diff --git a/examples/3_sector_angle/sector_angle.py b/examples/3_sector_angle/sector_angle.py index 837b0e9..fdbcedc 100644 --- a/examples/3_sector_angle/sector_angle.py +++ b/examples/3_sector_angle/sector_angle.py @@ -1,107 +1,107 @@ 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) + RationalInterpolantPivotedPoleMatch as RIP, + RationalInterpolantGreedyPivotedPoleMatch 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., '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., '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], 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], 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/5_anisotropic_square/anisotropic_square.py b/examples/5_anisotropic_square/anisotropic_square.py index 0ea7ff0..136baa4 100644 --- a/examples/5_anisotropic_square/anisotropic_square.py +++ b/examples/5_anisotropic_square/anisotropic_square.py @@ -1,80 +1,80 @@ ### example from Smetana, Zahm, Patera. Randomized residual-based error ### estimators for parametrized equations. 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) + RationalInterpolantGreedyPivotedGreedyPoleMatch 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)) solver.cutOffPolesRMinRel = - 1. - tol solver.cutOffPolesRMaxRel = 1. + tol params['sharedRatio'] = shared approx = RIGPG([0], solver, mu0 = [z0, L0], 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/8_damped_mass_chain/damped_mass_chain.py b/examples/8_damped_mass_chain/damped_mass_chain.py index e73f135..cae7247 100644 --- a/examples/8_damped_mass_chain/damped_mass_chain.py +++ b/examples/8_damped_mass_chain/damped_mass_chain.py @@ -1,184 +1,184 @@ ### 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) + RationalInterpolant as RI, + RationalInterpolantGreedy as RIG, + RationalInterpolantPivotedPoleMatch as RIP, + RationalInterpolantGreedyPivotedPoleMatch 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['samplerPivot'] = QS(srange, "UNIFORM", parameterMap) params['samplerMarginal'] = QS(mrange, "UNIFORM") approx = algo([0], solver, mu0 = k0, approxParameters = params, verbosity = 5, storeAllSamples = True) else: approx = algo(solver, mu0 = k0, approxParameters = params, verbosity = 5) if "GREEDY" in method: approx.setupApprox("LAST") else: approx.setupApprox() approxNN = NN(solver, mu0 = k0, 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/examples/9_active_remeshing/active_remeshing.py b/examples/9_active_remeshing/active_remeshing.py index 204b8c7..3071410 100755 --- a/examples/9_active_remeshing/active_remeshing.py +++ b/examples/9_active_remeshing/active_remeshing.py @@ -1,117 +1,119 @@ import numpy as np from pickle import load from matplotlib import pyplot as plt from active_remeshing_engine import ActiveRemeshingEngine from rrompy.reduction_methods import ( - RationalInterpolantGreedyPivotedGreedyNoMatch as RIGPGNM, - RationalInterpolantGreedyPivotedGreedy as RIGPG) + RationalInterpolantGreedyPivotedNoMatch as RIGPNM, + RationalInterpolantGreedyPivotedGreedyPoleMatch as RIGPG) from rrompy.parameter.parameter_sampling import (QuadratureSampler as QS, SparseGridSampler as SGS) zs, ts = [0., 100.], [0., .5] -z0, t0, n = np.mean(zs), np.mean(ts), 150 +z0, t0, n = np.mean(zs), np.mean(ts), 15 solver = ActiveRemeshingEngine(z0, t0, n) mus = [[z0, ts[0]], [z0, ts[1]]] for mu in mus: u = solver.solve(mu, return_state = True)[0] Y = solver.applyC(u, mu)[0][0] _ = solver.plot(u, what = "REAL", name = "u(z={}, t={})".format(*mu), is_state = True, figsize = (12, 4)) print("Y(z={}, t={}) = {} (solution norm squared)".format(*mu, Y)) fighandles = [] with open("./active_remeshing_hf_samples.pkl", "rb") as f: zspace, tspace, Yex = load(f) # zspace = np.linspace(zs[0], zs[-1], 198) # tspace = np.linspace(ts[0], ts[-1], 50) # Yex = np.log10([[solver.solve([z, t]) for t in tspace] for z in zspace]) # (from a ~2h45m simulation on one node of the EPFL Helvetios cluster) -for match in [0, 1]: - params = {"POD": True, "S": 5, "SMarginal": 3, "greedyTol": 1e-4, - "nTestPoints": 500, "polybasis": "LEGENDRE", - "maxIterMarginal": 25, "trainSetGenerator": QS(zs, "UNIFORM"), +for match in [1]: +#for match in [0, 1]: + params = {"POD": True, "S": 5, "greedyTol": 1e-4, "nTestPoints": 500, + "polybasis": "LEGENDRE", "trainSetGenerator": QS(zs, "UNIFORM"), "samplerPivot":QS(zs, "CHEBYSHEV"), "samplerMarginal":SGS(ts), - "errorEstimatorKind": "LOOK_AHEAD_OUTPUT", - "errorEstimatorKindMarginal": "LOOK_AHEAD_RECOVER"} + "errorEstimatorKind": "LOOK_AHEAD_OUTPUT"} if match: print("\nTesting output-based matching with weight 1.") + params["SMarginal"] = 3 + params["maxIterMarginal"] = 25 params["greedyTolMarginal"] = 1e-2 params["matchingWeight"] = 1. params["sharedRatio"] = .75 params["polybasisMarginal"] = "PIECEWISE_LINEAR_UNIFORM" + params["errorEstimatorKindMarginal"] = "LOOK_AHEAD_RECOVER" algo = RIGPG else: print("\nTesting matching-free approach.") - params["greedyTolMarginal"] = 2e-2 - algo = RIGPGNM + params["SMarginal"] = 5 + algo = RIGPNM approx = algo([0], solver, mu0 = [z0, t0], approxParameters = params, verbosity = 15) - approx.setupApprox("ALL") + approx.setupApprox("ALL" * match) verb, verbTM = approx.verbosity, approx.trainedModel.verbosity approx.verbosity, approx.trainedModel.verbosity = 0, 0 for j, t in enumerate(tspace): out = approx.getApprox(np.pad(zspace.reshape(-1, 1), [(0, 0), (0, 1)], "constant", constant_values = t)) pls = approx.getPoles([None, t]) pls[np.abs(np.imag(pls)) > 1e-5] = np.nan if j == 0: Ys = np.empty((len(zspace), len(tspace))) poles = np.empty((len(tspace), len(pls))) Ys[:, j] = np.log10(out.data) if len(pls) > poles.shape[1]: poles = np.pad(poles, [(0, 0), (0, len(pls) - poles.shape[1])], "constant", constant_values = np.nan) poles[j, : len(pls)] = np.real(pls) approx.verbosity, approx.trainedModel.verbosity = verb, verbTM Ymin, Ymax = min(np.min(Ys), np.min(Yex)), max(np.max(Ys), np.max(Yex)) fighandles += [plt.figure(figsize = (15, 5))] ax1 = fighandles[-1].add_subplot(1, 2, 1) ax2 = fighandles[-1].add_subplot(1, 2, 2) if match: ax1.plot(poles, tspace) else: ax1.plot(poles, tspace, 'k.') ax1.set_ylim(ts) ax1.set_xlabel('z') ax1.set_ylabel('t') ax1.grid() if match: ax2.plot(poles, tspace) else: ax2.plot(poles, tspace, 'k.') for mm in approx.musMarginal: ax2.plot(zs, [mm[0, 0]] * 2, 'k--', linewidth = 1) ax2.set_xlim(zs) ax2.set_ylim(ts) ax2.set_xlabel('z') ax2.set_ylabel('t') ax2.grid() plt.show() print("Approximate poles") fighandles += [plt.figure(figsize = (15, 5))] ax1 = fighandles[-1].add_subplot(1, 2, 1) ax2 = fighandles[-1].add_subplot(1, 2, 2) p = ax1.contourf(np.repeat(zspace.reshape(-1, 1), len(tspace), axis = 1), np.repeat(tspace.reshape(1, -1), len(zspace), axis = 0), Ys, vmin = Ymin, vmax = Ymax, cmap = "gray_r", levels = np.linspace(Ymin, Ymax, 50)) plt.colorbar(p, ax = ax1) ax1.set_xlabel('z') ax1.set_ylabel('t') ax1.grid() p = ax2.contourf(np.repeat(zspace.reshape(-1, 1), len(tspace), axis = 1), np.repeat(tspace.reshape(1, -1), len(zspace), axis = 0), Yex, vmin = Ymin, vmax = Ymax, cmap = "gray_r", levels = np.linspace(Ymin, Ymax, 50)) ax2.set_xlabel('z') ax2.set_ylabel('t') ax2.grid() plt.colorbar(p, ax = ax2) plt.show() print("Approximate and exact output\n") diff --git a/rational_interpolation_method.pdf b/rational_interpolation_method.pdf index be1163d..a6088f0 100644 Binary files a/rational_interpolation_method.pdf and b/rational_interpolation_method.pdf differ diff --git a/rational_interpolation_method.tex b/rational_interpolation_method.tex index 441fa90..1182a8d 100644 --- a/rational_interpolation_method.tex +++ b/rational_interpolation_method.tex @@ -1,219 +1,225 @@ \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} +\title{\bf The \code{RROMPy} rational interpolation method} \author{D. Pradovera, CSQI, EPF Lausanne -- \texttt{davide.pradovera@epfl.ch}} \date{} + +\hypersetup{ pdftitle={The RROMPy rational interpolation method}, pdfauthor={Davide Pradovera} } + \begin{document} \maketitle \section*{Introduction} This document provides an explanation for the numerical method provided by the class \code{Rational Interpolant}\footpath{./rrompy/reduction_methods/standard/rational_interpolant.py} and daughters, e.g. \code{Rational Interpolant Greedy}\footpath{./rrompy/reduction_methods/standard/greedy/rational_interpolant_greedy.py}, as well as most of the pivoted approximants\footpath{./rrompy/reduction_methods/pivoted/{,greedy/}rational_interpolant_*.py}. We restrict the discussion to the single-parameter case, and most of the focus will be dedicated to the impact of the \code{functionalSolve} parameter, whose allowed values are \begin{itemize} \item \code{NORM} (default): see \ref{sec:norm}; allows for derivative information, i.e. repeated sample points. \item \code{DOMINANT}: see \ref{sec:dominant}; allows for derivative information, i.e. repeated sample points. \item \code{BARYCENTRIC\_NORM}: see \ref{sec:barycentricnorm}; does not allow for a Least Squares (LS) approach. \item \code{BARYCENTRIC\_AVERAGE}: see \ref{sec:barycentricaverage}; does not allow for a Least Squares (LS) approach. \item \code{NODAL}: see \ref{sec:nodal}; iterative method. \end{itemize} The main reference throughout the present document is \cite{Pradovera}. \section{Aim of approximation} -We seek an approximation of $u:\C\to V$, with $(V,\inner{\cdot}{\cdot})$ a complex\footnote{The inner product is linear (resp. conjugate linear) in the first (resp. second) argument: $\inner{\alpha v}{\beta w}=\alpha\overline{\beta}\inner{v}{w}$.} Hilbert space (with 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 $\widehat{q}$. +We seek an approximation of $u:\C\to V$, with $(V,\inner{\cdot}{\cdot})$ a complex\footnote{The inner product is linear (resp. conjugate linear) in the first (resp. second) argument: $\inner{\alpha v}{\beta w}=\alpha\overline{\beta}\inner{v}{w}$.} Hilbert space (with induced norm $\norm{\cdot}$), of the form $\widehat{p}/\widehat{q}$, where $\widehat{p}:\C\to V$ and $\widehat{q}:\C\to\C$. For a given denominator $\widehat{q}$, the numerator $\widehat{p}$ is found by interpolation (possibly, LS or based on radial basis functions) of $\widehat{q}u$. Hence, here we focus on the computation of the denominator $\widehat{q}$. Other than the choice of target function $u$, the parameters which affect the computation of $\widehat{q}$ are: \begin{itemize} \item $\code{mus}\subset\C$ ($\{\mu_j\}_{j=1}^S$ below); for all \code{functionalSolve} values but \code{NORM} and \code{DOMINANT}, the $S$ points must be distinct. \item $\code{N}\in\N$ ($N$ below); for \code{BARYCENTRIC}, $N$ must equal $S-1$. \item $\code{polybasis0}\in\{\code{"CHEBYSHEV"}, \code{"LEGENDRE"}, \code{"MONOMIAL"}\}$; only for \code{NORM} and \code{DOMINANT}. \end{itemize} For simplicity, we will consider only the case of $S$ distinct sample points. One can deal with the case of confluent sample points by extending the standard (Lagrange) interpolation steps to Hermite-Lagrange ones. The main motivation behind the method involves the modified approximation problem \[u\approx\I^N\left(\Big(\big(\mu_j,\widehat{q}(\mu_j)u(\mu_j)\big)\Big)_{j=1}^S\right)\Big/\widehat{q},\] where $\widehat{q}:\C\to\C$ is a polynomial of degree $\leq N. # from .standard import NearestNeighbor, RationalInterpolant, ReducedBasis from .standard.greedy import RationalInterpolantGreedy, ReducedBasisGreedy from .pivoted import (RationalInterpolantPivotedNoMatch, - RationalInterpolantPivoted, + RationalInterpolantPivotedPoleMatch, RationalInterpolantGreedyPivotedNoMatch, - RationalInterpolantGreedyPivoted) -from .pivoted.greedy import (RationalInterpolantPivotedGreedyNoMatch, - RationalInterpolantPivotedGreedy, - RationalInterpolantGreedyPivotedGreedyNoMatch, - RationalInterpolantGreedyPivotedGreedy) + RationalInterpolantGreedyPivotedPoleMatch) +from .pivoted.greedy import (RationalInterpolantPivotedGreedyPoleMatch, + RationalInterpolantGreedyPivotedGreedyPoleMatch) __all__ = [ 'NearestNeighbor', 'RationalInterpolant', 'ReducedBasis', 'RationalInterpolantGreedy', 'ReducedBasisGreedy', 'RationalInterpolantPivotedNoMatch', - 'RationalInterpolantPivoted', + 'RationalInterpolantPivotedPoleMatch', 'RationalInterpolantGreedyPivotedNoMatch', - 'RationalInterpolantGreedyPivoted', - 'RationalInterpolantPivotedGreedyNoMatch', - 'RationalInterpolantPivotedGreedy', - 'RationalInterpolantGreedyPivotedGreedyNoMatch', - 'RationalInterpolantGreedyPivotedGreedy' + 'RationalInterpolantGreedyPivotedPoleMatch', + 'RationalInterpolantPivotedGreedyPoleMatch', + 'RationalInterpolantGreedyPivotedGreedyPoleMatch' ] diff --git a/rrompy/reduction_methods/pivoted/__init__.py b/rrompy/reduction_methods/pivoted/__init__.py index 80da5fb..ed82ffa 100644 --- a/rrompy/reduction_methods/pivoted/__init__.py +++ b/rrompy/reduction_methods/pivoted/__init__.py @@ -1,31 +1,31 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from .rational_interpolant_pivoted import (RationalInterpolantPivotedNoMatch, - RationalInterpolantPivoted) + RationalInterpolantPivotedPoleMatch) from .rational_interpolant_greedy_pivoted import (RationalInterpolantGreedyPivotedNoMatch, - RationalInterpolantGreedyPivoted) + RationalInterpolantGreedyPivotedPoleMatch) __all__ = [ 'RationalInterpolantPivotedNoMatch', - 'RationalInterpolantPivoted', + 'RationalInterpolantPivotedPoleMatch', 'RationalInterpolantGreedyPivotedNoMatch', - 'RationalInterpolantGreedyPivoted' + 'RationalInterpolantGreedyPivotedPoleMatch' ] diff --git a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py index 219166b..afe3b99 100644 --- a/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py +++ b/rrompy/reduction_methods/pivoted/generic_pivoted_approximant.py @@ -1,784 +1,783 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from abc import abstractmethod 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.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, RROMPyWarning from rrompy.parameter import checkParameterList from rrompy.utilities.parallel import poolRank, bcast -__all__ = ['GenericPivotedApproximantNoMatch', 'GenericPivotedApproximant'] +__all__ = ['GenericPivotedApproximantNoMatch', + 'GenericPivotedApproximantPoleMatch'] 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 if not hasattr(self, "_output_lvl"): self._output_lvl = [] self._output_lvl += [1 / 2] super().