Mon, 23 Dec 2024 23:27:45 -0500
Basic arithmetric opt-in hack attempt: not allowed by Rust.
67 | 1 | /*! |
2 | Simple disrete gradient operators | |
3 | */ | |
4 | use numeric_literals::replace_float_literals; | |
5 | use nalgebra::{ | |
6 | DVector, Matrix, U1, Storage, StorageMut, Dyn | |
7 | }; | |
8 | use crate::types::Float; | |
9 | use crate::instance::Instance; | |
80
f802ddbabcfc
Basic arithmetric opt-in hack attempt: not allowed by Rust.
Tuomo Valkonen <tuomov@iki.fi>
parents:
67
diff
changeset
|
10 | use crate::mapping::ArithmeticTrue; |
67 | 11 | use crate::linops::{Mapping, Linear, BoundedLinear, Adjointable, GEMV}; |
12 | use crate::norms::{Norm, L2}; | |
13 | ||
14 | #[derive(Copy, Clone, Debug)] | |
15 | /// Forward differences with Neumann boundary conditions | |
16 | pub struct ForwardNeumann; | |
17 | ||
18 | #[derive(Copy, Clone, Debug)] | |
19 | /// Forward differences with Dirichlet boundary conditions | |
20 | pub struct ForwardDirichlet; | |
21 | ||
22 | #[derive(Copy, Clone, Debug)] | |
23 | /// Backward differences with Dirichlet boundary conditions | |
24 | pub struct BackwardDirichlet; | |
25 | ||
26 | #[derive(Copy, Clone, Debug)] | |
27 | /// Backward differences with Neumann boundary conditions | |
28 | pub struct BackwardNeumann; | |
29 | ||
30 | /// Finite differences gradient | |
31 | pub struct Grad< | |
32 | F : Float + nalgebra::RealField, | |
33 | B : Discretisation<F>, | |
34 | const N : usize | |
35 | > { | |
36 | dims : [usize; N], | |
37 | h : F, // may be negative to implement adjoints! | |
38 | discretisation : B, | |
39 | } | |
40 | ||
41 | ||
42 | /// Finite differences divergence | |
43 | pub struct Div< | |
44 | F : Float + nalgebra::RealField, | |
45 | B : Discretisation<F>, | |
46 | const N : usize | |
47 | > { | |
48 | dims : [usize; N], | |
49 | h : F, // may be negative to implement adjoints! | |
50 | discretisation : B, | |
51 | } | |
52 | ||
53 | /// Internal: classification of a point in a 1D discretisation | |
54 | pub enum DiscretisationOrInterior { | |
55 | /// center, forward | |
56 | LeftBoundary(usize, usize), | |
57 | /// center, backward | |
58 | RightBoundary(usize, usize), | |
59 | /// center, (backward, forward) | |
60 | Interior(usize, (usize, usize)), | |
61 | } | |
62 | ||
63 | use DiscretisationOrInterior::*; | |
64 | ||
65 | /// Trait for different discretisations | |
66 | pub trait Discretisation<F : Float + nalgebra::RealField> : Copy { | |
67 | /// Opposite discretisation, appropriate for adjoints with negated cell width. | |
68 | type Opposite : Discretisation<F>; | |
69 | ||
70 | /// Add to appropiate index of `v` (as determined by `b`) the appropriate difference | |
71 | /// of `x` with cell width `h`. | |
72 | fn add_diff_mut<SMut, S>( | |
73 | &self, | |
74 | v : &mut Matrix<F, Dyn, U1, SMut>, | |
75 | x : &Matrix<F, Dyn, U1, S>, | |
76 | α : F, | |
77 | b : DiscretisationOrInterior, | |
78 | ) where | |
79 | SMut : StorageMut<F, Dyn, U1>, | |
80 | S : Storage<F, Dyn, U1>; | |
81 | ||
82 | /// Give the opposite discretisation, appropriate for adjoints with negated `h`. | |
83 | fn opposite(&self) -> Self::Opposite; | |
84 | ||
85 | /// Bound for the corresponding operator norm. | |
86 | #[replace_float_literals(F::cast_from(literal))] | |
87 | fn opnorm_bound(&self, h : F) -> F { | |
88 | // See: Chambolle, “An Algorithm for Total Variation Minimization and Applications”. | |
89 | // Ok for forward and backward differences. | |
90 | // | |
