queso-0.53.0
Private Member Functions | Private Attributes | List of all members
QUESO::SequenceOfVectors< V, M > Class Template Reference

Class for handling vector samples (sequence of vectors). More...

#include <SequenceOfVectors.h>

Inheritance diagram for QUESO::SequenceOfVectors< V, M >:
Inheritance graph
[legend]
Collaboration diagram for QUESO::SequenceOfVectors< V, M >:
Collaboration graph
[legend]

Public Types

Class typedefs
typedef std::vector< const V * >
::const_iterator 		seqVectorPositionConstIteratorTypedef
 
typedef std::vector< const V * >
::iterator 		seqVectorPositionIteratorTypedef
 

Public Member Functions

Constructor/Destructor methods
 SequenceOfVectors (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
 Default constructor. More...
 
 ~SequenceOfVectors ()
 Destructor. More...
 
Set methods
SequenceOfVectors< V, M > & operator= (const SequenceOfVectors< V, M > &rhs)
 Copies values from rhs to this. More...
 
Sequence methods
unsigned int subSequenceSize () const
 Size of the sub-sequence of vectors. More...
 
void resizeSequence (unsigned int newSubSequenceSize)
 Resizes the sequence. More...
 
void resetValues (unsigned int initialPos, unsigned int numPos)
 Resets a total of numPos values of the sequence starting at position initialPos. More...
 
void erasePositions (unsigned int initialPos, unsigned int numPos)
 Erases numPos elements of the sequence starting at position initialPos. More...
 
void getPositionValues (unsigned int posId, V &vec) const
 Gets the values of the sequence at position posId and stores them at vec. More...
 
void setPositionValues (unsigned int posId, const V &vec)
 Set the values in vec at position posId of the sequence. More...
 
void subUniformlySampledCdf (const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &cdfGrids, ArrayOfOneDTables< V, M > &cdfValues) const
 Uniformly samples from the CDF from the sub-sequence. More...
 
void unifiedUniformlySampledCdf (const V &numEvaluationPointsVec, ArrayOfOneDGrids< V, M > &unifiedCdfGrids, ArrayOfOneDTables< V, M > &unifiedCdfValues) const
 Uniformly samples from the CDF from the sub-sequence. More...
 
void subMeanExtra (unsigned int initialPos, unsigned int numPos, V &meanVec) const
 Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPos. More...
 
void unifiedMeanExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const
 Finds the mean value of the unified sequence, considering numPos positions starting at position initialPos. More...
 
void subMedianExtra (unsigned int initialPos, unsigned int numPos, V &medianVec) const
 Finds the median value of the sub-sequence, considering numPos positions starting at position initialPos. More...
 
void unifiedMedianExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMedianVec) const
 Finds the median value of the unfed sequence, considering numPos positions starting at position initialPos. More...
 
void subSampleVarianceExtra (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &samVec) const
 Finds the sample variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void unifiedSampleVarianceExtra (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedSamVec) const
 Finds the sample variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void subSampleStd (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &stdVec) const
 Finds the sample standard deviation of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void unifiedSampleStd (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedStdVec) const
 Finds the sample standard deviation of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void subPopulationVariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, V &popVec) const
 Finds the population variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void unifiedPopulationVariance (unsigned int initialPos, unsigned int numPos, const V &unifiedMeanVec, V &unifiedPopVec) const
 Finds the population variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec. More...
 
void autoCovariance (unsigned int initialPos, unsigned int numPos, const V &meanVec, unsigned int lag, V &covVec) const
 Calculates the autocovariance. More...
 
void autoCorrViaDef (unsigned int initialPos, unsigned int numPos, unsigned int lag, V &corrVec) const
 Calculates the autocorrelation via definition. More...
 
void autoCorrViaFft (unsigned int initialPos, unsigned int numPos, const std::vector< unsigned int > &lags, std::vector< V * > &corrVecs) const
 Calculates the autocorrelation via Fast Fourier transforms (FFT). More...
 
void autoCorrViaFft (unsigned int initialPos, unsigned int numPos, unsigned int numSum, V &autoCorrsSumVec) const
 Calculates the autocorrelation via Fast Fourier transforms (FFT). More...
 
void subMinMaxExtra (unsigned int initialPos, unsigned int numPos, V &minVec, V &maxVec) const
 Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting at position initialPos. More...
 
void unifiedMinMaxExtra (unsigned int initialPos, unsigned int numPos, V &unifiedMinVec, V &unifiedMaxVec) const
 Finds the minimum and the maximum values of the unified sequence, considering numPos positions starting at position initialPos. More...
 
void subHistogram (unsigned int initialPos, const V &minVec, const V &maxVec, std::vector< V * > &centersForAllBins, std::vector< V * > &quanttsForAllBins) const
 Calculates the histogram of the sub-sequence. More...
 
void unifiedHistogram (unsigned int initialPos, const V &unifiedMinVec, const V &unifiedMaxVec, std::vector< V * > &unifiedCentersForAllBins, std::vector< V * > &unifiedQuanttsForAllBins) const
 Calculates the histogram of the unified sequence. More...
 
void subInterQuantileRange (unsigned int initialPos, V &iqrVec) const
 Returns the interquartile range of the values in the sub-sequence. More...
 
void unifiedInterQuantileRange (unsigned int initialPos, V &unifiedIqrVec) const
 Returns the interquartile range of the values in the unified sequence. More...
 
void subScalesForKde (unsigned int initialPos, const V &iqrVec, unsigned int kdeDimension, V &scaleVec) const
 Selects the scales (bandwidth, scaleVec) for the kernel density estimation, considering only the sub-sequence. More...
 
void unifiedScalesForKde (unsigned int initialPos, const V &unifiedIqrVec, unsigned int kdeDimension, V &unifiedScaleVec) const
 Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence. More...
 
void subGaussian1dKde (unsigned int initialPos, const V &scaleVec, const std::vector< V * > &evalParamVecs, std::vector< V * > &densityVecs) const
 Gaussian kernel for the KDE estimate of the sub-sequence. More...
 
void unifiedGaussian1dKde (unsigned int initialPos, const V &unifiedScaleVec, const std::vector< V * > &unifiedEvalParamVecs, std::vector< V * > &unifiedDensityVecs) const
 Gaussian kernel for the KDE estimate of the unified sequence. More...
 
void subWriteContents (unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const
 Writes the sub-sequence to a file. More...
 
void subWriteContents (unsigned int initialPos, unsigned int numPos, FilePtrSetStruct &filePtrSet, const std::string &fileType) const
 Writes the sub-sequence to a file. More...
 
void subWriteContents (unsigned int initialPos, unsigned int numPos, std::ofstream &ofs, const std::string &fileType) const
 Writes the sub-sequence to a file. More...
 
void unifiedWriteContents (const std::string &fileName, const std::string &fileType) const
 
void unifiedReadContents (const std::string &fileName, const std::string &fileType, const unsigned int subSequenceSize)
 Reads the unified sequence from a file. More...
 
void select (const std::vector< unsigned int > &idsOfUniquePositions)
 TODO: It shall select positions in the sequence of vectors. More...
 
void filter (unsigned int initialPos, unsigned int spacing)
 Filters positions in the sequence of vectors. More...
 
double estimateConvBrooksGelman (unsigned int initialPos, unsigned int numPos) const
 Estimates convergence rate using Brooks & Gelman method. More...
 
void extractScalarSeq (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
 Extracts a sequence of scalars. More...
 
- Public Member Functions inherited from QUESO::BaseVectorSequence< V, M >
 BaseVectorSequence (const VectorSpace< V, M > &vectorSpace, unsigned int subSequenceSize, const std::string &name)
 Default constructor. More...
 
virtual ~BaseVectorSequence ()
 Destructor. More...
 
unsigned int unifiedSequenceSize () const
 Calculates the size of the unified sequence of vectors. More...
 
unsigned int vectorSizeLocal () const
 Local dimension (size) of the vector space. More...
 
unsigned int vectorSizeGlobal () const
 Global dimension (size) of the vector space. More...
 
const VectorSpace< V, M > & vectorSpace () const
 Vector space; access to protected attribute VectorSpace<V,M>& m_vectorSpace. More...
 
const std::string & name () const
 Access to protected attribute m_name: name of the sequence of vectors. More...
 
void setName (const std::string &newName)
 Changes the name of the sequence of vectors. More...
 
void clear ()
 Reset the values and the size of the sequence of vectors. More...
 
const V & subMinPlain () const
 Finds the minimum value of the sub-sequence. More...
 
const V & unifiedMinPlain () const
 Finds the minimum value of the unified sequence. More...
 
const V & subMaxPlain () const
 Finds the maximum value of the sub-sequence. More...
 
const V & unifiedMaxPlain () const
 Finds the maximum value of the unified sequence. More...
 
const V & subMeanPlain () const
 Finds the mean value of the sub-sequence. More...
 
const V & unifiedMeanPlain () const
 Finds the mean value of the unified sequence. More...
 
const V & subMedianPlain () const
 Finds the median value of the sub-sequence. More...
 
const V & unifiedMedianPlain () const
 Finds the median value of the unified sequence. More...
 
const V & subSampleVariancePlain () const
 Finds the variance of a sample of the sub-sequence. More...
 
const V & unifiedSampleVariancePlain () const
 Finds the variance of a sample of the unified sequence. More...
 
const BoxSubset< V, M > & subBoxPlain () const
 Finds a box subset of the sub-sequence (given by its min and max values calculated via subMinPlain and subMaxPlain). More...
 
const BoxSubset< V, M > & unifiedBoxPlain () const
 Finds a box subset of the unified-sequence (given by the min and max values of the unified sequence calculated via unifiedMinPlain and unifiedMaxPlain). More...
 
void deleteStoredVectors ()
 Deletes all the stored vectors. More...
 
void append (const BaseVectorSequence< V, M > &src, unsigned int initialPos, unsigned int numPos)
 Appends the vector src to this vector. More...
 
double subPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &subPositionsOfMaximum)
 Finds the positions where the maximum element occurs in the sub-sequence. More...
 
double unifiedPositionsOfMaximum (const ScalarSequence< double > &subCorrespondingScalarValues, BaseVectorSequence< V, M > &unifiedPositionsOfMaximum)
 Finds the positions where the maximum element occurs in the unified sequence. More...
 
void setGaussian (const V &meanVec, const V &stdDevVec)
 Sets the values of the sequence as a Gaussian distribution of mean given by meanVec and standard deviation by stdDevVec. More...
 
void setUniform (const V &aVec, const V &bVec)
 Sets the values of the sequence as a uniform distribution between the values given by vectors aVec and bVec. More...
 
void computeFilterParams (std::ofstream *passedOfs, unsigned int &initialPos, unsigned int &spacing)
 Computes the filtering parameters spacing for the sequence of vectors. More...
 

Private Member Functions

void copy (const SequenceOfVectors< V, M > &src)
 Copies vector sequence src to this. More...
 
void extractRawData (unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, std::vector< double > &rawData) const
 Extracts the raw data. More...
 

Private Attributes

std::vector< const V * > m_seq
 Sequence of vectors. More...
 

Additional Inherited Members

- Protected Member Functions inherited from QUESO::BaseVectorSequence< V, M >
void copy (const BaseVectorSequence< V, M > &src)
 Copies vector sequence src to this. More...
 
- Protected Attributes inherited from QUESO::BaseVectorSequence< V, M >
const BaseEnvironment & m_env
 
const VectorSpace< V, M > & m_vectorSpace
 
std::string m_name
 
Fft< double > * m_fftObj
 
V * m_subMinPlain
 
V * m_unifiedMinPlain
 
V * m_subMaxPlain
 
V * m_unifiedMaxPlain
 
V * m_subMeanPlain
 
V * m_unifiedMeanPlain
 
V * m_subMedianPlain
 
V * m_unifiedMedianPlain
 
V * m_subSampleVariancePlain
 
V * m_unifiedSampleVariancePlain
 
BoxSubset< V, M > * m_subBoxPlain
 
BoxSubset< V, M > * m_unifiedBoxPlain
 

Detailed Description

template<class V = GslVector, class M = GslMatrix>
class QUESO::SequenceOfVectors< V, M >

Class for handling vector samples (sequence of vectors).

This class handles vector samples generated by an algorithm, as well as operations that can be carried over them, e.g., calculation of means, correlation and covariance matrices. It is derived from and implements BaseVectorSequence<V,M>.

Definition at line 49 of file SequenceOfVectors.h.

Member Typedef Documentation

template<class V = GslVector, class M = GslMatrix>
typedef std::vector<const V*>::const_iterator QUESO::SequenceOfVectors< V, M >::seqVectorPositionConstIteratorTypedef

Definition at line 55 of file SequenceOfVectors.h.

template<class V = GslVector, class M = GslMatrix>
typedef std::vector<const V*>::iterator QUESO::SequenceOfVectors< V, M >::seqVectorPositionIteratorTypedef

Definition at line 56 of file SequenceOfVectors.h.

Constructor & Destructor Documentation

template<class V, class M>
QUESO::SequenceOfVectors< V, M >::SequenceOfVectors ( const VectorSpace< V, M > &  vectorSpace,
unsigned int  subSequenceSize,
const std::string &  name 
)

Default constructor.

Definition at line 33 of file SequenceOfVectors.C.

37  :
38  BaseVectorSequence<V,M>(vectorSpace,subSequenceSize,name),
39  m_seq (subSequenceSize,NULL)
40 #ifdef UQ_CODE_HAS_MONITORS
41  ,
42  m_subMeanMonitorPosSeq (NULL),
43  m_subMeanVecSeq (NULL),
44  m_subMeanCltStdSeq (NULL),
45  m_subMeanInter0MonitorPosSeq (NULL),
46  m_subMeanInter0Mean (NULL),
47  m_subMeanInter0Clt95 (NULL),
48  m_subMeanInter0Empirical90 (NULL),
49  m_subMeanInter0Min (NULL),
50  m_subMeanInter0Max (NULL),
51  m_unifiedMeanMonitorPosSeq (NULL),
52  m_unifiedMeanVecSeq (NULL),
53  m_unifiedMeanCltStdSeq (NULL)
54 #endif
55 {
56  //if (m_env.subDisplayFile()) {
57  // *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::constructor()"
58  // << std::endl;
59  //}
60 
61  //if (m_env.subDisplayFile()) {
62  // *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::constructor()"
63  // << std::endl;
64  //}
65 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::vectorSpace
const VectorSpace< V, M > & vectorSpace() const
Vector space; access to protected attribute VectorSpace&lt;V,M&gt;&amp; m_vectorSpace.
Definition: VectorSequence.C:111
QUESO::BaseVectorSequence::name
const std::string & name() const
Access to protected attribute m_name: name of the sequence of vectors.
Definition: VectorSequence.C:118
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
QUESO::SequenceOfVectors< V, M >::~SequenceOfVectors ( )

Destructor.

Definition at line 68 of file SequenceOfVectors.C.

