Exemple #1
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def extend_grid_1d(grid, *args, **kws):
    gs = grid.getStorage()
    accLevel = gs.getMaxLevel()
    dim = gs.dim()

    # create dim+1 dimensional grid of level 0
    new_grid = createGrid(grid, dim + 1, *args, **kws)

    # create 1 dimensional reference grid of level accLevel
    ref_grid = createGrid(grid, 1)
    ref_grid.createGridGenerator().regular(accLevel)  # == full grid in dim = 1
    ref_gs = ref_grid.getStorage()

    # create cross product between the 1d and the dimd-grid
    for i in xrange(gs.size()):
        gp = gs.get(i)
        new_gp = HashGridIndex(dim + 1)

        # copy level index vectors from old grid to the new one
        for d in xrange(gs.dim()):
            new_gp.set(d, gp.getLevel(d), gp.getIndex(d))

        # get the indices in the missing dimension
        for j in xrange(ref_gs.size()):
            ref_gp = ref_gs.get(j)
            new_gp.set(dim, ref_gp.getLevel(0), ref_gp.getIndex(0))
            insertPoint(new_grid, new_gp)

    return new_grid
Exemple #2
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def project(grid, dims):
    """
    Project all grid points to the given dimensions
    @param grid: Grid sparse grid
    @param dims: list dimensions to which the grid points are projected
    """
    gs = grid.getStorage()

    # create a new empty grid
    dim = len(dims)
    gps = [None] * gs.size()

    # run over all grid points in grid and
    # project them to the dimensions dims
    for i in xrange(gs.size()):
        gp = gs.get(i)
        ngp = HashGridIndex(dim)
        # copy level index to new grid point
        for k, d in enumerate(dims):
            ngp.set(k, gp.getLevel(d), gp.getIndex(d))
        # insert it to the new grid
        gps[i] = ngp

    # compute new basis
    ngrid = createGrid(grid, len(dims))
    basis = getBasis(ngrid)
    return gps, basis
Exemple #3
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    def lookupFullGridPointsRec1d(self, grid, alpha, gp, d, p, opEval, maxLevel, acc):
        gs = grid.getStorage()
        level, index = gp.getLevel(d), gp.getIndex(d)

        # if the function value for the left child
        # is negtive, then add it with all its
        # hierarchical ancestors
        gs.left_child(gp, d)
        gp.getCoords(p)
        if opEval.eval(alpha, p) < 0:
            acc.append(HashGridIndex(gp))

        if level + 1 < maxLevel:
            self.lookupFullGridPointsRec1d(grid, alpha, gp, d, p, opEval, maxLevel, acc)

        # if the function value for the right child
        # is negtive, then add it with all its
        # hierarchical ancestors
        gp.set(d, level, index)
        gs.right_child(gp, d)
        gp.getCoords(p)
        if opEval.eval(alpha, p) < 0:
            acc.append(HashGridIndex(gp))

        # store them for next round
        if level + 1 < maxLevel:
            self.lookupFullGridPointsRec1d(grid, alpha, gp, d, p, opEval, maxLevel, acc)

        # reset the grid point
        gp.set(d, level, index)
Exemple #4
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def insertTruncatedBorder(grid, gp):
    """
    insert points on the border recursively for grids with border
    @param grid: Grid
    @param gp: HashGridIndex
    @return: list of HashGridIndex, contains all the newly added grid points
    """
    gs = grid.getStorage()
    gps = [gp]

    ans = []
    while len(gps) > 0:
        gp = gps.pop()
        for d in xrange(gs.dim()):
            # right border in d
            rgp = HashGridIndex(gp)
            gs.right_levelzero(rgp, d)
            # insert the point
            if not gs.has_key(rgp):
                ans += insertPoint(grid, rgp)
                gps.append(rgp)

