diff -r efa60bc4f743 -r b087e3eab191 src/forward_model.rs --- a/src/forward_model.rs Thu Aug 29 00:00:00 2024 -0500 +++ b/src/forward_model.rs Tue Dec 31 09:25:45 2024 -0500 @@ -2,705 +2,71 @@ Forward models from discrete measures to observations. */ -use numeric_literals::replace_float_literals; -use nalgebra::base::{ - DMatrix, - DVector -}; -use std::iter::Zip; -use std::ops::RangeFrom; -use std::marker::PhantomData; - pub use alg_tools::linops::*; use alg_tools::euclidean::Euclidean; -use alg_tools::norms::{ - L1, Linfinity, L2, Norm -}; -use alg_tools::bisection_tree::*; -use alg_tools::mapping::RealMapping; -use alg_tools::lingrid::*; -use alg_tools::iter::{MapX, Mappable}; -use alg_tools::nalgebra_support::ToNalgebraRealField; -use alg_tools::tabledump::write_csv; use alg_tools::error::DynError; -use alg_tools::maputil::map2; +use alg_tools::instance::Instance; +use alg_tools::norms::{NormExponent, L2, Norm}; use crate::types::*; -use crate::measures::*; -use crate::seminorms::{ - ConvolutionOp, - SimpleConvolutionKernel, -}; -use crate::kernels::{ - Convolution, - AutoConvolution, - BoundedBy, -}; -use crate::types::L2Squared; -use crate::transport::TransportLipschitz; - -pub type RNDM = DiscreteMeasure, F>; +use crate::measures::Radon; +pub mod sensor_grid; +pub mod bias; /// `ForwardeModel`s are bounded preadjointable linear operators $A ∈ 𝕃(𝒵(Ω); E)$ /// where $𝒵(Ω) ⊂ ℳ(Ω)$ is the space of sums of delta measures, presented by -/// [`DiscreteMeasure`], and $E$ is a [`Euclidean`] space. -pub trait ForwardModel -: BoundedLinear, Codomain=Self::Observable, FloatType=F> -+ GEMV, Self::Observable> -+ Linear, Codomain=Self::Observable> -+ Preadjointable, Self::Observable> { +/// [`crate::measures::DiscreteMeasure`], and $E$ is a [`Euclidean`] space. +pub trait ForwardModel + : BoundedLinear + + GEMV + + Preadjointable +where + for<'a> Self::Observable : Instance, + Domain : Norm, +{ /// The codomain or value space (of “observables”) for this operator. /// It is assumed to be a [`Euclidean`] space, and therefore also (identified with) /// the domain of the preadjoint. type Observable : Euclidean + AXPY + + Space + Clone; - /// Return A_*A and A_* b - fn findim_quadratic_model( - &self, - μ : &DiscreteMeasure, - b : &Self::Observable - ) -> (DMatrix, DVector); - /// Write an observable into a file. fn write_observable(&self, b : &Self::Observable, prefix : String) -> DynError; /// Returns a zero observable fn zero_observable(&self) -> Self::Observable; - - /// Returns an empty (uninitialised) observable. - /// - /// This is used as a placeholder for temporary [`std::mem::replace`] move operations. - fn empty_observable(&self) -> Self::Observable; -} - -pub type ShiftedSensor = Shift, F, N>; - -/// Trait for physical convolution models. Has blanket implementation for all cases. -pub trait Spread -: 'static + Clone + Support + RealMapping + Bounded {} - -impl Spread for T -where F : Float, - T : 'static + Clone + Support + Bounded + RealMapping {} - -/// Trait for compactly supported sensors. Has blanket implementation for all cases. -pub trait Sensor : Spread + Norm + Norm {} - -impl Sensor for T -where F : Float, - T : Spread + Norm + Norm {} - - -pub trait SensorGridBT : -Clone + BTImpl> -where F : Float, - S : Sensor, - P : Spread {} - -impl -SensorGridBT -for T -where T : Clone + BTImpl>, - F : Float, - S : Sensor, - P : Spread {} - -// We need type alias bounds to access associated types -#[allow(type_alias_bounds)] -type SensorGridBTFN, const N : usize> -= BTFN, BT, N>; - -/// Sensor