69 {
70 #ifdef UQ_CODE_HAS_MONITORS
71  if (m_subMeanMonitorPosSeq) delete m_subMeanMonitorPosSeq;
72  if (m_subMeanVecSeq ) delete m_subMeanVecSeq;
73  if (m_subMeanCltStdSeq ) delete m_subMeanCltStdSeq;
74 
75  if (m_subMeanInter0MonitorPosSeq) delete m_subMeanInter0MonitorPosSeq;
76  if (m_subMeanInter0Mean ) delete m_subMeanInter0Mean;
77  if (m_subMeanInter0Clt95 ) delete m_subMeanInter0Clt95;
78  if (m_subMeanInter0Empirical90 ) delete m_subMeanInter0Empirical90;
79  if (m_subMeanInter0Min ) delete m_subMeanInter0Min;
80  if (m_subMeanInter0Max ) delete m_subMeanInter0Max;
81 
82  if (m_unifiedMeanMonitorPosSeq) delete m_unifiedMeanMonitorPosSeq;
83  if (m_unifiedMeanVecSeq ) delete m_unifiedMeanVecSeq;
84  if (m_unifiedMeanCltStdSeq ) delete m_unifiedMeanCltStdSeq;
85 #endif
86 
87  for (unsigned int i = 0; i < (unsigned int) m_seq.size(); ++i) {
88  if (m_seq[i]) delete m_seq[i];
89  }
90 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420

Member Function Documentation

template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::autoCorrViaDef ( unsigned int  initialPos,
unsigned int  numPos,
unsigned int  lag,
V &  corrVec 
) const
virtual

Calculates the autocorrelation via definition.

Autocorrelation is the cross-correlation of a variable with itself; it describes the correlation between values of the process at different times, as a function of the two times. It is calculated over a sequence of vectors with initial position initialPos, considering numPos positions, a lag of lag, with mean given by meanVec. Output:

Parameters
corrVecis the vector of the calculated autocorrelations of the sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 766 of file SequenceOfVectors.C.

References QUESO::ScalarSequence< T >::autoCorrViaDef(), and queso_require_msg.

771 {
772  bool bRC = ((initialPos < this->subSequenceSize()) &&
773  (0 < numPos ) &&
774  ((initialPos+numPos) <= this->subSequenceSize()) &&
775  (lag < numPos ) && // lag should not be too large
776  (this->vectorSizeLocal() == corrVec.sizeLocal() ));
777  queso_require_msg(bRC, "invalid input data");
778 
779  ScalarSequence<double> data(m_env,0,"");
780 
781  unsigned int numParams = this->vectorSizeLocal();
782  for (unsigned int i = 0; i < numParams; ++i) {
783  this->extractScalarSeq(initialPos,
784  1, // spacing
785  numPos,
786  i,
787  data);
788  corrVec[i] = data.autoCorrViaDef(0,
789  numPos,
790  lag);
791  }
792 
793  return;
794 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::autoCorrViaFft ( unsigned int  initialPos,
unsigned int  numPos,
const std::vector< unsigned int > &  lags,
std::vector< V * > &  corrVecs 
) const
virtual

Calculates the autocorrelation via Fast Fourier transforms (FFT).

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 798 of file SequenceOfVectors.C.

References QUESO::ScalarSequence< T >::autoCorrViaFft(), and queso_require_msg.

803 {
804  bool bRC = ((initialPos < this->subSequenceSize()) &&
805  (0 < numPos ) &&
806  ((initialPos+numPos) <= this->subSequenceSize()) &&
807  (0 < lags.size() ) &&
808  (lags[lags.size()-1] < numPos )); // lag should not be too large
809  queso_require_msg(bRC, "invalid input data");
810 
811  for (unsigned int j = lags.size(); j < corrVecs.size(); ++j) {
812  if (corrVecs[j] != NULL) {
813  delete corrVecs[j];
814  corrVecs[j] = NULL;
815  }
816  }
817  corrVecs.resize(lags.size(),NULL);
818  for (unsigned int j = 0; j < corrVecs.size(); ++j) {
819  if (corrVecs[j] == NULL) corrVecs[j] = new V(m_vectorSpace.zeroVector());
820  }
821 
822  ScalarSequence<double> data(m_env,0,"");
823  unsigned int maxLag = lags[lags.size()-1];
824  std::vector<double> autoCorrs(maxLag+1,0.); // Yes, +1
825 
826  unsigned int numParams = this->vectorSizeLocal();
827  for (unsigned int i = 0; i < numParams; ++i) {
828  this->extractScalarSeq(initialPos,
829  1, // spacing
830  numPos,
831  i,
832  data);
833 
834  //if (m_env.subDisplayFile()) {
835  // *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::autoCorrViaFft()"
836  // << ": about to call data.autoCorrViaFft() for paramId = " << i
837  // << ", with numPos = " << numPos
838  // << ", maxLag = " << maxLag
839  // << ", autoCorrs.size() = " << autoCorrs.size()
840  // << std::endl;
841  //}
842  data.autoCorrViaFft(0,
843  numPos,
844  maxLag,
845  autoCorrs);
846 
847  for (unsigned int j = 0; j < lags.size(); ++j) {
848  (*(corrVecs[j]))[i] = autoCorrs[lags[j]];
849  }
850  }
851 
852  return;
853 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::autoCorrViaFft ( unsigned int  initialPos,
unsigned int  numPos,
unsigned int  numSum,
V &  autoCorrsSumVec 
) const
virtual

Calculates the autocorrelation via Fast Fourier transforms (FFT).

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 857 of file SequenceOfVectors.C.

References QUESO::ScalarSequence< T >::autoCorrViaFft(), and queso_require_msg.

862 {
863  bool bRC = ((initialPos < this->subSequenceSize()) &&
864  (0 < numPos ) &&
865  ((initialPos+numPos) <= this->subSequenceSize()) &&
866  (0 < numSum ) &&
867  (numSum <= numPos ) &&
868  (autoCorrsSumVec.sizeLocal() == this->vectorSizeLocal()));
869  queso_require_msg(bRC, "invalid input data");
870 
871  ScalarSequence<double> data(m_env,0,"");
872 
873  unsigned int numParams = this->vectorSizeLocal();
874  for (unsigned int i = 0; i < numParams; ++i) {
875  this->extractScalarSeq(initialPos,
876  1, // spacing
877  numPos,
878  i,
879  data);
880 
881  data.autoCorrViaFft(0,
882  numPos,
883  numSum,
884  autoCorrsSumVec[i]);
885  }
886 
887  return;
888 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::autoCovariance ( unsigned int  initialPos,
unsigned int  numPos,
const V &  meanVec,
unsigned int  lag,
V &  covVec 
) const
virtual

Calculates the autocovariance.

The autocovariance is the covariance of a variable with itself at some other time. It is calculated over a sequence of vectors with initial position initialPos, considering numPos positions, a lag of lag, with mean given by meanVec. Output:

Parameters
covVecis the vector of the calculated autocovariances of the sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 731 of file SequenceOfVectors.C.

References QUESO::ScalarSequence< T >::autoCovariance(), and queso_require_msg.

737 {
738  bool bRC = ((initialPos < this->subSequenceSize()) &&
739  (0 < numPos ) &&
740  ((initialPos+numPos) <= this->subSequenceSize()) &&
741  (this->vectorSizeLocal() == meanVec.sizeLocal() ) &&
742  (lag < numPos ) && // lag should not be too large
743  (this->vectorSizeLocal() == covVec.sizeLocal() ));
744  queso_require_msg(bRC, "invalid input data");
745 
746  ScalarSequence<double> data(m_env,0,"");
747 
748  unsigned int numParams = this->vectorSizeLocal();
749  for (unsigned int i = 0; i < numParams; ++i) {
750  this->extractScalarSeq(initialPos,
751  1, // spacing
752  numPos,
753  i,
754  data);
755  covVec[i] = data.autoCovariance(0,
756  numPos,
757  meanVec[i],
758  lag);
759  }
760 
761  return;
762 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M>
void QUESO::SequenceOfVectors< V, M >::copy ( const SequenceOfVectors< V, M > &  src)
private

Copies vector sequence src to this.

Definition at line 2115 of file SequenceOfVectors.C.

References QUESO::BaseVectorSequence< V, M >::copy(), QUESO::SequenceOfVectors< V, M >::m_seq, and QUESO::SequenceOfVectors< V, M >::subSequenceSize().

2116 {
2117  BaseVectorSequence<V,M>::copy(src);
2118  for (unsigned int i = 0; i < (unsigned int) m_seq.size(); ++i) {
2119  if (m_seq[i]) {
2120  delete m_seq[i];
2121  m_seq[i] = NULL;
2122  }
2123  }
2124  m_seq.resize(src.subSequenceSize(),NULL);
2125  for (unsigned int i = 0; i < m_seq.size(); ++i) {
2126  m_seq[i] = new V(*(src.m_seq[i]));
2127  }
2128 
2129  return;
2130 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::copy
void copy(const BaseVectorSequence< V, M > &src)
Copies vector sequence src to this.
Definition: VectorSequence.C:651
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::erasePositions ( unsigned int  initialPos,
unsigned int  numPos 
)
virtual

Erases numPos elements of the sequence starting at position initialPos.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 154 of file SequenceOfVectors.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), queso_require_equal_to_msg, and queso_require_msg.

155 {
156  bool bRC = ((initialPos < this->subSequenceSize()) &&
157  (0 < numPos ) &&
158  ((initialPos+numPos) <= this->subSequenceSize()));
159  queso_require_msg(bRC, "invalid input data");
160 
161  for (unsigned int j = 0; j < numPos; ++j) {
162  if (m_seq[initialPos+j] != NULL) {
163  delete m_seq[initialPos+j];
164  m_seq[initialPos+j] = NULL;
165  }
166  }
167 
168  seqVectorPositionIteratorTypedef posIteratorBegin = m_seq.begin();
169  if (initialPos < this->subSequenceSize()) std::advance(posIteratorBegin,initialPos);
170  else posIteratorBegin = m_seq.end();
171 
172  unsigned int posEnd = initialPos + numPos - 1;
173  seqVectorPositionIteratorTypedef posIteratorEnd = m_seq.begin();
174  if (posEnd < this->subSequenceSize()) std::advance(posIteratorEnd,posEnd);
175  else posIteratorEnd = m_seq.end();
176 
177  unsigned int oldSubSequenceSize = this->subSequenceSize();
178  m_seq.erase(posIteratorBegin,posIteratorEnd);
179  queso_require_equal_to_msg((oldSubSequenceSize - numPos), this->subSequenceSize(), "(oldSubSequenceSize - numPos) != this->subSequenceSize()");
180 
181  BaseVectorSequence<V,M>::deleteStoredVectors();
182 
183  return;
184 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:298
queso_require_equal_to_msg
#define queso_require_equal_to_msg(expr1, expr2, msg)
Definition: asserts.h:85
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::seqVectorPositionIteratorTypedef
std::vector< const V * >::iterator seqVectorPositionIteratorTypedef
Definition: SequenceOfVectors.h:56
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
double QUESO::SequenceOfVectors< V, M >::estimateConvBrooksGelman ( unsigned int  initialPos,
unsigned int  numPos 
) const
virtual

Estimates convergence rate using Brooks & Gelman method.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1964 of file SequenceOfVectors.C.

References QUESO::matrixProduct(), queso_require_greater_equal_msg, and work.

