Sat, 01 Feb 2025 16:47:11 -0500
Parameter adjustments
0 | 1 | |
2 | //! Things for constructing new kernels from component kernels and traits for analysing them | |
3 | use serde::Serialize; | |
4 | use numeric_literals::replace_float_literals; | |
5 | ||
6 | use alg_tools::types::*; | |
7 | use alg_tools::norms::*; | |
8 | use alg_tools::loc::Loc; | |
9 | use alg_tools::sets::Cube; | |
10 | use alg_tools::bisection_tree::{ | |
11 | Support, | |
12 | Bounds, | |
13 | LocalAnalysis, | |
14 | GlobalAnalysis, | |
15 | Bounded, | |
16 | }; | |
35 | 17 | use alg_tools::mapping::{ |
18 | Mapping, | |
19 | DifferentiableImpl, | |
20 | DifferentiableMapping, | |
21 | Differential, | |
22 | }; | |
23 | use alg_tools::instance::{Instance, Space}; | |
32 | 24 | use alg_tools::maputil::{array_init, map2, map1_indexed}; |
0 | 25 | use alg_tools::sets::SetOrd; |
26 | ||
27 | use crate::fourier::Fourier; | |
35 | 28 | use crate::types::*; |
0 | 29 | |
30 | /// Representation of the product of two kernels. | |
31 | /// | |
35 | 32 | /// The kernels typically implement [`Support`] and [`Mapping`]. |
0 | 33 | /// |
34 | /// The implementation [`Support`] only uses the [`Support::support_hint`] of the first parameter! | |
35 | #[derive(Copy,Clone,Serialize,Debug)] | |
36 | pub struct SupportProductFirst<A, B>( | |
37 | /// First kernel | |
38 | pub A, | |
39 | /// Second kernel | |
40 | pub B | |
41 | ); | |
42 | ||
35 | 43 | impl<A, B, F : Float, const N : usize> Mapping<Loc<F, N>> |
0 | 44 | for SupportProductFirst<A, B> |
35 | 45 | where |
46 | A : Mapping<Loc<F, N>, Codomain = F>, | |
47 | B : Mapping<Loc<F, N>, Codomain = F>, | |
48 | { | |
49 | type Codomain = F; | |
50 | ||
0 | 51 | #[inline] |
35 | 52 | fn apply<I : Instance<Loc<F, N>>>(&self, x : I) -> Self::Codomain { |
53 | self.0.apply(x.ref_instance()) * self.1.apply(x) | |
0 | 54 | } |
55 | } | |
56 | ||
35 | 57 | impl<A, B, F : Float, const N : usize> DifferentiableImpl<Loc<F, N>> |
0 | 58 | for SupportProductFirst<A, B> |
35 | 59 | where |
60 | A : DifferentiableMapping< | |
61 | Loc<F, N>, | |
62 | DerivativeDomain=Loc<F, N>, | |
63 | Codomain = F | |
64 | >, | |
65 | B : DifferentiableMapping< | |
66 | Loc<F, N>, | |
67 | DerivativeDomain=Loc<F, N>, | |
68 | Codomain = F, | |
69 | > | |
70 | { | |
71 | type Derivative = Loc<F, N>; | |
72 | ||
0 | 73 | #[inline] |
35 | 74 | fn differential_impl<I : Instance<Loc<F, N>>>(&self, x : I) -> Self::Derivative { |
75 | let xr = x.ref_instance(); | |
76 | self.0.differential(xr) * self.1.apply(xr) + self.1.differential(xr) * self.0.apply(x) | |
0 | 77 | } |
78 | } | |
79 | ||
35 | 80 | impl<A, B, M : Copy, F : Float> Lipschitz<M> |
32 | 81 | for SupportProductFirst<A, B> |
35 | 82 | where A : Lipschitz<M, FloatType = F> + Bounded<F>, |
83 | B : Lipschitz<M, FloatType = F> + Bounded<F> { | |
84 | type FloatType = F; | |
32 | 85 | #[inline] |
35 | 86 | fn lipschitz_factor(&self, m : M) -> Option<F> { |
87 | // f(x)g(x) - f(y)g(y) = f(x)[g(x)-g(y)] - [f(y)-f(x)]g(y) | |
88 | let &SupportProductFirst(ref f, ref g) = self; | |
