|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "code", |
| 5 | + "execution_count": 1, |
| 6 | + "metadata": {}, |
| 7 | + "outputs": [], |
| 8 | + "source": [ |
| 9 | + "import ctf" |
| 10 | + ] |
| 11 | + }, |
| 12 | + { |
| 13 | + "cell_type": "markdown", |
| 14 | + "metadata": {}, |
| 15 | + "source": [ |
| 16 | + "Construct 1D Poisson stiffness matrix $A$." |
| 17 | + ] |
| 18 | + }, |
| 19 | + { |
| 20 | + "cell_type": "code", |
| 21 | + "execution_count": 2, |
| 22 | + "metadata": {}, |
| 23 | + "outputs": [ |
| 24 | + { |
| 25 | + "data": { |
| 26 | + "text/plain": [ |
| 27 | + "array([[-2., 1., 0., 0.],\n", |
| 28 | + " [ 1., -2., 1., 0.],\n", |
| 29 | + " [ 0., 1., -2., 1.],\n", |
| 30 | + " [ 0., 0., 1., -2.]])" |
| 31 | + ] |
| 32 | + }, |
| 33 | + "execution_count": 2, |
| 34 | + "metadata": {}, |
| 35 | + "output_type": "execute_result" |
| 36 | + } |
| 37 | + ], |
| 38 | + "source": [ |
| 39 | + "n = 4\n", |
| 40 | + "A = (-2.)*ctf.eye(n,n,sp=True) + ctf.eye(n,n,1,sp=True) + ctf.eye(n,n,-1,sp=True)\n", |
| 41 | + "A" |
| 42 | + ] |
| 43 | + }, |
| 44 | + { |
| 45 | + "cell_type": "markdown", |
| 46 | + "metadata": {}, |
| 47 | + "source": [ |
| 48 | + "Construct 3D Poisson stiffness matrix $T = A \\otimes I \\otimes I + I \\otimes A \\otimes I + I \\otimes I \\otimes A$ as an order 6 tensor." |
| 49 | + ] |
| 50 | + }, |
| 51 | + { |
| 52 | + "cell_type": "code", |
| 53 | + "execution_count": 3, |
| 54 | + "metadata": {}, |
| 55 | + "outputs": [], |
| 56 | + "source": [ |
| 57 | + "I = ctf.eye(n,n,sp=True) # sparse identity matrix\n", |
| 58 | + "T = ctf.tensor((n,n,n,n,n,n),sp=True) # sparse tensor\n", |
| 59 | + "T.i(\"aixbjy\") << A.i(\"ab\")*I.i(\"ij\")*I.i(\"xy\") + I.i(\"ab\")*A.i(\"ij\")*I.i(\"xy\") + I.i(\"ab\")*I.i(\"ij\")*A.i(\"xy\")" |
| 60 | + ] |
| 61 | + }, |
| 62 | + { |
| 63 | + "cell_type": "markdown", |
| 64 | + "metadata": {}, |
| 65 | + "source": [ |
| 66 | + "The 3D Poisson stiffness matrix is full rank." |
| 67 | + ] |
| 68 | + }, |
| 69 | + { |
| 70 | + "cell_type": "code", |
| 71 | + "execution_count": 4, |
| 72 | + "metadata": {}, |
| 73 | + "outputs": [ |
| 74 | + { |
| 75 | + "data": { |
| 76 | + "text/plain": [ |
| 77 | + "array([10.85410197, 9.85410197, 9.85410197, 9.85410197, 8.85410197,\n", |
| 78 | + " 8.85410197, 8.85410197, 8.61803399, 8.61803399, 8.61803399,\n", |
| 79 | + " 7.85410197, 7.61803399, 7.61803399, 7.61803399, 7.61803399,\n", |
| 80 | + " 7.61803399, 7.61803399, 7.61803399, 7.61803399, 7.61803399,\n", |
| 81 | + " 6.61803399, 6.61803399, 6.61803399, 6.61803399, 6.61803399,\n", |
| 82 | + " 6.61803399, 6.61803399, 6.61803399, 6.61803399, 6.38196601,\n", |
| 83 | + " 6.38196601, 6.38196601, 5.61803399, 5.61803399, 5.61803399,\n", |
