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\documentclass[10pt,a4paper]{article}
\usepackage[left=1in,right=1in,top=1in,bottom=1in]{geometry}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{hyperref}
\usepackage{xcolor}
\setlength{\parindent}{0pt}
\newcommand{\code}[1]{{\color{blue}\texttt{#1}}}
\newcommand{\footpath}[1]{\footnote{\path{#1}}}
\newcommand{\N}{\mathbb{N}}
\newcommand{\R}{\mathbb{R}}
\newcommand{\C}{\mathbb{C}}
\newcommand{\I}{\mathcal{I}}
\DeclareMathOperator*{\argmin}{arg\,min}
\newcommand{\inner}[2]{\left\langle#1,#2\right\rangle_V}
\newcommand{\norm}[1]{\left\|#1\right\|_V}
\title{\bf The \code{RROMPy} rational interpolation method}
\author{D. Pradovera, CSQI, EPF Lausanne -- \texttt{davide.pradovera@epfl.ch}}
\date{}
\hypersetup{ pdftitle={The RROMPy rational interpolation method}, pdfauthor={Davide Pradovera} }
\begin{document}
\maketitle
\section*{Introduction}
This document provides an explanation for the numerical method provided by the class \code{Rational Interpolant}\footpath{./rrompy/reduction_methods/standard/rational_interpolant.py} and daughters, e.g. \code{Rational Interpolant Greedy}\footpath{./rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py}, as well as most of the pivoted approximants\footpath{./rrompy/reduction_methods/pivoted/{,greedy/}rational_interpolant_*.py}.
We restrict the discussion to the single-parameter case, and most of the focus will be dedicated to the impact of the \code{functionalSolve} parameter, whose allowed values are
\begin{itemize}
\item \code{NORM} (default): see \ref{sec:norm}; allows for derivative information, i.e. repeated sample points.
\item \code{DOMINANT}: see \ref{sec:dominant}; allows for derivative information, i.e. repeated sample points.
\item \code{BARYCENTRIC\_NORM}: see \ref{sec:barycentricnorm}; does not allow for a Least Squares (LS) approach.
\item \code{BARYCENTRIC\_AVERAGE}: see \ref{sec:barycentricaverage}; does not allow for a Least Squares (LS) approach.
-\item \code{NODAL}: see \ref{sec:nodal}; iterative method.
\end{itemize}
The main reference throughout the present document is \cite{Pradovera}.
\section{Aim of approximation}
We seek an approximation of $u:\C\to V$, with $(V,\inner{\cdot}{\cdot})$ a complex\footnote{The inner product is linear (resp. conjugate linear) in the first (resp. second) argument: $\inner{\alpha v}{\beta w}=\alpha\overline{\beta}\inner{v}{w}$.} Hilbert space (with induced norm $\norm{\cdot}$), of the form $\widehat{p}/\widehat{q}$, where $\widehat{p}:\C\to V$ and $\widehat{q}:\C\to\C$. For a given denominator $\widehat{q}$, the numerator $\widehat{p}$ is found by interpolation (possibly, LS or based on radial basis functions) of $\widehat{q}u$. Hence, here we focus on the computation of the denominator $\widehat{q}$.
Other than the choice of target function $u$, the parameters which affect the computation of $\widehat{q}$ are:
\begin{itemize}
\item $\code{mus}\subset\C$ ($\{\mu_j\}_{j=1}^S$ below); for all \code{functionalSolve} values but \code{NORM} and \code{DOMINANT}, the $S$ points must be distinct.
-\item $\code{N}\in\N$ ($N$ below); for \code{BARYCENTRIC}, $N$ must equal $S-1$.
+\item $\code{N}\in\N$ ($N$ below); for \code{BARYCENTRIC\_*}, $N$ must equal $S-1$.
\item $\code{polybasis0}\in\{\code{"CHEBYSHEV"}, \code{"LEGENDRE"}, \code{"MONOMIAL"}\}$; only for \code{NORM} and \code{DOMINANT}.
\end{itemize}
For simplicity, we will consider only the case of $S$ distinct sample points. One can deal with the case of confluent sample points by extending the standard (Lagrange) interpolation steps to Hermite-Lagrange ones.
The main motivation behind the method involves the modified approximation problem
\[u\approx\I^N\left(\Big(\big(\mu_j,\widehat{q}(\mu_j)u(\mu_j)\big)\Big)_{j=1}^S\right)\Big/\widehat{q},\]
where $\widehat{q}:\C\to\C$ is a polynomial of degree $\leq N.
#
from abc import abstractmethod
from copy import deepcopy as copy
import numpy as np
from collections.abc import Iterable
from matplotlib import pyplot as plt
from rrompy.reduction_methods.pivoted.generic_pivoted_approximant import (
GenericPivotedApproximantBase,
GenericPivotedApproximantPoleMatch)
from rrompy.reduction_methods.pivoted.gather_pivoted_approximant import (
gatherPivotedApproximant)
from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, paramVal,
paramList, ListAny)
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical import dot
from rrompy.utilities.numerical.point_matching import pointMatching
from rrompy.utilities.numerical.point_distances import doubleDistanceMatrix
from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert,
RROMPyWarning)
from rrompy.parameter import emptyParameterList
from rrompy.utilities.parallel import (masterCore, indicesScatter,
arrayGatherv, isend)
__all__ = ['GenericPivotedGreedyApproximantPoleMatch']
class GenericPivotedGreedyApproximantBase(GenericPivotedApproximantBase):
_allowedEstimatorKindsMarginal = ["LOOK_AHEAD", "LOOK_AHEAD_RECOVER",
"NONE"]
def __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(["matchingWeightError",
"errorEstimatorKindMarginal",
"greedyTolMarginal", "maxIterMarginal"],
[0., "NONE", 1e-1, 1e2])
super().__init__(*args, **kwargs)
self._postInit()
@property
def scaleFactorDer(self):
"""Value of scaleFactorDer."""
if self._scaleFactorDer == "NONE": return 1.
if self._scaleFactorDer == "AUTO": return self._scaleFactorOldPivot
return self._scaleFactorDer
@scaleFactorDer.setter
def scaleFactorDer(self, scaleFactorDer):
if isinstance(scaleFactorDer, (str,)):
scaleFactorDer = scaleFactorDer.upper()
elif isinstance(scaleFactorDer, Iterable):
scaleFactorDer = list(scaleFactorDer)
self._scaleFactorDer = scaleFactorDer
self._approxParameters["scaleFactorDer"] = self._scaleFactorDer
@property
def samplerMarginal(self):
"""Value of samplerMarginal."""
return self._samplerMarginal
@samplerMarginal.setter
def samplerMarginal(self, samplerMarginal):
if 'refine' not in dir(samplerMarginal):
raise RROMPyException("Marginal sampler type not recognized.")
GenericPivotedApproximantBase.samplerMarginal.fset(self,
samplerMarginal)
@property
def errorEstimatorKindMarginal(self):
"""Value of errorEstimatorKindMarginal."""
return self._errorEstimatorKindMarginal
@errorEstimatorKindMarginal.setter
def errorEstimatorKindMarginal(self, errorEstimatorKindMarginal):
errorEstimatorKindMarginal = errorEstimatorKindMarginal.upper()
if errorEstimatorKindMarginal not in (
self._allowedEstimatorKindsMarginal):
RROMPyWarning(("Marginal error estimator kind not recognized. "
"Overriding to 'NONE'."))
errorEstimatorKindMarginal = "NONE"
self._errorEstimatorKindMarginal = errorEstimatorKindMarginal
self._approxParameters["errorEstimatorKindMarginal"] = (
self.errorEstimatorKindMarginal)
@property
def matchingWeightError(self):
"""Value of matchingWeightError."""
return self._matchingWeightError
@matchingWeightError.setter
def matchingWeightError(self, matchingWeightError):
self._matchingWeightError = matchingWeightError
self._approxParameters["matchingWeightError"] = (
self.matchingWeightError)
@property
def greedyTolMarginal(self):
"""Value of greedyTolMarginal."""
return self._greedyTolMarginal
@greedyTolMarginal.setter
def greedyTolMarginal(self, greedyTolMarginal):
if greedyTolMarginal < 0:
raise RROMPyException("greedyTolMarginal must be non-negative.")
if (hasattr(self, "_greedyTolMarginal")
and self.greedyTolMarginal is not None):
greedyTolMarginalold = self.greedyTolMarginal
else:
greedyTolMarginalold = -1
self._greedyTolMarginal = greedyTolMarginal
self._approxParameters["greedyTolMarginal"] = self.greedyTolMarginal
if greedyTolMarginalold != self.greedyTolMarginal:
self.resetSamples()
@property
def maxIterMarginal(self):
"""Value of maxIterMarginal."""
return self._maxIterMarginal
@maxIterMarginal.setter
def maxIterMarginal(self, maxIterMarginal):
if maxIterMarginal <= 0:
raise RROMPyException("maxIterMarginal must be positive.")
if (hasattr(self, "_maxIterMarginal")
and self.maxIterMarginal is not None):
maxIterMarginalold = self.maxIterMarginal
else:
maxIterMarginalold = -1
self._maxIterMarginal = maxIterMarginal
self._approxParameters["maxIterMarginal"] = self.maxIterMarginal
if maxIterMarginalold != self.maxIterMarginal:
self.resetSamples()
def resetSamples(self):
"""Reset samples."""
super().resetSamples()
if not hasattr(self, "_temporaryPivot"):
self._mus = emptyParameterList()
self._musMarginal = emptyParameterList()
if hasattr(self, "samplerMarginal"): self.samplerMarginal.reset()
if hasattr(self, "samplingEngine") and self.samplingEngine is not None:
self.samplingEngine.resetHistory()
def _getDistanceApp(self, polesEx:Np1D, resEx:Np2D,
muTest:paramVal) -> float:
polesAp = self.trainedModel.interpolateMarginalPoles(muTest)[0]
if self.matchingWeightError != 0:
resAp = self.trainedModel.interpolateMarginalCoeffs(muTest)[0][
: len(polesAp), :]
resEx = dot(self.trainedModel.data.projMat, resEx)
resAp = dot(self.trainedModel.data.projMat, resAp)
else:
resAp = None
dist = doubleDistanceMatrix(polesEx, polesAp, self.matchingWeightError,
resEx, resAp, self.HFEngine, False,
self.trainedModel.data.chordalRadius)
pmR, pmC = pointMatching(dist)
return np.mean(dist[pmR, pmC])
def getErrorEstimatorMarginalLookAhead(self) -> Np1D:
if not hasattr(self.trainedModel, "_musMExcl"):
err = np.zeros(0)
err[:] = np.inf
self._musMarginalTestIdxs = np.zeros(0, dtype = int)
return err
self._musMarginalTestIdxs = np.array(self.trainedModel._idxExcl,
dtype = int)
idx, sizes = indicesScatter(len(self.trainedModel._musMExcl),
return_sizes = True)
err = []
if len(idx) > 0:
self.verbosity -= 25
self.trainedModel.verbosity -= 25
for j in idx:
muTest = self.trainedModel._musMExcl[j]
HITest = self.trainedModel._HIsExcl[j]
polesEx = HITest.poles
idxGood = np.isinf(polesEx) + np.isnan(polesEx) == False
polesEx = polesEx[idxGood]
if self.matchingWeightError != 0:
resEx = HITest.coeffs[np.where(idxGood)[0]]
else:
resEx = None
if len(polesEx) == 0:
err += [0.]
continue
err += [self._getDistanceApp(polesEx, resEx, muTest)]
self.verbosity += 25
self.trainedModel.verbosity += 25
return arrayGatherv(np.array(err), sizes)
def getErrorEstimatorMarginalNone(self) -> Np1D:
nErr = len(self.trainedModel.data.musMarginal)
self._musMarginalTestIdxs = np.arange(nErr)
return (1. + self.greedyTolMarginal) * np.ones(nErr)
def errorEstimatorMarginal(self, return_max : bool = False) -> Np1D:
vbMng(self.trainedModel, "INIT",
"Evaluating error estimator at mu = {}.".format(
self.trainedModel.data.musMarginal), 10)
if self.errorEstimatorKindMarginal == "NONE":
nErr = len(self.trainedModel.data.musMarginal)
self._musMarginalTestIdxs = np.arange(nErr)
err = (1. + self.greedyTolMarginal) * np.ones(nErr)
else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD":
err = self.getErrorEstimatorMarginalLookAhead()
vbMng(self.trainedModel, "DEL", "Done evaluating error estimator.", 10)
if not return_max: return err
idxMaxEst = np.where(err > self.greedyTolMarginal)[0]
maxErr = err[idxMaxEst]
if self.errorEstimatorKindMarginal == "NONE": maxErr = None
return err, idxMaxEst, maxErr
def plotEstimatorMarginal(self, est:Np1D, idxMax:List[int],
estMax:List[float]):
if self.errorEstimatorKindMarginal == "NONE": return
if (not (np.any(np.isnan(est)) or np.any(np.isinf(est)))
and masterCore() and hasattr(self.trainedModel, "_musMExcl")):
fig = plt.figure(figsize = plt.figaspect(1. / self.nparMarginal))
for jpar in range(self.nparMarginal):
ax = fig.add_subplot(1, self.nparMarginal, 1 + jpar)
musre = np.real(self.trainedModel._musMExcl)
if len(idxMax) > 0 and estMax is not None:
maxrej = musre[idxMax, jpar]
errCP = copy(est)
idx = np.delete(np.arange(self.nparMarginal), jpar)
while len(musre) > 0:
if self.nparMarginal == 1:
currIdx = np.arange(len(musre))
else:
currIdx = np.where(np.isclose(np.sum(
np.abs(musre[:, idx] - musre[0, idx]), 1),
0., atol = 1e-15))[0]
currIdxSorted = currIdx[np.argsort(musre[currIdx, jpar])]
ax.semilogy(musre[currIdxSorted, jpar],
errCP[currIdxSorted], 'k.-', linewidth = 1)
musre = np.delete(musre, currIdx, 0)
errCP = np.delete(errCP, currIdx)
ax.semilogy(self.musMarginal.re(jpar),
(self.greedyTolMarginal,) * len(self.musMarginal),
'*m')
if len(idxMax) > 0 and estMax is not None:
ax.semilogy(maxrej, estMax, 'xr')
ax.set_xlim(*list(self.samplerMarginal.lims.re(jpar)))
ax.grid()
plt.tight_layout()
plt.show()
def _addMarginalSample(self, mus:paramList):
mus = self.checkParameterListMarginal(mus)
if len(mus) == 0: return
self._nmusOld, nmus = len(self.musMarginal), len(mus)
if (hasattr(self, "trainedModel") and self.trainedModel is not None
and hasattr(self.trainedModel, "_musMExcl")):
self._nmusOld += len(self.trainedModel._musMExcl)
vbMng(self, "MAIN",
("Adding marginal sample point{} no. {}{} at {} to training "
"set.").format("s" * (nmus > 1), self._nmusOld + 1,
"--{}".format(self._nmusOld + nmus) * (nmus > 1),
mus), 3)
self.musMarginal.append(mus)
self.setupApproxPivoted(mus)
self._preliminaryMarginalFinalization()
del self._nmusOld
if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD"
and not self.firstGreedyIterM):
ubRange = len(self.trainedModel.data.musMarginal)
if hasattr(self.trainedModel, "_idxExcl"):
shRange = len(self.trainedModel._musMExcl)
else:
shRange = 0
testIdxs = list(range(ubRange + shRange - len(mus),
ubRange + shRange))
for j in testIdxs[::-1]:
self.musMarginal.pop(j - shRange)
if hasattr(self.trainedModel, "_idxExcl"):
testIdxs = self.trainedModel._idxExcl + testIdxs
self._updateTrainedModelMarginalSamples(testIdxs)
self._finalizeMarginalization()
self._SMarginal = len(self.musMarginal)
self._approxParameters["SMarginal"] = self.SMarginal
self.trainedModel.data.approxParameters["SMarginal"] = self.SMarginal
def greedyNextSampleMarginal(self, muidx:List[int],
plotEst : str = "NONE") \
-> Tuple[Np1D, List[int], float, paramVal]:
RROMPyAssert(self._mode, message = "Cannot add greedy sample.")
muidx = self._musMarginalTestIdxs[muidx]
if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD"
and not self.firstGreedyIterM):
if not hasattr(self.trainedModel, "_idxExcl"):
raise RROMPyException(("Sample index to be added not present "
"in trained model."))