__init__(*args, **kwargs) self._postInit() def setupSampling(self): super().setupSampling(False) def initializeModelData(self, datadict): if "directionPivot" in datadict.keys(): from .trained_model.trained_model_pivoted_data import ( TrainedModelPivotedData) data = TrainedModelPivotedData(datadict["mu0"], datadict["mus"], datadict.pop("projMat"), datadict["scaleFactor"], datadict.pop("parameterMap"), datadict["directionPivot"]) if hasattr(self.HFEngine, "_is_C_quadratic") and not ( hasattr(self, "matchState") and self.matchState): data._is_C_quadratic = self.HFEngine._is_C_quadratic return (data, ["mu0", "scaleFactor", "directionPivot", "mus"]) else: return super().initializeModelData(datadict) @property def npar(self): """Number of parameters.""" if hasattr(self, "_temporaryPivot"): return self.nparPivot return super().npar def checkParameterListPivot(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparPivot, check_if_single) def checkParameterListMarginal(self, mu:paramList, check_if_single : bool = False) -> paramList: return checkParameterList(mu, self.nparMarginal, check_if_single) def mapParameterList(self, *args, **kwargs): if hasattr(self, "_temporaryPivot"): return self.mapParameterListPivot(*args, **kwargs) return super().mapParameterList(*args, **kwargs) def mapParameterListPivot(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionPivot else: idx = [self.directionPivot[j] for j in idx] return super().mapParameterList(mu, direct, idx) def mapParameterListMarginal(self, mu:paramList, direct : str = "F", idx : List[int] = None): if idx is None: idx = self.directionMarginal else: idx = [self.directionMarginal[j] for j in idx] return super().mapParameterList(mu, direct, idx) @property def mu0(self): """Value of mu0.""" if hasattr(self, "_temporaryPivot"): return self.checkParameterListPivot(self._mu0(self.directionPivot)) return self._mu0 @mu0.setter def mu0(self, mu0): GenericApproximant.mu0.fset(self, mu0) @property def mus(self): """Value of mus. Its assignment may reset snapshots.""" return self._mus @mus.setter def mus(self, mus): mus = self.checkParameterList(mus) musOld = copy(self.mus) if hasattr(self, '_mus') else None if (musOld is None or len(mus) != len(musOld) or not mus == musOld): self.resetSamples() self._mus = mus @property def musMarginal(self): """Value of musMarginal. Its assignment may reset snapshots.""" return self._musMarginal @musMarginal.setter def musMarginal(self, musMarginal): musMarginal = self.checkParameterListMarginal(musMarginal) if hasattr(self, '_musMarginal'): musMOld = copy(self.musMarginal) else: musMOld = None if (musMOld is None or len(musMarginal) != len(musMOld) or not musMarginal == musMOld): self.resetSamples() self._musMarginal = musMarginal @property def SMarginal(self): """Value of SMarginal.""" return self._SMarginal @SMarginal.setter def SMarginal(self, SMarginal): if SMarginal <= 0: raise RROMPyException("SMarginal must be positive.") if hasattr(self, "_SMarginal") and self._SMarginal is not None: Sold = self.SMarginal else: Sold = -1 self._SMarginal = SMarginal self._approxParameters["SMarginal"] = self.SMarginal if Sold != self.SMarginal: self.resetSamples() @property def radialDirectionalWeightsMarginal(self): """Value of radialDirectionalWeightsMarginal.""" return self._radialDirectionalWeightsMarginal @radialDirectionalWeightsMarginal.setter def radialDirectionalWeightsMarginal(self, radialDirWeightsMarg): if isinstance(radialDirWeightsMarg, Iterable): radialDirWeightsMarg = list(radialDirWeightsMarg) else: radialDirWeightsMarg = [radialDirWeightsMarg] self._radialDirectionalWeightsMarginal = radialDirWeightsMarg self._approxParameters["radialDirectionalWeightsMarginal"] = ( self.radialDirectionalWeightsMarginal) @property def directionPivot(self): """Value of directionPivot. Its assignment may reset snapshots.""" return self._directionPivot @directionPivot.setter def directionPivot(self, directionPivot): if hasattr(self, '_directionPivot'): directionPivotOld = copy(self.directionPivot) else: directionPivotOld = None if (directionPivotOld is None or len(directionPivot) != len(directionPivotOld) or not directionPivot == directionPivotOld): self.resetSamples() self._directionPivot = directionPivot @property def directionMarginal(self): return [x for x in range(self.HFEngine.npar) \ if x not in self.directionPivot] @property def nparPivot(self): return len(self.directionPivot) @property def nparMarginal(self): return self.npar - self.nparPivot @property def muBounds(self): """Value of muBounds.""" return self.samplerPivot.lims @property def muBoundsMarginal(self): """Value of muBoundsMarginal.""" return self.samplerMarginal.lims @property def sampler(self): """Proxy of samplerPivot.""" return self._samplerPivot @property def samplerPivot(self): """Value of samplerPivot.""" return self._samplerPivot @samplerPivot.setter def samplerPivot(self, samplerPivot): if 'generatePoints' not in dir(samplerPivot): raise RROMPyException("Pivot sampler type not recognized.") if hasattr(self, '_samplerPivot') and self._samplerPivot is not None: samplerOld = self.samplerPivot self._samplerPivot = samplerPivot self._approxParameters["samplerPivot"] = self.samplerPivot if not 'samplerOld' in locals() or samplerOld != self.samplerPivot: self.resetSamples() @property def samplerMarginal(self): """Value of samplerMarginal.""" return self._samplerMarginal @samplerMarginal.setter def samplerMarginal(self, samplerMarginal): if 'generatePoints' not in dir(samplerMarginal): raise RROMPyException("Marginal sampler type not recognized.") if (hasattr(self, '_samplerMarginal') and self._samplerMarginal is not None): samplerOld = self.samplerMarginal self._samplerMarginal = samplerMarginal self._approxParameters["samplerMarginal"] = self.samplerMarginal if not 'samplerOld' in locals() or samplerOld != self.samplerMarginal: self.resetSamples() def computeScaleFactor(self): """Compute parameter rescaling factor.""" self.scaleFactorPivot = .5 * np.abs(( self.mapParameterListPivot(self.muBounds[0]) - self.mapParameterListPivot(self.muBounds[1]))[0]) self.scaleFactorMarginal = .5 * np.abs(( self.mapParameterListMarginal(self.muBoundsMarginal[0]) - self.mapParameterListMarginal(self.muBoundsMarginal[1]))[0]) self.scaleFactor = np.empty(self.npar) self.scaleFactor[self.directionPivot] = self.scaleFactorPivot self.scaleFactor[self.directionMarginal] = self.scaleFactorMarginal def _setupTrainedModel(self, pMat:Np2D, pMatUpdate : bool = False, pMatOld : Np2D = None, forceNew : bool = False): 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": pMat, "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, pMat)) else: self.trainedModel.data.projMat = copy(pMat) self.trainedModel.data.mus = copy(self.mus) self.trainedModel.data.musMarginal = copy(self.musMarginal) def normApprox(self, mu:paramList) -> float: _PODOld, self._POD = self.POD, 0 result = super().normApprox(mu) self._POD = _PODOld return result @property def storedSamplesFilenames(self) -> List[str]: if not hasattr(self, "_sampleBaseFilename"): return [] return [self._sampleBaseFilename + "{}_{}.pkl" .format(idx + 1, self.name()) for idx in range(len(self.musMarginal))] def purgeStoredSamples(self): if not hasattr(self, "_sampleBaseFilename"): return for file in self.storedSamplesFilenames: remove(file) rmdir(self._sampleBaseFilename[: -8]) def storeSamples(self, idx : int = None): """Store samples to file.""" if not hasattr(self, "_sampleBaseFilename"): filenameBase = None if poolRank() == 0: foldername = getNewFilename(self.name(), "samples") mkdir(foldername) filenameBase = foldername + "/sample_" self._sampleBaseFilename = bcast(filenameBase, force = True) if idx is not None: super().storeSamples(self._sampleBaseFilename + str(idx + 1), False) def loadTrainedModel(self, filename:str): """Load trained reduced model from file.""" super().loadTrainedModel(filename) self._musMarginal = self.trainedModel.data.musMarginal class GenericPivotedApproximantNoMatch(GenericPivotedApproximantBase): """ ROM pivoted approximant (without pole matching) computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ @property def tModelType(self): from .trained_model.trained_model_pivoted_rational_nomatch import ( TrainedModelPivotedRationalNoMatch) return TrainedModelPivotedRationalNoMatch def _finalizeMarginalization(self): self.trainedModel.setupMarginalInterp( [self.radialDirectionalWeightsMarginal]) self.trainedModel.data.approxParameters = copy(self.approxParameters) - def _poleMatching(self): - vbMng(self, "INIT", "Compressing poles.", 10) - self.trainedModel.initializeFromRational() - vbMng(self, "DEL", "Done compressing poles.", 10) + def _preliminaryMarginalFinalization(self): + pass -class GenericPivotedApproximant(GenericPivotedApproximantBase): +class GenericPivotedApproximantPoleMatch(GenericPivotedApproximantBase): """ ROM pivoted approximant (with pole matching) computation for parametric problems (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - '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. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. 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(["matchState", "matchingWeight", "sharedRatio", "polybasisMarginal", "paramsMarginal"], [False, 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 + from .trained_model.trained_model_pivoted_rational_polematch import ( + TrainedModelPivotedRationalPoleMatch) + return TrainedModelPivotedRationalPoleMatch @property def matchState(self): """Value of matchState.""" return self._matchState @matchState.setter def matchState(self, matchState): self._matchState = matchState self._approxParameters["matchState"] = self.matchState @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 sharedRatio(self): """Value of sharedRatio.""" return self._sharedRatio @sharedRatio.setter def sharedRatio(self, sharedRatio): if sharedRatio > 1.: RROMPyWarning("Shared ratio too large. Clipping to 1.") sharedRatio = 1. elif sharedRatio < 0.: RROMPyWarning("Shared ratio too small. Clipping to 0.") sharedRatio = 0. self._sharedRatio = sharedRatio self._approxParameters["sharedRatio"] = self.sharedRatio @property def polybasisMarginal(self): """Value of polybasisMarginal.""" return self._polybasisMarginal @polybasisMarginal.setter def polybasisMarginal(self, polybasisMarginal): try: polybasisMarginal = polybasisMarginal.upper().strip().replace(" ", "") if polybasisMarginal not in ppb + rbpb + ["NEARESTNEIGHBOR"] + sk: raise RROMPyException( "Prescribed marginal polybasis not recognized.") self._polybasisMarginal = polybasisMarginal except: RROMPyWarning(("Prescribed marginal polybasis not recognized. " "Overriding to 'MONOMIAL'.")) self._polybasisMarginal = "MONOMIAL" self._approxParameters["polybasisMarginal"] = self.polybasisMarginal @property def paramsMarginal(self): """Value of paramsMarginal.""" return self._paramsMarginal @paramsMarginal.setter def paramsMarginal(self, paramsMarginal): paramsMarginal = purgeDict(paramsMarginal, self.parameterMarginalList, dictname = self.name() + ".paramsMarginal", baselevel = 1) keyList = list(paramsMarginal.keys()) if not hasattr(self, "_paramsMarginal"): self._paramsMarginal = {} if "MMarginal" in keyList: MMarg = paramsMarginal["MMarginal"] elif ("MMarginal" in self.paramsMarginal and not hasattr(self, "_MMarginal_isauto")): MMarg = self.paramsMarginal["MMarginal"] else: MMarg = "AUTO" if isinstance(MMarg, str): MMarg = MMarg.strip().replace(" ","") if "-" not in MMarg: MMarg = MMarg + "-0" self._MMarginal_isauto = True self._MMarginal_shift = int(MMarg.split("-")[-1]) MMarg = 0 if MMarg < 0: raise RROMPyException("MMarginal must be non-negative.") self._paramsMarginal["MMarginal"] = MMarg if "nNeighborsMarginal" in keyList: self._paramsMarginal["nNeighborsMarginal"] = max(1, paramsMarginal["nNeighborsMarginal"]) elif "nNeighborsMarginal" not in self.paramsMarginal: self._paramsMarginal["nNeighborsMarginal"] = 1 if "polydegreetypeMarginal" in keyList: try: polydegtypeM = paramsMarginal["polydegreetypeMarginal"]\ .upper().strip().replace(" ","") if polydegtypeM not in ["TOTAL", "FULL"]: raise RROMPyException(("Prescribed polydegreetypeMarginal " "not recognized.")) self._paramsMarginal["polydegreetypeMarginal"] = polydegtypeM except: RROMPyWarning(("Prescribed polydegreetypeMarginal not " "recognized. Overriding to 'TOTAL'.")) self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" elif "polydegreetypeMarginal" not in self.paramsMarginal: self._paramsMarginal["polydegreetypeMarginal"] = "TOTAL" if "interpRcondMarginal" in keyList: self._paramsMarginal["interpRcondMarginal"] = ( paramsMarginal["interpRcondMarginal"]) elif "interpRcondMarginal" not in self.paramsMarginal: self._paramsMarginal["interpRcondMarginal"] = -1 if "radialDirectionalWeightsMarginalAdapt" in keyList: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = ( paramsMarginal["radialDirectionalWeightsMarginalAdapt"]) elif "radialDirectionalWeightsMarginalAdapt" not in self.paramsMarginal: self._paramsMarginal["radialDirectionalWeightsMarginalAdapt"] = [ -1., -1.] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _setMMarginalAuto(self): if (self.polybasisMarginal not in ppb + rbpb or "MMarginal" not in self.paramsMarginal or "polydegreetypeMarginal" not in self.paramsMarginal): raise RROMPyException(("Cannot set MMarginal if " "polybasisMarginal does not allow it.")) self.paramsMarginal["MMarginal"] = max(0, reduceDegreeN( len(self.musMarginal), len(self.musMarginal), self.nparMarginal, self.paramsMarginal["polydegreetypeMarginal"]) - self._MMarginal_shift) vbMng(self, "MAIN", ("Automatically setting MMarginal to {}.").format( self.paramsMarginal["MMarginal"]), 25) def purgeparamsMarginal(self): self.paramsMarginal = {} paramsMbadkeys = [] if self.polybasisMarginal in ppb + rbpb + sk: paramsMbadkeys += ["nNeighborsMarginal"] if self.polybasisMarginal not in rbpb: paramsMbadkeys += ["radialDirectionalWeightsMarginalAdapt"] if self.polybasisMarginal in ["NEARESTNEIGHBOR"] + sk: paramsMbadkeys += ["MMarginal", "polydegreetypeMarginal", "interpRcondMarginal"] if hasattr(self, "_MMarginal_isauto"): del self._MMarginal_isauto if hasattr(self, "_MMarginal_shift"): del self._MMarginal_shift for key in paramsMbadkeys: if key in self._paramsMarginal: del self._paramsMarginal[key] self._approxParameters["paramsMarginal"] = self.paramsMarginal def _finalizeMarginalization(self): vbMng(self, "INIT", "Checking shared ratio.", 10) msg = self.trainedModel.checkSharedRatio(self.sharedRatio) vbMng(self, "DEL", "Done checking." + msg, 10) if self.polybasisMarginal in rbpb + ["NEARESTNEIGHBOR"]: self.computeScaleFactor() rDWMEff = np.array([w * f for w, f in zip( self.radialDirectionalWeightsMarginal, self.scaleFactorMarginal)]) if self.polybasisMarginal in ppb + rbpb + sk: interpPars = [self.polybasisMarginal] if self.polybasisMarginal in ppb + rbpb: if self.polybasisMarginal in rbpb: interpPars += [rDWMEff] interpPars += [self.verbosity >= 5, self.paramsMarginal["polydegreetypeMarginal"] == "TOTAL"] if self.polybasisMarginal in ppb: interpPars += [{}] else: # if self.polybasisMarginal in rbpb: interpPars += [{"optimizeScalingBounds":self.paramsMarginal[ "radialDirectionalWeightsMarginalAdapt"]}] interpPars += [ {"rcond":self.paramsMarginal["interpRcondMarginal"]}] extraPar = hasattr(self, "_MMarginal_isauto") else: # if self.polybasisMarginal in sk: