iam-git / WellMet (public) (License: MIT) (since 2021-08-31) (hash sha1)
WellMet is pure Python framework for spatial structural reliability analysis. Or, more specifically, for "failure probability estimation and detection of failure surfaces by adaptive sequential decomposition of the design domain".

/wellmet/sball.py (df0e88ea13c95cd1463a8ba1391e27766b95c3a5) (6558 bytes) (mode 100644) (type blob)

#!/usr/bin/env python
# coding: utf-8

import numpy as np
import scipy.special as sc
from scipy import stats

#######################################################
# s-balls  -- tools to calc probabilities and radii ###
#######################################################


def get_ps_ball(d,R):
    "returns probability of falling inside d-ball with radius R"
    #return np.sum(np.exp(-(rho**2)/2)*rho**(d-1) )* R/n
    return sc.gammainc(d/2, R**2/2)

def get_pf_ball(d,R):
    "returns probability of falling outside d-ball with radius R"
    return sc.gammaincc(d/2, R**2/2)

def get_Radius_pf(d,pf_ball):
    "returns radius of an d-ball with probability pf outside"
    rsqdiv2 = sc.gammainccinv(d/2, pf_ball)
    return np.sqrt(2*rsqdiv2) #radius

def get_Radius_ps(d,ps_ball):
    "returns radius of an d-ball with probability ps inside"
    rsqdiv2 = sc.gammaincinv(d/2, ps_ball)
    return np.sqrt(2*rsqdiv2) #radius





# implement class compatible to the old ones

# dispatcher
def Sball(nvar):
    if nvar == 2:
        return Sball_2D(nvar)
    else:
        return Sball_nD(nvar)

class Sball_nD:
    def __init__(self, nvar):
        self.nvar = nvar
        self.a = nvar/2
        
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return sc.gammaincc(self.a, r**2/2)
        
    def get_ps(self, r):
        "returns probability of falling inside d-ball with radius R"
        return sc.gammainc(self.a, r**2/2)
    
    def get_r(self, desired_pf):
        "sball inversion. Returns radius of the s-ball with probability pf outside"
        rsqdiv2 = sc.gammainccinv(self.a, desired_pf)
        return np.sqrt(2*rsqdiv2) #radius
    
    
    def get_r_iteration(self, desired_pf):
        "Same as .get_r(), just keeps compatibility with previous versions"
        return self.get_r(desired_pf), desired_pf
    
    # make it, finally, scipy.stats -compatible
    sf = get_pf
    isf = get_r
    cdf = get_ps
    def ppf(self, q):
        return get_Radius_ps(self.nvar, q)

    
class Sball_2D(Sball_nD):
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return np.exp(-r**2/2)
    
    def get_r(self, desired_pf):
        "sball inversion. Returns radius of the s-ball with probability pf outside"
        return np.sqrt(-2*np.log(desired_pf))
    
    
# calculation is as fast as Sball_nD
# but I'm not sure about precision
class Sball_4D(Sball_nD):
    def get_pf(self, r):
        "returns pf, i.e. complementary part of multidimensional Gaussian distribution"
        return (r**2/2+1)*np.exp(-r**2/2)








#1/ univariate funkce pro bounded Gauss
# left-right-bounded univariate Gaussian
class Radial:
    def __init__(self, nvar, r=0, R=np.inf):
        self.sball = Sball(nvar)
        self.set_bounds(r, R)
        
    def set_bounds(self, r=0, R=np.inf):
        #č kbyby se někomu nechtělo naťukat "np.inf"
        self.r = r # left bound
        self.R = R # rigth bound
        
        self.ps = self.sball.get_ps(r)
        self.pf = self.sball.get_pf(R)
        #č obsah pravděpodobnosti v mezikruži
        # well, probability falling to the shell
        self.p_shell = self.sball.get_pf(r) - self.pf
    