testIdxs = copy(self.trainedModel._idxExcl)
skippedIdx = 0
for cj, j in enumerate(self.trainedModel._idxExcl):
if j in muidx:
testIdxs.pop(skippedIdx)
self.musMarginal.insert(self.trainedModel._musMExcl[cj],
j - skippedIdx)
else:
skippedIdx += 1
if len(self.trainedModel._idxExcl) < (len(muidx)
+ len(testIdxs)):
raise RROMPyException(("Sample index to be added not present "
"in trained model."))
self._updateTrainedModelMarginalSamples(testIdxs)
self._SMarginal = len(self.musMarginal)
self._approxParameters["SMarginal"] = self.SMarginal
self.trainedModel.data.approxParameters["SMarginal"] = (
self.SMarginal)
self.firstGreedyIterM = False
idxAdded = self.samplerMarginal.refine(muidx)[0]
self._addMarginalSample(self.samplerMarginal.points[idxAdded])
errorEstTest, muidx, maxErrorEst = self.errorEstimatorMarginal(True)
if plotEst == "ALL":
self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst)
return (errorEstTest, muidx, maxErrorEst,
self.samplerMarginal.points[muidx])
def _preliminaryTrainingMarginal(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
if np.sum(self.samplingEngine.nsamples) > 0: return
self.resetSamples()
self._addMarginalSample(self.samplerMarginal.generatePoints(
self.SMarginal))
def _preSetupApproxPivoted(self, mus:paramList) \
-> Tuple[ListAny, ListAny, ListAny]:
self.computeScaleFactor()
if self.trainedModel is None:
self._setupTrainedModel(np.zeros((0, 0)))
self.trainedModel.data.Qs, self.trainedModel.data.Ps = [], []
self.trainedModel.data.Psupp = []
self._trainedModelOld = copy(self.trainedModel)
self._scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
self._musLoc = copy(self.mus)
idx, sizes = indicesScatter(len(mus), return_sizes = True)
emptyCores = np.where(sizes == 0)[0]
self.verbosity -= 10
self.samplingEngine.verbosity -= 10
return idx, sizes, emptyCores
def _postSetupApproxPivoted(self, mus:Np2D, pMat:Np2D, Ps:ListAny,
Qs:ListAny, sizes:ListAny):
self.scaleFactor = self._scaleFactorOldPivot
del self._scaleFactorOldPivot, self._temporaryPivot
pMat, Ps, Qs, mus, nsamples = gatherPivotedApproximant(pMat, Ps, Qs,
mus, sizes,
self.polybasis)
if len(self._musLoc) > 0:
self._mus = self.checkParameterList(self._musLoc)
self._mus.append(mus)
else:
self._mus = self.checkParameterList(mus)
self.trainedModel = self._trainedModelOld
del self._trainedModelOld
padLeft = self.trainedModel.data.projMat.shape[1]
suppNew = np.append(0, np.cumsum(nsamples))
self._setupTrainedModel(pMat, padLeft > 0)
self.trainedModel.data.Qs += Qs
self.trainedModel.data.Ps += Ps
self.trainedModel.data.Psupp += list(padLeft + suppNew[: -1])
self.trainedModel.data.approxParameters = copy(self.approxParameters)
self.verbosity += 10
self.samplingEngine.verbosity += 10
def _localPivotedResult(self, pMat:Np2D, req:ListAny, emptyCores:ListAny,
mus:Np2D) -> Tuple[Np2D, ListAny, Np2D]:
pMati = self.samplingEngine.projectionMatrix
musi = self.samplingEngine.mus
if not hasattr(self, "matchState") or not self.matchState:
if self.POD == 1 and not (
hasattr(self.HFEngine.C, "is_mu_independent")
and self.HFEngine.C.is_mu_independent in self._output_lvl):
raise RROMPyException(("Cannot apply mu-dependent C "
"to orthonormalized samples."))
vbMng(self, "INIT", "Extracting system output from state.", 35)
pMatiEff = None
for j, mu in enumerate(musi):
pMij = np.expand_dims(self.HFEngine.applyC(pMati[:, j], mu),
-1)
if pMatiEff is None:
pMatiEff = np.array(pMij)
else:
pMatiEff = np.append(pMatiEff, pMij, axis = 1)
pMati = pMatiEff
vbMng(self, "DEL", "Done extracting system output.", 35)
if pMat is None:
mus = copy(musi.data)
pMat = copy(pMati)
if masterCore():
for dest in emptyCores:
req += [isend((len(pMat), pMat.dtype, mus.dtype),
dest = dest, tag = dest)]
else:
mus = np.vstack((mus, musi.data))
pMat = np.hstack((pMat, pMati))
return pMat, req, mus
@abstractmethod
def setupApproxPivoted(self, mus:paramList) -> int:
if self.checkComputedApproxPivoted(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up pivoted approximant.", 10)
self._preSetupApproxPivoted()
data = []
pass
self._postSetupApproxPivoted(mus, data)
vbMng(self, "DEL", "Done setting up pivoted approximant.", 10)
return 0
def setupApprox(self, plotEst : str = "NONE") -> int:
"""Compute greedy snapshots of solution map."""
if self.checkComputedApprox(): return -1
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5)
vbMng(self, "INIT", "Starting computation of snapshots.", 5)
max2ErrorEst, self.firstGreedyIterM = np.inf, True
self._preliminaryTrainingMarginal()
if self.errorEstimatorKindMarginal == "NONE":
muidx = []
else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD":
muidx = np.arange(len(self.trainedModel.data.musMarginal))
self._musMarginalTestIdxs = np.array(muidx)
while self.firstGreedyIterM or (max2ErrorEst > self.greedyTolMarginal
and self.samplerMarginal.npoints < self.maxIterMarginal):
errorEstTest, muidx, maxErrorEst, mu = \
self.greedyNextSampleMarginal(muidx, plotEst)
if maxErrorEst is None:
max2ErrorEst = 1. + self.greedyTolMarginal
else:
if len(maxErrorEst) > 0:
max2ErrorEst = np.max(maxErrorEst)
else:
max2ErrorEst = np.max(errorEstTest)
vbMng(self, "MAIN", ("Uniform testing error estimate "
"{:.4e}.").format(max2ErrorEst), 5)
if plotEst == "LAST":
self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst)
vbMng(self, "DEL", ("Done computing snapshots (final snapshot count: "
"{}).").format(len(self.mus)), 5)
if (self.errorEstimatorKindMarginal == "LOOK_AHEAD_RECOVER"
and hasattr(self.trainedModel, "_idxExcl")
and len(self.trainedModel._idxExcl) > 0):
vbMng(self, "INIT", "Recovering {} test models.".format(
len(self.trainedModel._idxExcl)), 7)
for j, mu in zip(self.trainedModel._idxExcl,
self.trainedModel._musMExcl):
self.musMarginal.insert(mu, j)
self._preliminaryMarginalFinalization()
self._updateTrainedModelMarginalSamples()
self._finalizeMarginalization()
self._SMarginal = len(self.musMarginal)
self._approxParameters["SMarginal"] = self.SMarginal
self.trainedModel.data.approxParameters["SMarginal"] = (
self.SMarginal)
vbMng(self, "DEL", "Done recovering test models.", 7)
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
def checkComputedApproxPivoted(self) -> bool:
return (super().checkComputedApprox()
and len(self.musMarginal) == len(self.trainedModel.data.musMarginal))
class GenericPivotedGreedyApproximantPoleMatch(
GenericPivotedGreedyApproximantBase,
GenericPivotedApproximantPoleMatch):
"""
ROM pivoted greedy interpolant computation for parametric problems (with
pole matching) (ABSTRACT).
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'matchState': whether to match the system state rather than the
system output; defaults to False;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues; if <= 0, Euclidean metric is used; if
'AUTO', automatically selected; defaults to -1;
- 'matchingShared': required ratio of marginal points to share
resonance; defaults to 1.;
- - 'badPoleCorrectionTol': tolerance for correction of bad poles;
- defaults to 1., i.e. all corrections allowed;
+ - 'badPoleCorrection': strategy for correction of bad poles;
+ available values include 'ERASE', 'RATIONAL', and 'POLYNOMIAL';
+ defaults to 'ERASE';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginal': marginal sample point generator via sparse
grid;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
available values include 'LOOK_AHEAD', 'LOOK_AHEAD_RECOVER',
and 'NONE'; defaults to 'NONE';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL_*',
'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and
'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL';
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant; defaults to
'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'nNeighborsMarginal': number of marginal nearest neighbors;
defaults to 1; only for 'NEARESTNEIGHBOR';
. 'polydegreetypeMarginal': type of polynomial degree for
marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'interpTolMarginal': tolerance for marginal interpolation;
defaults to None; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights; only for
radial basis.
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm; defaults to 1e-1;
- 'maxIterMarginal': maximum number of marginal greedy steps;
defaults to 1e2;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'matchState': whether to match the system state rather than the
system output;
- 'matchingWeight': weight for pole matching optimization;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues;
- 'matchingShared': required ratio of marginal points to share
resonance;
- 'badPoleCorrection': strategy for correction of bad poles;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant;
. 'nNeighborsMarginal': number of marginal nearest neighbors;
. 'polydegreetypeMarginal': type of polynomial degree for
marginal;
. 'interpTolMarginal': tolerance for marginal interpolation;
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights.
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator via sparse
grid.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
matchState: Whether to match the system state rather than the system
output.
matchingWeight: Weight for pole matching optimization.
matchingChordalRadius: Radius to be used in chordal metric for poles
and residues.
matchingShared: Required ratio of marginal points to share resonance.
badPoleCorrection: Strategy for correction of bad poles.
matchingWeightError: Weight for pole matching optimization in error
estimation.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator via sparse grid.
errorEstimatorKindMarginal: Kind of marginal error estimator.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
paramsMarginal: Dictionary of parameters for marginal interpolation.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
"""
def _updateTrainedModelMarginalSamples(self, idx : ListAny = []):
self.trainedModel.updateEffectiveSamples(idx, self.matchingWeight,
self.HFEngine, False,
self.matchingChordalRadius)
def setupApprox(self, *args, **kwargs) -> int:
if self.checkComputedApprox(): return -1
self.purgeparamsMarginal()
_polybasisMarginal = self.polybasisMarginal
self._polybasisMarginal = ("PIECEWISE_LINEAR_"
+ self.samplerMarginal.kind)
setupOK = super().setupApprox(*args, **kwargs)
self._polybasisMarginal = _polybasisMarginal
if self.matchState: self._postApplyC()
return setupOK
diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py
index 2070725..66760b6 100644
--- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py
+++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py
@@ -1,361 +1,361 @@
#Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_greedy_approximant import (
GenericPivotedGreedyApproximantBase,
GenericPivotedGreedyApproximantPoleMatch)
from rrompy.reduction_methods.standard.greedy import RationalInterpolantGreedy
from rrompy.reduction_methods.standard.greedy.generic_greedy_approximant \
import pruneSamples
from rrompy.reduction_methods.pivoted import (
RationalInterpolantGreedyPivotedPoleMatch)
from rrompy.utilities.base.types import Np1D, Tuple, paramVal, paramList
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.exception_manager import RROMPyAssert
from rrompy.parameter import emptyParameterList
from rrompy.utilities.parallel import poolRank, recv
__all__ = ['RationalInterpolantGreedyPivotedGreedyPoleMatch']
class RationalInterpolantGreedyPivotedGreedyBase(
GenericPivotedGreedyApproximantBase):
@property
def sampleBatchSize(self):
"""Value of sampleBatchSize."""
return 1
@property
def sampleBatchIdx(self):
"""Value of sampleBatchIdx."""
return self.S
def greedyNextSample(self, muidx:int, plotEst : str = "NONE")\
-> Tuple[Np1D, int, float, paramVal]:
"""Compute next greedy snapshot of solution map."""
RROMPyAssert(self._mode, message = "Cannot add greedy sample.")
mus = copy(self.muTest[muidx])
self.muTest.pop(muidx)
for j, mu in enumerate(mus):
vbMng(self, "MAIN",
("Adding sample point no. {} at {} to training "
"set.").format(len(self.mus) + 1, mu), 3)
self.mus.append(mu)
self._S = len(self.mus)
self._approxParameters["S"] = self.S
if (self.samplingEngine.nsamples <= len(mus) - j - 1
or not np.allclose(mu, self.samplingEngine.mus[j - len(mus)])):
self.samplingEngine.nextSample(mu)
if self._isLastSampleCollinear():
vbMng(self, "MAIN",
("Collinearity above tolerance detected. Starting "
"preemptive greedy loop termination."), 3)
self._collinearityFlag = 1
errorEstTest = np.empty(len(self.muTest))
errorEstTest[:] = np.nan
return errorEstTest, [-1], np.nan, np.nan
errorEstTest, muidx, maxErrorEst = self.errorEstimator(self.muTest,
True)
if plotEst == "ALL":
self.plotEstimator(errorEstTest, muidx, maxErrorEst)
return errorEstTest, muidx, maxErrorEst, self.muTest[muidx]
def _setSampleBatch(self, maxS:int):
return self.S
def _preliminaryTraining(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
if self.samplingEngine.nsamples > 0: return
self.resetSamples()
self.samplingEngine.scaleFactor = self.scaleFactorDer
musPivot = self.samplerTrainSet.generatePoints(self.S)
while len(musPivot) > self.S: musPivot.pop()
muTestBasePivot = self.samplerPivot.generatePoints(self.nTestPoints,
False)
idxPop = pruneSamples(self.mapParameterListPivot(muTestBasePivot),
self.mapParameterListPivot(musPivot),
1e-10 * self.scaleFactorPivot[0])
muTestBasePivot.pop(idxPop)
self._mus = emptyParameterList()
self.mus.reset((self.S - 1, self.HFEngine.npar))
self.muTest = emptyParameterList()
self.muTest.reset((len(muTestBasePivot) + 1, self.HFEngine.npar))
self.mus.data[:, self.directionPivot] = musPivot[: -1]
self.mus.data[:, self.directionMarginal] = np.repeat(self.muMargLoc,
self.S - 1, axis = 0)
self.muTest.data[: -1, self.directionPivot] = muTestBasePivot.data
self.muTest.data[-1, self.directionPivot] = musPivot[-1]
self.muTest.data[:, self.directionMarginal] = np.repeat(self.muMargLoc,
len(muTestBasePivot) + 1,
axis = 0)
if len(self.mus) > 0:
vbMng(self, "MAIN",
("Adding first {} sample point{} at {} to training "
"set.").format(self.S - 1, "" + "s" * (self.S > 2),
self.mus), 3)
self.samplingEngine.iterSample(self.mus)
self._S = len(self.mus)
self._approxParameters["S"] = self.S
self.M, self.N = ("AUTO",) * 2
def setupApproxPivoted(self, mus:paramList) -> int:
if self.checkComputedApproxPivoted(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up pivoted approximant.", 10)
if not hasattr(self, "_plotEstPivot"): self._plotEstPivot = "NONE"
idx, sizes, emptyCores = self._preSetupApproxPivoted(mus)
S0 = copy(self.S)
pMat, Ps, Qs, req, musA = None, [], [], [], None
if len(idx) == 0:
vbMng(self, "MAIN", "Idling.", 45)
if self.storeAllSamples: self.storeSamples()
pL, pT, mT = recv(source = 0, tag = poolRank())
pMat = np.empty((pL, 0), dtype = pT)
musA = np.empty((0, self.mu0.shape[1]), dtype = mT)
else:
for i in idx:
self.muMargLoc = mus[[i]]
vbMng(self, "MAIN", "Building marginal model no. {} at "
"{}.".format(i + 1, self.muMargLoc), 25)
self.samplingEngine.resetHistory()
self.trainedModel = None
self.verbosity -= 5
self.samplingEngine.verbosity -= 10
RationalInterpolantGreedy.setupApprox(self, self._plotEstPivot)
self.verbosity += 5
self.samplingEngine.verbosity += 10
if self.storeAllSamples: self.storeSamples(i + self._nmusOld)
pMat, req, musA = self._localPivotedResult(pMat, req,
emptyCores, musA)
Ps += [copy(self.trainedModel.data.P)]
Qs += [copy(self.trainedModel.data.Q)]
self._S = S0
del self.muMargLoc
for r in req: r.wait()
self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes)
vbMng(self, "DEL", "Done setting up pivoted approximant.", 10)
return 0
def setupApprox(self, plotEst : str = "NONE") -> int:
if self.checkComputedApprox(): return -1
if '_' not in plotEst: plotEst = plotEst + "_NONE"
plotEstM, self._plotEstPivot = plotEst.split("_")
val = super().setupApprox(plotEstM)
return val
class RationalInterpolantGreedyPivotedGreedyPoleMatch(
RationalInterpolantGreedyPivotedGreedyBase,
GenericPivotedGreedyApproximantPoleMatch,
RationalInterpolantGreedyPivotedPoleMatch):
"""
ROM greedy pivoted greedy rational interpolant computation for parametric
problems (with pole matching).
