diff --git a/examples/1_symmetric_disk/symmetric_disk.py b/examples/1_symmetric_disk/symmetric_disk.py
index 898e2b1..7cd9be6 100644
--- a/examples/1_symmetric_disk/symmetric_disk.py
+++ b/examples/1_symmetric_disk/symmetric_disk.py
@@ -1,84 +1,86 @@
import numpy as np
from symmetric_disk_engine import SymmetricDiskEngine as engine
from rrompy.sampling import SamplingEngineStandard as SES
from rrompy.reduction_methods import (
NearestNeighbor as NN, RationalInterpolant as RI, ReducedBasis as RB,
RationalInterpolantGreedy as RIG, ReducedBasisGreedy as RBG)
from rrompy.parameter.parameter_sampling import QuadratureSampler as QS
ks = [10., 20.]
k0, n = np.mean(np.power(ks, 2.)) ** .5, 150
solver = engine(k0, n)
k = 12.
for method in ["RI", "RB", "RI_GREEDY", "RB_GREEDY"]:
print("Testing {} method".format(method))
if method == "RI":
params = {'S':40, 'POD':True, 'polybasis':"CHEBYSHEV",
'sampler':QS(ks, "CHEBYSHEV", scalingExp = 2.)}
algo = RI
if method == "RB":
params = {'S':40, 'POD':True,
'sampler':QS(ks, "CHEBYSHEV", scalingExp = 2.)}
algo = RB
if method == "RI_GREEDY":
params = {'S':10, 'POD':True, 'polybasis':"LEGENDRE", 'greedyTol':1e-2,
'sampler':QS(ks, "UNIFORM", scalingExp = 2.),
- 'errorEstimatorKind':"DISCREPANCY"}
+ 'errorEstimatorKind':"DISCREPANCY",
+ 'trainSetGenerator':QS(ks, "CHEBYSHEV", scalingExp = 2.)}
algo = RIG
if method == "RB_GREEDY":
params = {'S':10, 'POD':True, 'greedyTol':1e-2,
- 'sampler':QS(ks, "UNIFORM", scalingExp = 2.)}
+ 'sampler':QS(ks, "UNIFORM", scalingExp = 2.),
+ 'trainSetGenerator':QS(ks, "CHEBYSHEV", scalingExp = 2.)}
algo = RBG
approx = algo(solver, mu0 = k0, approx_state = True,
approxParameters = params, verbosity = 20)
if len(method) == 2:
approx.setupApprox()
else:
approx.setupApprox("LAST")
print("--- Approximant ---")
approx.plotApprox(k, name = 'u_app')
approx.plotHF(k, name = 'u_HF')
approx.plotErr(k, name = 'err_app')
approx.plotRes(k, name = 'res_app')
normErr = approx.normErr(k)[0]
normSol = approx.normHF(k)[0]
normRes = approx.normRes(k)[0]
normRHS = approx.normRHS(k)[0]
print("SolNorm:\t{:.5e}\nErr_app: \t{:.5e}\nErrRel_app:\t{:.5e}".format(
normSol, normErr, normErr / normSol))
print("RHSNorm:\t{:.5e}\nRes_app: \t{:.5e}\nResRel_app:\t{:.5e}".format(
normRHS, normRes, normRes / normRHS))
print("--- Closest snapshot ---")
eng = SES(solver, verbosity = 0)
approxNN = NN(solver, mu0 = k0, approx_state = True, verbosity = 0,
approxParameters = {'S':approx.S, 'POD':True})
approxNN.setSamples(approx.samplingEngine)
approxNN.plotApprox(k, name = 'u_close')
approxNN.plotHF(k, name = 'u_HF')
approxNN.plotErr(k, name = 'err_close')
approxNN.plotRes(k, name = 'res_close')
normErr = approxNN.normErr(k)[0]
normSol = approxNN.normHF(k)[0]
normRes = approxNN.normRes(k)[0]
normRHS = approxNN.normRHS(k)[0]
print("SolNorm:\t{:.5e}\nErr_close:\t{:.5e}\nErrRel_close:\t{:.5e}".format(
normSol, normErr, normErr / normSol))
print("RHSNorm:\t{:.5e}\nRes_close:\t{:.5e}\nResRel_close:\t{:.5e}".format(
normRHS, normRes, normRes / normRHS))
if method[:2] == "RI":
poles, residues = approx.getResidues()
if method[:2] == "RB":
poles = approx.getPoles()
print("Poles:\n{}".format(poles))
if method[:2] == "RI":
for pol, res in zip(poles, residues.T):
solver.plot(res)
print("pole = {:.5e}".format(pol))
print("\n")
diff --git a/examples/7_MHD/mhd.py b/examples/7_MHD/mhd.py
index c4d3232..8e58b3d 100644
--- a/examples/7_MHD/mhd.py
+++ b/examples/7_MHD/mhd.py
@@ -1,65 +1,73 @@
import numpy as np
import matplotlib.pyplot as plt
from mhd_engine import MHDEngine as engine
from rrompy.reduction_methods import (RationalInterpolant as RI,
RationalInterpolantGreedy as RIG)
from rrompy.parameter.parameter_sampling import (FFTSampler as FFTS,
QuadratureCircleSampler as QCS,
QuadratureBoxSampler as QBS)
ks = [-.35 + .5j, 0. + .5j]
k0 = np.mean(ks)
solver = engine(5)
kEffDelta = .1 * (ks[1] - ks[0])
kEff = np.real([ks[0] - kEffDelta, ks[1] + kEffDelta])
iEff = kEff - .5 * np.sum(np.real(ks)) + np.imag(ks[0])
nPoles = 50
polesEx = solver.getPolesExact(nPoles, k0)
-for method in ["FFT", "BOX", "GREEDY"]:
- print("Testing {} method".format(method))
-
- if method == "FFT":
- params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL",
- 'sampler':FFTS(ks)}
- algo = RI
- if method == "BOX":
- params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL",
- 'sampler':QBS(ks)}
- algo = RI
- if method == "GREEDY":
- params = {'S':30, 'POD':True, 'greedyTol':1e-2, 'polybasis':"MONOMIAL",
- 'sampler':QCS(ks), 'errorEstimatorKind':"LOOK_AHEAD",
- 'nTestPoints':10000, 'trainSetGenerator':FFTS(ks)}
- algo = RIG
-
- approx = algo(solver, mu0 = k0, approx_state = True,
- approxParameters = params, verbosity = 10)
- approx.setupApprox()
+for corrector in [False, True]:
+ for method in ["FFT", "BOX", "GREEDY"]:
+ print("Testing {} method with{} corrector".format(method,
+ "out" * (not corrector)))
- poles, residues = approx.getResidues()
- inRange = np.logical_and(
+ if method == "FFT":
+ params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL",
+ 'sampler':FFTS(ks), 'correctorTol':1e-5}
+ algo = RI
+ if method == "BOX":
+ params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL",
+ 'sampler':QBS(ks), 'correctorTol':1e-5}
+ algo = RI
+ if method == "GREEDY":
+ params = {'S':30, 'POD':True, 'greedyTol':1e-2,
+ 'polybasis':"MONOMIAL", 'sampler':QCS(ks),
+ 'errorEstimatorKind':"LOOK_AHEAD", 'nTestPoints':10000,
+ 'trainSetGenerator':FFTS(ks), 'correctorTol':1e-5}
+ algo = RIG
+ params['correctorForce'] = corrector
+
+ approx = algo(solver, mu0 = k0, approx_state = True,
+ approxParameters = params, verbosity = 10)
+ approx.setupApprox()
+
+ poles, residues = approx.getResidues()
+ inRange = np.logical_and(
np.logical_and(np.real(poles) >= kEff[0], np.real(poles) <= kEff[1]),
np.logical_and(np.imag(poles) >= iEff[0], np.imag(poles) <= iEff[1]))
- polesEff = poles[inRange]
- resNormEff = np.linalg.norm(residues, axis = 0)[inRange]
- rLm = np.min(np.log(resNormEff))
- rLmM = np.max(np.log(resNormEff)) - rLm
- fig = plt.figure(figsize = (10, 10))
- ax = fig.add_subplot(1, 1, 1)
- if method == "GREEDY":
- ax.plot(approx.muTest.re.data.flatten(),
- approx.muTest.im.data.flatten(), 'k,', alpha = 0.25)
- for pl, rN in zip(polesEff, resNormEff):
- alpha = .1 + .65 * (np.log(rN) - rLm) / rLmM
- ax.annotate("{0:.0e}".format(rN), (np.real(pl), np.imag(pl)),
- alpha = alpha)
- ax.plot(np.real(pl), np.imag(pl), 'r+', alpha = alpha + .25)
- ax.plot(approx.mus.re.data.flatten(), approx.mus.im.data.flatten(), 'k.')
- ax.plot(np.real(polesEx), np.imag(polesEx), 'bx')
- ax.set_xlim(kEff)
- ax.set_ylim(iEff)
- ax.grid()
- plt.tight_layout()
- plt.show()
-
- print("\n")
+ polesEff = poles[inRange]
+ resNormEff = np.linalg.norm(residues, axis = 0)[inRange]
+ rLm = np.min(np.log(resNormEff))
+ rLmM = np.max(np.log(resNormEff)) - rLm
+ fig = plt.figure(figsize = (10, 10))
+ ax = fig.add_subplot(1, 1, 1)
+ if method == "GREEDY":
+ ax.plot(approx.muTest.re.data.flatten(),
+ approx.muTest.im.data.flatten(), 'k,', alpha = 0.25)
+ for pl, rN in zip(polesEff, resNormEff):
+ if corrector:
+ alpha = .35 + .4 * (np.log(rN) - rLm) / rLmM
+ else:
+ alpha = .1 + .65 * (np.log(rN) - rLm) / rLmM
+ ax.annotate("{0:.0e}".format(rN), (np.real(pl), np.imag(pl)),
+ alpha = alpha)
+ ax.plot(np.real(pl), np.imag(pl), 'r+', alpha = alpha + .25)
+ ax.plot(approx.mus.re.data.flatten(),
+ approx.mus.im.data.flatten(), 'k.')