idxEff = [x for x in range(self.samplerMarginal.npoints) if not hasattr(self.trainedModel, "_idxExcl") or x not in self.trainedModel._idxExcl] extraPar = self.samplerMarginal.depth[idxEff] else: # if self.polybasisMarginal == "NEARESTNEIGHBOR": interpPars = [self.paramsMarginal["nNeighborsMarginal"], rDWMEff] extraPar = None self.trainedModel.setupMarginalInterp(self, interpPars, extraPar) self.trainedModel.data.approxParameters = copy(self.approxParameters) - def _poleMatching(self): + def _preliminaryMarginalFinalization(self): vbMng(self, "INIT", "Compressing and matching poles.", 10) self.trainedModel.initializeFromRational(self.matchingWeight, self.HFEngine, self.matchState) vbMng(self, "DEL", "Done compressing and matching poles.", 10) def _postApplyC(self): if self.POD == 1 and not ( hasattr(self.HFEngine.C, "is_mu_independent") and self.HFEngine.C.is_mu_independent in self._output_lvl): raise RROMPyException(("Cannot apply mu-dependent C to " "orthonormalized samples.")) applyCglob = (hasattr(self.HFEngine, "_is_C_quadratic") and self.HFEngine._is_C_quadratic) vbMng(self, "INIT", "Extracting system output from state.", 35) if applyCglob: pMat, dirM = None, self.trainedModel.data.directionMarginal for muM in self.trainedModel.data.musMarginal: idx = np.where([np.allclose(mu(dirM)[0], muM[0]) for mu in self.trainedModel.data.mus])[0] pMati = self.trainedModel.data.projMat[:, idx] musi = self.trainedModel.data.mus[idx] pMati = self.HFEngine.applyC(pMati, musi) if pMat is None: pMat = np.array(pMati) else: pMat = np.append(pMat, pMati, axis = 1) else: pMat = None for j, mu in enumerate(musi): pMij = self.trainedModel.data.projMat[:, j] pMij = np.expand_dims(self.HFEngine.applyC(pMij, mu), -1) if pMati is None: pMat = np.array(pMij) else: pMat = np.append(pMat, pMij, axis = 1) vbMng(self, "DEL", "Done extracting system output.", 35) self.trainedModel.data.projMat = pMat if hasattr(self.HFEngine, "_is_C_quadratic"): self.trainedModel.data._is_C_quadratic = ( self.HFEngine._is_C_quadratic) @abstractmethod def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() setupOK = super().setupApprox(*args, **kwargs) if self.matchState: self._postApplyC() return setupOK diff --git a/rrompy/reduction_methods/pivoted/greedy/__init__.py b/rrompy/reduction_methods/pivoted/greedy/__init__.py index 65d9da4..80b0c7c 100644 --- a/rrompy/reduction_methods/pivoted/greedy/__init__.py +++ b/rrompy/reduction_methods/pivoted/greedy/__init__.py @@ -1,31 +1,27 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # -from .rational_interpolant_pivoted_greedy import (RationalInterpolantPivotedGreedyNoMatch, - RationalInterpolantPivotedGreedy) -from .rational_interpolant_greedy_pivoted_greedy import (RationalInterpolantGreedyPivotedGreedyNoMatch, - RationalInterpolantGreedyPivotedGreedy) +from .rational_interpolant_pivoted_greedy import RationalInterpolantPivotedGreedyPoleMatch +from .rational_interpolant_greedy_pivoted_greedy import RationalInterpolantGreedyPivotedGreedyPoleMatch __all__ = [ - 'RationalInterpolantPivotedGreedyNoMatch', - 'RationalInterpolantPivotedGreedy', - 'RationalInterpolantGreedyPivotedGreedyNoMatch', - 'RationalInterpolantGreedyPivotedGreedy' + 'RationalInterpolantPivotedGreedyPoleMatch', + 'RationalInterpolantGreedyPivotedGreedyPoleMatch' ] 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 d837516..3790dbf 100644 --- a/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py +++ b/rrompy/reduction_methods/pivoted/greedy/generic_pivoted_greedy_approximant.py @@ -1,767 +1,654 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from 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) + GenericPivotedApproximantBase, + GenericPivotedApproximantPoleMatch) from rrompy.reduction_methods.pivoted.gather_pivoted_approximant import ( gatherPivotedApproximant) from rrompy.utilities.base.types import (Np1D, Np2D, Tuple, List, paramVal, paramList, ListAny) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.point_matching import (pointMatching, buildResiduesForDistance) 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'] +__all__ = ['GenericPivotedGreedyApproximantPoleMatch'] class GenericPivotedGreedyApproximantBase(GenericPivotedApproximantBase): _allowedEstimatorKindsMarginal = ["LOOK_AHEAD", "LOOK_AHEAD_RECOVER", "NONE"] def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(["matchingWeightError", "errorEstimatorKindMarginal", "greedyTolMarginal", "maxIterMarginal"], [0., "NONE", 1e-1, 1e2]) super().__init__(*args, **kwargs) self._postInit() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self._scaleFactorOldPivot return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def samplerMarginal(self): """Value of samplerMarginal.""" return self._samplerMarginal @samplerMarginal.setter def samplerMarginal(self, samplerMarginal): if 'refine' not in dir(samplerMarginal): raise RROMPyException("Marginal sampler type not recognized.") GenericPivotedApproximantBase.samplerMarginal.fset(self, samplerMarginal) @property def errorEstimatorKindMarginal(self): """Value of errorEstimatorKindMarginal.""" return self._errorEstimatorKindMarginal @errorEstimatorKindMarginal.setter def errorEstimatorKindMarginal(self, errorEstimatorKindMarginal): errorEstimatorKindMarginal = errorEstimatorKindMarginal.upper() if errorEstimatorKindMarginal not in ( self._allowedEstimatorKindsMarginal): RROMPyWarning(("Marginal error estimator kind not recognized. " "Overriding to 'NONE'.")) errorEstimatorKindMarginal = "NONE" self._errorEstimatorKindMarginal = errorEstimatorKindMarginal self._approxParameters["errorEstimatorKindMarginal"] = ( self.errorEstimatorKindMarginal) @property def matchingWeightError(self): """Value of matchingWeightError.""" return self._matchingWeightError @matchingWeightError.setter def matchingWeightError(self, matchingWeightError): self._matchingWeightError = matchingWeightError self._approxParameters["matchingWeightError"] = ( self.matchingWeightError) @property def greedyTolMarginal(self): """Value of greedyTolMarginal.""" return self._greedyTolMarginal @greedyTolMarginal.setter def greedyTolMarginal(self, greedyTolMarginal): if greedyTolMarginal < 0: raise RROMPyException("greedyTolMarginal must be non-negative.") if (hasattr(self, "_greedyTolMarginal") and self.greedyTolMarginal is not None): greedyTolMarginalold = self.greedyTolMarginal else: greedyTolMarginalold = -1 self._greedyTolMarginal = greedyTolMarginal self._approxParameters["greedyTolMarginal"] = self.greedyTolMarginal if greedyTolMarginalold != self.greedyTolMarginal: self.resetSamples() @property def maxIterMarginal(self): """Value of maxIterMarginal.""" return self._maxIterMarginal @maxIterMarginal.setter def maxIterMarginal(self, maxIterMarginal): if maxIterMarginal <= 0: raise RROMPyException("maxIterMarginal must be positive.") if (hasattr(self, "_maxIterMarginal") and self.maxIterMarginal is not None): maxIterMarginalold = self.maxIterMarginal else: maxIterMarginalold = -1 self._maxIterMarginal = maxIterMarginal self._approxParameters["maxIterMarginal"] = self.maxIterMarginal if maxIterMarginalold != self.maxIterMarginal: self.resetSamples() def resetSamples(self): """Reset samples.""" super().resetSamples() if not hasattr(self, "_temporaryPivot"): self._mus = emptyParameterList() self._musMarginal = emptyParameterList() if hasattr(self, "samplerMarginal"): self.samplerMarginal.reset() if hasattr(self, "samplingEngine") and self.samplingEngine is not None: self.samplingEngine.resetHistory() def _getDistanceApp(self, polesEx:Np1D, resEx:Np2D, muTest:paramVal, foci:Tuple[float, float], ground:float) -> float: polesAp = self.trainedModel.interpolateMarginalPoles(muTest)[0] if self.matchingWeightError != 0: resAp = self.trainedModel.interpolateMarginalCoeffs(muTest)[0][ : len(polesAp), :] if (hasattr(self.trainedModel.data, "_is_C_quadratic") and self.trainedModel.data._is_C_quadratic): self.trainedModel._setupQuadMapping() projMapping = self.quad_mapping projMappingReal = self.data._is_C_quadratic == 2 else: projMapping, projMappingReal = None, False resEx = buildResiduesForDistance(resEx, self.trainedModel.data.projMat, 0, projMapping, projMappingReal) resAp = buildResiduesForDistance(resAp, self.trainedModel.data.projMat, 0, projMapping, projMappingReal) else: resAp = None dist = chordalMetricAngleMatrix(polesEx, polesAp, self.matchingWeightError, resEx, resAp, self.HFEngine, False) pmR, pmC = pointMatching(dist) return np.mean(dist[pmR, pmC]) def getErrorEstimatorMarginalLookAhead(self) -> Np1D: if not hasattr(self.trainedModel, "_musMExcl"): err = np.zeros(0) err[:] = np.inf self._musMarginalTestIdxs = np.zeros(0, dtype = int) return err self._musMarginalTestIdxs = np.array(self.trainedModel._idxExcl, dtype = int) idx, sizes = indicesScatter(len(self.trainedModel._musMExcl), return_sizes = True) err = [] if len(idx) > 0: self.verbosity -= 25 self.trainedModel.verbosity -= 25 foci = self.samplerPivot.normalFoci() ground = self.samplerPivot.groundPotential() for j in idx: muTest = self.trainedModel._musMExcl[j] HITest = self.trainedModel._HIsExcl[j] polesEx = HITest.poles idxGood = np.logical_not(np.logical_or(np.isinf(polesEx), np.isnan(polesEx))) polesEx = polesEx[idxGood] if self.matchingWeightError != 0: resEx = HITest.coeffs[np.where(idxGood)[0]] else: resEx = None if len(polesEx) == 0: err += [0.] continue err += [self._getDistanceApp(polesEx, resEx, muTest, foci, ground)] self.verbosity += 25 self.trainedModel.verbosity += 25 return arrayGatherv(np.array(err), sizes) def getErrorEstimatorMarginalNone(self) -> Np1D: nErr = len(self.trainedModel.data.musMarginal) self._musMarginalTestIdxs = np.arange(nErr) return (1. + self.greedyTolMarginal) * np.ones(nErr) def errorEstimatorMarginal(self, return_max : bool = False) -> Np1D: vbMng(self.trainedModel, "INIT", "Evaluating error estimator at mu = {}.".format( self.trainedModel.data.musMarginal), 10) if self.errorEstimatorKindMarginal == "NONE": nErr = len(self.trainedModel.data.musMarginal) self._musMarginalTestIdxs = np.arange(nErr) err = (1. + self.greedyTolMarginal) * np.ones(nErr) else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": err = self.getErrorEstimatorMarginalLookAhead() vbMng(self.trainedModel, "DEL", "Done evaluating error estimator", 10) if not return_max: return err idxMaxEst = np.where(err > self.greedyTolMarginal)[0] maxErr = err[idxMaxEst] if self.errorEstimatorKindMarginal == "NONE": maxErr = None return err, idxMaxEst, maxErr def plotEstimatorMarginal(self, est:Np1D, idxMax:List[int], estMax:List[float]): if self.errorEstimatorKindMarginal == "NONE": return if (not (np.any(np.isnan(est)) or np.any(np.isinf(est))) and masterCore() and hasattr(self.trainedModel, "_musMExcl")): fig = plt.figure(figsize = plt.figaspect(1. / self.nparMarginal)) for jpar in range(self.nparMarginal): ax = fig.add_subplot(1, self.nparMarginal, 1 + jpar) musre = np.real(self.trainedModel._musMExcl) if len(idxMax) > 0 and estMax is not None: maxrej = musre[idxMax, jpar] errCP = copy(est) idx = np.delete(np.arange(self.nparMarginal), jpar) while len(musre) > 0: if self.nparMarginal == 1: currIdx = np.arange(len(musre)) else: currIdx = np.where(np.isclose(np.sum( np.abs(musre[:, idx] - musre[0, idx]), 1), 0.))[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() + self._preliminaryMarginalFinalization() del self._nmusOld if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD" and not self.firstGreedyIterM): ubRange = len(self.trainedModel.data.musMarginal) if hasattr(self.trainedModel, "_idxExcl"): shRange = len(self.trainedModel._musMExcl) else: shRange = 0 testIdxs = list(range(ubRange + shRange - len(mus), ubRange + shRange)) for j in testIdxs[::-1]: self.musMarginal.pop(j - shRange) if hasattr(self.trainedModel, "_idxExcl"): testIdxs = self.trainedModel._idxExcl + testIdxs self._updateTrainedModelMarginalSamples(testIdxs) self._finalizeMarginalization() self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = self.SMarginal def greedyNextSampleMarginal(self, muidx:List[int], plotEst : str = "NONE") \ -> Tuple[Np1D, List[int], float, paramVal]: RROMPyAssert(self._mode, message = "Cannot add greedy sample.") muidx = self._musMarginalTestIdxs[muidx] if (self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD" and not self.firstGreedyIterM): if not hasattr(self.trainedModel, "_idxExcl"): raise RROMPyException(("Sample index to be added not present " "in trained model.")) testIdxs = copy(self.trainedModel._idxExcl) skippedIdx = 0 for cj, j in enumerate(self.trainedModel._idxExcl): if j in muidx: testIdxs.pop(skippedIdx) self.musMarginal.insert(self.trainedModel._musMExcl[cj], j - skippedIdx) else: skippedIdx += 1 if len(self.trainedModel._idxExcl) < (len(muidx) + len(testIdxs)): raise RROMPyException(("Sample index to be added not present " "in trained model.")) self._updateTrainedModelMarginalSamples(testIdxs) self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = ( self.SMarginal) self.firstGreedyIterM = False idxAdded = self.samplerMarginal.refine(muidx)[0] self._addMarginalSample(self.samplerMarginal.points[idxAdded]) errorEstTest, muidx, maxErrorEst = self.errorEstimatorMarginal(True) if plotEst == "ALL": self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst) return (errorEstTest, muidx, maxErrorEst, self.samplerMarginal.points[muidx]) def _preliminaryTrainingMarginal(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if np.sum(self.samplingEngine.nsamples) > 0: return self.resetSamples() self._addMarginalSample(self.samplerMarginal.generatePoints( self.SMarginal)) def _preSetupApproxPivoted(self, mus:paramList) \ -> Tuple[ListAny, ListAny, ListAny]: self.computeScaleFactor() if self.trainedModel is None: self._setupTrainedModel(np.zeros((0, 0))) self.trainedModel.data.Qs, self.trainedModel.data.Ps = [], [] self.trainedModel.data.Psupp = [] self._trainedModelOld = copy(self.trainedModel) self._scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 self._musLoc = copy(self.mus) idx, sizes = indicesScatter(len(mus), return_sizes = True) emptyCores = np.where(np.logical_not(sizes))[0] self.verbosity -= 10 self.samplingEngine.verbosity -= 10 return idx, sizes, emptyCores def _postSetupApproxPivoted(self, mus:Np2D, pMat:Np2D, Ps:ListAny, Qs:ListAny, sizes:ListAny): self.scaleFactor = self._scaleFactorOldPivot del self._scaleFactorOldPivot, self._temporaryPivot pMat, Ps, Qs, mus, nsamples = gatherPivotedApproximant(pMat, Ps, Qs, mus, sizes, self.polybasis) if len(self._musLoc) > 0: self._mus = self.checkParameterList(self._musLoc) self._mus.append(mus) else: self._mus = self.checkParameterList(mus) self.trainedModel = self._trainedModelOld del self._trainedModelOld padLeft = self.trainedModel.data.projMat.shape[1] suppNew = np.append(0, np.cumsum(nsamples)) self._setupTrainedModel(pMat, padLeft > 0) self.trainedModel.data.Qs += Qs self.trainedModel.data.Ps += Ps self.trainedModel.data.Psupp += list(padLeft + suppNew[: -1]) self.trainedModel.data.approxParameters = copy(self.approxParameters) self.verbosity += 10 self.samplingEngine.verbosity += 10 def _localPivotedResult(self, pMat:Np2D, req:ListAny, emptyCores:ListAny, mus:Np2D) -> Tuple[Np2D, ListAny, Np2D]: pMati = self.samplingEngine.projectionMatrix musi = self.samplingEngine.mus if not hasattr(self, "matchState") or not self.matchState: if self.POD == 1 and not ( hasattr(self.HFEngine.C, "is_mu_independent") and self.HFEngine.C.is_mu_independent in self._output_lvl): raise RROMPyException(("Cannot apply mu-dependent C " "to orthonormalized samples.")) vbMng(self, "INIT", "Extracting system output from state.", 35) if (hasattr(self.HFEngine, "_is_C_quadratic") and self.HFEngine._is_C_quadratic): pMati = self.HFEngine.applyC(pMati, musi) else: pMatiEff = None for j, mu in enumerate(musi): pMij = np.expand_dims(self.HFEngine.applyC(pMati[:, j], mu), -1) if pMatiEff is None: pMatiEff = np.array(pMij) else: pMatiEff = np.append(pMatiEff, pMij, axis = 1) pMati = pMatiEff vbMng(self, "DEL", "Done extracting system output.", 35) if pMat is None: mus = copy(musi.data) pMat = copy(pMati) if masterCore(): for dest in emptyCores: req += [isend((len(pMat), pMat.dtype, mus.dtype), dest = dest, tag = dest)] else: mus = np.vstack((mus, musi.data)) pMat = np.hstack((pMat, pMati)) return pMat, req, mus @abstractmethod def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) self._preSetupApproxPivoted() data = [] pass self._postSetupApproxPivoted(mus, data) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 def setupApprox(self, plotEst : str = "NONE") -> int: """Compute greedy snapshots of solution map.