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'matchState': whether to match the system state rather than the
system output; defaults to False;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues; if <= 0, Euclidean metric is used; if
'AUTO', automatically selected; defaults to -1;
- 'matchingShared': required ratio of marginal points to share
resonance; defaults to 1.;
- 'badPoleCorrection': strategy for correction of bad poles;
available values include 'ERASE', 'RATIONAL', and 'POLYNOMIAL';
defaults to 'ERASE';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginal': marginal sample point generator via sparse
grid;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER';
defaults to 'NONE';
- 'polybasis': type of polynomial basis for pivot interpolation;
defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL_*',
'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and
'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL';
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant; defaults to
'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'nNeighborsMarginal': number of marginal nearest neighbors;
defaults to 1; only for 'NEARESTNEIGHBOR';
. 'polydegreetypeMarginal': type of polynomial degree for
marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'interpTolMarginal': tolerance for marginal interpolation;
defaults to None; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights; only for
radial basis.
- 'greedyTol': uniform error tolerance for greedy algorithm;
defaults to 1e-2;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
defaults to 0.;
- 'maxIter': maximum number of greedy steps; defaults to 1e2;
- 'nTestPoints': number of test points; defaults to 5e2;
- 'samplerTrainSet': training sample points generator; defaults to
samplerPivot;
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD',
'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE';
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm; defaults to 1e-1;
- 'maxIterMarginal': maximum number of marginal greedy steps;
defaults to 1e2;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'matchState': whether to match the system state rather than the
system output;
- 'matchingWeight': weight for pole matching optimization;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues;
- 'matchingShared': required ratio of marginal points to share
resonance;
- 'badPoleCorrection': strategy for correction of bad poles;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
- 'polybasis': type of polynomial basis for pivot interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant;
. 'nNeighborsMarginal': number of marginal nearest neighbors;
. 'polydegreetypeMarginal': type of polynomial degree for
marginal;
. 'interpTolMarginal': tolerance for marginal interpolation;
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights.
- 'greedyTol': uniform error tolerance for greedy algorithm;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
- 'maxIter': maximum number of greedy steps;
- 'nTestPoints': number of test points;
- 'samplerTrainSet': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator via sparse
grid.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
matchState: Whether to match the system state rather than the system
output.
matchingWeight: Weight for pole matching optimization.
matchingChordalRadius: Radius to be used in chordal metric for poles
and residues.
matchingShared: Required ratio of marginal points to share resonance.
badPoleCorrection: Strategy for correction of bad poles.
matchingWeightError: Weight for pole matching optimization in error
estimation.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator via sparse grid.
errorEstimatorKindMarginal: Kind of marginal error estimator.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
paramsMarginal: Dictionary of parameters for marginal interpolation.
greedyTol: uniform error tolerance for greedy algorithm.
collinearityTol: Collinearity tolerance for greedy algorithm.
maxIter: maximum number of greedy steps.
nTestPoints: number of starting training points.
samplerTrainSet: training sample points generator.
errorEstimatorKind: kind of error estimator.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
"""
diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py
index 3330a75..1aad812 100644
--- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py
+++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py
@@ -1,295 +1,295 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_greedy_approximant import (
GenericPivotedGreedyApproximantBase,
GenericPivotedGreedyApproximantPoleMatch)
from rrompy.reduction_methods.standard import RationalInterpolant
from rrompy.reduction_methods.pivoted import (
RationalInterpolantPivotedPoleMatch)
from rrompy.utilities.base.types import paramList
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.exception_manager import RROMPyAssert
from rrompy.parameter import emptyParameterList
from rrompy.utilities.parallel import poolRank, recv
__all__ = ['RationalInterpolantPivotedGreedyPoleMatch']
class RationalInterpolantPivotedGreedyBase(
GenericPivotedGreedyApproximantBase):
def computeSnapshots(self):
"""Compute snapshots of solution map."""
RROMPyAssert(self._mode,
message = "Cannot start snapshot computation.")
vbMng(self, "INIT", "Starting computation of snapshots.", 5)
self.samplingEngine.scaleFactor = self.scaleFactorDer
if not hasattr(self, "musPivot") or len(self.musPivot) != self.S:
self.musPivot = self.samplerPivot.generatePoints(self.S)
while len(self.musPivot) > self.S: self.musPivot.pop()
musLoc = emptyParameterList()
musLoc.reset((self.S, self.HFEngine.npar))
self.samplingEngine.resetHistory()
musLoc.data[:, self.directionPivot] = self.musPivot.data
musLoc.data[:, self.directionMarginal] = np.repeat(self.muMargLoc,
self.S, axis = 0)
self.samplingEngine.iterSample(musLoc)
vbMng(self, "DEL", "Done computing snapshots.", 5)
self._m_selfmus = copy(musLoc)
self._mus = self.musPivot
self._m_HFEparameterMap = copy(self.HFEngine.parameterMap)
self.HFEngine.parameterMap = {
"F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]],
"B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]}
def setupApproxPivoted(self, mus:paramList) -> int:
if self.checkComputedApproxPivoted(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up pivoted approximant.", 10)
idx, sizes, emptyCores = self._preSetupApproxPivoted(mus)
pMat, Ps, Qs, req, musA = None, [], [], [], None
if len(idx) == 0:
vbMng(self, "MAIN", "Idling.", 45)
if self.storeAllSamples: self.storeSamples()
pL, pT, mT = recv(source = 0, tag = poolRank())
pMat = np.empty((pL, 0), dtype = pT)
musA = np.empty((0, self.mu0.shape[1]), dtype = mT)
else:
for i in idx:
self.muMargLoc = mus[[i]]
vbMng(self, "MAIN", "Building marginal model no. {} at "
"{}.".format(i + 1, self.muMargLoc), 25)
self.samplingEngine.resetHistory()
self.trainedModel = None
self.verbosity -= 5
self.samplingEngine.verbosity -= 5
RationalInterpolant.setupApprox(self)
self.verbosity += 5
self.samplingEngine.verbosity += 5
self._mus = self._m_selfmus
self.HFEngine.parameterMap = self._m_HFEparameterMap
del self._m_selfmus, self._m_HFEparameterMap
if self.storeAllSamples: self.storeSamples(i + self._nmusOld)
pMat, req, musA = self._localPivotedResult(pMat, req,
emptyCores, musA)
Ps += [copy(self.trainedModel.data.P)]
Qs += [copy(self.trainedModel.data.Q)]
del self.muMargLoc
for r in req: r.wait()
self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes)
vbMng(self, "DEL", "Done setting up pivoted approximant.", 10)
return 0
class RationalInterpolantPivotedGreedyPoleMatch(
RationalInterpolantPivotedGreedyBase,
GenericPivotedGreedyApproximantPoleMatch,
RationalInterpolantPivotedPoleMatch):
"""
ROM pivoted greedy rational interpolant computation for parametric
problems (with pole matching).
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'matchState': whether to match the system state rather than the
system output; defaults to False;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues; if <= 0, Euclidean metric is used; if
'AUTO', automatically selected; defaults to -1;
- 'matchingShared': required ratio of marginal points to share
resonance; defaults to 1.;
- 'badPoleCorrection': strategy for correction of bad poles;
available values include 'ERASE', 'RATIONAL', and 'POLYNOMIAL';
defaults to 'ERASE';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginal': marginal sample point generator via sparse
grid;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER';
defaults to 'NONE';
- 'polybasis': type of polynomial basis for pivot interpolation;
defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL_*',
'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and
'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL';
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant; defaults to
'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'nNeighborsMarginal': number of marginal nearest neighbors;
defaults to 1; only for 'NEARESTNEIGHBOR';
. 'polydegreetypeMarginal': type of polynomial degree for
marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'interpTolMarginal': tolerance for marginal interpolation;
defaults to None; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights; only for
radial basis.
- 'M': degree of rational interpolant numerator; defaults to
'AUTO', i.e. maximum allowed;
- 'N': degree of rational interpolant denominator; defaults to
'AUTO', i.e. maximum allowed;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm; defaults to 1e-1;
- 'maxIterMarginal': maximum number of marginal greedy steps;
defaults to 1e2;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator; defaults to 1;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights; defaults to [-1, -1];
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musPivot: Array of pivot snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'matchState': whether to match the system state rather than the
system output;
- 'matchingWeight': weight for pole matching optimization;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues;
- 'matchingShared': required ratio of marginal points to share
resonance;
- 'badPoleCorrection': strategy for correction of bad poles;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'errorEstimatorKindMarginal': kind of marginal error estimator;
- 'polybasis': type of polynomial basis for pivot interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant;
. 'nNeighborsMarginal': number of marginal nearest neighbors;
. 'polydegreetypeMarginal': type of polynomial degree for
marginal;
. 'interpTolMarginal': tolerance for marginal interpolation;
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights.
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator via sparse
grid.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
matchState: Whether to match the system state rather than the system
output.
matchingWeight: Weight for pole matching optimization.
matchingChordalRadius: Radius to be used in chordal metric for poles
and residues.
matchingShared: Required ratio of marginal points to share resonance.
badPoleCorrection: Strategy for correction of bad poles.
matchingWeightError: Weight for pole matching optimization in error
estimation.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator via sparse grid.
errorEstimatorKindMarginal: Kind of marginal error estimator.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
paramsMarginal: Dictionary of parameters for marginal interpolation.
M: Degree of rational interpolant numerator.
N: Degree of rational interpolant denominator.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
radialDirectionalWeights: Radial basis weights for pivot numerator.
radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial
basis weights.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
"""
diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
index 626ef1d..2e7cb2b 100644
--- a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
+++ b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
@@ -1,571 +1,571 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_approximant import (GenericPivotedApproximantBase,
GenericPivotedApproximantNoMatch,
GenericPivotedApproximantPoleMatch)
from .gather_pivoted_approximant import gatherPivotedApproximant
from rrompy.reduction_methods.standard.greedy.rational_interpolant_greedy \
import RationalInterpolantGreedy
from rrompy.reduction_methods.standard.greedy.generic_greedy_approximant \
import pruneSamples
from rrompy.utilities.base.types import Np1D
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.poly_fitting.polynomial import polyvander as pv
from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert
from rrompy.parameter import emptyParameterList
from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv
__all__ = ['RationalInterpolantGreedyPivotedNoMatch',
'RationalInterpolantGreedyPivotedPoleMatch']
class RationalInterpolantGreedyPivotedBase(GenericPivotedApproximantBase,
RationalInterpolantGreedy):
def __init__(self, *args, **kwargs):
self._preInit()
super().__init__(*args, **kwargs)
if self.nparPivot > 1: self.HFEngine._ignoreResidues = 1
self._postInit()
@property
def tModelType(self):
if hasattr(self, "_temporaryPivot"):
return RationalInterpolantGreedy.tModelType.fget(self)
return super().tModelType
def _polyvanderAuxiliary(self, mus, deg, *args):
degEff = [0] * self.npar
degEff[self.directionPivot[0]] = deg
return pv(mus, degEff, *args)
def _marginalizeMiscellanea(self, forward:bool):
if forward:
self._m_selfmus = copy(self.mus)
self._m_HFEparameterMap = copy(self.HFEngine.parameterMap)
self._mus = self.checkParameterListPivot(
self.mus(self.directionPivot))
self.HFEngine.parameterMap = {
"F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]],
"B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]}
else:
self._mus = self._m_selfmus
self.HFEngine.parameterMap = self._m_HFEparameterMap
del self._m_selfmus, self._m_HFEparameterMap
def _marginalizeTrainedModel(self, forward:bool):
if forward:
del self._temporaryPivot
self.trainedModel.data.mu0 = self.mu0
self.trainedModel.data.scaleFactor = [1.] * self.npar
self.trainedModel.data.scaleFactor[self.directionPivot[0]] = (
self.scaleFactor[0])
self.trainedModel.data.parameterMap = self.HFEngine.parameterMap
self._m_musUniqueCN = copy(self._musUniqueCN)
musUniqueCNAux = np.zeros((self.S, self.npar),
dtype = self._musUniqueCN.dtype)
musUniqueCNAux[:, self.directionPivot[0]] = self._musUniqueCN(0)
self._musUniqueCN = self.checkParameterList(musUniqueCNAux)
self._m_derIdxs = copy(self._derIdxs)
for j in range(len(self._derIdxs)):
for l in range(len(self._derIdxs[j])):
derjl = self._derIdxs[j][l][0]
self._derIdxs[j][l] = [0] * self.npar
self._derIdxs[j][l][self.directionPivot[0]] = derjl
self.trainedModel.data.Q._dirPivot = self.directionPivot[0]
self.trainedModel.data.P._dirPivot = self.directionPivot[0]
# tell greedy error estimator that operator / RHS is pivot-affine
if hasattr(self.HFEngine.A, "is_affine"):
self._A_is_affine = self.HFEngine.A.is_affine
else:
self._A_is_affine = 0
if hasattr(self.HFEngine.b, "is_affine"):
self._b_is_affine = self.HFEngine.b.is_affine
else:
self._b_is_affine = 0
if self._A_is_affine >= 1 / 2 and self._b_is_affine >= 1 / 2:
self._affine_lvl += [1 / 2]
else:
self._temporaryPivot = 1
self.trainedModel.data.mu0 = self.checkParameterListPivot(
self.mu0(self.directionPivot))
self.trainedModel.data.scaleFactor = self.scaleFactor
self.trainedModel.data.parameterMap = {
"F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]],
"B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]}
self._musUniqueCN = copy(self._m_musUniqueCN)
self._derIdxs = copy(self._m_derIdxs)
del self._m_musUniqueCN, self._m_derIdxs
del self.trainedModel.data.Q._dirPivot
del self.trainedModel.data.P._dirPivot
if self._A_is_affine >= 1 / 2 and self._b_is_affine >= 1 / 2:
self._affine_lvl.pop()
del self._A_is_affine, self._b_is_affine
self.trainedModel.data.npar = self.npar
def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D:
"""Standard residual-based error estimator."""
setupOK = self.setupApproxLocal()
if setupOK > 0:
err = np.empty(len(mus))
err[:] = np.nan
if not return_max: return err
return err, [- setupOK], np.nan
self._marginalizeTrainedModel(True)
errRes = super().errorEstimator(mus, return_max)
self._marginalizeTrainedModel(False)
return errRes
def _preliminaryTraining(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
self._S = self._setSampleBatch(self.S)
self.resetSamples()
self.samplingEngine.scaleFactor = self.scaleFactorDer
musPivot = self.samplerTrainSet.generatePoints(self.S)
while len(musPivot) > self.S: musPivot.pop()
muTestPivot = self.samplerPivot.generatePoints(self.nTestPoints, False)
idxPop = pruneSamples(self.mapParameterListPivot(muTestPivot),
self.mapParameterListPivot(musPivot),
1e-10 * self.scaleFactorPivot[0])
muTestPivot.pop(idxPop)
self._mus = emptyParameterList()
self.mus.reset((self.S - 1, self.HFEngine.npar))
self.muTest = emptyParameterList()
self.muTest.reset((len(muTestPivot) + 1, self.HFEngine.npar))
self.mus.data[:, self.directionPivot] = musPivot[: -1]
self.mus.data[:, self.directionMarginal] = np.repeat(self.muMargLoc,
self.S - 1, axis = 0)
self.muTest.data[: -1, self.directionPivot] = muTestPivot.data
self.muTest.data[-1, self.directionPivot] = musPivot[-1]
self.muTest.data[:, self.directionMarginal] = np.repeat(self.muMargLoc,
len(muTestPivot) + 1,
axis = 0)
if len(self.mus) > 0:
vbMng(self, "MAIN",
("Adding first {} sample point{} at {} to training "
"set.").format(self.S - 1, "" + "s" * (self.S > 2),
self.mus), 3)
self.samplingEngine.iterSample(self.mus)
self._S = len(self.mus)
self._approxParameters["S"] = self.S
self.M, self.N = ("AUTO",) * 2
def setupApproxLocal(self) -> int:
"""Compute rational interpolant."""
