diff --git a/rrompy/hfengines/base/__init__.py b/rrompy/hfengines/base/__init__.py index 241a91b..f56dd2c 100644 --- a/rrompy/hfengines/base/__init__.py +++ b/rrompy/hfengines/base/__init__.py @@ -1,42 +1,40 @@ # 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 . # from .boundary_conditions import BoundaryConditions from .fenics_engine_base import FenicsEngineBase, FenicsEngineBaseTensorized from .hfengine_base import HFEngineBase from .linear_affine_engine import LinearAffineEngine, checkIfAffine -from .marginal_proxy_engine import MarginalProxyEngine from .scipy_engine_base import ScipyEngineBase, ScipyEngineBaseTensorized from .vector_fenics_engine_base import VectorFenicsEngineBase, VectorFenicsEngineBaseTensorized __all__ = [ 'BoundaryConditions', 'FenicsEngineBase', 'FenicsEngineBaseTensorized', 'HFEngineBase', 'LinearAffineEngine', 'checkIfAffine', - 'MarginalProxyEngine', 'ScipyEngineBase', 'ScipyEngineBaseTensorized', 'VectorFenicsEngineBase', 'VectorFenicsEngineBaseTensorized' ] diff --git a/rrompy/hfengines/base/hfengine_base.py b/rrompy/hfengines/base/hfengine_base.py index d90d31d..deb6e37 100644 --- a/rrompy/hfengines/base/hfengine_base.py +++ b/rrompy/hfengines/base/hfengine_base.py @@ -1,317 +1,317 @@ # 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 . # from abc import abstractmethod import numpy as np import scipy.sparse as scsp from numbers import Number from collections.abc import Iterable from copy import copy as softcopy from rrompy.utilities.base.decorators import nonaffine_construct from rrompy.utilities.base.types import (Np1D, Np2D, List, DictAny, paramVal, paramList, sampList) from rrompy.utilities.numerical import solve as tsolve, dot, pseudoInverse from rrompy.utilities.expression import expressionEvaluator from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.sampling.sample_list import sampleList from rrompy.parameter import (checkParameter, checkParameterList, parameterList, parameterMap as pMap) from rrompy.solver.linear_solver import setupSolver from rrompy.utilities.parallel import (poolRank, masterCore, listScatter, matrixGatherv, isend, recv) __all__ = ['HFEngineBase'] class HFEngineBase: """Generic solver for parametric problems.""" def __init__(self, verbosity : int = 10, timestamp : bool = True): self.verbosity = verbosity self.timestamp = timestamp self.setSolver("SPSOLVE", {"use_umfpack" : False}) self.npar = 0 self._C = None self.outputNormMatrix = 1. def name(self) -> str: return self.__class__.__name__ def __str__(self) -> str: return self.name() def __repr__(self) -> str: return self.__str__() + " at " + hex(id(self)) def __dir_base__(self): return [x for x in self.__dir__() if x[:2] != "__"] def __deepcopy__(self, memo): return softcopy(self) @property def npar(self): """Value of npar.""" return self._npar @npar.setter def npar(self, npar): nparOld = self._npar if hasattr(self, "_npar") else -1 if npar != nparOld: self.parameterMap = pMap(1., npar) self._npar = npar @property def spacedim(self): return 1 def checkParameter(self, mu:paramVal) -> paramVal: muP = checkParameter(mu, self.npar) if self.npar == 0: muP.reset((1, 0), muP.dtype) return muP def checkParameterList(self, mu:paramList, check_if_single : bool = False) -> paramList: muL = checkParameterList(mu, self.npar, check_if_single) return muL def mapParameterList(self, mu:paramList, direct : str = "F", idx : List[int] = None) -> paramList: if idx is None: idx = np.arange(self.npar) muMapped = checkParameterList(mu, len(idx)) for j, d in enumerate(idx): muMapped.data[:, j] = expressionEvaluator( self.parameterMap[direct][d], muMapped(j)).flatten() return muMapped def buildEnergyNormForm(self): """ Build sparse matrix (in CSR format) representative of scalar product. """ self.energyNormMatrix = 1. def buildEnergyNormDualForm(self): """ Build sparse matrix (in CSR format) representative of dual scalar product without duality. """ self.energyNormDualMatrix = 1. def innerProduct(self, u:Np2D, v:Np2D, onlyDiag : bool = False, dual : bool = False, is_state : bool = True) -> Np2D: """Scalar product.""" if is_state or self.isCEye: if dual: if not hasattr(self, "energyNormDualMatrix"): self.buildEnergyNormDualForm() energyMat = self.energyNormDualMatrix else: if not hasattr(self, "energyNormMatrix"): self.buildEnergyNormForm() energyMat = self.energyNormMatrix else: energyMat = self.outputNormMatrix if isinstance(u, (parameterList, sampleList)): u = u.data if isinstance(v, (parameterList, sampleList)): v = v.data if onlyDiag: return np.sum(dot(energyMat, u) * v.conj(), axis = 0) return dot(dot(energyMat, u).T, v.conj()).T def norm(self, u:Np2D, dual : bool = False, is_state : bool = True) -> Np1D: return np.abs(self.innerProduct(u, u, onlyDiag = True, dual = dual, is_state = is_state)) ** .5 def baselineA(self): """Return 0 of shape consistent with operator of linear system.""" if (hasattr(self, "As") and isinstance(self.As, Iterable) and self.As[0] is not None): d = self.As[0].shape[0] else: d = self.spacedim return scsp.csr_matrix((np.zeros(0), np.zeros(0), np.zeros(d + 1)), shape = (d, d), dtype = np.complex) def baselineb(self): """Return 0 of shape consistent with RHS of linear system.""" return np.zeros(self.spacedim, dtype = np.complex) @nonaffine_construct @abstractmethod def A(self, mu : paramVal = [], der : List[int] = 0) -> Np2D: """ Assemble terms of operator of linear system and return it (or its derivative) at a given parameter. """ return @nonaffine_construct @abstractmethod def b(self, mu : paramVal = [], der : List[int] = 0) -> Np1D: """ Assemble terms of RHS of linear system and return it (or its derivative) at a given parameter. """ return @property def C(self): """Value of C.""" if self._C is None: self._C = 1. return self._C @property def isCEye(self): return isinstance(self.C, Number) def applyC(self, u:sampList): """Apply LHS of linear system.""" return dot(self.C, u) def applyCpInv(self, u:sampList): """Apply pseudoinverse of LHS of linear system.""" return dot(pseudoInverse(self.C), u) def setSolver(self, solverType:str, solverArgs : DictAny = {}): """Choose solver type and parameters.""" self._solver, self._solverArgs = setupSolver(solverType, solverArgs) def solve(self, mu : paramList = [], RHS : sampList = None, return_state : bool = False) -> sampList: """ Find solution of linear system. Args: mu: parameter value. RHS: RHS of linear system. If None, defaults to that of parametric system. Defaults to None. return_state: whether to return state before multiplication by c. Defaults to False. """ from rrompy.sampling import sampleList, emptySampleList if mu == []: mu = self.mu0 mu = self.checkParameterList(mu) if len(mu) == 0: return emptySampleList() mu, idx, sizes = listScatter(mu, return_sizes = True) mu = self.checkParameterList(mu) req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(mu) == 0: uL, uT = recv(source = 0, tag = poolRank()) sol = np.empty((uL, 0), dtype = uT) else: - if RHS is None: + if RHS is None: # build RHSs RHS = sampleList([self.b(m) for m in mu]) else: RHS = sampleList(RHS) if len(RHS) > 1: RHS = sampleList([RHS[i] for i in idx]) mult = 0 if len(RHS) == 1 else 1 RROMPyAssert(mult * (len(mu) - 1) + 1, len(RHS), "Sample size") for j, mj in enumerate(mu): u = tsolve(self.A(mj), RHS[mult * j], self._solver, self._solverArgs) if j == 0: sol = np.empty((len(u), len(mu)), dtype = u.dtype) if masterCore(): for dest in emptyCores: req += [isend((len(u), u.dtype), dest = dest, tag = dest)] sol[:, j] = u if not return_state: sol = self.applyC(sol) for r in req: r.wait() return sampleList(matrixGatherv(sol, sizes)) def residual(self, mu : paramList = [], u : sampList = None, post_c : bool = True) -> sampList: """ Find residual of linear system for given approximate solution. Args: mu: parameter value. u: numpy complex array with function dofs. If None, set to 0. post_c: whether to post-process using c. Defaults to True. """ from rrompy.sampling import sampleList, emptySampleList if mu == []: mu = self.mu0 mu = self.checkParameterList(mu) if len(mu) == 0: return emptySampleList() mu, idx, sizes = listScatter(mu, return_sizes = True) mu = self.checkParameterList(mu) req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(mu) == 0: uL, uT = recv(source = 0, tag = poolRank()) res = np.empty((uL, 0), dtype = uT) else: v = sampleList(np.zeros((self.spacedim, len(mu)))) if u is not None: u = sampleList(u) v = v + sampleList([u[i] for i in idx]) for j, (mj, vj) in enumerate(zip(mu, v)): r = self.b(mj) - dot(self.A(mj), vj) if j == 0: res = np.empty((len(r), len(mu)), dtype = r.dtype) if masterCore(): for dest in emptyCores: req += [isend((len(r), r.dtype), dest = dest, tag = dest)] res[:, j] = r if post_c: res = self.applyC(res) for r in req: r.wait() return sampleList(matrixGatherv(res, sizes)) cutOffPolesRMax,cutOffPolesRMin = np.inf, - np.inf cutOffPolesRMaxRel, cutOffPolesRMinRel = np.inf, - np.inf cutOffPolesIMax, cutOffPolesIMin = np.inf, - np.inf cutOffPolesIMaxRel, cutOffPolesIMinRel = np.inf, - np.inf cutOffResNormMin = -1 def flagBadPolesResidues(self, poles:Np1D, residues : Np1D = None, relative : bool = False) -> Np1D: """ Flag (numerical) poles/residues which are impossible. Args: poles: poles to be judged. residues: residues to be judged. relative: whether relative values should be used for poles. """ poles = np.array(poles).flatten() flag = np.zeros(len(poles), dtype = bool) if residues is None: self._ignoreResidues = self.cutOffResNormMin <= 0. if relative: RMax, RMin = self.cutOffPolesRMaxRel, self.cutOffPolesRMinRel IMax, IMin = self.cutOffPolesIMaxRel, self.cutOffPolesIMinRel else: RMax, RMin = self.cutOffPolesRMax, self.cutOffPolesRMin IMax, IMin = self.cutOffPolesIMax, self.cutOffPolesIMin if not np.isinf(RMax): flag = np.logical_or(flag, np.real(poles) > RMax) if not np.isinf(RMin): flag = np.logical_or(flag, np.real(poles) < RMin) if not np.isinf(IMax): flag = np.logical_or(flag, np.imag(poles) > IMax) if not np.isinf(IMin): flag = np.logical_or(flag, np.imag(poles) < IMin) else: residues = np.array(residues).reshape(len(poles), -1) if self.cutOffResNormMin > 0.: if residues.shape[1] == self.spacedim: resEff = self.norm(residues.T) else: resEff = np.linalg.norm(residues, axis = 1) resEff /= np.max(resEff) flag = np.logical_or(flag, resEff < self.cutOffResNormMin) return flag diff --git a/rrompy/hfengines/base/linear_affine_engine.py b/rrompy/hfengines/base/linear_affine_engine.py index 6cb6d17..e8edfab 100644 --- a/rrompy/hfengines/base/linear_affine_engine.py +++ b/rrompy/hfengines/base/linear_affine_engine.py @@ -1,198 +1,198 @@ # 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 . # from abc import abstractmethod import numpy as np import scipy.sparse as scsp from collections.abc import Iterable from copy import deepcopy as copy from .hfengine_base import HFEngineBase from rrompy.utilities.base.decorators import affine_construct from rrompy.utilities.base.types import (Np1D, Np2D, List, ListAny, TupleAny, paramVal) from rrompy.utilities.expression import (expressionEvaluator, createMonomial, createMonomialList) from rrompy.utilities.numerical.hash_derivative import ( hashDerivativeToIdx as hashD) from rrompy.utilities.exception_manager import RROMPyException __all__ = ['LinearAffineEngine', 'checkIfAffine'] class LinearAffineEngine(HFEngineBase): """Generic solver for affine parametric problems.""" def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self._affinePoly = True self.nAs, self.nbs = 1, 1 @property def affinePoly(self): return self._affinePoly @property def nAs(self): """Value of nAs.""" return self._nAs @nAs.setter def nAs(self, nAs): nAsOld = self._nAs if hasattr(self, "_nAs") else -1 if nAs != nAsOld: self._nAs = nAs self.resetAs() @property def nbs(self): """Value of nbs.""" return self._nbs @nbs.setter def nbs(self, nbs): nbsOld = self._nbs if hasattr(self, "_nbs") else -1 if nbs != nbsOld: self._nbs = nbs self.resetbs() @property def spacedim(self): if (hasattr(self, "bs") and isinstance(self.bs, Iterable) and self.bs[0] is not None): return len(self.bs[0]) return super().spacedim def getMonomialSingleWeight(self, deg:List[int]): return createMonomial(deg, True) def getMonomialWeights(self, n:int): return createMonomialList(n, self.npar, True) def setAs(self, As:List[Np2D]): """Assign terms of operator of linear system.""" if len(As) != self.nAs: raise RROMPyException(("Expected number {} of terms of As not " "matching given list length {}.").format(self.nAs, len(As))) self.As = [copy(A) for A in As] def setthAs(self, thAs:List[List[TupleAny]]): """Assign terms of operator of linear system.""" if len(thAs) != self.nAs: raise RROMPyException(("Expected number {} of terms of thAs not " "matching given list length {}.").format(self.nAs, len(thAs))) self.thAs = copy(thAs) def setbs(self, bs:List[Np1D]): """Assign terms of RHS of linear system.""" if len(bs) != self.nbs: raise RROMPyException(("Expected number {} of terms of bs not " "matching given list length {}.").format(self.nbs, len(bs))) self.bs = [copy(b) for b in bs] def setthbs(self, thbs:List[List[TupleAny]]): """Assign terms of RHS of linear system.""" if len(thbs) != self.nbs: raise RROMPyException(("Expected number {} of terms of thbs not " "matching given list length {}.").format(self.nbs, len(thbs))) self.thbs = copy(thbs) def resetAs(self): """Reset (derivatives of) operator of linear system.""" if hasattr(self, "_nAs"): self.setAs([None] * self.nAs) self.setthAs([None] * self.nAs) def resetbs(self): """Reset (derivatives of) RHS of linear system.""" if hasattr(self, "_nbs"): self.setbs([None] * self.nbs) self.setthbs([None] * self.nbs) def _assembleObject(self, mu:paramVal, objs:ListAny, th:ListAny, derI:int) -> Np2D: - """Assemble (derivative of) object from list of derivatives.""" + """Assemble (derivative of) affine object from list of affine terms.""" muE = self.mapParameterList(mu) obj = None for j in range(len(objs)): if len(th[j]) <= derI and th[j][-1] is not None: raise RROMPyException(("Cannot assemble operator. Non enough " "derivatives of theta provided.")) if len(th[j]) > derI and th[j][derI] is not None: expr = expressionEvaluator(th[j][derI], muE) if isinstance(expr, Iterable): if len(expr) > 1: raise RROMPyException(("Size mismatch in value of " "theta function. Only scalars " "allowed.")) expr = expr[0] if obj is None: obj = expr * objs[j] else: obj = obj + expr * objs[j] return obj @abstractmethod def buildA(self): """Build terms of operator of linear system.""" if self.thAs[0] is None: self.thAs = self.getMonomialWeights(self.nAs) if self.As[0] is None: self.As[0] = scsp.eye(self.spacedim, dtype = np.complex, format = "csr") for j in range(1, self.nAs): if self.As[j] is None: self.As[j] = self.baselineA() @affine_construct def A(self, mu : paramVal = [], der : List[int] = 0) -> Np2D: """ Assemble terms of operator of linear system and return it (or its derivative) at a given parameter. """ derI = hashD(der) if isinstance(der, Iterable) else der if derI < 0 or derI > self.nAs - 1: return self.baselineA() self.buildA() assembledA = self._assembleObject(mu, self.As, self.thAs, derI) if assembledA is None: return self.baselineA() return assembledA @abstractmethod def buildb(self): """Build terms of RHS of linear system.""" if self.thbs[0] is None: self.thbs = self.getMonomialWeights(self.nbs) for j in range(self.nbs): if self.bs[j] is None: self.bs[j] = self.baselineb() @affine_construct def b(self, mu : paramVal = [], der : List[int] = 0) -> Np1D: """ Assemble terms of RHS of linear system and return it (or its derivative) at a given parameter. """ derI = hashD(der) if isinstance(der, Iterable) else der if derI < 0 or derI > self.nbs - 1: return self.baselineb() self.buildb() assembledb = self._assembleObject(mu, self.bs, self.thbs, derI) if assembledb is None: return self.baselineb() return assembledb def checkIfAffine(engine, msg : str = "apply method", noA : bool = False): msg = ("Cannot {} because of non-affine parametric dependence{}. Consider " - "using DEIM to define a new engine.").format(msg, " of RHS" * noA) + "using EIM to define a new engine.").format(msg, " of RHS" * noA) if (not (hasattr(engine.b, "is_affine") and engine.b.is_affine) or not (noA or (hasattr(engine.A, "is_affine") and engine.A.is_affine))): raise RROMPyException(msg) diff --git a/rrompy/hfengines/base/marginal_proxy_engine.py b/rrompy/hfengines/base/marginal_proxy_engine.py deleted file mode 100644 index 4b4d90c..0000000 --- a/rrompy/hfengines/base/marginal_proxy_engine.py +++ /dev/null @@ -1,158 +0,0 @@ -# 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 . -# - -import inspect -import numpy as np -from copy import copy as softcopy -from rrompy.utilities.base.types import Np1D, paramVal, paramList, HFEng -from rrompy.utilities.base import freepar as fp -from rrompy.utilities.base.decorators import (affine_construct, - nonaffine_construct) -from rrompy.utilities.exception_manager import RROMPyException -from rrompy.parameter import checkParameter, checkParameterList - -__all__ = ['MarginalProxyEngine'] - -def MarginalProxyEngine(HFEngine:HFEng, marginalized:Np1D): - Aaff = hasattr(HFEngine.A, "is_affine") and HFEngine.A.is_affine - baff = hasattr(HFEngine.b, "is_affine") and HFEngine.b.is_affine - if Aaff: - if baff: - return MarginalProxyEngineAffineAb(HFEngine, marginalized) - return MarginalProxyEngineAffineA(HFEngine, marginalized) - if baff: - return MarginalProxyEngineAffineb(HFEngine, marginalized) - return MarginalProxyEngineNonAffine(HFEngine, marginalized) - -class MarginalProxyEngineNonAffine: - """ - Marginalized should prescribe fixed value for the marginalized parameters - and leave freepar/None elsewhere. - """ - - _allowedMuDependencies = ["A", "b", "checkParameter", "checkParameterList", - "_assembleObject", "solve", "residual"] - - def __init__(self, HFEngine:HFEng, marginalized:Np1D): - self.baseHF = HFEngine - self.marg = marginalized - for name in HFEngine.__dir_base__(): - att = getattr(HFEngine, name) - if inspect.ismethod(att): - attargs = inspect.getfullargspec(att).args - if "mu" not in attargs: - setattr(self.__class__, name, getattr(HFEngine, name)) - else: - if name not in self._allowedMuDependencies: - raise RROMPyException(("Function {} depends on mu " - "and was not accounted for. " - "Must override.").format(name)) - - @property - def affinePoly(self): - return self.nparFixed == 0 and self.baseHF.affinePoly - - @property - def freeLocations(self): - return [x for x in range(self.baseHF.npar) if self.marg[x] == fp] - - @property - def fixedLocations(self): - return [x for x in range(self.baseHF.npar) if self.marg[x] != fp] - - @property - def _freeLocationsInsert(self): - return np.cumsum([m == fp for m in self.marg])[self.fixedLocations] - - @property - def muFixed(self): - muF = checkParameter([m for m in self.marg if m != fp]) - if self.baseHF.npar - self.nparFree > 0: muF = muF[0] - return muF - - @property - def nparFree(self): - """Value of nparFree.""" - return len(self.freeLocations) - - @property - def nparFixed(self): - """Value of nparFixed.""" - return len(self.fixedLocations) - - def name(self) -> str: - return "{}-proxy for {}".format(self.freeLocations, self.baseHF.name()) - - def __str__(self) -> str: - return self.name() - - def __repr__(self) -> str: - return self.__str__() + " at " + hex(id(self)) - - def __dir_base__(self): - return [x for x in self.__dir__() if x[:2] != "__"] - - def __deepcopy__(self, memo): - return softcopy(self) - - def completeMu(self, mu:paramVal): - mu = checkParameter(mu, self.nparFree, return_data = True) - return np.insert(mu, self._freeLocationsInsert, self.muFixed, axis = 1) - - def completeMuList(self, mu:paramList): - mu = checkParameterList(mu, self.nparFree, return_data = True) - return np.insert(mu, self._freeLocationsInsert, self.muFixed, axis = 1) - - @nonaffine_construct - def A(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF.A(self.completeMu(mu), *args, **kwargs) - - @nonaffine_construct - def b(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF.b(self.completeMu(mu), *args, **kwargs) - - def checkParameter(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF.checkParameter(self.completeMu(mu), *args, **kwargs) - - def checkParameterList(self, mu : paramList = [], *args, **kwargs): - return self.baseHF.checkParameterList(self.completeMuList(mu), - *args, **kwargs) - - def _assembleObject(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF._assembleObject(self.completeMu(mu), - *args, **kwargs) - - def solve(self, mu : paramList = [], *args, **kwargs): - return self.baseHF.solve(self.completeMuList(mu), *args, **kwargs) - - def residual(self, mu : paramList = [], *args, **kwargs): - return self.baseHF.residual(self.completeMuList(mu), *args, **kwargs) - -class MarginalProxyEngineAffineA(MarginalProxyEngineNonAffine): - @affine_construct - def A(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF.A(self.completeMu(mu), *args, **kwargs) - -class MarginalProxyEngineAffineb(MarginalProxyEngineNonAffine): - @affine_construct - def b(self, mu : paramVal = [], *args, **kwargs): - return self.baseHF.b(self.completeMu(mu), *args, **kwargs) - -class MarginalProxyEngineAffineAb(MarginalProxyEngineAffineA, - MarginalProxyEngineAffineb): - pass diff --git a/rrompy/hfengines/scipy_engines/eigenproblem_engine.py b/rrompy/hfengines/scipy_engines/eigenproblem_engine.py index a3980c2..2f6a124 100644 --- a/rrompy/hfengines/scipy_engines/eigenproblem_engine.py +++ b/rrompy/hfengines/scipy_engines/eigenproblem_engine.py @@ -1,70 +1,70 @@ # 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 . # import numpy as np from numbers import Number from rrompy.hfengines.base.linear_affine_engine import LinearAffineEngine from rrompy.hfengines.base.scipy_engine_base import (ScipyEngineBase, ScipyEngineBaseTensorized) from rrompy.utilities.base.types import List, Np1D, Np2D __all__ = ['EigenproblemEngine', 'TensorizedEigenproblemEngine'] class EigenproblemEngine(LinearAffineEngine, ScipyEngineBase): """ Solver for generic eigenvalue-like problems. (A_0 + \mu_1 A_1 + ... + \mu_N A_N) u(\mu) = f """ def __init__(self, As:List[Np2D], f : Np1D = 420, verbosity : int = 10, timestamp : bool = True): super().__init__(verbosity = verbosity, timestamp = timestamp) self._affinePoly = True self.npar, self.nAs, self.nbs = len(As) - 1, len(As), 1 self.As = As if np.any([isinstance(A, (np.ndarray,)) for A in As]): for j in range(self.nAs): if not isinstance(self.As[j], (np.ndarray,)): self.As[j] = self.As[j].todense() self.setSolver("SOLVE") if isinstance(f, (Number,)): np.random.seed(f) f = np.random.randn(self.As[0].shape[0]) f /= np.linalg.norm(f) else: f = np.array(f).flatten() self.bs = [f] class TensorizedEigenproblemEngine(EigenproblemEngine, ScipyEngineBaseTensorized): """ - Solver for generic eigenvalue-like problems. + Solver for generic eigenvalue-like problems with multiple RHSs. (A_0 + \mu_1 A_1 + ... + \mu_N A_N) U(\mu) = U """ def __init__(self, As:List[Np2D], f : Np1D = 420, ncol : int = 1, verbosity : int = 10, timestamp : bool = True): if isinstance(f, (Number,)): np.random.seed(f) f = np.random.randn(As[0].shape[0], ncol) f = (f / np.linalg.norm(f, axis = 0)) else: f = np.array(f).reshape(-1, ncol) self.nports = f.shape[1] super().__init__(As = As, f = f, verbosity = verbosity, timestamp = timestamp) diff --git a/rrompy/parameter/parameter_list.py b/rrompy/parameter/parameter_list.py index 73821bb..28da974 100644 --- a/rrompy/parameter/parameter_list.py +++ b/rrompy/parameter/parameter_list.py @@ -1,235 +1,245 @@ # 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 . # import numpy as np from collections.abc import Iterable from itertools import product as iterprod from copy import deepcopy as copy from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert from rrompy.utilities.base.types import Np2D __all__ = ['parameterList', 'emptyParameterList', 'checkParameterList'] def checkParameterList(mu, npar = None, check_if_single : bool = False, return_data : bool = False): + """Constructor of parameterList with parameter dimension check.""" if not isinstance(mu, (parameterList,)): mu = parameterList(mu, npar) else: if npar is not None: RROMPyAssert(mu.shape[1], npar, "Number of parameters") mu = copy(mu) if npar == 0: mu.reset((1, 0), mu.dtype) if return_data: mu = mu.data if check_if_single: return mu, len(mu) <= 1 return mu def checkParameter(mu, npar = None, return_data : bool = False): + """ + Constructor of parameterList with check on parameter dimension and + parameter number. + """ muL, wasPar = checkParameterList(mu, npar, True, return_data) if not wasPar: muL, wasPar = checkParameterList([mu], npar, True, return_data) if not wasPar: raise RROMPyException(("Only single parameter allowed. No " "parameter lists here.")) return muL def emptyParameterList(): return parameterList([[]]) def addMemberFromNumpyArray(self, fieldName): def objFunc(self, other): if not isinstance(other, (self.__class__,)): other = parameterList(other, self.shape[1]) return parameterList(getattr(np.ndarray, fieldName)(self.data, other.data)) setattr(self.__class__, fieldName, objFunc) def objIFunc(self, other): self.data = getattr(self.__class__, fieldName)(self, other).data setattr(self.__class__, "__i" + fieldName[2:], objIFunc) class parameterList: + """ + List of (multi-D) parameters with many properties overloaded from Numpy + arrays. + """ + __all__ += [pre + post for pre, post in iterprod(["__", "__i"], ["add__", "sub__", "mul__", "div__", "truediv__", "floordiv__", "pow__"])] def __init__(self, data:Np2D, lengthCheck : int = None): if not isinstance(data, Iterable): data = [data] elif isinstance(data, (self.__class__,)): data = data.data elif isinstance(data, (tuple,)): data = list(data) if (isinstance(data, (list,)) and len(data) > 0 and isinstance(data[0], (tuple,))): data = [list(x) for x in data] self.data = np.array(data, ndmin = 1, copy = 1) if self.data.ndim == 1: self.data = self.data[:, None] if np.size(self.data) > 0: self.data = self.data.reshape((len(self), -1)) if self.shape[0] * self.shape[1] == 0: lenEff = 0 if lengthCheck is None else lengthCheck self.reset((0, lenEff), self.dtype) if lengthCheck is not None: if lengthCheck != 1 and self.shape == (lengthCheck, 1): self.data = self.data.T RROMPyAssert(self.shape[1], lengthCheck, "Number of parameters") for fieldName in ["__add__", "__sub__", "__mul__", "__div__", "__truediv__", "__floordiv__", "__pow__"]: addMemberFromNumpyArray(self, fieldName) def __len__(self): return self.shape[0] def __str__(self): if len(self) == 0: selfstr = "[]" elif len(self) <= 3: selfstr = "[{}]".format(" ".join([str(x) for x in self.data])) else: selfstr = "[{} ..({}).. {}]".format(self[0], len(self) - 2, self[-1]) return selfstr def __repr__(self): return repr(self.data) @property def shape(self): return self.data.shape @property def size(self): return self.data.size @property def re(self): return parameterList(np.real(self.data)) @property def im(self): return parameterList(np.imag(self.data)) @property def abs(self): return parameterList(np.abs(self.data)) @property def angle(self): return parameterList(np.angle(self.data)) @property def conj(self): return parameterList(np.conj(self.data)) @property def dtype(self): return self.data.dtype def __getitem__(self, key): return self.data[key] def __call__(self, key, idx = None): if idx is None: return self.data[:, key] return self[key, idx] def __setitem__(self, key, value): if isinstance(key, (tuple, list, np.ndarray)): RROMPyAssert(len(key), len(value), "Slice length") for k, val in zip(key, value): self[k] = val else: self.data[key] = value def __eq__(self, other): if not hasattr(other, "shape") or self.shape != other.shape: return False if isinstance(other, self.