+ ax.plot(np.real(polesEx), np.imag(polesEx), 'bx')
+ ax.set_xlim(kEff)
+ ax.set_ylim(iEff)
+ ax.grid()
+ plt.tight_layout()
+ plt.show()
+
+ print("\n")
diff --git a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py
index e43b294..b086c2f 100644
--- a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py
+++ b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py
@@ -1,486 +1,486 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
import numpy as np
from copy import deepcopy as copy
from rrompy.reduction_methods.base.generic_approximant import (
GenericApproximant)
from rrompy.utilities.poly_fitting.polynomial import polybases as ppb
from rrompy.utilities.poly_fitting.radial_basis import polybases as rbpb
from rrompy.utilities.poly_fitting.moving_least_squares import (
polybases as mlspb)
from rrompy.sampling import (SamplingEnginePivoted, SamplingEnginePivotedPOD,
SamplingEnginePivotedPODGlobal)
from rrompy.utilities.base.types import paramList, ListAny
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical.degree import reduceDegreeN
from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert,
RROMPyWarning)
__all__ = ['GenericPivotedApproximant', 'PODGlobal']
PODGlobal = 2
class GenericPivotedApproximant(GenericApproximant):
"""
ROM pivoted approximant (with pole matching) computation for parametric
problems (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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- '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;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL', 'CHEBYSHEV'
and 'LEGENDRE'; defaults to 'MONOMIAL';
- 'MMarginal': degree of marginal interpolant; defaults to 'AUTO',
i.e. maximum allowed;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'MMarginal': degree of marginal interpolant;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcondMarginal': tolerance for marginal interpolation.
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.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
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.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
MMarginal: Degree of marginal interpolant.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcondMarginal: Tolerance for marginal interpolation.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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 __init__(self, directionPivot:ListAny, *args, **kwargs):
self._preInit()
if len(directionPivot) > 1:
raise RROMPyException(("Exactly 1 pivot parameter allowed in pole "
"matching."))
from rrompy.parameter.parameter_sampling import QuadratureSampler as QS
QSBase = QS([[0], [1]], "UNIFORM")
self._addParametersToList(["matchingWeight", "cutOffTolerance",
"cutOffKind", "polybasisMarginal",
"MMarginal", "polydegreetypeMarginal",
"radialDirectionalWeightsMarginal",
"nNearestNeighborMarginal",
"interpRcondMarginal"],
[1, np.inf, "HARD", "MONOMIAL", "AUTO",
"TOTAL", [1], -1, -1], ["samplerPivot",
"SMarginal", "samplerMarginal"],
[QSBase, [1], QSBase])
del QS
self._directionPivot = directionPivot
super().__init__(*args, **kwargs)
self._postInit()
@property
def tModelType(self):
from .trained_model.trained_model_pivoted import TrainedModelPivoted
return TrainedModelPivoted
def setupSampling(self):
"""Setup sampling engine."""
RROMPyAssert(self._mode, message = "Cannot setup sampling engine.")
if not hasattr(self, "_POD") or self._POD is None: return
if self.POD:
if self.POD == PODGlobal:
SamplingEngine = SamplingEnginePivotedPODGlobal
else:
SamplingEngine = SamplingEnginePivotedPOD
else:
SamplingEngine = SamplingEnginePivoted
self.samplingEngine = SamplingEngine(self.HFEngine,
self.directionPivot,
sample_state = self.approx_state,
verbosity = self.verbosity)
def initializeModelData(self, datadict):
if "directionPivot" in datadict.keys():
from .trained_model.trained_model_pivoted_data import (
TrainedModelPivotedData)
return (TrainedModelPivotedData(datadict["mu0"],
datadict.pop("projMat"),
datadict["scaleFactor"],
datadict.pop("rescalingExp"),
datadict["directionPivot"]),
["mu0", "scaleFactor", "directionPivot", "mus"])
else:
return super().initializeModelData(datadict)
@property
def npar(self):
"""Number of parameters."""
if hasattr(self, "_temporaryPivot"): return self.nparPivot
return super().npar
@property
def mus(self):
"""Value of mus. Its assignment may reset snapshots."""
return self._mus
@mus.setter
def mus(self, mus):
musOld = copy(self.mus) if hasattr(self, '_mus') else None
if (musOld is None or len(mus) != len(musOld) or not mus == musOld):
self.resetSamples()
self._mus = mus
@property
def matchingWeight(self):
"""Value of matchingWeight."""
return self._matchingWeight
@matchingWeight.setter
def matchingWeight(self, matchingWeight):
self._matchingWeight = matchingWeight
self._approxParameters["matchingWeight"] = self.matchingWeight
@property
def cutOffTolerance(self):
"""Value of cutOffTolerance."""
return self._cutOffTolerance
@cutOffTolerance.setter
def cutOffTolerance(self, cutOffTolerance):
self._cutOffTolerance = cutOffTolerance
self._approxParameters["cutOffTolerance"] = self.cutOffTolerance
@property
def cutOffKind(self):
"""Value of cutOffKind."""
return self._cutOffKind
@cutOffKind.setter
def cutOffKind(self, cutOffKind):
cutOffKind = cutOffKind.upper()
if cutOffKind not in ["SOFT", "HARD"]:
RROMPyWarning(("Cut off kind not recognized. Overriding to "
"'HARD'."))
cutOffKind = "HARD"
self._cutOffKind = cutOffKind
self._approxParameters["cutOffKind"] = self.cutOffKind
@property
def SMarginal(self):
"""Value of SMarginal."""
return self._SMarginal
@SMarginal.setter
def SMarginal(self, SMarginal):
if SMarginal <= 0:
raise RROMPyException("SMarginal must be positive.")
if hasattr(self, "_SMarginal") and self._SMarginal is not None:
Sold = self.SMarginal
else: Sold = -1
self._SMarginal = SMarginal
self._approxParameters["SMarginal"] = self.SMarginal
if Sold != self.SMarginal: self.resetSamples()
@property
def polybasisMarginal(self):
"""Value of polybasisMarginal."""
return self._polybasisMarginal
@polybasisMarginal.setter
def polybasisMarginal(self, polybasisMarginal):
try:
polybasisMarginal = polybasisMarginal.upper().strip().replace(" ",
"")
if polybasisMarginal not in ppb + rbpb + mlspb:
raise RROMPyException(
"Prescribed marginal polybasis not recognized.")
self._polybasisMarginal = polybasisMarginal
except:
RROMPyWarning(("Prescribed marginal polybasis not recognized. "
"Overriding to 'MONOMIAL'."))
self._polybasisMarginal = "MONOMIAL"
self._approxParameters["polybasisMarginal"] = self.polybasisMarginal
@property
def MMarginal(self):
"""Value of MMarginal."""
return self._MMarginal
@MMarginal.setter
def MMarginal(self, MMarginal):
if isinstance(MMarginal, str):
MMarginal = MMarginal.strip().replace(" ","")
if "-" not in MMarginal: MMarginal = MMarginal + "-0"
self._MMarginal_isauto = True
self._MMarginal_shift = int(MMarginal.split("-")[-1])
MMarginal = 0
if MMarginal < 0:
raise RROMPyException("MMarginal must be non-negative.")
self._MMarginal = MMarginal
self._approxParameters["MMarginal"] = self.MMarginal
def _setMMarginalAuto(self):
self.MMarginal = max(0, reduceDegreeN(
len(self.musMarginal), len(self.musMarginal),
self.nparMarginal, self.polydegreetypeMarginal
) - self._MMarginal_shift)
vbMng(self, "MAIN", ("Automatically setting MMarginal to "
"{}.").format(self.MMarginal), 25)
@property
def polydegreetypeMarginal(self):
"""Value of polydegreetypeMarginal."""
return self._polydegreetypeMarginal
@polydegreetypeMarginal.setter
def polydegreetypeMarginal(self, polydegreetypeM):
try:
polydegreetypeM = polydegreetypeM.upper().strip().replace(" ","")
if polydegreetypeM not in ["TOTAL", "FULL"]:
raise RROMPyException(("Prescribed polydegreetypeMarginal not "
"recognized."))
self._polydegreetypeMarginal = polydegreetypeM
except:
RROMPyWarning(("Prescribed polydegreetypeMarginal not recognized. "
"Overriding to 'TOTAL'."))
self._polydegreetypeMarginal = "TOTAL"
self._approxParameters["polydegreetypeMarginal"] = (
self.polydegreetypeMarginal)
@property
def radialDirectionalWeightsMarginal(self):
"""Value of radialDirectionalWeightsMarginal."""
return self._radialDirectionalWeightsMarginal
@radialDirectionalWeightsMarginal.setter
def radialDirectionalWeightsMarginal(self, radialDirWeightsMarginal):
if not hasattr(radialDirWeightsMarginal, "__len__"):
radialDirWeightsMarginal = [radialDirWeightsMarginal]
self._radialDirectionalWeightsMarginal = radialDirWeightsMarginal
self._approxParameters["radialDirectionalWeightsMarginal"] = (
self.radialDirectionalWeightsMarginal)
@property
def nNearestNeighborMarginal(self):
"""Value of nNearestNeighborMarginal."""
return self._nNearestNeighborMarginal
@nNearestNeighborMarginal.setter
def nNearestNeighborMarginal(self, nNearestNeighborMarginal):
self._nNearestNeighborMarginal = nNearestNeighborMarginal
self._approxParameters["nNearestNeighborMarginal"] = (
self.nNearestNeighborMarginal)
@property
def interpRcondMarginal(self):
"""Value of interpRcondMarginal."""
return self._interpRcondMarginal
@interpRcondMarginal.setter
def interpRcondMarginal(self, interpRcondMarginal):
self._interpRcondMarginal = interpRcondMarginal
self._approxParameters["interpRcondMarginal"] = (
self.interpRcondMarginal)
@property
def directionPivot(self):
"""Value of directionPivot. Its assignment may reset snapshots."""
return self._directionPivot
@directionPivot.setter
def directionPivot(self, directionPivot):
if hasattr(self, '_directionPivot'):
directionPivotOld = copy(self.directionPivot)
else:
directionPivotOld = None
if (directionPivotOld is None
or len(directionPivot) != len(directionPivotOld)
or not directionPivot == directionPivotOld):
self.resetSamples()
self._directionPivot = directionPivot
@property
def directionMarginal(self):
return [x for x in range(self.HFEngine.npar) \
if x not in self.directionPivot]
@property
def nparPivot(self):
return len(self.directionPivot)
@property
def nparMarginal(self):
return self.npar - self.nparPivot
@property
def rescalingExpPivot(self):
return [self.HFEngine.rescalingExp[x] for x in self.directionPivot]
@property
def rescalingExpMarginal(self):
return [self.HFEngine.rescalingExp[x] for x in self.directionMarginal]
@property
- def muBoundsPivot(self):
- """Value of muBoundsPivot."""
