Create a linear combination of functionsΒΆ

In this example we are going to build a linear combination of several functions.

f = \sum \alpha_i f_i

Here

f_1(x) = [x_1^2+x_2,x_1+x_2+x_3]
f_2(x) = [x_1 + 2 * x_2 + x_3,x_1+x_2+x_3]

with coefficients

a_1 = 2, a_2 = 4

import openturns as ot

ot.Log.Show(ot.Log.NONE)

assume a list of functions to combine

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"])
)

create the combination function

coefficients = [2.0, 4.0]
function = ot.LinearCombinationFunction(functions, coefficients)

evaluate the function

x = [1.0, 2.0, 3.0]
y = function(x)
print("x=", x, "y=", y)
x= [1.0, 2.0, 3.0] y= [38,12]

Total running time of the script: ( 0 minutes 0.002 seconds)