Ejemplo n.º 1
0
Archivo: mean.py Proyecto: PMBio/mtSet
	def _update_indicator(self,K,L):
		""" update the indicator """
		_update = {'term': self.n_terms*SP.ones((K,L)).T.ravel(),
					'row': SP.kron(SP.arange(K)[:,SP.newaxis],SP.ones((1,L))).T.ravel(),
					'col': SP.kron(SP.ones((K,1)),SP.arange(L)[SP.newaxis,:]).T.ravel()} 
		for key in _update.keys():
			self.indicator[key] = SP.concatenate([self.indicator[key],_update[key]])
Ejemplo n.º 2
0
    def _LMLgrad_s(self,hyperparams,debugging=False):
        """
        evaluate gradients with respect to covariance matrix Sigma
        """
        try:
            KV = self.get_covariances(hyperparams, debugging=debugging)
        except LA.LinAlgError:
            LG.error('linalg exception in _LMLgrad_x_sigma')
            return {'X_s':SP.zeros(hyperparams['X_s'].shape)}

        Si = 1./KV['Stilde_os']
        SS = SP.dot(unravel(Si,self.n,self.t).T,KV['Stilde_o'])
        USU = SP.dot(KV['USi_c'],KV['Utilde_s'])        
        Yhat = unravel(Si * ravel(KV['UYtildeU_os']),self.n,self.t)
        RV = {}
        
        if 'X_s' in hyperparams:
            USUY = SP.dot(USU,Yhat.T)
            USUYSYUSU = SP.dot(USUY,(KV['Stilde_o']*USUY).T)
        
            LMLgrad = SP.zeros((self.t,self.covar_s.n_dimensions))
            LMLgrad_det = SP.zeros((self.t,self.covar_s.n_dimensions))
            LMLgrad_quad = SP.zeros((self.t,self.covar_s.n_dimensions))
        
            for d in xrange(self.covar_s.n_dimensions):
                Kd_grad = self.covar_s.Kgrad_x(hyperparams['covar_s'],d)
                UsU = SP.dot(Kd_grad.T,USU)*USU
                LMLgrad_det[:,d] = SP.dot(UsU,SS.T)
                # calculate gradient of squared form
                LMLgrad_quad[:,d] = -(USUYSYUSU*Kd_grad).sum(0)
            LMLgrad = LMLgrad_det + LMLgrad_quad
            RV['X_s'] = LMLgrad
            
            if debugging:
                _LMLgrad = SP.zeros((self.t,self.covar_s.n_dimensions))
                for t in xrange(self.t):
                    for d in xrange(self.covar_s.n_dimensions):
                        Kgrad_x = self.covar_s.Kgrad_x(hyperparams['covar_s'],d,t)
                        Kgrad_x = SP.kron(Kgrad_x,KV['K_o'])
                        _LMLgrad[t,d] = 0.5*(KV['W']*Kgrad_x).sum()

                assert SP.allclose(LMLgrad,_LMLgrad,rtol=1E-3,atol=1E-2), 'ouch, something is wrong: %.2f'%LA.norm(LMLgrad-_LMLgrad)

        if 'covar_s' in hyperparams:
            theta = SP.zeros(len(hyperparams['covar_s']))
            for i in range(len(theta)):
                Kgrad_s = self.covar_s.Kgrad_theta(hyperparams['covar_s'],i)
                UdKU = SP.dot(USU.T, SP.dot(Kgrad_s, USU))
                SYUdKU = SP.dot(UdKU,KV['Stilde_o'] * Yhat.T)
                LMLgrad_det = SP.sum(Si*SP.kron(SP.diag(UdKU),KV['Stilde_o']))
                LMLgrad_quad = -(Yhat.T*SYUdKU).sum()
                LMLgrad = 0.5*(LMLgrad_det + LMLgrad_quad)
                theta[i] = LMLgrad

                if debugging:
                    Kd = SP.kron(Kgrad_s, KV['K_o'])
                    _LMLgrad = 0.5 * (KV['W']*Kd).sum()
                    assert SP.allclose(LMLgrad,_LMLgrad,rtol=1E-3,atol=1E-2), 'ouch, something is wrong: %.2f'%LA.norm(LMLgrad-_LMLgrad)
            RV['covar_s'] = theta
        return RV
Ejemplo n.º 3
0
    def LMLdebug(self):
        """
        LML function for debug
        """
        assert self.N*self.P<5000, 'gp2kronSum:: N*P>=5000'

        y = SP.reshape(self.Y,(self.N*self.P), order='F') 
        V = SP.kron(SP.eye(self.P),self.F)

        XX = SP.dot(self.Xr,self.Xr.T)
        K  = SP.kron(self.Cr.K(),XX)
        K += SP.kron(self.Cn.K()+self.offset*SP.eye(self.P),SP.eye(self.N))

        # inverse of K
        cholK = LA.cholesky(K)
        Ki = LA.cho_solve((cholK,False),SP.eye(self.N*self.P))

        # Areml and inverse
        Areml = SP.dot(V.T,SP.dot(Ki,V))
        cholAreml = LA.cholesky(Areml)
        Areml_i = LA.cho_solve((cholAreml,False),SP.eye(self.K*self.P))

        # effect sizes and z
        b = SP.dot(Areml_i,SP.dot(V.T,SP.dot(Ki,y)))
        z = y-SP.dot(V,b)
        Kiz = SP.dot(Ki,z)

        # lml
        lml  = y.shape[0]*SP.log(2*SP.pi)
        lml += 2*SP.log(SP.diag(cholK)).sum()
        lml += 2*SP.log(SP.diag(cholAreml)).sum()
        lml += SP.dot(z,Kiz)
        lml *= 0.5

        return lml
Ejemplo n.º 4
0
    def _LMLgrad_covar_debug(self,covar):

        assert self.N*self.P<2000, 'gp2kronSum:: N*P>=2000'

        y  = SP.reshape(self.Y,(self.N*self.P), order='F') 

        K  = SP.kron(self.Cg.K(),self.XX)
        K += SP.kron(self.Cn.K()+self.offset*SP.eye(self.P),SP.eye(self.N))

        cholK = LA.cholesky(K).T
        Ki  = LA.cho_solve((cholK,True),SP.eye(y.shape[0]))
        Kiy   = LA.cho_solve((cholK,True),y)

        if covar=='Cr':     n_params = self.Cr.getNumberParams()
        elif covar=='Cg':   n_params = self.Cg.getNumberParams()
        elif covar=='Cn':   n_params = self.Cn.getNumberParams()

        RV = SP.zeros(n_params)

        for i in range(n_params):
            #0. calc grad_i
            if covar=='Cg':
                C   = self.Cg.Kgrad_param(i)
                Kgrad  = SP.kron(C,self.XX)
            elif covar=='Cn':
                C   = self.Cn.Kgrad_param(i)
                Kgrad  = SP.kron(C,SP.eye(self.N))

            #1. der of log det
            RV[i]  = 0.5*(Ki*Kgrad).sum()
            
            #2. der of quad form
            RV[i] -= 0.5*(Kiy*SP.dot(Kgrad,Kiy)).sum()

        return RV
Ejemplo n.º 5
0
def AlphaBetaCoeffs_old(n, a, b):
    " Construct the alpha and beta coefficient matrices. "
    Z = sp.matrix([[1,0],[0,-1]])
    I = sp.identity(2)
    alpha = sp.zeros((2**n,2**n))
    beta = sp.zeros((2**n,2**n))
    m1 = []
    m2 = []
    for i in range(0,n):
        for m in range(0,n-1): m1.append(I)
        m1.insert(i, Z)
        temp1 = m1[0]
        m1.pop(0)

        while (len(m1) != 0):
            temp1 = sp.kron(temp1, m1[0])
            m1.pop(0)
        alpha += temp1*a[i]
        for j in range(i+1, n):
            for m in range(0, n-2): m2.append(I)
            m2.insert(i, Z)
            m2.insert(j, Z)
            temp2 = m2[0]
            m2.pop(0)
            while (len(m2) != 0):
                temp2 = sp.kron(temp2, m2[0])
                m2.pop(0)
            beta += (temp2)*b[i,j]
    return [alpha, beta]
Ejemplo n.º 6
0
def sqrtm3(X):
    M = sp.copy(X)
    m, fb, fe = block_structure(M)
    n = M.shape[0]
    for i in range(0,m):
        M[fb[i]:fe[i],fb[i]:fe[i]] = twobytworoot(M[fb[i]:fe[i],fb[i]:fe[i]])
        #print M