self._marginalizeMiscellanea(True)
setupOK = super().setupApproxLocal()
self._marginalizeMiscellanea(False)
return setupOK
def setupApprox(self, *args, **kwargs) -> int:
"""Compute rational interpolant."""
if self.checkComputedApprox(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5)
self.computeScaleFactor()
self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal)
while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop()
S0 = copy(self.S)
idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True)
pMat, Ps, Qs, mus = None, [], [], None
req, emptyCores = [], np.where(sizes == 0)[0]
if len(idx) == 0:
vbMng(self, "MAIN", "Idling.", 25)
if self.storeAllSamples: self.storeSamples()
pL, pT, mT = recv(source = 0, tag = poolRank())
pMat = np.empty((pL, 0), dtype = pT)
mus = np.empty((0, self.mu0.shape[1]), dtype = mT)
else:
_scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
for i in idx:
self.muMargLoc = self.musMarginal[[i]]
vbMng(self, "MAIN",
"Building marginal model no. {} at {}.".format(i + 1,
self.muMargLoc), 5)
self.samplingEngine.resetHistory()
self.trainedModel = None
self.verbosity -= 5
self.samplingEngine.verbosity -= 10
RationalInterpolantGreedy.setupApprox(self, *args, **kwargs)
self.verbosity += 5
self.samplingEngine.verbosity += 10
if self.storeAllSamples: self.storeSamples(i)
musi = self.samplingEngine.mus
pMati = self.samplingEngine.projectionMatrix
if not hasattr(self, "matchState") or not self.matchState:
if self.POD == 1 and not (
hasattr(self.HFEngine.C, "is_mu_independent")
and self.HFEngine.C.is_mu_independent in self._output_lvl):
raise RROMPyException(("Cannot apply mu-dependent C "
"to orthonormalized samples."))
vbMng(self, "INIT", "Extracting system output from state.",
35)
pMatiEff = None
for j, mu in enumerate(musi):
pMij = np.expand_dims(self.HFEngine.applyC(
pMati[:, j], mu), -1)
if pMatiEff is None:
pMatiEff = np.array(pMij)
else:
pMatiEff = np.append(pMatiEff, pMij, axis = 1)
pMati = pMatiEff
vbMng(self, "DEL", "Done extracting system output.", 35)
if pMat is None:
mus = copy(musi.data)
pMat = copy(pMati)
if i == 0:
for dest in emptyCores:
req += [isend((len(pMat), pMat.dtype, mus.dtype),
dest = dest, tag = dest)]
else:
mus = np.vstack((mus, musi.data))
pMat = np.hstack((pMat, pMati))
Ps += [copy(self.trainedModel.data.P)]
Qs += [copy(self.trainedModel.data.Q)]
self._S = S0
del self._temporaryPivot, self.muMargLoc
self.scaleFactor = _scaleFactorOldPivot
for r in req: r.wait()
pMat, Ps, Qs, mus, nsamples = gatherPivotedApproximant(pMat, Ps, Qs,
mus, sizes,
self.polybasis)
self._mus = self.checkParameterList(mus)
Psupp = np.append(0, np.cumsum(nsamples))
self._setupTrainedModel(pMat, forceNew = True)
self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps
self.trainedModel.data.Psupp = list(Psupp[: -1])
self._preliminaryMarginalFinalization()
self._finalizeMarginalization()
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
class RationalInterpolantGreedyPivotedNoMatch(
RationalInterpolantGreedyPivotedBase,
GenericPivotedApproximantNoMatch):
"""
ROM pivoted rational interpolant (without pole matching) computation for
parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator;
- 'polybasis': type of polynomial basis for pivot
interpolation; defaults to 'MONOMIAL';
- 'greedyTol': uniform error tolerance for greedy algorithm;
defaults to 1e-2;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
defaults to 0.;
- 'maxIter': maximum number of greedy steps; defaults to 1e2;
- 'nTestPoints': number of test points; defaults to 5e2;
- 'samplerTrainSet': training sample points generator; defaults to
samplerPivot;
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD',
'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to
None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'greedyTol': uniform error tolerance for greedy algorithm;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
- 'maxIter': maximum number of greedy steps;
- 'nTestPoints': number of test points;
- 'samplerTrainSet': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator.
polybasis: Type of polynomial basis for pivot interpolation.
greedyTol: uniform error tolerance for greedy algorithm.
collinearityTol: Collinearity tolerance for greedy algorithm.
maxIter: maximum number of greedy steps.
nTestPoints: number of starting training points.
samplerTrainSet: training sample points generator.
errorEstimatorKind: kind of error estimator.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
Q: Numpy 1D vector containing complex coefficients of approximant
denominator.
P: Numpy 2D vector whose columns are FE dofs of coefficients of
approximant numerator.
"""
class RationalInterpolantGreedyPivotedPoleMatch(
RationalInterpolantGreedyPivotedBase,
GenericPivotedApproximantPoleMatch):
"""
ROM pivoted rational interpolant (with pole matching) computation for
parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'matchState': whether to match the system state rather than the
system output; defaults to False;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues; if <= 0, Euclidean metric is used; if
'AUTO', automatically selected; defaults to -1;
- 'matchingShared': required ratio of marginal points to share
resonance; defaults to 1.;
- 'badPoleCorrection': strategy for correction of bad poles;
available values include 'ERASE', 'RATIONAL', and 'POLYNOMIAL';
defaults to 'ERASE';
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator;
- 'polybasis': type of polynomial basis for pivot
interpolation; defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL_*',
'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and
'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL';
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant; defaults to
'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'nNeighborsMarginal': number of marginal nearest neighbors;
defaults to 1; only for 'NEARESTNEIGHBOR';
. 'polydegreetypeMarginal': type of polynomial degree for
marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'interpTolMarginal': tolerance for marginal interpolation;
defaults to None; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights; only for
radial basis.
- 'greedyTol': uniform error tolerance for greedy algorithm;
defaults to 1e-2;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
defaults to 0.;
- 'maxIter': maximum number of greedy steps; defaults to 1e2;
- 'nTestPoints': number of test points; defaults to 5e2;
- 'samplerTrainSet': training sample points generator; defaults to
samplerPivot;
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD',
'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'matchState': whether to match the system state rather than the
system output;
- 'matchingWeight': weight for pole matching optimization;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues;
- 'matchingShared': required ratio of marginal points to share
resonance;
- 'badPoleCorrection': strategy for correction of bad poles;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant;
. 'nNeighborsMarginal': number of marginal nearest neighbors;
. 'polydegreetypeMarginal': type of polynomial degree for
marginal;
. 'interpTolMarginal': tolerance for marginal interpolation;
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights.
- 'greedyTol': uniform error tolerance for greedy algorithm;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
- 'maxIter': maximum number of greedy steps;
- 'nTestPoints': number of test points;
- 'samplerTrainSet': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
matchState: Whether to match the system state rather than the system
output.
matchingWeight: Weight for pole matching optimization.
matchingChordalRadius: Radius to be used in chordal metric for poles
and residues.
matchingShared: Required ratio of marginal points to share resonance.
badPoleCorrection: Strategy for correction of bad poles.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
paramsMarginal: Dictionary of parameters for marginal interpolation.
greedyTol: uniform error tolerance for greedy algorithm.
collinearityTol: Collinearity tolerance for greedy algorithm.
maxIter: maximum number of greedy steps.
nTestPoints: number of starting training points.
samplerTrainSet: training sample points generator.
errorEstimatorKind: kind of error estimator.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
Q: Numpy 1D vector containing complex coefficients of approximant
denominator.
P: Numpy 2D vector whose columns are FE dofs of coefficients of
approximant numerator.
"""
def setupApprox(self, *args, **kwargs) -> int:
if self.checkComputedApprox(): return -1
self.purgeparamsMarginal()
setupOK = super().setupApprox(*args, **kwargs)
if self.matchState: self._postApplyC()
return setupOK
diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
index 816e2ca..bb07351 100644
--- a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
+++ b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
@@ -1,491 +1,491 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
import numpy as np
from collections.abc import Iterable
from copy import deepcopy as copy
from .generic_pivoted_approximant import (GenericPivotedApproximantBase,
GenericPivotedApproximantNoMatch,
GenericPivotedApproximantPoleMatch)
from .gather_pivoted_approximant import gatherPivotedApproximant
from rrompy.reduction_methods.standard.rational_interpolant import (
RationalInterpolant)
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices
from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert,
RROMPyWarning)
from rrompy.parameter import emptyParameterList
from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv
__all__ = ['RationalInterpolantPivotedNoMatch',
'RationalInterpolantPivotedPoleMatch']
class RationalInterpolantPivotedBase(GenericPivotedApproximantBase,
RationalInterpolant):
def __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(toBeExcluded = ["polydegreetype"])
super().__init__(*args, **kwargs)
if self.nparPivot > 1: self.HFEngine._ignoreResidues = 1
self._postInit()
@property
def scaleFactorDer(self):
"""Value of scaleFactorDer."""
if self._scaleFactorDer == "NONE": return 1.
if self._scaleFactorDer == "AUTO": return self.scaleFactorPivot
return self._scaleFactorDer
@scaleFactorDer.setter
def scaleFactorDer(self, scaleFactorDer):
if isinstance(scaleFactorDer, (str,)):
scaleFactorDer = scaleFactorDer.upper()
elif isinstance(scaleFactorDer, Iterable):
scaleFactorDer = list(scaleFactorDer)
self._scaleFactorDer = scaleFactorDer
self._approxParameters["scaleFactorDer"] = self._scaleFactorDer
@property
def polydegreetype(self):
"""Value of polydegreetype."""
return "TOTAL"
@polydegreetype.setter
def polydegreetype(self, polydegreetype):
RROMPyWarning(("polydegreetype is used just to simplify inheritance, "
"and its value cannot be changed from 'TOTAL'."))
def _setupInterpolationIndices(self):
"""Setup parameters for polyvander."""
RROMPyAssert(self._mode,
message = "Cannot setup interpolation indices.")
if (self._musUniqueCN is None
or len(self._reorder) != len(self.musPivot)):
try:
muPC = self.trainedModel.centerNormalizePivot(self.musPivot)
except:
muPC = self.trainedModel.centerNormalize(self.musPivot)
self._musUniqueCN, musIdxsTo, musIdxs, musCount = (muPC.unique(
return_index = True, return_inverse = True,
return_counts = True))
self._musUnique = self.musPivot[musIdxsTo]
self._derIdxs = [None] * len(self._musUniqueCN)
self._reorder = np.empty(len(musIdxs), dtype = int)
filled = 0
for j, cnt in enumerate(musCount):
self._derIdxs[j] = nextDerivativeIndices([], self.nparPivot,
cnt)
jIdx = np.nonzero(musIdxs == j)[0]
self._reorder[jIdx] = np.arange(filled, filled + cnt)
filled += cnt
def setupApprox(self) -> int:
"""Compute rational interpolant."""
if self.checkComputedApprox(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5)
self.computeScaleFactor()
self.resetSamples()
self.samplingEngine.scaleFactor = self.scaleFactorDer
self.musPivot = self.samplerPivot.generatePoints(self.S)
while len(self.musPivot) > self.S: self.musPivot.pop()
self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal)
while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop()
self._mus = emptyParameterList()
self.mus.reset((self.S * self.SMarginal, self.HFEngine.npar))
self.mus.data[:, self.directionPivot] = np.tile(self.musPivot.data,
(self.SMarginal, 1))
self.mus.data[:, self.directionMarginal] = np.repeat(
self.musMarginal.data,
self.S, axis = 0)
N0 = copy(self.N)
self._setupTrainedModel(np.zeros((0, 0)), forceNew = True)
idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True)
pMat, Ps, Qs = None, [], []
req, emptyCores = [], np.where(sizes == 0)[0]
if len(idx) == 0:
vbMng(self, "MAIN", "Idling.", 30)
if self.storeAllSamples: self.storeSamples()
pL, pT = recv(source = 0, tag = poolRank())
pMat = np.empty((pL, 0), dtype = pT)
else:
_scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
for i in idx:
musi = self.mus[self.S * i : self.S * (i + 1)]
vbMng(self, "MAIN",
"Building marginal model no. {} at {}.".format(i + 1,
self.musMarginal[i]), 5)
vbMng(self, "INIT", "Starting computation of snapshots.", 10)
self.samplingEngine.resetHistory()
self.samplingEngine.iterSample(musi)
vbMng(self, "DEL", "Done computing snapshots.", 10)
self.verbosity -= 5
self.samplingEngine.verbosity -= 10
self._setupRational(self._setupDenominator())
self.verbosity += 5
self.samplingEngine.verbosity += 10
if self.storeAllSamples: self.storeSamples(i)
pMati = self.samplingEngine.projectionMatrix
if not hasattr(self, "matchState") or not self.matchState:
if self.POD == 1 and not (
hasattr(self.HFEngine.C, "is_mu_independent")
and self.HFEngine.C.is_mu_independent in self._output_lvl):
raise RROMPyException(("Cannot apply mu-dependent C "
"to orthonormalized samples."))
vbMng(self, "INIT", "Extracting system output from state.",
35)
pMatiEff = None
for j, mu in enumerate(musi):
pMij = np.expand_dims(self.HFEngine.applyC(
pMati[:, j], mu), -1)
if pMatiEff is None:
pMatiEff = np.array(pMij)
else:
pMatiEff = np.append(pMatiEff, pMij, axis = 1)
pMati = pMatiEff
vbMng(self, "DEL", "Done extracting system output.", 35)
if pMat is None:
pMat = copy(pMati)
if i == 0:
for dest in emptyCores:
req += [isend((len(pMat), pMat.dtype), dest = dest,
tag = dest)]
else:
pMat = np.hstack((pMat, pMati))
Ps += [copy(self.trainedModel.data.P)]
Qs += [copy(self.trainedModel.data.Q)]
del self.trainedModel.data.Q, self.trainedModel.data.P
self.N = N0
del self._temporaryPivot
self.scaleFactor = _scaleFactorOldPivot
for r in req: r.wait()
pMat, Ps, Qs, _, _ = gatherPivotedApproximant(pMat, Ps, Qs,
self.mus.data, sizes,
self.polybasis, False)
self._setupTrainedModel(pMat)
self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps
Psupp = np.arange(0, len(self.musMarginal) * self.S, self.S)
self.trainedModel.data.Psupp = list(Psupp)
self._preliminaryMarginalFinalization()
self._finalizeMarginalization()
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
class RationalInterpolantPivotedNoMatch(RationalInterpolantPivotedBase,
GenericPivotedApproximantNoMatch):
"""
ROM pivoted rational interpolant (without pole matching) computation for
parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator;
- 'polybasis': type of polynomial basis for pivot
interpolation; defaults to 'MONOMIAL';
- 'M': degree of rational interpolant numerator; defaults to
'AUTO', i.e. maximum allowed;
- 'N': degree of rational interpolant denominator; defaults to
'AUTO', i.e. maximum allowed;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator; defaults to 1;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights; defaults to [-1, -1];
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to
None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musPivot: Array of pivot snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator.
polybasis: Type of polynomial basis for pivot interpolation.
M: Numerator degree of approximant.
N: Denominator degree of approximant.
radialDirectionalWeights: Radial basis weights for pivot numerator.
radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial
basis weights.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
Q: Numpy 1D vector containing complex coefficients of approximant
denominator.
P: Numpy 2D vector whose columns are FE dofs of coefficients of
approximant numerator.
"""
class RationalInterpolantPivotedPoleMatch(RationalInterpolantPivotedBase,
GenericPivotedApproximantPoleMatch):
"""
ROM pivoted rational interpolant (with pole matching) computation for
parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
directionPivot(optional): Pivot components. Defaults to [0].
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'matchState': whether to match the system state rather than the
system output; defaults to False;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues; if <= 0, Euclidean metric is used; if
'AUTO', automatically selected; defaults to -1;
- 'matchingShared': required ratio of marginal points to share
resonance; defaults to 1.;
- 'badPoleCorrection': strategy for correction of bad poles;
available values include 'ERASE', 'RATIONAL', and 'POLYNOMIAL';
defaults to 'ERASE';
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator;
- 'polybasis': type of polynomial basis for pivot
interpolation; defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL_*',
'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and
'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL';
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant; defaults to
'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'nNeighborsMarginal': number of marginal nearest neighbors;
defaults to 1; only for 'NEARESTNEIGHBOR';
. 'polydegreetypeMarginal': type of polynomial degree for
marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'interpTolMarginal': tolerance for marginal interpolation;
defaults to None; not for 'NEARESTNEIGHBOR' or
'PIECEWISE_LINEAR_*';
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights; only for
radial basis.
