FunctionImplementation

class FunctionImplementation(*args)

Function base class.

Notes

A function acts on points to produce points: f: \Rset^d \rightarrow \Rset^{d'}.

A function enables to evaluate its gradient and its hessian when mathematically defined.

Examples

Create a Function from a list of analytical formulas and descriptions of the input vector and the output vector :

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x0', 'x1'],
...                         ['x0 + x1', 'x0 - x1'])
>>> print(f([1, 2]))
[3,-1]

Create a Function from strings:

>>> import openturns as ot
>>> f = ot.SymbolicFunction('x', '2.0*sqrt(x)')
>>> print(f(([16],[4])))
    [ y0 ]
0 : [ 8  ]
1 : [ 4  ]

Create a Function from a Python function:

>>> def a_function(X):
...     return [X[0] + X[1]]
>>> f = ot.PythonFunction(2, 1, a_function)
>>> print(f(((10, 5),(6, 7))))
    [ y0 ]
0 : [ 15 ]
1 : [ 13 ]

See PythonFunction for further details.

Create a Function from a Python class:

>>> class FUNC(ot.OpenTURNSPythonFunction):
...     def __init__(self):
...         super(FUNC, self).__init__(2, 1)
...         self.setInputDescription(['R', 'S'])
...         self.setOutputDescription(['T'])
...     def _exec(self, X):
...         Y = [X[0] + X[1]]
...         return Y
>>> F = FUNC()
>>> func = ot.Function(F)
>>> print(func((1.0, 2.0)))
[3]

See PythonFunction for further details.

Create a Function from another Function:

>>> f = ot.SymbolicFunction(ot.Description.BuildDefault(4, 'x'),
...                         ['x0', 'x0 + x1', 'x0 + x2 + x3'])

Then create another function by setting x1=4 and x3=10:

>>> g = ot.ParametricFunction(f, [3, 1], [10.0, 4.0], True)
>>> print(g.getInputDescription())
[x0,x2]
>>> print(g((1, 2)))
[1,5,13]

Or by setting x0=6 and x2=5:

>>> g = ot.ParametricFunction(f, [3, 1], [6.0, 5.0], False)
>>> print(g.getInputDescription())
[x3,x1]
>>> print(g((1, 2)))
[6,8,12]

Create a Function from another Function and by using a comparison operator:

>>> analytical = ot.SymbolicFunction(['x0','x1'], ['x0 + x1'])
>>> indicator = ot.IndicatorFunction(ot.LevelSet(analytical, ot.Less(), 0.0))
>>> print(indicator([2, 3]))
[0]
>>> print(indicator([2, -3]))
[1]

Create a Function from a collection of functions:

>>> functions = list()
>>> functions.append(ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                                      ['x1^2 + x2', 'x1 + x2 + x3']))
>>> functions.append(ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                                      ['x1 + 2 * x2 + x3', 'x1 + x2 - x3']))
>>> function = ot.AggregatedFunction(functions)
>>> print(function([1.0, 2.0, 3.0]))
[3,6,8,0]

Create a Function which is the linear combination linComb of the functions defined in functionCollection with scalar weights defined in scalarCoefficientColl:

functionCollection  = (f_1, \hdots, f_N) where \forall 1 \leq i \leq N, \,     f_i: \Rset^n \rightarrow \Rset^{p} and scalarCoefficientColl = (c_1, \hdots, c_N) \in \Rset^N then the linear combination is:

linComb: \left|\begin{array}{rcl}
              \Rset^n & \rightarrow & \Rset^{p} \\
              \vect{X} & \mapsto & \displaystyle \sum_i c_if_i (\vect{X})
          \end{array}\right.

