diff --git a/VERSION b/VERSION index e6b7b62..af65e02 100644 --- a/VERSION +++ b/VERSION @@ -1 +1 @@ -2.7 \ No newline at end of file +2.8 \ No newline at end of file diff --git a/examples/1_symmetric_disk/symmetric_disk_engine.py b/examples/1_symmetric_disk/symmetric_disk_engine.py index be459e4..6b2ac19 100644 --- a/examples/1_symmetric_disk/symmetric_disk_engine.py +++ b/examples/1_symmetric_disk/symmetric_disk_engine.py @@ -1,12 +1,13 @@ import fenics as fen import mshr from rrompy.hfengines.fenics_engines import HelmholtzProblemEngine class SymmetricDiskEngine(HelmholtzProblemEngine): def __init__(self, k0:float, n:int): super().__init__(mu0 = [k0]) mesh = mshr.generate_mesh(mshr.Circle(fen.Point(0., 0.), 1.), n) self.V = fen.FunctionSpace(mesh, "P", 1) x, y = fen.SpatialCoordinate(self.V.mesh())[:] self.forcingTerm = [fen.exp(x + y) * (1. - x ** 2. - y ** 2.), fen.exp(x - y) * (1. - x ** 2. - y ** 2.)] + self.cutOffPolesIMin, self.cutOffPolesIMax = -1e-2, 1e-2 diff --git a/examples/2_double_slit/double_slit_engine.py b/examples/2_double_slit/double_slit_engine.py index 4c4b5ab..3e61806 100644 --- a/examples/2_double_slit/double_slit_engine.py +++ b/examples/2_double_slit/double_slit_engine.py @@ -1,57 +1,58 @@ import numpy as np import ufl import fenics as fen import mshr from rrompy.utilities.base.decorators import (affine_construct, nonaffine_construct) from rrompy.hfengines.fenics_engines import ScatteringProblemEngine from rrompy.utilities.numerical.hash_derivative import ( hashDerivativeToIdx as hashD) from rrompy.solver.fenics import fenZERO, fenics2Vector class DoubleSlitEngine(ScatteringProblemEngine): def __init__(self, k0:float, n:int): super().__init__(mu0 = [k0]) self._affinePoly = False delta, eps = .1, .01 mesh = mshr.generate_mesh( mshr.Circle(fen.Point(0., 0.), 5.) - mshr.Rectangle(fen.Point(-5., -delta), fen.Point(-.75, delta)) - mshr.Rectangle(fen.Point(-.5, -delta), fen.Point(.5, delta)) - mshr.Rectangle(fen.Point(.75, -delta), fen.Point(5., delta)), n) self.V = fen.FunctionSpace(mesh, "P", 1) self.DirichletBoundary = lambda x, on_boundary: (on_boundary and np.abs(x[1]) <= delta and np.abs(x[1]) > delta - eps) self.NeumannBoundary = lambda x, on_boundary: (on_boundary and np.abs(x[1]) <= delta - eps) self.RobinBoundary = "REST" + self.cutOffPolesIMax = 0. def getDirichletValues(self, mu = []): mu = self.checkParameter(mu) x, y = fen.SpatialCoordinate(self.V.mesh())[:] c, s = .5, - .5 * 3. ** .5 muR, muI = np.real(mu[0])[0], np.imag(mu[0])[0] mod = - muI * (c * x + s * y) angle = muR * (c * x + s * y) DR = fen.exp(mod) * fen.cos(angle) DI = fen.exp(mod) * fen.sin(angle) DR = ufl.conditional(ufl.ge(y, 0), DR, fenZERO) DI = ufl.conditional(ufl.ge(y, 0), DI, fenZERO) return DR, DI @affine_construct def A(self, mu = [], der = 0): return ScatteringProblemEngine.A(self, mu, der) @nonaffine_construct def b(self, mu = [], der = 0): derI = hashD(der) if hasattr(der, "__len__") else der if derI < 0: return self.baselineb() if derI > 0: raise Exception("Derivatives not implemented.") fen0 = fen.inner(fenZERO, self.v) * fen.dx DR, DI = self.getDirichletValues(mu) DBCR = fen.DirichletBC(self.V, DR, self.DirichletBoundary) DBCI = fen.DirichletBC(self.V, DI, self.DirichletBoundary) return (fenics2Vector(fen0, {}, DBCR, 1) + 1.j * fenics2Vector(fen0, {}, DBCI, 1)) diff --git a/examples/3_sector_angle/sector_angle.py b/examples/3_sector_angle/sector_angle.py index 7d8f2c4..3df9737 100644 --- a/examples/3_sector_angle/sector_angle.py +++ b/examples/3_sector_angle/sector_angle.py @@ -1,110 +1,108 @@ import numpy as np import matplotlib.pyplot as plt from sector_angle_engine import SectorAngleEngine as engine from rrompy.reduction_methods import (NearestNeighbor as NN, RationalInterpolantPivoted as RIP, RationalInterpolantGreedyPivoted as RIGP) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, EmptySampler as ES) ks, ts = [10., 15.], [.4, .6] k0, t0, n = np.mean(np.power(ks, 2.)) ** .5, np.mean(ts), 50 solver = engine(k0, t0, n) murange = [[ks[0], ts[0]], [ks[-1], ts[-1]]] mu = [12., .535] fighandles = [] for method in ["RI", "RI_GREEDY"]: print("Testing {} method".format(method)) if method == "RI": params = {'S':20, "paramsMarginal":{"MMarginal": 3}, 'SMarginal':11, 'POD':True, 'polybasis':"CHEBYSHEV", 'polybasisMarginal':"MONOMIAL_GAUSSIAN", 'radialDirectionalWeightsMarginal': 100., - 'matchingWeight':1., 'cutOffTolerance': 2., - 'samplerPivot':QS(ks, "CHEBYSHEV", 2.), + 'matchingWeight':1., 'samplerPivot':QS(ks, "CHEBYSHEV", 2.), 'samplerMarginal':QS(ts, "UNIFORM")} algo = RIP if method == "RI_GREEDY": params = {'S':10, "paramsMarginal":{"MMarginal": 3}, 'SMarginal':11, 'POD':True, 'polybasis':"LEGENDRE", 'polybasisMarginal':"MONOMIAL_GAUSSIAN", 'radialDirectionalWeightsMarginal': 100., - 'matchingWeight':1., 'cutOffTolerance': 2., - 'samplerPivot':QS(ks, "UNIFORM", 2.), + 'matchingWeight':1., 'samplerPivot':QS(ks, "UNIFORM", 2.), 'greedyTol':1e-3, 'errorEstimatorKind':"LOOK_AHEAD_RES", 'trainSetGenerator':QS(ks, "CHEBYSHEV", 2.), 'samplerMarginal':QS(ts, "UNIFORM")} algo = RIGP approx = algo([0], solver, mu0 = [k0, t0], approx_state = True, approxParameters = params, verbosity = 10, storeAllSamples = True) if len(method) == 2: approx.setupApprox() else: approx.setupApprox("LAST") print("--- Approximant ---") approx.plotApprox(mu, name = 'u_app') approx.plotHF(mu, name = 'u_HF') approx.plotErr(mu, name = 'err_app') approx.plotRes(mu, name = 'res_app') normErr = approx.normErr(mu)[0] normSol = approx.normHF(mu)[0] normRes = approx.normRes(mu)[0] normRHS = approx.normRHS(mu)[0] print("SolNorm:\t{:.5e}\nErr_app: \t{:.5e}\nErrRel_app:\t{:.5e}".format( normSol, normErr, normErr / normSol)) print("RHSNorm:\t{:.5e}\nRes_app: \t{:.5e}\nResRel_app:\t{:.5e}".format( normRHS, normRes, normRes / normRHS)) print("--- Closest snapshot ---") paramsNN = {'S':len(approx.mus), 'POD':True, 'sampler':ES()} approxNN = NN(solver, mu0 = [k0, t0], approx_state = True, approxParameters = paramsNN, verbosity = 0) approxNN.setSamples(approx.storedSamplesFilenames) approx.purgeStoredSamples() approxNN.plotApprox(mu, name = 'u_close') approxNN.plotHF(mu, name = 'u_HF') approxNN.plotErr(mu, name = 'err_close') approxNN.plotRes(mu, name = 'res_close') normErr = approxNN.normErr(mu)[0] normSol = approxNN.normHF(mu)[0] normRes = approxNN.normRes(mu)[0] normRHS = approxNN.normRHS(mu)[0] print("SolNorm:\t{:.5e}\nErr_close:\t{:.5e}\nErrRel_close:\t{:.5e}".format( normSol, normErr, normErr / normSol)) print("RHSNorm:\t{:.5e}\nRes_close:\t{:.5e}\nResRel_close:\t{:.5e}".format( normRHS, normRes, normRes / normRHS)) verb = approx.verbosity approx.verbosity = 0 tspace = np.linspace(ts[0], ts[-1], 100) for j, t in enumerate(tspace): pls = approx.getPoles([None, t]) pls[np.abs(np.imag(pls ** 2.)) > 1e-5] = np.nan if j == 0: poles = np.empty((len(tspace), len(pls))) poles[j] = np.real(pls) approx.verbosity = verb fighandles += [plt.figure(figsize = (12, 5))] ax1 = fighandles[-1].add_subplot(1, 2, 1) ax2 = fighandles[-1].add_subplot(1, 2, 2) ax1.plot(poles, tspace) ax1.set_ylim(ts) ax1.set_xlabel('mu_1') ax1.set_ylabel('mu_2') ax1.grid() ax2.plot(poles, tspace) for mm in approx.musMarginal: ax2.plot(ks, [mm[0, 0]] * 2, 'k--', linewidth = 1) ax2.set_xlim(ks) ax2.set_ylim(ts) ax2.set_xlabel('mu_1') ax2.set_ylabel('mu_2') ax2.grid() plt.show() print("\n") diff --git a/examples/3_sector_angle/sector_angle_engine.py b/examples/3_sector_angle/sector_angle_engine.py index cd767dc..5172549 100644 --- a/examples/3_sector_angle/sector_angle_engine.py +++ b/examples/3_sector_angle/sector_angle_engine.py @@ -1,44 +1,46 @@ import numpy as np import fenics as fen import mshr from rrompy.utilities.base.decorators import nonaffine_construct from rrompy.hfengines.fenics_engines import HelmholtzProblemEngine from rrompy.parameter import parameterMap as pMap class SectorAngleEngine(HelmholtzProblemEngine): def __init__(self, k0:float, t0:float, n:int): super().__init__(mu0 = [k0, t0]) self._affinePoly = False self.npar = 2 self.parameterMap = pMap([2., 1.]) mesh = mshr.generate_mesh( mshr.Circle(fen.Point(0., 0.), 1.) - mshr.Rectangle(fen.Point(-1., -1.), fen.Point(0., 1.)) - mshr.Rectangle(fen.Point(-1., -1.), fen.Point(1., 0.)), n) self.V = fen.FunctionSpace(mesh, "P", 1) x, y = fen.SpatialCoordinate(self.V.mesh())[:] self.forcingTerm = [fen.exp(x + y) * (1. - x ** 2. - y ** 2.), fen.exp(x - y) * (1. - x ** 2. - y ** 2.)] self._tBoundary = np.nan + self.cutOffPolesRMinRel, self.cutOffPolesRMaxRel = -2., 2. + self.cutOffPolesIMin, self.cutOffPolesIMax = -1e-2, 1e-2 def setBoundary(self, t:float): while hasattr(t, "__len__"): t = t[0] if not np.isclose(t, self._tBoundary): eps = 1e-2 self._tBoundary = t self.DirichletBoundary = lambda x, on_boundary: ( on_boundary and x[0] >= eps and x[1] <= eps + np.sin(t * np.pi / 2.)) self.NeumannBoundary = "REST" @nonaffine_construct def A(self, mu = [], der = 0): mu = self.checkParameter(mu) self.setBoundary(mu(1)) return HelmholtzProblemEngine.A(self, mu, der) @nonaffine_construct def b(self, mu = [], der = 0): mu = self.checkParameter(mu) self.setBoundary(mu(1)) return HelmholtzProblemEngine.b(self, mu, der) diff --git a/examples/4_funnel_output/funnel_output.py b/examples/4_funnel_output/funnel_output.py index d004124..b4ffd18 100644 --- a/examples/4_funnel_output/funnel_output.py +++ b/examples/4_funnel_output/funnel_output.py @@ -1,58 +1,59 @@ import numpy as np from funnel_output_engine import FunnelOutputEngine as engine from rrompy.reduction_methods import (NearestNeighbor as NN, RationalInterpolant as RI, RationalInterpolantGreedy as RIG) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, EmptySampler as ES) ks = [5., 10.] k0, n = np.mean(ks), 50 solver = engine(k0, n) k = 6.5 for method in ["RI", "RI_OUTPUT", "RI_GREEDY", "RI_GREEDY_OUTPUT"]: print("Testing {} method".format(method)) if "GREEDY" not in method: params = {'S':20, 'POD':True, 'polybasis':"CHEBYSHEV", 'sampler':QS(ks, "CHEBYSHEV")} algo = RI if "GREEDY" in method: params = {'S':2, 'POD':True, 'polybasis':"LEGENDRE", 'greedyTol':1e-1, 'maxIter':25, 'sampler':QS(ks, "UNIFORM"), 'errorEstimatorKind':"LOOK_AHEAD_OUTPUT"} algo = RIG approx = algo(solver, mu0 = k0, approx_state = method[-7 :] != "_OUTPUT", approxParameters = params, verbosity = 5) if "GREEDY" not in method: approx.setupApprox() else: approx.setupApprox("LAST") print("--- Approximant ---") approx.plotApprox(k, name = 'u_app') approx.plotHF(k, name = 'u_HF') approx.plotErr(k, name = 'err_app') normErr = approx.normErr(k)[0] normSol = approx.normHF(k)[0] print("SolNorm:\t{:.5e}\nErr_app: \t{:.5e}\nErrRel_app:\t{:.5e}".format( normSol, normErr, normErr / normSol)) print("--- Closest snapshot ---") approxNN = NN(solver, mu0 = k0, approx_state = method[-7 :] != "_OUTPUT", - approxParameters = {'S':approx.S, 'POD':True, - 'sampler':ES()}, verbosity = 0) + approxParameters = {'S':approx.samplingEngine.nsamples, + 'POD':True, 'sampler':ES()}, + verbosity = 0) approxNN.setSamples(approx.samplingEngine) approxNN.plotApprox(k, name = 'u_close') approxNN.plotHF(k, name = 'u_HF') approxNN.plotErr(k, name = 'err_close') normErr = approxNN.normErr(k)[0] normSol = approxNN.normHF(k)[0] print("SolNorm:\t{:.5e}\nErr_close:\t{:.5e}\nErrRel_close:\t{:.5e}".format( normSol, normErr, normErr / normSol)) print("Poles:\n{}".format(approx.getPoles())) print("\n") diff --git a/examples/4_funnel_output/funnel_output_engine.py b/examples/4_funnel_output/funnel_output_engine.py index a9b5e89..e32bc08 100644 --- a/examples/4_funnel_output/funnel_output_engine.py +++ b/examples/4_funnel_output/funnel_output_engine.py @@ -1,35 +1,36 @@ import numpy as np import fenics as fen import mshr from rrompy.hfengines.fenics_engines import ScatteringProblemEngine from rrompy.solver.fenics import fenics2Sparse class FunnelOutputEngine(ScatteringProblemEngine): def __init__(self, k0:float, n:int): super().__init__(mu0 = [k0]) mesh = mshr.generate_mesh(mshr.Circle(fen.Point(0., 0.), 5.) - mshr.Rectangle(fen.Point(-5., -5.), fen.Point(-1., 5.)) - mshr.Rectangle(fen.Point(-1., -5.), fen.Point(0., -1.)) - mshr.Rectangle(fen.Point(-1., 1.), fen.Point(0., 5.)), n) self.V = fen.FunctionSpace(mesh, "P", 1) eps = 1e-4 self.DirichletBoundary = (lambda x, on_boundary: on_boundary and x[0] < -1. + eps) self.NeumannBoundary = (lambda x, on_boundary: on_boundary and x[0] >= -1. + eps and x[0] < eps) self.RobinBoundary = "REST" y = fen.SpatialCoordinate(self.V.mesh())[1] self.DirichletDatum = 1. + .25 * fen.sin(.5 * np.pi * y) self.autoSetDS() l2R0 = fen.inner(self.u, self.v) * self.ds(1) L2R0 = fenics2Sparse(l2R0, {}, None, -1) bcR = np.where(np.abs(L2R0.dot(np.ones(L2R0.shape[1]))) > 1e-10)[0] bcR = bcR[np.argsort(self.V.tabulate_dof_coordinates()[bcR, 1])] self._C = np.zeros((len(bcR), L2R0.shape[1])) self._C[np.arange(len(bcR)), bcR] = 1. self.outputNormMatrix = L2R0[bcR][:, bcR] + self.cutOffPolesIMax = 0. diff --git a/examples/5_anisotropic_square/anisotropic_square.py b/examples/5_anisotropic_square/anisotropic_square.py index 2738c6c..1961d60 100644 --- a/examples/5_anisotropic_square/anisotropic_square.py +++ b/examples/5_anisotropic_square/anisotropic_square.py @@ -1,77 +1,78 @@ import numpy as np import matplotlib.pyplot as plt from itertools import product from anisotropic_square_engine import (AnisotropicSquareEngine as engine, AnisotropicSquareEnginePoles as plsEx) from rrompy.reduction_methods import ( RationalInterpolantGreedyPivotedGreedy as RIGPG) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, SparseGridSampler as SGS) zs, Ls = [10., 50.], [.2, 1.2] z0, L0, n = np.mean(zs), np.mean(Ls), 50 murange = [[zs[0], Ls[0]], [zs[-1], Ls[-1]]] np.random.seed(4020) mu = [zs[0] + np.random.rand() * (zs[-1] - zs[0]), Ls[0] + np.random.rand() * (Ls[-1] - Ls[0])] solver = engine(z0, L0, n) fighandles = [] params = {"POD": True, "nTestPoints": 100, "greedyTol": 1e-4, "S": 3, "polybasisMarginal": "MONOMIAL_WENDLAND", "polybasis": "LEGENDRE", 'samplerPivot':QS(zs, "UNIFORM"), 'trainSetGenerator':QS(zs, "UNIFORM"), 'errorEstimatorKind':"LOOK_AHEAD_RES", 'errorEstimatorKindMarginal':"LOOK_AHEAD_RECOVER", "SMarginal": 3, "paramsMarginal": {"MMarginal": 2, "radialDirectionalWeightsMarginalAdapt": [1e9, 1e12]}, "greedyTolMarginal": 1e-2, "samplerMarginal":SGS(Ls), "radialDirectionalWeightsMarginal": [4.], "matchingWeight": 1.} for shared, tol in product([1., 0.], [1., 3.]): print("Testing cutoff tolerance {} with shared ratio {}.".format(tol, shared)) - params['cutOffTolerance'] = tol + solver.cutOffPolesRMinRel = - 1. - tol + solver.cutOffPolesRMaxRel = 1. + tol params['sharedRatio'] = shared approx = RIGPG([0], solver, mu0 = [z0, L0], approx_state = True, approxParameters = params, verbosity = 5) approx.setupApprox("ALL") verb = approx.verbosity approx.verbosity = 0 tspace = np.linspace(Ls[0], Ls[-1], 100) for j, t in enumerate(tspace): plsE = plsEx(t, 0., zs[-1]) pls = approx.getPoles([None, t]) pls[np.abs(np.imag(pls)) > 1e-5] = np.nan if j == 0: polesE = np.empty((len(tspace), len(plsE))) poles = np.empty((len(tspace), len(pls))) polesE[:] = np.nan if len(plsE) > polesE.shape[1]: nanR = np.empty((len(tspace), len(plsE) - polesE.shape[1])) nanR[:] = np.nan polesE = np.hstack((polesE, nanR)) polesE[j, : len(plsE)] = np.real(plsE) poles[j] = np.real(pls) approx.verbosity = verb fighandles += [plt.figure(figsize = (17, 5))] ax1 = fighandles[-1].add_subplot(1, 2, 1) ax2 = fighandles[-1].add_subplot(1, 2, 2) ax1.plot(poles, tspace) ax1.set_ylim(Ls) ax1.set_xlabel('mu_1') ax1.set_ylabel('mu_2') ax1.grid() ax2.plot(polesE, tspace, 'k-.', linewidth = 1) ax2.plot(poles, tspace) for mm in approx.musMarginal: ax2.plot(zs, [mm[0, 0]] * 2, 'k--', linewidth = 1) ax2.set_xlim(zs) ax2.set_ylim(Ls) ax2.set_xlabel('mu_1') ax2.set_ylabel('mu_2') ax2.grid() plt.show() print("\n") diff --git a/examples/5_anisotropic_square/anisotropic_square_engine.py b/examples/5_anisotropic_square/anisotropic_square_engine.py index dfee5f9..1ed0399 100644 --- a/examples/5_anisotropic_square/anisotropic_square_engine.py +++ b/examples/5_anisotropic_square/anisotropic_square_engine.py @@ -1,64 +1,65 @@ import numpy as np import fenics as fen import ufl from rrompy.hfengines.fenics_engines import HelmholtzProblemEngine from rrompy.solver.fenics import fenONE, fenZERO, fenics2Sparse from rrompy.parameter import parameterMap as pMap class AnisotropicSquareEngine(HelmholtzProblemEngine): def __init__(self, k2:float, L2:float, n:int): super().__init__(mu0 = [k2, L2]) self._affinePoly = True self.nAs = 3 self.npar = 2 self.parameterMap = pMap(1., 2) self.V = fen.FunctionSpace(fen.UnitSquareMesh(n, n), "P", 1) eps = 1e-6 self.DirichletBoundary = lambda x, on_boundary: (on_boundary and x[1] < eps) self.NeumannBoundary = "REST" x, y = fen.SpatialCoordinate(self.V.mesh())[:] self.NeumannDatum = ufl.conditional(ufl.ge(y, 1. - eps), fen.cos(np.pi * x), fenZERO) self.forcingTerm = ufl.conditional(ufl.ge(y, .5), fenONE, fenZERO) * ( 5 * ufl.conditional(ufl.lt(x, .1), fenONE, fenZERO) - 5 * ufl.conditional(ufl.And(ufl.gt(x, .2), ufl.lt(x, .3)), fenONE, fenZERO) + 10 * ufl.conditional(ufl.And(ufl.gt(x, .45), ufl.lt(x, .55)), fenONE, fenZERO) - 5 * ufl.conditional(ufl.And(ufl.gt(x, .7), ufl.lt(x, .8)), fenONE, fenZERO) + 5 * ufl.conditional(ufl.gt(x, .9), fenONE, fenZERO)) + self.cutOffPolesIMin, self.cutOffPolesIMax = -1e-2, 1e-2 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.autoSetDS() DirichletBC0 = fen.DirichletBC(self.V, fenZERO, self.DirichletBoundary) a0 = fen.dot(self.u.dx(0), self.v.dx(0)) * fen.dx self.As[0] = fenics2Sparse(a0, {}, DirichletBC0, 1) if self.As[1] is None: self.autoSetDS() DirichletBC0 = fen.DirichletBC(self.V, fenZERO, self.DirichletBoundary) a1 = - fen.dot(self.u, self.v) * fen.dx self.As[1] = fenics2Sparse(a1, {}, DirichletBC0, 0) if self.As[2] is None: self.autoSetDS() DirichletBC0 = fen.DirichletBC(self.V, fenZERO, self.DirichletBoundary) a2 = fen.dot(self.u.dx(1), self.v.dx(1)) * fen.dx self.As[2] = fenics2Sparse(a2, {}, DirichletBC0, 0) def AnisotropicSquareEnginePoles(L2:float, k2min:float, k2max:float): poles = [] for alpha in np.arange(np.ceil((k2max) ** .5 / np.pi)): p = (np.pi * alpha) ** 2. pkmin = np.ceil(max(0., (k2min - p) * 4 / L2) ** .5 / np.pi) pkmin += 1 - (pkmin % 2) pkmax = np.floor(max(0., (k2max - p) * 4 / L2) ** .5 / np.pi) for beta in np.arange(pkmin, pkmax + 1, 2): poles += [p + L2 * (np.pi * beta / 2.) ** 2.] return np.unique(poles) diff --git a/examples/5_anisotropic_square/anisotropic_square_test_cutoff.py b/examples/5_anisotropic_square/anisotropic_square_test_cutoff.py deleted file mode 100755 index 1786c06..0000000 --- a/examples/5_anisotropic_square/anisotropic_square_test_cutoff.py +++ /dev/null @@ -1,78 +0,0 @@ -import numpy as np -import matplotlib.pyplot as plt -from itertools import product -from anisotropic_square_engine import (AnisotropicSquareEngine as engine, - AnisotropicSquareEnginePoles as plsEx) -from rrompy.reduction_methods import ( - RationalInterpolantGreedyPivotedGreedy as RIGPG) -from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, - SparseGridSampler as SGS) - -zs, Ls = [10., 50.], [.2, 1.2] -z0, L0, n = np.mean(zs), np.mean(Ls), 50 -murange = [[zs[0], Ls[0]], [zs[-1], Ls[-1]]] -np.random.seed(4020) -mu = [zs[0] + np.random.rand() * (zs[-1] - zs[0]), - Ls[0] + np.random.rand() * (Ls[-1] - Ls[0])] -solver = engine(z0, L0, n) - -fighandles = [] -params = {"POD": True, "nTestPoints": 100, "greedyTol": 1e-4, "S": 3, - "polybasis": "LEGENDRE", 'samplerPivot':QS(zs, "UNIFORM"), - 'sharedRatio': 0., "maxIterMarginal":20, - 'cutOffToleranceError': 1., 'trainSetGenerator':QS(zs, "UNIFORM"), - 'errorEstimatorKind':"LOOK_AHEAD_RES", - 'errorEstimatorKindMarginal':"LOOK_AHEAD_RECOVER", - "SMarginal": 3, "paramsMarginal": {"MMarginal": 2, - "radialDirectionalWeightsMarginalAdapt": [1e9, 1e12]}, - "greedyTolMarginal": 1e-2, "samplerMarginal":SGS(Ls), - "radialDirectionalWeightsMarginal": [4.], "matchingWeight": 1.} - -for cutOffTolerance, polybasisMarginal in product([1., np.inf], - ["MONOMIAL_WENDLAND", "PIECEWISE_LINEAR_UNIFORM"]): - print("Testing cutoff tolerance {} with marginal basis {}.".format( - cutOffTolerance, polybasisMarginal)) - params['cutOffTolerance'] = cutOffTolerance - params["polybasisMarginal"] = polybasisMarginal - - approx = RIGPG([0], solver, mu0 = [z0, L0], approx_state = True, - approxParameters = params, verbosity = 5) - approx.setupApprox("ALL") - verb = approx.verbosity - approx.verbosity = 0 - tspace = np.linspace(Ls[0], Ls[-1], 100) - for j, t in enumerate(tspace): - plsE = plsEx(t, 0., zs[-1]) - pls = approx.getPoles([None, t]) - pls[np.abs(np.imag(pls)) > 1e-5] = np.nan - if j == 0: - polesE = np.empty((len(tspace), len(plsE))) - poles = np.empty((len(tspace), len(pls))) - polesE[:] = np.nan - if len(plsE) > polesE.shape[1]: - nanR = np.empty((len(tspace), len(plsE) - polesE.shape[1])) - nanR[:] = np.nan - polesE = np.hstack((polesE, nanR)) - polesE[j, : len(plsE)] = np.real(plsE) - poles[j] = np.real(pls) - approx.verbosity = verb - fighandles += [plt.figure(figsize = (17, 5))] - ax1 = fighandles[-1].add_subplot(1, 2, 1) - ax2 = fighandles[-1].add_subplot(1, 2, 2) - ax1.plot(poles, tspace) - ax1.set_ylim(Ls) - ax1.set_xlabel('mu_1') - ax1.set_ylabel('mu_2') - ax1.grid() - ax2.plot(polesE, tspace, 'k-.', linewidth = 1) - ax2.plot(poles, tspace) - for mm in approx.musMarginal: - ax2.plot(zs, [mm[0, 0]] * 2, 'k--', linewidth = 1) - ax2.set_xlim(zs) - ax2.set_ylim(Ls) - ax2.set_xlabel('mu_1') - ax2.set_ylabel('mu_2') - ax2.grid() - plt.show() - - print("\n") diff --git a/examples/7_MHD/mhd.py b/examples/7_MHD/mhd.py index bb8482c..a750e41 100644 --- a/examples/7_MHD/mhd.py +++ b/examples/7_MHD/mhd.py @@ -1,73 +1,73 @@ import numpy as np import matplotlib.pyplot as plt from mhd_engine import MHDEngine as engine from rrompy.reduction_methods import (RationalInterpolant as RI, RationalInterpolantGreedy as RIG) from rrompy.parameter.parameter_sampling import (FFTSampler as FFTS, QuadratureCircleSampler as QCS, QuadratureBoxSampler as QBS) ks = [-.35 + .5j, 0. + .5j] k0 = np.mean(ks) solver = engine(5) kEffDelta = .1 * (ks[1] - ks[0]) kEff = np.real([ks[0] - kEffDelta, ks[1] + kEffDelta]) iEff = kEff - .5 * np.sum(np.real(ks)) + np.imag(ks[0]) nPoles = 50 polesEx = solver.getPolesExact(nPoles, k0) for corrector in [False, True]: for method in ["FFT", "BOX", "GREEDY"]: print("Testing {} method with{} corrector".format(method, "out" * (not corrector))) if method == "FFT": params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL", - 'sampler':FFTS(ks), 'residueTol':1e-5} + 'sampler':FFTS(ks)} algo = RI if method == "BOX": params = {'S':64, 'POD':True, 'polybasis':"MONOMIAL", - 'sampler':QBS(ks), 'residueTol':1e-5} + 'sampler':QBS(ks)} algo = RI if method == "GREEDY": params = {'S':30, 'POD':True, 'greedyTol':1e-2, 'polybasis':"MONOMIAL", 'sampler':QCS(ks), 'errorEstimatorKind':"LOOK_AHEAD", 'nTestPoints':10000, - 'trainSetGenerator':FFTS(ks), 'residueTol':1e-5} + 'trainSetGenerator':FFTS(ks)} algo = RIG params['correctorForce'] = corrector approx = algo(solver, mu0 = k0, approx_state = True, approxParameters = params, verbosity = 10) approx.setupApprox() poles, residues = approx.getResidues() inRange = np.logical_and( np.logical_and(np.real(poles) >= kEff[0], np.real(poles) <= kEff[1]), np.logical_and(np.imag(poles) >= iEff[0], np.imag(poles) <= iEff[1])) polesEff = poles[inRange] resNormEff = np.linalg.norm(residues, axis = 1)[inRange] rLm = np.min(np.log(resNormEff)) rLmM = np.max(np.log(resNormEff)) - rLm fig = plt.figure(figsize = (10, 10)) ax = fig.add_subplot(1, 1, 1) if method == "GREEDY": ax.plot(approx.muTest.re.data.flatten(), approx.muTest.im.data.flatten(), 'k,', alpha = 0.25) for pl, rN in zip(polesEff, resNormEff): if corrector: alpha = .35 + .4 * (np.log(rN) - rLm) / rLmM else: alpha = .1 + .65 * (np.log(rN) - rLm) / rLmM ax.annotate("{0:.0e}".format(rN), (np.real(pl), np.imag(pl)), alpha = alpha) ax.plot(np.real(pl), np.imag(pl), 'r+', alpha = alpha + .25) ax.plot(approx.mus.re.data.flatten(), approx.mus.im.data.flatten(), 'k.') ax.plot(np.real(polesEx), np.imag(polesEx), 'bx') ax.set_xlim(kEff) ax.set_ylim(iEff) ax.grid() plt.tight_layout() plt.show() print("\n") diff --git a/examples/7_MHD/mhd_engine.py b/examples/7_MHD/mhd_engine.py index aa8988f..da8755c 100644 --- a/examples/7_MHD/mhd_engine.py +++ b/examples/7_MHD/mhd_engine.py @@ -1,17 +1,19 @@ import numpy as np import scipy.io as scio import scipy.sparse as sp from rrompy.hfengines.scipy_engines import TensorizedEigenproblemEngine class MHDEngine(TensorizedEigenproblemEngine): """ From Matrix Market: //math.nist.gov/MatrixMarket/data/NEP/mhd/mhd.html """ def __init__(self, ncol : int = 1, seed : int = 31415): A = sp.csr_matrix(scio.mmread("mhd4800a.mtx"), dtype = np.complex) B = - scio.mmread("mhd4800b.mtx").tocsr() super().__init__([A, B], seed, ncol) + self.cutOffPolesRMax = 0. + self.cutOffResNormMin = 1e-5 def getPolesExact(self, k:int, sigma:np.complex): return sp.linalg.eigs(self.As[0], k, - self.As[1], sigma, return_eigenvectors = False) diff --git a/examples/8_damped_mass_chain/damped_mass_chain.py b/examples/8_damped_mass_chain/damped_mass_chain.py index 30f1f30..69785c4 100644 --- a/examples/8_damped_mass_chain/damped_mass_chain.py +++ b/examples/8_damped_mass_chain/damped_mass_chain.py @@ -1,186 +1,185 @@ ### example from Lohmann, Eid. Efficient Order Reduction of Parametric and ### Nonlinear Models by Superposition of Locally Reduced Models. from copy import deepcopy as copy import numpy as np import matplotlib.pyplot as plt from rrompy.reduction_methods import (NearestNeighbor as NN, RationalInterpolant as RI, RationalInterpolantGreedy as RIG, RationalInterpolantPivoted as RIP, RationalInterpolantGreedyPivoted as RIGP) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, EmptySampler as ES) from damped_mass_chain_engine import (bode as bode0, bodeLog, MassChainEngine, MassChainEngineLog, AugmentedMassChainEngine, AugmentedMassChainEngineLog) from rrompy.utilities.base.decorators import addWhiteNoise ########################## fullModelOrder = 1 #+ 1 SMarginal = 1 #* 2 state = 0 #+ 1 noise_level = 0 #+ 1e-5 LS = 0 #+ 6 ########################## modelSign = "Surrogate modeling for frequency response of " if fullModelOrder == 1: modelSign += "augmented " modelSign += "damper-mass-spring model" if SMarginal > 1: modelSign += " with 1 design parameter" modelSign += ".\nOutput is " if state: modelSign += "vector of mass displacements. " else: modelSign += "displacement of last mass. " if LS: modelSign += "Least-squares: S - N - 1 = {}. ".format(LS) else: modelSign += "Interpolatory: S = N + 1. " modelSign += "Noise level: {}.\n".format(noise_level) print(modelSign) M = [np.array([1., 5., 25., 125.])] N = len(M[0]) D = [np.zeros((N, N))] D[0][0, 1], D[0][1, 2], D[0][2, 3], D[0][3, 3] = .1, .4, 1.6, 0. D[0] = D[0] + D[0].T K = [np.zeros((N, N))] K[0][0, 1], K[0][1, 2], K[0][2, 3], K[0][0, 3], K[0][3, 3] = 9., 3., 1., 1., 2. K[0] = K[0] + K[0].T B = np.append(27., np.zeros(N - 1)).reshape(-1, 1) if SMarginal > 1: M += [np.zeros(N)] D += [np.zeros((N, N))] D[1][3, 3] = 1. D[1] = D[1] + D[1].T K += [np.zeros((N, N))] K[1][0, 3], K[1][3, 3] = 2., 2. K[1] = K[1] + K[1].T if state: C = np.eye(4) else: C = np.append(np.zeros(N - 1), 1.).reshape(1, -1) for logspace in range(2): print("Approximation in l{}space".format("og" * logspace + "in" * (not logspace))) if logspace: bode = bodeLog if fullModelOrder == 1: engine = AugmentedMassChainEngineLog else: engine = MassChainEngineLog else: bode = bode0 if fullModelOrder == 1: engine = AugmentedMassChainEngine else: engine = MassChainEngine solver = addWhiteNoise(noise_level)(engine)(M, D, K, B, C) ss, mu = [1e-2, 1e1], [] s0 = 10. ** np.mean(np.log10(ss)) freq = np.logspace(np.log10(ss[0]), np.log10(ss[1]), 100) if logspace: ss, freq = [np.log10(ss[0]), np.log10(ss[1])], np.log10(freq) s0, parameterMap = np.log10(s0), 1. else: parameterMap = {"F": [("log10", "x")], "B": [(10., "**", "x")]} krange = [[ss[0]], [ss[-1]]] k0, srange = [s0], copy(krange) if SMarginal > 1: ms = [0., 1.] m0, mrange = np.mean(ms), [[ms[0]], [ms[-1]]] krange[0] += mrange[0] krange[1] += mrange[1] k0 += [m0] mu = [.5 * (ms[1] - ms[0]) / (SMarginal - 1)] if not logspace: parameterMap["F"] += [("x")] parameterMap["B"] += [("x")] for method in ["RI", "RI_GREEDY"]: print("Testing {} method".format(method)) if method == "RI": params = {'S':15, 'POD':True, 'polybasis':"CHEBYSHEV"} if LS: params["N"] = params["S"] - 1 - LS if SMarginal > 1: algo = RIP else: params['sampler'] = QS(srange, "CHEBYSHEV", parameterMap) algo = RI if method == "RI_GREEDY": params = {'S':5, 'POD':True, 'polybasis':"LEGENDRE", 'greedyTol':1e-2, 'errorEstimatorKind':"DISCREPANCY", 'trainSetGenerator':QS(srange, "CHEBYSHEV", parameterMap)} if SMarginal > 1: algo = RIGP else: params['sampler'] = QS(srange, "UNIFORM", parameterMap) algo = RIG if SMarginal > 1: params["paramsMarginal"] = {"MMarginal": SMarginal - 1} params['SMarginal'] = SMarginal params['polybasisMarginal'] = "MONOMIAL" params['radialDirectionalWeightsMarginal'] = [2. / (ms[1] - ms[0])] params['matchingWeight'] = 1. - #params['cutOffTolerance'] = 2. params['samplerPivot'] = QS(srange, "UNIFORM", parameterMap) params['samplerMarginal'] = QS(mrange, "UNIFORM") approx = algo([0], solver, mu0 = k0, approx_state = True, approxParameters = params, verbosity = 5, storeAllSamples = True) else: approx = algo(solver, mu0 = k0, approx_state = True, approxParameters = params, verbosity = 5) if "GREEDY" in method: approx.setupApprox("LAST") else: approx.setupApprox() approxNN = NN(solver, mu0 = k0, approx_state = True, verbosity = 5, approxParameters = {'S':len(approx.mus), 'POD':params['POD'], 'sampler':ES()}) if SMarginal > 1: approxNN.setSamples(approx.storedSamplesFilenames) approx.purgeStoredSamples() for m in approx.musMarginal: bode(freq, m[0], [approx.getHF, approx.getApprox, approxNN.getApprox]) else: approxNN.setSamples(approx.samplingEngine) bode(freq, mu, [approx.getHF, approx.getApprox, approxNN.getApprox]) if SMarginal > 1: bode(freq, [1.5 * ms[1]], [approx.getHF, approx.getApprox, approxNN.getApprox]) bode(freq, [2. * ms[1]], [approx.getHF, approx.getApprox, approxNN.getApprox]) verb = approx.verbosity approx.verbosity = 0 mspace = np.linspace(ms[0], ms[-1], 10) for j, t in enumerate(mspace): pls = approx.getPoles([None, t]) if j == 0: poles = np.empty((len(mspace), len(pls)), dtype = np.complex) poles[j] = pls for j, t in enumerate(approx.musMarginal): pls = approx.getPoles([None, t[0][0]]) if j == 0: polesE = np.empty((SMarginal, len(pls)), dtype = np.complex) polesE[j] = pls approx.verbosity = verb fig = plt.figure(figsize = (10, 6)) ax = fig.add_subplot(1, 1, 1) ax.plot(np.real(poles), np.imag(poles), '--') ax.plot(np.real(polesE), np.imag(polesE), 'ko', markersize = 4) ax.set_xlabel('Real') ax.set_ylabel('Imag') ax.grid() plt.show() else: poles = approx.getPoles() print("Poles:\n{}".format(poles)) print("\n") diff --git a/rational_interpolation_method.pdf b/rational_interpolation_method.pdf new file mode 100644 index 0000000..b6ea8b0 Binary files /dev/null and b/rational_interpolation_method.pdf differ diff --git a/rational_interpolation_method.tex b/rational_interpolation_method.tex new file mode 100644 index 0000000..7a97969 --- /dev/null +++ b/rational_interpolation_method.tex @@ -0,0 +1,219 @@ +\documentclass[10pt,a4paper]{article} +\usepackage[left=1in,right=1in,top=1in,bottom=1in]{geometry} +\usepackage{amsmath} +\usepackage{amsfonts} +\usepackage{amssymb} +\usepackage{hyperref} +\usepackage{xcolor} + +\setlength{\parindent}{0pt} +\newcommand{\code}[1]{{\color{blue}\texttt{#1}}} +\newcommand{\footpath}[1]{\footnote{\path{#1}}} +\newcommand{\N}{\mathbb{N}} +\newcommand{\R}{\mathbb{R}} +\newcommand{\C}{\mathbb{C}} +\newcommand{\I}{\mathcal{I}} +\DeclareMathOperator*{\argmin}{arg\,min} +\newcommand{\inner}[2]{\left\langle#1,#2\right\rangle_V} +\newcommand{\norm}[1]{\left\|#1\right\|_V} + +\title{\bf The RROMPy rational interpolation method} +\author{D. Pradovera, CSQI, EPF Lausanne -- \texttt{davide.pradovera@epfl.ch}} +\date{} +\begin{document} +\maketitle + +\section*{Introduction} +This document provides an explanation for the numerical method provided by the class \code{Rational Interpolant}\footpath{./rrompy/reduction_methods/standard/rational_interpolant.py} and daughters, e.g. \code{Rational Interpolant Greedy}\footpath{./rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py}, as well as most of the pivoted approximants\footpath{./rrompy/reduction_methods/pivoted/{,greedy/}rational_interpolant_*.py}. + +We restrict the discussion to the single-parameter case, and most of the focus will be dedicated to the impact of the \code{functionalSolve} parameter, whose allowed values are +\begin{itemize} +\item \code{NORM} (default): see \ref{sec:norm}; allows for derivative information, i.e. repeated sample points. +\item \code{DOMINANT}: see \ref{sec:dominant}; allows for derivative information, i.e. repeated sample points. +\item \code{BARYCENTRIC\_NORM}: see \ref{sec:barycentricnorm}; does not allow for a Least Squares (LS) approach. +\item \code{BARYCENTRIC\_AVERAGE}: see \ref{sec:barycentricaverage}; does not allow for a Least Squares (LS) approach. +\item \code{NODAL}: see \ref{sec:nodal}; iterative method. +\end{itemize} + +The main reference throughout the present document is \cite{Pradovera}. + +\section{Aim of approximation} +We seek an approximation of $u:\C\to V$, with $(V,\inner{\cdot}{\cdot})$ a complex\footnote{The inner product is linear (resp. conjugate linear) in the first (resp. second) argument: $\inner{\alpha v}{\beta w}=\alpha\overline{\beta}\inner{v}{w}$.