    for j in range(1,m):
        for i in range(0,m-j):
            #print M[fb[i]:fe[i],fb[JJ]:fe[JJ]]
            JJ = i+j
            Tnoto = M[fb[i]:fe[i],fb[JJ]:fe[JJ]] #dopo togliere il copy
            #print "Tnot: "
            #print Tnoto
            for k in range(i+1,JJ):
                Tnoto -= (M[fb[i]:fe[i],fb[k]:fe[k]]).dot(M[fb[k]:fe[k],fb[JJ]:fe[JJ]])
                #print M[fb[i]:fe[i],fb[k]:fe[k]]
                #print M[fb[k]:fe[k],fb[JJ]:fe[JJ]]

            if((M[fb[i]:fe[i],fb[JJ]:fe[JJ]]).shape==(1,1)):
                #print "forma 1"
                #print M[fb[i]:fe[i],fb[JJ]:fe[JJ]]           #  Uij
                #print M[fb[i]:fe[i],fb[i]:fe[i]]               #  Uii
                #print M[fb[JJ]:fe[JJ],fb[JJ]:fe[JJ]]       #  Ujj
                M[fb[i]:fe[i],fb[JJ]:fe[JJ]] = Tnoto/(M[fb[i]:fe[i],fb[i]:fe[i]] + M[fb[JJ]:fe[JJ],fb[JJ]:fe[JJ]])

            else:
                Uii = M[fb[i]:fe[i],fb[i]:fe[i]]
                Ujj = M[fb[JJ]:fe[JJ],fb[JJ]:fe[JJ]]
                shapeUii = Uii.shape[0]
                shapeUjj = Ujj.shape[0]
                """
                print "------------"
                print Tnoto
                print Tnoto.shape
                print sp.kron(sp.eye(shapeUjj),Uii)
                print sp.kron(Ujj.T,sp.eye(shapeUii))
                print Tnoto
                """
                #M[fb[i]:fe[i],fb[JJ]:fe[JJ]] = sp.linalg.solve_sylvester(Uii, Ujj, Tnoto)

                """
                x, scale, info = dtrsyl(Uii, Ujj, Tnoto

                if (scale==1.0):
                     = x

                else:
                    M[fb[i]:fe[i],fb[JJ]:fe[JJ]] = x*scale
                    print "scale!=0"
                """
                Tnoto = Tnoto.reshape((shapeUii*shapeUjj),1,order="F")
                M[fb[i]:fe[i],fb[JJ]:fe[JJ]] = \
                linalg.solve(sp.kron(sp.eye(shapeUjj),Uii) +
                sp.kron(Ujj.T,sp.eye(shapeUii)),
                Tnoto).reshape(shapeUii,shapeUjj,order="F")


    return M
Ejemplo n.º 7
0
 def diag_Ctilde_o_Sr(self, i):
     if i < self.Cg.getNumberParams():
         r = sp.kron(sp.diag(self.LcGradCgLc(i)), self.Sr())
     else:
         _i = i - self.Cg.getNumberParams()
         r = sp.kron(sp.diag(self.LcGradCnLc(_i)), sp.ones(self.dim_r))
     return r
Ejemplo n.º 8
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 def varMLE(self):
     """ calculate inverse of fisher information """
     self._update_cache()
     Sr = {}
     Sr['Cg'] = self.cache['Srstar']
     Sr['Cn'] = SP.ones(self.N)
     n_params = self.Cg.getNumberParams()+self.Cn.getNumberParams()
     fisher = SP.zeros((n_params,n_params))
     header = SP.zeros((n_params,n_params),dtype='|S10')
     C1  = SP.zeros((self.P,self.P))
     C2  = SP.zeros((self.P,self.P))
     idx1 = 0
     for key1 in ['Cg','Cn']:
         for key1_p1 in range(self.P):
             for key1_p2 in range(key1_p1,self.P):
                 C1[key1_p1,key1_p2] = C1[key1_p2,key1_p1] = 1
                 LCL1 = SP.dot(self.cache['Lc'],SP.dot(C1,self.cache['Lc'].T))
                 CSr1 = SP.kron(Sr[key1][:,SP.newaxis,SP.newaxis],LCL1[SP.newaxis,:])
                 DCSr1 = self.cache['D'][:,:,SP.newaxis]*CSr1
                 idx2 = 0
                 for key2 in ['Cg','Cn']:
                     for key2_p1 in range(self.P):
                         for key2_p2 in range(key2_p1,self.P):
                             C2[key2_p1,key2_p2] = C2[key2_p2,key2_p1] = 1
                             LCL2 = SP.dot(self.cache['Lc'],SP.dot(C2,self.cache['Lc'].T))
                             CSr2 = SP.kron(Sr[key2][:,SP.newaxis,SP.newaxis],LCL2[SP.newaxis,:])
                             DCSr2 = self.cache['D'][:,:,SP.newaxis]*CSr2
                             fisher[idx1,idx2] = 0.5*(DCSr1*DCSr2).sum()
                             header[idx1,idx2] = '%s%d%d_%s%d%d'%(key1,key1_p1,key1_p1,key2,key2_p1,key2_p2)
                             C2[key2_p1,key2_p2] = C2[key2_p2,key2_p1] = 0
                             idx2+=1
                 C1[key1_p1,key1_p2] = C1[key1_p2,key1_p1] = 0
                 idx1+=1
     RV = LA.inv(fisher)
     return RV,header
Ejemplo n.º 9
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    def K(self):
        if self.dim > _MAX_DIM:
            raise TooExpensiveOperationError(msg_too_expensive_dim(my_name(),
                                                                   _MAX_DIM))

        rv = sp.kron(self.Cg.K(), self.R) + sp.kron(self.Cn.K(), sp.eye(self.dim_r))
        return rv
Ejemplo n.º 10
0
    def _LMLgrad_covar(self,hyperparams,debugging=False):
        """
        evaluates the gradient of the log marginal likelihood with respect to the
        hyperparameters of the covariance function
        """
        try:
            KV = self.get_covariances(hyperparams,debugging=debugging)
        except LA.LinAlgError:
            LG.error('linalg exception in _LMLgrad_covar')
            return {'covar_r':SP.zeros(len(hyperparams['covar_r'])),'covar_c':SP.zeros(len(hyperparams['covar_c'])),'covar_r':SP.zeros(len(hyperparams['covar_r']))}
        except ValueError:
            LG.error('value error in _LMLgrad_covar')
            return {'covar_r':SP.zeros(len(hyperparams['covar_r'])),'covar_c':SP.zeros(len(hyperparams['covar_c'])),'covar_r':SP.zeros(len(hyperparams['covar_r']))}
 
        RV = {}
        Si = unravel(1./KV['S'],self.n,self.t)

        if 'covar_r' in hyperparams:
            theta = SP.zeros(len(hyperparams['covar_r']))
            for i in range(len(theta)):
                Kgrad_r = self.covar_r.Kgrad_theta(hyperparams['covar_r'],i)
                d=(KV['U_r']*SP.dot(Kgrad_r,KV['U_r'])).sum(0)
                LMLgrad_det = SP.dot(d,SP.dot(Si,KV['S_c']))
                UdKU = SP.dot(KV['U_r'].T,SP.dot(Kgrad_r,KV['U_r']))
                SYUdKU = SP.dot(UdKU,(KV['Ytilde']*SP.tile(KV['S_c'][SP.newaxis,:],(self.n,1))))
                LMLgrad_quad = - (KV['Ytilde']*SYUdKU).sum()
                LMLgrad = 0.5*(LMLgrad_det + LMLgrad_quad)
                theta[i] = LMLgrad

                if debugging:
                    Kd = SP.kron(KV['K_c'], Kgrad_r)
                    _LMLgrad = 0.5 * (KV['W']*Kd).sum()
                    assert SP.allclose(LMLgrad,_LMLgrad), 'ouch, gradient is wrong for covar_r'
                    
            RV['covar_r'] = theta

        if 'covar_c' in hyperparams:
            theta = SP.zeros(len(hyperparams['covar_c']))
            for i in range(len(theta)):
                Kgrad_c = self.covar_c.Kgrad_theta(hyperparams['covar_c'],i)

                d=(KV['U_c']*SP.dot(Kgrad_c,KV['U_c'])).sum(0)
                LMLgrad_det = SP.dot(KV['S_r'],SP.dot(Si,d))

                UdKU = SP.dot(KV['U_c'].T,SP.dot(Kgrad_c,KV['U_c']))
                SYUdKU = SP.dot((KV['Ytilde']*SP.tile(KV['S_r'][:,SP.newaxis],(1,self.t))),UdKU.T)
                LMLgrad_quad = -SP.sum(KV['Ytilde']*SYUdKU)
                LMLgrad = 0.5*(LMLgrad_det + LMLgrad_quad)
                theta[i] = LMLgrad
            
                if debugging:
                    Kd = SP.kron(Kgrad_c, KV['K_r'])
                    _LMLgrad = 0.5 * (KV['W']*Kd).sum()
                    assert SP.allclose(LMLgrad,_LMLgrad), 'ouch, gradient is wrong for covar_c'
                    