>>> function2 = ot.LinearCombinationFunction(functions, [2.0, 4.0])
>>> print(function2([1.0, 2.0, 3.0]))
[38,12]

Create a Function which is the linear combination vectLinComb of the scalar functions defined in scalarFunctionCollection with vectorial weights defined in vectorCoefficientColl:

If scalarFunctionCollection = (f_1, \hdots, f_N) where \forall 1 \leq i \leq N, \,    f_i: \Rset^n \rightarrow \Rset and vectorCoefficientColl = (\vect{c}_1, \hdots, \vect{c}_N) where \forall 1 \leq i \leq N, \,   \vect{c}_i \in \Rset^p

vectLinComb: \left|\begin{array}{rcl}
                 \Rset^n & \rightarrow & \Rset^{p} \\
                 \vect{X} & \mapsto & \displaystyle \sum_i \vect{c}_if_i (\vect{X})
             \end{array}\right.

>>> functions=list()
>>> functions.append(ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                                      ['x1 + 2 * x2 + x3']))
>>> functions.append(ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                                      ['x1^2 + x2']))
>>> function2 = ot.DualLinearCombinationFunction(functions, [[2., 4.], [3., 1.]])
>>> print(function2([1, 2, 3]))
[25,35]

If the input and output dimensions of two functions are equal then we can perform arithmetic operations on these functions using the +, - and * operators.

>>> g1 = ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                          ['x1 + 2 * x2 + x3'])
>>> g2 = ot.SymbolicFunction(['x1', 'x2', 'x3'],
...                          ['x1^2 + x2'])
>>> g_sum = g1 + g2
>>> g_difference = g1 - g2
>>> g_product = g1 * g2

Create a Function from values of the inputs and the outputs:

>>> inputSample = [[1.0, 1.0], [2.0, 2.0]]
>>> outputSample = [[4.0], [5.0]]
>>> database = ot.DatabaseFunction(inputSample, outputSample)
>>> x = [1.8]*database.getInputDimension()
>>> print(database(x))
[5]

Create a Function which is the composition function f\circ g:

>>> g = ot.SymbolicFunction(['x1', 'x2'],
...                         ['x1 + x2','3 * x1 * x2'])
>>> f = ot.SymbolicFunction(['x1', 'x2'], ['2 * x1 - x2'])
>>> composed = ot.ComposedFunction(f, g)
>>> print(composed([3, 4]))
[-22]

Methods

draw(*args)

Draw the output of function as a Graph.

getCallsNumber()

Accessor to the number of direct calls to the function.

getClassName()

Accessor to the object's name.

getDescription()

Accessor to the description of the inputs and outputs.

getEvaluation()

Accessor to the evaluation function.

getEvaluationCallsNumber()

Accessor to the number of times the evaluation of the function has been called.

getGradient()

Accessor to the gradient function.

getGradientCallsNumber()

Accessor to the number of times the gradient of the function has been called.

getHessian()

Accessor to the hessian function.

getHessianCallsNumber()

Accessor to the number of times the hessian of the function has been called.

getInputDescription()

Accessor to the description of the input vector.

getInputDimension()

Accessor to the dimension of the input vector.

getMarginal(*args)

Accessor to marginal.

getName()

Accessor to the object's name.

getOutputDescription()

Accessor to the description of the output vector.

getOutputDimension()

Accessor to the number of the outputs.

getParameter()

Accessor to the parameter values.

getParameterDescription()

Accessor to the parameter description.

getParameterDimension()

Accessor to the dimension of the parameter.

gradient(inP)

Return the Jacobian transposed matrix of the function at a point.

hasName()

Test if the object is named.

hessian(inP)

Return the hessian of the function at a point.

isLinear()

Accessor to the linearity of the function.

isLinearlyDependent(index)

Accessor to the linearity of the function with regard to a specific variable.

parameterGradient(inP)

Accessor to the gradient against the parameter.

setDescription(description)

Accessor to the description of the inputs and outputs.

setEvaluation(evaluation)

Accessor to the evaluation function.

setGradient(gradient)

Accessor to the gradient function.

setHessian(hessian)

Accessor to the hessian function.

setInputDescription(inputDescription)

Accessor to the description of the input vector.

setName(name)

Accessor to the object's name.

setOutputDescription(outputDescription)

Accessor to the description of the output vector.

setParameter(parameter)

Accessor to the parameter values.

setParameterDescription(description)

Accessor to the parameter description.

setStopCallback(callBack[, state])

Set up a stop callback.