91 | // Fuck nalgebra for polluting everything with its own shit. | |
92 | num_traits::Float::sqrt(8.0) / h | |
93 | } | |
94 | } | |
95 | ||
96 | impl<F : Float + nalgebra::RealField> Discretisation<F> for ForwardNeumann { | |
97 | type Opposite = BackwardDirichlet; | |
98 | ||
99 | #[inline] | |
100 | fn add_diff_mut<SMut, S>( | |
101 | &self, | |
102 | v : &mut Matrix<F, Dyn, U1, SMut>, | |
103 | x : &Matrix<F, Dyn, U1, S>, | |
104 | α : F, | |
105 | b : DiscretisationOrInterior, | |
106 | ) where | |
107 | SMut : StorageMut<F, Dyn, U1>, | |
108 | S : Storage<F, Dyn, U1> | |
109 | { | |
110 | match b { | |
111 | Interior(c, (_, f)) | LeftBoundary(c, f) => { v[c] += (x[f] - x[c]) * α }, | |
112 | RightBoundary(_c, _b) => { }, | |
113 | } | |
114 | } | |
115 | ||
116 | #[inline] | |
117 | fn opposite(&self) -> Self::Opposite { | |
118 | BackwardDirichlet | |
119 | } | |
120 | } | |
121 | ||
122 | impl<F : Float + nalgebra::RealField> Discretisation<F> for BackwardNeumann { | |
123 | type Opposite = ForwardDirichlet; | |
124 | ||
125 | #[inline] | |
126 | fn add_diff_mut<SMut, S>( | |
127 | &self, | |
128 | v : &mut Matrix<F, Dyn, U1, SMut>, | |
129 | x : &Matrix<F, Dyn, U1, S>, | |
130 | α : F, | |
131 | b : DiscretisationOrInterior, | |
132 | ) where | |
133 | SMut : StorageMut<F, Dyn, U1>, | |
134 | S : Storage<F, Dyn, U1> | |
135 | { | |
136 | match b { | |
137 | Interior(c, (b, _)) | RightBoundary(c, b) => { v[c] += (x[c] - x[b]) * α }, | |
138 | LeftBoundary(_c, _f) => { }, | |
139 | } | |
140 | } | |
141 | ||
142 | #[inline] | |
143 | fn opposite(&self) -> Self::Opposite { | |
144 | ForwardDirichlet | |
145 | } | |
146 | } | |
147 | ||
148 | impl<F : Float + nalgebra::RealField> Discretisation<F> for BackwardDirichlet { | |
149 | type Opposite = ForwardNeumann; | |
150 | ||
151 | #[inline] | |
152 | fn add_diff_mut<SMut, S>( | |
153 | &self, | |
154 | v : &mut Matrix<F, Dyn, U1, SMut>, | |
155 | x : &Matrix<F, Dyn, U1, S>, | |
156 | α : F, | |
157 | b : DiscretisationOrInterior, | |
158 | ) where | |
159 | SMut : StorageMut<F, Dyn, U1>, | |
160 | S : Storage<F, Dyn, U1> | |
161 | { | |
162 | match b { | |
163 | Interior(c, (b, _f)) => { v[c] += (x[c] - x[b]) * α }, | |
164 | LeftBoundary(c, _f) => { v[c] += x[c] * α }, | |
165 | RightBoundary(c, b) => { v[c] -= x[b] * α }, | |
166 | } | |
167 | } | |
168 | ||
169 | #[inline] | |
170 | fn opposite(&self) -> Self::Opposite { | |
171 | ForwardNeumann | |
172 | } | |
173 | } | |
174 | ||
175 | impl<F : Float + nalgebra::RealField> Discretisation<F> for ForwardDirichlet { | |
176 | type Opposite = BackwardNeumann; | |
177 | ||
178 | #[inline] | |
179 | fn add_diff_mut<SMut, S>( | |
180 | &self, | |
181 | v : &mut Matrix<F, Dyn, U1, SMut>, | |
182 | x : &Matrix<F, Dyn, U1, S>, | |
183 | α : F, | |
184 | b : DiscretisationOrInterior, | |
185 | ) where | |
186 | SMut : StorageMut<F, Dyn, U1>, | |
187 | S : Storage<F, Dyn, U1> | |
188 | { | |
189 | match b { | |
190 | Interior(c, (_b, f)) => { v[c] += (x[f] - x[c]) * α }, | |
191 | LeftBoundary(c, f) => { v[c] += x[f] * α }, | |
192 | RightBoundary(c, _b) => { v[c] -= x[c] * α }, | |
193 | } | |
194 | } | |
195 | ||
196 | #[inline] | |
197 | fn opposite(&self) -> Self::Opposite { | |
198 | BackwardNeumann | |
199 | } | |
200 | } | |
201 | ||
202 | struct Iter<'a, const N : usize> { | |
203 | /// Dimensions | |
204 | dims : &'a [usize; N], | |
205 | /// Dimension along which to calculate differences | |
206 | d : usize, | |