            # left border in d
            lgp = HashGridIndex(gp)
            gs.left_levelzero(lgp, d)
            # insert the point
            if not gs.has_key(rgp):
                ans += insertPoint(grid, lgp)
                gps.append(lgp)
    return ans
Exemple #5
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def balance(grid):
    gs = grid.getStorage()
    newgps = []
    gps = [gs.get(i) for i in xrange(gs.size())]

    while len(gps) > 0:
        gp = gps.pop()
        for dim in xrange(gs.dim()):
            # left child in dimension dim
            lgp = HashGridIndex(gp)
            gs.left_child(lgp, dim)

            # right child in dimension dim
            rgp = HashGridIndex(gp)
            gs.right_child(rgp, dim)

            if gs.has_key(lgp) and not gs.has_key(rgp):
                inserted = insertPoint(grid, rgp)
            elif gs.has_key(rgp) and not gs.has_key(lgp):
                inserted = insertPoint(grid, lgp)
            else:
                inserted = []

            # update lists
            for gpi in inserted:
                gps.append(gpi)
                newgps.append(gpi)

    gs.recalcLeafProperty()
    return newgps
Exemple #6
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def project(grid, dims):
    """
    Project all grid points to the given dimensions
    @param grid: Grid sparse grid
    @param dims: list dimensions to which the grid points are projected
    """
    gs = grid.getStorage()

    # create a new empty grid
    dim = len(dims)
    gps = [None] * gs.size()

    # run over all grid points in grid and
    # project them to the dimensions dims
    for i in xrange(gs.size()):
        gp = gs.get(i)
        ngp = HashGridIndex(dim)
        # copy level index to new grid point
        for k, d in enumerate(dims):
            ngp.set(k, gp.getLevel(d), gp.getIndex(d))
        # insert it to the new grid
        gps[i] = ngp

    # compute new basis
    ngrid = createGrid(grid, len(dims))
    basis = getBasis(ngrid)
    return gps, basis
Exemple #7
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    def naive_calc(self):

        result = {}

        for j in xrange(self.gridSize):

            HashGridIndex = self.storage.get(j)
            HashGridIndex.setLeaf(False)

            print "Point: ", j, " (", HashGridIndex.toString(), ")"

            for d in xrange(self.dim):

                print "Dimension: ", d

                #
                # Get left and right child
                #

                leftChild = HashGridIndex(HashGridIndex)
                rightChild = HashGridIndex(HashGridIndex)

                self.storage.left_child(leftChild, d)
                self.storage.right_child(rightChild, d)

                #
                # Check if point is refinable
                #

                if self.storage.has_key(leftChild) or self.storage.has_key(
                        rightChild):
                    continue

                #
                # Insert children temporarily
                #

                self.storage.insert(leftChild)
                self.storage.insert(rightChild)

                val1 = self.naive_calc_single(leftChild)
                print "Left Child: ", val1

                val2 = self.naive_calc_single(rightChild)
                print "Right Child: ", val2

                self.storage.deleteLast()
                self.storage.deleteLast()

                result[(j, d)] = val1 + val2

                print ""

        return result
Exemple #8
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def parent(grid, gp, d):
    # get parent
    level = gp.getLevel(d) - 1
    index = gp.getIndex(d) / 2 + ((gp.getIndex(d) + 1) / 2) % 2

    if isValid1d(grid, level, index):
        # create parent
        ans = HashGridIndex(gp)
        ans.set(d, level, index)
        return ans

    return None
def parent(grid, gp, d):
    # get parent
    level = gp.getLevel(d) - 1
    index = gp.getIndex(d) / 2 + ((gp.getIndex(d) + 1) / 2) % 2

    if isValid1d(grid, level, index):
        # create parent
        ans = HashGridIndex(gp)
        ans.set(d, level, index)
        return ans

    return None
Exemple #10
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    def naive_calc(self):

        result = {}

        for j in xrange(self.gridSize):

            HashGridIndex = self.storage.get(j)
            HashGridIndex.setLeaf(False)

            print "Point: ", j, " (", HashGridIndex.toString(), ")"

            for d in xrange(self.dim):

                print "Dimension: ", d

                #
                # Get left and right child
                #

                leftChild = HashGridIndex(HashGridIndex)
                rightChild = HashGridIndex(HashGridIndex)

                self.storage.left_child(leftChild, d)
                self.storage.right_child(rightChild, d)

