequenceSize
virtual unsigned int subSequenceSize() const =0
Size of the sub-sequence of vectors. See template specialization.
QUESO::MonteCarloSG::~MonteCarloSG
~MonteCarloSG()
Destructor.
Definition: MonteCarloSG.C:83
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:100
QUESO::VectorFunctionSynchronizer
A templated class for synchronizing the calls of vector-valued functions.
Definition: VectorFunctionSynchronizer.h:43
QUESO::BaseVectorRealizer::subPeriod
unsigned int subPeriod() const
Sub-period of the realization. Access to protected attribute m_subPeriod.
Definition: VectorRealizer.C:63
QUESO::McOptionsValues
This class provides options for the Monte Carlo sequence generator if no input file is available...
Definition: MonteCarloSGOptions.h:66
QUESO::BaseVectorRV::realizer
const BaseVectorRealizer< V, M > & realizer() const
Finds a realization (sample) of the PDF of this vector RV; access to private attribute m_realizer...
Definition: VectorRV.C:98
QUESO::BaseVectorSequence::unifiedWriteContents
virtual void unifiedWriteContents(const std::string &fileName, const std::string &fileType) const =0
Writes info of the unified sequence to a file. See template specialization.
QUESO::UQ_OK_RC
const int UQ_OK_RC
Definition: Defines.h:76
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
QUESO::MiscGetEllapsedSeconds
double MiscGetEllapsedSeconds(struct timeval *timeval0)
Definition: Miscellaneous.C:287
QUESO::BaseVectorSequence::setName
void setName(const std::string &newName)
Changes the name of the sequence of vectors.
Definition: VectorSequence.C:128
QUESO::BaseVectorSequence::getPositionValues
virtual void getPositionValues(unsigned int posId, V &vec) const =0
Gets the values of the sequence at position posId and stores them at vec. See template specialization...
QUESO::MonteCarloSG::generateSequence
void generateSequence(BaseVectorSequence< P_V, P_M > &workingPSeq, BaseVectorSequence< Q_V, Q_M > &workingQSeq)
Generates the QoI (output) sequence, it calls internGenerateSequence().
Definition: MonteCarloSG.C:91
QUESO::MonteCarloSG::actualReadSequence
void actualReadSequence(const BaseVectorRV< P_V, P_M > &paramRv, const std::string &dataInputFileName, const std::string &dataInputFileType, BaseVectorSequence< P_V, P_M > &workingPSeq, BaseVectorSequence< Q_V, Q_M > &workingQSeq, unsigned int seqSize)
Reads the sequence.
Definition: MonteCarloSG.C:480
UQ_MOC_SG_FILENAME_FOR_NO_FILE
#define UQ_MOC_SG_FILENAME_FOR_NO_FILE
Definition: MonteCarloSGOptions.h:31
QUESO::BaseVectorRealizer::realization
virtual void realization(V &nextValues) const =0
Performs a realization (sample) from a probability density function. See template specialization...
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