207 | /// Stride along coordinate d | |
208 | d_stride : usize, | |
209 | /// Cartesian indices | |
210 | i : [usize; N], | |
211 | /// Linear index | |
212 | k : usize, | |
213 | /// Maximal linear index | |
214 | len : usize | |
215 | } | |
216 | ||
217 | impl<'a, const N : usize> Iter<'a, N> { | |
218 | fn new(dims : &'a [usize; N], d : usize) -> Self { | |
219 | let d_stride = dims[0..d].iter().product::<usize>(); | |
220 | let len = dims.iter().product::<usize>(); | |
221 | Iter{ dims, d, d_stride, i : [0; N], k : 0, len } | |
222 | } | |
223 | } | |
224 | ||
225 | impl<'a, const N : usize> Iterator for Iter<'a, N> { | |
226 | type Item = DiscretisationOrInterior; | |
227 | fn next(&mut self) -> Option<Self::Item> { | |
228 | let res = if self.k >= self.len { | |
229 | None | |
230 | } else { | |
231 | let cartesian_idx = self.i[self.d]; | |
232 | let cartesian_max = self.dims[self.d]; | |
233 | let k = self.k; | |
234 | ||
235 | if cartesian_idx == 0 { | |
236 | Some(LeftBoundary(k, k + self.d_stride)) | |
237 | } else if cartesian_idx + 1 >= cartesian_max { | |
238 | Some(RightBoundary(k, k - self.d_stride)) | |
239 | } else { | |
240 | Some(Interior(k, (k - self.d_stride, k + self.d_stride))) | |
241 | } | |
242 | }; | |
243 | self.k += 1; | |
244 | for j in 0..N { | |
245 | if self.i[j] + 1 < self.dims[j] { | |
246 | self.i[j] += 1; | |
247 | break | |
248 | } | |
249 | self.i[j] = 0 | |
250 | } | |
251 | res | |
252 | } | |
253 | } | |
254 | ||
255 | impl<F, B, const N : usize> Mapping<DVector<F>> | |
256 | for Grad<F, B, N> | |
257 | where | |
258 | B : Discretisation<F>, | |
259 | F : Float + nalgebra::RealField, | |
260 | { | |
261 | type Codomain = DVector<F>; | |
80
f802ddbabcfc
Basic arithmetric opt-in hack attempt: not allowed by Rust.
Tuomo Valkonen <tuomov@iki.fi>
parents:
67
diff
changeset
|
262 | type ArithmeticOptIn = ArithmeticTrue; |
f802ddbabcfc
Basic arithmetric opt-in hack attempt: not allowed by Rust.
Tuomo Valkonen <tuomov@iki.fi>
parents:
67
diff
changeset
|
263 | |
67 | 264 | fn apply<I : Instance<DVector<F>>>(&self, i : I) -> DVector<F> { |
265 | let mut y = DVector::zeros(N * self.len()); | |
266 | self.apply_add(&mut y, i); | |
267 | y | |
268 | } | |
269 | } | |
270 | ||
271 | #[replace_float_literals(F::cast_from(literal))] | |
272 | impl<F, B, const N : usize> GEMV<F, DVector<F>> | |
273 | for Grad<F, B, N> | |
274 | where | |
275 | B : Discretisation<F>, | |
276 | F : Float + nalgebra::RealField, | |
277 | { | |
278 | fn gemv<I : Instance<DVector<F>>>( | |
279 | &self, y : &mut DVector<F>, α : F, i : I, β : F | |
280 | ) { | |
281 | if β == 0.0 { | |
282 | y.as_mut_slice().iter_mut().for_each(|x| *x = 0.0); | |
283 | } else if β != 1.0 { | |
284 | //*y *= β; | |
285 | y.as_mut_slice().iter_mut().for_each(|x| *x *= β); | |
286 | } | |
287 | let h = self.h; | |
288 | let m = self.len(); | |
289 | i.eval(|x| { | |
290 | assert_eq!(x.len(), m); | |
291 | for d in 0..N { | |
292 | let mut v = y.generic_view_mut((d*m, 0), (Dyn(m), U1)); | |
293 | for b in Iter::new(&self.dims, d) { | |
294 | self.discretisation.add_diff_mut(&mut v, x, α/h, b) | |
295 | } | |
296 | } | |
297 | }) | |
298 | } | |
299 | } | |
300 | ||
301 | impl<F, B, const N : usize> Mapping<DVector<F>> | |
302 | for Div<F, B, N> | |
303 | where | |
304 | B : Discretisation<F>, | |
305 | F : Float + nalgebra::RealField, | |
306 | { | |
307 | type Codomain = DVector<F>; | |
80
f802ddbabcfc
Basic arithmetric opt-in hack attempt: not allowed by Rust.