| 84 | + " 5.38196601, 5.38196601, 5.38196601, 5.38196601, 5.38196601,\n", |
| 85 | + " 5.38196601, 5.38196601, 5.38196601, 5.38196601, 4.38196601,\n", |
| 86 | + " 4.38196601, 4.38196601, 4.38196601, 4.38196601, 4.38196601,\n", |
| 87 | + " 4.38196601, 4.38196601, 4.38196601, 4.14589803, 3.38196601,\n", |
| 88 | + " 3.38196601, 3.38196601, 3.14589803, 3.14589803, 3.14589803,\n", |
| 89 | + " 2.14589803, 2.14589803, 2.14589803, 1.14589803])" |
| 90 | + ] |
| 91 | + }, |
| 92 | + "execution_count": 4, |
| 93 | + "metadata": {}, |
| 94 | + "output_type": "execute_result" |
| 95 | + } |
| 96 | + ], |
| 97 | + "source": [ |
| 98 | + "[U,S,V] = ctf.svd(T.reshape((n*n*n,n*n*n)))\n", |
| 99 | + "S" |
| 100 | + ] |
| 101 | + }, |
| 102 | + { |
| 103 | + "cell_type": "markdown", |
| 104 | + "metadata": {}, |
| 105 | + "source": [ |
| 106 | + "However, if we transpose the tensor modes, the Kronecker product gives a rank-2 form." |
| 107 | + ] |
| 108 | + }, |
| 109 | + { |
| 110 | + "cell_type": "code", |
| 111 | + "execution_count": 5, |
| 112 | + "metadata": {}, |
| 113 | + "outputs": [ |
| 114 | + { |
| 115 | + "name": "stdout", |
| 116 | + "output_type": "stream", |
| 117 | + "text": [ |
| 118 | + "6.871137023129482e-14\n" |
| 119 | + ] |
| 120 | + } |
| 121 | + ], |
| 122 | + "source": [ |
| 123 | + "T2 = ctf.tensor((n,n,n,n,n,n),sp=True)\n", |
| 124 | + "T2.i(\"abijxy\") << T.i(\"aixbjy\") # transpose tensor\n", |
| 125 | + "[U,S,V] = ctf.svd(T2.reshape((n*n, n*n*n*n)),2) # compute rank-2 SVD on unfolded tensor\n", |
| 126 | + "print(ctf.vecnorm(T2.reshape((n*n, n*n*n*n))-U@ctf.diag(S,sp=True)@V)) # compute norm of error" |
| 127 | + ] |
| 128 | + }, |
| 129 | + { |
| 130 | + "cell_type": "markdown", |
| 131 | + "metadata": {}, |
| 132 | + "source": [ |
| 133 | + "In fact, there are two low-rank matrix unfoldings." |
| 134 | + ] |
| 135 | + }, |
| 136 | + { |
| 137 | + "cell_type": "code", |
| 138 | + "execution_count": 6, |
| 139 | + "metadata": {}, |
| 140 | + "outputs": [ |
| 141 | + { |
| 142 | + "name": "stdout", |
| 143 | + "output_type": "stream", |
| 144 | + "text": [ |
| 145 | + "7.495317009386868e-14\n" |
| 146 | + ] |
| 147 | + } |
| 148 | + ], |
| 149 | + "source": [ |
| 150 | + "[U,S,V] = ctf.svd(T2.reshape((n*n*n*n, n*n)),2) # compute rank-2 SVD on unfolded tensor\n", |
| 151 | + "print(ctf.vecnorm(T2.reshape((n*n*n*n, n*n))-U@ctf.diag(S,sp=True)@V)) # compute norm of error" |
| 152 | + ] |
| 153 | + }, |
| 154 | + { |
| 155 | + "cell_type": "markdown", |
| 156 | + "metadata": {}, |
| 157 | + "source": [ |
| 158 | + "We can construct a tensor train factorization to exploit both unfoldings. The tensor train ranks are $2\\times 2$." |
| 159 | + ] |
| 160 | + }, |
| 161 | + { |
| 162 | + "cell_type": "code", |
| 163 | + "execution_count": 7, |
