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This class wraps any ModelEvaluator object and adds a simple, but fairly general, inverse response function. More...
#include <Thyra_DefaultInverseModelEvaluator.hpp>

Public Member Functions | |
| STANDARD_CONST_COMPOSITION_MEMBERS (VectorBase< Scalar >, observationTarget) | |
Observation target vector ot. | |
| STANDARD_CONST_COMPOSITION_MEMBERS (VectorBase< Scalar >, parameterBase) | |
Parameter base vector pt. | |
| STANDARD_CONST_COMPOSITION_MEMBERS (LinearOpBase< Scalar >, observationMatchWeightingOp) | |
Observation match weighting operator Q_o. | |
| STANDARD_CONST_COMPOSITION_MEMBERS (LinearOpBase< Scalar >, parameterRegularizationWeightingOp) | |
Parameter regulization weighting operator Q_p. | |
| STANDARD_NONCONST_COMPOSITION_MEMBERS (MultiVectorFileIOBase< Scalar >, observationTargetIO) | |
MultiVectorFileIOBase object used to read the observation target vector ot as directed by the parameter list. | |
| STANDARD_NONCONST_COMPOSITION_MEMBERS (MultiVectorFileIOBase< Scalar >, parameterBaseIO) | |
MultiVectorFileIOBase object used to read the parameter base vector pt as directed by the parameter list. | |
Private Member Functions | |
| void | initializeDefaults () |
| void | initializeInArgsOutArgs () const |
| RCP< const VectorSpaceBase < Scalar > > | get_obs_space () const |
Private Attributes | |
| RCP< const Teuchos::ParameterList > | validParamList_ |
| RCP< Teuchos::ParameterList > | paramList_ |
| RCP< const VectorSpaceBase < Scalar > > | inv_g_space_ |
| ModelEvaluatorBase::InArgs < Scalar > | prototypeInArgs_ |
| ModelEvaluatorBase::OutArgs < Scalar > | prototypeOutArgs_ |
| bool | usingObservationTargetAsParameter_ |
| int | obs_idx_ |
| int | p_idx_ |
| double | observationMultiplier_ |
| double | parameterMultiplier_ |
| bool | observationTargetAsParameter_ |
| bool | observationPassThrough_ |
| Teuchos::EVerbosityLevel | localVerbLevel_ |
| ParameterDrivenMultiVectorInput < Scalar > | observationTargetReader_ |
| ParameterDrivenMultiVectorInput < Scalar > | parameterBaseReader_ |
Static Private Attributes | |
| static const std::string | ObservationIndex_name_ = "Observation Index" |
| static const int | ObservationIndex_default_ = -1 |
| static const std::string | ParameterSubvectorIndex_name_ = "Parameter Subvector Ordinal" |
| static const int | ParameterSubvectorIndex_default_ = 0 |
| static const std::string | ObservationMultiplier_name_ = "Observation Multiplier" |
| static const double | ObservationMultiplier_default_ = 1.0 |
| static const std::string | ObservationTargetVector_name_ = "Observation Target Vector" |
| static const std::string | ObservationTargetAsParameter_name_ = "Observation Target as Parameter" |
| static const bool | ObservationTargetAsParameter_default_ = false |
| static const std::string | ObservationPassThrough_name_ = "Observation Pass Through" |
| static const bool | ObservationPassThrough_default_ = false |
| static const std::string | ParameterMultiplier_name_ = "Parameter Multiplier" |
| static const double | ParameterMultiplier_default_ = 1e-6 |
| static const std::string | ParameterBaseVector_name_ = "Parameter Base Vector" |
Related Functions | |
(Note that these are not member functions.) | |
| template<class Scalar > | |
| RCP < DefaultInverseModelEvaluator < Scalar > > | defaultInverseModelEvaluator (const RCP< ModelEvaluator< Scalar > > &thyraModel) |
| Non-member constructor. | |
Constructors/initializers/accessors/utilities. | |
| DefaultInverseModelEvaluator () | |
| | |
| void | initialize (const RCP< ModelEvaluator< Scalar > > &thyraModel) |
| | |
| void | uninitialize (RCP< ModelEvaluator< Scalar > > *thyraModel) |
| | |
Overridden from ParameterListAcceptor | |
| void | setParameterList (RCP< Teuchos::ParameterList > const ¶mList) |
| | |
| RCP< Teuchos::ParameterList > | getNonconstParameterList () |
| | |
| RCP< Teuchos::ParameterList > | unsetParameterList () |
| | |
| RCP< const Teuchos::ParameterList > | getParameterList () const |
| | |
| RCP< const Teuchos::ParameterList > | getValidParameters () const |
| | |
Public functions overridden from Teuchos::Describable. | |
| std::string | description () const |
| | |
Public functions overridden from ModelEvaulator. | |
| RCP< const VectorSpaceBase < Scalar > > | get_p_space (int l) const |
| | |
| RCP< const VectorSpaceBase < Scalar > > | get_g_space (int j) const |
| | |
| ModelEvaluatorBase::InArgs < Scalar > | createInArgs () const |
| | |
Private functions overridden from ModelEvaulatorDefaultBase. | |
| ModelEvaluatorBase::OutArgs < Scalar > | createOutArgsImpl () const |
| | |
| void | evalModelImpl (const ModelEvaluatorBase::InArgs< Scalar > &inArgs, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const |
| | |
This class wraps any ModelEvaluator object and adds a simple, but fairly general, inverse response function.