__class__): other = other.data return np.allclose(self.data, other) def __contains__(self, item): return next((x for x in self if np.allclose(x[0], item)), -1) != -1 def __iter__(self): return iter([parameterList([x]) for x in self.data]) def __copy__(self): return parameterList(self.data) def __deepcopy__(self, memo): return parameterList(copy(self.data, memo)) def __neg__(self): return parameterList(-self.data) def __pos__(self): return copy(self) def reset(self, size, dtype = complex): self.data = np.empty(size, dtype = dtype) self.data[:] = np.nan def insert(self, items, idx = None): if isinstance(items, self.__class__): items = items.data else: items = np.array(items, ndmin = 2) if len(self) == 0: self.data = parameterList(items).data elif idx is None: self.data = np.append(self.data, items, axis = 0) else: self.data = np.insert(self.data, idx, items, axis = 0) def append(self, items): self.insert(items) def pop(self, idx = -1): self.data = np.delete(self.data, idx, axis = 0) def find(self, item): if len(self) == 0: return None return next((j for j in range(len(self)) if np.allclose(self[j], item)), None) def findall(self, item): if len(self) == 0: return [] return [j for j in range(len(self)) if np.allclose(self[j], item)] def sort(self, overwrite = False, *args, **kwargs): dataT = np.array([tuple(x[0]) for x in self], dtype = [(str(j), self.dtype) for j in range(self.shape[1])]) sortedP = parameterList([list(x) for x in np.sort(dataT, *args, **kwargs)]) if overwrite: self.data = sortedP.data return sortedP def unique(self, overwrite = False, *args, **kwargs): dataT = np.array([tuple(x[0]) for x in self], dtype = [(str(j), self.dtype) for j in range(self.shape[1])]) uniqueT = np.unique(dataT, *args, **kwargs) if isinstance(uniqueT, (tuple,)): extraT = uniqueT[1:] uniqueT = uniqueT[0] else: extraT = () uniqueP = parameterList([list(x) for x in uniqueT]) if overwrite: self.data = uniqueP.data uniqueP = (uniqueP,) + extraT if len(uniqueP) == 1: return uniqueP[0] return uniqueP diff --git a/rrompy/parameter/parameter_map.py b/rrompy/parameter/parameter_map.py index 2452b88..9c840e3 100644 --- a/rrompy/parameter/parameter_map.py +++ b/rrompy/parameter/parameter_map.py @@ -1,54 +1,58 @@ # 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 . # import numpy as np from numbers import Number from rrompy.utilities.base.types import DictAny from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert __all__ = ['parameterMap'] def parameterMap(pMap = 1., npar : int = None) -> DictAny: + """ + Constructor of dictionary with keys "F" and "B" for evaluation of forward + and backward (inverse) map. + """ if isinstance(pMap, (Number,)): if npar is None: npar = 1 pMap = [pMap] * npar if isinstance(pMap, (tuple,)): pMap = list(pMap) if isinstance(pMap, (dict,)): if (("F" not in pMap.keys() and "f" not in pMap.keys()) or ("B" not in pMap.keys() and "b" not in pMap.keys())): raise RROMPyException("Keys missing from parameter map dict.") parameterMap = {} parameterMap["F"] = pMap["F"] if "F" in pMap.keys() else pMap["f"] parameterMap["B"] = pMap["B"] if "B" in pMap.keys() else pMap["b"] return parameterMap if isinstance(pMap, (list,)): if npar is not None: RROMPyAssert(len(pMap), npar, "Length of parameter map scaling exponent.") parameterMap = {"F":[], "B":[]} for e in pMap: if np.isclose(e, 1.): parameterMap["F"] += [('x')] parameterMap["B"] += [('x')] else: parameterMap["F"] += [('x', '**', e)] parameterMap["B"] += [('x', '**', 1. / e)] return parameterMap raise RROMPyException(("Parameter map not recognized. Only dict with keys " "'F' and 'B', or list of scaling exponents are " "allowed.")) diff --git a/rrompy/parameter/parameter_sampling/manual_sampler.py b/rrompy/parameter/parameter_sampling/manual_sampler.py index a00c0f5..3c9daf8 100644 --- a/rrompy/parameter/parameter_sampling/manual_sampler.py +++ b/rrompy/parameter/parameter_sampling/manual_sampler.py @@ -1,61 +1,62 @@ # 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 . # import numpy as np from copy import deepcopy as copy from .generic_sampler import GenericSampler from rrompy.utilities.base.types import List, DictAny, paramList from rrompy.parameter import checkParameterList __all__ = ['ManualSampler'] class ManualSampler(GenericSampler): """Manual generator of sample points.""" def __init__(self, lims:paramList, points:paramList, parameterMap : DictAny = 1., normalFoci : List[np.complex] = [-1., 1.]): super().__init__(lims = lims, parameterMap = parameterMap) self.points = points self._normalFoci = normalFoci def normalFoci(self, d : int = 0): return self._normalFoci @property def points(self): """Value of points.""" return self._points @points.setter def points(self, points): points = checkParameterList(points, self.npar) self._points = points def __str__(self) -> str: return "{}[{}]".format(self.name(), "_".join(map(str, self.points))) def generatePoints(self, n:int, reorder : bool = True) -> paramList: """Array of sample points.""" if n > len(self.points): pts = copy(self.points) + # repeat points if necessary for j in range(int(np.ceil(n / len(self.points)))): pts.append(self.points) else: pts = self.points x = checkParameterList(pts[list(range(n))], self.npar) return x diff --git a/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py b/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py index 419ba12..e695e06 100644 --- a/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py +++ b/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py @@ -1,105 +1,108 @@ # 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 . # from copy import deepcopy as copy from itertools import product import numpy as np from rrompy.parameter.parameter_sampling.generic_sampler import GenericSampler from rrompy.utilities.poly_fitting.piecewise_linear import (sparsekinds, sparseMap) from rrompy.utilities.base.types import Tuple, List, Np1D, DictAny, paramList from rrompy.utilities.exception_manager import RROMPyException __all__ = ['SparseGridSampler'] class SparseGridSampler(GenericSampler): """Generator of sparse grid sample points.""" def __init__(self, lims:paramList, kind : str = "UNIFORM", parameterMap : DictAny = 1.): super().__init__(lims = lims, parameterMap = parameterMap) self.kind = kind self.reset() def __str__(self) -> str: return "{}[{}_{}]_{}".format(self.name(), self.lims[0], self.lims[1], self.kind) @property def npoints(self): """Number of points.""" return len(self.points) @property def kind(self): """Value of kind.""" return self._kind @kind.setter def kind(self, kind): if kind.upper() not in [sk.split("_")[2] + extra for sk, extra in product(sparsekinds, ["", "-HAAR"])]: raise RROMPyException("Generator kind not recognized.") self._kind = kind.upper() self._noBoundary = "HAAR" in self._kind def reset(self): limsE = self.mapParameterList(self.lims) centerEff = .5 * (limsE[0] + limsE[1]) self.points = self.mapParameterList(centerEff, "B") self.depth = np.array([[self._noBoundary] * self.npar], dtype = int) def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: if active is None: active = np.arange(self.npoints) active = np.array(active) if np.any(active < 0) or np.any(active >= self.npoints): raise RROMPyException(("Active indices must be between 0 " "(included) and npoints (excluded).")) newIdxs, oldIdxs = [], [] for act in active: point, dpt = self.points[act], self.depth[act] for jdelta, signdelta in product(range(self.npar), [-1., 1.]): idx = self.addForwardPoint(point, dpt, jdelta, signdelta) if idx is not None: if idx > 0: newIdxs += [idx] else: oldIdxs += [- idx] return newIdxs, oldIdxs def addForwardPoint(self, basepoint:Np1D, basedepth:Np1D, index:int, sign:float) -> int: - if basedepth[index] < self._noBoundary: return None + if basedepth[index] < self._noBoundary: + return None #makeshift skip for wrong boundary points at lvl 1 limd = self.mapParameterList(self.lims(index), idx = [index])(0) xd0 = sparseMap(self.mapParameterList(basepoint[index], idx = [index])(0, 0), limd, self.kind, False) + .5 ** basedepth[index] * sign - if np.abs(xd0) >= 1. + 1e-15 * (1 - 2 * self._noBoundary): return None + if np.abs(xd0) >= 1. + 1e-15 * (1 - 2 * self._noBoundary): + return None #point out of bounds pt = copy(basepoint) pt[index] = self.mapParameterList(sparseMap(xd0, limd, self.kind), "B", [index])(0, 0) dist = np.sum(np.abs(self.points.data - pt.reshape(1, -1)), axis = 1) samePt = np.where(np.isclose(dist, 0.))[0] - if len(samePt) > 0: return - samePt[0] + if len(samePt) > 0: #point already exists + return - samePt[0] self.points.append(pt) self.depth = np.append(self.depth, [basedepth], 0) self.depth[-1, index] += 1 return self.npoints - 1 def generatePoints(self, n:int, reorder = None) -> paramList: if self.npoints > n: self.reset() idx = np.arange(self.npoints) while self.npoints < n: idx = self.refine(idx)[0] return self.points diff --git a/rrompy/reduction_methods/base/__init__.py b/rrompy/reduction_methods/base/__init__.py index 3a18513..8eec21a 100644 --- a/rrompy/reduction_methods/base/__init__.py +++ b/rrompy/reduction_methods/base/__init__.py @@ -1,27 +1,17 @@ # 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 . # - -from .rational_interpolant_utils import checkRobustTolerance -from .reduced_basis_utils import projectAffineDecomposition - -__all__ = [ - 'checkRobustTolerance', - 'projectAffineDecomposition' - ] - - diff --git a/rrompy/reduction_methods/base/rational_interpolant_utils.py b/rrompy/reduction_methods/base/rational_interpolant_utils.py deleted file mode 100644 index 72b1f56..0000000 --- a/rrompy/reduction_methods/base/rational_interpolant_utils.py +++ /dev/null @@ -1,32 +0,0 @@ -# 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 . -# - -import numpy as np -from rrompy.utilities.base.types import Np1D - -__all__ = ['checkRobustTolerance'] - -def checkRobustTolerance(ev:Np1D, tol:float) -> dict: - """ - Perform robustness check on eigen-/singular values and return reduced - parameters with warning. - """ - ev /= np.max(ev) - ts = tol * np.linalg.norm(ev) - return len(ev) - np.sum(np.abs(ev) >= ts) - diff --git a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py index 6f3c383..4fe30a6 100644 --- a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py +++ b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py @@ -1,762 +1,744 @@ # 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 . # from os import mkdir, remove, rmdir import numpy as np from collections.abc import Iterable from copy import deepcopy as copy from rrompy.reduction_methods.base.generic_approximant import ( GenericApproximant) from rrompy.utilities.base.data_structures import purgeDict, getNewFilename from rrompy.sampling import (SamplingEngine, SamplingEngineNormalize, SamplingEnginePOD) 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.piecewise_linear import sparsekinds as sk from rrompy.utilities.base.types import Np2D, paramList, List, 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) from rrompy.parameter import checkParameterList from rrompy.utilities.parallel import poolRank, bcast __all__ = ['GenericPivotedApproximantNoMatch', 'GenericPivotedApproximant'] class GenericPivotedApproximantBase(GenericApproximant): def __init__(self, directionPivot:ListAny, *args, storeAllSamples : bool = False, **kwargs): self._preInit() if len(directionPivot) > 1: raise RROMPyException(("Exactly 1 pivot parameter allowed in pole " "matching.")) from rrompy.parameter.parameter_sampling import (EmptySampler as ES, SparseGridSampler as SG) self._addParametersToList(["radialDirectionalWeightsMarginal"], [1.], ["samplerPivot", "SMarginal", "samplerMarginal"], [ES(), 1, SG([[-1.], [1.]])], toBeExcluded = ["sampler"]) self._directionPivot = directionPivot self.storeAllSamples = storeAllSamples super().__init__(*args, **kwargs) self._postInit() 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 == 1: sEng = SamplingEnginePOD elif self.POD == 1/2: sEng = SamplingEngineNormalize else: sEng = SamplingEngine self.samplingEngine = sEng(self.HFEngine, 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["mus"], datadict.pop("projMat"), datadict["scaleFactor"], datadict.pop("parameterMap"), 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 def checkParameterListPivot(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparPivot, check_if_single) def checkParameterListMarginal(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparMarginal, check_if_single) def mapParameterList(self, *args, **kwargs): if hasattr(self, "_temporaryPivot"): return self.mapParameterListPivot(*args, **kwargs) return super().mapParameterList(*args, **kwargs) def mapParameterListPivot(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionPivot else: idx = [self.directionPivot[j] for j in idx] return super().mapParameterList(mu, direct, idx) def mapParameterListMarginal(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionMarginal else: idx = [self.directionMarginal[j] for j in idx] return super().mapParameterList(mu, direct, idx) @property def mu0(self): """Value of mu0.""" if hasattr(self, "_temporaryPivot"): return self.checkParameterListPivot(self._mu0(self.directionPivot)) return self._mu0 @mu0.setter def mu0(self, mu0): GenericApproximant.mu0.fset(self, mu0) @property def mus(self): """Value of mus. Its assignment may reset snapshots.""" return self._mus @mus.setter def mus(self, mus): mus = self.checkParameterList(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 musMarginal(self): """Value of musMarginal. Its assignment may reset snapshots.""" return self._musMarginal @musMarginal.setter def musMarginal(self, musMarginal): musMarginal = self.checkParameterListMarginal(musMarginal) if hasattr(self, '_musMarginal'): musMOld = copy(self.musMarginal) else: musMOld = None if (musMOld is None or len(musMarginal) != len(musMOld) or not musMarginal == musMOld): self.resetSamples() self._musMarginal = musMarginal @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 radialDirectionalWeightsMarginal(self): """Value of radialDirectionalWeightsMarginal.""" return self._radialDirectionalWeightsMarginal @radialDirectionalWeightsMarginal.setter def radialDirectionalWeightsMarginal(self, radialDirWeightsMarg): if isinstance(radialDirWeightsMarg, Iterable): radialDirWeightsMarg = list(radialDirWeightsMarg) else: radialDirWeightsMarg = [radialDirWeightsMarg] self._radialDirectionalWeightsMarginal = radialDirWeightsMarg self._approxParameters["radialDirectionalWeightsMarginal"] = ( self.radialDirectionalWeightsMarginal) @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 muBounds(self): """Value of muBounds.""" return self.samplerPivot.lims @property def muBoundsMarginal(self): """Value of muBoundsMarginal.""" return self.samplerMarginal.lims @property def sampler(self): """Proxy of samplerPivot.""" return self._samplerPivot @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 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 if not 'samplerOld' in locals() or samplerOld != self.samplerMarginal: self.resetSamples() def computeScaleFactor(self): """Compute parameter rescaling factor.""" self.scaleFactorPivot = .5 * np.abs(( self.mapParameterListPivot(self.muBounds[0]) - self.mapParameterListPivot(self.muBounds[1]))[0]) self.scaleFactorMarginal = .5 * np.abs(( self.mapParameterListMarginal(self.muBoundsMarginal[0]) - self.mapParameterListMarginal(self.muBoundsMarginal[1]))[0]) self.scaleFactor = np.empty(self.npar) self.scaleFactor[self.directionPivot] = self.scaleFactorPivot self.scaleFactor[self.directionMarginal] = self.scaleFactorMarginal def _setupTrainedModel(self, pMat:Np2D, pMatUpdate : bool = False, forceNew : bool = False): pMatEff = self.HFEngine.applyC(pMat) if self.approx_state else pMat if forceNew or self.trainedModel is None: self.trainedModel = self.tModelType() self.trainedModel.verbosity = self.verbosity self.trainedModel.timestamp = self.timestamp datadict = {"mu0": self.mu0, "mus": copy(self.mus), "projMat": pMatEff, "scaleFactor": self.scaleFactor, "parameterMap": self.HFEngine.parameterMap, "directionPivot": self.directionPivot} self.trainedModel.data = self.initializeModelData(datadict)[0] else: self.trainedModel = self.trainedModel if pMatUpdate: self.trainedModel.data.projMat = np.hstack( (self.trainedModel.data.projMat, pMatEff)) else: self.trainedModel.data.projMat = copy(pMatEff) self.trainedModel.data.mus = copy(self.mus) self.trainedModel.data.musMarginal = copy(self.musMarginal) def normApprox(self, mu:paramList) -> float: _PODOld, self._POD = self.POD, 0 result = super().normApprox(mu) self._POD = _PODOld return result @property def storedSamplesFilenames(self) -> List[str]: if not hasattr(self, "_sampleBaseFilename"): return [] return [self._sampleBaseFilename + "{}_{}.pkl" .format(idx + 1, self.name()) for idx in range(len(self.musMarginal))] def purgeStoredSamples(self): if not hasattr(self, "_sampleBaseFilename"): return for file in self.storedSamplesFilenames: remove(file) rmdir(self._sampleBaseFilename[: -8]) def storeSamples(self, idx : int = None): """Store samples to file.""" if not hasattr(self, "_sampleBaseFilename"): filenameBase = None if poolRank() == 0: foldername = getNewFilename(self.name(), "samples") mkdir(foldername) filenameBase = foldername + "/sample_" self._sampleBaseFilename = bcast(filenameBase, force = True) if idx is not None: super().storeSamples(self._sampleBaseFilename + str(idx + 1), False) def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" super().loadTrainedModel(filename) self._musMarginal = self.trainedModel.data.musMarginal class GenericPivotedApproximantNoMatch(GenericPivotedApproximantBase): """ ROM pivoted approximant (without 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': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; 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. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ @property def tModelType(self): from .trained_model.trained_model_pivoted_rational_nomatch import ( TrainedModelPivotedRationalNoMatch) return TrainedModelPivotedRationalNoMatch def _finalizeMarginalization(self): self.trainedModel.setupMarginalInterp( [self.radialDirectionalWeightsMarginal]) self.trainedModel.data.approxParameters = copy(self.approxParameters) def _poleMatching(self): vbMng(self, "INIT", "Compressing poles.", 10) self.trainedModel.initializeFromRational() vbMng(self, "DEL", "Done compressing poles.", 10) class GenericPivotedApproximant(GenericPivotedApproximantBase): """ 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': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - '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_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; 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. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. 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. paramsMarginal: Dictionary of parameters for marginal interpolation. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def __init__(self, *args, **kwargs): self._preInit() - self._addParametersToList(["matchingWeight", "matchingMode", - "sharedRatio", "polybasisMarginal", - "paramsMarginal"], + self._addParametersToList(["matchingWeight", "sharedRatio", + "polybasisMarginal", "paramsMarginal"], [1., "NONE", 1., "MONOMIAL", {}]) self.parameterMarginalList = ["MMarginal", "nNeighborsMarginal", "polydegreetypeMarginal", "interpRcondMarginal", "radialDirectionalWeightsMarginalAdapt"] super().__init__(*args, **kwargs) self._postInit() @property def tModelType(self): from .trained_model.trained_model_pivoted_rational import ( TrainedModelPivotedRational) return TrainedModelPivotedRational @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 matchingMode(self): - """Value of matchingMode.""" - return self._matchingMode - @matchingMode.setter - def matchingMode(self, matchingMode): - matchingMode = matchingMode.upper().strip().replace(" ", "") - if matchingMode != "NONE" and matchingMode[: 5] != "SHIFT": - raise RROMPyException("Prescribed matching mode not recognized.") - self._matchingMode = matchingMode - self._approxParameters["matchingMode"] = self.matchingMode - @property def sharedRatio(self): """Value of sharedRatio.""" return self._sharedRatio @sharedRatio.setter def sharedRatio(self, sharedRatio): if sharedRatio > 1.: RROMPyWarning("Shared ratio too large. Clipping to 1.") sharedRatio = 1. elif sharedRatio < 0.: RROMPyWarning("Shared ratio too small. Clipping to 0.") sharedRatio = 0. self._sharedRatio = sharedRatio self._approxParameters["sharedRatio"] = self.sharedRatio @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 + ["NEARESTNEIGHBOR"] + sk: 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 paramsMarginal(self): """Value of paramsMarginal.""" return self._paramsMarginal @paramsMarginal.setter def paramsMarginal(self, paramsMarginal): paramsMarginal = purgeDict(paramsMarginal, self.parameterMarginalList, dictname = self.name() + ".paramsMarginal", baselevel = 1) keyList = list(paramsMarginal.keys()) if not hasattr(self, "_paramsMarginal"): self._paramsMarginal = {} if "MMarginal" in keyList: MMarg = paramsMarginal["MMarginal"] elif ("MMarginal" in self.paramsMarginal and not hasattr(self, "_MMarginal_isauto")): MMarg = self.paramsMarginal["MMarginal"] else: MMarg = "AUTO" if isinstance(MMarg, str): MMarg = MMarg.strip().replace(" ","") if "-" not in MMarg: MMarg = MMarg + "-0" self._MMarginal_isauto = True self._MMarginal_shift = int(MMarg.split("-")[-1]) MMarg = 0 if MMarg < 0: raise RROMPyException("MMarginal must be non-negative.") self._paramsMarginal["MMarginal"] = MMarg if "nNeighborsMarginal" in keyList: self._paramsMarginal["nNeighborsMarginal"] = max(1, paramsMarginal["nNeighborsMarginal"]) elif "nNeighborsMarginal" not in self.paramsMarginal: self._paramsMarginal["nNeighborsMarginal"] = 1 if "polydegreetypeMarginal" in keyList: try: polydegtypeM = paramsMarginal["polydegreetypeMarginal"]\ .upper().strip().replace(" ","") if polydegtypeM not in ["TOTAL", "FULL"]: raise RROMPyException(("Prescribed polydegreetypeMarginal " "not recognized.")) self._paramsMarginal["polydegreetypeMarginal"] = polydegtypeM except: RROMPyWarning(("Prescribed polydegreetypeMarginal not " "recognized. Overriding to 'TOTAL'.")) self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" elif "polydegreetypeMarginal" not in self.paramsMarginal: self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" if "interpRcondMarginal" in keyList: self._paramsMarginal["interpRcondMarginal"] = ( paramsMarginal["interpRcondMarginal"]) elif "interpRcondMarginal" not in self.paramsMarginal: self._paramsMarginal["interpRcondMarginal"] = -1 if "radialDirectionalWeightsMarginalAdapt" in keyList: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = ( paramsMarginal["radialDirectionalWeightsMarginalAdapt"]) elif "radialDirectionalWeightsMarginalAdapt" not in self.paramsMarginal: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = [ -1., -1.] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _setMMarginalAuto(self): if (self.polybasisMarginal not in ppb + rbpb or "MMarginal" not in self.paramsMarginal or "polydegreetypeMarginal" not in self.paramsMarginal): raise RROMPyException(("Cannot set MMarginal if " "polybasisMarginal does not allow it.")) self.paramsMarginal["MMarginal"] = max(0, reduceDegreeN( len(self.musMarginal), len(self.musMarginal), self.nparMarginal, self.paramsMarginal["polydegreetypeMarginal"]) - self._MMarginal_shift) vbMng(self, "MAIN", ("Automatically setting MMarginal to {}.").format( self.paramsMarginal["MMarginal"]), 25) def purgeparamsMarginal(self): self.paramsMarginal = {} paramsMbadkeys = [] if self.polybasisMarginal in ppb + rbpb + sk: paramsMbadkeys += ["nNeighborsMarginal"] if self.polybasisMarginal not in rbpb: paramsMbadkeys += ["radialDirectionalWeightsMarginalAdapt"] if self.polybasisMarginal in ["NEARESTNEIGHBOR"] + sk: paramsMbadkeys += ["MMarginal", "polydegreetypeMarginal", "interpRcondMarginal"] if hasattr(self, "_MMarginal_isauto"): del self._MMarginal_isauto if hasattr(self, "_MMarginal_shift"): del self._MMarginal_shift for key in paramsMbadkeys: if key in self._paramsMarginal: del self._paramsMarginal[key] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _finalizeMarginalization(self): vbMng(self, "INIT", "Checking shared ratio.", 10) msg = self.trainedModel.checkSharedRatio(self.sharedRatio) vbMng(self, "DEL", "Done checking." + msg, 10) if self.polybasisMarginal in rbpb + ["NEARESTNEIGHBOR"]: self.computeScaleFactor() rDWMEff = np.array([w * f for w, f in zip( self.radialDirectionalWeightsMarginal, self.scaleFactorMarginal)]) if self.polybasisMarginal in ppb + rbpb + sk: interpPars = [self.polybasisMarginal] if self.polybasisMarginal in ppb + rbpb: if self.polybasisMarginal in rbpb: interpPars += [rDWMEff] interpPars += [self.verbosity >= 5, self.paramsMarginal["polydegreetypeMarginal"] == "TOTAL"] if self.polybasisMarginal in ppb: interpPars += [{}] else: # if self.polybasisMarginal in rbpb: interpPars += [{"optimizeScalingBounds":self.paramsMarginal[ "radialDirectionalWeightsMarginalAdapt"]}] interpPars += [ {"rcond":self.paramsMarginal["interpRcondMarginal"]}] extraPar = hasattr(self, "_MMarginal_isauto") else: # if self.polybasisMarginal in sk: idxEff = [x for x in range(self.samplerMarginal.npoints) if not hasattr(self.trainedModel, "_idxExcl") or x not in self.trainedModel._idxExcl] extraPar = self.samplerMarginal.depth[idxEff] else: # if self.polybasisMarginal == "NEARESTNEIGHBOR": interpPars = [self.paramsMarginal["nNeighborsMarginal"], rDWMEff] extraPar = None self.trainedModel.setupMarginalInterp(self, interpPars, extraPar) self.trainedModel.data.approxParameters = copy(self.approxParameters) def _poleMatching(self): vbMng(self, "INIT", "Compressing and matching poles.", 10) self.trainedModel.initializeFromRational(self.matchingWeight, - self.matchingMode, self.HFEngine, False) vbMng(self, "DEL", "Done compressing and matching poles.", 10) def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() return super().setupApprox(*args, **kwargs) 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 8cb90c6..bc20f66 100644 --- a/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py +++ b/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py @@ -1,738 +1,732 @@ # 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 . # from abc import abstractmethod from copy import deepcopy as copy import numpy as np from collections.abc import Iterable from matplotlib import pyplot as plt from rrompy.reduction_methods.pivoted.generic_pivoted_approximant import ( GenericPivotedApproximantBase, GenericPivotedApproximantNoMatch, GenericPivotedApproximant) from rrompy.reduction_methods.pivoted.gather_pivoted_approximant import ( gatherPivotedApproximant) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, paramVal, paramList, ListAny) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.point_matching import (pointMatching, chordalMetricAdjusted) from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import (masterCore, indicesScatter, arrayGatherv, isend) __all__ = ['GenericPivotedGreedyApproximantNoMatch', 'GenericPivotedGreedyApproximant'] class GenericPivotedGreedyApproximantBase(GenericPivotedApproximantBase): _allowedEstimatorKindsMarginal = ["LOOK_AHEAD", "LOOK_AHEAD_RECOVER", "NONE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["matchingWeightError", "errorEstimatorKindMarginal", "greedyTolMarginal", "maxIterMarginal"], [0., "NONE", 1e-1, 1e2]) super().