compute_l2_error¶
-
pyapprox.approximate.
compute_l2_error
(f, g, variable, nsamples, rel=False)[source]¶ Compute the ℓ2 error of the output of two functions f and g, i.e.
‖from a set of random draws \mathcal{Z}=\{z^{(m)}\}_{m=1}^M from the PDF of z.
- Parameters
- fcallable
Function with signature
g(z) -> np.ndarray
where
z
is a 2D np.ndarray with shape (nvars,nsamples) and the output is a 2D np.ndarray with shaoe (nsamples,nqoi)- gcallable
Function with signature
f(z) -> np.ndarray
where
z
is a 2D np.ndarray with shape (nvars,nsamples) and the output is a 2D np.ndarray with shaoe (nsamples,nqoi)- variablepya.IndependentMultivariateRandomVariable
Object containing information of the joint density of the inputs z. This is used to generate random samples from this join density
- nsamplesinteger
The number of samples used to compute the \ell^2 error
- relboolean
True - compute relative error False - compute absolute error
- Returns
- errornp.ndarray (nqoi)