The following response function is added to the end of the supported response functions:
g_inv(x,p)
= g_(getUnderlyingModel()->Ng())(x,p,...)
= observationMultiplier * observationMatch(x,p)
+ parameterMultiplier * parameterRegularization(p)
where observationMatch(x,p) is some scalar-valued function that gives the match of some state observation, parameterRegularization(p) is some scaled valued function that regularizes the parameters, and observationMultiplier and parameterMultiplier are scalar constant multipliers for the state observation and the parameter regularization respectively.
The state observation matching function and the parameter regularization function can be defined in one of two ways.
If a symmetric positive definite linear operator Q_o is defined, then the state observation matching function is given as:
observationMatch(x,p) = 0.5 * diff_o(x,p)^T * Q_o * diff_o(x,p)
and if Q_o is not defined, then the state observation matching function is given as:
observationMatch(x,p) = (0.5/no) * diff_o(x,p)^T * diff_o(x,p)
where
diff_o(x,p) = o(x,p) - ot
where ot is the target vector for some observation (see below) and p is one of the parameter subvectors supported by the underlying model.
The observation function o(x,p) can be the state vector itself o(x,p) = x for obs_idx < 0, or can be any of the built-in response functions o(x,p) = g(obs_idx)(x,p) when 0 <= obs_idx < getUnderlyingModel()->Ng().
The parameter regularization function also has one of two definitions.
If a symmetric positive definite linear operator Q_p is defined, then the parameter regularization function is given as:
parameterRegularization(p) = 0.5 * diff_p(p)^T * Q_p * diff_p(p)
and if Q_p is not defined, then the parameter regularization function is given as:
parameterRegularization(p) = (0.5/np) * diff_p(p)^T * diff_p(p)
where
diff_p(p) = p - pt
where pt is a nomial parameter vector for which violations are penalized against.
Since this decorator class adds a response function, then this->Ng() == getUnderlyingModel()->Ng() + 1.
Let's consider the derivatives of this inverse function.
The first derivatives are given by:
d(g_inv)/d(x) = observationMultiplier * d(observationMatch)/d(x)
d(g_inv)/d(p) = observationMultiplier * d(observationMatch)/d(p)
+ parameterMultiplier * d(parameterRegularization)/d(p)
where the derivatives of observationMatch(x,p) and parameterRegularization(p) are given by:
/ diff_o(x,p)^T * Q_o * d(o)/d(x) : Q_o defined
d(observationMatch)/d(x) = |
\ (1/no) * diff_o(x,p)^T * d(o)/d(x) : Q_o not defined
/ diff_o(x,p)^T * Q_o * d(o)/d(p) : Q_o defined
d(observationMatch)/d(p) = |
\ (1/no) * diff_o(x,p)^T * d(o)/d(p) : Q_o not defined
/ diff_p(p)^T * Q_p : Q_p defined
d(parameterRegularization)/d(p) = |
\ (1/np) * diff_p(p)^T : Q_p not defined
Of course when obs_idx < -1 where o(x,p) = x then d(o)/d(x) = I and d(o)/d(p) = 0 which also gives d(observationMatch)/d(p) = 0.