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") vbMng(self, "INIT", "Starting computation of snapshots.", 3) max2ErrorEst, self.firstGreedyIterM = np.inf, True self._preliminaryTrainingMarginal() if self.errorEstimatorKindMarginal == "NONE": muidx = [] else:#if self.errorEstimatorKindMarginal[: 10] == "LOOK_AHEAD": muidx = np.arange(len(self.trainedModel.data.musMarginal)) self._musMarginalTestIdxs = np.array(muidx) while self.firstGreedyIterM or (max2ErrorEst > self.greedyTolMarginal and self.samplerMarginal.npoints < self.maxIterMarginal): errorEstTest, muidx, maxErrorEst, mu = \ self.greedyNextSampleMarginal(muidx, plotEst) if maxErrorEst is None: max2ErrorEst = 1. + self.greedyTolMarginal else: if len(maxErrorEst) > 0: max2ErrorEst = np.max(maxErrorEst) else: max2ErrorEst = np.max(errorEstTest) vbMng(self, "MAIN", ("Uniform testing error estimate " "{:.4e}.").format(max2ErrorEst), 3) if plotEst == "LAST": self.plotEstimatorMarginal(errorEstTest, muidx, maxErrorEst) vbMng(self, "DEL", ("Done computing snapshots (final snapshot count: " "{}).").format(len(self.mus)), 3) if (self.errorEstimatorKindMarginal == "LOOK_AHEAD_RECOVER" and hasattr(self.trainedModel, "_idxExcl") and len(self.trainedModel._idxExcl) > 0): vbMng(self, "INIT", "Recovering {} test models.".format( len(self.trainedModel._idxExcl)), 7) for j, mu in zip(self.trainedModel._idxExcl, self.trainedModel._musMExcl): self.musMarginal.insert(mu, j) self._updateTrainedModelMarginalSamples() self._finalizeMarginalization() self._SMarginal = len(self.musMarginal) self._approxParameters["SMarginal"] = self.SMarginal self.trainedModel.data.approxParameters["SMarginal"] = ( self.SMarginal) vbMng(self, "DEL", "Done recovering test models.", 7) return 0 def checkComputedApproxPivoted(self) -> bool: return (super().checkComputedApprox() and len(self.musMarginal) == len(self.trainedModel.data.musMarginal)) -class GenericPivotedGreedyApproximantNoMatch( +class GenericPivotedGreedyApproximantPoleMatch( GenericPivotedGreedyApproximantBase, - GenericPivotedApproximantNoMatch): - """ - ROM pivoted greedy interpolant computation for parametric problems (without - pole matching) (ABSTRACT). - - Args: - HFEngine: HF problem solver. - mu0(optional): Default parameter. Defaults to 0. - directionPivot(optional): Pivot components. Defaults to [0]. - approxParameters(optional): Dictionary containing values for main - parameters of approximant. Recognized keys are: - - 'POD': kind of snapshots orthogonalization; allowed values - include 0, 1/2, and 1; defaults to 1, i.e. POD; - - 'scaleFactorDer': scaling factors for derivative computation; - defaults to 'AUTO'; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; defaults to 0; - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': number of starting marginal samples; - - 'samplerMarginal': marginal sample point generator via sparse - grid; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LOOK_AHEAD', 'LOOK_AHEAD_RECOVER', - and 'NONE'; defaults to 'NONE'; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; defaults to 1e-1; - - 'maxIterMarginal': maximum number of marginal greedy steps; - defaults to 1e2; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant; defaults to 1. - Defaults to empty dict. - verbosity(optional): Verbosity level. Defaults to 10. - - Attributes: - HFEngine: HF problem solver. - mu0: Default parameter. - directionPivot: Pivot components. - mus: Array of snapshot parameters. - musMarginal: Array of marginal snapshot parameters. - approxParameters: Dictionary containing values for main parameters of - approximant. Recognized keys are in parameterList. - parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': kind of snapshots orthogonalization; - - 'scaleFactorDer': scaling factors for derivative computation; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; - - 'maxIterMarginal': maximum number of marginal greedy steps; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant. - parameterListCritical: Recognized keys of critical approximant - parameters: - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': total number of marginal samples current approximant - relies upon; - - 'samplerMarginal': marginal sample point generator via sparse - grid. - verbosity: Verbosity level. - POD: Kind of snapshots orthogonalization. - scaleFactorDer: Scaling factors for derivative computation. - matchingWeightError: Weight for pole matching optimization in error - estimation. - S: Total number of pivot samples current approximant relies upon. - samplerPivot: Pivot sample point generator. - SMarginal: Total number of marginal samples current approximant relies - upon. - samplerMarginal: Marginal sample point generator via sparse grid. - errorEstimatorKindMarginal: Kind of marginal error estimator. - greedyTolMarginal: Uniform error tolerance for marginal greedy - algorithm. - maxIterMarginal: Maximum number of marginal greedy steps. - radialDirectionalWeightsMarginal: Radial basis weights for marginal - interpolant. - muBounds: list of bounds for pivot parameter values. - muBoundsMarginal: list of bounds for marginal parameter values. - samplingEngine: Sampling engine. - uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as - sampleList. - lastSolvedHF: Parameter(s) corresponding to last computed high fidelity - solution(s) as parameterList. - uApproxReduced: Reduced approximate solution(s) with parameter(s) - lastSolvedApprox as sampleList. - lastSolvedApproxReduced: Parameter(s) corresponding to last computed - reduced approximate solution(s) as parameterList. - uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as - sampleList. - lastSolvedApprox: Parameter(s) corresponding to last computed - approximate solution(s) as parameterList. - """ - - def _poleMatching(self): - vbMng(self, "INIT", "Compressing poles.", 10) - self.trainedModel.initializeFromRational() - vbMng(self, "DEL", "Done compressing poles.", 10) - - def _updateTrainedModelMarginalSamples(self, idx : ListAny = []): - self.trainedModel.updateEffectiveSamples(idx) - -class GenericPivotedGreedyApproximant(GenericPivotedGreedyApproximantBase, - GenericPivotedApproximant): + GenericPivotedApproximantPoleMatch): """ ROM pivoted greedy interpolant computation for parametric problems (with pole matching) (ABSTRACT). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD', 'LOOK_AHEAD_RECOVER', and 'NONE'; defaults to 'NONE'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator via sparse grid. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ - def _poleMatching(self): - vbMng(self, "INIT", "Compressing and matching poles.", 10) - self.trainedModel.initializeFromRational(self.matchingWeight, - self.HFEngine, False) - vbMng(self, "DEL", "Done compressing and matching poles.", 10) - def _updateTrainedModelMarginalSamples(self, idx : ListAny = []): self.trainedModel.updateEffectiveSamples(idx, self.matchingWeight, self.HFEngine, False) def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() _polybasisMarginal = self.polybasisMarginal self._polybasisMarginal = ("PIECEWISE_LINEAR_" + self.samplerMarginal.kind) setupOK = super().setupApprox(*args, **kwargs) self._polybasisMarginal = _polybasisMarginal self._finalizeMarginalization() if self.matchState: self._postApplyC() return setupOK diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_greedy_pivoted_greedy.py index 7dac0b1..d78a5d9 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 @@ -1,502 +1,357 @@ #Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from copy import deepcopy as copy import numpy as np from .generic_pivoted_greedy_approximant import ( - GenericPivotedGreedyApproximantBase, - GenericPivotedGreedyApproximantNoMatch, - GenericPivotedGreedyApproximant) + GenericPivotedGreedyApproximantBase, + GenericPivotedGreedyApproximantPoleMatch) from rrompy.reduction_methods.standard.greedy import RationalInterpolantGreedy from rrompy.reduction_methods.standard.greedy.generic_greedy_approximant \ import pruneSamples from rrompy.reduction_methods.pivoted import ( - RationalInterpolantGreedyPivotedNoMatch, - RationalInterpolantGreedyPivoted) + RationalInterpolantGreedyPivotedPoleMatch) from rrompy.utilities.base.types import Np1D, Tuple, paramVal, paramList from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, recv -__all__ = ['RationalInterpolantGreedyPivotedGreedyNoMatch', - 'RationalInterpolantGreedyPivotedGreedy'] +__all__ = ['RationalInterpolantGreedyPivotedGreedyPoleMatch'] class RationalInterpolantGreedyPivotedGreedyBase( GenericPivotedGreedyApproximantBase): @property def sampleBatchSize(self): """Value of sampleBatchSize.""" return 1 @property def sampleBatchIdx(self): """Value of sampleBatchIdx.""" return self.S def greedyNextSample(self, muidx:int, plotEst : str = "NONE")\ -> Tuple[Np1D, int, float, paramVal]: """Compute next greedy snapshot of solution map.""" RROMPyAssert(self._mode, message = "Cannot add greedy sample.") mus = copy(self.muTest[muidx]) self.muTest.pop(muidx) for j, mu in enumerate(mus): vbMng(self, "MAIN", ("Adding sample point no. {} at {} to training " "set.").format(len(self.mus) + 1, mu), 3) self.mus.append(mu) self._S = len(self.mus) self._approxParameters["S"] = self.S if (self.samplingEngine.nsamples <= len(mus) - j - 1 or not np.allclose(mu, self.samplingEngine.mus[j - len(mus)])): self.samplingEngine.nextSample(mu) if self._isLastSampleCollinear(): vbMng(self, "MAIN", ("Collinearity above tolerance detected. Starting " "preemptive greedy loop termination."), 3) self._collinearityFlag = 1 errorEstTest = np.empty(len(self.muTest)) errorEstTest[:] = np.nan return errorEstTest, [-1], np.nan, np.nan errorEstTest, muidx, maxErrorEst = self.errorEstimator(self.muTest, True) if plotEst == "ALL": self.plotEstimator(errorEstTest, muidx, maxErrorEst) return errorEstTest, muidx, maxErrorEst, self.muTest[muidx] def _setSampleBatch(self, maxS:int): return self.S def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") if self.samplingEngine.nsamples > 0: return self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer musPivot = self.trainSetGenerator.generatePoints(self.S) while len(musPivot) > self.S: musPivot.pop() muTestBasePivot = self.samplerPivot.generatePoints(self.nTestPoints, False) idxPop = pruneSamples(self.mapParameterListPivot(muTestBasePivot), self.mapParameterListPivot(musPivot), 1e-10 * self.scaleFactorPivot[0]) muTestBasePivot.pop(idxPop) self._mus = emptyParameterList() self.mus.reset((self.S - 1, self.HFEngine.npar)) self.muTest = emptyParameterList() self.muTest.reset((len(muTestBasePivot) + 1, self.HFEngine.npar)) for k in range(self.S - 1): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[k] muk[self.directionMarginal] = self.muMargLoc self.mus[k] = muk for k in range(len(muTestBasePivot)): muk = np.empty_like(self.muTest[0]) muk[self.directionPivot] = muTestBasePivot[k] muk[self.directionMarginal] = self.muMargLoc self.muTest[k] = muk muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[-1] muk[self.directionMarginal] = self.muMargLoc self.muTest[-1] = muk if len(self.mus) > 0: vbMng(self, "MAIN", ("Adding first {} sample point{} at {} to training " "set.").format(self.S - 1, "" + "s" * (self.S > 2), self.mus), 3) self.samplingEngine.iterSample(self.mus) self._S = len(self.mus) self._approxParameters["S"] = self.S self.M, self.N = ("AUTO",) * 2 def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) if not hasattr(self, "_plotEstPivot"): self._plotEstPivot = "NONE" idx, sizes, emptyCores = self._preSetupApproxPivoted(mus) S0 = copy(self.S) pMat, Ps, Qs, req, musA = None, [], [], [], None if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 45) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) musA = np.empty((0, self.mu0.shape[1]), dtype = mT) else: for i in idx: self.muMargLoc = mus[i] vbMng(self, "MAIN", "Building marginal model no. {} at " "{}.".format(i + 1, self.muMargLoc), 25) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 10 RationalInterpolantGreedy.setupApprox(self, self._plotEstPivot) self.verbosity += 5 self.samplingEngine.verbosity += 10 if self.storeAllSamples: self.storeSamples(i + self._nmusOld) pMat, req, musA = self._localPivotedResult(pMat, req, emptyCores, musA) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] self._S = S0 del self.muMargLoc for r in req: r.wait() self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 def setupApprox(self, plotEst : str = "NONE") -> int: if self.checkComputedApprox(): return -1 if '_' not in plotEst: plotEst = plotEst + "_NONE" plotEstM, self._plotEstPivot = plotEst.split("_") val = super().setupApprox(plotEstM) return val -class RationalInterpolantGreedyPivotedGreedyNoMatch( +class RationalInterpolantGreedyPivotedGreedyPoleMatch( RationalInterpolantGreedyPivotedGreedyBase, - GenericPivotedGreedyApproximantNoMatch, - RationalInterpolantGreedyPivotedNoMatch): - """ - ROM greedy pivoted greedy rational interpolant computation for parametric - problems (without pole matching). - - Args: - HFEngine: HF problem solver. - mu0(optional): Default parameter. Defaults to 0. - directionPivot(optional): Pivot