89 | f.lipschitz_factor(m).map(|l| l * g.bounds().uniform()) | |
90 | .zip(g.lipschitz_factor(m).map(|l| l * f.bounds().uniform())) | |
91 | .map(|(a, b)| a + b) | |
32 | 92 | } |
93 | } | |
94 | ||
35 | 95 | impl<'a, A, B, M : Copy, Domain, F : Float> Lipschitz<M> |
96 | for Differential<'a, Domain, SupportProductFirst<A, B>> | |
97 | where | |
98 | Domain : Space, | |
99 | A : Clone + DifferentiableMapping<Domain> + Lipschitz<M, FloatType = F> + Bounded<F>, | |
100 | B : Clone + DifferentiableMapping<Domain> + Lipschitz<M, FloatType = F> + Bounded<F>, | |
101 | SupportProductFirst<A, B> : DifferentiableMapping<Domain>, | |
102 | for<'b> A::Differential<'b> : Lipschitz<M, FloatType = F> + NormBounded<L2, FloatType=F>, | |
103 | for<'b> B::Differential<'b> : Lipschitz<M, FloatType = F> + NormBounded<L2, FloatType=F> | |
104 | { | |
105 | type FloatType = F; | |
32 | 106 | #[inline] |
35 | 107 | fn lipschitz_factor(&self, m : M) -> Option<F> { |
108 | // ∇[gf] = f∇g + g∇f | |
109 | // ⟹ ∇[gf](x) - ∇[gf](y) = f(x)∇g(x) + g(x)∇f(x) - f(y)∇g(y) + g(y)∇f(y) | |
110 | // = f(x)[∇g(x)-∇g(y)] + g(x)∇f(x) - [f(y)-f(x)]∇g(y) + g(y)∇f(y) | |
111 | // = f(x)[∇g(x)-∇g(y)] + g(x)[∇f(x)-∇f(y)] | |
112 | // - [f(y)-f(x)]∇g(y) + [g(y)-g(x)]∇f(y) | |
113 | let &SupportProductFirst(ref f, ref g) = self.base_fn(); | |
114 | let (df, dg) = (f.diff_ref(), g.diff_ref()); | |
115 | [ | |
116 | df.lipschitz_factor(m).map(|l| l * g.bounds().uniform()), | |
117 | dg.lipschitz_factor(m).map(|l| l * f.bounds().uniform()), | |
118 | f.lipschitz_factor(m).map(|l| l * dg.norm_bound(L2)), | |
119 | g.lipschitz_factor(m).map(|l| l * df.norm_bound(L2)) | |
120 | ].into_iter().sum() | |
32 | 121 | } |
122 | } | |
123 | ||
124 | ||
0 | 125 | impl<'a, A, B, F : Float, const N : usize> Support<F, N> |
126 | for SupportProductFirst<A, B> | |
35 | 127 | where |
128 | A : Support<F, N>, | |
129 | B : Support<F, N> | |
130 | { | |
0 | 131 | #[inline] |
132 | fn support_hint(&self) -> Cube<F, N> { | |
133 | self.0.support_hint() | |
134 | } | |
135 | ||
136 | #[inline] | |
137 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
138 | self.0.in_support(x) | |
139 | } | |
140 | ||
141 | #[inline] | |
142 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
143 | self.0.bisection_hint(cube) | |
144 | } | |
145 | } | |
146 | ||
147 | impl<'a, A, B, F : Float> GlobalAnalysis<F, Bounds<F>> | |
148 | for SupportProductFirst<A, B> | |
149 | where A : GlobalAnalysis<F, Bounds<F>>, | |
150 | B : GlobalAnalysis<F, Bounds<F>> { | |
151 | #[inline] | |
152 | fn global_analysis(&self) -> Bounds<F> { | |
153 | self.0.global_analysis() * self.1.global_analysis() | |
154 | } | |
155 | } | |
156 | ||
157 | impl<'a, A, B, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
158 | for SupportProductFirst<A, B> | |
159 | where A : LocalAnalysis<F, Bounds<F>, N>, | |
160 | B : LocalAnalysis<F, Bounds<F>, N> { | |
161 | #[inline] | |
162 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
163 | self.0.local_analysis(cube) * self.1.local_analysis(cube) | |
164 | } | |
165 | } | |
166 | ||