- 'M': degree of rational interpolant numerator; defaults to
'AUTO', i.e. maximum allowed;
- 'N': degree of rational interpolant denominator; defaults to
'AUTO', i.e. maximum allowed;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator; defaults to 1;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights; defaults to [-1, -1];
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for pivot interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
directionPivot: Pivot components.
mus: Array of snapshot parameters.
musPivot: Array of pivot snapshot parameters.
musMarginal: Array of marginal snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'matchState': whether to match the system state rather than the
system output;
- 'matchingWeight': weight for pole matching optimization;
- 'matchingChordalRadius': radius to be used in chordal metric for
poles and residues;
- 'matchingShared': required ratio of marginal points to share
resonance;
- 'badPoleCorrection': strategy for correction of bad poles;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'paramsMarginal': dictionary of parameters for marginal
interpolation; include:
. 'MMarginal': degree of marginal interpolant;
. 'nNeighborsMarginal': number of marginal nearest neighbors;
. 'polydegreetypeMarginal': type of polynomial degree for
marginal;
. 'interpTolMarginal': tolerance for marginal interpolation;
. 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive
rescaling of marginal radial basis weights.
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for pivot interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': total number of marginal samples current approximant
relies upon;
- 'samplerMarginal': marginal sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
matchState: Whether to match the system state rather than the system
output.
matchingWeight: Weight for pole matching optimization.
matchingChordalRadius: Radius to be used in chordal metric for poles
and residues.
matchingShared: Required ratio of marginal points to share resonance.
badPoleCorrection: Strategy for correction of bad poles.
S: Total number of pivot samples current approximant relies upon.
samplerPivot: Pivot sample point generator.
SMarginal: Total number of marginal samples current approximant relies
upon.
samplerMarginal: Marginal sample point generator.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
paramsMarginal: Dictionary of parameters for marginal interpolation.
M: Numerator degree of approximant.
N: Denominator degree of approximant.
radialDirectionalWeights: Radial basis weights for pivot numerator.
radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial
basis weights.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for pivot interpolation.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for pivot parameter values.
muBoundsMarginal: list of bounds for marginal parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
Q: Numpy 1D vector containing complex coefficients of approximant
denominator.
P: Numpy 2D vector whose columns are FE dofs of coefficients of
approximant numerator.
"""
def setupApprox(self, *args, **kwargs) -> int:
if self.checkComputedApprox(): return -1
self.purgeparamsMarginal()
setupOK = super().setupApprox(*args, **kwargs)
if self.matchState: self._postApplyC()
return setupOK
diff --git a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
index 366b989..4d7356c 100644
--- a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
+++ b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
@@ -1,500 +1,500 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
from copy import deepcopy as copy
import numpy as np
from rrompy.hfengines.base.linear_affine_engine import checkIfAffine
from .generic_greedy_approximant import GenericGreedyApproximant
from rrompy.utilities.poly_fitting.polynomial import (polybases, polyfitname,
PolynomialInterpolator as PI,
polyvander)
from rrompy.utilities.numerical import dot
from rrompy.utilities.numerical.degree import totalDegreeN
from rrompy.utilities.expression import expressionEvaluator
from rrompy.reduction_methods.standard import RationalInterpolant
from rrompy.utilities.base.types import Np1D, Tuple, paramVal, List
from rrompy.utilities.base.verbosity_depth import verbosityManager as vbMng
from rrompy.utilities.poly_fitting import customFit
from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException,
RROMPyAssert, RROMPy_FRAGILE)
from rrompy.sampling import sampleList, emptySampleList
__all__ = ['RationalInterpolantGreedy']
class RationalInterpolantGreedy(GenericGreedyApproximant, RationalInterpolant):
"""
ROM greedy rational interpolant computation for parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'S': number of starting training points;
- 'sampler': sample point generator;
- 'greedyTol': uniform error tolerance for greedy algorithm;
defaults to 1e-2;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
defaults to 0.;
- 'maxIter': maximum number of greedy steps; defaults to 1e2;
- 'nTestPoints': number of test points; defaults to 5e2;
- 'samplerTrainSet': training sample points generator; defaults to
sampler;
- 'polybasis': type of basis for interpolation; defaults to
'MONOMIAL';
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD',
'LOOK_AHEAD_RES', 'LOOK_AHEAD_OUTPUT', and 'NONE'; defaults to
'NONE';
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
- main folder for meaning); defaults to 'NORM';
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
+ main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
mus: Array of snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'greedyTol': uniform error tolerance for greedy algorithm;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
- 'maxIter': maximum number of greedy steps;
- 'nTestPoints': number of test points;
- 'samplerTrainSet': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for interpolation;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of samples current approximant relies upon;
- 'sampler': sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
S: number of test points.
sampler: Sample point generator.
greedyTol: uniform error tolerance for greedy algorithm.
collinearityTol: Collinearity tolerance for greedy algorithm.
maxIter: maximum number of greedy steps.
nTestPoints: number of starting training points.
samplerTrainSet: training sample points generator.
errorEstimatorKind: kind of error estimator.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: tolerance for interpolation.
QTol: tolerance for robust rational denominator management.
muBounds: list of bounds for parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
"""
_allowedEstimatorKinds = ["AFFINE", "DISCREPANCY", "LOOK_AHEAD",
"LOOK_AHEAD_RES", "LOOK_AHEAD_OUTPUT", "NONE"]
def __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(["errorEstimatorKind"], ["DISCREPANCY"],
toBeExcluded = ["M", "N", "polydegreetype",
"radialDirectionalWeights"])
super().__init__(*args, **kwargs)
self._postInit()
@property
def E(self):
"""Value of E."""
self._E = self.sampleBatchIdx - 1
return self._E
@E.setter
def E(self, E):
RROMPyWarning(("E is used just to simplify inheritance, and its value "
"cannot be changed from that of sampleBatchIdx - 1."))
def _setMAuto(self):
self.M = self.E
def _setNAuto(self):
self.N = self.E
@property
def polydegreetype(self):
"""Value of polydegreetype."""
return "TOTAL"
@polydegreetype.setter
def polydegreetype(self, polydegreetype):
RROMPyWarning(("polydegreetype is used just to simplify inheritance, "
"and its value cannot be changed from 'TOTAL'."))
@property
def polybasis(self):
"""Value of polybasis."""
return self._polybasis
@polybasis.setter
def polybasis(self, polybasis):
try:
polybasis = polybasis.upper().strip().replace(" ","")
if polybasis not in polybases:
raise RROMPyException("Sample type not recognized.")
self._polybasis = polybasis
except:
RROMPyWarning(("Prescribed polybasis not recognized. Overriding "
"to 'MONOMIAL'."))
self._polybasis = "MONOMIAL"
self._approxParameters["polybasis"] = self.polybasis
@property
def errorEstimatorKind(self):
"""Value of errorEstimatorKind."""
return self._errorEstimatorKind
@errorEstimatorKind.setter
def errorEstimatorKind(self, errorEstimatorKind):
errorEstimatorKind = errorEstimatorKind.upper()
if errorEstimatorKind not in self._allowedEstimatorKinds:
RROMPyWarning(("Error estimator kind not recognized. Overriding "
"to 'NONE'."))
errorEstimatorKind = "NONE"
self._errorEstimatorKind = errorEstimatorKind
self._approxParameters["errorEstimatorKind"] = self.errorEstimatorKind
def _polyvanderAuxiliary(self, mus, deg, *args):
return polyvander(mus, deg, *args)
def getErrorEstimatorDiscrepancy(self, mus:Np1D) -> Np1D:
"""Discrepancy-based residual estimator."""
checkIfAffine(self.HFEngine, "apply discrepancy-based error estimator",
False, self._affine_lvl)
mus = self.checkParameterList(mus)
muCTest = self.trainedModel.centerNormalize(mus)
tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0
QTest = self.trainedModel.getQVal(mus)
QTzero = np.where(QTest == 0.)[0]
if len(QTzero) > 0:
RROMPyWarning(("Adjusting estimator to avoid division by "
"numerically zero denominator."))
QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N)
self.HFEngine.buildA()
self.HFEngine.buildb()
nAs, nbs = self.HFEngine.nAs, self.HFEngine.nbs
muTrainEff = self.mapParameterList(self.mus)
muTestEff = self.mapParameterList(mus)
PTrain = self.trainedModel.getPVal(self.mus).data.T
QTrain = self.trainedModel.getQVal(self.mus)
QTzero = np.where(QTrain == 0.)[0]
if len(QTzero) > 0:
RROMPyWarning(("Adjusting estimator to avoid division by "
"numerically zero denominator."))
QTrain[QTzero] = np.finfo(np.complex).eps / (1. + self.N)
PTest = self.trainedModel.getPVal(mus).data
self.trainedModel.verbosity = tMverb
radiusAbTrain = np.empty((self.S, nAs * self.S + nbs),
dtype = np.complex)
radiusA = np.empty((self.S, nAs, len(mus)), dtype = np.complex)
radiusb = np.empty((nbs, len(mus)), dtype = np.complex)
for j, thA in enumerate(self.HFEngine.thAs):
idxs = j * self.S + np.arange(self.S)
radiusAbTrain[:, idxs] = expressionEvaluator(thA[0], muTrainEff,
(self.S, 1)) * PTrain
radiusA[:, j] = PTest * expressionEvaluator(thA[0], muTestEff,
(len(mus),))
for j, thb in enumerate(self.HFEngine.thbs):
idx = nAs * self.S + j
radiusAbTrain[:, idx] = QTrain * expressionEvaluator(thb[0],
muTrainEff, (self.S,))
radiusb[j] = QTest * expressionEvaluator(thb[0], muTestEff,
(len(mus),))
QRHSNorm2 = self._affineResidualMatricesContraction(radiusb)
vanTrain = self._polyvanderAuxiliary(self._musUniqueCN, self.E,
self.polybasis0, self._derIdxs,
self._reorder)
interpPQ = customFit(vanTrain, radiusAbTrain, rcond = self.interpTol)
vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis0)
DradiusAb = vanTest.dot(interpPQ)
radiusA = (radiusA
- DradiusAb[:, : - nbs].reshape(len(mus), -1, self.S).T)
radiusb = radiusb - DradiusAb[:, - nbs :].T
ff, Lf, LL = self._affineResidualMatricesContraction(radiusb, radiusA)
err = np.abs((LL - 2. * np.real(Lf) + ff) / QRHSNorm2) ** .5
return err
def getErrorEstimatorLookAhead(self, mus:Np1D,
what : str = "") -> Tuple[Np1D, List[int]]:
"""Residual estimator based on look-ahead idea."""
errTest, QTest, idxMaxEst = self._EIMStep(mus)
mu_muTestS = mus[idxMaxEst]
app_muTestSample = self.getApproxReduced(mu_muTestS)
if self._mode == RROMPy_FRAGILE:
if what == "RES" and not self.HFEngine.isCEye:
raise RROMPyException(("Cannot compute LOOK_AHEAD_RES "
"estimator in fragile mode for "
"non-scalar C."))
app_muTestSample = dot(self.trainedModel.data.projMat[:,
: app_muTestSample.shape[0]],
app_muTestSample)
else:
app_muTestSample = dot(self.samplingEngine.projectionMatrix,
app_muTestSample)
app_muTestSample = sampleList(app_muTestSample)
if what == "RES":
errmu = self.HFEngine.residual(mu_muTestS, app_muTestSample,
post_c = False)
solmu = self.HFEngine.residual(mu_muTestS, None, post_c = False)
normSol = self.HFEngine.norm(solmu, dual = True)
normErr = self.HFEngine.norm(errmu, dual = True)
else:
for j, mu in enumerate(mu_muTestS):
uEx = self.samplingEngine.nextSample(mu)
if what == "OUTPUT":
uEx = self.HFEngine.applyC(uEx, mu)
app_muTS = self.HFEngine.applyC(app_muTestSample[j], mu)
if j == 0:
app_muTestS = emptySampleList()
app_muTestS.reset((len(app_muTS), len(mu_muTestS)),
dtype = app_muTS.dtype)
app_muTestS[j] = app_muTS
if j == 0:
solmu = emptySampleList()
solmu.reset((len(uEx), len(mu_muTestS)), dtype = uEx.dtype)
solmu[j] = uEx
if what == "OUTPUT": app_muTestSample = app_muTestS
errmu = solmu - app_muTestSample
normSol = self.HFEngine.norm(solmu, is_state = what != "OUTPUT")
normErr = self.HFEngine.norm(errmu, is_state = what != "OUTPUT")
errsamples = normErr / normSol
musT = copy(self.mus)
musT.append(mu_muTestS)
musT = self.trainedModel.centerNormalize(musT)
musC = self.trainedModel.centerNormalize(mus)
errT = np.zeros((len(musT), len(mu_muTestS)), dtype = np.complex)
errT[np.arange(len(self.mus), len(musT)),
np.arange(len(mu_muTestS))] = errsamples * QTest[idxMaxEst]
vanT = self._polyvanderAuxiliary(musT, self.E + 1, self.polybasis)
fitOut = customFit(vanT, errT, full = True, rcond = self.interpTol)
vbMng(self, "MAIN",
("Fitting {} samples with degree {} through {}... Conditioning "
"of LS system: {:.4e}.").format(len(vanT), self.E + 1,
polyfitname(self.polybasis),
fitOut[1][2][0] / fitOut[1][2][-1]), 15)
vanC = self._polyvanderAuxiliary(musC, self.E + 1, self.polybasis)
err = np.sum(np.abs(vanC.dot(fitOut[0])), axis = -1) / QTest
return err, idxMaxEst
def getErrorEstimatorNone(self, mus:Np1D) -> Np1D:
"""EIM-based residual estimator."""
err = np.max(self._EIMStep(mus, True), axis = 1)
err *= self.greedyTol / np.mean(err)
return err
def _EIMStep(self, mus:Np1D,
only_one : bool = False) -> Tuple[Np1D, Np1D, List[int]]:
"""Residual estimator based on look-ahead idea."""
mus = self.checkParameterList(mus)
tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0
QTest = self.trainedModel.getQVal(mus)
QTzero = np.where(QTest == 0.)[0]
if len(QTzero) > 0:
RROMPyWarning(("Adjusting estimator to avoid division by "
"numerically zero denominator."))
QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N)
QTest = np.abs(QTest)
muCTest = self.trainedModel.centerNormalize(mus)
muCTrain = self.trainedModel.centerNormalize(self.mus)
self.trainedModel.verbosity = tMverb
vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis)
vanTestNext = self._polyvanderAuxiliary(muCTest, self.E + 1,
self.polybasis)[:,
vanTest.shape[1] :]
idxsTest = np.arange(vanTestNext.shape[1])
basis = np.zeros((len(idxsTest), 0), dtype = float)
idxMaxEst = []
while len(idxsTest) > 0:
vanTrial = self._polyvanderAuxiliary(muCTrain, self.E,
self.polybasis)
vanTrialNext = self._polyvanderAuxiliary(muCTrain, self.E + 1,
self.polybasis)[:,
vanTrial.shape[1] :]
vanTrial = np.hstack((vanTrial, vanTrialNext.dot(basis).reshape(
len(vanTrialNext), basis.shape[1])))
valuesTrial = vanTrialNext[:, idxsTest]
vanTestEff = np.hstack((vanTest, vanTestNext.dot(basis).reshape(
len(vanTestNext), basis.shape[1])))
vanTestNextEff = vanTestNext[:, idxsTest]
coeffTest = np.linalg.solve(vanTrial, valuesTrial)
errTest = (np.abs(vanTestNextEff - vanTestEff.dot(coeffTest))
/ np.expand_dims(QTest, 1))
if only_one: return errTest
idxMaxErr = np.unravel_index(np.argmax(errTest), errTest.shape)
idxMaxEst += [idxMaxErr[0]]
muCTrain.append(muCTest[idxMaxErr[0]])
basis = np.pad(basis, [(0, 0), (0, 1)], "constant")
basis[idxsTest[idxMaxErr[1]], -1] = 1.
idxsTest = np.delete(idxsTest, idxMaxErr[1])
return errTest, QTest, idxMaxEst
def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D:
"""Standard residual-based error estimator."""
setupOK = self.setupApproxLocal()
if setupOK > 0:
err = np.empty(len(mus))
err[:] = np.nan
if not return_max: return err
return err, [- setupOK], np.nan
mus = self.checkParameterList(mus)
vbMng(self.trainedModel, "INIT",
"Evaluating error estimator at mu = {}.".format(mus), 10)
if self.errorEstimatorKind == "AFFINE":
err = self.getErrorEstimatorAffine(mus)
else:
self._setupInterpolationIndices()
if self.errorEstimatorKind == "DISCREPANCY":
err = self.getErrorEstimatorDiscrepancy(mus)
elif self.errorEstimatorKind[: 10] == "LOOK_AHEAD":
err, idxMaxEst = self.getErrorEstimatorLookAhead(mus,
self.errorEstimatorKind[11 :])
else: #if self.errorEstimatorKind == "NONE":
err = self.getErrorEstimatorNone(mus)
vbMng(self.trainedModel, "DEL", "Done evaluating error estimator.", 10)
if not return_max: return err
if self.errorEstimatorKind[: 10] != "LOOK_AHEAD":
idxMaxEst = np.empty(self.sampleBatchSize, dtype = int)
errCP = copy(err)
for j in range(self.sampleBatchSize):
k = np.argmax(errCP)
idxMaxEst[j] = k
if j + 1 < self.sampleBatchSize:
musZero = self.trainedModel.centerNormalize(mus, mus[k])
errCP *= np.linalg.norm(musZero.data, axis = 1)
return err, idxMaxEst, err[idxMaxEst]
def plotEstimator(self, *args, **kwargs):
super().plotEstimator(*args, **kwargs)
if self.errorEstimatorKind == "NONE":
vbMng(self, "MAIN",
("Warning! Error estimator has been arbitrarily normalized "
"before plotting."), 15)
def greedyNextSample(self, *args,
**kwargs) -> Tuple[Np1D, int, float, paramVal]:
"""Compute next greedy snapshot of solution map."""