                RV['covar_c'] = theta

        return RV
Ejemplo n.º 11
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def get_linds(N, eps):
    #Lindblad operators must have same range as Hamiltonian terms. In this case they are nearest-neighbour.
    Sp1 = (sp.kron(Sp, sp.eye(2))).reshape(2, 2, 2, 2)
    Sm2 = (sp.kron(sp.eye(2), Sm)).reshape(2, 2, 2, 2)
    
    L1 = (1, sp.sqrt(eps) * Sp1)
    L2 = (N-1, sp.sqrt(eps) * Sm2)
    
    return [L1, L2]
Ejemplo n.º 12
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 def _fit(self, type, vc=False):
     #2. init
     if type=='null':
         self.gp[type].covar.Cg.setCovariance(0.5*self.covY)
         self.gp[type].covar.Cn.setCovariance(0.5*self.covY)
     elif type=='full':
         Cg0_K = self.gp['null'].covar.Cg.K()
         Cn0_K = self.gp['null'].covar.Cn.K()
         self.gp[type].covar.Cr.setCovariance((Cn0_K+Cg0_K)/3.)
         self.gp[type].covar.Cg.setCovariance(2.*Cg0_K/3.)
         self.gp[type].covar.Cn.setCovariance(2.*Cn0_K/3.)
     elif type=='block':
         Crf_K = self.gp['full'].covar.Cr.K()
         Cnf_K = self.gp['full'].covar.Cn.K()
         self.gp[type].covar.Cr.scale = sp.mean(Crf_K)
         self.gp[type].covar.Cn.setCovariance(Cnf_K)
     elif type=='rank1':
         Crf_K = self.gp['full'].covar.Cr.K()
         Cnf_K = self.gp['full'].covar.Cn.K()
         self.gp[type].covar.Cr.setCovariance(Crf_K)
         self.gp[type].covar.Cn.setCovariance(Cnf_K)
     else:
         print('poppo')
     self.gp[type].optimize(factr=self.factr, verbose=False)
     RV = {'Cg': self.gp[type].covar.Cg.K(),
             'Cn': self.gp[type].covar.Cn.K(),
             'LML': sp.array([self.gp[type].LML()]),
             'LMLgrad': sp.array([sp.mean((self.gp[type].LML_grad()['covar'])**2)])}
     if type=='null':        RV['Cr'] = sp.zeros(RV['Cg'].shape) 
     else:                   RV['Cr'] = self.gp[type].covar.Cr.K() 
     if vc:
         # tr(P CoR) = tr(C)tr(R) - tr(Ones C) tr(Ones R) / float(NP)
         #           = tr(C)tr(R) - C.sum() * R.sum() / float(NP)
         trRr = (self.Xr**2).sum()
         var_r = sp.trace(RV['Cr'])*trRr / float(self.Y.size-1)
         var_g = sp.trace(RV['Cg'])*self.trRg / float(self.Y.size-1)
         var_n = sp.trace(RV['Cn'])*self.Y.shape[0] 
         var_n-= RV['Cn'].sum() / float(RV['Cn'].shape[0])
         var_n/= float(self.Y.size-1) 
         RV['var'] = sp.array([var_r, var_g, var_n])
         if 0 and self.Y.size<5000:
             pdb.set_trace()
             Kr = sp.kron(RV['Cr'], sp.dot(self.Xr, self.Xr.T))
             Kn = sp.kron(RV['Cn'], sp.eye(self.Y.shape[0]))
             _var_r = sp.trace(Kr-Kr.mean(0)) / float(self.Y.size-1)
             _var_n = sp.trace(Kn-Kn.mean(0)) / float(self.Y.size-1)
             _var = sp.array([_var_r, var_g, _var_n])
             print(((_var-RV['var'])**2).mean())
         if type=='full':
             # calculate within region vcs 
             Cr_block = sp.mean(RV['Cr']) * sp.ones(RV['Cr'].shape)
             Cr_rank1 = lowrank_approx(RV['Cr'], rank=1)
             var_block = sp.trace(Cr_block)*trRr / float(self.Y.size-1)
             var_rank1 = sp.trace(Cr_rank1)*trRr / float(self.Y.size-1)
             RV['var_r'] = sp.array([var_block, var_rank1-var_block, var_r-var_rank1])
     return RV
Ejemplo n.º 13
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    def test_inv(self):
        C = self.C

        L = sp.kron(C.Lc(), sp.eye(C.dim_r))
        W = sp.kron(C.Wc(), C.Wr())
        WdW = sp.dot(W.T, C.d()[:, sp.newaxis] * W)
        I_WdW = sp.eye(C.dim_c * C.dim_r) - WdW
        inv1 = sp.dot(L.T, sp.dot(I_WdW, L))

        inv2 = C.inv()
        np.testing.assert_array_almost_equal(inv1, inv2)
Ejemplo n.º 14
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def distanz(x, y=None):
    r"""
    Calculate the distanz between two colon vectors

    Parameters
    ----------
    x : ndarray
        First colon vector
    y : ndarray
        Second colon vector

    Returns
    -------
    d : ndarray
        Distance between x and y

    Examples
    --------
    >>> import numpy as np
    >>> from pygsp import utils
    >>> x = np.random.rand(16)
    >>> y = np.random.rand(16)
    >>> distanz = utils.distanz(x, y)

    """
    try:
        x.shape[1]
    except IndexError:
        x = x.reshape(1, x.shape[0])

    if y is None:
        y = x

    else:
        try:
            y.shape[1]
        except IndexError:
            y = y.reshape(1, y.shape[0])

    rx, cx = x.shape
    ry, cy = y.shape

    # Size verification
    if rx != ry:
        raise("The sizes of x and y do not fit")

    xx = (x*x).sum(axis=0)
    yy = (y*y).sum(axis=0)
    xy = np.dot(x.T, y)

    d = abs(sp.kron(sp.ones((cy, 1)), xx).T +
            sp.kron(sp.ones((cx, 1)), yy) - 2*xy)

    return np.sqrt(d)
Ejemplo n.º 15
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 def diag_Ctilde_o_Sr(self, i):
     np_r = self.Cr.getNumberParams()
     np_g = self.Cg.getNumberParams()
     if i < np_r:
         r = sp.kron(sp.diag(self.LcGradCrLc(i)), self.diagWrWr())
     elif i < (np_r + np_g):
         _i = i - np_r
         r = sp.kron(sp.diag(self.LcGradCgLc(_i)), self.Sr())
     else:
         _i = i - np_r - np_g
         r = sp.kron(sp.diag(self.LcGradCnLc(_i)), sp.ones(self.dim_r))
     return r
Ejemplo n.º 16
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def get_full_op(op):
    fop = sp.zeros((2**N, 2**N), dtype=sp.complex128)
    for n in range(1, min(len(op), N + 1)):
        if op[n] is None:
            continue
            
        n_sites = len(op[n].shape) / 2
        opn = op[n].reshape(2**n_sites, 2**n_sites)
        fop_n = sp.kron(sp.eye(2**(n - 1)), sp.kron(opn, sp.eye(2**(N - n - n_sites + 1))))

        assert fop.shape == fop_n.shape
        fop += fop_n
    return fop
Ejemplo n.º 17
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def IsingHamiltonian_old(n, h, J, g):
    ### Construct Hamiltonian ###
    Z = sp.matrix([[1,0],[0,-1]])
    X = sp.matrix([[0,1],[1,0]])
    I = sp.identity(2)
    alpha = sp.zeros((2**n,2**n))
    beta = sp.zeros((2**n,2**n))
    delta = sp.zeros((2**n,2**n))
    matrices = []
    # Calculate alpha
    for i in range(0,n):
        for m in range(0,n-1):
            matrices.append(I)
        matrices.insert(i, Z)
        temp = matrices[0]
        matrices.pop(0)
        while (len(matrices) != 0):
            temp = sp.kron(temp, matrices[0])
            matrices.pop(0)
        alpha = alpha + temp*h[i]
    temp = 0
    # Calculate beta
    for i in range(0,n):
        for j in range(0,n):
            if (i != j):
                for m in range(0,n-2):
                    matrices.append(I)
                matrices.insert(i, Z)
                matrices.insert(j, Z)
                temp = matrices[0]
                matrices.pop(0)
                while (len(matrices) != 0):
                    temp = sp.kron(temp, matrices[0])
                    matrices.pop(0)
                beta = beta + temp*J[i,j]
    beta = beta + g*sp.identity(2**n)
    temp = 0
    # Calculate delta                                                            
    for i in range(0,n) :
        for m in range(0,n-1):
            matrices.append(I)
        matrices.insert(i, X)
        temp = matrices[0]
        matrices.pop(0)
        while (len(matrices) != 0):
            temp = sp.kron(temp, matrices[0])
            matrices.pop(0)
        delta += temp
    return [alpha, beta, delta]
Ejemplo n.º 18
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def GenerateLabels(n):
    " Get proper labeling for output states. "
    # Generate bitstrings
    bitstring = []
    for i in range(0, n + 1):
        bitstring.append(kbits(n, i))
    # Flatten
    bitstring = list(itertools.chain.from_iterable(bitstring))
    # Generate unit vectors
    statelist = []
    poslist = []
    pos = 0
    unit0 = sp.array([1, 0])
    unit1 = sp.array([0, 1])
    for i in range(len(bitstring)):
        # Construct unit vector corresponding to bitstring
        state = unit1 if (bitstring[i][0] == '1') else unit0
        for j in range(n - 1):
            state = sp.kron(state, unit1 if
                            (bitstring[i][j + 1] == '1') else unit0)
        statelist.append(state)
        # Record orientation of unit vector (using position of 1 value)
        for j in range(2**n):
            if (statelist[-1][j]):
                pos = j
                break
        poslist.append(pos)
    # Sort the states
    sortperm = sp.array(poslist).argsort()
    bitstring = [bitstring[i] for i in sortperm]