| 164 | + "metadata": {}, |
| 165 | + "outputs": [], |
| 166 | + "source": [ |
| 167 | + "[U1,S1,V1] = ctf.svd(T2.reshape((n*n, n*n*n*n)),2) # compute rank-2 SVD on unfolded tensor\n", |
| 168 | + "[U2,S2,V2] = ctf.svd((ctf.diag(S1,sp=True) @ V1).reshape((2*n*n, n*n)),2)\n", |
| 169 | + "V2 = ctf.diag(S2,sp=True) @ V2\n", |
| 170 | + "W1 = U1.reshape((n,n,2))\n", |
| 171 | + "W2 = U2.reshape((2,n,n,2))\n", |
| 172 | + "W3 = V2.reshape((2,n,n))" |
| 173 | + ] |
| 174 | + }, |
| 175 | + { |
| 176 | + "cell_type": "markdown", |
| 177 | + "metadata": {}, |
| 178 | + "source": [ |
| 179 | + "The tensor train factorization requires $O(n^2)$ storage for this tensor, which is $n\\times n\\times n\\times n\\times n\\times n$ and has $O(n^3)$ nonzeros." |
| 180 | + ] |
| 181 | + }, |
| 182 | + { |
| 183 | + "cell_type": "code", |
| 184 | + "execution_count": 8, |
| 185 | + "metadata": {}, |
| 186 | + "outputs": [ |
| 187 | + { |
| 188 | + "data": { |
| 189 | + "text/plain": [ |
| 190 | + "5.709367875808552e-14" |
| 191 | + ] |
| 192 | + }, |
| 193 | + "execution_count": 8, |
| 194 | + "metadata": {}, |
| 195 | + "output_type": "execute_result" |
| 196 | + } |
| 197 | + ], |
| 198 | + "source": [ |
| 199 | + "E = ctf.tensor((n,n,n,n,n,n))\n", |
| 200 | + "E.i(\"aixbjy\") << T.i(\"aixbjy\") - W1.i(\"abu\")*W2.i(\"uijv\")*W3.i(\"vxy\")\n", |
| 201 | + "ctf.vecnorm(E)" |
| 202 | + ] |
| 203 | + }, |
| 204 | + { |
| 205 | + "cell_type": "markdown", |
| 206 | + "metadata": {}, |
| 207 | + "source": [ |
| 208 | + "The CP decomposition of this tensor should be rank 2 and provides further compression." |
| 209 | + ] |
| 210 | + }, |
| 211 | + { |
| 212 | + "cell_type": "code", |
| 213 | + "execution_count": null, |
| 214 | + "metadata": {}, |
| 215 | + "outputs": [], |
| 216 | + "source": [ |
| 217 | + "from ctf import random\n", |
| 218 | + "ctf.random.seed(42)\n", |
| 219 | + "Z1 = ctf.random.random((n,n,2))\n", |
| 220 | + "Z2 = ctf.random.random((n,n,2))\n", |
| 221 | + "Z3 = ctf.random.random((n,n,2))\n", |
| 222 | + "lmbda = ctf.random.random((2))\n", |
| 223 | + "\n", |
| 224 | + "niter = 0\n", |
| 225 | + "\n", |
| 226 | + "def normalize(Z):\n", |
| 227 | + " norms = ctf.tensor(2)\n", |
| 228 | + " norms.i(\"u\") << Z.i(\"pqu\")*Z.i(\"pqu\")\n", |
| 229 | + " norms = 1./norms**.5\n", |
| 230 | + " X = ctf.tensor(copy=Z)\n", |
| 231 | + " Z.set_zero()\n", |
| 232 | + " Z.i(\"pqu\") << X.i(\"pqu\")*norms.i(\"u\")\n", |
| 233 | + " return 1./norms\n", |
| 234 | + "\n", |
| 235 | + "normalize(Z1)\n", |
| 236 | + "normalize(Z2)\n", |
| 237 | + "normalize(Z3)\n", |
| 238 | + "\n", |
| 239 | + "E = ctf.tensor((n,n,n,n,n,n))\n", |
| 240 | + "E.i(\"aixbjy\") << T.i(\"aixbjy\") - lmbda.i(\"u\")*Z1.i(\"abu\")*Z2.i(\"iju\")*Z3.i(\"xyu\")\n", |
