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authorNao Pross <np@0hm.ch>2024-05-05 14:59:53 +0200
committerNao Pross <np@0hm.ch>2024-05-05 15:01:20 +0200
commitebb57cd66dbf5ebf6244c968339df97dad5dae56 (patch)
treecc7f474b2bff97becdaa3d04ff6c76b985e1ba6b
parentAdd optional field to statemonad to see arguments given to delayed call (diff)
downloadpolymatrix-ebb57cd66dbf5ebf6244c968339df97dad5dae56.tar.gz
polymatrix-ebb57cd66dbf5ebf6244c968339df97dad5dae56.zip
Create init function for PolyMatrixAsAffineExpression, fix methods
-rw-r--r--polymatrix/__init__.py4
-rw-r--r--polymatrix/polymatrix/init.py29
-rw-r--r--polymatrix/polymatrix/mixins.py71
3 files changed, 93 insertions, 11 deletions
diff --git a/polymatrix/__init__.py b/polymatrix/__init__.py
index af1d5fa..a808d92 100644
--- a/polymatrix/__init__.py
+++ b/polymatrix/__init__.py
@@ -10,11 +10,14 @@ from polymatrix.expression import product as internal_product
from polymatrix.expression.to import to_constant as internal_to_constant
from polymatrix.expression.to import to_sympy as internal_to_sympy
from polymatrix.denserepr.from_ import from_polymatrix
+from polymatrix.polymatrix.init import to_affine_expression
Expression = internal_Expression
ExpressionState = internal_ExpressionState
init_expression_state = internal_init_expression_state
+make_state = init_expression_state
+
from_ = internal_from
v_stack = internal_v_stack
h_stack = internal_h_stack
@@ -25,4 +28,5 @@ to_sympy_repr = internal_to_sympy
to_sympy = internal_to_sympy
to_matrix_repr = from_polymatrix
to_dense = from_polymatrix
+to_affine = to_affine_expression
from_names = internal_from_names
diff --git a/polymatrix/polymatrix/init.py b/polymatrix/polymatrix/init.py
index 9a85a0d..f9a3de1 100644
--- a/polymatrix/polymatrix/init.py
+++ b/polymatrix/polymatrix/init.py
@@ -5,8 +5,9 @@ import numpy as np
from typing import TYPE_CHECKING
-from polymatrix.polymatrix.impl import BroadcastPolyMatrixImpl, PolyMatrixImpl
+from polymatrix.polymatrix.impl import BroadcastPolyMatrixImpl, PolyMatrixImpl, PolyMatrixAsAffineExpressionImpl
from polymatrix.polymatrix.typing import PolyMatrixDict, PolyDict, MatrixIndex, MonomialIndex, VariableIndex
+from polymatrix.polymatrix.mixins import PolyMatrixAsAffineExpressionMixin
if TYPE_CHECKING:
from polymatrix.polymatrix.mixins import BroadcastPolyMatrixMixin, PolyMatrixMixin
@@ -48,3 +49,29 @@ def init_broadcast_poly_matrix(
data=data,
shape=shape,
)
+
+
+def to_affine_expression(p: PolyMatrixMixin) -> PolyMatrixAsAffineExpressionMixin:
+
+ if isinstance(p, PolyMatrixAsAffineExpressionMixin):
+ return p
+
+ # get all monomials that come up in p, and sort them
+ monomials = sorted(set(m for _, entry in p.entries() for m
+ in entry.monomials()))
+
+ nrows, ncols = p.shape
+ data = np.zeros((nrows, ncols * len(monomials)))
+
+ # Generate slices to index sub-matrices
+ slices = {
+ m: tuple(range(i*ncols, (i+1)*ncols))
+ for i, m in enumerate(monomials)
+ }
+
+ for (row, col), poly in p.entries():
+ for monomial, coeff in poly.terms():
+ slice = slices[monomial]
+ data[row, slice[col]] += coeff
+
+ return PolyMatrixAsAffineExpressionImpl(data, p.shape, slices)
diff --git a/polymatrix/polymatrix/mixins.py b/polymatrix/polymatrix/mixins.py
index 25b968c..b33379b 100644
--- a/polymatrix/polymatrix/mixins.py
+++ b/polymatrix/polymatrix/mixins.py
@@ -4,6 +4,7 @@ import abc
import typing
import itertools
import functools
+import math
import numpy as np
from numpy.typing import NDArray
@@ -220,7 +221,10 @@ class PolyMatrixAsAffineExpressionMixin(
# -- Special methods for affine expression
- def monomials_eval(self, x: tuple) -> dict[MonomialIndex, float]:
+ def monomials_eval(self, x: Sequence[float] | MatrixType, monomials: Iterable[MonomialIndex]) -> dict[MonomialIndex, float]:
+ raise NotImplementedError
+
+ def monomials_eval_all(self, x: Sequence[float] | MatrixType) -> dict[MonomialIndex, float]:
r"""
Evaluate all monomials up to degree :math:`d`.
