from __future__ import division import numpy as np def nt2fr(nt, kind=0): """ NT2FR Calculates the frequency matrix given the counting distribution matrix. Parameters ---------- nt = the counting distribution matrix, kind = 0,1 Returns ------- fr = the frequency matrix, If kind=0 function computes the inverse to N_T(u,v) = #{ (M_i,m_i); M_i>u, m_i=u, m_i= epsilon if converged: break F = np.fliplr(fmM) frfc = np.fliplr(fun2rfc(fmM)) return F, frfc def iter_mc(frfc, fmM_0=None, k=1, epsilon=1e-5): """ ITER_MC Calculates a kernel of a MC given a rainflow matrix Solves f_rfc = f_xy + F_mc(f_xy) for f_xy. Call: [fmM_k frfc_k]=iter_mc(frfc,fmM_0,k,eps) fmM_k = the solution to the equation frfc = fmM + F(fmM), frfc_k = the rainflow matrix; frfc_k = fmM_k + F(fmM_k). frfc = the rainflow matrix to be inverted, fmM_0 = the first approximation to the Markov matrix, if not specified fmM_0=frfc, k = number of iterations, if not specified, k=1. eps = a convergence treshold, default value; eps=0.00001 See also -------- iter_, spec2cmat, mctp2rfm, mc2rfm References ---------- Rychlik, I. (1996) 'Simulation of load sequences from Rainflow matrices: Markov method' Int. J. Fatigue, Vol 18, pp 429-438 """ return _raw_iter(mc2rfc, frfc, fmM_0, k, epsilon) def _raise_kind_error(kind): if kind in (-1, 0): raise NotImplementedError('kind = {} not yet implemented'.format(kind)) else: raise ValueError('kind = {}: not a valid value of kind'.format(kind)) def nt2cmat(nt, kind=1): """ Return cycle matrix from a counting distribution. Parameters ---------- NT: 2D array Counting distribution. [nxn] kind = 1: causes peaks to be projected upwards and troughs downwards to the closest discrete level (default). = 0: causes peaks and troughs to be projected to the closest discrete level. = -1: causes peaks to be projected downwards and the troughs upwards to the closest discrete level. Returns ------- cmat = Cycle matrix. [nxn] Example -------- >>> import numpy as np >>> cmat0 = np.round(np.triu(np.random.rand(4, 4), 1)*10) >>> cmat0 = np.array([[ 0., 5., 6., 9.], ... [ 0., 0., 1., 7.], ... [ 0., 0., 0., 4.], ... [ 0., 0., 0., 0.]]) >>> nt = cmat2nt(cmat0) >>> np.allclose(nt, ... [[ 0., 0., 0., 0.], ... [ 20., 15., 9., 0.], ... [ 28., 23., 16., 0.], ... [ 32., 27., 20., 0.]]) True >>> cmat = nt2cmat(nt) >>> np.allclose(cmat, [[ 0., 5., 6., 9.], ... [ 0., 0., 1., 7.], ... [ 0., 0., 0., 4.], ... [ 0., 0., 0., 0.]]) True See also -------- cmat2nt """ n = len(nt) # Number of discrete levels if kind == 1: I = np.r_[0:n - 1] J = np.r_[1:n] c = nt[I + 1][:, J - 1] - nt[I][:, J - 1] - nt[I + 1][:, J] + nt[I][:, J] c2 = np.vstack((c, np.zeros((n - 1)))) cmat = np.hstack((np.zeros((n, 1)), c2)) elif kind == 11: # same as def=1 but using for-loop cmat = np.zeros((n, n)) j = np.r_[1:n] for i in range(n - 1): cmat[i, j] = nt[i + 1, j - 1] - nt[i, j - 1] - nt[i + 1, j] + nt[i, j] else: _raise_kind_error(kind) return cmat def cmat2nt(cmat, kind=1): """ CMAT2NT Calculates a counting distribution from a cycle matrix. Parameters ---------- cmat = Cycle matrix. [nxn] kind = 1: causes peaks to be projected upwards and troughs downwards to the closest discrete level (default). = 0: causes peaks and troughs to be projected to the closest discrete level. = -1: causes peaks to be projected downwards and the troughs upwards to the closest discrete level. Returns ------- NT: n x n array Counting distribution. Example ------- >>> import numpy as np >>> cmat0 = np.round(np.triu(np.random.rand(4, 4), 1)*10) >>> cmat0 = np.array([[ 0., 5., 6., 9.], ... [ 0., 0., 1., 7.], ... [ 0., 0., 0., 4.], ... [ 0., 0., 0., 0.]]) >>> nt = cmat2nt(cmat0, kind=11) >>> np.allclose(nt, ... [[ 0., 0., 0., 0.], ... [ 20., 15., 9., 0.], ... [ 