RROMPyAssert(self._mode, message = "Cannot add greedy sample.")
self.sampleBatchIdx += 1
self.sampleBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx)
err, muidx, maxErr, muNext = super().greedyNextSample(*args, **kwargs)
if maxErr is not None and (np.any(np.isnan(maxErr))
or np.any(np.isinf(maxErr))):
self.sampleBatchIdx -= 1
self.sampleBatchSize = totalDegreeN(self.npar - 1,
self.sampleBatchIdx)
if (self.errorEstimatorKind == "NONE" and not np.isnan(maxErr)
and not np.isinf(maxErr)):
maxErr = None
return err, muidx, maxErr, muNext
def _setSampleBatch(self, maxS:int):
self.sampleBatchIdx, self.sampleBatchSize, S = -1, 0, 0
nextBatchSize = 1
while S + nextBatchSize <= maxS:
self.sampleBatchIdx += 1
self.sampleBatchSize = nextBatchSize
S += self.sampleBatchSize
nextBatchSize = totalDegreeN(self.npar - 1,
self.sampleBatchIdx + 1)
return S
def _preliminaryTraining(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
if self.samplingEngine.nsamples > 0: return
self._S = self._setSampleBatch(self.S)
super()._preliminaryTraining()
self.M, self.N = ("AUTO",) * 2
def setupApproxLocal(self) -> int:
"""Compute rational interpolant."""
if self.checkComputedApprox(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
self.verbosity -= 10
vbMng(self, "INIT", "Setting up local approximant.", 5)
pMat = self.samplingEngine.projectionMatrix
firstRun = self.trainedModel is None
if not firstRun: pMat = pMat[:, len(self.trainedModel.data.mus) :]
self._setupTrainedModel(pMat, not firstRun)
unstable = 0
if self.E > 0:
Q = self._setupDenominator()
else:
Q = PI()
Q.coeffs = np.ones((1,) * self.npar, dtype = np.complex)
Q.npar = self.npar
Q.polybasis = self.polybasis
if not unstable:
self._setupRational(Q)
if self.M < self.E:
RROMPyWarning(("Instability in numerator computation. "
"Aborting."))
unstable = 1
if not unstable:
self.trainedModel.data.approxParameters = copy(
self.approxParameters)
vbMng(self, "DEL", "Done setting up local approximant.", 5)
self.verbosity += 10
return unstable
def setupApprox(self, plotEst : str = "NONE") -> int:
val = super().setupApprox(plotEst)
if val == 0:
if (self.errorEstimatorKind[:10] == "LOOK_AHEAD"
and len(self.mus) < self.samplingEngine.nsamples):
while len(self.mus) < self.samplingEngine.nsamples:
self.mus.append(self.samplingEngine.mus[len(self.mus)])
self.trainedModel = None
self._S = self._setSampleBatch(len(self.mus) + 1)
self.setupApproxLocal()
self._setupRational(self.trainedModel.data.Q,
self.trainedModel.data.P)
self.trainedModel.data.approxParameters = copy(
self.approxParameters)
return val
def loadTrainedModel(self, filename:str):
"""Load trained reduced model from file."""
super().loadTrainedModel(filename)
self._setSampleBatch(self.S + 1)
diff --git a/rrompy/reduction_methods/standard/rational_interpolant.py b/rrompy/reduction_methods/standard/rational_interpolant.py
index 4c0470c..a72e39d 100644
--- a/rrompy/reduction_methods/standard/rational_interpolant.py
+++ b/rrompy/reduction_methods/standard/rational_interpolant.py
@@ -1,798 +1,707 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
from copy import deepcopy as copy
import numpy as np
-from scipy.linalg import eigvals
+from scipy.linalg import eig
from collections.abc import Iterable
from .generic_standard_approximant import GenericStandardApproximant
from rrompy.utilities.poly_fitting.polynomial import (
polybases as ppb, polyfitname,
polyvander as pvP, polyTimes,
PolynomialInterpolator as PI,
PolynomialInterpolatorNodal as PIN)
from rrompy.utilities.poly_fitting.heaviside import rational2heaviside
from rrompy.utilities.poly_fitting.radial_basis import (polybases as rbpb,
RadialBasisInterpolator as RBI)
-from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, sampList,
- paramList, interpEng)
+from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, paramList,
+ interpEng)
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical import pseudoInverse, dot, baseDistanceMatrix
from rrompy.utilities.numerical.factorials import multifactorial
from rrompy.utilities.numerical.hash_derivative import (nextDerivativeIndices,
hashDerivativeToIdx as hashD,
hashIdxToDerivative as hashI)
from rrompy.utilities.numerical.degree import (reduceDegreeN,
- degreeTotalToFull, fullDegreeMaxMask,
- totalDegreeMaxMask)
-from rrompy.solver import Np2DLikeGramian
+ degreeTotalToFull,
+ fullDegreeMaxMask,
+ totalDegreeMaxMask)
from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert,
RROMPyWarning)
__all__ = ['RationalInterpolant']
def polyTimesTable(P:interpEng, mus:Np1D, reorder:List[int],
derIdxs:List[List[List[int]]], scl : Np1D = None) -> Np2D:
"""Table of polynomial products."""
if not isinstance(P, PI):
raise RROMPyException(("Polynomial to evaluate must be a polynomial "
"interpolator."))
Pvals = [[0.] * len(derIdx) for derIdx in derIdxs]
for j, derIdx in enumerate(derIdxs):
nder = len(derIdx)
for der in range(nder):
derI = hashI(der, P.npar)
Pvals[j][der] = P([mus[j]], derI, scl) / multifactorial(derI)
return blockDiagDer(Pvals, reorder, derIdxs)
def vanderInvTable(vanInv:Np2D, idxs:List[int], reorder:List[int],
derIdxs:List[List[List[int]]]) -> Np2D:
"""Table of Vandermonde pseudo-inverse."""
S = len(reorder)
Ts = [None] * len(idxs)
for k in range(len(idxs)):
invLocs = [None] * len(derIdxs)
idxGlob = 0
for j, derIdx in enumerate(derIdxs):
nder = len(derIdx)
idxGlob += nder
idxLoc = np.arange(S)[(reorder >= idxGlob - nder)
* (reorder < idxGlob)]
invLocs[j] = vanInv[k, idxLoc]
Ts[k] = blockDiagDer(invLocs, reorder, derIdxs, [2, 1, 0])
return Ts
def blockDiagDer(vals:List[Np1D], reorder:List[int],
derIdxs:List[List[List[int]]],
permute : List[int] = None) -> Np2D:
"""Table of derivative values for point confluence."""
S = len(reorder)
T = np.zeros((S, S), dtype = np.complex)
if permute is None: permute = [0, 1, 2]
idxGlob = 0
for j, derIdx in enumerate(derIdxs):
nder = len(derIdx)
idxGlob += nder
idxLoc = np.arange(S)[(reorder >= idxGlob - nder)
* (reorder < idxGlob)]
val = vals[j]
for derI, derIdxI in enumerate(derIdx):
for derJ, derIdxJ in enumerate(derIdx):
diffIdx = [x - y for (x, y) in zip(derIdxI, derIdxJ)]
if all([x >= 0 for x in diffIdx]):
diffj = hashD(diffIdx)
i1, i2, i3 = np.array([derI, derJ, diffj])[permute]
T[idxLoc[i1], idxLoc[i2]] = val[i3]
return T
class RationalInterpolant(GenericStandardApproximant):
"""
ROM rational interpolant computation for parametric problems.
Args:
HFEngine: HF problem solver.
mu0(optional): Default parameter. Defaults to 0.
approxParameters(optional): Dictionary containing values for main
parameters of approximant. Recognized keys are:
- 'POD': kind of snapshots orthogonalization; allowed values
include 0, 1/2, and 1; defaults to 1, i.e. POD;
- 'scaleFactorDer': scaling factors for derivative computation;
defaults to 'AUTO';
- 'S': total number of samples current approximant relies upon;
- 'sampler': sample point generator;
- 'polybasis': type of polynomial basis for interpolation; defaults
to 'MONOMIAL';
- 'M': degree of rational interpolant numerator; defaults to
'AUTO', i.e. maximum allowed;
- 'N': degree of rational interpolant denominator; defaults to
'AUTO', i.e. maximum allowed;
- 'polydegreetype': type of polynomial degree; defaults to 'TOTAL';
- 'radialDirectionalWeights': radial basis weights for interpolant
numerator; defaults to 1;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights; defaults to [-1, -1];
- 'functionalSolve': strategy for minimization of denominator
- functional; allowed values include 'NORM', 'DOMINANT', 'NODAL',
- 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in
+ functional; allowed values include 'NORM', 'DOMINANT',
+ 'BARYCENTRIC[_NORM]', and 'BARYCENTRIC_AVERAGE' (check pdf in
main folder for explanation); defaults to 'NORM';
- 'interpTol': tolerance for interpolation; defaults to None;
- 'QTol': tolerance for robust rational denominator management;
defaults to 0.
Defaults to empty dict.
verbosity(optional): Verbosity level. Defaults to 10.
Attributes:
HFEngine: HF problem solver.
mu0: Default parameter.
mus: Array of snapshot parameters.
approxParameters: Dictionary containing values for main parameters of
approximant. Recognized keys are in parameterList.
parameterListSoft: Recognized keys of soft approximant parameters:
- 'POD': kind of snapshots orthogonalization;
- 'scaleFactorDer': scaling factors for derivative computation;
- 'polybasis': type of polynomial basis for interpolation;
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'polydegreetype': type of polynomial degree;
- 'radialDirectionalWeights': radial basis weights for interpolant
numerator;
- 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of
radial basis weights;
- 'functionalSolve': strategy for minimization of denominator
functional;
- 'interpTol': tolerance for interpolation via numpy.polyfit;
- 'QTol': tolerance for robust rational denominator management.
parameterListCritical: Recognized keys of critical approximant
parameters:
- 'S': total number of samples current approximant relies upon;
- 'sampler': sample point generator.
verbosity: Verbosity level.
POD: Kind of snapshots orthogonalization.
scaleFactorDer: Scaling factors for derivative computation.
S: Number of solution snapshots over which current approximant is
based upon.
sampler: Sample point generator.
polybasis: type of polynomial basis for interpolation.
M: Numerator degree of approximant.
N: Denominator degree of approximant.
polydegreetype: Type of polynomial degree.
radialDirectionalWeights: Radial basis weights for interpolant
numerator.
radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial
basis weights.
functionalSolve: Strategy for minimization of denominator functional.
interpTol: Tolerance for interpolation via numpy.polyfit.
QTol: Tolerance for robust rational denominator management.
muBounds: list of bounds for parameter values.
samplingEngine: Sampling engine.
uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as
sampleList.
lastSolvedHF: Parameter(s) corresponding to last computed high fidelity
solution(s) as parameterList.
uApproxReduced: Reduced approximate solution(s) with parameter(s)
lastSolvedApprox as sampleList.
lastSolvedApproxReduced: Parameter(s) corresponding to last computed
reduced approximate solution(s) as parameterList.
uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as
sampleList.
lastSolvedApprox: Parameter(s) corresponding to last computed
approximate solution(s) as parameterList.
Q: Numpy 1D vector containing complex coefficients of approximant
denominator.
P: Numpy 2D vector whose columns are FE dofs of coefficients of
approximant numerator.
"""
- _allowedFunctionalSolveKinds = ["NORM", "DOMINANT", "NODAL",
- "BARYCENTRIC_NORM", "BARYCENTRIC_AVERAGE"]
+ _allowedFunctionalSolveKinds = ["NORM", "DOMINANT", "BARYCENTRIC_NORM",
+ "BARYCENTRIC_AVERAGE"]
def __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(["polybasis", "M", "N", "polydegreetype",
"radialDirectionalWeights",
"radialDirectionalWeightsAdapt",
"functionalSolve", "interpTol", "QTol"],
["MONOMIAL", "AUTO", "AUTO", "TOTAL", 1.,
[-1., -1.], "NORM", -1, 0.])
super().__init__(*args, **kwargs)
self._postInit()
@property
def tModelType(self):
from .trained_model.trained_model_rational import TrainedModelRational
return TrainedModelRational
@property
def polybasis(self):
"""Value of polybasis."""
return self._polybasis
@polybasis.setter
def polybasis(self, polybasis):
try:
polybasis = polybasis.upper().strip().replace(" ","")
if polybasis not in ppb + rbpb:
raise RROMPyException("Prescribed polybasis not recognized.")
self._polybasis = polybasis
except:
RROMPyWarning(("Prescribed polybasis not recognized. Overriding "
"to 'MONOMIAL'."))
self._polybasis = "MONOMIAL"
self._approxParameters["polybasis"] = self.polybasis
@property
def polybasis0(self):
if "_" in self.polybasis:
return self.polybasis.split("_")[0]
return self.polybasis
@property
def functionalSolve(self):
"""Value of functionalSolve."""
return self._functionalSolve
@functionalSolve.setter
def functionalSolve(self, functionalSolve):
try:
functionalSolve = functionalSolve.upper().strip().replace(" ","")
- if functionalSolve == "BARYCENTRIC": functionalSolve += "_AVERAGE"
+ if functionalSolve == "BARYCENTRIC": functionalSolve += "_NORM"
if functionalSolve not in self._allowedFunctionalSolveKinds:
raise RROMPyException(("Prescribed functionalSolve not "
"recognized."))
self._functionalSolve = functionalSolve
except:
RROMPyWarning(("Prescribed functionalSolve not recognized. "
"Overriding to 'NORM'."))
self._functionalSolve = "NORM"
self._approxParameters["functionalSolve"] = self.functionalSolve
@property
def interpTol(self):
"""Value of interpTol."""
return self._interpTol
@interpTol.setter
def interpTol(self, interpTol):
self._interpTol = interpTol
self._approxParameters["interpTol"] = self.interpTol
@property
def radialDirectionalWeights(self):
"""Value of radialDirectionalWeights."""
return self._radialDirectionalWeights
@radialDirectionalWeights.setter
def radialDirectionalWeights(self, radialDirectionalWeights):
if isinstance(radialDirectionalWeights, Iterable):
radialDirectionalWeights = list(radialDirectionalWeights)
else:
radialDirectionalWeights = [radialDirectionalWeights]
self._radialDirectionalWeights = radialDirectionalWeights
self._approxParameters["radialDirectionalWeights"] = (
self.radialDirectionalWeights)
@property
def radialDirectionalWeightsAdapt(self):
"""Value of radialDirectionalWeightsAdapt."""
return self._radialDirectionalWeightsAdapt
@radialDirectionalWeightsAdapt.setter
def radialDirectionalWeightsAdapt(self, radialDirectionalWeightsAdapt):
self._radialDirectionalWeightsAdapt = radialDirectionalWeightsAdapt
self._approxParameters["radialDirectionalWeightsAdapt"] = (
self.radialDirectionalWeightsAdapt)
@property
def M(self):
"""Value of M."""
return self._M
@M.setter
def M(self, M):
if isinstance(M, str):
M = M.strip().replace(" ","")
if "-" not in M: M = M + "-0"
self._M_isauto, self._M_shift = True, int(M.split("-")[-1])
M = 0
if M < 0: raise RROMPyException("M must be non-negative.")
self._M = M
self._approxParameters["M"] = self.M
def _setMAuto(self):
self.M = max(0, reduceDegreeN(self.S, self.S, self.npar,
self.polydegreetype) - self._M_shift)
vbMng(self, "MAIN", "Automatically setting M to {}.".format(self.M),
25)
@property
def N(self):
"""Value of N."""
return self._N
@N.setter
def N(self, N):
if isinstance(N, str):
N = N.strip().replace(" ","")
if "-" not in N: N = N + "-0"
self._N_isauto, self._N_shift = True, int(N.split("-")[-1])
N = 0
if N < 0: raise RROMPyException("N must be non-negative.")
self._N = N
self._approxParameters["N"] = self.N
def _setNAuto(self):
self.N = max(0, reduceDegreeN(self.S, self.S, self.npar,
self.polydegreetype) - self._N_shift)
vbMng(self, "MAIN", "Automatically setting N to {}.".format(self.N),
25)
@property
def polydegreetype(self):
"""Value of polydegreetype."""
return self._polydegreetype
@polydegreetype.setter
def polydegreetype(self, polydegreetype):
try:
polydegreetype = polydegreetype.upper().strip().replace(" ","")
if polydegreetype not in ["TOTAL", "FULL"]:
raise RROMPyException(("Prescribed polydegreetype not "
"recognized."))
self._polydegreetype = polydegreetype
except:
RROMPyWarning(("Prescribed polydegreetype not recognized. "
"Overriding to 'TOTAL'."))
self._polydegreetype = "TOTAL"
self._approxParameters["polydegreetype"] = self.polydegreetype
@property
def QTol(self):
"""Value of tolerance for robust rational denominator management."""
return self._QTol
@QTol.setter
def QTol(self, QTol):
if QTol < 0.:
RROMPyWarning(("Overriding prescribed negative robustness "
"tolerance to 0."))