__init__(*args, **kwargs) self._postInit() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self._scaleFactorOldPivot return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def samplerMarginal(self): """Value of samplerMarginal.""" return self._samplerMarginal @samplerMarginal.setter def samplerMarginal(self, samplerMarginal): if 'refine' not in dir(samplerMarginal): raise RROMPyException("Marginal sampler type not recognized.") GenericPivotedApproximantBase.samplerMarginal.fset(self, samplerMarginal) @property def errorEstimatorKindMarginal(self): """Value of errorEstimatorKindMarginal.""" return self._errorEstimatorKindMarginal @errorEstimatorKindMarginal.setter def errorEstimatorKindMarginal(self, errorEstimatorKindMarginal): errorEstimatorKindMarginal = errorEstimatorKindMarginal.upper() if errorEstimatorKindMarginal not in ( self._allowedEstimatorKindsMarginal): RROMPyWarning(("Marginal error estimator kind not recognized. " "Overriding to 'NONE'.")) errorEstimatorKindMarginal = "NONE" self._errorEstimatorKindMarginal = errorEstimatorKindMarginal self._approxParameters["errorEstimatorKindMarginal"] = ( self.errorEstimatorKindMarginal) @property def matchingWeightError(self): """Value of matchingWeightError.""" return self._matchingWeightError @matchingWeightError.setter def matchingWeightError(self, matchingWeightError): self._matchingWeightError = matchingWeightError self._approxParameters["matchingWeightError"] = ( self.matchingWeightError) @property def greedyTolMarginal(self): """Value of greedyTolMarginal.""" return self._greedyTolMarginal @greedyTolMarginal.setter def greedyTolMarginal(self, greedyTolMarginal): if greedyTolMarginal < 0: raise RROMPyException("greedyTolMarginal must be non-negative.") if (hasattr(self, "_greedyTolMarginal") and self.greedyTolMarginal is not None): greedyTolMarginalold = self.greedyTolMarginal else: greedyTolMarginalold = -1 self._greedyTolMarginal = greedyTolMarginal self._approxParameters["greedyTolMarginal"] = self.greedyTolMarginal if greedyTolMarginalold != self.greedyTolMarginal: self.resetSamples() @property def maxIterMarginal(self): """Value of maxIterMarginal.""" return self._maxIterMarginal @maxIterMarginal.setter def maxIterMarginal(self, maxIterMarginal): if maxIterMarginal <= 0: raise RROMPyException("maxIterMarginal must be positive.") if (hasattr(self, "_maxIterMarginal") and self.maxIterMarginal is not None): maxIterMarginalold = self.maxIterMarginal else: maxIterMarginalold = -1 self._maxIterMarginal = maxIterMarginal self._approxParameters["maxIterMarginal"] = self.maxIterMarginal if maxIterMarginalold != self.maxIterMarginal: self.resetSamples() def resetSamples(self): """Reset samples.""" super().resetSamples() if not hasattr(self, "_temporaryPivot"): self._mus = emptyParameterList() self._musMarginal = emptyParameterList() if hasattr(self, "samplerMarginal"): self.samplerMarginal.reset() if hasattr(self, "samplingEngine") and self.samplingEngine is not None: self.samplingEngine.resetHistory() def _getDistanceApp(self, polesEx:Np1D, resEx:Np2D, muTest:paramVal, foci:Tuple[float, float], ground:float) -> float: polesAp = self.trainedModel.interpolateMarginalPoles(muTest)[0] if self.matchingWeightError != 0: resAp = self.trainedModel.interpolateMarginalCoeffs(muTest)[0][ : len(polesAp), :] resEx = self.trainedModel.data.projMat[:, : resEx.shape[1]].dot(resEx.T) resAp = self.trainedModel.data.projMat[:, : resAp.shape[1]].dot(resAp.T) else: resAp = None dist = chordalMetricAdjusted(polesEx, polesAp, self.matchingWeightError, resEx, resAp, self.HFEngine, False) pmR, pmC = pointMatching(dist) return np.mean(dist[pmR, pmC]) def getErrorEstimatorMarginalLookAhead(self) -> Np1D: if not hasattr(self.trainedModel, "_musMExcl"): err = np.zeros(0) err[:] = np.inf self._musMarginalTestIdxs = np.zeros(0, dtype = int) return err self._musMarginalTestIdxs = np.array(self.trainedModel._idxExcl, dtype = int) idx, sizes = indicesScatter(len(self.trainedModel._musMExcl), return_sizes = True) err = [] if len(idx) > 0: self.verbosity -= 35 self.trainedModel.verbosity -= 35 foci = self.samplerPivot.normalFoci() ground = self.samplerPivot.groundPotential() for j in idx: muTest = self.trainedModel._musMExcl[j] HITest = self.trainedModel._HIsExcl[j] polesEx = HITest.poles idxGood = np.logical_not(np.logical_or(np.isinf(polesEx), np.isnan(polesEx))) polesEx = polesEx[idxGood] if self.matchingWeightError != 0: resEx = HITest.coeffs[np.where(idxGood)[0]] else: resEx = None if len(polesEx) == 0: err += [0.] continue err += [self._getDistanceApp(polesEx, resEx, muTest, foci, ground)] self.verbosity += 35 self.trainedModel.verbosity += 35 return arrayGatherv(np.array(err), sizes) def getErrorEstimatorMarginalNone(self) -> Np1D: nErr = len(self.trainedModel.data.musMarginal) self._musMarginalTestIdxs = np.arange(nErr) return (1. + self.greedyTolMarginal) * np.ones(nErr) def errorEstimatorMarginal(self, return_max : bool = False) -> Np1D: vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format( self.trainedModel.data.musMarginal), 10) if self.errorEstimatorKindMarginal == "NONE": nErr = len(self.trainedModel.data.musMarginal) self._musMarginalTestIdxs = np.arange(nErr) err = (1. + self.greedyTolMarginal) * np.ones(nErr) else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": err = self.getErrorEstimatorMarginalLookAhead() vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err idxMaxEst = np.where(err > self.greedyTolMarginal)[0] maxErr = err[idxMaxEst] if self.errorEstimatorKindMarginal == "NONE": maxErr = None return err, idxMaxEst, maxErr def plotEstimatorMarginal(self, est:Np1D, idxMax:List[int], estMax:List[float]): if self.errorEstimatorKindMarginal == "NONE": return if (not (np.any(np.isnan(est)) or np.any(np.isinf(est))) and masterCore() and hasattr(self.trainedModel, "_musMExcl")): fig = plt.figure(figsize = plt.figaspect(1. / self.nparMarginal)) for jpar in range(self.nparMarginal): ax = fig.add_subplot(1, self.nparMarginal, 1 + jpar) musre = np.real(self.trainedModel._musMExcl) if len(idxMax) > 0 and estMax is not None: maxrej = musre[idxMax, jpar] errCP = copy(est) idx = np.delete(np.arange(self.nparMarginal), jpar) while len(musre) > 0: if self.nparMarginal == 1: currIdx = np.arange(len(musre)) else: currIdx = np.where(np.isclose(np.sum( np.abs(musre[:, idx] - musre[0, idx]), 1), 0.))[0] currIdxSorted = currIdx[np.argsort(musre[currIdx, jpar])] ax.semilogy(musre[currIdxSorted, jpar], errCP[currIdxSorted], 'k.-', linewidth = 1) musre = np.delete(musre, currIdx, 0) errCP = np.delete(errCP, currIdx) ax.semilogy(self.musMarginal.re(jpar), (self.greedyTolMarginal,) * len(self.musMarginal), '*m') if len(idxMax) > 0 and estMax is not None: ax.semilogy(maxrej, estMax, 'xr') ax.set_xlim(*list(self.samplerMarginal.lims.re(jpar))) ax.grid() plt.tight_layout() plt.show() def _addMarginalSample(self, mus:paramList): mus = self.checkParameterListMarginal(mus) if len(mus) == 0: return self._nmusOld, nmus = len(self.musMarginal), len(mus) if (hasattr(self, "trainedModel") and self.trainedModel is not None and hasattr(self.trainedModel, "_musMExcl")): self._nmusOld += len(self.trainedModel._musMExcl) vbMng(self, "MAIN", ("Adding marginal sample point{} no. {}{} at {} to training " "set.").format("s" * (nmus > 1), self._nmusOld + 1, "--{}".format(self._nmusOld + nmus) * (nmus > 1), mus), 3) self.musMarginal.append(mus) self.setupApproxPivoted(mus) self._poleMatching() del self._nmusOld if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD" and not self.firstGreedyIterM): ubRange = len(self.trainedModel.data.musMarginal) if hasattr(self.trainedModel, "_idxExcl"): shRange = len(self.trainedModel._musMExcl) else: shRange = 0 testIdxs = list(range(ubRange + shRange - len(mus), ubRange + shRange)) for j in testIdxs[::-1]: self.musMarginal.pop(j - shRange) if hasattr(self.trainedModel, "_idxExcl"): testIdxs = self.trainedModel._idxExcl + testIdxs self._updateTrainedModelMarginalSamples(testIdxs) self._finalizeMarginalization() self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = self.SMarginal def greedyNextSampleMarginal(self, muidx:List[int], plotEst : str = "NONE") \ -> Tuple[Np1D, List[int], float, paramVal]: RROMPyAssert(self._mode, message = "Cannot add greedy sample.") muidx = self._musMarginalTestIdxs[muidx] if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD" and not self.firstGreedyIterM): if not hasattr(self.trainedModel, "_idxExcl"): raise RROMPyException(("Sample index to be added not present " "in trained model.")) testIdxs = copy(self.trainedModel._idxExcl) skippedIdx = 0 for cj, j in enumerate(self.trainedModel._idxExcl): if j in muidx: testIdxs.pop(skippedIdx) self.musMarginal.insert(self.trainedModel._musMExcl[cj], j - skippedIdx) else: skippedIdx += 1 if len(self.trainedModel._idxExcl) < (len(muidx) + len(testIdxs)): raise RROMPyException(("Sample index to be added not present " "in trained model.")) self._updateTrainedModelMarginalSamples(testIdxs) self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = ( self.SMarginal) self.firstGreedyIterM = False idxAdded = self.samplerMarginal.refine(muidx)[0] self._addMarginalSample(self.samplerMarginal.points[idxAdded]) errorEstTest, muidx, maxErrorEst = self.errorEstimatorMarginal(True) if plotEst == "ALL": self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst) return (errorEstTest, muidx, maxErrorEst, self.samplerMarginal.points[muidx]) def _preliminaryTrainingMarginal(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if np.sum(self.samplingEngine.nsamples) > 0: return self.resetSamples() self._addMarginalSample(self.samplerMarginal.generatePoints( self.SMarginal)) def _preSetupApproxPivoted(self, mus:paramList) \ -> Tuple[ListAny, ListAny, ListAny]: self.computeScaleFactor() if self.trainedModel is None: self._setupTrainedModel(np.zeros((0, 0))) self.trainedModel.data.Qs, self.trainedModel.data.Ps = [], [] self.trainedModel.data.Psupp = [] self._trainedModelOld = copy(self.trainedModel) self._scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 self._musLoc = copy(self.mus) idx, sizes = indicesScatter(len(mus), return_sizes = True) emptyCores = np.where(np.logical_not(sizes))[0] self.verbosity -= 15 return idx, sizes, emptyCores def _postSetupApproxPivoted(self, mus:Np2D, pMat:Np2D, Ps:ListAny, Qs:ListAny, sizes:ListAny): self.scaleFactor = self._scaleFactorOldPivot del self._scaleFactorOldPivot, self._temporaryPivot pMat, Ps, Qs, mus, nsamples = gatherPivotedApproximant(pMat, Ps, Qs, mus, sizes, self.polybasis) if len(self._musLoc) > 0: self._mus = self.checkParameterList(self._musLoc) self._mus.append(mus) else: self._mus = self.checkParameterList(mus) self.trainedModel = self._trainedModelOld del self._trainedModelOld padLeft = self.trainedModel.data.projMat.shape[1] suppNew = np.append(0, np.cumsum(nsamples)) self._setupTrainedModel(pMat, padLeft > 0) self.trainedModel.data.Qs += Qs self.trainedModel.data.Ps += Ps self.trainedModel.data.Psupp += list(padLeft + suppNew[: -1]) self.trainedModel.data.approxParameters = copy(self.approxParameters) self.verbosity += 15 def _localPivotedResult(self, pMat:Np2D, req:ListAny, emptyCores:ListAny, mus:Np2D) -> Tuple[Np2D, ListAny, Np2D]: if pMat is None: mus = copy(self.samplingEngine.mus.data) pMat = copy(self.samplingEngine.projectionMatrix) if masterCore(): for dest in emptyCores: req += [isend((len(pMat), pMat.dtype, mus.dtype), dest = dest, tag = dest)] else: mus = np.vstack((mus, self.samplingEngine.mus.data)) pMat = np.hstack((pMat, self.samplingEngine.projectionMatrix)) return pMat, req, mus @abstractmethod def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) self._preSetupApproxPivoted() data = [] pass self._postSetupApproxPivoted(mus, data) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 def setupApprox(self, plotEst : str = "NONE") -> int: """Compute greedy snapshots of solution map.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") vbMng(self, "INIT", "Starting computation of snapshots.", 3) max2ErrorEst, self.firstGreedyIterM = np.inf, True self._preliminaryTrainingMarginal() if self.errorEstimatorKindMarginal == "NONE": muidx = [] else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": muidx = np.arange(len(self.trainedModel.data.musMarginal)) self._musMarginalTestIdxs = np.array(muidx) while self.firstGreedyIterM or (max2ErrorEst > self.greedyTolMarginal and self.samplerMarginal.npoints < self.maxIterMarginal): errorEstTest, muidx, maxErrorEst, mu = \ self.greedyNextSampleMarginal(muidx, plotEst) if maxErrorEst is None: max2ErrorEst = 1. + self.greedyTolMarginal else: if len(maxErrorEst) > 0: max2ErrorEst = np.max(maxErrorEst) else: max2ErrorEst = np.max(errorEstTest) vbMng(self, "MAIN", ("Uniform testing error estimate " "{:.4e}.").format(max2ErrorEst), 3) if plotEst == "LAST": self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst) vbMng(self, "DEL", ("Done computing snapshots (final snapshot count: " "{}).").format(len(self.mus)), 3) if (self.errorEstimatorKindMarginal == "LOOK_AHEAD_RECOVER" and hasattr(self.trainedModel, "_idxExcl") and len(self.trainedModel._idxExcl) > 0): vbMng(self, "INIT", "Recovering {} test models.".format( len(self.trainedModel._idxExcl)), 7) for j, mu in zip(self.trainedModel._idxExcl, self.trainedModel._musMExcl): self.musMarginal.insert(mu, j) self._updateTrainedModelMarginalSamples() self._finalizeMarginalization() self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = ( self.SMarginal) vbMng(self, "DEL", "Done recovering test models.", 7) return 0 def checkComputedApproxPivoted(self) -> bool: return (super().checkComputedApprox() and len(self.musMarginal) == len(self.trainedModel.data.musMarginal)) class GenericPivotedGreedyApproximantNoMatch( GenericPivotedGreedyApproximantBase, GenericPivotedApproximantNoMatch): """ ROM pivoted greedy interpolant computation for parametric problems (without pole matching) (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD', 'LOOK_AHEAD_RECOVER', and 'NONE'; defaults to 'NONE'; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def _poleMatching(self): vbMng(self, "INIT", "Compressing poles.", 10) self.trainedModel.initializeFromRational() vbMng(self, "DEL", "Done compressing poles.", 10) def _updateTrainedModelMarginalSamples(self, idx : ListAny = []): self.trainedModel.updateEffectiveSamples(idx) class GenericPivotedGreedyApproximant(GenericPivotedGreedyApproximantBase, GenericPivotedApproximant): """ ROM pivoted greedy interpolant computation for parametric problems (with pole matching) (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD', 'LOOK_AHEAD_RECOVER', and 'NONE'; defaults to 'NONE'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def _poleMatching(self): vbMng(self, "INIT", "Compressing and matching poles.", 10) self.trainedModel.initializeFromRational(self.matchingWeight, - self.matchingMode, self.HFEngine, False) vbMng(self, "DEL", "Done compressing and matching poles.", 10) def _updateTrainedModelMarginalSamples(self, idx : ListAny = []): self.trainedModel.updateEffectiveSamples(idx, self.matchingWeight, - self.matchingMode, self.HFEngine, False) def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() _polybasisMarginal = self.polybasisMarginal self._polybasisMarginal = ("PIECEWISE_LINEAR_" + self.samplerMarginal.kind) setupOK = super().setupApprox(*args, **kwargs) self._polybasisMarginal = _polybasisMarginal self._finalizeMarginalization() return setupOK diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py index 4adb5d3..1066d25 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 @@ -1,504 +1,500 @@ #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 . # from copy import deepcopy as copy import numpy as np from .generic_pivoted_greedy_approximant import ( GenericPivotedGreedyApproximantBase, GenericPivotedGreedyApproximantNoMatch, GenericPivotedGreedyApproximant) 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 ( RationalInterpolantGreedyPivotedNoMatch, RationalInterpolantGreedyPivoted) from rrompy.utilities.base.types import Np1D, Tuple, paramVal, paramList from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, recv __all__ = ['RationalInterpolantGreedyPivotedGreedyNoMatch', 'RationalInterpolantGreedyPivotedGreedy'] class RationalInterpolantGreedyPivotedGreedyBase( GenericPivotedGreedyApproximantBase): @property def sampleBatchSize(self): """Value of sampleBatchSize.""" return 1 @property def sampleBatchIdx(self): """Value of sampleBatchIdx.""" return self.S def greedyNextSample(self, muidx:int, plotEst : str = "NONE")\ -> Tuple[Np1D, int, float, paramVal]: """Compute next greedy snapshot of solution map.""" RROMPyAssert(self._mode, message = "Cannot add greedy sample.") mus = copy(self.muTest[muidx]) self.muTest.pop(muidx) for j, mu in enumerate(mus): vbMng(self, "MAIN", ("Adding sample point no. {} at {} to training " "set.").format(len(self.mus) + 1, mu), 3) self.mus.append(mu) self._S = len(self.mus) self._approxParameters["S"] = self.S if (self.samplingEngine.nsamples <= len(mus) - j - 1 or not np.allclose(mu, self.samplingEngine.mus[j - len(mus)])): self.samplingEngine.nextSample(mu) if self._isLastSampleCollinear(): vbMng(self, "MAIN", ("Collinearity above tolerance detected. Starting " "preemptive greedy loop termination."), 3) self._collinearityFlag = 1 errorEstTest = np.empty(len(self.muTest)) errorEstTest[:] = np.nan return errorEstTest, [-1], np.nan, np.nan errorEstTest, muidx, maxErrorEst = self.errorEstimator(self.muTest, True) if plotEst == "ALL": self.plotEstimator(errorEstTest, muidx, maxErrorEst) return errorEstTest, muidx, maxErrorEst, self.muTest[muidx] def _setSampleBatch(self, maxS:int): return self.S def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if self.samplingEngine.nsamples > 0: return self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer musPivot = self.trainSetGenerator.generatePoints(self.S) while len(musPivot) > self.S: musPivot.pop() muTestBasePivot = self.samplerPivot.generatePoints(self.nTestPoints, False) idxPop = pruneSamples(self.mapParameterListPivot(muTestBasePivot), self.mapParameterListPivot(musPivot), 1e-10 * self.scaleFactorPivot[0]) muTestBasePivot.pop(idxPop) self._mus = emptyParameterList() self.mus.reset((self.S - 1, self.HFEngine.npar)) self.muTest = emptyParameterList() self.muTest.reset((len(muTestBasePivot) + 1, self.HFEngine.npar)) for k in range(self.S - 1): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[k] muk[self.directionMarginal] = self.muMargLoc self.mus[k] = muk for k in range(len(muTestBasePivot)): muk = np.empty_like(self.muTest[0]) muk[self.directionPivot] = muTestBasePivot[k] muk[self.directionMarginal] = self.muMargLoc self.muTest[k] = muk muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[-1] muk[self.directionMarginal] = self.muMargLoc self.muTest[-1] = muk if len(self.mus) > 0: vbMng(self, "MAIN", ("Adding first {} sample point{} at {} to training " "set.").format(self.S - 1, "" + "s" * (self.S > 2), self.mus), 3) self.samplingEngine.iterSample(self.mus) self._S = len(self.mus) self._approxParameters["S"] = self.S self.M, self.N = ("AUTO",) * 2 def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) if not hasattr(self, "_plotEstPivot"): self._plotEstPivot = "NONE" idx, sizes, emptyCores = self._preSetupApproxPivoted(mus) S0 = copy(self.S) pMat, Ps, Qs, req, musA = None, [], [], [], None if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 45) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) musA = np.empty((0, self.mu0.shape[1]), dtype = mT) else: for i in idx: self.muMargLoc = mus[i] vbMng(self, "MAIN", "Building marginal model no. {} at " "{}.".format(i + 1, self.muMargLoc), 25) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 5 RationalInterpolantGreedy.setupApprox(self, self._plotEstPivot) self.verbosity += 5 self.samplingEngine.verbosity += 5 if self.storeAllSamples: self.storeSamples(i + self._nmusOld) pMat, req, musA = self._localPivotedResult(pMat, req, emptyCores, musA) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] self._S = S0 del self.muMargLoc for r in req: r.wait() self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 def setupApprox(self, plotEst : str = "NONE") -> int: if self.checkComputedApprox(): return -1 if '_' not in plotEst: plotEst = plotEst + "_NONE" plotEstM, self._plotEstPivot = plotEst.split("_") val = super().setupApprox(plotEstM) return val class RationalInterpolantGreedyPivotedGreedyNoMatch( RationalInterpolantGreedyPivotedGreedyBase, GenericPivotedGreedyApproximantNoMatch, RationalInterpolantGreedyPivotedNoMatch): """ ROM greedy pivoted greedy rational interpolant computation for parametric problems (without pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - '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', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. 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. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ class RationalInterpolantGreedyPivotedGreedy( RationalInterpolantGreedyPivotedGreedyBase, GenericPivotedGreedyApproximant, RationalInterpolantGreedyPivoted): """ ROM greedy pivoted greedy rational interpolant computation for parametric problems (with pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py index 72f85f9..585da53 100644 --- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py +++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py @@ -1,430 +1,426 @@ # 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 . # from copy import deepcopy as copy from numpy import empty, empty_like from .generic_pivoted_greedy_approximant import ( GenericPivotedGreedyApproximantBase, GenericPivotedGreedyApproximantNoMatch, GenericPivotedGreedyApproximant) from rrompy.reduction_methods.standard import RationalInterpolant from rrompy.reduction_methods.pivoted import ( RationalInterpolantPivotedNoMatch, RationalInterpolantPivoted) from rrompy.utilities.base.types import paramList from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, recv __all__ = ['RationalInterpolantPivotedGreedyNoMatch', 'RationalInterpolantPivotedGreedy'] class RationalInterpolantPivotedGreedyBase( GenericPivotedGreedyApproximantBase): def computeSnapshots(self): """Compute snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start snapshot computation.") vbMng(self, "INIT", "Starting computation of snapshots.", 5) self.samplingEngine.scaleFactor = self.scaleFactorDer if not hasattr(self, "musPivot") or len(self.musPivot) != self.S: self.musPivot = self.samplerPivot.generatePoints(self.S) while len(self.musPivot) > self.S: self.musPivot.pop() musLoc = emptyParameterList() musLoc.reset((self.S, self.HFEngine.npar)) self.samplingEngine.resetHistory() for k in range(self.S): muk = empty_like(musLoc[0]) muk[self.directionPivot] = self.musPivot[k] muk[self.directionMarginal] = self.muMargLoc musLoc[k] = muk self.samplingEngine.iterSample(musLoc) vbMng(self, "DEL", "Done computing snapshots.", 5) self._m_selfmus = copy(musLoc) self._mus = self.musPivot self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) self.HFEngine.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) idx, sizes, emptyCores = self._preSetupApproxPivoted(mus) pMat, Ps, Qs, req, musA = None, [], [], [], None if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 45) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = empty((pL, 0), dtype = pT) musA = empty((0, self.mu0.shape[1]), dtype = mT) else: for i in idx: self.muMargLoc = mus[i] vbMng(self, "MAIN", "Building marginal model no. {} at " "{}.".format(i + 1, self.muMargLoc), 25) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 5 RationalInterpolant.setupApprox(self) self.verbosity += 5 self.samplingEngine.verbosity += 5 self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap del self._m_selfmus, self._m_HFEparameterMap if self.storeAllSamples: self.storeSamples(i + self._nmusOld) pMat, req, musA = self._localPivotedResult(pMat, req, emptyCores, musA) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] del self.muMargLoc for r in req: r.wait() self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 class RationalInterpolantPivotedGreedyNoMatch( RationalInterpolantPivotedGreedyBase, GenericPivotedGreedyApproximantNoMatch, RationalInterpolantPivotedNoMatch): """ ROM pivoted greedy rational interpolant computation for parametric problems (without pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. M: Degree of rational interpolant numerator. N: Degree of rational interpolant denominator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ class RationalInterpolantPivotedGreedy(RationalInterpolantPivotedGreedyBase, GenericPivotedGreedyApproximant, RationalInterpolantPivoted): """ ROM pivoted greedy rational interpolant computation for parametric problems (with pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator via sparse grid. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. M: Degree of rational interpolant numerator. N: Degree of rational interpolant denominator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py index 6597524..671362f 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py @@ -1,529 +1,525 @@ # 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 . # from copy import deepcopy as copy import numpy as np from .generic_pivoted_approximant import (GenericPivotedApproximantBase, GenericPivotedApproximantNoMatch, GenericPivotedApproximant) from .gather_pivoted_approximant import gatherPivotedApproximant from rrompy.reduction_methods.standard.greedy.rational_interpolant_greedy \ import RationalInterpolantGreedy from rrompy.reduction_methods.standard.greedy.generic_greedy_approximant \ import pruneSamples from rrompy.utilities.base.types import Np1D from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.poly_fitting.polynomial import polyvander as pv from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import emptyParameterList, parameterList from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv __all__ = ['RationalInterpolantGreedyPivotedNoMatch', 'RationalInterpolantGreedyPivoted'] class RationalInterpolantGreedyPivotedBase(GenericPivotedApproximantBase, RationalInterpolantGreedy): def __init__(self, *args, **kwargs): self._preInit() super().__init__(*args, **kwargs) self._ignoreResidues = self.nparPivot > 1 self._postInit() @property def tModelType(self): if hasattr(self, "_temporaryPivot"): return RationalInterpolantGreedy.tModelType.fget(self) return super().tModelType def _polyvanderAuxiliary(self, mus, deg, *args): degEff = [0] * self.npar degEff[self.directionPivot[0]] = deg return pv(mus, degEff, *args) def _marginalizeMiscellanea(self, forward:bool): if forward: self._m_selfmus = copy(self.mus) self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) self._mus = self.checkParameterListPivot( self.mus(self.directionPivot)) self.HFEngine.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} else: self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap del self._m_selfmus, self._m_HFEparameterMap def _marginalizeTrainedModel(self, forward:bool): if forward: del self._temporaryPivot self.trainedModel.data.mu0 = self.mu0 self.trainedModel.data.scaleFactor = [1.] * self.npar self.trainedModel.data.scaleFactor[self.directionPivot[0]] = ( self.scaleFactor[0]) self.trainedModel.data.parameterMap = self.HFEngine.parameterMap self._m_musUniqueCN = copy(self._musUniqueCN) musUniqueCNAux = np.zeros((self.S, self.npar), dtype = self._musUniqueCN.dtype) musUniqueCNAux[:, self.directionPivot[0]] = self._musUniqueCN(0) self._musUniqueCN = self.checkParameterList(musUniqueCNAux) self._m_derIdxs = copy(self._derIdxs) for j in range(len(self._derIdxs)): for l in range(len(self._derIdxs[j])): derjl = self._derIdxs[j][l][0] self._derIdxs[j][l] = [0] * self.npar self._derIdxs[j][l][self.directionPivot[0]] = derjl self.trainedModel.data.Q._dirPivot = self.directionPivot[0] self.trainedModel.data.P._dirPivot = self.directionPivot[0] else: self._temporaryPivot = 1 self.trainedModel.data.mu0 = self.checkParameterListPivot( self.mu0(self.directionPivot)) self.trainedModel.data.scaleFactor = self.scaleFactor self.trainedModel.data.