This class wraps any ModelEvaluator object and adds a simple, but fairly general, inverse response function. More...

#include <Thyra_DefaultInverseModelEvaluator.hpp>

Inheritance diagram for Thyra::DefaultInverseModelEvaluator< Scalar >:

Public Member Functions
	STANDARD_CONST_COMPOSITION_MEMBERS (VectorBase< Scalar >, observationTarget)
	Observation target vector `ot`. More...

	STANDARD_CONST_COMPOSITION_MEMBERS (VectorBase< Scalar >, parameterBase)
	Parameter base vector `pt`. More...

	STANDARD_CONST_COMPOSITION_MEMBERS (LinearOpBase< Scalar >, observationMatchWeightingOp)
	Observation match weighting operator `Q_o`. More...

	STANDARD_CONST_COMPOSITION_MEMBERS (LinearOpBase< Scalar >, parameterRegularizationWeightingOp)
	Parameter regulization weighting operator `Q_p`. More...

	STANDARD_NONCONST_COMPOSITION_MEMBERS (MultiVectorFileIOBase< Scalar >, observationTargetIO)
	MultiVectorFileIOBase object used to read the observation target vector `ot` as directed by the parameter list. More...

	STANDARD_NONCONST_COMPOSITION_MEMBERS (MultiVectorFileIOBase< Scalar >, parameterBaseIO)
	MultiVectorFileIOBase object used to read the parameter base vector `pt` as directed by the parameter list. More...

Public Member Functions inherited from Thyra::ModelEvaluatorDelegatorBase< Scalar >
	ModelEvaluatorDelegatorBase ()
	Constructs to uninitialized. More...

	ModelEvaluatorDelegatorBase (const RCP< ModelEvaluator< Scalar > > &model)
	Calls `initialize()`. More...

	ModelEvaluatorDelegatorBase (const RCP< const ModelEvaluator< Scalar > > &model)
	Calls `initialize()`. More...

void	initialize (const RCP< ModelEvaluator< Scalar > > &model)
	Initialize given a non-const model evaluator. More...

void	initialize (const RCP< const ModelEvaluator< Scalar > > &model)
	Initialize given a const model evaluator. More...

void	uninitialize ()
	Uninitialize. More...

virtual bool	isUnderlyingModelConst () const

virtual RCP< ModelEvaluator < Scalar > >	getNonconstUnderlyingModel ()

virtual RCP< const ModelEvaluator< Scalar > >	getUnderlyingModel () const

RCP< const VectorSpaceBase < Scalar > >	get_x_space () const

RCP< const VectorSpaceBase < Scalar > >	get_f_space () const

RCP< const VectorSpaceBase < Scalar > >	get_f_multiplier_space () const

RCP< const VectorSpaceBase < Scalar > >	get_p_space (int l) const

RCP< const Teuchos::Array < std::string > >	get_p_names (int l) const

RCP< const VectorSpaceBase < Scalar > >	get_g_space (int j) const

RCP< const VectorSpaceBase < Scalar > >	get_g_multiplier_space (int j) const

Teuchos::ArrayView< const std::string >	get_g_names (int j) const

ModelEvaluatorBase::InArgs < Scalar >	getNominalValues () const

ModelEvaluatorBase::InArgs < Scalar >	getLowerBounds () const

ModelEvaluatorBase::InArgs < Scalar >	getUpperBounds () const

RCP< LinearOpWithSolveBase < Scalar > >	create_W () const

RCP< LinearOpBase< Scalar > >	create_W_op () const

RCP< PreconditionerBase< Scalar > >	create_W_prec () const

RCP< const LinearOpWithSolveFactoryBase < Scalar > >	get_W_factory () const

ModelEvaluatorBase::InArgs < Scalar >	createInArgs () const

void	reportFinalPoint (const ModelEvaluatorBase::InArgs< Scalar > &finalPoint, const bool wasSolved)

Public Member Functions inherited from Thyra::ModelEvaluatorDefaultBase< Scalar >
int	Np () const

int	Ng () const

RCP< LinearOpBase< Scalar > >	create_DfDp_op (int l) const

RCP< LinearOpBase< Scalar > >	create_DgDx_dot_op (int j) const

RCP< LinearOpBase< Scalar > >	create_DgDx_op (int j) const

RCP< LinearOpBase< Scalar > >	create_DgDp_op (int j, int l) const

ModelEvaluatorBase::OutArgs < Scalar >	createOutArgs () const

void	evalModel (const ModelEvaluatorBase::InArgs< Scalar > &inArgs, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const

Public Member Functions inherited from Thyra::ModelEvaluator< Scalar >
Public Member Functions inherited from Thyra::ModelEvaluatorBase
	ModelEvaluatorBase ()
	constructor More...

Related Functions
(Note that these are not member functions.)
template<class Scalar >
RCP < DefaultInverseModelEvaluator < Scalar > >	defaultInverseModelEvaluator (const RCP< ModelEvaluator< Scalar > > &thyraModel)
	Non-member constructor. More...