                #
                # Check if point is refinable
                #

                if self.storage.has_key(leftChild) or self.storage.has_key(rightChild):
                    continue

                #
                # Insert children temporarily
                #

                self.storage.insert(leftChild) 
                self.storage.insert(rightChild) 

                val1 = self.naive_calc_single(leftChild)
                print "Left Child: ", val1

                val2 = self.naive_calc_single(rightChild)
                print "Right Child: ", val2
                
                self.storage.deleteLast()
                self.storage.deleteLast()

                result[(j, d)] = val1 + val2

                print ""

        return result
Exemple #11
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def insertPoint(grid, gp):
    """
    insert a grid point to the storage if it is valid. Returns the
    sequence number of the new grid point in the storage
    """
    gs = grid.getStorage()

    if gs.has_key(gp) or not isValid(grid, gp):
        return []

    success = gs.insert(HashGridIndex(gp)) > -1
    if success:
        return [HashGridIndex(gp)]
    else:
        raise AttributeError(
            'can not insert this new grid point to the storage')
Exemple #12
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    def addChildren(self, grid, gp):
        gs = grid.getStorage()
        for d in xrange(gs.dim()):
            # check left child in d
            gpl = HashGridIndex(gp)
            gs.left_child(gpl, d)
            if not gs.has_key(gpl) and isValid(grid, gpl) and \
                    self.checkRange(gpl, self.maxLevel):
                self.addCollocationNode(grid, gpl)

            # check right child in d
            gpr = HashGridIndex(gp)
            gs.right_child(gpr, d)
            if not gs.has_key(gpr) and isValid(grid, gpr) and \
                    self.checkRange(gpr, self.maxLevel):
                self.addCollocationNode(grid, gpr)
Exemple #13
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    def findCandidates(self, grid, alpha):
        gs = grid.getStorage()
        candidates = {}

        # lookup dimension-wise
        for d in xrange(gs.dim()):
            # compute starting points by level sum
            anchors = []
            for i in xrange(gs.size()):
                accLevel = gs.get(i).getLevel(d)
                if accLevel == 1:
                    anchors.append(i)

            while len(anchors) > 0:
                # get next starting node
                ix = anchors.pop(0)
                gp = gs.get(ix)
                acc = []
                self.findCandidatesSweep1d(d, gp, alpha, grid, acc, False)
                # store candidates
                for gp in acc:
                    ix = gs.seq(gp)
                    if ix not in candidates:
                        candidates[ix] = HashGridIndex(gp)

        return candidates.values()
Exemple #14
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def isRefineable(grid, gp):
    gs = grid.getStorage()

    for d in xrange(gs.dim()):
        # left child in dimension dim
        gpl = HashGridIndex(gp)
        gs.left_child(gpl, d)
        if not gs.has_key(gpl) and isValid(grid, gpl):
            return True

        # right child in dimension dim
        gpr = HashGridIndex(gp)
        gs.right_child(gpr, d)
        if not gs.has_key(gpr) and isValid(grid, gpr):
            return True

    return False
Exemple #15
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def insert_children(grid, gp, d):
    cnt = []
    gs = grid.getStorage()

    # left child in dimension dim
    gpl = HashGridIndex(gp)
    gs.left_child(gpl, d)
    if not gs.has_key(gpl) and isValid(grid, gpl):
        success = gs.insert(gpl) > -1
        cnt += 1 if success else 0