    return bitstring
Ejemplo n.º 19
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 def LW(self):
     R = sp.zeros((self.mean.Y.size, self.mean.n_covs))
     istart = 0
     for ti in range(self.mean.n_terms):
         iend = istart + self.mean.F[ti].shape[1] * self.mean.A[ti].shape[0]
         R[:, istart:iend] = sp.kron(self.ALc()[ti].T, self.LrF()[ti])
     return R
Ejemplo n.º 20
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    def _LML_covar(self, hyperparams):
        #calculate marginal likelihood of kronecker GP

        #1. get covariance structures needed:
        try:
            KV = self.get_covariances(hyperparams)
        except linalg.LinAlgError:
            LG.error("exception caught (%s)" % (str(hyperparams)))
            return 1E6
        #2. build lml
        LML = 0
        LMLc = 0.5 * self.nd * SP.log(2.0 * SP.pi)
        #constant part of negative lml
        #quadratic form
        Si = KV['Si']

        LMLq = 0.5 * SP.dot(KV['y_rot'].ravel(), KV['YSi'].ravel())
        #determinant stuff
        LMLd = -0.5 * SP.log(Si).sum()

        if VERBOSE:
            print "costly verbose debugging on"
            K = SP.kron(KV['Kr'], KV['Kc']) + SP.diag(KV['Knoise'])
            Ki = SP.linalg.inv(K)
            LMLq_ = 0.5 * SP.dot(SP.dot(self.y.ravel(), Ki), self.y.ravel())
            LMLd_ = 0.5 * 2 * SP.log(SP.linalg.cholesky(K).diagonal()).sum()
            check_dist(LMLq, LMLq_)
            check_dist(LMLd, LMLd_)

        return LMLc + LMLq + LMLd
Ejemplo n.º 21
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 def W(self):
     R = sp.zeros((self.Y.size, self.n_covs))
     istart = 0
     for ti in range(self.n_terms):
         iend = istart + self.F[ti].shape[1] * self.A[ti].shape[0]
         R[:, istart:iend] = sp.kron(self.A[ti].T, self.F[ti])
     return R
Ejemplo n.º 22
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def L_basic_red(rate_mat, rate_dic, rowList, rowLen, pb=0.5, kex=300.0):
    # populate the Liouvillian with relaxation and chemical exchange terms
    a = np.zeros((1 + 2 * rowLen, 1 + 2 * rowLen), dtype=complex)
    # relaxation bits
    pa = 1.0 - pb
    a += rate_mat

    cnt = 0
    for i, prod in enumerate(prodList):
        if i in rowList:
            if prod == 'Iz':  # these are for the return of magnetisation to equilibrium
                a[cnt, 0] -= rate_dic['Iz'] * pa
                a[cnt + rowLen, 0] -= rate_dic['Iz'] * pb
            elif prod == 'Rz':
                a[cnt, 0] -= rate_dic['Rz'] * pa
                a[cnt + rowLen, 0] -= rate_dic['Rz'] * pb
            elif prod == 'Sz':
                a[cnt, 0] -= rate_dic['Sz'] * pa
                a[cnt + rowLen, 0] -= rate_dic['Sz'] * pb
            cnt += 1
    # add exchange
    k_ge = kex * pb
    k_eg = kex * pa
    k_mat = np.array([[-k_ge, k_eg], [k_ge, -k_eg]])
    k_mat = kron(k_mat, np.eye(rowLen))
    a[1:2 * rowLen + 1, 1:2 * rowLen + 1] -= k_mat  # signs are important!

    return a
Ejemplo n.º 23
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def gaussian_checkerboard_kernel(L, sigma=10):
    '''
    Computes a gaussian checkerboard kernel of shape (2L+1, 2L+1)
    The result is the Hadamar (element-wise) product of a centered 2D gaussian
    pdf of std `sigma` evaluated on (-L:L)x(-L:L) with a checkerboard kernel.
    Thus the resulting matrix is split into 4 quarts : 2 negatives quarts and
    2 positive parts.

    INPUTS:
    - L : half length of the kernel
    - sigma : optional parameter : the std of the gaussian part of the kernel

    OUTPUS:
    - np.ndarray representing a gaussian checkerboard kernel of shape (2L+1)
    '''
    # get gaussian part
    x, y = np.mgrid[-L:L, -L:L]
    pos = np.empty(x.shape + (2, ))
    pos[:, :, 0] = x
    pos[:, :, 1] = y
    rv = st.multivariate_normal([0, 0], sigma * np.eye(2))
    pdf = rv.pdf(pos)
    # get checkerboard part
    checkerboard = kron(np.array([[1, -1], [-1, 1]]), np.ones(shape=(L, L)))
    # return
    return checkerboard * pdf
Ejemplo n.º 24
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def GenerateLabels(n):
    " Get proper labeling for output states. "
    # Generate bitstrings
    bitstring = []
    for i in range(0,n+1): 
        bitstring.append(kbits(n, i))
    # Flatten
    bitstring = list(itertools.chain.from_iterable(bitstring))
    # Generate unit vectors
    statelist = []
    poslist = []
    pos = 0
    unit0 = sp.array([1,0])
    unit1 = sp.array([0,1])
    for i in range(len(bitstring)):
        # Construct unit vector corresponding to bitstring
        state = unit1 if (bitstring[i][0] == '1') else unit0
        for j in range(n-1):
            state = sp.kron(state, 
                            unit1 if (bitstring[i][j+1] == '1') else unit0)
        statelist.append(state)
        # Record orientation of unit vector (using position of 1 value)
        for j in range(2**n):
            if (statelist[-1][j]):
                pos = j
                break
        poslist.append(pos)
    # Sort the states
    sortperm = sp.array(poslist).argsort()
    bitstring = [ bitstring[i] for i in sortperm ]

    return bitstring
Ejemplo n.º 25
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 def ALcCtildeLcA_o_FRF(self, i):
     if i < self.covar.Cr.getNumberParams():
         FRF = self.FGGF()
     else:
         FRF = self.FF()
     ALcCtildeALc = sp.dot(self.ALc(), self.CtildeLcA(i))
     return sp.kron(ALcCtildeALc, FRF)
Ejemplo n.º 26
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 def WcCtildeLcA_o_WrRF(self, i):
     if i < self.covar.Cr.getNumberParams():
         self.WrRF = self.WrGGF()
     else:
         self.WrRF = self.WrF()
     WcCtildeLcA = sp.dot(self.covar.Wc(), self.CtildeLcA(i))
     return sp.kron(WcCtildeLcA, self.WrRF)
Ejemplo n.º 27
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    def _LMLgrad_lik(self,hyperparams):
        """
        evaluates the gradient of the log marginal likelihood with respect to
        the hyperparameters of the likelihood function
        """
        try:
            KV = self.get_covariances(hyperparams)
        except LA.LinAlgError:
            LG.error('linalg exception in _LML_covar')
            return {'lik':SP.zeros(len(hyperparams['lik']))}
        except ValueError:
            LG.error('value error in _LML_covar')
            return {'lik':SP.zeros(len(hyperparams['lik']))}
        