1967 {
1968  // This method requires *at least* two sequences. Error if there is only one.
1969  queso_require_greater_equal_msg(m_env.numSubEnvironments(), 2, "At least two sequences required for Brooks-Gelman convergence test.");
1970 
1971  // TODO: Need special case for 1-dimensional parameter space.
1972 
1973  // Initialize with garbage to give the user a clue something is funky.
1974  double convMeasure = -1.0;
1975 
1976  // We only do the work on the subenvironment where the sequence data
1977  // is stashed.
1978  if( m_env.inter0Rank() >= 0 )
1979  {
1980  // Sanity Checks
1981 
1982  // REMEMBER: \psi is a *vector* of parameters
1983  // Get quantities we will use several times
1984  V psi_j_dot = m_vectorSpace.zeroVector();
1985  V psi_dot_dot = m_vectorSpace.zeroVector();
1986  V work = m_vectorSpace.zeroVector();
1987 
1988  // m = number of chains > 1
1989  // n = number of steps for which we are computing the metric
1990  int m = m_env.numSubEnvironments();
1991  int n = numPos;
1992 
1993  this->subMeanExtra ( initialPos, numPos, psi_j_dot );
1994  this->unifiedMeanExtra( initialPos, numPos, psi_dot_dot );
1995 
1996 #if 0
1997  std::cout << "psi_j_dot = " << psi_j_dot << std::endl;
1998  std::cout << "psi_dot_dot = " << psi_dot_dot << std::endl;
1999 #endif
2000 
2001  /* W = \frac{1}{m*(n-1)}*\sum_{j=1}^m \sum{t=1}^n
2002  (\psi_{jt} - \overline{\psi_{j\cdot}})*(\psi_{jt} - \overline{\psi_{j\cdot}})^T
2003  This corresponds to the "within-sequence" covariance matrix. */
2004  M* W_local = m_vectorSpace.newDiagMatrix( m_vectorSpace.zeroVector() );
2005  M* W = m_vectorSpace.newDiagMatrix( m_vectorSpace.zeroVector() );
2006  V psi_j_t = m_vectorSpace.zeroVector();
2007 
2008  // Sum within the chain
2009  for( unsigned int t = initialPos; t < initialPos+numPos; ++t )
2010  {
2011  psi_j_t = *(m_seq[t]);
2012 
2013  work = psi_j_t - psi_j_dot;
2014 
2015  (*W_local) += matrixProduct( work, work );
2016  }
2017 
2018  // Now do the sum over the chains
2019  // W will be available on all inter0 processors
2020  W_local->mpiSum( m_env.inter0Comm(), (*W) );
2021 
2022  (*W) = 1.0/(double(m)*(double(n)-1.0)) * (*W);
2023 
2024 #if 0
2025  std::cout << "n, m = " << n << ", " << m << std::endl;
2026  std::cout << "W_local = " << *W_local << std::endl;
2027  std::cout << "W = " << *W << std::endl;
2028 #endif
2029 
2030  // Need to delete pointers to temporary covariance matrices
2031  delete W_local;
2032 
2033  /* B/n = \frac{1}{m-1}\sum_{j=1}^m
2034  (\overline{\psi_{j\cdot}} - \overline{\psi_{\cdot \cdot}})*
2035  (\overline{\psi_{j\cdot}} - \overline{\psi_{\cdot \cdot}})^T
2036  This corresponds to the "between-sequence" covariance matrix. */
2037  M* B_over_n_local = m_vectorSpace.newDiagMatrix( m_vectorSpace.zeroVector() );
2038  M* B_over_n = m_vectorSpace.newDiagMatrix( m_vectorSpace.zeroVector() );
2039 
2040  work = psi_j_dot - psi_dot_dot;
2041  (*B_over_n_local) = matrixProduct( work, work );
2042 
2043  B_over_n_local->mpiSum( m_env.inter0Comm(), (*B_over_n) );
2044 
2045  // Need to delete pointers to temporary covariance matrices
2046  delete B_over_n_local;
2047 
2048  (*B_over_n) = 1.0/(double(m)-1.0) * (*B_over_n);
2049 
2050 #if 0
2051  std::cout << "B_over_n = " << *B_over_n << std::endl;
2052 #endif
2053 
2054 
2055  /* R_p = (n-1)/n + (m+1)/m * \lambda
2056  \lambda = largest eigenvalue of W^{-1}*B/n */
2057  M* A = m_vectorSpace.newDiagMatrix( m_vectorSpace.zeroVector() );
2058 
2059  W->invertMultiply( *B_over_n, *A );
2060 
2061 #if 0
2062  std::cout << "A = " << *A << std::endl;
2063  std::cout.flush();
2064 #endif
2065  // Need to delete pointers to temporary covariance matrices
2066  delete W;
2067  delete B_over_n;
2068 
2069  double eigenValue;
2070  V eigenVector = m_vectorSpace.zeroVector();
2071 
2072  A->largestEigen( eigenValue, eigenVector );
2073 
2074  // Need to delete pointers to temporary covariance matrices
2075  delete A;
2076 
2077  // Now, finally compute the final convMeasure
2078  convMeasure = (double(n)-1.0)/double(n) + (double(m)+1.0)/double(m)*eigenValue;
2079 
2080  } // End of check on inter0Rank
2081 
2082  //TODO: Do we need a Barrier here?
2083  //TODO: Error checking on MPI.
2084  //m_env.fullComm().Barrier(); // Dangerous to barrier on fullComm ...
2085 
2086  return convMeasure;
2087 }
QUESO::SequenceOfVectors::subMeanExtra
void subMeanExtra(unsigned int initialPos, unsigned int numPos, V &meanVec) const
Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPo...
Definition: SequenceOfVectors.C:308
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
QUESO::BaseEnvironment::numSubEnvironments
unsigned int numSubEnvironments() const
Access function to the number of sub-environments.
Definition: Environment.C:288
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:261
QUESO::SequenceOfVectors::unifiedMeanExtra
void unifiedMeanExtra(unsigned int initialPos, unsigned int numPos, V &unifiedMeanVec) const
Finds the mean value of the unified sequence, considering numPos positions starting at position initi...
Definition: SequenceOfVectors.C:363
QUESO::matrixProduct
GslMatrix matrixProduct(const GslVector &v1, const GslVector &v2)
Definition: GslMatrix.C:2026
QUESO::BaseEnvironment::inter0Comm
const MpiComm & inter0Comm() const
Access function for MpiComm inter0-communicator.
Definition: Environment.C:267
queso_require_greater_equal_msg
#define queso_require_greater_equal_msg(expr1, expr2, msg)
Definition: asserts.h:90
work
the intent is to exercise the right to control the distribution of derivative or collective works based on the Library In mere aggregation of another work not based on the Library with the you must alter all the notices that refer to this so that they refer to the ordinary GNU General Public instead of to this it is irreversible for that so the ordinary GNU General Public License applies to all subsequent copies and derivative works made from that copy This option is useful when you wish to copy part of the code of the Library into a program that is not a library You may copy and distribute the which must be distributed under the terms of Sections and above on a medium customarily used for software interchange If distribution of object code is made by offering access to copy from a designated then offering equivalent access to copy the source code from the same place satisfies the requirement to distribute the source even though third parties are not compelled to copy the source along with the object code A program that contains no derivative of any portion of the but is designed to work with the Library by being compiled or linked with is called a work that uses the Library Such a work
Definition: License.txt:237
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::extractRawData ( unsigned int  initialPos,
unsigned int  spacing,
unsigned int  numPos,
unsigned int  paramId,
std::vector< double > &  rawData 
) const
privatevirtual

Extracts the raw data.

This method saves in rawData the data from the sequence of vectors (in private attribute m_seq) starting at position (initialPos,paramId) , with a spacing of spacing until numPos positions have been extracted.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 2134 of file SequenceOfVectors.C.

2140 {
2141  rawData.resize(numPos);
2142  if (spacing == 1) {
2143  for (unsigned int j = 0; j < numPos; ++j) {
2144  rawData[j] = (*(m_seq[initialPos+j ]))[paramId];
2145  }
2146  }
2147  else {
2148  for (unsigned int j = 0; j < numPos; ++j) {
2149  rawData[j] = (*(m_seq[initialPos+j*spacing]))[paramId];
2150  }
2151  }
2152 
2153  return;
2154 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::extractScalarSeq ( unsigned int  initialPos,
unsigned int  spacing,
unsigned int  numPos,
unsigned int  paramId,
ScalarSequence< double > &  scalarSeq 
) const
virtual

Extracts a sequence of scalars.

The sequence of scalars has size numPos, and it will be extracted starting at position (initialPos, paramId ) of this sequences of vectors, given spacing spacing.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 2091 of file SequenceOfVectors.C.

References QUESO::ScalarSequence< T >::resizeSequence().

2097 {
2098  scalarSeq.resizeSequence(numPos);
2099  if (spacing == 1) {
2100  for (unsigned int j = 0; j < numPos; ++j) {
2101  scalarSeq[j] = (*(m_seq[initialPos+j ]))[paramId];
2102  }
2103  }
2104  else {
2105  for (unsigned int j = 0; j < numPos; ++j) {
2106  scalarSeq[j] = (*(m_seq[initialPos+j*spacing]))[paramId];
2107  }
2108  }
2109 
2110  return;
2111 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::ScalarSequence::resizeSequence
void resizeSequence(unsigned int newSequenceSize)
Resizes the size of the sequence of scalars.
Definition: ScalarSequence.C:173
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::filter ( unsigned int  initialPos,
unsigned int  spacing 
)
virtual

Filters positions in the sequence of vectors.

Filtered positions will starting at initialPos, and with spacing given by spacing.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1923 of file SequenceOfVectors.C.

Referenced by QUESO::MLSampling< P_V, P_M >::generateSequence(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0().

1926 {
1927  if (m_env.subDisplayFile()) {
1928  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::filter()"
1929  << ": initialPos = " << initialPos
1930  << ", spacing = " << spacing
1931  << ", subSequenceSize = " << this->subSequenceSize()
1932  << std::endl;
1933  }
1934 
1935  unsigned int i = 0;
1936  unsigned int j = initialPos;
1937  unsigned int originalSubSequenceSize = this->subSequenceSize();
1938  while (j < originalSubSequenceSize) {
1939  if (i != j) {
1940  //*m_env.subDisplayFile() << i << "--" << j << " ";
1941  delete m_seq[i];
1942  m_seq[i] = new V(*(m_seq[j]));
1943  }
1944  i++;
1945  j += spacing;
1946  }
1947 
1948  this->resetValues(i,originalSubSequenceSize-i);
1949  this->resizeSequence(i);
1950 
1951  if (m_env.subDisplayFile()) {
1952  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::filter()"
1953  << ": initialPos = " << initialPos
1954  << ", spacing = " << spacing
1955  << ", subSequenceSize = " << this->subSequenceSize()
1956  << std::endl;
1957  }
1958 
1959  return;
1960 }
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::SequenceOfVectors::resetValues
void resetValues(unsigned int initialPos, unsigned int numPos)
Resets a total of numPos values of the sequence starting at position initialPos.
Definition: SequenceOfVectors.C:126
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
QUESO::SequenceOfVectors::resizeSequence
void resizeSequence(unsigned int newSubSequenceSize)
Resizes the sequence.
Definition: SequenceOfVectors.C:110
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::getPositionValues ( unsigned int  posId,
V &  vec 
) const
virtual

Gets the values of the sequence at position posId and stores them at vec.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 188 of file SequenceOfVectors.C.

References queso_require_less_msg, and queso_require_msg.

Referenced by QUESO::MLSampling< P_V, P_M >::generateBalLinkedChains_all(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MetropolisHastingsSG< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step02_inter0(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step04_inter0(), QUESO::MLSampling< P_V, P_M >::generateUnbLinkedChains_all(), QUESO::MLSampling< P_V, P_M >::mpiExchangePositions_inter0(), and QUESO::SimulationModel< S_V, S_M, P_V, P_M, Q_V, Q_M >::SimulationModel().

189 {
190  queso_require_less_msg(posId, this->subSequenceSize(), "posId > subSequenceSize()");
191 
192  queso_require_msg(m_seq[posId], "posId is NULL");
193 
194  //if (posId == 0) { // mox
195  // std::cout << "In SequenceOfVectors<V,M>::getPositionValues(): m_seq[0] = " << m_seq[0] << ", *(m_seq[0]) = " << *(m_seq[0])
196  // << std::endl;
197  //}
198 
199  vec = *(m_seq[posId]); // *(const_cast<V*>(m_seq[posId])); // prudenci 2010-06-17 mox
200 
201  return;
202 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
queso_require_less_msg
#define queso_require_less_msg(expr1, expr2, msg)
Definition: asserts.h:87
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M>
SequenceOfVectors< V, M > & QUESO::SequenceOfVectors< V, M >::operator= ( const SequenceOfVectors< V, M > &  rhs)

Copies values from rhs to this.

Definition at line 94 of file SequenceOfVectors.C.

References copy.

95 {
96  this->copy(rhs);
97  return *this;
98 }
QUESO::SequenceOfVectors::copy
void copy(const SequenceOfVectors< V, M > &src)
Copies vector sequence src to this.
Definition: SequenceOfVectors.C:2115
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::resetValues ( unsigned int  initialPos,
unsigned int  numPos 
)
virtual

Resets a total of numPos values of the sequence starting at position initialPos.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 126 of file SequenceOfVectors.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), and queso_require_msg.

127 {
128  bool bRC = ((initialPos < this->subSequenceSize()) &&
129  (0 < numPos ) &&
130  ((initialPos+numPos) <= this->subSequenceSize()));
131  if ((bRC == false) && (m_env.subDisplayFile())) {
132  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::resetValues()"
133  << ", initialPos = " << initialPos
134  << ", this->subSequenceSize() = " << this->subSequenceSize()
135  << ", numPos = " << numPos
136  << std::endl;
137  }
138  queso_require_msg(bRC, "invalid input data");
139 
140  for (unsigned int j = 0; j < numPos; ++j) {
141  if (m_seq[initialPos+j] != NULL) {
142  delete m_seq[initialPos+j];
143  m_seq[initialPos+j] = NULL;
144  }
145  }
146 
147  BaseVectorSequence<V,M>::deleteStoredVectors();
148 
149  return;
150 }
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:298
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::resizeSequence ( unsigned int  newSubSequenceSize)
virtual

Resizes the sequence.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 110 of file SequenceOfVectors.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors().

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all().

111 {
112  if (newSubSequenceSize != this->subSequenceSize()) {
113  if (newSubSequenceSize < this->subSequenceSize()) {
114  this->resetValues(newSubSequenceSize,this->subSequenceSize()-newSubSequenceSize);
115  }
116  m_seq.resize(newSubSequenceSize,NULL);
117  std::vector<const V*>(m_seq).swap(m_seq);
118  BaseVectorSequence<V,M>::deleteStoredVectors();
119  }
120 
121  return;
122 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:298
QUESO::SequenceOfVectors::resetValues
void resetValues(unsigned int initialPos, unsigned int numPos)
Resets a total of numPos values of the sequence starting at position initialPos.
Definition: SequenceOfVectors.C:126
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::select ( const std::vector< unsigned int > &  idsOfUniquePositions)
virtual

TODO: It shall select positions in the sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1912 of file SequenceOfVectors.C.

References queso_error_msg.

1913 {
1914  queso_error_msg("Code is not complete yet");
1915 
1916  if (&idsOfUniquePositions) {}; // just to remove compiler warning
1917 
1918  return;
1919 }
queso_error_msg
#define queso_error_msg(msg)
Definition: asserts.h:47
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::setPositionValues ( unsigned int  posId,
const V &  vec 
)
virtual

Set the values in vec at position posId of the sequence.

This routine deletes all stored computed vectors

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 206 of file SequenceOfVectors.C.

References QUESO::BaseVectorSequence< V, M >::deleteStoredVectors(), queso_require_equal_to_msg, and queso_require_less_msg.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::generatePriorSeq(), QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::predictVUsAtGridPoint(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::predictWsAtGridPoint(), and QUESO::SimulationModel< S_V, S_M, P_V, P_M, Q_V, Q_M >::SimulationModel().

207 {
208  queso_require_less_msg(posId, this->subSequenceSize(), "posId > subSequenceSize()");
209 
210  queso_require_equal_to_msg(vec.sizeLocal(), m_vectorSpace.zeroVector().sizeLocal(), "invalid vec");
211 
212  if (m_seq[posId] != NULL) delete m_seq[posId];
213  m_seq[posId] = new V(vec);
214 
215  //if (posId == 0) { // mox
216  // std::cout << "In SequenceOfVectors<V,M>::setPositionValues(): m_seq[0] = " << m_seq[0] << ", *(m_seq[0]) = " << *(m_seq[0])
217  // << std::endl;
218  //}
219 
220  BaseVectorSequence<V,M>::deleteStoredVectors();
221 
222  return;
223 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::deleteStoredVectors
void deleteStoredVectors()
Deletes all the stored vectors.
Definition: VectorSequence.C:298
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_equal_to_msg
#define queso_require_equal_to_msg(expr1, expr2, msg)
Definition: asserts.h:85
queso_require_less_msg
#define queso_require_less_msg(expr1, expr2, msg)
Definition: asserts.h:87
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subGaussian1dKde ( unsigned int  initialPos,
const V &  scaleVec,
const std::vector< V * > &  evalParamVecs,
std::vector< V * > &  densityVecs 
) const
virtual

Gaussian kernel for the KDE estimate of the sub-sequence.

Computes a probability density estimate of the sample in this sub-sequence, starting at position initialPos. densityVecs is the vector of density values evaluated at the points in evaluationParamVecs. The estimate is based on Gaussian (normal) kernel function, using a window parameter (scaleVec).

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1165 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subGaussian1dKde().

