def test_to_estimation_problem(self):
"""Test the expected circuit."""
num_qubits = 3
rescaling_factor = 0.1
strike_price = 0.5
bounds = (0, 2)
# make an estimation problem
uncertain_model = UniformDistribution(num_qubits)
ecp = EuropeanCallPricing(num_qubits, strike_price, rescaling_factor,
bounds, uncertain_model)
est_problem = ecp.to_estimation_problem()
# make a state_preparation circuit manually
breakpoints = [0, strike_price]
slopes = [0, 1]
offsets = [0, 0]
image = (0, 2 - strike_price)
domain = (0, 2)
linear_function = LinearAmplitudeFunction(
num_qubits,
slopes,
offsets,
domain=domain,
image=image,
breakpoints=breakpoints,
rescaling_factor=rescaling_factor,
)
expected_circ = linear_function.compose(uncertain_model, front=True)
self.assertEqual(est_problem.objective_qubits, [num_qubits])
self.assertTrue(
Operator(est_problem.state_preparation).equiv(expected_circ))
# pylint: disable=not-callable
self.assertEqual(linear_function.post_processing(0.5),
est_problem.post_processing(0.5))
def __init__(
self,
num_state_qubits: int,
strike_price: float,
rescaling_factor: float,
bounds: Tuple[float, float],
) -> None:
"""
Args:
num_state_qubits: The number of qubits used to represent the random variable.
strike_price: strike price of the European option
rescaling_factor: approximation factor for linear payoff
bounds: The tuple of the bounds, (min, max), of the discretized random variable.
"""
# create piecewise linear amplitude function
breakpoints = [bounds[0], strike_price]
slopes = [0, 1]
offsets = [0, 0]
f_min = 0
f_max = bounds[1] - strike_price
european_call = LinearAmplitudeFunction(
num_state_qubits,
slopes,
offsets,
domain=bounds,
image=(f_min, f_max),
breakpoints=breakpoints,
rescaling_factor=rescaling_factor)
super().__init__(*european_call.qregs, name='ECEV')
self._data = european_call.data
self._european_call = european_call
def test_ecev_circuit(self):
"""Test the expected circuit.
If it equals the correct ``LinearAmplitudeFunction`` we know the circuit is correct.
"""
num_qubits = 3
rescaling_factor = 0.1
strike_price = 0.5
bounds = (0, 2)
ecev = EuropeanCallExpectedValue(num_qubits, strike_price, rescaling_factor, bounds)
breakpoints = [0, strike_price]
slopes = [0, 1]
offsets = [0, 0]
image = (0, 2 - strike_price)
domain = (0, 2)
linear_function = LinearAmplitudeFunction(
num_qubits,
slopes,
offsets,
domain=domain,
image=image,
breakpoints=breakpoints,
rescaling_factor=rescaling_factor)
self.assertTrue(Operator(ecev).equiv(linear_function))
def test_not_including_start_in_breakpoints(self):
"""Test not including the start of the domain works."""
num_state_qubits = 1
slope = [0, 0]
offset = [0, 0]
domain = (0, 2)
image = (0, 1)
rescaling_factor = 0.1
breakpoints = [1]
reference = partial(
self.evaluate_function,
num_qubits=num_state_qubits,
slope=slope,
offset=offset,
domain=domain,
image=image,
rescaling_factor=rescaling_factor,
breakpoints=breakpoints,
)
linear_f = LinearAmplitudeFunction(num_state_qubits, slope, offset,
domain, image, rescaling_factor,
breakpoints)
self.assertFunctionIsCorrect(linear_f, reference)
def test_invalid_inputs_raise(self):
"""Test passing invalid inputs to the LinearAmplitudeFunction raises an error."""
# default values
num_state_qubits = 1
slope = [0, 0]
offset = [0, 0]
domain = (0, 2)
image = (0, 1)
rescaling_factor = 0.1
breakpoints = [0, 1]
with self.subTest('mismatching breakpoints size'):
with self.assertRaises(ValueError):
_ = LinearAmplitudeFunction(num_state_qubits, slope, offset,
domain, image, rescaling_factor,
[0])
with self.subTest('mismatching offsets'):
with self.assertRaises(ValueError):
_ = LinearAmplitudeFunction(num_state_qubits, slope, [0],
domain, image, rescaling_factor,
breakpoints)
with self.subTest('mismatching slopes'):
with self.assertRaises(ValueError):
_ = LinearAmplitudeFunction(num_state_qubits, [0], offset,
domain, image, rescaling_factor,
breakpoints)
with self.subTest('breakpoints outside of domain'):
with self.assertRaises(ValueError):
_ = LinearAmplitudeFunction(num_state_qubits, slope, offset,
(0, 0.2), image, rescaling_factor,
breakpoints)
with self.subTest('breakpoints not sorted'):
with self.assertRaises(ValueError):
_ = LinearAmplitudeFunction(num_state_qubits, slope, offset,
domain, image, rescaling_factor,
[1, 0])
def test_post_processing(self):
"""Test the ``post_processing`` method."""
num_state_qubits = 2
slope = 1
offset = -2
domain = (0, 2)
image = (-2, 0)
rescaling_factor = 0.1
circuit = LinearAmplitudeFunction(num_state_qubits, slope, offset,
domain, image, rescaling_factor)
values = [0, 0.2, 0.5, 0.9, 1]
def reference_post_processing(x):
x = 2 / np.pi / rescaling_factor * (x - 0.5) + 0.5
return image[0] + (image[1] - image[0]) * x
expected = [reference_post_processing(value) for value in values]
actual = [circuit.post_processing(value) for value in values]
self.assertListEqual(expected, actual)
def test_polynomial_function(self, num_state_qubits, slope, offset, domain,
image, rescaling_factor, breakpoints):
"""Test the polynomial rotation."""
reference = partial(self.evaluate_function,
num_qubits=num_state_qubits,
slope=slope,
offset=offset,
domain=domain,
image=image,
rescaling_factor=rescaling_factor,
breakpoints=breakpoints)
linear_f = LinearAmplitudeFunction(num_state_qubits, slope, offset,
domain, image, rescaling_factor,
breakpoints)
self.assertFunctionIsCorrect(linear_f, reference)
import numpy as np
# define linear objective function
num_sum_qubits = 5
breakpoints = [0]
slopes = [1]
offsets = [0]
f_min = 0
f_max = 10
c_approx = 0.25
objective = LinearAmplitudeFunction(
num_sum_qubits,
slope=slopes,
offset=offsets,
# max value that can be reached by the qubit register (will not always be reached)
domain=(0, 2**num_sum_qubits-1),
image=(f_min, f_max),
rescaling_factor=c_approx,
breakpoints=breakpoints
)
qr_sum = QuantumRegister(5, "sum")
state_preparation = QuantumCircuit(qr_sum) # to complete
# set target precision and confidence level
epsilon = 0.01
alpha = 0.05
# construct amplitude estimation
ae_cdf = IterativeAmplitudeEstimation(state_preparation=state_preparation,
epsilon=epsilon, alpha=alpha,