        YtildeVec = ravel(KV['Ytilde'])
        Kd_diag = self.likelihood.Kdiag_grad_theta(hyperparams['lik'],self.n,0)

        temp = SP.kron(SP.dot(KV['U_c'].T, SP.dot(KV['Binv'], SP.dot(KV['Binv'].T, KV['U_c']))),SP.diag(Kd_diag)) 
        LMLgrad_det = SP.diag(SP.dot(SP.diag(1./KV['S']),temp)).sum() # Needs more optimization
        
        sigma_grad = 2 * SP.exp(2 * hyperparams['lik'])
        LMLgrad_quad = - (sigma_grad * YtildeVec * 
            ravel(SP.dot(SP.eye(self.n), SP.dot(KV['Ytilde'],KV['UBinvBinvU'].T)))).sum()
        LMLgrad = 0.5*(LMLgrad_det + LMLgrad_quad)
        
        return {'lik':SP.array([LMLgrad])}
Ejemplo n.º 28
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 def ALcCtildeLcA_o_FRF(self, i):
     if i < self.covar.Cr.getNumberParams():
         FRF = self.FGGF()
     else:
         FRF = self.FF()
     ALcCtildeALc = sp.dot(self.ALc(), self.CtildeLcA(i))
     return sp.kron(ALcCtildeALc, FRF)
Ejemplo n.º 29
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 def WcCtildeLcA_o_WrRF(self, i):
     if i < self.covar.Cr.getNumberParams():
         self.WrRF = self.WrGGF()
     else:
         self.WrRF = self.WrF()
     WcCtildeLcA = sp.dot(self.covar.Wc(), self.CtildeLcA(i))
     return sp.kron(WcCtildeLcA, self.WrRF)
Ejemplo n.º 30
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    def _LML_covar(self, hyperparams):
        #calculate marginal likelihood of kronecker GP

        #1. get covariance structures needed:
        try:
            KV = self.get_covariances(hyperparams)
        except linalg.LinAlgError:
            LG.error("exception caught (%s)" % (str(hyperparams)))
            return 1E6
        #2. build lml 
        LML = 0
        LMLc = 0.5* self.nd * SP.log(2.0 * SP.pi)
        #constant part of negative lml
        #quadratic form
        Si = KV['Si']
       
        LMLq = 0.5 * SP.dot(KV['y_rot'].ravel(),KV['YSi'].ravel() )
        #determinant stuff
        LMLd = -0.5 * SP.log(Si).sum()

        if VERBOSE:
            print "costly verbose debugging on"
            K = SP.kron(KV['Kr'],KV['Kc']) + SP.diag(KV['Knoise'])
            Ki = SP.linalg.inv(K)
            LMLq_ = 0.5* SP.dot(SP.dot(self.y.ravel(),Ki),self.y.ravel())
            LMLd_ = 0.5* 2 * SP.log(SP.linalg.cholesky(K).diagonal()).sum()
            check_dist(LMLq,LMLq_)
            check_dist(LMLd,LMLd_)
            

        return LMLc+LMLq+LMLd
Ejemplo n.º 31
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 def fitKronApprox(a):
     Sbg = SP.zeros_like(S[0])
     Kbg = SP.zeros_like(K[0])
     for i in range(len(S)):  Sbg+= a[i]*S[i]
     for i in range(len(K)):  Kbg+= a[i+len(S)]*K[i]
     Gamma1 = SP.kron(Sbg,Kbg)
     return ((Gamma-Gamma1)**2).sum()
Ejemplo n.º 32
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def L_basic(rate_mat, rate_dic, pb=0.5, kex=300.0):
    # populate the Liouvillian with relaxation and chemical exchange terms
    a = np.zeros((127, 127), dtype=complex)
    # relaxation bits
    pa = 1.0 - pb
    a += rate_mat

    for i, prod in enumerate(prodList):
        if prod == 'Iz':  # these are for the return of magnetisation to equilibrium
            a[i, 0] -= rate_dic['Iz'] * pa
            a[i + 63, 0] -= rate_dic['Iz'] * pb
        elif prod == 'Rz':
            a[i, 0] -= rate_dic['Rz'] * pa
            a[i + 63, 0] -= rate_dic['Rz'] * pb
        elif prod == 'Sz':
            a[i, 0] -= rate_dic['Sz'] * pa
            a[i + 63, 0] -= rate_dic['Sz'] * pb

    # add exchange
    k_ge = kex * pb
    k_eg = kex * pa
    k_mat = np.array([[-k_ge, k_eg], [k_ge, -k_eg]])
    k_mat = kron(k_mat, np.eye(63))
    a[1:127, 1:127] -= k_mat  # signs are important!

    return a
Ejemplo n.º 33
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def getVarianceKron(C, R, verbose=False):
    """ get variance scaling of kron(C,R)"""
    n_K = len(C) * len(R)
    c = SP.kron(SP.diag(C), SP.diag(R)).sum() - 1. / n_K * SP.dot(
        R.T, SP.dot(SP.ones((R.shape[0], C.shape[0])), C)).sum()
    scalar = (n_K - 1) / c
    return 1.0 / scalar
Ejemplo n.º 34
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def HamiltonianGen_old(n, a, b, d):
    """ Generate default Hamiltonian coefficients. """
    ### Construct Hamiltonian ###
    Z = sp.matrix([[1,0],[0,-1]])
    X = sp.matrix([[0,1],[1,0]])
    I = sp.identity(2)
    alpha = sp.zeros((2**n,2**n))
    beta = sp.zeros((2**n,2**n))
    delta = sp.zeros((2**n,2**n))
    matrices = []
    # Calculate alpha
    for i in range(0,n):
        for m in range(0,n-1): matrices.append(I)
        matrices.insert(i, Z)
        temp = matrices[0]
        matrices.pop(0)
        while (len(matrices) != 0):
            temp = sp.kron(temp, matrices[0])
            matrices.pop(0)
        alpha = alpha + temp*a[i]
    temp = 0
    # Calculate beta
    for i in range(0,n):
        for j in range(i+1,n):
            if (i != j):
                for m in range(0,n-2): matrices.append(I)
                matrices.insert(i, Z)
                matrices.insert(j, Z)
                temp = matrices[0]
                matrices.pop(0)
                while (len(matrices) != 0):
                    temp = sp.kron(temp, matrices[0])
                    matrices.pop(0)
                beta = beta + temp*b[i,j]
    temp = 0
    # Calculate delta                                                            
    for i in range(0,n):
        for m in range(0,n-1):
            matrices.append(I)
        matrices.insert(i, X)
        temp = matrices[0]
        matrices.pop(0)
        while (len(matrices) != 0):
            temp = sp.kron(temp, matrices[0])
            matrices.pop(0)
        delta += temp*d[i]
    return [alpha, beta, delta]
Ejemplo n.º 35
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    def _multiplex(self, bottom_gate, bottom_qubit_index, list_of_angles):
        """
        Internal recursive method to create gates to perform rotations on the
        imaginary qubits: works by rotating LSB (and hence ALL imaginary
        qubits) by combo angle and then flipping sign (by flipping the bit,
        hence moving the complex amplitudes) of half the imaginary qubits
        (CNOT) followed by another combo angle on LSB, therefore executing
        conditional (on MSB) rotations, thereby disentangling LSB.
        """
        list_len = len(list_of_angles)
        target_qubit = self.nth_qubit_from_least_sig_qubit(bottom_qubit_index)

        # Case of no multiplexing = base case for recursion
        if list_len == 1:
            return bottom_gate(list_of_angles[0], target_qubit)

        local_num_qubits = int(math.log2(list_len)) + 1
        control_qubit = self.nth_qubit_from_least_sig_qubit(
            local_num_qubits - 1 + bottom_qubit_index)

        # calc angle weights, assuming recursion (that is the lower-level
        # requested angles have been correctly implemented by recursion
        angle_weight = scipy.kron([[0.5, 0.5], [0.5, -0.5]],
                                  numpy.identity(2 ** (local_num_qubits - 2)))

        # calc the combo angles
        list_of_angles = (angle_weight * numpy.matrix(
            list_of_angles).transpose()).reshape(-1).tolist()[0]

        combine_composite_gates = CompositeGate(
            "multiplex" + local_num_qubits.__str__(), [], self.arg)

        # recursive step on half the angles fulfilling the above assumption
        combine_composite_gates._attach(
            self._multiplex(bottom_gate, bottom_qubit_index,
                            list_of_angles[0:(list_len // 2)]))

        # combine_composite_gates.cx(control_qubit,target_qubit) -> does not
        # work as expected because checks circuit
        # so attach CNOT as follows, thereby flipping the LSB qubit
        combine_composite_gates._attach(CnotGate(control_qubit, target_qubit))

        # implement extra efficiency from the paper of cancelling adjacent
        # CNOTs (by leaving out last CNOT and reversing (NOT inverting) the
        # second lower-level multiplex)
        sub_gate = self._multiplex(
            bottom_gate, bottom_qubit_index, list_of_angles[(list_len // 2):])
        if isinstance(sub_gate, CompositeGate):
            combine_composite_gates._attach(sub_gate.reverse())
        else:
            combine_composite_gates._attach(sub_gate)