+ def muBounds(self):
+ """Value of muBounds."""
return self.samplerPivot.lims
@property
def muBoundsMarginal(self):
"""Value of muBoundsMarginal."""
return self.samplerMarginal.lims
@property
def samplerPivot(self):
"""Value of samplerPivot."""
return self._samplerPivot
@samplerPivot.setter
def samplerPivot(self, samplerPivot):
if 'generatePoints' not in dir(samplerPivot):
raise RROMPyException("Pivot sampler type not recognized.")
if hasattr(self, '_samplerPivot') and self._samplerPivot is not None:
samplerOld = self.samplerPivot
self._samplerPivot = samplerPivot
self._approxParameters["samplerPivot"] = self.samplerPivot.__str__()
if not 'samplerOld' in locals() or samplerOld != self.samplerPivot:
self.resetSamples()
@property
def samplerMarginal(self):
"""Value of samplerMarginal."""
return self._samplerMarginal
@samplerMarginal.setter
def samplerMarginal(self, samplerMarginal):
if 'generatePoints' not in dir(samplerMarginal):
raise RROMPyException("Marginal sampler type not recognized.")
if (hasattr(self, '_samplerMarginal')
and self._samplerMarginal is not None):
samplerOld = self.samplerMarginal
self._samplerMarginal = samplerMarginal
self._approxParameters["samplerMarginal"] = (
self.samplerMarginal.__str__())
if not 'samplerOld' in locals() or samplerOld != self.samplerMarginal:
self.resetSamples()
def setSamples(self, samplingEngine):
"""Copy samplingEngine and samples."""
self.mus = copy(samplingEngine.mus[0])
for sEj in samplingEngine.mus[1:]:
self.mus.append(sEj)
super().setSamples(samplingEngine)
def _finalizeMarginalization(self):
vbMng(self, "INIT", "Recompressing by cut off.", 10)
msg = self.trainedModel.recompressByCutOff(
self.cutOffTolerance, self.cutOffKind,
self.samplerPivot.normalFoci(),
self.samplerPivot.groundPotential())
vbMng(self, "DEL", "Done recompressing." + msg, 10)
interpPars = [self.verbosity >= 5,
self.polydegreetypeMarginal == "TOTAL", {}]
if self.polybasisMarginal not in ppb:
interpPars[-1]["nNearestNeighbor"] = self.nNearestNeighborMarginal
if self.polybasisMarginal in ppb + rbpb:
interpPars += [{"rcond": self.interpRcondMarginal}]
self.trainedModel.setupMarginalInterp(self, interpPars,
hasattr(self, "_MMarginal_isauto"),
self.radialDirectionalWeightsMarginal,
hasattr(self, "_reduceDegreeNNoWarn"))
self.trainedModel.data.approxParameters = copy(self.approxParameters)
def computeScaleFactor(self):
"""Compute parameter rescaling factor."""
RROMPyAssert(self._mode, message = "Cannot compute rescaling factor.")
self.scaleFactorPivot = .5 * np.abs(
- self.muBoundsPivot[0] ** self.rescalingExpPivot
- - self.muBoundsPivot[1] ** self.rescalingExpPivot)
+ self.muBounds[0] ** self.rescalingExpPivot
+ - self.muBounds[1] ** self.rescalingExpPivot)
self.scaleFactorMarginal = .5 * np.abs(
self.muBoundsMarginal[0] ** self.rescalingExpMarginal
- self.muBoundsMarginal[1] ** self.rescalingExpMarginal)
self.scaleFactor = np.empty(self.npar)
self.scaleFactor[self.directionPivot] = self.scaleFactorPivot
self.scaleFactor[self.directionMarginal] = self.scaleFactorMarginal
def normApprox(self, mu:paramList) -> float:
_PODOld = self.POD
self._POD = self.POD == PODGlobal
result = super().normApprox(mu)
self._POD = _PODOld
return result
diff --git a/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py b/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py
index 6286694..5a07185 100644
--- a/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py
+++ b/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py
@@ -1,454 +1,454 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
from matplotlib import pyplot as plt
from rrompy.reduction_methods.pivoted.generic_pivoted_approximant import (
GenericPivotedApproximant, PODGlobal)
from rrompy.utilities.base.types import Np1D, Tuple, List, paramVal, paramList
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical.point_matching import (pointMatching,
chordalMetricAdjusted, potential)
from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert,
RROMPyWarning)
from rrompy.parameter import checkParameterList, emptyParameterList
__all__ = ['GenericPivotedGreedyApproximant']
class GenericPivotedGreedyApproximant(GenericPivotedApproximant):
"""
ROM pivoted greedy interpolant computation for parametric problems
(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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation; defaults to 'AUTO', i.e. cutOffTolerance;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL', 'CHEBYSHEV'
and 'LEGENDRE'; defaults to 'MONOMIAL';
- 'MMarginal': degree of marginal interpolant; 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;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'MMarginal': degree of marginal interpolant;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcondMarginal': tolerance for marginal interpolation.
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;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
matchingWeightError: Weight for pole matching optimization in error
estimation.
cutOffToleranceError: Tolerance for ignoring parasitic poles 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.
samplerMarginalGrid: Marginal sample point generator via sparse grid.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
MMarginal: Degree of marginal interpolant.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcondMarginal: Tolerance for marginal interpolation.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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 __init__(self, *args, **kwargs):
self._preInit()
from rrompy.parameter import localSparseGrid as SG
SGBase = SG([[0.], [1.]], "UNIFORM")
self._addParametersToList(["matchingWeightError",
"cutOffToleranceError", "greedyTolMarginal",
"maxIterMarginal"], [0., "AUTO", 1e-1, 1e2],
["samplerMarginalGrid"], [SGBase],
toBeExcluded = ["samplerMarginal"])
super().__init__(*args, **kwargs)
self._postInit()
@property
def muBoundsMarginal(self):
"""Value of muBoundsMarginal."""
return self.samplerMarginalGrid.lims
@property
def samplerMarginalGrid(self):
"""Value of samplerMarginalGrid."""
return self._samplerMarginalGrid
@samplerMarginalGrid.setter
def samplerMarginalGrid(self, samplerMarginalGrid):
if 'refine' not in dir(samplerMarginalGrid):
raise RROMPyException("Marginal sampler type not recognized.")
if (hasattr(self, '_samplerMarginalGrid')
and self._samplerMarginalGrid is not None):
samplerOld = self.samplerMarginalGrid
self._samplerMarginalGrid = samplerMarginalGrid
self._approxParameters["samplerMarginalGrid"] = (
self.samplerMarginalGrid.__str__())
if (not 'samplerOld' in locals()
or samplerOld != self.samplerMarginalGrid):
self.resetSamples()
@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 cutOffToleranceError(self):
"""Value of cutOffToleranceError."""
return self._cutOffToleranceError
@cutOffToleranceError.setter
def cutOffToleranceError(self, cutOffToleranceError):
if isinstance(cutOffToleranceError, (str,)):
cutOffToleranceError = cutOffToleranceError.upper()\
.strip().replace(" ","")
if cutOffToleranceError != "AUTO":
RROMPyWarning(("String value of cutOffToleranceError not "
"recognized. Overriding to 'AUTO'."))
cutOffToleranceError == "AUTO"
self._cutOffToleranceError = cutOffToleranceError
self._approxParameters["cutOffToleranceError"] = (
self.cutOffToleranceError)
@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, "samplerMarginalGrid"):
self.samplerMarginalGrid.reset()
if hasattr(self, "samplingEngine") and self.samplingEngine is not None:
self.samplingEngine.resetHistory()
def errorEstimatorMarginal(self, return_max : bool = False) -> Np1D:
vbMng(self, "INIT", "Matching poles.", 10)
self.trainedModel.initializeFromRational(
self.HFEngine, self.matchingWeight,
self.POD == PODGlobal, self.approx_state)
vbMng(self, "DEL", "Done matching poles.", 10)
self._finalizeMarginalization()
_tMdataFull = copy(self.trainedModel.data)
vbMng(self.trainedModel, "INIT",
"Evaluating error estimator at mu = {}.".format(
self.trainedModel.data.musMarginal), 10)
err = np.zeros(len(self.trainedModel.data.musMarginal))
if len(err) <= 1: err[:] = np.inf
else:
if self.cutOffToleranceError == "AUTO":
cutOffTolErr = self.cutOffTolerance
else:
cutOffTolErr = self.cutOffToleranceError
if not hasattr(self, "_MMarginal_isauto"):
if not hasattr(self, "_MMarginalOriginal"):
self._MMarginalOriginal = self.MMarginal
self.MMarginal = self._MMarginalOriginal
_musMExcl = None
self.verbosity -= 35
self.trainedModel.verbosity -= 35
foci = self.samplerPivot.normalFoci()
ground = self.samplerPivot.groundPotential()
for j in range(len(err)):
jEff = j - (j > 0)
muTest = self.trainedModel.data.musMarginal[jEff]
polesEx = self.trainedModel.data.HIs[jEff].poles
idxExEff = np.where(potential(polesEx, foci) - ground
<= cutOffTolErr * ground)[0]
polesEx = polesEx[idxExEff]
if self.matchingWeightError != 0:
resEx = self.trainedModel.data.HIs[jEff].coeffs[idxExEff]
else:
resEx = None
if j > 0: self.musMarginal.insert(_musMExcl, j - 1)
_musMExcl = self.musMarginal[j]
self.musMarginal.pop(j)
if len(polesEx) == 0: continue
self.trainedModel.updateEffectiveSamples(
self.HFEngine, [j], self.matchingWeight,
self.POD == PODGlobal, self.approx_state)
self._reduceDegreeNNoWarn = 1
self._finalizeMarginalization()
polesAp = self.trainedModel.interpolateMarginalPoles(muTest)[
..., 0]
idxApEff = np.where(potential(polesAp, foci) - ground
<= cutOffTolErr * ground)[0]
polesAp = polesAp[idxApEff]
if self.matchingWeightError != 0:
resAp = self.trainedModel.interpolateMarginalCoeffs(
muTest)[idxApEff, :, 0]
if self.POD != PODGlobal:
resEx = self.trainedModel.data.projMat.dot(resEx.T)
resAp = self.trainedModel.data.projMat.dot(resAp.T)
else:
resAp = None
dist = chordalMetricAdjusted(
polesEx, polesAp, self.matchingWeightError,
resEx, resAp, self.HFEngine, self.approx_state)
pmR, pmC = pointMatching(dist)
err[j] = np.mean(dist[pmR, pmC])
self.trainedModel.updateEffectiveSamples(self.HFEngine, None,
self.matchingWeight, self.POD == PODGlobal, self.approx_state)
if not hasattr(self, "_MMarginal_isauto"):
self.MMarginal = self._MMarginalOriginal
self.musMarginal.append(_musMExcl)
self.verbosity += 35
self.trainedModel.verbosity += 35
self.trainedModel.data = _tMdataFull
del self._reduceDegreeNNoWarn
vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10)
if not return_max: return err
idxMaxEst = np.where(err > self.greedyTolMarginal)[0]
return err, idxMaxEst, err[idxMaxEst]
def plotEstimatorMarginal(self, est:Np1D, idxMax:List[int],
estMax:List[float]):
if not (np.any(np.isnan(est)) or np.any(np.isinf(est))):
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 = copy(self.trainedModel.data.musMarginal.re.data)
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.))[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(self.trainedModel.data.musMarginal.re(
idxMax, jpar), estMax, 'xr')
ax.grid()
plt.tight_layout()
plt.show()
def _addMarginalSample(self, mus:paramList):
mus = checkParameterList(mus, self.nparMarginal)[0]
if len(mus) == 0: return
nmus = len(mus)
vbMng(self, "MAIN",
("Adding marginal sample point{} no. {}{} at {} to training "
"set.").format("s" * (nmus > 1), len(self.musMarginal) + 1,
"--{}".format(len(self.musMarginal) + nmus) * (nmus > 1),
mus), 2)
self.musMarginal.append(mus)
self.setupApproxPivoted(mus)
self._SMarginal = len(self.musMarginal)
self._approxParameters["SMarginal"] = self.SMarginal
def greedyNextSampleMarginal(self, muidx:int, plotEst : str = "NONE") \
-> Tuple[Np1D, int, float, paramVal]:
RROMPyAssert(self._mode, message = "Cannot add greedy sample.")