Also, we typically want these derivatives in gradient form which gives:
d(g_inv)/d(x)^T = observationMultiplier * d(observationMatch)/d(x)^T
d(g_inv)/d(p)^T = observationMultiplier * d(observationMatch)/d(p)^T
+ parameterMultiplier * d(parameterRegularization)/d(p)^T
/ d(o)/d(x)^T * Q_o * diff_o(x,p) : Q_o defined
d(observationMatch)/d(x)^T = |
\ (1/no) * d(o)/d(x)^T * diff_o(x,p) : Q_o not defined
/ d(o)/d(p)^T * Q_o * diff_o(x,p) : Q_o defined
d(observationMatch)/d(p)^T = |
\ (1/no) * d(o)/d(p)^T * diff_o(x,p) : Q_o not defined
/ Q_p * diff_p(p) : Q_p defined
d(parameterRegularization)/d(p)^T = |
\ (1/np) * diff_p(p) : Q_p not defined
When obs_idx >= 0, this implementation currently requires that (DoDx^T) and (DoDp^T) be computed and returned by the underlying model as multi-vector objects. In the future, we really only need the action of DoDx^T and DoDp^T onto vectors as shown above.
Another feature supported by this class is the ability to tack on parameter regularization to an existing response function. This mode is enabled by setting the parameter "Observation Pass Through" to true. This results in the observation matching term to be defined as:
observationMatch(x,p) = o(x,p)
and has the derivatives:
d(observationMatch)/d(x)^T = d(o)/d(x)^T d(observationMatch)/d(p)^T = d(o)/d(p)^ T
Everything else about the above discussion.
Note: In this case, of course, the observation response function must have dimension 1.
Definition at line 250 of file Thyra_DefaultInverseModelEvaluator.hpp.
| Thyra::DefaultInverseModelEvaluator< Scalar >::DefaultInverseModelEvaluator | ( | ) |
Definition at line 528 of file Thyra_DefaultInverseModelEvaluator.hpp.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS | ( | VectorBase< Scalar > | , |
| observationTarget | |||
| ) |
Observation target vector ot.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS | ( | VectorBase< Scalar > | , |
| parameterBase | |||
| ) |
Parameter base vector pt.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS | ( | LinearOpBase< Scalar > | , |
| observationMatchWeightingOp | |||
| ) |
Observation match weighting operator Q_o.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS | ( | LinearOpBase< Scalar > | , |
| parameterRegularizationWeightingOp | |||
| ) |
Parameter regulization weighting operator Q_p.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_NONCONST_COMPOSITION_MEMBERS | ( | MultiVectorFileIOBase< Scalar > | , |
| observationTargetIO | |||
| ) |
MultiVectorFileIOBase object used to read the observation target vector ot as directed by the parameter list.
| Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_NONCONST_COMPOSITION_MEMBERS | ( | MultiVectorFileIOBase< Scalar > | , |
| parameterBaseIO | |||
| ) |
MultiVectorFileIOBase object used to read the parameter base vector pt as directed by the parameter list.
| void Thyra::DefaultInverseModelEvaluator< Scalar >::initialize | ( | const RCP< ModelEvaluator< Scalar > > & | thyraModel | ) |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 537 of file Thyra_DefaultInverseModelEvaluator.hpp.
References Thyra::ModelEvaluatorDelegatorBase< Scalar >::initialize().
| void Thyra::DefaultInverseModelEvaluator< Scalar >::uninitialize | ( | RCP< ModelEvaluator< Scalar > > * | thyraModel | ) |
Definition at line 550 of file Thyra_DefaultInverseModelEvaluator.hpp.
References Thyra::ModelEvaluatorDelegatorBase< Scalar >::uninitialize().
| void Thyra::DefaultInverseModelEvaluator< Scalar >::setParameterList | ( | RCP< Teuchos::ParameterList > const & | paramList | ) |
Note that observationTargetIO() and parameterBaseIO() must be set before calling this function in order to use the parameter sublist to read in the vectors observationTarget() and parameterBase().
Definition at line 563 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getNonconstParameterList | ( | ) |
Definition at line 656 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::unsetParameterList | ( | ) |
Definition at line 664 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< const Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getParameterList | ( | ) | const |
Definition at line 674 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< const Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getValidParameters | ( | ) | const |
Note that observationTargetIO() and parameterBaseIO() must be set before calling this function in order to have the sublists added that will allow the vectors observationTarget() and parameterBase() to be read in latter when the parameter list is set..