28., 23., 16., 0.], ... [ 32., 27., 20., 0.]]) True >>> cmat = nt2cmat(nt, kind=11) >>> np.allclose(cmat, [[ 0., 5., 6., 9.], ... [ 0., 0., 1., 7.], ... [ 0., 0., 0., 4.], ... [ 0., 0., 0., 0.]]) True See also -------- nt2cmat """ n = len(cmat) # Number of discrete levels nt = np.zeros((n, n)) if kind == 1: csum = np.cumsum flip = np.fliplr nt[1:n, :n - 1] = flip(csum(flip(csum(cmat[:-1, 1:], axis=0)), axis=1)) elif kind == 11: # same as def=1 but using for-loop # j = np.r_[1:n] for i in range(1, n): for j in range(n - 1): nt[i, j] = np.sum(cmat[:i, j + 1:n]) else: _raise_kind_error(kind) return nt def mctp2tc(f_Mm, utc, param, f_mM=None): """ MCTP2TC Calculates frequencies for the upcrossing troughs and crests using Markov chain of turning points. Parameters ---------- f_Mm = the frequency matrix for the Max2min cycles, utc = the reference level, param = a vector defining the discretization used to compute f_Mm, note that f_mM has to be computed on the same grid as f_mM. f_mM = the frequency matrix for the min2Max cycles. Returns ------- f_tc = the matrix with frequences of upcrossing troughs and crests, Example ------- >>> fmM = np.array([[ 0.0183, 0.0160, 0.0002, 0.0000, 0], ... [0.0178, 0.5405, 0.0952, 0, 0], ... [0.0002, 0.0813, 0, 0, 0], ... [0.0000, 0, 0, 0, 0], ... [ 0, 0, 0, 0, 0]]) >>> param = (-1, 1, len(fmM)) >>> utc = 0 >>> f_tc = mctp2tc(fmM, utc, param) >>> np.allclose(f_tc, ... [[ 0.0, 1.59878359e-02, -1.87345256e-04, 0.0, 0.0], ... [ 0.0, 5.40312726e-01, 3.86782958e-04, 0.0, 0.0], ... [ 0.0, 0.0, 0.0, 0.0, 0.0], ... [ 0.0, 0.0, 0.0, 0.0, 0.0], ... [ 0.0, 0.0, 0.0, 0.0, 0.0]]) True """ def _check_ntc(ntc, n): if ntc > n - 1: raise IndexError('index for mean-level out of range, stop') def _check_discretization(param, ntc): if not (1 < ntc < param[2]): raise ValueError('the reference level out of range, stop') def _normalize_rows(arr): n = len(arr) for i in range(n): rowsum = np.sum(arr[i]) if rowsum != 0: arr[i] = arr[i] / rowsum return arr def _make_tempp(P, Ph, i, ntc): Ap = P[i:ntc - 1, i + 1:ntc] Bp = Ph[i + 1:ntc, i:ntc - 1] dim_p = ntc - 1 - i tempp = np.zeros((dim_p, 1)) I = np.eye(len(Ap)) if i == 1: e = Ph[i + 1:ntc, 0] else: e = np.sum(Ph[i + 1:ntc, :i - 1], axis=1) if max(abs(e)) > 1e-10: if dim_p == 1: tempp[0] = (Ap / (1 - Bp * Ap) * e) else: rh = I - np.dot(Bp, Ap) tempp = np.dot(Ap, np.linalg.solve(rh, e)) # end # end return tempp def _make_tempm(P, Ph, j, ntc, n): Am = P[ntc - 1:j, ntc:j + 1] Bm = Ph[ntc:j + 1, ntc - 1:j] dim_m = j - ntc + 1 tempm = np.zeros((dim_m, 1)) Im = np.eye(len(Am)) if j == n - 1: em = P[ntc - 1:j, n] else: em = np.sum(P[ntc - 1:j, j + 1:n], axis=1) # end if max(abs(em)) > 1e-10: if dim_m == 1: tempm[0] = (Bm / (1 - Am * Bm) * em) else: rh = Im - np.dot(Am, Bm) tempm = np.dot(Bm, np.linalg.lstsq(rh, em)[0]) # end # end return tempm if f_mM is None: f_mM = np.copy(f_Mm) * 1.0 u = np.linspace(*param) udisc = u[::-1] # np.fliplr(u) ntc = np.sum(udisc >= utc) n = len(f_Mm) _check_ntc(ntc, n) _check_discretization(param, ntc) # normalization of frequency matrices f_Mm = _normalize_rows(f_Mm) P = np.fliplr(f_Mm) Ph = np.rot90(np.fliplr(f_mM * 1.0), -1) Ph = _normalize_rows(Ph) Ph = np.fliplr(Ph) F = np.zeros((n, n)) F[:ntc - 1, :(n - ntc)] = f_mM[:ntc - 1, :(n - ntc)] F = cmat2nt(F) for i in range(1, ntc): for j in range(ntc - 1, n - 1): if i < ntc - 1: tempp = _make_tempp(P, Ph, i, ntc) b = np.dot(np.dot(tempp.T, f_mM[i:ntc - 1, n - j - 2::-1]), np.ones((n - j - 1, 1))) # end if j > ntc - 1: tempm = _make_tempm(P, Ph, j, ntc, n) c = np.dot(np.dot(np.ones((1, i)), f_mM[:i, n - ntc - 1:n - j - 2:-1]), tempm) # end if (j > ntc - 1) and (i < ntc - 1): a = np.dot(np.dot(tempp.T, f_mM[i:ntc - 1, n - ntc - 1:-1:n - j + 1]), tempm) F[i, n - j - 1] = F[i, n - j - 1] + a + b + c # end if (j == ntc - 1) and (i < ntc - 1): F[i, n - ntc] = F[i, n - ntc] + b for k in range(ntc): F[i, n - k - 1] = F[i, n - ntc] # end # end if (j > ntc - 1) and (i == ntc - 1): F[i, n - j - 1] = F[i, n - j - 1] + c for k in range(ntc - 1, n): F[k, n - j - 1] = F[ntc - 1, n - j - 1] # end # end # end # end # fmax=max(max(F)); # contour (u,u,flipud(F),... # fmax*[0.005 0.01 0.02 0.05 0.1 0.2 0.4 0.6 0.8]) # axis([param(1) param(2) param(1) param(2)]) # title('Crest-trough density') # ylabel('crest'), xlabel('trough') # axis('square') # if mlver>1, commers, end return nt2cmat(F) def mctp2rfc(fmM, fMm=None): ''' Return Rainflow matrix given a Markov chain of turning points computes f_rfc = f_mM + F_mct(f_mM). Parameters ---------- fmM = the min2max Markov matrix, fMm = the max2min Markov matrix, Returns ------- f_rfc = the rainflow matrix, Example: ------- >>> fmM = np.array([[ 0.0183, 0.0160, 0.0002, 0.0000, 0], ... [0.0178, 0.5405, 0.0952, 0, 0], ... [0.0002, 0.0813, 0, 0, 0], ... [0.0000, 0, 0, 0, 0], ... [ 0, 0, 0, 0, 0]]) >>> np.allclose(mctp2rfc(fmM), ... [[ 2.669981e-02, 7.799700e-03, 4.906077e-07, 0.0, 0.0], ... [ 9.599629e-03, 5.485009e-01, 9.539951e-02, 0.0, 0.0], ... [ 5.622974e-07, 8.149944e-02, 0.0, 0.0, 0.0], ... [ 0.0, 0.0, 0.0, 0.0, 0.0], ... [ 0.0, 0.0, 0.0, 0.0, 0.0]], 1.e-7) True ''' def _get_PMm(AA1, MA, nA): PMm = AA1.copy() for j in range(nA): norm = MA[j] if norm != 0: PMm[j, :] = PMm[j, :] / norm PMm = np.fliplr(PMm) return PMm if fMm is None: fmM = np.atleast_1d(fmM) fMm = fmM else: fmM, fMm = np.atleast_1d(fmM, fMm) f_mM, f_Mm = fmM.copy(), fMm.copy() N = max(f_mM.shape) f_max = np.sum(f_mM, axis=1) f_min = np.sum(f_mM, axis=0) f_rfc = np.zeros((N, N)) f_rfc[N - 2, 0] = f_max[N - 2] f_rfc[0, N - 2] = f_min[N - 2] for k in range(2, N - 1): for i in range(1, k): AA = f_mM[N - 1 - k:N - 1 - k + i, k - i:k] AA1 = f_Mm[N - 1 - k:N - 1 - k + i, k - i:k] RAA = f_rfc[N - 1 - k:N - 1 - k + i, k - i:k] nA = max(AA.shape) MA = f_max[N - 1 - k:N - 1 - k + i] mA = f_min[k - i:k] SA = AA.sum() SRA = RAA.sum() DRFC = SA - SRA NT = min(mA[0] - sum(RAA[:, 0]), MA[0] - sum(RAA[0, :])) # check! NT = max(NT, 0) # ??check if NT > 1e-6 * max(MA[0], mA[0]): NN = MA - np.sum(AA, axis=1) # T e = (mA - np.sum(AA, axis=0)) # T e = np.flipud(e) PmM = np.rot90(AA.copy()) for j in range(nA): norm = mA[nA - 1 - j] if norm != 0: PmM[j, :] = PmM[j, :] / norm e[j] = e[j] / norm # end # end fx = 0.0 if (max(np.abs(e)) > 1e-6 and max(np.abs(NN)) > 1e-6 * max(MA[0], mA[0])): PMm = _get_PMm(AA1, MA, nA) A = PMm B = PmM if nA == 1: fx = NN * (A / (1 - B * A) * e) else: rh = np.eye(A.shape[0]) - np.dot(B, A) # least squares fx = np.dot(NN, np.dot(A, np.linalg.solve(rh, e))) # end # end f_rfc[N - 1 - k, k - i] = fx + DRFC # check2=[ DRFC fx] # pause else: f_rfc[N - 1 - k, k - i] = 0.0 # end # end m0 = max(0, f_min[0] - np.sum(f_rfc[N - k + 1:N, 0])) M0 = max(0, f_max[N - 1 - k] - np.sum(f_rfc[N - 1 - k, 1:k])) f_rfc[N - 1 - k, 0] = min(m0, M0) # n_loops_left=N-k+1 # end for k in range(1, N): M0 = max(0, f_max[0] - np.sum(f_rfc[0, N - k:N])) m0 = max(0, f_min[N - 1 - k] - np.sum(f_rfc[1:k + 1, N - 1 - k])) f_rfc[0, N - 1 - k] = min(m0, M0) # end # clf # subplot(1,2,2) # pcolor(levels(paramm),levels(paramM),flipud(f_mM)) # title('Markov matrix') # ylabel('max'), xlabel('min') # axis([paramm(1) paramm(2) paramM(1) paramM(2)]) # axis('square') # # subplot(1,2,1) # pcolor(levels(paramm),levels(paramM),flipud(f_rfc)) # title('Rainflow matrix') # ylabel('max'), xlabel('rfc-min') # axis([paramm(1) paramm(2) paramM(1) paramM(2)]) # axis('square') return f_rfc def mc2rfc(f_xy, paramv=None, paramu=None): """ MC2RFC Calculates a rainflow matrix given a Markov chain with kernel f_xy; f_rfc = f_xy + F_mc(f_xy). CALL: f_rfc = mc2rfc(f_xy); where f_rfc = the rainflow matrix, f_xy = the frequency matrix of Markov chain (X0,X1) but only the triangular part for X1>X0. Further optional input arguments; CALL: f_rfc = mc2rfc(f_xy,paramx,paramy); paramx = the parameter matrix defining discretization of x-values, paramy = the parameter matrix defining discretization of y-values, """ N = len(f_xy) if paramv is None: paramv = (-1, 1, N) if paramu is None: paramu = paramv dd = np.diag(np.rot90(f_xy)) Splus = np.sum(f_xy, axis=1).T Sminus = np.fliplr(sum(f_xy)) Max_rfc = np.zeros((N, 1)) Min_rfc = np.zeros((N, 1)) norm = np.zeros((N, 1)) for i in range(N): Spm = Sminus[i] + Splus[i] - dd[i] if Spm > 0: Max_rfc[i] = (Splus[i] - dd[i]) * \ (Splus[i] - dd[i]) / (1 - dd[i] / Spm) / Spm Min_rfc[i] = (Sminus[i] - dd[i]) * \ (Sminus[i] - dd[i]) / (1 - dd[i] / Spm) / Spm norm[i] = Spm # end if # end for # cross=zeros(N,1) # for i=2:N # cross(N-i+1)=cross(N-i+2)+Sminus(N-i+2)-Splus(N-i+2) # end f_rfc = np.zeros((N, N)) f_rfc[N - 1, 1] = Max_rfc[N - 1] f_rfc[1, N - 1] = Min_rfc[2] for k in range(2, N - 1): for i in range(1, k - 1): # AAe= f_xy(1:N-k,1:k-i) # SAAe=sum(sum(AAe)) AA = f_xy[N - k:N - k + i, :][:, k - i:k] # RAA = f_rfc(N-k+1:N-k+i,k-i+1:k) RAA = f_rfc[N - k:N - k + i, :][:, k - i:k] nA = len(AA) # MA = Splus(N-k+1:N-k+i) MA = Splus[N - k:N - k + i] mA = Sminus[N - k:N - k + i] normA = norm[N - k:N - k + i] MA_rfc = Max_rfc[N - k:N - k + i] # mA_rfc=Min_rfc(k-i+1:k) SA = np.sum(AA) SRA = np.sum(RAA) SMA_rfc = sum(MA_rfc) SMA = np.sum(MA) DRFC = SA - SMA - SRA + SMA_rfc NT = MA_rfc[0] - np.sum(RAA[0, :]) # if k==35 # check=[MA_rfc(1) sum(RAA(1,:))] # pause # end NT = np.maximum(NT, 0) if NT > 1e-6 * MA_rfc[0]: NN = MA - np.sum(AA, axis=1).T e = (np.fliplr(mA) - np.sum(AA)).T e = np.flipud(e) AA = AA + np.flipud(np.rot90(AA, -1)) AA = np.rot90(AA) AA = AA - 0.5 * np.diag(np.diag(AA)) for j in range(nA): if normA[j] != 0: AA[j, :] = AA[j, :] / normA[j] e[j] = e[j] / normA[j] # end if # end for fx = 0. if np.max( np.abs(e)) > 1e-7 and np.max(np.abs(NN)) > 1e-7 * MA_rfc[0]: I = np.eye(np.shape(AA)) if nA == 1: fx = NN / (1 - AA) * e else: # TODO CHECK this fx = NN * np.linalg.solve((I - AA), e)[0] # (I-AA)\e # end # end f_rfc[N - k, k - i] = DRFC + fx # end # end m0 = np.maximum(0, Min_rfc[N] - sum(f_rfc[N - k + 1:N, 0])) M0 = np.maximum(0, Max_rfc[N - k] - sum(f_rfc[N - k, 1:k])) f_rfc[N - k, 0] = min(m0, M0) # n_loops_left=N-k+1 # end for for k in range(1, N): M0 = max(0, Max_rfc[0] - sum(f_rfc[0, N - k + 1:N])) m0 = max(0, Min_rfc[k] - sum(f_rfc[1:k, N - k])) f_rfc[0, N - k] = min(m0, M0) # end for f_rfc = f_rfc + np.rot90(np.diag(dd), -1) # clf # subplot(1,2,2) # pcolor(levels(paramv),levels(paramu),flipud(f_xy+flipud(rot90(f_xy,-1)))) # axis([paramv(1), paramv(2), paramu(1), paramu(2)]) # title('MC-kernel f(x,y)') # ylabel('y'), xlabel('x') # axis('square') # # subplot(1,2,1) # pcolor(levels(paramv),levels(paramu),flipud(f_rfc)) # axis([paramv(1), paramv(2), paramu(1), paramu(2)]) # title('Rainflow matrix') # ylabel('max'), xlabel('rfc-min') # axis('square') return f_rfc def mktestmat(param=(-1, 1, 32), x0=None, s=None, lam=1, numsubzero=0): """ MKTESTMAT Makes test matrices for min-max (and max-min) matrices. Parameters ---------- param = Parameter vector, [a b n], defines discretization. x0 = Center of ellipse. [min Max] [1x2] s = Standard deviation. (0>> import numpy as np >>> param = [-1, 1, 32] >>> F, Fh = mktestmat(param, x0=[-0.2, 0.2], s=0.25, lam=0.5) >>> np.allclose(F[0,:4], ... [ 8.45677332e-29, 5.94193456e-27, 3.53462989e-25, 1.78013497e-23]) True >>> u = np.linspace(*param) cmatplot(u,u,F,3) axis('square') >>> F, Fh = mktestmat(param, x0=[-0.2, 0.2], s=0.25, lam=0.5, numsubzero=-np.inf) >>> np.allclose(F[0,:4], ... [ 8.45677332e-29, 5.94193456e-27, 3.53462989e-25, 1.78013497e-23]) True cmatplot(u,u,F,3); axis('square'); close all; """ # History: # Revised by PJ 23-Nov-1999 # updated for WAFO # Created by PJ (Paer Johannesson) 1997 # Copyright (c) 1997 by Paer Johannesson # Toolbox: Rainflow Cycles for Switching Processes V.1.0, 2-Oct-1997 if x0 is None: x0 = np.ones((2,)) * (param[1] + param[0]) / 2 if s is None: s = (param[1] - param[0]) / 4 if np.isinf(numsubzero): numsubzero = -(param[2] + 1) u = np.linspace(*param) n = param[2] # F - min-Max matrix F = np.zeros((n, n)) S = 1 / 2 * s**2 * np.array([[lam**2 + 1, lam**2 - 1], [lam**2 - 1, lam**2 + 1]]) Sm1 = np.linalg.pinv(S) for i in range(min(n - 1 - numsubzero, n)): for j in range(max(i + numsubzero, 0), n): dx = np.array([u[i], u[j]]) - x0 F[i, j] = np.exp(-1 / 2 * np.dot(np.dot(dx, Sm1), dx)) Fh = F.T # Time-reversible Max-min matrix return F, Fh def cmatplot(cmat, ux=None, uy=None, method=1, clevels=None): """ CMATPLOT Plots a cycle matrix, e.g. a rainflow matrix. CALL: cmatplot(F) cmatplot(F,method) cmatplot(ux,uy,F) cmatplot(ux,uy,F,method) F = Cycle matrix (e.g. rainflow matrix) [nxm] method = 1: mesh-plot (default) 2: surf-plot 3: pcolor-plot [axis('square')] 4: contour-plot [axis('square')] 5: TechMath-plot [axis('square')] 11: From-To, mesh-plot 12: From-To, surf-plot 13: From-To, pcolor-plot [axis('square')] 14: From-To, contour-plot [axis('square')] 15: From-To, TechMath-plot [axis('square')] ux = x-axis (default: 1:m) uy = y-axis (default: 1:n) Examples: param = [-1 1 64]; u=levels(param); F = mktestmat(param,[-0.2 0.2],0.25,1/2); cmatplot(F,method=1); cmatplot(u,u,F,method=2); colorbar; cmatplot(u,u,F,method=3); colorbar; cmatplot(u,u,F,method=4); close all; See also -------- cocc, plotcc """ F = cmat shape = np.shape(F) if ux is None: ux = np.arange(shape[1]) # Antalet kolumner if uy is None: uy = np.arange(shape[0]) # Antalet rader if clevels is None: Fmax = np.max(F) if method in [5, 15]: clevels = Fmax * np.r_[0.001, 0.005, 0.01, 0.05, 0.1, 0.5, 1.0] else: # 4, 14 clevels = Fmax * np.r_[0.005, 0.01, 0.02, 0.05, 0.1, 0.2, 0.4, 0.6, 0.8] # Make sure ux and uy are row vectors ux = ux.ravel() uy = uy.ravel() n = len(F) from matplotlib import pyplot as plt if method == 1: # mesh F = np.flipud(F.T) # Vrid cykelmatrisen for att plotta rett plt.mesh(ux, np.fliplr(uy), F) plt.xlabel('min') plt.ylabel('Max') # view(-37.5-90,30); # v = axis; # plt.axis([min(ux) max(ux) min(uy) max(uy) v[5:6]]); elif method == 2: # surf F = np.flipud(F.T) # Vrid cykelmatrisen for att plotta rett plt.surf(ux, np.fliplr(uy), F) plt.xlabel('min') plt.ylabel('Max') # view(-37.5-90,30); # v = axis; # plt.axis([min(ux) max(ux) min(uy) max(uy) v(5:6)]); # elseif method == 3 # pcolor # F = flipud(F'); # F1 = [F zeros(length(uy),1); zeros(1,length(ux)+1)]; # F2 = F1; F2(F2==0)=NaN; # F1 = F2; # dx=ux(2)-ux(1); dy=uy(2)-uy(1); # ux1 = [ux ux(length(ux))+dx] - dx/2; # uy1 = [uy uy(length(uy))+dy] - dy/2; # pcolor(ux1,fliplr(uy1),F1); # xlabel('min'); # ylabel('Max'); # v = axis; axis([min(ux1) max(ux1) min(uy1) max(uy1)]); # axis('square') # elseif method == 4 # contour # F = flipud(F'); # if isempty(clevels) # Fmax=max(max(F)); # clevels=Fmax*[0.005 0.01 0.02 0.05 0.1 0.2 0.4 0.6 0.8]; # end # contour(ux,fliplr(uy),F,clevels); # xlabel('min'); # ylabel('Max'); # v = axis; axis([min(ux) max(ux) min(uy) max(uy)]); # axis('square'); # # # Cstr=num2str(clevels(1),4); # # for i=2:length(clevels) # # Cstr=[Cstr ',' num2str(clevels(i),4)]; # # end # # title(['ISO-lines: ' Cstr]) # # if 