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dasa.py
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import numpy as np
import scipy.sparse.linalg as spl
class DASAExp(object):
def __init__(self, objfun, obj_sens_state, obj_sens_param, solvefun, res_sens_state, res_sens_param):
self.objfun = objfun
self.solvefun = solvefun
self.obj_sens_state = obj_sens_state
self.obj_sens_param = obj_sens_param
self.res_sens_state = res_sens_state
self.res_sens_param = res_sens_param
def obj(self, p):
u = self.solvefun(p)
return self.objfun(u, p)
def grad(self, p):
u = self.solvefun(p)
dhdu = self.obj_sens_state(u, p)
dhdp = self.obj_sens_param(u, p)
dLdu = self.res_sens_state(u, p)
dLdp = self.res_sens_param(u, p)
adj = -spl.spsolve(dLdu.T.tocsc(), dhdu)
sens = dLdp.dot(adj)
sens = sens + dhdp
return sens
class DASAExpLM(object):
def __init__(self, objfun, obj_sens_state, obj_sens_param, solvefun, res_sens_state, res_sens_param):
self.objfun = objfun
self.solvefun = solvefun
self.obj_sens_state = obj_sens_state
self.obj_sens_param = obj_sens_param
self.res_sens_state = res_sens_state
self.res_sens_param = res_sens_param
def obj(self, p):
u = self.solvefun(p)
return self.objfun(u, p)
def grad(self, p):
u = self.solvefun(p)
dhdu = self.obj_sens_state(u, p)
dhdp = self.obj_sens_param(u, p)
dLdu = self.res_sens_state(u, p)
dLdp = self.res_sens_param(u, p)
adj = -spl.spsolve(dLdu.T.tocsc(), dhdu.T.toarray())
sens = dLdp.dot(adj)
sens = np.concatenate((sens.T, dhdp.toarray()), axis=0)
return sens