167 | /// Representation of the sum of two kernels | |
168 | /// | |
35 | 169 | /// The kernels typically implement [`Support`] and [`Mapping`]. |
0 | 170 | /// |
171 | /// The implementation [`Support`] only uses the [`Support::support_hint`] of the first parameter! | |
172 | #[derive(Copy,Clone,Serialize,Debug)] | |
173 | pub struct SupportSum<A, B>( | |
174 | /// First kernel | |
175 | pub A, | |
176 | /// Second kernel | |
177 | pub B | |
178 | ); | |
179 | ||
35 | 180 | impl<'a, A, B, F : Float, const N : usize> Mapping<Loc<F, N>> |
0 | 181 | for SupportSum<A, B> |
35 | 182 | where |
183 | A : Mapping<Loc<F, N>, Codomain = F>, | |
184 | B : Mapping<Loc<F, N>, Codomain = F>, | |
185 | { | |
186 | type Codomain = F; | |
187 | ||
0 | 188 | #[inline] |
35 | 189 | fn apply<I : Instance<Loc<F, N>>>(&self, x : I) -> Self::Codomain { |
190 | self.0.apply(x.ref_instance()) + self.1.apply(x) | |
0 | 191 | } |
192 | } | |
193 | ||
35 | 194 | impl<'a, A, B, F : Float, const N : usize> DifferentiableImpl<Loc<F, N>> |
32 | 195 | for SupportSum<A, B> |
35 | 196 | where |
197 | A : DifferentiableMapping< | |
198 | Loc<F, N>, | |
199 | DerivativeDomain = Loc<F, N> | |
200 | >, | |
201 | B : DifferentiableMapping< | |
202 | Loc<F, N>, | |
203 | DerivativeDomain = Loc<F, N>, | |
204 | > | |
205 | { | |
206 | ||
207 | type Derivative = Loc<F, N>; | |
208 | ||
32 | 209 | #[inline] |
35 | 210 | fn differential_impl<I : Instance<Loc<F, N>>>(&self, x : I) -> Self::Derivative { |
211 | self.0.differential(x.ref_instance()) + self.1.differential(x) | |
32 | 212 | } |
213 | } | |
214 | ||
215 | ||
0 | 216 | impl<'a, A, B, F : Float, const N : usize> Support<F, N> |
217 | for SupportSum<A, B> | |
218 | where A : Support<F, N>, | |
219 | B : Support<F, N>, | |
220 | Cube<F, N> : SetOrd { | |
35 | 221 | |
0 | 222 | #[inline] |
223 | fn support_hint(&self) -> Cube<F, N> { | |
224 | self.0.support_hint().common(&self.1.support_hint()) | |
225 | } | |
226 | ||
227 | #[inline] | |
228 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
229 | self.0.in_support(x) || self.1.in_support(x) | |
230 | } | |
231 | ||
232 | #[inline] | |
233 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
234 | map2(self.0.bisection_hint(cube), | |
235 | self.1.bisection_hint(cube), | |
236 | |a, b| a.or(b)) | |
237 | } | |
238 | } | |
239 | ||
240 | impl<'a, A, B, F : Float> GlobalAnalysis<F, Bounds<F>> | |
241 | for SupportSum<A, B> | |
242 | where A : GlobalAnalysis<F, Bounds<F>>, | |
243 | B : GlobalAnalysis<F, Bounds<F>> { | |
244 | #[inline] | |
245 | fn global_analysis(&self) -> Bounds<F> { | |
246 | self.0.global_analysis() + self.1.global_analysis() | |
247 | } | |
248 | } | |
249 | ||
250 | impl<'a, A, B, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
251 | for SupportSum<A, B> | |
252 | where A : LocalAnalysis<F, Bounds<F>, N>, | |
253 | B : LocalAnalysis<F, Bounds<F>, N>, | |
254 | Cube<F, N> : SetOrd { | |
255 | #[inline] | |
256 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
257 | self.0.local_analysis(cube) + self.1.local_analysis(cube) | |