} Hilbert space (with endowed norm $\norm{\cdot}$), of the form $\widehat{p}/\widehat{q}$, where $\widehat{p}:\C\to V$ and $\widehat{q}:\C\to\C$. For a given denominator $\widehat{q}$, the numerator $\widehat{p}$ is found by interpolation (possibly, LS or based on radial basis functions) of $\widehat{q}u$. Hence, here we focus on the computation of the denominator $\widehat{q}$. + +Other than the choice of target function $u$, the parameters which affect the computation of $\widehat{q}$ are: +\begin{itemize} +\item $\code{mus}\subset\C$ ($\{\mu_j\}_{j=1}^S$ below); for all \code{functionalSolve} values but \code{NORM} and \code{DOMINANT}, the $S$ points must be distinct. +\item $\code{N}\in\N$ ($N$ below); for \code{BARYCENTRIC}, $N$ must equal $S-1$. +\item $\code{polybasis0}\in\{\code{"CHEBYSHEV"}, \code{"LEGENDRE"}, \code{"MONOMIAL"}\}$; only for \code{NORM} and \code{DOMINANT}. +\end{itemize} +For simplicity, we will consider only the case of $S$ distinct sample points. One can deal with the case of confluent sample points by extending the standard (Lagrange) interpolation steps to Hermite-Lagrange ones. + +The main motivation behind the method involves the modified approximation problem +\[u\approx\I^N\left(\Big(\big(\mu_j,\widehat{q}(\mu_j)u(\mu_j)\big)\Big)_{j=1}^S\right)\Big/\widehat{q},\] +where $\widehat{q}:\C\to\C$ is a polynomial of degree $\leq N$, and $\I^N:(\C\times V)^S\to\mathbb{P}^N(\C;V)$ is a (LS) polynomial interpolation operator, which maps $S$ samples of a function (which lie in $V$) to a polynomial of degree $N. # 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 93976ae..deb6e37 100644 --- a/rrompy/hfengines/base/hfengine_base.py +++ b/rrompy/hfengines/base/hfengine_base.py @@ -1,272 +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, customPInv +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 hasattr(self.As, "__len__") + 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(customPInv(self.C), u) + 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 3bacc52..e8edfab 100644 --- a/rrompy/hfengines/base/linear_affine_engine.py +++ b/rrompy/hfengines/base/linear_affine_engine.py @@ -1,197 +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 hasattr(self.bs, "__len__") + 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 hasattr(expr, "__len__"): + 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 hasattr(der, "__len__") else der + 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 hasattr(der, "__len__") else der + 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/fenics_engines/helmholtz_problem_engine_augmented.py b/rrompy/hfengines/fenics_engines/helmholtz_problem_engine_augmented.py index b682999..222c0e2 100755 --- a/rrompy/hfengines/fenics_engines/helmholtz_problem_engine_augmented.py +++ b/rrompy/hfengines/fenics_engines/helmholtz_problem_engine_augmented.py @@ -1,267 +1,268 @@ # 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 numpy import pad from scipy.sparse import eye, bmat, block_diag +from collections.abc import Iterable from .helmholtz_problem_engine import (HelmholtzProblemEngine, ScatteringProblemEngine) from rrompy.solver.fenics import (augmentedH1NormMatrix, augmentedHminus1NormMatrix) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyException from rrompy.parameter import parameterMap as pMap __all__ = ['HelmholtzProblemEngineAugmented', 'ScatteringProblemEngineAugmented'] class HelmholtzProblemEngineAugmented(HelmholtzProblemEngine): """ Solver for generic Helmholtz problems with parametric wavenumber. - \nabla \cdot (a \nabla u) - omega * n**2 * v = f in \Omega omega * u = v in \overline{\Omega} u = u0 on \Gamma_D \partial_nu = g1 on \Gamma_N \partial_nu + h u = g2 on \Gamma_R Attributes: verbosity: Verbosity level. BCManager: Boundary condition manager. V: Real FE space. u: Generic trial functions for variational form evaluation. v: Generic test functions for variational form evaluation. As: Scipy sparse array representation (in CSC format) of As. bs: Numpy array representation of bs. cs: Numpy array representation of cs. energyNormMatrix: Scipy sparse matrix representing inner product over V. energyNormDualMatrix: Scipy sparse matrix representing dual inner product between Riesz representers V-V. degree_threshold: Threshold for ufl expression interpolation degree. omega: Value of omega. diffusivity: Value of a. refractionIndex: Value of n. forcingTerm: Value of f. DirichletDatum: Value of u0. NeumannDatum: Value of g1. RobinDatumG: Value of g2. RobinDatumH: Value of h. DirichletBoundary: Function handle to \Gamma_D. NeumannBoundary: Function handle to \Gamma_N. RobinBoundary: Function handle to \Gamma_R. ds: Boundary measure 2-tuple (resp. for Neumann and Robin boundaries). dsToBeSet: Whether ds needs to be set. """ def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self.parameterMap = pMap(1., self.npar) @property def spacedim(self): - if (hasattr(self, "bs") and hasattr(self.bs, "__len__") + if (hasattr(self, "bs") and isinstance(self.bs, Iterable) and self.bs[0] is not None): return len(self.bs[0]) return 2 * super().spacedim def buildEnergyNormForm(self): """ Build sparse matrix (in CSR format) representative of scalar product. """ vbMng(self, "INIT", "Assembling energy matrix.", 20) self.energyNormMatrix = augmentedH1NormMatrix(self.V) vbMng(self, "DEL", "Done assembling energy matrix.", 20) def buildEnergyNormDualForm(self): """ Build sparse matrix (in CSR format) representative of dual scalar product without duality. """ vbMng(self, "INIT", "Assembling energy dual matrix.", 20) self.energyNormDualMatrix = augmentedHminus1NormMatrix(self.V, compressRank = self._energyDualNormCompress) vbMng(self, "DEL", "Done assembling energy dual matrix.", 20) def buildA(self): """Build terms of operator of linear system.""" ANone = any([A is None for A in self.As]) if not ANone: return self.nAs = 2 super().buildA() I = eye(self.spacedim // 2) self.As[0] = block_diag((self.As[0], I), format = "csr") self.As[1] = bmat([[None, self.As[1]], [- I, None]], format = "csr") def buildb(self): """Build terms of operator of linear system.""" bNone = any([b is None for b in self.bs]) if not bNone: return self.nbs = 1 dim = self.spacedim // 2 super().buildb() self.bs[0] = pad(self.bs[0], (0, dim), "constant") def plot(self, u, warping = None, is_state = False, name = "u", save = None, what = 'all', forceNewFile = True, saveFormat = "eps", saveDPI = 100, show = True, colorMap = "jet", fenplotArgs = {}, **figspecs): uh = u[: self.spacedim // 2] if is_state or self.isCEye else u return super().plot(uh, warping, is_state, name, save, what, forceNewFile, saveFormat, saveDPI, show, colorMap, fenplotArgs, **figspecs) def outParaview(self, u, warping = None, is_state = False, name = "u", filename = "out", time = 0., what = 'all', forceNewFile = True, folder = False, filePW = None): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaview(u[: self.spacedim // 2], warping, is_state, name, filename, time, what, forceNewFile, folder, filePW) def outParaviewTimeDomain(self, u, omega, warping = None, is_state = False, timeFinal = None, periodResolution = 20, name = "u", filename = "out", forceNewFile = True, folder = False): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaviewTimeDomain(u[: self.spacedim // 2], omega, warping, is_state, timeFinal, periodResolution, name, filename, forceNewFile, folder) class ScatteringProblemEngineAugmented(ScatteringProblemEngine): """ Solver for scattering problems with parametric wavenumber. - \nabla \cdot (a \nabla u) - omega * n**2 * v = f in \Omega omega * u = v in \overline{\Omega} u = u0 on \Gamma_D \partial_nu = g1 on \Gamma_N \partial_nu +- i v = g2 on \Gamma_R Attributes: verbosity: Verbosity level. BCManager: Boundary condition manager. V: Real FE space. u: Generic trial functions for variational form evaluation. v: Generic test functions for variational form evaluation. As: Scipy sparse array representation (in CSC format) of As. bs: Numpy array representation of bs. cs: Numpy array representation of cs. energyNormMatrix: Scipy sparse matrix representing inner product over V. energyNormDualMatrix: Scipy sparse matrix representing dual inner product between Riesz representers V-V. degree_threshold: Threshold for ufl expression interpolation degree. signR: Sign in ABC. omega: Value of omega. diffusivity: Value of a. forcingTerm: Value of f. DirichletDatum: Value of u0. NeumannDatum: Value of g1. RobinDatumG: Value of g2. DirichletBoundary: Function handle to \Gamma_D. NeumannBoundary: Function handle to \Gamma_N. RobinBoundary: Function handle to \Gamma_R. ds: Boundary measure 2-tuple (resp. for Neumann and Robin boundaries). dsToBeSet: Whether ds needs to be set. """ def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self.nAs = 2 self._weight0 = 1. @property def spacedim(self): - if (hasattr(self, "bs") and hasattr(self.bs, "__len__") + if (hasattr(self, "bs") and isinstance(self.bs, Iterable) and self.bs[0] is not None): return len(self.bs[0]) return 2 * super().spacedim def buildEnergyNormForm(self): """ Build sparse matrix (in CSR format) representative of scalar product. """ vbMng(self, "INIT", "Assembling energy matrix.", 20) self.energyNormMatrix = augmentedH1NormMatrix(self.V) vbMng(self, "DEL", "Done assembling energy matrix.", 20) def buildEnergyNormDualForm(self): """ Build sparse matrix (in CSR format) representative of dual scalar product without duality. """ vbMng(self, "INIT", "Assembling energy dual matrix.", 20) self.energyNormDualMatrix = augmentedHminus1NormMatrix(self.V, compressRank = self._energyDualNormCompress) vbMng(self, "DEL", "Done assembling energy dual matrix.", 20) def buildA(self): """Build terms of operator of linear system.""" ANone = any([A is None for A in self.As]) if not ANone: return self.nAs = 3 super().buildA() self._nAs = 2 I = eye(self.spacedim // 2) self.As[0] = bmat([[self.As[0], self._weight0 * self.As[1]], [None, I]], format = "csr") self.As[1] = bmat([[(1. - self._weight0) * self.As[1], self.As[2]], [- I, None]], format = "csr") self.thAs.pop() self.As.pop() def buildb(self): """Build terms of operator of linear system.""" bNone = any([b is None for b in self.bs]) if not bNone: return self.nbs = 1 dim = self.spacedim // 2 super().buildb() self.bs[0] = pad(self.bs[0], (0, dim), "constant") def plot(self, u, warping = None, is_state = False, name = "u", save = None, what = 'all', forceNewFile = True, saveFormat = "eps", saveDPI = 100, show = True, colorMap = "jet", fenplotArgs = {}, **figspecs): uh = u[: self.spacedim // 2] if is_state or self.isCEye else u return super().plot(uh, warping, is_state, name, save, what, forceNewFile, saveFormat, saveDPI, show, colorMap, fenplotArgs, **figspecs) def outParaview(self, u, warping = None, is_state = False, name = "u", filename = "out", time = 0., what = 'all', forceNewFile = True, folder = False, filePW = None): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaview(u[: self.spacedim // 2], warping, is_state, name, filename, time, what, forceNewFile, folder, filePW) def outParaviewTimeDomain(self, u, omega, warping = None, is_state = False, timeFinal = None, periodResolution = 20, name = "u", filename = "out", forceNewFile = True, folder = False): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaviewTimeDomain(u[: self.spacedim // 2], omega, warping, is_state, timeFinal, periodResolution, name, filename, forceNewFile, folder) diff --git a/rrompy/hfengines/fenics_engines/linear_elasticity_helmholtz_problem_engine_augmented.py b/rrompy/hfengines/fenics_engines/linear_elasticity_helmholtz_problem_engine_augmented.py index 75ae923..cff2ee1 100755 --- a/rrompy/hfengines/fenics_engines/linear_elasticity_helmholtz_problem_engine_augmented.py +++ b/rrompy/hfengines/fenics_engines/linear_elasticity_helmholtz_problem_engine_augmented.py @@ -1,280 +1,281 @@ # 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 eye, bmat, block_diag +from collections.abc import Iterable from .linear_elasticity_helmholtz_problem_engine import ( LinearElasticityHelmholtzProblemEngine, LinearElasticityHelmholtzProblemEngineDamped) from rrompy.solver.fenics import (augmentedElasticNormMatrix, augmentedElasticDualNormMatrix) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyException from rrompy.parameter import parameterMap as pMap __all__ = ['LinearElasticityHelmholtzProblemEngineAugmented', 'LinearElasticityHelmholtzProblemEngineDampedAugmented'] class LinearElasticityHelmholtzProblemEngineAugmented( LinearElasticityHelmholtzProblemEngine): """ Solver for generic linear elasticity Helmholtz problems with parametric wavenumber. - div(lambda_ * div(u) * I + 2 * mu_ * epsilon(u)) - rho_ * mu * v = f in \Omega mu * u = v in \overline{\Omega} u = u0 on \Gamma_D \partial_nu = g1 on \Gamma_N \partial_nu + h u = g2 on \Gamma_R Attributes: verbosity: Verbosity level. BCManager: Boundary condition manager. V: Real vector FE space. u: Generic vector trial functions for variational form evaluation. v: Generic vector test functions for variational form evaluation. As: Scipy sparse array representation (in CSC format) of As. bs: Numpy array representation of bs. cs: Numpy array representation of cs. energyNormMatrix: Scipy sparse matrix representing inner product over V. energyNormDualMatrix: Scipy sparse matrix representing dual inner product between Riesz representers V-V. degree_threshold: Threshold for ufl expression interpolation degree. omega: Value of omega. lambda_: Value of lambda_. mu_: Value of mu_. forcingTerm: Value of f. DirichletDatum: Value of u0. NeumannDatum: Value of g1. RobinDatumG: Value of g2. RobinDatumH: Value of h. DirichletBoundary: Function handle to \Gamma_D. NeumannBoundary: Function handle to \Gamma_N. RobinBoundary: Function handle to \Gamma_R. ds: Boundary measure 2-tuple (resp. for Neumann and Robin boundaries). dsToBeSet: Whether ds needs to be set. """ def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self.parameterMap = pMap(1., self.npar) @property def spacedim(self): - if (hasattr(self, "bs") and hasattr(self.bs, "__len__") + if (hasattr(self, "bs") and isinstance(self.bs, Iterable) and self.bs[0] is not None): return len(self.bs[0]) return 2 * super().spacedim def buildEnergyNormForm(self): """ Build sparse matrix (in CSR format) representative of scalar product. """ vbMng(self, "INIT", "Assembling energy matrix.", 20) self.energyNormMatrix = augmentedElasticNormMatrix(self.V, self.lambda_[0], self.mu_[0]) vbMng(self, "DEL", "Done assembling energy matrix.", 20) def buildEnergyNormDualForm(self): """ Build sparse matrix (in CSR format) representative of dual scalar product without duality. """ vbMng(self, "INIT", "Assembling energy dual matrix.", 20) self.energyNormDualMatrix = augmentedElasticDualNormMatrix( self.V, self.lambda_[0], self.mu_[0], compressRank = self._energyDualNormCompress) vbMng(self, "DEL", "Done assembling energy dual matrix.", 20) def buildA(self): """Build terms of operator of linear system.""" ANone = any([A is None for A in self.As]) if not ANone: return self.nAs = 2 super().buildA() I = eye(self.spacedim // 2) self.As[0] = block_diag((self.As[0], I), format = "csr") self.As[1] = bmat([[None, self.As[1]], [- I, None]], format = "csr") def buildb(self): """Build terms of operator of linear system.""" bNone = any([b is None for b in self.bs]) if not bNone: return self.nbs = 1 dim = self.spacedim // 2 super().buildb() self.bs[0] = np.pad(self.bs[0], (0, dim), "constant") def plot(self, u, warping = None, is_state = False, name = "u", save = None, what = 'all', forceNewFile = True, saveFormat = "eps", saveDPI = 100, show = True, colorMap = "jet", fenplotArgs = {}, **figspecs): uh = u[: self.spacedim // 2] if is_state or self.isCEye else u return super().plot(uh, warping, is_state, name, save, what, forceNewFile, saveFormat, saveDPI, show, colorMap, fenplotArgs, **figspecs) def outParaview(self, u, warping = None, is_state = False, name = "u", filename = "out", time = 0., what = 'all', forceNewFile = True, folder = False, filePW = None): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaview(u[: self.spacedim // 2], warping, is_state, name, filename, time, what, forceNewFile, folder, filePW) def outParaviewTimeDomain(self, u, omega, warping = None, is_state = False, timeFinal = None, periodResolution = 20, name = "u", filename = "out", forceNewFile = True, folder = False): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaviewTimeDomain(u[: self.spacedim // 2], omega, warping, is_state, timeFinal, periodResolution, name, filename, forceNewFile, folder) class LinearElasticityHelmholtzProblemEngineDampedAugmented( LinearElasticityHelmholtzProblemEngineDamped): """ Solver for generic linear elasticity Helmholtz problems with parametric wavenumber. - div(lambda_ * div(u) * I + 2 * mu_ * epsilon(u)) - rho_ * (mu - i * eta) * v = f in \Omega mu * u = v in \overline{\Omega} u = u0 on \Gamma_D \partial_nu = g1 on \Gamma_N \partial_nu + h u = g2 on \Gamma_R Attributes: verbosity: Verbosity level. BCManager: Boundary condition manager. V: Real vector FE space. u: Generic vector trial functions for variational form evaluation. v: Generic vector test functions for variational form evaluation. As: Scipy sparse array representation (in CSC format) of As. bs: Numpy array representation of bs. cs: Numpy array representation of cs. energyNormMatrix: Scipy sparse matrix representing inner product over V. energyNormDualMatrix: Scipy sparse matrix representing dual inner product between Riesz representers V-V. degree_threshold: Threshold for ufl expression interpolation degree. omega: Value of omega. lambda_: Value of lambda_. mu_: Value of mu_. eta: Value of eta. forcingTerm: Value of f. DirichletDatum: Value of u0. NeumannDatum: Value of g1. RobinDatumG: Value of g2. RobinDatumH: Value of h. DirichletBoundary: Function handle to \Gamma_D. NeumannBoundary: Function handle to \Gamma_N. RobinBoundary: Function handle to \Gamma_R. ds: Boundary measure 2-tuple (resp. for Neumann and Robin boundaries). dsToBeSet: Whether ds needs to be set. """ def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) self.nAs = 2 self._weight0 = 1. @property def spacedim(self): - if (hasattr(self, "bs") and hasattr(self.bs, "__len__") + if (hasattr(self, "bs") and isinstance(self.bs, Iterable) and self.bs[0] is not None): return len(self.bs[0]) return 2 * super().spacedim def buildEnergyNormForm(self): """ Build sparse matrix (in CSR format) representative of scalar product. """ vbMng(self, "INIT", "Assembling energy matrix.", 20) self.energyNormMatrix = augmentedElasticNormMatrix(self.V, self.lambda_[0], self.mu_[0]) vbMng(self, "DEL", "Done assembling energy matrix.", 20) def buildEnergyNormDualForm(self): """ Build sparse matrix (in CSR format) representative of dual scalar product without duality. """ vbMng(self, "INIT", "Assembling energy dual matrix.", 20) self.energyNormDualMatrix = augmentedElasticDualNormMatrix( self.V, self.lambda_[0], self.mu_[0], compressRank = self._energyDualNormCompress) vbMng(self, "DEL", "Done assembling energy dual matrix.", 20) def buildA(self): """Build terms of operator of linear system.""" ANone = any([A is None for A in self.As]) if not ANone: return self.nAs = 3 super().buildA() self._nAs = 2 I = eye(self.spacedim // 2) self.As[0] = bmat([[self.As[0], self._weight0 * self.As[1]], [None, I]], format = "csr") self.As[1] = bmat([[(1. - self._weight0) * self.As[1], self.As[2]], [- I, None]], format = "csr") self.thAs.pop() self.As.pop() def buildb(self): """Build terms of operator of linear system.""" bNone = any([b is None for b in self.bs]) if not bNone: return self.nbs = 1 dim = self.spacedim // 2 super().buildb() self.bs[0] = np.pad(self.bs[0], (0, dim), "constant") def plot(self, u, warping = None, is_state = False, name = "u", save = None, what = 'all', forceNewFile = True, saveFormat = "eps", saveDPI = 100, show = True, colorMap = "jet", fenplotArgs = {}, **figspecs): uh = u[: self.spacedim // 2] if is_state or self.isCEye else u return super().plot(uh, warping, is_state, name, save, what, forceNewFile, saveFormat, saveDPI, show, colorMap, fenplotArgs, **figspecs) def outParaview(self, u, warping = None, is_state = False, name = "u", filename = "out", time = 0., what = 'all', forceNewFile = True, folder = False, filePW = None): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaview(u[: self.spacedim // 2], warping, is_state, name, filename, time, what, forceNewFile, folder, filePW) def outParaviewTimeDomain(self, u, omega, warping = None, is_state = False, timeFinal = None, periodResolution = 20, name = "u", filename = "out", forceNewFile = True, folder = False): if not is_state and not self.isCEye: raise RROMPyException(("Cannot output to Paraview non-state " "object.")) return super().outParaviewTimeDomain(u[: self.spacedim // 2], omega, warping, is_state, timeFinal, periodResolution, name, filename, forceNewFile, folder) 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 ec0ccb6..28da974 100644 --- a/rrompy/parameter/parameter_list.py +++ b/rrompy/parameter/parameter_list.py @@ -1,234 +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 hasattr(data, "__len__"): data = [data] + 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/__init__.py b/rrompy/parameter/parameter_sampling/__init__.py index 2ed053b..b44b6da 100644 --- a/rrompy/parameter/parameter_sampling/__init__.py +++ b/rrompy/parameter/parameter_sampling/__init__.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 . # from .empty_sampler import EmptySampler from .manual_sampler import ManualSampler from .segment import QuadratureSampler, QuadratureSamplerTotal, RandomSampler from .shape import (FFTSampler, QuadratureBoxSampler, QuadratureCircleSampler, RandomBoxSampler, RandomCircleSampler) -from .sparse_grid import SparseGridSampler +from .sparse_grid import SparseGridSampler, SparseGridSamplerTwoWay __all__ = [ 'EmptySampler', 'ManualSampler', 'QuadratureSampler', 'QuadratureSamplerTotal', 'RandomSampler', 'FFTSampler', 'QuadratureBoxSampler', 'QuadratureCircleSampler', 'RandomBoxSampler', 'RandomCircleSampler', - 'SparseGridSampler' + 'SparseGridSampler', + 'SparseGridSamplerTwoWay' ] diff --git a/rrompy/parameter/parameter_sampling/generic_random_sampler.py b/rrompy/parameter/parameter_sampling/generic_random_sampler.py index 8341c46..c1cdbe1 100644 --- a/rrompy/parameter/parameter_sampling/generic_random_sampler.py +++ b/rrompy/parameter/parameter_sampling/generic_random_sampler.py @@ -1,78 +1,78 @@ # 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 from .generic_sampler import GenericSampler -from rrompy.utilities.base.types import List, DictAny, paramList +from rrompy.utilities.base.types import Tuple, List, DictAny, paramList from rrompy.utilities.exception_manager import RROMPyException from rrompy.parameter.parameter_list import emptyParameterList _allowedRandomKinds = ["UNIFORM", "HALTON", "SOBOL"] __all__ = ['GenericRandomSampler'] class GenericRandomSampler(GenericSampler): """Generator of random sample points.""" def __init__(self, lims:paramList, kind : str = "UNIFORM", parameterMap : DictAny = 1., refinementFactor : float = 1., seed : int = 42): super().__init__(lims = lims, parameterMap = parameterMap) self._allowedKinds = _allowedRandomKinds self.kind = kind self.refinementFactor = refinementFactor self.seed = seed self.reset() def __str__(self) -> str: return "{}_{}".format(super().__str__(), 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 self._allowedKinds: raise RROMPyException("Generator kind not recognized.") self._kind = kind.upper() def reset(self): self.points = emptyParameterList() def generatePoints(self, n:int, reorder : bool = True) -> paramList: """Array of quadrature points.""" if self.kind == "UNIFORM": np.random.seed(self.seed) else: self.seedLoc = self.seed self.reset() rF, self.refinementFactor = self.refinementFactor, 1. _ = self.refine([None] * n) self.refinementFactor = rF return self.points @abstractmethod - def refine(self, active : List[int] = None) -> List[int]: + def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: pass 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/segment/random_sampler.py b/rrompy/parameter/parameter_sampling/segment/random_sampler.py index c1515f5..a79cc26 100644 --- a/rrompy/parameter/parameter_sampling/segment/random_sampler.py +++ b/rrompy/parameter/parameter_sampling/segment/random_sampler.py @@ -1,55 +1,55 @@ # 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 rrompy.parameter.parameter_sampling.generic_random_sampler import ( GenericRandomSampler) from rrompy.utilities.numerical.halton import haltonGenerate from rrompy.utilities.numerical.sobol import sobolGenerate -from rrompy.utilities.base.types import List +from rrompy.utilities.base.types import Tuple, List __all__ = ['RandomSampler'] class RandomSampler(GenericRandomSampler): """Generator of (quasi-)random sample points.""" - def refine(self, active : List[int] = None) -> List[int]: + def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: if active is None: n = self.npoints elif isinstance(active, (Number,)): n = active else: n = len(active) n = int(n * self.refinementFactor) if self.kind == "UNIFORM": xmat = np.random.uniform(size = (n, self.npar)) elif self.kind == "HALTON": xmat, self.seedLoc = haltonGenerate(self.npar, n, self.seedLoc, return_seed = True) else: xmat, self.seedLoc = sobolGenerate(self.npar, n, self.seedLoc, return_seed = True) limsE = self.mapParameterList(self.lims) for d in range(self.npar): a, b = limsE(d) xmat[:, d] = a + (b - a) * xmat[:, d] pts = self.mapParameterList(xmat, "B") idx = np.arange(n, dtype = int) + len(self.points) for pj in pts: self.points.append(pj) - return list(idx) + return list(idx), [] diff --git a/rrompy/parameter/parameter_sampling/shape/generic_shape_sampler.py b/rrompy/parameter/parameter_sampling/shape/generic_shape_sampler.py index c46ed25..8feebb3 100644 --- a/rrompy/parameter/parameter_sampling/shape/generic_shape_sampler.py +++ b/rrompy/parameter/parameter_sampling/shape/generic_shape_sampler.py @@ -1,48 +1,49 @@ # 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.parameter.parameter_sampling.generic_sampler import GenericSampler from rrompy.utilities.base.types import List, DictAny, paramList from rrompy.utilities.exception_manager import RROMPyAssert __all__ = ['GenericShapeSampler'] class GenericShapeSampler(GenericSampler): """Generator of sample points on boxes or ellipses.""" def __init__(self, lims:paramList, axisRatios : List[float] = None, parameterMap : DictAny = 1.): super().__init__(lims = lims, parameterMap = parameterMap) self.axisRatios = axisRatios def normalFoci(self, d : int = 0): focus = (1. + 0.j - self.axisRatios[d] ** 2.) ** .5 return [- focus, focus] @property def axisRatios(self): """Value of axisRatios.""" return self._axisRatios @axisRatios.setter def axisRatios(self, axisRatios): if axisRatios is None: axisRatios = [1.] * self.npar - if not hasattr(axisRatios, "__len__"): axisRatios = [axisRatios] + if not isinstance(axisRatios, Iterable): axisRatios = [axisRatios] RROMPyAssert(self.npar, len(axisRatios), "Number of axis ratios terms") self._axisRatios = [np.abs(x) for x in axisRatios] diff --git a/rrompy/parameter/parameter_sampling/shape/random_box_sampler.py b/rrompy/parameter/parameter_sampling/shape/random_box_sampler.py index f1e872f..4142563 100644 --- a/rrompy/parameter/parameter_sampling/shape/random_box_sampler.py +++ b/rrompy/parameter/parameter_sampling/shape/random_box_sampler.py @@ -1,69 +1,69 @@ # 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 .generic_shape_random_sampler import GenericShapeRandomSampler from rrompy.utilities.numerical import haltonGenerate, sobolGenerate -from rrompy.utilities.base.types import List +from rrompy.utilities.base.types import Tuple, List __all__ = ['RandomBoxSampler'] class RandomBoxSampler(GenericShapeRandomSampler): """Generator of (quasi-)random sample points on boxes.""" - def refine(self, active : List[int] = None) -> List[int]: + def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: if active is None: n = self.npoints elif isinstance(active, (Number,)): n = int(active) else: n = len(active) n = int(n * self.refinementFactor) nEff = int(np.ceil(n * np.prod( [max(x, 1. / x) for x in self.axisRatios]))) xmat2 = [] while len(xmat2) < n: if self.kind == "UNIFORM": xmat2 = np.random.uniform(size = (nEff, 2 * self.npar)) elif self.kind == "HALTON": xmat2, self.seedLoc = haltonGenerate(2 * self.npar, nEff, self.seedLoc, return_seed = True) else: xmat2, self.seedLoc = sobolGenerate(2 * self.npar, nEff, self.seed, return_seed = True) for d in range(self.npar): ax = self.axisRatios[d] if ax <= 1.: xmat2 = xmat2[xmat2[:, 2 * d + 1] <= ax] else: xmat2 = xmat2[xmat2[:, 2 * d] <= 1. / ax] xmat2[:, 2 * d : 2 * d + 2] *= ax nEff += 1 xmat = np.empty((n, self.npar), dtype = np.complex) limsE = self.mapParameterList(self.lims) for d in range(self.npar): a, b = limsE(d) xmat[:, d] = a + (b - a) * (xmat2[: n, 2 * d] + 1.j * self.axisRatios[d] * (xmat2[: n, 2 * d + 1] - .5)) pts = self.mapParameterList(xmat, "B") idx = np.arange(n, dtype = int) + len(self.points) for pj in pts: self.points.append(pj) - return list(idx) + return list(idx), [] diff --git a/rrompy/parameter/parameter_sampling/shape/random_circle_sampler.py b/rrompy/parameter/parameter_sampling/shape/random_circle_sampler.py index 5a1de1f..e484597 100644 --- a/rrompy/parameter/parameter_sampling/shape/random_circle_sampler.py +++ b/rrompy/parameter/parameter_sampling/shape/random_circle_sampler.py @@ -1,72 +1,72 @@ # 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 .generic_shape_random_sampler import GenericShapeRandomSampler from rrompy.utilities.numerical import (haltonGenerate, sobolGenerate, potential) -from rrompy.utilities.base.types import List +from rrompy.utilities.base.types import Tuple, List __all__ = ['RandomCircleSampler'] class RandomCircleSampler(GenericShapeRandomSampler): """Generator of (quasi-)random sample points on ellipses.""" - def refine(self, active : List[int] = None) -> List[int]: + def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: if active is None: n = self.npoints elif isinstance(active, (Number,)): n = active else: n = len(active) n = int(n * self.refinementFactor) nEff = int(np.ceil(n * (4. / np.pi) ** self.npar * np.prod( [max(x, 1. / x) for x in self.axisRatios]))) xmat2 = [] while len(xmat2) < n: if self.kind == "UNIFORM": xmat2 = np.random.uniform(size = (nEff, 2 * self.npar)) elif self.kind == "HALTON": xmat2, self.seedLoc = haltonGenerate(2 * self.npar, nEff, self.seedLoc, return_seed = True) else: xmat2, self.seedLoc = sobolGenerate(2 * self.npar, nEff, self.seed, return_seed = True) xmat2 = xmat2 * 2. - 1. for d in range(self.npar): ax = self.axisRatios[d] if ax > 1.: xmat2[:, 2 * d : 2 * d + 2] *= ax Z = xmat2[:, 2 * d] + 1.j * ax * xmat2[:, 2 * d + 1] ptscore = potential(Z, self.normalFoci(d)) xmat2 = xmat2[ptscore <= self.groundPotential(d)] nEff += 1 xmat = np.empty((n, self.npar), dtype = np.complex) limsE = self.mapParameterList(self.lims) for d in range(self.npar): ax = self.axisRatios[d] a, b = limsE(d) c, r = (a + b) / 2., (a - b) / 2. xmat[:, d] = c + r * (xmat2[: n, 2 * d] + 1.j * ax * xmat2[: n, 2 * d + 1]) pts = self.mapParameterList(xmat, "B") idx = np.arange(n, dtype = int) + len(self.points) for pj in pts: self.points.append(pj) - return list(idx) + return list(idx), [] diff --git a/rrompy/parameter/parameter_sampling/sparse_grid/__init__.py b/rrompy/parameter/parameter_sampling/sparse_grid/__init__.py index 64373b4..f69816e 100644 --- a/rrompy/parameter/parameter_sampling/sparse_grid/__init__.py +++ b/rrompy/parameter/parameter_sampling/sparse_grid/__init__.py @@ -1,25 +1,27 @@ # 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 .sparse_grid_sampler import SparseGridSampler +from .sparse_grid_sampler_two_way import SparseGridSamplerTwoWay __all__ = [ - 'SparseGridSampler' + 'SparseGridSampler', + 'SparseGridSamplerTwoWay' ] 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 ed6b372..e695e06 100644 --- a/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py +++ b/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler.py @@ -1,115 +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 List, DictAny, paramList +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, ["", "-NOBOUNDARY"])]: + product(sparsekinds, ["", "-HAAR"])]: raise RROMPyException("Generator kind not recognized.") self._kind = kind.upper() - self._noBoundary = "NOBOUNDARY" in self._kind + 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.zeros((1, self.npar), dtype = int) - self.deltadepth = np.zeros(1, dtype = int) + self.depth = np.array([[self._noBoundary] * self.npar], dtype = int) - def refine(self, active : List[int] = None) -> List[int]: + def refine(self, active : List[int] = None) -> Tuple[List[int], List[int]]: if active is None: active = np.arange(self.npoints) - limsX = self.mapParameterList(self.lims) - newIdxs = [] + 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] - exhausted = False - while not exhausted: - ddp = self.deltadepth[act] - for jdelta in range(self.npar): - for signdelta in [-1., 1.]: - Pointj = sparseMap( - self.mapParameterList(point[jdelta], - idx = [jdelta])(0, 0), - limsX(jdelta), self.kind, False) - if not self._noBoundary and dpt[jdelta] == 1: - Centerj = sparseMap( - self.mapParameterList(self.points[0][jdelta], - idx = [jdelta])(0, 0), - limsX(jdelta), self.kind, False) - gradj = Pointj - Centerj - if signdelta * gradj > 0: - continue - pointj = copy(point) - Pointj = Pointj + .5 ** (dpt[jdelta] + ddp - + self._noBoundary) * signdelta - pointj[jdelta] = self.mapParameterList( - sparseMap(Pointj, limsX(jdelta), self.kind), - "B", [jdelta])(0, 0) - dist = np.sum(np.abs(self.points.data - - pointj.reshape(1, -1)), axis = 1) - samePt = np.where(np.isclose(dist, 0.))