Example #1
0
def runcontobs():
    mesh = dl.UnitSquareMesh(100, 100)
    V = dl.FunctionSpace(mesh, 'Lagrange', 1)
    myn = 1
    m_exp = dl.Expression('sin(n*pi*x[0])*sin(n*pi*x[1])', n=myn)
    m = dl.interpolate(m_exp, V)
    m_in = dl.Function(V)
    mv = m.vector()
    shm = mv.array().shape
    HH = [1e-4, 1e-5, 1e-6]

    # CONTINUOUS obsop:
    # Cost:
    obsopcont = ObsEntireDomain({'V': V}, None)
    cost_ex = (.5 - np.sin(2 * np.pi * myn) / (4 * np.pi * myn))**2
    print 'relative error on cost: {:.2e}'.format(\
    np.abs(2*obsopcont.costfct(mv.array(), np.zeros(shm)) - cost_ex) / cost_ex)
    print 'relative error on cost_F: {:.2e}'.format(\
    np.abs(2*obsopcont.costfct_F(m, dl.Function(V)) - cost_ex) / cost_ex)

    md_exp = dl.Expression('sin(n*pi*x[0])*sin(n*pi*x[1])', n=3)
    md = dl.interpolate(md_exp, V)
    cost = obsopcont.costfct(mv.array(), md.vector().array())
    cost_F = obsopcont.costfct_F(m, md)
    print 'cost={}, cost_F={}, rel_err={:.2e}'.format(cost, cost_F,\
    np.abs(cost-cost_F)/np.abs(cost_F))

    # Gradient:
    print '\nGradient:'
    failures = 0
    for nn in range(8):
        print '\ttest ' + str(nn + 1)
        dm_exp = dl.Expression('sin(n*pi*x[0])*sin(n*pi*x[1])', n=nn + 1)
        dm = dl.interpolate(dm_exp, V)

        for h in HH:
            success = False
            setfct(m_in, m)
            m_in.vector().axpy(h, dm.vector())
            cost1 = obsopcont.costfct_F(m_in, md)

            setfct(m_in, m)
            m_in.vector().axpy(-h, dm.vector())
            cost2 = obsopcont.costfct_F(m_in, md)

            cost = obsopcont.costfct_F(m, md)

            GradFD1 = (cost1 - cost) / h
            GradFD2 = (cost1 - cost2) / (2. * h)

            Gradm = obsopcont.grad(m, md)
            Gradm_h = Gradm.inner(dm.vector())

            err1 = np.abs(GradFD1 - Gradm_h) / np.abs(Gradm_h)
            err2 = np.abs(GradFD2 - Gradm_h) / np.abs(Gradm_h)
            print 'h={}, GradFD1={:.5e}, GradFD2={:.5e} Gradm_h={:.5e}, err1={:.2e}, err2={:.2e}'.format(\
            h, GradFD1, GradFD2, Gradm_h, err1, err2)
            if err2 < 1e-6:
                print 'test {}: OK!'.format(nn + 1)
                success = True
                break
        if not success: failures += 1
    print '\nTest gradient -- Summary: {} test(s) failed'.format(failures)

    if failures < 5:
        print '\n\nHessian:'
        failures = 0
        for nn in range(8):
            print '\ttest ' + str(nn + 1)
            dm_exp = dl.Expression('sin(n*pi*x[0])*sin(n*pi*x[1])', n=nn + 1)
            dm = dl.interpolate(dm_exp, V)

            for h in HH:
                success = False
                setfct(m_in, m)
                m_in.vector().axpy(h, dm.vector())
                grad1 = obsopcont.grad(m_in, md)
                #
                setfct(m_in, m)
                m_in.vector().axpy(-h, dm.vector())
                grad2 = obsopcont.grad(m_in, md)
                #
                HessFD = (grad1 - grad2) / (2. * h)

                Hessmdm = obsopcont.hessian(dm.vector())

                err = (HessFD - Hessmdm).norm('l2') / Hessmdm.norm('l2')
                print 'h={}, err={}'.format(h, err)

                if err < 1e-6:
                    print 'test {}: OK!'.format(nn + 1)
                    success = True
                    break
            if not success: failures += 1
        print '\nTest Hessian --  Summary: {} test(s) failed\n'.format(
            failures)
Example #2
0
    for h in HH:
        success = False
        setfct(m_in, m)
        m_in.vector().axpy(h, dm.vector())
        cost1 = obsopcont.costfct_F(m_in, md)

        setfct(m_in, m)
        m_in.vector().axpy(-h, dm.vector())
        cost2 = obsopcont.costfct_F(m_in, md)

        cost = obsopcont.costfct_F(m, md)

        GradFD1 = (cost1 - cost)/h
        GradFD2 = (cost1 - cost2)/(2.*h)

        Gradm = obsopcont.grad(m, md)
        Gradm_h = Gradm.inner(dm.vector())

        err1 = np.abs(GradFD1-Gradm_h)/np.abs(Gradm_h)
        err2 = np.abs(GradFD2-Gradm_h)/np.abs(Gradm_h)
        print 'h={}, GradFD1={:.5e}, GradFD2={:.5e} Gradm_h={:.5e}, err1={:.2e}, err2={:.2e}'.format(\
        h, GradFD1, GradFD2, Gradm_h, err1, err2)
        if err2 < 1e-6:  
            print 'test {}: OK!'.format(nn+1)
            success = True
            break
    if not success: failures+=1
print '\nTest gradient -- Summary: {} test(s) failed'.format(failures)

if failures < 5:
    print '\n\nHessian:'