Changeset 17340

Timestamp:

02/21/14 15:31:47 (11 years ago)

Author:

Mathieu Morlighem

Message:

CHG: simplified kriging

File:

• issm/trunk-jpl/src/c/classes/kriging/Observations.cpp (modified) (3 diffs)

issm/trunk-jpl/src/c/classes/kriging/Observations.cpp

@@ -354 +354 @@
         IssmPDouble   prediction,error;
         IssmPDouble   numerator,denominator,ratio;
-        IssmPDouble  *x            = NULL;
-        IssmPDouble  *y            = NULL;
-        IssmPDouble  *obs          = NULL;
-        IssmPDouble  *Gamma        = NULL;
-        IssmPDouble  *GinvG0       = NULL;
-        IssmPDouble  *Ginv1        = NULL;
-        IssmPDouble  *GinvZ        = NULL;
-        IssmPDouble  *gamma0       = NULL;
-        IssmPDouble  *ones         = NULL;
+        IssmPDouble  *x      = NULL;
+        IssmPDouble  *y      = NULL;
+        IssmPDouble  *obs    = NULL;
+        IssmPDouble  *Lambda = NULL;
 
         /*Some checks*/
@@ -382 +377 @@
 
         /*Allocate intermediary matrix and vectors*/
-        Gamma  = xNew<IssmPDouble>(n_obs*n_obs);
-        gamma0 = xNew<IssmPDouble>(n_obs);
-        ones   = xNew<IssmPDouble>(n_obs);
+        IssmPDouble* A = xNew<IssmPDouble>((n_obs+1)*(n_obs+1));
+        IssmPDouble* B = xNew<IssmPDouble>(n_obs+1);
 
         /*First: Create semivariogram matrix for observations*/
         for(i=0;i<n_obs;i++){
                 for(j=0;j<=i;j++){
-                        //Gamma[i*n_obs+j] = variogram->SemiVariogram(x[i]-x[j],y[i]-y[j]);
-                        Gamma[i*n_obs+j] = variogram->Covariance(x[i]-x[j],y[i]-y[j]);
-                        Gamma[j*n_obs+i] = Gamma[i*n_obs+j];
-                }
-        }
-        for(i=0;i<n_obs;i++) ones[i]=1;
+                        A[i*(n_obs+1)+j] = variogram->Covariance(x[i]-x[j],y[i]-y[j]);
+                        A[j*(n_obs+1)+i] = A[i*(n_obs+1)+j];
+                }
+                A[i*(n_obs+1)+n_obs] = 1.;
+        }
+        for(i=0;i<n_obs;i++) A[n_obs*(n_obs+1)+i]=1.;
+        A[n_obs*(n_obs+1)+n_obs] = 0.;
 
         /*Get semivariogram vector associated to this location*/
-        //for(i=0;i<n_obs;i++) gamma0[i] = variogram->SemiVariogram(x[i]-x_interp,y[i]-y_interp);
-        for(i=0;i<n_obs;i++) gamma0[i] = variogram->Covariance(x[i]-x_interp,y[i]-y_interp);
+        for(i=0;i<n_obs;i++) B[i] = variogram->Covariance(x[i]-x_interp,y[i]-y_interp);
+        B[n_obs] = 1.;
 
         /*Solve the three linear systems*/
 #if _HAVE_GSL_
-        DenseGslTripleSolve(&GinvG0,&Ginv1,&GinvZ,Gamma,gamma0,ones,obs,n_obs);
-        //DenseGslSolve(&GinvG0,Gamma,gamma0,n_obs); // Gamma^-1 gamma0
-        //DenseGslSolve(&Ginv1, Gamma,ones,n_obs);   // Gamma^-1 ones
-        //DenseGslSolve(&GinvZ, Gamma,obs,n_obs);    // Gamma^-1 Z
+        DenseGslSolve(&Lambda,A,B,n_obs+1);    // Gamma^-1 Z
 #else
         _error_("GSL is required");
 #endif
 
-        /*Prepare predictor*/
-        numerator=-1.; denominator=0.;
-        for(i=0;i<n_obs;i++) numerator  +=GinvG0[i];
-        for(i=0;i<n_obs;i++) denominator+=Ginv1[i];
-        ratio=numerator/denominator;
-
+        /*Compute predictor*/
         prediction = 0.;
-        error      = - numerator*numerator/denominator;
-        for(i=0;i<n_obs;i++) prediction += (gamma0[i]-ratio)*GinvZ[i];
-        for(i=0;i<n_obs;i++) error += gamma0[i]*GinvG0[i];
+        for(i=0;i<n_obs;i++) prediction += Lambda[i]*obs[i];
+
+        /*Compute error (GSLIB p15 eq II.14)*/
+        error = variogram->Covariance(0.,0.)*(1. - Lambda[n_obs]);;
+        for(i=0;i<n_obs;i++) error += -Lambda[i]*B[i];
 
         /*clean-up*/
@@ -427 +416 @@
         xDelete<IssmPDouble>(y);
         xDelete<IssmPDouble>(obs);
-        xDelete<IssmPDouble>(Gamma);
-        xDelete<IssmPDouble>(gamma0);
-        xDelete<IssmPDouble>(ones);
-        xDelete<IssmPDouble>(GinvG0);
-        xDelete<IssmPDouble>(Ginv1);
-        xDelete<IssmPDouble>(GinvZ);
+        xDelete<IssmPDouble>(A);
+        xDelete<IssmPDouble>(B);
+        xDelete<IssmPDouble>(Lambda);
 
 }/*}}}*/