[0] - if len(samePt) > 0: - if samePt[0] in newIdxs: exhausted = True - continue - newIdxs += [self.npoints] - self.points.append(pointj) - self.depth = np.append(self.depth, [dpt], 0) - self.depth[-1, jdelta] += 1 + ddp - self.deltadepth = np.append(self.deltadepth, [0]) - exhausted = True - self.deltadepth[act] += 1 - return newIdxs + 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 #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 #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: #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) + while self.npoints < n: idx = self.refine(idx)[0] return self.points diff --git a/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler_two_way.py b/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler_two_way.py new file mode 100644 index 0000000..12a379b --- /dev/null +++ b/rrompy/parameter/parameter_sampling/sparse_grid/sparse_grid_sampler_two_way.py @@ -0,0 +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 . +# + +from itertools import product +import numpy as np +from .sparse_grid_sampler import SparseGridSampler +from rrompy.utilities.base.types import Tuple, List +from rrompy.utilities.exception_manager import RROMPyException + +__all__ = ['SparseGridSamplerTwoWay'] + +class SparseGridSamplerTwoWay(SparseGridSampler): + """Generator of sparse grid sample points with two-way refinement.""" + + 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, backwards in product(range(self.npar), + [-1., 1.], [0, 1]): + if backwards: dpt[jdelta] -= 1 + idx = self.addForwardPoint(point, dpt, jdelta, signdelta) + if idx is not None: + if idx > 0: newIdxs += [idx] + else: oldIdxs += [- idx] + if backwards: dpt[jdelta] += 1 + return newIdxs, oldIdxs diff --git a/rrompy/reduction_methods/__init__.py b/rrompy/reduction_methods/__init__.py index 9e3d83f..92f8737 100644 --- a/rrompy/reduction_methods/__init__.py +++ b/rrompy/reduction_methods/__init__.py @@ -1,48 +1,46 @@ # 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 .standard import (NearestNeighbor, RationalInterpolant, RationalPade, - ReducedBasis) +from .standard import NearestNeighbor, RationalInterpolant, ReducedBasis from .standard.greedy import RationalInterpolantGreedy, ReducedBasisGreedy from .pivoted import (RationalInterpolantPivotedNoMatch, RationalInterpolantPivoted, RationalInterpolantGreedyPivotedNoMatch, RationalInterpolantGreedyPivoted) from .pivoted.greedy import (RationalInterpolantPivotedGreedyNoMatch, RationalInterpolantPivotedGreedy, RationalInterpolantGreedyPivotedGreedyNoMatch, RationalInterpolantGreedyPivotedGreedy) __all__ = [ 'NearestNeighbor', 'RationalInterpolant', - 'RationalPade', 'ReducedBasis', 'RationalInterpolantGreedy', 'ReducedBasisGreedy', 'RationalInterpolantPivotedNoMatch', 'RationalInterpolantPivoted', 'RationalInterpolantGreedyPivotedNoMatch', 'RationalInterpolantGreedyPivoted', 'RationalInterpolantPivotedGreedyNoMatch', 'RationalInterpolantPivotedGreedy', 'RationalInterpolantGreedyPivotedGreedyNoMatch', 'RationalInterpolantGreedyPivotedGreedy' ] 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/generic_approximant.py b/rrompy/reduction_methods/base/generic_approximant.py index 345fc79..fd56144 100644 --- a/rrompy/reduction_methods/base/generic_approximant.py +++ b/rrompy/reduction_methods/base/generic_approximant.py @@ -1,918 +1,928 @@ # 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 +from collections.abc import Iterable from itertools import product as iterprod from copy import deepcopy as copy from os import remove as osrm -from rrompy.sampling import SamplingEngineStandard, SamplingEngineStandardPOD +from rrompy.sampling import (SamplingEngine, SamplingEngineNormalize, + SamplingEnginePOD) from rrompy.utilities.base.types import (Np1D, DictAny, HFEng, List, Tuple, ListAny, strLst, paramVal, paramList, sampList) from rrompy.utilities.base.data_structures import purgeDict, getNewFilename from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPy_READY, RROMPy_FRAGILE) 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, listGather, listScatter) __all__ = ['GenericApproximant'] def addNormFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs) -> Np1D: uV = getattr(self.__class__, "get" + fieldName)(self, mu) kwargs["is_state"] = False val = self.HFEngine.norm(uV, *args, **kwargs) return val setattr(self.__class__, "norm" + fieldName, objFunc) def addNormDualFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs) -> Np1D: uV = getattr(self.__class__, "get" + fieldName)(self, mu) kwargs["is_state"] = True if "dual" not in kwargs.keys(): kwargs["dual"] = True val = self.HFEngine.norm(uV, *args, **kwargs) return val setattr(self.__class__, "norm" + fieldName, objFunc) def addPlotFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs): uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.plot(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "plot" + fieldName, objFunc) def addPlotDualFieldToClass(self, fieldName): def objFunc(self, mu:paramList, *args, **kwargs): uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.plot(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "plot" + fieldName, objFunc) def addOutParaviewFieldToClass(self, fieldName): def objFunc(self, mu:paramVal, *args, **kwargs): if not hasattr(self.HFEngine, "outParaview"): raise RROMPyException(("High fidelity engine cannot output to " "Paraview.")) uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.outParaview(u, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "outParaview" + fieldName, objFunc) def addOutParaviewTimeDomainFieldToClass(self, fieldName): def objFunc(self, mu:paramVal, *args, **kwargs): if not hasattr(self.HFEngine, "outParaviewTimeDomain"): raise RROMPyException(("High fidelity engine cannot output to " "Paraview.")) uV = getattr(self.__class__, "get" + fieldName)(self, mu) uV = listScatter(uV)[0].T filesOut = [] if len(uV) > 0: omega = args.pop(0) if len(args) > 0 else np.real(mu) if "name" in kwargs.keys(): nameBase = copy(kwargs["name"]) filesOut = [] for j, u in enumerate(uV): if "name" in kwargs.keys(): kwargs["name"] = nameBase + str(j) filesOut += [self.HFEngine.outParaviewTimeDomain(u, omega, *args, **kwargs)] if "name" in kwargs.keys(): kwargs["name"] = nameBase filesOut = listGather(filesOut) if filesOut[0] is None: return None return filesOut setattr(self.__class__, "outParaviewTimeDomain" + fieldName, objFunc) class GenericApproximant: """ ABSTRACT ROM 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': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. full POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of samples current approximant relies upon. 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. trainedModel: Trained model evaluator. mu0: Default parameter. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList{Soft,Critical}. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: Whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Number of solution snapshots over which current approximant is based upon. 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. """ __all__ += [ftype + dtype for ftype, dtype in iterprod( ["norm", "plot", "outParaview", "outParaviewTimeDomain"], ["HF", "RHS", "Approx", "Res", "Err"])] def __init__(self, HFEngine:HFEng, mu0 : paramVal = None, approxParameters : DictAny = {}, approx_state : bool = False, verbosity : int = 10, timestamp : bool = True): self._preInit() self._mode = RROMPy_READY self.approx_state = approx_state self.verbosity = verbosity self.timestamp = timestamp vbMng(self, "INIT", "Initializing engine of type {}.".format(self.name()), 10) self._HFEngine = HFEngine self.trainedModel = None self.lastSolvedHF = emptyParameterList() self.uHF = emptySampleList() - self._addParametersToList(["POD", "scaleFactorDer"], [True, "AUTO"], + self._addParametersToList(["POD", "scaleFactorDer"], [1, "AUTO"], ["S"], [1.]) if mu0 is None: if hasattr(self.HFEngine, "mu0"): self.mu0 = checkParameter(self.HFEngine.mu0) else: raise RROMPyException(("Center of approximation cannot be " "inferred from HF engine. Parameter " "required")) else: self.mu0 = checkParameter(mu0, self.HFEngine.npar) self.resetSamples() self.approxParameters = approxParameters self._postInit() ### add norm{HF,Err} methods """ Compute norm of * at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of *. """ for objName in ["HF", "Err"]: addNormFieldToClass(self, objName) ### add norm{RHS,Res} methods """ Compute norm of * at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of *. """ for objName in ["RHS", "Res"]: addNormDualFieldToClass(self, objName) ### add plot{HF,Approx,Err} methods """ Do some nice plots of * at arbitrary parameter. Args: mu: Target parameter. name(optional): Name to be shown as title of the plots. Defaults to 'u'. what(optional): Which plots to do. If list, can contain 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. save(optional): Where to save plot(s). Defaults to None, i.e. no saving. saveFormat(optional): Format for saved plot(s). Defaults to "eps". saveDPI(optional): DPI for saved plot(s). Defaults to 100. show(optional): Whether to show figure. Defaults to True. figspecs(optional key args): Optional arguments for matplotlib figure creation. """ for objName in ["HF", "Approx", "Err"]: addPlotFieldToClass(self, objName) ### add plot{RHS,Res} methods """ Do some nice plots of * at arbitrary parameter. Args: mu: Target parameter. name(optional): Name to be shown as title of the plots. Defaults to 'u'. what(optional): Which plots to do. If list, can contain 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. save(optional): Where to save plot(s). Defaults to None, i.e. no saving. saveFormat(optional): Format for saved plot(s). Defaults to "eps". saveDPI(optional): DPI for saved plot(s). Defaults to 100. show(optional): Whether to show figure. Defaults to True. figspecs(optional key args): Optional arguments for matplotlib figure creation. """ for objName in ["RHS", "Res"]: addPlotDualFieldToClass(self, objName) ### add outParaview{HF,RHS,Approx,Res,Err} methods """ Output * to ParaView file. Args: mu: Target parameter. name(optional): Base name to be used for data output. filename(optional): Name of output file. time(optional): Timestamp. what(optional): Which plots to do. If list, can contain 'MESH', 'ABS', 'PHASE', 'REAL', 'IMAG'. If str, same plus wildcard 'ALL'. Defaults to 'ALL'. forceNewFile(optional): Whether to create new output file. filePW(optional): Fenics File entity (for time series). """ for objName in ["HF", "RHS", "Approx", "Res", "Err"]: addOutParaviewFieldToClass(self, objName) ### add outParaviewTimeDomain{HF,RHS,Approx,Res,Err} methods """ Output * to ParaView file, converted to time domain. Args: mu: Target parameter. omega(optional): frequency. 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. forceNewFile(optional): Whether to create new output file. """ for objName in ["HF", "RHS", "Approx", "Res", "Err"]: addOutParaviewTimeDomainFieldToClass(self, objName) def _preInit(self): if not hasattr(self, "depth"): self.depth = 0 else: self.depth += 1 @property def tModelType(self): raise RROMPyException("No trainedModel type assigned.") def initializeModelData(self, datadict): from .trained_model.trained_model_data import TrainedModelData return (TrainedModelData(datadict["mu0"], datadict["mus"], datadict.pop("projMat"), datadict["scaleFactor"], datadict.pop("parameterMap")), ["mu0", "scaleFactor", "mus"]) @property def parameterList(self): """Value of parameterListSoft + parameterListCritical.""" return self.parameterListSoft + self.parameterListCritical def _addParametersToList(self, whatSoft : strLst = [], defaultSoft : ListAny = [], whatCritical : strLst = [], defaultCritical : ListAny = [], toBeExcluded : strLst = []): if not hasattr(self, "parameterToBeExcluded"): self.parameterToBeExcluded = [] self.parameterToBeExcluded = toBeExcluded + self.parameterToBeExcluded if not hasattr(self, "parameterListSoft"): self.parameterListSoft = [] if not hasattr(self, "parameterDefaultSoft"): self.parameterDefaultSoft = {} if not hasattr(self, "parameterListCritical"): self.parameterListCritical = [] if not hasattr(self, "parameterDefaultCritical"): self.parameterDefaultCritical = {} for j, what in enumerate(whatSoft): if what not in self.parameterToBeExcluded: self.parameterListSoft = [what] + self.parameterListSoft self.parameterDefaultSoft[what] = defaultSoft[j] for j, what in enumerate(whatCritical): if what not in self.parameterToBeExcluded: self.parameterListCritical = ([what] + self.parameterListCritical) self.parameterDefaultCritical[what] = defaultCritical[j] def _postInit(self): if self.depth == 0: vbMng(self, "DEL", "Done initializing.", 10) del self.depth else: self.depth -= 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 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: - SamplingEngine = SamplingEngineStandardPOD + if self.POD == 1: + sEng = SamplingEnginePOD + elif self.POD == 1/2: + sEng = SamplingEngineNormalize else: - SamplingEngine = SamplingEngineStandard - self.samplingEngine = SamplingEngine(self.HFEngine, - sample_state = self.approx_state, - verbosity = self.verbosity) + sEng = SamplingEngine + self.samplingEngine = sEng(self.HFEngine, + sample_state = self.approx_state, + verbosity = self.verbosity) self.resetSamples() @property def HFEngine(self): """Value of HFEngine.""" return self._HFEngine @HFEngine.setter def HFEngine(self, HFEngine): raise RROMPyException("Cannot change HFEngine.") @property def mu0(self): """Value of mu0.""" return self._mu0 @mu0.setter def mu0(self, mu0): mu0 = checkParameter(mu0) if not hasattr(self, "_mu0") or mu0 != self.mu0: self.resetSamples() self._mu0 = mu0 @property def npar(self): """Number of parameters.""" return self.mu0.shape[1] def checkParameterList(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.npar, check_if_single) + def mapParameterList(self, *args, **kwargs): + return self.HFEngine.mapParameterList(*args, **kwargs) + @property def approxParameters(self): """Value of approximant parameters.""" return self._approxParameters @approxParameters.setter def approxParameters(self, approxParams): if not hasattr(self, "approxParameters"): self._approxParameters = {} approxParameters = purgeDict(approxParams, self.parameterList, dictname = self.name() + ".approxParameters", baselevel = 1) keyList = list(approxParameters.keys()) for key in self.parameterListCritical: if key in keyList: setattr(self, "_" + key, self.parameterDefaultCritical[key]) for key in self.parameterListSoft: if key in keyList: setattr(self, "_" + key, self.parameterDefaultSoft[key]) fragile = False for key in self.parameterListCritical: if key in keyList: val = approxParameters[key] else: val = getattr(self, "_" + key, None) if val is None: fragile = True val = self.parameterDefaultCritical[key] if self._mode == RROMPy_FRAGILE: setattr(self, "_" + key, val) self.approxParameters[key] = val else: getattr(self.__class__, key, None).fset(self, val) for key in self.parameterListSoft: if key in keyList: val = approxParameters[key] else: val = getattr(self, "_" + key, None) if val is None: val = self.parameterDefaultSoft[key] if self._mode == RROMPy_FRAGILE: setattr(self, "_" + key, val) self.approxParameters[key] = val else: getattr(self.__class__, key, None).fset(self, val) if fragile: self._mode = RROMPy_FRAGILE @property def POD(self): """Value of POD.""" return self._POD @POD.setter def POD(self, POD): if hasattr(self, "_POD"): PODold = self.POD else: PODold = -1 + if POD not in [0, 1/2, 1]: + raise RROMPyException("POD must be either 0, 1/2, or 1.") self._POD = POD self._approxParameters["POD"] = self.POD if PODold != self.POD: self.samplingEngine = None self.resetSamples() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self.scaleFactor return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() - elif hasattr(scaleFactorDer, "__len__"): + elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def scaleFactorRel(self): """Value of scaleFactorDer / scaleFactor.""" if self._scaleFactorDer == "AUTO": return None try: return np.divide(self.scaleFactorDer, self.scaleFactor) except: raise RROMPyException(("Error in computation of relative scaling " "factor. Make sure that scaleFactor is " - "properly initialized.")) + "properly initialized.")) from None @property def approx_state(self): """Value of approx_state.""" return self._approx_state @approx_state.setter def approx_state(self, approx_state): if hasattr(self, "_approx_state"): approx_stateold = self.approx_state else: approx_stateold = -1 self._approx_state = approx_state if approx_stateold != self.approx_state: self.resetSamples() @property def S(self): """Value of S.""" return self._S @S.setter def S(self, S): if S <= 0: raise RROMPyException("S must be positive.") if hasattr(self, "_S") and self._S is not None: Sold = self.S else: Sold = -1 self._S = S self._approxParameters["S"] = self.S if Sold != self.S: self.resetSamples() @property def trainedModel(self): """Value of trainedModel.""" return self._trainedModel @trainedModel.setter def trainedModel(self, trainedModel): self._trainedModel = trainedModel if self._trainedModel is not None: self._trainedModel.reset() self.lastSolvedApproxReduced = emptyParameterList() self.lastSolvedApprox = emptyParameterList() self.uApproxReduced = emptySampleList() self.uApprox = emptySampleList() def resetSamples(self): if hasattr(self, "samplingEngine") and self.samplingEngine is not None: self.samplingEngine.resetHistory() else: self.setupSampling() self._mode = RROMPy_READY def plotSamples(self, *args, **kwargs) -> List[str]: """ Do some nice plots of the samples. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot plot samples.") return self.samplingEngine.plotSamples(*args, **kwargs) def outParaviewSamples(self, *args, **kwargs) -> List[str]: """ Output samples to ParaView file. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot output samples.") return self.samplingEngine.outParaviewSamples(*args, **kwargs) def outParaviewTimeDomainSamples(self, *args, **kwargs) -> List[str]: """ Output samples to ParaView file, converted to time domain. Returns: Output filenames. """ RROMPyAssert(self._mode, message = "Cannot output samples.") return self.samplingEngine.outParaviewTimeDomainSamples(*args, **kwargs) def setTrainedModel(self, model): """Deepcopy approximation from trained model.""" if hasattr(model, "storeTrainedModel"): verb = model.verbosity model.verbosity = 0 fileOut = model.storeTrainedModel() model.verbosity = verb else: try: fileOut = getNewFilename("trained_model", "pkl") pickleDump(model.data.__dict__, fileOut) except: raise RROMPyException(("Failed to store model data. Parameter " "model must have either " "storeTrainedModel or " - "data.__dict__ properties.")) + "data.__dict__ properties.")) from None self.loadTrainedModel(fileOut) osrm(fileOut) @abstractmethod def setupApprox(self) -> int: """ Setup approximant. (ABSTRACT) Any specialization should include something like self.trainedModel = ... self.trainedModel.data = ... self.trainedModel.data.approxParameters = copy( self.approxParameters) Returns > 0 if error was encountered, < 0 if no computation was necessary. """ if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) pass vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 def checkComputedApprox(self) -> bool: """ Check if setup of new approximant is not needed. Returns: True if new setup is not needed. False otherwise. """ return self._mode == RROMPy_FRAGILE or (self.trainedModel is not None and self.trainedModel.data.approxParameters == self.approxParameters and len(self.mus) == len(self.trainedModel.data.mus)) def _pruneBeforeEval(self, mu:paramList, field:str, append:bool, prune:bool) -> Tuple[paramList, Np1D, Np1D, bool]: mu = self.checkParameterList(mu) idx = np.empty(len(mu), dtype = np.int) if prune: jExtra = np.zeros(len(mu), dtype = bool) muExtra = emptyParameterList() lastSolvedMus = getattr(self, "lastSolved" + field) if (len(mu) > 0 and len(mu) == len(lastSolvedMus) and mu == lastSolvedMus): idx = np.arange(len(mu), dtype = np.int) return muExtra, jExtra, idx, True muKeep = copy(muExtra) for j in range(len(mu)): jPos = lastSolvedMus.find(mu[j]) if jPos is not None: idx[j] = jPos muKeep.append(mu[j]) else: jExtra[j] = True muExtra.append(mu[j]) if len(muKeep) > 0 and not append: lastSolvedu = getattr(self, "u" + field) idx[~jExtra] = getattr(self.__class__, "set" + field)(self, muKeep, lastSolvedu[idx[~jExtra]], append) append = True else: jExtra = np.ones(len(mu), dtype = bool) muExtra = mu return muExtra, jExtra, idx, append def _setObject(self, mu:paramList, field:str, object:sampList, append:bool) -> List[int]: newMus = self.checkParameterList(mu) newObj = sampleList(object) if append: getattr(self, "lastSolved" + field).append(newMus) getattr(self, "u" + field).append(newObj) Ltot = len(getattr(self, "u" + field)) return list(range(Ltot - len(newObj), Ltot)) setattr(self, "lastSolved" + field, copy(newMus)) setattr(self, "u" + field, copy(newObj)) return list(range(len(getattr(self, "u" + field)))) def setHF(self, muHF:paramList, uHF:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muHF, "HF", uHF, append) def evalHF(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Find high fidelity solution with original parameters and arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "HF", append, prune) if len(muExtra) > 0: vbMng(self, "INIT", "Solving HF model for mu = {}.".format(mu), 15) newuHFs = self.HFEngine.solve(muExtra) vbMng(self, "DEL", "Done solving HF model.", 15) idx[jExtra] = self.setHF(muExtra, newuHFs, append) return list(idx) def setApproxReduced(self, muApproxR:paramList, uApproxR:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muApproxR, "ApproxReduced", uApproxR, append) def evalApproxReduced(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Evaluate reduced representation of approximant at arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ self.setupApprox() muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "ApproxReduced", append, prune) if len(muExtra) > 0: newuApproxs = self.trainedModel.getApproxReduced(muExtra) idx[jExtra] = self.setApproxReduced(muExtra, newuApproxs, append) return list(idx) def setApprox(self, muApprox:paramList, uApprox:sampleList, append : bool = False) -> List[int]: """Assign high fidelity solution.""" return self._setObject(muApprox, "Approx", uApprox, append) def evalApprox(self, mu:paramList, append : bool = False, prune : bool = True) -> List[int]: """ Evaluate approximant at arbitrary parameter. Args: mu: Target parameter. append(optional): Whether to append new HF solutions to old ones. prune(optional): Whether to remove duplicates of already appearing HF solutions. """ self.setupApprox() muExtra, jExtra, idx, append = self._pruneBeforeEval(mu, "Approx", append, prune) if len(muExtra) > 0: newuApproxs = self.trainedModel.getApprox(muExtra) idx[jExtra] = self.setApprox(muExtra, newuApproxs, append) return list(idx) def getHF(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get HF solution at arbitrary parameter. Args: mu: Target parameter. Returns: HFsolution. """ mu = self.checkParameterList(mu) idx = self.evalHF(mu, append = append, prune = prune) return self.uHF(idx) def getRHS(self, mu:paramList) -> sampList: """ Get linear system RHS at arbitrary parameter. Args: mu: Target parameter. Returns: Linear system RHS. """ return self.HFEngine.residual(mu, None) def getApproxReduced(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Reduced approximant. """ mu = self.checkParameterList(mu) idx = self.evalApproxReduced(mu, append = append, prune = prune) return self.uApproxReduced(idx) def getApprox(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant. """ mu = self.checkParameterList(mu) idx = self.evalApprox(mu, append = append, prune = prune) return self.uApprox(idx) def getRes(self, mu:paramList) -> sampList: """ Get residual at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant residual. """ if not self.HFEngine.isCEye: raise RROMPyException(("Residual of solution with non-scalar C " "not computable.")) return self.HFEngine.residual(mu, self.getApprox(mu) / self.HFEngine.C) def getErr(self, mu:paramList, append : bool = False, prune : bool = True) -> sampList: """ Get error at arbitrary parameter. Args: mu: Target parameter. Returns: Approximant error. """ return (self.getApprox(mu, append = append, prune =prune) - self.getHF(mu, append = append, prune = prune)) def normApprox(self, mu:paramList) -> float: """ Compute norm of approximant at arbitrary parameter. Args: mu: Target parameter. Returns: Target norm of approximant. """ - if not (self.POD and self.HFEngine.isCEye): + if not (self.POD == 1 and self.HFEngine.isCEye): return self.HFEngine.norm(self.getApprox(mu), is_state = False) return np.linalg.norm(self.HFEngine.applyC( self.getApproxReduced(mu).data), axis = 0) def recompressApprox(self, collapse : bool = False, tol : float = 0.): """Recompress approximant.""" self.setupApprox() vbMng(self, "INIT", "Recompressing approximant.", 20) self.trainedModel.compress(collapse, tol, self.HFEngine, self.approx_state) vbMng(self, "DEL", "Done recompressing approximant.", 20) def getPoles(self, *args, **kwargs) -> Np1D: """ Obtain approximant poles. Returns: Numpy complex vector of poles. """ self.setupApprox() vbMng(self, "INIT", "Computing poles of model.", 20) poles = self.trainedModel.getPoles(*args, **kwargs) vbMng(self, "DEL", "Done computing poles.", 20) return poles def storeSamples(self, filenameBase : str = "samples", forceNewFile : bool = True) -> str: """Store samples to file.""" filename = filenameBase + "_" + self.name() if forceNewFile: filename = getNewFilename(filename, "pkl")[: - 4] return self.samplingEngine.store(filename, False) def storeTrainedModel(self, filenameBase : str = "trained_model", forceNewFile : bool = True) -> str: """Store trained reduced model to file.""" self.setupApprox() filename = None if masterCore(): vbMng(self, "INIT", "Storing trained model to file.", 20) if forceNewFile: filename = getNewFilename(filenameBase, "pkl") else: filename = "{}.pkl".format(filenameBase) pickleDump(self.trainedModel.data.__dict__, filename) vbMng(self, "DEL", "Done storing trained model.", 20) filename = bcast(filename) return filename def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" vbMng(self, "INIT", "Loading pre-trained model from file.", 20) datadict = pickleLoad(filename) self.mu0 = datadict["mu0"] self.scaleFactor = datadict["scaleFactor"] self.mus = datadict["mus"] self.trainedModel = self.tModelType() self.trainedModel.verbosity = self.verbosity self.trainedModel.timestamp = self.timestamp data, selfkeys = self.initializeModelData(datadict) for key in selfkeys: setattr(self, key, datadict.pop(key)) approxParameters = datadict.pop("approxParameters") data.approxParameters = copy(approxParameters) for apkey in data.approxParameters.keys(): self._approxParameters[apkey] = approxParameters.pop(apkey) setattr(self, "_" + apkey, self._approxParameters[apkey]) for key in datadict: setattr(data, key, datadict[key]) self.trainedModel.data = data self._mode = RROMPy_FRAGILE vbMng(self, "DEL", "Done loading pre-trained model.", 20) 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/gather_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/gather_pivoted_approximant.py index 31c1f7a..b8a9062 100644 --- a/rrompy/reduction_methods/pivoted/gather_pivoted_approximant.py +++ b/rrompy/reduction_methods/pivoted/gather_pivoted_approximant.py @@ -1,99 +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 . # import numpy as np from rrompy.utilities.base.types import Np2D, Tuple, List, interpEng -from rrompy.utilities.poly_fitting.polynomial import PolynomialInterpolator +from rrompy.utilities.poly_fitting.polynomial import (PolynomialInterpolator, + PolynomialInterpolatorNodal) from rrompy.utilities.parallel.base import (COMM, allowParallelExecution, forcedSerial) def gatherPivotedApproximant(pMat:Np2D, Ps:List[interpEng], Qs:List[interpEng], mus:Np2D, sizes:List[int], polybasis:str, send_mus : bool = True) \ -> Tuple[Np2D, List[interpEng], List[interpEng], Np2D, List[int]]: allowParallelExecution(True) + Qnodal = isinstance(Qs[0], PolynomialInterpolatorNodal) sizes, sumsizes = np.array(sizes, dtype = int), np.sum(sizes) npar, samplesize = mus.shape[1], pMat.shape[0] - shapePQ = np.array([[P.deg[0] + 1, P.shape[0], Q.deg[0] + 1] + shapePQ = np.array([[P.deg[0] + 1, P.shape[0], Q.deg[0] + 1 - Qnodal] for P, Q in zip(Ps, Qs)], dtype = int).flatten() if forcedSerial() or len(sizes) == 1: return pMat, Ps, Qs, mus, list(shapePQ[1::3]) # share shapes of local Ps and Qs shapePQs = np.empty(3 * sumsizes, dtype = int) COMM.Allgatherv(shapePQ, [shapePQs, 3 * sizes]) sP = np.hstack((shapePQs[::3].reshape(-1, 1), shapePQs[1::3].reshape(-1, 1))) sQ = shapePQs[2::3] # compute cumulative shapes of all Ps and Qs sizesP, sizesQ, sizespMat = [], [], [] if send_mus: sizesmu = [] sizeOld = 0 for size in sizes: sizesP += [np.sum(np.product(sP[sizeOld : sizeOld + size], axis = 1))] sizesQ += [np.sum(sQ[sizeOld : sizeOld + size])] sizespMat += [samplesize * np.sum(sP[sizeOld : sizeOld + size, 1])] if send_mus: sizesmu += [npar * np.sum(sP[sizeOld : sizeOld + size, 1])] sizeOld += size # initiate nonblocking gathers pMatflat = pMat.T.flatten() if len(shapePQ) > 0: Pflat = np.concatenate([P.coeffs.flatten() for P in Ps]) - Qflat = np.concatenate([np.squeeze(Q.coeffs) for Q in Qs]) + if Qnodal: + Qflat = np.concatenate([Q.poles for Q in Qs]) + else: + Qflat = np.concatenate([np.squeeze(Q.coeffs) for Q in Qs]) else: Pflat = np.zeros(0, dtype = pMat.dtype) - Qflat = np.zeros(0, dtype = pMat.dtype) + Qflat = np.zeros(0, dtype = np.complex) pMatsflat = np.empty(np.sum(sizespMat), dtype = pMat.dtype) Psflat = np.empty(np.sum(sizesP), dtype = Pflat.dtype) Qsflat = np.empty(np.sum(sizesQ), dtype = Qflat.dtype) pMatreq = COMM.Iallgatherv(pMatflat, [pMatsflat, sizespMat]) Preq = COMM.Iallgatherv(Pflat, [Psflat, sizesP]) Qreq = COMM.Iallgatherv(Qflat, [Qsflat, sizesQ]) if send_mus: musflat = np.empty(np.sum(sizesmu), dtype = mus.dtype) mureq = COMM.Iallgatherv(mus.flatten(), [musflat, sizesmu]) # post-process data pMatreq.wait() pMat = pMatsflat.reshape(-1, samplesize).T Preq.wait() Ps, shift = [], 0 for sPj in sP: currSize = np.product(sPj) P = PolynomialInterpolator() P.coeffs = Psflat[shift : shift + currSize].reshape(sPj) P.npar = 1 P.polybasis = polybasis Ps += [P] shift += currSize Qreq.wait() Qs, shift = [], 0 for currSize in sQ: - Q = PolynomialInterpolator() - Q.coeffs = Qsflat[shift : shift + currSize] - Q.npar = 1 + if Qnodal: + Q = PolynomialInterpolatorNodal() + Q.poles = Qsflat[shift : shift + currSize] + else: + Q = PolynomialInterpolator() + Q.coeffs = Qsflat[shift : shift + currSize] + Q.npar = 1 Q.polybasis = polybasis Qs += [Q] shift += currSize if send_mus: mureq.wait() mus = musflat.reshape(-1, npar) return pMat, Ps, Qs, mus, list(sP[:, 1]) diff --git a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py index 0ca972b..1a67e27 100644 --- a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py +++ b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py @@ -1,742 +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 SamplingEngineStandard, SamplingEngineStandardPOD +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: - SamplingEngine = SamplingEngineStandardPOD + if self.POD == 1: + sEng = SamplingEnginePOD + elif self.POD == 1/2: + sEng = SamplingEngineNormalize else: - SamplingEngine = SamplingEngineStandard - self.samplingEngine = SamplingEngine(self.HFEngine, - sample_state = self.approx_state, - verbosity = self.verbosity) + 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 hasattr(radialDirWeightsMarg, "__len__"): + 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.HFEngine.mapParameterList(self.muBounds[0], - idx = self.directionPivot) - - self.HFEngine.mapParameterList(self.muBounds[1], - idx = self.directionPivot) - )[0]) + self.mapParameterListPivot(self.muBounds[0]) + - self.mapParameterListPivot(self.muBounds[1]))[0]) self.scaleFactorMarginal = .5 * np.abs(( - self.HFEngine.mapParameterList(self.muBoundsMarginal[0], - idx = self.directionMarginal) - - self.HFEngine.mapParameterList(self.muBoundsMarginal[1], - idx = self.directionMarginal) - )[0]) + 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 = False + _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 - try: - for file in self.storedSamplesFilenames: remove(file) - except: - RROMPyWarning(("Could not delete file {}. Aborting purge of " - "stored samples.").format(file)) - return - try: - rmdir(self._sampleBaseFilename[: -8]) - except: - RROMPyWarning(("Could not delete base folder containing stored " - "samples.")) - 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': whether to compute POD of snapshots; defaults to True; + - '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': whether to compute POD of snapshots; + - '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: Whether to compute POD of snapshots. + 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': whether to compute POD of snapshots; defaults to True; + - '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'; + 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': whether to compute POD of snapshots; + - '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: Whether to compute POD of snapshots. + 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"], - [1., "NONE", 1., "MONOMIAL", {}]) + self._addParametersToList(["matchingWeight", "sharedRatio", + "polybasisMarginal", "paramsMarginal"], + [1., 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"] + paramsMbadkeys += ["MMarginal", "polydegreetypeMarginal", + "interpRcondMarginal"] if hasattr(self, "_MMarginal_isauto"): del self._MMarginal_isauto if hasattr(self, "_MMarginal_shift"): del self._MMarginal_shift - if self.polybasisMarginal == "NEARESTNEIGHBOR": - paramsMbadkeys += ["interpRcondMarginal"] 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: - addPars = [] + interpPars = [self.polybasisMarginal] if self.polybasisMarginal in ppb + rbpb: - if self.polybasisMarginal in rbpb: addPars += [rDWMEff] - addPars += [self.verbosity >= 5, + if self.polybasisMarginal in rbpb: interpPars += [rDWMEff] + interpPars += [self.verbosity >= 5, self.paramsMarginal["polydegreetypeMarginal"] == "TOTAL"] if self.polybasisMarginal in ppb: - addPars += [{}] + interpPars += [{}] else: # if self.polybasisMarginal in rbpb: - addPars += [{"optimizeScalingBounds":self.paramsMarginal[ + 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] - interpPars = [self.polybasisMarginal] + addPars + [ - {"rcond":self.paramsMarginal["interpRcondMarginal"]}] 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 6f1960b..423b63d 100644 --- a/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py +++ b/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py @@ -1,828 +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, potential) +from rrompy.utilities.numerical import pointMatching +from rrompy.utilities.numerical.point_distances import chordalMetricAngleMatrix 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 = ["LEAVE_ONE_OUT", "LOOK_AHEAD", - "LOOK_AHEAD_RECOVER", "NONE"] + _allowedEstimatorKindsMarginal = ["LOOK_AHEAD", "LOOK_AHEAD_RECOVER", + "NONE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["matchingWeightError", - "cutOffToleranceError", "errorEstimatorKindMarginal", "greedyTolMarginal", "maxIterMarginal"], - [0., "AUTO", "NONE", 1e-1, 1e2]) + [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 hasattr(scaleFactorDer, "__len__"): + 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 cutOffToleranceError(self): - """Value of cutOffToleranceError.""" - return self._cutOffToleranceError - @cutOffToleranceError.setter - def cutOffToleranceError(self, cutOffToleranceError): - if isinstance(cutOffToleranceError, (str,)): - cutOffToleranceError = cutOffToleranceError.upper()\ - .strip().replace(" ","") - if cutOffToleranceError != "AUTO": - RROMPyWarning(("String value of cutOffToleranceError not " - "recognized. Overriding to 'AUTO'.")) - cutOffToleranceError == "AUTO" - self._cutOffToleranceError = cutOffToleranceError - self._approxParameters["cutOffToleranceError"] = ( - self.cutOffToleranceError) - @property def greedyTolMarginal(self): """Value of greedyTolMarginal.""" return