grid forward model -#[derive(Clone)] -pub struct SensorGrid -where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread, - BT : SensorGridBT, { - domain : Cube, - sensor_count : [usize; N], - sensor : S, - spread : P, - base_sensor : Convolution, - bt : BT, } -impl SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - pub fn new( - domain : Cube, - sensor_count : [usize; N], - sensor : S, - spread : P, - depth : BT::Depth - ) -> Self { - let base_sensor = Convolution(sensor.clone(), spread.clone()); - let bt = BT::new(domain, depth); - let mut sensorgrid = SensorGrid { - domain, - sensor_count, - sensor, - spread, - base_sensor, - bt, - }; - - for (x, id) in sensorgrid.grid().into_iter().zip(0usize..) { - let s = sensorgrid.shifted_sensor(x); - sensorgrid.bt.insert(id, &s); - } - - sensorgrid - } - - pub fn grid(&self) -> LinGrid { - lingrid_centered(&self.domain, &self.sensor_count) - } - - pub fn n_sensors(&self) -> usize { - self.sensor_count.iter().product() - } - - #[inline] - fn shifted_sensor(&self, x : Loc) -> ShiftedSensor { - self.base_sensor.clone().shift(x) - } - - #[inline] - fn _zero_observable(&self) -> DVector { - DVector::zeros(self.n_sensors()) - } -} - -impl Apply> for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - type Output = DVector; - - #[inline] - fn apply(&self, μ : RNDM) -> DVector { - self.apply(&μ) - } +/// Trait for operators $A$ for which $A_*A$ is bounded by some other operator. +pub trait AdjointProductBoundedBy : Linear { + type FloatType : Float; + /// Return $L$ such that $A_*A ≤ LD$. + fn adjoint_product_bound(&self, other : &D) -> Option; } -impl<'a, F, S, P, BT, const N : usize> Apply<&'a RNDM> for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - type Output = DVector; - - fn apply(&self, μ : &'a RNDM) -> DVector { - let mut res = self._zero_observable(); - self.apply_add(&mut res, μ); - res - } -} - -impl Linear> for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - type Codomain = DVector; -} - - -#[replace_float_literals(F::cast_from(literal))] -impl GEMV, DVector> for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - fn gemv(&self, y : &mut DVector, α : F, μ : &RNDM, β : F) { - let grid = self.grid(); - if β == 0.0 { - y.fill(0.0) - } else if β != 1.0 { - *y *= β; // Need to multiply first, as we have to be able to add to y. - } - if α == 1.0 { - self.apply_add(y, μ) - } else { - for δ in μ.iter_spikes() { - for &d in self.bt.iter_at(&δ.x) { - let sensor = self.shifted_sensor(grid.entry_linear_unchecked(d)); - y[d] += sensor.apply(&δ.x) * (α * δ.α); - } - } - } - } - - fn apply_add(&self, y : &mut DVector, μ : &RNDM) { - let grid = self.grid(); - for δ in μ.iter_spikes() { - for &d in self.bt.iter_at(&δ.x) { - let sensor = self.shifted_sensor(grid.entry_linear_unchecked(d)); - y[d] += sensor.apply(&δ.x) * δ.α; - } - } - } - +/// Trait for operators $A$ for which $A_*A$ is bounded by a diagonal operator. +pub trait AdjointProductPairBoundedBy : Linear { + type FloatType : Float; + /// Return $(L, L_z)$ such that $A_*A ≤ (L_1 D_1, L_2 D_2)$. + fn adjoint_product_pair_bound(&self, other1 : &D1, other_2 : &D2) + -> Option<(Self::FloatType, Self::FloatType)>; } -impl Apply, F>> -for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - type Output = DVector; - - #[inline] - fn apply(&self, δ : DeltaMeasure, F>) -> DVector { - self.apply(&δ) +/// Trait for [`ForwardModel`]s whose preadjoint has Lipschitz values. +pub trait LipschitzValues { + type FloatType : Float; + /// Return (if one exists) a factor $L$ such that $A_*z$ is $L$-Lipschitz for all + /// $z$ in the unit ball. + fn value_unit_lipschitz_factor(&self) -> Option { + None } -} - -impl<'a, F, S, P, BT, const N : usize> Apply<&'a DeltaMeasure, F>> -for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - - type Output = DVector; - - fn apply(&self, δ : &DeltaMeasure, F>) -> DVector { - let mut res = DVector::zeros(self.n_sensors()); - let grid = self.grid(); - for &d in self.bt.iter_at(&δ.x) { - let sensor = self.shifted_sensor(grid.entry_linear_unchecked(d)); - res[d] += sensor.apply(&δ.x) * δ.α; - } - res - } -} -impl Linear, F>> for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - type Codomain = DVector; -} - -impl BoundedLinear> for SensorGrid -where F : Float, - BT : SensorGridBT>, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis { - type FloatType = F; - - /// An estimate on the operator norm in $𝕃(ℳ(Ω); ℝ^n)$ with $ℳ(Ω)$ equipped - /// with the Radon norm, and $ℝ^n$ with the Euclidean norm. - fn opnorm_bound(&self) -> F { - // With {x_i}_{i=1}^n the grid centres and φ the kernel, we have - // |Aμ|_2 = sup_{|z|_2 ≤ 1} ⟨z,Αμ⟩ = sup_{|z|_2 ≤ 1} ⟨A^*z|μ⟩ - // ≤ sup_{|z|_2 ≤ 1} |A^*z|_∞ |μ|_ℳ - // = sup_{|z|_2 ≤ 1} |∑ φ(· - x_i)z_i|_∞ |μ|_ℳ - // ≤ sup_{|z|_2 ≤ 1} |φ|_∞ ∑ |z_i| |μ|_ℳ - // ≤ sup_{|z|_2 ≤ 1} |φ|_∞ √n |z|_2 |μ|_ℳ - // = |φ|_∞ √n |μ|_ℳ. - // Hence - let n = F::cast_from(self.n_sensors()); - self.base_sensor.bounds().uniform() * n.sqrt() - } -} - -type SensorGridPreadjoint<'a, A, F, const N : usize> = PreadjointHelper<'a, A, RNDM>; - - -impl -Preadjointable, DVector> -for SensorGrid -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis, - Weighted, F> : LocalAnalysis { - type PreadjointCodomain = BTFN, BT, N>; - type Preadjoint<'a> = SensorGridPreadjoint<'a, Self, F, N> where Self : 'a; - - fn preadjoint(&self) -> Self::Preadjoint<'_> { - PreadjointHelper::new(self) + /// Return (if one exists) a factor $L$ such that $∇A_*z$ is $L$-Lipschitz for all + /// $z$ in the unit ball. + fn value_diff_unit_lipschitz_factor(&self) -> Option { + None } } -#[derive(Clone,Debug)] -pub struct SensorGridSupportGenerator -where F : Float, - S : Sensor, - P : Spread { - base_sensor : Convolution, - grid : LinGrid, - weights : DVector -} - -impl SensorGridSupportGenerator -where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - - #[inline] - fn construct_sensor(&self, id : usize, w : F) -> Weighted, F> { - let x = self.grid.entry_linear_unchecked(id); - self.base_sensor.clone().shift(x).weigh(w) - } - - #[inline] - fn construct_sensor_and_id<'a>(&'a self, (id, w) : (usize, &'a F)) - -> (usize, Weighted, F>) { - (id.into(), self.construct_sensor(id, *w)) - } -} - -impl SupportGenerator -for SensorGridSupportGenerator -where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - type Id = usize; - type SupportType = Weighted, F>; - type AllDataIter<'a> = MapX<'a, Zip, - std::slice::Iter<'a, F>>, - Self, - (Self::Id, Self::SupportType)> - where Self : 'a; - - #[inline] - fn support_for(&self, d : Self::Id) -> Self::SupportType { - self.construct_sensor(d, self.weights[d]) - } - - #[inline] - fn support_count(&self) -> usize { - self.weights.len() - } - - #[inline] - fn all_data(&self) -> Self::AllDataIter<'_> { - (0..).zip(self.weights.as_slice().iter()).mapX(self, Self::construct_sensor_and_id) - } -} - -/// Helper structure for constructing preadjoints of `S` where `S : Linear`. -/// [`Linear`] needs to be implemented for each instance, but [`Adjointable`] -/// and [`BoundedLinear`] have blanket