    # right child in dimension dim
    gpr = HashGridIndex(gp)
    gs.right_child(gpr, d)
    if not gs.has_key(gpr) and isValid(grid, gpr):
        success = gs.insert(gpr) > -1
        cnt += 1 if success else 0

    return cnt
Exemple #16
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    def refine(self, grid, gp):
        ans = []
        gs = grid.getStorage()
        for d in xrange(gs.dim()):
            gpl = HashGridIndex(gp)
            gs.left_child(gpl, d)
            ans += insertPoint(grid, gpl)
            ans += insertHierarchicalAncestors(grid, gpl)
            if hasBorder(grid):
                ans += insertTruncatedBorder(grid, gpl)

            gpr = HashGridIndex(gp)
            gs.right_child(gpr, d)
            ans += insertPoint(grid, gpr)
            ans += insertHierarchicalAncestors(grid, gpr)
            if hasBorder(grid):
                ans += insertTruncatedBorder(grid, gpr)

        gs.recalcLeafProperty()
        return ans
    def test_freeRefineSubspaceIsotropic(self):
        """Refine the isotropic middle subspace"""
        alpha = DataVector(self.grid.getSize())
        alpha.setAll(1.0)
        alpha[12] = 2.
        #refinement  stuff
        refinement = HashRefinement()
        decorator = GSGRefinement(refinement)
        # refine a single grid point each time
        functor = SurplusRefinementFunctor(alpha,1)
        decorator.freeRefineSubspace(self.HashGridStorage,functor)
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            print i, HashGridIndex.toString()

        self.assertEqual(self.grid.getSize(), 15)
        
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            levelIndex = eval(HashGridIndex.toString())
            self.assertFalse(levelIndex[0] == 4 or levelIndex[2] >= 3)
    def test_freeRefineSubspaceIsotropic(self):
        """Refine the isotropic middle subspace"""
        alpha = DataVector(self.grid.getSize())
        alpha.setAll(1.0)
        alpha[12] = 2.
        #refinement  stuff
        refinement = HashRefinement()
        decorator = GSGRefinement(refinement)
        # refine a single grid point each time
        functor = SurplusRefinementFunctor(alpha, 1)
        decorator.freeRefineSubspace(self.HashGridStorage, functor)
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            print i, HashGridIndex.toString()

        self.assertEqual(self.grid.getSize(), 15)

        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            levelIndex = eval(HashGridIndex.toString())
            self.assertFalse(levelIndex[0] == 4 or levelIndex[2] >= 3)
Exemple #19
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def extend_grid_1d(grid, *args, **kws):
    gs = grid.getStorage()
    accLevel = gs.getMaxLevel()
    dim = gs.dim()

    # create dim+1 dimensional grid of level 0
    new_grid = createGrid(grid, dim + 1, *args, **kws)

    # create 1 dimensional reference grid of level accLevel
    ref_grid = createGrid(grid, 1)
    ref_grid.createGridGenerator().regular(accLevel)  # == full grid in dim = 1
    ref_gs = ref_grid.getStorage()

    # create cross product between the 1d and the dimd-grid
    for i in xrange(gs.size()):
        gp = gs.get(i)
        new_gp = HashGridIndex(dim + 1)

        # copy level index vectors from old grid to the new one
        for d in xrange(gs.dim()):
            new_gp.set(d, gp.getLevel(d), gp.getIndex(d))

        # get the indices in the missing dimension
        for j in xrange(ref_gs.size()):
            ref_gp = ref_gs.get(j)
            new_gp.set(dim, ref_gp.getLevel(0), ref_gp.getIndex(0))
            insertPoint(new_grid, new_gp)

    return new_grid
Exemple #20
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def hasChildren(grid, gp):
    gs = grid.getStorage()
    d = 0
    gpn = HashGridIndex(gp)
    while d < gs.dim():
        # load level index
        level, index = gp.getLevel(d), gp.getIndex(d)
        # check left child in d
        gs.left_child(gp, d)
        if gs.has_key(gpn):
            return True

        # check right child in d
        gp.set(d, level, index)
        gs.right_child(gp, d)
        if gs.has_key(gpn):
            return True

        gpn.set(d, level, index)
        d += 1

    return False
def hasChildren(grid, gp):
    gs = grid.getStorage()
    d = 0
    gpn = HashGridIndex(gp)
    while d < gs.dim():
        # load level index
        level, index = gp.getLevel(d), gp.getIndex(d)
        # check left child in d
        gs.left_child(gp, d)
        if gs.has_key(gpn):
            return True