self._greedyTolMarginal @greedyTolMarginal.setter def greedyTolMarginal(self, greedyTolMarginal): if greedyTolMarginal < 0: raise RROMPyException("greedyTolMarginal must be non-negative.") if (hasattr(self, "_greedyTolMarginal") and self.greedyTolMarginal is not None): greedyTolMarginalold = self.greedyTolMarginal else: greedyTolMarginalold = -1 self._greedyTolMarginal = greedyTolMarginal self._approxParameters["greedyTolMarginal"] = self.greedyTolMarginal if greedyTolMarginalold != self.greedyTolMarginal: self.resetSamples() @property def maxIterMarginal(self): """Value of maxIterMarginal.""" return self._maxIterMarginal @maxIterMarginal.setter def maxIterMarginal(self, maxIterMarginal): if maxIterMarginal <= 0: raise RROMPyException("maxIterMarginal must be positive.") if (hasattr(self, "_maxIterMarginal") and self.maxIterMarginal is not None): maxIterMarginalold = self.maxIterMarginal else: maxIterMarginalold = -1 self._maxIterMarginal = maxIterMarginal self._approxParameters["maxIterMarginal"] = self.maxIterMarginal if maxIterMarginalold != self.maxIterMarginal: self.resetSamples() def resetSamples(self): """Reset samples.""" super().resetSamples() if not hasattr(self, "_temporaryPivot"): self._mus = emptyParameterList() self._musMarginal = emptyParameterList() if hasattr(self, "samplerMarginal"): self.samplerMarginal.reset() if hasattr(self, "samplingEngine") and self.samplingEngine is not None: self.samplingEngine.resetHistory() - def _getPolesResExact(self, HITest, foci:Tuple[float, float], - ground:float) -> Tuple[Np1D, Np2D]: - if self.cutOffToleranceError == "AUTO": - cutOffTolErr = self.cutOffTolerance - else: - cutOffTolErr = self.cutOffToleranceError - polesEx = copy(HITest.poles) - idxExEff = np.where(potential(polesEx, foci) - ground - <= cutOffTolErr * ground)[0] - if self.matchingWeightError != 0: - resEx = HITest.coeffs[idxExEff] - else: - resEx = None - return polesEx[idxExEff], resEx - def _getDistanceApp(self, polesEx:Np1D, resEx:Np2D, muTest:paramVal, foci:Tuple[float, float], ground:float) -> float: - if self.cutOffToleranceError == "AUTO": - cutOffTolErr = self.cutOffTolerance - else: - cutOffTolErr = self.cutOffToleranceError polesAp = self.trainedModel.interpolateMarginalPoles(muTest)[0] - idxApEff = np.where(potential(polesAp, foci) - ground - <= cutOffTolErr * ground)[0] - polesAp = polesAp[idxApEff] if self.matchingWeightError != 0: resAp = self.trainedModel.interpolateMarginalCoeffs(muTest)[0][ - idxApEff, :] + : 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) + dist = chordalMetricAngleMatrix(polesEx, polesAp, + self.matchingWeightError, resEx, resAp, + self.HFEngine, False) pmR, pmC = pointMatching(dist) return np.mean(dist[pmR, pmC]) - def getErrorEstimatorMarginalLeaveOneOut(self) -> Np1D: - nTest = len(self.trainedModel.data.musMarginal) - self._musMarginalTestIdxs = np.arange(nTest) - if nTest <= 1: - err = np.empty(nTest) - err[:] = np.inf - return err - idx, sizes = indicesScatter(nTest, return_sizes = True) - err = [] - if len(idx) > 0: - _tMdataFull = copy(self.trainedModel.data) - _musMExcl = None - self.verbosity -= 35 - self.trainedModel.verbosity -= 35 - foci = self.samplerPivot.normalFoci() - ground = self.samplerPivot.groundPotential() - for i, j in enumerate(idx): - jEff = j - (i > 0) - muTest = self.trainedModel.data.musMarginal[jEff] - polesEx, resEx = self._getPolesResExact( - self.trainedModel.data.HIs[jEff], - foci, ground) - if i > 0: self.musMarginal.insert(_musMExcl, j - 1) - _musMExcl = self.musMarginal[j] - self.musMarginal.pop(j) - if len(polesEx) == 0: - err += [0.] - continue - self._updateTrainedModelMarginalSamples([j]) - self._finalizeMarginalization() - err += [self._getDistanceApp(polesEx, resEx, muTest, - foci, ground)] - self._updateTrainedModelMarginalSamples() - self.musMarginal.insert(_musMExcl, idx[-1]) - self.verbosity += 35 - self.trainedModel.verbosity += 35 - self.trainedModel.data = _tMdataFull - return arrayGatherv(np.array(err), sizes) - 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, resEx = self._getPolesResExact(HITest, foci, ground) + 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 == "LEAVE_ONE_OUT": - err = self.getErrorEstimatorMarginalLeaveOneOut() - elif self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": + 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() - else:#if self.errorEstimatorKindMarginal == "NONE": - err = self.getErrorEstimatorMarginalNone() 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 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) - if self.errorEstimatorKindMarginal == "LEAVE_ONE_OUT": - musre = copy(self.trainedModel.data.musMarginal.re.data) - else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": - if not hasattr(self.trainedModel, "_musMExcl"): return - musre = np.real(self.trainedModel._musMExcl) + 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) + 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[: 10] == "LOOK_AHEAD": - muidx = np.arange(len(self.trainedModel.data.musMarginal)) - else:#if self.errorEstimatorKindMarginal in ["LEAVE_ONE_OUT", "NONE"]: + 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', - 'LOOK_AHEAD_RECOVER', and 'NONE'; defaults to 'NONE'; + 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': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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: Whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', - 'LOOK_AHEAD_RECOVER', and 'NONE'; defaults to 'NONE'; + 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'; + 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': whether to compute POD of snapshots; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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: Whether to compute POD of snapshots. + 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. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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 getErrorEstimatorMarginalLeaveOneOut(self) -> Np1D: - if self.polybasisMarginal != "NEARESTNEIGHBOR": - if not hasattr(self, "_MMarginal_isauto"): - if not hasattr(self, "_MMarginalOriginal"): - self._MMarginalOriginal = self.paramsMarginal["MMarginal"] - self.paramsMarginal["MMarginal"] = self._MMarginalOriginal - self._reduceDegreeNNoWarn = 1 - err = super().getErrorEstimatorMarginalLeaveOneOut() - if self.polybasisMarginal != "NEARESTNEIGHBOR": - del self._reduceDegreeNNoWarn - return err - def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() - return super().setupApprox(*args, **kwargs) + _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 b6a27cc..8649fdb 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 @@ -1,519 +1,502 @@ #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.HFEngine.mapParameterList(muTestBasePivot, - idx = self.directionPivot), - self.HFEngine.mapParameterList(musPivot, - idx = self.directionPivot), + 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', and - 'LOOK_AHEAD_RECOVER'; defaults to 'LEAVE_ONE_OUT'; + 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', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', and - 'LOOK_AHEAD_RECOVER'; defaults to 'LEAVE_ONE_OUT'; + 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'; + 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', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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 26ad0ea..724a683 100644 --- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py +++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py @@ -1,446 +1,428 @@ # 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_mu0 = copy(self.mu0) self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) - self._mu0 = self.checkParameterListPivot(self.mu0(self.directionPivot)) 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._mu0 = self._m_mu0 self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap - del self._m_mu0, self._m_selfmus, 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', and - 'LOOK_AHEAD_RECOVER'; defaults to 'LEAVE_ONE_OUT'; + 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', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + 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': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchingWeightError': weight for pole matching optimization in error estimation; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchingWeightError: Weight for pole matching optimization in error estimation. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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': whether to compute POD of snapshots; defaults to True; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - in error estimation; defaults to 'AUTO', i.e. cutOffTolerance; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LEAVE_ONE_OUT', 'LOOK_AHEAD', and - 'LOOK_AHEAD_RECOVER'; defaults to 'LEAVE_ONE_OUT'; + 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'; + defaults to None; not for 'NEARESTNEIGHBOR' or + 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; + - 'functionalSolve': strategy for minimization of denominator + functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + 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': whether to compute POD of snapshots; + - '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; - - 'cutOffToleranceError': tolerance for ignoring parasitic poles - 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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffToleranceError: Tolerance for ignoring parasitic poles in error - estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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 fb9f77e..d196135 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py @@ -1,567 +1,527 @@ # 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, RROMPyWarning +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 - - @property - def residueTol(self): - """Value of residueTol.""" - return self._residueTol - @residueTol.setter - def residueTol(self, residueTol): - if residueTol < 0. or (residueTol > 0. and self.nparPivot > 1): - RROMPyWarning("Overriding prescribed residue tolerance to 0.") - residueTol = 0. - self._residueTol = residueTol - self._approxParameters["residueTol"] = self.residueTol def _polyvanderAuxiliary(self, mus, deg, *args): degEff = [0] * self.npar degEff[self.directionPivot[0]] = deg return pv(mus, degEff, *args) def _marginalizeMiscellanea(self, forward:bool): if forward: - self._m_mu0 = copy(self.mu0) self._m_selfmus = copy(self.mus) self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) - self._mu0 = self.checkParameterListPivot( - self.mu0(self.directionPivot)) 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._mu0 = self._m_mu0 self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap - del self._m_mu0, self._m_selfmus, 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 - Qc = np.zeros((1,) * self.directionPivot[0] - + (len(self.trainedModel.data.Q.coeffs),) - + (1,) * (self.npar - self.directionPivot[0] - 1), - dtype = self.trainedModel.data.Q.coeffs.dtype) - Pc = np.zeros((1,) * self.directionPivot[0] - + (len(self.trainedModel.data.P.coeffs),) - + (1,) * (self.npar - self.directionPivot[0] - 1) - + (self.trainedModel.data.P.coeffs.shape[1],), - dtype = self.trainedModel.data.P.coeffs.dtype) - for j in range(len(self.trainedModel.data.Q.coeffs)): - Qc[(0,) * self.directionPivot[0] + (j,) - + (0,) * (self.npar - self.directionPivot[0] - 1)] = ( - self.trainedModel.data.Q.coeffs[j]) - for j in range(len(self.trainedModel.data.P.coeffs)): - for k in range(self.trainedModel.data.P.coeffs.shape[1]): - Pc[(0,) * self.directionPivot[0] + (j,) - + (0,) * (self.npar - self.directionPivot[0] - 1) - + (k,)] = self.trainedModel.data.P.coeffs[j, k] - self.trainedModel.data.Q.coeffs = Qc - self.trainedModel.data.P.coeffs = Pc - self._m_musUniqueCN = copy(self._musUniqueCN) musUniqueCNAux = np.zeros((self.S, self.npar), dtype = self._musUniqueCN.dtype) musUniqueCNAux[:, self.directionPivot[0]] = self._musUniqueCN(0) self._musUniqueCN = 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.trainedModel.data.Q.coeffs = self.trainedModel.data.Q.coeffs[ - (0,) * self.directionPivot[0] - + (slice(None),) - + (0,) * (self.HFEngine.npar - 1 - - self.directionPivot[0])] - self.trainedModel.data.P.coeffs = self.trainedModel.data.P.coeffs[ - (0,) * self.directionPivot[0] - + (slice(None),) - + (0,) * (self.HFEngine.npar - 1 - - self.directionPivot[0])] - self._musUniqueCN = copy(self._m_musUniqueCN) self._derIdxs = copy(self._m_derIdxs) del self._m_musUniqueCN, self._m_derIdxs + del self.trainedModel.data.Q._dirPivot + del self.trainedModel.data.P._dirPivot self.trainedModel.data.npar = self.npar - self.trainedModel.data.Q.npar = self.npar - self.trainedModel.data.P.npar = self.npar def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: """Standard residual-based error estimator.""" - self._marginalizeMiscellanea(True) setupOK = self.setupApproxLocal() - self._marginalizeMiscellanea(False) if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan self._marginalizeTrainedModel(True) errRes = super().errorEstimator(mus, return_max) self._marginalizeTrainedModel(False) return errRes def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") 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.HFEngine.mapParameterList(muTestPivot, - idx = self.directionPivot), - self.HFEngine.mapParameterList(musPivot, - idx = self.directionPivot), + 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': whether to compute POD of snapshots; defaults to True; + - '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', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - '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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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': whether to compute POD of snapshots; defaults to True; + - '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'; + 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', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults to False. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - '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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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 71ba112..4af819a 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py @@ -1,469 +1,456 @@ # 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 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 hasattr(scaleFactorDer, "__len__"): + 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'.")) - - @property - def residueTol(self): - """Value of residueTol.""" - return self._residueTol - @residueTol.setter - def residueTol(self, residueTol): - if residueTol < 0. or (residueTol > 0. and self.nparPivot > 1): - RROMPyWarning("Overriding prescribed residue tolerance to 0.") - residueTol = 0. - self._residueTol = residueTol - self._approxParameters["residueTol"] = self.residueTol - + 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()[0]) + 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': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; + - 'functionalSolve': strategy for minimization of denominator + functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + 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': whether to compute POD of snapshots; + - '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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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': whether to compute POD of snapshots; defaults to True; + - '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'; + defaults to None; not for 'NEARESTNEIGHBOR' or + 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; + - 'functionalSolve': strategy for minimization of denominator + functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + 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': whether to compute POD of snapshots; + - '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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + 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: Whether to compute POD of snapshots. + 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. 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 a8414b5..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 @@ -1,295 +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: - wellCond, msg = p.setupByInterpolation(musMCNEff, valsEff, - pllims, extraPar[pts], - *interpPars) - vbMng(self, "MAIN", msg, 30) - if not wellCond: - vbMng(self, "MAIN", - "Warning: polyfit is poorly conditioned.", 35) + 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/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py index 07e6e74..62b45be 100644 --- a/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py +++ b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py @@ -1,330 +1,328 @@ # 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 scipy.special import factorial as fact +from collections.abc import Iterable +from copy import deepcopy as copy from itertools import combinations from rrompy.reduction_methods.standard.trained_model.trained_model_rational \ import TrainedModelRational from rrompy.utilities.base.types import (Np1D, Np2D, List, ListAny, paramVal, paramList, sampList) from rrompy.utilities.base import verbosityManager as vbMng, freepar as fp from rrompy.utilities.numerical import dot from rrompy.utilities.numerical.compress_matrix import compressMatrix from rrompy.utilities.poly_fitting.heaviside import (rational2heaviside, HeavisideInterpolator as HI) from rrompy.utilities.poly_fitting.nearest_neighbor import ( NearestNeighborInterpolator as NNI) from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) from rrompy.parameter import checkParameterList from rrompy.sampling import sampleList, emptySampleList __all__ = ['TrainedModelPivotedRationalNoMatch'] class TrainedModelPivotedRationalNoMatch(TrainedModelRational): """ ROM approximant evaluation for pivoted approximants based on interpolation of rational approximants (without pole matching). Attributes: Data: dictionary with all that can be pickled. """ def checkParameterListPivot(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.data.nparPivot, check_if_single) def checkParameterListMarginal(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.data.nparMarginal, check_if_single) def compress(self, collapse : bool = False, tol : float = 0., *args, **kwargs): if not collapse and tol <= 0.: return RMat = self.data.projMat if not collapse: if hasattr(self.data, "_compressTol"): RROMPyWarning(("Recompressing already compressed model is " "ineffective. Aborting.")) return self.data.projMat, RMat, _ = compressMatrix(RMat, tol, *args, **kwargs) for obj, suppj in zip(self.data.HIs, self.data.Psupp): obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) if hasattr(self, "_HIsExcl"): for obj, suppj in zip(self._HIsExcl, self.data.Psupp): obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) if hasattr(self.data, "Ps"): for obj, suppj in zip(self.data.Ps, self.data.Psupp): obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) if hasattr(self, "_PsExcl"): for obj, suppj in zip(self._PsExcl, self._PsuppExcl): obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) if hasattr(self.data, "coeffsEff"): for j in range(len(self.data.coeffsEff)): self.data.coeffsEff[j] = dot(self.data.coeffsEff[j], RMat.T) if hasattr(self, "_HIsExcl") or hasattr(self, "_PsExcl"): self._PsuppExcl = [0] * len(self._PsuppExcl) self.data.Psupp = [0] * len(self.data.Psupp) super(TrainedModelRational, self).compress(collapse, tol) def centerNormalizePivot(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.mu0Pivot. Returns: Normalized parameter. """ mu = self.checkParameterListPivot(mu) if mu0 is None: mu0 = self.checkParameterListPivot( self.data.mu0(0, self.data.directionPivot)) return (self.mapParameterList(mu, idx = self.data.directionPivot) - self.mapParameterList(mu0, idx = self.data.directionPivot) ) / [self.data.scaleFactor[x] for x in self.data.directionPivot] def setupMarginalInterp(self, interpPars:ListAny): self.data.marginalInterp = NNI() self.data.marginalInterp.setupByInterpolation(self.data.musMarginal, np.arange(len(self.data.musMarginal)), 1, *interpPars) def updateEffectiveSamples(self, exclude:List[int], *args, **kwargs): if hasattr(self, "_idxExcl"): for j, excl in enumerate(self._idxExcl): self.data.musMarginal.insert(self._musMExcl[j], excl) self.data.HIs.insert(excl, self._HIsExcl[j]) self.data.Ps.insert(excl, self._PsExcl[j]) self.data.Qs.insert(excl, self._QsExcl[j]) self.data.Psupp.insert(excl, self._PsuppExcl[j]) self._idxExcl, self._musMExcl = list(np.sort(exclude)), [] self._HIsExcl, self._PsExcl, self._QsExcl = [], [], [] self._PsuppExcl = [] for excl in self._idxExcl[::-1]: self._musMExcl = [self.data.musMarginal[excl]] + self._musMExcl self.data.musMarginal.pop(excl) self._HIsExcl = [self.data.HIs.pop(excl)] + self._HIsExcl self._PsExcl = [self.data.Ps.pop(excl)] + self._PsExcl self._QsExcl = [self.data.Qs.pop(excl)] + self._QsExcl self._PsuppExcl = [self.data.Psupp.pop(excl)] + self._PsuppExcl poles = [hi.poles for hi in self.data.HIs] coeffs = [hi.coeffs for hi in self.data.HIs] self.initializeFromLists(poles, coeffs, self.data.Psupp, self.data.HIs[0].polybasis, *args, **kwargs) def initializeFromLists(self, poles:ListAny, coeffs:ListAny, supps:ListAny, basis:str, *args, **kwargs): """Initialize Heaviside representation.""" self.data.HIs = [] for pls, cfs in zip(poles, coeffs): hsi = HI() hsi.poles = pls if len(cfs) == len(pls): cfs = np.pad(cfs, ((0, 1), (0, 0)), "constant") hsi.coeffs = cfs hsi.npar = 1 hsi.polybasis = basis self.data.HIs += [hsi] def initializeFromRational(self, *args, **kwargs): """Initialize Heaviside representation.""" RROMPyAssert(self.data.nparPivot, 1, "Number of pivot parameters") poles, coeffs = [], [] for Q, P in zip(self.data.Qs, self.data.Ps): cfs, pls, basis = rational2heaviside(P, Q) poles += [pls] coeffs += [cfs] self.initializeFromLists(poles, coeffs, self.data.Psupp, basis, *args, **kwargs) def interpolateMarginalInterpolator(self, mu : paramList = []) -> ListAny: """Obtain interpolated approximant interpolator.""" mu = self.checkParameterListMarginal(mu) vbMng(self, "INIT", "Finding nearest neighbor to mu = {}.".format(mu), 95) his = [] intM = np.array(self.data.marginalInterp(mu), dtype = int) for j in range(len(mu)): i = intM[j] his += [HI()] his[-1].poles = copy(self.data.HIs[i].poles) his[-1].coeffs = copy(self.data.HIs[i].coeffs) his[-1].npar = 1 his[-1].polybasis = self.data.HIs[0].polybasis if not self.data._collapsed: his[-1].pad(self.data.Psupp[i], self.data.projMat.shape[1] - self.data.Psupp[i] - his[-1].shape[0]) vbMng(self, "DEL", "Done finding nearest neighbor.", 95) return his def interpolateMarginalPoles(self, mu : paramList = []) -> ListAny: """Obtain interpolated approximant poles.""" interps = self.interpolateMarginalInterpolator(mu) return [interp.poles for interp in interps] def interpolateMarginalCoeffs(self, mu : paramList = []) -> ListAny: """Obtain interpolated approximant poles.""" interps = self.interpolateMarginalInterpolator(mu) return [interp.coeffs for interp in interps] def getApproxReduced(self, mu : paramList = []) -> sampList: """ Evaluate reduced representation of approximant at arbitrary parameter. Args: mu: Target parameter. """ RROMPyAssert(self.data.nparPivot, 1, "Number of pivot parameters") mu = self.checkParameterList(mu) if (not hasattr(self, "lastSolvedApproxReduced") or self.lastSolvedApproxReduced != mu): vbMng(self, "INIT", "Evaluating approximant at mu = {}.".format(mu), 12) muP = self.centerNormalizePivot(mu(self.data.directionPivot)) muM = mu(self.data.directionMarginal) his = self.interpolateMarginalInterpolator(muM) for i, (mP, hi) in enumerate(zip(muP, his)): uAppR = hi(mP)[:, 0] if i == 0: uApproxR = np.empty((len(uAppR), len(mu)), dtype = uAppR.dtype) uApproxR[:, i] = uAppR self.uApproxReduced = sampleList(uApproxR) vbMng(self, "DEL", "Done evaluating approximant.", 12) self.lastSolvedApproxReduced = mu return self.uApproxReduced def getPVal(self, mu : paramList = []) -> sampList: """ Evaluate rational numerator at arbitrary parameter. Args: mu: Target parameter. """ RROMPyAssert(self.data.nparPivot, 1, "Number of pivot parameters") mu = self.checkParameterList(mu) p = emptySampleList() muP = self.centerNormalizePivot(mu(self.data.directionPivot)) muM = mu(self.data.directionMarginal) his = self.interpolateMarginalInterpolator(muM) for i, (mP, hi) in enumerate(zip(muP, his)): Pval = hi(mP) * np.prod(mP[0] - hi.poles) if i == 0: p.reset((len(Pval), len(mu)), dtype = Pval.dtype) p[i] = Pval return p def getQVal(self, mu:Np1D, der : List[int] = None, scl : Np1D = None) -> Np1D: """ Evaluate rational denominator at arbitrary parameter. Args: mu: Target parameter. der(optional): Derivatives to take before evaluation. """ RROMPyAssert(self.data.nparPivot, 1, "Number of pivot parameters") mu = self.checkParameterList(mu) muP = self.centerNormalizePivot(mu(self.data.directionPivot)) muM = mu(self.data.directionMarginal) if der is None: derP, derM = 0, [0] else: derP = der[self.data.directionPivot[0]] derM = [der[x] for x in self.data.directionMarginal] if np.any(np.array(derM) != 0): raise RROMPyException(("Derivatives of Q with respect to marginal " "parameters not allowed.")) sclP = 1 if scl is None else scl[self.data.directionPivot[0]] derVal = np.zeros(len(mu), dtype = np.complex) pls = self.interpolateMarginalPoles(muM) for i, (mP, pl) in enumerate(zip(muP, pls)): N = len(pl) if derP == N: derVal[i] = 1. elif derP >= 0 and derP < N: plDist = muP[0] - pl for terms in combinations(np.arange(N), N - derP): derVal[i] += np.prod(plDist[list(terms)], axis = 1) return sclP ** derP * fact(derP) * derVal def getPoles(self, *args, **kwargs) -> Np1D: """ Obtain approximant poles. Returns: Numpy complex vector of poles. """ RROMPyAssert(self.data.nparPivot, 1, "Number of pivot parameters") if len(args) + len(kwargs) > 1: raise RROMPyException(("Wrong number of parameters passed. " "Only 1 available.")) elif len(args) + len(kwargs) == 1: if len(args) == 1: mVals = args[0] else: mVals = kwargs["marginalVals"] - if not hasattr(mVals, "__len__"): mVals = [mVals] + if not isinstance(mVals, Iterable): mVals = [mVals] mVals = list(mVals) else: mVals = [fp] - try: - rDim = mVals.index(fp) - if rDim < len(mVals) - 1 and fp in mVals[rDim + 1 :]: - raise - except: + 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.")) if rDim != self.data.directionPivot[0]: raise RROMPyException(("'freepar' entry in marginalVals must " "coincide with pivot direction.")) mVals[rDim] = self.data.mu0(rDim)[0] mMarg = [mVals[j] for j in range(len(mVals)) if j != rDim] roots = (self.data.scaleFactor[rDim] * self.interpolateMarginalPoles(mMarg)[0]) return self.mapParameterList(self.mapParameterList(self.data.mu0(rDim), idx = [rDim])(0, 0) + roots, "B", [rDim])(0) def getResidues(self, *args, **kwargs) -> Np2D: """ Obtain approximant residues. Returns: Numpy matrix with residues as columns. """ pls = self.getPoles(*args, **kwargs) if len(args) == 1: mVals = args[0] elif len(args) == 0: mVals = [None] else: mVals = kwargs["marginalVals"] - if not hasattr(mVals, "__len__"): mVals = [mVals] + if not isinstance(mVals, Iterable): mVals = [mVals] mVals = list(mVals) rDim = mVals.index(fp) mMarg = [mVals[j] for j in range(len(mVals)) if j != rDim] res = self.interpolateMarginalCoeffs(mMarg)[0][: len(pls), :] if not self.data._collapsed: res = self.data.projMat.dot(res.T).T return pls, res diff --git a/rrompy/reduction_methods/standard/__init__.py b/rrompy/reduction_methods/standard/__init__.py index eb87cda..3f444ad 100644 --- a/rrompy/reduction_methods/standard/__init__.py +++ b/rrompy/reduction_methods/standard/__init__.py @@ -1,31 +1,29 @@ # 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 .nearest_neighbor import NearestNeighbor from .rational_interpolant import RationalInterpolant -from .rational_pade import RationalPade from .reduced_basis import ReducedBasis __all__ = [ 'NearestNeighbor', 'RationalInterpolant', - 'RationalPade', 'ReducedBasis' ] diff --git a/rrompy/reduction_methods/standard/generic_standard_approximant.py b/rrompy/reduction_methods/standard/generic_standard_approximant.py index 8c666ad..2ae7b7a 100644 --- a/rrompy/reduction_methods/standard/generic_standard_approximant.py +++ b/rrompy/reduction_methods/standard/generic_standard_approximant.py @@ -1,189 +1,190 @@ # 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.reduction_methods.base.generic_approximant import ( GenericApproximant) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.base.types import Np2D from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) __all__ = ['GenericStandardApproximant'] class GenericStandardApproximant(GenericApproximant): """ ROM interpolant computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - - 'POD': whether to compute POD of snapshots; defaults to True; + - '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. 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': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: Whether to compute POD of snapshots. + 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. 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() from rrompy.parameter.parameter_sampling import EmptySampler as ES self._addParametersToList([], [], ["sampler"], [ES()]) super().__init__(*args, **kwargs) self._postInit() @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 muBounds(self): """Value of muBounds.""" return self.sampler.lims @property def sampler(self): """Value of sampler.""" return self._sampler @sampler.setter def sampler(self, sampler): if 'generatePoints' not in dir(sampler): raise RROMPyException("Sampler type not recognized.") if hasattr(self, '_sampler') and self._sampler is not None: samplerOld = self.sampler self._sampler = sampler self._approxParameters["sampler"] = self.sampler if not 'samplerOld' in locals() or samplerOld != self.sampler: self.resetSamples() def setSamples(self, samplingEngine, merge : bool = False): """Copy samplingEngine and samples.""" vbMng(self, "INIT", "Transfering samples.", 15) if isinstance(samplingEngine, (str, list, tuple,)): self.setupSampling() self.samplingEngine.load(samplingEngine, merge) elif merge: try: selfkeys = self.samplingEngine.feature_keys for key in samplingEngine.feature_keys: if key in selfkeys: self.samplingEngine._mergeFeature(key, samplingEngine.feature_vals[key]) except: RROMPyWarning(("Sample merge failed. Falling back to complete " "sampling engine replacement.")) self.samplingEngine = copy(samplingEngine) else: self.samplingEngine = copy(samplingEngine) - if self.POD and (self.samplingEngine.nsamples - != len(self.samplingEngine.samples_ortho)): + if self.POD != 0 and (self.samplingEngine.nsamples + != len(self.samplingEngine.samples_normal)): RROMPyWarning(("Assigning non-POD sampling engine to POD " "approximant is unstable. Declassing local " - "POD to False.")) - self._POD = False + "POD to 0.")) + self._POD = 0 self._mus = copy(self.samplingEngine.mus) self.scaleFactor = self.samplingEngine.scaleFactor vbMng(self, "DEL", "Done transfering samples.", 15) def computeSnapshots(self): """Compute snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start snapshot computation.") if self.samplingEngine.nsamples != self.S: self.computeScaleFactor() self.samplingEngine.scaleFactor = self.scaleFactorDer vbMng(self, "INIT", "Starting computation of snapshots.", 5) self.mus = self.sampler.generatePoints(self.S) while len(self.mus) > self.S: self.mus.pop() self.samplingEngine.iterSample(self.mus) vbMng(self, "DEL", "Done computing snapshots.", 5) def computeScaleFactor(self): """Compute parameter rescaling factor.""" self.scaleFactor = .5 * np.abs(( - self.HFEngine.mapParameterList(self.muBounds[0]) - - self.HFEngine.mapParameterList(self.muBounds[1]))[0]) + self.mapParameterList(self.muBounds[0]) + - self.mapParameterList(self.muBounds[1]))[0]) def _setupTrainedModel(self, pMat:Np2D, pMatUpdate : bool = False): pMatEff = self.HFEngine.applyC(pMat) if self.approx_state else pMat if self.trainedModel is None: self.trainedModel = self.tModelType() self.trainedModel.verbosity = self.verbosity self.trainedModel.timestamp = self.timestamp datadict = {"mu0": self.mu0, "mus": copy(self.mus), "projMat": pMatEff, "scaleFactor": self.scaleFactor, "parameterMap": self.HFEngine.parameterMap} 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) diff --git a/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py b/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py index 30b923a..24a3468 100644 --- a/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py +++ b/rrompy/reduction_methods/standard/greedy/generic_greedy_approximant.py @@ -1,644 +1,645 @@ # 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 matplotlib import pyplot as plt from rrompy.hfengines.base.linear_affine_engine import checkIfAffine from rrompy.reduction_methods.standard.generic_standard_approximant import ( GenericStandardApproximant) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, normEng, paramVal, paramList, sampList) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical import dot from rrompy.utilities.expression import expressionEvaluator from rrompy.solver import normEngine from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) from rrompy.sampling.sample_list import sampleList from rrompy.parameter import emptyParameterList, parameterList from rrompy.utilities.parallel import masterCore __all__ = ['GenericGreedyApproximant'] def localL2Distance(mus:Np2D, badmus:Np2D) -> Np2D: return np.linalg.norm(np.tile(mus[..., np.newaxis], [1, 1, len(badmus)]) - badmus[..., np.newaxis].T, axis = 1) def pruneSamples(mus:paramList, badmus:paramList, tol : float = 1e-8) -> Np1D: """Remove from mus all the elements which are too close to badmus.""" if isinstance(mus, (parameterList, sampleList)): mus = mus.data if isinstance(badmus, (parameterList, sampleList)): badmus = badmus.data if len(badmus) == 0: return np.arange(len(mus)) proximity = np.min(localL2Distance(mus, badmus), axis = 1) return np.where(proximity <= tol)[0] class GenericGreedyApproximant(GenericStandardApproximant): """ ROM greedy interpolant computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - - 'POD': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': number of starting training points; - 'sampler': sample point generator; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler. 