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@kongdd
kongdd committed Feb 10, 2025
1 parent 63a281b commit 97abe63
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3 changes: 1 addition & 2 deletions src/EnKF.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,7 @@ export PropagationFunction,
FilteringFunction,
RealMeasurementFunction
export ENKF
export initialize, initialize!

struct PropagationFunction end
struct MeasurementFunction end
Expand All @@ -20,9 +21,7 @@ struct RealMeasurementFunction end


include("state.jl")
include("initial.jl")
include("inflation.jl")

# include("update.jl")
# include("system.jl")
# include("stochasticEnKF.jl")
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28 changes: 0 additions & 28 deletions src/initial.jl
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154 changes: 89 additions & 65 deletions src/state.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -7,72 +7,96 @@ export EnsembleState!, EnsembleState, deviation!, deviation, cut, fill!, std
An structure for Ensemble.
Fields:
- 'N' : Number of ensemble members"
- 'S' : Array of the different members
"""
mutable struct EnsembleState{N,TS}
" Array of the different ensemble members"
S::Array{TS,1}
" Array of the different ensemble members"
S::Array{TS,1}
end

# Return an ensemble of P members where each member is an
# array of type TS and dimension NS

function EnsembleState(N::Int, u)
TS = typeof(u)
return EnsembleState{N,TS}([zero(u) for i = 1:N])
TS = typeof(u)
return EnsembleState{N,TS}([zero(u) for i = 1:N])
end


function EnsembleState(States::Array{TS,1}) where {TS}
N = length(States)
return EnsembleState{N, TS}(States)
N = length(States)
return EnsembleState{N,TS}(States)
end


function initialize(N::Int, Distx0::MultivariateDistribution)
NS = length(Distx0)

# pre-allocate space
ENS = EnsembleState(N, zeros(NS))

ENS.S .= [rand(Distx0) for i = 1:N]
return ENS
end

function initialize(N::Int, NS::Int)
ENS = EnsembleState(N, zeros(NS))
Dist = MvNormal(zeros(NS), I)
ENS.S .= [rand(Dist) for i = 1:N]
return ENS
end

function initialize!(ENS::EnsembleState{N,TS}, u::TS) where {N,TS}
NS = length(u)
Dist = MvNormal(zeros(NS), I)
ENS.S .= [rand(Dist) for i = 1:N]
return ENS
end



size(ENS::EnsembleState{N, TS}) where {N, TS} = N, size(ENS.S[1])
size(ENS::EnsembleState{N,TS}) where {N,TS} = N, size(ENS.S[1])

length(ENS::EnsembleState{N, TS}) where {N, TS} = N
length(ENS::EnsembleState{N,TS}) where {N,TS} = N

"""
Return the mean of all the ensemble members
"""
mean(ENS::EnsembleState{N, TS}) where {N, TS} = mean(ENS.S)
std(ENS::EnsembleState{N, TS}) where {N, TS} = std(ENS.S)
mean(ENS::EnsembleState{N,TS}) where {N,TS} = mean(ENS.S)
std(ENS::EnsembleState{N,TS}) where {N,TS} = std(ENS.S)


function deviation!(ENS::EnsembleState{N, TS}) where {N, TS}
S̄ = deepcopy(mean(ENS))
for s in ENS.S
s .-= S̄
end
return ENS
end
function deviation!(ENS::EnsembleState{N,TS}) where {N,TS}
S̄ = deepcopy(mean(ENS))
for s in ENS.S
s .-= S̄
end
return ENS
end


function deviation(ENSfluc::EnsembleState{N, TS}, ENS::EnsembleState{N, TS}) where {N, TS}
S̄ = deepcopy(mean(ENS))
ENSfluc.S .= deepcopy(ENS.S)
function deviation(ENSfluc::EnsembleState{N,TS}, ENS::EnsembleState{N,TS}) where {N,TS}
S̄ = deepcopy(mean(ENS))
ENSfluc.S .= deepcopy(ENS.S)
for s in ENSfluc.S
s .-= S̄
s .-= S̄
end
return ENSfluc
end

function deviation(tabfluc::Array{TS,2}, ENS::EnsembleState{N, TS}) where {N, TS}
S̄ = deepcopy(mean(ENS))
tabfluc .= hcat(deepcopy(ENS))
tabfluc .-= S̄
return tabfluc
function deviation(tabfluc::Array{TS,2}, ENS::EnsembleState{N,TS}) where {N,TS}
S̄ = deepcopy(mean(ENS))
tabfluc .= hcat(deepcopy(ENS))
tabfluc .-= S̄
return tabfluc
end

"""
Extend definition of hcat to EnsembleState
"""
function hcat(ENS::EnsembleState{N, TS}) where {N, TS}
return hcat(ENS.S...)
function hcat(ENS::EnsembleState{N,TS}) where {N,TS}
return hcat(ENS.S...)
end


Expand All @@ -81,65 +105,65 @@ end
variable with these columns
"""
function cut(A::AbstractMatrix{TR}) where {TR}
# Get size of A = (length of state vector, number of ensemble members)
NS, N = size(A)
B = deepcopy(A)
# Allocate space
ENS = EnsembleState(N, zeros(NS))
for i = 1:N
ENS.S[i] = B[:,i]
end
return ENS
# Get size of A = (length of state vector, number of ensemble members)
NS, N = size(A)
B = deepcopy(A)
# Allocate space
ENS = EnsembleState(N, zeros(NS))
for i = 1:N
ENS.S[i] = B[:, i]
end
return ENS
end


function fill!(ENS::EnsembleState{N, TS}, A::TS) where {N, TS}
B = deepcopy(A)
for s in ENS.S
s .= B
end
return ENS
function fill!(ENS::EnsembleState{N,TS}, A::TS) where {N,TS}
B = deepcopy(A)
for s in ENS.S
s .= B
end
return ENS
end



"""
Define addition of two EnsembleState
"""
function (+)(A::EnsembleState{N, TS}, B::EnsembleState{N, TS}) where {N, TS}
C = deepcopy(A)
C.S .+= B.S
return C
function (+)(A::EnsembleState{N,TS}, B::EnsembleState{N,TS}) where {N,TS}
C = deepcopy(A)
C.S .+= B.S
return C
end

"""
Define addition of an Array and an EnsembleState
"""
function (+)(A::EnsembleState{N, TS}, B::TS) where {N, TS}
C = deepcopy(A)
for s in C.S
s .+=B
end
return C
function (+)(A::EnsembleState{N,TS}, B::TS) where {N,TS}
C = deepcopy(A)
for s in C.S
s .+= B
end
return C
end


"""
Define substraction of two EnsembleState
"""
function (-)(A::EnsembleState{N, TS}, B::EnsembleState{N, TS}) where {N, TS}
C = deepcopy(A)
C.S .-= B.S
return C
function (-)(A::EnsembleState{N,TS}, B::EnsembleState{N,TS}) where {N,TS}
C = deepcopy(A)
C.S .-= B.S
return C
end

"""
Define substraction of an Array from an EnsembleState
"""
function (-)(A::EnsembleState{N, TS}, B::TS) where {N, TS}
C = deepcopy(A)
for s in C.S
s .-=B
end
return C
function (-)(A::EnsembleState{N,TS}, B::TS) where {N,TS}
C = deepcopy(A)
for s in C.S
s .-= B
end
return C
end

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