258 | } | |
259 | } | |
260 | ||
32 | 261 | impl<F : Float, M : Copy, A, B> Lipschitz<M> for SupportSum<A, B> |
262 | where A : Lipschitz<M, FloatType = F>, | |
263 | B : Lipschitz<M, FloatType = F> { | |
264 | type FloatType = F; | |
265 | ||
266 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
267 | match (self.0.lipschitz_factor(m), self.1.lipschitz_factor(m)) { | |
268 | (Some(l0), Some(l1)) => Some(l0 + l1), | |
269 | _ => None | |
270 | } | |
271 | } | |
272 | } | |
273 | ||
35 | 274 | impl<'b, F : Float, M : Copy, A, B, Domain> Lipschitz<M> |
275 | for Differential<'b, Domain, SupportSum<A, B>> | |
276 | where | |
277 | Domain : Space, | |
278 | A : Clone + DifferentiableMapping<Domain, Codomain=F>, | |
279 | B : Clone + DifferentiableMapping<Domain, Codomain=F>, | |
280 | SupportSum<A, B> : DifferentiableMapping<Domain, Codomain=F>, | |
281 | for<'a> A :: Differential<'a> : Lipschitz<M, FloatType = F>, | |
282 | for<'a> B :: Differential<'a> : Lipschitz<M, FloatType = F> | |
283 | { | |
284 | type FloatType = F; | |
285 | ||
286 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
287 | let base = self.base_fn(); | |
288 | base.0.diff_ref().lipschitz_factor(m) | |
289 | .zip(base.1.diff_ref().lipschitz_factor(m)) | |
290 | .map(|(a, b)| a + b) | |
291 | } | |
292 | } | |
32 | 293 | |
0 | 294 | /// Representation of the convolution of two kernels. |
295 | /// | |
35 | 296 | /// The kernels typically implement [`Support`]s and [`Mapping`]. |
0 | 297 | // |
298 | /// Trait implementations have to be on a case-by-case basis. | |
299 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
300 | pub struct Convolution<A, B>( | |
301 | /// First kernel | |
302 | pub A, | |
303 | /// Second kernel | |
304 | pub B | |
305 | ); | |
306 | ||
32 | 307 | impl<F : Float, M, A, B> Lipschitz<M> for Convolution<A, B> |
35 | 308 | where A : Norm<F, L1> , |
32 | 309 | B : Lipschitz<M, FloatType = F> { |
310 | type FloatType = F; | |
311 | ||
312 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
35 | 313 | // For [f * g](x) = ∫ f(x-y)g(y) dy we have |
314 | // [f * g](x) - [f * g](z) = ∫ [f(x-y)-f(z-y)]g(y) dy. | |
315 | // Hence |[f * g](x) - [f * g](z)| ≤ ∫ |f(x-y)-f(z-y)|g(y)| dy. | |
316 | // ≤ L|x-z| ∫ |g(y)| dy, | |
317 | // where L is the Lipschitz factor of f. | |
318 | self.1.lipschitz_factor(m).map(|l| l * self.0.norm(L1)) | |
319 | } | |
320 | } | |
321 | ||
322 | impl<'b, F : Float, M, A, B, Domain> Lipschitz<M> | |
323 | for Differential<'b, Domain, Convolution<A, B>> | |
324 | where | |
325 | Domain : Space, | |
326 | A : Clone + Norm<F, L1> , | |
327 | Convolution<A, B> : DifferentiableMapping<Domain, Codomain=F>, | |
328 | B : Clone + DifferentiableMapping<Domain, Codomain=F>, | |
329 | for<'a> B :: Differential<'a> : Lipschitz<M, FloatType = F> | |
330 | { | |
331 | type FloatType = F; | |
332 | ||
333 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
334 | // For [f * g](x) = ∫ f(x-y)g(y) dy we have | |
335 | // ∇[f * g](x) - ∇[f * g](z) = ∫ [∇f(x-y)-∇f(z-y)]g(y) dy. | |