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} self._musUniqueCN = copy(self._m_musUniqueCN) self._derIdxs = copy(self._m_derIdxs) del self._m_musUniqueCN, self._m_derIdxs del self.trainedModel.data.Q._dirPivot del self.trainedModel.data.P._dirPivot self.trainedModel.data.npar = self.npar def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: """Standard residual-based error estimator.""" setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan self._marginalizeTrainedModel(True) errRes = super().errorEstimator(mus, return_max) self._marginalizeTrainedModel(False) return errRes def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") self._S = self._setSampleBatch(self.S) self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer musPivot = self.trainSetGenerator.generatePoints(self.S) while len(musPivot) > self.S: musPivot.pop() muTestPivot = self.samplerPivot.generatePoints(self.nTestPoints, False) idxPop = pruneSamples(self.mapParameterListPivot(muTestPivot), self.mapParameterListPivot(musPivot), 1e-10 * self.scaleFactorPivot[0]) 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): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[k] muk[self.directionMarginal] = self.musMargLoc self.mus[k] = muk for k in range(len(muTestPivot)): muk = np.empty_like(muTestBase[0]) muk[self.directionPivot] = muTestPivot[k] muk[self.directionMarginal] = self.musMargLoc muTestBase[k] = muk 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), 3) self.samplingEngine.iterSample(self.mus) self._S = len(self.mus) self._approxParameters["S"] = self.S self.muTest = parameterList(muTestBase) self.muTest.append(muLast) self.M, self.N = ("AUTO",) * 2 def setupApproxLocal(self) -> int: """Compute rational interpolant.""" self._marginalizeMiscellanea(True) setupOK = super().setupApproxLocal() self._marginalizeMiscellanea(False) return setupOK def setupApprox(self, *args, **kwargs) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeScaleFactor() self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal) while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop() S0 = copy(self.S) idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True) pMat, Ps, Qs, mus = None, [], [], None req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 25) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) mus = np.empty((0, self.mu0.shape[1]), dtype = mT) else: _scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 for i in idx: self.musMargLoc = self.musMarginal[i] vbMng(self, "MAIN", "Building marginal model no. {} at {}.".format(i + 1, self.musMargLoc), 5) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 5 super().setupApprox(*args, **kwargs) self.verbosity += 5 self.samplingEngine.verbosity += 5 if self.storeAllSamples: self.storeSamples(i) if pMat is None: mus = copy(self.samplingEngine.mus.data) pMat = copy(self.samplingEngine.projectionMatrix) if i == 0: for dest in emptyCores: req += [isend((len(pMat), pMat.dtype, mus.dtype), dest = dest, tag = dest)] else: mus = np.vstack((mus, self.samplingEngine.mus.data)) pMat = np.hstack((pMat, self.samplingEngine.projectionMatrix)) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] self._S = S0 del self._temporaryPivot, self.musMargLoc self.scaleFactor = _scaleFactorOldPivot for r in req: r.wait() pMat, Ps, Qs, mus, nsamples = gatherPivotedApproximant(pMat, Ps, Qs, mus, sizes, self.polybasis) self._mus = self.checkParameterList(mus) Psupp = np.append(0, np.cumsum(nsamples)) self._setupTrainedModel(pMat, forceNew = True) self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps self.trainedModel.data.Psupp = list(Psupp[: -1]) self._poleMatching() self._finalizeMarginalization() vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 class RationalInterpolantGreedyPivotedNoMatch( RationalInterpolantGreedyPivotedBase, GenericPivotedApproximantNoMatch): """ ROM pivoted rational interpolant (without pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'polybasis': type of polynomial basis for pivot interpolation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ class RationalInterpolantGreedyPivoted(RationalInterpolantGreedyPivotedBase, GenericPivotedApproximant): """ ROM pivoted rational interpolant (with pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py index f69deae..583c821 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py @@ -1,458 +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 . # import numpy as np from collections.abc import Iterable from copy import deepcopy as copy from .generic_pivoted_approximant import (GenericPivotedApproximantBase, GenericPivotedApproximantNoMatch, GenericPivotedApproximant) from .gather_pivoted_approximant import gatherPivotedApproximant from rrompy.reduction_methods.standard.rational_interpolant import ( RationalInterpolant) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices from rrompy.utilities.exception_manager import RROMPyAssert, RROMPyWarning from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv __all__ = ['RationalInterpolantPivotedNoMatch', 'RationalInterpolantPivoted'] class RationalInterpolantPivotedBase(GenericPivotedApproximantBase, RationalInterpolant): def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(toBeExcluded = ["polydegreetype"]) super().__init__(*args, **kwargs) self._ignoreResidues = self.nparPivot > 1 self._postInit() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self.scaleFactorPivot return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def polydegreetype(self): """Value of polydegreetype.""" return "TOTAL" @polydegreetype.setter def polydegreetype(self, polydegreetype): RROMPyWarning(("polydegreetype is used just to simplify inheritance, " "and its value cannot be changed from 'TOTAL'.")) def _setupInterpolationIndices(self): """Setup parameters for polyvander.""" RROMPyAssert(self._mode, message = "Cannot setup interpolation indices.") if (self._musUniqueCN is None or len(self._reorder) != len(self.musPivot)): try: muPC = self.trainedModel.centerNormalizePivot(self.musPivot) except: muPC = self.trainedModel.centerNormalize(self.musPivot) self._musUniqueCN, musIdxsTo, musIdxs, musCount = (muPC.unique( return_index = True, return_inverse = True, return_counts = True)) self._musUnique = self.musPivot[musIdxsTo] self._derIdxs = [None] * len(self._musUniqueCN) self._reorder = np.empty(len(musIdxs), dtype = int) filled = 0 for j, cnt in enumerate(musCount): self._derIdxs[j] = nextDerivativeIndices([], self.nparPivot, cnt) jIdx = np.nonzero(musIdxs == j)[0] self._reorder[jIdx] = np.arange(filled, filled + cnt) filled += cnt def setupApprox(self) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeScaleFactor() self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer self.musPivot = self.samplerPivot.generatePoints(self.S) while len(self.musPivot) > self.S: self.musPivot.pop() self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal) while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop() self._mus = emptyParameterList() self.mus.reset((self.S * self.SMarginal, self.HFEngine.npar)) for j, muMarg in enumerate(self.musMarginal): for k in range(j * self.S, (j + 1) * self.S): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = self.musPivot[k - j * self.S] muk[self.directionMarginal] = muMarg self.mus[k] = muk N0 = copy(self.N) self._setupTrainedModel(np.zeros((0, 0)), forceNew = True) idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True) pMat, Ps, Qs = None, [], [] req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 30) if self.storeAllSamples: self.storeSamples() pL, pT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) else: _scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 for i in idx: vbMng(self, "MAIN", "Building marginal model no. {} at {}.".format(i + 1, self.musMarginal[i]), 5) vbMng(self, "INIT", "Starting computation of snapshots.", 10) self.samplingEngine.resetHistory() self.samplingEngine.iterSample( self.mus[self.S * i : self.S * (i + 1)]) vbMng(self, "DEL", "Done computing snapshots.", 10) self.verbosity -= 5 self.samplingEngine.verbosity -= 5 self._setupRational(self._setupDenominator()) self.verbosity += 5 self.samplingEngine.verbosity += 5 if self.storeAllSamples: self.storeSamples(i) if pMat is None: pMat = copy(self.samplingEngine.projectionMatrix) if i == 0: for dest in emptyCores: req += [isend((len(pMat), pMat.dtype), dest = dest, tag = dest)] else: pMat = np.hstack((pMat, self.samplingEngine.projectionMatrix)) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] del self.trainedModel.data.Q, self.trainedModel.data.P self.N = N0 del self._temporaryPivot self.scaleFactor = _scaleFactorOldPivot for r in req: r.wait() pMat, Ps, Qs, _, _ = gatherPivotedApproximant(pMat, Ps, Qs, self.mus.data, sizes, self.polybasis, False) self._setupTrainedModel(pMat) self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps Psupp = np.arange(0, len(self.musMarginal) * self.S, self.S) self.trainedModel.data.Psupp = list(Psupp) self._poleMatching() self._finalizeMarginalization() vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 class RationalInterpolantPivotedNoMatch(RationalInterpolantPivotedBase, GenericPivotedApproximantNoMatch): """ ROM pivoted rational interpolant (without pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'polybasis': type of polynomial basis for pivot interpolation; - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. M: Numerator degree of approximant. N: Denominator degree of approximant. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ class RationalInterpolantPivoted(RationalInterpolantPivotedBase, GenericPivotedApproximant): """ ROM pivoted rational interpolant (with pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - - 'matchingMode': mode for pole matching optimization; allowed - values include 'NONE' and 'SHIFT'; defaults to 'NONE'; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; - 'interpRcond': tolerance for pivot 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. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeight': weight for pole matching optimization; - - 'matchingMode': mode for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot 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; - 'samplerMarginal': marginal sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeight: Weight for pole matching optimization. - matchingMode: Mode for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. M: Numerator degree of approximant. N: Denominator degree of approximant. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ diff --git a/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py index 0dfb410..4f0f036 100644 --- a/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py +++ b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py @@ -1,290 +1,293 @@ # 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 . # import warnings import numpy as np from scipy.sparse import csr_matrix, hstack, SparseEfficiencyWarning from copy import deepcopy as copy from .trained_model_pivoted_rational_nomatch import ( TrainedModelPivotedRationalNoMatch) from rrompy.utilities.base.types import (Np2D, ListAny, paramVal, paramList, HFEng) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.point_matching import rationalFunctionMatching from rrompy.utilities.numerical.degree import reduceDegreeN from rrompy.utilities.poly_fitting.polynomial import (polybases as ppb, PolynomialInterpolator as PI) from rrompy.utilities.poly_fitting.radial_basis import (polybases as rbpb, RadialBasisInterpolator as RBI) from rrompy.utilities.poly_fitting.heaviside import (heavisideUniformShape, HeavisideInterpolator as HI) from rrompy.utilities.poly_fitting.nearest_neighbor import ( NearestNeighborInterpolator as NNI) from rrompy.utilities.poly_fitting.piecewise_linear import (sparsekinds, PiecewiseLinearInterpolator as PLI) from rrompy.utilities.exception_manager import RROMPyException __all__ = ['TrainedModelPivotedRational'] class TrainedModelPivotedRational(TrainedModelPivotedRationalNoMatch): """ ROM approximant evaluation for pivoted approximants based on interpolation of rational approximants (with pole matching). Attributes: Data: dictionary with all that can be pickled. """ def centerNormalizeMarginal(self, mu : paramList = [], mu0 : paramVal = None) -> paramList: """ Compute normalized parameter to be plugged into approximant. Args: mu: Parameter(s) 1. mu0: Parameter(s) 2. If None, set to self.data.mu0Marginal. Returns: Normalized parameter. """ mu = self.checkParameterListMarginal(mu) if mu0 is None: mu0 = self.checkParameterListMarginal( self.data.mu0(0, self.data.directionMarginal)) return (self.mapParameterList(mu, idx = self.data.directionMarginal) - self.mapParameterList(mu0, idx = self.data.directionMarginal) ) / [self.data.scaleFactor[x] for x in self.data.directionMarginal] def setupMarginalInterp(self, approx, interpPars:ListAny, extraPar = None): vbMng(self, "INIT", "Starting computation of marginal interpolator.", 12) musMCN = self.centerNormalizeMarginal(self.data.musMarginal) nM, pbM = len(musMCN), approx.polybasisMarginal if pbM in ppb + rbpb: if extraPar: approx._setMMarginalAuto() _MMarginalEff = approx.paramsMarginal["MMarginal"] if pbM in ppb: p = PI() elif pbM in rbpb: p = RBI() else: # if pbM in sparsekinds + ["NEARESTNEIGHBOR"]: if pbM == "NEARESTNEIGHBOR": p = NNI() else: # if pbM in sparsekinds: pllims = [[-1.] * self.data.nparMarginal, [1.] * self.data.nparMarginal] p = PLI() for ipts, pts in enumerate(self.data.suppEffPts): if len(pts) == 0: raise RROMPyException("Empty list of support points.") musMCNEff, valsEff = musMCN[pts], np.eye(len(pts)) if pbM in ppb + rbpb: if extraPar: if ipts > 0: verb = approx.verbosity approx.verbosity = 0 _musM = approx.musMarginal approx.musMarginal = musMCNEff approx._setMMarginalAuto() approx.musMarginal = _musM approx.verbosity = verb else: approx.paramsMarginal["MMarginal"] = reduceDegreeN( _MMarginalEff, len(musMCNEff), self.data.nparMarginal, approx.paramsMarginal["polydegreetypeMarginal"]) MMEff = approx.paramsMarginal["MMarginal"] while MMEff >= 0: wellCond, msg = p.setupByInterpolation(musMCNEff, valsEff, MMEff, *interpPars) vbMng(self, "MAIN", msg, 30) if wellCond: break vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing " "MMarginal by 1."), 35) MMEff -= 1 if MMEff < 0: raise RROMPyException(("Instability in computation of " "interpolant. Aborting.")) if (pbM in rbpb and len(interpPars) > 4 and "optimizeScalingBounds" in interpPars[4].keys()): interpPars[4]["optimizeScalingBounds"] = [-1., -1.] elif pbM == "NEARESTNEIGHBOR": if ipts > 0: interpPars[0] = 1 p.setupByInterpolation(musMCNEff, valsEff, *interpPars) elif ipts == 0: # and pbM in sparsekinds: p.setupByInterpolation(musMCNEff, valsEff, pllims, extraPar[pts], *interpPars) if ipts == 0: self.data.marginalInterp = copy(p) self.data.coeffsEff, self.data.polesEff = [], [] for hi, sup in zip(self.data.HIs, self.data.Psupp): cEff = hi.coeffs if (self.data._collapsed or self.data.projMat.shape[1] == cEff.shape[1]): cEff = copy(cEff) else: supC = self.data.projMat.shape[1] - sup - cEff.shape[1] cEff = hstack((csr_matrix((len(cEff), sup)), csr_matrix(cEff), csr_matrix((len(cEff), supC))), "csr") self.data.coeffsEff += [cEff] self.data.polesEff += [copy(hi.poles)] else: ptsBad = [i for i in range(nM) if i not in pts] idxBad = np.where(self.data.suppEffIdx == ipts)[0] warnings.simplefilter('ignore', SparseEfficiencyWarning) if pbM in sparsekinds: for ij, j in enumerate(ptsBad): nearest = pts[np.argmin(np.sum(np.abs(musMCNEff.data - np.tile(musMCN[j], [len(pts), 1]) ), axis = 1).flatten())] self.data.coeffsEff[j][idxBad] = copy( self.data.coeffsEff[nearest][idxBad]) self.data.polesEff[j][idxBad] = copy( self.data.polesEff[nearest][idxBad]) else: if (self.data._collapsed or self.data.projMat.shape[1] == cEff.shape[1]): cfBase = np.zeros((len(idxBad), cEff.shape[1]), dtype = cEff.dtype) else: cfBase = csr_matrix((len(idxBad), self.data.projMat.shape[1]), dtype = cEff.dtype) valMuMBad = p(musMCN[ptsBad]) for ijb, jb in enumerate(ptsBad): self.data.coeffsEff[jb][idxBad] = copy(cfBase) self.data.polesEff[jb][idxBad] = 0. for ij, j in enumerate(pts): val = valMuMBad[ij][ijb] if not np.isclose(val, 0.): self.data.coeffsEff[jb][idxBad] += (val * self.data.coeffsEff[j][idxBad]) self.data.polesEff[jb][idxBad] += (val * self.data.polesEff[j][idxBad]) warnings.filters.pop(0) if pbM in ppb + rbpb: approx.paramsMarginal["MMarginal"] = _MMarginalEff vbMng(self, "DEL", "Done computing marginal interpolator.", 12) def initializeFromLists(self, poles:ListAny, coeffs:ListAny, supps:ListAny, - basis:str, matchingWeight:float, matchingMode:str, - HFEngine:HFEng, is_state:bool): + basis:str, matchingWeight:float, HFEngine:HFEng, + is_state:bool): """Initialize Heaviside representation.""" - poles, coeffs = rationalFunctionMatching( - *heavisideUniformShape(poles, coeffs), - self.data.musMarginal.data, matchingWeight, - matchingMode, supps, self.data.projMat, - HFEngine, is_state) + Ns = [len(pls) for pls in poles] + poles, coeffs = heavisideUniformShape(poles, coeffs) + root = Ns.index(len(poles[0])) + poles, coeffs = rationalFunctionMatching(poles, coeffs, + self.data.musMarginal.data, + matchingWeight, supps, + self.data.projMat, HFEngine, + is_state, root) super().initializeFromLists(poles, coeffs, supps, basis) self.data.suppEffPts = [np.arange(len(self.data.HIs))] self.data.suppEffIdx = np.zeros(len(poles[0]), dtype = int) def checkSharedRatio(self, shared:float) -> str: N = len(self.data.HIs[0].poles) M = len(self.data.HIs) goodLocPoles = np.array([np.logical_not(np.isinf(hi.poles) ) for hi in self.data.HIs]) self.data.suppEffPts = [np.arange(len(self.data.HIs))] self.data.suppEffIdx = np.zeros(N, dtype = int) if np.all(np.all(goodLocPoles)): return " No poles erased." goodGlobPoles = np.sum(goodLocPoles, axis = 0) goodEnoughPoles = goodGlobPoles >= max(1., 1. * shared * M) keepPole = np.where(goodEnoughPoles)[0] halfPole = np.where(np.logical_and(goodEnoughPoles, goodGlobPoles < M))[0] removePole = np.where(np.logical_not(goodEnoughPoles))[0] if len(removePole) > 0: keepCoeff = np.append(keepPole, np.arange(N, len(self.data.HIs[0].coeffs))) for hi in self.data.HIs: for j in removePole: if not np.isinf(hi.poles[j]): hi.coeffs[N, :] -= hi.coeffs[j, :] / hi.poles[j] hi.poles = hi.poles[keepPole] hi.coeffs = hi.coeffs[keepCoeff, :] for idxR in halfPole: pts = np.where(goodLocPoles[:, idxR])[0] idxEff = len(self.data.suppEffPts) for idEff, prevPts in enumerate(self.data.suppEffPts): if len(prevPts) == len(pts): if np.allclose(prevPts, pts): idxEff = idEff break if idxEff == len(self.data.suppEffPts): self.data.suppEffPts += [pts] self.data.suppEffIdx[idxR] = idxEff self.data.suppEffIdx = self.data.suppEffIdx[keepPole] return (" Hard-erased {} pole".format(len(removePole)) + "s" * (len(removePole) != 1) + " and soft-erased {} pole".format(len(halfPole)) + "s" * (len(halfPole) != 1) + ".") def interpolateMarginalInterpolator(self, mu : paramList = []) -> ListAny: """Obtain interpolated approximant interpolator.""" mu = self.checkParameterListMarginal(mu) vbMng(self, "INIT", "Interpolating marginal models at mu = {}.".format(mu), 95) his = [] muC = self.centerNormalizeMarginal(mu) mIvals = self.data.marginalInterp(muC) verb, self.verbosity = self.verbosity, 0 poless = self.interpolateMarginalPoles(mu, mIvals) coeffss = self.interpolateMarginalCoeffs(mu, mIvals) self.verbosity = verb for j in range(len(mu)): his += [HI()] his[-1].poles = poless[j] his[-1].coeffs = coeffss[j] his[-1].npar = 1 his[-1].polybasis = self.data.HIs[0].polybasis vbMng(self, "DEL", "Done interpolating marginal models.", 95) return his def interpolateMarginalPoles(self, mu : paramList = [], mIvals : Np2D = None) -> ListAny: """Obtain interpolated approximant poles.""" mu = self.checkParameterListMarginal(mu) vbMng(self, "INIT", "Interpolating marginal poles at mu = {}.".format(mu), 95) intMPoles = np.zeros((len(mu),) + self.data.polesEff[0].shape, dtype = self.data.polesEff[0].dtype) if mIvals is None: muC = self.centerNormalizeMarginal(mu) mIvals = self.data.marginalInterp(muC) for pEff, mI in zip(self.data.polesEff, mIvals): intMPoles += np.expand_dims(mI, - 1) * pEff vbMng(self, "DEL", "Done interpolating marginal poles.", 95) return intMPoles def interpolateMarginalCoeffs(self, mu : paramList = [], mIvals : Np2D = None) -> ListAny: """Obtain interpolated approximant coefficients.""" mu = self.checkParameterListMarginal(mu) vbMng(self, "INIT", "Interpolating marginal coefficients at mu = {}.".format(mu), 95) intMCoeffs = np.zeros((len(mu),) + self.data.coeffsEff[0].shape, dtype = self.data.coeffsEff[0].dtype) if mIvals is None: muC = self.centerNormalizeMarginal(mu) mIvals = self.data.marginalInterp(muC) for cEff, mI in zip(self.data.coeffsEff, mIvals): for j, m in enumerate(mI): intMCoeffs[j] += m * cEff vbMng(self, "DEL", "Done interpolating marginal coefficients.", 95) return intMCoeffs diff --git a/rrompy/reduction_methods/standard/rational_interpolant.py b/rrompy/reduction_methods/standard/rational_interpolant.py index 6e6fc05..6847364 100644 --- a/rrompy/reduction_methods/standard/rational_interpolant.py +++ b/rrompy/reduction_methods/standard/rational_interpolant.py @@ -1,804 +1,873 @@ # 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 . # from copy import deepcopy as copy import numpy as np from scipy.linalg import eigvals from collections.abc import Iterable -from rrompy.reduction_methods.base import checkRobustTolerance from .generic_standard_approximant import GenericStandardApproximant from rrompy.utilities.poly_fitting.polynomial import ( polybases as ppb, polyfitname, polyvander as pvP, polyTimes, - polyTimesTable, vanderInvTable, PolynomialInterpolator as PI, PolynomialInterpolatorNodal as PIN) from rrompy.utilities.poly_fitting.heaviside import rational2heaviside from rrompy.utilities.poly_fitting.radial_basis import (polybases as rbpb, RadialBasisInterpolator as RBI) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, sampList, interpEng) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical import pseudoInverse, dot, potential -from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices +from rrompy.utilities.numerical.factorials import multifactorial +from rrompy.utilities.numerical.hash_derivative import (nextDerivativeIndices, + hashDerivativeToIdx as hashD, + hashIdxToDerivative as hashI) from rrompy.utilities.numerical.degree import (reduceDegreeN, degreeTotalToFull, fullDegreeMaxMask, totalDegreeMaxMask) from rrompy.solver import Np2DLikeGramian from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) __all__ = ['RationalInterpolant'] +def polyTimesTable(P:interpEng, mus:Np1D, reorder:List[int], + derIdxs:List[List[List[int]]], scl : Np1D = None) -> Np2D: + """Table of polynomial products.""" + if not isinstance(P, PI): + raise RROMPyException(("Polynomial to evaluate must be a polynomial " + "interpolator.")) + Pvals = [[0.] * len(derIdx) for derIdx in derIdxs] + for j, derIdx in enumerate(derIdxs): + nder = len(derIdx) + for der in range(nder): + derI = hashI(der, P.npar) + Pvals[j][der] = P([mus[j]], derI, scl) / multifactorial(derI) + return blockDiagDer(Pvals, reorder, derIdxs) + +def vanderInvTable(vanInv:Np2D, idxs:List[int], reorder:List[int], + derIdxs:List[List[List[int]]]) -> Np2D: + """Table of Vandermonde pseudo-inverse.""" + S = len(reorder) + Ts = [None] * len(idxs) + for k in range(len(idxs)): + invLocs = [None] * len(derIdxs) + idxGlob = 0 + for j, derIdx in enumerate(derIdxs): + nder = len(derIdx) + idxGlob += nder + idxLoc = np.arange(S)[np.logical_and(reorder >= idxGlob - nder, + reorder < idxGlob)] + invLocs[j] = vanInv[k, idxLoc] + Ts[k] = blockDiagDer(invLocs, reorder, derIdxs, [2, 1, 0]) + return Ts + +def blockDiagDer(vals:List[Np1D], reorder:List[int], + derIdxs:List[List[List[int]]], + permute : List[int] = None) -> Np2D: + """Table of derivative values for point confluence.""" + S = len(reorder) + T = np.zeros((S, S), dtype = np.complex) + if permute is None: permute = [0, 1, 2] + idxGlob = 0 + for j, derIdx in enumerate(derIdxs): + nder = len(derIdx) + idxGlob += nder + idxLoc = np.arange(S)[np.logical_and(reorder >= idxGlob - nder, + reorder < idxGlob)] + val = vals[j] + for derI, derIdxI in enumerate(derIdx): + for derJ, derIdxJ in enumerate(derIdx): + diffIdx = [x - y for (x, y) in zip(derIdxI, derIdxJ)] + if all([x >= 0 for x in diffIdx]): + diffj = hashD(diffIdx) + i1, i2, i3 = np.array([derI, derJ, diffj])[permute] + T[idxLoc[i1], idxLoc[i2]] = val[i3] + return T + class RationalInterpolant(GenericStandardApproximant): """ ROM rational interpolant computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator; - 'polybasis': type of polynomial basis for interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'polydegreetype': type of polynomial degree; defaults to 'TOTAL'; - 'radialDirectionalWeights': radial basis weights for interpolant numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', - 'LOEWNER', and 'BARYCENTRIC'; defaults to 'NORM'; + 'LOEWNER', and 'BARYCENTRIC' (check below for meaning); + defaults to 'NORM'; - '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 to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. mus: Array of snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'polybasis': type of polynomial basis for interpolation; - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'polydegreetype': type of polynomial degree; - 'radialDirectionalWeights': radial basis weights for interpolant numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for interpolation via numpy.polyfit; - '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: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Number of solution snapshots over which current approximant is based upon. sampler: Sample point generator. polybasis: type of polynomial basis for interpolation. M: Numerator degree of approximant. N: Denominator degree of approximant. polydegreetype: Type of polynomial degree. radialDirectionalWeights: Radial basis weights for interpolant numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for interpolation via numpy.polyfit. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["polybasis", "M", "N", "polydegreetype", "radialDirectionalWeights", "radialDirectionalWeightsAdapt", "functionalSolve", "interpRcond", "robustTol"], ["MONOMIAL", "AUTO", "AUTO", "TOTAL", 1., [-1., -1.], "NORM", -1, 0.]) super().