1170 {
1171  bool bRC = ((initialPos < this->subSequenceSize()) &&
1172  (this->vectorSizeLocal() == scaleVec.sizeLocal() ) &&
1173  (0 < evalParamVecs.size() ) &&
1174  (evalParamVecs.size() == densityVecs.size() ));
1175  queso_require_msg(bRC, "invalid input data");
1176 
1177  unsigned int numPos = this->subSequenceSize() - initialPos;
1178  ScalarSequence<double> data(m_env,0,"");
1179 
1180  unsigned int numEvals = evalParamVecs.size();
1181  for (unsigned int j = 0; j < numEvals; ++j) {
1182  densityVecs[j] = new V(m_vectorSpace.zeroVector());
1183  }
1184  std::vector<double> evalParams(numEvals,0.);
1185  std::vector<double> densities (numEvals,0.);
1186 
1187  unsigned int numParams = this->vectorSizeLocal();
1188  for (unsigned int i = 0; i < numParams; ++i) {
1189  this->extractScalarSeq(initialPos,
1190  1, // spacing
1191  numPos,
1192  i,
1193  data);
1194 
1195  for (unsigned int j = 0; j < numEvals; ++j) {
1196  evalParams[j] = (*evalParamVecs[j])[i];
1197  }
1198 
1199  data.subGaussian1dKde(0,
1200  scaleVec[i],
1201  evalParams,
1202  densities);
1203 
1204  for (unsigned int j = 0; j < numEvals; ++j) {
1205  (*densityVecs[j])[i] = densities[j];
1206  }
1207  }
1208 
1209  return;
1210 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subHistogram ( unsigned int  initialPos,
const V &  minVec,
const V &  maxVec,
std::vector< V * > &  centersForAllBins,
std::vector< V * > &  quanttsForAllBins 
) const
virtual

Calculates the histogram of the sub-sequence.

It requires the specification of the number of bins that the histogram will have, the center of each bin and the initial position where the data will be considered.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 956 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subHistogram().

962 {
963  bool bRC = ((initialPos < this->subSequenceSize() ) &&
964  (this->vectorSizeLocal() == minVec.sizeLocal() ) &&
965  (this->vectorSizeLocal() == maxVec.sizeLocal() ) &&
966  (0 < centersForAllBins.size()) &&
967  (centersForAllBins.size() == quanttsForAllBins.size()));
968  queso_require_msg(bRC, "invalid input data");
969 
970  for (unsigned int j = 0; j < quanttsForAllBins.size(); ++j) {
971  centersForAllBins[j] = new V(m_vectorSpace.zeroVector());
972  quanttsForAllBins [j] = new V(m_vectorSpace.zeroVector());
973  }
974 
975  unsigned int dataSize = this->subSequenceSize() - initialPos;
976  unsigned int numParams = this->vectorSizeLocal();
977  for (unsigned int i = 0; i < numParams; ++i) {
978  ScalarSequence<double> data(m_env,dataSize,"");
979  for (unsigned int j = 0; j < dataSize; ++j) {
980  data[j] = (*(m_seq[initialPos+j]))[i];
981  }
982 
983  std::vector<double > centers(centersForAllBins.size(),0.);
984  std::vector<unsigned int> quantts(quanttsForAllBins.size(), 0 );
985  data.subHistogram(0,
986  minVec[i],
987  maxVec[i],
988  centers,
989  quantts);
990 
991  for (unsigned int j = 0; j < quantts.size(); ++j) {
992  (*(centersForAllBins[j]))[i] = centers[j];
993  (*(quanttsForAllBins[j]))[i] = (double) quantts[j];
994  }
995  }
996 
997  return;
998 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subInterQuantileRange ( unsigned int  initialPos,
V &  iqrVec 
) const
virtual

Returns the interquartile range of the values in the sub-sequence.

The IQR is a robust estimate of the spread of the data, since changes in the upper and lower 25% of the data do not affect it. If there are outliers in the data, then the IQR is more representative than the standard deviation as an estimate of the spread of the body of the data. The IQR is less efficient than the standard deviation as an estimate of the spread when the data is all from the normal distribution. (from Matlab)

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1049 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subInterQuantileRange().

1052 {
1053  bool bRC = ((initialPos < this->subSequenceSize()) &&
1054  (this->vectorSizeLocal() == iqrVec.sizeLocal() ));
1055  queso_require_msg(bRC, "invalid input data");
1056 
1057  unsigned int numPos = this->subSequenceSize() - initialPos;
1058  ScalarSequence<double> data(m_env,0,"");
1059 
1060  unsigned int numParams = this->vectorSizeLocal();
1061  for (unsigned int i = 0; i < numParams; ++i) {
1062  this->extractScalarSeq(initialPos,
1063  1, // spacing
1064  numPos,
1065  i,
1066  data);
1067  iqrVec[i] = data.subInterQuantileRange(0);
1068  }
1069 
1070  return;
1071 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subMeanExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  meanVec 
) const
virtual

Finds the mean value of the sub-sequence, considering numPos positions starting at position initialPos.

Output:

Parameters
meanVecis the vector of the calculated means of the sub-sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 308 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subMeanExtra().

312 {
313  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
314  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::subMeanExtra()"
315  << ": initialPos = " << initialPos
316  << ", numPos = " << numPos
317  << ", sub sequence size = " << this->subSequenceSize()
318  << std::endl;
319  }
320 
321  bool bRC = ((initialPos < this->subSequenceSize()) &&
322  (0 < numPos ) &&
323  ((initialPos+numPos) <= this->subSequenceSize()) &&
324  (this->vectorSizeLocal() == meanVec.sizeLocal() ));
325  if ((bRC == false) && (m_env.subDisplayFile())) {
326  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::subMeanExtra()"
327  << ", initialPos = " << initialPos
328  << ", this->subSequenceSize() = " << this->subSequenceSize()
329  << ", numPos = " << numPos
330  << ", this->vectorSizeLocal() = " << this->vectorSizeLocal()
331  << ", meanVec.sizeLocal() = " << meanVec.sizeLocal()
332  << std::endl;
333  }
334  queso_require_msg(bRC, "invalid input data");
335 
336  ScalarSequence<double> data(m_env,0,"");
337 
338  unsigned int numParams = this->vectorSizeLocal();
339  for (unsigned int i = 0; i < numParams; ++i) {
340  this->extractScalarSeq(initialPos,
341  1, // spacing
342  numPos,
343  i,
344  data);
345  meanVec[i] = data.subMeanExtra(0,
346  numPos);
347  }
348 
349  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
350  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::subMeanExtra()"
351  << ": initialPos = " << initialPos
352  << ", numPos = " << numPos
353  << ", sub sequence size = " << this->subSequenceSize()
354  << ", meanVec = " << meanVec
355  << std::endl;
356  }
357 
358  return;
359 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subMedianExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  medianVec 
) const
virtual

Finds the median value of the sub-sequence, considering numPos positions starting at position initialPos.

Output:

Parameters
medianVecis the vector of the calculated medians of the sub-sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 422 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subMedianExtra().

426 {
427  if (this->subSequenceSize() == 0) return;
428 
429  bool bRC = ((initialPos < this->subSequenceSize()) &&
430  (0 < numPos ) &&
431  ((initialPos+numPos) <= this->subSequenceSize()));
432  if (bRC == false) {
433  std::cerr << "In SequenceOfVectors<V,M>::subMedianExtra()"
434  << ": ERROR at fullRank " << m_env.fullRank()
435  << ", initialPos = " << initialPos
436  << ", numPos = " << numPos
437  << ", this->subSequenceSize() = " << this->subSequenceSize()
438  << std::endl;
439  if (m_env.subDisplayFile()) {
440  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::subMedianExtra()"
441  << ": ERROR at fullRank " << m_env.fullRank()
442  << ", initialPos = " << initialPos
443  << ", numPos = " << numPos
444  << ", this->subSequenceSize() = " << this->subSequenceSize()
445  << std::endl;
446  }
447  }
448  queso_require_msg(bRC, "invalid input data");
449 
450  ScalarSequence<double> data(m_env,0,"");
451 
452  unsigned int numParams = this->vectorSizeLocal();
453  for (unsigned int i = 0; i < numParams; ++i) {
454  this->extractScalarSeq(initialPos,
455  1, // spacing
456  numPos,
457  i,
458  data);
459  medianVec[i] = data.subMedianExtra(0,
460  numPos);
461  }
462 
463  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
464  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::subMedianExtra()"
465  << ": initialPos = " << initialPos
466  << ", numPos = " << numPos
467  << ", sub sequence size = " << this->subSequenceSize()
468  << ", medianVec = " << medianVec
469  << std::endl;
470  }
471 
472  return;
473 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:222
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subMinMaxExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  minVec,
V &  maxVec 
) const
virtual

Finds the minimum and the maximum values of the sub-sequence, considering numPos positions starting at position initialPos.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 892 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subMinMaxExtra().

897 {
898  bool bRC = ((0 < numPos ) &&
899  ((initialPos+numPos) <= this->subSequenceSize()) &&
900  (this->vectorSizeLocal() == minVec.sizeLocal() ) &&
901  (this->vectorSizeLocal() == maxVec.sizeLocal() ));
902  queso_require_msg(bRC, "invalid input data");
903 
904  //unsigned int numPos = this->subSequenceSize() - initialPos;
905  unsigned int numParams = this->vectorSizeLocal();
906  ScalarSequence<double> data(m_env,0,"");
907 
908  for (unsigned int i = 0; i < numParams; ++i) {
909  this->extractScalarSeq(initialPos,
910  1, // spacing
911  numPos,
912  i,
913  data);
914  data.subMinMaxExtra(0,numPos,minVec[i],maxVec[i]);
915  }
916 
917  return;
918 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subPopulationVariance ( unsigned int  initialPos,
unsigned int  numPos,
const V &  meanVec,
V &  popVec 
) const
virtual

Finds the population variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
popVecis the vector of the calculated population variance of the sub-sequence of vectors. The population variance $ \sigma^2 $ is defined by $ \sigma^2 = \frac{1}{n-1} \sum_{i=1}^n \left(y_i - \mu \right)^2 $, where $ \mu $ is the sample mean and $ n $ is the sample size. This procedure lets the users choose the initial position and the number of elements of the sequence which will be used to evaluate the population variance .

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 666 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subPopulationVariance().

671 {
672  bool bRC = ((initialPos < this->subSequenceSize()) &&
673  (0 < numPos ) &&
674  ((initialPos+numPos) <= this->subSequenceSize()) &&
675  (this->vectorSizeLocal() == meanVec.sizeLocal() ) &&
676  (this->vectorSizeLocal() == popVec.sizeLocal() ));
677  queso_require_msg(bRC, "invalid input data");
678 
679  ScalarSequence<double> data(m_env,0,"");
680 
681  unsigned int numParams = this->vectorSizeLocal();
682  for (unsigned int i = 0; i < numParams; ++i) {
683  this->extractScalarSeq(initialPos,
684  1, // spacing
685  numPos,
686  i,
687  data);
688  popVec[i] = data.subPopulationVariance(0,
689  numPos,
690  meanVec[i]);
691  }
692 
693  return;
694 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subSampleStd ( unsigned int  initialPos,
unsigned int  numPos,
const V &  meanVec,
V &  stdVec 
) const

Finds the sample standard deviation of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
stdVecis the vector of the calculated sample standard deviation of the sub-sequence of vectors.

Definition at line 601 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subSampleStd().

Referenced by QUESO::SimulationModel< S_V, S_M, P_V, P_M, Q_V, Q_M >::SimulationModel().

606 {
607  bool bRC = ((initialPos < this->subSequenceSize()) &&
608  (0 < numPos ) &&
609  ((initialPos+numPos) <= this->subSequenceSize()) &&
610  (this->vectorSizeLocal() == meanVec.sizeLocal() ) &&
611  (this->vectorSizeLocal() == stdvec.sizeLocal() ));
612  queso_require_msg(bRC, "invalid input data");
613 
614  ScalarSequence<double> data(m_env,0,"");
615 
616  unsigned int numParams = this->vectorSizeLocal();
617  for (unsigned int i = 0; i < numParams; ++i) {
618  this->extractScalarSeq(initialPos,
619  1, // spacing
620  numPos,
621  i,
622  data);
623  stdvec[i] = data.subSampleStd(0,
624  numPos,
625  meanVec[i]);
626  }
627 
628  return;
629 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subSampleVarianceExtra ( unsigned int  initialPos,
unsigned int  numPos,
const V &  meanVec,
V &  samVec 
) const
virtual

Finds the sample variance of the sub-sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
samVecis the vector of the calculated sample variance of the sub-sequence of vectors. The sample variance $ \sigma_y^2 $ is the second sample central moment and is defined by $ \sigma_y^2 = \frac{1}{n} \sum_{i=1}^n \left(y_i - \mu \right)^2 $, where $ \mu $ is the sample mean and $ n $ is the sample size. This procedure lets the users choose the initial position and the number of elements of the sequence which will be used to evaluate the sample variance.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 536 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subSampleVarianceExtra().

541 {
542  bool bRC = ((initialPos < this->subSequenceSize()) &&
543  (0 < numPos ) &&
544  ((initialPos+numPos) <= this->subSequenceSize()) &&
545  (this->vectorSizeLocal() == meanVec.sizeLocal() ) &&
546  (this->vectorSizeLocal() == samVec.sizeLocal() ));
547  queso_require_msg(bRC, "invalid input data");
548 
549  ScalarSequence<double> data(m_env,0,"");
550 
551  unsigned int numParams = this->vectorSizeLocal();
552  for (unsigned int i = 0; i < numParams; ++i) {
553  this->extractScalarSeq(initialPos,
554  1, // spacing
555  numPos,
556  i,
557  data);
558  samVec[i] = data.subSampleVarianceExtra(0,
559  numPos,
560  meanVec[i]);
561  }
562 
563  return;
564 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::subScalesForKde ( unsigned int  initialPos,
const V &  iqrVec,
unsigned int  kdeDimension,
V &  scaleVec 
) const
virtual

Selects the scales (bandwidth, scaleVec) for the kernel density estimation, considering only the sub-sequence.

The bandwidth of the kernel is a free parameter which exhibits a strong influence on the resulting estimate. Silverman (1986) suggests the following normal-based estimates: S1 = 1.06 × (standard deviation) × n^{-1/5} S2 = 0.79 × (iqrVec) × n^{-1/5}, where iqrVec is the interquartile range scaleVec = 0.90 × minimum(standard deviation, iqrVec /1.34) × n^{-1/5}. These estimates are popular due to their simplicity, and are used in QUESO with the adaptation of the exponent oven the sample size n (-1/5) with -1/(4 + kdeDimension) where kdeDimension is the KDE dimension.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1102 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::subScaleForKde().

1107 {
1108  bool bRC = ((initialPos < this->subSequenceSize()) &&
1109  (this->vectorSizeLocal() == iqrVec.sizeLocal() ) &&
1110  (this->vectorSizeLocal() == scaleVec.sizeLocal() ));
1111  queso_require_msg(bRC, "invalid input data");
1112 
1113  unsigned int numPos = this->subSequenceSize() - initialPos;
1114  ScalarSequence<double> data(m_env,0,"");
1115 
1116  unsigned int numParams = this->vectorSizeLocal();
1117  for (unsigned int i = 0; i < numParams; ++i) {
1118  this->extractScalarSeq(initialPos,
1119  1, // spacing
1120  numPos,
1121  i,
1122  data);
1123  scaleVec[i] = data.subScaleForKde(0,
1124  iqrVec[i],
1125  kdeDimension);
1126  }
1127 
1128  return;
1129 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
unsigned int QUESO::SequenceOfVectors< V, M >::subSequenceSize ( ) const
virtual

Size of the sub-sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 103 of file SequenceOfVectors.C.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::adapt(), QUESO::SequenceOfVectors< V, M >::copy(), QUESO::MLSampling< P_V, P_M >::generateBalLinkedChains_all(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MetropolisHastingsSG< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step02_inter0(), QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0(), QUESO::MLSampling< P_V, P_M >::generateUnbLinkedChains_all(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::predictVUsAtGridPoint(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::predictWsAtGridPoint(), and QUESO::SimulationModel< S_V, S_M, P_V, P_M, Q_V, Q_M >::SimulationModel().