336 | // Hence |∇[f * g](x) - ∇[f * g](z)| ≤ ∫ |∇f(x-y)-∇f(z-y)|g(y)| dy. | |
337 | // ≤ L|x-z| ∫ |g(y)| dy, | |
338 | // where L is the Lipschitz factor of ∇f. | |
339 | let base = self.base_fn(); | |
340 | base.1.diff_ref().lipschitz_factor(m).map(|l| l * base.0.norm(L1)) | |
32 | 341 | } |
342 | } | |
343 | ||
0 | 344 | /// Representation of the autoconvolution of a kernel. |
345 | /// | |
35 | 346 | /// The kernel typically implements [`Support`] and [`Mapping`]. |
0 | 347 | /// |
348 | /// Trait implementations have to be on a case-by-case basis. | |
349 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
350 | pub struct AutoConvolution<A>( | |
351 | /// The kernel to be autoconvolved | |
352 | pub A | |
353 | ); | |
354 | ||
32 | 355 | impl<F : Float, M, C> Lipschitz<M> for AutoConvolution<C> |
35 | 356 | where C : Lipschitz<M, FloatType = F> + Norm<F, L1> { |
32 | 357 | type FloatType = F; |
358 | ||
359 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
35 | 360 | self.0.lipschitz_factor(m).map(|l| l * self.0.norm(L1)) |
361 | } | |
362 | } | |
363 | ||
364 | impl<'b, F : Float, M, C, Domain> Lipschitz<M> | |
365 | for Differential<'b, Domain, AutoConvolution<C>> | |
366 | where | |
367 | Domain : Space, | |
368 | C : Clone + Norm<F, L1> + DifferentiableMapping<Domain, Codomain=F>, | |
369 | AutoConvolution<C> : DifferentiableMapping<Domain, Codomain=F>, | |
370 | for<'a> C :: Differential<'a> : Lipschitz<M, FloatType = F> | |
371 | { | |
372 | type FloatType = F; | |
373 | ||
374 | fn lipschitz_factor(&self, m : M) -> Option<F> { | |
375 | let base = self.base_fn(); | |
376 | base.0.diff_ref().lipschitz_factor(m).map(|l| l * base.0.norm(L1)) | |
32 | 377 | } |
378 | } | |
379 | ||
380 | ||
0 | 381 | /// Representation a multi-dimensional product of a one-dimensional kernel. |
382 | /// | |
383 | /// For $G: ℝ → ℝ$, this is the function $F(x\_1, …, x\_n) := \prod_{i=1}^n G(x\_i)$. | |
35 | 384 | /// The kernel $G$ typically implements [`Support`] and [`Mapping`] |
0 | 385 | /// on [`Loc<F, 1>`]. Then the product implements them on [`Loc<F, N>`]. |
386 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
35 | 387 | #[allow(dead_code)] |
0 | 388 | struct UniformProduct<G, const N : usize>( |
389 | /// The one-dimensional kernel | |
390 | G | |
391 | ); | |
392 | ||
35 | 393 | impl<'a, G, F : Float, const N : usize> Mapping<Loc<F, N>> |
0 | 394 | for UniformProduct<G, N> |
35 | 395 | where |
396 | G : Mapping<Loc<F, 1>, Codomain = F> | |
397 | { | |
398 | type Codomain = F; | |
399 | ||
0 | 400 | #[inline] |
35 | 401 | fn apply<I : Instance<Loc<F, N>>>(&self, x : I) -> F { |
402 | x.cow().iter().map(|&y| self.0.apply(Loc([y]))).product() | |
0 | 403 | } |
404 | } | |
405 | ||
35 | 406 | |
407 | ||
408 | impl<'a, G, F : Float, const N : usize> DifferentiableImpl<Loc<F, N>> | |
0 | 409 | for UniformProduct<G, N> |
35 | 410 | where |
411 | G : DifferentiableMapping< | |
412 | Loc<F, 1>, | |
413 | DerivativeDomain = F, | |
414 | Codomain = F, | |
415 | > | |
416 | { | |
417 | type Derivative = Loc<F, N>; | |
418 | ||
0 | 419 | #[inline] |