        # check right child in d
        gp.set(d, level, index)
        gs.right_child(gp, d)
        if gs.has_key(gpn):
            return True

        gpn.set(d, level, index)
        d += 1

    return False
Exemple #22
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    def test_freeRefineSubspaceAnisotropic(self):
        """Refine Anisotropic subspace (x2)"""
        alpha = DataVector(self.grid.getSize())
        alpha.setAll(1.0)
        for i in [9, 10, 11, 12]:
            alpha[i] = 2.
        #refinement  stuff
        refinement = HashRefinement()
        decorator = SubspaceRefinement(refinement)
        # refine a single grid point each time
        functor = SurplusRefinementFunctor(alpha, 1)
        decorator.free_refine(self.HashGridStorage, functor)
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            print i, HashGridIndex.toString()

        self.assertEqual(self.grid.getSize(), 33)

        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            levelIndex = eval(HashGridIndex.toString())
            self.assertFalse(levelIndex[0] == 4)
    def test_freeRefineSubspaceAnisotropic(self):
        """Refine Anisotropic subspace (x2)"""
        alpha = DataVector(self.grid.getSize())
        alpha.setAll(1.0)
        for i in [9, 10, 11, 12]:
            alpha[i] = 2.
        #refinement  stuff
        refinement = HashRefinement()
        decorator = SubspaceRefinement(refinement)
        # refine a single grid point each time
        functor = SurplusRefinementFunctor(alpha,1)
        decorator.free_refine(self.HashGridStorage,functor)
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            print i, HashGridIndex.toString()

        self.assertEqual(self.grid.getSize(), 33)
        
        for i in xrange(self.grid.getSize()):
            HashGridIndex = self.HashGridStorage.get(i)
            levelIndex = eval(HashGridIndex.toString())
            self.assertFalse(levelIndex[0] == 4)
Exemple #24
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def copyGrid(grid, level=0, deg=1):
    # create new grid
    gs = grid.getStorage()
    dim = gs.dim()
    newGrid = createGrid(grid, dim, deg)
    if level > 0:
        newGrid.createGridGenerator().regular(level)
    newGs = newGrid.getStorage()
    # insert grid points
    for i in xrange(gs.size()):
        gp = gs.get(i)

        # insert grid point
        if not newGs.has_key(gp):
            newGs.insert(HashGridIndex(gp))

    newGs.recalcLeafProperty()
    return newGrid
Exemple #25
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def insertHierarchicalAncestors(grid, gp):
    """
    insert all hierarchical ancestors recursively to the grid
    @param grid: Grid
    @param gp: HashGridIndex
    @return: list of HashGridIndex, contains all the newly added grid points
    """
    newGridPoints = []
    gs = grid.getStorage()
    gps = [gp]
    while len(gps) > 0:
        gp = gps.pop()
        gpc = HashGridIndex(gp)
        for dim in xrange(gp.dim()):
            oldlevel, oldindex = gpc.getLevel(dim), gpc.getIndex(dim)
            # run up to the root node until you find one existing node
            level, index = oldlevel, oldindex
            while level > 1:
                level -= 1
                index = index / 2 + ((index + 1) / 2) % 2

                gpc.set(dim, level, index)

                if not gs.has_key(gpc):
                    newGridPoints.append(HashGridIndex(gpc))
                else:
                    break

            # reset the point
            gpc.set(dim, oldlevel, oldindex)

        # insert the grid points in a list and add the hierarchical ancestors
        # of them
        for gp in newGridPoints:
            gps += insertPoint(grid, gp)

    return newGridPoints
def insertHierarchicalAncestors(grid, gp):
    """
    insert all hierarchical ancestors recursively to the grid
    @param grid: Grid
    @param gp: HashGridIndex
    @return: list of HashGridIndex, contains all the newly added grid points
    """
    newGridPoints = []
    gs = grid.getStorage()
    gps = [gp]
    while len(gps) > 0:
        gp = gps.pop()
        gpc = HashGridIndex(gp)
        for dim in xrange(gp.dim()):
            oldlevel, oldindex = gpc.getLevel(dim), gpc.getIndex(dim)
            # run up to the root node until you find one existing node
            level, index = oldlevel, oldindex
            while level > 1:
                level -= 1
                index = index / 2 + ((index + 1) / 2) % 2

                gpc.set(dim, level, index)

                if not gs.has_key(gpc):
                    newGridPoints.append(HashGridIndex(gpc))
                else:
                    break

