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)
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:'