35 | 420 | fn differential_impl<I : Instance<Loc<F, N>>>(&self, x0 : I) -> Loc<F, N> { |
421 | x0.eval(|x| { | |
422 | let vs = x.map(|y| self.0.apply(Loc([y]))); | |
423 | product_differential(x, &vs, |y| self.0.differential(Loc([y]))) | |
424 | }) | |
32 | 425 | } |
426 | } | |
427 | ||
428 | /// Helper function to calulate the differential of $f(x)=∏_{i=1}^N g(x_i)$. | |
429 | /// | |
430 | /// The vector `x` is the location, `vs` consists of the values `g(x_i)`, and | |
431 | /// `gd` calculates the derivative `g'`. | |
432 | #[inline] | |
433 | pub(crate) fn product_differential<F : Float, G : Fn(F) -> F, const N : usize>( | |
434 | x : &Loc<F, N>, | |
435 | vs : &Loc<F, N>, | |
436 | gd : G | |
437 | ) -> Loc<F, N> { | |
438 | map1_indexed(x, |i, &y| { | |
439 | gd(y) * vs.iter() | |
440 | .zip(0..) | |
441 | .filter_map(|(v, j)| (j != i).then_some(*v)) | |
442 | .product() | |
443 | }).into() | |
444 | } | |
445 | ||
35 | 446 | /// Helper function to calulate the Lipschitz factor of $∇f$ for $f(x)=∏_{i=1}^N g(x_i)$. |
447 | /// | |
448 | /// The parameter `bound` is a bound on $|g|_∞$, `lip` is a Lipschitz factor for $g$, | |
449 | /// `dbound` is a bound on $|∇g|_∞$, and `dlip` a Lipschitz factor for $∇g$. | |
450 | #[inline] | |
451 | pub(crate) fn product_differential_lipschitz_factor<F : Float, const N : usize>( | |
452 | bound : F, | |
453 | lip : F, | |
454 | dbound : F, | |
455 | dlip : F | |
456 | ) -> F { | |
457 | // For arbitrary ψ(x) = ∏_{i=1}^n ψ_i(x_i), we have | |
458 | // ψ(x) - ψ(y) = ∑_i [ψ_i(x_i)-ψ_i(y_i)] ∏_{j ≠ i} ψ_j(x_j) | |
459 | // by a simple recursive argument. In particular, if ψ_i=g for all i, j, we have | |
460 | // |ψ(x) - ψ(y)| ≤ ∑_i L_g M_g^{n-1}|x-y|, where L_g is the Lipschitz factor of g, and | |
461 | // M_g a bound on it. | |
462 | // | |
463 | // We also have in the general case ∇ψ(x) = ∑_i ∇ψ_i(x_i) ∏_{j ≠ i} ψ_j(x_j), whence | |
464 | // using the previous formula for each i with f_i=∇ψ_i and f_j=ψ_j for j ≠ i, we get | |
465 | // ∇ψ(x) - ∇ψ(y) = ∑_i[ ∇ψ_i(x_i)∏_{j ≠ i} ψ_j(x_j) - ∇ψ_i(y_i)∏_{j ≠ i} ψ_j(y_j)] | |
466 | // = ∑_i[ [∇ψ_i(x_i) - ∇ψ_j(x_j)] ∏_{j ≠ i}ψ_j(x_j) | |
467 | // + [∑_{k ≠ i} [ψ_k(x_k) - ∇ψ_k(x_k)] ∏_{j ≠ i, k}ψ_j(x_j)]∇ψ_i(x_i)]. | |
468 | // With $ψ_i=g for all i, j, it follows that | |
469 | // |∇ψ(x) - ∇ψ(y)| ≤ ∑_i L_{∇g} M_g^{n-1} + ∑_{k ≠ i} L_g M_g^{n-2} M_{∇g} | |
470 | // = n [L_{∇g} M_g^{n-1} + (n-1) L_g M_g^{n-2} M_{∇g}]. | |
471 | // = n M_g^{n-2}[L_{∇g} M_g + (n-1) L_g M_{∇g}]. | |
472 | if N >= 2 { | |
473 | F::cast_from(N) * bound.powi((N-2) as i32) | |
474 | * (dlip * bound + F::cast_from(N-1) * lip * dbound) | |
475 | } else if N==1 { | |
476 | dlip | |
477 | } else { | |
478 | panic!("Invalid dimension") | |
32 | 479 | } |
480 | } | |
481 | ||
0 | 482 | impl<G, F : Float, const N : usize> Support<F, N> |
483 | for UniformProduct<G, N> | |
484 | where G : Support<F, 1> { | |
485 | #[inline] | |
486 | fn support_hint(&self) -> Cube<F, N> { | |
487 | let [a] : [[F; 2]; 1] = self.0.support_hint().into(); | |
488 | array_init(|| a.clone()).into() | |