            # reset the point
            gpc.set(dim, oldlevel, oldindex)

        # insert the grid points in a list and add the hierarchical ancestors
        # of them
        for gp in newGridPoints:
            gps += insertPoint(grid, gp)

    return newGridPoints
Exemple #27
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    def createGrid(self):
        """
        Creates the specified grid
        """
        grid = None
        if self.__file is not None and os.path.exists(self.__file):
            gridFormatter = GridFormatter()
            grid = gridFormatter.deserializeFromFile(self.__file)
        else:
            if self.__grid is not None:
                self.__dim = self.__grid.getStorage().dim()

            if (self.__dim is None
                    or self.level is None) and self.__grid is None:
                raise AttributeError("Not all attributes assigned to create\
                                     grid")
            if self.__border is not None:
                if self.__border == BorderTypes.TRAPEZOIDBOUNDARY:
                    if self.__deg > 1:
                        grid = Grid.createPolyBoundaryGrid(
                            self.__dim, self.__deg)
                    else:
                        grid = Grid.createLinearBoundaryGrid(self.__dim)
                elif self.__border == BorderTypes.COMPLETEBOUNDARY:
                    if self.__deg > 1:
                        raise NotImplementedError()
                    else:
                        grid = Grid.createLinearBoundaryGrid(self.__dim, 0)
                else:
                    if self.__deg > 1:
                        grid = Grid.createModPolyGrid(self.__dim, self.__deg)
                    else:
                        grid = Grid.createModLinearGrid(self.__dim)
            else:
                # no border points
                if self.__deg > 1:
                    grid = Grid.createPolyGrid(self.__dim, self.__deg)
                else:
                    grid = Grid.createLinearGrid(self.__dim)

            # generate the grid
            if self.level is not None:
                generator = grid.createGridGenerator()
                if not self.__full:
                    generator.regular(self.level)
                else:
                    generator.full(self.level)

            # if there is a grid specified, add all the missing points
            if self.__grid is not None:
                gs = grid.getStorage()
                copygs = self.__grid.getStorage()

                # insert grid points
                for i in xrange(copygs.size()):
                    gp = copygs.get(i)
                    # insert grid point
                    if not gs.has_key(gp):
                        gs.insert(HashGridIndex(gp))
                    if self.__border == BorderTypes.TRAPEZOIDBOUNDARY:
                        insertTruncatedBorder(grid, gp)
                gs.recalcLeafProperty()

        return grid
def __doMarginalize(grid, alpha, dd, measure=None):
    gs = grid.getStorage()

    dim = gs.dim()

    if dim < 2:
        raise AttributeError("The grid has to be at least of dimension 2")

    if dd >= dim:
        raise AttributeError("The grid has only %i dimensions, so I can't \
                             integrate over %i" % (dim, dd))

    # create new grid
    n_dim = dim - 1
    n_grid = createGrid(grid, n_dim)
    n_gs = n_grid.getStorage()

    # insert grid points
    n_gp = HashGridIndex(n_dim)
    for i in xrange(gs.size()):
        gp = gs.get(i)
        for d in range(dim):
            if d == dd:
                # omit marginalization direction
                continue
            elif d < dd:
                n_gp.set(d, gp.getLevel(d), gp.getIndex(d))
            else:
                n_gp.set(d - 1, gp.getLevel(d), gp.getIndex(d))

        # insert grid point
        if not n_gs.has_key(n_gp):
            n_gs.insert(n_gp)

    n_gs.recalcLeafProperty()

    # create coefficient vector
    n_alpha = DataVector(n_gs.size())
    n_alpha.setAll(0.0)

    # set function values for n_alpha
    for i in xrange(gs.size()):
        gp = gs.get(i)

        for d in range(dim):
            if d == dd:
                dd_level = gp.getLevel(d)
                dd_index = gp.getIndex(d)
            elif d < dd:
                n_gp.set(d, gp.getLevel(d), gp.getIndex(d))
            else:
                n_gp.set(d - 1, gp.getLevel(d), gp.getIndex(d))

        if not n_gs.has_key(n_gp):
            raise Exception("This should not happen!")