components. Defaults to [0]. - approxParameters(optional): Dictionary containing values for main - parameters of approximant. Recognized keys are: - - 'POD': kind of snapshots orthogonalization; allowed values - include 0, 1/2, and 1; defaults to 1, i.e. POD; - - 'scaleFactorDer': scaling factors for derivative computation; - defaults to 'AUTO'; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; defaults to 0; - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': number of starting marginal samples; - - 'samplerMarginal': marginal sample point generator via sparse - grid; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; - defaults to 'NONE'; - - 'polybasis': type of polynomial basis for pivot interpolation; - defaults to 'MONOMIAL'; - - 'greedyTol': uniform error tolerance for greedy algorithm; - defaults to 1e-2; - - 'collinearityTol': collinearity tolerance for greedy algorithm; - defaults to 0.; - - 'maxIter': maximum number of greedy steps; defaults to 1e2; - - 'nTestPoints': number of test points; defaults to 5e2; - - 'trainSetGenerator': training sample points generator; defaults - to sampler; - - 'errorEstimatorKind': kind of error estimator; available values - include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', - 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; defaults to 1e-1; - - 'maxIterMarginal': maximum number of marginal greedy steps; - defaults to 1e2; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant; defaults to 1; - - 'functionalSolve': strategy for minimization of denominator - functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', - '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. - Defaults to empty dict. - verbosity(optional): Verbosity level. Defaults to 10. - - Attributes: - HFEngine: HF problem solver. - mu0: Default parameter. - directionPivot: Pivot components. - mus: Array of snapshot parameters. - musMarginal: Array of marginal snapshot parameters. - approxParameters: Dictionary containing values for main parameters of - approximant. Recognized keys are in parameterList. - parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': kind of snapshots orthogonalization; - - 'scaleFactorDer': scaling factors for derivative computation; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - - 'polybasis': type of polynomial basis for pivot interpolation; - - 'greedyTol': uniform error tolerance for greedy algorithm; - - 'collinearityTol': collinearity tolerance for greedy algorithm; - - 'maxIter': maximum number of greedy steps; - - 'nTestPoints': number of test points; - - 'trainSetGenerator': training sample points generator; - - 'errorEstimatorKind': kind of error estimator; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; - - 'maxIterMarginal': maximum number of marginal greedy steps; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant; - - 'functionalSolve': strategy for minimization of denominator - functional; - - 'interpRcond': tolerance for pivot interpolation; - - 'robustTol': tolerance for robust rational denominator - management. - parameterListCritical: Recognized keys of critical approximant - parameters: - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': total number of marginal samples current approximant - relies upon; - - 'samplerMarginal': marginal sample point generator via sparse - grid. - verbosity: Verbosity level. - POD: Kind of snapshots orthogonalization. - scaleFactorDer: Scaling factors for derivative computation. - matchingWeightError: Weight for pole matching optimization in error - estimation. - S: Total number of pivot samples current approximant relies upon. - samplerPivot: Pivot sample point generator. - SMarginal: Total number of marginal samples current approximant relies - upon. - samplerMarginal: Marginal sample point generator via sparse grid. - errorEstimatorKindMarginal: Kind of marginal error estimator. - polybasis: Type of polynomial basis for pivot interpolation. - greedyTol: uniform error tolerance for greedy algorithm. - collinearityTol: Collinearity tolerance for greedy algorithm. - maxIter: maximum number of greedy steps. - nTestPoints: number of starting training points. - trainSetGenerator: training sample points generator. - errorEstimatorKind: kind of error estimator. - greedyTolMarginal: Uniform error tolerance for marginal greedy - algorithm. - maxIterMarginal: Maximum number of marginal greedy steps. - radialDirectionalWeightsMarginal: Radial basis weights for marginal - interpolant. - functionalSolve: Strategy for minimization of denominator functional. - interpRcond: Tolerance for pivot interpolation. - robustTol: Tolerance for robust rational denominator management. - muBounds: list of bounds for pivot parameter values. - muBoundsMarginal: list of bounds for marginal parameter values. - samplingEngine: Sampling engine. - uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as - sampleList. - lastSolvedHF: Parameter(s) corresponding to last computed high fidelity - solution(s) as parameterList. - uApproxReduced: Reduced approximate solution(s) with parameter(s) - lastSolvedApprox as sampleList. - lastSolvedApproxReduced: Parameter(s) corresponding to last computed - reduced approximate solution(s) as parameterList. - uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as - sampleList. - lastSolvedApprox: Parameter(s) corresponding to last computed - approximate solution(s) as parameterList. - """ - -class RationalInterpolantGreedyPivotedGreedy( - RationalInterpolantGreedyPivotedGreedyBase, - GenericPivotedGreedyApproximant, - RationalInterpolantGreedyPivoted): + GenericPivotedGreedyApproximantPoleMatch, + RationalInterpolantGreedyPivotedPoleMatch): """ ROM greedy pivoted greedy rational interpolant computation for parametric problems (with pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', '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. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator via sparse grid. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ diff --git a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py index 91c5eda..e33f8b0 100644 --- a/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py +++ b/rrompy/reduction_methods/pivoted/greedy/rational_interpolant_pivoted_greedy.py @@ -1,428 +1,287 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from copy import deepcopy as copy from numpy import empty, empty_like from .generic_pivoted_greedy_approximant import ( - GenericPivotedGreedyApproximantBase, - GenericPivotedGreedyApproximantNoMatch, - GenericPivotedGreedyApproximant) + GenericPivotedGreedyApproximantBase, + GenericPivotedGreedyApproximantPoleMatch) from rrompy.reduction_methods.standard import RationalInterpolant from rrompy.reduction_methods.pivoted import ( - RationalInterpolantPivotedNoMatch, - RationalInterpolantPivoted) + RationalInterpolantPivotedPoleMatch) from rrompy.utilities.base.types import paramList from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.exception_manager import RROMPyAssert from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, recv -__all__ = ['RationalInterpolantPivotedGreedyNoMatch', - 'RationalInterpolantPivotedGreedy'] +__all__ = ['RationalInterpolantPivotedGreedyPoleMatch'] class RationalInterpolantPivotedGreedyBase( GenericPivotedGreedyApproximantBase): def computeSnapshots(self): """Compute snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start snapshot computation.") vbMng(self, "INIT", "Starting computation of snapshots.", 5) self.samplingEngine.scaleFactor = self.scaleFactorDer if not hasattr(self, "musPivot") or len(self.musPivot) != self.S: self.musPivot = self.samplerPivot.generatePoints(self.S) while len(self.musPivot) > self.S: self.musPivot.pop() musLoc = emptyParameterList() musLoc.reset((self.S, self.HFEngine.npar)) self.samplingEngine.resetHistory() for k in range(self.S): muk = empty_like(musLoc[0]) muk[self.directionPivot] = self.musPivot[k] muk[self.directionMarginal] = self.muMargLoc musLoc[k] = muk self.samplingEngine.iterSample(musLoc) vbMng(self, "DEL", "Done computing snapshots.", 5) self._m_selfmus = copy(musLoc) self._mus = self.musPivot self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) self.HFEngine.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} def setupApproxPivoted(self, mus:paramList) -> int: if self.checkComputedApproxPivoted(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up pivoted approximant.", 10) idx, sizes, emptyCores = self._preSetupApproxPivoted(mus) pMat, Ps, Qs, req, musA = None, [], [], [], None if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 45) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = empty((pL, 0), dtype = pT) musA = empty((0, self.mu0.shape[1]), dtype = mT) else: for i in idx: self.muMargLoc = mus[i] vbMng(self, "MAIN", "Building marginal model no. {} at " "{}.".format(i + 1, self.muMargLoc), 25) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 5 RationalInterpolant.setupApprox(self) self.verbosity += 5 self.samplingEngine.verbosity += 5 self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap del self._m_selfmus, self._m_HFEparameterMap if self.storeAllSamples: self.storeSamples(i + self._nmusOld) pMat, req, musA = self._localPivotedResult(pMat, req, emptyCores, musA) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] del self.muMargLoc for r in req: r.wait() self._postSetupApproxPivoted(musA, pMat, Ps, Qs, sizes) vbMng(self, "DEL", "Done setting up pivoted approximant.", 10) return 0 -class RationalInterpolantPivotedGreedyNoMatch( - RationalInterpolantPivotedGreedyBase, - GenericPivotedGreedyApproximantNoMatch, - RationalInterpolantPivotedNoMatch): - """ - ROM pivoted greedy rational interpolant computation for parametric - problems (without pole matching). - - Args: - HFEngine: HF problem solver. - mu0(optional): Default parameter. Defaults to 0. - directionPivot(optional): Pivot components. Defaults to [0]. - approxParameters(optional): Dictionary containing values for main - parameters of approximant. Recognized keys are: - - 'POD': kind of snapshots orthogonalization; allowed values - include 0, 1/2, and 1; defaults to 1, i.e. POD; - - 'scaleFactorDer': scaling factors for derivative computation; - defaults to 'AUTO'; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; defaults to 0; - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': number of starting marginal samples; - - 'samplerMarginal': marginal sample point generator via sparse - grid; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; - defaults to 'NONE'; - - 'polybasis': type of polynomial basis for pivot interpolation; - defaults to 'MONOMIAL'; - - 'M': degree of rational interpolant numerator; defaults to - 'AUTO', i.e. maximum allowed; - - 'N': degree of rational interpolant denominator; defaults to - 'AUTO', i.e. maximum allowed; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; defaults to 1e-1; - - 'maxIterMarginal': maximum number of marginal greedy steps; - defaults to 1e2; - - 'radialDirectionalWeights': radial basis weights for pivot - numerator; defaults to 1; - - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of - radial basis weights; defaults to [-1, -1]; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant; defaults to 1; - - 'functionalSolve': strategy for minimization of denominator - functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', - '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. - Defaults to empty dict. - verbosity(optional): Verbosity level. Defaults to 10. - - Attributes: - HFEngine: HF problem solver. - mu0: Default parameter. - directionPivot: Pivot components. - mus: Array of snapshot parameters. - musPivot: Array of pivot snapshot parameters. - musMarginal: Array of marginal snapshot parameters. - approxParameters: Dictionary containing values for main parameters of - approximant. Recognized keys are in parameterList. - parameterListSoft: Recognized keys of soft approximant parameters: - - 'POD': kind of snapshots orthogonalization; - - 'scaleFactorDer': scaling factors for derivative computation; - - 'matchingWeightError': weight for pole matching optimization in - error estimation; - - 'errorEstimatorKindMarginal': kind of marginal error estimator; - - 'polybasis': type of polynomial basis for pivot interpolation; - - 'M': degree of rational interpolant numerator; - - 'N': degree of rational interpolant denominator; - - 'greedyTolMarginal': uniform error tolerance for marginal greedy - algorithm; - - 'maxIterMarginal': maximum number of marginal greedy steps; - - 'radialDirectionalWeights': radial basis weights for pivot - numerator; - - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of - radial basis weights; - - 'radialDirectionalWeightsMarginal': radial basis weights for - marginal interpolant; - - 'functionalSolve': strategy for minimization of denominator - functional; - - 'interpRcond': tolerance for pivot interpolation; - - 'robustTol': tolerance for robust rational denominator - management. - parameterListCritical: Recognized keys of critical approximant - parameters: - - 'S': total number of pivot samples current approximant relies - upon; - - 'samplerPivot': pivot sample point generator; - - 'SMarginal': total number of marginal samples current approximant - relies upon; - - 'samplerMarginal': marginal sample point generator via sparse - grid. - verbosity: Verbosity level. - POD: Kind of snapshots orthogonalization. - scaleFactorDer: Scaling factors for derivative computation. - matchingWeightError: Weight for pole matching optimization in error - estimation. - S: Total number of pivot samples current approximant relies upon. - samplerPivot: Pivot sample point generator. - SMarginal: Total number of marginal samples current approximant relies - upon. - samplerMarginal: Marginal sample point generator via sparse grid. - errorEstimatorKindMarginal: Kind of marginal error estimator. - polybasis: Type of polynomial basis for pivot interpolation. - M: Degree of rational interpolant numerator. - N: Degree of rational interpolant denominator. - greedyTolMarginal: Uniform error tolerance for marginal greedy - algorithm. - maxIterMarginal: Maximum number of marginal greedy steps. - radialDirectionalWeights: Radial basis weights for pivot numerator. - radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial - basis weights. - radialDirectionalWeightsMarginal: Radial basis weights for marginal - interpolant. - functionalSolve: Strategy for minimization of denominator functional. - interpRcond: Tolerance for pivot interpolation. - robustTol: Tolerance for robust rational denominator management. - muBounds: list of bounds for pivot parameter values. - muBoundsMarginal: list of bounds for marginal parameter values. - samplingEngine: Sampling engine. - uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as - sampleList. - lastSolvedHF: Parameter(s) corresponding to last computed high fidelity - solution(s) as parameterList. - uApproxReduced: Reduced approximate solution(s) with parameter(s) - lastSolvedApprox as sampleList. - lastSolvedApproxReduced: Parameter(s) corresponding to last computed - reduced approximate solution(s) as parameterList. - uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as - sampleList. - lastSolvedApprox: Parameter(s) corresponding to last computed - approximate solution(s) as parameterList. - """ - -class RationalInterpolantPivotedGreedy(RationalInterpolantPivotedGreedyBase, - GenericPivotedGreedyApproximant, - RationalInterpolantPivoted): +class RationalInterpolantPivotedGreedyPoleMatch( + RationalInterpolantPivotedGreedyBase, + GenericPivotedGreedyApproximantPoleMatch, + RationalInterpolantPivotedPoleMatch): """ ROM pivoted greedy rational interpolant computation for parametric problems (with pole matching). Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'matchingWeightError': weight for pole matching optimization in error estimation; defaults to 0; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': number of starting marginal samples; - 'samplerMarginal': marginal sample point generator via sparse grid; - 'errorEstimatorKindMarginal': kind of marginal error estimator; available values include 'LOOK_AHEAD' and 'LOOK_AHEAD_RECOVER'; defaults to 'NONE'; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; defaults to 1e-1; - 'maxIterMarginal': maximum number of marginal greedy steps; defaults to 1e2; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', '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. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'matchingWeightError': weight for pole matching optimization in error estimation; - 'errorEstimatorKindMarginal': kind of marginal error estimator; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'greedyTolMarginal': uniform error tolerance for marginal greedy algorithm; - 'maxIterMarginal': maximum number of marginal greedy steps; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator via sparse grid. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. matchingWeightError: Weight for pole matching optimization in error estimation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator via sparse grid. errorEstimatorKindMarginal: Kind of marginal error estimator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. M: Degree of rational interpolant numerator. N: Degree of rational interpolant denominator. greedyTolMarginal: Uniform error tolerance for marginal greedy algorithm. maxIterMarginal: Maximum number of marginal greedy steps. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. """ diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py index 4267654..bd6b08f 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_greedy_pivoted.py @@ -1,571 +1,572 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # from copy import deepcopy as copy import numpy as np from .generic_pivoted_approximant import (GenericPivotedApproximantBase, GenericPivotedApproximantNoMatch, - GenericPivotedApproximant) + GenericPivotedApproximantPoleMatch) from .gather_pivoted_approximant import gatherPivotedApproximant from rrompy.reduction_methods.standard.greedy.rational_interpolant_greedy \ import RationalInterpolantGreedy from rrompy.reduction_methods.standard.greedy.generic_greedy_approximant \ import pruneSamples from rrompy.utilities.base.types import Np1D from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.poly_fitting.polynomial import polyvander as pv from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert from rrompy.parameter import emptyParameterList, parameterList from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv __all__ = ['RationalInterpolantGreedyPivotedNoMatch', - 'RationalInterpolantGreedyPivoted'] + 'RationalInterpolantGreedyPivotedPoleMatch'] class RationalInterpolantGreedyPivotedBase(GenericPivotedApproximantBase, RationalInterpolantGreedy): def __init__(self, *args, **kwargs): self._preInit() super().__init__(*args, **kwargs) self._ignoreResidues = self.nparPivot > 1 self._postInit() @property def tModelType(self): if hasattr(self, "_temporaryPivot"): return RationalInterpolantGreedy.tModelType.fget(self) return super().tModelType def _polyvanderAuxiliary(self, mus, deg, *args): degEff = [0] * self.npar degEff[self.directionPivot[0]] = deg return pv(mus, degEff, *args) def _marginalizeMiscellanea(self, forward:bool): if forward: self._m_selfmus = copy(self.mus) self._m_HFEparameterMap = copy(self.HFEngine.parameterMap) self._mus = self.checkParameterListPivot( self.mus(self.directionPivot)) self.HFEngine.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} else: self._mus = self._m_selfmus self.HFEngine.parameterMap = self._m_HFEparameterMap del self._m_selfmus, self._m_HFEparameterMap def _marginalizeTrainedModel(self, forward:bool): if forward: del self._temporaryPivot self.trainedModel.data.mu0 = self.mu0 self.trainedModel.data.scaleFactor = [1.] * self.npar self.trainedModel.data.scaleFactor[self.directionPivot[0]] = ( self.scaleFactor[0]) self.trainedModel.data.parameterMap = self.HFEngine.parameterMap self._m_musUniqueCN = copy(self._musUniqueCN) musUniqueCNAux = np.zeros((self.S, self.npar), dtype = self._musUniqueCN.dtype) musUniqueCNAux[:, self.directionPivot[0]] = self._musUniqueCN(0) self._musUniqueCN = self.checkParameterList(musUniqueCNAux) self._m_derIdxs = copy(self._derIdxs) for j in range(len(self._derIdxs)): for l in range(len(self._derIdxs[j])): derjl = self._derIdxs[j][l][0] self._derIdxs[j][l] = [0] * self.npar self._derIdxs[j][l][self.directionPivot[0]] = derjl self.trainedModel.data.Q._dirPivot = self.directionPivot[0] self.trainedModel.data.P._dirPivot = self.directionPivot[0] # tell greedy error estimator that operator / RHS is pivot-affine if hasattr(self.HFEngine.A, "is_affine"): self._A_is_affine = self.HFEngine.A.is_affine else: self._A_is_affine = 0 if hasattr(self.HFEngine.b, "is_affine"): self._b_is_affine = self.HFEngine.b.is_affine else: self._b_is_affine = 0 if self._A_is_affine >= 1 / 2 and self._b_is_affine >= 1 / 2: self._affine_lvl += [1 / 2] else: self._temporaryPivot = 1 self.trainedModel.data.mu0 = self.checkParameterListPivot( self.mu0(self.directionPivot)) self.trainedModel.data.scaleFactor = self.scaleFactor self.trainedModel.data.parameterMap = { "F": [self.HFEngine.parameterMap["F"][self.directionPivot[0]]], "B": [self.HFEngine.parameterMap["B"][self.directionPivot[0]]]} self._musUniqueCN = copy(self._m_musUniqueCN) self._derIdxs = copy(self._m_derIdxs) del self._m_musUniqueCN, self._m_derIdxs del self.trainedModel.data.Q._dirPivot del self.trainedModel.data.P._dirPivot if self._A_is_affine >= 1 / 2 and self._b_is_affine >= 1 / 2: self._affine_lvl.pop() del self._A_is_affine, self._b_is_affine self.trainedModel.data.npar = self.npar def errorEstimator(self, mus:Np1D, return_max : bool = False) -> Np1D: """Standard residual-based error estimator.""" setupOK = self.setupApproxLocal() if setupOK > 0: err = np.empty(len(mus)) err[:] = np.nan if not return_max: return err return err, [- setupOK], np.nan self._marginalizeTrainedModel(True) errRes = super().errorEstimator(mus, return_max) self._marginalizeTrainedModel(False) return errRes def _preliminaryTraining(self): """Initialize starting snapshots of solution map.""" RROMPyAssert(self._mode, message = "Cannot start greedy algorithm.") self._S = self._setSampleBatch(self.S) self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer musPivot = self.trainSetGenerator.generatePoints(self.S) while len(musPivot) > self.S: musPivot.pop() muTestPivot = self.samplerPivot.generatePoints(self.nTestPoints, False) idxPop = pruneSamples(self.mapParameterListPivot(muTestPivot), self.mapParameterListPivot(musPivot), 1e-10 * self.scaleFactorPivot[0]) self._mus = emptyParameterList() self.mus.reset((self.S, self.npar + len(self.musMargLoc))) muTestBase = emptyParameterList() muTestBase.reset((len(muTestPivot), self.npar + len(self.musMargLoc))) for k in range(self.S): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = musPivot[k] muk[self.directionMarginal] = self.musMargLoc self.mus[k] = muk for k in range(len(muTestPivot)): muk = np.empty_like(muTestBase[0]) muk[self.directionPivot] = muTestPivot[k] muk[self.directionMarginal] = self.musMargLoc muTestBase[k] = muk muTestBase.pop(idxPop) muLast = copy(self.mus[-1]) self.mus.pop() if len(self.mus) > 0: vbMng(self, "MAIN", ("Adding first {} sample point{} at {} to training " "set.").format(self.S - 1, "" + "s" * (self.S > 2), self.mus), 3) self.samplingEngine.iterSample(self.mus) self._S = len(self.mus) self._approxParameters["S"] = self.S self.muTest = parameterList(muTestBase) self.muTest.append(muLast) self.M, self.N = ("AUTO",) * 2 def setupApproxLocal(self) -> int: """Compute rational interpolant.""" self._marginalizeMiscellanea(True) setupOK = super().setupApproxLocal() self._marginalizeMiscellanea(False) return setupOK def setupApprox(self, *args, **kwargs) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeScaleFactor() self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal) while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop() S0 = copy(self.S) idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True) pMat, Ps, Qs, mus = None, [], [], None req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 25) if self.storeAllSamples: self.storeSamples() pL, pT, mT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) mus = np.empty((0, self.mu0.shape[1]), dtype = mT) else: _scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 for i in idx: self.musMargLoc = self.musMarginal[i] vbMng(self, "MAIN", "Building marginal model no. {} at {}.".format(i + 1, self.musMargLoc), 5) self.samplingEngine.resetHistory() self.trainedModel = None self.verbosity -= 5 self.samplingEngine.verbosity -= 10 RationalInterpolantGreedy.setupApprox(self, *args, **kwargs) self.verbosity += 5 self.samplingEngine.verbosity += 10 if self.storeAllSamples: self.storeSamples(i) musi = self.samplingEngine.mus pMati = self.samplingEngine.projectionMatrix if not hasattr(self, "matchState") or not self.matchState: if self.POD == 1 and not ( hasattr(self.HFEngine.C, "is_mu_independent") and self.HFEngine.C.is_mu_independent in self._output_lvl): raise RROMPyException(("Cannot apply mu-dependent C " "to orthonormalized samples.")) vbMng(self, "INIT", "Extracting system output from state.", 35) if (hasattr(self.HFEngine, "_is_C_quadratic") and self.HFEngine._is_C_quadratic): pMati = self.HFEngine.applyC(pMati, musi) else: pMatiEff = None for j, mu in enumerate(musi): pMij = np.expand_dims(self.HFEngine.applyC( pMati[:, j], mu), -1) if pMatiEff is None: pMatiEff = np.array(pMij) else: pMatiEff = np.append(pMatiEff, pMij, axis = 1) pMati = pMatiEff vbMng(self, "DEL", "Done extracting system output.", 35) if pMat is None: mus = copy(musi.data) pMat = copy(pMati) if i == 0: for dest in emptyCores: req += [isend((len(pMat), pMat.dtype, mus.dtype), dest = dest, tag = dest)] else: mus = np.vstack((mus, musi.data)) pMat = np.hstack((pMat, pMati)) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] self._S = S0 del self._temporaryPivot, self.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._preliminaryMarginalFinalization() self._finalizeMarginalization() vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 class RationalInterpolantGreedyPivotedNoMatch( RationalInterpolantGreedyPivotedBase, GenericPivotedApproximantNoMatch): """ ROM pivoted rational interpolant (without pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - '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. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'polybasis': type of polynomial basis for pivot interpolation; - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ -class RationalInterpolantGreedyPivoted(RationalInterpolantGreedyPivotedBase, - GenericPivotedApproximant): +class RationalInterpolantGreedyPivotedPoleMatch( + RationalInterpolantGreedyPivotedBase, + GenericPivotedApproximantPoleMatch): """ ROM pivoted rational interpolant (with pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'greedyTol': uniform error tolerance for greedy algorithm; defaults to 1e-2; - 'collinearityTol': collinearity tolerance for greedy algorithm; defaults to 0.; - 'maxIter': maximum number of greedy steps; defaults to 1e2; - 'nTestPoints': number of test points; defaults to 5e2; - 'trainSetGenerator': training sample points generator; defaults to sampler; - 'errorEstimatorKind': kind of error estimator; available values include 'AFFINE', 'DISCREPANCY', 'LOOK_AHEAD', 'LOOK_AHEAD_RES', and 'NONE'; defaults to 'NONE'; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', '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. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'greedyTol': uniform error tolerance for greedy algorithm; - 'collinearityTol': collinearity tolerance for greedy algorithm; - 'maxIter': maximum number of greedy steps; - 'nTestPoints': number of test points; - 'trainSetGenerator': training sample points generator; - 'errorEstimatorKind': kind of error estimator; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. greedyTol: uniform error tolerance for greedy algorithm. collinearityTol: Collinearity tolerance for greedy algorithm. maxIter: maximum number of greedy steps. nTestPoints: number of starting training points. trainSetGenerator: training sample points generator. errorEstimatorKind: kind of error estimator. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() setupOK = super().setupApprox(*args, **kwargs) if self.matchState: self._postApplyC() return setupOK diff --git a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py index b997500..95086fd 100644 --- a/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py +++ b/rrompy/reduction_methods/pivoted/rational_interpolant_pivoted.py @@ -1,486 +1,487 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # import numpy as np from collections.abc import Iterable from copy import deepcopy as copy from .generic_pivoted_approximant import (GenericPivotedApproximantBase, GenericPivotedApproximantNoMatch, - GenericPivotedApproximant) + GenericPivotedApproximantPoleMatch) from .gather_pivoted_approximant import gatherPivotedApproximant from rrompy.reduction_methods.standard.rational_interpolant import ( RationalInterpolant) from rrompy.utilities.base import verbosityManager as vbMng from rrompy.utilities.numerical.hash_derivative import nextDerivativeIndices from rrompy.utilities.exception_manager import (RROMPyException, RROMPyAssert, RROMPyWarning) from rrompy.parameter import emptyParameterList from rrompy.utilities.parallel import poolRank, indicesScatter, isend, recv -__all__ = ['RationalInterpolantPivotedNoMatch', 'RationalInterpolantPivoted'] +__all__ = ['RationalInterpolantPivotedNoMatch', + 'RationalInterpolantPivotedPoleMatch'] class RationalInterpolantPivotedBase(GenericPivotedApproximantBase, RationalInterpolant): def __init__(self, *args, **kwargs): self._preInit() self._addParametersToList(toBeExcluded = ["polydegreetype"]) super().