Optimization Under Uncertainty (#18)

* test for branch

* test for branch

* existing unit tests pass, we need new ones ofcourse

* fixed an initialization specification that was breaking a unit test

* working on adding control jacobian sampling capabilities

* parameter dimension needs to be set in all cases

* parameter rank instead of rank

* working on the pull request a bit more, a little bit more work needed then some stress testing

* error tests not implemented yet for control problems, this is a more laborious and orthogonal effort. it will be made into an issue.

* nevermind I modified all of the error tests to accomodate control variable. Have not tested it yet

* adding mass and stiffness matrix saving method

* asci character issue

* directory name already known etc

* thanks dc for spotting the error

* stiffness and mass matrices need to get the mesh constructor communicator

* mass and stiffness matrices should only be computed on rank 0

* updating the active subspace to have custom naming, now gonna loop around AS batch size

* also just changing the naming convention for AS to always include the size

* updating kle projector

* typo in accessing collective

* adding meanJTJ wrapper to compute AS from sample data

* removing wild imports, should temporarily fix the NullCollective issue for KLE specifically

* removed np.int from collective, which is deprecated from newer numpy versions. Same as int.

* changed wildcard hippylib imports

* trying to remove wild imports in as projector class

* param list in in hp

* removed path modifications from cMinimization

* infinite loop

* another infinite loop. thanks for catching bassel

* addressing DCs comments

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Co-authored-by: dcluo <dc.luo@outlook.com>

Some minor refactoring of the general structure, and a new memory eff…

…icient active subspace algorithm (#11)

* try / excepting krylov solution failure for nonlinear problems

* checking in on tom_dev

* updating drivers and so on to be compatible with hessianlearn

* rearranging things to sort better by paper

* updating markdown readmes

* small readme edit

* more efficient saving procedure

* not sure what changed here

* updating

* updating data saving procedure

* updating some work on improving active subspace memory footprint

* working on memory efficient active subspace slowly

* a lot more refactoring of the E[JTJ] operator and so on for memory issues

* updating

* updating and working towards continuous integration

* typo

* updating unit tests

* missing python instruction

* updating travis yml

* updating yaml for travis

* updating travis yaml again trying to fix build issues related to cloning hippylib

* issue importing hippyflow in the test

* more testing stuff

* more things being resolved

* more ci issues

* updating readme and playing around more with unit tests

* updating readme and unit tests

* updating

* updating

* updating

* struggling to get the unit tests to work properly

* ci issues

* updating again

* updating again

* updating again

* updating please work thanks

* one last try

* continuing issues with travis build

* library linking error is driving me crazy

* library linking error is driving me crazy

* library linking error is driving me crazy

* library linking error is driving me crazy

* exploring all these different ways travis doesnt make any sense

* exploring all these different ways travis doesnt make any sense

* exploring all these different ways travis doesnt make any sense

* exploring all these different ways travis doesnt make any sense

* exploring all these different ways travis doesnt make any sense

* finally got ci working

* adding citation

Tom dev (#7)

* updating on tomdev

* adding readme

* wrong path

* updating

* updating

* removing multi state observable

* updating

* wasnt looping through the samples

* updating jacobians, plotting, mv functions etc

* updating nn training for confusion and many other things

* updating helmholtz drivers to be forward compatible

* updating

* updating