Commit 8ca2d6ad authored by Alberto Ramos's avatar Alberto Ramos

Added routine to retunr derivative with respect to primaries

parent adde10c0
......@@ -9,6 +9,40 @@
### created: Fri Jun 26 21:48:35 2020
###
"""
derivative(a::uwreal, b::uwreal)
Determines the derivate of the observable `a` with respect to observable `b` (i.e. ``\frac{{\rm d} a}{{\rm d} b}). Observable `b` must depend on only a single ensemble (typically `b` is just a primary observable).
```@example
using ADerrors # hide
# Put some data
a = uwreal(randn(2000), "Ensemble test A", ["R0", "Rep 1", "Last rep"], [1000, 550, 450])
b = uwreal(randn(2034), "Ensemble test B", ["R0XX", "XRep 1", "YLast rep"], [1000, 584, 450])
d = sin(a+b)
println("Derivative of d w.r.t a: ", derivative(d, a))
println("Derivative of d w.r.t a^2: ", derivative(d, a^2))
```
"""
function derivative(a::uwreal, p::uwreal)
if count(p.prop .== true) != 1
error("I do not know how to compute this")
end
for i in 1:min(length(a.der),length(p.der))
if (p.prop[i] && a.prop[i])
return res = a.der[i]/p.der[i]
end
end
return 0.0
end
"""
cobs(avgs::Vector{Float64}, Mcov::Array{Float64, 2}, str::String)
cobs(avgs::Vector{Float64}, Mcov::Array{Float64, 2}, ids::Vector{Int64})
......@@ -38,16 +72,41 @@ println("Better be zero: ", sum((Mcov.-Mcov2).^2))
"""
function cobs(avgs::Vector{Float64}, cov::Array{Float64, 2}, ids::Vector{Int64})
ch = LinearAlgebra.cholesky(cov)
n = length(avgs)
p = Vector{uwreal}(undef, n)
for j in 1:n
p[j] = uwreal([avgs[j], ch.L[j, 1]], ids[1])
for i in 2:n
p[j] = p[j] + uwreal([0.0, ch.L[j,i]], ids[i])
try
ch = LinearAlgebra.cholesky(cov)
for j in 1:n
p[j] = uwreal([avgs[j], ch.L[j, 1]], ids[1])
for i in 2:n
p[j] = p[j] + uwreal([0.0, ch.L[j,i]], ids[i])
end
end
return p
catch
usvt = LinearAlgebra.svd(cov)
SS = similar(usvt.S)
for i in eachindex(SS)
if (usvt.S[i] > 1.0e-6)
SS[i] = usvt.S[i]
else
SS[i] = 0.0
end
end
A = usvt.U * Diagonal(sqrt.(usvt.S))
for j in 1:n
p[j] = uwreal([avgs[j], A[j, 1]], ids[1])
for i in 2:n
p[j] = p[j] + uwreal([0.0, A[j,i]], ids[i])
end
end
end
return p
end
......
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