__init__(*args, **kwargs) self.catchInstability = 0 self._postInit() @property def tModelType(self): from .trained_model.trained_model_rational import TrainedModelRational return TrainedModelRational @property def polybasis(self): """Value of polybasis.""" return self._polybasis @polybasis.setter def polybasis(self, polybasis): try: polybasis = polybasis.upper().strip().replace(" ","") if polybasis not in ppb + rbpb: raise RROMPyException("Prescribed polybasis not recognized.") self._polybasis = polybasis except: RROMPyWarning(("Prescribed polybasis not recognized. Overriding " "to 'MONOMIAL'.")) self._polybasis = "MONOMIAL" self._approxParameters["polybasis"] = self.polybasis @property def polybasis0(self): if "_" in self.polybasis: return self.polybasis.split("_")[0] return self.polybasis @property def functionalSolve(self): """Value of functionalSolve.""" return self._functionalSolve @functionalSolve.setter def functionalSolve(self, functionalSolve): try: functionalSolve = functionalSolve.upper().strip().replace(" ","") if functionalSolve not in ["NORM", "DOMINANT", "NODAL", "LOEWNER", "BARYCENTRIC"]: raise RROMPyException(("Prescribed functionalSolve not " "recognized.")) self._functionalSolve = functionalSolve except: RROMPyWarning(("Prescribed functionalSolve not recognized. " "Overriding to 'NORM'.")) self._functionalSolve = "NORM" self._approxParameters["functionalSolve"] = self.functionalSolve @property def interpRcond(self): """Value of interpRcond.""" return self._interpRcond @interpRcond.setter def interpRcond(self, interpRcond): self._interpRcond = interpRcond self._approxParameters["interpRcond"] = self.interpRcond @property def radialDirectionalWeights(self): """Value of radialDirectionalWeights.""" return self._radialDirectionalWeights @radialDirectionalWeights.setter def radialDirectionalWeights(self, radialDirectionalWeights): if isinstance(radialDirectionalWeights, Iterable): radialDirectionalWeights = list(radialDirectionalWeights) else: radialDirectionalWeights = [radialDirectionalWeights] self._radialDirectionalWeights = radialDirectionalWeights self._approxParameters["radialDirectionalWeights"] = ( self.radialDirectionalWeights) @property def radialDirectionalWeightsAdapt(self): """Value of radialDirectionalWeightsAdapt.""" return self._radialDirectionalWeightsAdapt @radialDirectionalWeightsAdapt.setter def radialDirectionalWeightsAdapt(self, radialDirectionalWeightsAdapt): self._radialDirectionalWeightsAdapt = radialDirectionalWeightsAdapt self._approxParameters["radialDirectionalWeightsAdapt"] = ( self.radialDirectionalWeightsAdapt) @property def M(self): """Value of M.""" return self._M @M.setter def M(self, M): if isinstance(M, str): M = M.strip().replace(" ","") if "-" not in M: M = M + "-0" self._M_isauto, self._M_shift = True, int(M.split("-")[-1]) M = 0 if M < 0: raise RROMPyException("M must be non-negative.") self._M = M self._approxParameters["M"] = self.M def _setMAuto(self): self.M = max(0, reduceDegreeN(self.S, self.S, self.npar, self.polydegreetype) - self._M_shift) vbMng(self, "MAIN", "Automatically setting M to {}.".format(self.M), 25) @property def N(self): """Value of N.""" return self._N @N.setter def N(self, N): if isinstance(N, str): N = N.strip().replace(" ","") if "-" not in N: N = N + "-0" self._N_isauto, self._N_shift = True, int(N.split("-")[-1]) N = 0 if N < 0: raise RROMPyException("N must be non-negative.") self._N = N self._approxParameters["N"] = self.N def _setNAuto(self): self.N = max(0, reduceDegreeN(self.S, self.S, self.npar, self.polydegreetype) - self._N_shift) vbMng(self, "MAIN", "Automatically setting N to {}.".format(self.N), 25) @property def polydegreetype(self): """Value of polydegreetype.""" return self._polydegreetype @polydegreetype.setter def polydegreetype(self, polydegreetype): try: polydegreetype = polydegreetype.upper().strip().replace(" ","") if polydegreetype not in ["TOTAL", "FULL"]: raise RROMPyException(("Prescribed polydegreetype not " "recognized.")) self._polydegreetype = polydegreetype except: RROMPyWarning(("Prescribed polydegreetype not recognized. " "Overriding to 'TOTAL'.")) self._polydegreetype = "TOTAL" self._approxParameters["polydegreetype"] = self.polydegreetype @property def robustTol(self): """Value of tolerance for robust rational denominator management.""" return self._robustTol @robustTol.setter def robustTol(self, robustTol): if robustTol < 0.: RROMPyWarning(("Overriding prescribed negative robustness " "tolerance to 0.")) robustTol = 0. self._robustTol = robustTol self._approxParameters["robustTol"] = self.robustTol def resetSamples(self): """Reset samples.""" super().resetSamples() self._musUniqueCN = None self._derIdxs = None self._reorder = None def _setupInterpolationIndices(self): """Setup parameters for polyvander.""" if self._musUniqueCN is None or len(self._reorder) != len(self.mus): self._musUniqueCN, musIdxsTo, musIdxs, musCount = ( self.trainedModel.centerNormalize(self.mus).unique( return_index = True, return_inverse = True, return_counts = True)) self._musUnique = self.mus[musIdxsTo] self._derIdxs = [None] * len(self._musUniqueCN) self._reorder = np.empty(len(musIdxs), dtype = int) filled = 0 for j, cnt in enumerate(musCount): self._derIdxs[j] = nextDerivativeIndices([], self.mus.shape[1], cnt) jIdx = np.nonzero(musIdxs == j)[0] self._reorder[jIdx] = np.arange(filled, filled + cnt) filled += cnt def _setupDenominator(self): """Compute rational denominator.""" RROMPyAssert(self._mode, message = "Cannot setup denominator.") vbMng(self, "INIT", "Starting computation of denominator.", 7) if hasattr(self, "_N_isauto"): self._setNAuto() else: N = reduceDegreeN(self.N, self.S, self.npar, self.polydegreetype) if N < self.N: RROMPyWarning(("N too large compared to S. Reducing N by " "{}").format(self.N - N)) self.N = N while self.N > 0: if self.functionalSolve != "NORM" and self.npar > 1: RROMPyWarning(("Strategy for functional optimization must be " "'NORM' for more than one parameter. " "Overriding to 'NORM'.")) self.functionalSolve = "NORM" if self.functionalSolve == "BARYCENTRIC" and self.N + 1 < self.S: RROMPyWarning(("Barycentric strategy cannot be applied with " "Least Squares. Overriding to 'NORM'.")) self.functionalSolve = "NORM" if self.functionalSolve == "BARYCENTRIC": invD, TN = None, None self._setupInterpolationIndices() else: invD, TN = self._computeInterpolantInverseBlocks() if (self.functionalSolve in ["NODAL", "LOEWNER", "BARYCENTRIC"] and len(self._musUnique) != len(self.mus)): if self.functionalSolve == "BARYCENTRIC": warnflag = "Barycentric" else: warnflag = "Iterative" RROMPyWarning(("{} functional optimization cannot be applied " "to repeated samples. Overriding to " "'NORM'.").format(warnflag)) self.functionalSolve = "NORM" idxSamplesEff = list(range(self.S)) if self.POD == 1: ev, eV = self.findeveVGQR( self.samplingEngine.Rscale[:, idxSamplesEff], invD, TN) elif self.POD == 1/2: ev, eV = self.findeveVGExplicit( self.samplingEngine.samples_normal(idxSamplesEff), invD, TN, self.samplingEngine.Rscale) else: ev, eV = self.findeveVGExplicit( self.samplingEngine.samples(idxSamplesEff), invD, TN) if self.functionalSolve in ["NODAL", "LOEWNER"]: break - nevBad = checkRobustTolerance(ev, self.robustTol) + evR = ev / np.max(ev) + ts = self.robustTol * np.linalg.norm(evR) + nevBad = len(ev) - np.sum(np.abs(evR) >= ts) if nevBad <= (self.functionalSolve == "NORM"): break if self.catchInstability: raise RROMPyException(("Instability in denominator " "computation: eigenproblem is poorly " "conditioned."), self.catchInstability == 1) vbMng(self, "MAIN", ("Smallest {} eigenvalues below tolerance. " "Reducing N by 1.").format(nevBad), 10) self.N = self.N - 1 if self.N <= 0: self.N = 0 eV = np.ones((1, 1)) if self.N > 0 and self.functionalSolve in ["NODAL", "LOEWNER", "BARYCENTRIC"]: q = PIN() q.polybasis, q.nodes = self.polybasis0, eV else: q = PI() q.npar = self.npar q.polybasis = self.polybasis0 if self.polydegreetype == "TOTAL": q.coeffs = degreeTotalToFull(tuple([self.N + 1] * self.npar), self.npar, eV) else: q.coeffs = eV.reshape([self.N + 1] * self.npar) vbMng(self, "DEL", "Done computing denominator.", 7) return q def _setupNumerator(self): """Compute rational numerator.""" RROMPyAssert(self._mode, message = "Cannot setup numerator.") vbMng(self, "INIT", "Starting computation of numerator.", 7) self._setupInterpolationIndices() Qevaldiag = polyTimesTable(self.trainedModel.data.Q, self._musUniqueCN, self._reorder, self._derIdxs, self.scaleFactorRel) if self.POD == 1: Qevaldiag = Qevaldiag.dot(self.samplingEngine.Rscale.T) elif self.POD == 1/2: Qevaldiag = Qevaldiag * self.samplingEngine.Rscale if hasattr(self, "_M_isauto"): self._setMAuto() M = self.M else: M = reduceDegreeN(self.M, self.S, self.npar, self.polydegreetype) if M < self.M: RROMPyWarning(("M too large compared to S. Reducing M by " "{}").format(self.M - M)) self.M = M while self.M >= 0: pParRest = [self.M, self.polybasis, self.verbosity >= 5, self.polydegreetype == "TOTAL", {"derIdxs": self._derIdxs, "reorder": self._reorder, "scl": self.scaleFactorRel}] if self.polybasis in ppb: p = PI() else: self.computeScaleFactor() rDWEff = np.array([w * f for w, f in zip( self.radialDirectionalWeights, self.scaleFactor)]) pParRest = pParRest[: 2] + [rDWEff] + pParRest[2 :] pParRest[-1]["optimizeScalingBounds"] = ( self.radialDirectionalWeightsAdapt) p = RBI() if self.polybasis in ppb + rbpb: pParRest += [{"rcond": self.interpRcond}] wellCond, msg = p.setupByInterpolation(self._musUniqueCN, Qevaldiag, *pParRest) vbMng(self, "MAIN", msg, 5) if wellCond: break if self.catchInstability: raise RROMPyException(("Instability in numerator computation: " "polyfit is poorly conditioned."), self.catchInstability == 1) vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing M " "by 1."), 10) self.M = self.M - 1 if self.M < 0: raise RROMPyException(("Instability in computation of numerator. " "Aborting.")) self.M = M vbMng(self, "DEL", "Done computing numerator.", 7) return p def setupApprox(self) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeSnapshots() self._setupTrainedModel(self.samplingEngine.projectionMatrix) self._setupRational(self._setupDenominator()) self.trainedModel.data.approxParameters = copy(self.approxParameters) vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 def _setupRational(self, Q:interpEng, P : interpEng = None): vbMng(self, "INIT", "Starting approximant finalization.", 5) self.trainedModel.data.Q = Q if P is None: P = self._setupNumerator() if self.N > 0 and self.npar == 1: + #check for bad poles pls = Q.roots() idxBad = self.HFEngine.flagBadPolesResidues(pls, relative = True) plsN = self.mapParameterList(self.mapParameterList(self.mu0)(0, 0) + self.scaleFactor * pls, "B")(0) idxBad = np.logical_or(self.HFEngine.flagBadPolesResidues(pls, relative = True), - self.HFEngine.flagBadPolesResidues(plsN)) + self.HFEngine.flagBadPolesResidues(plsN)) if np.any(idxBad): vbMng(self, "MAIN", "Removing {} spurious poles out of {} due to poles."\ .format(np.sum(idxBad), self.N), 10) if isinstance(Q, PIN): Q.nodes = Q.nodes[np.logical_not(idxBad)] else: Q = PI() Q.npar = self.npar Q.polybasis = self.polybasis0 Q.coeffs = np.ones(1, dtype = np.complex) for pl in pls[np.logical_not(idxBad)]: Q.coeffs = polyTimes(Q.coeffs, [- pl, 1.], Pbasis = Q.polybasis, Rbasis = Q.polybasis) Q.coeffs /= np.linalg.norm(Q.coeffs) self.trainedModel.data.Q = Q self.N = Q.deg[0] P = self._setupNumerator() if (not hasattr(self.HFEngine, "_ignoreResidues") or not self.HFEngine._ignoreResidues): + #check for bad residues cfs, pls, _ = rational2heaviside(P, Q) cfs = cfs[: self.N].T if self.POD != 1: cfs = self.samplingEngine.projectionMatrix.dot(cfs) foci = self.sampler.normalFoci() ground = self.sampler.groundPotential() potEff = potential(pls, foci) / ground potEff[np.logical_or(potEff < 1., np.isinf(pls))] = 1. cfs[:, np.isinf(pls)] = 0. cfs /= potEff # rescale by potential idxBad = self.HFEngine.flagBadPolesResidues(pls, cfs) if np.any(idxBad): vbMng(self, "MAIN", ("Removing {} spurious poles out of {} due to " "residues.").format(np.sum(idxBad), self.N), 10) if isinstance(Q, PIN): Q.nodes = Q.nodes[np.logical_not(idxBad)] else: Q = PI() Q.npar = self.npar Q.polybasis = self.polybasis0 Q.coeffs = np.ones(1, dtype = np.complex) for pl in pls[np.logical_not(idxBad)]: Q.coeffs = polyTimes(Q.coeffs, [- pl, 1.], Pbasis = Q.polybasis, Rbasis = Q.polybasis) Q.coeffs /= np.linalg.norm(Q.coeffs) self.trainedModel.data.Q = Q self.N = Q.deg[0] P = self._setupNumerator() self.trainedModel.data.P = P vbMng(self, "DEL", "Terminated approximant finalization.", 5) def _computeInterpolantInverseBlocks(self) -> Tuple[List[Np2D], Np2D]: """ Compute inverse factors for minimal interpolant target functional. """ RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.") self._setupInterpolationIndices() pvPPar = [self.polybasis0, self._derIdxs, self._reorder, self.scaleFactorRel] if hasattr(self, "_M_isauto"): self._setMAuto() E = max(self.M, self.N) while E >= 0: if self.polydegreetype == "TOTAL": Eeff = E idxsB = totalDegreeMaxMask(E, self.npar) else: #if self.polydegreetype == "FULL": Eeff = [E] * self.npar idxsB = fullDegreeMaxMask(E, self.npar) TE = pvP(self._musUniqueCN, Eeff, *pvPPar) fitOut = pseudoInverse(TE, rcond = self.interpRcond, full = True) vbMng(self, "MAIN", ("Fitting {} samples with degree {} through {}... " "Conditioning of pseudoinverse system: {:.4e}.").format( TE.shape[0], E, polyfitname(self.polybasis0), fitOut[1][1][0] / fitOut[1][1][-1]), 5) if fitOut[1][0] == TE.shape[1]: fitinv = fitOut[0][idxsB, :] break if self.catchInstability: raise RROMPyException(("Instability in denominator " "computation: polyfit is poorly " "conditioned."), self.catchInstability == 1) EeqN = E == self.N vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing E {}" "by 1.").format("and N " * EeqN), 10) if EeqN: self.N = self.N - 1 E -= 1 if self.N < 0: raise RROMPyException(("Instability in computation of " "denominator. Aborting.")) invD = vanderInvTable(fitinv, idxsB, self._reorder, self._derIdxs) if self.N == E: TN = TE else: if self.polydegreetype == "TOTAL": Neff = self.N idxsB = totalDegreeMaxMask(self.N, self.npar) else: #if self.polydegreetype == "FULL": Neff = [self.N] * self.npar idxsB = fullDegreeMaxMask(self.N, self.npar) TN = pvP(self._musUniqueCN, Neff, *pvPPar) return invD, TN def findeveVGExplicit(self, sampleE:sampList, invD:List[Np2D], TN:Np2D, Rscaling : Np1D = None) -> Tuple[Np1D, Np2D]: """ Compute explicitly eigenvalues and eigenvectors of rational denominator matrix. """ RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.") vbMng(self, "INIT", "Building gramian matrix.", 10) gramian = self.HFEngine.innerProduct(sampleE, sampleE, is_state = self.approx_state) if Rscaling is not None: gramian = (gramian.T * Rscaling.conj()).T * Rscaling if self.functionalSolve == "NODAL": SEnd = invD[0].shape[1] G0 = np.zeros((SEnd,) * 2, dtype = np.complex) elif self.functionalSolve == "LOEWNER": G0 = gramian if self.functionalSolve == "BARYCENTRIC": nEnd = len(gramian) - 1 else: nEnd = TN.shape[1] G = np.zeros((nEnd, nEnd), dtype = np.complex) for k in range(len(invD)): iDkN = dot(invD[k], TN) G += dot(dot(gramian, iDkN).T, iDkN.conj()).T if self.functionalSolve == "NODAL": G0 += dot(dot(gramian, invD[k]).T, invD[k].conj()).T vbMng(self, "DEL", "Done building gramian.", 10) if self.functionalSolve == "NORM": ev, eV = np.linalg.eigh(G) eV = eV[:, 0] problem = "eigenproblem" else: if self.functionalSolve == "BARYCENTRIC": fitOut = pseudoInverse(gramian, rcond = self.interpRcond, full = True) barWeigths = fitOut[0].dot(np.ones(nEnd + 1)) eV = self.findeVBarycentric(barWeigths / np.sum(barWeigths)) else: fitOut = pseudoInverse(G[:-1, :-1], rcond = self.interpRcond, full = True) eV = np.append(fitOut[0].dot(G[:-1, -1]), -1.) ev = fitOut[1][1][::-1] problem = "linear problem" vbMng(self, "MAIN", ("Solved {} of size {} with condition number " "{:.4e}.").format(problem, nEnd, ev[-1] / ev[0]), 5) if self.functionalSolve in ["NODAL", "LOEWNER"]: q = PI() q.npar, q.polybasis, q.coeffs = self.npar, self.polybasis0, eV eV, tol, niter, passed = self.findeVNewton(q.roots(), G0) if passed: vbMng(self, "MAIN", ("Newton algorithm for problem of size {} converged " "(tol = {:.4e}) in {} iterations.").format(nEnd, tol, niter), 5) else: RROMPyWarning(("Newton algorithm for problem of size {} did " "not converge (tol = {:.4e}) after {} " "iterations.").format(nEnd, tol, niter)) return ev, eV def findeveVGQR(self, RPODE:Np2D, invD:List[Np2D], TN:Np2D) -> Tuple[Np1D, Np2D]: """ Compute eigenvalues and eigenvectors of rational denominator matrix through SVD of R factor. """ RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.") vbMng(self, "INIT", "Building half-gramian matrix stack.", 10) if self.functionalSolve == "NODAL": gramian = Np2DLikeGramian(None, dot(RPODE, invD[0])) elif self.functionalSolve == "LOEWNER": gramian = Np2DLikeGramian(None, RPODE) if self.functionalSolve == "BARYCENTRIC": nEnd = RPODE.shape[1] - 1 else: S, nEnd, eWidth = RPODE.shape[0], TN.shape[1], len(invD) Rstack = np.zeros((S * eWidth, nEnd), dtype = np.complex) for k in range(eWidth): Rstack[k * S : (k + 1) * S, :] = dot(RPODE, dot(invD[k], TN)) vbMng(self, "DEL", "Done building half-gramian.", 10) if self.functionalSolve in ["NORM", "BARYCENTRIC"]: if self.functionalSolve == "NORM": _, s, Vh = np.linalg.svd(Rstack, full_matrices = False) eV = Vh[-1, :].conj() else: #if self.functionalSolve == "BARYCENTRIC": _, s, Vh = np.linalg.svd(RPODE, full_matrices = False) s[np.logical_not(np.isclose(s, 0.))] **= -2. barWeigths = (Vh.T.conj() * s).dot(Vh.dot(np.ones(nEnd + 1))) eV = self.findeVBarycentric(barWeigths / np.sum(barWeigths)) ev = s[::-1] problem = "svd problem" else: fitOut = pseudoInverse(Rstack[:, :-1], rcond = self.interpRcond, full = True) ev = fitOut[1][1][::-1] eV = np.append(fitOut[0].dot(Rstack[:, -1]), -1.) problem = "linear problem" vbMng(self, "MAIN", ("Solved {} of size {} with condition number " "{:.4e}.").format(problem, nEnd, ev[-1] / ev[0]), 5) if self.functionalSolve in ["NODAL", "LOEWNER"]: q = PI() q.npar, q.polybasis, q.coeffs = self.npar, self.polybasis0, eV eV, tol, niter, passed = self.findeVNewton(q.roots(), gramian) if passed: vbMng(self, "MAIN", ("Newton algorithm for problem of size {} converged " "(tol = {:.4e}) in {} iterations.").format(nEnd, tol, niter), 5) else: RROMPyWarning(("Newton algorithm for problem of size {} did " "not converge (tol = {:.2e}) after {} " "iterations.").format(nEnd, tol, niter)) return ev, eV def findeVBarycentric(self, baryWeights:Np1D) -> Np1D: RROMPyAssert(self._mode, message = "Cannot solve optimization problem.") arrow = np.pad(np.diag(self._musUniqueCN.data[ self._reorder].flatten()), (1, 0), "constant", constant_values = 1.) + 0.j arrow[0, 0] = 0. arrow[0, 1:] = baryWeights active = np.pad(np.eye(len(baryWeights)), (1, 0), "constant") eV = eigvals(arrow, active) return eV[np.logical_not(np.isinf(eV))] def findeVNewton(self, nodes0:Np1D, gram:Np2D, maxiter : int = 25, tolNewton : float = 1e-10) \ -> Tuple[Np1D, float, int, bool]: RROMPyAssert(self._mode, message = "Cannot solve optimization problem.") algo = self.functionalSolve N = len(nodes0) nodes = nodes0 grad = np.zeros(N, dtype = np.complex) hess = np.zeros((N, N), dtype = np.complex) mu = np.repeat(self._musUniqueCN.data[self._reorder], N, axis = 1) for niter in range(maxiter): if algo == "NODAL": plDist = mu - nodes.reshape(1, -1) q0, q = np.prod(plDist, axis = 1), [] elif algo == "LOEWNER": loew = np.pad(np.power(mu - nodes.reshape(1, -1), -1.), [(0, 0), (1, 0)], 'constant', constant_values = 1.) loewI = pseudoInverse(loew) Ids = [] for jS in range(N): if algo == "NODAL": mask = np.arange(N) != jS q += [np.prod(plDist[:, mask], axis = 1)] grad[jS] = q[-1].conj().dot(gram.dot(q0)) elif algo == "LOEWNER": Ids += [loewI.dot(np.power(loew[:, 1 + jS], 2.))] zIj, jI = Ids[-1][0], loewI[1 + jS] grad[jS] = (zIj * jI).conj().dot(gram.dot(loewI[0])) for iS in range(jS + 1): if algo == "NODAL": if iS == jS: hij = 0. sij = q[-1].conj().dot(gram.dot(q[-1])) else: mask = np.logical_and(np.arange(N) != iS, np.arange(N) != jS) qij = np.prod(plDist[:, mask], axis = 1) hij = qij.conj().dot(gram.dot(q0)) sij = q[-1].conj().dot(gram.dot(q[iS])) elif algo == "LOEWNER": zIi, iIj = Ids[iS][0], Ids[-1][1 + iS] hij = (zIi * iIj * jI).conj().dot(gram.dot(loewI[0])) if iS == jS: iI = jI zIdd = loewI[0].dot(np.power(loew[:, 1 + jS], 3.)) hij += (zIdd * jI).conj().dot(gram.dot(loewI[0])) hij *= 2. else: jIi, iI = Ids[iS][1 + jS], loewI[1 + iS] hij += (zIj * jIi * iI).conj().dot( gram.dot(loewI[0])) sij = (zIj * jI).conj().dot(gram.dot(zIi * iI)) hess[jS, iS] = hij + sij if iS < jS: hess[iS, jS] = hij + sij.conj() dnodes = np.linalg.solve(hess, grad) nodes += dnodes tol = np.linalg.norm(dnodes) / np.linalg.norm(nodes) if tol < tolNewton: break return nodes, tol, niter, niter < maxiter def getResidues(self, *args, **kwargs) -> Np2D: """ Obtain approximant residues. Returns: Matrix with residues as columns. """ return self.trainedModel.getResidues(*args, **kwargs) + +#functionalSolve flags: +#- NORM: linearized target, denominator normalized by norm. Also for multi-D. +#- DOMINANT: linearized target, denominator normalized by dominant coefficient. +#- NODAL: nonlinear target, denominator normalized by dominant coefficient, in +# nodal form. +#- LOEWNER: nonlinear target, denominator in nodal form. +#- BARYCENTRIC: by barycentric interpolation via eigensolve of arrowhead +# matrix, denominator in nodal form. diff --git a/rrompy/reduction_methods/standard/reduced_basis.py b/rrompy/reduction_methods/standard/reduced_basis.py index 9a87031..849958a 100644 --- a/rrompy/reduction_methods/standard/reduced_basis.py +++ b/rrompy/reduction_methods/standard/reduced_basis.py @@ -1,202 +1,201 @@ # 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 . # from copy import deepcopy as copy import numpy as np from .generic_standard_approximant import GenericStandardApproximant from rrompy.hfengines.base.linear_affine_engine import checkIfAffine -from rrompy.reduction_methods.base.reduced_basis_utils import \ - projectAffineDecomposition +from .reduced_basis_utils import projectAffineDecomposition from rrompy.utilities.base.types import Np1D, Np2D, List, Tuple, sampList from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException, RROMPyAssert) __all__ = ['ReducedBasis'] class ReducedBasis(GenericStandardApproximant): """ ROM RB approximant computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator; - 'R': rank for Galerkin projection; defaults to 'AUTO', i.e. maximum allowed; - 'PODTolerance': tolerance for snapshots POD; defaults to -1. 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': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'R': rank for Galerkin projection; - 'PODTolerance': tolerance for snapshots POD. 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: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Number of solution snapshots over which current approximant is based upon. sampler: Sample point generator. R: Rank for Galerkin projection. PODTolerance: Tolerance for snapshots POD. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["R", "PODTolerance"], ["AUTO", -1]) super().__init__(*args, **kwargs) checkIfAffine(self.HFEngine, "apply RB method") if not self.approx_state: raise RROMPyException("Must compute RB approximation of state.") self._postInit() @property def tModelType(self): from .trained_model.trained_model_reduced_basis import ( TrainedModelReducedBasis) return TrainedModelReducedBasis @property def R(self): """Value of R. Its assignment may change S.""" return self._R @R.setter def R(self, R): if isinstance(R, str): R = R.strip().replace(" ","") if "-" not in R: R = R + "-0" self._R_isauto, self._R_shift = True, int(R.split("-")[-1]) R = 0 if R < 0: raise RROMPyException("R must be non-negative.") self._R = R self._approxParameters["R"] = self.R def _setRAuto(self): self.R = max(0, self.S - self._R_shift) vbMng(self, "MAIN", "Automatically setting R to {}.".format(self.R), 25) @property def PODTolerance(self): """Value of PODTolerance.""" return self._PODTolerance @PODTolerance.setter def PODTolerance(self, PODTolerance): self._PODTolerance = PODTolerance self._approxParameters["PODTolerance"] = self.PODTolerance def _setupProjectionMatrix(self): """Compute projection matrix.""" RROMPyAssert(self._mode, message = "Cannot setup numerator.") vbMng(self, "INIT", "Starting computation of projection matrix.", 7) if hasattr(self, "_R_isauto"): self._setRAuto() else: if self.S < self.R: RROMPyWarning(("R too large compared to S. Reducing R by " "{}").format(self.R - self.S)) self.S = self.S if self.POD == 1: U, s, _ = np.linalg.svd(self.samplingEngine.Rscale) cs = np.cumsum(np.abs(s[::-1]) ** 2.) nTolTrunc = np.argmax(cs > self.PODTolerance * cs[-1]) nPODTrunc = min(self.S - nTolTrunc, self.R) pMat = self.samplingEngine.projectionMatrix.dot(U[:, : nPODTrunc]) else: pMat = self.samplingEngine.projectionMatrix[:, : self.R] vbMng(self, "MAIN", ("Assembled {}x{} projection matrix from {} " "samples.").format(*(pMat.shape), self.S), 5) vbMng(self, "DEL", "Done computing projection matrix.", 7) return pMat def setupApprox(self) -> int: """Compute RB projection matrix.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeSnapshots() setData = self.trainedModel is None pMat = self._setupProjectionMatrix() self._setupTrainedModel(pMat) if setData: self.trainedModel.data.affinePoly = self.HFEngine.affinePoly self.trainedModel.data.thAs = self.HFEngine.thAs self.trainedModel.data.thbs = self.HFEngine.thbs ARBs, bRBs = self.assembleReducedSystem(pMat) self.trainedModel.data.ARBs = ARBs self.trainedModel.data.bRBs = bRBs self.trainedModel.data.approxParameters = copy(self.approxParameters) vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 def assembleReducedSystem(self, pMat : sampList = None, pMatOld : sampList = None)\ -> Tuple[List[Np2D], List[Np1D]]: """Build affine blocks of RB linear system through projections.""" if pMat is None: self.setupApprox() ARBs = self.trainedModel.data.ARBs bRBs = self.trainedModel.data.bRBs else: self.HFEngine.buildA() self.HFEngine.buildb() vbMng(self, "INIT", "Projecting affine terms of HF model.", 10) ARBsOld = None if pMatOld is None else self.trainedModel.data.ARBs bRBsOld = None if pMatOld is None else self.trainedModel.data.bRBs ARBs, bRBs = projectAffineDecomposition(self.HFEngine.As, self.HFEngine.bs, pMat, ARBsOld, bRBsOld, pMatOld) vbMng(self, "DEL", "Done projecting affine terms.", 10) return ARBs, bRBs diff --git a/rrompy/reduction_methods/base/reduced_basis_utils.py b/rrompy/reduction_methods/standard/reduced_basis_utils.py similarity index 100% rename from rrompy/reduction_methods/base/reduced_basis_utils.py rename to rrompy/reduction_methods/standard/reduced_basis_utils.py diff --git a/rrompy/reduction_methods/standard/trained_model/trained_model_reduced_basis.py b/rrompy/reduction_methods/standard/trained_model/trained_model_reduced_basis.py index 4e2bfb4..d48c91c 100644 --- a/rrompy/reduction_methods/standard/trained_model/trained_model_reduced_basis.py +++ b/rrompy/reduction_methods/standard/trained_model/trained_model_reduced_basis.py @@ -1,153 +1,153 @@ # 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 . # import numpy as np from collections.abc import Iterable from rrompy.reduction_methods.base.trained_model.trained_model import ( TrainedModel) -from rrompy.reduction_methods.base.reduced_basis_utils import ( +from rrompy.reduction_methods.standard.reduced_basis_utils import ( projectAffineDecomposition) from rrompy.utilities.base.types import (Np1D, ListAny, paramVal, paramList, sampList) from rrompy.utilities.base import verbosityManager as vbMng, freepar as fp from rrompy.utilities.numerical.compress_matrix import compressMatrix from rrompy.utilities.numerical.marginalize_poly_list import ( marginalizePolyList) from rrompy.utilities.numerical.nonlinear_eigenproblem import ( eigvalsNonlinearDense) from rrompy.utilities.expression import expressionEvaluator from rrompy.utilities.exception_manager import RROMPyException, RROMPyWarning from rrompy.parameter import checkParameter from rrompy.sampling import sampleList from rrompy.utilities.parallel import (poolRank, masterCore, listScatter, matrixGatherv, isend, recv) __all__ = ['TrainedModelReducedBasis'] class TrainedModelReducedBasis(TrainedModel): """ ROM approximant evaluation for RB approximant. Attributes: Data: dictionary with all that can be pickled. """ def reset(self): super().reset() if hasattr(self, "data") and hasattr(self.data, "lastSetupMu"): self.data.lastSetupMu = None def compress(self, collapse : bool = False, tol : float = 0., *args, **kwargs): if collapse: raise RROMPyException("Cannot collapse implicit surrogates.") if tol <= 0.: return if hasattr(self.data, "_compressTol"): RROMPyWarning(("Recompressing already compressed model is " "ineffective. Aborting.")) return self.data.projMat, RMat, _ = compressMatrix(self.data.projMat, tol, *args, **kwargs) self.data.ARBs, self.data.bRBs = projectAffineDecomposition( self.data.ARBs, self.data.bRBs, RMat) super().compress(collapse, tol) def assembleReducedModel(self, mu:paramVal): mu = checkParameter(mu, self.data.npar) if not (hasattr(self.data, "lastSetupMu") and self.data.lastSetupMu == mu): vbMng(self, "INIT", "Assembling reduced model for mu = {}."