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GSA TOOLBOX SAMO 2004 An evolution of Simlab: A scalable library for Sensitivity Analysis
Simlab <ul><li>Do it all - stand alone software </li></ul>UA SA User Interface Examples
Architecture Pros & Cons <ul><li>User Interface </li></ul><ul><li>Didactic usage </li></ul><ul><li>Poor integration with m...
Project Scoping <ul><li>An API for Sensitivity Analysis </li></ul><ul><li>Testing and Benchmarking of the API against scie...
Goals & Objectives <ul><li>Standard UA/SA API </li></ul><ul><li>Support for new SA techniques </li></ul><ul><li>Matlab sup...
The Solution <ul><li>A Dynamic Library </li></ul><ul><li>A set of test cases implemented in different technologies </li></...
SOFTWARE ARCHITECTURE
C/C++ - Fortran <ul><li>Powerful environment for coding and modeling </li></ul><ul><li>Fully fledged control of code </li>...
Matlab <ul><li>Powerful environment for Data Analysis </li></ul><ul><li>De Facto a Standard </li></ul><ul><li>Interpreted ...
Others for future <ul><li>Simulink </li></ul><ul><li>Gnuplot  </li></ul><ul><li>Java </li></ul>
Platforms supported <ul><li>WIN32 </li></ul><ul><li>VC ++ 6.0 </li></ul><ul><li>Compaq Visual Fortran </li></ul><ul><li>Ma...
Questions & Answers
The Test Cases <ul><li>A well known documented example </li></ul><ul><ul><li>Hedged Portfolio </li></ul></ul><ul><ul><li>L...
Why Test Cases ? <ul><li>Quick start guide example </li></ul><ul><li>Different usage of the library </li></ul><ul><li>Samp...
The Level E test case
Quality Assurance <ul><li>Survey of the user community </li></ul><ul><li>Highlight probs & needs </li></ul><ul><li>This pr...
Benchmarking <ul><li>Ensure Quality of Service </li></ul><ul><li>Compare computed results with other Scientific results </...
Questions & Answers
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Simlab a tool for sensitivity analysis http://simlab.jrc.it

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Sensitivity analysis summer school 2004 presentation

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Simlab a tool for sensitivity analysis http://simlab.jrc.it

  1. 1. GSA TOOLBOX SAMO 2004 An evolution of Simlab: A scalable library for Sensitivity Analysis
  2. 2. Simlab <ul><li>Do it all - stand alone software </li></ul>UA SA User Interface Examples
  3. 3. Architecture Pros & Cons <ul><li>User Interface </li></ul><ul><li>Didactic usage </li></ul><ul><li>Poor integration with model developers </li></ul><ul><li>Maintenance & extension </li></ul><ul><li>Scalability </li></ul><ul><li>Cost </li></ul>Pros Cons
  4. 4. Project Scoping <ul><li>An API for Sensitivity Analysis </li></ul><ul><li>Testing and Benchmarking of the API against scientific results </li></ul><ul><li>Wannabe an International Standard for UA/SA </li></ul>
  5. 5. Goals & Objectives <ul><li>Standard UA/SA API </li></ul><ul><li>Support for new SA techniques </li></ul><ul><li>Matlab support </li></ul><ul><li>Fortran and C/C++ support </li></ul><ul><li>Target the budget on specific UA/SA functionalities </li></ul>
  6. 6. The Solution <ul><li>A Dynamic Library </li></ul><ul><li>A set of test cases implemented in different technologies </li></ul><ul><li>A large based benchmarking </li></ul>
  7. 7. SOFTWARE ARCHITECTURE
  8. 8. C/C++ - Fortran <ul><li>Powerful environment for coding and modeling </li></ul><ul><li>Fully fledged control of code </li></ul><ul><li>Computational efficiency </li></ul>
  9. 9. Matlab <ul><li>Powerful environment for Data Analysis </li></ul><ul><li>De Facto a Standard </li></ul><ul><li>Interpreted language </li></ul><ul><li>Graphic support </li></ul>
  10. 10. Others for future <ul><li>Simulink </li></ul><ul><li>Gnuplot </li></ul><ul><li>Java </li></ul>
  11. 11. Platforms supported <ul><li>WIN32 </li></ul><ul><li>VC ++ 6.0 </li></ul><ul><li>Compaq Visual Fortran </li></ul><ul><li>Matlab </li></ul><ul><li>GCC </li></ul><ul><li>Linux </li></ul><ul><li>Other platforms that support GCC </li></ul><ul><li>.NET </li></ul><ul><li>SDK 1.1 </li></ul>Now Future
  12. 12. Questions & Answers
  13. 13. The Test Cases <ul><li>A well known documented example </li></ul><ul><ul><li>Hedged Portfolio </li></ul></ul><ul><ul><li>Level E </li></ul></ul><ul><li>Usage of: </li></ul><ul><ul><li>The GSA library </li></ul></ul><ul><ul><li>Fortran / C/C++ / Matlab </li></ul></ul>
  14. 14. Why Test Cases ? <ul><li>Quick start guide example </li></ul><ul><li>Different usage of the library </li></ul><ul><li>Sample usage of technology features </li></ul><ul><li>Why not to start from it ? </li></ul><ul><li>Benchmarking </li></ul>
  15. 15. The Level E test case
  16. 16. Quality Assurance <ul><li>Survey of the user community </li></ul><ul><li>Highlight probs & needs </li></ul><ul><li>This presentation </li></ul><ul><li>The User Questionnaire </li></ul>Needs Actions
  17. 17. Benchmarking <ul><li>Ensure Quality of Service </li></ul><ul><li>Compare computed results with other Scientific results </li></ul><ul><ul><li>Analytic / computed results </li></ul></ul><ul><ul><li>Scientific publications </li></ul></ul><ul><li>Produce new scientific results </li></ul><ul><li>Speed </li></ul>
  18. 18. Questions & Answers

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