        # compute the integral of the given basis
        if measure is None:
            q, err = getIntegral(grid, dd_level, dd_index), 0.
        else:
            dist, trans = measure[0][dd], measure[1][dd]
            lf = LinearGaussQuadratureStrategy([dist], [trans])
            basis = getBasis(grid)
            gpdd = HashGridIndex(1)
            gpdd.set(0, dd_level, dd_index)
            q, err = lf.computeLinearFormByList([gpdd], basis)
            q = q[0]

        # search for the corresponding index
        j = n_gs.seq(n_gp)
        n_alpha[j] += alpha[i] * q

    return n_grid, n_alpha, err
Exemple #29
0
    def __refine(self, learner, B, simulate=False):
        # get sparse grid
        grid = learner.getGrid()
        if simulate:
            oldGrid = grid
            grid = copyGrid(grid)
            learner.grid = grid

        # find how many points should be refined
        pointsNum = learner.getNumOfPointsToRefine(len(B))

        # refine now step by step
        newGridPoints = []
        refinedPoints = []
        gs = grid.getStorage()
        iteration = learner.iteration
        # size of grid before refinement
        n1 = gs.size()

        # as long as the end of learning has not been reached, continue...
        while pointsNum > 0 and len(B) > 0 and \
            (not learner.stopPolicy or
             not learner.stopPolicy.hasLimitReached(learner)):
            # note: the highest rated grid point is at the end of B
            vi, gp = B.pop()

            # some printing
            if not simulate:
                print "refine %i/%i (%i, %i) = %g" % \
                    (pointsNum, len(B), len(newGridPoints),
                     len(refinedPoints), vi)

            # refine the grid
            nps = self._localRefinementStrategy.refine(grid, gp)

            # ## set surplus vector such that just the desired point
            # ## is going to be refined and nothing else
            # oldgs = HashGridStorage(gs)
            # alpha = DataVector(gs.size())
            # alpha.setAll(0.0)
            # alpha[gs.seq(gp)] = 2.0
            # refFunc = SurplusRefinementFunctor(alpha, 1, 1)
            # ## TODO: try refineMaxLevel(refFunc, maxLevel)
            # grid.createGridGenerator().refine(refFunc)

            # nps = []
            # for i in xrange(gs.size()):
            #     if not oldgs.has_key(gs.get(i)):
            #         nps.append(i)

            # check there have been added some new points
            if not learner.stopPolicy or \
                    learner.stopPolicy.hasGridSizeChanged(learner):
                # if something has been refined then reduce the number
                # of points which should still be refined
                pointsNum -= 1

                # store which point has been refined
                refinedPoints.append(HashGridIndex(gp))
                newGridPoints += nps

                # increase iteration of the learner
                learner.iteration += 1

        # balance the grid
        if self._balancing:
            newGridPoints += balance(grid)

        # update admissible set
        if not simulate:
            self._admissibleSet.update(grid, newGridPoints)

        # make sure that I have collected all the new grid points
        assert len(newGridPoints) == gs.size() - n1

        # reset the iteration variable @TODO: the iteration variable
        # is ambiguous. It represents in the TrainingStopPolicy the
        # number of refinement steps, in the context of ASGC it
        # represents the number of refinements. So here we neglect the
        # first part and use it just internally so that the
        # hasLimitReached works.
        learner.iteration = iteration

