/usr/share/openturns/validation/valid_SORM.txt is in openturns-validation 1.5-7build2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 | > restart:
> with(LinearAlgebra):
> Digits:=30:
> G:=-F_*L_^3/(6*E_*I_)-s;
> T:=E_=E_moy+E_sd*u1,F_=F_moy+F_sd*u2,L_=L_moy+L_sd*u3,I_=I_moy+I_sd*u4
> ;
> g:=subs(T,G):
> L:=1/2*(u1^2+u2^2+u3^2+u4^2)-lambda*g:
> sys:=diff(L,u1),diff(L,u2),diff(L,u3),diff(L,u4),diff(L,lambda):
> #sol:=solve({sys},{u1,u2,u3,u4,lambda});
> num:=E_moy=50,E_sd=1,F_moy=1,F_sd=1,L_moy=10,L_sd=1,I_moy=5,I_sd=1,s=-
> 3/2;
> solnum:=fsolve(subs(num,{sys}),{u1,u2,u3,u4,lambda}):
> subs(solnum,[u1,u2,u3,u4,lambda]);
> beta:=subs(solnum,sqrt(u1^2+u2^2+u3^2+u4^2));
3
F_ L_
G := - ------- - s
6 E_ I_
T := E_ = E_moy + E_sd u1, F_ = F_moy + F_sd u2,
L_ = L_moy + L_sd u3, I_ = I_moy + I_sd u4
num := E_moy = 50, E_sd = 1, F_moy = 1, F_sd = 1, L_moy = 10,
L_sd = 1, I_moy = 5, I_sd = 1, s = -3/2
[-0.0310354131886385333411402260320,
0.841941676288555078886397764047,
0.445403785549829310777385152548,
-0.332237896484057720356713452438,
-1.03387164170675809896100912782]
beta := 1.00925494062979021864719380923
> grad_g:=<diff(g,u1),diff(g,u2),diff(g,u3),diff(g,u4)>:
> hess_g:=<map(_x->diff(_x,u1),grad_g)|map(_x->diff(_x,u2),grad_g)|map(_
> x->diff(_x,u3),grad_g)|map(_x->diff(_x,u4),grad_g)>:
> map(_x->evalf(subs(num,solnum,_x)),grad_g):
> map(_x->evalf(subs(num,solnum,_x)),hess_g):
> M:=-(DiagonalMatrix(<1|1|1|1>)-grad_g.Transpose(grad_g)/Norm(grad_g,2,
> conjugate=false)^2).hess_g/Norm(grad_g,2,conjugate=false):
> Mnum:=map(_x->evalf(subs(num,solnum,_x)),M);
Mnum :=
[0.000614816378567372974392585979320 ,
-0.0116183116116243281612654229112 ,
-0.000573373284883000134471679041010 ,
-0.000713911705034510284765423988376]
[0.0000157867985964623520085654659985 ,
-0.137716634653075004620307551850 ,
0.0155547104103061432509295616504 ,
0.0193672954829168170140631189703]
[ -5
[0.835152844265092281487270805652 10 ,
0.166739844643325812480067438882 ,
-0.0340213552191429707721507036239 ,
]
0.0102456820548182678055685111984]
[ -5
[-0.622961531139187778757812603112 10 ,
-0.124375447720974981776359682983 ,
-0.00613803118752803886389482548954 ,
]
0.0628819155269579205767490657498]
> curvatures:=Eigenvalues(Mnum);
[ -0.150290062567166656332912272142 + 0. I ]
[ ]
[ 0.000407816322332149654279388752865 + 0. I ]
curvatures := [ ]
[ -29 ]
[-0.192028063722549999999376072675 10 + 0. I]
[ ]
[ 0.0416409882781418248373162796491 + 0. I ]
> with(Statistics):
> X:=RandomVariable(Normal(0,1)):
> PFORM:=evalf(subs(x=-beta,CDF(X,x)));
PFORM := 0.156426191965496816525285557108
> PSORM:=PFORM:
> for i from 1 to 4 do
> PSORM:=PSORM/sqrt(1+beta*curvatures[i]);
> od:
> PSORM;
0.166341709365589303575903437939 - 0. I
>
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