489 | } | |
490 | ||
491 | #[inline] | |
492 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
493 | x.iter().all(|&y| self.0.in_support(&Loc([y]))) | |
494 | } | |
495 | ||
496 | #[inline] | |
497 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
498 | cube.map(|a, b| { | |
499 | let [h] = self.0.bisection_hint(&[[a, b]].into()); | |
500 | h | |
501 | }) | |
502 | } | |
503 | } | |
504 | ||
505 | impl<G, F : Float, const N : usize> GlobalAnalysis<F, Bounds<F>> | |
506 | for UniformProduct<G, N> | |
507 | where G : GlobalAnalysis<F, Bounds<F>> { | |
508 | #[inline] | |
509 | fn global_analysis(&self) -> Bounds<F> { | |
510 | let g = self.0.global_analysis(); | |
511 | (0..N).map(|_| g).product() | |
512 | } | |
513 | } | |
514 | ||
515 | impl<G, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
516 | for UniformProduct<G, N> | |
517 | where G : LocalAnalysis<F, Bounds<F>, 1> { | |
518 | #[inline] | |
519 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
520 | cube.iter_coords().map( | |
521 | |&[a, b]| self.0.local_analysis(&([[a, b]].into())) | |
522 | ).product() | |
523 | } | |
524 | } | |
525 | ||
526 | macro_rules! product_lpnorm { | |
527 | ($lp:ident) => { | |
528 | impl<G, F : Float, const N : usize> Norm<F, $lp> | |
529 | for UniformProduct<G, N> | |
530 | where G : Norm<F, $lp> { | |
531 | #[inline] | |
532 | fn norm(&self, lp : $lp) -> F { | |
533 | self.0.norm(lp).powi(N as i32) | |
534 | } | |
535 | } | |
536 | } | |
537 | } | |
538 | ||
539 | product_lpnorm!(L1); | |
540 | product_lpnorm!(L2); | |
541 | product_lpnorm!(Linfinity); | |
542 | ||
543 | ||
544 | /// Trait for bounding one kernel with respect to another. | |
545 | /// | |
546 | /// The type `F` is the scalar field, and `T` another kernel to which `Self` is compared. | |
547 | pub trait BoundedBy<F : Num, T> { | |
548 | /// Calclate a bounding factor $c$ such that the Fourier transforms $ℱ\[v\] ≤ c ℱ\[u\]$ for | |
549 | /// $v$ `self` and $u$ `other`. | |
550 | /// | |
551 | /// If no such factors exits, `None` is returned. | |
552 | fn bounding_factor(&self, other : &T) -> Option<F>; | |
553 | } | |
554 | ||
555 | /// This [`BoundedBy`] implementation bounds $(uv) * (uv)$ by $(ψ * ψ) u$. | |
556 | #[replace_float_literals(F::cast_from(literal))] | |
557 | impl<F, C, BaseP> | |
558 | BoundedBy<F, SupportProductFirst<AutoConvolution<C>, BaseP>> | |
559 | for AutoConvolution<SupportProductFirst<C, BaseP>> | |
560 | where F : Float, | |
561 | C : Clone + PartialEq, | |
562 | BaseP : Fourier<F> + PartialOrd, // TODO: replace by BoundedBy, | |
563 | <BaseP as Fourier<F>>::Transformed : Bounded<F> + Norm<F, L1> { | |
564 | ||
565 | fn bounding_factor(&self, kernel : &SupportProductFirst<AutoConvolution<C>, BaseP>) -> Option<F> { | |
566 | let SupportProductFirst(AutoConvolution(ref cutoff2), base_spread2) = kernel; | |
567 | let AutoConvolution(SupportProductFirst(ref cutoff, ref base_spread)) = self; | |
568 | let v̂ = base_spread.fourier(); | |
569 | ||
570 | // Verify that the cut-off and ideal physical model (base spread) are the same. | |