QTol = 0.
self._QTol = QTol
self._approxParameters["QTol"] = self.QTol
def resetSamples(self):
"""Reset samples."""
super().resetSamples()
self._musUniqueCN = None
self._derIdxs = None
self._reorder = None
def _setupInterpolationIndices(self):
"""Setup parameters for polyvander."""
if self._musUniqueCN is None or len(self._reorder) != len(self.mus):
self._musUniqueCN, musIdxsTo, musIdxs, musCount = (
self.trainedModel.centerNormalize(self.mus).unique(
return_index = True, return_inverse = True,
return_counts = True))
self._musUnique = self.mus[musIdxsTo]
self._derIdxs = [None] * len(self._musUniqueCN)
self._reorder = np.empty(len(musIdxs), dtype = int)
filled = 0
for j, cnt in enumerate(musCount):
self._derIdxs[j] = nextDerivativeIndices([], self.mus.shape[1],
cnt)
jIdx = np.nonzero(musIdxs == j)[0]
self._reorder[jIdx] = np.arange(filled, filled + cnt)
filled += cnt
def _setupDenominator(self):
"""Compute rational denominator."""
RROMPyAssert(self._mode, message = "Cannot setup denominator.")
vbMng(self, "INIT", "Starting computation of denominator.", 7)
if hasattr(self, "_N_isauto"):
self._setNAuto()
else:
N = reduceDegreeN(self.N, self.S, self.npar, self.polydegreetype)
if N < self.N:
RROMPyWarning(("N too large compared to S. Reducing N by "
"{}").format(self.N - N))
self.N = N
while self.N > 0:
if self.functionalSolve != "NORM" and self.npar > 1:
RROMPyWarning(("Strategy for functional optimization must be "
"'NORM' for more than one parameter. "
"Overriding to 'NORM'."))
self.functionalSolve = "NORM"
if (self.functionalSolve[:11] == "BARYCENTRIC"
and self.N + 1 < self.S):
RROMPyWarning(("Barycentric strategy cannot be applied with "
"Least Squares. Overriding to 'NORM'."))
self.functionalSolve = "NORM"
if self.functionalSolve[:11] == "BARYCENTRIC":
invD, TN = None, None
self._setupInterpolationIndices()
- else:
+ if len(self._musUnique) != self.S:
+ RROMPyWarning(("Barycentric functional optimization "
+ "cannot be applied to repeated samples. "
+ "Overriding to 'NORM'."))
+ self.functionalSolve = "NORM"
+ if self.functionalSolve[:11] != "BARYCENTRIC":
invD, TN = self._computeInterpolantInverseBlocks()
- if (self.functionalSolve in ["NODAL", "BARYCENTRIC_NORM",
- "BARYCENTRIC_AVERAGE"]
- and len(self._musUnique) != self.S):
- if self.functionalSolve[:11] == "BARYCENTRIC":
- warnflag = "Barycentric"
- invD, TN = self._computeInterpolantInverseBlocks()
- else:
- warnflag = "Iterative"
- RROMPyWarning(("{} functional optimization cannot be applied "
- "to repeated samples. Overriding to "
- "'NORM'.").format(warnflag))
- self.functionalSolve = "NORM"
- idxSamplesEff = list(range(self.S))
if self.POD == 1:
- ev, eV = self.findeveVGQR(
- self.samplingEngine.Rscale[:, idxSamplesEff], invD, TN)
+ sampleE = self.samplingEngine.Rscale
+ Rscaling = None
+ elif self.POD == 1/2:
+ sampleE = self.samplingEngine.samples_normal
+ Rscaling = self.samplingEngine.Rscale
else:
- if self.POD == 1/2:
- sampleE = self.samplingEngine.samples_normal(idxSamplesEff)
- Rscaling = self.samplingEngine.Rscale
- else:
- sampleE = self.samplingEngine.samples(idxSamplesEff)
- Rscaling = None
- ev, eV = self.findeveVGExplicit(sampleE, invD, TN, Rscaling)
- if self.functionalSolve == "NODAL": break
- evR = ev / np.max(ev)
- ts = self.QTol * np.linalg.norm(evR)
- nevBad = len(ev) - np.sum(np.abs(evR) >= ts)
- if nevBad <= (self.functionalSolve == "NORM"): break
- if self.catchInstability:
- raise RROMPyException(("Instability in denominator "
- "computation: eigenproblem is poorly "
- "conditioned."),
- self.catchInstability == 1)
- vbMng(self, "MAIN", ("Smallest {} eigenvalues below tolerance. "
- "Reducing N by 1.").format(nevBad), 10)
- self.N = self.N - 1
+ sampleE = self.samplingEngine.samples
+ Rscaling = None
+ ev, eV = self.findeveVG(sampleE, invD, TN, Rscaling)
+ if self.functionalSolve[:11] == "BARYCENTRIC":
+ evBad = np.abs(ev) < self.QTol * np.linalg.norm(ev)
+ else:
+ evBad = np.abs(ev) < self.QTol * np.abs(ev[-1])
+ nevBad = np.sum(evBad)
+ if not nevBad: break
+ if self.npar == 1:
+ dN = nevBad
+ else: #if self.npar > 1 and self.functionalSolve == "NORM":
+ dN = self.N - reduceDegreeN(self.N, len(eV) - nevBad,
+ self.npar, self.polydegreetype)
+ vbMng(self, "MAIN",
+ ("Smallest {} eigenvalue{} below tolerance. Reducing N by "
+ "{}.").format(nevBad, "s" * (nevBad > 1), dN), 10)
+ self.N = self.N - dN
+ if self.functionalSolve[:11] == "BARYCENTRIC":
+ eV = eV[evBad == False]
+ break
+ if hasattr(self, "_gram"): del self._gram
if self.N <= 0:
- self.N = 0
- eV = np.ones((1, 1))
- if self.N > 0 and self.functionalSolve in ["NODAL", "BARYCENTRIC_NORM",
- "BARYCENTRIC_AVERAGE"]:
- eV = eV[np.isinf(eV) + np.isnan(eV) == False]
+ self.N, eV = 0, np.ones((1,) * self.npar, dtype = np.complex)
+ if self.N > 0 and self.functionalSolve[:11] == "BARYCENTRIC":
q = PIN()
q.polybasis, q.nodes = self.polybasis0, eV
else:
q = PI()
q.npar, q.polybasis = self.npar, self.polybasis0
if self.polydegreetype == "TOTAL":
q.coeffs = degreeTotalToFull(tuple([self.N + 1] * self.npar),
self.npar, eV)
else:
q.coeffs = eV.reshape([self.N + 1] * self.npar)
vbMng(self, "DEL", "Done computing denominator.", 7)
return q
def _setupNumerator(self):
"""Compute rational numerator."""
RROMPyAssert(self._mode, message = "Cannot setup numerator.")
vbMng(self, "INIT", "Starting computation of numerator.", 7)
self._setupInterpolationIndices()
Qevaldiag = polyTimesTable(self.trainedModel.data.Q, self._musUniqueCN,
self._reorder, self._derIdxs,
self.scaleFactorRel)
if self.POD == 1:
Qevaldiag = Qevaldiag.dot(self.samplingEngine.Rscale.T)
elif self.POD == 1/2:
Qevaldiag = Qevaldiag * self.samplingEngine.Rscale
if hasattr(self, "_M_isauto"):
self._setMAuto()
M = self.M
else:
M = reduceDegreeN(self.M, self.S, self.npar, self.polydegreetype)
if M < self.M:
RROMPyWarning(("M too large compared to S. Reducing M by "
"{}").format(self.M - M))
self.M = M
while self.M >= 0:
pParRest = [self.M, self.polybasis, self.verbosity >= 5,
self.polydegreetype == "TOTAL",
{"derIdxs": self._derIdxs, "reorder": self._reorder,
"scl": self.scaleFactorRel}]
if self.polybasis in ppb:
p = PI()
else:
self.computeScaleFactor()
rDWEff = np.array([w * f for w, f in zip(
self.radialDirectionalWeights,
self.scaleFactor)])
pParRest = pParRest[: 2] + [rDWEff] + pParRest[2 :]
pParRest[-1]["optimizeScalingBounds"] = (
self.radialDirectionalWeightsAdapt)
p = RBI()
if self.polybasis in ppb + rbpb:
pParRest += [{"rcond": self.interpTol}]
wellCond, msg = p.setupByInterpolation(self._musUniqueCN,
Qevaldiag, *pParRest)
vbMng(self, "MAIN", msg, 5)
if wellCond: break
vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing M "
"by 1."), 10)
self.M = self.M - 1
if self.M < 0:
raise RROMPyException(("Instability in computation of numerator. "
"Aborting."))
self.M = M
vbMng(self, "DEL", "Done computing numerator.", 7)
return p
def setupApprox(self) -> int:
"""Compute rational interpolant."""
if self.checkComputedApprox(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5)
self.computeSnapshots()
self._setupTrainedModel(self.samplingEngine.projectionMatrix)
self._setupRational(self._setupDenominator())
self.trainedModel.data.approxParameters = copy(self.approxParameters)
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
def _setupRational(self, Q:interpEng, P : interpEng = None):
vbMng(self, "INIT", "Starting approximant finalization.", 5)
self.trainedModel.data.Q = Q
if P is None: P = self._setupNumerator()
while self.N > 0 and self.npar == 1:
if self.HFEngine._ignoreResidues:
pls = Q.roots()
cfs, projMat = None, None
else:
cfs, pls, _ = rational2heaviside(P, Q)
cfs = cfs[: self.N].T
if self.POD != 1:
projMat = self.samplingEngine.projectionMatrix
else:
projMat = None
foci = self.sampler.normalFoci()
plsA = self.mapParameterList(self.mapParameterList(self.mu0)(0, 0)
+ self.scaleFactor * pls, "B")(0)
idxBad = self.HFEngine.flagBadPolesResiduesAbsolute(plsA, cfs,
projMat)
if not self.HFEngine._ignoreResidues: cfs[:, idxBad] = 0.
idxBad += self.HFEngine.flagBadPolesResiduesRelative(pls, cfs,
projMat, foci)
idxBad = idxBad > 0
if not np.any(idxBad): break
vbMng(self, "MAIN",
"Removing {} spurious pole{} out of {}.".format(
np.sum(idxBad), "s" * (np.sum(idxBad) > 1), self.N), 10)
if isinstance(Q, PIN):
Q.nodes = Q.nodes[idxBad == False]
else:
Q = PI()
Q.npar = self.npar
Q.polybasis = self.polybasis0
Q.coeffs = np.ones(1, dtype = np.complex)
for pl in pls[idxBad == False]:
Q.coeffs = polyTimes(Q.coeffs, [- pl, 1.],
Pbasis = Q.polybasis, Rbasis = Q.polybasis)
Q.coeffs /= np.linalg.norm(Q.coeffs)
self.trainedModel.data.Q = Q
self.N = Q.deg[0]
P = self._setupNumerator()
self.trainedModel.data.P = P
vbMng(self, "DEL", "Terminated approximant finalization.", 5)
def _computeInterpolantInverseBlocks(self) -> Tuple[List[Np2D], Np2D]:
"""
Compute inverse factors for minimal interpolant target functional.
"""
RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.")
self._setupInterpolationIndices()
pvPPar = [self.polybasis0, self._derIdxs, self._reorder,
self.scaleFactorRel]
- if hasattr(self, "_M_isauto"): self._setMAuto()
- E = max(self.M, self.N)
- fullE = E + 1 == len(self._reorder) == len(self._musUniqueCN)
- if fullE:
+ full = self.N + 1 == self.S == len(self._musUniqueCN)
+ if full:
mus = self._musUniqueCN[self._reorder]
dist = baseDistanceMatrix(mus, magnitude = False)[..., 0]
- dist[np.arange(E + 1), np.arange(E + 1)] = multifactorial([E])
+ dist[np.arange(self.N + 1),
+ np.arange(self.N + 1)] = multifactorial([self.N])
fitinvE = np.prod(dist, axis = 1) ** -1
vbMng(self, "MAIN",
("Evaluating quasi-Lagrangian basis of degree {} at {} "
- "sample points.").format(E, E + 1), 5)
+ "sample points.").format(self.N, self.N + 1), 5)
invD = [np.diag(fitinvE)]
+ TN = pvP(self._musUniqueCN, self.N, *pvPPar)
else:
- while E >= 0:
+ while self.N >= 0:
if self.polydegreetype == "TOTAL":
- Eeff = E
- idxsB = totalDegreeMaxMask(E, self.npar)
+ Neff = self.N
+ idxsB = totalDegreeMaxMask(self.N, self.npar)
else: #if self.polydegreetype == "FULL":
- Eeff = [E] * self.npar
- idxsB = fullDegreeMaxMask(E, self.npar)
- TE = pvP(self._musUniqueCN, Eeff, *pvPPar)
- fitOut = pseudoInverse(TE, rcond = self.interpTol, full = True)
+ Neff = [self.N] * self.npar
+ idxsB = fullDegreeMaxMask(self.N, self.npar)
+ TN = pvP(self._musUniqueCN, Neff, *pvPPar)
+ fitOut = pseudoInverse(TN, rcond = self.interpTol, full = True)
vbMng(self, "MAIN",
("Fitting {} samples with degree {} through {}... "
"Conditioning of pseudoinverse system: {:.4e}.").format(
- TE.shape[0], E,
+ TN.shape[0], self.N,
polyfitname(self.polybasis0),
fitOut[1][1][0] / fitOut[1][1][-1]), 5)
- if fitOut[1][0] == TE.shape[1]:
+ if fitOut[1][0] == TN.shape[1]:
fitinv = fitOut[0][idxsB, :]
break
- EeqN = E == self.N
- vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing "
- "E {}by 1.").format("and N " * EeqN), 10)
- if EeqN: self.N = self.N - 1
- E -= 1
+ vbMng(self, "MAIN",
+ "Polyfit is poorly conditioned. Reducing N by 1.", 10)
+ self.N = self.N - 1
if self.N < 0:
raise RROMPyException(("Instability in computation of "
"denominator. Aborting."))
invD = vanderInvTable(fitinv, idxsB, self._reorder, self._derIdxs)
- if self.N == E and not fullE:
- TN = TE
- else: #build TN from scratch
- if self.polydegreetype == "TOTAL":
- Neff = self.N
- else: #if self.polydegreetype == "FULL":
- Neff = [self.N] * self.npar
- TN = pvP(self._musUniqueCN, Neff, *pvPPar)
return invD, TN
- def findeveVGExplicit(self, sampleE:sampList, invD:List[Np2D], TN:Np2D,
- Rscaling : Np1D = None) -> Tuple[Np1D, Np2D]:
+ def findeveVG(self, sampleE:Np2D, invD:List[Np2D], TN:Np2D,
+ Rscaling : Np1D = None) -> Tuple[Np1D, Np2D]:
"""
- Compute explicitly eigenvalues and eigenvectors of rational denominator
- matrix.