__init__(*args, **kwargs) self._ignoreResidues = self.nparPivot > 1 self._postInit() @property def scaleFactorDer(self): """Value of scaleFactorDer.""" if self._scaleFactorDer == "NONE": return 1. if self._scaleFactorDer == "AUTO": return self.scaleFactorPivot return self._scaleFactorDer @scaleFactorDer.setter def scaleFactorDer(self, scaleFactorDer): if isinstance(scaleFactorDer, (str,)): scaleFactorDer = scaleFactorDer.upper() elif isinstance(scaleFactorDer, Iterable): scaleFactorDer = list(scaleFactorDer) self._scaleFactorDer = scaleFactorDer self._approxParameters["scaleFactorDer"] = self._scaleFactorDer @property def polydegreetype(self): """Value of polydegreetype.""" return "TOTAL" @polydegreetype.setter def polydegreetype(self, polydegreetype): RROMPyWarning(("polydegreetype is used just to simplify inheritance, " "and its value cannot be changed from 'TOTAL'.")) def _setupInterpolationIndices(self): """Setup parameters for polyvander.""" RROMPyAssert(self._mode, message = "Cannot setup interpolation indices.") if (self._musUniqueCN is None or len(self._reorder) != len(self.musPivot)): try: muPC = self.trainedModel.centerNormalizePivot(self.musPivot) except: muPC = self.trainedModel.centerNormalize(self.musPivot) self._musUniqueCN, musIdxsTo, musIdxs, musCount = (muPC.unique( return_index = True, return_inverse = True, return_counts = True)) self._musUnique = self.musPivot[musIdxsTo] self._derIdxs = [None] * len(self._musUniqueCN) self._reorder = np.empty(len(musIdxs), dtype = int) filled = 0 for j, cnt in enumerate(musCount): self._derIdxs[j] = nextDerivativeIndices([], self.nparPivot, cnt) jIdx = np.nonzero(musIdxs == j)[0] self._reorder[jIdx] = np.arange(filled, filled + cnt) filled += cnt def setupApprox(self) -> int: """Compute rational interpolant.""" if self.checkComputedApprox(): return -1 RROMPyAssert(self._mode, message = "Cannot setup approximant.") vbMng(self, "INIT", "Setting up {}.". format(self.name()), 5) self.computeScaleFactor() self.resetSamples() self.samplingEngine.scaleFactor = self.scaleFactorDer self.musPivot = self.samplerPivot.generatePoints(self.S) while len(self.musPivot) > self.S: self.musPivot.pop() self._musMarginal = self.samplerMarginal.generatePoints(self.SMarginal) while len(self.musMarginal) > self.SMarginal: self.musMarginal.pop() self._mus = emptyParameterList() self.mus.reset((self.S * self.SMarginal, self.HFEngine.npar)) for j, muMarg in enumerate(self.musMarginal): for k in range(j * self.S, (j + 1) * self.S): muk = np.empty_like(self.mus[0]) muk[self.directionPivot] = self.musPivot[k - j * self.S] muk[self.directionMarginal] = muMarg self.mus[k] = muk N0 = copy(self.N) self._setupTrainedModel(np.zeros((0, 0)), forceNew = True) idx, sizes = indicesScatter(len(self.musMarginal), return_sizes = True) pMat, Ps, Qs = None, [], [] req, emptyCores = [], np.where(np.logical_not(sizes))[0] if len(idx) == 0: vbMng(self, "MAIN", "Idling.", 30) if self.storeAllSamples: self.storeSamples() pL, pT = recv(source = 0, tag = poolRank()) pMat = np.empty((pL, 0), dtype = pT) else: _scaleFactorOldPivot = copy(self.scaleFactor) self.scaleFactor = self.scaleFactorPivot self._temporaryPivot = 1 for i in idx: musi = self.mus[self.S * i : self.S * (i + 1)] vbMng(self, "MAIN", "Building marginal model no. {} at {}.".format(i + 1, self.musMarginal[i]), 5) vbMng(self, "INIT", "Starting computation of snapshots.", 10) self.samplingEngine.resetHistory() self.samplingEngine.iterSample(musi) vbMng(self, "DEL", "Done computing snapshots.", 10) self.verbosity -= 5 self.samplingEngine.verbosity -= 10 self._setupRational(self._setupDenominator()) self.verbosity += 5 self.samplingEngine.verbosity += 10 if self.storeAllSamples: self.storeSamples(i) pMati = self.samplingEngine.projectionMatrix if not hasattr(self, "matchState") or not self.matchState: if self.POD == 1 and not ( hasattr(self.HFEngine.C, "is_mu_independent") and self.HFEngine.C.is_mu_independent in self._output_lvl): raise RROMPyException(("Cannot apply mu-dependent C " "to orthonormalized samples.")) vbMng(self, "INIT", "Extracting system output from state.", 35) if (hasattr(self.HFEngine, "_is_C_quadratic") and self.HFEngine._is_C_quadratic): pMati = self.HFEngine.applyC(pMati, musi) else: pMatiEff = None for j, mu in enumerate(musi): pMij = np.expand_dims(self.HFEngine.applyC( pMati[:, j], mu), -1) if pMatiEff is None: pMatiEff = np.array(pMij) else: pMatiEff = np.append(pMatiEff, pMij, axis = 1) pMati = pMatiEff vbMng(self, "DEL", "Done extracting system output.", 35) if pMat is None: pMat = copy(pMati) if i == 0: for dest in emptyCores: req += [isend((len(pMat), pMat.dtype), dest = dest, tag = dest)] else: pMat = np.hstack((pMat, pMati)) Ps += [copy(self.trainedModel.data.P)] Qs += [copy(self.trainedModel.data.Q)] del self.trainedModel.data.Q, self.trainedModel.data.P self.N = N0 del self._temporaryPivot self.scaleFactor = _scaleFactorOldPivot for r in req: r.wait() pMat, Ps, Qs, _, _ = gatherPivotedApproximant(pMat, Ps, Qs, self.mus.data, sizes, self.polybasis, False) self._setupTrainedModel(pMat) self.trainedModel.data.Qs, self.trainedModel.data.Ps = Qs, Ps Psupp = np.arange(0, len(self.musMarginal) * self.S, self.S) self.trainedModel.data.Psupp = list(Psupp) - self._poleMatching() + self._preliminaryMarginalFinalization() self._finalizeMarginalization() vbMng(self, "DEL", "Done setting up approximant.", 5) return 0 class RationalInterpolantPivotedNoMatch(RationalInterpolantPivotedBase, GenericPivotedApproximantNoMatch): """ ROM pivoted rational interpolant (without pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', 'BARYCENTRIC_NORM', and 'BARYCENTRIC[_AVERAGE]' (check pdf in main folder for meaning); defaults to 'NORM'; - 'interpRcond': tolerance for pivot interpolation; defaults to None; - 'robustTol': tolerance for robust rational denominator management; defaults to 0. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'polybasis': type of polynomial basis for pivot interpolation; - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. M: Numerator degree of approximant. N: Denominator degree of approximant. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ -class RationalInterpolantPivoted(RationalInterpolantPivotedBase, - GenericPivotedApproximant): +class RationalInterpolantPivotedPoleMatch(RationalInterpolantPivotedBase, + GenericPivotedApproximantPoleMatch): """ ROM pivoted rational interpolant (with pole matching) computation for parametric problems. Args: HFEngine: HF problem solver. mu0(optional): Default parameter. Defaults to 0. directionPivot(optional): Pivot components. Defaults to [0]. approxParameters(optional): Dictionary containing values for main parameters of approximant. Recognized keys are: - 'POD': kind of snapshots orthogonalization; allowed values include 0, 1/2, and 1; defaults to 1, i.e. POD; - 'scaleFactorDer': scaling factors for derivative computation; defaults to 'AUTO'; - 'matchState': whether to match the system state rather than the system output; defaults to False; - 'matchingWeight': weight for pole matching optimization; defaults to 1; - 'sharedRatio': required ratio of marginal points to share resonance; defaults to 1.; - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator; - 'polybasis': type of polynomial basis for pivot interpolation; defaults to 'MONOMIAL'; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; allowed values include 'MONOMIAL_*', 'CHEBYSHEV_*', 'LEGENDRE_*', 'NEARESTNEIGHBOR', and 'PIECEWISE_LINEAR_*'; defaults to 'MONOMIAL'; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; defaults to 'AUTO', i.e. maximum allowed; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'nNeighborsMarginal': number of marginal nearest neighbors; defaults to 1; only for 'NEARESTNEIGHBOR'; . 'polydegreetypeMarginal': type of polynomial degree for marginal; defaults to 'TOTAL'; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'interpRcondMarginal': tolerance for marginal interpolation; defaults to None; not for 'NEARESTNEIGHBOR' or 'PIECEWISE_LINEAR_*'; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights; only for radial basis. - 'M': degree of rational interpolant numerator; defaults to 'AUTO', i.e. maximum allowed; - 'N': degree of rational interpolant denominator; defaults to 'AUTO', i.e. maximum allowed; - 'radialDirectionalWeights': radial basis weights for pivot numerator; defaults to 1; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; defaults to [-1, -1]; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; defaults to 1; - 'functionalSolve': strategy for minimization of denominator functional; allowed values include 'NORM', 'DOMINANT', 'NODAL', '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. Defaults to empty dict. verbosity(optional): Verbosity level. Defaults to 10. Attributes: HFEngine: HF problem solver. mu0: Default parameter. directionPivot: Pivot components. mus: Array of snapshot parameters. musPivot: Array of pivot snapshot parameters. musMarginal: Array of marginal snapshot parameters. approxParameters: Dictionary containing values for main parameters of approximant. Recognized keys are in parameterList. parameterListSoft: Recognized keys of soft approximant parameters: - 'POD': kind of snapshots orthogonalization; - 'scaleFactorDer': scaling factors for derivative computation; - 'matchState': whether to match the system state rather than the system output; - 'matchingWeight': weight for pole matching optimization; - 'sharedRatio': required ratio of marginal points to share resonance; - 'polybasis': type of polynomial basis for pivot interpolation; - 'polybasisMarginal': type of polynomial basis for marginal interpolation; - 'paramsMarginal': dictionary of parameters for marginal interpolation; include: . 'MMarginal': degree of marginal interpolant; . 'nNeighborsMarginal': number of marginal nearest neighbors; . 'polydegreetypeMarginal': type of polynomial degree for marginal; . 'interpRcondMarginal': tolerance for marginal interpolation; . 'radialDirectionalWeightsMarginalAdapt': bounds for adaptive rescaling of marginal radial basis weights. - 'M': degree of rational interpolant numerator; - 'N': degree of rational interpolant denominator; - 'radialDirectionalWeights': radial basis weights for pivot numerator; - 'radialDirectionalWeightsAdapt': bounds for adaptive rescaling of radial basis weights; - 'radialDirectionalWeightsMarginal': radial basis weights for marginal interpolant; - 'functionalSolve': strategy for minimization of denominator functional; - 'interpRcond': tolerance for pivot interpolation; - 'robustTol': tolerance for robust rational denominator management. parameterListCritical: Recognized keys of critical approximant parameters: - 'S': total number of pivot samples current approximant relies upon; - 'samplerPivot': pivot sample point generator; - 'SMarginal': total number of marginal samples current approximant relies upon; - 'samplerMarginal': marginal sample point generator. verbosity: Verbosity level. POD: Kind of snapshots orthogonalization. scaleFactorDer: Scaling factors for derivative computation. matchState: Whether to match the system state rather than the system output. matchingWeight: Weight for pole matching optimization. sharedRatio: Required ratio of marginal points to share resonance. S: Total number of pivot samples current approximant relies upon. samplerPivot: Pivot sample point generator. SMarginal: Total number of marginal samples current approximant relies upon. samplerMarginal: Marginal sample point generator. polybasis: Type of polynomial basis for pivot interpolation. polybasisMarginal: Type of polynomial basis for marginal interpolation. paramsMarginal: Dictionary of parameters for marginal interpolation. M: Numerator degree of approximant. N: Denominator degree of approximant. radialDirectionalWeights: Radial basis weights for pivot numerator. radialDirectionalWeightsAdapt: Bounds for adaptive rescaling of radial basis weights. radialDirectionalWeightsMarginal: Radial basis weights for marginal interpolant. functionalSolve: Strategy for minimization of denominator functional. interpRcond: Tolerance for pivot interpolation. robustTol: Tolerance for robust rational denominator management. muBounds: list of bounds for pivot parameter values. muBoundsMarginal: list of bounds for marginal parameter values. samplingEngine: Sampling engine. uHF: High fidelity solution(s) with parameter(s) lastSolvedHF as sampleList. lastSolvedHF: Parameter(s) corresponding to last computed high fidelity solution(s) as parameterList. uApproxReduced: Reduced approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApproxReduced: Parameter(s) corresponding to last computed reduced approximate solution(s) as parameterList. uApprox: Approximate solution(s) with parameter(s) lastSolvedApprox as sampleList. lastSolvedApprox: Parameter(s) corresponding to last computed approximate solution(s) as parameterList. Q: Numpy 1D vector containing complex coefficients of approximant denominator. P: Numpy 2D vector whose columns are FE dofs of coefficients of approximant numerator. """ def setupApprox(self, *args, **kwargs) -> int: if self.checkComputedApprox(): return -1 self.purgeparamsMarginal() setupOK = super().setupApprox(*args, **kwargs) if self.matchState: self._postApplyC() return setupOK diff --git a/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_nomatch.py index a2a5cc7..4eacc69 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 @@ -1,367 +1,284 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # import numpy as np -from 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.heaviside import rational2heaviside 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 +from rrompy.sampling import 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. """ + @property + def supportEnd(self): + lookAtExcl = hasattr(self, "_PsuppExcl") and len(self._PsuppExcl) > 0 + idxIncl = np.argmax(self.data.Psupp) + if lookAtExcl: idxExcl = np.argmax(self._PsuppExcl) + if (not lookAtExcl + or self.data.Psupp[idxIncl] >= self._PsuppExcl[idxExcl]): + return self.data.Psupp[idxIncl] + self.data.Ps[idxIncl].shape[0] + return self._PsuppExcl[idxExcl] + self._PsExcl[idxExcl].shape[0] + 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): + def compress(self, collapse : bool = False, tol : float = 0., + returnRMat : bool = False, **compressMatrixkwargs): if not collapse and tol <= 0.: return if hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic: raise RROMPyException(("Cannot compress model with quadratic " "output.")) 