A class used to perform Monte Carlo sampling for performing Sobol sensitivity analysis. More...

#include <SobolSampler.h>

Inheritance diagram for SobolSampler:

Public Types
enum	SampleMode { SampleMode::GLOBAL, SampleMode::LOCAL }

typedef DataFileName	DataFileParameterType

Public Member Functions
	SobolSampler (const InputParameters &parameters)

bool	resample () const
	Resampling flag, see SobolStatistics. More...

std::vector< Real >	getNextLocalRow ()

dof_id_type	getNumberOfRows () const

dof_id_type	getNumberOfCols () const

dof_id_type	getNumberOfLocalRows () const

const LocalRankConfig &	getRankConfig (bool batch_mode) const

virtual bool	isAdaptiveSamplingCompleted () const

libMesh::Parallel::Communicator &	getLocalComm ()

virtual bool	enabled () const

std::shared_ptr< MooseObject >	getSharedPtr ()

std::shared_ptr< const MooseObject >	getSharedPtr () const

MooseApp &	getMooseApp () const

const std::string &	type () const

virtual const std::string &	name () const

std::string	typeAndName () const

std::string	errorPrefix (const std::string &error_type) const

void	callMooseError (std::string msg, const bool with_prefix) const

MooseObjectParameterName	uniqueParameterName (const std::string &parameter_name) const

const InputParameters &	parameters () const

MooseObjectName	uniqueName () const

const T &	getParam (const std::string &name) const

std::vector< std::pair< T1, T2 > >	getParam (const std::string &param1, const std::string &param2) const

const T &	getRenamedParam (const std::string &old_name, const std::string &new_name) const

T	getCheckedPointerParam (const std::string &name, const std::string &error_string="") const

bool	isParamValid (const std::string &name) const

bool	isParamSetByUser (const std::string &nm) const

void	paramError (const std::string &param, Args... args) const

void	paramWarning (const std::string &param, Args... args) const

void	paramInfo (const std::string &param, Args... args) const

void	connectControllableParams (const std::string &parameter, const std::string &object_type, const std::string &object_name, const std::string &object_parameter) const

void	mooseError (Args &&... args) const

void	mooseErrorNonPrefixed (Args &&... args) const

void	mooseDocumentedError (const std::string &repo_name, const unsigned int issue_num, Args &&... args) const

void	mooseWarning (Args &&... args) const

void	mooseWarningNonPrefixed (Args &&... args) const

void	mooseDeprecated (Args &&... args) const

void	mooseInfo (Args &&... args) const

std::string	getDataFileName (const std::string &param) const

std::string	getDataFileNameByName (const std::string &name, const std::string *param=nullptr) const

virtual void	initialSetup ()

virtual void	timestepSetup ()

virtual void	jacobianSetup ()

virtual void	residualSetup ()

virtual void	subdomainSetup ()

virtual void	customSetup (const ExecFlagType &)

const ExecFlagEnum &	getExecuteOnEnum () const

PerfGraph &	perfGraph ()

T &	getSampler (const std::string &name)

Sampler &	getSampler (const std::string &name)

T &	getSamplerByName (const SamplerName &name)

Sampler &	getSamplerByName (const SamplerName &name)

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name, bool needs_broadcast) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const VectorPostprocessorValue &	getVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name, bool needs_broadcast) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValue (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueByName (const VectorPostprocessorName &name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOld (const std::string &param_name, const std::string &vector_name) const

const ScatterVectorPostprocessorValue &	getScatterVectorPostprocessorValueOldByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name, const std::string &vector_name) const

bool	hasVectorPostprocessor (const std::string &param_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name, const std::string &vector_name) const

bool	hasVectorPostprocessorByName (const VectorPostprocessorName &name) const

const VectorPostprocessorName &	getVectorPostprocessorName (const std::string &param_name) const

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getGlobalSamples ()

DenseMatrix< Real >	getLocalSamples ()

DenseMatrix< Real >	getLocalSamples ()

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowBegin () const

dof_id_type	getLocalRowEnd () const

dof_id_type	getLocalRowEnd () const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistribution (const std::string &name) const

const T &	getDistribution (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

const Distribution &	getDistributionByName (const DistributionName &name) const

const T &	getDistributionByName (const std::string &name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributed (const std::string &param_name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

bool	isVectorPostprocessorDistributedByName (const VectorPostprocessorName &name) const

const Parallel::Communicator &	comm () const

processor_id_type	n_processors () const

processor_id_type	processor_id () const

Static Public Member Functions
static InputParameters	validParams ()

Public Attributes
const ConsoleStream	_console

Protected Types
enum	CommMethod

Protected Member Functions
virtual Real	computeSample (dof_id_type row_index, dof_id_type col_index) override

virtual LocalRankConfig	constructRankConfig (bool batch_mode) const override
	Sobol sampling should have a slightly different partitioning in order to keep the sample and resample samplers distributed and make computing indices more efficient. More...

void	setNumberOfRandomSeeds (std::size_t number)

Real	getRand (unsigned int index=0)

uint32_t	getRandl (unsigned int index, uint32_t lower, uint32_t upper)