idxAdded = self.samplerMarginalGrid.refine(muidx)
self._addMarginalSample(self.samplerMarginalGrid.points[idxAdded])
errorEstTest, muidx, maxErrorEst = self.errorEstimatorMarginal(True)
if plotEst == "ALL":
self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst)
return (errorEstTest, muidx, maxErrorEst,
self.samplerMarginalGrid.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()
idx = [0]
while self.samplerMarginalGrid.npoints < self.SMarginal:
idx = self.samplerMarginalGrid.refine(idx)
self._addMarginalSample(self.samplerMarginalGrid.points)
def setupApproxPivoted(self, mu:paramVal) -> int:
if self.checkComputedApproxPivoted(): return -1
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
raise RROMPyException("Must override.")
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", "Starting computation of snapshots.", 2)
self._preliminaryTrainingMarginal()
muidx, max2ErrorEst, firstGreedyIter = [], np.inf, True
while firstGreedyIter or (max2ErrorEst > self.greedyTolMarginal
and self.samplerMarginalGrid.npoints < self.maxIterMarginal):
errorEstTest, muidx, maxErrorEst, mu = \
self.greedyNextSampleMarginal(muidx, plotEst)
if len(maxErrorEst) > 0:
max2ErrorEst = np.max(maxErrorEst)
vbMng(self, "MAIN", ("Uniform testing error estimate "
"{:.4e}.").format(max2ErrorEst), 2)
else:
max2ErrorEst = 0.
firstGreedyIter = False
if plotEst == "LAST":
self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst)
vbMng(self, "DEL",
("Done computing snapshots (final snapshot count: "
"{}).").format(np.sum(self.samplingEngine.nsamples)), 2)
return 0
def checkComputedApprox(self) -> bool:
return (super().checkComputedApprox()
and len(self.mus) == len(self.trainedModel.data.mus))
def checkComputedApproxPivoted(self) -> bool:
return (super().checkComputedApprox()
and len(self.musMarginal) == len(self.trainedModel.data.musMarginal))
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 ee7c925..6974400 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
@@ -1,374 +1,374 @@
#Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_greedy_approximant import GenericPivotedGreedyApproximant
from rrompy.utilities.numerical import dot
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 RationalInterpolantGreedyPivoted
from rrompy.reduction_methods.pivoted.generic_pivoted_approximant import (
PODGlobal)
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
__all__ = ['RationalInterpolantGreedyPivotedGreedy']
class RationalInterpolantGreedyPivotedGreedy(GenericPivotedGreedyApproximant,
RationalInterpolantGreedyPivoted):
"""
ROM greedy pivoted greedy rational interpolant 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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation; defaults to 'AUTO', i.e. cutOffTolerance;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid;
- 'polybasis': type of polynomial basis for pivot interpolation;
defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL', 'CHEBYSHEV'
and 'LEGENDRE'; 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;
- 'trainSetGenerator': training sample points generator; defaults
to sampler;
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'INTERPOLATORY',
'LOOK_AHEAD', and 'NONE'; defaults to 'NONE';
- 'MMarginal': degree of marginal interpolant; 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;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcond': tolerance for pivot interpolation; defaults to
None;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None;
- 'robustTol': tolerance for robust rational denominator
management; defaults to 0.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation;
- 'polybasis': type of polynomial basis for pivot interpolation;
- 'polybasisMarginal': type of polynomial basis 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 test points;
- 'trainSetGenerator': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'MMarginal': degree of marginal interpolant;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcond': tolerance for pivot interpolation;
- 'interpRcondMarginal': tolerance for marginal interpolation;
- 'robustTol': 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;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
matchingWeightError: Weight for pole matching optimization in error
estimation.
cutOffToleranceError: Tolerance for ignoring parasitic poles 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.
samplerMarginalGrid: Marginal sample point generator via sparse grid.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis 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.
trainSetGenerator: training sample points generator.
errorEstimatorKind: kind of error estimator.
MMarginal: Degree of marginal interpolant.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcond: Tolerance for pivot interpolation.
interpRcondMarginal: Tolerance for marginal interpolation.
robustTol: Tolerance for robust rational denominator management.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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.
"""
@property
def sampleBatchSize(self):
"""Value of sampleBatchSize."""
return 1
@property
def sampleBatchIdx(self):
"""Value of sampleBatchIdx."""
return self.S
def _finalizeSnapshots(self):
self.samplingEngine = self._samplingEngineOld
for muM, sEN in zip(self.musMargLoc, self.samplingEngs):
self.samplingEngine.samples += [sEN.samples]
self.samplingEngine.nsamples += [sEN.nsamples]
self.samplingEngine.mus += [sEN.mus]
self.samplingEngine.musMarginal.append(muM)
self.samplingEngine._derIdxs += [[(0,) * self.npar]
for _ in range(sEN.nsamples)]
if self.POD:
self.samplingEngine.RPOD += [sEN.RPOD]
self.samplingEngine.samples_full += [copy(sEN.samples_full)]
if self.POD == PODGlobal:
self.samplingEngine.coalesceSamples(self.interpRcondMarginal)
else:
self.samplingEngine.coalesceSamples()
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), 2)
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.data[j - len(mus)])):
self.samplingEngine.nextSample(mu)
if self._isLastSampleCollinear():
vbMng(self, "MAIN",
("Collinearity above tolerance detected. Starting "
"preemptive greedy loop termination."), 2)
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 _preliminaryTraining(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
if self.samplingEngine.nsamples > 0: return
self.resetSamples()
musPivot = self.trainSetGenerator.generatePoints(self.S)
while len(musPivot) > self.S: musPivot.pop()
muTestBasePivot = self.samplerPivot.generatePoints(self.nTestPoints,
False)
idxPop = pruneSamples(
muTestBasePivot ** self.HFEngine.rescalingExp[self.directionPivot[0]],
musPivot ** self.HFEngine.rescalingExp[self.directionPivot[0]],
1e-10 * self.scaleFactor[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))
for k in range(self.S - 1):
self.mus.data[k, self.directionPivot] = musPivot[k].data
self.mus.data[k, self.directionMarginal] = self.musMargLoc[-1].data
for k in range(len(muTestBasePivot)):
self.muTest.data[k, self.directionPivot] = muTestBasePivot[k].data
self.muTest.data[k, self.directionMarginal] = (
self.musMargLoc[-1].data)
self.muTest.data[-1, self.directionPivot] = musPivot[-1].data
self.muTest.data[-1, self.directionMarginal] = self.musMargLoc[-1].data
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), 2)
self.samplingEngine.iterSample(self.mus)
self._S = len(self.mus)
self._approxParameters["S"] = self.S
def setupApproxPivoted(self, mus:paramList) -> int:
if self.checkComputedApproxPivoted(): return -1
if not hasattr(self, "_plotEstPivot"): self._plotEstPivot = "NONE"
RROMPyAssert(self._mode, message = "Cannot setup approximant.")
