InfiniteDimensionalMCMCSamplerOptions.C

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//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008,2009,2010,2011,2012,2013 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#include <queso/InfiniteDimensionalMCMCSamplerOptions.h>

// ODV = option default value
#define UQ_INF_DATA_OUTPUT_DIR_NAME_ODV "chain"
#define UQ_INF_DATA_OUTPUT_FILE_NAME_ODV "out.h5"
#define UQ_INF_NUM_ITERS_ODV 1000
#define UQ_INF_SAVE_FREQ_ODV 1
#define UQ_INF_RWMH_STEP_ODV 1e-2

namespace QUESO {

InfiniteDimensionalMCMCSamplerOptions::InfiniteDimensionalMCMCSamplerOptions(
    const BaseEnvironment& env,
    const char * prefix)
  : m_prefix((std::string)(prefix) + "infmcmc_"),
    m_env(env),
    m_optionsDesc(new po::options_description("Infinite Dimensional MCMC Sampler options")),
    m_option_help(m_prefix + "help"),
    m_option_dataOutputDirName(m_prefix + "dataOutputDirName"),
    m_option_dataOutputFileName(m_prefix + "dataOutputFileName"),
    m_option_num_iters(m_prefix + "num_iters"),
    m_option_save_freq(m_prefix + "save_freq"),
    m_option_rwmh_step(m_prefix + "rwmh_step")
{
  UQ_FATAL_TEST_MACRO(m_env.optionsInputFileName() == "",
      m_env.worldRank(),
      "InfiniteDimensionalMCMCSamplerOptions::constructor(1)",
      "this constructor is incompatible with the abscense of an options input file");
}

InfiniteDimensionalMCMCSamplerOptions::~InfiniteDimensionalMCMCSamplerOptions()
{
  if (m_optionsDesc) {
    delete m_optionsDesc;
  }
}

void InfiniteDimensionalMCMCSamplerOptions::scanOptionsValues()
{
  UQ_FATAL_TEST_MACRO(m_optionsDesc == NULL,
                      m_env.worldRank(),
                      "InfiniteDimensionalMCMCSamplerOptions::scanOptionsValues()",
                      "m_optionsDesc variable is NULL");

  this->defineMyOptions(*m_optionsDesc);
  m_env.scanInputFileForMyOptions(*m_optionsDesc);
  this->getMyOptionValues(*m_optionsDesc);

  if (m_env.subDisplayFile() != NULL) {
    *m_env.subDisplayFile() << "In InfiniteDimensionalMCMCSamplerOptions::scanOptionsValues()"
                            << ": after reading values of options with prefix '" << m_prefix
                            << "', state of  object is:"
                            << "\n" << *this
                            << std::endl;
  }
  return;
}

void InfiniteDimensionalMCMCSamplerOptions::defineMyOptions(
    po::options_description & optionsDesc) const
{
  optionsDesc.add_options()
    (m_option_help.c_str(), "produce help message for infinite dimensional sampler")
    (m_option_dataOutputDirName.c_str(), po::value<std::string>()->default_value(UQ_INF_DATA_OUTPUT_DIR_NAME_ODV), "name of data output dir")
    (m_option_dataOutputFileName.c_str(), po::value<std::string>()->default_value(UQ_INF_DATA_OUTPUT_FILE_NAME_ODV), "name of data output file (HDF5)")
    (m_option_num_iters.c_str(), po::value<int>()->default_value(UQ_INF_NUM_ITERS_ODV), "number of mcmc iterations to do")
    (m_option_save_freq.c_str(), po::value<int>()->default_value(UQ_INF_SAVE_FREQ_ODV), "the frequency at which to save the chain state")
    (m_option_rwmh_step.c_str(), po::value<double>()->default_value(UQ_INF_RWMH_STEP_ODV), "the step-size in the random-walk Metropolis proposal");
  return;
}

void InfiniteDimensionalMCMCSamplerOptions::getMyOptionValues(
    po::options_description & optionsDesc)
{
  if (m_env.allOptionsMap().count(m_option_help)) {
    if (m_env.subDisplayFile()) {
      *m_env.subDisplayFile() << optionsDesc
                              << std::endl;
    }
  }

  if (m_env.allOptionsMap().count(m_option_dataOutputDirName)) {
    this->m_dataOutputDirName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dataOutputDirName]).as<std::string>();
  }

  if (m_env.allOptionsMap().count(m_option_dataOutputFileName)) {
    this->m_dataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dataOutputFileName]).as<std::string>();
  }

  if (m_env.allOptionsMap().count(m_option_num_iters)) {
    this->m_num_iters = ((const po::variable_value&) m_env.allOptionsMap()[m_option_num_iters]).as<int>();
  }

  if (m_env.allOptionsMap().count(m_option_save_freq)) {
    this->m_save_freq = ((const po::variable_value&) m_env.allOptionsMap()[m_option_save_freq]).as<int>();
  }

  if (m_env.allOptionsMap().count(m_option_rwmh_step)) {
    this->m_rwmh_step = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rwmh_step]).as<double>();
  }

  return;
}

void InfiniteDimensionalMCMCSamplerOptions::print(std::ostream & os) const
{
  os << "\n" << this->m_option_dataOutputDirName << " = " << this->m_dataOutputDirName;
  os << "\n" << this->m_option_dataOutputFileName << " = " << this->m_dataOutputFileName;
  os << "\n" << this->m_option_num_iters << " = " << this->m_num_iters;
  os << "\n" << this->m_option_save_freq << " = " << this->m_save_freq;
  os << "\n" << this->m_option_rwmh_step << " = " << this->m_rwmh_step;
  os << std::endl;
  return;
}

std::ostream & operator<<(std::ostream & os,
    const InfiniteDimensionalMCMCSamplerOptions & obj)
{
  obj.print(os);
  return os;
}

const BaseEnvironment&
InfiniteDimensionalMCMCSamplerOptions::env() const
{
  return this->m_env;
}

}  // End namespace QUESO