1==2 # clevels=sort(clevels); # n_clevels=length(clevels); # if n_clevels>12 # disp(' Only the first 12 levels will be listed in table.') # n_clevels=12; # end # # textstart_x=0.65; # textstart_y=0.45; # delta_y=1/33; # h=figtext(textstart_x,textstart_y,'Level curves at:','normalized'); # set(h,'FontWeight','Bold') # # textstart_y=textstart_y-delta_y; # # for i=1:n_clevels # textstart_y=textstart_y-delta_y; # figtext(textstart_x,textstart_y,num2str(clevels(i)),'normalized') # end # end # 1==2 # # elseif method == 5 | method == 15 # TechMath-typ # # if isempty(clevels) # Fmax=max(max(F)); # clevels=Fmax*[0.001 0.005 0.01 0.05 0.1 0.5 1.0]; # end # v=clevels; # # axis('ij'); # sym = '...x+***'; # sz = [6 20 24 8 8 8 12 16]; # # # plot(-1,-1,sym(1),'markersize',1),hold on # for i = 1:length(v) # plot(-1,-1,sym(i),'markersize',sz(i));hold on; # end # # for i = 1:length(v)-1 # Ind = (F>v(i)) & (F<=v(i+1)); # [I,J] = find(Ind); # # axis('ij'); # plot(I,J,sym(i),'markersize',sz(i));hold on; # end # plot([1 n],[1 n],'--'); grid; # hold off; # # axis([0.5 n+0.5 0.5 n+0.5]); # # #legendText = sprintf('#6g < f <= %6g\n',[v(1:nv-1); v(2:nv)]) # #legendText = sprintf('<= %g\n',v(2:end)) # # legendText=num2str(v(1:end)'); # # legend(legendText,-1); # # title('From-To plot'); # xlabel('To / Standing'); # ylabel('From / Hanging'); # # if method == 15 # axis('ij'); # end # # elseif method == 11 # mesh # # mesh(ux,uy,F); # axis('ij'); # xlabel('To'); # ylabel('From'); # view(-37.5-90,30); # v = axis; axis([min(ux) max(ux) min(uy) max(uy) v(5:6)]); # # elseif method == 12 # surf # # surf(ux,uy,F); # axis('ij'); # xlabel('To'); # ylabel('From'); # view(-37.5-90,30); # v = axis; axis([min(ux) max(ux) min(uy) max(uy) v(5:6)]); # # elseif method == 13 # From-To-Matrix - pcolor # # F1 = [F zeros(length(uy),1); zeros(1,length(ux)+1)]; # F2 = F1; F2(F2==0)=NaN; # F1 = F2; # dx=ux(2)-ux(1); dy=uy(2)-uy(1); # ux1 = [ux ux(length(ux))+dx] - dx/2; # uy1 = [uy uy(length(uy))+dy] - dy/2; # axis('ij'); # pcolor(ux1,uy1,F1) # axis('ij'); # xlabel('To'); # ylabel('From'); # v = axis; axis([min(ux1) max(ux1) min(uy1) max(uy1)]); # axis('square') # # elseif method == 14 # contour # if isempty(clevels) # Fmax=max(max(F)); # clevels=Fmax*[0.005 0.01 0.02 0.05 0.1 0.2 0.4 0.6 0.8]; # end # contour(ux,uy,F,clevels); # axis('ij'); # xlabel('To'); # ylabel('From'); # v = axis; axis([min(ux) max(ux) min(uy) max(uy)]); # axis('square'); # # Cstr=num2str(clevels(1),4); # # for i=2:length(clevels) # # Cstr=[Cstr ',' num2str(clevels(i),4)]; # # end # # title(['ISO-lines: ' Cstr]) # # if 1==1 # clevels=sort(clevels); # n_clevels=length(clevels); # if n_clevels>12 # disp(' Only the first 12 levels will be listed in table.'); # n_clevels=12; # end # # textstart_x=0.10; # textstart_y=0.45; # delta_y=1/33; # h=figtext(textstart_x,textstart_y,'Level curves at:','normalized'); # set(h,'FontWeight','Bold') # # textstart_y=textstart_y-delta_y; # # for i=1:n_clevels # textstart_y=textstart_y-delta_y; # figtext(textstart_x,textstart_y,num2str(clevels(i)),'normalized') # end # end # # elseif method == 15 # TechMath-typ # # See: 'method == 5' # # # if isempty(clevels) # # Fmax=max(max(F)); # # clevels=Fmax*[0.005 0.01 0.05 0.1 0.4 0.8]; # # end # # v=clevels; # # axis('ij'); # # sym = '...