__init__(*args)
draw(*args)

Draw the output of function as a Graph.

Available usages:

draw(inputMarg, outputMarg, centralPoint, xiMin, xiMax, ptNb, scale)

draw(firstInputMarg, secondInputMarg, outputMarg, centralPoint, xiMin_xjMin, xiMax_xjMax, ptNbs, scale, isFilled)

draw(xiMin, xiMax, ptNb, scale)

draw(xiMin_xjMin, xiMax_xjMax, ptNbs, scale)

Parameters:
outputMarg, inputMargint, outputMarg, inputMarg \geq 0

outputMarg is the index of the marginal to draw as a function of the marginal with index inputMarg.

firstInputMarg, secondInputMargint, firstInputMarg, secondInputMarg \geq 0

In the 2D case, the marginal outputMarg is drawn as a function of the two marginals with indexes firstInputMarg and secondInputMarg.

centralPointsequence of float

Central point with dimension equal to the input dimension of the function.

xiMin, xiMaxfloat

Define the interval where the curve is plotted.

xiMin_xjMin, xiMax_xjMaxsequence of float of dimension 2.

In the 2D case, define the intervals where the curves are plotted.

ptNbint ptNb > 0

The number of points to draw the curves.

ptNbslist of int of dimension 2 ptNbs_k > 0, k=1,2

The number of points to draw the contour in the 2D case.

scalebool

scale indicates whether the logarithmic scale is used either for one or both axes:

  • ot.GraphImplementation.NONE or 0: no log scale is used,

  • ot.GraphImplementation.LOGX or 1: log scale is used only for horizontal data,

  • ot.GraphImplementation.LOGY or 2: log scale is used only for vertical data,

  • ot.GraphImplementation.LOGXY or 3: log scale is used for both data.

isFilledbool

isFilled indicates whether the contour graph is filled or not

Notes

We note f: \Rset^n \rightarrow \Rset^p where \vect{x} = (x_1, \dots, x_n) and f(\vect{x}) = (f_1(\vect{x}), \dots, f_p(\vect{x})), with n\geq 1 and p\geq 1.

  • In the first usage:

Draws graph of the given 1D outputMarg marginal f_k: \Rset^n \rightarrow \Rset as a function of the given 1D inputMarg marginal with respect to the variation of x_i in the interval [x_i^{min}, x_i^{max}], when all the other components of \vect{x} are fixed to the corresponding components of the centralPoint \vect{c}. Then OpenTURNS draws the graph:

y = f_k^{(i)}(s)

for any s \in [x_i^{min}, x_i^{max}] where f_k^{(i)}(s) is defined by the equation:

f_k^{(i)}(s) = f_k(c_1, \dots, c_{i-1}, s,  c_{i+1} \dots, c_n).

  • In the second usage:

Draws the iso-curves of the given outputMarg marginal f_k as a function of the given 2D firstInputMarg and secondInputMarg marginals with respect to the variation of (x_i, x_j) in the interval [x_i^{min}, x_i^{max}] \times [x_j^{min}, x_j^{max}], when all the other components of \vect{x} are fixed to the corresponding components of the centralPoint \vect{c}. Then OpenTURNS draws the graph:

y = f_k^{(i,j)}(s, t)

for any (s, t) \in [x_i^{min}, x_i^{max}] \times [x_j^{min}, x_j^{max}] where f_k^{(i,j)} is defined by the equation:

f_k^{(i,j)}(s,t) = f_k(c_1, \dots, c_{i-1}, s, c_{i+1}, \dots, c_{j-1}, t,  c_{j+1} \dots, c_n).

  • In the third usage:

The same as the first usage but only for function f: \Rset \rightarrow \Rset.

  • In the fourth usage:

The same as the second usage but only for function f: \Rset^2 \rightarrow \Rset.