        # outer multiplex keeps final CNOT, because no adjacent CNOT to cancel
        # with
        if self.num_qubits == local_num_qubits + bottom_qubit_index:
            combine_composite_gates._attach(CnotGate(control_qubit,
                                                     target_qubit))

        return combine_composite_gates
Ejemplo n.º 36
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    def _multiplex(self, bottom_gate, bottom_qubit_index, list_of_angles):
        """
        Internal recursive method to create gates to perform rotations on the
        imaginary qubits: works by rotating LSB (and hence ALL imaginary
        qubits) by combo angle and then flipping sign (by flipping the bit,
        hence moving the complex amplitudes) of half the imaginary qubits
        (CNOT) followed by another combo angle on LSB, therefore executing
        conditional (on MSB) rotations, thereby disentangling LSB.
        """
        list_len = len(list_of_angles)
        target_qubit = self.nth_qubit_from_least_sig_qubit(bottom_qubit_index)

        # Case of no multiplexing = base case for recursion
        if list_len == 1:
            return bottom_gate(list_of_angles[0], target_qubit)

        local_num_qubits = int(math.log2(list_len)) + 1
        control_qubit = self.nth_qubit_from_least_sig_qubit(
            local_num_qubits - 1 + bottom_qubit_index)

        # calc angle weights, assuming recursion (that is the lower-level
        # requested angles have been correctly implemented by recursion
        angle_weight = scipy.kron([[0.5, 0.5], [0.5, -0.5]],
                                  numpy.identity(2 ** (local_num_qubits - 2)))

        # calc the combo angles
        list_of_angles = (angle_weight * numpy.matrix(
            list_of_angles).transpose()).reshape(-1).tolist()[0]

        combine_composite_gates = CompositeGate(
            "multiplex" + local_num_qubits.__str__(), [], self.arg)

        # recursive step on half the angles fulfilling the above assumption
        combine_composite_gates._attach(
            self._multiplex(bottom_gate, bottom_qubit_index,
                            list_of_angles[0:(list_len // 2)]))

        # combine_composite_gates.cx(control_qubit,target_qubit) -> does not
        # work as expected because checks circuit
        # so attach CNOT as follows, thereby flipping the LSB qubit
        combine_composite_gates._attach(CnotGate(control_qubit, target_qubit))

        # implement extra efficiency from the paper of cancelling adjacent
        # CNOTs (by leaving out last CNOT and reversing (NOT inverting) the
        # second lower-level multiplex)
        sub_gate = self._multiplex(
            bottom_gate, bottom_qubit_index, list_of_angles[(list_len // 2):])
        if isinstance(sub_gate, CompositeGate):
            combine_composite_gates._attach(sub_gate.reverse())
        else:
            combine_composite_gates._attach(sub_gate)

        # outer multiplex keeps final CNOT, because no adjacent CNOT to cancel
        # with
        if self.num_qubits == local_num_qubits + bottom_qubit_index:
            combine_composite_gates._attach(CnotGate(control_qubit,
                                                     target_qubit))

        return combine_composite_gates
Ejemplo n.º 37
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    def _multiplex(self, target_gate, list_of_angles):
        """
        Return a recursive implementation of a multiplexor circuit,
        where each instruction itself has a decomposition based on
        smaller multiplexors.

        The LSB is the multiplexor "data" and the other bits are multiplexor "select".

        Args:
            target_gate (Gate): Ry or Rz gate to apply to target qubit, multiplexed
                over all other "select" qubits
            list_of_angles (list[float]): list of rotation angles to apply Ry and Rz

        Returns:
            DAGCircuit: the circuit implementing the multiplexor's action
        """
        list_len = len(list_of_angles)
        local_num_qubits = int(math.log2(list_len)) + 1

        q = QuantumRegister(local_num_qubits)
        circuit = QuantumCircuit(q)
        circuit.name = "multiplex" + local_num_qubits.__str__()

        lsb = q[0]
        msb = q[local_num_qubits - 1]

        # case of no multiplexing: base case for recursion
        if local_num_qubits == 1:
            circuit.append(target_gate(list_of_angles[0]), [q[0]])
            return circuit

        # calc angle weights, assuming recursion (that is the lower-level
        # requested angles have been correctly implemented by recursion
        angle_weight = scipy.kron([[0.5, 0.5], [0.5, -0.5]],
                                  np.identity(2 ** (local_num_qubits - 2)))

        # calc the combo angles
        list_of_angles = angle_weight.dot(np.array(list_of_angles)).tolist()

        # recursive step on half the angles fulfilling the above assumption
        multiplex_1 = self._multiplex(target_gate, list_of_angles[0:(list_len // 2)])
        circuit.append(multiplex_1.to_instruction(), q[0:-1])

        # attach CNOT as follows, thereby flipping the LSB qubit
        circuit.append(CnotGate(), [msb, lsb])

        # implement extra efficiency from the paper of cancelling adjacent
        # CNOTs (by leaving out last CNOT and reversing (NOT inverting) the
        # second lower-level multiplex)
        multiplex_2 = self._multiplex(target_gate, list_of_angles[(list_len // 2):])
        if list_len > 1:
            circuit.append(multiplex_2.to_instruction().mirror(), q[0:-1])
        else:
            circuit.append(multiplex_2.to_instruction(), q[0:-1])

        # attach a final CNOT
        circuit.append(CnotGate(), [msb, lsb])

        return circuit
Ejemplo n.º 38
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def make_E_2s(A1, A2, B1, B2, op):
    res = sp.zeros((A1.shape[1]**2, A2.shape[2]**2), dtype=A1.dtype)
    for s in range(A1.shape[0]):
        for t in range(A2.shape[0]):
            for u in range(A1.shape[0]):
                for v in range(A2.shape[0]):
                    res += sp.kron(A1[s].dot(A2[t]), B1[u].dot(B2[v]).conj()) * op[u, v, s, t]
    return res
Ejemplo n.º 39
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def make_E_2s(A1, A2, B1, B2, op):
    res = sp.zeros((A1.shape[1]**2, A2.shape[2]**2), dtype=A1.dtype)
    for s in xrange(A1.shape[0]):
        for t in xrange(A2.shape[0]):
            for u in xrange(A1.shape[0]):
                for v in xrange(A2.shape[0]):
                    res += sp.kron(A1[s].dot(A2[t]), B1[u].dot(B2[v]).conj()) * op[u, v, s, t]
    return res
Ejemplo n.º 40
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 def LW(self):
     R = sp.zeros((self.mean.Y.size, self.mean.n_covs))
     istart = 0
     for ti in range(self.mean.n_terms):
         iend = istart + self.mean.F[ti].shape[1] * self.mean.A[ti].shape[0]
         R[:, istart:iend] = sp.kron(self.ALc()[ti].T, self.LrF()[ti])
         istart += iend
     return R
Ejemplo n.º 41
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Archivo: mean.py Proyecto: PMBio/mtSet
	def getGradient(self,j):
		""" get rotated gradient for fixed effect i """
		self._rotate()
		i = int(self.indicator['term'][j])
		r = int(self.indicator['row'][j])
		c = int(self.indicator['col'][j])
		rv = -SP.kron(self.Fr[i][:,[r]],self.Ar[i][[c],:])
		return rv
Ejemplo n.º 42
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 def getGradient(self, j):
     """ get rotated gradient for fixed effect i """
     self._rotate()
     i = int(self.indicator['term'][j])
     r = int(self.indicator['row'][j])
     c = int(self.indicator['col'][j])
     rv = -SP.kron(self.Fr[i][:, [r]], self.Ar[i][[c], :])
     return rv
Ejemplo n.º 43
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    def predict(self, hyperparams, Xstar_r, compute_cov = False, debugging = False):
        """
        predict on Xstar
        """
        self._update_inputs(hyperparams)
        KV = self.get_covariances(hyperparams,debugging=debugging)
        
        self.covar_r.Xcross = Xstar_r
        
        Kstar_r = self.covar_r.Kcross(hyperparams['covar_r'])
        Kstar_c = self.covar_c.K(hyperparams['covar_c'])

        KinvY = SP.dot(KV['U_r'],SP.dot(KV['Ytilde'],KV['U_c'].T))
        Ystar = SP.dot(Kstar_r.T,SP.dot(KinvY,Kstar_c))
        Ystar = unravel(Ystar,self.covar_r.n_cross,self.t)

        if debugging:
            Kstar = SP.kron(Kstar_c,Kstar_r)
            Ynaive = SP.dot(Kstar.T,KV['alpha'])
            Ynaive = unravel(Ynaive,self.covar_r.n_cross,self.t)
            assert SP.allclose(Ystar,Ynaive), 'ouch, prediction does not work out'
        
        Ystar_covar = []
        if compute_cov:
            