\ .format(mu), 17) muEff = self.mapParameterList(mu) self.data.ARBmu, self.data.bRBmu = 0., 0. for thA, ARB in zip(self.data.thAs, self.data.ARBs): self.data.ARBmu = (expressionEvaluator(thA[0], muEff) * ARB + self.data.ARBmu) for thb, bRB in zip(self.data.thbs, self.data.bRBs): self.data.bRBmu = (expressionEvaluator(thb[0], muEff) * bRB + self.data.bRBmu) vbMng(self, "DEL", "Done assembling reduced model.", 17) self.data.lastSetupMu = mu def getApproxReduced(self, mu : paramList = []) -> sampList: """ Evaluate reduced representation of approximant at arbitrary parameter. Args: mu: Target parameter. """ mu = self.checkParameterList(mu) if (not hasattr(self, "lastSolvedApproxReduced") or self.lastSolvedApproxReduced != mu): vbMng(self, "INIT", "Computing RB solution at mu = {}.".format(mu), 12) mu, _, sizes = listScatter(mu, return_sizes = True) mu = self.checkParameterList(mu) req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(mu) == 0: vbMng(self, "MAIN", "Idling.", 37) uL, uT = recv(source = 0, tag = poolRank()) uApproxR = np.empty((uL, 0), dtype = uT) else: for j, mj in enumerate(mu): self.assembleReducedModel(mj) uAppR = np.linalg.solve(self.data.ARBmu, self.data.bRBmu) if j == 0: uApproxR = np.empty((len(uAppR), len(mu)), dtype = uAppR.dtype) if masterCore(): for dest in emptyCores: req += [isend((len(uAppR), uAppR.dtype), dest = dest, tag = dest)] uApproxR[:, j] = uAppR for r in req: r.wait() uApproxR = matrixGatherv(uApproxR, sizes) self.uApproxReduced = sampleList(uApproxR) vbMng(self, "DEL", "Done computing RB solution.", 12) self.lastSolvedApproxReduced = mu return self.uApproxReduced def getPoles(self, marginalVals : ListAny = [fp], jSupp : int = 1, **kwargs) -> Np1D: """ Obtain approximant poles. Returns: Numpy complex vector of poles. """ if not self.data.affinePoly: RROMPyWarning(("Unable to compute approximate poles due " "to parametric dependence (detected non-" "polynomial). Change HFEngine.affinePoly to True " "if necessary.")) return if not isinstance(marginalVals, Iterable): marginalVals = [marginalVals] mVals = list(marginalVals) rDim = mVals.index(fp) if rDim < len(mVals) - 1 and fp in mVals[rDim + 1 :]: raise RROMPyException(("Exactly 1 'freepar' entry in " "marginalVals must be provided.")) ARBs = self.data.ARBs if self.data.npar > 1: mVals[rDim] = self.data.mu0(rDim) mVals = checkParameter(mVals, return_data = True).flatten() mVals[rDim] = fp ARBs = marginalizePolyList(ARBs, mVals, "auto") ev = eigvalsNonlinearDense(ARBs, jSupp = jSupp, **kwargs) return self.mapParameterList(ev, "B", [rDim])(0) diff --git a/rrompy/sampling/engines/sampling_engine.py b/rrompy/sampling/engines/sampling_engine.py index 8ec05ca..ad0a750 100644 --- a/rrompy/sampling/engines/sampling_engine.py +++ b/rrompy/sampling/engines/sampling_engine.py @@ -1,359 +1,391 @@ # 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 . # from numbers import Number from copy import deepcopy as copy import numpy as np from collections.abc import Iterable from warnings import catch_warnings from rrompy.utilities.base.types import (Np1D, Np2D, HFEng, List, paramVal, Any, paramList, sampList, Tuple, TupleAny, DictAny, FigHandle) from rrompy.utilities.base.data_structures import getNewFilename from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException, RROMPyAssert, RROMPy_READY, RROMPy_FRAGILE) from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices from rrompy.utilities.base.pickle_utilities import pickleDump, pickleLoad from rrompy.parameter import (emptyParameterList, checkParameter, checkParameterList) from rrompy.sampling import sampleList, emptySampleList from rrompy.utilities.parallel import bcast, masterCore __all__ = ['SamplingEngine'] class SamplingEngine: def __init__(self, HFEngine:HFEng, sample_state : bool = False, verbosity : int = 10, timestamp : bool = True, scaleFactor : Np1D = None): self.sample_state = sample_state self.verbosity = verbosity self.timestamp = timestamp vbMng(self, "INIT", "Initializing sampling engine of type {}.".format(self.name()), 10) self.HFEngine = HFEngine vbMng(self, "DEL", "Done initializing sampling engine.", 10) self.scaleFactor = scaleFactor def name(self) -> str: return self.__class__.__name__ def __str__(self) -> str: return self.name() def __repr__(self) -> str: return self.__str__() + " at " + hex(id(self)) @property def HFEngine(self): """Value of HFEngine. Its assignment resets history.""" return self._HFEngine @HFEngine.setter def HFEngine(self, HFEngine): self._HFEngine = HFEngine self.resetHistory() @property def scaleFactor(self): """Value of scaleFactor.""" return self._scaleFactor @scaleFactor.setter def scaleFactor(self, scaleFactor): if scaleFactor is None: scaleFactor = 1. if not isinstance(scaleFactor, Iterable): scaleFactor = [scaleFactor] self._scaleFactor = scaleFactor def scaleDer(self, derIdx:Np1D): if not isinstance(self.scaleFactor, Number): RROMPyAssert(len(derIdx), len(self.scaleFactor), "Number of derivative indices") with catch_warnings(record = True) as w: res = np.prod(np.power(self.scaleFactor, derIdx)) if len(w) == 0: return res raise RROMPyException(("Error in computing derivative scaling " "factor: {}".format(str(w[-1].message)))) @property def feature_keys(self) -> TupleAny: return ["mus", "samples", "nsamples", "_derIdxs"] @property def feature_vals(self) -> DictAny: return {"mus":self.mus, "samples":self.samples, "nsamples":self.nsamples, "_derIdxs":self._derIdxs, "_scaleFactor":self.scaleFactor} def _mergeFeature(self, name:str, value:Any): if name in ["mus", "samples"]: getattr(self, name).append(value) elif name == "nsamples": self.nsamples += value elif name == "_derIdxs": self._derIdxs += value else: raise RROMPyException(("Invalid key {} in sampling engine " "merge.".format(name))) def store(self, filenameBase : str = "sampling_engine", forceNewFile : bool = True, local : bool = False) -> str: """Store sampling engine to file.""" filename = None if masterCore(): vbMng(self, "INIT", "Storing sampling engine to file.", 20) if forceNewFile: filename = getNewFilename(filenameBase, "pkl") else: filename = "{}.pkl".format(filenameBase) pickleDump(self.feature_vals, filename) vbMng(self, "DEL", "Done storing engine.", 20) if local: return filename = bcast(filename) return filename def load(self, filename:str, merge : bool = False): """Load sampling engine from file.""" if isinstance(filename, (list, tuple,)): self.load(filename[0], merge) for filen in filename[1 :]: self.load(filen, True) return vbMng(self, "INIT", "Loading stored sampling engine from file.", 20) datadict = pickleLoad(filename) for key in datadict: if key in self.feature_keys: if merge and key != "_scaleFactor": self._mergeFeature(key, datadict[key]) else: setattr(self, key, datadict[key]) self._mode = RROMPy_FRAGILE vbMng(self, "DEL", "Done loading stored engine.", 20) @property def projectionMatrix(self) -> Np2D: return self.samples.data def resetHistory(self): self._mode = RROMPy_READY self.samples = emptySampleList() self.nsamples = 0 self.mus = emptyParameterList() self._derIdxs = [] def setsample(self, u:sampList, overwrite : bool = False): if overwrite: self.samples[self.nsamples] = u else: if self.nsamples == 0: self.samples = sampleList(u) else: self.samples.append(u) def popSample(self): if hasattr(self, "nsamples") and self.nsamples > 1: if self.samples.shape[1] > self.nsamples: RROMPyWarning(("More than 'nsamples' memory allocated for " "samples. Popping empty sample column.")) self.nsamples += 1 self.nsamples -= 1 self.samples.pop() self.mus.pop() else: self.resetHistory() def preallocateSamples(self, u:sampList, mu:paramVal, n:int): self._mode = RROMPy_READY self.samples.reset((u.shape[0], n), u.dtype) self.samples[0] = u mu = checkParameter(mu, self.HFEngine.npar) self.mus.reset((n, self.HFEngine.npar)) self.mus[0] = mu[0] def postprocessu(self, u:sampList, overwrite : bool = False): self.setsample(u, overwrite) def postprocessuBulk(self): pass def solveLS(self, mu : paramList = [], RHS : sampList = None) -> sampList: """ Solve linear system. Args: mu: Parameter value. Returns: Solution of system. """ mu = checkParameterList(mu, self.HFEngine.npar) vbMng(self, "INIT", "Solving HF model for mu = {}.".format(mu), 15) u = self.HFEngine.solve(mu, RHS, return_state = self.sample_state) vbMng(self, "DEL", "Done solving HF model.", 15) return u def _getSampleConcurrence(self, mu:paramVal, previous:Np1D) -> sampList: + """ + Compute sample after checking if it is a derivative. + + Args: + mu: Parameter value. + previous: Indices of previous unique samples. + + Returns: + Snapshot. + """ RROMPyAssert(self._mode, message = "Cannot add samples.") if not (self.sample_state or self.HFEngine.isCEye): raise RROMPyException(("Derivatives of solution with non-scalar " "C not computable.")) from rrompy.utilities.numerical import dot if len(previous) >= len(self._derIdxs): self._derIdxs += nextDerivativeIndices(self._derIdxs, len(self.scaleFactor), len(previous) + 1 - len(self._derIdxs)) derIdx = self._derIdxs[len(previous)] mu = checkParameter(mu, self.HFEngine.npar) samplesOld = self.samples(previous) RHS = self.scaleDer(derIdx) * self.HFEngine.b(mu, derIdx) for j, derP in enumerate(self._derIdxs[: len(previous)]): diffP = [x - y for (x, y) in zip(derIdx, derP)] if np.all([x >= 0 for x in diffP]): RHS -= self.scaleDer(diffP) * dot(self.HFEngine.A(mu, diffP), samplesOld[j]) return self.solveLS(mu, RHS = RHS) def nextSample(self, mu:paramVal, overwrite : bool = False, postprocess : bool = True) -> Np1D: + """ + Compute one sample. + + Args: + mu: Parameter value. + overwrite(optional): Whether to overwrite sample in self.samples. + Defaults to False. + postprocess(optional): Whether to perform post-processing step. + Defaults to True. + + Returns: + Snapshot. + """ RROMPyAssert(self._mode, message = "Cannot add samples.") mu = checkParameter(mu, self.HFEngine.npar) muidxs = self.mus.findall(mu[0]) if len(muidxs) > 0: u = self._getSampleConcurrence(mu, np.sort(muidxs)) else: u = self.solveLS(mu) if postprocess: self.postprocessu(u, overwrite = overwrite) else: self.setsample(u, overwrite) if overwrite: self.mus[self.nsamples] = mu[0] else: self.mus.append(mu) self.nsamples += 1 return self.samples[self.nsamples - 1] def iterSample(self, mus:paramList) -> sampList: + """ + Compute set of samples. + + Args: + mus: Parameter values. + + Returns: + Snapshots. + """ mus = checkParameterList(mus, self.HFEngine.npar) vbMng(self, "INIT", "Starting sampling iterations.", 5) n = len(mus) if n <= 0: raise RROMPyException(("Number of samples must be positive.")) self.resetHistory() if len(mus.unique()) != n: for j in range(n): vbMng(self, "MAIN", "Computing sample {} / {}.".format(j + 1, n), 7) self.nextSample(mus[j], overwrite = (j > 0), postprocess = False) if n > 1 and j == 0: self.preallocateSamples(self.samples[0], mus[0], n) else: self.setsample(self.solveLS(mus), overwrite = False) self.mus = copy(mus) self.nsamples = n self.postprocessuBulk() vbMng(self, "DEL", "Finished sampling iterations.", 5) return self.samples def plotSamples(self, warpings : List[List[callable]] = None, name : str = "u", **kwargs) -> Tuple[List[FigHandle], List[str]]: """ Do some nice plots of the samples. Args: warpings(optional): Domain warping functions. name(optional): Name to be shown as title of the plots. Defaults to 'u'. Returns: Output filenames and figure handles. """ if warpings is None: warpings = [None] * self.nsamples figs = [None] * self.nsamples filesOut = [None] * self.nsamples for j in range(self.nsamples): pltOut = self.HFEngine.plot(self.samples[j], warpings[j], self.sample_state, "{}_{}".format(name, j), **kwargs) if isinstance(pltOut, (tuple,)): figs[j], filesOut[j] = pltOut else: figs[j] = pltOut if filesOut[0] is None: return figs return figs, filesOut def outParaviewSamples(self, warpings : List[List[callable]] = None, name : str = "u", filename : str = "out", times : Np1D = None, **kwargs) -> List[str]: """ Output samples to ParaView file. Args: warpings(optional): Domain warping functions. name(optional): Base name to be used for data output. filename(optional): Name of output file. times(optional): Timestamps. Returns: Output filenames. """ if warpings is None: warpings = [None] * self.nsamples if times is None: times = [0.] * self.nsamples filesOut = [None] * self.nsamples for j in range(self.nsamples): filesOut[j] = self.HFEngine.outParaview( self.samples[j], warpings[j], self.sample_state, "{}_{}".format(name, j), "{}_{}".format(filename, j), times[j], **kwargs) if filesOut[0] is None: return None return filesOut def outParaviewTimeDomainSamples(self, omegas : Np1D = None, warpings : List[List[callable]] = None, timeFinal : Np1D = None, periodResolution : List[int] = 20, name : str = "u", filename : str = "out", **kwargs) -> List[str]: """ Output samples to ParaView file, converted to time domain. Args: omegas(optional): frequencies. timeFinal(optional): final time of simulation. periodResolution(optional): number of time steps per period. name(optional): Base name to be used for data output. filename(optional): Name of output file. Returns: Output filename. """ if omegas is None: omegas = np.real(self.mus) if warpings is None: warpings = [None] * self.nsamples if not isinstance(timeFinal, (list, tuple,)): timeFinal = [timeFinal] * self.nsamples if not isinstance(periodResolution, (list, tuple,)): periodResolution = [periodResolution] * self.nsamples filesOut = [None] * self.nsamples for j in range(self.nsamples): filesOut[j] = self.HFEngine.outParaviewTimeDomain( self.samples[j], omegas[j], warpings[j], self.sample_state, timeFinal[j], periodResolution[j], "{}_{}".format(name, j), "{}_{}".format(filename, j), **kwargs) if filesOut[0] is None: return None return filesOut diff --git a/rrompy/sampling/engines/sampling_engine_normalize.py b/rrompy/sampling/engines/sampling_engine_normalize.py index 1b17197..4a6d678 100644 --- a/rrompy/sampling/engines/sampling_engine_normalize.py +++ b/rrompy/sampling/engines/sampling_engine_normalize.py @@ -1,100 +1,102 @@ # 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 . # import numpy as np from .pod_engine import PODEngine from .sampling_engine import SamplingEngine from rrompy.utilities.base.types import (Np1D, Np2D, TupleAny, DictAny, Any, paramVal, sampList) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.sampling import sampleList, emptySampleList __all__ = ['SamplingEngineNormalize'] class SamplingEngineNormalize(SamplingEngine): @property def HFEngine(self): """Value of HFEngine. Its assignment resets history.""" return self._HFEngine @HFEngine.setter def HFEngine(self, HFEngine): SamplingEngine.HFEngine.fset(self, HFEngine) self.PODEngine = PODEngine(self._HFEngine) @property def feature_keys(self) -> TupleAny: return super().feature_keys + ["samples_normal", "Rscale"] @property def feature_vals(self) -> DictAny: vals = super().feature_vals vals["samples_normal"] = self.samples_normal vals["Rscale"] = self.Rscale return vals def _mergeFeature(self, name:str, value:Any): if name == "samples_normal": self.samples_normal.append(value) elif name == "Rscale": self.Rscale = np.append(self.Rscale, value) else: super()._mergeFeature(name, value) @property def projectionMatrix(self) -> Np2D: return self.samples_normal.data def resetHistory(self): super().resetHistory() self.samples_normal = emptySampleList() self.Rscale = np.zeros(0, dtype = np.complex) def setsample_normal(self, u:sampList, overwrite : bool = False): if overwrite: self.samples_normal[self.nsamples] = u else: if self.nsamples == 0: self.samples_normal = sampleList(u) else: self.samples_normal.append(u) def popSample(self): if hasattr(self, "nsamples") and self.nsamples > 1: self.Rscale = self.Rscale[: -1] self.samples_normal.pop() super().popSample() def preallocateSamples(self, u:Np1D, mu:paramVal, n:int): super().preallocateSamples(u, mu, n) self.samples_normal.reset((u.shape[0], n), u.dtype) def postprocessu(self, u:sampList, overwrite : bool = False): + """Postprocess by normalizing snapshot.""" self.setsample(u, overwrite) vbMng(self, "INIT", "Starting normalization.", 20) u, r = self.PODEngine.normalize(u, is_state = self.sample_state) self.Rscale = np.append(self.Rscale, r) vbMng(self, "DEL", "Done normalizing.", 20) self.setsample_normal(u, overwrite) def postprocessuBulk(self): + """Postprocess by normalizing snapshots in bulk.""" vbMng(self, "INIT", "Starting normalization.", 10) samples_normal, self.Rscale = self.PODEngine.normalize(self.samples, is_state = self.sample_state) vbMng(self, "DEL", "Done normalizing.", 10) nsamples, self.nsamples = self.nsamples, 0 self.setsample_normal(samples_normal) self.nsamples = nsamples diff --git a/rrompy/sampling/engines/sampling_engine_pod.py b/rrompy/sampling/engines/sampling_engine_pod.py index 8d48c37..ffd08ca 100644 --- a/rrompy/sampling/engines/sampling_engine_pod.py +++ b/rrompy/sampling/engines/sampling_engine_pod.py @@ -1,60 +1,62 @@ # 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 . # import numpy as np from scipy.sparse import block_diag from .sampling_engine_normalize import SamplingEngineNormalize from rrompy.utilities.base.types import Any, sampList from rrompy.utilities.base import verbosityManager as vbMng __all__ = ['SamplingEnginePOD'] class SamplingEnginePOD(SamplingEngineNormalize): def _mergeFeature(self, name:str, value:Any): if name == "Rscale": self.Rscale = block_diag((self.Rscale, value), "csc") else: super()._mergeFeature(name, value) def resetHistory(self): super().resetHistory() self.Rscale = np.zeros((0, 0), dtype = np.complex) def popSample(self): if hasattr(self, "nsamples") and self.nsamples > 1: self.Rscale = self.Rscale[:, : -1] super().popSample() def postprocessu(self, u:sampList, overwrite : bool = False): + """Postprocess by orthogonalizing snapshot.""" self.setsample(u, overwrite) vbMng(self, "INIT", "Starting orthogonalization.", 20) u, r, _ = self.PODEngine.GS(u, self.samples_normal, is_state = self.sample_state) self.Rscale = np.pad(self.Rscale, ((0, 1), (0, 1)), 'constant') self.Rscale[:, -1] = r vbMng(self, "DEL", "Done orthogonalizing.", 20) self.setsample_normal(u, overwrite) def postprocessuBulk(self): + """Postprocess by orthogonalizing snapshots in bulk.""" vbMng(self, "INIT", "Starting orthogonalization.", 10) samples_normal, self.Rscale = self.PODEngine.generalizedQR( self.samples, is_state = self.sample_state) vbMng(self, "DEL", "Done orthogonalizing.", 10) nsamples, self.nsamples = self.nsamples, 0 self.setsample_normal(samples_normal) self.nsamples = nsamples diff --git a/rrompy/sampling/sample_list.py b/rrompy/sampling/sample_list.py index ffd35fd..28fc894 100644 --- a/rrompy/sampling/sample_list.py +++ b/rrompy/sampling/sample_list.py @@ -1,224 +1,226 @@ # 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 . # from copy import deepcopy as copy import numpy as np from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.utilities.base.types import Np1D, List __all__ = ['emptySampleList', 'sampleList'] def emptySampleList(): return sampleList(np.empty((0, 0))) class sampleList: + """List of snapshots with many properties overloaded from Numpy arrays.""" + def __init__(self, data:List[Np1D], lengthCheck : int = None, deep : bool = True): if isinstance(data, (self.__class__,)): data = data.data if isinstance(data, (np.ndarray,)): self.data = copy(data) if deep else data if self.data.ndim <= 1: self.data.shape = (self.data.shape[0], 1) else: if not isinstance(data, (list,)): data = [data] self.data = np.empty((len(data[0]), len(data)), dtype = data[0].dtype) for j, par in enumerate(data): self[j] = copy(data[j]) if deep else data[j] if j == 0 and lengthCheck is None: lengthCheck = self.shape[0] RROMPyAssert(len(data[j]), lengthCheck, "Number of parameters") def __len__(self): return self.shape[1] def __str__(self): return str(self.data) def __repr__(self): return repr(self.data) @property def shape(self): return self.data.shape @property def re(self): return sampleList(np.real(self.data)) @property def im(self): return sampleList(np.imag(self.data)) @property def abs(self): return sampleList(np.abs(self.data)) @property def angle(self): return sampleList(np.angle(self.data)) def conj(self): return sampleList(np.conj(self.data)) @property def T(self): return sampleList(self.data.T) @property def H(self): return sampleList(self.data.T.conj()) @property def dtype(self): return self.data.dtype @dtype.setter def dtype(self, dtype): self.data.dtype = dtype def __getitem__(self, key): return self.data[:, key] def __call__(self, key): return sampleList(self.data[:, key]) def __setitem__(self, key, value): if isinstance(value, self.__class__): value = value.data if isinstance(key, (tuple, list, np.ndarray)): RROMPyAssert(len(key), len(value), "Slice length") for k, val in zip(key, value): self[k] = val else: self.data[:, key] = value.flatten() def __iter__(self): return self.data.T.__iter__() def __eq__(self, other): if not hasattr(other, "shape") or self.shape != other.shape: return False if isinstance(other, self.__class__): fac = other.data else: fac = other return np.allclose(self.data, fac) def __ne__(self, other): return not self == other def __copy__(self): return sampleList(self.data) def __deepcopy__(self, memo): return sampleList(copy(self.data, memo)) def __add__(self, other): if isinstance(other, self.__class__): RROMPyAssert(self.shape, other.shape, "Sample shape") fac = other.data else: fac = other return sampleList(self.data + fac) def __iadd__(self, other): self.data = (self + other).data return self def __sub__(self, other): if isinstance(other, self.__class__): RROMPyAssert(self.shape, other.shape, "Sample shape") fac = other.data else: fac = other return sampleList(self.data - fac) def __isub__(self, other): self.data = (self - other).data return self def __mul__(self, other): if isinstance(other, self.__class__): RROMPyAssert(self.shape, other.shape, "Sample shape") fac = other.data else: fac = other return sampleList(self.data * fac) def __imul__(self, other): self.data = (self * other).data return self def __truediv__(self, other): if isinstance(other, self.__class__): RROMPyAssert(self.shape, other.shape, "Sample shape") fac = other.data else: fac = other return sampleList(self.data / fac) def __idiv__(self, other): self.data = (self / other).data return self def __pow__(self, other): if isinstance(other, self.__class__): RROMPyAssert(self.shape, other.shape, "Sample shape") fac = other.data else: fac = other return sampleList(np.power(self.data, fac)) def __ipow__(self, other): self.data = (self ** other).data return self def __neg__(self): return sampleList(- self.data) def __pos__(self): return sampleList(self.data) def reset(self, size, dtype = np.complex): self.data = np.empty(size, dtype = dtype) self.data[:] = np.nan def append(self, items): if isinstance(items, self.__class__): fac = items.data else: fac = np.array(items, ndmin = 2) self.data = np.append(self.data, fac, axis = 1) def pop(self, idx = -1): self.data = np.delete(self.data, idx, axis = 1) def dot(self, other, sampleListOut : bool = True): from rrompy.utilities.numerical import dot if isinstance(other, self.__class__): other = other.data try: prod = dot(self.data, other) except: prod = dot(other.T, self.data.T).T if sampleListOut: prod = sampleList(prod) return prod diff --git a/rrompy/utilities/base/data_structures.py b/rrompy/utilities/base/data_structures.py index 75eca6b..344c04d 100644 --- a/rrompy/utilities/base/data_structures.py +++ b/rrompy/utilities/base/data_structures.py @@ -1,77 +1,81 @@ # 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 . # import os import time from rrompy.utilities.base.types import Any, DictAny, ListAny from rrompy.utilities.exception_manager import RROMPyWarning __all__ = ['findDictStrKey', 'purgeDict', 'purgeList'] def findDictStrKey(key:Any, keyList:ListAny): + """Find key in dictionary.""" for akey in keyList: if isinstance(key, str) and key.lower() == akey.lower(): return akey return None def purgeDict(dct:DictAny, allowedKeys : ListAny = [], silent : bool = False, complement : bool = False, dictname : str = "", baselevel : int = 0) -> DictAny: + """Purge unwanted keys from dictionary.""" if dictname != "": dictname = " in " + dictname dctcp = {} for key in dct.keys(): akey = findDictStrKey(key, allowedKeys) if (akey is None) != complement: if not silent: RROMPyWarning(("Ignoring key {0}{2} with value " "{1}.").format(key, dct[key], dictname), baselevel) else: if akey is None: akey = key dctcp[akey] = dct[key] return dctcp def purgeList(lst:ListAny, allowedEntries : ListAny = [], silent : bool = False, complement : bool = False, listname : str = "", baselevel : int = 0) -> ListAny: + """Purge unwanted keys from list.""" if listname != "": listname = " in " + listname lstcp = [] for x in lst: ax = findDictStrKey(x, allowedEntries) if (ax is None) != complement: if not silent: RROMPyWarning("Ignoring entry {0}{1}.".format(x, listname), baselevel) else: lstcp = lstcp + [ax] return lstcp def getNewFilename(prefix : str = "", extension : str = "dat", timestamp : bool = True) -> str: + """Get currently unused filename for file storage.""" extra = "" if timestamp: extra = time.strftime("_%y-%m-%d_%H:%M:%S", time.localtime()) filenameBase = "{}{}".format(prefix, extra) idx = 0 filename = filenameBase + ".{}".format(extension) while os.path.exists(filename): idx += 1 filename = filenameBase + "_{}.{}".format(idx, extension) return filename diff --git a/rrompy/utilities/base/verbosity_depth.py b/rrompy/utilities/base/verbosity_depth.py index db51c7d..18eaa8a 100644 --- a/rrompy/utilities/base/verbosity_depth.py +++ b/rrompy/utilities/base/verbosity_depth.py @@ -1,97 +1,99 @@ # 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 . # from copy import deepcopy as copy from datetime import datetime from rrompy.utilities.exception_manager import RROMPyException __all__ = ["verbosityDepth", "verbosityManager"] def getTimestamp() -> str: time = datetime.now().strftime("%H:%M:%S.