1-D step-like data set

import numpy as np


def get_one_d_step():
    xt = np.array(
        [
            0.0000,
            0.4000,
            0.6000,
            0.7000,
            0.7500,
            0.7750,
            0.8000,
            0.8500,
            0.8750,
            0.9000,
            0.9250,
            0.9500,
            0.9750,
            1.0000,
            1.0250,
            1.0500,
            1.1000,
            1.2000,
            1.3000,
            1.4000,
            1.6000,
            1.8000,
            2.0000,
        ],
        dtype=np.float64,
    )
    yt = np.array(
        [
            0.0130,
            0.0130,
            0.0130,
            0.0130,
            0.0130,
            0.0130,
            0.0130,
            0.0132,
            0.0135,
            0.0140,
            0.0162,
            0.0230,
            0.0275,
            0.0310,
            0.0344,
            0.0366,
            0.0396,
            0.0410,
            0.0403,
            0.0390,
            0.0360,
            0.0350,
            0.0345,
        ],
        dtype=np.float64,
    )

    xlimits = np.array([[0.0, 2.0]])

    return xt, yt, xlimits


def plot_one_d_step(xt, yt, limits, interp):
    import matplotlib
    import numpy as np

    matplotlib.use("Agg")
    import matplotlib.pyplot as plt

    num = 500
    x = np.linspace(0.0, 2.0, num)
    y = interp.predict_values(x)[:, 0]

    plt.plot(x, y)
    plt.plot(xt, yt, "o")
    plt.xlabel("x")
    plt.ylabel("y")
    plt.show()

RMTB

from smt.examples.one_D_step.one_D_step import get_one_d_step, plot_one_d_step
from smt.surrogate_models import RMTB

xt, yt, xlimits = get_one_d_step()

interp = RMTB(
    num_ctrl_pts=100,
    xlimits=xlimits,
    nonlinear_maxiter=20,
    solver_tolerance=1e-16,
    energy_weight=1e-14,
    regularization_weight=0.0,
)
interp.set_training_values(xt, yt)
interp.train()

plot_one_d_step(xt, yt, xlimits, interp)
___________________________________________________________________________

                                   RMTB
___________________________________________________________________________

 Problem size

      # training points.        : 23

___________________________________________________________________________

 Training

   Training ...
      Pre-computing matrices ...
         Computing dof2coeff ...
         Computing dof2coeff - done. Time (sec):  0.0000000
         Initializing Hessian ...
         Initializing Hessian - done. Time (sec):  0.0000000
         Computing energy terms ...
         Computing energy terms - done. Time (sec):  0.0015059
         Computing approximation terms ...
         Computing approximation terms - done. Time (sec):  0.0000000
      Pre-computing matrices - done. Time (sec):  0.0015059
      Solving for degrees of freedom ...
         Solving initial startup problem (n=100) ...
            Solving for output 0 ...
               Iteration (num., iy, grad. norm, func.) :   0   0 1.032652876e-01 8.436300000e-03
               Iteration (num., iy, grad. norm, func.) :   0   0 1.127974095e-08 2.219243982e-13
            Solving for output 0 - done. Time (sec):  0.0030048
         Solving initial startup problem (n=100) - done. Time (sec):  0.0030048
         Solving nonlinear problem (n=100) ...
            Solving for output 0 ...
               Iteration (num., iy, grad. norm, func.) :   0   0 1.548191750e-11 2.217751325e-13
               Iteration (num., iy, grad. norm, func.) :   0   0 1.394278805e-11 2.190097980e-13
               Iteration (num., iy, grad. norm, func.) :   1   0 4.584836663e-10 1.413359358e-13
               Iteration (num., iy, grad. norm, func.) :   2   0 3.608388849e-10 1.074624094e-13
               Iteration (num., iy, grad. norm, func.) :   3   0 1.062566066e-10 2.714188761e-14
               Iteration (num., iy, grad. norm, func.) :   4   0 3.110030538e-11 1.186730380e-14
               Iteration (num., iy, grad. norm, func.) :   5   0 8.637889286e-12 8.985747510e-15
               Iteration (num., iy, grad. norm, func.) :   6   0 2.113680400e-12 8.519465166e-15
               Iteration (num., iy, grad. norm, func.) :   7   0 2.080738024e-12 8.518276630e-15
               Iteration (num., iy, grad. norm, func.) :   8   0 3.841507903e-13 8.471580148e-15
               Iteration (num., iy, grad. norm, func.) :   9   0 3.112306577e-13 8.467274773e-15
               Iteration (num., iy, grad. norm, func.) :  10   0 5.070566370e-14 8.454548297e-15
               Iteration (num., iy, grad. norm, func.) :  11   0 1.666762121e-14 8.453802707e-15
               Iteration (num., iy, grad. norm, func.) :  12   0 1.727503879e-14 8.453801200e-15
               Iteration (num., iy, grad. norm, func.) :  13   0 1.466105530e-14 8.453708354e-15
               Iteration (num., iy, grad. norm, func.) :  14   0 9.493520089e-15 8.453377554e-15
               Iteration (num., iy, grad. norm, func.) :  15   0 6.800282381e-15 8.453310106e-15
               Iteration (num., iy, grad. norm, func.) :  16   0 8.753012817e-16 8.453274195e-15
               Iteration (num., iy, grad. norm, func.) :  17   0 8.861540187e-16 8.453274132e-15
               Iteration (num., iy, grad. norm, func.) :  18   0 5.330033187e-16 8.453273264e-15
               Iteration (num., iy, grad. norm, func.) :  19   0 5.785118903e-16 8.453271091e-15
            Solving for output 0 - done. Time (sec):  0.0731771
         Solving nonlinear problem (n=100) - done. Time (sec):  0.0731771
      Solving for degrees of freedom - done. Time (sec):  0.0761819
   Training - done. Time (sec):  0.0776877
___________________________________________________________________________