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': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: number of test points. sampler: Sample point generator. greedyTol: Uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. estimatorNormEngine: Engine for estimator norm computation. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["greedyTol", "collinearityTol", "maxIter", - "nTestPoints"], [1e-2, 0., 1e2, 5e2], - ["trainSetGenerator"], ["AUTO"]) + "nTestPoints", "trainSetGenerator"], + [1e-2, 0., 1e2, 5e2, "AUTO"]) super().__init__(*args, **kwargs) self._postInit() @property def greedyTol(self): """Value of greedyTol.""" return self._greedyTol @greedyTol.setter def greedyTol(self, greedyTol): if greedyTol < 0: raise RROMPyException("greedyTol must be non-negative.") if hasattr(self, "_greedyTol") and self.greedyTol is not None: greedyTolold = self.greedyTol else: greedyTolold = -1 self._greedyTol = greedyTol self._approxParameters["greedyTol"] = self.greedyTol if greedyTolold != self.greedyTol: self.resetSamples() @property def collinearityTol(self): """Value of collinearityTol.""" return self._collinearityTol @collinearityTol.setter def collinearityTol(self, collinearityTol): if collinearityTol < 0: raise RROMPyException("collinearityTol must be non-negative.") if (hasattr(self, "_collinearityTol") and self.collinearityTol is not None): collinearityTolold = self.collinearityTol else: collinearityTolold = -1 self._collinearityTol = collinearityTol self._approxParameters["collinearityTol"] = self.collinearityTol if collinearityTolold != self.collinearityTol: self.resetSamples() @property def maxIter(self): """Value of maxIter.""" return self._maxIter @maxIter.setter def maxIter(self, maxIter): if maxIter <= 0: raise RROMPyException("maxIter must be positive.") if hasattr(self, "_maxIter") and self.maxIter is not None: maxIterold = self.maxIter else: maxIterold = -1 self._maxIter = maxIter self._approxParameters["maxIter"] = self.maxIter if maxIterold != self.maxIter: self.resetSamples() @property def nTestPoints(self): """Value of nTestPoints.""" return self._nTestPoints @nTestPoints.setter def nTestPoints(self, nTestPoints): if nTestPoints <= 0: raise RROMPyException("nTestPoints must be positive.") if not np.isclose(nTestPoints, np.int(nTestPoints)): raise RROMPyException("nTestPoints must be an integer.") nTestPoints = np.int(nTestPoints) if hasattr(self, "_nTestPoints") and self.nTestPoints is not None: nTestPointsold = self.nTestPoints else: nTestPointsold = -1 self._nTestPoints = nTestPoints self._approxParameters["nTestPoints"] = self.nTestPoints if nTestPointsold != self.nTestPoints: self.resetSamples() @property def trainSetGenerator(self): """Value of trainSetGenerator.""" return self._trainSetGenerator @trainSetGenerator.setter def trainSetGenerator(self, trainSetGenerator): if (isinstance(trainSetGenerator, (str,)) and trainSetGenerator.upper() == "AUTO"): trainSetGenerator = self.sampler if 'generatePoints' not in dir(trainSetGenerator): raise RROMPyException("trainSetGenerator type not recognized.") if (hasattr(self, '_trainSetGenerator') and self.trainSetGenerator not in [None, "AUTO"]): trainSetGeneratorOld = self.trainSetGenerator self._trainSetGenerator = trainSetGenerator self._approxParameters["trainSetGenerator"] = self.trainSetGenerator if (not 'trainSetGeneratorOld' in locals() or trainSetGeneratorOld != self.trainSetGenerator): self.resetSamples() def resetSamples(self): """Reset samples.""" super().resetSamples() self._mus = emptyParameterList() def initEstimatorNormEngine(self, normEngn : normEng = None): """Initialize estimator norm engine.""" if (normEngn is not None or not hasattr(self, "estimatorNormEngine") or self.estimatorNormEngine is None): if normEngn is None: if self.approx_state: if not hasattr(self.HFEngine, "energyNormDualMatrix"): self.HFEngine.buildEnergyNormDualForm() estimatorEnergyMatrix = self.HFEngine.energyNormDualMatrix else: estimatorEnergyMatrix = self.HFEngine.outputNormMatrix else: if hasattr(normEngn, "buildEnergyNormDualForm"): if not hasattr(normEngn, "energyNormDualMatrix"): normEngn.buildEnergyNormDualForm() estimatorEnergyMatrix = normEngn.energyNormDualMatrix else: estimatorEnergyMatrix = normEngn self.estimatorNormEngine = normEngine(estimatorEnergyMatrix) def _affineResidualMatricesContraction(self, rb:Np2D, rA : Np2D = None) \ -> Tuple[Np1D, Np1D, Np1D]: self.assembleReducedResidualBlocks(full = rA is not None) # 'ij,jk,ik->k', resbb, radiusb, radiusb.conj() ff = np.sum(self.trainedModel.data.resbb.dot(rb) * rb.conj(), axis = 0) if rA is None: return ff # 'ijk,jkl,il->l', resAb, radiusA, radiusb.conj() Lf = np.sum(np.tensordot(self.trainedModel.data.resAb, rA, 2) * rb.conj(), axis = 0) # 'ijkl,klt,ijt->t', resAA, radiusA, radiusA.conj() LL = np.sum(np.tensordot(self.trainedModel.data.resAA, rA, 2) * rA.conj(), axis = (0, 1)) return ff, Lf, LL def getErrorEstimatorAffine(self, mus:Np1D) -> Np1D: """Standard residual estimator.""" checkIfAffine(self.HFEngine, "apply affinity-based error estimator") self.HFEngine.buildA() self.HFEngine.buildb() mus = self.checkParameterList(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 uApproxRs = self.getApproxReduced(mus).data self.trainedModel.verbosity = tMverb - muTestEff = self.HFEngine.mapParameterList(mus) + muTestEff = self.mapParameterList(mus) radiusA = np.empty((len(self.HFEngine.thAs), len(mus)), dtype = np.complex) radiusb = np.empty((len(self.HFEngine.thbs), len(mus)), dtype = np.complex) for j, thA in enumerate(self.HFEngine.thAs): radiusA[j] = expressionEvaluator(thA[0], muTestEff) for j, thb in enumerate(self.HFEngine.thbs): radiusb[j] = expressionEvaluator(thb[0], muTestEff) radiusA = np.expand_dims(uApproxRs, 1) * radiusA ff, Lf, LL = self._affineResidualMatricesContraction(radiusb, radiusA) err = np.abs((LL - 2. * np.real(Lf) + ff) / ff) ** .5 return err def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan mus = self.checkParameterList(mus) vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format(mus), 10) err = self.getErrorEstimatorAffine(mus) vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err idxMaxEst = [np.argmax(err)] return err, idxMaxEst, err[idxMaxEst] def _isLastSampleCollinear(self) -> bool: """Check collinearity of last sample.""" if self.collinearityTol <= 0.: return False - if self.POD: - reff = self.samplingEngine.RPOD[:, -1] + if self.POD == 1: + reff = self.samplingEngine.Rscale[:, -1] else: RROMPyWarning(("Repeated orthogonalization of the samples for " "collinearity check. Consider setting POD to " "True.")) if not hasattr(self, "_PODEngine"): from rrompy.sampling import PODEngine self._PODEngine = PODEngine(self.HFEngine) reff = self._PODEngine.generalizedQR(self.samplingEngine.samples, only_R = True, is_state = True)[:, -1] cLevel = np.abs(reff[-1]) / np.linalg.norm(reff) cLevel = np.inf if np.isclose(cLevel, 0.) else cLevel ** -1. vbMng(self, "MAIN", "Collinearity indicator {:.4e}.".format(cLevel), 3) return cLevel > self.collinearityTol def plotEstimator(self, est:Np1D, idxMax:List[int], estMax:List[float]): if (not (np.any(np.isnan(est)) or np.any(np.isinf(est))) and masterCore()): fig = plt.figure(figsize = plt.figaspect(1. / self.npar)) for jpar in range(self.npar): ax = fig.add_subplot(1, self.npar, 1 + jpar) musre = np.array(self.muTest.re.data) errCP = copy(est) idx = np.delete(np.arange(self.npar), jpar) while len(musre) > 0: if self.npar == 1: currIdx = np.arange(len(musre)) else: currIdx = np.where(np.isclose(np.sum( np.abs(musre[:, idx] - musre[0, idx]), 1), 0.))[0] ax.semilogy(musre[currIdx, jpar], errCP[currIdx], 'k', linewidth = 1) musre = np.delete(musre, currIdx, 0) errCP = np.delete(errCP, currIdx) ax.semilogy([self.muBounds.re(0, jpar), self.muBounds.re(-1, jpar)], [self.greedyTol] * 2, 'r--') ax.semilogy(self.mus.re(jpar), 2. * self.greedyTol * np.ones(len(self.mus)), '*m') if len(idxMax) > 0 and estMax is not None: ax.semilogy(self.muTest.re(idxMax, jpar), estMax, 'xr') ax.set_xlim(*list(self.sampler.lims.re(jpar))) ax.grid() plt.tight_layout() plt.show() 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 _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.computeScaleFactor() self.samplingEngine.scaleFactor = self.scaleFactorDer self.mus = self.trainSetGenerator.generatePoints(self.S) while len(self.mus) > self.S: self.mus.pop() muTestBase = self.sampler.generatePoints(self.nTestPoints, False) - idxPop = pruneSamples(self.HFEngine.mapParameterList(muTestBase), - self.HFEngine.mapParameterList(self.mus), + idxPop = pruneSamples(self.mapParameterList(muTestBase), + self.mapParameterList(self.mus), 1e-10 * self.scaleFactor[0]) 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 = emptyParameterList() self.muTest.reset((len(muTestBase) + 1, self.mus.shape[1])) self.muTest[: -1] = muTestBase.data self.muTest[-1] = muLast.data @abstractmethod def setupApproxLocal(self) -> int: if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up local approximant.", 5) pass vbMng(self, "DEL", "Done setting up local approximant.", 5) 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) self._collinearityFlag = 0 self._preliminaryTraining() muidx, self.firstGreedyIter = [len(self.muTest) - 1], True errorEstTest, maxErrorEst = [np.inf], np.inf max2ErrorEst, trainedModelOld = np.inf, None while self.firstGreedyIter or (len(self.muTest) > 0 and (maxErrorEst is None or max2ErrorEst > self.greedyTol) and self.samplingEngine.nsamples < self.maxIter): muTestOld, errorEstTestOld = self.muTest, errorEstTest muidxOld, maxErrorEstOld = muidx, maxErrorEst errorEstTest, muidx, maxErrorEst, mu = self.greedyNextSample(muidx, plotEst) if maxErrorEst is not None and (np.any(np.isnan(maxErrorEst)) or np.any(np.isinf(maxErrorEst))): if self._collinearityFlag == 0 and not self.firstGreedyIter: RROMPyWarning(("Instability in a posteriori " "estimator. Starting preemptive greedy " "loop termination.")) self.muTest, errorEstTest = muTestOld, errorEstTestOld if self.firstGreedyIter and muidx[0] < 0: self.trainedModel = None raise RROMPyException(("Instability in approximant " "computation. Aborting greedy " "iterations.")) self._S = trainedModelOld.data.approxParameters["S"] self._approxParameters["S"] = self.S while self.samplingEngine.nsamples > self.S: self.samplingEngine.popSample() while len(self.mus) > self.S: self.mus.pop(-1) muidx, maxErrorEst = muidxOld, maxErrorEstOld break if maxErrorEst is not None: max2ErrorEst = np.max(maxErrorEst) vbMng(self, "MAIN", ("Uniform testing error estimate " "{:.4e}.").format(max2ErrorEst), 3) if self.firstGreedyIter: trainedModelOld = copy(self.trainedModel) else: trainedModelOld.data = copy(self.trainedModel.data) self.firstGreedyIter = False vbMng(self, "DEL", ("Done computing snapshots (final snapshot count: " "{}).").format(self.S), 3) if (maxErrorEst is None or max2ErrorEst <= self.greedyTol or np.any(np.isnan(maxErrorEst)) or np.any(np.isinf(maxErrorEst))): while self.samplingEngine.nsamples > self.S: self.samplingEngine.popSample() while len(self.mus) > self.S: self.mus.pop(-1) else: while len(self.mus) < self.S: self.mus.append(self.samplingEngine.mus[len(self.mus)]) self.setupApproxLocal() if plotEst == "LAST": self.plotEstimator(errorEstTest, muidx, maxErrorEst) return 0 def assembleReducedResidualGramian(self, pMat:sampList): """ Build residual gramian of reduced linear system through projections. """ self.initEstimatorNormEngine() if (not hasattr(self.trainedModel.data, "gramian") or self.trainedModel.data.gramian is None): gramian = self.estimatorNormEngine.innerProduct(pMat, pMat) else: Sold = self.trainedModel.data.gramian.shape[0] S = len(self.mus) if Sold > S: gramian = self.trainedModel.data.gramian[: S, : S] else: idxOld = list(range(Sold)) idxNew = list(range(Sold, S)) gramian = np.empty((S, S), dtype = np.complex) gramian[: Sold, : Sold] = self.trainedModel.data.gramian gramian[: Sold, Sold :] = ( self.estimatorNormEngine.innerProduct(pMat(idxNew), pMat(idxOld))) gramian[Sold :, : Sold] = gramian[: Sold, Sold :].T.conj() gramian[Sold :, Sold :] = ( self.estimatorNormEngine.innerProduct(pMat(idxNew), pMat(idxNew))) self.trainedModel.data.gramian = gramian def assembleReducedResidualBlocksbb(self, bs:List[Np1D]): """ Build blocks (of type bb) of reduced linear system through projections. """ self.initEstimatorNormEngine() nbs = len(bs) if (not hasattr(self.trainedModel.data, "resbb") or self.trainedModel.data.resbb is None): resbb = np.empty((nbs, nbs), dtype = np.complex) for i in range(nbs): Mbi = bs[i] resbb[i, i] = self.estimatorNormEngine.innerProduct(Mbi, Mbi) for j in range(i): Mbj = bs[j] resbb[i, j] = self.estimatorNormEngine.innerProduct(Mbj, Mbi) for i in range(nbs): for j in range(i + 1, nbs): resbb[i, j] = resbb[j, i].conj() self.trainedModel.data.resbb = resbb def assembleReducedResidualBlocksAb(self, As:List[Np2D], bs:List[Np1D], pMat:sampList): """ Build blocks (of type Ab) of reduced linear system through projections. """ self.initEstimatorNormEngine() nAs = len(As) nbs = len(bs) S = len(self.mus) if (not hasattr(self.trainedModel.data, "resAb") or self.trainedModel.data.resAb is None): if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAb = np.empty((nbs, S, nAs), dtype = np.complex) for j in range(nAs): MAj = dot(As[j], pMat) for i in range(nbs): Mbi = bs[i] resAb[i, :, j] = self.estimatorNormEngine.innerProduct(MAj, Mbi) else: Sold = self.trainedModel.data.resAb.shape[1] if Sold == S: return if Sold > S: resAb = self.trainedModel.data.resAb[:, : S, :] else: if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAb = np.empty((nbs, S, nAs), dtype = np.complex) resAb[:, : Sold, :] = self.trainedModel.data.resAb for j in range(nAs): MAj = dot(As[j], pMat[:, Sold :]) for i in range(nbs): Mbi = bs[i] resAb[i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj, Mbi)) self.trainedModel.data.resAb = resAb def assembleReducedResidualBlocksAA(self, As:List[Np2D], pMat:sampList): """ Build blocks (of type AA) of reduced linear system through projections. """ self.initEstimatorNormEngine() nAs = len(As) S = len(self.mus) if (not hasattr(self.trainedModel.data, "resAA") or self.trainedModel.data.resAA is None): if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAA = np.empty((S, nAs, S, nAs), dtype = np.complex) for i in range(nAs): MAi = dot(As[i], pMat) resAA[:, i, :, i] = ( self.estimatorNormEngine.innerProduct(MAi, MAi)) for j in range(i): MAj = dot(As[j], pMat) resAA[:, i, :, j] = ( self.estimatorNormEngine.innerProduct(MAj, MAi)) for i in range(nAs): for j in range(i + 1, nAs): resAA[:, i, :, j] = resAA[:, j, :, i].T.conj() else: Sold = self.trainedModel.data.resAA.shape[0] if Sold == S: return if Sold > S: resAA = self.trainedModel.data.resAA[: S, :, : S, :] else: if isinstance(pMat, (parameterList, sampleList)): pMat = pMat.data resAA = np.empty((S, nAs, S, nAs), dtype = np.complex) resAA[: Sold, :, : Sold, :] = self.trainedModel.data.resAA for i in range(nAs): MAi = dot(As[i], pMat) resAA[: Sold, i, Sold :, i] = ( self.estimatorNormEngine.innerProduct(MAi[:, Sold :], MAi[:, : Sold])) resAA[Sold :, i, : Sold, i] = resAA[: Sold, i, Sold :, i].T.conj() resAA[Sold :, i, Sold :, i] = ( self.estimatorNormEngine.innerProduct(MAi[:, Sold :], MAi[:, Sold :])) for j in range(i): MAj = dot(As[j], pMat) resAA[: Sold, i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, Sold :], MAi[:, : Sold])) resAA[Sold :, i, : Sold, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, : Sold], MAi[:, Sold :])) resAA[Sold :, i, Sold :, j] = ( self.estimatorNormEngine.innerProduct(MAj[:, Sold :], MAi[:, Sold :])) for i in range(nAs): for j in range(i + 1, nAs): resAA[: Sold, i, Sold :, j] = ( resAA[Sold :, j, : Sold, i].T.conj()) resAA[Sold :, i, : Sold, j] = ( resAA[: Sold, j, Sold :, i].T.conj()) resAA[Sold :, i, Sold :, j] = ( resAA[Sold :, j, Sold :, i].T.conj()) self.trainedModel.data.resAA = resAA def assembleReducedResidualBlocks(self, full : bool = False): """Build affine blocks of affine decomposition of residual.""" if full: checkIfAffine(self.HFEngine, "assemble reduced residual blocks") else: checkIfAffine(self.HFEngine, "assemble reduced RHS blocks", True) self.HFEngine.buildb() self.assembleReducedResidualBlocksbb(self.HFEngine.bs) if full: pMat = self.samplingEngine.projectionMatrix self.HFEngine.buildA() self.assembleReducedResidualBlocksAb(self.HFEngine.As, self.HFEngine.bs, pMat) self.assembleReducedResidualBlocksAA(self.HFEngine.As, pMat) diff --git a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py index 232335e..d1a0787 100644 --- a/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py +++ b/rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py @@ -1,538 +1,537 @@ # 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.hfengines.base.linear_affine_engine import checkIfAffine from .generic_greedy_approximant import GenericGreedyApproximant from rrompy.utilities.poly_fitting.polynomial import (polybases, polyfitname, PolynomialInterpolator as PI, polyvander) from rrompy.utilities.numerical import dot from rrompy.utilities.numerical.degree import totalDegreeN from rrompy.utilities.expression import expressionEvaluator from rrompy.reduction_methods.standard import RationalInterpolant from rrompy.utilities.base.types import Np1D, Tuple, paramVal, List from rrompy.utilities.base.verbosity_depth import (verbosityManager as vbMng, getVerbosityDepth, setVerbosityDepth) from rrompy.utilities.poly_fitting import customFit from rrompy.utilities.exception_manager import (RROMPyWarning, RROMPyException, RROMPyAssert, RROMPy_FRAGILE) from rrompy.sampling import sampleList, emptySampleList __all__ = ['RationalInterpolantGreedy'] class RationalInterpolantGreedy(GenericGreedyApproximant, RationalInterpolant): """ ROM greedy rational interpolant computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - - 'POD': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': number of starting training points; - 'sampler': sample point generator; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'polybasis': type of basis for interpolation; defaults to 'MONOMIAL'; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', 'LOOK_AHEAD_OUTPUT', and 'NONE'; defaults to 'NONE'; + - 'functionalSolve': strategy for minimization of denominator + functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + management; defaults to 0. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults and must be True. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. mus: Array of snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; + - 'functionalSolve': strategy for minimization of denominator + functional; - 'interpRcond': tolerance for interpolation; - 'robustTol': tolerance for robust rational denominator - management; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: number of test points. sampler: Sample point generator. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. robustTol: tolerance for robust rational denominator management. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. errorEstimatorKind: kind of error estimator. + functionalSolve: Strategy for minimization of denominator functional. interpRcond: tolerance for interpolation. robustTol: tolerance for robust rational denominator management. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. estimatorNormEngine: Engine for estimator norm computation. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ _allowedEstimatorKinds = ["AFFINE", "DISCREPANCY", "LOOK_AHEAD", "LOOK_AHEAD_RES", "LOOK_AHEAD_OUTPUT", "NONE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["errorEstimatorKind"], ["DISCREPANCY"], toBeExcluded = ["M", "N", "polydegreetype", "radialDirectionalWeights"]) super().__init__(*args, **kwargs) if not self.approx_state and self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]: raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) self._postInit() @property def approx_state(self): """Value of approx_state.""" return self._approx_state @approx_state.setter def approx_state(self, approx_state): RationalInterpolant.approx_state.fset(self, approx_state) if (not self.approx_state and hasattr(self, "_errorEstimatorKind") and self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"]): raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) @property def E(self): """Value of E.""" self._E = self.sampleBatchIdx - 1 return self._E @E.setter def E(self, E): RROMPyWarning(("E is used just to simplify inheritance, and its value " "cannot be changed from that of sampleBatchIdx - 1.")) def _setMAuto(self): self.M = self.E def _setNAuto(self): self.N = self.E @property def polydegreetype(self): """Value of polydegreetype.""" return "TOTAL" @polydegreetype.setter def polydegreetype(self, polydegreetype): RROMPyWarning(("polydegreetype is used just to simplify inheritance, " "and its value cannot be changed from 'TOTAL'.")) @property def polybasis(self): """Value of polybasis.""" return self._polybasis @polybasis.setter def polybasis(self, polybasis): try: polybasis = polybasis.upper().strip().replace(" ","") if polybasis not in polybases: raise RROMPyException("Sample type not recognized.") self._polybasis = polybasis except: RROMPyWarning(("Prescribed polybasis not recognized. Overriding " "to 'MONOMIAL'.")) self._polybasis = "MONOMIAL" self._approxParameters["polybasis"] = self.polybasis @property def errorEstimatorKind(self): """Value of errorEstimatorKind.""" return self._errorEstimatorKind @errorEstimatorKind.setter def errorEstimatorKind(self, errorEstimatorKind): errorEstimatorKind = errorEstimatorKind.upper() if errorEstimatorKind not in self._allowedEstimatorKinds: RROMPyWarning(("Error estimator kind not recognized. Overriding " "to 'NONE'.")) errorEstimatorKind = "NONE" self._errorEstimatorKind = errorEstimatorKind self._approxParameters["errorEstimatorKind"] = self.errorEstimatorKind if (self.errorEstimatorKind not in [ "LOOK_AHEAD", "LOOK_AHEAD_OUTPUT", "NONE"] and hasattr(self, "_approx_state") and not self.approx_state): raise RROMPyException(("Must compute greedy approximation of " "state, unless error estimator allows " "otherwise.")) def _polyvanderAuxiliary(self, mus, deg, *args): return polyvander(mus, deg, *args) def getErrorEstimatorDiscrepancy(self, mus:Np1D) -> Np1D: """Discrepancy-based residual estimator.""" checkIfAffine(self.HFEngine, "apply discrepancy-based error estimator") mus = self.checkParameterList(mus) muCTest = self.trainedModel.centerNormalize(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 QTest = self.trainedModel.getQVal(mus) QTzero = np.where(QTest == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N) self.HFEngine.buildA() self.HFEngine.buildb() nAs, nbs = self.HFEngine.nAs, self.HFEngine.nbs - muTrainEff = self.HFEngine.mapParameterList(self.mus) - muTestEff = self.HFEngine.mapParameterList(mus) + muTrainEff = self.mapParameterList(self.mus) + muTestEff = self.mapParameterList(mus) PTrain = self.trainedModel.getPVal(self.mus).data.T QTrain = self.trainedModel.getQVal(self.mus) QTzero = np.where(QTrain == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTrain[QTzero] = np.finfo(np.complex).eps / (1. + self.N) PTest = self.trainedModel.getPVal(mus).data self.trainedModel.verbosity = tMverb radiusAbTrain = np.empty((self.S, nAs * self.S + nbs), dtype = np.complex) radiusA = np.empty((self.S, nAs, len(mus)), dtype = np.complex) radiusb = np.empty((nbs, len(mus)), dtype = np.complex) for j, thA in enumerate(self.HFEngine.thAs): idxs = j * self.S + np.arange(self.S) radiusAbTrain[:, idxs] = expressionEvaluator(thA[0], muTrainEff, (self.S, 1)) * PTrain radiusA[:, j] = PTest * expressionEvaluator(thA[0], muTestEff, (len(mus),)) for j, thb in enumerate(self.HFEngine.thbs): idx = nAs * self.S + j radiusAbTrain[:, idx] = QTrain * expressionEvaluator(thb[0], muTrainEff, (self.S,)) radiusb[j] = QTest * expressionEvaluator(thb[0], muTestEff, (len(mus),)) QRHSNorm2 = self._affineResidualMatricesContraction(radiusb) vanTrain = self._polyvanderAuxiliary(self._musUniqueCN, self.E, self.polybasis0, self._derIdxs, self._reorder) interpPQ = customFit(vanTrain, radiusAbTrain, rcond = self.interpRcond) vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis0) DradiusAb = vanTest.dot(interpPQ) radiusA = (radiusA - DradiusAb[:, : - nbs].reshape(len(mus), -1, self.S).T) radiusb = radiusb - DradiusAb[:, - nbs :].T ff, Lf, LL = self._affineResidualMatricesContraction(radiusb, radiusA) err = np.abs((LL - 2. * np.real(Lf) + ff) / QRHSNorm2) ** .5 return err def getErrorEstimatorLookAhead(self, mus:Np1D, what : str = "") -> Tuple[Np1D, List[int]]: """Residual estimator based on look-ahead idea.""" errTest, QTest, idxMaxEst = self._EIMStep(mus) _approx_state_old = self.approx_state if what == "OUTPUT" and _approx_state_old: self._approx_state = False self.initEstimatorNormEngine() self._approx_state = _approx_state_old mu_muTestSample = mus[idxMaxEst] app_muTestSample = self.getApproxReduced(mu_muTestSample) if self._mode == RROMPy_FRAGILE: if what == "RES" and not self.HFEngine.isCEye: raise RROMPyException(("Cannot compute LOOK_AHEAD_RES " "estimator in fragile mode for " "non-scalar C.")) app_muTestSample = dot(self.trainedModel.data.projMat[:, : app_muTestSample.shape[0]], app_muTestSample) else: app_muTestSample = dot(self.samplingEngine.projectionMatrix, app_muTestSample) if what == "RES": errmu = self.HFEngine.residual(mu_muTestSample, app_muTestSample, post_c = False) solmu = self.HFEngine.residual(mu_muTestSample, None, post_c = False) else: for j, mu in enumerate(mu_muTestSample): uEx = self.samplingEngine.nextSample(mu) if j == 0: solmu = emptySampleList() solmu.reset((len(uEx), len(mu_muTestSample)), dtype = uEx.dtype) solmu[j] = uEx if what == "OUTPUT" and self.approx_state: solmu = sampleList(self.HFEngine.applyC(solmu)) app_muTestSample = sampleList(self.HFEngine.applyC( app_muTestSample)) errmu = solmu - app_muTestSample errsamples = (self.estimatorNormEngine.norm(errmu) / self.estimatorNormEngine.norm(solmu)) musT = copy(self.mus) musT.append(mu_muTestSample) musT = self.trainedModel.centerNormalize(musT) musC = self.trainedModel.centerNormalize(mus) errT = np.zeros((len(musT), len(mu_muTestSample)), dtype = np.complex) errT[np.arange(len(self.mus), len(musT)), np.arange(len(mu_muTestSample))] = errsamples * QTest[idxMaxEst] vanT = self._polyvanderAuxiliary(musT, self.E + 1, self.polybasis) fitOut = customFit(vanT, errT, full = True, rcond = self.interpRcond) vbMng(self, "MAIN", ("Fitting {} samples with degree {} through {}... Conditioning " "of LS system: {:.4e}.").format(len(vanT), self.E + 1, polyfitname(self.polybasis), fitOut[1][2][0] / fitOut[1][2][-1]), 15) vanC = self._polyvanderAuxiliary(musC, self.E + 1, self.polybasis) err = np.sum(np.abs(vanC.dot(fitOut[0])), axis = -1) / QTest return err, idxMaxEst def getErrorEstimatorNone(self, mus:Np1D) -> Np1D: """EIM-based residual estimator.""" err = np.max(self._EIMStep(mus, True), axis = 1) err *= self.greedyTol / np.mean(err) return err def _EIMStep(self, mus:Np1D, only_one : bool = False) -> Tuple[Np1D, Np1D, List[int]]: """Residual estimator based on look-ahead idea.""" mus = self.checkParameterList(mus) tMverb, self.trainedModel.verbosity = self.trainedModel.verbosity, 0 QTest = self.trainedModel.getQVal(mus) QTzero = np.where(QTest == 0.)[0] if len(QTzero) > 0: RROMPyWarning(("Adjusting estimator to avoid division by " "numerically zero denominator.")) QTest[QTzero] = np.finfo(np.complex).eps / (1. + self.N) QTest = np.abs(QTest) muCTest = self.trainedModel.centerNormalize(mus) muCTrain = self.trainedModel.centerNormalize(self.mus) self.trainedModel.verbosity = tMverb vanTest = self._polyvanderAuxiliary(muCTest, self.E, self.polybasis) vanTestNext = self._polyvanderAuxiliary(muCTest, self.E + 1, self.polybasis)[:, vanTest.shape[1] :] idxsTest = np.arange(vanTestNext.shape[1]) basis = np.zeros((len(idxsTest), 0), dtype = float) idxMaxEst = [] while len(idxsTest) > 0: vanTrial = self._polyvanderAuxiliary(muCTrain, self.E, self.polybasis) vanTrialNext = self._polyvanderAuxiliary(muCTrain, self.E + 1, self.polybasis)[:, vanTrial.shape[1] :] vanTrial = np.hstack((vanTrial, vanTrialNext.dot(basis).reshape( len(vanTrialNext), basis.shape[1]))) valuesTrial = vanTrialNext[:, idxsTest] vanTestEff = np.hstack((vanTest, vanTestNext.dot(basis).reshape( len(vanTestNext), basis.shape[1]))) vanTestNextEff = vanTestNext[:, idxsTest] - try: - coeffTest = np.linalg.solve(vanTrial, valuesTrial) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + coeffTest = np.linalg.solve(vanTrial, valuesTrial) errTest = (np.abs(vanTestNextEff - vanTestEff.dot(coeffTest)) / np.expand_dims(QTest, 1)) if only_one: return errTest idxMaxErr = np.unravel_index(np.argmax(errTest), errTest.shape) idxMaxEst += [idxMaxErr[0]] muCTrain.append(muCTest[idxMaxErr[0]]) basis = np.pad(basis, [(0, 0), (0, 1)], "constant") basis[idxsTest[idxMaxErr[1]], -1] = 1. idxsTest = np.delete(idxsTest, idxMaxErr[1]) return errTest, QTest, idxMaxEst def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: """Standard residual-based error estimator.""" setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan mus = self.checkParameterList(mus) vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format(mus), 10) if self.errorEstimatorKind == "AFFINE": err = self.getErrorEstimatorAffine(mus) else: self._setupInterpolationIndices() if self.errorEstimatorKind == "DISCREPANCY": err = self.getErrorEstimatorDiscrepancy(mus) elif self.errorEstimatorKind[: 10] == "LOOK_AHEAD": err, idxMaxEst = self.getErrorEstimatorLookAhead(mus, self.errorEstimatorKind[11 :]) else: #if self.errorEstimatorKind == "NONE": err = self.getErrorEstimatorNone(mus) vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err if self.errorEstimatorKind[: 10] != "LOOK_AHEAD": idxMaxEst = np.empty(self.sampleBatchSize, dtype = int) errCP = copy(err) for j in range(self.sampleBatchSize): k = np.argmax(errCP) idxMaxEst[j] = k if j + 1 < self.sampleBatchSize: musZero = self.trainedModel.centerNormalize(mus, mus[k]) errCP *= np.linalg.norm(musZero.data, axis = 1) return err, idxMaxEst, err[idxMaxEst] def plotEstimator(self, *args, **kwargs): super().plotEstimator(*args, **kwargs) if self.errorEstimatorKind == "NONE": vbMng(self, "MAIN", ("Warning! Error estimator has been arbitrarily normalized " "before plotting."), 15) def greedyNextSample(self, *args, **kwargs) -> Tuple[Np1D, int, float, paramVal]: """Compute next greedy snapshot of solution map.""" RROMPyAssert(self._mode, message = "Cannot add greedy sample.") self.sampleBatchIdx += 1 self.sampleBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx) err, muidx, maxErr, muNext = super().greedyNextSample(*args, **kwargs) if maxErr is not None and (np.any(np.isnan(maxErr)) or np.any(np.isinf(maxErr))): self.sampleBatchIdx -= 1 self.sampleBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx) if (self.errorEstimatorKind == "NONE" and not np.isnan(maxErr) and not np.isinf(maxErr)): maxErr = None return err, muidx, maxErr, muNext def _setSampleBatch(self, maxS:int): self.sampleBatchIdx, self.sampleBatchSize, S = -1, 0, 0 nextBatchSize = 1 while S + nextBatchSize <= maxS: self.sampleBatchIdx += 1 self.sampleBatchSize = nextBatchSize S += self.sampleBatchSize nextBatchSize = totalDegreeN(self.npar - 1, self.sampleBatchIdx + 1) return S def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if self.samplingEngine.nsamples > 0: return self._S = self._setSampleBatch(self.S) super()._preliminaryTraining() self.M, self.N = ("AUTO",) * 2 def setupApproxLocal(self) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") self.verbosity -= 10 vbMng(self, "INIT", "Setting up local approximant.", 5) pMat = self.samplingEngine.projectionMatrix if self.trainedModel is not None: pMat = pMat[:, len(self.trainedModel.data.mus) :] self._setupTrainedModel(pMat, self.trainedModel is not None) self.catchInstability = 2 vbDepth = getVerbosityDepth() - unstable = False + unstable = 0 if self.E > 0: try: - Q = self._setupDenominator()[0] + Q = self._setupDenominator() except RROMPyException as RE: + if RE.critical: raise RE from None setVerbosityDepth(vbDepth) RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__, RE)) - unstable = True + unstable = 1 else: Q = PI() Q.coeffs = np.ones((1,) * self.npar, dtype = np.complex) Q.npar = self.npar Q.polybasis = self.polybasis if not unstable: self.trainedModel.data.Q = copy(Q) try: P = copy(self._setupNumerator()) except RROMPyException as RE: + if RE.critical: raise RE from None setVerbosityDepth(vbDepth) RROMPyWarning("Downgraded {}: {}".format(RE.__class__.__name__, RE)) - unstable = True + unstable = 1 if not unstable: self.trainedModel.data.P = copy(P) self.trainedModel.data.approxParameters = copy( self.approxParameters) vbMng(self, "DEL", "Done setting up local approximant.", 5) self.catchInstability = 0 self.verbosity += 10 - return 1 * unstable + return unstable def setupApprox(self, plotEst : str = "NONE") -> int: val = super().setupApprox(plotEst) if val == 0: self._setupRational(self.trainedModel.data.Q, self.trainedModel.data.P) self.trainedModel.data.approxParameters = copy( self.approxParameters) return val def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" super().loadTrainedModel(filename) self._setSampleBatch(self.S + 1) diff --git a/rrompy/reduction_methods/standard/greedy/reduced_basis_greedy.py b/rrompy/reduction_methods/standard/greedy/reduced_basis_greedy.py index 57313d4..6747697 100644 --- a/rrompy/reduction_methods/standard/greedy/reduced_basis_greedy.py +++ b/rrompy/reduction_methods/standard/greedy/reduced_basis_greedy.py @@ -1,148 +1,149 @@ # 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 .generic_greedy_approximant import GenericGreedyApproximant from rrompy.reduction_methods.standard import ReducedBasis from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyWarning, RROMPyAssert __all__ = ['ReducedBasisGreedy'] class ReducedBasisGreedy(GenericGreedyApproximant, ReducedBasis): """ ROM greedy 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': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': number of starting training points; - 'sampler': sample point generator; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler. Defaults to empty dict. approx_state(optional): Whether to approximate state. Defaults and must be True. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. mus: Array of snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: whether to compute POD of snapshots. + POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: number of test points. sampler: Sample point generator. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. estimatorNormEngine: Engine for estimator norm computation. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. As: List of sparse matrices (in CSC format) representing coefficients of linear system matrix. bs: List of numpy vectors representing coefficients of linear system RHS. ARBs: List of sparse matrices (in CSC format) representing coefficients of compressed linear system matrix. bRBs: List of numpy vectors representing coefficients of compressed linear system RHS. """ def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(toBeExcluded = ["R", "PODTolerance"]) super().__init__(*args, **kwargs) self._postInit() @property def PODTolerance(self): """Value of PODTolerance.""" self._PODTolerance = -1 return self._PODTolerance @PODTolerance.setter def PODTolerance(self, PODTolerance): RROMPyWarning(("PODTolerance is used just to simplify inheritance, " "and its value cannot be changed from -1.")) def setupApproxLocal(self) -> int: """Compute RB projection matrix.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") self.verbosity -= 10 vbMng(self, "INIT", "Setting up local approximant.", 5) - vbMng(self, "INIT", "Computing projection matrix.", 7) + vbMng(self, "INIT", "Computing projection matrix.", 15) pMatOld, pMat = None, self.samplingEngine.projectionMatrix if self.trainedModel is not None: Sold = len(self.trainedModel.data.mus) pMatOld, pMat = pMat[:, : Sold], pMat[:, Sold :] - vbMng(self, "DEL", "Done computing projection matrix.", 7) + vbMng(self, "DEL", "Done computing projection matrix.", 15) setData = self.trainedModel is None self._setupTrainedModel(pMat, not setData) 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, pMatOld) self.trainedModel.data.ARBs = ARBs self.trainedModel.data.bRBs = bRBs self.trainedModel.data.approxParameters = copy(self.approxParameters) vbMng(self, "DEL", "Done setting up local approximant.", 5) self.verbosity += 10 return 0 diff --git a/rrompy/reduction_methods/standard/nearest_neighbor.py b/rrompy/reduction_methods/standard/nearest_neighbor.py index 932856c..c2fe8d8 100644 --- a/rrompy/reduction_methods/standard/nearest_neighbor.py +++ b/rrompy/reduction_methods/standard/nearest_neighbor.py @@ -1,165 +1,170 @@ # 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 copy import deepcopy as copy from .generic_standard_approximant import GenericStandardApproximant from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.poly_fitting.nearest_neighbor import ( NearestNeighborInterpolator as NNI) from rrompy.utilities.exception_manager import RROMPyAssert __all__ = ['NearestNeighbor'] class NearestNeighbor(GenericStandardApproximant): """ ROM nearest neighbor 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': whether to compute POD of snapshots; defaults to True; + - '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; - 'nNeighbors': number of nearest neighbors; defaults to 1; - 'radialDirectionalWeights': directional weights for computation of parameter distance; 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': whether to compute POD of snapshots; + - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'nNeighbors': number of nearest neighbors; - 'radialDirectionalWeights': directional weights for computation of parameter distance. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: Whether to compute POD of snapshots. + 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. nNeighbors: Number of nearest neighbors. radialDirectionalWeights: Directional weights for computation of parameter distance. 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(["nNeighbors", "radialDirectionalWeights"], [1, 1.]) super().__init__(*args, **kwargs) self._postInit() @property def tModelType(self): from .trained_model.trained_model_nearest_neighbor import ( TrainedModelNearestNeighbor) return TrainedModelNearestNeighbor @property def nNeighbors(self): """Value of nNeighbors.""" return self._nNeighbors @nNeighbors.setter def nNeighbors(self, nNeighbors): self._nNeighbors = max(1, nNeighbors) self._approxParameters["nNeighbors"] = self.nNeighbors @property def radialDirectionalWeights(self): """Value of radialDirectionalWeights.""" return self._radialDirectionalWeights @radialDirectionalWeights.setter def radialDirectionalWeights(self, radialDirectionalWeights): - if hasattr(radialDirectionalWeights, "__len__"): + if isinstance(radialDirectionalWeights, Iterable): radialDirectionalWeights = list(radialDirectionalWeights) else: radialDirectionalWeights = [radialDirectionalWeights] self._radialDirectionalWeights = radialDirectionalWeights self._approxParameters["radialDirectionalWeights"] = ( self.radialDirectionalWeights) 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 self._setupTrainedModel(self.samplingEngine.projectionMatrix) if setData: self.trainedModel.data.NN = NNI() - if self.POD: - R = self.samplingEngine.RPOD + if self.POD == 1: + R = self.samplingEngine.Rscale if isinstance(R, (np.ndarray,)): vals, supp = list(R.T), [0] * R.shape[1] else: vals, supp = [], [] for j in range(R.shape[1]): idx = R.indices[R.indptr[j] : R.indptr[j + 1]] if len(idx) == 0: supp += [0] val = np.empty(0, dtype = R.dtype) else: supp += [idx[0]] idx = idx - idx[0] val = np.zeros(idx[-1] + 1, dtype = R.dtype) val[idx] = R.data[R.indptr[j] : R.indptr[j + 1]] vals += [val] else: - vals = [np.ones(1)] * len(self.mus) + if self.POD == 0: + vals = [np.ones(1)] * len(self.mus) + else: + vals = list(self.samplingEngine.Rscale.reshape(-1, 1)) supp = list(range(len(self.mus))) self.trainedModel.data.NN.setupByInterpolation(self.mus, np.arange(len(self.mus)), self.nNeighbors, self.radialDirectionalWeights) self.trainedModel.data.vals, self.trainedModel.data.supp = vals, supp self.trainedModel.data.approxParameters = copy(self.approxParameters) vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 diff --git a/rrompy/reduction_methods/standard/rational_interpolant.py b/rrompy/reduction_methods/standard/rational_interpolant.py index 6cfedf6..e62a496 100644 --- a/rrompy/reduction_methods/standard/rational_interpolant.py +++ b/rrompy/reduction_methods/standard/rational_interpolant.py @@ -1,631 +1,840 @@ # 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.reduction_methods.base import checkRobustTolerance +from scipy.linalg import eigvals +from collections.abc import Iterable from .generic_standard_approximant import GenericStandardApproximant from rrompy.utilities.poly_fitting.polynomial import ( - polybases as ppb, polyfitname, - polyvander as pvP, polyTimes, - polyTimesTable, vanderInvTable, - PolynomialInterpolator as PI) + polybases as ppb, polyfitname, + polyvander as pvP, polyTimes, + PolynomialInterpolator as PI, + PolynomialInterpolatorNodal as PIN) from rrompy.utilities.poly_fitting.heaviside import rational2heaviside from rrompy.utilities.poly_fitting.radial_basis import (polybases as rbpb, RadialBasisInterpolator as RBI) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, sampList, interpEng) from rrompy.utilities.base import verbosityManager as vbMng -from rrompy.utilities.numerical import customPInv, dot, potential -from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices +from rrompy.utilities.numerical import (pseudoInverse, dot, potential, + distanceMatrix) +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': whether to compute POD of snapshots; defaults to True; + - 'POD': kind of snapshots orthogonalization; allowed values + include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator; - 'polybasis': type of polynomial basis for interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'polydegreetype': type of polynomial degree; defaults to 'TOTAL'; - 'radialDirectionalWeights': radial basis weights for interpolant numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; + - 'functionalSolve': strategy for minimization of denominator + functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', + 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in + main folder for explanation); defaults to 'NORM'; - 'interpRcond': tolerance for interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. + 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': whether to compute POD of snapshots; + - '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; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. + management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of samples current approximant relies upon; - 'sampler': sample point generator. approx_state: Whether to approximate state. verbosity: Verbosity level. - POD: Whether to compute POD of snapshots. + 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. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. muBounds: list of bounds for parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ + + _allowedFunctionalSolveKinds = ["NORM", "DOMINANT", "NODAL", + "BARYCENTRIC_NORM", "BARYCENTRIC_AVERAGE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["polybasis", "M", "N", "polydegreetype", "radialDirectionalWeights", "radialDirectionalWeightsAdapt", - "interpRcond", "robustTol", - "cutOffTolerance", "residueTol"], + "functionalSolve", "interpRcond", + "robustTol"], ["MONOMIAL", "AUTO", "AUTO", "TOTAL", 1., - [-1., -1.], -1, 0., np.inf, 0.]) + [-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 == "BARYCENTRIC": functionalSolve += "_AVERAGE" + if functionalSolve not in self._allowedFunctionalSolveKinds: + raise RROMPyException(("Prescribed functionalSolve not " + "recognized.")) + self._functionalSolve = functionalSolve + except: + RROMPyWarning(("Prescribed functionalSolve not recognized. " + "Overriding to 'NORM'.")) + self._functionalSolve = "NORM" + self._approxParameters["functionalSolve"] = self.functionalSolve + @property def 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 hasattr(radialDirectionalWeights, "__len__"): + 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 - - @property - def cutOffTolerance(self): - """Value of cutOffTolerance.""" - return self._cutOffTolerance - @cutOffTolerance.setter - def cutOffTolerance(self, cutOffTolerance): - self._cutOffTolerance = cutOffTolerance - self._approxParameters["cutOffTolerance"] = self.cutOffTolerance - - @property - def residueTol(self): - """Value of residueTol.""" - return self._residueTol - @residueTol.setter - def residueTol(self, residueTol): - if residueTol < 0. or (residueTol > 0. and self.npar > 1): - RROMPyWarning("Overriding prescribed residue tolerance to 0.") - residueTol = 0. - self._residueTol = residueTol - self._approxParameters["residueTol"] = self.residueTol - 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: - invD, fitinv = self._computeInterpolantInverseBlocks() + if self.functionalSolve != "NORM" and self.npar > 1: + RROMPyWarning(("Strategy for functional optimization must be " + "'NORM' for more than one parameter. " + "Overriding to 'NORM'.")) + self.functionalSolve = "NORM" + if (self.functionalSolve[:11] == "BARYCENTRIC" + and self.N + 1 < self.S): + RROMPyWarning(("Barycentric strategy cannot be applied with " + "Least Squares. Overriding to 'NORM'.")) + self.functionalSolve = "NORM" + if self.functionalSolve[:11] == "BARYCENTRIC": + invD, TN = None, None + self._setupInterpolationIndices() + else: + invD, TN = self._computeInterpolantInverseBlocks() + if (self.functionalSolve in ["NODAL", "BARYCENTRIC_NORM", + "BARYCENTRIC_AVERAGE"] + and len(self._musUnique) != len(self.mus)): + if self.functionalSolve[:11] == "BARYCENTRIC": + warnflag = "Barycentric" + invD, TN = self._computeInterpolantInverseBlocks() + else: + warnflag = "Iterative" + RROMPyWarning(("{} functional optimization cannot be applied " + "to repeated samples. Overriding to " + "'NORM'.").format(warnflag)) + self.functionalSolve = "NORM" idxSamplesEff = list(range(self.S)) - if self.POD: + if self.POD == 1: ev, eV = self.findeveVGQR( - self.samplingEngine.RPOD[:, idxSamplesEff], invD) + 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) - nevBad = checkRobustTolerance(ev, self.robustTol) - if nevBad <= 1: break - if self.catchInstability > 0: + self.samplingEngine.samples(idxSamplesEff), invD, TN) + if self.functionalSolve == "NODAL": break + 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)) - 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[:, 0]) + if self.N > 0 and self.functionalSolve in ["NODAL", "BARYCENTRIC_NORM", + "BARYCENTRIC_AVERAGE"]: + q = PIN() + q.polybasis, q.nodes = self.polybasis0, eV else: - q.coeffs = eV[:, 0].reshape([self.N + 1] * self.npar) + 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, fitinv + 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: Qevaldiag = Qevaldiag.dot(self.samplingEngine.RPOD.T) + 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 > 0: + 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()[0]) + 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) - computeNum = P is None + self.trainedModel.data.Q = Q + if P is None: P = self._setupNumerator() if self.N > 0 and self.npar == 1: - foci = self.sampler.normalFoci() - ground = self.sampler.groundPotential() - if not np.isinf(self.cutOffTolerance): - pls = Q.roots() - ground = self.sampler.groundPotential() - idKeep = np.logical_and(np.logical_not(np.isinf(pls)), - potential(pls, foci) / ground - 1. - <= self.cutOffTolerance) - if np.sum(idKeep) < self.N: - vbMng(self, "MAIN", - ("Removing {} poles out of {} due to cut " - "off.").format(np.sum(idKeep), self.N), 10) + #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)) + 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[idKeep]: + 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.N = np.sum(idKeep) - computeNum = True - if self.residueTol > 0: - if computeNum: P = self._setupNumerator() + 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] - if self.POD: - resEff = np.linalg.norm(cfs, axis = 1) - else: - resEff = self.HFEngine.norm( - self.samplingEngine.projectionMatrix.dot(cfs.T), - is_state = self.approx_state) + 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. - resEff[np.isinf(pls)] = 0. - resEff /= potEff - idKeep = resEff >= self.residueTol * np.max(resEff) - if np.sum(idKeep) < self.N: + cfs[:, np.isinf(pls)] = 0. + cfs /= potEff # rescale by potential + idxBad = self.HFEngine.flagBadPolesResidues(pls, cfs) + if np.any(idxBad): vbMng(self, "MAIN", - ("Removing {} poles out of {} due to residue " - "magnitude.").format(np.sum(idKeep), self.N), 10) - Q = PI() - Q.npar = self.npar - Q.polybasis = self.polybasis0 - Q.coeffs = np.ones(1, dtype = np.complex) - for pl in pls[idKeep]: - Q.coeffs = polyTimes(Q.coeffs, [- pl, 1.], + ("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.N = np.sum(idKeep) - else: - computeNum = False - self.trainedModel.data.Q = Q - if computeNum: P = self._setupNumerator() + 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 = customPInv(TE, rcond = self.interpRcond, full = True) + fullE = E + 1 == len(self._reorder) == len(self._musUniqueCN) + if fullE: + mus = self._musUniqueCN[self._reorder] + dist = distanceMatrix(mus, magnitude = False)[..., 0] + dist[np.arange(E + 1), np.arange(E + 1)] = multifactorial([E]) + fitinvE = np.prod(dist, axis = 1) ** -1 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 > 0: - 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 + ("Evaluating quasi-Lagrangian basis of degree {} at {} " + "sample points.").format(E, E + 1), 5) + invD = [np.diag(fitinvE)] else: + 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 and not fullE: + TN = TE + else: #build TN from scratch 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) - for k in range(len(invD)): invD[k] = dot(invD[k], TN) - return invD, fitinv + return invD, TN - def findeveVGExplicit(self, sampleE:sampList, - invD:List[Np2D]) -> Tuple[Np1D, Np2D]: + 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.") - nEnd = invD[0].shape[1] - eWidth = len(invD) vbMng(self, "INIT", "Building gramian matrix.", 10) gramian = self.HFEngine.innerProduct(sampleE, sampleE, is_state = self.approx_state) - G = np.zeros((nEnd, nEnd), dtype = np.complex) - for k in range(eWidth): - G += dot(dot(gramian, invD[k]).T, invD[k].conj()).T + if Rscaling is not None: + gramian = (gramian.T * Rscaling.conj()).T * Rscaling + if self.functionalSolve == "NODAL": + SEnd = invD[0].shape[1] + G0 = np.zeros((SEnd,) * 2, dtype = np.complex) + if self.functionalSolve[:11] == "BARYCENTRIC": + G = gramian + nEnd = len(gramian) - 1 + 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) - vbMng(self, "INIT", "Solving eigenvalue problem for gramian matrix.", - 7) - try: + if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM"]: ev, eV = np.linalg.eigh(G) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + eV = eV[:, 0] + if self.functionalSolve == "BARYCENTRIC_NORM": + eV = self.findeVBarycentric(eV) + problem = "eigenproblem" + else: + if self.functionalSolve == "BARYCENTRIC_AVERAGE": + fitOut = pseudoInverse(G, rcond = self.interpRcond, + full = True) + eV = self.findeVBarycentric(np.sum(fitOut[0], axis = 1)) + 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 eigenvalue problem of size {} with condition number " - "{:.4e}.").format(nEnd, ev[-1] / ev[0]), 5) - vbMng(self, "DEL", "Done solving eigenvalue problem.", 7) + ("Solved {} of size {} with condition number " + "{:.4e}.").format(problem, nEnd, ev[-1] / ev[0]), 5) + if self.functionalSolve == "NODAL": eV = self.findeVNodal(eV, G0) return ev, eV - def findeveVGQR(self, RPODE:Np2D, invD:List[Np2D]) -> Tuple[Np1D, Np2D]: + 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.") - nEnd = invD[0].shape[1] - S = RPODE.shape[0] - eWidth = len(invD) vbMng(self, "INIT", "Building half-gramian matrix stack.", 10) - Rstack = np.zeros((S * eWidth, nEnd), dtype = np.complex) - for k in range(eWidth): - Rstack[k * S : (k + 1) * S, :] = dot(RPODE, invD[k]) + if self.functionalSolve == "NODAL": + gramian = Np2DLikeGramian(None, dot(RPODE, invD[0])) + if self.functionalSolve[:11] == "BARYCENTRIC": + Rstack = RPODE + nEnd = RPODE.shape[1] - 1 + else: + S, nEnd, eWidth = RPODE.shape[0], TN.shape[1], len(invD) + Rstack = np.zeros((S * eWidth, nEnd), dtype = np.complex) + for k in range(eWidth): + Rstack[k * S : (k + 1) * S, :] = dot(RPODE, dot(invD[k], TN)) vbMng(self, "DEL", "Done building half-gramian.", 10) - vbMng(self, "INIT", "Solving svd for square root of gramian matrix.", - 7) - try: - _, s, eV = np.linalg.svd(Rstack, full_matrices = False) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) - ev = s[::-1] - eV = eV[::-1, :].T.conj() - vbMng(self, "MAIN", - ("Solved svd problem of size {} x {} with condition number " - "{:.4e}.").format(*Rstack.shape, s[0] / s[-1]), 5) - vbMng(self, "DEL", "Done solving svd.", 7) + if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM", + "BARYCENTRIC_AVERAGE"]: + _, ev, Vh = np.linalg.svd(Rstack, full_matrices = False) + if self.functionalSolve in ["NORM", "BARYCENTRIC_NORM"]: + eV = Vh[-1, :].conj() + ev = ev[::-1] + else: #if self.functionalSolve == "BARYCENTRIC_AVERAGE": + ev[np.logical_not(np.isclose(ev, 0.))] **= -2. + eV = Vh.T.conj().dot(ev * np.sum(Vh, axis = 1)) + if self.functionalSolve[:11] == "BARYCENTRIC": + eV = self.findeVBarycentric(eV) + problem = "svd problem" + else: + fitOut = pseudoInverse(Rstack[:, :-1], rcond = self.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 == "NODAL": eV = self.findeVNodal(eV, gramian) return ev, eV + def findeVBarycentric(self, baryWeights:Np1D) -> Np1D: + RROMPyAssert(self._mode, + message = "Cannot solve optimization problem.") + arrow = np.pad(np.diag(self._musUniqueCN[self._reorder].flatten()), + (1, 0), "constant", constant_values = 1.) + 0.j + arrow[0, 0] = 0. + arrow[0, 1:] = baryWeights + active = np.pad(np.eye(len(baryWeights)), (1, 0), "constant") + eV = eigvals(arrow, active) + return eV[np.logical_not(np.isinf(eV))] + + def findeVNodal(self, q0coeffs:Np1D, gram:Np2D, maxiter : int = 25, + tolNewton : float = 1e-10) -> Np1D: + RROMPyAssert(self._mode, + message = "Cannot solve optimization problem.") + q = PI() + q.npar, q.polybasis, q.coeffs = self.npar, self.polybasis0, q0coeffs + nodes = q.roots() + N = len(nodes) + grad = np.zeros(N, dtype = np.complex) + hess = np.zeros((N, N), dtype = np.complex) + for niter in range(maxiter): + plDist = distanceMatrix(self._musUniqueCN[self._reorder], nodes, + magnitude = False)[:, :, 0] + q0, q = np.prod(plDist, axis = 1), [] + for jS in range(N): + mask = np.arange(N) != jS + q += [np.prod(plDist[:, mask], axis = 1)] + grad[jS] = q[-1].conj().dot(gram.dot(q0)) + for iS in range(jS + 1): + if iS == jS: + hij = 0. + sij = q[-1].conj().dot(gram.dot(q[-1])) + else: + mask = np.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])) + hess[jS, iS] = hij + sij + if iS < jS: hess[iS, jS] = hij + np.conj(sij) + dnodes = np.linalg.solve(hess, grad) + nodes += dnodes + tol = np.linalg.norm(dnodes) / np.linalg.norm(nodes) + if tol < tolNewton: break + if niter < maxiter: + vbMng(self, "MAIN", + ("Newton's method for problem of size {} converged " + "(err = {:.4e}) in {} iteration{}.").format( + N + 1, tol, niter + 1, "s" * (niter > 0)), 5) + else: + RROMPyWarning(("Newton's method for problem of size {} did " + "not converge (err = {:.4e}) after {} " + "iterations.").format(N + 1, tol, niter + 1)) + return nodes + def getResidues(self, *args, **kwargs) -> Np2D: """ Obtain approximant residues. Returns: Matrix with residues as columns. """ return self.trainedModel.getResidues(*args, **kwargs) diff --git a/rrompy/reduction_methods/standard/rational_pade.py b/rrompy/reduction_methods/standard/rational_pade.py deleted file mode 100644 index 6852778..0000000 --- a/rrompy/reduction_methods/standard/rational_pade.py +++ /dev/null @@ -1,313 +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.reduction_methods.base import checkRobustTolerance -from .rational_interpolant import RationalInterpolant -from rrompy.utilities.poly_fitting.polynomial import (polybases as ppb, - polyfitname, polyvander as pvP, - polyTimesTable, vanderInvTable, - PolynomialInterpolator as PI) -from rrompy.utilities.poly_fitting.radial_basis import (polybases as rbpb, - RadialBasisInterpolator as RBI) -from rrompy.utilities.base.types import Np2D, Tuple, List -from rrompy.utilities.base import verbosityManager as vbMng -from rrompy.utilities.numerical import customPInv, dot -from rrompy.utilities.numerical.degree import (fullDegreeN, totalDegreeN, - reduceDegreeN, degreeTotalToFull, - fullDegreeMaxMask, totalDegreeMaxMask) -from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, - RROMPyWarning) - -__all__ = ['RationalPade'] - -class RationalPade(RationalInterpolant): - """ - ROM rational Pade' computation for parametric problems. - - Args: - HFEngine: HF problem solver. - mu0(optional): Default parameter. Defaults to 0. - approxParameters(optional): Dictionary containing values for main - parameters of approximant. Recognized keys are: - - 'POD': whether to compute POD of snapshots; defaults to True; - - '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]; - - 'interpRcond': tolerance for interpolation; defaults to None; - - 'robustTol': tolerance for robust rational denominator - management; defaults to 0; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - defaults to np.inf; - - 'residueTol': tolerance for residue elimination; defaults to 0., - i.e. no bad residues. - 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': whether to compute POD of snapshots; - - '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; - - 'interpRcond': tolerance for interpolation via numpy.polyfit; - - 'robustTol': tolerance for robust rational denominator - management; - - 'cutOffTolerance': tolerance for ignoring parasitic poles; - - 'residueTol': tolerance for residue elimination. - parameterListCritical: Recognized keys of critical approximant - parameters: - - 'S': total number of samples current approximant relies upon; - - 'sampler': sample point generator. - approx_state: Whether to approximate state. - verbosity: Verbosity level. - POD: Whether to compute POD of snapshots. - 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. - interpRcond: Tolerance for interpolation via numpy.polyfit. - robustTol: Tolerance for robust rational denominator management. - cutOffTolerance: Tolerance for ignoring parasitic poles. - residueTol: Tolerance for residue elimination. - 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 _setupInterpolationIndices(self): - """Setup parameters for polyvander.""" - super()._setupInterpolationIndices() - if len(self._musUniqueCN) > 1: - raise RROMPyException(("Cannot apply centered-like method with " - "more than one distinct sample point.")) - - def _setupDenominator(self): - """Compute rational denominator.""" - RROMPyAssert(self._mode, message = "Cannot setup denominator.") - vbMng(self, "INIT", "Starting computation of denominator.", 7) - cfun = totalDegreeN if self.polydegreetype == "TOTAL" else fullDegreeN - 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: - invD, fitinv = self._computeInterpolantInverseBlocks() - Seff = cfun(self.N, self.npar) - idxSamplesEff = list(range(self.S - Seff, self.S)) - if self.POD: - ev, eV = self.findeveVGQR( - self.samplingEngine.RPOD[:, idxSamplesEff], invD) - else: - ev, eV = self.findeveVGExplicit( - self.samplingEngine.samples(idxSamplesEff), invD) - nevBad = checkRobustTolerance(ev, self.robustTol) - if nevBad <= 1: break - if self.catchInstability > 0: - raise RROMPyException(("Instability in denominator " - "computation: eigenproblem is poorly " - "conditioned."), - self.catchInstability == 1) - RROMPyWarning(("Smallest {} eigenvalues below tolerance. Reducing " - "N by 1.").format(nevBad)) - self.N = self.N - 1 - if self.N <= 0: - self.N = 0 - eV = np.ones((1, 1)) - 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[:, 0]) - else: - q.coeffs = eV[:, 0].reshape([self.N + 1] * self.npar) - vbMng(self, "DEL", "Done computing denominator.", 7) - return q, fitinv - - 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: - Qevaldiag = Qevaldiag.dot(self.samplingEngine.RPOD.T) - cfun = totalDegreeN if self.polydegreetype == "TOTAL" else fullDegreeN - 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: - Seff = cfun(self.M, self.npar) - pParRest = [self.M, self.polybasis, self.verbosity >= 5, - self.polydegreetype == "TOTAL", - {"derIdxs": [self._derIdxs[0][: Seff]], - "reorder": self._reorder[: Seff], - "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[: Seff, : Seff], - *pParRest) - vbMng(self, "MAIN", msg, 5) - if wellCond: break - if self.catchInstability > 0: - 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 _computeInterpolantInverseBlocks(self) -> Tuple[List[Np2D], Np2D]: - """ - Compute inverse factors for minimal interpolant target functional. - """ - RROMPyAssert(self._mode, message = "Cannot solve eigenvalue problem.") - self._setupInterpolationIndices() - if self.polydegreetype == "TOTAL": - cfun = totalDegreeN - else: - cfun = fullDegreeN - E = max(self.M, self.N) - while E >= 0: - Seff = cfun(E, self.npar) - pvPPar = [self.polybasis0, [self._derIdxs[0][: Seff]], - self._reorder[: Seff], self.scaleFactorRel] - 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 = customPInv(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 > 0: - 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[: Seff], - [self._derIdxs[0][: Seff]]) - 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) - for k in range(len(invD)): invD[k] = dot(invD[k], TN) - return invD, fitinv diff --git a/rrompy/reduction_methods/standard/reduced_basis.py b/rrompy/reduction_methods/standard/reduced_basis.py index c45c109..849958a 100644 --- a/rrompy/reduction_methods/standard/reduced_basis.py +++ b/rrompy/reduction_methods/standard/reduced_basis.py @@ -1,208 +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': whether to compute POD of snapshots; defaults to True; + - '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': whether to compute POD of snapshots; + - '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: Whether to compute POD of snapshots. + 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 - try: - if self.POD: - U, s, _ = np.linalg.svd(self.samplingEngine.RPOD) - s = s ** 2. - else: - Gramian = self.HFEngine.innerProduct( - self.samplingEngine.projectionMatrix, - self.samplingEngine.projectionMatrix, - is_state = True) - U, s, _ = np.linalg.svd(Gramian) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) - snorm = np.cumsum(s[::-1]) / np.sum(s) - nPODTrunc = min(self.S - np.argmax(snorm > self.PODTolerance), - self.R) - pMat = self.samplingEngine.projectionMatrix.dot(U[:, : nPODTrunc]) + 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", - ("Assembling {}x{} projection matrix from {} " + ("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_rational.py b/rrompy/reduction_methods/standard/trained_model/trained_model_rational.py index a14f10e..a68fd29 100644 --- a/rrompy/reduction_methods/standard/trained_model/trained_model_rational.py +++ b/rrompy/reduction_methods/standard/trained_model/trained_model_rational.py @@ -1,190 +1,188 @@ # 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.utilities.numerical import dot from rrompy.utilities.numerical.compress_matrix import compressMatrix from rrompy.utilities.base.types import (Np1D, Np2D, List, paramVal, paramList, sampList) from rrompy.utilities.base import verbosityManager as vbMng, freepar as fp from rrompy.utilities.exception_manager import RROMPyException, RROMPyWarning from rrompy.parameter import emptyParameterList from rrompy.sampling import sampleList __all__ = ['TrainedModelRational'] class TrainedModelRational(TrainedModel): """ ROM approximant evaluation for rational approximant. Attributes: Data: dictionary with all that can be pickled. """ def compress(self, collapse : bool = False, tol : float = 0., *args, **kwargs): if not collapse and tol <= 0.: return RMat = self.data.projMat if not collapse: if hasattr(self.data, "_compressTol"): RROMPyWarning(("Recompressing already compressed model is " "ineffective. Aborting.")) return self.data.projMat, RMat, _ = compressMatrix(RMat, tol, *args, **kwargs) self.data.P.postmultiplyTensorize(RMat.T) super().compress(collapse, tol) def centerNormalize(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.mu0. Returns: Normalized parameter. """ mu = self.checkParameterList(mu) if mu0 is None: mu0 = self.data.mu0 return (self.mapParameterList(mu) - self.mapParameterList(mu0)) / self.data.scaleFactor def getPVal(self, mu : paramList = []) -> sampList: """ Evaluate rational numerator at arbitrary parameter. Args: mu: Target parameter. """ mu = self.checkParameterList(mu) vbMng(self, "INIT", "Evaluating numerator at mu = {}.".format(mu), 17) p = sampleList(self.data.P(self.centerNormalize(mu))) vbMng(self, "DEL", "Done evaluating numerator.", 17) return p def getQVal(self, mu:Np1D, der : List[int] = None, scl : Np1D = None) -> Np1D: """ Evaluate rational denominator at arbitrary parameter. Args: mu: Target parameter. der(optional): Derivatives to take before evaluation. """ mu = self.checkParameterList(mu) vbMng(self, "INIT", "Evaluating denominator at mu = {}.".format(mu), 17) q = self.data.Q(self.centerNormalize(mu), der, scl) vbMng(self, "DEL", "Done evaluating denominator.", 17) return q 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", "Evaluating approximant at mu = {}.".format(mu), 12) QV = self.getQVal(mu) QVzero = np.where(QV == 0.)[0] if len(QVzero) > 0: QV[QVzero] = np.finfo(np.complex).eps / (1. + self.data.Q.deg[0]) self.uApproxReduced = self.getPVal(mu) / QV vbMng(self, "DEL", "Done evaluating approximant.", 12) self.lastSolvedApproxReduced = mu return self.uApproxReduced def getPoles(self, *args, **kwargs) -> Np1D: """ Obtain approximant poles. Returns: Numpy complex vector of poles. """ if len(args) + len(kwargs) > 1: raise RROMPyException(("Wrong number of parameters passed. " "Only 1 available.")) elif len(args) + len(kwargs) == 1: if len(args) == 1: mVals = args[0] else: mVals = kwargs["marginalVals"] - if not hasattr(mVals, "__len__"): mVals = [mVals] + if not isinstance(mVals, Iterable): mVals = [mVals] mVals = list(mVals) else: mVals = [fp] - try: - rDim = mVals.index(fp) - if rDim < len(mVals) - 1 and fp in mVals[rDim + 1 :]: - raise - except: + 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.")) mVals[rDim] = self.data.mu0(rDim) mVals = list(self.centerNormalize(mVals).data.flatten()) mVals[rDim] = fp roots = self.data.scaleFactor[rDim] * self.data.Q.roots(mVals) return self.mapParameterList(self.mapParameterList(self.data.mu0(rDim), idx = [rDim])(0, 0) + roots, "B", [rDim])(0) def getResidues(self, *args, **kwargs) -> Np2D: """ Obtain approximant residues. Returns: Numpy matrix with residues as columns. """ pls = self.getPoles(*args, **kwargs) if len(args) == 1: mVals = args[0] elif len(args) == 0: mVals = [None] else: mVals = kwargs["marginalVals"] - if not hasattr(mVals, "__len__"): mVals = [mVals] + if not isinstance(mVals, Iterable): mVals = [mVals] mVals = list(mVals) rDim = mVals.index(fp) poles = emptyParameterList() poles.reset((len(pls), self.data.npar), dtype = pls.dtype) for k, pl in enumerate(pls): mValsLoc = list(mVals) mValsLoc[rDim] = pl poles[k] = mValsLoc QV = self.getQVal(poles, list(1 * (np.arange(self.data.npar) == rDim))) QVzero = np.where(QV == 0.)[0] if len(QVzero) > 0: RROMPyWarning(("Adjusting residuals to avoid division by " "numerically zero denominator.")) QV[QVzero] = np.finfo(np.complex).eps / (1. + self.data.Q.deg[0]) Res = self.getPVal(poles) if not self.data._collapsed: Res = sampleList(dot(self.data.projMat[:, : Res.shape[0]], Res)) res = Res / QV return pls, res.T 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 b0c43e7..