Tuomo Valkonen <tuomov@iki.fi>
parents:
67
diff
changeset
|
308 | type ArithmeticOptIn = ArithmeticTrue; |
f802ddbabcfc
Basic arithmetric opt-in hack attempt: not allowed by Rust.
Tuomo Valkonen <tuomov@iki.fi>
parents:
67
diff
changeset
|
309 | |
67 | 310 | fn apply<I : Instance<DVector<F>>>(&self, i : I) -> DVector<F> { |
311 | let mut y = DVector::zeros(self.len()); | |
312 | self.apply_add(&mut y, i); | |
313 | y | |
314 | } | |
315 | } | |
316 | ||
317 | #[replace_float_literals(F::cast_from(literal))] | |
318 | impl<F, B, const N : usize> GEMV<F, DVector<F>> | |
319 | for Div<F, B, N> | |
320 | where | |
321 | B : Discretisation<F>, | |
322 | F : Float + nalgebra::RealField, | |
323 | { | |
324 | fn gemv<I : Instance<DVector<F>>>( | |
325 | &self, y : &mut DVector<F>, α : F, i : I, β : F | |
326 | ) { | |
327 | if β == 0.0 { | |
328 | y.as_mut_slice().iter_mut().for_each(|x| *x = 0.0); | |
329 | } else if β != 1.0 { | |
330 | //*y *= β; | |
331 | y.as_mut_slice().iter_mut().for_each(|x| *x *= β); | |
332 | } | |
333 | let h = self.h; | |
334 | let m = self.len(); | |
335 | i.eval(|x| { | |
336 | assert_eq!(x.len(), N * m); | |
337 | for d in 0..N { | |
338 | let v = x.generic_view((d*m, 0), (Dyn(m), U1)); | |
339 | for b in Iter::new(&self.dims, d) { | |
340 | self.discretisation.add_diff_mut(y, &v, α/h, b) | |
341 | } | |
342 | } | |
343 | }) | |
344 | } | |
345 | } | |
346 | ||
347 | impl<F, B, const N : usize> Grad<F, B, N> | |
348 | where | |
349 | B : Discretisation<F>, | |
350 | F : Float + nalgebra::RealField | |
351 | { | |
352 | /// Creates a new discrete gradient operator for the vector `u`, verifying dimensions. | |
353 | pub fn new_for(u : &DVector<F>, h : F, dims : [usize; N], discretisation : B) | |
354 | -> Option<Self> | |
355 | { | |
356 | if u.len() == dims.iter().product::<usize>() { | |
357 | Some(Grad { dims, h, discretisation } ) | |
358 | } else { | |
359 | None | |
360 | } | |
361 | } | |
362 | ||
363 | fn len(&self) -> usize { | |
364 | self.dims.iter().product::<usize>() | |
365 | } | |
366 | } | |
367 | ||
368 | ||
369 | impl<F, B, const N : usize> Div<F, B, N> | |
370 | where | |
371 | B : Discretisation<F>, | |
372 | F : Float + nalgebra::RealField | |
373 | { | |
374 | /// Creates a new discrete gradient operator for the vector `u`, verifying dimensions. | |
375 | pub fn new_for(u : &DVector<F>, h : F, dims : [usize; N], discretisation : B) | |
376 | -> Option<Self> | |
377 | { | |
378 | if u.len() == dims.iter().product::<usize>() * N { | |
379 | Some(Div { dims, h, discretisation } ) | |
380 | } else { | |
381 | None | |
382 | } | |
383 | } | |
384 | ||
385 | fn len(&self) -> usize { | |
386 | self.dims.iter().product::<usize>() | |
387 | } | |
388 | } | |
389 | ||
390 | impl<F, B, const N : usize> Linear<DVector<F>> | |
391 | for Grad<F, B, N> | |
392 | where | |
393 | B : Discretisation<F>, | |
394 | F : Float + nalgebra::RealField, | |
395 | { | |
396 | } | |
397 | ||
398 | impl<F, B, const N : usize> Linear<DVector<F>> | |
