Files
simpeg/SimPEG/Examples/Inversion_IRLS.py
T
2016-04-21 21:58:40 -07:00

133 lines
3.6 KiB
Python

from SimPEG import *
def run(N=200, plotIt=True):
"""
Inversion: Linear Problem
=========================
Here we go over the basics of creating a linear problem and inversion.
"""
np.random.seed(1)
std_noise = 1e-2
mesh = Mesh.TensorMesh([N])
m0 = np.ones(mesh.nC) * 1e-4
nk = 10
jk = np.linspace(1.,nk,nk)
p = -2.
q = 1.
g = lambda k: np.exp(p*jk[k]*mesh.vectorCCx)*np.cos(np.pi*q*jk[k]*mesh.vectorCCx)
G = np.empty((nk, mesh.nC))
for i in range(nk):
G[i,:] = g(i)
mtrue = np.zeros(mesh.nC)
mtrue[mesh.vectorCCx > 0.3] = 1.
mtrue[mesh.vectorCCx > 0.45] = -0.5
mtrue[mesh.vectorCCx > 0.6] = 0
prob = Problem.LinearProblem(mesh, G)
survey = Survey.LinearSurvey()
survey.pair(prob)
survey.dobs = prob.fields(mtrue) + std_noise * np.random.randn(nk)
#survey.makeSyntheticData(mtrue, std=std_noise)
wd = np.ones(nk) * std_noise
#print survey.std[0]
#M = prob.mesh
# Distance weighting
wr = np.sum(prob.G**2.,axis=0)**0.5
wr = ( wr/np.max(wr) )
reg = Regularization.Simple(mesh)
reg.wght = wr
dmis = DataMisfit.l2_DataMisfit(survey)
dmis.Wd = 1./wd
opt = Optimization.ProjectedGNCG(maxIter=30,lower=-2.,upper=2., maxIterCG= 20, tolCG = 1e-4)
invProb = InvProblem.BaseInvProblem(dmis, reg, opt)
invProb.curModel = m0
beta = Directives.BetaSchedule(coolingFactor=2, coolingRate=1)
target = Directives.TargetMisfit()
betaest = Directives.BetaEstimate_ByEig()
inv = Inversion.BaseInversion(invProb, directiveList=[beta, betaest, target])
mrec = inv.run(m0)
ml2 = mrec
print "Final misfit:" + str(invProb.dmisfit.eval(mrec))
# Switch regularization to sparse
phim = invProb.phi_m_last
phid = invProb.phi_d
reg = Regularization.Sparse(mesh)
#==============================================================================
# fig, axes = plt.subplots(1,2,figsize=(12*1.2,4*1.2))
# dmdx = reg.mesh.cellDiffxStencil * mrec
# plt.plot(np.sort(dmdx))
#==============================================================================
#reg.recModel = mrec
reg.wght = np.ones(mesh.nC)
reg.mref = np.zeros(mesh.nC)
reg.eps_p = 5e-2
reg.eps_q = 1e-2
reg.norms = [0., 0., 2., 2.]
reg.wght = wr
opt = Optimization.ProjectedGNCG(maxIter=10 ,lower=-2.,upper=2., maxIterLS = 20, maxIterCG= 20, tolCG = 1e-3)
invProb = InvProblem.BaseInvProblem(dmis, reg, opt, beta = invProb.beta*2.)
beta = Directives.BetaSchedule(coolingFactor=1, coolingRate=1)
#betaest = Directives.BetaEstimate_ByEig()
target = Directives.TargetMisfit()
IRLS =Directives.Update_IRLS( phi_m_last = phim, phi_d_last = phid )
inv = Inversion.BaseInversion(invProb, directiveList=[beta,IRLS])
m0 = mrec
# Run inversion
mrec = inv.run(m0)
print "Final misfit:" + str(invProb.dmisfit.eval(mrec))
if plotIt:
import matplotlib.pyplot as plt
fig, axes = plt.subplots(1,2,figsize=(12*1.2,4*1.2))
for i in range(prob.G.shape[0]):
axes[0].plot(prob.G[i,:])
axes[0].set_title('Columns of matrix G')
axes[1].plot(mesh.vectorCCx, mtrue, 'b-')
axes[1].plot(mesh.vectorCCx, ml2, 'r-')
#axes[1].legend(('True Model', 'Recovered Model'))
axes[1].set_ylim(-1.0,1.25)
axes[1].plot(mesh.vectorCCx, mrec, 'k-',lw = 2)
axes[1].legend(('True Model', 'Smooth l2-l2',
'Sparse lp:' + str(reg.norms[0]) + ', lqx:' + str(reg.norms[1]) ), fontsize = 12)
plt.show()
return prob, survey, mesh, mrec
if __name__ == '__main__':
run()