Definition at line 682 of file Thyra_DefaultInverseModelEvaluator.hpp.
| std::string Thyra::DefaultInverseModelEvaluator< Scalar >::description | ( | ) | const |
Definition at line 769 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultInverseModelEvaluator< Scalar >::get_p_space | ( | int | l | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 733 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultInverseModelEvaluator< Scalar >::get_g_space | ( | int | j | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 745 of file Thyra_DefaultInverseModelEvaluator.hpp.
| ModelEvaluatorBase::InArgs< Scalar > Thyra::DefaultInverseModelEvaluator< Scalar >::createInArgs | ( | ) | const [virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 757 of file Thyra_DefaultInverseModelEvaluator.hpp.
| ModelEvaluatorBase::OutArgs< Scalar > Thyra::DefaultInverseModelEvaluator< Scalar >::createOutArgsImpl | ( | ) | const [private, virtual] |
Reimplemented from Thyra::ModelEvaluatorDelegatorBase< Scalar >.
Definition at line 790 of file Thyra_DefaultInverseModelEvaluator.hpp.
| void Thyra::DefaultInverseModelEvaluator< Scalar >::evalModelImpl | ( | const ModelEvaluatorBase::InArgs< Scalar > & | inArgs, |
| const ModelEvaluatorBase::OutArgs< Scalar > & | outArgs | ||
| ) | const [private, virtual] |
Implements Thyra::ModelEvaluatorDefaultBase< Scalar >.
Definition at line 799 of file Thyra_DefaultInverseModelEvaluator.hpp.
References Thyra::apply(), Thyra::assign(), Thyra::MultiVectorBase< Scalar >::col(), Thyra::CONJTRANS, Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DgDp(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_DgDx(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::get_g(), Thyra::ModelEvaluatorBase::InArgs< Scalar >::get_p(), Thyra::ModelEvaluatorBase::InArgs< Scalar >::get_x(), Thyra::ModelEvaluatorBase::OutArgs< Scalar >::Ng(), Thyra::norms_inf(), Thyra::NOTRANS, Thyra::ModelEvaluatorBase::InArgs< Scalar >::Np(), Thyra::set_ele(), THYRA_ASSERT_VEC_SPACES, THYRA_MODEL_EVALUATOR_DECORATOR_EVAL_MODEL_END, THYRA_MODEL_EVALUATOR_DECORATOR_EVAL_MODEL_LOCALVERBLEVEL_BEGIN, Thyra::V_StV(), Thyra::V_VmV(), and Thyra::Vp_StV().
| void Thyra::DefaultInverseModelEvaluator< Scalar >::initializeDefaults | ( | ) | [private] |
Definition at line 1225 of file Thyra_DefaultInverseModelEvaluator.hpp.
| void Thyra::DefaultInverseModelEvaluator< Scalar >::initializeInArgsOutArgs | ( | ) | const [private] |
Definition at line 1235 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultInverseModelEvaluator< Scalar >::get_obs_space | ( | ) | const [private] |
Definition at line 1272 of file Thyra_DefaultInverseModelEvaluator.hpp.
| RCP< DefaultInverseModelEvaluator< Scalar > > defaultInverseModelEvaluator | ( | const RCP< ModelEvaluator< Scalar > > & | thyraModel | ) | [related] |
Non-member constructor.
Definition at line 428 of file Thyra_DefaultInverseModelEvaluator.hpp.
RCP<const Teuchos::ParameterList> Thyra::DefaultInverseModelEvaluator< Scalar >::validParamList_ [mutable, private] |
Definition at line 363 of file Thyra_DefaultInverseModelEvaluator.hpp.
RCP<Teuchos::ParameterList> Thyra::DefaultInverseModelEvaluator< Scalar >::paramList_ [private] |
Definition at line 364 of file Thyra_DefaultInverseModelEvaluator.hpp.
RCP<const VectorSpaceBase<Scalar> > Thyra::DefaultInverseModelEvaluator< Scalar >::inv_g_space_ [private] |
Definition at line 366 of file Thyra_DefaultInverseModelEvaluator.hpp.
ModelEvaluatorBase::InArgs<Scalar> Thyra::DefaultInverseModelEvaluator< Scalar >::prototypeInArgs_ [mutable, private] |
Definition at line 368 of file Thyra_DefaultInverseModelEvaluator.hpp.
ModelEvaluatorBase::OutArgs<Scalar> Thyra::DefaultInverseModelEvaluator< Scalar >::prototypeOutArgs_ [mutable, private] |
Reimplemented from Thyra::ModelEvaluatorDefaultBase< Scalar >.