399 | for Div<F, B, N> | |
400 | where | |
401 | B : Discretisation<F>, | |
402 | F : Float + nalgebra::RealField, | |
403 | { | |
404 | } | |
405 | ||
406 | impl<F, B, const N : usize> BoundedLinear<DVector<F>, L2, L2, F> | |
407 | for Grad<F, B, N> | |
408 | where | |
409 | B : Discretisation<F>, | |
410 | F : Float + nalgebra::RealField, | |
411 | DVector<F> : Norm<F, L2>, | |
412 | { | |
413 | fn opnorm_bound(&self, _ : L2, _ : L2) -> F { | |
414 | // Fuck nalgebra. | |
415 | self.discretisation.opnorm_bound(num_traits::Float::abs(self.h)) | |
416 | } | |
417 | } | |
418 | ||
419 | ||
420 | impl<F, B, const N : usize> BoundedLinear<DVector<F>, L2, L2, F> | |
421 | for Div<F, B, N> | |
422 | where | |
423 | B : Discretisation<F>, | |
424 | F : Float + nalgebra::RealField, | |
425 | DVector<F> : Norm<F, L2>, | |
426 | { | |
427 | fn opnorm_bound(&self, _ : L2, _ : L2) -> F { | |
428 | // Fuck nalgebra. | |
429 | self.discretisation.opnorm_bound(num_traits::Float::abs(self.h)) | |
430 | } | |
431 | } | |
432 | ||
433 | impl<F, B, const N : usize> | |
434 | Adjointable<DVector<F>, DVector<F>> | |
435 | for Grad<F, B, N> | |
436 | where | |
437 | B : Discretisation<F>, | |
438 | F : Float + nalgebra::RealField, | |
439 | { | |
440 | type AdjointCodomain = DVector<F>; | |
441 | type Adjoint<'a> = Div<F, B::Opposite, N> where Self : 'a; | |
442 | ||
443 | /// Form the adjoint operator of `self`. | |
444 | fn adjoint(&self) -> Self::Adjoint<'_> { | |
445 | Div { | |
446 | dims : self.dims, | |
447 | h : -self.h, | |
448 | discretisation : self.discretisation.opposite(), | |
449 | } | |
450 | } | |
451 | } | |
452 | ||
453 | ||
454 | impl<F, B, const N : usize> | |
455 | Adjointable<DVector<F>, DVector<F>> | |
456 | for Div<F, B, N> | |
457 | where | |
458 | B : Discretisation<F>, | |
459 | F : Float + nalgebra::RealField, | |
460 | { | |
461 | type AdjointCodomain = DVector<F>; | |
462 | type Adjoint<'a> = Grad<F, B::Opposite, N> where Self : 'a; | |
463 | ||
464 | /// Form the adjoint operator of `self`. | |
465 | fn adjoint(&self) -> Self::Adjoint<'_> { | |
466 | Grad { | |
467 | dims : self.dims, | |
468 | h : -self.h, | |
469 | discretisation : self.discretisation.opposite(), | |
470 | } | |
471 | } | |
472 | } | |
473 | ||
474 | #[cfg(test)] | |
475 | mod tests { | |
476 | use super::*; | |
477 | ||
478 | #[test] | |
479 | fn grad_adjoint() { | |
480 | let im = DVector::from( (0..9).map(|t| t as f64).collect::<Vec<_>>()); | |
481 | let v = DVector::from( (0..18).map(|t| t as f64).collect::<Vec<_>>()); | |
482 | ||
483 | let grad = Grad::new_for(&im, 1.0, [3, 3], ForwardNeumann).unwrap(); | |
484 | let a = grad.apply(&im).dot(&v); | |
485 | let b = grad.adjoint().apply(&v).dot(&im); | |
486 | assert_eq!(a, b); | |
487 | ||
488 | let grad = Grad::new_for(&im, 1.0, [3, 3], ForwardDirichlet).unwrap(); | |
489 | let a = grad.apply(&im).dot(&v); | |
490 | let b = grad.adjoint().apply(&v).dot(&im); | |
491 | assert_eq!(a, b); | |
492 | ||
493 | } | |
494 | } |