104 {
105  return m_seq.size();
106 }
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
template<class V, class M>
void QUESO::SequenceOfVectors< V, M >::subUniformlySampledCdf ( const V &  numEvaluationPointsVec,
ArrayOfOneDGrids< V, M > &  cdfGrids,
ArrayOfOneDTables< V, M > &  cdfValues 
) const

Uniformly samples from the CDF from the sub-sequence.

Definition at line 227 of file SequenceOfVectors.C.

References QUESO::ArrayOfOneDTables< V, M >::setOneDTable(), and QUESO::ArrayOfOneDGrids< V, M >::setUniformGrids().

Referenced by QUESO::StatisticalForwardProblem< P_V, P_M, Q_V, Q_M >::solveWithMonteCarlo().

231 {
232  V minDomainValues(m_vectorSpace.zeroVector());
233  V maxDomainValues(m_vectorSpace.zeroVector());
234 
235  ScalarSequence<double> data(m_env,0,"");
236 
237  unsigned int numParams = this->vectorSizeLocal();
238  for (unsigned int i = 0; i < numParams; ++i) {
239  this->extractScalarSeq(0, // initialPos
240  1, // spacing
241  subSequenceSize(), // numPos
242  i,
243  data);
244 
245  std::vector<double> aCdf(0);
246  data.subUniformlySampledCdf((unsigned int) numEvaluationPointsVec[i],
247  minDomainValues[i],
248  maxDomainValues[i],
249  aCdf);
250  cdfValues.setOneDTable(i,aCdf);
251  }
252 
253  cdfGrids.setUniformGrids(numEvaluationPointsVec,
254  minDomainValues,
255  maxDomainValues);
256 
257  return;
258 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::subWriteContents ( unsigned int  initialPos,
unsigned int  numPos,
const std::string &  fileName,
const std::string &  fileType,
const std::set< unsigned int > &  allowedSubEnvIds 
) const
virtual

Writes the sub-sequence to a file.

Given the allowed sub environments (allowedSubEnvIds) that are allowed to write to file, together with the file name and type (fileName, fileType), it writes the entire sub- sequence to the file. The sum of the initial position of the sequence (initialPos) with the number of positions that will be written (numPos) must equal the size of the sequence. This procedure calls void subWriteContents (unsigned int initialPos, unsigned int numPos, FilePtrSetStruct& filePtrSet, const std::string& fileType).

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1264 of file SequenceOfVectors.C.

References queso_require_greater_equal_msg.

1270 {
1271  queso_require_greater_equal_msg(m_env.subRank(), 0, "unexpected subRank");
1272 
1273  FilePtrSetStruct filePtrSet;
1274  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
1275  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::subWriteContents()"
1276  << ": about to try to open file '" << fileName << "." << fileType
1277  << "'"
1278  << ", initialPos = " << initialPos
1279  << ", numPos = " << numPos
1280  << std::endl;
1281  }
1282  if (m_env.openOutputFile(fileName,
1283  fileType,
1284  allowedSubEnvIds,
1285  false, // A 'true' causes problems when the user chooses (via options
1286  // in the input file) to use just one file for all outputs.
1287  filePtrSet)) {
1288  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
1289  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::subWriteContents()"
1290  << ": successfully opened file '" << fileName << "." << fileType
1291  << "'"
1292  << std::endl;
1293  }
1294  this->subWriteContents(initialPos,
1295  numPos,
1296  filePtrSet,
1297  fileType);
1298  m_env.closeFile(filePtrSet,fileType);
1299  }
1300  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 99)) {
1301  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::subWriteContents()"
1302  << ": before Barrier()"
1303  << std::endl;
1304  }
1305  m_env.subComm().Barrier();
1306 
1307  return;
1308 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseEnvironment::subComm
const MpiComm & subComm() const
Access function for MpiComm sub communicator.
Definition: Environment.C:247
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:241
QUESO::MpiComm::Barrier
void Barrier() const
Pause every process in *this communicator until all the processes reach this point.
Definition: MpiComm.C:122
QUESO::BaseEnvironment::closeFile
void closeFile(FilePtrSetStruct &filePtrSet, const std::string &fileType) const
Closes the file.
Definition: Environment.C:1020
QUESO::SequenceOfVectors::subWriteContents
void subWriteContents(unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const
Writes the sub-sequence to a file.
Definition: SequenceOfVectors.C:1264
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::BaseEnvironment::openOutputFile
bool openOutputFile(const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds, bool writeOver, FilePtrSetStruct &filePtrSet) const
Opens an output file for each sub-environment that was chosen to send data to the file...
Definition: Environment.C:467
queso_require_greater_equal_msg
#define queso_require_greater_equal_msg(expr1, expr2, msg)
Definition: asserts.h:90
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::subWriteContents ( unsigned int  initialPos,
unsigned int  numPos,
FilePtrSetStruct &  filePtrSet,
const std::string &  fileType 
) const

Writes the sub-sequence to a file.

Uses additional variable of the type FilePtrSetStruct& to operate on files.

Definition at line 1312 of file SequenceOfVectors.C.

References queso_error_msg, queso_require_msg, UQ_FILE_EXTENSION_FOR_HDF_FORMAT, and UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT.

1317 {
1318  queso_require_msg(filePtrSet.ofsVar, "filePtrSet.ofsVar should not be NULL");
1319 
1320  if (fileType == UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT) {
1321  this->subWriteContents(initialPos,
1322  numPos,
1323  *filePtrSet.ofsVar,
1324  fileType);
1325  }
1326  else if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1327  queso_error_msg("hdf file type not supported yet");
1328  }
1329  else {
1330  queso_error_msg("invalid file type");
1331  }
1332 
1333  return;
1334 }
UQ_FILE_EXTENSION_FOR_HDF_FORMAT
#define UQ_FILE_EXTENSION_FOR_HDF_FORMAT
Definition: Defines.h:90
queso_error_msg
#define queso_error_msg(msg)
Definition: asserts.h:47
QUESO::SequenceOfVectors::subWriteContents
void subWriteContents(unsigned int initialPos, unsigned int numPos, const std::string &fileName, const std::string &fileType, const std::set< unsigned int > &allowedSubEnvIds) const
Writes the sub-sequence to a file.
Definition: SequenceOfVectors.C:1264
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
#define UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
Definition: Defines.h:89
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::subWriteContents ( unsigned int  initialPos,
unsigned int  numPos,
std::ofstream &  ofs,
const std::string &  fileType 
) const
virtual

Writes the sub-sequence to a file.

Uses object of the type std::ofstream.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1338 of file SequenceOfVectors.C.

References queso_require_less_equal_msg.

1343 {
1344  queso_require_less_equal_msg((initialPos+numPos), this->subSequenceSize(), "invalid routine input parameters");
1345 
1346  if (fileType.c_str()) {}; // just to avoid compiler warning
1347 
1348  if (initialPos == 0) {
1349  ofs << m_name << "_sub" << m_env.subIdString() << " = zeros(" << this->subSequenceSize()
1350  << "," << this->vectorSizeLocal()
1351  << ");"
1352  << std::endl;
1353  ofs << m_name << "_sub" << m_env.subIdString() << " = [";
1354  }
1355 
1356  for (unsigned int j = initialPos; j < initialPos+numPos; ++j) {
1357  bool savedVectorPrintScientific = m_seq[j]->getPrintScientific();
1358  bool savedVectorPrintState = m_seq[j]->getPrintHorizontally();
1359  m_seq[j]->setPrintScientific (true);
1360  m_seq[j]->setPrintHorizontally(true);
1361 
1362  ofs << *(m_seq[j])
1363  << std::endl;
1364 
1365  m_seq[j]->setPrintHorizontally(savedVectorPrintState);
1366  m_seq[j]->setPrintScientific (savedVectorPrintScientific);
1367  }
1368  if ((initialPos+numPos) == this->subSequenceSize()) {
1369  ofs << "];\n";
1370  }
1371 
1372  return;
1373 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
queso_require_less_equal_msg
#define queso_require_less_equal_msg(expr1, expr2, msg)
Definition: asserts.h:89
QUESO::BaseEnvironment::subIdString
const std::string & subIdString() const
Access to the attribute m_subIdString; which stores the string for the sub-environment, and it will be used, for instance, to create the output files for each sub-environment.
Definition: Environment.C:301
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedGaussian1dKde ( unsigned int  initialPos,
const V &  unifiedScaleVec,
const std::vector< V * > &  unifiedEvalParamVecs,
std::vector< V * > &  unifiedDensityVecs 
) const
virtual

Gaussian kernel for the KDE estimate of the unified sequence.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1214 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedGaussian1dKde().

1219 {
1220  bool bRC = ((initialPos < this->subSequenceSize() ) &&
1221  (this->vectorSizeLocal() == unifiedScaleVec.sizeLocal()) &&
1222  (0 < unifiedEvalParamVecs.size()) &&
1223  (unifiedEvalParamVecs.size() == unifiedDensityVecs.size() ));
1224  queso_require_msg(bRC, "invalid input data");
1225 
1226  unsigned int numPos = this->subSequenceSize() - initialPos;
1227  ScalarSequence<double> data(m_env,0,"");
1228 
1229  unsigned int numEvals = unifiedEvalParamVecs.size();
1230  for (unsigned int j = 0; j < numEvals; ++j) {
1231  unifiedDensityVecs[j] = new V(m_vectorSpace.zeroVector());
1232  }
1233  std::vector<double> unifiedEvalParams(numEvals,0.);
1234  std::vector<double> unifiedDensities (numEvals,0.);
1235 
1236  unsigned int numParams = this->vectorSizeLocal();
1237  for (unsigned int i = 0; i < numParams; ++i) {
1238  this->extractScalarSeq(initialPos,
1239  1, // spacing
1240  numPos,
1241  i,
1242  data);
1243 
1244  for (unsigned int j = 0; j < numEvals; ++j) {
1245  unifiedEvalParams[j] = (*unifiedEvalParamVecs[j])[i];
1246  }
1247 
1248  data.unifiedGaussian1dKde(m_vectorSpace.numOfProcsForStorage() == 1,
1249  0,
1250  unifiedScaleVec[i],
1251  unifiedEvalParams,
1252  unifiedDensities);
1253 
1254  for (unsigned int j = 0; j < numEvals; ++j) {
1255  (*unifiedDensityVecs[j])[i] = unifiedDensities[j];
1256  }
1257  }
1258 
1259  return;
1260 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedHistogram ( unsigned int  initialPos,
const V &  unifiedMinVec,
const V &  unifiedMaxVec,
std::vector< V * > &  unifiedCentersForAllBins,
std::vector< V * > &  unifiedQuanttsForAllBins 
) const
virtual

Calculates the histogram of the unified sequence.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1002 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedHistogram().

1008 {
1009  bool bRC = ((initialPos < this->subSequenceSize() ) &&
1010  (this->vectorSizeLocal() == unifiedMinVec.sizeLocal() ) &&
1011  (this->vectorSizeLocal() == unifiedMaxVec.sizeLocal() ) &&
1012  (0 < unifiedCentersForAllBins.size()) &&
1013  (unifiedCentersForAllBins.size() == unifiedQuanttsForAllBins.size()));
1014  queso_require_msg(bRC, "invalid input data");
1015 
1016  for (unsigned int j = 0; j < unifiedQuanttsForAllBins.size(); ++j) {
1017  unifiedCentersForAllBins[j] = new V(m_vectorSpace.zeroVector());
1018  unifiedQuanttsForAllBins [j] = new V(m_vectorSpace.zeroVector());
1019  }
1020 
1021  unsigned int dataSize = this->subSequenceSize() - initialPos;
1022  unsigned int numParams = this->vectorSizeLocal();
1023  for (unsigned int i = 0; i < numParams; ++i) {
1024  ScalarSequence<double> data(m_env,dataSize,"");
1025  for (unsigned int j = 0; j < dataSize; ++j) {
1026  data[j] = (*(m_seq[initialPos+j]))[i];
1027  }
1028 
1029  std::vector<double > unifiedCenters(unifiedCentersForAllBins.size(),0.);
1030  std::vector<unsigned int> unifiedQuantts(unifiedQuanttsForAllBins.size(), 0 );
1031  data.unifiedHistogram(m_vectorSpace.numOfProcsForStorage() == 1,
1032  0,
1033  unifiedMinVec[i],
1034  unifiedMaxVec[i],
1035  unifiedCenters,
1036  unifiedQuantts);
1037 
1038  for (unsigned int j = 0; j < unifiedQuantts.size(); ++j) {
1039  (*(unifiedCentersForAllBins[j]))[i] = unifiedCenters[j];
1040  (*(unifiedQuanttsForAllBins[j]))[i] = (double) unifiedQuantts[j];
1041  }
1042  }
1043 
1044  return;
1045 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedInterQuantileRange ( unsigned int  initialPos,
V &  unifiedIqrVec 
) const
virtual

Returns the interquartile range of the values in the unified sequence.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1075 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedInterQuantileRange().

1078 {
1079  bool bRC = ((initialPos < this->subSequenceSize() ) &&
1080  (this->vectorSizeLocal() == unifiedIqrVec.sizeLocal()));
1081  queso_require_msg(bRC, "invalid input data");
1082 
1083  unsigned int numPos = this->subSequenceSize() - initialPos;
1084  ScalarSequence<double> data(m_env,0,"");
1085 
1086  unsigned int numParams = this->vectorSizeLocal();
1087  for (unsigned int i = 0; i < numParams; ++i) {
1088  this->extractScalarSeq(initialPos,
1089  1, // spacing
1090  numPos,
1091  i,
1092  data);
1093  unifiedIqrVec[i] = data.unifiedInterQuantileRange(m_vectorSpace.numOfProcsForStorage() == 1,
1094  0);
1095  }
1096 
1097  return;
1098 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedMeanExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  unifiedMeanVec 
) const
virtual

Finds the mean value of the unified sequence, considering numPos positions starting at position initialPos.

Output:

Parameters
meanVecis the vector of the calculated means of the unified sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 363 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedMeanExtra().