            CU = fast_dot(Kstar_c, KV['U_c'])     
            s_rev = 1./KV['S']
            Ystar_covar = SP.zeros([Xstar_r.shape[0], self.Y.shape[1]])
            printProgressBar(0, Xstar_r.shape[0], prefix = 'Computing perdiction varaince:', suffix = 'Complete', length = 20)
            for i in range(Xstar_r.shape[0]):
                R_star_star = self.covar_r.K(hyperparams['covar_r'], SP.expand_dims(Xstar_r[i,:],axis=0))
                self.covar_r.Xcross = SP.expand_dims(Xstar_r[i,:],axis=0)
                R_tr_star = self.covar_r.Kcross(hyperparams['covar_r'])
                RU = SP.dot(R_tr_star.T, KV['U_r'])
                q = SP.kron(SP.diag(Kstar_c), R_star_star)
                t = SP.zeros([self.t])                
                for j in range(self.t):
                    temp = SP.kron(CU[j,:], RU) 
                    t[j,] = SP.sum((s_rev * temp).T * temp.T, axis = 0)
                Ystar_covar[i,:] = q - t
                if (i + 1) % (Xstar_r.shape[0]/10) == 0:
                    printProgressBar(i+1, Xstar_r.shape[0], prefix = 'Computing perdiction varaince:', suffix = 'Complete', length = 20)
            self.covar_r.Xcross = Xstar_r
            
        return Ystar, Ystar_covar
Ejemplo n.º 44
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 def fitKronApprox(a):
     Sbg = SP.zeros_like(S[0])
     Kbg = SP.zeros_like(K[0])
     for i in range(len(S)):
         Sbg += a[i] * S[i]
     for i in range(len(K)):
         Kbg += a[i + len(S)] * K[i]
     Gamma1 = SP.kron(Sbg, Kbg)
     return ((Gamma - Gamma1)**2).sum()
Ejemplo n.º 45
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def getK_verbose(KV,noise=True):
    if 'K' not in KV.keys():
        K = SP.kron(KV['Kr'],KV['Kc'])
        if noise:
            K += SP.diag(KV['Knoise'])
        Ki = SP.linalg.inv(K)
        KV['K'] = K
        KV['Ki'] =Ki
    return [KV['K'],KV['Ki']]
Ejemplo n.º 46
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 def W(self):
     R = sp.zeros((self.Y.size, self.n_covs))
     istart = 0
     for ti in range(self.n_terms):
         iend = istart + self.F[ti].shape[1] * self.A[ti].shape[0]
         R[:, istart:iend] = sp.kron(self.A[ti].T, self.F[ti])
     if self._miss:
         R = R[self._veIok, :]
     return R
Ejemplo n.º 47
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def getK_verbose(KV, noise=True):
    if 'K' not in KV.keys():
        K = SP.kron(KV['Kr'], KV['Kc'])
        if noise:
            K += SP.diag(KV['Knoise'])
        Ki = SP.linalg.inv(K)
        KV['K'] = K
        KV['Ki'] = Ki
    return [KV['K'], KV['Ki']]
Ejemplo n.º 48
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 def varMLE(self):
     """ calculate inverse of fisher information """
     self._update_cache()
     Sr = {}
     Sr['Cg'] = self.cache['Srstar']
     Sr['Cn'] = SP.ones(self.N)
     n_params = self.Cg.getNumberParams() + self.Cn.getNumberParams()
     fisher = SP.zeros((n_params, n_params))
     header = SP.zeros((n_params, n_params), dtype='|S10')
     C1 = SP.zeros((self.P, self.P))
     C2 = SP.zeros((self.P, self.P))
     idx1 = 0
     for key1 in ['Cg', 'Cn']:
         for key1_p1 in range(self.P):
             for key1_p2 in range(key1_p1, self.P):
                 C1[key1_p1, key1_p2] = C1[key1_p2, key1_p1] = 1
                 LCL1 = SP.dot(self.cache['Lc'],
                               SP.dot(C1, self.cache['Lc'].T))
                 CSr1 = SP.kron(Sr[key1][:, SP.newaxis, SP.newaxis],
                                LCL1[SP.newaxis, :])
                 DCSr1 = self.cache['D'][:, :, SP.newaxis] * CSr1
                 idx2 = 0
                 for key2 in ['Cg', 'Cn']:
                     for key2_p1 in range(self.P):
                         for key2_p2 in range(key2_p1, self.P):
                             C2[key2_p1, key2_p2] = C2[key2_p2, key2_p1] = 1
                             LCL2 = SP.dot(self.cache['Lc'],
                                           SP.dot(C2, self.cache['Lc'].T))
                             CSr2 = SP.kron(
                                 Sr[key2][:, SP.newaxis, SP.newaxis],
                                 LCL2[SP.newaxis, :])
                             DCSr2 = self.cache['D'][:, :,
                                                     SP.newaxis] * CSr2
                             fisher[idx1,
                                    idx2] = 0.5 * (DCSr1 * DCSr2).sum()
                             header[idx1, idx2] = '%s%d%d_%s%d%d' % (
                                 key1, key1_p1, key1_p1, key2, key2_p1,
                                 key2_p2)
                             C2[key2_p1, key2_p2] = C2[key2_p2, key2_p1] = 0
                             idx2 += 1
                 C1[key1_p1, key1_p2] = C1[key1_p2, key1_p1] = 0
                 idx1 += 1
     RV = LA.inv(fisher)
     return RV, header
Ejemplo n.º 49
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    def K_grad_i(self,i):
        nCg = self.Cg.getNumberParams()

        if i >= self.getNumberParams():
            raise ValueError("Trying to retrieve the gradient over a "
                             "parameter that is inactive.")

        if self.dim > _MAX_DIM:
            raise TooExpensiveOperationError(msg_too_expensive_dim(my_name(),
                                                                   _MAX_DIM))

        i = self._actindex2index(i)

        if i < nCg:
            rv= sp.kron(self.Cg.K_grad_i(i), self.R)
        else:
            _i = i - nCg
            rv = sp.kron(self.Cn.K_grad_i(_i), sp.eye(self.dim_r))
        return rv
Ejemplo n.º 50
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    def K_grad_i(self, i):
        nCg = self.Cg.getNumberParams()

        if i >= self.getNumberParams():
            raise ValueError("Trying to retrieve the gradient over a "
                             "parameter that is inactive.")

        if self.dim > _MAX_DIM:
            raise TooExpensiveOperationError(
                msg_too_expensive_dim(my_name(), _MAX_DIM))

        i = self._actindex2index(i)

        if i < nCg:
            rv = sp.kron(self.Cg.K_grad_i(i), self.R)
        else:
            _i = i - nCg
            rv = sp.kron(self.Cn.K_grad_i(_i), sp.eye(self.dim_r))
        return rv
Ejemplo n.º 51
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 def aveCC2F(grid):
     "Construct the averaging operator on cell cell centers to faces."
     if grid.ndim == 1:
         aveCC2F = av_extrap(grid.shape[0])
     elif grid.ndim == 2:
         aveCC2F = sp.vstack(
             (sp.kron(speye(grid.shape[1]), av_extrap(grid.shape[0])),
              sp.kron(av_extrap(grid.shape[1]), speye(grid.shape[0]))),
             format="csr")
     elif grid.ndim == 3:
         aveCC2F = sp.vstack(
             (kron3(speye(grid.shape[2]), speye(grid.shape[1]),
                    av_extrap(grid.shape[0])),
              kron3(speye(grid.shape[2]), av_extrap(grid.shape[1]),
                    speye(grid.shape[0])),
              kron3(av_extrap(grid.shape[2]), speye(grid.shape[1]),
                    speye(grid.shape[0]))),
             format="csr")
     return aveCC2F
Ejemplo n.º 52
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    def predict(self,
                hyperparams,
                xstar_r=None,
                xstar_c=None,
                var=False,
                hyperparams_star=None):
        """
        Predict mean and variance for given **Parameters:**

        hyperparams : {}
            hyperparameters in logSpace

        xstar    : [double]
            prediction inputs

        var      : boolean
            return predicted variance
        
        interval_indices : [ int || bool ]
            Either scipy array-like of boolean indicators, 
            or scipy array-like of integer indices, denoting 
            which x indices to predict from data.

        hyperparams_star: optional alternative hyperparameters for cross covariance
        
        output   : output dimension for prediction (0)
        """

        if var:
            print "predictive varinace not supported yet"

        if hyperparams_star is None:
            hyperparams_star = hyperparams

        #1. get covariance sturcture
        KV = self.get_covariances(hyperparams)

        #cross covariance:
        Kr_star = self.covar_r.K(hyperparams_star['covar_r'], self.x_r,
                                 xstar_r)
        Kc_star = self.covar_c.K(hyperparams_star['covar_c'], self.x_c,
                                 xstar_c)

        Kr_starU = SP.dot(Kr_star, KV['Ur'])
        Kc_starU = SP.dot(Kc_star, KV['Uc'])
        mu = kronravel(Kr_starU, Kc_starU, KV['YSi'])

        if VERBOSE:
            #trivial computations
            [K, Ki] = getK_verbose(KV)
            Kstar = SP.kron(Kr_star, Kc_star)
            yt = SP.dot(Ki, self.y.ravel())
            mu_slow = SP.dot(Kstar, yt)
            check_dist(mu.ravel(), mu_slow)
        return mu
Ejemplo n.º 53
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def fullrho(qu, squ):
    print("#Starting full density matrix simulation!")
    