Examples

>>> import openturns as ot
>>> from openturns.viewer import View
>>> f = ot.SymbolicFunction('x', 'sin(2*pi_*x)*exp(-x^2/2)')
>>> graph = f.draw(-1.2, 1.2, 100)
>>> View(graph).show()
getCallsNumber()

Accessor to the number of direct calls to the function.

Returns:
calls_numberint

Integer that counts the number of times the function has been called directly through the () operator.

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getDescription()

Accessor to the description of the inputs and outputs.

Returns:
descriptionDescription

Description of the inputs and the outputs.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                         ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getDescription())
[x1,x2,y0]
getEvaluation()

Accessor to the evaluation function.

Returns:
functionEvaluationImplementation

The evaluation function.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                         ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getEvaluation())
[x1,x2]->[2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6]
getEvaluationCallsNumber()

Accessor to the number of times the evaluation of the function has been called.

Returns:
evaluation_calls_numberint

Integer that counts the number of times the evaluation of the function has been called since its creation. This may include indirect calls via finite-difference gradient or Hessian.

getGradient()

Accessor to the gradient function.

Returns:
gradientGradientImplementation

The gradient function.

getGradientCallsNumber()

Accessor to the number of times the gradient of the function has been called.

Returns:
gradient_calls_numberint

Integer that counts the number of times the gradient of the Function has been called since its creation. Note that if the gradient is implemented by a finite difference method, the gradient calls number is equal to 0 and the different calls are counted in the evaluation calls number.

getHessian()

Accessor to the hessian function.

Returns:
hessianHessianImplementation

The hessian function.

getHessianCallsNumber()

Accessor to the number of times the hessian of the function has been called.

Returns:
hessian_calls_numberint

Integer that counts the number of times the hessian of the Function has been called since its creation. Note that if the hessian is implemented by a finite difference method, the hessian calls number is equal to 0 and the different calls are counted in the evaluation calls number.

getInputDescription()

Accessor to the description of the input vector.

Returns:
descriptionDescription

Description of the input vector.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getInputDescription())
[x1,x2]
getInputDimension()

Accessor to the dimension of the input vector.

Returns:
inputDimint

Dimension of the input vector d.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getInputDimension())
2
getMarginal(*args)

Accessor to marginal.

Parameters:
indicesint or list of ints

Set of indices for which the marginal is extracted.

Returns:
marginalFunction

Function corresponding to either f_i or (f_i)_{i \in indices}, with f:\Rset^n \rightarrow \Rset^p and f=(f_0 , \dots, f_{p-1}).

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getOutputDescription()

Accessor to the description of the output vector.

Returns:
descriptionDescription

Description of the output vector.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getOutputDescription())
[y0]
getOutputDimension()

Accessor to the number of the outputs.

Returns:
number_outputsint

Dimension of the output vector d'.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getOutputDimension())
1
getParameter()

Accessor to the parameter values.

Returns:
parameterPoint

The parameter values.

getParameterDescription()

Accessor to the parameter description.

Returns:
parameterDescription

The parameter description.

getParameterDimension()

Accessor to the dimension of the parameter.

Returns:
parameterDimensionint

Dimension of the parameter.

gradient(inP)

Return the Jacobian transposed matrix of the function at a point.

Parameters:
pointsequence of float

Point where the Jacobian transposed matrix is calculated.

Returns:
gradientMatrix

The Jacobian transposed matrix of the function at point.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6','x1 + x2'])
>>> print(f.gradient([3.14, 4]))
[[ 13.5345   1       ]
 [  4.00001  1       ]]
hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hessian(inP)

Return the hessian of the function at a point.

Parameters:
pointsequence of float

Point where the hessian of the function is calculated.

Returns:
hessianSymmetricTensor

Hessian of the function at point.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6','x1 + x2'])
>>> print(f.hessian([3.14, 4]))
sheet #0
[[ 20          -0.00637061 ]
 [ -0.00637061  0          ]]
sheet #1
[[  0           0          ]
 [  0           0          ]]
isLinear()

Accessor to the linearity of the function.