367 {
368  unsigned int tmpUnif = this->unifiedSequenceSize();
369  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
370  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::unifiedMeanExtra()"
371  << ": initialPos = " << initialPos
372  << ", numPos = " << numPos
373  << ", sub sequence size = " << this->subSequenceSize()
374  << ", unified sequence size = " << tmpUnif
375  << std::endl;
376  }
377 
378  bool bRC = ((initialPos < this->subSequenceSize() ) &&
379  (0 < numPos ) &&
380  ((initialPos+numPos) <= this->subSequenceSize() ) &&
381  (this->vectorSizeLocal() == unifiedMeanVec.sizeLocal()));
382  if ((bRC == false) && (m_env.subDisplayFile())) {
383  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedMeanExtra()"
384  << ", initialPos = " << initialPos
385  << ", this->subSequenceSize() = " << this->subSequenceSize()
386  << ", numPos = " << numPos
387  << ", this->vectorSizeLocal() = " << this->vectorSizeLocal()
388  << ", unifiedMeanVec.sizeLocal() = " << unifiedMeanVec.sizeLocal()
389  << std::endl;
390  }
391  queso_require_msg(bRC, "invalid input data");
392 
393  ScalarSequence<double> data(m_env,0,"");
394 
395  unsigned int numParams = this->vectorSizeLocal();
396  for (unsigned int i = 0; i < numParams; ++i) {
397  this->extractScalarSeq(initialPos,
398  1, // spacing
399  numPos,
400  i,
401  data);
402  unifiedMeanVec[i] = data.unifiedMeanExtra(m_vectorSpace.numOfProcsForStorage() == 1,
403  0,
404  numPos);
405  }
406 
407  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
408  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::unifiedMeanExtra()"
409  << ": initialPos = " << initialPos
410  << ", numPos = " << numPos
411  << ", sub sequence size = " << this->subSequenceSize()
412  << ", unified sequence size = " << tmpUnif
413  << ", unifiedMeanVec = " << unifiedMeanVec
414  << std::endl;
415  }
416 
417  return;
418 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
QUESO::BaseVectorSequence::unifiedSequenceSize
unsigned int unifiedSequenceSize() const
Calculates the size of the unified sequence of vectors.
Definition: VectorSequence.C:70
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedMedianExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  unifiedMedianVec 
) const
virtual

Finds the median value of the unfed sequence, considering numPos positions starting at position initialPos.

Output:

Parameters
medianVecis the vector of the calculated medians of the unified sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 477 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedMedianExtra().

481 {
482  unsigned int tmpUnif = this->unifiedSequenceSize();
483  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
484  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::unifiedMedianExtra()"
485  << ": initialPos = " << initialPos
486  << ", numPos = " << numPos
487  << ", sub sequence size = " << this->subSequenceSize()
488  << ", unified sequence size = " << tmpUnif
489  << std::endl;
490  }
491 
492  bool bRC = ((initialPos < this->subSequenceSize() ) &&
493  (0 < numPos ) &&
494  ((initialPos+numPos) <= this->subSequenceSize() ) &&
495  (this->vectorSizeLocal() == unifiedMedianVec.sizeLocal()));
496  if ((bRC == false) && (m_env.subDisplayFile())) {
497  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedMedianExtra()"
498  << ", initialPos = " << initialPos
499  << ", this->subSequenceSize() = " << this->subSequenceSize()
500  << ", numPos = " << numPos
501  << ", this->vectorSizeLocal() = " << this->vectorSizeLocal()
502  << ", unifiedMedianVec.sizeLocal() = " << unifiedMedianVec.sizeLocal()
503  << std::endl;
504  }
505  queso_require_msg(bRC, "invalid input data");
506 
507  ScalarSequence<double> data(m_env,0,"");
508 
509  unsigned int numParams = this->vectorSizeLocal();
510  for (unsigned int i = 0; i < numParams; ++i) {
511  this->extractScalarSeq(initialPos,
512  1, // spacing
513  numPos,
514  i,
515  data);
516  unifiedMedianVec[i] = data.unifiedMedianExtra(m_vectorSpace.numOfProcsForStorage() == 1,
517  0,
518  numPos);
519  }
520 
521  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
522  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::unifiedMedianExtra()"
523  << ": initialPos = " << initialPos
524  << ", numPos = " << numPos
525  << ", sub sequence size = " << this->subSequenceSize()
526  << ", unified sequence size = " << tmpUnif
527  << ", unifiedMedianVec = " << unifiedMedianVec
528  << std::endl;
529  }
530 
531  return;
532 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
QUESO::BaseVectorSequence::unifiedSequenceSize
unsigned int unifiedSequenceSize() const
Calculates the size of the unified sequence of vectors.
Definition: VectorSequence.C:70
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedMinMaxExtra ( unsigned int  initialPos,
unsigned int  numPos,
V &  unifiedMinVec,
V &  unifiedMaxVec 
) const
virtual

Finds the minimum and the maximum values of the unified sequence, considering numPos positions starting at position initialPos.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 922 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedMinMaxExtra().

927 {
928  bool bRC = ((0 < numPos ) &&
929  ((initialPos+numPos) <= this->subSequenceSize() ) &&
930  (this->vectorSizeLocal() == unifiedMinVec.sizeLocal()) &&
931  (this->vectorSizeLocal() == unifiedMaxVec.sizeLocal()));
932  queso_require_msg(bRC, "invalid input data");
933 
934  //unsigned int numPos = this->subSequenceSize() - initialPos;
935  unsigned int numParams = this->vectorSizeLocal();
936  ScalarSequence<double> data(m_env,0,"");
937 
938  for (unsigned int i = 0; i < numParams; ++i) {
939  this->extractScalarSeq(initialPos,
940  1, // spacing
941  numPos,
942  i,
943  data);
944  data.unifiedMinMaxExtra(m_vectorSpace.numOfProcsForStorage() == 1,
945  0,
946  numPos,
947  unifiedMinVec[i],
948  unifiedMaxVec[i]);
949  }
950 
951  return;
952 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedPopulationVariance ( unsigned int  initialPos,
unsigned int  numPos,
const V &  unifiedMeanVec,
V &  unifiedPopVec 
) const
virtual

Finds the population variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
popVecis the vector of the calculated population variance of the unified sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 698 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedPopulationVariance().

703 {
704  bool bRC = ((initialPos < this->subSequenceSize() ) &&
705  (0 < numPos ) &&
706  ((initialPos+numPos) <= this->subSequenceSize() ) &&
707  (this->vectorSizeLocal() == unifiedMeanVec.sizeLocal()) &&
708  (this->vectorSizeLocal() == unifiedPopVec.sizeLocal() ));
709  queso_require_msg(bRC, "invalid input data");
710 
711  ScalarSequence<double> data(m_env,0,"");
712 
713  unsigned int numParams = this->vectorSizeLocal();
714  for (unsigned int i = 0; i < numParams; ++i) {
715  this->extractScalarSeq(initialPos,
716  1, // spacing
717  numPos,
718  i,
719  data);
720  unifiedPopVec[i] = data.unifiedPopulationVariance(m_vectorSpace.numOfProcsForStorage() == 1,
721  0,
722  numPos,
723  unifiedMeanVec[i]);
724  }
725 
726  return;
727 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::unifiedReadContents ( const std::string &  fileName,
const std::string &  fileType,
const unsigned int  subSequenceSize 
)
virtual

Reads the unified sequence from a file.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1643 of file SequenceOfVectors.C.

References dataIn, QUESO::FilePtrSetStruct::ifsVar, QUESO::MiscGetEllapsedSeconds(), queso_error_msg, queso_require_equal_to_msg, queso_require_greater_equal_msg, queso_require_less_msg, UQ_FILE_EXTENSION_FOR_HDF_FORMAT, UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT, and QUESO::UQ_OK_RC.

Referenced by QUESO::MLSampling< P_V, P_M >::restartML().

