sigma2 backwards compatibility

PyUQTk/PyPCE/pce_tools.py

@@ -707,7 +707,7 @@ def UQTkEvalBCS(pc_model, f_evaluations, samplepts, sigma2, eta, regparams, verb
  c_k: 1D NumPy array of nonzero coefficients
  used_mi_np: NumPy array with the multiindex containing only terms
  selected by BCS
- sigma2_reestimated: Noise variance reestimated by BCS
+ sigma2_reestimated: Noise variance reestimated by BCS returned if return_sigma2 = True
  """
  # Configure BCS parameters to defaults
  adaptive = 0 # Flag for adaptive CS, using a generative basis, set to 0 or 1
@@ -773,7 +773,7 @@ def UQTkEvalBCS(pc_model, f_evaluations, samplepts, sigma2, eta, regparams, verb
  # Return coefficients and their locations with respect to the basis terms
  return c_k, used_mi_np, sigma2_reestimated
 ################################################################################
-def UQTkCallBCSDirect(vdm_np, rhs_np, sigma2, eta=1.e-8, regparams_np=None, verbose=False):
+def UQTkCallBCSDirect(vdm_np, rhs_np, sigma2, eta=1.e-8, regparams_np=None, verbose=False, return_sigma2=False):
  """
  Calls the C++ BCS routines directly with a VanderMonde Matrix and Right Hand
  Side (Rather than relying on a PCE Model to provide the basis) to solve
@@ -800,6 +800,7 @@ def UQTkCallBCSDirect(vdm_np, rhs_np, sigma2, eta=1.e-8, regparams_np=None, verb
  c_k: 1D numpy array with regression coefficients. The only non-zero
  terms correspond to the retained basis terms
  [n_basis_terms,]
+ sigma2: Reestimated noise variance returned if return_sigma2 = True
  """
  # Set dimensions
  n_samples = vdm_np.shape[0]
@@ -850,6 +851,9 @@ def UQTkCallBCSDirect(vdm_np, rhs_np, sigma2, eta=1.e-8, regparams_np=None, verb
  bcs.WBCS(psi_uqtk, rhs_uqtk, sigma2_array, eta, lam_uqtk, adaptive, optimal, scale,\
  bcs_verbose, weights, used, errbars, basis, alpha, Sig)
 
+ # reestimated sigma2 as a scalar
+ sigma2 = sigma2_array[0]
+
  # Print result of the BCS iteration
  if (verbose):
  print("BCS has selected", used.XSize(), "basis terms out of %d basis terms"%(n_basis_terms))
@@ -859,7 +863,10 @@ def UQTkCallBCSDirect(vdm_np, rhs_np, sigma2, eta=1.e-8, regparams_np=None, verb
  for i in range(used.XSize()):
  c_k[used[i]]=weights[i]
 
- return c_k
+ if return_sigma2:
+ return c_k, sigma2
+ else:
+ return c_k
 ################################################################################
 def multidim_intersect(arr1, arr2):
  """

examples/surrogate_genz/surrogate_genz-BCS_detailed.ipynb

@@ -187,7 +187,7 @@
  },
  {
  "cell_type": "code",
- "execution_count": 15,
+ "execution_count": 5,
  "id": "69af5724",
  "metadata": {},
  "outputs": [
@@ -212,7 +212,7 @@
  "0.34125304607524054"
  ]
  },
- "execution_count": 15,
+ "execution_count": 5,
  "metadata": {},
  "output_type": "execute_result"
  }