import numpy as np import scipy.sparse as sp from SimPEG.utils import sdiag, mkvc class Inversion(object): """docstring for Inversion""" maxIter = 10 name = 'SimPEG Inversion' def __init__(self, prob, reg, opt, **kwargs): self.prob = prob self.reg = reg self.opt = opt self.opt.parent = self self.setKwargs(**kwargs) def setKwargs(self, **kwargs): """Sets key word arguments (kwargs) that are present in the object, throw an error if they don't exist.""" for attr in kwargs: if hasattr(self, attr): setattr(self, attr, kwargs[attr]) else: raise Exception('%s attr is not recognized' % attr) def printInit(self): print "%s %s %s" % ('='*22, self.name, '='*22) print " # beta phi_d phi_m f norm(dJ) #LS" print "%s" % '-'*62 def printIter(self): print "%3d %1.2e %1.2e %1.2e %1.2e %1.2e %3d" % (self.opt._iter, self._beta, self._phi_d_last, self._phi_m_last, self.opt.f, np.linalg.norm(self.opt.g), self.opt._iterLS) @property def Wd(self): """ Standard deviation weighting matrix. """ if getattr(self,'_Wd',None) is None: eps = np.linalg.norm(mkvc(self.prob.dobs),2)*1e-5 self._Wd = 1/(abs(self.prob.dobs)*self.prob.std+eps) return self._Wd @property def phi_d_target(self): """ target for phi_d By default this is the number of data. Note that we do not set the target if it is None, but we return the default value. """ if getattr(self, '_phi_d_target', None) is None: return self.prob.dobs.size # return self._phi_d_target @phi_d_target.setter def phi_d_target(self, value): self._phi_d_target = value def run(self, m0): m = m0 self._iter = 0 self._beta = None while True: self._beta = self.getBeta() m = self.opt.minimize(self.evalFunction,m) if self.stoppingCriteria(): break self._iter += 1 return m beta0 = 1.e2 beta_coolingFactor = 5. def getBeta(self): if self._beta is None: return self.beta0 return self._beta / self.beta_coolingFactor def stoppingCriteria(self): self._STOP = np.zeros(2,dtype=bool) self._STOP[0] = self._iter >= self.maxIter self._STOP[1] = self._phi_d_last <= self.phi_d_target return np.any(self._STOP) def evalFunction(self, m, return_g=True, return_H=True): u = self.prob.field(m) phi_d = self.dataObj(m, u) phi_m = self.reg.modelObj(m) self._phi_d_last = phi_d self._phi_m_last = phi_m f = phi_d + self._beta * phi_m out = (f,) if return_g: phi_dDeriv = self.dataObjDeriv(m, u=u) phi_mDeriv = self.reg.modelObjDeriv(m) g = phi_dDeriv + self._beta * phi_mDeriv out += (g,) if return_H: def H_fun(v): phi_d2Deriv = self.dataObj2Deriv(m, v, u=u) phi_m2Deriv = self.reg.modelObj2Deriv(m)*v return phi_d2Deriv + self._beta * phi_m2Deriv operator = sp.linalg.LinearOperator( (m.size, m.size), H_fun, dtype=float ) out += (operator,) return out def dataObj(self, m, u=None): """ :param numpy.array m: geophysical model :param numpy.array u: fields :rtype: float :return: data misfit The data misfit using an l_2 norm is: .. math:: \mu_\\text{data} = {1\over 2}\left| \mathbf{W} \circ (\mathbf{d}_\\text{pred} - \mathbf{d}_\\text{obs}) \\right|_2^2 Where P is a projection matrix that brings the field on the full domain to the data measurement locations; u is the field of interest; d_obs is the observed data; and W is the weighting matrix. """ # TODO: ensure that this is a data is vector and Wd is a matrix. R = self.Wd*self.prob.dataResidual(m, u=u) R = mkvc(R) return 0.5*np.vdot(R, R) def dataObjDeriv(self, m, u=None): """ :param numpy.array m: geophysical model :param numpy.array u: fields :rtype: numpy.array :return: data misfit derivative The data misfit using an l_2 norm is: .. math:: \mu_\\text{data} = {1\over 2}\left| \mathbf{W} \circ (\mathbf{d}_\\text{pred} - \mathbf{d}_\\text{obs}) \\right|_2^2 If the field, u, is provided, the calculation of the data is fast: .. math:: \mathbf{d}_\\text{pred} = \mathbf{Pu(m)} \mathbf{R} = \mathbf{W} \circ (\mathbf{d}_\\text{pred} - \mathbf{d}_\\text{obs}) Where P is a projection matrix that brings the field on the full domain to the data measurement locations; u is the field of interest; d_obs is the observed data; and W is the weighting matrix. The derivative of this, with respect to the model, is: .. math:: \\frac{\partial \mu_\\text{data}}{\partial \mathbf{m}} = \mathbf{J}^\\top \mathbf{W \circ R} """ if u is None: u = self.prob.field(m) R = self.Wd*self.prob.dataResidual(m, u=u) dmisfit = self.prob.Jt(m, self.Wd * R, u=u) return dmisfit def dataObj2Deriv(self, m, v, u=None): """ :param numpy.array m: geophysical model :param numpy.array u: fields :rtype: numpy.array :return: data misfit derivative The data misfit using an l_2 norm is: .. math:: \mu_\\text{data} = {1\over 2}\left| \mathbf{W} \circ (\mathbf{d}_\\text{pred} - \mathbf{d}_\\text{obs}) \\right|_2^2 If the field, u, is provided, the calculation of the data is fast: .. math:: \mathbf{d}_\\text{pred} = \mathbf{Pu(m)} \mathbf{R} = \mathbf{W} \circ (\mathbf{d}_\\text{pred} - \mathbf{d}_\\text{obs}) Where P is a projection matrix that brings the field on the full domain to the data measurement locations; u is the field of interest; d_obs is the observed data; and W is the weighting matrix. The derivative of this, with respect to the model, is: .. math:: \\frac{\partial \mu_\\text{data}}{\partial \mathbf{m}} = \mathbf{J}^\\top \mathbf{W \circ R} \\frac{\partial^2 \mu_\\text{data}}{\partial^2 \mathbf{m}} = \mathbf{J}^\\top \mathbf{W \circ W J} """ if u is None: u = self.prob.field(m) R = self.Wd*self.prob.dataResidual(m, u=u) # TODO: abstract to different norms a little cleaner. # \/ it goes here. in l2 it is the identity. dmisfit = self.prob.Jt_approx(m, self.Wd * self.Wd * self.prob.J_approx(m, v, u=u), u=u) return dmisfit