implementations. -#[derive(Clone,Debug)] -pub struct PreadjointHelper<'a, S : 'a, X> { - forward_op : &'a S, - _domain : PhantomData -} - -impl<'a, S : 'a, X> PreadjointHelper<'a, S, X> { - pub fn new(forward_op : &'a S) -> Self { - PreadjointHelper { forward_op, _domain: PhantomData } - } -} - -impl<'a, X, Ypre, S> Adjointable -for PreadjointHelper<'a, S, X> -where Self : Linear, - S : Clone + Linear { - type AdjointCodomain = S::Codomain; - type Adjoint<'b> = S where Self : 'b; - fn adjoint(&self) -> Self::Adjoint<'_> { - self.forward_op.clone() - } -} - -impl<'a, X, Ypre, S> BoundedLinear -for PreadjointHelper<'a, S, X> -where Self : Linear, - S : 'a + Clone + BoundedLinear { - type FloatType = S::FloatType; - fn opnorm_bound(&self) -> Self::FloatType { - self.forward_op.opnorm_bound() - } -} - - -impl<'a, 'b, F, S, P, BT, const N : usize> Apply<&'b DVector> -for PreadjointHelper<'a, SensorGrid, RNDM> -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis, - Weighted, F> : LocalAnalysis { - - type Output = SensorGridBTFN; - - fn apply(&self, x : &'b DVector) -> Self::Output { - self.apply(x.clone()) - } -} - -impl<'a, F, S, P, BT, const N : usize> Apply> -for PreadjointHelper<'a, SensorGrid, RNDM> -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis, - Weighted, F> : LocalAnalysis { - - type Output = SensorGridBTFN; - - fn apply(&self, x : DVector) -> Self::Output { - let fwd = &self.forward_op; - let generator = SensorGridSupportGenerator{ - base_sensor : fwd.base_sensor.clone(), - grid : fwd.grid(), - weights : x - }; - BTFN::new_refresh(&fwd.bt, generator) - } -} - -impl<'a, F, S, P, BT, const N : usize> Linear> -for PreadjointHelper<'a, SensorGrid, RNDM> -where F : Float, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis, - Weighted, F> : LocalAnalysis { - - type Codomain = SensorGridBTFN; -} - -impl ForwardModel, F> -for SensorGrid -where F : Float + ToNalgebraRealField + nalgebra::RealField, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - ShiftedSensor : LocalAnalysis, - Weighted, F> : LocalAnalysis { - type Observable = DVector; - - fn findim_quadratic_model( - &self, - μ : &DiscreteMeasure, F>, - b : &Self::Observable - ) -> (DMatrix, DVector) { - assert_eq!(b.len(), self.n_sensors()); - let mut mA = DMatrix::zeros(self.n_sensors(), μ.len()); - let grid = self.grid(); - for (mut mAcol, δ) in mA.column_iter_mut().zip(μ.iter_spikes()) { - for &d in self.bt.iter_at(&δ.x) { - let sensor = self.shifted_sensor(grid.entry_linear_unchecked(d)); - mAcol[d] += sensor.apply(&δ.x); - } - } - let mAt = mA.transpose(); - (&mAt * mA, &mAt * b) - } - - fn write_observable(&self, b : &Self::Observable, prefix : String) -> DynError { - let it = self.grid().into_iter().zip(b.iter()).map(|(x, &v)| (x, v)); - write_csv(it, prefix + ".txt") - } - - #[inline] - fn zero_observable(&self) -> Self::Observable { - self._zero_observable() - } - - #[inline] - fn empty_observable(&self) -> Self::Observable { - DVector::zeros(0) - } - -} - -/// Implements the calculation a factor $L$ such that $A_*A ≤ L 𝒟$ for $A$ the forward model -/// and $𝒟$ a seminorm of suitable form. -/// -/// **This assumes (but does not check) that the sensors are not overlapping.** -#[replace_float_literals(F::cast_from(literal))] -impl<'a, F, BT, S, P, K, const N : usize> Lipschitz<&'a ConvolutionOp> -for SensorGrid -where F : Float + nalgebra::RealField + ToNalgebraRealField, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread, - K : SimpleConvolutionKernel, - AutoConvolution