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level) const

PerfID	registerTimedSection (const std::string &section_name, const unsigned int level, const std::string &live_message, const bool print_dots=true) const

std::string	timedSectionName (const std::string &section_name) const

virtual void	addVectorPostprocessorDependencyHelper (const VectorPostprocessorName &) const

const ReporterName &	getReporterName (const std::string &param_name) const

virtual void	addReporterDependencyHelper (const ReporterName &)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfRows (dof_id_type n_rows)

void	setNumberOfCols (dof_id_type n_cols)

void	setNumberOfCols (dof_id_type n_cols)

virtual void	sampleSetUp (const SampleMode)

virtual void	sampleSetUp (const SampleMode)

virtual void	sampleTearDown (const SampleMode)

virtual void	sampleTearDown (const SampleMode)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeLocalSampleMatrix (DenseMatrix< Real > &matrix)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	computeSampleRow (dof_id_type i, std::vector< Real > &data)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerators (const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

virtual void	advanceGenerator (const unsigned int seed_index, const dof_id_type count)

void	setAutoAdvanceGenerators (const bool state)

void	setAutoAdvanceGenerators (const bool state)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

void	shuffle (std::vector< T > &data, const std::size_t seed_index=0, const CommMethod method=CommMethod::LOCAL)

virtual void	executeSetUp ()

virtual void	executeSetUp ()

virtual void	executeTearDown ()

virtual void	executeTearDown ()

void	saveGeneratorState ()

void	saveGeneratorState ()

void	restoreGeneratorState ()

void	restoreGeneratorState ()

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, const std::size_t time_index=0)

const T &	getReporterValue (const std::string &param_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, const std::size_t time_index=0)

const T &	getReporterValueByName (const ReporterName &reporter_name, ReporterMode mode, const std::size_t time_index=0)

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValue (const std::string &param_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

bool	hasReporterValueByName (const ReporterName &reporter_name) const

Protected Attributes
Sampler &	_sampler_a
	Sampler matrix. More...

Sampler &	_sampler_b
	Re-sample matrix. More...

const bool &	_resample
	Flag for building the re-sampling matrix for computing second order sensitivity indices. More...

	NONE

	LOCAL

	SEMI_LOCAL

const dof_id_type	_min_procs_per_row

const dof_id_type	_max_procs_per_row

libMesh::Parallel::Communicator	_local_comm

const bool &	_enabled

MooseApp &	_app

const std::string	_type

const std::string	_name

const InputParameters &	_pars

Factory &	_factory

ActionFactory &	_action_factory

const ExecFlagEnum &	_execute_enum

const ExecFlagType &	_current_execute_flag

MooseApp &	_pg_moose_app

const std::string	_prefix

const Parallel::Communicator &	_communicator


std::vector< Real >	_row_a

std::vector< Real >	_row_b

Private Attributes
const dof_id_type	_num_matrices
	Number of matrices. More...

Detailed Description

A class used to perform Monte Carlo sampling for performing Sobol sensitivity analysis.

The created matrices are stacked in the following order, following the nomenclature from Saltelli (2002), "Making best use of model evaluations to compute sensitivity indices"

with re-sampling: [M2, N_1, ..., N_n, N_-1, ..., N-n, M1] without re-sampling: [M2, N_1, ..., N_n, M1]

Definition at line 23 of file SobolSampler.h.

Constructor & Destructor Documentation

◆ SobolSampler()

SobolSampler::SobolSampler ( const InputParameters & parameters )

Definition at line 27 of file SobolSampler.C.

   : Sampler(parameters),
     _sampler_a(getSampler("sampler_a")),
     _sampler_b(getSampler("sampler_b")),
     _resample(getParam<bool>("resample")),
     _num_matrices(_resample ? 2 * _sampler_a.getNumberOfCols() + 2
                             : _sampler_a.getNumberOfCols() + 2)
 {
   if (_sampler_a.getNumberOfCols() != _sampler_b.getNumberOfCols())
     paramError("sampler_a", "The supplied Sampler objects must have the same number of columns.");
 
   if (_sampler_a.getNumberOfRows() != _sampler_b.getNumberOfRows())
     paramError("sampler_a", "The supplied Sampler objects must have the same number of rows.");
 
   if (_sampler_a.name() == _sampler_b.name())
     paramError("sampler_a", "The supplied sampler matrices must not be the same.");
 
   // Initialize this object
   setNumberOfCols(_sampler_a.getNumberOfCols());
   setNumberOfRows(_sampler_a.getNumberOfRows() * _num_matrices);
 }

Member Function Documentation

◆ computeSample()

Real SobolSampler::computeSample	(	dof_id_type	row_index,
		dof_id_type	col_index
	)

overrideprotectedvirtual

Implements Sampler.

Definition at line 50 of file SobolSampler.C.