***'; # # sz = [8 12 16 8 12 16] # # for i = 1:length(v)-1 # # Ind = (F>v(i)) & (F<=v(i+1)); # # [I,J] = find(Ind); # # axis('ij'); # # plot(J,I,sym(i),'markersize',sz(i)),hold on # # end # # hold off # # # # axis([0.5 n+0.5 0.5 n+0.5]) # # # # %legendText = sprintf('%6g < f <= %6g\n',[v(1:nv-1); v(2:nv)]) # # legendText = sprintf('<= %g\n',v(2:nv)) # # # # %legendText=num2str(v(2:nv)') # # # # legend(legendText,-1) # # end # # end % _cmatplot def arfm2mctp(Frfc): """ ARFM2MCTP Calculates the markov matrix given an asymmetric rainflow matrix. CALL: F = arfm2mctp(Frfc); F = Markov matrix (from-to-matrix) [n,n] Frfc = Rainflow Matrix [n,n] Examples -------- param = [-1 1 32]; u = levels(param); F = mktestmat(param,[-0.2 0.2],0.15,2); F = F/sum(sum(F)); Farfc = mctp2arfm({F []}); F1 = arfm2mctp(Farfc); cmatplot(u,u,{F+F' F1},3); assert(F1(20,21:25), [0.00209800691364310, 0.00266223402503216,... 0.00300934711658560, 0.00303029619424592,... 0.00271822008031848], 1e-10); assert(sum(sum(abs(F1-(F+F')))), 0, 1e-10) should be zero close all; See also -------- rfm2mctp, mctp2arfm, smctp2arfm, cmatplot References ---------- P. Johannesson (1999): Rainflow Analysis of Switching Markov Loads. PhD thesis, Mathematical Statistics, Centre for Mathematical Sciences, Lund Institute of Technology. """ # Tested on Matlab 5.3 # # History: # Revised by PJ 09-Apr-2001 # updated for WAFO # Copyright (c) 1997-1998 by Pear Johannesson # Toolbox: Rainflow Cycles for Switching Processes V.1.1, 22-Jan-1998 # Recursive formulation a'la Igor # # This program used the formulation where the probabilities # of the events are calculated using "elementary" events for # the MCTP. # # Standing # pS = Max*pS1*pS2*pS3; # F_rfc(i,j) = pS; # Hanging # pH = Min*pH1*pH2*pH3; # F_rfc(j,i) = pH; # # The cond. prob. pS1, pS2, pS3, pH1, pH2, pH3 are calculated using # the elementary cond. prob. C, E, R, D, E3, Ch, Eh, Rh, Dh, E3h. # T(1,:)=clock; N = np.sum(Frfc) Frfc = Frfc / N n = len(Frfc) # Number of levels # T(7,:)=clock; # Transition matrices for MC Q = np.zeros((n, n)) Qh = np.zeros((n, n)) # Transition matrices for time-reversed MC Qr = np.zeros((n, n)) Qrh = np.zeros((n, n)) # Probability of minimum and of maximun MIN = np.sum(np.triu(Frfc).T, axis=0) + np.sum(np.tril(Frfc), axis=0) MAX = np.sum(np.triu(Frfc), axis=0) + np.sum(np.tril(Frfc).T, axis=0) # Calculate rainflow matrix F = np.zeros((n, n)) EYE = np.eye((n, n)) # fprintf(1,'Calculating row '); for k in range(n - 1): # k = subdiagonal # fprintf(1,'-%1d',i); for i in range(n - k): # i = minimum j = i + k + 1 # maximum; # pS = Frfc(i,j); # Standing cycle # pH = Frfc(j,i); # Hanging cycle # # Min = MIN[i] # Max = MAX[j] # # # fprintf(1,'Min=%f, Max=%f\n',Min,Max); # # # if j - i == 2: # Second subdiagonal # # # For Part 1 & 2 of cycle # # #C = y/Min; # c0 = 0; # c1 = 1/Min; # #Ch = x/Max; # c0h = 0; # c1h = 1/Max; # d1 = Qr(i,i+1)*(1-Qrh(i+1,i)); # D = d1; # d1h = Qrh(j,j-1)*(1-Qr(j-1,j)); # Dh = d1h; # d0 = sum(Qr(i,i+1:j-1)); # #E = 1-d0-y/Min; # e0 = 1-d0; # e1 = -1/Min; # d0h = sum(Qrh(j,i+1:j-1)); # #Eh = 1-d0h-x/Max; # e0h = 1-d0h; # e1h = -1/Max; # r1 = Qr(i,i+1)*Qrh(i+1,i); # R = r1; # r1h = Qrh(j,j-1)*Qr(j-1,j); # Rh = r1h; # # # For Part 3 of cycle # # d3h = sum(Qh(j,i+1:j-1)); # E3h = 1-d3h; # d3 = sum(Q(i,i+1:j-1)); # E3 = 1-d3; # # # Define coeficients for equation system # a0 = -pS+2*pS*Rh-pS*Rh^2+pS*R-2*pS*Rh*R+pS*Rh^2*R; # a1 = -E3h*Max*c1h*e0*Rh+E3h*Max*c1h*e0; # a3 = -E3h*Max*c1h*e1*Rh+E3h*Max*c1h*Dh*c1+E3h*Max*c1h*e1+pS*c1h*c1-pS*c1h*c1*Rh; # # b0 = -pH+2*pH*R+pH*Rh-2*pH*Rh*R-pH*R^2+pH*Rh*R^2; # b2 = -Min*E3*e0h*R*c1+Min*E3*e0h*c1; # b3 = Min*E3*e1h*c1+Min*E3*D*c1h*c1-pH*c1h*c1*R-Min*E3*e1h*R*c1+pH*c1h*c1; # # C2 = a3*b2; # C1 = (-a0*b3+a1*b2+a3*b0); # C0 = a1*b0; # # Solve: C2*z^2 + C1*z + C0 = 0 # z1 = -C1/2/C2 + sqrt((C1/2/C2)^2-C0/C2); # z2 = -C1/2/C2 - sqrt((C1/2/C2)^2-C0/C2); # # # Solution 1 # x1 = -(b0+b2*z1)/(b3*z1); # y1 = z1; # # Solution 2 # x2 = -(b0+b2*z2)/(b3*z2); # y2 = z2; # # x = x2; # y = y2; # # # fprintf(1,'2nd: i=%d, j=%d: x1=%f, y1=%f, x2=%f, y2=%f\n',i,j,x1,y1,x2,y2); # # # Test Standing cycle: assume x=y # # C0 = a0; C1 = a1; C2 = a3; # z1S = -C1/2/C2 + sqrt((C1/2/C2)^2-C0/C2); # z2S = -C1/2/C2 - sqrt((C1/2/C2)^2-C0/C2); # # # Test Hanging cycle: assume x=y # # C0 = b0; C1 = b2; C2 = b3; # z1H = -C1/2/C2 + sqrt((C1/2/C2)^2-C0/C2); # z2H = -C1/2/C2 - sqrt((C1/2/C2)^2-C0/C2); # # # fprintf(1,'2nd: i=%d, j=%d: z1S=%f,: z2S=%f, z1H=%f, z2H=%f\n',i,j,z1S,z2S,z1H,z2H); # # else # # Eye = EYE(1:j-i-2,1:j-i-2); # # # For Part 1 & 2 of cycle # # I = i+1:j-2; # J = i+2:j-1; # A = Qr(I,J); # Ah = Qrh(J,I); # a = Qr(i,J); # ah = Qrh(j,I); # b = Qr(I,j); # bh = Qrh(J,i); # # e = 1 - sum(Qr(I,i+2:j),2); # eh = 1 - sum(Qrh(J,i:j-2),2); # # Inv = inv(Eye-A*Ah); # #C = y/Min + a*Ah*Inv*b; # c0 = a*Ah*Inv*b; # c1 = 1/Min; # #Ch = x/Max + ah*Inv*A*bh; # c0h = ah*Inv*A*bh; # c1h = 1/Max; # d1 = Qr(i,i+1)*(1-Qrh(i+1,i)); # D = d1+a*eh+a*Ah*Inv*A*eh; # d1h = Qrh(j,j-1)*(1-Qr(j-1,j)); # Dh = d1h+ah*Inv*e; # d0 = sum(Qr(i,i+1:j-1)); # #E = 1-d0-y/Min+a*Ah*Inv*e; # e0 = 1-d0+a*Ah*Inv*e; # e1 = -1/Min; # d0h = sum(Qrh(j,i+1:j-1)); # #Eh = 1-d0h-x/Max+ah*Inv*A*eh; # e0h = 1-d0h+ah*Inv*A*eh; # e1h = -1/Max; # r1 = Qr(i,i+1)*Qrh(i+1,i); # R = r1+a*bh+a*Ah*Inv*A*bh; # r1h = Qrh(j,j-1)*Qr(j-1,j); # Rh = r1h+ah*Inv*b; # # # For Part 3 of cycle # # A3 = Q(I,J); # A3h = Qh(J,I); # Inv3 = inv(Eye-A3*A3h); # # # For Standing cycle # d3h = sum(Qh(j,i+1:j-1)); # c3h = Qh(j,I); # e3h = 1 - sum(Qh(J,i+1:j-2),2); # E3h = 1-d3h + c3h*Inv3*A3*e3h; # # # For Hanging cycle # d3 = sum(Q(i,i+1:j-1)); # c3 = Q(i,J); # e3 = 1 - sum(Q(I,i+2:j-1),2); # E3 = 1-d3 + c3*A3h*Inv3*e3; # # end # # if j-i == 1 # First subdiagonal # # if i == 1 # x = Max; # y = Max; # elseif j == n # x = Min; # y = Min; # else # if pS == 0 # x = 0; # y = pH; # elseif pH == 0 # x = pS; # y = 0; # else # x = Min*pS/(Min-pH); # y = Max*pH/(Max-pS); # end # end # # elseif j-i >= 2 # if i == 1 # x = Max*(1-sum(Qh(j,2:j-1))); # y = Max*(1-sum(Qrh(j,2:j-1))); # elseif j == n # x = Min*(1-sum(Q(i,i+1:n-1))); # y = Min*(1-sum(Qr(i,i+1:n-1))); # else # if pS == 0 # x = 0; # y = pH; # elseif pH == 0 # x = pS; # y = 0; # else # # Define coeficients for equation system # a0 = pS*c0h*c0+pS*Rh^2*R-2*pS*Rh*R-E3h*Max*c0h*e0*Rh+E3h*Max*c0h*e0+2*pS*Rh+pS*R-pS*c0h*c0*Rh-pS-pS*Rh^2+E3h*Max*c0h*Dh*c0; # a1 = pS*c1h*c0+E3h*Max*c1h*Dh*c0-E3h*Max*c1h*e0*Rh-pS*c1h*c0*Rh+E3h*Max*c1h*e0; # a2 = pS*c0h*c1+E3h*Max*c0h*e1-pS*c0h*c1*Rh+E3h*Max*c0h*Dh*c1-E3h*Max*c0h*e1*Rh; # a3 = -E3h*Max*c1h*e1*Rh+E3h*Max*c1h*Dh*c1+E3h*Max*c1h*e1+pS*c1h*c1-pS*c1h*c1*Rh; # # b0 = pH*c0h*c0+pH*Rh*R^2-pH+pH*Rh-2*pH*Rh*R-pH*c0h*c0*R+Min*E3*e0h*c0-Min*E3*e0h*R*c0+Min*E3*D*c0h*c0+2*pH*R-pH*R^2; # b1 = Min*E3*D*c1h*c0+Min*E3*e1h*c0+pH*c1h*c0-Min*E3*e1h*R*c0-pH*c1h*c0*R; # b2 = -pH*c0h*c1*R-Min*E3*e0h*R*c1+Min*E3*D*c0h*c1+Min*E3*e0h*c1+pH*c0h*c1; # b3 = Min*E3*e1h*c1+Min*E3*D*c1h*c1-pH*c1h*c1*R-Min*E3*e1h*R*c1+pH*c1h*c1; # # C2 = a2*b3-a3*b2; # C1 = a0*b3-a1*b2+a2*b1-a3*b0; # C0 = a0*b1-a1*b0; # #fprintf(1,'i=%d, j=%d, C0/C2=%f,C1/C2=%f,C2=%f\n',i,j,C0/C2,C1/C2,C2); # # Solve: C2*z^2 + C1*z + C0 = 0 # z1 = -C1/2/C2 + sqrt((C1/2/C2)^2-C0/C2); # z2 = -C1/2/C2 - sqrt((C1/2/C2)^2-C0/C2); # # # Solution 1 # x1 = -(b0+b2*z1)/(b1+b3*z1); # y1 = z1; # # Solution 2 # x2 = -(b0+b2*z2)/(b1+b3*z2); # y2 = z2; # # x = x2; # y = y2; # # # fprintf(1,'End: i=%d, j=%d: x1=%f, y1=%f, x2=%f, y2=%f\n',i,j,x1,y1,x2,y2); # end # end # end # # # fprintf(1,'i=%d, j=%d: x=%f, y=%f\n',i,j,x,y); # # # min-max # F(i,j) = x; # # # max-min # F(j,i) = y; # # # Fill the transitions matrices # Q(i,j) = x/Min; # Qh(j,i) = y/Max; # Qr(i,j) = y/Min; # Qrh(j,i) = x/Max; # # end # end # #fprintf(1,'\n'); # # # T(8,:)=clock; # # return F,T if __name__ == "__main__": from wafo.testing import test_docstrings test_docstrings(__file__)