@@ -228,6 +232,20 @@ class PolyMatrixAsAffineExpressionMixin(
numerical values of :math:`\langle x \rangle_d = \{1, x_1, x_2, \ldots,
x_q, x_1^2, x_1 x_2, \ldots, x_q^2, x_1^3, \ldots, x_q^d\}`.
"""
+
+ # Get involved variables
+ # TODO: this value should be cached
+ variables = sorted(set(v for m in self.slices.keys()
+ for v in m))
+
+ # TODO: this value should be cached
+ q = len(variables)
+
+ if len(x) != q:
+ # TODO: improve error message, retrieve variable names from state?
+ raise ValueError(f"The value must be a {q} dimensional, however "
+ f"{x} is {len(x)} dimensional.")
+
def compute_with_triangles(d, x):
# To compute all monomials we need to compute all integer points contained
# in a d-dimensional triangle-like shape. For example given a q-dimensional
@@ -300,7 +318,7 @@ class PolyMatrixAsAffineExpressionMixin(
return terms
# Get the highest degree we need to compute from the monomial indices
- # TODO: this value could be cached
+ # TODO: this value should be cached
d = max(m.degree for m in self.slices.keys())
# Add the constant term
@@ -309,7 +327,6 @@ class PolyMatrixAsAffineExpressionMixin(
}
# Compute all monomials and convert key to MonomialIndex
- # TODO: modify compute_with_triangles to directly use MonomialIndex
for key, val in compute_with_triangles(d, x).items():
# See comment above for structure of key
# Count occurrences to convert to MonomialIndex
@@ -320,7 +337,7 @@ class PolyMatrixAsAffineExpressionMixin(
else:
new_key[e] = 1
- index = MonomialIndex(VariableIndex(k, v) for k, v in new_key.items())
+ index = MonomialIndex(VariableIndex(variables[k].index, v) for k, v in new_key.items())
monomial_values[index] = val
# Sort the values by monomial index, which have a total order
@@ -346,10 +363,9 @@ class PolyMatrixAsAffineExpressionMixin(
r"""
Iterate over the coefficients grouped by degree.
"""
- monomials = self.slices.keys()
- groups = itertools.groupby(monomials, lambda m: m.degree)
+ groups = itertools.groupby(self.slices.keys(), lambda m: m.degree)
for degree, monomials in groups:
- yield degree, np.vstack(list(self.data[m] for m in monomials))
+ yield degree, np.hstack(list(self.data[:, self.slices[m]] for m in monomials))
def affine_eval(self, x: MatrixType) -> MatrixType:
r"""
@@ -357,12 +373,47 @@ class PolyMatrixAsAffineExpressionMixin(
:math:`p(x) = \sum_{\alpha \in \mathcal{E}\langle x \rangle_d} A_\alpha x^\alpha`
at a given :math:`x`.
"""
- # Compute all powers of x
- monomials = np.array(tuple(self.monomials_eval(tuple(x)).items()))
+ # Get the number of variables involved
+ # TODO: this value should be cached
+ q = len(set(v.index
+ for m in self.slices.keys()
+ for v in m))
+
+ if len(x) != q:
+ # TODO: improve error message, retrieve variable names from state?
+ raise ValueError(f"The value must be a {q} dimensional, however "
+ f"{x} is {len(x)} dimensional.")
+
+ # Get the highest degree we need to compute from the monomial indices
+ # TODO: this value should be cached
+ d = max(m.degree for m in self.slices.keys())
+
+ # Compute number of monomials that are generated by that
+ # TODO: this value should be cached
+ n = sum(math.comb(k + q - 1, k) for k in range(0, d+1))
+
+ # Heuristic on efficiency, computing all monomials exploits the
+ # structure to reduce the number of computations necessary. But the
+ # efficiency gain is useless if most of the computed terms are not
+ # used.
+ if len(self.slices) > n / 2:
+ # Compute all powers of x up to degree d
+ all_monomials = self.monomials_eval_all(x)
+ monomials = {
+ m: all_monomials[m]
+ for m in self.slices.keys()
+ }
+
+ else:
+ # Compute only the necessary terms
+ monomials = self.monomials_eval(x, self.slices.keys())
+
+ mvalues = np.array(tuple(monomials.values()))
+
# Evaluate the affine expression
_, ncols = self.shape
- return self.data @ (np.kron(monomials, np.eye(ncols)))
+ return self.data @ (np.kron(mvalues, np.eye(ncols)).T)
def affine_eval_fn(self) -> Callable[[MatrixType], MatrixType]:
r"""