1647 {
1648  std::string fileType(inputFileType);
1649 #ifdef QUESO_HAS_HDF5
1650  // Do nothing
1651 #else
1652  if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1653  if (m_env.subDisplayFile()) {
1654  *m_env.subDisplayFile() << "WARNING in SequenceOfVectors<V,M>::unifiedReadContents()"
1655  << ": file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1656  << "' has been requested, but this QUESO library has not been built with 'hdf5'"
1657  << ". Code will therefore process the file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1658  << "' instead..."
1659  << std::endl;
1660  }
1661  if (m_env.subRank() == 0) {
1662  std::cerr << "WARNING in SequenceOfVectors<V,M>::unifiedReadContents()"
1663  << ": file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1664  << "' has been requested, but this QUESO library has not been built with 'hdf5'"
1665  << ". Code will therefore process the file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1666  << "' instead..."
1667  << std::endl;
1668  }
1669  fileType = UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT;
1670  }
1671 #endif
1672 
1673  //m_env.fullComm().Barrier(); // Dangerous to barrier on fullComm ...
1674  if (m_env.subDisplayFile()) {
1675  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::unifiedReadContents()"
1676  << ": worldRank " << m_env.worldRank()
1677  << ", fullRank " << m_env.fullRank()
1678  << ", subEnvironment " << m_env.subId()
1679  << ", subRank " << m_env.subRank()
1680  << ", inter0Rank " << m_env.inter0Rank()
1681  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1682  << ", fileName = " << fileName
1683  << ", subReadSize = " << subReadSize
1684  //<< ", unifiedReadSize = " << unifiedReadSize
1685  << std::endl;
1686  }
1687 
1688  this->resizeSequence(subReadSize);
1689 
1690  if (m_env.inter0Rank() >= 0) {
1691  double unifiedReadSize = subReadSize*m_env.inter0Comm().NumProc();
1692 
1693  // In the logic below, the id of a line' begins with value 0 (zero)
1694  unsigned int idOfMyFirstLine = 1 + m_env.inter0Rank()*subReadSize;
1695  unsigned int idOfMyLastLine = (1 + m_env.inter0Rank())*subReadSize;
1696  unsigned int numParams = this->vectorSizeLocal();
1697 
1698  for (unsigned int r = 0; r < (unsigned int) m_env.inter0Comm().NumProc(); ++r) { // "m or hdf"
1699  if (m_env.inter0Rank() == (int) r) {
1700  // My turn
1701  FilePtrSetStruct unifiedFilePtrSet;
1702  if (m_env.openUnifiedInputFile(fileName,
1703  fileType,
1704  unifiedFilePtrSet)) {
1705  if (fileType == UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT) {
1706  if (r == 0) {
1707  // Read number of chain positions in the file by taking care of the first line,
1708  // which resembles something like 'variable_name = zeros(n_positions,m_params);'
1709  std::string tmpString;
1710 
1711  // Read 'variable name' string
1712  *unifiedFilePtrSet.ifsVar >> tmpString;
1713  //std::cout << "Just read '" << tmpString << "'" << std::endl;
1714 
1715  // Read '=' sign
1716  *unifiedFilePtrSet.ifsVar >> tmpString;
1717  //std::cout << "Just read '" << tmpString << "'" << std::endl;
1718  queso_require_equal_to_msg(tmpString, "=", "string should be the '=' sign");
1719 
1720  // Read 'zeros(n_positions,n_params)' string
1721  *unifiedFilePtrSet.ifsVar >> tmpString;
1722  //std::cout << "Just read '" << tmpString << "'" << std::endl;
1723  unsigned int posInTmpString = 6;
1724 
1725  // Isolate 'n_positions' in a string
1726  //char nPositionsString[tmpString.size()-posInTmpString+1]; // avoid compiler warning
1727  std::string nPositionsString((size_t) (tmpString.size()-posInTmpString+1),' ');
1728  unsigned int posInPositionsString = 0;
1729  do {
1730  queso_require_less_msg(posInTmpString, tmpString.size(), "symbol ',' not found in first line of file");
1731  nPositionsString[posInPositionsString++] = tmpString[posInTmpString++];
1732  } while (tmpString[posInTmpString] != ',');
1733  nPositionsString[posInPositionsString] = '\0';
1734 
1735  // Isolate 'n_params' in a string
1736  posInTmpString++; // Avoid reading ',' char
1737  //char nParamsString[tmpString.size()-posInTmpString+1]; // avoid compiler warning
1738  std::string nParamsString((size_t) (tmpString.size()-posInTmpString+1),' ');
1739  unsigned int posInParamsString = 0;
1740  do {
1741  queso_require_less_msg(posInTmpString, tmpString.size(), "symbol ')' not found in first line of file");
1742  nParamsString[posInParamsString++] = tmpString[posInTmpString++];
1743  } while (tmpString[posInTmpString] != ')');
1744  nParamsString[posInParamsString] = '\0';
1745 
1746  // Convert 'n_positions' and 'n_params' strings to numbers
1747  unsigned int sizeOfChainInFile = (unsigned int) strtod(nPositionsString.c_str(),NULL);
1748  unsigned int numParamsInFile = (unsigned int) strtod(nParamsString.c_str(), NULL);
1749  if (m_env.subDisplayFile()) {
1750  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedReadContents()"
1751  << ": worldRank " << m_env.worldRank()
1752  << ", fullRank " << m_env.fullRank()
1753  << ", sizeOfChainInFile = " << sizeOfChainInFile
1754  << ", numParamsInFile = " << numParamsInFile
1755  << std::endl;
1756  }
1757 
1758  // Check if [size of chain in file] >= [requested unified sequence size]
1759  queso_require_greater_equal_msg(sizeOfChainInFile, unifiedReadSize, "size of chain in file is not big enough");
1760 
1761  // Check if [num params in file] == [num params in current chain]
1762  queso_require_equal_to_msg(numParamsInFile, numParams, "number of parameters of chain in file is different than number of parameters in this chain object");
1763  } // if (r == 0)
1764 
1765  // Code common to any core in 'inter0Comm', including core of rank 0
1766  unsigned int maxCharsPerLine = 64*numParams; // Up to about 60 characters to represent each parameter value
1767 
1768  unsigned int lineId = 0;
1769  while (lineId < idOfMyFirstLine) {
1770  unifiedFilePtrSet.ifsVar->ignore(maxCharsPerLine,'\n');
1771  lineId++;
1772  };
1773 
1774  if (r == 0) {
1775  // Take care of initial part of the first data line,
1776  // which resembles something like 'variable_name = [value1 value2 ...'
1777  std::string tmpString;
1778 
1779  // Read 'variable name' string
1780  *unifiedFilePtrSet.ifsVar >> tmpString;
1781  //std::cout << "Core 0 just read '" << tmpString << "'" << std::endl;
1782 
1783  // Read '=' sign
1784  *unifiedFilePtrSet.ifsVar >> tmpString;
1785  //std::cout << "Core 0 just read '" << tmpString << "'" << std::endl;
1786  queso_require_equal_to_msg(tmpString, "=", "in core 0, string should be the '=' sign");
1787 
1788  // Take into account the ' [' portion
1789  std::streampos tmpPos = unifiedFilePtrSet.ifsVar->tellg();
1790  unifiedFilePtrSet.ifsVar->seekg(tmpPos+(std::streampos)2);
1791  }
1792 
1793  V tmpVec(m_vectorSpace.zeroVector());
1794  while (lineId <= idOfMyLastLine) {
1795  for (unsigned int i = 0; i < numParams; ++i) {
1796  *unifiedFilePtrSet.ifsVar >> tmpVec[i];
1797  }
1798  this->setPositionValues(lineId - idOfMyFirstLine, tmpVec);
1799  lineId++;
1800  };
1801  }
1802 #ifdef QUESO_HAS_HDF5
1803  else if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1804  if (r == 0) {
1805  hid_t dataset = H5Dopen2(unifiedFilePtrSet.h5Var,
1806  "seq_of_vectors",
1807  H5P_DEFAULT); // Dataset access property list
1808  hid_t datatype = H5Dget_type(dataset);
1809  H5T_class_t t_class = H5Tget_class(datatype);
1810  queso_require_equal_to_msg(t_class, H5T_FLOAT, "t_class is not H5T_DOUBLE");
1811  hid_t dataspace = H5Dget_space(dataset);
1812  int rank = H5Sget_simple_extent_ndims(dataspace);
1813  queso_require_equal_to_msg(rank, 2, "hdf rank is not 2");
1814  hsize_t dims_in[2];
1815  int status_n;
1816  status_n = H5Sget_simple_extent_dims(dataspace, dims_in, NULL);
1817  if (status_n) {}; // just to remover compiler warning
1818  //std::cout << "In SequenceOfVectors<V,M>::unifiedReadContents()"
1819  // << ": dims_in[0] = " << dims_in[0]
1820  // << ", dims_in[1] = " << dims_in[1]
1821  // << std::endl;
1822  queso_require_equal_to_msg(dims_in[0], numParams, "dims_in[0] is not equal to 'numParams'");
1823  queso_require_greater_equal_msg(dims_in[1], subReadSize, "dims_in[1] is smaller that requested 'subReadSize'");
1824 
1825  struct timeval timevalBegin;
1826  int iRC = UQ_OK_RC;
1827  iRC = gettimeofday(&timevalBegin,NULL);
1828  if (iRC) {}; // just to remover compiler warning
1829 
1830  unsigned int chainSizeIn = (unsigned int) dims_in[1];
1831  //double* dataIn[numParams]; // avoid compiler warning
1832  std::vector<double*> dataIn((size_t) numParams,NULL);
1833  dataIn[0] = (double*) malloc(numParams*chainSizeIn*sizeof(double));
1834  for (unsigned int i = 1; i < numParams; ++i) { // Yes, from '1'
1835  dataIn[i] = dataIn[i-1] + chainSizeIn; // Yes, just 'chainSizeIn', not 'chainSizeIn*sizeof(double)'
1836  }
1837  //std::cout << "In SequenceOfVectors<V,M>::unifiedReadContents(): h5 case, memory allocated" << std::endl;
1838  herr_t status;
1839  status = H5Dread(dataset,
1840  H5T_NATIVE_DOUBLE,
1841  H5S_ALL,
1842  dataspace,
1843  H5P_DEFAULT,
1844  dataIn[0]);
1845  if (status) {}; // just to remover compiler warning
1846  //std::cout << "In SequenceOfVectors<V,M>::unifiedReadContents(): h5 case, data read" << std::endl;
1847  V tmpVec(m_vectorSpace.zeroVector());
1848  for (unsigned int j = 0; j < subReadSize; ++j) { // Yes, 'subReadSize', not 'chainSizeIn'
1849  for (unsigned int i = 0; i < numParams; ++i) {
1850  tmpVec[i] = dataIn[i][j];
1851  }
1852  this->setPositionValues(j, tmpVec);
1853  }
1854 
1855  double readTime = MiscGetEllapsedSeconds(&timevalBegin);
1856  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
1857  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedReadContents()"
1858  << ": worldRank " << m_env.worldRank()
1859  << ", fullRank " << m_env.fullRank()
1860  << ", subEnvironment " << m_env.subId()
1861  << ", subRank " << m_env.subRank()
1862  << ", inter0Rank " << m_env.inter0Rank()
1863  << ", fileName = " << fileName
1864  << ", numParams = " << numParams
1865  << ", chainSizeIn = " << chainSizeIn
1866  << ", subReadSize = " << subReadSize
1867  << ", readTime = " << readTime << " seconds"
1868  << std::endl;
1869  }
1870 
1871  H5Sclose(dataspace);
1872  H5Tclose(datatype);
1873  H5Dclose(dataset);
1874  //free(dataIn[0]); // related to the changes above for compiler warning
1875  for (unsigned int tmpIndex = 0; tmpIndex < dataIn.size(); tmpIndex++) {
1876  free (dataIn[tmpIndex]);
1877  }
1878  }
1879  else {
1880  queso_error_msg("hdf file type not supported for multiple sub-environments yet");
1881  }
1882  }
1883 #endif
1884  else {
1885  queso_error_msg("invalid file type");
1886  }
1887  m_env.closeFile(unifiedFilePtrSet,fileType);
1888  } // if (m_env.openUnifiedInputFile())
1889  } // if (m_env.inter0Rank() == (int) r)
1890  m_env.inter0Comm().Barrier();
1891  } // for r
1892  } // if (m_env.inter0Rank() >= 0)
1893  else {
1894  V tmpVec(m_vectorSpace.zeroVector());
1895  for (unsigned int i = 1; i < subReadSize; ++i) {
1896  this->setPositionValues(i,tmpVec);
1897  }
1898  }
1899 
1900  if (m_env.subDisplayFile()) {
1901  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::unifiedReadContents()"
1902  << ", fileName = " << fileName
1903  << std::endl;
1904  }
1905  //m_env.fullComm().Barrier(); // Dangerous to barrier on fullComm ...
1906 
1907  return;
1908 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:241
dataIn
istream * dataIn
Definition: ann_sample.cpp:58
UQ_FILE_EXTENSION_FOR_HDF_FORMAT
#define UQ_FILE_EXTENSION_FOR_HDF_FORMAT
Definition: Defines.h:90
QUESO::MpiComm::Barrier
void Barrier() const
Pause every process in *this communicator until all the processes reach this point.
Definition: MpiComm.C:122
QUESO::MpiComm::NumProc
int NumProc() const
Returns total number of processes.
Definition: MpiComm.C:103
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:222
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_error_msg
#define queso_error_msg(msg)
Definition: asserts.h:47
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:261
QUESO::BaseEnvironment::closeFile
void closeFile(FilePtrSetStruct &filePtrSet, const std::string &fileType) const
Closes the file.
Definition: Environment.C:1020
queso_require_equal_to_msg
#define queso_require_equal_to_msg(expr1, expr2, msg)
Definition: asserts.h:85
QUESO::SequenceOfVectors::setPositionValues
void setPositionValues(unsigned int posId, const V &vec)
Set the values in vec at position posId of the sequence.
Definition: SequenceOfVectors.C:206
QUESO::MiscGetEllapsedSeconds
double MiscGetEllapsedSeconds(struct timeval *timeval0)
Definition: Miscellaneous.C:282
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
queso_require_less_msg
#define queso_require_less_msg(expr1, expr2, msg)
Definition: asserts.h:87
UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
#define UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
Definition: Defines.h:89
QUESO::BaseEnvironment::subId
unsigned int subId() const
Access function to the number of each sub-environment Id: m_subId.
Definition: Environment.C:295
QUESO::UQ_OK_RC
const int UQ_OK_RC
Definition: Defines.h:76
QUESO::BaseEnvironment::inter0Comm
const MpiComm & inter0Comm() const
Access function for MpiComm inter0-communicator.
Definition: Environment.C:267
queso_require_greater_equal_msg
#define queso_require_greater_equal_msg(expr1, expr2, msg)
Definition: asserts.h:90
QUESO::SequenceOfVectors::resizeSequence
void resizeSequence(unsigned int newSubSequenceSize)
Resizes the sequence.
Definition: SequenceOfVectors.C:110
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:216
QUESO::BaseEnvironment::openUnifiedInputFile
bool openUnifiedInputFile(const std::string &fileName, const std::string &fileType, FilePtrSetStruct &filePtrSet) const
Opens the unified input file.
Definition: Environment.C:928
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedSampleStd ( unsigned int  initialPos,
unsigned int  numPos,
const V &  unifiedMeanVec,
V &  unifiedStdVec 
) const

Finds the sample standard deviation of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
stdVecis the vector of the calculated sample standard deviation of the unified sequence of vectors.

Definition at line 633 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedSampleStd().

638 {
639  bool bRC = ((initialPos < this->subSequenceSize() ) &&
640  (0 < numPos ) &&
641  ((initialPos+numPos) <= this->subSequenceSize() ) &&
642  (this->vectorSizeLocal() == unifiedMeanVec.sizeLocal()) &&
643  (this->vectorSizeLocal() == unifiedStdVec.sizeLocal() ));
644  queso_require_msg(bRC, "invalid input data");
645 
646  ScalarSequence<double> data(m_env,0,"");
647 
648  unsigned int numParams = this->vectorSizeLocal();
649  for (unsigned int i = 0; i < numParams; ++i) {
650  this->extractScalarSeq(initialPos,
651  1, // spacing
652  numPos,
653  i,
654  data);
655  unifiedStdVec[i] = data.unifiedSampleStd(m_vectorSpace.numOfProcsForStorage() == 1,
656  0,
657  numPos,
658  unifiedMeanVec[i]);
659  }
660 
661  return;
662 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedSampleVarianceExtra ( unsigned int  initialPos,
unsigned int  numPos,
const V &  unifiedMeanVec,
V &  unifiedSamVec 
) const
virtual

Finds the sample variance of the unified sequence, considering numPos positions starting at position initialPos and of mean meanVec.

Output:

Parameters
samVecis the vector of the calculated sample variance of the unified sequence of vectors.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 568 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedSampleVarianceExtra().

573 {
574  bool bRC = ((initialPos < this->subSequenceSize() ) &&
575  (0 < numPos ) &&
576  ((initialPos+numPos) <= this->subSequenceSize() ) &&
577  (this->vectorSizeLocal() == unifiedMeanVec.sizeLocal()) &&
578  (this->vectorSizeLocal() == unifiedSamVec.sizeLocal() ));
579  queso_require_msg(bRC, "invalid input data");
580 
581  ScalarSequence<double> data(m_env,0,"");
582 
583  unsigned int numParams = this->vectorSizeLocal();
584  for (unsigned int i = 0; i < numParams; ++i) {
585  this->extractScalarSeq(initialPos,
586  1, // spacing
587  numPos,
588  i,
589  data);
590  unifiedSamVec[i] = data.unifiedSampleVarianceExtra(m_vectorSpace.numOfProcsForStorage() == 1,
591  0,
592  numPos,
593  unifiedMeanVec[i]);
594  }
595 
596  return;
597 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M >
void QUESO::SequenceOfVectors< V, M >::unifiedScalesForKde ( unsigned int  initialPos,
const V &  unifiedIqrVec,
unsigned int  kdeDimension,
V &  unifiedScaleVec 
) const
virtual

Selects the scales (bandwidth) for the kernel density estimation, considering the unified sequence.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1133 of file SequenceOfVectors.C.

References queso_require_msg, and QUESO::ScalarSequence< T >::unifiedScaleForKde().

1138 {
1139  bool bRC = ((initialPos < this->subSequenceSize() ) &&
1140  (this->vectorSizeLocal() == unifiedIqrVec.sizeLocal() ) &&
1141  (this->vectorSizeLocal() == unifiedScaleVec.sizeLocal()));
1142  queso_require_msg(bRC, "invalid input data");
1143 
1144  unsigned int numPos = this->subSequenceSize() - initialPos;
1145  ScalarSequence<double> data(m_env,0,"");
1146 
1147  unsigned int numParams = this->vectorSizeLocal();
1148  for (unsigned int i = 0; i < numParams; ++i) {
1149  this->extractScalarSeq(initialPos,
1150  1, // spacing
1151  numPos,
1152  i,
1153  data);
1154  unifiedScaleVec[i] = data.unifiedScaleForKde(m_vectorSpace.numOfProcsForStorage() == 1,
1155  0,
1156  unifiedIqrVec[i],
1157  kdeDimension);
1158  }
1159 
1160  return;
1161 }
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V, class M>
void QUESO::SequenceOfVectors< V, M >::unifiedUniformlySampledCdf ( const V &  numEvaluationPointsVec,
ArrayOfOneDGrids< V, M > &  unifiedCdfGrids,
ArrayOfOneDTables< V, M > &  unifiedCdfValues 
) const

Uniformly samples from the CDF from the sub-sequence.

Definition at line 262 of file SequenceOfVectors.C.

References QUESO::ArrayOfOneDTables< V, M >::setOneDTable(), and QUESO::ArrayOfOneDGrids< V, M >::setUniformGrids().

Referenced by QUESO::StatisticalForwardProblem< P_V, P_M, Q_V, Q_M >::solveWithMonteCarlo().

266 {
267  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
268  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::unifiedUniformlySampledCdf()"
269  << std::endl;
270  }
271 
272  V unifiedMinDomainValues(m_vectorSpace.zeroVector());
273  V unifiedMaxDomainValues(m_vectorSpace.zeroVector());
274 
275  ScalarSequence<double> data(m_env,0,"");
276 
277  unsigned int numParams = this->vectorSizeLocal();
278  for (unsigned int i = 0; i < numParams; ++i) {
279  this->extractScalarSeq(0, // initialPos
280  1, // spacing
281  subSequenceSize(), // numPos
282  i,
283  data);
284 
285  std::vector<double> aCdf(0);
286  data.unifiedUniformlySampledCdf(m_vectorSpace.numOfProcsForStorage() == 1,
287  (unsigned int) numEvaluationPointsVec[i],
288  unifiedMinDomainValues[i],
289  unifiedMaxDomainValues[i],
290  aCdf);
291  unifiedCdfValues.setOneDTable(i,aCdf);
292  }
293 
294  unifiedCdfGrids.setUniformGrids(numEvaluationPointsVec,
295  unifiedMinDomainValues,
296  unifiedMaxDomainValues);
297 
298  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
299  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::unifiedUniformlySampledCdf()"
300  << std::endl;
301  }
302 
303  return;
304 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::SequenceOfVectors::extractScalarSeq
void extractScalarSeq(unsigned int initialPos, unsigned int spacing, unsigned int numPos, unsigned int paramId, ScalarSequence< double > &scalarSeq) const
Extracts a sequence of scalars.
Definition: SequenceOfVectors.C:2091
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
template<class V , class M >
void QUESO::SequenceOfVectors< V, M >::unifiedWriteContents ( const std::string &  fileName,
const std::string &  fileType 
) const
virtual

Writes the unfed sequence to a file. Writes the unified sequence in Matlab/Octave format or, if enabled, in HDF5 format.

Implements QUESO::BaseVectorSequence< V, M >.

Definition at line 1377 of file SequenceOfVectors.C.

References QUESO::MiscGetEllapsedSeconds(), QUESO::FilePtrSetStruct::ofsVar, queso_error_msg, UQ_FILE_EXTENSION_FOR_HDF_FORMAT, UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT, and QUESO::UQ_OK_RC.