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 @@ -1,158 +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) - try: - uAppR = np.linalg.solve(self.data.ARBmu, - self.data.bRBmu) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + 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 hasattr(marginalVals, "__len__"): marginalVals = [marginalVals] + if not isinstance(marginalVals, Iterable): + marginalVals = [marginalVals] mVals = list(marginalVals) - try: - rDim = mVals.index(fp) - if rDim < len(mVals) - 1 and fp in mVals[rDim + 1 :]: - raise - except: + 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/__init__.py b/rrompy/sampling/__init__.py index 772695e..f9d16df 100644 --- a/rrompy/sampling/__init__.py +++ b/rrompy/sampling/__init__.py @@ -1,30 +1,32 @@ # 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 .sample_list import emptySampleList, sampleList -from .engines import PODEngine, SamplingEngineStandard, SamplingEngineStandardPOD +from .engines import (PODEngine, SamplingEngine, SamplingEngineNormalize, + SamplingEnginePOD) __all__ = [ 'emptySampleList', 'sampleList', 'PODEngine', - 'SamplingEngineStandard', - 'SamplingEngineStandardPOD' + 'SamplingEngine', + 'SamplingEngineNormalize', + 'SamplingEnginePOD' ] diff --git a/rrompy/sampling/engines/__init__.py b/rrompy/sampling/engines/__init__.py index f21dbca..684c215 100644 --- a/rrompy/sampling/engines/__init__.py +++ b/rrompy/sampling/engines/__init__.py @@ -1,29 +1,31 @@ # 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 .pod_engine import PODEngine -from .sampling_engine_standard import SamplingEngineStandard -from .sampling_engine_standard_pod import SamplingEngineStandardPOD +from .sampling_engine import SamplingEngine +from .sampling_engine_normalize import SamplingEngineNormalize +from .sampling_engine_pod import SamplingEnginePOD __all__ = [ 'PODEngine', - 'SamplingEngineStandard', - 'SamplingEngineStandardPOD' + 'SamplingEngine', + 'SamplingEngineNormalize', + 'SamplingEnginePOD' ] diff --git a/rrompy/sampling/engines/pod_engine.py b/rrompy/sampling/engines/pod_engine.py index 1eb6e66..7964dff 100644 --- a/rrompy/sampling/engines/pod_engine.py +++ b/rrompy/sampling/engines/pod_engine.py @@ -1,137 +1,151 @@ # 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 warnings import catch_warnings from rrompy.utilities.base.types import Np1D, Np2D, Tuple, HFEng, sampList from rrompy.sampling import sampleList __all__ = ['PODEngine'] class PODEngine: """ POD engine for general matrix orthogonalization. """ def __init__(self, HFEngine:HFEng): self.HFEngine = HFEngine 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 normalize(self, A:Np2D, is_state : bool = True) -> Tuple[Np1D, Np1D]: + """ + Normalize column-wise by norm. + + Args: + A: matrix to be normalized; + is_state: whether state-norm should be used. + + Returns: + Resulting normalized matrix, column-wise norm. + """ + r = self.HFEngine.norm(A, is_state = is_state) + return A / r, r + def GS(self, a:Np1D, Q:sampList, n : int = -1, is_state : bool = True) -> Tuple[Np1D, Np1D, bool]: """ Compute 1 Gram-Schmidt step with given projector. Args: a: vector to be projected; Q: orthogonal projection matrix; n: number of columns of Q to be considered; is_state: whether state-norm should be used. Returns: Resulting normalized vector, coefficients of a wrt the updated basis, whether computation is ill-conditioned. """ if n == -1: n = Q.shape[1] r = np.zeros((n + 1,), dtype = Q.dtype) if n > 0: from rrompy.utilities.numerical import dot Q = Q[: n] for j in range(2): # twice is enough! nu = self.HFEngine.innerProduct(a, Q, is_state = is_state) a = a - dot(Q, nu) r[:-1] = r[:-1] + nu.flatten() r[-1] = self.HFEngine.norm(a, is_state = is_state) ill_cond = False with catch_warnings(record = True) as w: snr = np.abs(r[-1]) / np.linalg.norm(r) if len(w) > 0 or snr < np.finfo(np.complex).eps * len(r): ill_cond = True r[-1] = 1. a = a / r[-1] return a, r, ill_cond def generalizedQR(self, A:sampList, Q0 : sampList = None, only_R : bool = False, genTrials : int = 10, is_state : bool = True) -> Tuple[sampList, Np2D]: """ Compute generalized QR decomposition of a matrix through Householder method; see Trefethen, IMA J.N.A., 2010. Args: A: matrix to be decomposed; Q0(optional): initial orthogonal guess for Q; defaults to random; only_R(optional): whether to skip reconstruction of Q; defaults to False. genTrials(optional): number of trials of generation of linearly independent vector; defaults to 10. is_state(optional): whether state-norm should be used; defaults to True. Returns: Resulting (orthogonal and )upper-triangular factor(s). """ Nh, N = A.shape B = copy(A) V = sampleList(np.zeros(A.shape, dtype = A.dtype)) R = np.zeros((N, N), dtype = A.dtype) Q = copy(V) if Q0 is None else sampleList(Q0) for k in range(N): a = B[k] R[k, k] = self.HFEngine.norm(a, is_state = is_state) if Q0 is None and k < Nh: for _ in range(genTrials): Q[k], _, illC = self.GS(np.random.randn(Nh), Q, k, is_state) if not illC: break else: illC = k >= Nh if illC: if Q0 is not None or k < Nh: Q[k] = 0. else: alpha = self.HFEngine.innerProduct(a, Q[k], is_state = is_state) if np.isclose(np.abs(alpha), 0.): s = 1. else: s = - alpha / np.abs(alpha) Q[k] = s * Q[k] V[k], _, _ = self.GS(R[k, k] * Q[k] - a, Q, k, is_state) J = np.arange(k + 1, N) vtB = self.HFEngine.innerProduct(B[J], V[k], is_state = is_state) B[J] = (B[J] - 2 * np.outer(V[k], vtB)).T if not illC: R[k, J] = self.HFEngine.innerProduct(B[J], Q[k], is_state = is_state) B[J] = (B[J] - np.outer(Q[k], R[k, J])).T if only_R: return R for k in range(min(Nh, N) - 1, -1, -1): J = np.arange(k, min(Nh, N)) vtQ = self.HFEngine.innerProduct(Q[J], V[k], is_state = is_state) Q[J] = (Q[J] - 2 * np.outer(V[k], vtQ)).T return Q, R diff --git a/rrompy/sampling/engines/sampling_engine_standard.py b/rrompy/sampling/engines/sampling_engine.py similarity index 94% rename from rrompy/sampling/engines/sampling_engine_standard.py rename to rrompy/sampling/engines/sampling_engine.py index b663ba4..ad0a750 100644 --- a/rrompy/sampling/engines/sampling_engine_standard.py +++ b/rrompy/sampling/engines/sampling_engine.py @@ -1,358 +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__ = ['SamplingEngineStandard'] +__all__ = ['SamplingEngine'] -class SamplingEngineStandard: +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 hasattr(scaleFactor, "__len__"): scaleFactor = [scaleFactor] + 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_standard_pod.py b/rrompy/sampling/engines/sampling_engine_normalize.py similarity index 57% rename from rrompy/sampling/engines/sampling_engine_standard_pod.py rename to rrompy/sampling/engines/sampling_engine_normalize.py index 8c21326..4a6d678 100644 --- a/rrompy/sampling/engines/sampling_engine_standard_pod.py +++ b/rrompy/sampling/engines/sampling_engine_normalize.py @@ -1,103 +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 scipy.sparse import block_diag from .pod_engine import PODEngine -from .sampling_engine_standard import SamplingEngineStandard +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__ = ['SamplingEngineStandardPOD'] +__all__ = ['SamplingEngineNormalize'] -class SamplingEngineStandardPOD(SamplingEngineStandard): +class SamplingEngineNormalize(SamplingEngine): @property def HFEngine(self): """Value of HFEngine. Its assignment resets history.""" return self._HFEngine @HFEngine.setter def HFEngine(self, HFEngine): - SamplingEngineStandard.HFEngine.fset(self, HFEngine) + SamplingEngine.HFEngine.fset(self, HFEngine) self.PODEngine = PODEngine(self._HFEngine) @property def feature_keys(self) -> TupleAny: - return super().feature_keys + ["samples_ortho", "RPOD"] + return super().feature_keys + ["samples_normal", "Rscale"] @property def feature_vals(self) -> DictAny: vals = super().feature_vals - vals["samples_ortho"] = self.samples_ortho - vals["RPOD"] = self.RPOD + vals["samples_normal"] = self.samples_normal + vals["Rscale"] = self.Rscale return vals def _mergeFeature(self, name:str, value:Any): - if name == "samples_ortho": - self.samples_ortho.append(value) - elif name == "RPOD": - self.RPOD = block_diag((self.RPOD, value), "csc") + 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_ortho.data + return self.samples_normal.data def resetHistory(self): super().resetHistory() - self.samples_ortho = emptySampleList() - self.RPOD = np.zeros((0, 0), dtype = np.complex) + self.samples_normal = emptySampleList() + self.Rscale = np.zeros(0, dtype = np.complex) - def setsample_ortho(self, u:sampList, overwrite : bool = False): + def setsample_normal(self, u:sampList, overwrite : bool = False): if overwrite: - self.samples_ortho[self.nsamples] = u + self.samples_normal[self.nsamples] = u else: if self.nsamples == 0: - self.samples_ortho = sampleList(u) + self.samples_normal = sampleList(u) else: - self.samples_ortho.append(u) + self.samples_normal.append(u) def popSample(self): if hasattr(self, "nsamples") and self.nsamples > 1: - self.RPOD = self.RPOD[: -1, : -1] - self.samples_ortho.pop() + 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_ortho.reset((u.shape[0], n), u.dtype) + 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 orthogonalization.", 20) - u, r, _ = self.PODEngine.GS(u, self.samples_ortho, - is_state = self.sample_state) - self.RPOD = np.pad(self.RPOD, ((0, 1), (0, 1)), 'constant') - self.RPOD[:, -1] = r - vbMng(self, "DEL", "Done orthogonalizing.", 20) - self.setsample_ortho(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): - vbMng(self, "INIT", "Starting orthogonalization.", 10) - samples_ortho, self.RPOD = self.PODEngine.generalizedQR(self.samples, + """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 orthogonalizing.", 10) + vbMng(self, "DEL", "Done normalizing.", 10) nsamples, self.nsamples = self.nsamples, 0 - self.setsample_ortho(samples_ortho) + 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 new file mode 100644 index 0000000..ffd08ca --- /dev/null +++ b/rrompy/sampling/engines/sampling_engine_pod.py @@ -0,0 +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/solver/__init__.py b/rrompy/solver/__init__.py index efe2441..35c0abe 100644 --- a/rrompy/solver/__init__.py +++ b/rrompy/solver/__init__.py @@ -1,33 +1,34 @@ # 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 .linear_solver import RROMPyLinearSolvers -from .norm_utilities import (Np2DLike, Np2DLikeInv, Np2DLikeInvLowRank, - normEngine) +from .norm_utilities import (Np2DLike, Np2DLikeGramian, Np2DLikeInv, + Np2DLikeInvLowRank, normEngine) __all__ = [ 'RROMPyLinearSolvers', 'Np2DLike', + 'Np2DLikeGramian', 'Np2DLikeInv', 'Np2DLikeInvLowRank', 'normEngine' ] diff --git a/rrompy/solver/fenics/fenics_plotting.py b/rrompy/solver/fenics/fenics_plotting.py index 8d05990..10674aa 100644 --- a/rrompy/solver/fenics/fenics_plotting.py +++ b/rrompy/solver/fenics/fenics_plotting.py @@ -1,85 +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 numpy as np import dolfin.cpp as cpp import ufl import fenics as fen from rrompy.utilities.base.types import Np1D, Np2D from .fenics_projecting import interp_project -from rrompy.utilities.exception_manager import RROMPyException _all_plottable_types = (cpp.function.Function, cpp.function.Expression, cpp.mesh.Mesh, cpp.fem.DirichletBC, cpp.mesh.MeshFunctionBool, cpp.mesh.MeshFunctionInt, cpp.mesh.MeshFunctionDouble, cpp.mesh.MeshFunctionSizet) __all__ = ['fenplot', 'affine_warping'] def fenplot(object, *args, warping = None, **kwargs): "See dolfin.common.plot for more details." mesh = kwargs.pop('mesh', None) if isinstance(object, cpp.mesh.Mesh): if mesh is not None and mesh.id() != object.id(): raise RuntimeError("Got different mesh in plot object and keyword " "argument") mesh = object if mesh is None: if isinstance(object, cpp.function.Function): mesh = object.function_space().mesh() elif hasattr(object, "mesh"): mesh = object.mesh() if not isinstance(object, _all_plottable_types): from dolfin.fem.projection import project try: #cpp.log.info("Object cannot be plotted directly, projecting to " # "piecewise linears.") object = project(object, mesh = mesh) mesh = object.function_space().mesh() object = object._cpp_object except Exception as e: msg = "Don't know how to plot given object:\n %s\n" \ "and projection failed:\n %s" % (str(object), str(e)) raise RuntimeError(msg) if warping is not None: fen.ALE.move(mesh, interp_project(warping[0], mesh)) out = fen.plot(object, *args, mesh = mesh, **kwargs) if warping is not None: fen.ALE.move(mesh, interp_project(warping[1], mesh)) return out def affine_warping(mesh, A:Np2D, b : Np1D = None): coords = fen.SpatialCoordinate(mesh)[:] ndim = mesh.topology().dim() if b is None: b = [0.] * ndim assert A.shape[0] == ndim and A.shape[1] == ndim and len(b) == ndim - try: - Ainv = np.linalg.inv(A) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + Ainv = np.linalg.inv(A) warp = [- 1. * c for c in coords] warpInv = [- 1. * c for c in coords] for i in range(ndim): warp[i] = warp[i] + b[i] for j in range(ndim): warp[i] = warp[i] + A[i, j] * coords[j] warpInv[i] = warpInv[i] + Ainv[i, j] * (coords[j] - b[j]) return tuple([ufl.as_vector(tuple(w)) for w in [warp, warpInv]]) diff --git a/rrompy/solver/norm_utilities.py b/rrompy/solver/norm_utilities.py index eccef9d..30bf579 100644 --- a/rrompy/solver/norm_utilities.py +++ b/rrompy/solver/norm_utilities.py @@ -1,93 +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 abc import abstractmethod import numpy as np from numbers import Number from copy import deepcopy as copy from rrompy.utilities.base.types import Np1D, Np2D, DictAny from rrompy.utilities.numerical import dot as tdot, solve as tsolve from rrompy.sampling.sample_list import sampleList from rrompy.parameter.parameter_list import parameterList from .linear_solver import setupSolver from rrompy.utilities.exception_manager import RROMPyException -__all__ = ['Np2DLike', 'Np2DLikeInv', 'Np2DLikeInvLowRank', 'normEngine'] +__all__ = ['Np2DLike', 'Np2DLikeGramian', 'Np2DLikeInv', 'Np2DLikeInvLowRank', + 'normEngine'] class Np2DLike: @abstractmethod def dot(self, u:Np2D) -> Np2D: pass +class Np2DLikeGramian(Np2DLike): + def __init__(self, L : Np2D = None, R : Np2D = None): + if L is None and R is None: + raise RROMPyException(("Must specify at least one of low-rank " + "factors.")) + self.L = R.T.conj() if L is None else L + self.R = L.T.conj() if R is None else R + def dot(self, u:Np2D) -> Np2D: + return tdot(self.L, tdot(self.R, u)).reshape(u.shape) + class Np2DLikeInv(Np2DLike): def __init__(self, K:Np2D, M:Np2D, solverType:str, solverArgs:DictAny): self.K, self.M = K, M self.MH = np.conj(M) if isinstance(self.M, Number) else M.T.conj() try: self.solver, self.solverArgs = setupSolver(solverType, solverArgs) except: self.solver, self.solverArgs = solverType, solverArgs def dot(self, u:Np2D) -> Np2D: return tdot(self.MH, tsolve(self.K, tdot(self.M, u), self.solver, self.solverArgs)).reshape(u.shape) @property def shape(self): if isinstance(self.M, Number): return self.K.shape return (self.MH.shape[0], self.M.shape[1]) class Np2DLikeInvLowRank(Np2DLike): def __init__(self, K:Np2D, M:Np2D, solverType:str, solverArgs:DictAny, rank:int, oversampling : int = 10, seed : int = 420): sizeO = K.shape[1] if hasattr(K, "shape") else M.shape[1] if rank > sizeO: raise RROMPyException(("Cannot select compressed rank larger than " "original size.")) if oversampling < 0: raise RROMPyException("Oversampling parameter must be positive.") HF = Np2DLikeInv(K, M, solverType, solverArgs) np.random.seed(seed) xs = np.random.randn(sizeO, rank + oversampling) samples = HF.dot(xs) - try: - Q, _ = np.linalg.qr(samples, mode = "reduced") - R = HF.dot(Q).T.conj() # assuming HF (i.e. K) hermitian... - U, s, Vh = np.linalg.svd(R, full_matrices = False) - self.L = Q.dot(U[:, : rank]) * s[: rank] - self.R = Vh[: rank, :] - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + Q, _ = np.linalg.qr(samples, mode = "reduced") + R = HF.dot(Q).T.conj() # assuming HF (i.e. K) hermitian... + U, s, Vh = np.linalg.svd(R, full_matrices = False) + self.L = Q.dot(U[:, : rank]) * s[: rank] + self.R = Vh[: rank, :] def dot(self, u:Np2D) -> Np2D: return tdot(self.L, tdot(self.R, u)).reshape(u.shape) @property def shape(self): return (self.L.shape[0], self.R.shape[1]) class normEngine: def __init__(self, normMatrix:Np2D): self.normMatrix = copy(normMatrix) def innerProduct(self, u:Np2D, v:Np2D, onlyDiag : bool = False) -> Np2D: if isinstance(u, (parameterList, sampleList)): u = u.data if isinstance(v, (parameterList, sampleList)): v = v.data if onlyDiag: return np.sum(tdot(self.normMatrix, u) * v.conj(), axis = 0) return tdot(tdot(self.normMatrix, u).T, v.conj()).T def norm(self, u:Np2D) -> Np1D: return np.power(np.abs(self.innerProduct(u, u, onlyDiag = True)), .5) 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/exception_manager/exception_manager.py b/rrompy/utilities/exception_manager/exception_manager.py index 61a00c5..ec97e43 100644 --- a/rrompy/utilities/exception_manager/exception_manager.py +++ b/rrompy/utilities/exception_manager/exception_manager.py @@ -1,26 +1,27 @@ # 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 . # __all__ = ["RROMPyException"] class RROMPyException(Exception): - def __init__(self, message, purge : bool = True): - if purge: + def __init__(self, message, critical : bool = True): + self.critical = critical + if critical: from rrompy.utilities.base.verbosity_depth import setVerbosityDepth setVerbosityDepth(0) super().__init__(message) diff --git a/rrompy/utilities/exception_manager/generic_assert.py b/rrompy/utilities/exception_manager/generic_assert.py index 34b68f5..777db68 100644 --- a/rrompy/utilities/exception_manager/generic_assert.py +++ b/rrompy/utilities/exception_manager/generic_assert.py @@ -1,35 +1,33 @@ # 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 collections.abc import Iterable from rrompy.utilities.exception_manager import RROMPyException __all__ = ['RROMPy_READY', 'RROMPy_FRAGILE', 'RROMPyAssert'] RROMPy_READY = "ready" RROMPy_FRAGILE = "fragile" def RROMPyAssert(obj, checkVal = RROMPy_READY, what = "Current mode", message = ""): - if obj != checkVal: - try: - if obj in checkVal: return - except: - pass + if obj != checkVal and (not isinstance(checkVal, Iterable) + or obj not in checkVal): raise RROMPyException("{} {} not compatible with {}. {}".format( what, obj, checkVal, message)) diff --git a/rrompy/utilities/expression/expression_evaluator.py b/rrompy/utilities/expression/expression_evaluator.py index 69128fc..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)) + "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/expression/monomial_creator.py b/rrompy/utilities/expression/monomial_creator.py index 8803efb..8286b60 100644 --- a/rrompy/utilities/expression/monomial_creator.py +++ b/rrompy/utilities/expression/monomial_creator.py @@ -1,58 +1,59 @@ # 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.utilities.numerical.factorials import multibinom from rrompy.utilities.numerical.hash_derivative import (nextDerivativeIndices, hashIdxToDerivative as hashI, hashDerivativeToIdx as hashD) from rrompy.utilities.base.types import List, TupleAny __all__ = ["createMonomial", "createMonomialList"] def createMonomial(deg:List[int], return_derivatives : bool = False) -> List[List[TupleAny]]: - if not hasattr(deg, "__len__"): deg = [deg] + if not isinstance(deg, Iterable): deg = [deg] dim = len(deg) degj = hashD(deg) expr = [] for k in range(degj * return_derivatives + 1): degder = hashI(k, dim) derdiff = [x - y for (x, y) in zip(deg, degder)] if all([d >= 0 for d in derdiff]): mult = multibinom(deg, degder) if np.sum(derdiff) == 0: exprLoc = (mult,) else: exprLoc = ("prod", {"axis" : 1}, ("x", "**", derdiff)) if not np.isclose(mult, 1): exprLoc = exprLoc + ("*", mult,) expr += [exprLoc] else: expr += [(0.,)] if return_derivatives: expr += [None] return expr def createMonomialList(n:int, dim:int, return_derivatives : bool = False) -> List[List[TupleAny]]: derIdxs = nextDerivativeIndices([], dim, n) idxList = [] for j, der in enumerate(derIdxs): idxList += [createMonomial(der, return_derivatives)] return idxList diff --git a/rrompy/utilities/numerical/__init__.py b/rrompy/utilities/numerical/__init__.py index 401ef1a..e362722 100644 --- a/rrompy/utilities/numerical/__init__.py +++ b/rrompy/utilities/numerical/__init__.py @@ -1,42 +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 .compress_matrix import compressMatrix -from .custom_pinv import customPInv from .halton import haltonGenerate from .kroneckerer import kroneckerer from .low_discrepancy import lowDiscrepancy -from .point_matching import pointMatching, rationalFunctionMatching, potential +from .point_distances import distanceMatrix +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', - 'customPInv', 'haltonGenerate', 'kroneckerer', 'lowDiscrepancy', + 'distanceMatrix', '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/factorials.py b/rrompy/utilities/numerical/factorials.py index 19b4b07..2b6870f 100644 --- a/rrompy/utilities/numerical/factorials.py +++ b/rrompy/utilities/numerical/factorials.py @@ -1,33 +1,34 @@ # 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 numpy import prod from scipy.special import binom, factorial +from collections.abc import Iterable from rrompy.utilities.base.types import List __all__ = ['multibinom', 'multifactorial'] def multibinom(x:List[int], y:List[int]) -> int: - if not hasattr(x, "__len__"): x = [x] - if not hasattr(y, "__len__"): y = [y] + if not isinstance(x, Iterable): x = [x] + if not isinstance(y, Iterable): y = [y] return int(prod([binom(a, b) for (a, b) in zip(x, y)])) def multifactorial(x:List[int]) -> int: - if not hasattr(x, "__len__"): x = [x] + if not isinstance(x, Iterable): x = [x] return int(prod([factorial(a) for a in x])) 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/nonlinear_eigenproblem.py b/rrompy/utilities/numerical/nonlinear_eigenproblem.py index d6375aa..ef1b562 100644 --- a/rrompy/utilities/numerical/nonlinear_eigenproblem.py +++ b/rrompy/utilities/numerical/nonlinear_eigenproblem.py @@ -1,77 +1,68 @@ # 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 import scipy.linalg as scla from rrompy.utilities.base.types import Tuple, List, Np1D, Np2D -from .custom_pinv import customPInv -from rrompy.utilities.exception_manager import RROMPyException +from .pseudo_inverse import pseudoInverse __all__ = ['linearizeDense', 'eigNonlinearDense', 'eigvalsNonlinearDense'] def linearizeDense(As:List[Np2D], jSupp : int = 1) -> Tuple[Np2D, Np2D]: N = len(As) n = As[0].shape[0] stiff = np.zeros(((N - 1) * n, (N - 1) * n), dtype = As[0].dtype) mass = np.zeros(((N - 1) * n, (N - 1) * n), dtype = As[0].dtype) if N > 1: if isinstance(jSupp, str) and jSupp.upper() == "COMPANION": II = np.arange(n, (N - 1) * n) stiff = np.pad(- np.hstack(As[-2 :: -1]), [[0, (N - 2) * n], [0, 0]], "constant") stiff[II, II - n] = 1. mass = np.pad(As[-1], [0, (N - 2) * n], "constant") mass[II, II] = 1. else: for j in range(jSupp): for k in range(jSupp - j - 1, jSupp): mass[n * j : n * (j + 1), k * n : (k + 1) * n] = \ As[N - 2 + jSupp - k - j] for j in range(jSupp - 1, N - 1): for k in range(jSupp, N - 1 + jSupp - j): stiff[n * j : n * (j + 1), (k - 1) * n : k * n] = \ - As[jSupp - k + N - 2 - j] stiff[: n * (jSupp - 1), : n * (jSupp - 1)] = \ mass[: n * (jSupp - 1), n : n * jSupp] mass[n * jSupp :, n * jSupp :] = stiff[n * (jSupp - 1) : - n, n * jSupp :] return stiff, mass def eigNonlinearDense(As:List[Np2D], jSupp : int = 1, return_inverse : bool = False, **kwargs_eig) -> Tuple[Np1D, Np2D]: stiff, mass = linearizeDense(As, jSupp) if stiff.shape[0] == 0: return stiff, stiff - try: - ev, P = scla.eig(stiff, mass, overwrite_a = True, overwrite_b = True, - **kwargs_eig) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + ev, P = scla.eig(stiff, mass, overwrite_a = True, overwrite_b = True, + **kwargs_eig) if not return_inverse: return ev, P - Pinv = customPInv(P) - return ev, P, Pinv + return ev, P, pseudoInverse(P) def eigvalsNonlinearDense(As:List[Np2D], jSupp : int = 1, **kwargs_eigvals) -> Np1D: stiff, mass = linearizeDense(As, jSupp) if stiff.shape[0] == 0: return stiff - try: - return scla.eigvals(stiff, mass, overwrite_a = True, **kwargs_eigvals) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) - + return scla.eigvals(stiff, mass, overwrite_a = True, **kwargs_eigvals) 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_distances.py b/rrompy/utilities/numerical/point_distances.py new file mode 100644 index 0000000..ac31169 --- /dev/null +++ b/rrompy/utilities/numerical/point_distances.py @@ -0,0 +1,77 @@ +# 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, HFEng + +__all__ = ['distanceMatrix', 'vectorAngleMatrix', 'chordalMetricMatrix', + 'chordalMetricAngleMatrix'] + +def distanceMatrix(x:Np2D, y : Np2D = None, npar : int = None, + magnitude : bool = True, weights : Np1D = None) -> Np2D: + if npar is None: npar = x.shape[1] if x.ndim > 1 else 1 + if y is None: y = x + if x.ndim != 3 or x.shape[1] != npar: x = x.reshape(-1, 1, npar) + if y.ndim != 2 or y.shape[1] != npar: y = y.reshape(-1, npar) + dist = np.repeat(x, len(y), axis = 1) - y + if weights is not None: dist *= np.array(weights).flatten() + if magnitude: + if dist.shape[2] == 1: + dist = np.abs(dist)[..., 0] + else: + dist = np.sum(np.abs(dist) ** 2., axis = 2) ** .5 + return dist + +def vectorAngleMatrix(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 chordalMetricMatrix(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 = distanceMatrix(x, y) + 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 chordalMetricAngleMatrix(x:Np1D, y:Np1D, w : float = 0, X : Np2D = None, + Y : Np2D = None, HFEngine : HFEng = None, + is_state : bool = True) -> Np2D: + dist = chordalMetricMatrix(x, y) + if w == 0: return dist + distAdj = vectorAngleMatrix(X, Y, HFEngine, is_state) + return (dist + w * distAdj) / (1. + w) diff --git a/rrompy/utilities/numerical/point_matching.py b/rrompy/utilities/numerical/point_matching.py index 2562ceb..74082c0 100644 --- a/rrompy/utilities/numerical/point_matching.py +++ b/rrompy/utilities/numerical/point_matching.py @@ -1,150 +1,87 @@ # 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 .point_distances import distanceMatrix, chordalMetricAngleMatrix 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'] -def pointMatching(distanceMatrix:Np2D) -> Tuple[Np1D, Np1D]: - return LSA(distanceMatrix) +def pointMatching(distMatrix:Np2D) -> Tuple[Np1D, Np1D]: + return LSA(distMatrix) 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) + featDist = distanceMatrix(featPts).flatten() 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) - distj = chordalMetricAdjusted(plsfix, plsfree, matchingWeight, resfix, - resfree, HFEngine, is_state) + #build assignment distance matrix + distj = chordalMetricAngleMatrix(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/custom_pinv.py b/rrompy/utilities/numerical/pseudo_inverse.py similarity index 84% rename from rrompy/utilities/numerical/custom_pinv.py rename to rrompy/utilities/numerical/pseudo_inverse.py index 86c1ad3..a4d3af2 100644 --- a/rrompy/utilities/numerical/custom_pinv.py +++ b/rrompy/utilities/numerical/pseudo_inverse.py @@ -1,56 +1,52 @@ # 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 numbers import Number -from rrompy.utilities.exception_manager import RROMPyException -__all__ = ["customPInv"] +__all__ = ["pseudoInverse"] -def customPInv(A, rcond=-1, full=False): +def pseudoInverse(A, rcond=-1, full=False): """ Compute the (Moore-Penrose) pseudo-inverse of a matrix. Calculate the generalized inverse of a matrix using its singular-value decomposition (SVD) and including all *large* singular values. """ if isinstance(A, Number): if np.isclose(A, 0.): return np.inf return 1. / A A = A.conjugate() - try: - u, s, vt = np.linalg.svd(A, full_matrices=False) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + u, s, vt = np.linalg.svd(A, full_matrices=False) if rcond < 0: rcond = len(A) * np.finfo(A.dtype).eps cutoff = rcond * np.amax(s) large = s > cutoff sinv = copy(s) sinv = np.divide(1, s, where = large, out = sinv) sinv[~large] = 0 res = (vt.T * sinv) @ u.T if full: return res, [np.sum(large), s, rcond] else: return res 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 188768b..efb57e3 100644 --- a/rrompy/utilities/numerical/tensor_la.py +++ b/rrompy/utilities/numerical/tensor_la.py @@ -1,53 +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 -from rrompy.utilities.exception_manager import RROMPyException __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): - try: - 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) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) - + """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/custom_fit.py b/rrompy/utilities/poly_fitting/custom_fit.py index ccdd06a..ed79768 100644 --- a/rrompy/utilities/poly_fitting/custom_fit.py +++ b/rrompy/utilities/poly_fitting/custom_fit.py @@ -1,136 +1,133 @@ # 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 import numpy.linalg as la from rrompy.utilities.exception_manager import RROMPyException, RROMPyWarning __all__ = ["customFit"] def customFit(van, y, rcond=-1, full=False, w=None): """ Least-squares fit of a polynomial to data. Copied from numpy.polynomial.polynomial. Parameters ---------- va : array_like, shape (`M`,`deg` + 1) Vandermonde-like matrix. y : array_like, shape (`M`,) or (`M`, `K`) y-coordinates of the sample points. Several sets of sample points sharing the same x-coordinates can be (independently) fit with one call to `polyfit` by passing in for `y` a 2-D array that contains one data set per column. rcond : float, optional Relative condition number of the fit. Singular values smaller than `rcond`, relative to the largest singular value, will be ignored. The default value is ``len(van)*eps``, where `eps` is the relative precision of the platform's float type, about 2e-16 in most cases. full : bool, optional Switch determining the nature of the return value. When ``False`` (the default) just the coefficients are returned; when ``True``, diagnostic information from the singular value decomposition (used to solve the fit's matrix equation) is also returned. w : array_like, shape (`M`,), optional Weights. If not None, the contribution of each point ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the weights are chosen so that the errors of the products ``w[i]*y[i]`` all have the same variance. The default value is None. Returns ------- coef : ndarray, shape (`deg` + 1,) or (`deg` + 1, `K`) Polynomial coefficients ordered from low to high. If `y` was 2-D, the coefficients in column `k` of `coef` represent the polynomial fit to the data in `y`'s `k`-th column. [residuals, rank, singular_values, rcond] : list These values are only returned if `full` = True resid -- sum of squared residuals of the least squares fit rank -- the numerical rank of the scaled Vandermonde matrix sv -- singular values of the scaled Vandermonde matrix rcond -- value of `rcond`. For more details, see `linalg.lstsq`. """ van = np.asarray(van) + 0.0 y = np.asarray(y) + 0.0 # check arguments. if van.ndim != 2: raise RROMPyException("expected 2D vector for van") if van.size == 0: raise RROMPyException("expected non-empty vector for van") if y.ndim < 1 or y.ndim > 2: raise RROMPyException("expected 1D or 2D array for y") if len(van) != len(y): raise RROMPyException("expected van and y to have same length") order = van.shape[1] # set up the least squares matrices in transposed form lhs = van.T rhs = y.T if isinstance(w, (str, )) and w.upper() == "AUTO": # Determine the norms of the design matrix rows. if issubclass(van.dtype.type, np.complexfloating): w = np.sqrt((np.square(van.real) + np.square(van.imag)).sum(1)) else: w = np.sqrt(np.square(van).sum(1)) w[w == 0] = 1 w = np.power(w, -1.) if w is not None: w = np.asarray(w) + 0.0 if w.ndim != 1: raise RROMPyException("expected 1D vector for w") if len(van) != len(w): raise RROMPyException("expected van and w to have same length") # apply weights. Don't use inplace operations as they # can cause problems with NA. lhs = lhs * w rhs = rhs * w # set rcond if rcond < 0: rcond = len(van)*np.finfo(van.dtype).eps # Determine the norms of the design matrix columns. if issubclass(lhs.dtype.type, np.complexfloating): scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1)) else: scl = np.sqrt(np.square(lhs).sum(1)) scl[scl == 0] = 1 # Solve the least squares problem. - try: - c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond) - except np.linalg.LinAlgError as e: - raise RROMPyException(e) + c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond) c = (c.T/scl).T # warn on rank reduction if rank != order and not full: RROMPyWarning("The fit may be poorly conditioned", stacklevel = 2) if full: return c, [resids, rank, s, rcond] else: return c diff --git a/rrompy/utilities/poly_fitting/heaviside/base.py b/rrompy/utilities/poly_fitting/heaviside/base.py index cb19d09..b322988 100644 --- a/rrompy/utilities/poly_fitting/heaviside/base.py +++ b/rrompy/utilities/poly_fitting/heaviside/base.py @@ -1,36 +1,31 @@ # 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 rrompy.utilities.exception_manager import RROMPyException from rrompy.utilities.poly_fitting.polynomial.base import (polybases as pbP, polyfitname as pfnP, polydomcoeff as polydomcoeffB) __all__ = ['polybases', 'polyfitname', 'polydomcoeff'] polybases = [x + "_HEAVISIDE" for x in pbP] def polyfitname(basis:str) -> str: - basisp = basis.split("_")[0] - try: - return pfnP(basisp) + "_heaviside" - except: - raise RROMPyException("Polynomial-Heaviside basis not recognized.") + return pfnP(basis.split("_")[0]) + "_heaviside" def polydomcoeff(n:int, basis:str) -> float: return polydomcoeffB(n, basis.split("_")[0]) 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/heaviside/heaviside_to_from_rational.py b/rrompy/utilities/poly_fitting/heaviside/heaviside_to_from_rational.py index 91fdd2d..123c4e2 100644 --- a/rrompy/utilities/poly_fitting/heaviside/heaviside_to_from_rational.py +++ b/rrompy/utilities/poly_fitting/heaviside/heaviside_to_from_rational.py @@ -1,102 +1,98 @@ # 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.poly_fitting.polynomial.polynomial_interpolator import \ - PolynomialInterpolator +from rrompy.utilities.poly_fitting.polynomial.polynomial_interpolator import ( + PolynomialInterpolator, PolynomialInterpolatorNodal) from rrompy.utilities.poly_fitting.polynomial.vander import polyvander from rrompy.utilities.poly_fitting.custom_fit import customFit from rrompy.utilities.base.types import Np1D, Np2D, Tuple, DictAny, interpEng from rrompy.parameter.parameter_sampling import (RandomSampler as RS, QuadratureSampler as QS) from .val import polyval from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert __all__ = ['heaviside2rational', 'rational2heaviside'] def heaviside2rational(c:Np2D, poles:Np1D, murange : Np1D = None, basis : str = "MONOMIAL_HEAVISIDE", basisD : str = None, parameterMap : DictAny = 1.) \ -> Tuple[interpEng, interpEng]: - num = PolynomialInterpolator() - den = PolynomialInterpolator() basisN = basis.split("_")[0] if basisD is None: basisD = basisN + num = PolynomialInterpolator() + den = PolynomialInterpolatorNodal() + den.polybasis, den.nodes = basisD, poles if murange is None: multiplier = [1., 1.j] avgs = [np.mean(np.real(poles)), np.mean(np.imag(poles))] ranges = np.array([[np.min(np.real(poles)), np.max(np.real(poles))], [np.min(np.imag(poles)), np.max(np.imag(poles))]]) domIdx = np.argmax(ranges[:, 1] - ranges[:, 0]) murange = [multiplier[domIdx] * x + multiplier[1 - domIdx] * avgs[1 - domIdx] for x