| 241 | + "\n", |
| 242 | + "while (ctf.vecnorm(E) > 1.e-6 and niter < 100):\n", |
| 243 | + " if niter % 10 == 0:\n", |
| 244 | + " print(ctf.vecnorm(E))\n", |
| 245 | + " M = ctf.tensor((n,n,n,n,2))\n", |
| 246 | + " M.i(\"ijxyu\") << Z2.i(\"iju\")*Z3.i(\"xyu\")\n", |
| 247 | + " [U,S,V] = ctf.svd(M.reshape((n*n*n*n,2)),2)\n", |
| 248 | + " S = 1./S\n", |
| 249 | + " Z1.set_zero()\n", |
| 250 | + " Z1.i(\"abu\") << V.i(\"vu\")*S.i(\"v\")*U.reshape((n,n,n,n,2)).i(\"ijxyv\")*T.i(\"aixbjy\")\n", |
| 251 | + " \n", |
| 252 | + " normalize(Z1)\n", |
| 253 | + " \n", |
| 254 | + " M.set_zero()\n", |
| 255 | + " M.i(\"abxyu\") << Z1.i(\"abu\")*Z3.i(\"xyu\")\n", |
| 256 | + " [U,S,V] = ctf.svd(M.reshape((n*n*n*n,2)),2)\n", |
| 257 | + " S = 1./S\n", |
| 258 | + " Z2.set_zero()\n", |
| 259 | + " Z2.i(\"iju\") << V.i(\"vu\")*S.i(\"v\")*U.reshape((n,n,n,n,2)).i(\"abxyv\")*T.i(\"aixbjy\")\n", |
| 260 | + " \n", |
| 261 | + " normalize(Z2)\n", |
| 262 | + " \n", |
| 263 | + " M.set_zero()\n", |
| 264 | + " M.i(\"abiju\") << Z1.i(\"abu\")*Z2.i(\"iju\")\n", |
| 265 | + " [U,S,V] = ctf.svd(M.reshape((n*n*n*n,2)),2)\n", |
| 266 | + " S = 1./S\n", |
| 267 | + " Z3.set_zero()\n", |
| 268 | + " Z3.i(\"xyu\") << V.i(\"vu\")*S.i(\"v\")*U.reshape((n,n,n,n,2)).i(\"abijv\")*T.i(\"aixbjy\")\n", |
| 269 | + "\n", |
| 270 | + " lmbda = normalize(Z3)\n", |
| 271 | + " \n", |
| 272 | + " E.set_zero()\n", |
| 273 | + " E.i(\"aixbjy\") << T.i(\"aixbjy\") - lmbda.i(\"u\")*Z1.i(\"abu\")*Z2.i(\"iju\")*Z3.i(\"xyu\")\n", |
| 274 | + " niter+=1\n", |
| 275 | + "\n", |
| 276 | + "E.i(\"aixbjy\") << T.i(\"aixbjy\") - lmbda.i(\"u\")*Z1.i(\"abu\")*Z2.i(\"iju\")*Z3.i(\"xyu\")" |
| 277 | + ] |
| 278 | + }, |
| 279 | + { |
| 280 | + "cell_type": "code", |
| 281 | + "execution_count": null, |
| 282 | + "metadata": {}, |
| 283 | + "outputs": [], |
| 284 | + "source": [] |
| 285 | + }, |
| 286 | + { |
| 287 | + "cell_type": "code", |
| 288 | + "execution_count": null, |
| 289 | + "metadata": {}, |
| 290 | + "outputs": [], |
| 291 | + "source": [] |
| 292 | + } |
| 293 | + ], |
| 294 | + "metadata": { |
| 295 | + "kernelspec": { |
| 296 | + "display_name": "Python 3", |
| 297 | + "language": "python", |
| 298 | + "name": "python3" |
| 299 | + }, |
| 300 | + "language_info": { |
| 301 | + "codemirror_mode": { |
| 302 | + "name": "ipython", |
| 303 | + "version": 3 |
| 304 | + }, |
| 305 | + "file_extension": ".py", |
| 306 | + "mimetype": "text/x-python", |
| 307 | + "name": "python", |
| 308 | + "nbconvert_exporter": "python", |
| 309 | + "pygments_lexer": "ipython3", |
| 310 | + "version": "3.5.2" |
| 311 | + } |
| 312 | + }, |
| 313 | + "nbformat": 4, |
| 314 | + "nbformat_minor": 2 |
| 315 | +} |
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