Related Functions inherited from Thyra::ModelEvaluatorDefaultBase< Scalar >
template<class Scalar >
RCP < ModelEvaluatorBase::InArgs < Scalar > >	clone (const ModelEvaluatorBase::InArgs< Scalar > &inArgs)
	Create a clone of an InArgs object. More...

template<class Scalar >
ModelEvaluatorBase::Derivative < Scalar >	derivativeGradient (const RCP< MultiVectorBase< Scalar > > &grad)

template<class Scalar >
ModelEvaluatorBase::DerivativeMultiVector < Scalar >	create_DfDp_mv (const ModelEvaluator< Scalar > &model, int l, ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

template<class Scalar >
ModelEvaluatorBase::DerivativeMultiVector < Scalar >	create_DgDx_dot_mv (const ModelEvaluator< Scalar > &model, int j, ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

template<class Scalar >
ModelEvaluatorBase::DerivativeMultiVector < Scalar >	create_DgDx_mv (const ModelEvaluator< Scalar > &model, int j, ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

template<class Scalar >
ModelEvaluatorBase::DerivativeMultiVector < Scalar >	create_DgDp_mv (const ModelEvaluator< Scalar > &model, int j, int l, ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

template<class Scalar >
ModelEvaluatorBase::DerivativeMultiVector < Scalar >	get_dmv (const ModelEvaluatorBase::Derivative< Scalar > &deriv, const std::string &derivName)

template<class Scalar >
RCP< MultiVectorBase< Scalar > >	get_mv (const ModelEvaluatorBase::Derivative< Scalar > &deriv, const std::string &derivName, ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

template<class Scalar >
void	assertDerivSpaces (const std::string &modelEvalDescription, const ModelEvaluatorBase::Derivative< Scalar > &deriv, const std::string &deriv_name, const VectorSpaceBase< Scalar > &fnc_space, const std::string &fnc_space_name, const VectorSpaceBase< Scalar > &var_space, const std::string &var_space_name)
	Assert that that Thyra objects imbedded in a Derivative object matches its function and variable spaces. More...

template<class Scalar >
void	assertInArgsOutArgsSetup (const std::string &modelEvalDescription, const ModelEvaluatorBase::InArgs< Scalar > &inArgs, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs)
	Assert that an InArgs and OutArgs object are setup consistently. More...

template<class Scalar >
void	assertInArgsEvalObjects (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::InArgs< Scalar > &inArgs)
	Assert that the objects in an InArgs object match a given model. More...

template<class Scalar >
void	assertOutArgsEvalObjects (const ModelEvaluator< Scalar > &model, const ModelEvaluatorBase::OutArgs< Scalar > &outArgs, const ModelEvaluatorBase::InArgs< Scalar > *inArgs=0)
	Assert that the objects in an OutArgs object match a given model. More...

Related Functions inherited from Thyra::ModelEvaluatorBase
std::string	toString (ModelEvaluatorBase::EInArgsMembers)

std::string	toString (ModelEvaluatorBase::EOutArgsMembers)

std::string	toString (ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

ModelEvaluatorBase::EDerivativeMultiVectorOrientation	getOtherDerivativeMultiVectorOrientation (ModelEvaluatorBase::EDerivativeMultiVectorOrientation orientation)

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 &paramList)

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

Additional Inherited Members
Public Types inherited from Thyra::ModelEvaluator< Scalar >
typedef Teuchos::ScalarTraits < Scalar >::magnitudeType	ScalarMag

Public Types inherited from Thyra::ModelEvaluatorBase
enum	EInArgsMembers { IN_ARG_x_dot_dot, IN_ARG_x_dot, IN_ARG_x, IN_ARG_x_dot_poly, IN_ARG_x_poly, IN_ARG_x_dot_mp, IN_ARG_x_mp, IN_ARG_t, IN_ARG_alpha, IN_ARG_beta, IN_ARG_W_x_dot_dot_coeff, IN_ARG_step_size, IN_ARG_stage_number }

enum	EInArgs_p_mp { IN_ARG_p_mp }

enum	EEvalType { , EVAL_TYPE_APPROX_DERIV, EVAL_TYPE_VERY_APPROX_DERIV }
	The type of an evaluation. More...