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]]) + self.data.projMat, RMat, _ = compressMatrix(RMat, tol, + **compressMatrixkwargs) 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) + if returnRMat: return RMat 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): + def updateEffectiveSamples(self, exclude:List[int]): 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 = [] + 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] - lookAtExcl = hasattr(self, "_PsuppExcl") and len(self._PsuppExcl) > 0 - idxIncl = np.argmax(self.data.Psupp) - if lookAtExcl: idxExcl = np.argmax(self._PsuppExcl) - if (not lookAtExcl - or self.data.Psupp[idxIncl] >= self._PsuppExcl[idxExcl]): - sEnd = self.data.Psupp[idxIncl] + self.data.HIs[idxIncl].shape[0] - else: - sEnd = self._PsuppExcl[idxExcl] + self._HIsExcl[idxExcl].shape[0] - self.data.supportEnd = sEnd - - 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.supportEnd - - 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 _setupQuadMapping(self, N2 : List[int] = None): if not (hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic): RROMPyWarning(("Quadratic mapping is useless if output is not " "quadratic. Aborting.")) return if N2 is None: - N2 = np.array([hi.shape[0] for hi in self.data.HIs], dtype = int) + N2 = np.array([P.shape[0] for P in self.data.Ps], dtype = int) if self.data._is_C_quadratic == 1: N2 = N2 ** 2 else: # if self.data._is_C_quadratic == 2: N2 = N2 * (N2 + 1) // 2 if (hasattr(self, "quad_mapping") and self.quad_mapping.shape[1] == np.sum(N2)): return quad_mapping = np.empty((2, 0), dtype = int) for Nloc, suppj in zip(N2, self.data.Psupp): self.quad_mapping = np.empty((0, 0)) super()._setupQuadMapping(Nloc) quad_mapping = np.append(quad_mapping, self.quad_mapping + suppj, axis = 1) self.quad_mapping = quad_mapping 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 + muM = self.checkParameterListMarginal(mu(self.data.directionMarginal)) + intM = np.array(self.data.marginalInterp(muM), dtype = int) + p = emptySampleList() + vbMng(self, "INIT", "Evaluating numerator at mu = {}.".format(mu), 17) + for i, iM in enumerate(intM): + Pval, supp = self.data.Ps[iM](muP[i]), self.data.Psupp[iM] + if i == 0: + p.reset((self.supportEnd, len(mu)), dtype = Pval.dtype) + p.data[:] = 0. + p.data[supp : supp + len(Pval), i] = Pval[:, 0] + 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. """ 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) + muM = self.checkParameterListMarginal(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 + intM = np.array(self.data.marginalInterp(muM), dtype = int) + vbMng(self, "INIT", "Evaluating denominator at mu = {}.".format(mu), + 17) + q = np.array([self.data.Qs[iM](mP, derP, sclP)[0] + for iM, mP in zip(intM, muP)]) + vbMng(self, "DEL", "Done evaluating denominator.", 17) + return q 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 isinstance(mVals, Iterable): mVals = [mVals] mVals = list(mVals) else: mVals = [fp] 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]) + muM = self.checkParameterListMarginal([mVals[j] + for j in range(len(mVals)) if j != rDim]) + iM = int(self.data.marginalInterp(muM)) + roots = self.data.scaleFactor[rDim] * self.data.Qs[iM].roots() 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] + 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 isinstance(mVals, Iterable): mVals = [mVals] + mVals = list(mVals) else: - mVals = kwargs["marginalVals"] - if not isinstance(mVals, Iterable): mVals = [mVals] - mVals = list(mVals) + mVals = [fp] rDim = mVals.index(fp) - mMarg = [mVals[j] for j in range(len(mVals)) if j != rDim] - res = self.interpolateMarginalCoeffs(mMarg)[0][: len(pls), :].T + 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] + muM = self.checkParameterListMarginal([mVals[j] + for j in range(len(mVals)) if j != rDim]) + iM = int(self.data.marginalInterp(muM)) + res, pls, basis = rational2heaviside(self.data.Ps[iM], + self.data.Qs[iM]) + res = res[: len(pls), :].T if hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic: self._setupQuadMapping() res = res[self.quad_mapping[0]] * res[self.quad_mapping[1]].conj() if not self.data._collapsed: res = dot(self.data.projMat, res).T if (hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic == 2): res = np.real(res) return pls, res 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_polematch.py similarity index 61% rename from rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py rename to rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_polematch.py index d0191f4..21ffc99 100644 --- a/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational.py +++ b/rrompy/reduction_methods/pivoted/trained_model/trained_model_pivoted_rational_polematch.py @@ -1,308 +1,503 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # import warnings import numpy as np +from scipy.special import factorial as fact from scipy.sparse import csr_matrix, hstack, SparseEfficiencyWarning +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 .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.base.types import (Np1D, Np2D, List, ListAny, paramVal, + paramList, sampList, HFEng) +from rrompy.utilities.base import verbosityManager as vbMng, freepar as fp +from rrompy.utilities.numerical import dot 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, +from rrompy.utilities.poly_fitting.heaviside import (rational2heaviside, + 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 +from rrompy.utilities.exception_manager import RROMPyException, RROMPyAssert +from rrompy.sampling import sampleList, emptySampleList -__all__ = ['TrainedModelPivotedRational'] +__all__ = ['TrainedModelPivotedRationalPoleMatch'] -class TrainedModelPivotedRational(TrainedModelPivotedRationalNoMatch): +class TrainedModelPivotedRationalPoleMatch(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 compress(self, collapse : bool = False, tol : float = 0., + returnRMat : bool = False, **compressMatrixkwargs): + Psupp = copy(self.data.Psupp) + RMat = super().compress(collapse, tol, True, **compressMatrixkwargs) + if RMat is None: return + for obj, suppj in zip(self.data.HIs, Psupp): + obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) + if hasattr(self, "_HIsExcl"): + for obj, suppj in zip(self._HIsExcl, Psupp): + obj.postmultiplyTensorize(RMat.T[suppj : suppj + obj.shape[0]]) + if not hasattr(self, "_PsExcl"): + self._PsuppExcl = [0] * len(self._PsuppExcl) + if returnRMat: return RMat + def centerNormalizeMarginal(self, mu : paramList = [], mu0 : paramVal = None) -> paramList: """ Compute normalized parameter to be plugged into approximant. Args: mu: Parameter(s) 1. mu0: Parameter(s) 2. If None, set to self.data.mu0Marginal. Returns: Normalized parameter. """ mu = self.checkParameterListMarginal(mu) if mu0 is None: mu0 = self.checkParameterListMarginal( self.data.mu0(0, self.data.directionMarginal)) return (self.mapParameterList(mu, idx = self.data.directionMarginal) - self.mapParameterList(mu0, idx = self.data.directionMarginal) ) / [self.data.scaleFactor[x] for x in self.data.directionMarginal] def setupMarginalInterp(self, approx, interpPars:ListAny, extraPar = None): vbMng(self, "INIT", "Starting computation of marginal interpolator.", 12) musMCN = self.centerNormalizeMarginal(self.data.musMarginal) nM, pbM = len(musMCN), approx.polybasisMarginal if pbM in ppb + rbpb: if extraPar: approx._setMMarginalAuto() _MMarginalEff = approx.paramsMarginal["MMarginal"] if pbM in ppb: p = PI() elif pbM in rbpb: p = RBI() else: # if pbM in sparsekinds + ["NEARESTNEIGHBOR"]: if pbM == "NEARESTNEIGHBOR": p = NNI() else: # if pbM in sparsekinds: pllims = [[-1.] * self.data.nparMarginal, [1.] * self.data.nparMarginal] p = PLI() for ipts, pts in enumerate(self.data.suppEffPts): if len(pts) == 0: raise RROMPyException("Empty list of support points.") musMCNEff, valsEff = musMCN[pts], np.eye(len(pts)) if pbM in ppb + rbpb: if extraPar: if ipts > 0: verb = approx.verbosity approx.verbosity = 0 _musM = approx.musMarginal approx.musMarginal = musMCNEff approx._setMMarginalAuto() approx.musMarginal = _musM approx.verbosity = verb else: approx.paramsMarginal["MMarginal"] = reduceDegreeN( _MMarginalEff, len(musMCNEff), self.data.nparMarginal, approx.paramsMarginal["polydegreetypeMarginal"]) MMEff = approx.paramsMarginal["MMarginal"] while MMEff >= 0: wellCond, msg = p.setupByInterpolation(musMCNEff, valsEff, MMEff, *interpPars) vbMng(self, "MAIN", msg, 30) if wellCond: break vbMng(self, "MAIN", ("Polyfit is poorly conditioned. Reducing " "MMarginal by 1."), 35) MMEff -= 1 if MMEff < 0: raise RROMPyException(("Instability in computation of " "interpolant. Aborting.")) if (pbM in rbpb and len(interpPars) > 4 and "optimizeScalingBounds" in interpPars[4].keys()): interpPars[4]["optimizeScalingBounds"] = [-1., -1.] elif pbM == "NEARESTNEIGHBOR": if ipts > 0: interpPars[0] = 1 p.setupByInterpolation(musMCNEff, valsEff, *interpPars) elif ipts == 0: # and pbM in sparsekinds: p.setupByInterpolation(musMCNEff, valsEff, pllims, extraPar[pts], *interpPars) if ipts == 0: self.data.marginalInterp = copy(p) self.data.coeffsEff, self.data.polesEff = [], [] for hi, sup in zip(self.data.HIs, self.data.Psupp): cEff = hi.coeffs if (self.data._collapsed - or self.data.supportEnd == cEff.shape[1]): + or self.supportEnd == cEff.shape[1]): cEff = copy(cEff) else: - supC = self.data.supportEnd - sup - cEff.shape[1] + supC = self.supportEnd - 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.supportEnd == cEff.shape[1]): + or self.supportEnd == cEff.shape[1]): cfBase = np.zeros((len(idxBad), cEff.shape[1]), dtype = cEff.dtype) else: - cfBase = csr_matrix((len(idxBad), - self.data.supportEnd), + cfBase = csr_matrix((len(idxBad), self.supportEnd), 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 updateEffectiveSamples(self, exclude:List[int], *args, **kwargs): + if hasattr(self, "_idxExcl"): + for j, excl in enumerate(self._idxExcl): + self.data.HIs.insert(excl, self._HIsExcl[j]) + super().updateEffectiveSamples(exclude) + self._HIsExcl = [] + for excl in self._idxExcl[::-1]: + self._HIsExcl = [self.data.HIs.pop(excl)] + self._HIsExcl + 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 initializeFromRational(self, matchingWeight:float, HFEngine:HFEng, + is_state:bool): + """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, + matchingWeight, HFEngine, is_state) + def initializeFromLists(self, poles:ListAny, coeffs:ListAny, supps:ListAny, basis:str, matchingWeight:float, HFEngine:HFEng, is_state:bool): """Initialize Heaviside representation.""" Ns = [len(pls) for pls in poles] poles, coeffs = heavisideUniformShape(poles, coeffs) root = Ns.index(len(poles[0])) if hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic: csizemax = np.max([len(c) for c in coeffs]) #csizemax = np.max([c.shape[1] for c in coeffs]) if self.data._is_C_quadratic == 1: csizemax = csizemax ** 2 else: # if self.data._is_C_quadratic == 2: csizemax = csizemax * (csizemax + 1) // 2 TrainedModelRational._setupQuadMapping(self, csizemax) projMapping = self.quad_mapping projMappingReal = self.data._is_C_quadratic == 2 else: projMapping, projMappingReal = None, False poles, coeffs = rationalFunctionMatching(poles, coeffs, self.data.musMarginal.data, matchingWeight, supps, self.data.projMat, HFEngine, is_state, root, projMapping, projMappingReal) - super().initializeFromLists(poles, coeffs, supps, basis) + 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] 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 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 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 + + 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 = mP[0] - pl + for terms in combinations(np.arange(N), N - derP): + derVal[i] += np.prod(plDist[list(terms)]) + 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 isinstance(mVals, Iterable): mVals = [mVals] + mVals = list(mVals) + else: + mVals = [fp] + 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 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), :].T + if hasattr(self.data, "_is_C_quadratic") and self.data._is_C_quadratic: + self._setupQuadMapping() + res = res[self.quad_mapping[0]] * res[self.quad_mapping[1]].conj() + if not self.data._collapsed: res = dot(self.data.projMat, res).T + if (hasattr(self.data, "_is_C_quadratic") + and self.data._is_C_quadratic == 2): + res = np.real(res) + return pls, res 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 8550521..8c250e8 100644 --- a/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py +++ b/tests/4_reduction_methods_multiD/greedy_pivoted_rational_2d.py @@ -1,85 +1,85 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # import numpy as np from matrix_random import matrixRandom from rrompy.reduction_methods import ( - RationalInterpolantPivotedGreedy as RIPG, - RationalInterpolantGreedyPivotedGreedy as RIGPG) + RationalInterpolantPivotedGreedyPoleMatch as RIPG, + RationalInterpolantGreedyPivotedGreedyPoleMatch 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": "LOOK_AHEAD_RECOVER", "matchingWeight": 1., "samplerMarginal":SGS([6.75, 7.25])} approx = RIPG([0], solver, mu0, 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": "LOOK_AHEAD_RECOVER", "matchingWeight": 1., "samplerMarginal":SGS([6.75, 7.25])} approx = RIGPG([0], solver, mu0, 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 4552ba7..15c2c35 100644 --- a/tests/4_reduction_methods_multiD/pivoted_rational_2d.py +++ b/tests/4_reduction_methods_multiD/pivoted_rational_2d.py @@ -1,111 +1,112 @@ # Copyright (C) 2018-2020 by the RROMPy authors # # This file is part of RROMPy. # # RROMPy is free software: you can redistribute it and/or modify # it under the terms of the GNU Lesser General Public License as published by # the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # # RROMPy is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Lesser General Public License for more details. # # You should have received a copy of the GNU Lesser General Public License # along with RROMPy. If not, see . # import numpy as np from matrix_random import matrixRandom -from rrompy.reduction_methods import (RationalInterpolantPivoted as RIP, - RationalInterpolantGreedyPivoted as RIGP) +from rrompy.reduction_methods import ( + RationalInterpolantPivotedPoleMatch as RIP, + RationalInterpolantGreedyPivotedPoleMatch 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, 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} approx = RIP([0], solver, mu0, 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.} solver.cutOffPolesRMinRel, solver.cutOffPolesRMaxRel = -3., 3. solver.cutOffPolesIMinRel, solver.cutOffPolesIMaxRel = -1.5, 1.5 approx = RIGP([0], solver, mu0, 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)