: BoundedBy { - - type FloatType = F; - - fn lipschitz_factor(&self, seminorm : &'a ConvolutionOp) -> Option { - // Sensors should not take on negative values to allow - // A_*A to be upper bounded by a simple convolution of `spread`. - if self.sensor.bounds().lower() < 0.0 { - return None - } - - // Calculate the factor $L_1$ for betwee $ℱ[ψ * ψ] ≤ L_1 ℱ[ρ]$ for $ψ$ the base spread - // and $ρ$ the kernel of the seminorm. - let l1 = AutoConvolution(self.spread.clone()).bounding_factor(seminorm.kernel())?; - - // Calculate the factor for transitioning from $A_*A$ to `AutoConvolution

`, where A - // consists of several `Convolution` for the physical model `P` and the sensor `S`. - let l0 = self.sensor.norm(Linfinity) * self.sensor.norm(L1); - - // The final transition factor is: - Some(l0 * l1) - } -} - -#[replace_float_literals(F::cast_from(literal))] -impl TransportLipschitz -for SensorGrid -where F : Float + ToNalgebraRealField, - BT : SensorGridBT, - S : Sensor, - P : Spread, - Convolution : Spread + Lipschitz { - type FloatType = F; - - fn transport_lipschitz_factor(&self, L2Squared : L2Squared) -> Self::FloatType { - // We estimate the factor by N_ψL^2, where L is the 2-norm Lipschitz factor of - // the base sensor (sensor * base_spread), and N_ψ the maximum overlap. - let l = self.base_sensor.lipschitz_factor(L2).unwrap(); - let w = self.base_sensor.support_hint().width(); - let d = map2(self.domain.width(), &self.sensor_count, |wi, &i| wi/F::cast_from(i)); - let n = w.iter() - .zip(d.iter()) - .map(|(&wi, &di)| (wi/di).ceil()) - .reduce(F::mul) - .unwrap(); - 2.0 * n * l.powi(2) - } -} - - -macro_rules! make_sensorgridsupportgenerator_scalarop_rhs { - ($trait:ident, $fn:ident, $trait_assign:ident, $fn_assign:ident) => { - impl - std::ops::$trait_assign - for SensorGridSupportGenerator - where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - fn $fn_assign(&mut self, t : F) { - self.weights.$fn_assign(t); - } - } - - impl - std::ops::$trait - for SensorGridSupportGenerator - where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - type Output = SensorGridSupportGenerator; - fn $fn(mut self, t : F) -> Self::Output { - std::ops::$trait_assign::$fn_assign(&mut self.weights, t); - self - } - } - - impl<'a, F, S, P, const N : usize> - std::ops::$trait - for &'a SensorGridSupportGenerator - where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - type Output = SensorGridSupportGenerator; - fn $fn(self, t : F) -> Self::Output { - SensorGridSupportGenerator{ - base_sensor : self.base_sensor.clone(), - grid : self.grid, - weights : (&self.weights).$fn(t) - } - } - } - } -} - -make_sensorgridsupportgenerator_scalarop_rhs!(Mul, mul, MulAssign, mul_assign); -make_sensorgridsupportgenerator_scalarop_rhs!(Div, div, DivAssign, div_assign); - -macro_rules! make_sensorgridsupportgenerator_unaryop { - ($trait:ident, $fn:ident) => { - impl - std::ops::$trait - for SensorGridSupportGenerator - where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - type Output = SensorGridSupportGenerator; - fn $fn(mut self) -> Self::Output { - self.weights = self.weights.$fn(); - self - } - } - - impl<'a, F, S, P, const N : usize> - std::ops::$trait - for &'a SensorGridSupportGenerator - where F : Float, - S : Sensor, - P : Spread, - Convolution : Spread { - type Output = SensorGridSupportGenerator; - fn $fn(self) -> Self::Output { - SensorGridSupportGenerator{ - base_sensor : self.base_sensor.clone(), - grid : self.grid, - weights : (&self.weights).$fn() - } - } - } - } -} - -make_sensorgridsupportgenerator_unaryop!(Neg, neg);