+ Compute eigenvalues and eigenvectors of rational denominator matrix, or
+ of its right chol factor if POD.
"""
- RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.")
- vbMng(self, "INIT", "Building gramian matrix.", 10)
- gramian = self.HFEngine.innerProduct(sampleE, sampleE, is_state = True)
- if Rscaling is not None:
- gramian = (gramian.T * Rscaling.conj()).T * Rscaling
- if self.functionalSolve == "NODAL":
- SEnd = invD[0].shape[1]
- G0 = np.zeros((SEnd,) * 2, dtype = np.complex)
- if self.functionalSolve[:11] == "BARYCENTRIC":
- G = gramian
- nEnd = len(gramian) - 1
+ RROMPyAssert(self._mode, message = "Cannot solve spectral problem.")
+ if self.POD == 1:
+ if self.functionalSolve[:11] == "BARYCENTRIC":
+ Rstack = sampleE
+ else:
+ vbMng(self, "INIT", "Building generalized half-gramian.",
+ 10)
+ S, eWidth = sampleE.shape[0], len(invD)
+ Rstack = np.zeros((S * eWidth, TN.shape[1]),
+ dtype = np.complex)
+ for k in range(eWidth):
+ Rstack[k * S : (k + 1) * S, :] = dot(sampleE, dot(invD[k],
+ TN))
+ vbMng(self, "DEL", "Done building half-gramian.", 10)
+ _, s, Vh = np.linalg.svd(Rstack, full_matrices = False)
+ ev, eV = s[::-1], Vh[::-1].T.conj()
+ evExp, probKind = -2., "svd "
else:
- nEnd = TN.shape[1]
- G = np.zeros((nEnd, nEnd), dtype = np.complex)
- for k in range(len(invD)):
- iDkN = dot(invD[k], TN)
- G += dot(dot(gramian, iDkN).T, iDkN.conj()).T
- if self.functionalSolve == "NODAL":
- G0 += dot(dot(gramian, invD[k]).T, invD[k].conj()).T
- vbMng(self, "DEL", "Done building gramian.", 10)
- if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM"]:
+ if not hasattr(self, "_gram"):
+ vbMng(self, "INIT", "Building gramian matrix.", 10)
+ self._gram = self.HFEngine.innerProduct(sampleE, sampleE,
+ is_state = True)
+ if Rscaling is not None:
+ self._gram = (self._gram.T * Rscaling.conj()).T * Rscaling
+ vbMng(self, "DEL", "Done building gramian.", 10)
+ if self.functionalSolve[:11] == "BARYCENTRIC":
+ G = self._gram
+ else:
+ vbMng(self, "INIT", "Building generalized gramian.", 10)
+ G = np.zeros((TN.shape[1],) * 2, dtype = np.complex)
+ for k in range(len(invD)):
+ iDkN = dot(invD[k], TN)
+ G += dot(dot(self._gram, iDkN).T, iDkN.conj()).T
+ vbMng(self, "DEL", "Done building gramian.", 10)
ev, eV = np.linalg.eigh(G)
+ evExp, probKind = -1., "eigen"
+ if (self.functionalSolve in ["NORM", "BARYCENTRIC_NORM"]
+ or np.sum(np.abs(ev) < np.finfo(float).eps * np.abs(ev[-1])
+ * len(ev)) == 1):
eV = eV[:, 0]
- if self.functionalSolve == "BARYCENTRIC_NORM":
- eV = self.findeVBarycentric(eV)
- problem = "eigenproblem"
+ elif self.functionalSolve == "BARYCENTRIC_AVERAGE":
+ eV = eV.dot(ev ** evExp * np.sum(eV, axis = 0).conj())
else:
- if self.functionalSolve == "BARYCENTRIC_AVERAGE":
- fitOut = pseudoInverse(G, rcond = self.interpTol, full = True)
- eV = self.findeVBarycentric(np.sum(fitOut[0], axis = 1))
- else:
- fitOut = pseudoInverse(G[:-1, :-1], rcond = self.interpTol,
- full = True)
- eV = np.append(fitOut[0].dot(G[:-1, -1]), -1.)
- ev = fitOut[1][1][::-1]
- problem = "linear problem"
+ eV = eV.dot(ev ** evExp * eV[0].conj())
+ ev = ev[1 :]
vbMng(self, "MAIN",
- ("Solved {} of size {} with condition number "
- "{:.4e}.").format(problem, nEnd, ev[-1] / ev[0]), 5)
- if self.functionalSolve == "NODAL": eV = self.findeVNodal(eV, G0)
- return ev, eV
-
- def findeveVGQR(self, RPODE:Np2D, invD:List[Np2D],
- TN:Np2D) -> Tuple[Np1D, Np2D]:
- """
- Compute eigenvalues and eigenvectors of rational denominator matrix
- through SVD of R factor.
- """
- RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.")
- vbMng(self, "INIT", "Building half-gramian matrix stack.", 10)
- if self.functionalSolve == "NODAL":
- gramian = Np2DLikeGramian(None, dot(RPODE, invD[0]))
+ ("Solved {}problem of size {} with condition number "
+ "{:.4e}.").format(probKind, len(ev), ev[-1] / ev[0]), 5)
if self.functionalSolve[:11] == "BARYCENTRIC":
- Rstack = RPODE
- nEnd = RPODE.shape[1] - 1
- else:
- S, nEnd, eWidth = RPODE.shape[0], TN.shape[1], len(invD)
- Rstack = np.zeros((S * eWidth, nEnd), dtype = np.complex)
- for k in range(eWidth):
- Rstack[k * S : (k + 1) * S, :] = dot(RPODE, dot(invD[k], TN))
- vbMng(self, "DEL", "Done building half-gramian.", 10)
- if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM",
- "BARYCENTRIC_AVERAGE"]:
- _, ev, Vh = np.linalg.svd(Rstack, full_matrices = False)
- if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM"]:
- eV = Vh[-1, :].conj()
- ev = ev[::-1]
- else: #if self.functionalSolve == "BARYCENTRIC_AVERAGE":
- ev[ev > 0.] **= -2.
- eV = Vh.T.conj().dot(ev * np.sum(Vh, axis = 1))
- if self.functionalSolve[:11] == "BARYCENTRIC":
- eV = self.findeVBarycentric(eV)
- problem = "svd problem"
- else:
- fitOut = pseudoInverse(Rstack[:, :-1], rcond = self.interpTol,
- full = True)
- ev = fitOut[1][1][::-1]
- eV = np.append(fitOut[0].dot(Rstack[:, -1]), -1.)
- problem = "linear problem"
- vbMng(self, "MAIN",
- ("Solved {} of size {} with condition number "
- "{:.4e}.").format(problem, nEnd, ev[-1] / ev[0]), 5)
- if self.functionalSolve == "NODAL": eV = self.findeVNodal(eV, gramian)
+ N = len(eV)
+ arrow = np.zeros((N + 1,) * 2, dtype = np.complex)
+ arrow[1 :, 0] = 1.
+ arrow[0, 1 :] = eV
+ arrow[np.arange(1, N + 1),
+ np.arange(1, N + 1)] = self._musUniqueCN[self._reorder[: N]
+ ].flatten()
+ active = np.eye(N + 1)
+ active[0, 0] = 0.
+ Aev, AeV = eig(arrow, active)
+ AevGood = np.isinf(Aev) + np.isnan(Aev) == False
+ eV, AeV = Aev[AevGood], AeV[:, AevGood]
+ ev = np.sum(np.abs(arrow.dot(AeV) - eV * active.dot(AeV)) ** 2.,
+ axis = 0) ** .5
return ev, eV
-
- def findeVBarycentric(self, baryWeights:Np1D) -> Np1D:
- RROMPyAssert(self._mode,
- message = "Cannot solve optimization problem.")
- arrow = np.pad(np.diag(self._musUniqueCN[self._reorder].flatten()),
- (1, 0), "constant", constant_values = 1.) + 0.j
- arrow[0, 0] = 0.
- arrow[0, 1:] = baryWeights
- active = np.pad(np.eye(len(baryWeights)), (1, 0), "constant")
- eV = eigvals(arrow, active)
- return eV[np.isinf(eV) + np.isnan(eV) == False]
- def findeVNodal(self, q0coeffs:Np1D, gram:Np2D, maxiter : int = 25,
- tolNewton : float = 1e-10) -> Np1D:
- RROMPyAssert(self._mode,
- message = "Cannot solve optimization problem.")
- q = PI()
- q.npar, q.polybasis, q.coeffs = self.npar, self.polybasis0, q0coeffs
- nodes = q.roots()
- N = len(nodes)
- grad = np.zeros(N, dtype = np.complex)
- hess = np.zeros((N, N), dtype = np.complex)
- for niter in range(maxiter):
- plDist = baseDistanceMatrix(self._musUniqueCN[self._reorder],
- nodes, magnitude = False)[:, :, 0]
- q0, q = np.prod(plDist, axis = 1), []
- for jS in range(N):
- mask = np.arange(N) != jS
- q += [np.prod(plDist[:, mask], axis = 1)]
- grad[jS] = q[-1].conj().dot(gram.dot(q0))
- for iS in range(jS + 1):
- if iS == jS:
- hij = 0.
- sij = q[-1].conj().dot(gram.dot(q[-1]))
- else:
- mask = (np.arange(N) != iS) * (np.arange(N) != jS)
- qij = np.prod(plDist[:, mask], axis = 1)
- hij = qij.conj().dot(gram.dot(q0))
- sij = q[-1].conj().dot(gram.dot(q[iS]))
- hess[jS, iS] = hij + sij
- if iS < jS: hess[iS, jS] = hij + np.conj(sij)
- dnodes = np.linalg.solve(hess, grad)
- nodes += dnodes
- tol = np.linalg.norm(dnodes) / np.linalg.norm(nodes)
- if tol < tolNewton: break
- if niter < maxiter:
- vbMng(self, "MAIN",
- ("Newton's method for problem of size {} converged "
- "(err = {:.4e}) in {} iteration{}.").format(
- N + 1, tol, niter + 1, "s" * (niter > 0)), 5)
- else:
- RROMPyWarning(("Newton's method for problem of size {} did "
- "not converge (err = {:.4e}) after {} "
- "iterations.").format(N + 1, tol, niter + 1))
- return nodes
-
def getResidues(self, *args, **kwargs) -> Tuple[paramList, Np2D]:
"""
Obtain approximant residues.
Returns:
Matrix with residues as columns.
"""
return self.trainedModel.getResidues(*args, **kwargs)
diff --git a/tests/3_reduction_methods_1D/rational_interpolant_1d.py b/tests/3_reduction_methods_1D/rational_interpolant_1d.py
index 1899737..52779d6 100644
--- a/tests/3_reduction_methods_1D/rational_interpolant_1d.py
+++ b/tests/3_reduction_methods_1D/rational_interpolant_1d.py
@@ -1,67 +1,67 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
import numpy as np
from matrix_fft import matrixFFT
from rrompy.reduction_methods import RationalInterpolant as RI
from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS,
ManualSampler as MS)
from rrompy.parameter import checkParameterList
def test_monomials(capsys):
mu = 1.5
solver = matrixFFT()
params = {"POD": False, "S": 10, "QTol": 1e-6, "interpTol": 1e-3,
"polybasis": "MONOMIAL", "sampler": QS([1.5, 6.5], "UNIFORM")}
approx = RI(solver, 4., approxParameters = params, verbosity = 10)
approx.setupApprox()
out, err = capsys.readouterr()
assert "below tolerance. Reducing N" in out
assert "poorly conditioned. Reducing M " in out
assert len(err) == 0
- assert np.isclose(approx.normErr(mu)[0], 1.4746e-05, atol = 1e-4)
+ assert np.isclose(approx.normErr(mu)[0], 3.454e-2, atol = 1e-2)
def test_well_cond():
mu = 1.5
solver = matrixFFT()
params = {"POD": True, "S": 10, "QTol": 1e-14, "interpTol": 1e-10,
"polybasis": "CHEBYSHEV", "sampler": QS([1., 7.], "CHEBYSHEV")}
approx = RI(solver, 4., approxParameters = params, verbosity = 0)
approx.setupApprox()
poles = approx.getPoles()
for lambda_ in np.arange(1, 8):
assert np.isclose(np.min(np.abs(poles - lambda_)), 0., atol = 1e-4)
for mu in approx.mus:
assert np.isclose(approx.normErr(mu)[0], 0., atol = 1e-8)
def test_hermite():
mu = 1.5
solver = matrixFFT()
sampler0 = QS([1., 7.], "CHEBYSHEV")
points = checkParameterList(np.tile(sampler0.generatePoints(4)(0), 3))
params = {"POD": True, "S": 12, "polybasis": "CHEBYSHEV",
"sampler": MS([1., 7.], points = points)}
approx = RI(solver, 4., approxParameters = params, verbosity = 0)
approx.setupApprox()
poles = approx.getPoles()
for lambda_ in np.arange(1, 8):
assert np.isclose(np.min(np.abs(poles - lambda_)), 0., atol = 1e-4)
for mu in approx.mus:
assert np.isclose(approx.normErr(mu)[0], 0., atol = 1e-8)
diff --git a/tests/4_reduction_methods_multiD/rational_interpolant_2d.py b/tests/4_reduction_methods_multiD/rational_interpolant_2d.py
index 5e2cb73..3148314 100644
--- a/tests/4_reduction_methods_multiD/rational_interpolant_2d.py
+++ b/tests/4_reduction_methods_multiD/rational_interpolant_2d.py
@@ -1,77 +1,77 @@
# Copyright (C) 2018-2020 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see .
#
import numpy as np
from matrix_random import matrixRandom
from rrompy.reduction_methods import RationalInterpolant as RI
from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS,
ManualSampler as MS)
def test_monomials(capsys):
mu = [5.05, 7.1]
mu0 = [5., 7.]
solver = matrixRandom()
uh = solver.solve(mu)[0]
params = {"POD": False, "S": 16, "QTol": 1e-6, "interpTol": 1e-3,
"polybasis": "MONOMIAL",
"sampler": QS([[4.9, 6.85], [5.1, 7.15]], "UNIFORM")}
approx = RI(solver, mu0, params, verbosity = 100)
approx.setupApprox()
uhP1 = approx.getApprox(mu)[0]
errP = approx.getErr(mu)[0]
errNP = approx.normErr(mu)[0]
myerrP = uhP1 - uh
assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3)
assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3)
resP = approx.getRes(mu)[0]
resNP = approx.normRes(mu)
assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3)
assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))),
0., rtol = 1e-3)
assert np.isclose(errNP / solver.norm(uh), 5.2667e-05, rtol = 1)
out, err = capsys.readouterr()
- assert ("poorly conditioned. Reducing E " in out)
+ assert ("poorly conditioned. Reducing N " in out)
assert len(err) == 0
def test_well_cond():
mu = [5.05, 7.1]
mu0 = [5., 7.]
solver = matrixRandom()
params = {"POD": True, "M": 3, "N": 3, "S": 16,
"interpTol": 1e-10, "polybasis": "CHEBYSHEV",
"sampler": QS([[4.9, 6.85], [5.1, 7.15]], "UNIFORM")}
approx = RI(solver, mu0, params, verbosity = 0)
approx.setupApprox()
assert np.isclose(approx.normErr(mu)[0] / approx.normHF(mu)[0],
5.98695e-05, rtol = 1e-1)
def test_hermite():
mu = [5.05, 7.1]
mu0 = [5., 7.]
solver = matrixRandom()
sampler0 = QS([[4.9, 6.85], [5.1, 7.15]], "UNIFORM")
params = {"POD": True, "M": 3, "N": 3, "S": 25, "polybasis": "CHEBYSHEV",
"sampler": MS([[4.9, 6.85], [5.1, 7.15]],
points = sampler0.generatePoints(9))}
approx = RI(solver, mu0, params, verbosity = 0)
approx.setupApprox()
assert np.isclose(approx.normErr(mu)[0] / approx.normHF(mu)[0],
5.50053e-05, rtol = 5e-1)