vbMng(self, "INIT", "Setting up {}.". format(self.name()), 10)
self.computeScaleFactor()
if self.trainedModel is None:
self.trainedModel = self.tModelType()
self.trainedModel.verbosity = self.verbosity
self.trainedModel.timestamp = self.timestamp
datadict = {"mu0": self.mu0, "projMat": np.zeros((0, 0)),
"scaleFactor": self.scaleFactor,
"rescalingExp": self.HFEngine.rescalingExp,
"directionPivot": self.directionPivot}
self.trainedModel.data = self.initializeModelData(datadict)[0]
self.trainedModel.data.Qs, self.trainedModel.data.Ps = [], []
_trainedModelOld = copy(self.trainedModel)
self._scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
self._samplingEngineOld = copy(self.samplingEngine)
self.musMargLoc, self.samplingEngs = [], [None] * len(mus)
Qs, Ps = [None] * len(mus), [None] * len(mus)
self.verbosity -= 15
S0 = copy(self.S)
for j, mu in enumerate(mus):
RationalInterpolantGreedy.setupSampling(self)
self.trainedModel = None
self.musMargLoc += [mu]
RationalInterpolantGreedy.setupApprox(self, self._plotEstPivot)
self.samplingEngs[j] = copy(self.samplingEngine)
Qs[j] = copy(self.trainedModel.data.Q)
Ps[j] = copy(self.trainedModel.data.P)
self._S = S0
self.scaleFactor = self._scaleFactorOldPivot
del self._scaleFactorOldPivot, self._temporaryPivot
self._finalizeSnapshots()
del self._samplingEngineOld, self.musMargLoc, self.samplingEngs
self._mus = self.samplingEngine.musCoalesced
self.trainedModel = _trainedModelOld
self.trainedModel.data.mus = copy(self.mus)
self.trainedModel.data.musMarginal = copy(self.musMarginal)
padRight = (self.samplingEngine.nsamplesTot
- self.trainedModel.data.projMat.shape[1])
nmusOld = len(self.trainedModel.data.Ps)
for j in range(nmusOld):
nsj = self.samplingEngine.nsamples[j]
self.trainedModel.data.Ps[j].pad(0, padRight)
self.trainedModel.data.HIs[j].pad(0, padRight)
padLeft = self.trainedModel.data.projMat.shape[1]
for j in range(len(mus)):
nsj = self.samplingEngine.nsamples[nmusOld + j]
if self.POD == PODGlobal:
rRightj = self.samplingEngine.RPODCPart[:,
padLeft : padLeft + nsj]
Ps[j].postmultiplyTensorize(rRightj.T)
else:
padRight -= nsj
Ps[j].pad(padLeft, padRight)
padLeft += nsj
pMat = self.samplingEngine.samplesCoalesced.data
pMatEff = dot(self.HFEngine.C, pMat) if self.approx_state else pMat
self.trainedModel.data.projMat = pMatEff
self.trainedModel.data.Qs += Qs
self.trainedModel.data.Ps += Ps
self.trainedModel.data.approxParameters = copy(self.approxParameters)
self.verbosity += 15
vbMng(self, "DEL", "Done setting up 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
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 64ac2f9..60cc759 100644
--- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py
+++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py
@@ -1,320 +1,320 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_greedy_approximant import GenericPivotedGreedyApproximant
from rrompy.utilities.numerical import dot
from rrompy.reduction_methods.standard import RationalInterpolant
from rrompy.reduction_methods.pivoted import RationalInterpolantPivoted
from rrompy.reduction_methods.pivoted.generic_pivoted_approximant import (
PODGlobal)
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 checkParameterList, emptyParameterList
__all__ = ['RationalInterpolantPivotedGreedy']
class RationalInterpolantPivotedGreedy(GenericPivotedGreedyApproximant,
RationalInterpolantPivoted):
"""
ROM pivoted greedy rational interpolant 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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- 'matchingWeightError': weight for pole matching optimization in
error estimation; defaults to 0;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation; defaults to 'AUTO', i.e. cutOffTolerance;
- 'S': total number of pivot samples current approximant relies
upon;
- 'samplerPivot': pivot sample point generator;
- 'SMarginal': number of starting marginal samples;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid;
- 'polybasis': type of polynomial basis for pivot interpolation;
defaults to 'MONOMIAL';
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation; allowed values include 'MONOMIAL', 'CHEBYSHEV'
and 'LEGENDRE'; 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;
- 'MMarginal': degree of marginal interpolant; 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;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeights': radial basis weights for pivot
numerator; defaults to 1;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighbor': number of pivot nearest neighbors considered
if polybasis allows; defaults to -1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcond': tolerance for pivot interpolation; defaults to
None;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None;
- 'robustTol': tolerance for robust rational denominator
management; defaults to 0;
- 'correctorForce': whether corrector should forcefully delete bad
poles; defaults to False;
- 'correctorTol': tolerance for corrector step; defaults to 0.,
i.e. no bad poles;
- 'correctorMaxIter': maximum number of corrector iterations;
defaults to 1.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'matchingWeightError': weight for pole matching optimization in
error estimation;
- 'cutOffToleranceError': tolerance for ignoring parasitic poles
in error estimation;
- 'polybasis': type of polynomial basis for pivot interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'MMarginal': degree of marginal interpolant;
- 'greedyTolMarginal': uniform error tolerance for marginal greedy
algorithm;
- 'maxIterMarginal': maximum number of marginal greedy steps;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighbor': number of pivot nearest neighbors considered
if polybasis allows;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcond': tolerance for pivot interpolation;
- 'interpRcondMarginal': tolerance for marginal interpolation;
- 'robustTol': tolerance for robust rational denominator
management;
- 'correctorForce': whether corrector should forcefully delete bad
poles;
- 'correctorTol': tolerance for corrector step;
- 'correctorMaxIter': maximum number of corrector iterations.
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;
- 'samplerMarginalGrid': marginal sample point generator via sparse
grid.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
matchingWeightError: Weight for pole matching optimization in error
estimation.
cutOffToleranceError: Tolerance for ignoring parasitic poles 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.
samplerMarginalGrid: Marginal sample point generator via sparse grid.
polybasis: Type of polynomial basis for pivot interpolation.
polybasisMarginal: Type of polynomial basis for marginal interpolation.
M: Degree of rational interpolant numerator.
N: Degree of rational interpolant denominator.
MMarginal: Degree of marginal interpolant.
greedyTolMarginal: Uniform error tolerance for marginal greedy
algorithm.
maxIterMarginal: Maximum number of marginal greedy steps.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeights: Radial basis weights for pivot numerator.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighbor: Number of pivot nearest neighbors considered if
polybasis allows.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcond: Tolerance for pivot interpolation.
interpRcondMarginal: Tolerance for marginal interpolation.
robustTol: Tolerance for robust rational denominator management.
correctorForce: Whether corrector should forcefully delete bad poles.
correctorTol: Tolerance for corrector step.
correctorMaxIter: Maximum number of corrector iterations.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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 _finalizeSnapshots(self):
self.samplingEngine = self._samplingEngineOld
for muM, sEN in zip(self.musMargLoc, self.samplingEngs):
self.samplingEngine.samples += [sEN.samples]
self.samplingEngine.nsamples += [sEN.nsamples]
self.samplingEngine.mus += [sEN.mus]
self.samplingEngine.musMarginal.append(muM)
self.samplingEngine._derIdxs += [[(0,) * self.npar]
for _ in range(sEN.nsamples)]
if self.POD:
self.samplingEngine.RPOD += [sEN.RPOD]
self.samplingEngine.samples_full += [copy(sEN.samples_full)]
if self.POD == PODGlobal:
self.samplingEngine.coalesceSamples(self.interpRcondMarginal)
else:
self.samplingEngine.coalesceSamples()
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.musPivot = self.samplerPivot.generatePoints(self.S)
while len(self.musPivot) > self.S: self.musPivot.pop()
self.mus = emptyParameterList()
self.mus.reset((self.S, self.HFEngine.npar))
self.samplingEngine.resetHistory()
for k in range(self.S):
self.mus.data[k, self.directionPivot] = self.musPivot[k].data
self.mus.data[k, self.directionMarginal] = self.musMargLoc[-1].data
self.samplingEngine.iterSample(self.mus)
vbMng(self, "DEL", "Done computing snapshots.", 5)
self._m_selfmus = copy(self.mus)
self._mus = self.musPivot
self._m_mu0 = copy(self.mu0)
self._m_HFErescalingExp = copy(self.HFEngine.rescalingExp)
self._mu0 = checkParameterList(self.mu0(self.directionPivot), 1)[0]
self.HFEngine.rescalingExp = [self.HFEngine.rescalingExp[
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 {}.". format(self.name()), 10)
self.computeScaleFactor()
if self.trainedModel is None:
self.trainedModel = self.tModelType()
self.trainedModel.verbosity = self.verbosity
self.trainedModel.timestamp = self.timestamp
datadict = {"mu0": self.mu0, "projMat": np.zeros((0, 0)),
"scaleFactor": self.scaleFactor,
"rescalingExp": self.HFEngine.rescalingExp,
"directionPivot": self.directionPivot}
self.trainedModel.data = self.initializeModelData(datadict)[0]
self.trainedModel.data.Qs, self.trainedModel.data.Ps = [], []
_trainedModelOld = copy(self.trainedModel)
self._scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
self._samplingEngineOld = copy(self.samplingEngine)
self.musMargLoc, self.samplingEngs = [], [None] * len(mus)
Qs, Ps = [None] * len(mus), [None] * len(mus)
self.verbosity -= 15
for j, mu in enumerate(mus):
RationalInterpolant.setupSampling(self)
self.trainedModel = None
self.musMargLoc += [mu]
RationalInterpolant.setupApprox(self)
self._mu0 = self._m_mu0
self._mus = self._m_selfmus
self.HFEngine.rescalingExp = self._m_HFErescalingExp
del self._m_mu0, self._m_selfmus, self._m_HFErescalingExp
self.samplingEngs[j] = copy(self.samplingEngine)
Qs[j] = copy(self.trainedModel.data.Q)
Ps[j] = copy(self.trainedModel.data.P)
self.scaleFactor = self._scaleFactorOldPivot
del self._scaleFactorOldPivot, self._temporaryPivot
self._finalizeSnapshots()
del self._samplingEngineOld, self.musMargLoc, self.samplingEngs
self._mus = self.samplingEngine.musCoalesced
self.trainedModel = _trainedModelOld
self.trainedModel.data.mus = copy(self.mus)
self.trainedModel.data.musMarginal = copy(self.musMarginal)
padRight = (self.samplingEngine.nsamplesTot
- self.trainedModel.data.projMat.shape[1])
nmusOld = len(self.trainedModel.data.Ps)
for j in range(nmusOld):
nsj = self.samplingEngine.nsamples[j]
self.trainedModel.data.Ps[j].pad(0, padRight)
self.trainedModel.data.HIs[j].pad(0, padRight)
padLeft = self.trainedModel.data.projMat.shape[1]
for j in range(len(mus)):
nsj = self.samplingEngine.nsamples[nmusOld + j]
if self.POD == PODGlobal:
rRightj = self.samplingEngine.RPODCPart[:,
padLeft : padLeft + nsj]
Ps[j].postmultiplyTensorize(rRightj.T)
else:
padRight -= nsj
Ps[j].pad(padLeft, padRight)
padLeft += nsj
pMat = self.samplingEngine.samplesCoalesced.data
pMatEff = dot(self.HFEngine.C, pMat) if self.approx_state else pMat
self.trainedModel.data.projMat = pMatEff
self.trainedModel.data.Qs += Qs
self.trainedModel.data.Ps += Ps
self.verbosity += 15
vbMng(self, "DEL", "Done setting up approximant.", 10)
return 0
diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
index bb1cc6d..b5e106d 100644
--- a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
+++ b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py
@@ -1,436 +1,436 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_approximant import GenericPivotedApproximant, PODGlobal
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.numerical import dot
from rrompy.utilities.numerical.degree import totalDegreeN
from rrompy.utilities.poly_fitting.polynomial import polyvander as pv
from rrompy.utilities.exception_manager import RROMPyAssert
from rrompy.parameter import emptyParameterList, checkParameterList
__all__ = ['RationalInterpolantGreedyPivoted']
class RationalInterpolantGreedyPivoted(GenericPivotedApproximant,
RationalInterpolantGreedy):
"""
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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- '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'
and 'LEGENDRE'; 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;
- 'trainSetGenerator': training sample points generator; defaults
to sampler;
- 'errorEstimatorKind': kind of error estimator; available values
include 'AFFINE', 'DISCREPANCY', 'INTERPOLATORY',
'LOOK_AHEAD', and 'NONE'; defaults to 'NONE';
- 'MMarginal': degree of marginal interpolant; defaults to 'AUTO',
i.e. maximum allowed;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcond': tolerance for pivot interpolation; defaults to
None;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None;
- 'robustTol': tolerance for robust rational denominator
management; defaults to 0.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'polybasisMarginal': type of polynomial basis 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 test points;
- 'trainSetGenerator': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'MMarginal': degree of marginal interpolant;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighbor': number of pivot nearest neighbors considered
if polybasis allows;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcond': tolerance for pivot interpolation;
- 'interpRcondMarginal': tolerance for marginal interpolation;
- 'robustTol': tolerance for robust rational denominator
management;
- 'correctorForce': whether corrector should forcefully delete bad
poles;
- 'correctorTol': tolerance for corrector step;
- 'correctorMaxIter': maximum number of corrector iterations.