 Evaluation

      # eval points. : 500

   Predicting ...
   Predicting - done. Time (sec):  0.0000000

   Prediction time/pt. (sec) :  0.0000000
../../../_images/ex_1d_step.png

RMTC

from smt.examples.one_D_step.one_D_step import get_one_d_step, plot_one_d_step
from smt.surrogate_models import RMTC

xt, yt, xlimits = get_one_d_step()

interp = RMTC(
    num_elements=40,
    xlimits=xlimits,
    nonlinear_maxiter=20,
    solver_tolerance=1e-16,
    energy_weight=1e-14,
    regularization_weight=0.0,
)
interp.set_training_values(xt, yt)
interp.train()

plot_one_d_step(xt, yt, xlimits, interp)
___________________________________________________________________________

                                   RMTC
___________________________________________________________________________

 Problem size

      # training points.        : 23

___________________________________________________________________________

 Training

   Training ...
      Pre-computing matrices ...
         Computing dof2coeff ...
         Computing dof2coeff - done. Time (sec):  0.0000000
         Initializing Hessian ...
         Initializing Hessian - done. Time (sec):  0.0000000
         Computing energy terms ...
         Computing energy terms - done. Time (sec):  0.0000000
         Computing approximation terms ...
         Computing approximation terms - done. Time (sec):  0.0000000
      Pre-computing matrices - done. Time (sec):  0.0009968
      Solving for degrees of freedom ...
         Solving initial startup problem (n=82) ...
            Solving for output 0 ...
               Iteration (num., iy, grad. norm, func.) :   0   0 1.470849329e-01 8.436300000e-03
               Iteration (num., iy, grad. norm, func.) :   0   0 1.807875749e-12 2.493686470e-14
            Solving for output 0 - done. Time (sec):  0.0029969
         Solving initial startup problem (n=82) - done. Time (sec):  0.0029969
         Solving nonlinear problem (n=82) ...
            Solving for output 0 ...
               Iteration (num., iy, grad. norm, func.) :   0   0 7.484146522e-12 2.493686350e-14
               Iteration (num., iy, grad. norm, func.) :   0   0 9.032461792e-12 2.483319895e-14
               Iteration (num., iy, grad. norm, func.) :   1   0 8.726294577e-11 2.394210072e-14
               Iteration (num., iy, grad. norm, func.) :   2   0 6.860390512e-11 1.978091449e-14
               Iteration (num., iy, grad. norm, func.) :   3   0 4.691798616e-11 1.537297203e-14
               Iteration (num., iy, grad. norm, func.) :   4   0 9.922338291e-12 1.153328544e-14
               Iteration (num., iy, grad. norm, func.) :   5   0 5.460856036e-12 1.130225803e-14
               Iteration (num., iy, grad. norm, func.) :   6   0 8.530617619e-13 1.110676984e-14
               Iteration (num., iy, grad. norm, func.) :   7   0 1.870453869e-13 1.109190883e-14
               Iteration (num., iy, grad. norm, func.) :   8   0 1.151673802e-13 1.109065775e-14
               Iteration (num., iy, grad. norm, func.) :   9   0 3.661383211e-14 1.108964365e-14
               Iteration (num., iy, grad. norm, func.) :  10   0 9.092762497e-15 1.108943182e-14
               Iteration (num., iy, grad. norm, func.) :  11   0 1.449202696e-15 1.108940466e-14
               Iteration (num., iy, grad. norm, func.) :  12   0 1.011249189e-16 1.108940343e-14
               Iteration (num., iy, grad. norm, func.) :  13   0 1.154891849e-17 1.108940340e-14
            Solving for output 0 - done. Time (sec):  0.0455997
         Solving nonlinear problem (n=82) - done. Time (sec):  0.0455997
      Solving for degrees of freedom - done. Time (sec):  0.0485966
   Training - done. Time (sec):  0.0495934
___________________________________________________________________________

 Evaluation

      # eval points. : 500

   Predicting ...
   Predicting - done. Time (sec):  0.0000000

   Prediction time/pt. (sec) :  0.0000000
../../../_images/ex_1d_step.png