in ranges[domIdx, :]] - extraPt = None - while extraPt is None or np.any(np.isclose(extraPt, poles)): - extraPt = murange[0] + (murange[1] - murange[0]) * np.random.rand(1) - denAuxPts = np.concatenate((poles, extraPt)) - denAuxVals = np.concatenate((np.zeros(len(poles)), [1.])) - den.setupByInterpolation(denAuxPts, denAuxVals, len(poles), basisD) - den.coeffs /= np.linalg.norm(den.coeffs) if basis == "CHEBYSHEV": sampler = QS(murange, "CHEBYSHEV", parameterMap) elif basis == "LEGENDRE": sampler = QS(murange, "GAUSSLEGENDRE", parameterMap) else: sampler = RS(murange, "HALTON", parameterMap) xAux = sampler.generatePoints(len(c)) valsAux = den(xAux) * polyval(xAux, c, poles, basis) num.setupByInterpolation(xAux, valsAux, len(c) - 1, basisN) return num, den def rational2heaviside(num:interpEng, den:interpEng, murange : Np1D = np.array([-1., 1.]), scl : Np1D = None, parameterMap : DictAny = 1.) \ -> Tuple[Np2D, Np1D, str]: if (not isinstance(num, PolynomialInterpolator) or not isinstance(den, PolynomialInterpolator)): raise RROMPyException(("Rational numerator and denominator must be " "polynomial interpolators.")) RROMPyAssert(num.npar, 1, "Number of parameters") RROMPyAssert(den.npar, 1, "Number of parameters") basis = num.polybasis + "_HEAVISIDE" c = np.zeros_like(num.coeffs) poles = den.roots() - Psp = num(poles) - Qsp = den(poles) - Qspder = den(poles, 1, scl) - polesBad = np.abs(Qsp) >= 1e-5 - Psp[..., polesBad] = 0. - Qspder[polesBad] = 1. - c[: len(poles)] = (Psp / Qspder).T + if len(poles) > 0: + Psp = num(poles) + Qsp = den(poles) + Qspder = den(poles, 1, scl) + polesBad = np.abs(Qsp) >= 1e-5 + Psp[..., polesBad] = 0. + Qspder[polesBad] = 1. + c[: len(poles)] = (Psp / Qspder).T if len(c) > len(poles): from rrompy.parameter.parameter_sampling import (RandomSampler as RS, QuadratureSampler as QS) if num.polybasis == "CHEBYSHEV": sampler = QS(murange, "CHEBYSHEV", parameterMap) elif num.polybasis == "LEGENDRE": sampler = QS(murange, "GAUSSLEGENDRE", parameterMap) else: sampler = RS(murange, "HALTON", parameterMap) xAux = sampler.generatePoints(len(c)) - valsAux = (num(xAux) / den(xAux) - - polyval(xAux, c, poles, basis)).T + valsAux = num(xAux) / den(xAux) + if len(poles) > 0: + valsAux -= polyval(xAux, c, poles, basis) VanAux = polyvander(xAux, [len(c) - len(poles) - 1], num.polybasis) - c[len(poles) :] = customFit(VanAux, valsAux) - poles[polesBad] = np.inf + c[len(poles) :] = customFit(VanAux, valsAux.T) + if len(poles) > 0: poles[polesBad] = np.inf return c, poles, basis 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 984450e..35b57c7 100644 --- a/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py +++ b/rrompy/utilities/poly_fitting/nearest_neighbor/nearest_neighbor_interpolator.py @@ -1,90 +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 . # -import numpy as np 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 hasattr(nleft, "__len__"): nleft = [nleft] - if not hasattr(nright, "__len__"): nright = [nright] + 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/nearest_neighbor/val.py b/rrompy/utilities/poly_fitting/nearest_neighbor/val.py index d23f3ff..4bd19ec 100644 --- a/rrompy/utilities/poly_fitting/nearest_neighbor/val.py +++ b/rrompy/utilities/poly_fitting/nearest_neighbor/val.py @@ -1,41 +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 import distanceMatrix from rrompy.utilities.base.types import Np1D, Np2D, paramList from rrompy.parameter import checkParameterList __all__ = ['polyval'] def polyval(x:paramList, cL:Np2D, supportPoints:paramList, nNeighbors : int = 1, directionalWeights : Np1D = None) -> Np2D: supportPoints = checkParameterList(supportPoints, return_data = True) if directionalWeights is None: directionalWeights = np.ones(supportPoints.shape[1]) npar = supportPoints.shape[1] x = checkParameterList(x, npar, return_data = True) - muDiff = (np.repeat(supportPoints.reshape((len(supportPoints), 1, - npar)), len(x), axis = 1) - x - ) * directionalWeights - dist = (np.sum(np.abs(muDiff) ** 2., axis = 2) - + np.finfo(float).eps ** 2.) ** -.5 + muDiff = distanceMatrix(supportPoints, x, weights = directionalWeights) + dist = (muDiff ** 2. + np.finfo(float).eps ** 2.) ** -.5 if len(dist) > nNeighbors: iOut = np.argpartition(dist, - nNeighbors, axis = 0)[: - nNeighbors] np.put_along_axis(dist, iOut, 0., 0) dist /= np.linalg.norm(dist, axis = 0, ord = 1) return np.moveaxis(np.tensordot(dist.T, cL, 1), 0, -1) 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/kernel.py b/rrompy/utilities/poly_fitting/piecewise_linear/kernel.py index 7741a82..60c5f69 100644 --- a/rrompy/utilities/poly_fitting/piecewise_linear/kernel.py +++ b/rrompy/utilities/poly_fitting/piecewise_linear/kernel.py @@ -1,64 +1,63 @@ # 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 .base import centerNormalize, sparseMap from rrompy.utilities.base.types import Np1D, Np2D, paramList from rrompy.parameter import checkParameterList __all__ = ['hatFunction', 'val', 'vander'] def hatFunctionRef(x:Np1D, supp:float, depth:int, kind:str) -> Np1D: - if depth < 0: y = np.zeros_like(x) - elif depth == 0: y = np.ones_like(x) + noBdr = "HAAR" in kind.upper() + if depth < noBdr: return np.zeros_like(x) + if depth == noBdr: return np.ones_like(x) + suppEff = sparseMap(supp, [-1., 1.], kind, False) + suppLREff = suppEff + .5 ** (depth - 1) * np.array([-1., 1.]) + widthL, widthR = sparseMap(suppLREff, [-1., 1.], kind) - supp + xC = np.array(x - supp) + if np.isclose(widthL, 0.) or supp + (.95 + .1 * noBdr) * widthL < - 1.: + isleft, isright = 0, 1 + elif np.isclose(widthR, 0.) or supp + (.95 + .1 * noBdr) * widthR > 1.: + isleft, isright = 1, 0 else: - suppEff = sparseMap(supp, [-1., 1.], kind, False) - exp = depth if "NOBOUNDARY" in kind.upper() else depth - 1 - suppLREff = suppEff + .5 ** exp * np.array([-1., 1.]) - widthL, widthR = sparseMap(suppLREff, [-1., 1.], kind) - supp - xC = np.array(x - supp) - if np.isclose(widthL, 0.) or supp + widthL < - 1. - .1 * widthL: - isleft, isright = 0, 1 - elif np.isclose(widthR, 0.) or supp + widthR > 1. - .1 * widthR: - isleft, isright = 1, 0 - else: - isleft, isright = xC < 0., xC >= 0. - y = 1. - xC / (widthL * isleft + widthR * isright) + isleft, isright = xC < 0., xC >= 0. + y = 1. - xC / (widthL * isleft + widthR * isright) return np.clip(y, 0., 1., y) def hatFunction(x:paramList, supportPoints:paramList, depths:Np2D, kind:str, lims:paramList) -> Np2D: x = checkParameterList(x) supportPoints = checkParameterList(supportPoints, x.shape[1]) lims = checkParameterList(lims, x.shape[1]) res = np.ones((len(supportPoints), len(x))) for d in range(x.shape[1]): x0 = centerNormalize(x(d), lims(d), False) for j in range(len(supportPoints)): supp = centerNormalize(supportPoints(j, d), lims(d), False) res[j] *= hatFunctionRef(x0, supp, depths[j, d], kind) return res.T def vander(supportPoints:paramList, depths:Np2D, kind:str, lims:paramList) -> Np2D: return hatFunction(supportPoints, supportPoints, depths, kind, lims) def val(x:paramList, c:Np2D, supportPoints:paramList, depths:Np2D, kind:str, lims:paramList) -> Np2D: van = hatFunction(x, supportPoints, depths, kind, lims) return np.tensordot(c, van, (0, -1)) 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 4d14b1d..01000df 100644 --- a/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py +++ b/rrompy/utilities/poly_fitting/piecewise_linear/piecewise_linear_interpolator.py @@ -1,103 +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 . # -import numpy as np from copy import deepcopy as copy -from rrompy.utilities.base.types import (List, ListAny, DictAny, Np1D, Np2D, - paramList) +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 rrompy.utilities.poly_fitting.custom_fit import customFit 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 hasattr(nleft, "__len__"): nleft = [nleft] - if not hasattr(nright, "__len__"): nright = [nright] + 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", - verbose : bool = True, fitCoeffs : DictAny = {}): + 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) - fitOut = customFit(van, values, full = True, **fitCoeffs) - if verbose: - msg = ("Fitting {} samples through piecewise linear " - "interpolator... Conditioning of system: {:.4e}.").format( - len(support), fitOut[1][2][0] / fitOut[1][2][-1]) - else: msg = None - self.coeffs = fitOut[0].reshape((len(support),) + outDim) - return fitOut[1][1] == van.shape[1], msg + 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 8bd3678..8b7b46c 100644 --- a/rrompy/utilities/poly_fitting/polynomial/__init__.py +++ b/rrompy/utilities/poly_fitting/polynomial/__init__.py @@ -1,47 +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_interpolator import PolynomialInterpolator +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' + 'PolynomialInterpolator', + 'PolynomialInterpolatorNodal' ] diff --git a/rrompy/utilities/poly_fitting/polynomial/base.py b/rrompy/utilities/poly_fitting/polynomial/base.py index ba549c9..594f5e0 100644 --- a/rrompy/utilities/poly_fitting/polynomial/base.py +++ b/rrompy/utilities/poly_fitting/polynomial/base.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 . # import numpy as np from scipy.special import binom from rrompy.utilities.exception_manager import RROMPyException __all__ = ['polybases', 'polyfitname', 'polydomcoeff'] polybases = ["CHEBYSHEV", "LEGENDRE", "MONOMIAL"] def polyfitname(basis:str) -> str: - if basis.upper() not in polybases: + basis = basis.upper() + if basis not in polybases: raise RROMPyException("Polynomial basis not recognized.") return {"CHEBYSHEV" : "chebfit", "LEGENDRE" : "legfit", - "MONOMIAL" : "polyfit"}[basis.upper()] + "MONOMIAL" : "polyfit"}[basis] def polydomcoeff(n:int, basis:str) -> float: basis = basis.upper() if isinstance(n, (list, tuple, np.ndarray,)): nv = np.array(n) else: nv = np.array([n]) if basis == "CHEBYSHEV": x = np.ones_like(nv, dtype = float) x[nv > 0] = np.power(2., nv[nv > 0] - 1) elif basis == "LEGENDRE": x = np.ones_like(nv, dtype = float) x[nv > 10] = (np.power(2., nv[nv > 10]) * np.power(np.pi * nv[nv > 10], -.5)) x[nv <= 10] = (np.power(.5, nv[nv <= 10]) * binom(2 * nv[nv <= 10], nv[nv <= 10])) elif basis == "MONOMIAL": x = np.ones_like(nv, dtype = float) else: raise RROMPyException("Polynomial basis not recognized.") if isinstance(n, (list,)): return list(x) if isinstance(n, (tuple,)): return tuple(x) if isinstance(n, (np.ndarray,)): return x return x[0] diff --git a/rrompy/utilities/poly_fitting/polynomial/marginalize.py b/rrompy/utilities/poly_fitting/polynomial/marginalize.py index 66da859..0a45239 100644 --- a/rrompy/utilities/poly_fitting/polynomial/marginalize.py +++ b/rrompy/utilities/poly_fitting/polynomial/marginalize.py @@ -1,58 +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 numpy import array, polynomial as po 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 hasattr(marginalVals, "__len__"): marginalVals = [marginalVals] + 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 d50df84..fca3dad 100644 --- a/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py +++ b/rrompy/utilities/poly_fitting/polynomial/polynomial_algebra.py @@ -1,146 +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 .polynomial_interpolator import PolynomialInterpolator -from rrompy.utilities.numerical import customPInv -from rrompy.utilities.numerical.factorials import multifactorial -from rrompy.utilities.numerical.hash_derivative import ( - hashDerivativeToIdx as hashD, - hashIdxToDerivative as hashI) +from rrompy.utilities.numerical import pseudoInverse 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 = customPInv(vander) + 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): - try: - R[i] = Pc[-1] / Q[-1] - except: - raise RROMPyException(("Numerical instability in polynomial " - "quotient.")) + 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: - 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 5b80325..d434817 100644 --- a/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py +++ b/rrompy/utilities/poly_fitting/polynomial/polynomial_interpolator.py @@ -1,126 +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 . # -import numpy as np 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 rrompy.utilities.numerical import dot +from .polynomial_algebra import changePolyBasis, polyTimes +from rrompy.utilities.numerical import dot, distanceMatrix from rrompy.utilities.numerical.degree import degreeTotalToFull from rrompy.utilities.exception_manager import RROMPyAssert, RROMPyException from rrompy.parameter import checkParameterList -__all__ = ['PolynomialInterpolator'] +__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 hasattr(nleft, "__len__"): nleft = [nleft] - if not hasattr(nright, "__len__"): nright = [nright] + 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 hasattr(deg, "__len__"): + 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") - try: - rDim = marginalVals.index(fp) - if rDim < len(marginalVals) - 1 and fp in marginalVals[rDim + 1 :]: - raise - except: + 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 = distanceMatrix(mu, self.nodes, magnitude = False)[:, :, 0] + 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 20aa591..9862de8 100644 --- a/rrompy/utilities/poly_fitting/polynomial/vander.py +++ b/rrompy/utilities/poly_fitting/polynomial/vander.py @@ -1,129 +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 hasattr(derFlat[j], "__len__"): + 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/base.py b/rrompy/utilities/poly_fitting/radial_basis/base.py index d43f306..b9981e5 100644 --- a/rrompy/utilities/poly_fitting/radial_basis/base.py +++ b/rrompy/utilities/poly_fitting/radial_basis/base.py @@ -1,44 +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 . # from itertools import product from .kernel import kernels from rrompy.utilities.exception_manager import RROMPyException from rrompy.utilities.poly_fitting.polynomial.base import (polybases as pbP, polyfitname as pfnP, polydomcoeff as polydomcoeffB) __all__ = ['rbbases', 'polybases', 'polyfitname', 'polydomcoeff'] rbbases = list(kernels.keys()) polybases = [x + "_" + y for x, y in product(pbP, rbbases)] def polyfitname(basis:str) -> str: - try: - basisp, basisr = basis.split("_") - if basisr.upper() in rbbases: basisr = basisr.lower() - else: raise - return pfnP(basisp) + "_" + basisr - except: + basissp = basis.split("_") + if len(basissp) != 2 or basissp[1].upper() not in rbbases: raise RROMPyException("Polynomial-radial basis combination not " "recognized.") + return pfnP(basissp[0]) + "_" + basissp[1].lower() def polydomcoeff(n:int, basis:str) -> float: return polydomcoeffB(n, basis.split("_")[0]) 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 1fce87c..7d7c458 100644 --- a/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py +++ b/rrompy/utilities/poly_fitting/radial_basis/radial_basis_interpolator.py @@ -1,133 +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 . # -import numpy as np 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 hasattr(nleft, "__len__"): nleft = [nleft] - if not hasattr(nright, "__len__"): nright = [nright] + 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 hasattr(deg, "__len__"): + 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 diff --git a/rrompy/utilities/poly_fitting/radial_basis/val.py b/rrompy/utilities/poly_fitting/radial_basis/val.py index 5a913a9..320cfd4 100644 --- a/rrompy/utilities/poly_fitting/radial_basis/val.py +++ b/rrompy/utilities/poly_fitting/radial_basis/val.py @@ -1,53 +1,53 @@ # 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 .kernel import kernels from rrompy.utilities.poly_fitting.polynomial.val import polyval as pvP from rrompy.utilities.base.types import Np1D, Np2D, paramList from rrompy.parameter import checkParameterList from rrompy.utilities.exception_manager import RROMPyException __all__ = ['polyval'] def polyval(x:paramList, cG:Np2D, cL:Np2D, supportPoints:paramList, directionalWeights:Np1D, basis:str) -> Np2D: x = checkParameterList(x, return_data = True) basisp, basisr = basis.split("_") c = pvP(x, cG, basisp) - try: - radialker = kernels[basisr.upper()] - except: + basisr = basisr.upper() + if basisr not in kernels.keys(): raise RROMPyException("Radial basis not recognized.") + radialker = kernels[basisr] supportPoints = checkParameterList(supportPoints) csh = copy(c.shape) if len(csh) == 1: c = c.reshape(1, -1) radialVal = np.zeros((len(supportPoints), len(x))) xDiff2V, xDiff2I, xDiff2J = np.zeros(0), [], [] for i in range(len(supportPoints)): xiD2Loc = np.sum(np.abs((x - supportPoints[i]) * directionalWeights) ** 2., axis = 1) xiD2Good = np.where(xiD2Loc <= radialker.threshold)[0] xDiff2V = np.append(xDiff2V, xiD2Loc[xiD2Good]) xDiff2I += [i] * len(xiD2Good) xDiff2J += list(xiD2Good) radialVal[xDiff2I, xDiff2J] = radialker(xDiff2V, apply_threshold = False) c += np.tensordot(cL, radialVal, (0, 0)) if len(csh) == 1: c = c.flatten() return c diff --git a/rrompy/utilities/poly_fitting/radial_basis/vander.py b/rrompy/utilities/poly_fitting/radial_basis/vander.py index f4c6c2f..101e5d6 100644 --- a/rrompy/utilities/poly_fitting/radial_basis/vander.py +++ b/rrompy/utilities/poly_fitting/radial_basis/vander.py @@ -1,95 +1,96 @@ # 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 .kernel import kernels from rrompy.utilities.poly_fitting.polynomial.vander import polyvander as pvP from rrompy.utilities.base.types import Np1D, Np2D, Tuple, List, paramList from rrompy.parameter import checkParameterList from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert __all__ = ['rbvander', 'polyvander'] def rbvander(x:paramList, basis:str, reorder : List[int] = None, directionalWeights : Np1D = None) -> Np2D: """Compute radial-basis-Vandermonde matrix.""" x = checkParameterList(x) x_un = x.unique() nx = len(x) if len(x_un) < nx: raise RROMPyException("Sample points must be distinct.") del x_un x = x.data if directionalWeights is None: directionalWeights = np.ones(x.shape[1]) - elif not hasattr(directionalWeights, "__len__"): + elif not isinstance(directionalWeights, Iterable): directionalWeights = directionalWeights * np.ones(x.shape[1]) RROMPyAssert(len(directionalWeights), x.shape[1], "Number of directional weights") - try: - radialker = kernels[basis.upper()] - except: + basis = basis.upper() + if basis not in kernels.keys(): raise RROMPyException("Radial basis not recognized.") + radialker = kernels[basis] Van = np.zeros((nx, nx)) if reorder is not None: x = x[reorder] xDiff2V, xDiff2I, xDiff2J = np.zeros(0), [], [] for i in range(nx - 1): xiD2Loc = np.sum(np.abs((x[i + 1 :] - x[i]) * directionalWeights) ** 2., axis = 1) xiD2Good = np.where(xiD2Loc <= radialker.threshold)[0] xDiff2V = np.append(xDiff2V, xiD2Loc[xiD2Good]) xDiff2I += [i] * len(xiD2Good) xDiff2J += list(i + 1 + xiD2Good) kernelV = radialker(xDiff2V, apply_threshold = False) Van = np.eye(nx) Van[xDiff2I, xDiff2J] = kernelV Van[xDiff2J, xDiff2I] = kernelV return Van def polyvander(x:paramList, degs:List[int], basis:str, derIdxs : List[List[List[int]]] = None, reorder : List[int] = None, directionalWeights : Np1D = None, scl : Np1D = None, forceTotalDegree : bool = False, optimizeScalingBounds : List[float] = [-1., -1.], maxOptimizeIter : int = 10) -> Tuple[Np2D, Np1D]: """ Compute full Hermite-Vandermonde matrix with specified derivative directions. """ if derIdxs is not None and np.sum(np.sum(derIdxs)) > 0: raise RROMPyException(("Cannot take derivatives of radial basis " "function.")) basisp, basisr = basis.split("_") VanP = pvP(x, degs, basisp, derIdxs = derIdxs, reorder = reorder, scl = scl, forceTotalDegree = forceTotalDegree) VanZ = np.zeros([VanP.shape[1]] * 2) optDir, optFact = 0, 100. for it in range(maxOptimizeIter): VanR = rbvander(x, basisr, reorder = reorder, directionalWeights = directionalWeights) Van = np.block([[VanR, VanP], [VanP.T.conj(), VanZ]]) if optimizeScalingBounds[0] < 0. or it == maxOptimizeIter - 1: break ncond = np.linalg.cond(Van) if ncond < optimizeScalingBounds[0]: if optDir != -1: optFact **= .5 optDir, directionalWeights = -1, directionalWeights / optFact elif ncond > optimizeScalingBounds[1]: if optDir != 1: optFact **= .5 optDir, directionalWeights = 1, directionalWeights * optFact else: break return Van, directionalWeights diff --git a/setup.py b/setup.py index cf88ffe..b159886 100644 --- a/setup.py +++ b/setup.py @@ -1,48 +1,48 @@ # 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 from setuptools import find_packages, setup rrompy_directory = os.path.abspath(os.path.dirname(os.path.realpath(__file__))) setup(name="RROMPy", description="Rational reduced order modelling in Python", long_description="Rational reduced order modelling in Python", author="Davide Pradovera", author_email="davide.pradovera@epfl.ch", - version="2.7", + version="2.8", license="GNU Library or Lesser General Public License (LGPL)", classifiers=[ "Development Status :: 3 - Alpha" "Intended Audience :: Developers", "Intended Audience :: Science/Research", "Programming Language :: Python :: 3", "License :: OSI Approved :: GNU Library or Lesser General Public License (LGPL)", "Topic :: Scientific/Engineering :: Mathematics", "Topic :: Software Development :: Libraries :: Python Modules", ], packages=find_packages(rrompy_directory), setup_requires=[ "pytest-runner" ], tests_require=[ "pytest" ], zip_safe=False ) diff --git a/tests/1_utilities/heaviside_fitting.py b/tests/1_utilities/heaviside_fitting.py index 5f625c4..dc8fc6f 100644 --- a/tests/1_utilities/heaviside_fitting.py +++ b/tests/1_utilities/heaviside_fitting.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 rrompy.utilities.poly_fitting.heaviside import (polybases, polyfitname, polydomcoeff, heaviside2rational, rational2heaviside) -from rrompy.utilities.poly_fitting.polynomial.polynomial_interpolator import \ - PolynomialInterpolator +from rrompy.utilities.poly_fitting.polynomial.polynomial_interpolator import ( + PolynomialInterpolator, PolynomialInterpolatorNodal) def test_monomial_heaviside(): polyhsname = "MONOMIAL_HEAVISIDE" assert polyhsname in polybases fitname = polyfitname(polyhsname) domcoeff = polydomcoeff(5, polyhsname) assert fitname == "polyfit_heaviside" assert np.isclose(domcoeff, 1., rtol = 1e-5) pls = np.array([-5., 0., 2.]) cHS = np.array([4., 1., -10., -25., 4., .25]) cNum = np.array([-10., 195., -120., -15.5, 4.75, .25]) cDen = np.array([0., -10., 3., 1.]) cNum /= np.linalg.norm(cDen) cDen /= np.linalg.norm(cDen) numI = PolynomialInterpolator() numI.coeffs, numI.npar, numI.polybasis = cNum, 1, "MONOMIAL" denI = PolynomialInterpolator() denI.coeffs, denI.npar, denI.polybasis = cDen, 1, "MONOMIAL" numA, denA = heaviside2rational(cHS, pls, [-10., 10.]) + assert isinstance(denA, PolynomialInterpolatorNodal) cA, plsA, _ = rational2heaviside(numI, denI, [-10., 10.]) numA.coeffs /= (denA.coeffs[1] / cDen[1]) denA.coeffs /= (denA.coeffs[1] / cDen[1]) assert np.allclose(numA.coeffs, numI.coeffs, atol = 1e-5) assert np.allclose(denA.coeffs, denI.coeffs, atol = 1e-5) assert np.allclose(cA, cHS, atol = 1e-5) assert np.allclose(plsA, pls, atol = 1e-5) def test_chebyshev_heaviside(): polyhsname = "CHEBYSHEV_HEAVISIDE" assert polyhsname in polybases fitname = polyfitname(polyhsname) domcoeff = polydomcoeff(5, polyhsname) assert fitname == "chebfit_heaviside" assert np.isclose(domcoeff, 16, rtol = 1e-5) pls = np.array([-5., 0., 2. + 1.j, 7]) cHS = np.array([4., 1., 25., -10., -25., 4., .25], dtype = np.complex) numA, denA = heaviside2rational(cHS, pls, [-10., 10.]) cA, plsA, _ = rational2heaviside(numA, denA, [-10., 10.]) assert np.allclose(cA, cHS, atol = 1e-5) assert np.allclose(plsA, pls, atol = 1e-5) diff --git a/tests/1_utilities/sampling.py b/tests/1_utilities/sampling.py index b63774c..bab6905 100644 --- a/tests/1_utilities/sampling.py +++ b/tests/1_utilities/sampling.py @@ -1,60 +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 . # import numpy as np import scipy.sparse as sp from rrompy.hfengines.scipy_engines import EigenproblemEngine -from rrompy.sampling import SamplingEngineStandard, SamplingEngineStandardPOD +from rrompy.sampling import SamplingEngine, SamplingEnginePOD from rrompy.parameter import parameterList class matrixEngine(EigenproblemEngine): def __init__(self): N = 100 A = sp.spdiags([np.arange(1, 1 + N)], [0], N, N) B = - sp.eye(N) f = np.exp(1.j * np.linspace(0, -np.pi, N)) super().__init__([A, B], f, verbosity = 0) def test_krylov(): mu = 10. + .5j solver = matrixEngine() - samplingEngine = SamplingEngineStandard(solver, verbosity = 0) - samples = samplingEngine.iterSample([mu] * 5).data + sEng = SamplingEngine(solver, verbosity = 0) + samples = sEng.iterSample([mu] * 5).data assert samples.shape == (100, 5) assert np.isclose(np.linalg.norm(samples), 37.02294804524299, rtol = 1e-5) def test_distributed(): mus = parameterList(np.linspace(5, 15, 11) + .5j) solver = matrixEngine() - samplingEngine = SamplingEngineStandard(solver, verbosity = 0) - samples = samplingEngine.iterSample(mus).data + sEng = SamplingEngine(solver, verbosity = 0) + samples = sEng.iterSample(mus).data assert samples.shape == (100, 11) assert np.isclose(np.linalg.norm(samples), 8.59778606421386, rtol = 1e-5) def test_distributed_pod(): mus = np.linspace(5, 15, 11) + .5j solver = matrixEngine() - samplingEngine = SamplingEngineStandardPOD(solver, verbosity = 0) + sEng = SamplingEnginePOD(solver, verbosity = 0) - samplingEngine.iterSample(mus).data - samples = samplingEngine.projectionMatrix + sEng.iterSample(mus).data + samples = sEng.projectionMatrix assert samples.shape == (100, 11) assert np.isclose(np.linalg.norm(samples), 3.3166247903553994, rtol = 1e-5) assert np.isclose(np.linalg.cond(samples.conj().T.dot(samples)), 1., rtol = 1e-5) diff --git a/tests/3_reduction_methods_1D/rational_interpolant_1d.py b/tests/3_reduction_methods_1D/rational_interpolant_1d.py index 9f73335..50c9889 100644 --- a/tests/3_reduction_methods_1D/rational_interpolant_1d.py +++ b/tests/3_reduction_methods_1D/rational_interpolant_1d.py @@ -1,69 +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 matrix_fft import matrixFFT from rrompy.reduction_methods import RationalInterpolant as RI from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, ManualSampler as MS) from rrompy.parameter import checkParameterList def test_monomials(capsys): mu = 1.5 solver = matrixFFT() params = {"POD": False, "S": 10, "robustTol": 1e-6, "interpRcond": 1e-3, "polybasis": "MONOMIAL", "sampler": QS([1.5, 6.5], "UNIFORM")} approx = RI(solver, 4., approx_state = True, approxParameters = params, verbosity = 10) approx.setupApprox() out, err = capsys.readouterr() - assert "poorly conditioned. Reducing E " in out + assert "below tolerance. Reducing N " in out + assert "poorly conditioned. Reducing M " in out assert len(err) == 0 assert np.isclose(approx.normErr(mu)[0], 1.4746e-05, atol = 1e-4) def test_well_cond(): mu = 1.5 solver = matrixFFT() params = {"POD": True, "S": 10, "robustTol": 1e-14, "interpRcond": 1e-10, "polybasis": "CHEBYSHEV", "sampler": QS([1., 7.], "CHEBYSHEV")} approx = RI(solver, 4., approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() poles = approx.getPoles() for lambda_ in np.arange(1, 8): assert np.isclose(np.min(np.abs(poles - lambda_)), 0., atol = 1e-4) for mu in approx.mus: assert np.isclose(approx.normErr(mu)[0], 0., atol = 1e-8) def test_hermite(): mu = 1.5 solver = matrixFFT() sampler0 = QS([1., 7.], "CHEBYSHEV") points = checkParameterList(np.tile(sampler0.generatePoints(4)(0), 3)) params = {"POD": True, "S": 12, "polybasis": "CHEBYSHEV", "sampler": MS([1., 7.], points = points)} approx = RI(solver, 4., approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() poles = approx.getPoles() for lambda_ in np.arange(1, 8): assert np.isclose(np.min(np.abs(poles - lambda_)), 0., atol = 1e-4) for mu in approx.mus: assert np.isclose(approx.normErr(mu)[0], 0., atol = 1e-8) diff --git a/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py b/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py index 25e239f..448a5d4 100644 --- a/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py +++ b/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py @@ -1,87 +1,87 @@ # 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 matrix_random import matrixRandom from rrompy.reduction_methods import ( RationalInterpolantPivotedGreedy as RIPG, RationalInterpolantGreedyPivotedGreedy as RIGPG) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, SparseGridSampler as SGS) def test_pivoted_greedy(): mu = [5.05, 7.1] mu0 = [5., 7.] solver = matrixRandom() uh = solver.solve(mu)[0] params = {"POD": True, "S": 5, "polybasis": "CHEBYSHEV", "samplerPivot": QS([4.75, 5.25], "CHEBYSHEV"), "SMarginal": 3, "greedyTolMarginal": 1e-2, "radialDirectionalWeightsMarginal": 2., "polybasisMarginal": "MONOMIAL_GAUSSIAN", "paramsMarginal":{"MMarginal": 1}, - "errorEstimatorKindMarginal": "LEAVE_ONE_OUT", + "errorEstimatorKindMarginal": "LOOK_AHEAD_RECOVER", "matchingWeight": 1., "samplerMarginal":SGS([6.75, 7.25])} approx = RIPG([0], solver, mu0, approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() uhP1 = approx.getApprox(mu)[0] errP = approx.getErr(mu)[0] errNP = approx.normErr(mu)[0] myerrP = uhP1 - uh assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3) assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3) resP = approx.getRes(mu)[0] resNP = approx.normRes(mu) assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3) assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))), 0., rtol = 1e-3) assert np.isclose(errNP / solver.norm(uh), 6.0631706e-04, rtol = 1) def test_greedy_pivoted_greedy(): mu = [5.05, 7.1] mu0 = [5., 7.] solver = matrixRandom() uh = solver.solve(mu)[0] params = {"POD": True, "nTestPoints": 100, "greedyTol": 1e-3, "S": 2, "polybasis": "CHEBYSHEV", "samplerPivot": QS([4.75, 5.25], "CHEBYSHEV"), "trainSetGenerator": QS([4.75, 5.25], "CHEBYSHEV"), "SMarginal": 3, "greedyTolMarginal": 1e-2, "radialDirectionalWeightsMarginal": 2., "polybasisMarginal": "MONOMIAL_GAUSSIAN", "paramsMarginal":{"MMarginal": 1}, - "errorEstimatorKindMarginal": "LEAVE_ONE_OUT", + "errorEstimatorKindMarginal": "LOOK_AHEAD_RECOVER", "matchingWeight": 1., "samplerMarginal":SGS([6.75, 7.25])} approx = RIGPG([0], solver, mu0, approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() uhP1 = approx.getApprox(mu)[0] errP = approx.getErr(mu)[0] errNP = approx.normErr(mu)[0] myerrP = uhP1 - uh assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3) assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3) resP = approx.getRes(mu)[0] resNP = approx.normRes(mu) assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3) assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))), 0., rtol = 1e-3) assert np.isclose(errNP / solver.norm(uh), 6.0631706e-04, rtol = 1) diff --git a/tests/4_reduction_methods_multiD/pivoted_rational_2d.py b/tests/4_reduction_methods_multiD/pivoted_rational_2d.py index d73c223..87215c9 100644 --- a/tests/4_reduction_methods_multiD/pivoted_rational_2d.py +++ b/tests/4_reduction_methods_multiD/pivoted_rational_2d.py @@ -1,112 +1,114 @@ # 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 matrix_random import matrixRandom from rrompy.reduction_methods import (RationalInterpolantPivoted as RIP, RationalInterpolantGreedyPivoted as RIGP) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, ManualSampler as MS) def test_pivoted_uniform(): mu = [5.05, 7.1] mu0 = [5., 7.] solver = matrixRandom() uh = solver.solve(mu)[0] params = {"POD": True, "S": 5, "polybasis": "CHEBYSHEV", "samplerPivot": QS([4.75, 5.25], "CHEBYSHEV"), "SMarginal": 5, "polybasisMarginal": "MONOMIAL", "matchingWeight": 1., "samplerMarginal": QS([6.75, 7.25], "UNIFORM")} approx = RIP([0], solver, mu0, approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() uhP1 = approx.getApprox(mu)[0] errP = approx.getErr(mu)[0] errNP = approx.normErr(mu)[0] myerrP = uhP1 - uh assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3) assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3) resP = approx.getRes(mu)[0] resNP = approx.normRes(mu) assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3) assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))), 0., rtol = 1e-3) assert np.isclose(errNP / solver.norm(uh), 6.0631706e-04, rtol = 1) def test_pivoted_manual_grid(capsys): mu = [5.05, 7.1] mu0 = [5., 7.] solver = matrixRandom() uh = solver.solve(mu)[0] params = {"POD": False, "S": 5, "polybasis": "MONOMIAL", "samplerPivot": MS([4.75, 5.25], np.array([5.]), normalFoci = [0., 0.]), "SMarginal": 5, "polybasisMarginal": "MONOMIAL", "matchingWeight": 1., "samplerMarginal": MS([6.75, 7.25], np.linspace(6.75, 7.25, 5)), - "robustTol": 1e-6, "interpRcond": 1e-3, "cutOffTolerance": 1.} + "robustTol": 1e-6, "interpRcond": 1e-3} approx = RIP([0], solver, mu0, approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() uhP1 = approx.getApprox(mu)[0] errP = approx.getErr(mu)[0] errNP = approx.normErr(mu)[0] myerrP = uhP1 - uh assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3) assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3) resP = approx.getRes(mu)[0] resNP = approx.normRes(mu) assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3) assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))), 0., rtol = 1e-3) assert np.isclose(errNP / solver.norm(uh), .4763489, rtol = 1) out, err = capsys.readouterr() assert ("poorly conditioned" not in out) assert len(err) == 0 def test_pivoted_greedy(): mu = [5.05, 7.1] mu0 = [5., 7.] solver = matrixRandom() uh = solver.solve(mu)[0] params = {"POD": True, "nTestPoints": 100, "greedyTol": 1e-4, "collinearityTol": 1e8, "errorEstimatorKind": "DISCREPANCY", "S": 5, "polybasis": "CHEBYSHEV", "samplerPivot": QS([4.75, 5.25], "UNIFORM"), "trainSetGenerator": QS([4.75, 5.25], "CHEBYSHEV"), "SMarginal": 5, "polybasisMarginal": "MONOMIAL", "samplerMarginal": QS([6.75, 7.25], "UNIFORM"), - "matchingWeight": 1., "cutOffTolerance": 1.5} + "matchingWeight": 1.} + solver.cutOffPolesRMinRel, solver.cutOffPolesRMaxRel = -3., 3. + solver.cutOffPolesIMinRel, solver.cutOffPolesIMaxRel = -1.5, 1.5 approx = RIGP([0], solver, mu0, approx_state = True, approxParameters = params, verbosity = 0) approx.setupApprox() uhP1 = approx.getApprox(mu)[0] errP = approx.getErr(mu)[0] errNP = approx.normErr(mu)[0] myerrP = uhP1 - uh assert np.allclose(np.abs(errP - myerrP), 0., rtol = 1e-3) assert np.isclose(solver.norm(errP), errNP, rtol = 1e-3) resP = approx.getRes(mu)[0] resNP = approx.normRes(mu) assert np.isclose(solver.norm(resP), resNP, rtol = 1e-3) assert np.allclose(np.abs(resP - (solver.b(mu) - solver.A(mu).dot(uhP1))), 0., rtol = 1e-3) assert np.isclose(errNP / solver.norm(uh), 1.181958e-02, rtol = 1)