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.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
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.
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.
trainSetGenerator: training sample points generator.
errorEstimatorKind: kind of error estimator.
MMarginal: Degree of marginal interpolant.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcond: Tolerance for pivot interpolation.
interpRcondMarginal: Tolerance for marginal interpolation.
robustTol: Tolerance for robust rational denominator management.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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 __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(toBeExcluded = ["sampler"])
super().__init__(*args, **kwargs)
self._postInit()
@property
def tModelType(self):
if hasattr(self, "_temporaryPivot"):
return RationalInterpolantGreedy.tModelType.fget(self)
return super().tModelType
@property
def polybasis0(self):
if "_" in self.polybasis:
return self.polybasis.split("_")[0]
return self.polybasis
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_mu0 = copy(self.mu0)
self._m_selfmus = copy(self.mus)
self._m_HFErescalingExp = copy(self.HFEngine.rescalingExp)
self._mu0 = checkParameterList(self.mu0(self.directionPivot), 1)[0]
self._mus = checkParameterList(self.mus(self.directionPivot), 1)[0]
self.HFEngine.rescalingExp = [self.HFEngine.rescalingExp[
self.directionPivot[0]]]
else:
self._mu0 = self._m_mu0
self._mus = self._m_selfmus
self.HFEngine.rescalingExp = self._m_HFErescalingExp
del self._m_mu0, self._m_selfmus, self._m_HFErescalingExp
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.rescalingExp = self.HFEngine.rescalingExp
Qc = np.zeros((len(self.trainedModel.data.Q.coeffs),) * self.npar,
dtype = self.trainedModel.data.Q.coeffs.dtype)
Pc = np.zeros((len(self.trainedModel.data.P.coeffs),) * self.npar
+ (self.trainedModel.data.P.coeffs.shape[1],),
dtype = self.trainedModel.data.P.coeffs.dtype)
for j in range(len(self.trainedModel.data.Q.coeffs)):
Qc[(0,) * self.directionPivot[0] + (j,)
+ (0,) * (self.npar - self.directionPivot[0] - 1)] = (
self.trainedModel.data.Q.coeffs[j])
for j in range(len(self.trainedModel.data.P.coeffs)):
for k in range(self.trainedModel.data.P.coeffs.shape[1]):
Pc[(0,) * self.directionPivot[0] + (j,)
+ (0,) * (self.npar - self.directionPivot[0] - 1)
+ (k,)] = self.trainedModel.data.P.coeffs[j, k]
self.trainedModel.data.Q.coeffs = Qc
self.trainedModel.data.P.coeffs = Pc
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 = checkParameterList(musUniqueCNAux,
self.npar)[0]
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
else:
self._temporaryPivot = 1
self.trainedModel.data.mu0 = checkParameterList(
self.mu0(self.directionPivot), 1)[0]
self.trainedModel.data.scaleFactor = self.scaleFactor
self.trainedModel.data.rescalingExp = self.HFEngine.rescalingExp[
self.directionPivot[0]]
self.trainedModel.data.Q.coeffs = self.trainedModel.data.Q.coeffs[
(0,) * self.directionPivot[0]
+ (slice(None),)
+ (0,) * (self.HFEngine.npar - 1
- self.directionPivot[0])]
self.trainedModel.data.P.coeffs = self.trainedModel.data.P.coeffs[
(0,) * self.directionPivot[0]
+ (slice(None),)
+ (0,) * (self.HFEngine.npar - 1
- self.directionPivot[0])]
self._musUniqueCN = copy(self._m_musUniqueCN)
self._derIdxs = copy(self._m_derIdxs)
del self._m_musUniqueCN, self._m_derIdxs
self.trainedModel.data.npar = self.npar
self.trainedModel.data.Q.npar = self.npar
self.trainedModel.data.P.npar = self.npar
def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D:
"""Standard residual-based error estimator."""
self._marginalizeMiscellanea(True)
setupOK = self.setupApproxLocal()
self._marginalizeMiscellanea(False)
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.")
S = self.S
self.sampleBatchIdx, self.sampleBatchSize, self._S = -1, 0, 0
nextBatchSize = 1
while self._S + nextBatchSize <= S:
self.sampleBatchIdx += 1
self.sampleBatchSize = nextBatchSize
self._S += self.sampleBatchSize
nextBatchSize = totalDegreeN(self.npar - 1,
self.sampleBatchIdx + 1)
self.resetSamples()
musPivot = self.trainSetGenerator.generatePoints(self.S)
while len(musPivot) > self.S: musPivot.pop()
muTestPivot = self.samplerPivot.generatePoints(self.nTestPoints, False)
idxPop = pruneSamples(muTestPivot ** self.HFEngine.rescalingExp[
self.directionPivot[0]],
musPivot ** self.HFEngine.rescalingExp[
self.directionPivot[0]],
1e-10 * self.scaleFactor[0])
self.mus = emptyParameterList()
self.mus.reset((self.S, self.npar + len(self.musMargLoc)))
muTestBase = emptyParameterList()
muTestBase.reset((len(muTestPivot), self.npar + len(self.musMargLoc)))
for k in range(self.S):
self.mus.data[k, self.directionPivot] = musPivot[k].data
self.mus.data[k, self.directionMarginal] = self.musMargLoc.data
for k in range(len(muTestPivot)):
muTestBase.data[k, self.directionPivot] = muTestPivot[k].data
muTestBase.data[k, self.directionMarginal] = self.musMargLoc.data
muTestBase.pop(idxPop)
muLast = copy(self.mus[-1])
self.mus.pop()
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), 2)
self.samplingEngine.iterSample(self.mus)
self._S = len(self.mus)
self._approxParameters["S"] = self.S
self.muTest = emptyParameterList()
self.muTest.reset((len(muTestBase) + 1, self.mus.shape[1]))
self.muTest.data[: -1] = muTestBase.data
self.muTest.data[-1] = muLast.data
def _finalizeSnapshots(self):
self.setupSampling()
self.samplingEngine.resetHistory(len(self.musMarginal))
for j in range(len(self.musMarginal)):
self.samplingEngine.setsample(self.samplingEngs[j].samples,
j, False)
self.samplingEngine.mus[j] = copy(self.samplingEngs[j].mus)
self.samplingEngine.musMarginal[j] = copy(self.musMarginal[j])
self.samplingEngine.nsamples[j] = self.samplingEngs[j].nsamples
if self.POD:
self.samplingEngine.RPOD[j] = self.samplingEngs[j].RPOD
self.samplingEngine.samples_full[j].data = (
self.samplingEngs[j].samples_full.data)
if self.POD == PODGlobal:
self.samplingEngine.coalesceSamples(self.interpRcondMarginal)
else:
self.samplingEngine.coalesceSamples()
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.musMarginal = self.samplerMarginal.generatePoints(self.SMarginal)
while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop()
S0 = copy(self.S)
Qs, Ps = [None] * len(self.musMarginal), [None] * len(self.musMarginal)
self.samplingEngs = [None] * len(self.musMarginal)
self.computeScaleFactor()
self._scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
self._temporaryPivot = 1
for j in range(len(self.musMarginal)):
self._S = S0
self.musMargLoc = self.musMarginal[j]
RationalInterpolantGreedy.setupSampling(self)
self.trainedModel = None
self.verbosity -= 5
self.samplingEngine.verbosity -= 5
super().setupApprox(*args, **kwargs)
self.verbosity += 5
self.samplingEngine.verbosity += 5
self.samplingEngs[j] = copy(self.samplingEngine)
Qs[j] = copy(self.trainedModel.data.Q)
Ps[j] = copy(self.trainedModel.data.P)
self.scaleFactor = self._scaleFactorOldPivot
del self._scaleFactorOldPivot, self._temporaryPivot
self._finalizeSnapshots()
del self.musMargLoc, self.samplingEngs
self._mus = self.samplingEngine.musCoalesced
padLeft = 0
if self.POD != PODGlobal: padRight = self.samplingEngine.nsamplesTot
for j in range(len(self.musMarginal)):
nsj = self.samplingEngine.nsamples[j]
if self.POD == PODGlobal:
rRightj = self.samplingEngine.RPODCPart[:,
padLeft : padLeft + nsj]
Ps[j].postmultiplyTensorize(rRightj.T)
else:
padRight -= nsj
Ps[j].pad(padLeft, padRight)
padLeft += nsj
pMat = self.samplingEngine.samplesCoalesced.data
pMatEff = dot(self.HFEngine.C, pMat) if self.approx_state else pMat
self.trainedModel = self.tModelType()
self.trainedModel.verbosity = self.verbosity
self.trainedModel.timestamp = self.timestamp
datadict = {"mu0": self.mu0, "projMat": pMatEff,
"scaleFactor": self.scaleFactor,
"rescalingExp": self.HFEngine.rescalingExp,
"directionPivot": self.directionPivot}
self.trainedModel.data = self.initializeModelData(datadict)[0]
self.trainedModel.data.mus = copy(self.mus)
self.trainedModel.data.musMarginal = copy(self.musMarginal)
self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps
vbMng(self, "INIT", "Matching poles.", 10)
self.trainedModel.initializeFromRational(
self.HFEngine, self.matchingWeight,
self.POD == PODGlobal, self.approx_state)
vbMng(self, "DEL", "Done matching poles.", 10)
self._finalizeMarginalization()
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
index b33b33b..aff0f4b 100644
--- a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
+++ b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py
@@ -1,362 +1,362 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
from copy import deepcopy as copy
import numpy as np
from .generic_pivoted_approximant import GenericPivotedApproximant, PODGlobal
from rrompy.reduction_methods.standard.rational_interpolant import (
RationalInterpolant)
from rrompy.utilities.base import verbosityManager as vbMng
from rrompy.utilities.numerical import dot
from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices
from rrompy.utilities.exception_manager import RROMPyAssert, RROMPyWarning
from rrompy.parameter import emptyParameterList
__all__ = ['RationalInterpolantPivoted']
class RationalInterpolantPivoted(GenericPivotedApproximant,
RationalInterpolant):
"""
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': whether to compute POD of snapshots; defaults to True;
- 'matchingWeight': weight for pole matching optimization; defaults
to 1;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
defaults to np.inf;
- 'cutOffKind': kind of cut off strategy; available values
include 'SOFT' and 'HARD'; defaults to 'HARD';
- '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'
and 'LEGENDRE'; 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;
- 'MMarginal': degree of marginal interpolant; defaults to 'AUTO',
i.e. maximum allowed;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
defaults to 'TOTAL';
- 'radialDirectionalWeights': radial basis weights for pivot
numerator; defaults to 1;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant; defaults to 1;
- 'nNearestNeighbor': number of pivot nearest neighbors considered
if polybasis allows; defaults to -1;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows; defaults to -1;
- 'interpRcond': tolerance for pivot interpolation; defaults to
None;
- 'interpRcondMarginal': tolerance for marginal interpolation;
defaults to None;
- 'robustTol': tolerance for robust rational denominator
management; defaults to 0;
- 'correctorForce': whether corrector should forcefully delete bad
poles; defaults to False;
- 'correctorTol': tolerance for corrector step; defaults to 0.,
i.e. no bad poles;
- 'correctorMaxIter': maximum number of corrector iterations;
defaults to 1.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults to
False.