    #č jen pro formu. Kdo by to potřeboval?
    def _pdf(self, x): return stats.chi.pdf(x, self.sball.nvar) / self.p_shell
    def _cdf(self, x): return (self.sball.get_ps(x) - self.ps) / self.p_shell
    def _sf(self, x): return (self.sball.get_pf(x) - self.pf) / self.p_shell
    
    def pdf(self, x):
        return np.piecewise(x, [x<=self.r, x>=self.R], [0, 0, self._pdf])
        
    def cdf(self, x):
        return np.piecewise(x, [x<=self.r, x>=self.R], [0, 1, self._cdf])
        
    def sf(self, x): # 1 - cdf
        return np.piecewise(x, [x<=self.r, x>=self.R], [1, 0, self._sf])

    def ppf(self, q):
        return get_Radius_ps(self.sball.nvar, q*self.p_shell + self.ps)
        
    def isf(self, q): # inverse of .sf()
        return self.sball.get_r(q*self.p_shell + self.pf)
        
        

def get_random_directions(ns, ndim):
    # rand_dir: prepare ns random directions on a unit d-sphere
    rand_dir = np.random.randn(ns, ndim) #random directions
    
    
    lengths = np.sum(np.square(rand_dir), axis=1)
    lengths = np.sqrt(lengths, out=lengths) #lengths of each radius-vector
    
    # scale all radii-vectors to unit length
    # use [:,None] to get an transposed 2D array
    rand_dir = np.divide(rand_dir, lengths[:,None], out=rand_dir) 
    
    return rand_dir



#č nebyl to úplně ideální napad dědit od Radial
#č cdf, ppf, sf a isf metody nejsou pro Shell aplikovatelné!
#č Ještě jednou, bacha, davejte pozor, co vztahuje k 1D radiálnímu rozdělení,
#č co - k optimálnímu IS rozdělení proporcionálnímu nD Gaussu.
# We apologize for inconvenience
class Shell(Radial):
    """
    Optimal sampling density for Nv-ball (gaussian samples outside Nv-ball)
    with density proportional to Gaussian density
    """
    def rvs(self, size=1): # keyword size is scipy.stats-compatible
        "Generování­ vzorků (kandidátů a integračních bodů)"
        ns = size
        # rand_dir: prepare ns random directions on a unit d-sphere
        rand_dir = get_random_directions(ns, self.sball.nvar) #random directions
        
        # generate sampling probabilites
        p = np.linspace(1, 0, ns, endpoint=False) # probabilities for the radius
        
        # convert probabilitites into random radii
        # (distances from origin that are greater than r and less than R)
        r = self.isf(p) # actually, it is the same as CDF inverse
        
        #finally a random sample from the optimal IS density:
        sample_G = rand_dir*r[:,None]
        
        return sample_G

    #оӵ кулэ ӧвӧл #č multi nebudem použivat
    def _pdf_multi(self, x): return np.prod(stats.norm.pdf(x), axis=1)/self.p_shell
    
    def _pdf_norm(self, rx): 
        # stats.norm.pdf(0) == 0.3989422804014327
        c = 0.3989422804014327**(self.sball.nvar-1)
        return stats.norm.pdf(rx)*c/self.p_shell
    
    #č Vypocet hustot optimalni vzorkovaci veliciny (left-right-bounded)
    def pdf(self, x):
        """density of optimal IS variable h, 
        i.e. Gaussian variable with zero density inside d-ball"""
        rx = np.sum(x**2, axis=1)
        rx = np.sqrt(rx, out=rx) 
        return np.piecewise(rx, [rx<=self.r, rx>=self.R], [0, 0, self._pdf_norm])



Mode Type Size Ref File
100644 blob 26 aed04ad7c97da717e759111aa8dd7cd48768647f .gitignore
100644 blob 1093 263306d87c51114b1320be2ee3277ea0bff99b1f LICENSE
100644 blob 719 b94faa284798e7081592786ccb0256b815411462 README.md
040000 tree - d542ae9d5b2ead66050e7d4cde73b6c6e2d81ff0 wellmet
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