Definition at line 369 of file Thyra_DefaultInverseModelEvaluator.hpp.
bool Thyra::DefaultInverseModelEvaluator< Scalar >::usingObservationTargetAsParameter_ [mutable, private] |
Definition at line 370 of file Thyra_DefaultInverseModelEvaluator.hpp.
int Thyra::DefaultInverseModelEvaluator< Scalar >::obs_idx_ [private] |
Definition at line 372 of file Thyra_DefaultInverseModelEvaluator.hpp.
int Thyra::DefaultInverseModelEvaluator< Scalar >::p_idx_ [private] |
Definition at line 373 of file Thyra_DefaultInverseModelEvaluator.hpp.
double Thyra::DefaultInverseModelEvaluator< Scalar >::observationMultiplier_ [private] |
Definition at line 376 of file Thyra_DefaultInverseModelEvaluator.hpp.
double Thyra::DefaultInverseModelEvaluator< Scalar >::parameterMultiplier_ [private] |
Definition at line 377 of file Thyra_DefaultInverseModelEvaluator.hpp.
bool Thyra::DefaultInverseModelEvaluator< Scalar >::observationTargetAsParameter_ [private] |
Definition at line 379 of file Thyra_DefaultInverseModelEvaluator.hpp.
bool Thyra::DefaultInverseModelEvaluator< Scalar >::observationPassThrough_ [private] |
Definition at line 381 of file Thyra_DefaultInverseModelEvaluator.hpp.
Teuchos::EVerbosityLevel Thyra::DefaultInverseModelEvaluator< Scalar >::localVerbLevel_ [private] |
Definition at line 383 of file Thyra_DefaultInverseModelEvaluator.hpp.
ParameterDrivenMultiVectorInput<Scalar> Thyra::DefaultInverseModelEvaluator< Scalar >::observationTargetReader_ [mutable, private] |
Definition at line 385 of file Thyra_DefaultInverseModelEvaluator.hpp.
ParameterDrivenMultiVectorInput<Scalar> Thyra::DefaultInverseModelEvaluator< Scalar >::parameterBaseReader_ [mutable, private] |
Definition at line 386 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationIndex_name_ = "Observation Index" [static, private] |
Definition at line 388 of file Thyra_DefaultInverseModelEvaluator.hpp.
const int Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationIndex_default_ = -1 [static, private] |
Definition at line 389 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ParameterSubvectorIndex_name_ = "Parameter Subvector Ordinal" [static, private] |
Definition at line 391 of file Thyra_DefaultInverseModelEvaluator.hpp.
const int Thyra::DefaultInverseModelEvaluator< Scalar >::ParameterSubvectorIndex_default_ = 0 [static, private] |
Definition at line 392 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationMultiplier_name_ = "Observation Multiplier" [static, private] |
Definition at line 394 of file Thyra_DefaultInverseModelEvaluator.hpp.
const double Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationMultiplier_default_ = 1.0 [static, private] |
Definition at line 395 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationTargetVector_name_ = "Observation Target Vector" [static, private] |
Definition at line 397 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationTargetAsParameter_name_ = "Observation Target as Parameter" [static, private] |
Definition at line 399 of file Thyra_DefaultInverseModelEvaluator.hpp.
const bool Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationTargetAsParameter_default_ = false [static, private] |
Definition at line 400 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationPassThrough_name_ = "Observation Pass Through" [static, private] |
Definition at line 402 of file Thyra_DefaultInverseModelEvaluator.hpp.
const bool Thyra::DefaultInverseModelEvaluator< Scalar >::ObservationPassThrough_default_ = false [static, private] |
Definition at line 403 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ParameterMultiplier_name_ = "Parameter Multiplier" [static, private] |
Definition at line 405 of file Thyra_DefaultInverseModelEvaluator.hpp.
const double Thyra::DefaultInverseModelEvaluator< Scalar >::ParameterMultiplier_default_ = 1e-6 [static, private] |
Definition at line 406 of file Thyra_DefaultInverseModelEvaluator.hpp.
const std::string Thyra::DefaultInverseModelEvaluator< Scalar >::ParameterBaseVector_name_ = "Parameter Base Vector" [static, private] |
Definition at line 408 of file Thyra_DefaultInverseModelEvaluator.hpp.
1.7.4