 {
   const dof_id_type matrix_index = row_index % _num_matrices;
 
   if (matrix_index == 0 && col_index == 0)
   {
     _row_a = _sampler_a.getNextLocalRow();
     _row_b = _sampler_b.getNextLocalRow();
     if (std::equal(_row_a.begin(), _row_a.end(), _row_b.begin()))
       paramError("sampler_a", "The supplied sampler matrices must not be the same.");
   }
 
   // M2 Matrix
   if (matrix_index == 0)
     return _row_b[col_index];
 
   // M1 Matrix
   else if (matrix_index == _num_matrices - 1)
     return _row_a[col_index];
 
   // N_-i Matrices
   else if (matrix_index > getNumberOfCols())
   {
     if (col_index == (matrix_index - getNumberOfCols() - 1))
       return _row_b[col_index];
     else
       return _row_a[col_index];
   }
 
   // N_i Matrices
   else if (matrix_index <= getNumberOfCols())
   {
     if (col_index == matrix_index - 1)
       return _row_a[col_index];
     else
       return _row_b[col_index];
   }
 
   mooseError("Invalid row and column index, if you are seeing this Zach messed up because this "
              "should be impossible to reach.");
   return 0;
 }

◆ constructRankConfig()

LocalRankConfig SobolSampler::constructRankConfig ( bool batch_mode ) const

overrideprotectedvirtual

Sobol sampling should have a slightly different partitioning in order to keep the sample and resample samplers distributed and make computing indices more efficient.

Reimplemented from Sampler.

Definition at line 94 of file SobolSampler.C.

 {
   std::vector<LocalRankConfig> all_rc(processor_id() + 1);
   for (processor_id_type r = 0; r <= processor_id(); ++r)
     all_rc[r] = rankConfig(r,
                            n_processors(),
                            _sampler_a.getNumberOfRows(),
                            _min_procs_per_row,
                            _max_procs_per_row,
                            batch_mode);
   LocalRankConfig & rc = all_rc.back();
 
   rc.num_local_sims *= _num_matrices;
   bool found_first = false;
   for (auto it = all_rc.rbegin(); it != all_rc.rend(); ++it)
     if (it->is_first_local_rank)
     {
       if (found_first)
         rc.first_local_sim_index += it->num_local_sims * (_num_matrices - 1);
       else
         found_first = true;
     }
 
   if (!batch_mode)
   {
     rc.num_local_apps = rc.num_local_sims;
     rc.first_local_app_index = rc.first_local_sim_index;
   }
 
   return rc;
 }

◆ resample()

bool SobolSampler::resample ( ) const

inline

Resampling flag, see SobolStatistics.

Definition at line 31 of file SobolSampler.h.

Referenced by SobolStatistics::execute(), and SobolReporter::store().

31 { return _resample; }

SobolSampler::_resample

const bool & _resample

Flag for building the re-sampling matrix for computing second order sensitivity indices.

Definition: SobolSampler.h:56

◆ validParams()

InputParameters SobolSampler::validParams ( )

static

Definition at line 17 of file SobolSampler.C.

 {
   InputParameters params = Sampler::validParams();
   params.addClassDescription("Sobol variance-based sensitivity analysis Sampler.");
   params.addParam<bool>("resample", true, "Create the re-sample matrix for second-order indices.");
   params.addRequiredParam<SamplerName>("sampler_a", "The 'sample' matrix.");
   params.addRequiredParam<SamplerName>("sampler_b", "The 're-sample' matrix.");
   return params;
 }

Member Data Documentation

◆ _num_matrices

const dof_id_type SobolSampler::_num_matrices

private

Number of matrices.

Definition at line 60 of file SobolSampler.h.

Referenced by computeSample(), constructRankConfig(), and SobolSampler().

◆ _resample

const bool& SobolSampler::_resample

protected

Flag for building the re-sampling matrix for computing second order sensitivity indices.

Definition at line 56 of file SobolSampler.h.

Referenced by resample().

◆ _row_a

std::vector<Real> SobolSampler::_row_a

protected

Sobol Monte Carlo rows

Definition at line 45 of file SobolSampler.h.

Referenced by computeSample().

◆ _row_b

std::vector<Real> SobolSampler::_row_b

protected

Definition at line 46 of file SobolSampler.h.

Referenced by computeSample().

◆ _sampler_a

Sampler& SobolSampler::_sampler_a

protected

Sampler matrix.

Definition at line 50 of file SobolSampler.h.

Referenced by computeSample(), constructRankConfig(), and SobolSampler().

◆ _sampler_b

Sampler& SobolSampler::_sampler_b

protected

Re-sample matrix.

Definition at line 53 of file SobolSampler.h.

Referenced by computeSample(), and SobolSampler().

The documentation for this class was generated from the following files:

stochastic_tools/include/samplers/SobolSampler.h
stochastic_tools/src/samplers/SobolSampler.C

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Types

Protected Member Functions

Protected Attributes

Private Attributes

Detailed Description

Constructor & Destructor Documentation

◆ SobolSampler()

Member Function Documentation

◆ computeSample()

◆ constructRankConfig()

◆ resample()

◆ validParams()

Member Data Documentation

◆ _num_matrices

◆ _resample

◆ _row_a

◆ _row_b

◆ _sampler_a

◆ _sampler_b