571 | if cutoff == cutoff2 | |
572 | && base_spread <= base_spread2 | |
573 | && v̂.bounds().lower() >= 0.0 { | |
574 | // Calculate the factor between the convolution approximation | |
575 | // `AutoConvolution<SupportProductFirst<C, BaseP>>` of $A_*A$ and the | |
576 | // kernel of the seminorm. This depends on the physical model P being | |
577 | // `SupportProductFirst<C, BaseP>` with the kernel `K` being | |
578 | // a `SupportSum` involving `SupportProductFirst<AutoConvolution<C>, BaseP>`. | |
579 | Some(v̂.norm(L1)) | |
580 | } else { | |
581 | // We cannot compare | |
582 | None | |
583 | } | |
584 | } | |
585 | } | |
586 | ||
587 | impl<F : Float, A, B, C> BoundedBy<F, SupportSum<B, C>> for A | |
588 | where A : BoundedBy<F, B>, | |
589 | C : Bounded<F> { | |
590 | ||
591 | #[replace_float_literals(F::cast_from(literal))] | |
592 | fn bounding_factor(&self, SupportSum(ref kernel1, kernel2) : &SupportSum<B, C>) -> Option<F> { | |
593 | if kernel2.bounds().lower() >= 0.0 { | |
594 | self.bounding_factor(kernel1) | |
595 | } else { | |
596 | None | |
597 | } | |
598 | } | |
599 | } | |
600 | ||
601 | /// Generates on $[a, b]$ [`Support::support_hint`] for a symmetric interval $[-r, r]$. | |
602 | /// | |
603 | /// It will attempt to place the subdivision point at $-r$ or $r$. | |
604 | /// If neither of these points lies within $[a, b]$, `None` is returned. | |
605 | #[inline] | |
606 | pub(super) fn symmetric_interval_hint<F : Float>(r : F, a : F, b : F) -> Option<F> { | |
607 | if a < -r && -r < b { | |
608 | Some(-r) | |
609 | } else if a < r && r < b { | |
610 | Some(r) | |
611 | } else { | |
612 | None | |
613 | } | |
614 | } | |
615 | ||
616 | /// Generates on $[a, b]$ [`Support::support_hint`] for a function with monotone derivative, | |
617 | /// support on $[-r, r]$ and peak at $0. | |
618 | /// | |
619 | /// It will attempt to place the subdivision point at $-r$, $r$, or $0$, depending on which | |
620 | /// gives the longer length for the shorter of the two subintervals. If none of these points | |
621 | /// lies within $[a, b]$, or the resulting interval would be shorter than $0.3r$, `None` is | |
622 | /// returned. | |
623 | #[replace_float_literals(F::cast_from(literal))] | |
624 | #[inline] | |
625 | pub(super) fn symmetric_peak_hint<F : Float>(r : F, a : F, b : F) -> Option<F> { | |
626 | let stage1 = if a < -r { | |
627 | if b <= -r { | |
628 | None | |
629 | } else if a + r < -b { | |
630 | Some(-r) | |
631 | } else { | |
632 | Some(0.0) | |
633 | } | |
634 | } else if a < 0.0 { | |
635 | if b <= 0.0 { | |
636 | None | |
637 | } else if a < r - b { | |
638 | Some(0.0) | |
639 | } else { | |
640 | Some(r) | |
641 | } | |
642 | } else if a < r && b > r { | |
643 | Some(r) | |
644 | } else { | |
645 | None | |
646 | }; | |
647 | ||
648 | // Ignore stage1 hint if either side of subdivision would be just a small fraction of the | |
649 | // interval | |
650 | match stage1 { | |
651 | Some(h) if (h - a).min(b-h) >= 0.3 * r => Some(h), | |
652 | _ => None | |
653 | } | |
654 | } |