    #Build state from pure states received from the MPS processes
    rho = sp.zeros((2**N, 2**N), dtype=sp.complex128)
    psis = [None] * N_samp
    for n in range(N_samp):
        pnum, psi = squ.get()
        psis[pnum] = psi
        rho += sp.outer(psi, psi.conj())
        squ.task_done()
        
    rho /= sp.trace(rho)

    Hfull = get_full_op(get_ham(N, lam))

    linds = get_linds(N, eps)
    linds = [(n, L.reshape(tuple([sp.prod(L.shape[:sp.ndim(L)/2])]*2))) for (n, L) in linds]
    linds_full = [sp.kron(sp.eye(2**(n-1)), sp.kron(L, sp.eye(2**(N - n + 1) / L.shape[0]))) for (n, L) in linds]
    for L in linds_full:
        assert L.shape == Hfull.shape

    Qfull = -1.j * Hfull - 0.5 * sp.sum([L.conj().T.dot(L) for L in linds_full], axis=0)

    szs = [None] + [sp.kron(sp.kron(sp.eye(2**(n - 1)), Sz), sp.eye(2**(N - n))) for n in range(1, N + 1)]
    
    for i in range(N_steps + 1):
        rho /= sp.trace(rho)
        esz = []
        for n in range(1, N + 1):
            esz.append(sp.trace(szs[n].dot(rho)).real)

        if i % res_every == 0:
            if qu is None:
                print(esz)
            else:
                qu.put([-1, i, esz])
                qu.put([-2, i, [sp.NaN] * N]) #this slot is reserved for a second "exact" result
        
        #Do Euler steps, approximately integrating the Lindblad master equation
        rho += dt * (Qfull.dot(rho) + rho.dot(Qfull.conj().T) +
                       sum([L.dot(rho).dot(L.conj().T) for L in linds_full]))
Ejemplo n.º 54
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def christof_trick(A1, F1, D, A2=None, F2=None):
    if A2 is None:
        A2 = A1
    if F2 is None:
        F2 = F1
    out = sp.zeros([A1.shape[1] * F1.shape[1], A2.shape[1] * F2.shape[1]])
    for c in range(A1.shape[0]):
        Oc = sp.dot(A1[[c], :].T, A2[[c], :])
        Or = sp.dot(F1.T, D[:, [c]] * F2)
        out += sp.kron(Oc, Or)
    return out
Ejemplo n.º 55
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 def Trans_prof(self, rho, phi, z):
     coef = sp.sqrt(2 * math.factorial(self._p) /
                    ((1 + sp.kron(0, self._m)) * sp.pi *
                     math.factorial(self._m + self._p)))
     gouy = sp.exp(1j * (2 * self._p + self._m + 1) *
                   self.Gouy(z)) / self.Spot_size(z)
     expon = sp.exp(-1j * self.k * rho**2 / (2 * self.R_curve(z)) -
                    rho**2 / self.Spot_size(z)**2 + 1j * self._m * phi)
     return coef * gouy * (sp.sqrt(2) * rho /
                           self.Spot_size(z))**self._m * genlaguerre(
                               self._p, self._m)(rho) * expon
Ejemplo n.º 56
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    def LMLdebug(self):
        """
        LML function for debug
        """
        assert self.N*self.P<2000, 'gp2kronSum:: N*P>=2000'

        y  = SP.reshape(self.Y,(self.N*self.P), order='F') 

        K  = SP.kron(self.Cg.K(),self.XX)
        K += SP.kron(self.Cn.K()+self.offset*SP.eye(self.P),SP.eye(self.N))

        cholK = LA.cholesky(K)
        Kiy   = LA.cho_solve((cholK,False),y)

        lml  = y.shape[0]*SP.log(2*SP.pi)
        lml += 2*SP.log(SP.diag(cholK)).sum()
        lml += SP.dot(y,Kiy)
        lml *= 0.5

        return lml
Ejemplo n.º 57
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    def _update_cache(self):
        """
        Update cache
        """
        cov_params_have_changed = self.Cr.params_have_changed or self.Cn.params_have_changed

        if self.Xr_has_changed:
            start = TIME.time()
            """ Row SVD Bg + Noise """
            Urstar, S, V = NLA.svd(self.Xr)
            self.cache['Srstar'] = SP.concatenate(
                [S**2, SP.zeros(self.N - S.shape[0])])
            self.cache['Lr'] = Urstar.T
            self.mean.setRowRotation(Lr=self.cache['Lr'])

            smartSum(self.time, 'cache_XXchanged', TIME.time() - start)
            smartSum(self.count, 'cache_XXchanged', 1)

        if cov_params_have_changed:
            start = TIME.time()
            """ Col SVD Noise """
            S2, U2 = LA.eigh(self.Cn.K() + self.offset * SP.eye(self.P))
            self.cache['Sc2'] = S2
            US2 = SP.dot(U2, SP.diag(SP.sqrt(S2)))
            USi2 = SP.dot(U2, SP.diag(SP.sqrt(1. / S2)))
            """ Col SVD region """
            A = SP.reshape(self.Cr.getParams(), (self.P, self.rank), order='F')
            Astar = SP.dot(USi2.T, A)
            Ucstar, S, V = NLA.svd(Astar)
            self.cache['Scstar'] = SP.concatenate(
                [S**2, SP.zeros(self.P - S.shape[0])])
            self.cache['Lc'] = SP.dot(Ucstar.T, USi2.T)
            """ pheno """
            self.mean.setColRotation(self.cache['Lc'])

        if cov_params_have_changed or self.Xr_has_changed:
            """ S """
            self.cache['s'] = SP.kron(self.cache['Scstar'],
                                      self.cache['Srstar']) + 1
            self.cache['d'] = 1. / self.cache['s']
            self.cache['D'] = SP.reshape(self.cache['d'], (self.N, self.P),
                                         order='F')
            """ pheno """
            self.cache['LY'] = self.mean.evaluate()
            self.cache['DLY'] = self.cache['D'] * self.cache['LY']

            smartSum(self.time, 'cache_colSVDpRot', TIME.time() - start)
            smartSum(self.count, 'cache_colSVDpRot', 1)

        self.Y_has_changed = False
        self.Xr_has_changed = False
        self.Cr.params_have_changed = False
        self.Cn.params_have_changed = False
Ejemplo n.º 58
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def data_simulation(n_samples, n_dimensions, n_tasks, n_latent, train_portion):
    # true parameters
    true_param = dict()
    true_param['X_c'] = SP.random.randn(n_tasks, n_latent)
    true_param['X_s'] = SP.random.randn(n_tasks, n_latent)
    X = SP.random.randn(n_samples, n_dimensions)  #/ SP.sqrt(n_dimensions)
    R = SP.dot(X, X.T)
    true_param['C'] = SP.dot(true_param['X_c'], true_param['X_c'].T)
    true_param['Sigma'] = SP.dot(true_param['X_s'], true_param['X_s'].T)
    K = SP.kron(true_param['C'], R) + SP.kron(true_param['Sigma'],
                                              SP.eye(n_samples))
    y = SP.random.multivariate_normal(SP.zeros(n_tasks * n_samples), K)
    Y = SP.reshape(y, (n_samples, n_tasks), order='F')
    temp = SP.random.permutation(n_samples)
    idx_train = temp[0:np.int(train_portion * n_samples), ]
    idx_test = temp[np.int(train_portion * n_samples):, ]
    X_train = X[idx_train, :]
    X_test = X[idx_test, :]
    Y_train = Y[idx_train, :]
    Y_test = Y[idx_test, :]
    return X_train, X_test, Y_train, Y_test, true_param
Ejemplo n.º 59
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    def genNoise(self, vTot=0.4, vCommon=0.2):

        vSpecifc = vTot - vCommon

        # common
        Yc = SP.kron(SP.randn(self.N, 1), SP.randn(1, self.P))
        Yc *= SP.sqrt(vCommon / Yc.var(0).mean())

        # independent
        Yi = SP.randn(self.N, self.P)
        Yi *= SP.sqrt(vSpecifc / Yi.var(0).mean())

        return Yc, Yi