%f") return "\x1b[42m{}\x1b[0m".format(time) def updateVerbosityCheckpoint(vctype:int) -> str: global RROMPy_verbosity_checkpoint, RROMPy_verbosity_buffer if "RROMPy_verbosity_checkpoint" not in globals(): RROMPy_verbosity_checkpoint = 0 RROMPy_verbosity_checkpoint += vctype if "RROMPy_verbosity_buffer" not in globals(): RROMPy_verbosity_buffer = "" if RROMPy_verbosity_checkpoint <= 0: buffer = copy(RROMPy_verbosity_buffer) del RROMPy_verbosity_buffer return buffer return None def getVerbosityDepth() -> int: global RROMPy_verbosity_depth if "RROMPy_verbosity_depth" not in globals(): return 0 return RROMPy_verbosity_depth def setVerbosityDepth(depth): global RROMPy_verbosity_depth if depth <= 0: if "RROMPy_verbosity_depth" in globals(): del RROMPy_verbosity_depth else: RROMPy_verbosity_depth = depth def verbosityDepth(vdtype:str, message:str, end : str = "\n", timestamp : bool = True): + """Manage console logging.""" global RROMPy_verbosity_depth, RROMPy_verbosity_checkpoint, \ RROMPy_verbosity_buffer assert isinstance(vdtype, str) vdtype = vdtype.upper() if vdtype not in ["INIT", "MAIN", "DEL"]: raise RROMPyException("Verbosity depth type not recognized.") if "RROMPy_verbosity_checkpoint" not in globals(): RROMPy_verbosity_checkpoint = 0 if vdtype == "INIT": if "RROMPy_verbosity_depth" not in globals(): setVerbosityDepth(1) else: setVerbosityDepth(RROMPy_verbosity_depth + 1) assert "RROMPy_verbosity_depth" in globals() out = "{} ".format(getTimestamp()) if timestamp else "" out += "│" * (RROMPy_verbosity_depth - 1) if vdtype == "INIT": out += "┌" elif vdtype == "MAIN": out += "├" else: #if vdtype == "DEL": setVerbosityDepth(RROMPy_verbosity_depth - 1) out += "└" from rrompy.utilities.parallel import poolRank, poolSize, masterCore if message != "" and masterCore(): if RROMPy_verbosity_checkpoint and poolSize() > 1: poolrk = "{{\x1b[34m{}\x1b[0m}}".format(poolRank()) else: poolrk = "" msg = "{}{}{}{}".format(out, poolrk, message, end) if RROMPy_verbosity_checkpoint: assert "RROMPy_verbosity_buffer" in globals() RROMPy_verbosity_buffer += msg else: print(msg, end = "", flush = True) return def verbosityManager(object, vdtype:str, message:str, vlvl : int = 0, end : str = "\n"): + """Manage console logging based on object verbosity level.""" if object.verbosity >= vlvl: return verbosityDepth(vdtype, message, end, object.timestamp) diff --git a/rrompy/utilities/expression/expression_evaluator.py b/rrompy/utilities/expression/expression_evaluator.py index fa20fa6..0457c9b 100644 --- a/rrompy/utilities/expression/expression_evaluator.py +++ b/rrompy/utilities/expression/expression_evaluator.py @@ -1,125 +1,136 @@ # 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 . # from numbers import Number import numpy as np from copy import deepcopy as copy from .keys import (expressionKeysUnary, expressionKeysUnaryParam, expressionKeysBinary, expressionKeysBinaryParam) from rrompy.utilities.base.types import Tuple, TupleAny, paramList from rrompy.utilities.exception_manager import RROMPyException from rrompy.sampling.sample_list import sampleList from rrompy.parameter.parameter_list import parameterList, checkParameterList __all__ = ["expressionEvaluator"] def manageNotExpression(expr): if isinstance(expr, (str,)) and expr == "x": return None elif isinstance(expr, (Number,)): return expr elif isinstance(expr, (parameterList, sampleList)): return expr.data else: try: return np.array(expr) except: raise RROMPyException(("Expression '{}' not " "recognized.").format(expr)) from None def expressionEvaluator(expr:TupleAny, x:paramList, force_shape : Tuple[int] = None): + """ + Evaluate expression object by plugging in values of x. An expression object + is a tuple containing numbers and/or keywords representing variables + and operands. + Examples: + * exp(-.5*x_0) -> ('exp', ('x', '()', 0, '*', -.5)) + * -x_1+x_1^2*x_0 -> ('x', '()', 1, '*', -1., '+', ('x', '()', 1), + '**', 2., '*', ('x', '()', 0)) + * 10^(prod(x^2)) -> (10., "**", ("prod", {"axis" : 1}, + ("data", "x", "**", 2))) + """ if not isinstance(x, (parameterList,)): x = checkParameterList(x) exprSimp = [None] * len(expr) for j, ex in enumerate(expr): if isinstance(ex, (tuple,)): exprSimp[j] = expressionEvaluator(ex, x) else: exprSimp[j] = ex z, zc = None, None pile, pilePars = [], [] j = -1 while j + 1 < len(exprSimp): j += 1 ex = exprSimp[j] if not isinstance(ex, (np.ndarray, parameterList, list, tuple,)): if ex in expressionKeysUnary.keys(): pile = pile + [ex] pilePars = pilePars + [None] continue if ex in expressionKeysUnaryParam.keys(): pile = pile + [ex] j += 1 if j >= len(exprSimp) or not isinstance(exprSimp[j], (dict,)): raise RROMPyException(("Parameters missing for unary " "operand '{}'.").format(ex)) pilePars = pilePars + [exprSimp[j]] continue if ex in expressionKeysBinary.keys(): if len(pile) > 0 or z is None or zc is not None: raise RROMPyException(("Binary operand '{}' must follow " "numerical expression.").format(ex)) zc = copy(z) pile = pile + [ex] pilePars = pilePars + [None] continue if ex in expressionKeysBinaryParam.keys(): if len(pile) > 0 or z is None or zc is not None: raise RROMPyException(("Binary operand '{}' must follow " "numerical expression.").format(ex)) zc = copy(z) pile = pile + [ex] j += 1 if j >= len(exprSimp) or not isinstance(exprSimp[j], (dict,)): raise RROMPyException(("Parameters missing for binary " "operand '{}'.").format(ex)) pilePars = pilePars + [exprSimp[j]] continue z = manageNotExpression(ex) if z is None: z = checkParameterList(x, return_data = True) if len(pile) > 0: for pl, plp in zip(pile[::-1], pilePars[::-1]): if zc is None: if plp is None: z = expressionKeysUnary[pl](z) else: z = expressionKeysUnaryParam[pl](z, plp) else: if plp is None: z = expressionKeysBinary[pl](zc, z) else: z = expressionKeysBinaryParam[pl](zc, z, plp) zc, pile, pilePars = None, [], [] if len(pile) > 0: raise RROMPyException(("Missing numerical expression feeding into " "'{}'.").format(pile[-1])) if force_shape is not None: if hasattr(z, "__len__") and len(z) > 1: if isinstance(z, (parameterList, sampleList)): z = z.data if isinstance(z, (list, tuple,)): z = np.array(z) if z.size == np.prod(force_shape): z = np.reshape(z, force_shape) else: zdim = len(z.shape) if z.shape != force_shape[: zdim]: raise RROMPyException(("Error in reshaping result: shapes " "{} and {} not compatible.").format( z.shape, force_shape)) else: z = np.tile(z, [1] * zdim + force_shape[zdim :]) else: if hasattr(z, "__len__"): z = z[0] z = z * np.ones(force_shape) return z diff --git a/rrompy/utilities/numerical/__init__.py b/rrompy/utilities/numerical/__init__.py index ab129d8..b5ea8ad 100644 --- a/rrompy/utilities/numerical/__init__.py +++ b/rrompy/utilities/numerical/__init__.py @@ -1,42 +1,43 @@ # 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 . # from .compress_matrix import compressMatrix from .halton import haltonGenerate from .kroneckerer import kroneckerer from .low_discrepancy import lowDiscrepancy -from .point_matching import pointMatching, rationalFunctionMatching, potential +from .point_matching import pointMatching, rationalFunctionMatching +from .potential import potential from .pseudo_inverse import pseudoInverse from .quadrature_points import quadraturePointsGenerate from .sobol import sobolGenerate from .tensor_la import dot, solve __all__ = [ 'compressMatrix', 'haltonGenerate', 'kroneckerer', 'lowDiscrepancy', 'pointMatching', 'rationalFunctionMatching', 'potential', 'pseudoInverse', 'quadraturePointsGenerate', 'sobolGenerate', 'dot', 'solve' ] diff --git a/rrompy/utilities/numerical/compress_matrix.py b/rrompy/utilities/numerical/compress_matrix.py index 76fe175..09ff210 100644 --- a/rrompy/utilities/numerical/compress_matrix.py +++ b/rrompy/utilities/numerical/compress_matrix.py @@ -1,38 +1,39 @@ # 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 . # import numpy as np from rrompy.utilities.numerical.tensor_la import dot from rrompy.utilities.base.types import Np2D, Tuple, HFEng __all__ = ["compressMatrix"] def compressMatrix(A:Np2D, tol : float = 0., HFEngine : HFEng = None, is_state : bool = True) -> Tuple[Np2D, Np2D, float]: + """Compress matrix by SVD.""" if HFEngine is None or not is_state: U, s, _ = np.linalg.svd(A.T.conj().dot(A)) else: U, s, _ = np.linalg.svd(HFEngine.innerProduct(A, A, is_state = is_state)) remove = np.where(s < tol * s[0])[0] ncut = len(s) if len(remove) == 0 else remove[0] sums = np.sum(s) s = s[: ncut] ** .5 R = (U[:, : ncut].conj() * s).T U = dot(A, U[:, : ncut] * s ** -1.) return U, R, 1. - np.linalg.norm(s) / sums diff --git a/rrompy/utilities/numerical/marginalize_poly_list.py b/rrompy/utilities/numerical/marginalize_poly_list.py index 48fc089..27979cf 100644 --- a/rrompy/utilities/numerical/marginalize_poly_list.py +++ b/rrompy/utilities/numerical/marginalize_poly_list.py @@ -1,79 +1,80 @@ # 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 . # import numpy as np from scipy.sparse import csr from rrompy.utilities.base.types import Np1D, Np2D, ListAny from rrompy.utilities.base import freepar as fp from .hash_derivative import (hashDerivativeToIdx as hashD, hashIdxToDerivative as hashI) from rrompy.parameter import checkParameter __all__ = ['marginalizePolyList'] def marginalizePolyList(objs:ListAny, marginalVals : Np1D = [fp], zeroObj : Np2D = 0., recompress : bool = True) -> ListAny: + """Marginalize out variable in list of polynomials.""" res = [] freeLocations = [] fixedLocations = [] muFixed = [] if not hasattr(marginalVals, "__len__"): marginalVals = [marginalVals] for i, m in enumerate(marginalVals): if m == fp: freeLocations += [i] else: fixedLocations += [i] muFixed += [m] muFixed = checkParameter(muFixed, len(fixedLocations), return_data = True) if zeroObj == "auto": if isinstance(objs[0], np.ndarray): zeroObj = np.zeros_like(objs[0]) elif isinstance(objs[0], csr.csr_matrix): d = objs[0].shape[0] zeroObj = csr.csr_matrix(([], [], np.zeros(d + 1)), shape = objs[0].shape, dtype = objs[0].dtype) else: zeroObj = 0. for j, obj in enumerate(objs): derjBase = hashI(j, len(marginalVals)) jNew = hashD([derjBase[i] for i in freeLocations]) derjFixed = [derjBase[i] for i in fixedLocations] obj = np.prod(muFixed ** derjFixed) * obj if jNew >= len(res): for _ in range(len(res), jNew): res += [zeroObj] res += [obj] else: res[jNew] = res[jNew] + obj if recompress: for re in res[::-1]: try: if isinstance(re, np.ndarray): iszero = np.allclose(re, zeroObj, atol = 2 * np.finfo(re.dtype).eps) elif isinstance(re, csr.csr_matrix): iszero = re.nnz == 0 else: break if not iszero: break except: break res.pop() return res diff --git a/rrompy/utilities/numerical/number_theory.py b/rrompy/utilities/numerical/number_theory.py deleted file mode 100644 index cc728ab..0000000 --- a/rrompy/utilities/numerical/number_theory.py +++ /dev/null @@ -1,70 +0,0 @@ -# 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 . -# - -import numpy as np - -__all__ = ['squareResonances'] - -prime_v = [] - -def squareResonances(a:int, b:int, zero_terms : bool = True): - spectrum = [] - a = max(int(np.floor(a)), 0) - b = max(int(np.ceil(b)), 0) - global prime_v - if len(prime_v) == 0: - prime_v = [2, 3] - if a > prime_v[-1]: - for i in range(prime_v[-1], a, 2): - getLowestPrimeFactor(i) - for i in range(a, b + 1): - spectrum = spectrum + [i] * countSquareSums(i, zero_terms) - return np.array(spectrum) - -def getLowestPrimeFactor(n:int): - global prime_v - for x in prime_v: - if n % x == 0: - return x - if prime_v[-1] < n: - prime_v = prime_v + [n] - return n - -def primeFactorize(n:int): - factors = [] - number = n - while number > 1: - factor = getLowestPrimeFactor(number) - factors.append(factor) - number = int(number / factor) - if n < -1: - factors[0] = -factors[0] - return list(factors) - -def countSquareSums(n:int, zero_terms : bool = True): - if n < 2: return (n + 1) * zero_terms - factors = primeFactorize(n) - funique, fcounts = np.unique(factors, return_counts = True) - count = 1 - for fac, con in zip(funique, fcounts): #using number theory magic - if fac % 4 == 1: - count = count * (con + 1) - elif fac % 4 == 3 and con % 2 == 1: - return 0 - return count + (2 * zero_terms - 1) * (int(n ** .5) ** 2 == n) - diff --git a/rrompy/utilities/numerical/point_matching.py b/rrompy/utilities/numerical/point_matching.py index 2562ceb..741e6be 100644 --- a/rrompy/utilities/numerical/point_matching.py +++ b/rrompy/utilities/numerical/point_matching.py @@ -1,150 +1,127 @@ # 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 . # -import warnings import numpy as np from scipy.optimize import linear_sum_assignment as LSA from rrompy.utilities.base.types import Tuple, List, ListAny, Np1D, Np2D, HFEng -from rrompy.utilities.exception_manager import (RROMPyException, RROMPyWarning, - RROMPyAssert) +from rrompy.utilities.exception_manager import RROMPyAssert -__all__ = ['pointMatching', 'rationalFunctionMatching', 'potential', - 'angleTable', 'chordalMetricTable', 'chordalMetricAdjusted'] +__all__ = ['pointMatching', 'rationalFunctionMatching', 'angleTable', + 'chordalMetricTable', 'chordalMetricAdjusted'] def pointMatching(distanceMatrix:Np2D) -> Tuple[Np1D, Np1D]: return LSA(distanceMatrix) def rationalFunctionMatching(poles:List[Np1D], coeffs:List[Np2D], - featPts:Np2D, matchingWeight:float, - matchingMode:str, supps:ListAny, projMat:Np2D, - HFEngine : HFEng = None, is_state : bool = True) \ + featPts:Np2D, matchingWeight:float, supps:ListAny, + projMat:Np2D, HFEngine : HFEng = None, + is_state : bool = True, root : int = None) \ -> Tuple[List[Np1D], List[Np2D]]: + """ + Match poles and residues of a set of rational functions. + + Args: + poles: List of (lists of) poles. + coeffs: List of (lists of) residues. + featPts: Marginal parameters corresponding to rational models. + matchingWeight: Matching weight in distance computation. + supps: Support indices for projection matrix. + projMat: Projection matrix for residues. + HFEngine(optional): Engine for distance evaluation. Defaults to None, + i.e. Euclidean metric. + is_state(optional): Whether residues are of system state. Defaults to + True. + root(optional): Root of search tree. Defaults to None, i.e. + automatically chosen. + + Returns: + Matched list of (lists of) poles and list of (lists of) residues. + """ M, N = len(featPts), len(poles[0]) RROMPyAssert(len(poles), M, "Number of rational functions to be matched") RROMPyAssert(len(coeffs), M, "Number of rational functions to be matched") if M <= 1: return poles, coeffs - matchingMode = matchingMode.upper().strip().replace(" ", "") - if matchingMode != "NONE": - if matchingMode[: 5] != "SHIFT": - raise RROMPyException("Prescribed matching mode not recognized.") - if "-" in matchingMode: - shiftdeg = int(matchingMode.split("-")[-1]) - else: - shiftdeg = 1 - if matchingMode == "SHIFT": - avg = [np.mean(pls[np.logical_not(np.isinf(pls))]) for pls in poles] - with warnings.catch_warnings(): - from rrompy.utilities.poly_fitting.polynomial import ( - PolynomialInterpolator as PI) - for deg in range(shiftdeg, 0, -1): - try: - shift = PI() - shift.setupByInterpolation(featPts, np.array(avg), deg, - verbose = False) - break - except: pass - else: - shift = lambda _: np.mean(avg) - else: #if matchingMode == "NONE": - shift = lambda _: 0. featDist = np.sum(np.abs(np.repeat(featPts, M, 0) - np.tile(featPts, [M, 1])), axis = 1) free = list(range(M)) - fixed = [free.pop(np.argpartition(featDist, M)[M] % M)] + if root is None: #start from sample points closest to each other + root = np.argpartition(featDist, M)[M] % M + fixed = [free.pop(root)] featDist = featDist.reshape(M, M) for j in range(M - 1, 0, -1): + #find closest point idx = np.argmin(featDist[np.ix_(fixed, free)].flatten()) Ifix = fixed[idx // j] fixed += [free.pop(idx % j)] Ifree = fixed[-1] - plsfix = poles[Ifix] - plsfree = (poles[Ifree] + shift([featPts[Ifix]]) - - shift([featPts[Ifree]])) + plsfix, plsfree = poles[Ifix], poles[Ifree] resfix, resfree = None, None if matchingWeight != 0: resfix, resfree = coeffs[Ifix][: N].T, coeffs[Ifree][: N].T if isinstance(projMat, (np.ndarray,)): suppfix, suppfree = supps[Ifix], supps[Ifree] resfix = projMat[:, suppfix : suppfix + len(resfix)].dot( resfix) resfree = projMat[:, suppfree : suppfree + len(resfree)].dot( resfree) + #build assignment distance matrix distj = chordalMetricAdjusted(plsfix, plsfree, matchingWeight, resfix, resfree, HFEngine, is_state) reordering = pointMatching(distj)[1] poles[Ifree] = poles[Ifree][reordering] coeffs[Ifree][: N] = coeffs[Ifree][reordering] return poles, coeffs -def potential(x:Np1D, foci : Tuple[float, float] = [- 1., 1.]) -> Np1D: - mu0 = np.mean(foci) - musig = foci[0] - mu0 - isInf = np.isinf(x) - dist = np.empty(len(x)) - dist[isInf] = np.inf - xEffR = x[np.logical_not(isInf)] - mu0 - if np.isclose(musig, 0.): - if foci[0] != foci[1]: - RROMPyWarning("Collapsing different but numerically equal foci.") - dist[np.logical_not(isInf)] = np.abs(xEffR) - else: - xEffR /= musig - bernEff = (xEffR ** 2. - 1) ** .5 - dist[np.logical_not(isInf)] = np.max(np.vstack(( - np.abs(xEffR + bernEff), np.abs(xEffR - bernEff) - )), axis = 0) - return dist - def angleTable(X:Np2D, Y:Np2D, HFEngine : HFEng = None, is_state : bool = True, radius : float = None) -> Np2D: if HFEngine is None: innerT = np.real(Y.T.conj().dot(X)) norm2X = np.sum(np.abs(X) ** 2., axis = 0) norm2Y = np.sum(np.abs(Y) ** 2., axis = 0) else: innerT = np.real(HFEngine.innerProduct(X, Y, is_state = is_state)) norm2X = HFEngine.norm(X, is_state = is_state) ** 2. norm2Y = HFEngine.norm(Y, is_state = is_state) ** 2. xInf = np.where(np.isclose(norm2X, 0.))[0] yInf = np.where(np.isclose(norm2Y, 0.))[0] if radius is None: radius = np.mean(norm2Y) ** .5 dist2T = (np.tile(norm2Y.reshape(-1, 1), len(norm2X)) + norm2X.reshape(1, -1) - 2 * innerT) dist2T[:, xInf], dist2T[yInf, :] = 1., 1. dist2T[np.ix_(yInf, xInf)] = 0. dist2T[dist2T < 0.] = 0. return radius * ((dist2T / (norm2X + radius ** 2.)).T / (norm2Y + radius ** 2.)) ** .5 def chordalMetricTable(x:Np1D, y:Np1D, radius : float = 1.) -> Np2D: x, y = np.array(x), np.array(y) xInf, yInf = np.where(np.isinf(x))[0], np.where(np.isinf(y))[0] x[xInf], y[yInf] = 0., 0. distT = np.abs(np.tile(y.reshape(-1, 1), len(x)) - x.reshape(1, -1)) distT[:, xInf], distT[yInf, :] = 1., 1. distT[np.ix_(yInf, xInf)] = 0. return radius * ((distT / (np.abs(x) ** 2. + radius ** 2.) ** .5).T / (np.abs(y) ** 2. + radius ** 2.) ** .5) def chordalMetricAdjusted(x:Np1D, y:Np1D, w : float = 0, X : Np2D = None, Y : Np2D = None, HFEngine : HFEng = None, is_state : bool = True) -> Np2D: dist = chordalMetricTable(x, y) if w == 0: return dist distAdj = angleTable(X, Y, HFEngine, is_state) return (dist + w * distAdj) / (1. + w) diff --git a/rrompy/utilities/numerical/potential.py b/rrompy/utilities/numerical/potential.py new file mode 100644 index 0000000..c96f0bf --- /dev/null +++ b/rrompy/utilities/numerical/potential.py @@ -0,0 +1,44 @@ +# 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 . +# + +import numpy as np +from rrompy.utilities.base.types import Tuple, Np1D +from rrompy.utilities.exception_manager import RROMPyWarning + +__all__ = ['potential'] + +def potential(x:Np1D, foci : Tuple[float, float] = [- 1., 1.]) -> Np1D: + """Evaluation of complex potential for ellipses or line segments.""" + mu0 = np.mean(foci) + musig = foci[0] - mu0 + isInf = np.isinf(x) + dist = np.empty(len(x)) + dist[isInf] = np.inf + xEffR = x[np.logical_not(isInf)] - mu0 + if np.isclose(musig, 0.): + if foci[0] != foci[1]: + RROMPyWarning("Collapsing different but numerically equal foci.") + dist[np.logical_not(isInf)] = np.abs(xEffR) + else: + xEffR /= musig + bernEff = (xEffR ** 2. - 1) ** .5 + dist[np.logical_not(isInf)] = np.max(np.vstack(( + np.abs(xEffR + bernEff), np.abs(xEffR - bernEff) + )), axis = 0) + return dist + diff --git a/rrompy/utilities/numerical/rayleigh_quotient_iteration.py b/rrompy/utilities/numerical/rayleigh_quotient_iteration.py deleted file mode 100644 index e395918..0000000 --- a/rrompy/utilities/numerical/rayleigh_quotient_iteration.py +++ /dev/null @@ -1,40 +0,0 @@ -# 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 . -# - -import numpy as np -from rrompy.utilities.base.types import Np1D, Np2D, DictAny -from .tensor_la import dot, solve - -__all__ = ['rayleighQuotientIteration'] - -def rayleighQuotientIteration(A:Np2D, v0:Np1D, M:Np2D, solver:callable, - solverArgs:DictAny, sigma : float = 0., - nIterP : int = 10, nIterR : int = 10) -> float: - nIterP = min(nIterP, len(v0) // 2) - nIterR = min(nIterR, (len(v0) + 1) // 2) - v0 /= dot(dot(M, v0).T, v0.conj()) ** .5 - for j in range(nIterP): - v0 = solve(A - sigma * M, dot(M, v0), solver, solverArgs) - v0 /= dot(dot(M, v0).T, v0.conj()) ** .5 - l0 = dot(A.dot(v0).T, v0.conj()) - for j in range(nIterR): - v0 = solve(A - l0 * M, dot(M, v0), solver, solverArgs) - v0 /= dot(dot(M, v0).T, v0.conj()) ** .5 - l0 = dot(A.dot(v0).T, v0.conj()) - if np.isnan(l0): l0 = np.finfo(float).eps - return np.abs(l0) diff --git a/rrompy/utilities/numerical/tensor_la.py b/rrompy/utilities/numerical/tensor_la.py index 5b13d7c..efb57e3 100644 --- a/rrompy/utilities/numerical/tensor_la.py +++ b/rrompy/utilities/numerical/tensor_la.py @@ -1,48 +1,50 @@ # 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 . # import numpy as np from numbers import Number from rrompy.sampling.sample_list import sampleList from rrompy.parameter.parameter_list import parameterList __all__ = ['dot', 'solve'] def dot(u, v): + """A * b.""" if isinstance(u, Number) or isinstance(v, Number): return u * v if isinstance(u, (parameterList, sampleList)): u = u.data if isinstance(v, (parameterList, sampleList)): v = v.data if u.shape[-1] == v.shape[0]: if isinstance(u, np.ndarray): return np.tensordot(u, v, 1) else: return u.dot(v) M = u.shape[-1] N = v.shape[0] // M rshape = u.shape[: -2] + (N * u.shape[-2],) + v.shape[1 :] return u.dot(v.reshape(M, -1)).reshape(rshape) def solve(A, b, solver, kwargs): + """A \ b.""" if isinstance(A, Number): return b / A if isinstance(A, (parameterList, sampleList)): A = A.data if isinstance(b, (parameterList, sampleList)): b = b.data if A.shape[-1] == b.shape[0]: return solver(A, b, kwargs) M = A.shape[-1] N = b.shape[0] // M rshape = A.shape[: -2] + (N * A.shape[-2],) + b.shape[1 :] return solver(A, b.reshape(M, -1), kwargs).reshape(rshape) diff --git a/rrompy/utilities/poly_fitting/heaviside/heaviside_interpolator.py b/rrompy/utilities/poly_fitting/heaviside/heaviside_interpolator.py index 51c429c..a9e4d5c 100644 --- a/rrompy/utilities/poly_fitting/heaviside/heaviside_interpolator.py +++ b/rrompy/utilities/poly_fitting/heaviside/heaviside_interpolator.py @@ -1,72 +1,73 @@ # 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 . # import numpy as np from copy import deepcopy as copy from rrompy.utilities.base.types import (List, ListAny, DictAny, Np1D, paramList, interpEng) from rrompy.utilities.base import freepar as fp from rrompy.utilities.poly_fitting.polynomial.polynomial_interpolator import ( PolynomialInterpolator) from rrompy.utilities.poly_fitting.polynomial.roots import polyroots from .val import polyval from .heaviside_to_from_affine import affine2heaviside from .heaviside_to_from_rational import heaviside2rational, rational2heaviside from rrompy.utilities.exception_manager import RROMPyAssert __all__ = ['HeavisideInterpolator'] class HeavisideInterpolator(PolynomialInterpolator): + """Rational function class in Heaviside form. Only in 1D.""" def __init__(self, other = None): if other is None: return self.poles = other.poles super().__init__(other) def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): return polyval(mu, self.coeffs, self.poles, self.polybasis) def __copy__(self): return HeavisideInterpolator(self) def __deepcopy__(self, memo): other = HeavisideInterpolator() other.poles, other.coeffs, other.npar, other.polybasis = copy( (self.poles, self.coeffs, self.npar, self.polybasis), memo) return other def setupFromAffine(self, As:ListAny, bs:ListAny, jSupp : int = 1): self.coeffs, self.poles, self.polybasis = affine2heaviside(As, bs, jSupp) def setupFromRational(self, num:interpEng, den:interpEng, murange : Np1D = np.array([-1., 1.]), scl : Np1D = None, parameterMap : DictAny = 1.): self.coeffs, self.poles, self.polybasis = rational2heaviside(num, den, murange, scl, parameterMap) def roots(self, marginalVals : ListAny = [fp], murange : Np1D = None, parameterMap : DictAny = 1.): RROMPyAssert(self.shape, (1,), "Shape of output") RROMPyAssert(marginalVals, [fp], "Marginal values") basisN = self.polybasis.split("_")[0] coeffsN = heaviside2rational(self.coeffs, self.poles, murange, basisN, parameterMap = parameterMap)[0] return polyroots(coeffsN, basisN) diff --git a/rrompy/utilities/poly_fitting/heaviside/heaviside_manipulation.py b/rrompy/utilities/poly_fitting/heaviside/heaviside_manipulation.py index bfdd2de..75201d4 100644 --- a/rrompy/utilities/poly_fitting/heaviside/heaviside_manipulation.py +++ b/rrompy/utilities/poly_fitting/heaviside/heaviside_manipulation.py @@ -1,40 +1,41 @@ # 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 . # import numpy as np from rrompy.utilities.base.types import Np1D, Np2D, List, Tuple __all__ = ['heavisideUniformShape'] def heavisideUniformShape(poles:List[Np1D], residues:List[Np2D]) \ -> Tuple[List[Np1D], List[Np2D]]: + """Add fictitious poles at inf to make rational functions of same size.""" NEff = max([len(pls) for pls in poles]) for j in range(len(poles)): dN = NEff - len(poles[j]) if dN > 0: residues[j] = np.vstack((residues[j][: len(poles[j])], np.zeros((dN, residues[j].shape[1])), residues[j][len(poles[j]) :])) poles[j] = np.append(poles[j], [np.inf] * dN) cEff = max([len(cfs) for cfs in residues]) for j in range(len(residues)): dc = cEff - len(residues[j]) if dc > 0: residues[j] = np.vstack((residues[j], np.zeros((dc, residues[j].shape[1])))) return poles, residues diff --git a/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py b/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py index 96a2d90..35b57c7 100644 --- a/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py +++ b/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py @@ -1,91 +1,92 @@ # 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 . # from copy import deepcopy as copy import numpy as np from collections.abc import Iterable from rrompy.utilities.base.types import List, ListAny, Np1D, Np2D, paramList from rrompy.utilities.poly_fitting.interpolator import GenericInterpolator from .val import polyval from rrompy.utilities.numerical import dot from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import checkParameterList __all__ = ['NearestNeighborInterpolator'] class NearestNeighborInterpolator(GenericInterpolator): + """Function class with setup by nearest neighbor interpolation.""" def __init__(self, other = None): if other is None: return self.support = other.support self.coeffsLocal = other.coeffsLocal self.nNeighbors = other.nNeighbors self.directionalWeights = other.directionalWeights self.npar = other.npar @property def shape(self): sh = self.coeffsLocal.shape[1 :] if self.coeffsLocal.ndim > 1 else 1 return sh def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): if der is not None and np.sum(der) > 0: return np.zeros(self.coeffsLocal.shape[1 :] + (len(mu),)) return polyval(mu, self.coeffsLocal, self.support, self.nNeighbors, self.directionalWeights) def __copy__(self): return NearestNeighborInterpolator(self) def __deepcopy__(self, memo): other = NearestNeighborInterpolator() (other.support, other.coeffsLocal, other.nNeighbors, other.directionalWeights, other.npar) = copy((self.support, self.coeffsLocal, self.nNeighbors, self.directionalWeights, self.npar), memo) return other def postmultiplyTensorize(self, A:Np2D): RROMPyAssert(A.shape[0], self.shape[-1], "Shape of output") self.coeffsLocal = dot(self.coeffsLocal, A) def pad(self, nleft : List[int] = None, nright : List[int] = None): if nleft is None: nleft = [0] * len(self.shape) if nright is None: nright = [0] * len(self.shape) if not isinstance(nleft, Iterable): nleft = [nleft] if not isinstance(nright, Iterable): nright = [nright] RROMPyAssert(len(self.shape), len(nleft), "Shape of output") RROMPyAssert(len(self.shape), len(nright), "Shape of output") padwidth = [(0, 0)] + [(l, r) for l, r in zip(nleft, nright)] self.coeffsLocal = np.pad(self.coeffsLocal, padwidth, "constant", constant_values = (0., 0.)) def setupByInterpolation(self, support:paramList, values:ListAny, nNeighbors : int = 1, directionalWeights : Np1D = None): support = checkParameterList(support) RROMPyAssert(len(support), len(values), "Number of support values") self.support = copy(support) self.npar = support.shape[1] self.coeffsLocal = values self.nNeighbors = max(1, nNeighbors) if directionalWeights is None: directionalWeights = [1.] * self.npar self.directionalWeights = np.array(directionalWeights) RROMPyAssert(len(support), len(values), "Number of support points") return True, None diff --git a/rrompy/utilities/poly_fitting/piecewise_linear/base.py b/rrompy/utilities/poly_fitting/piecewise_linear/base.py index eb9dd52..ae5b6cd 100644 --- a/rrompy/utilities/poly_fitting/piecewise_linear/base.py +++ b/rrompy/utilities/poly_fitting/piecewise_linear/base.py @@ -1,47 +1,47 @@ # 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 . # import numpy as np from rrompy.utilities.base.types import Np1D, Tuple from rrompy.utilities.exception_manager import RROMPyException __all__ = ['sparsekinds', 'sparseMap'] sparsekinds = ["PIECEWISE_LINEAR_" + k for k in ["UNIFORM", "CLENSHAWCURTIS"]] def centerNormalize(x:Np1D, lims:Tuple[np.complex, np.complex], forward : bool = True) -> Np1D: - """forward: X([-1, 1]) -> X(lims)""" + """If forward, x in [-1, 1] -> y in lims. Otherwise, the opposite.""" center, width = .5 * (lims[0] + lims[-1]), .5 * (lims[-1] - lims[0]) if forward: return width * x + center return np.real((x - center) / width) def sparseMap(x:Np1D, lims:Tuple[np.complex, np.complex], kind:str, forward : bool = True) -> Np1D: - """forward: U([-1, 1]) -> lims""" + """If forward, x in [-1, 1] -> y in lims. Otherwise, the opposite.""" kind = kind.upper().strip().replace(" ", "").split("_")[-1].split("-")[0] if kind == "UNIFORM": return centerNormalize(x, lims, forward) elif kind == "CLENSHAWCURTIS": if forward: x0 = np.cos(.5 * np.pi * (1. - x)) return centerNormalize(x0, lims, forward) x0 = centerNormalize(x, lims, forward) return 1. - 2. / np.pi * np.arccos(np.clip(x0, -1., 1.)) else: raise RROMPyException("Sparse map kind not recognized.") diff --git a/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py b/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py index 4347d79..01000df 100644 --- a/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py +++ b/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py @@ -1,97 +1,101 @@ # 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 . # from copy import deepcopy as copy import numpy as np from scipy.linalg import solve_triangular from collections.abc import Iterable from rrompy.utilities.base.types import List, ListAny, Np1D, Np2D, paramList from rrompy.utilities.poly_fitting.interpolator import GenericInterpolator from .kernel import vander, val from rrompy.utilities.numerical import dot from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert from rrompy.parameter import checkParameterList __all__ = ['PiecewiseLinearInterpolator'] class PiecewiseLinearInterpolator(GenericInterpolator): + """ + Function class with setup by piecewise linear interpolation. Only on sparse + grids. + """ def __init__(self, other = None): if other is None: return self.support = other.support self.lims = other.lims self.coeffs = other.coeffs self.depths = other.depths self.npar = other.npar self.kind = other.kind @property def shape(self): sh = self.coeffs.shape[1 :] if self.coeffs.ndim > 1 else 1 return sh def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): if der is not None and np.sum(der) > 0: raise RROMPyException(("Cannot take derivatives of piecewise " "linear function.")) return val(mu, self.coeffs, self.support, self.depths, self.kind, self.lims) def __copy__(self): return PiecewiseLinearInterpolator(self) def __deepcopy__(self, memo): other = PiecewiseLinearInterpolator() (other.support, other.lims, other.coeffs, other.depths, other.npar, other.kind) = copy((self.support, self.lims, self.coeffs, self.depths, self.npar, self.kind), memo) return other def postmultiplyTensorize(self, A:Np2D): RROMPyAssert(A.shape[0], self.shape[-1], "Shape of output") self.coeffs = dot(self.coeffs, A) def pad(self, nleft : List[int] = None, nright : List[int] = None): if nleft is None: nleft = [0] * len(self.shape) if nright is None: nright = [0] * len(self.shape) if not isinstance(nleft, Iterable): nleft = [nleft] if not isinstance(nright, Iterable): nright = [nright] RROMPyAssert(len(self.shape), len(nleft), "Shape of output") RROMPyAssert(len(self.shape), len(nright), "Shape of output") padwidth = [(0, 0)] + [(l, r) for l, r in zip(nleft, nright)] self.coeffs = np.pad(self.coeffs, padwidth, "constant", constant_values = (0., 0.)) padwidth = [(0, 0)] * (self.npar - 1) + padwidth def setupByInterpolation(self, support:paramList, values:ListAny, lims:paramList, depths:Np2D, kind : str = "PIECEWISE_LINEAR_UNIFORM"): support = checkParameterList(support) RROMPyAssert(len(support), len(values), "Number of support values") self.support = copy(support) self.npar = support.shape[1] lims = checkParameterList(lims, self.npar) self.lims = copy(lims) self.depths = copy(depths) self.kind = kind van = vander(support, depths, kind, lims) outDim = values.shape[1:] values = values.reshape(values.shape[0], -1) self.coeffs = solve_triangular(van, values, unit_diagonal = True, lower = True).reshape((len(support),) + outDim) diff --git a/rrompy/utilities/poly_fitting/polynomial/__init__.py b/rrompy/utilities/poly_fitting/polynomial/__init__.py index b1fab51..8b7b46c 100644 --- a/rrompy/utilities/poly_fitting/polynomial/__init__.py +++ b/rrompy/utilities/poly_fitting/polynomial/__init__.py @@ -1,49 +1,45 @@ # 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 . # from .base import (polybases, polyfitname, polydomcoeff) from .der import polyder from .val import polyval from .marginalize import polymarginalize from .vander import polyvander from .roots import polyroots -from .polynomial_algebra import (changePolyBasis, polyTimes, polyDivide, - polyTimesTable, vanderInvTable, blockDiagDer) +from .polynomial_algebra import changePolyBasis, polyTimes, polyDivide from .polynomial_interpolator import (PolynomialInterpolator, PolynomialInterpolatorNodal) __all__ = [ 'polybases', 'polyfitname', 'polydomcoeff', 'polyder', 'polyval', 'polymarginalize', 'polyvander', 'polyroots', 'changePolyBasis', 'polyTimes', 'polyDivide', - 'polyTimesTable', - 'vanderInvTable', - 'blockDiagDer', 'PolynomialInterpolator', 'PolynomialInterpolatorNodal' ] diff --git a/rrompy/utilities/poly_fitting/polynomial/marginalize.py b/rrompy/utilities/poly_fitting/polynomial/marginalize.py index 4d27854..0a45239 100644 --- a/rrompy/utilities/poly_fitting/polynomial/marginalize.py +++ b/rrompy/utilities/poly_fitting/polynomial/marginalize.py @@ -1,59 +1,60 @@ # 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 . # from copy import deepcopy as copy from numpy import array, polynomial as po from collections.abc import Iterable from .base import polybases from rrompy.utilities.base.types import Np1D, Np2D from rrompy.utilities.base import freepar as fp from rrompy.utilities.exception_manager import RROMPyAssert, RROMPyException __all__ = ['polymarginalize'] def polymarginalize(c:Np2D, basis:str, marginalVals : Np1D = [fp], nMarginal : int = None) -> Np1D: + """Marginalize out variable in polynomial.""" if not hasattr(c, "ndim"): c = array(c) ndim = c.ndim if not isinstance(marginalVals, Iterable): marginalVals = [marginalVals] marginalVals = list(marginalVals) if basis.upper() not in polybases: raise RROMPyException("Polynomial basis not recognized.") polyvalbase = {"CHEBYSHEV" : po.chebyshev.chebval, "LEGENDRE" : po.legendre.legval, "MONOMIAL" : po.polynomial.polyval}[basis.upper()] RROMPyAssert(ndim, len(marginalVals), "Marginalized variables") marginalDims = [] for j in range(len(marginalVals)): if marginalVals[j] == fp: marginalDims += [c.shape[j]] if nMarginal is not None and len(marginalDims) != nMarginal: raise RROMPyException(("Exactly {} 'freepar' entries in marginalVals " "must be provided.").format(nMarginal)) cEff = [copy(c)] for d in range(ndim): if marginalVals[d] != fp: for dj in range(len(cEff)): cEff[dj] = polyvalbase(marginalVals[d], cEff[dj], tensor = False) else: cEff2 = [] for dj in range(len(cEff)): cEff2 += list(cEff[dj]) cEff = copy(cEff2) return array(cEff).reshape(tuple(marginalDims)) diff --git a/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py b/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py index f08180f..fca3dad 100644 --- a/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py +++ b/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py @@ -1,142 +1,85 @@ # 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 . # import numpy as np from copy import deepcopy as copy -from rrompy.utilities.base.types import Np1D, Np2D, Tuple, List, interpEng +from rrompy.utilities.base.types import Np2D, Tuple from .vander import polyvander from rrompy.utilities.numerical import pseudoInverse -from rrompy.utilities.numerical.factorials import multifactorial -from rrompy.utilities.numerical.hash_derivative import ( - hashDerivativeToIdx as hashD, - hashIdxToDerivative as hashI) from rrompy.utilities.exception_manager import RROMPyException -__all__ = ['changePolyBasis', 'polyTimes', 'polyDivide', 'polyTimesTable', - 'vanderInvTable', 'blockDiagDer'] +__all__ = ['changePolyBasis', 'polyTimes', 'polyDivide'] def changePolyBasis(P:Np2D, dim : int = None, basis0 : str = "MONOMIAL", basisF : str = "MONOMIAL") -> Np2D: if basis0 == basisF: return P if dim is None: dim = P.ndim if basis0 != "MONOMIAL" and basisF != "MONOMIAL": return changePolyBasis(changePolyBasis(P, dim, basis0, "MONOMIAL"), dim, "MONOMIAL", basisF) basisD = basisF if basis0 == "MONOMIAL" else basis0 R = copy(P) N = np.max(P.shape[: dim]) - 1 vander = polyvander([0], N, basisD, [list(range(N + 1))]) if basis0 == "MONOMIAL": vander = pseudoInverse(vander) for j in range(dim): R = np.tensordot(vander, R, (-1, j)) return R def polyTimes(P:Np2D, Q:Np2D, dim : int = None, Pbasis : str = "MONOMIAL", Qbasis : str = "MONOMIAL", Rbasis : str = "MONOMIAL") -> Np2D: if not isinstance(P, (np.ndarray,)): P = np.array(P) if not isinstance(Q, (np.ndarray,)): Q = np.array(Q) P = changePolyBasis(P, dim, Pbasis, "MONOMIAL") Q = changePolyBasis(Q, dim, Qbasis, "MONOMIAL") if dim is None: dim = P.ndim if dim <= 0: return R = np.zeros([x + y - 1 for (x, y) in zip(P.shape[: dim], Q.shape[: dim])], dtype = P.dtype) if dim == 1: for j, Qj in enumerate(Q): R[j : j + len(P)] = R[j : j + len(P)] + Qj * P else: for j, Qj in enumerate(Q): for l, Pl in enumerate(P): R[j + l] = R[j + l] + polyTimes(Pl, Qj, dim - 1) return changePolyBasis(R, dim, "MONOMIAL", Rbasis) def polyDivide(P:Np2D, Q:Np2D, dim : int = None, Pbasis : str = "MONOMIAL", Qbasis : str = "MONOMIAL", Rbasis : str = "MONOMIAL") -> Tuple[Np2D, Np2D]: if not isinstance(P, (np.ndarray,)): P = np.array(P) if not isinstance(Q, (np.ndarray,)): Q = np.array(Q) P = changePolyBasis(P, dim, Pbasis, "MONOMIAL") Pc = copy(P) Q = changePolyBasis(Q, dim, Qbasis, "MONOMIAL") if dim is None: dim = P.ndim if dim <= 0: return R = np.zeros([x - y + 1 for (x, y) in zip(P.shape[: dim], Q.shape[: dim])], dtype = P.dtype) if dim == 1: for i in range(len(R) - 1, -1, -1): R[i] = Pc[-1] / Q[-1] Pc = Pc[: -1] for j, Qj in enumerate(Q[::-1]): if j > 0: Pc[-j] = Pc[-j] - R[i] * Qj else: raise RROMPyException(("Quotient of multivariate polynomials not " "supported.")) return (changePolyBasis(R, dim, "MONOMIAL", Rbasis), changePolyBasis(Pc, dim, "MONOMIAL", Rbasis)) - -def polyTimesTable(P:interpEng, mus:Np1D, reorder:List[int], - derIdxs:List[List[List[int]]], scl : Np1D = None) -> Np2D: - from .polynomial_interpolator import PolynomialInterpolator - if not isinstance(P, PolynomialInterpolator): - raise RROMPyException(("Polynomial to evaluate must be a polynomial " - "interpolator.")) - Pvals = [[0.] * len(derIdx) for derIdx in derIdxs] - for j, derIdx in enumerate(derIdxs): - nder = len(derIdx) - for der in range(nder): - derI = hashI(der, P.npar) - Pvals[j][der] = P([mus[j]], derI, scl) / multifactorial(derI) - return blockDiagDer(Pvals, reorder, derIdxs) - -def vanderInvTable(vanInv:Np2D, idxs:List[int], reorder:List[int], - derIdxs:List[List[List[int]]]) -> Np2D: - S = len(reorder) - Ts = [None] * len(idxs) - for k in range(len(idxs)): - invLocs = [None] * len(derIdxs) - idxGlob = 0 - for j, derIdx in enumerate(derIdxs): - nder = len(derIdx) - idxGlob += nder - idxLoc = np.arange(S)[np.logical_and(reorder >= idxGlob - nder, - reorder < idxGlob)] - invLocs[j] = vanInv[k, idxLoc] - Ts[k] = blockDiagDer(invLocs, reorder, derIdxs, [2, 1, 0]) - return Ts - -def blockDiagDer(vals:List[Np1D], reorder:List[int], - derIdxs:List[List[List[int]]], - permute : List[int] = None) -> Np2D: - S = len(reorder) - T = np.zeros((S, S), dtype = np.complex) - if permute is None: permute = [0, 1, 2] - idxGlob = 0 - for j, derIdx in enumerate(derIdxs): - nder = len(derIdx) - idxGlob += nder - idxLoc = np.arange(S)[np.logical_and(reorder >= idxGlob - nder, - reorder < idxGlob)] - val = vals[j] - for derI, derIdxI in enumerate(derIdx): - for derJ, derIdxJ in enumerate(derIdx): - diffIdx = [x - y for (x, y) in zip(derIdxI, derIdxJ)] - if all([x >= 0 for x in diffIdx]): - diffj = hashD(diffIdx) - i1, i2, i3 = np.array([derI, derJ, diffj])[permute] - T[idxLoc[i1], idxLoc[i2]] = val[i3] - return T diff --git a/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py b/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py index d23c708..c5079f9 100644 --- a/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py +++ b/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py @@ -1,222 +1,227 @@ # 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 . # from copy import deepcopy as copy import numpy as np from scipy.special import factorial as fact from collections.abc import Iterable from itertools import combinations from rrompy.utilities.base.types import (List, ListAny, DictAny, Np1D, Np2D, paramList) from rrompy.utilities.base import freepar as fp from rrompy.utilities.poly_fitting.interpolator import GenericInterpolator from rrompy.utilities.poly_fitting.custom_fit import customFit from .base import polyfitname from .val import polyval from .roots import polyroots from .vander import polyvander as pv from .polynomial_algebra import changePolyBasis, polyTimes from rrompy.utilities.numerical import dot from rrompy.utilities.numerical.degree import degreeTotalToFull from rrompy.utilities.exception_manager import RROMPyAssert, RROMPyException from rrompy.parameter import checkParameterList __all__ = ['PolynomialInterpolator', 'PolynomialInterpolatorNodal'] class PolynomialInterpolator(GenericInterpolator): + """Function class with setup by polynomial interpolation.""" def __init__(self, other = None): if other is None: return self.coeffs = other.coeffs self.npar = other.npar self.polybasis = other.polybasis @property def shape(self): if self.coeffs.ndim > self.npar: sh = self.coeffs.shape[self.npar :] else: sh = tuple([1]) return sh @property def deg(self): return [x - 1 for x in self.coeffs.shape[: self.npar]] def __getitem__(self, key): return self.coeffs[key] def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): if hasattr(self, "_dirPivot"): mu = checkParameterList(mu)(self._dirPivot) return polyval(mu, self.coeffs, self.polybasis, der, scl) def __copy__(self): return PolynomialInterpolator(self) def __deepcopy__(self, memo): other = PolynomialInterpolator() other.coeffs, other.npar, other.polybasis = copy( (self.coeffs, self.npar, self.polybasis), memo) return other def pad(self, nleft : List[int] = None, nright : List[int] = None): if nleft is None: nleft = [0] * len(self.shape) if nright is None: nright = [0] * len(self.shape) if not isinstance(nleft, Iterable): nleft = [nleft] if not isinstance(nright, Iterable): nright = [nright] RROMPyAssert(len(self.shape), len(nleft), "Shape of output") RROMPyAssert(len(self.shape), len(nright), "Shape of output") padwidth = [(0, 0)] * self.npar padwidth = padwidth + [(l, r) for l, r in zip(nleft, nright)] self.coeffs = np.pad(self.coeffs, padwidth, "constant", constant_values = (0., 0.)) def postmultiplyTensorize(self, A:Np2D): RROMPyAssert(A.shape[0], self.shape[-1], "Shape of output") self.coeffs = dot(self.coeffs, A) def setupByInterpolation(self, support:paramList, values:ListAny, deg:int, polybasis : str = "MONOMIAL", verbose : bool = True, totalDegree : bool = True, vanderCoeffs : DictAny = {}, fitCoeffs : DictAny = {}): support = checkParameterList(support) self.npar = support.shape[1] self.polybasis = polybasis if not totalDegree and not isinstance(deg, Iterable): deg = [deg] * self.npar vander = pv(support, deg, basis = polybasis, **vanderCoeffs) RROMPyAssert(len(vander), len(values), "Number of support values") outDim = values.shape[1:] values = values.reshape(values.shape[0], -1) fitOut = customFit(vander, values, full = True, **fitCoeffs) P = fitOut[0] if verbose: msg = ("Fitting {} samples with degree {} through {}... " "Conditioning of LS system: {:.4e}.").format( len(vander), deg, polyfitname(self.polybasis), fitOut[1][2][0] / fitOut[1][2][-1]) else: msg = None if totalDegree: self.coeffs = degreeTotalToFull(tuple([deg + 1] * self.npar) + outDim, self.npar, P) else: self.coeffs = P.reshape(tuple([d + 1 for d in deg]) + outDim) return fitOut[1][1] == vander.shape[1], msg def roots(self, marginalVals : ListAny = [fp]): RROMPyAssert(self.shape, (1,), "Shape of output") RROMPyAssert(len(marginalVals), self.npar, "Number of parameters") rDim = marginalVals.index(fp) if rDim < len(marginalVals) - 1 and fp in marginalVals[rDim + 1 :]: raise RROMPyException(("Exactly 1 'freepar' entry in " "marginalVals must be provided.")) return polyroots(self.coeffs, self.polybasis, marginalVals) class PolynomialInterpolatorNodal(PolynomialInterpolator): + """ + Function class with setup by polynomial interpolation. Stores roots of + monomial polynomial instead of coefficients. Only for 1D. + """ def __init__(self, other = None): self.npar = 1 if other is None: return self.nodes = other.nodes self.polybasis = other.polybasis @property def nodes(self): return self._nodes @nodes.setter def nodes(self, nodes): self.coeffs = None self._nodes = nodes @property def coeffs(self): if self._coeffs is None: self.buildCoeffs() return self._coeffs @coeffs.setter def coeffs(self, coeffs): self._coeffs = coeffs @property def shape(self): return (1,) @property def deg(self): return [len(self.nodes)] def __getitem__(self, key): return self.coeffs[key] def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): dirPivot = self._dirPivot if hasattr(self, "_dirPivot") else 0 if der is None: der = 0 elif isinstance(der, (list,tuple,np.ndarray,)): der = der[dirPivot] if scl is None: scl = 1. elif isinstance(scl, (list,tuple,np.ndarray,)): scl = scl[dirPivot] mu = checkParameterList(mu)(dirPivot) val = np.zeros(len(mu), dtype = np.complex) if der == self.deg[0]: val[:] = 1. elif der >= 0 and der < self.deg[0]: plDist = (np.repeat(np.expand_dims(mu, 1), self.deg[0], axis = 1) - self.nodes.reshape(1, -1)) for terms in combinations(np.arange(self.deg[0]), self.deg[0] - der): val += np.prod(plDist[:, list(terms)], axis = 1) return scl ** der * fact(der) * val def __copy__(self): return PolynomialInterpolatorNodal(self) def __deepcopy__(self, memo): other = PolynomialInterpolatorNodal() other.nodes, other.polybasis = copy((self.nodes, self.polybasis), memo) return other def buildCoeffs(self): local = [np.array([- pl, 1.], dtype = np.complex) for pl in self.nodes] N = len(local) while N > 1: for j in range(N // 2): local[j] = polyTimes(local[j], local[- 1 - j]) local = local[(N - 1) // 2 :: -1] N = len(local) self._coeffs = changePolyBasis(local[0], None, "MONOMIAL", self.polybasis) def pad(self, *args, **kwargs): raise RROMPyException(("Padding not allowed for polynomials in nodal " "form")) def postmultiplyTensorize(self, *args, **kwargs): raise RROMPyException(("Post-multiply not allowed for polynomials in " "nodal form")) def setupByInterpolation(self, support:paramList, *args, **kwargs): support = checkParameterList(support) self.npar = support.shape[1] if self.npar > 1: raise RROMPyException(("Polynomial in nodal form must have " "scalar output")) output = super().setupByInterpolation(support, *args, **kwargs) self._nodes = super().roots() return output def roots(self, marginalVals : ListAny = [fp]): return self.nodes diff --git a/rrompy/utilities/poly_fitting/polynomial/vander.py b/rrompy/utilities/poly_fitting/polynomial/vander.py index 1616c64..9862de8 100644 --- a/rrompy/utilities/poly_fitting/polynomial/vander.py +++ b/rrompy/utilities/poly_fitting/polynomial/vander.py @@ -1,130 +1,132 @@ # 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 . # import numpy as np from collections.abc import Iterable from .base import polybases from .der import polyder from rrompy.utilities.base.types import Np1D, Np2D, List, paramList from rrompy.utilities.numerical.degree import totalDegreeSet from rrompy.parameter import checkParameterList from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert __all__ = ['polyvander'] def firstDerTransition(dim:int, TDirac:List[Np2D], basis:str, scl : Np1D = None) -> Np2D: + """Manage step from function samples to function derivatives.""" C_m = np.zeros((dim, len(TDirac), len(TDirac)), dtype = float) for j, Tj in enumerate(TDirac): m, om = [0] * dim, [(0, 0)] * dim for idx in range(dim): m[idx], om[idx] = 1, (0, 1) J_der = polyder(Tj, basis, m, scl) if J_der.size != len(TDirac): J_der = np.pad(J_der, mode = "constant", pad_width = om) C_m[idx, :, j] = np.ravel(J_der) m[idx], om[idx] = 0, (0, 0) return C_m def polyvander(x:paramList, degs:List[int], basis:str, derIdxs : List[List[List[int]]] = None, reorder : List[int] = None, scl : Np1D = None, forceTotalDegree : bool = False) -> Np2D: """ Compute full Hermite-Vandermonde matrix with specified derivative directions. E.g. assume that we want to obtain the Vandermonde matrix for (value, derx, derx2) at x = [0, 0], (value, dery) at x = [1, 0], (dery, derxy) at x = [0, 0], of degree 3 in x and 1 in y, using Chebyshev polynomials. This can be done by polyvander([[0, 0], [1, 0]], # unique sample points [3, 1], # polynomial degree "chebyshev", # polynomial family [ [[0, 0], [1, 0], [2, 0], [0, 1], [1, 1]], # derivative directions at first point [[0, 0], [0, 1]] # derivative directions at second point ], [0, 1, 2, 5, 6, 3, 4] # reorder indices ) """ x = checkParameterList(x) dim = x.shape[1] totalDeg = (forceTotalDegree or not isinstance(degs, (list, tuple, np.ndarray,))) if forceTotalDegree and isinstance(degs, (list, tuple, np.ndarray,)): if np.any(np.array(degs) != degs[0]): raise RROMPyException(("Cannot force total degree if prescribed " "degrees are different")) degs = degs[0] if not isinstance(degs, (list, tuple, np.ndarray,)): degs = [degs] * dim RROMPyAssert(len(degs), dim, "Number of parameters") x_un, idx_un = x.unique(return_inverse = True) if len(x_un) < len(x): raise RROMPyException("Sample points must be distinct.") del x_un if basis.upper() not in polybases: raise RROMPyException("Polynomial basis not recognized.") vanderbase = {"CHEBYSHEV" : np.polynomial.chebyshev.chebvander, "LEGENDRE" : np.polynomial.legendre.legvander, "MONOMIAL" : np.polynomial.polynomial.polyvander }[basis.upper()] VanBase = vanderbase(x(0), degs[0]) for j in range(1, dim): VNext = vanderbase(x(j), degs[j]) for jj in range(j): VNext = np.expand_dims(VNext, 1) VanBase = VanBase[..., None] * VNext VanBase = VanBase.reshape((len(x), -1)) if derIdxs is None or VanBase.shape[-1] <= 1: Van = VanBase else: derFlat, idxRep = [], [] for j, derIdx in enumerate(derIdxs): derFlat += derIdx[:] idxRep += [j] * len(derIdx[:]) for j in range(len(derFlat)): if not isinstance(derFlat[j], Iterable): derFlat[j] = [derFlat[j]] RROMPyAssert(len(derFlat[j]), dim, "Number of dimensions") + #manage mixed derivatives TDirac = [y.reshape([d + 1 for d in degs]) for y in np.eye(VanBase.shape[-1], dtype = int)] Cs_loc = firstDerTransition(dim, TDirac, basis, scl) Van = np.empty((len(derFlat), VanBase.shape[-1]), dtype = VanBase.dtype) for j in range(len(derFlat)): Van[j, :] = VanBase[idxRep[j], :] for k in range(dim): for der in range(derFlat[j][k]): Van[j, :] = Van[j, :].dot(Cs_loc[k]) / (der + 1) if reorder is not None: Van = Van[reorder, :] if not totalDeg: return Van derIdxs, mask = totalDegreeSet(degs[0], dim, return_mask = True) ordIdxs = np.empty(len(derIdxs), dtype = int) derTotal = np.array([np.sum(y) for y in derIdxs]) idxPrev = 0 rangeAux = np.arange(len(derIdxs)) for j in range(degs[0] + 1): idxLocal = rangeAux[derTotal == j][::-1] idxPrev += len(idxLocal) ordIdxs[idxPrev - len(idxLocal) : idxPrev] = idxLocal return Van[:, mask][:, ordIdxs] diff --git a/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py b/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py index a7fa3e6..7d7c458 100644 --- a/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py +++ b/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py @@ -1,134 +1,135 @@ # 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 . # from copy import deepcopy as copy import numpy as np from collections.abc import Iterable from rrompy.utilities.base.types import (List, ListAny, DictAny, Np1D, Np2D, paramList) from rrompy.utilities.poly_fitting.interpolator import GenericInterpolator from rrompy.utilities.poly_fitting.custom_fit import customFit from .base import polyfitname from .val import polyval from .vander import polyvander as pv from rrompy.utilities.numerical import dot from rrompy.utilities.numerical.degree import degreeTotalToFull from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert from rrompy.parameter import checkParameterList __all__ = ['RadialBasisInterpolator'] class RadialBasisInterpolator(GenericInterpolator): + """Function class with setup by radial basis interpolation.""" def __init__(self, other = None): if other is None: return self.support = other.support self.coeffsGlobal = other.coeffsGlobal self.coeffsLocal = other.coeffsLocal self.directionalWeights = other.directionalWeights self.npar = other.npar self.polybasis = other.polybasis @property def shape(self): sh = self.coeffsLocal.shape[1 :] if self.coeffsLocal.ndim > 1 else 1 return sh @property def deg(self): return [x - 1 for x in self.coeffsGlobal.shape[: self.npar]] def __call__(self, mu:paramList, der : List[int] = None, scl : Np1D = None): if der is not None and np.sum(der) > 0: raise RROMPyException(("Cannot take derivatives of radial basis " "function.")) return polyval(mu, self.coeffsGlobal, self.coeffsLocal, self.support, self.directionalWeights, self.polybasis) def __copy__(self): return RadialBasisInterpolator(self) def __deepcopy__(self, memo): other = RadialBasisInterpolator() (other.support, other.coeffsGlobal, other.coeffsLocal, other.directionalWeights, other.npar, other.polybasis) = copy( (self.support, self.coeffsGlobal, self.coeffsLocal, self.directionalWeights, self.npar, self.polybasis), memo) return other def postmultiplyTensorize(self, A:Np2D): RROMPyAssert(A.shape[0], self.shape[-1], "Shape of output") self.coeffsLocal = dot(self.coeffsLocal, A) self.coeffsGlobal = dot(self.coeffsGlobal, A) def pad(self, nleft : List[int] = None, nright : List[int] = None): if nleft is None: nleft = [0] * len(self.shape) if nright is None: nright = [0] * len(self.shape) if not isinstance(nleft, Iterable): nleft = [nleft] if not isinstance(nright, Iterable): nright = [nright] RROMPyAssert(len(self.shape), len(nleft), "Shape of output") RROMPyAssert(len(self.shape), len(nright), "Shape of output") padwidth = [(0, 0)] + [(l, r) for l, r in zip(nleft, nright)] self.coeffsLocal = np.pad(self.coeffsLocal, padwidth, "constant", constant_values = (0., 0.)) padwidth = [(0, 0)] * (self.npar - 1) + padwidth self.coeffsGlobal = np.pad(self.coeffsGlobal, padwidth, "constant", constant_values = (0., 0.)) def setupByInterpolation(self, support:paramList, values:ListAny, deg:int, polybasis : str = "MONOMIAL_GAUSSIAN", directionalWeights : Np1D = None, verbose : bool = True, totalDegree : bool = True, vanderCoeffs : DictAny = {}, fitCoeffs : DictAny = {}): support = checkParameterList(support) RROMPyAssert(len(support), len(values), "Number of support values") self.support = copy(support) if "reorder" in vanderCoeffs.keys(): self.support = self.support[vanderCoeffs["reorder"]] self.npar = support.shape[1] if directionalWeights is None: directionalWeights = [1.] * self.npar directionalWeights = np.array(directionalWeights) self.polybasis = polybasis if not totalDegree and not isinstance(deg, Iterable): deg = [deg] * self.npar vander, self.directionalWeights = pv(support, deg, basis = polybasis, directionalWeights = directionalWeights, **vanderCoeffs) outDim = values.shape[1:] values = values.reshape(values.shape[0], -1) values = np.pad(values, ((0, len(vander) - len(values)), (0, 0)), "constant") fitOut = customFit(vander, values, full = True, **fitCoeffs) P = fitOut[0][len(support) :] if verbose: msg = ("Fitting {}+{} samples with degree {} through {}... " "Conditioning of LS system: {:.4e}.").format( len(support), len(vander) - len(support), deg, polyfitname(self.polybasis), fitOut[1][2][0] / fitOut[1][2][-1]) else: msg = None self.coeffsLocal = fitOut[0][: len(support)].reshape((len(support),) + outDim) if totalDegree: self.coeffsGlobal = degreeTotalToFull(tuple([deg + 1] * self.npar) + outDim, self.npar, P) else: self.coeffsGlobal = P.reshape(tuple([d + 1 for d in deg]) + outDim) return fitOut[1][1] == vander.shape[1], msg