Referenced by QUESO::MLSampling< P_V, P_M >::checkpointML(), QUESO::GpmsaComputerModel< S_V, S_M, D_V, D_M, P_V, P_M, Q_V, Q_M >::generatePriorSeq(), QUESO::MLSampling< P_V, P_M >::generateSequence(), QUESO::MLSampling< P_V, P_M >::generateSequence_Level0_all(), and QUESO::MLSampling< P_V, P_M >::generateSequence_Step11_inter0().

1380 {
1381  std::string fileType(inputFileType);
1382 #ifdef QUESO_HAS_HDF5
1383  // Do nothing
1384 #else
1385  if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1386  if (m_env.subDisplayFile()) {
1387  *m_env.subDisplayFile() << "WARNING in SequenceOfVectors<V,M>::unifiedWriteContents()"
1388  << ": file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1389  << "' has been requested, but this QUESO library has not been built with 'hdf5'"
1390  << ". Code will therefore process the file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1391  << "' instead..."
1392  << std::endl;
1393  }
1394  if (m_env.subRank() == 0) {
1395  std::cerr << "WARNING in SequenceOfVectors<V,M>::unifiedWriteContents()"
1396  << ": file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1397  << "' has been requested, but this QUESO library has not been built with 'hdf5'"
1398  << ". Code will therefore process the file format '" << UQ_FILE_EXTENSION_FOR_HDF_FORMAT
1399  << "' instead..."
1400  << std::endl;
1401  }
1402  fileType = UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT;
1403  }
1404 #endif
1405 
1406  // All processors in 'fullComm' should call this routine...
1407 
1408  //m_env.fullComm().Barrier(); // Dangerous to barrier on fullComm ... // prudenci-2011-01-17
1409  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
1410  *m_env.subDisplayFile() << "Entering SequenceOfVectors<V,M>::unifiedWriteContents()"
1411  << ": worldRank " << m_env.worldRank()
1412  << ", fullRank " << m_env.fullRank()
1413  << ", subEnvironment " << m_env.subId()
1414  << ", subRank " << m_env.subRank()
1415  << ", inter0Rank " << m_env.inter0Rank()
1416  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1417  << ", fileName = " << fileName
1418  << std::endl;
1419  }
1420 
1421  if (m_env.inter0Rank() >= 0) {
1422  for (unsigned int r = 0; r < (unsigned int) m_env.inter0Comm().NumProc(); ++r) {
1423  if (m_env.inter0Rank() == (int) r) {
1424  // My turn
1425  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
1426  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedWriteContents()"
1427  << ": worldRank " << m_env.worldRank()
1428  << ", fullRank " << m_env.fullRank()
1429  << ", subEnvironment " << m_env.subId()
1430  << ", subRank " << m_env.subRank()
1431  << ", inter0Rank " << m_env.inter0Rank()
1432  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1433  << ", fileName = " << fileName
1434  << ", about to open file for r = " << r
1435  << std::endl;
1436  }
1437 
1438  // bool writeOver = (r == 0);
1439  bool writeOver = false; // A 'true' causes problems when the user chooses (via options
1440  // in the input file) to use just one file for all outputs.
1441  FilePtrSetStruct unifiedFilePtrSet;
1442  if (m_env.openUnifiedOutputFile(fileName,
1443  fileType, // "m or hdf"
1444  writeOver,
1445  unifiedFilePtrSet)) {
1446  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) { // 2013-02-23
1447  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedWriteContents()"
1448  << ": worldRank " << m_env.worldRank()
1449  << ", fullRank " << m_env.fullRank()
1450  << ", subEnvironment " << m_env.subId()
1451  << ", subRank " << m_env.subRank()
1452  << ", inter0Rank " << m_env.inter0Rank()
1453  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1454  << ", fileName = " << fileName
1455  << ", just opened file for r = " << r
1456  << std::endl;
1457  }
1458 
1459  unsigned int chainSize = this->subSequenceSize();
1460  if (fileType == UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT) {
1461  if (r == 0) {
1462  *unifiedFilePtrSet.ofsVar << m_name << "_unified" << " = zeros(" << this->subSequenceSize()*m_env.inter0Comm().NumProc()
1463  << "," << this->vectorSizeLocal()
1464  << ");"
1465  << std::endl;
1466  *unifiedFilePtrSet.ofsVar << m_name << "_unified" << " = [";
1467  }
1468 
1469  for (unsigned int j = 0; j < chainSize; ++j) { // 2013-02-23
1470  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): m_seq[" << j << "] = " << m_seq[j]
1471  // << std::endl;
1472  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): &(m_seq[" << j << "].map()) = " << &(m_seq[j]->map())
1473  // << std::endl;
1474  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): (m_seq[" << j << "].map().NumMyElements = " << m_seq[j]->map().NumMyElements()
1475  // << std::endl;
1476  //V tmpVec(*(m_seq[j]));
1477  //std::cout << "*(m_seq[" << j << "]) = " << tmpVec
1478  // << std::endl;
1479  //std::cout << "*(m_seq[" << j << "]) = " << *(m_seq[j])
1480  // << std::endl;
1481 
1482  bool savedVectorPrintScientific = m_seq[j]->getPrintScientific();
1483  bool savedVectorPrintState = m_seq[j]->getPrintHorizontally();
1484  m_seq[j]->setPrintScientific (true);
1485  m_seq[j]->setPrintHorizontally(true);
1486 
1487  *unifiedFilePtrSet.ofsVar << *(m_seq[j])
1488  << std::endl;
1489 
1490  m_seq[j]->setPrintHorizontally(savedVectorPrintState);
1491  m_seq[j]->setPrintScientific (savedVectorPrintScientific);
1492  }
1493  }
1494 #ifdef QUESO_HAS_HDF5
1495  else if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1496  unsigned int numParams = m_vectorSpace.dimLocal();
1497  if (r == 0) {
1498  hid_t datatype = H5Tcopy(H5T_NATIVE_DOUBLE);
1499  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data type created" << std::endl;
1500  hsize_t dimsf[2];
1501  dimsf[0] = numParams;
1502  dimsf[1] = chainSize;
1503  hid_t dataspace = H5Screate_simple(2, dimsf, NULL); // HDF5_rank = 2
1504  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data space created" << std::endl;
1505  hid_t dataset = H5Dcreate2(unifiedFilePtrSet.h5Var,
1506  "seq_of_vectors",
1507  datatype,
1508  dataspace,
1509  H5P_DEFAULT, // Link creation property list
1510  H5P_DEFAULT, // Dataset creation property list
1511  H5P_DEFAULT); // Dataset access property list
1512  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data set created" << std::endl;
1513 
1514  struct timeval timevalBegin;
1515  int iRC = UQ_OK_RC;
1516  iRC = gettimeofday(&timevalBegin,NULL);
1517  if (iRC) {}; // just to remover compiler warning
1518 
1519  //double* dataOut[numParams]; // avoid compiler warning
1520  std::vector<double*> dataOut((size_t) numParams,NULL);
1521  dataOut[0] = (double*) malloc(numParams*chainSize*sizeof(double));
1522  for (unsigned int i = 1; i < numParams; ++i) { // Yes, from '1'
1523  dataOut[i] = dataOut[i-1] + chainSize; // Yes, just 'chainSize', not 'chainSize*sizeof(double)'
1524  }
1525  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, memory allocated" << std::endl;
1526  for (unsigned int j = 0; j < chainSize; ++j) {
1527  V tmpVec(*(m_seq[j]));
1528  for (unsigned int i = 0; i < numParams; ++i) {
1529  dataOut[i][j] = tmpVec[i];
1530  }
1531  }
1532  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, memory filled" << std::endl;
1533 
1534  herr_t status;
1535  status = H5Dwrite(dataset,
1536  H5T_NATIVE_DOUBLE,
1537  H5S_ALL,
1538  H5S_ALL,
1539  H5P_DEFAULT,
1540  (void*) dataOut[0]);
1541  if (status) {}; // just to remover compiler warning
1542  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data written" << std::endl;
1543 
1544  double writeTime = MiscGetEllapsedSeconds(&timevalBegin);
1545  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
1546  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedWriteContents()"
1547  << ": worldRank " << m_env.worldRank()
1548  << ", fullRank " << m_env.fullRank()
1549  << ", subEnvironment " << m_env.subId()
1550  << ", subRank " << m_env.subRank()
1551  << ", inter0Rank " << m_env.inter0Rank()
1552  << ", fileName = " << fileName
1553  << ", numParams = " << numParams
1554  << ", chainSize = " << chainSize
1555  << ", writeTime = " << writeTime << " seconds"
1556  << std::endl;
1557  }
1558 
1559  H5Dclose(dataset);
1560  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data set closed" << std::endl;
1561  H5Sclose(dataspace);
1562  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data space closed" << std::endl;
1563  H5Tclose(datatype);
1564  //std::cout << "In SequenceOfVectors<V,M>::unifiedWriteContents(): h5 case, data type closed" << std::endl;
1565  //free(dataOut[0]); // related to the changes above for compiler warning
1566  for (unsigned int tmpIndex = 0; tmpIndex < dataOut.size(); tmpIndex++) {
1567  free (dataOut[tmpIndex]);
1568  }
1569  }
1570  else {
1571  queso_error_msg("hdf file type not supported for multiple sub-environments yet");
1572  }
1573  }
1574 #endif
1575  else {
1576  queso_error_msg("invalid file type");
1577  }
1578 
1579  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
1580  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedWriteContents()"
1581  << ": worldRank " << m_env.worldRank()
1582  << ", fullRank " << m_env.fullRank()
1583  << ", subEnvironment " << m_env.subId()
1584  << ", subRank " << m_env.subRank()
1585  << ", inter0Rank " << m_env.inter0Rank()
1586  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1587  << ", fileName = " << fileName
1588  << ", about to close file for r = " << r
1589  << std::endl;
1590  }
1591 
1592  m_env.closeFile(unifiedFilePtrSet,fileType);
1593 
1594  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
1595  *m_env.subDisplayFile() << "In SequenceOfVectors<V,M>::unifiedWriteContents()"
1596  << ": worldRank " << m_env.worldRank()
1597  << ", fullRank " << m_env.fullRank()
1598  << ", subEnvironment " << m_env.subId()
1599  << ", subRank " << m_env.subRank()
1600  << ", inter0Rank " << m_env.inter0Rank()
1601  //<< ", m_env.inter0Comm().NumProc() = " << m_env.inter0Comm().NumProc()
1602  << ", fileName = " << fileName
1603  << ", just closed file for r = " << r
1604  << std::endl;
1605  }
1606  } // if (m_env.openUnifiedOutputFile())
1607  } // if (m_env.inter0Rank() == (int) r)
1608  m_env.inter0Comm().Barrier();
1609  } // for r
1610 
1611  if (m_env.inter0Rank() == 0) {
1612  if (fileType == UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT) {
1613  FilePtrSetStruct unifiedFilePtrSet;
1614  if (m_env.openUnifiedOutputFile(fileName,
1615  fileType,
1616  false, // Yes, 'writeOver = false' in order to close the array for matlab
1617  unifiedFilePtrSet)) {
1618  *unifiedFilePtrSet.ofsVar << "];\n";
1619  m_env.closeFile(unifiedFilePtrSet,fileType);
1620  }
1621  }
1622  else if (fileType == UQ_FILE_EXTENSION_FOR_HDF_FORMAT) {
1623  // Do nothing
1624  }
1625  else {
1626  queso_error_msg("invalid file type");
1627  }
1628  }
1629  } // if (m_env.inter0Rank() >= 0)
1630 
1631  if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 10)) {
1632  *m_env.subDisplayFile() << "Leaving SequenceOfVectors<V,M>::unifiedWriteContents()"
1633  << ", fileName = " << fileName
1634  << std::endl;
1635  }
1636  //m_env.fullComm().Barrier(); // Dangerous to barrier on fullComm ... // prudenci-2011-01-17
1637 
1638  return;
1639 }
QUESO::BaseEnvironment::displayVerbosity
unsigned int displayVerbosity() const
Definition: Environment.C:396
QUESO::BaseVectorSequence::vectorSizeLocal
unsigned int vectorSizeLocal() const
Local dimension (size) of the vector space.
Definition: VectorSequence.C:97
QUESO::BaseVectorSequence::m_env
const BaseEnvironment & m_env
Definition: VectorSequence.h:431
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:241
QUESO::SequenceOfVectors::m_seq
std::vector< const V * > m_seq
Sequence of vectors.
Definition: SequenceOfVectors.h:420
UQ_FILE_EXTENSION_FOR_HDF_FORMAT
#define UQ_FILE_EXTENSION_FOR_HDF_FORMAT
Definition: Defines.h:90
QUESO::MpiComm::Barrier
void Barrier() const
Pause every process in *this communicator until all the processes reach this point.
Definition: MpiComm.C:122
QUESO::MpiComm::NumProc
int NumProc() const
Returns total number of processes.
Definition: MpiComm.C:103
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:222
QUESO::BaseVectorSequence::m_vectorSpace
const VectorSpace< V, M > & m_vectorSpace
Definition: VectorSequence.h:432
queso_error_msg
#define queso_error_msg(msg)
Definition: asserts.h:47
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:261
QUESO::BaseEnvironment::openUnifiedOutputFile
bool openUnifiedOutputFile(const std::string &fileName, const std::string &fileType, bool writeOver, FilePtrSetStruct &filePtrSet) const
Opens a unified output file, that will contain data from all sub-environments.
Definition: Environment.C:666
QUESO::BaseEnvironment::closeFile
void closeFile(FilePtrSetStruct &filePtrSet, const std::string &fileType) const
Closes the file.
Definition: Environment.C:1020
QUESO::MiscGetEllapsedSeconds
double MiscGetEllapsedSeconds(struct timeval *timeval0)
Definition: Miscellaneous.C:282
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:274
UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
#define UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
Definition: Defines.h:89
QUESO::BaseEnvironment::subId
unsigned int subId() const
Access function to the number of each sub-environment Id: m_subId.
Definition: Environment.C:295
QUESO::UQ_OK_RC
const int UQ_OK_RC
Definition: Defines.h:76
QUESO::SequenceOfVectors::subSequenceSize
unsigned int subSequenceSize() const
Size of the sub-sequence of vectors.
Definition: SequenceOfVectors.C:103
QUESO::BaseEnvironment::inter0Comm
const MpiComm & inter0Comm() const
Access function for MpiComm inter0-communicator.
Definition: Environment.C:267
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:216

Member Data Documentation

template<class V = GslVector, class M = GslMatrix>
std::vector<const V*> QUESO::SequenceOfVectors< V, M >::m_seq
private

Sequence of vectors.

Definition at line 420 of file SequenceOfVectors.h.

Referenced by QUESO::SequenceOfVectors< V, M >::copy().

The documentation for this class was generated from the following files:
Generated on Thu Jun 11 2015 13:52:34 for queso-0.53.0 by  doxygen 1.8.5