.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_surrogate_modeling/fields_surrogate_models/plot_karhunenloeve_validation.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_surrogate_modeling_fields_surrogate_models_plot_karhunenloeve_validation.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_surrogate_modeling_fields_surrogate_models_plot_karhunenloeve_validation.py:


Validation of a Karhunen-Loeve decomposition
============================================

.. GENERATED FROM PYTHON SOURCE LINES 7-9

In this example we are going to assess a Karhunen-Loeve decomposition


.. GENERATED FROM PYTHON SOURCE LINES 12-15

.. code-block:: Python

    import openturns as ot
    import openturns.viewer as otv








.. GENERATED FROM PYTHON SOURCE LINES 16-17

Create a Gaussian process.

.. GENERATED FROM PYTHON SOURCE LINES 17-23

.. code-block:: Python

    numberOfVertices = 20
    interval = ot.Interval(-1.0, 1.0)
    mesh = ot.IntervalMesher([numberOfVertices - 1]).build(interval)
    covariance = ot.SquaredExponential()
    process = ot.GaussianProcess(covariance, mesh)








.. GENERATED FROM PYTHON SOURCE LINES 24-25

Decompose it using KL-SVD.

.. GENERATED FROM PYTHON SOURCE LINES 25-32

.. code-block:: Python

    sampleSize = 100
    processSample = process.getSample(sampleSize)
    threshold = 1.0e-7
    algo = ot.KarhunenLoeveSVDAlgorithm(processSample, threshold)
    algo.run()
    klresult = algo.getResult()








.. GENERATED FROM PYTHON SOURCE LINES 33-34

Instantiate the validation service.

.. GENERATED FROM PYTHON SOURCE LINES 34-36

.. code-block:: Python

    validation = ot.KarhunenLoeveValidation(processSample, klresult)








.. GENERATED FROM PYTHON SOURCE LINES 37-38

Plot the residual field.

.. GENERATED FROM PYTHON SOURCE LINES 38-41

.. code-block:: Python

    residualProcessSample = validation.computeResidual()
    view = otv.View(residualProcessSample.drawMarginal(0))




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_001.svg
   :alt: KL residual - 0 marginal
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_001.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 42-43

Plot the residual mean field.

.. GENERATED FROM PYTHON SOURCE LINES 43-46

.. code-block:: Python

    residualMean = validation.computeResidualMean()
    view = otv.View(residualMean.drawMarginal(0))




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_002.svg
   :alt: KL residual mean - 0 marginal
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_002.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 47-48

Plot the residual standard deviation field.

.. GENERATED FROM PYTHON SOURCE LINES 48-51

.. code-block:: Python

    residualSigmaField = validation.computeResidualStandardDeviation()
    view = otv.View(residualSigmaField.drawMarginal(0))




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_003.svg
   :alt: KL residual standard deviation - 0 marginal
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_003.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 52-53

Build the validation graph.

.. GENERATED FROM PYTHON SOURCE LINES 53-55

.. code-block:: Python

    view = otv.View(validation.drawValidation())




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_004.svg
   :alt: Karhunen-Loeve Validation
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_004.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 56-57

Build the weight graph.

.. GENERATED FROM PYTHON SOURCE LINES 57-59

.. code-block:: Python

    view = otv.View(validation.drawObservationWeight(0))




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_005.svg
   :alt: Field weight axis 0
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_005.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 60-61

Build the quality graph.

.. GENERATED FROM PYTHON SOURCE LINES 61-63

.. code-block:: Python

    view = otv.View(validation.drawObservationQuality())




.. image-sg:: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_006.svg
   :alt: Field quality
   :srcset: /auto_surrogate_modeling/fields_surrogate_models/images/sphx_glr_plot_karhunenloeve_validation_006.svg
   :class: sphx-glr-single-img





.. GENERATED FROM PYTHON SOURCE LINES 64-65

Display all figures

.. GENERATED FROM PYTHON SOURCE LINES 65-66

.. code-block:: Python

    otv.View.ShowAll()








.. _sphx_glr_download_auto_surrogate_modeling_fields_surrogate_models_plot_karhunenloeve_validation.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_karhunenloeve_validation.ipynb <plot_karhunenloeve_validation.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_karhunenloeve_validation.py <plot_karhunenloeve_validation.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: plot_karhunenloeve_validation.zip <plot_karhunenloeve_validation.zip>`