Returns:
linearbool

True if the function is linear, False otherwise.

isLinearlyDependent(index)

Accessor to the linearity of the function with regard to a specific variable.

Parameters:
indexint

The index of the variable with regard to which linearity is evaluated.

Returns:
linearbool

True if the function is linearly dependent on the specified variable, False otherwise.

parameterGradient(inP)

Accessor to the gradient against the parameter.

Returns:
gradientMatrix

The gradient.

setDescription(description)

Accessor to the description of the inputs and outputs.

Parameters:
descriptionsequence of str

Description of the inputs and the outputs.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> print(f.getDescription())
[x1,x2,y0]
>>> f.setDescription(['a','b','y'])
>>> print(f.getDescription())
[a,b,y]
setEvaluation(evaluation)

Accessor to the evaluation function.

Parameters:
functionEvaluationImplementation

The evaluation function.

setGradient(gradient)

Accessor to the gradient function.

Parameters:
gradient_functionGradientImplementation

The gradient function.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                          ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> f.setGradient(ot.CenteredFiniteDifferenceGradient(
...  ot.ResourceMap.GetAsScalar('CenteredFiniteDifferenceGradient-DefaultEpsilon'),
...  f.getEvaluation()))
setHessian(hessian)

Accessor to the hessian function.

Parameters:
hessian_functionHessianImplementation

The hessian function.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x1', 'x2'],
...                         ['2 * x1^2 + x1 + 8 * x2 + 4 * cos(x1) * x2 + 6'])
>>> f.setHessian(ot.CenteredFiniteDifferenceHessian(
...  ot.ResourceMap.GetAsScalar('CenteredFiniteDifferenceHessian-DefaultEpsilon'),
...  f.getEvaluation()))
setInputDescription(inputDescription)

Accessor to the description of the input vector.

Parameters:
descriptionDescription

Description of the input vector.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.

setOutputDescription(outputDescription)

Accessor to the description of the output vector.

Parameters:
descriptionDescription

Description of the output vector.

setParameter(parameter)

Accessor to the parameter values.

Parameters:
parametersequence of float

The parameter values.

setParameterDescription(description)

Accessor to the parameter description.

Parameters:
parameterDescription

The parameter description.

setStopCallback(callBack, state=None)

Set up a stop callback.

Can be used to programmatically stop an evaluation.

Parameters:
callbackcallable

Returns a bool deciding whether to stop or continue.

Examples using the class

Kriging: choose a polynomial trend

Kriging: choose a polynomial trend

Exploitation of simulation algorithm results

Exploitation of simulation algorithm results

Non parametric Adaptive Importance Sampling (NAIS)

Non parametric Adaptive Importance Sampling (NAIS)

An illustrated example of a FORM probability estimate

An illustrated example of a FORM probability estimate

Using the FORM - SORM algorithms on a nonlinear function

Using the FORM - SORM algorithms on a nonlinear function

The HSIC sensitivity indices: the Ishigami model

The HSIC sensitivity indices: the Ishigami model

Create a composed function

Create a composed function

Increase the input dimension of a function

Increase the input dimension of a function

Defining Python and symbolic functions: a quick start introduction to functions

Defining Python and symbolic functions: a quick start introduction to functions

Function manipulation

Function manipulation

Generate flooding model observations

Generate flooding model observations

Calibrate a parametric model: a quick-start guide to calibration

Calibrate a parametric model: a quick-start guide to calibration

Calibration of the flooding model

Calibration of the flooding model

Sampling from an unnormalized probability density

Sampling from an unnormalized probability density

Bayesian calibration of the flooding model

Bayesian calibration of the flooding model

Customize your Metropolis-Hastings algorithm

Customize your Metropolis-Hastings algorithm

Quick start guide to optimization

Quick start guide to optimization

Optimization of the Rastrigin test function

Optimization of the Rastrigin test function