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': whether to compute POD of snapshots;
- 'matchingWeight': weight for pole matching optimization;
- 'cutOffTolerance': tolerance for ignoring parasitic poles;
- 'cutOffKind': kind of cut off strategy;
- 'polybasis': type of polynomial basis for pivot
interpolation;
- 'polybasisMarginal': type of polynomial basis for marginal
interpolation;
- 'M': degree of rational interpolant numerator;
- 'N': degree of rational interpolant denominator;
- 'MMarginal': degree of marginal interpolant;
- 'polydegreetypeMarginal': type of polynomial degree for marginal;
- 'radialDirectionalWeights': radial basis weights for pivot
numerator;
- 'radialDirectionalWeightsMarginal': radial basis weights for
marginal interpolant;
- 'nNearestNeighbor': number of pivot nearest neighbors considered
if polybasis allows;
- 'nNearestNeighborMarginal': number of marginal nearest neighbors
considered if polybasisMarginal allows;
- 'interpRcond': tolerance for pivot interpolation;
- 'interpRcondMarginal': tolerance for marginal interpolation;
- 'robustTol': tolerance for robust rational denominator
management;
- 'correctorForce': whether corrector should forcefully delete bad
poles;
- 'correctorTol': tolerance for corrector step;
- 'correctorMaxIter': maximum number of corrector iterations.
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.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: Whether to compute POD of snapshots.
matchingWeight: Weight for pole matching optimization.
cutOffTolerance: Tolerance for ignoring parasitic poles.
cutOffKind: Kind of cut off strategy.
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.
M: Numerator degree of approximant.
N: Denominator degree of approximant.
MMarginal: Degree of marginal interpolant.
polydegreetypeMarginal: Type of polynomial degree for marginal.
radialDirectionalWeights: Radial basis weights for pivot numerator.
radialDirectionalWeightsMarginal: Radial basis weights for marginal
interpolant.
nNearestNeighbor: Number of pivot nearest neighbors considered if
polybasis allows.
nNearestNeighborMarginal: Number of marginal nearest neighbors
considered if polybasisMarginal allows.
interpRcond: Tolerance for pivot interpolation.
interpRcondMarginal: Tolerance for marginal interpolation.
robustTol: Tolerance for robust rational denominator management.
correctorForce: Whether corrector should forcefully delete bad poles.
correctorTol: Tolerance for corrector step.
correctorMaxIter: Maximum number of corrector iterations.
- muBoundsPivot: list of bounds for pivot parameter values.
+ 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 __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(toBeExcluded = ["polydegreetype", "sampler"])
super().__init__(*args, **kwargs)
self._postInit()
@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 polybasis0(self):
if "_" in self.polybasis:
return self.polybasis.split("_")[0]
return self.polybasis
@property
def correctorTol(self):
"""Value of correctorTol."""
return self._correctorTol
@correctorTol.setter
def correctorTol(self, correctorTol):
if correctorTol < 0. or (correctorTol > 0. and self.nparPivot > 1):
RROMPyWarning(("Overriding prescribed corrector tolerance "
"to 0."))
correctorTol = 0.
self._correctorTol = correctorTol
self._approxParameters["correctorTol"] = self.correctorTol
@property
def correctorMaxIter(self):
"""Value of correctorMaxIter."""
return self._correctorMaxIter
@correctorMaxIter.setter
def correctorMaxIter(self, correctorMaxIter):
if correctorMaxIter < 1 or (correctorMaxIter > 1
and self.nparPivot > 1):
RROMPyWarning(("Overriding prescribed max number of corrector "
"iterations to 1."))
correctorMaxIter = 1
self._correctorMaxIter = correctorMaxIter
self._approxParameters["correctorMaxIter"] = self.correctorMaxIter
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 computeSnapshots(self):
"""Compute snapshots of solution map."""
RROMPyAssert(self._mode,
message = "Cannot start snapshot computation.")
if self.samplingEngine.nsamplesTot != self.S * self.SMarginal:
self.computeScaleFactor()
self.resetSamples()
vbMng(self, "INIT", "Starting computation of snapshots.", 5)
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.samplingEngine.resetHistory(self.SMarginal)
for j, muMarg in enumerate(self.musMarginal):
for k in range(j * self.S, (j + 1) * self.S):
self.mus.data[k, self.directionPivot] = (
self.musPivot[k - j * self.S].data)
self.mus.data[k, self.directionMarginal] = muMarg.data
self.samplingEngine.iterSample(self.musPivot, self.musMarginal)
self._finalizeSnapshots()
vbMng(self, "DEL", "Done computing snapshots.", 5)
def _finalizeSnapshots(self):
if self.POD == PODGlobal:
self.samplingEngine.coalesceSamples(self.interpRcondMarginal)
else:
self.samplingEngine.coalesceSamples()
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()
pMat = self.samplingEngine.samplesCoalesced.data
pMatEff = dot(self.HFEngine.C, pMat) if self.approx_state else pMat
if self.trainedModel is None:
self.trainedModel = self.tModelType()
self.trainedModel.verbosity = self.verbosity
self.trainedModel.timestamp = self.timestamp
datadict = {"mu0": self.mu0, "projMat": pMatEff,
"scaleFactor": self.scaleFactor,
"rescalingExp": self.HFEngine.rescalingExp,
"directionPivot": self.directionPivot}
self.trainedModel.data = self.initializeModelData(datadict)[0]
else:
self.trainedModel = self.trainedModel
self.trainedModel.data.projMat = copy(pMatEff)
N0 = copy(self.N)
Qs, Ps = [None] * len(self.musMarginal), [None] * len(self.musMarginal)
self._temporaryPivot = 1
padLeft = 0
if self.POD:
self._RPODOldPivot = copy(self.samplingEngine.RPODCoalesced)
else:
self._samplesOldPivot = copy(self.samplingEngine.samples)
padRight = self.samplingEngine.nsamplesTot
self._scaleFactorOldPivot = copy(self.scaleFactor)
self.scaleFactor = self.scaleFactorPivot
for j in range(len(self.musMarginal)):
self.N = N0
if self.POD:
self.samplingEngine.RPOD = (
self._RPODOldPivot[:, padLeft : padLeft + self.S])
else:
self.samplingEngine.samples = self._samplesOldPivot[j]
padRight -= self.S
self.verbosity -= 5
self._iterCorrector()
self.verbosity += 5
Qs[j] = copy(self.trainedModel.data.Q)
Ps[j] = copy(self.trainedModel.data.P)
del self.trainedModel.data.Q, self.trainedModel.data.P
if not self.POD: Ps[j].pad(padLeft, padRight)
padLeft += self.S
if self.POD:
self.samplingEngine.RPODCoalesced = copy(self._RPODOldPivot)
del self._RPODOldPivot
else:
self.samplingEngine.samples = copy(self._samplesOldPivot)
del self._samplesOldPivot
self.scaleFactor = self._scaleFactorOldPivot
del self._temporaryPivot, self._scaleFactorOldPivot
self.trainedModel.data.mus = copy(self.mus)
self.trainedModel.data.musPivot = copy(self.musPivot)
self.trainedModel.data.musMarginal = copy(self.musMarginal)
self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps
vbMng(self, "INIT", "Matching poles.", 10)
self.trainedModel.initializeFromRational(
self.HFEngine, self.matchingWeight,
self.POD == PODGlobal, self.approx_state)
vbMng(self, "DEL", "Done matching poles.", 10)
self._finalizeMarginalization()
vbMng(self, "DEL", "Done setting up approximant.", 5)
return 0
diff --git a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
index f5ca226..816460c 100644
--- a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
+++ b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py
@@ -1,572 +1,576 @@
# Copyright (C) 2018 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 <http://www.gnu.org/licenses/>.
#
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,
PolynomialInterpolator as PI,
polyvanderTotal as pvT)
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 import verbosityManager as vbMng
from rrompy.utilities.poly_fitting import customFit
from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException,
RROMPyAssert, RROMPy_FRAGILE)
from rrompy.parameter import checkParameterList
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': whether to compute POD of snapshots; defaults to True;
- '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;
- 'trainSetGenerator': 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', 'INTERPOLATORY',
'LOOK_AHEAD', 'LOOK_AHEAD_OUTPUT', and 'NONE'; defaults to
'NONE';
- 'interpRcond': tolerance for interpolation; defaults to None;
- 'robustTol': tolerance for robust rational denominator
management; defaults to 0.
Defaults to empty dict.
approx_state(optional): Whether to approximate state. Defaults and must
be True.