enum	EDerivativeMultiVectorOrientation { DERIV_MV_JACOBIAN_FORM, DERIV_MV_GRADIENT_FORM, DERIV_MV_BY_COL = DERIV_MV_JACOBIAN_FORM, DERIV_TRANS_MV_BY_ROW = DERIV_MV_GRADIENT_FORM }

enum	EDerivativeLinearOp { DERIV_LINEAR_OP }

enum	EDerivativeLinearity { DERIV_LINEARITY_UNKNOWN, DERIV_LINEARITY_CONST, DERIV_LINEARITY_NONCONST }

enum	ERankStatus { DERIV_RANK_UNKNOWN, DERIV_RANK_FULL, DERIV_RANK_DEFICIENT }

enum	EOutArgsMembers { OUT_ARG_f, OUT_ARG_W, OUT_ARG_f_mp, OUT_ARG_W_mp, OUT_ARG_W_op, OUT_ARG_W_prec, OUT_ARG_f_poly }

enum	EOutArgsDfDp { OUT_ARG_DfDp }

enum	EOutArgsDgDx_dot { OUT_ARG_DgDx_dot }

enum	EOutArgsDgDx { OUT_ARG_DgDx }

enum	EOutArgsDgDp { OUT_ARG_DgDp }

enum	EOutArgsDfDp_mp { OUT_ARG_DfDp_mp }

enum	EOutArgs_g_mp { OUT_ARG_g_mp }

enum	EOutArgsDgDx_dot_mp { OUT_ARG_DgDx_dot_mp }

enum	EOutArgsDgDx_mp { OUT_ARG_DgDx_mp }

enum	EOutArgsDgDp_mp { OUT_ARG_DgDp_mp }

Static Public Attributes inherited from Thyra::ModelEvaluatorBase
static const int	NUM_E_IN_ARGS_MEMBERS =13

static const int	NUM_E_OUT_ARGS_MEMBERS =7

Protected Member Functions inherited from Thyra::ModelEvaluatorDelegatorBase< Scalar >
void	setLocalVerbosityLevelValidatedParameter (ParameterList *paramList) const
	Set a valid parameter for reading the local verbosity level. More...

Teuchos::EVerbosityLevel	readLocalVerbosityLevelValidatedParameter (ParameterList &paramList) const
	Read the local verbosity level parameter. More...

Protected Member Functions inherited from Thyra::ModelEvaluatorDefaultBase< Scalar >
	ModelEvaluatorDefaultBase ()

void	initializeDefaultBase ()
	Function called by subclasses to fully initialize this object on any important change. More...

void	resetDefaultBase ()
	Sets the the DefaultBase to an uninitialized state, forcing lazy initialization when needed. More...

Detailed Description

template<class Scalar>
class Thyra::DefaultInverseModelEvaluator< Scalar >

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 231 of file Thyra_DefaultInverseModelEvaluator.hpp.

Constructor & Destructor Documentation

template<class Scalar >

Thyra::DefaultInverseModelEvaluator< Scalar >::DefaultInverseModelEvaluator ( )

Definition at line 509 of file Thyra_DefaultInverseModelEvaluator.hpp.

Member Function Documentation

template<class Scalar >

Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS	(	VectorBase< Scalar >	,
		observationTarget
	)

Observation target vector ot.

template<class Scalar >

Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS	(	VectorBase< Scalar >	,
		parameterBase
	)

Parameter base vector pt.

template<class Scalar >

Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS	(	LinearOpBase< Scalar >	,
		observationMatchWeightingOp
	)

Observation match weighting operator Q_o.

template<class Scalar >

Thyra::DefaultInverseModelEvaluator< Scalar >::STANDARD_CONST_COMPOSITION_MEMBERS	(	LinearOpBase< Scalar >	,
		parameterRegularizationWeightingOp
	)

Parameter regulization weighting operator Q_p.

template<class Scalar >

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.

template<class Scalar >

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.

template<class Scalar >

void Thyra::DefaultInverseModelEvaluator< Scalar >::initialize ( const RCP< ModelEvaluator< Scalar > > & thyraModel )

Definition at line 520 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

void Thyra::DefaultInverseModelEvaluator< Scalar >::uninitialize ( RCP< ModelEvaluator< Scalar > > * thyraModel )

Definition at line 533 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

void Thyra::DefaultInverseModelEvaluator< Scalar >::setParameterList ( RCP< Teuchos::ParameterList > const & paramList )

virtual

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().

Implements Teuchos::ParameterListAcceptor.

Definition at line 546 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

RCP< Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getNonconstParameterList ( )

virtual

Implements Teuchos::ParameterListAcceptor.

Definition at line 639 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

RCP< Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::unsetParameterList ( )

virtual

Implements Teuchos::ParameterListAcceptor.

Definition at line 647 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

RCP< const Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getParameterList ( ) const

virtual

Reimplemented from Teuchos::ParameterListAcceptor.

Definition at line 657 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

RCP< const Teuchos::ParameterList > Thyra::DefaultInverseModelEvaluator< Scalar >::getValidParameters ( ) const

virtual

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..

Reimplemented from Teuchos::ParameterListAcceptor.

Definition at line 665 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

std::string Thyra::DefaultInverseModelEvaluator< Scalar >::description ( ) const

virtual

Reimplemented from Teuchos::Describable.

Definition at line 752 of file Thyra_DefaultInverseModelEvaluator.hpp.

template<class Scalar >

RCP< const VectorSpaceBase< Scalar > > Thyra::DefaultInverseModelEvaluator< Scalar >::get_p_space ( int l ) const