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': whether to compute POD of snapshots.
- 'greedyTol': uniform error tolerance for greedy algorithm;
- 'collinearityTol': collinearity tolerance for greedy algorithm;
- 'maxIter': maximum number of greedy steps;
- 'nTestPoints': number of test points;
- 'trainSetGenerator': training sample points generator;
- 'errorEstimatorKind': kind of error estimator;
- 'interpRcond': tolerance for interpolation;
- 'robustTol': 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.
approx_state: Whether to approximate state.
verbosity: Verbosity level.
POD: whether to compute POD of snapshots.
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.
trainSetGenerator: training sample points generator.
robustTol: tolerance for robust rational denominator management.
errorEstimatorKind: kind of error estimator.
interpRcond: tolerance for interpolation.
robustTol: tolerance for robust rational denominator management.
muBounds: list of bounds for parameter values.
samplingEngine: Sampling engine.
estimatorNormEngine: Engine for estimator norm computation.
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", "INTERPOLATORY",
"LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]
def __init__(self, *args, **kwargs):
self._preInit()
self._addParametersToList(["errorEstimatorKind"], ["DISCREPANCY"],
toBeExcluded = ["M", "N", "polydegreetype",
"radialDirectionalWeights",
"nNearestNeighbor"])
super().__init__(*args, **kwargs)
if not self.approx_state and self.errorEstimatorKind not in [
"LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]:
raise RROMPyException(("Must compute greedy approximation of "
"state, unless error estimator allows "
"otherwise."))
self.M, self.N = ("AUTO",) * 2
self._postInit()
@property
def approx_state(self):
"""Value of approx_state."""
return self._approx_state
@approx_state.setter
def approx_state(self, approx_state):
RationalInterpolant.approx_state.fset(self, approx_state)
if (not self.approx_state and hasattr(self, "_errorEstimatorKind")
and self.errorEstimatorKind not in [
"LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]):
raise RROMPyException(("Must compute greedy approximation of "
"state, unless error estimator allows "
"otherwise."))
@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
if (self.errorEstimatorKind not in [
"LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]
and hasattr(self, "_approx_state") and not self.approx_state):
raise RROMPyException(("Must compute greedy approximation of "
"state, unless error estimator allows "
"otherwise."))
def _polyvanderAuxiliary(self, mus, deg, *args):
return pvT(mus, deg, *args)
def getErrorEstimatorDiscrepancy(self, mus:Np1D) -> Np1D:
"""Discrepancy-based residual estimator."""
checkIfAffine(self.HFEngine, "apply discrepancy-based error estimator")
mus = checkParameterList(mus, self.npar)[0]
muCTest = self.trainedModel.centerNormalize(mus)
verb = 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.mus ** self.HFEngine.rescalingExp
muTestEff = mus ** self.HFEngine.rescalingExp
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
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.interpRcond)
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
self.trainedModel.verbosity = verb
return err
def getErrorEstimatorInterpolatory(self, mus:Np1D) -> Np1D:
"""Interpolation-based residual estimator."""
errTest, QTest, idxMaxEst = self._EIMStep(mus)
self.initEstimatorNormEngine()
mu_muTestSample = mus[idxMaxEst]
app_muTestSample = self.getApproxReduced(mu_muTestSample)
if self._mode == RROMPy_FRAGILE:
if not self.HFEngine.isCEye:
raise RROMPyException(("Cannot compute INTERPOLATORY residual "
"estimator in fragile mode for "
"non-scalar C."))
app_muTestSample = dot(self.trainedModel.data.projMat,
app_muTestSample.data)
else:
app_muTestSample = dot(self.samplingEngine.samples,
app_muTestSample)
resmu = self.HFEngine.residual(mu_muTestSample, app_muTestSample,
post_c = False)
RHSmu = self.HFEngine.residual(mu_muTestSample, None, post_c = False)
ressamples = (self.estimatorNormEngine.norm(resmu)
/ self.estimatorNormEngine.norm(RHSmu))
musT = copy(self.mus)
musT.append(mu_muTestSample)
musT = self.trainedModel.centerNormalize(musT)
musC = self.trainedModel.centerNormalize(mus)
resT = np.zeros(len(musT), dtype = np.complex)
err = np.zeros(len(mus))
for l in range(len(mu_muTestSample)):
resT[len(self.mus) + l] = ressamples[l] * QTest[idxMaxEst[l]]
p = PI()
wellCond, msg = p.setupByInterpolation(musT, resT, self.E + 1,
self.polybasis, self.verbosity >= 15,
True, {}, {"rcond": self.interpRcond})
err += np.abs(p(musC))
resT[len(self.mus) + l] = 0.
err /= QTest
vbMng(self, "MAIN", msg, 15)
return err
def getErrorEstimatorLookAhead(self, mus:Np1D,
force_output : bool = False) \
-> Tuple[Np1D, List[int]]:
"""Residual estimator based on look-ahead idea."""
errTest, QTest, idxMaxEst = self._EIMStep(mus)
_approx_state_old = self.approx_state
if force_output and _approx_state_old: self._approx_state = False
self.initEstimatorNormEngine()
self._approx_state = _approx_state_old
mu_muTestSample = mus[idxMaxEst]
app_muTestSample = self.getApproxReduced(mu_muTestSample)
if self._mode == RROMPy_FRAGILE:
app_muTestSample = dot(self.trainedModel.data.projMat,
app_muTestSample.data)
else:
app_muTestSample = dot(self.samplingEngine.samples,
app_muTestSample)
for j, mu in enumerate(mu_muTestSample):
uEx = self.samplingEngine.nextSample(mu)
if hasattr(self.samplingEngine, "samples_full"):
uEx = self.samplingEngine.samples_full[-1]
if j == 0:
solmu = emptySampleList()
solmu.reset((len(uEx), len(mu_muTestSample)),
dtype = uEx.dtype)
solmu[j] = uEx
if force_output and self.approx_state:
solmu = sampleList(self.HFEngine.applyC(solmu.data))
app_muTestSample = sampleList(self.HFEngine.applyC(
app_muTestSample.data))
errmu = solmu - app_muTestSample
errsamples = (self.estimatorNormEngine.norm(errmu)
/ self.estimatorNormEngine.norm(solmu))
musT = copy(self.mus)
musT.append(mu_muTestSample)
musT = self.trainedModel.centerNormalize(musT)
musC = self.trainedModel.centerNormalize(mus)
errT = np.zeros(len(musT), dtype = np.complex)
err = np.zeros(len(mus))
for l in range(len(mu_muTestSample)):
errT[len(self.mus) + l] = errsamples[l] * QTest[idxMaxEst[l]]
p = PI()
wellCond, msg = p.setupByInterpolation(musT, errT, self.E + 1,
self.polybasis, self.verbosity >= 15,
True, {}, {"rcond": self.interpRcond})
err += np.abs(p(musC))
errT[len(self.mus) + l] = 0.
err /= QTest
vbMng(self, "MAIN", msg, 15)
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 = checkParameterList(mus, self.npar)[0]
verb = 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)
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]
try:
coeffTest = np.linalg.solve(vanTrial, valuesTrial)
except np.linalg.LinAlgError as e:
raise RROMPyException(e)
errTest = (np.abs(vanTestNextEff - vanTestEff.dot(coeffTest))
/ np.expand_dims(QTest, 1))
if only_one:
self.trainedModel.verbosity = verb
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])
self.trainedModel.verbosity = verb
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 = checkParameterList(mus, self.npar)[0]
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 == "INTERPOLATORY":
err = self.getErrorEstimatorInterpolatory(mus)
elif self.errorEstimatorKind[: 10] == "LOOK_AHEAD":
err, idxMaxEst = self.getErrorEstimatorLookAhead(mus,
self.errorEstimatorKind == "LOOK_AHEAD_OUTPUT")
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."), 5)
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 _preliminaryTraining(self):
"""Initialize starting snapshots of solution map."""
RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.")
if self.samplingEngine.nsamples > 0:
return
S = self.S
self.sampleBatchIdx, self.sampleBatchSize, self._S = -1, 0, 0
nextBatchSize = 1
while self._S + nextBatchSize <= S:
self.sampleBatchIdx += 1
self.sampleBatchSize = nextBatchSize
self._S += self.sampleBatchSize
nextBatchSize = totalDegreeN(self.npar - 1,
self.sampleBatchIdx + 1)
super()._preliminaryTraining()
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.samples.data
pMatEff = dot(self.HFEngine.C, pMat) if self.approx_state else pMat
if self.trainedModel is None:
self.trainedModel = self.tModelType()
self.trainedModel.verbosity = self.verbosity
self.trainedModel.timestamp = self.timestamp
datadict = {"mu0": self.mu0, "projMat": pMatEff,
"scaleFactor": self.scaleFactor,
"rescalingExp": self.HFEngine.rescalingExp}
self.trainedModel.data = self.initializeModelData(datadict)[0]
else:
self.trainedModel = self.trainedModel
self.trainedModel.data.projMat = copy(pMatEff)
self.trainedModel.data.mus = copy(self.mus)
self.trainedModel.data.mus = copy(self.mus)
self.catchInstability = 2
unstable = False
if self.E > 0:
try:
Q = self._setupDenominator()[0]
except RROMPyException as RE:
RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__,
RE))
vbMng(self, "DEL", "", 7)
unstable = True
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.trainedModel.data.Q = copy(Q)
try:
P = copy(self._setupNumerator())
except RROMPyException as RE:
RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__,
RE))
vbMng(self, "DEL", "", 7)
unstable = True
if not unstable:
self.trainedModel.data.P = copy(P)
self.trainedModel.data.approxParameters = copy(
self.approxParameters)
vbMng(self, "DEL", "Done setting up local approximant.", 5)
self.catchInstability = 0
self.verbosity += 10
return 1 * unstable
+ def setupApprox(self, plotEst : str = "NONE") -> int:
+ val = super().setupApprox(plotEst)
+ if val == 0: self._iterCorrector()
+ return val
+
def loadTrainedModel(self, filename:str):
"""Load trained reduced model from file."""
super().loadTrainedModel(filename)
self.sampleBatchIdx, self.sampleBatchSize, _S = -1, 0, 0
nextBatchSize = 1
while _S + nextBatchSize <= self.S + 1:
self.sampleBatchIdx += 1
self.sampleBatchSize = nextBatchSize
_S += self.sampleBatchSize
nextBatchSize = totalDegreeN(self.npar - 1,
self.sampleBatchIdx + 1)
-