#         if not simulate:
#             gs = grid.getStorage()
#             p = DataVector(gs.dim())
#
#             for gp in refinedPoints:
#                 gp.getCoords(p)
#                 plt.plot(p[0], p[1], marker='o', markersize=20,
#                          linestyle='', color='green')
#
#             for i in xrange(gs.size()):
#                 gs.get(i).getCoords(p)
#                 plt.plot(p[0], p[1], marker='o', markersize=10,
#                          linestyle='', color='blue')
#
#             for gp in newGridPoints:
#                 gp.getCoords(p)
#                 plt.plot(p[0], p[1], marker='o', markersize=10,
#                          linestyle='', color='red')
#
#             plt.title("size = %i" % gs.size())
#             plt.xlim(0, 1)
#             plt.ylim(0, 1)
#             plt.savefig('%i.png' % learner.iteration)

        # reset the learner if the refinement is just simulated
        if simulate:
            learner.grid = oldGrid

        return newGridPoints
    def test_1(self):

        storage = self.grid.getStorage()
        gridSize = self.grid.getSize()
        numDim = storage.dim()

        print "######"
        print "Expected result:"
        print "######"

        expected = {}

        for j in xrange(gridSize):

            HashGridIndex = storage.get(j)
            HashGridIndex.setLeaf(False)
                
            print "Point: ", j, " (", HashGridIndex.toString(), ")"

            for d in xrange(numDim):

                #
                # Get left and right child
                #

                leftChild = HashGridIndex(HashGridIndex)
                rightChild = HashGridIndex(HashGridIndex)

                storage.left_child(leftChild, d)
                storage.right_child(rightChild, d)

                #
                # Check if point is refinable
                #

                if storage.has_key(leftChild) or storage.has_key(rightChild):
                    continue

                #
                # Insert children temporarily
                #

                storage.insert(leftChild) 
                storage.insert(rightChild) 

                val1 = self.calc_indicator_value(leftChild)
                val2 = self.calc_indicator_value(rightChild)
                
                storage.deleteLast()
                storage.deleteLast()

                print "Dimension: ", d
                print "Left Child: ", val1
                print "Right Child: ", val2
                print ""

                expected[(j, d)] = val1 + val2
            
            print ""

        for k, v in expected.iteritems():
            print(k, v)

        print "######"
        print "Actual result:"
        print "######"

        actual = refinement_map({})
        self.strategy.collectRefinablePoints(storage, 10, actual)
        
        for k, v in actual.iteritems():
            print(k, v)

        #
        # Assertions
        #

        for k, v in expected.iteritems():
            self.assertEqual(actual[k], v)
    def test_1(self):

        storage = self.grid.getStorage()
        gridSize = self.grid.getSize()
        numDim = storage.dim()

        print "######"
        print "Expected result:"
        print "######"

        expected = {}

        for j in xrange(gridSize):

            HashGridIndex = storage.get(j)
            HashGridIndex.setLeaf(False)

            print "Point: ", j, " (", HashGridIndex.toString(), ")"

            for d in xrange(numDim):

                #
                # Get left and right child
                #

                leftChild = HashGridIndex(HashGridIndex)
                rightChild = HashGridIndex(HashGridIndex)

                storage.left_child(leftChild, d)
                storage.right_child(rightChild, d)

                #
                # Check if point is refinable
                #

                if storage.has_key(leftChild) or storage.has_key(rightChild):
                    continue

                #
                # Insert children temporarily
                #

                storage.insert(leftChild)
                storage.insert(rightChild)

                val1 = self.calc_indicator_value(leftChild)
                val2 = self.calc_indicator_value(rightChild)

                storage.deleteLast()
                storage.deleteLast()

                print "Dimension: ", d
                print "Left Child: ", val1
                print "Right Child: ", val2
                print ""

                expected[(j, d)] = val1 + val2

            print ""

        for k, v in expected.iteritems():
            print(k, v)

        print "######"
        print "Actual result:"
        print "######"

        actual = refinement_map({})
        self.strategy.collectRefinablePoints(storage, 10, actual)

        for k, v in actual.iteritems():
            print(k, v)

        #
        # Assertions
        #

        for k, v in expected.iteritems():
            self.assertEqual(actual[k], v)
Exemple #32
0
def hierarchizeBruteForce(grid, nodalValues, ignore=None):
    if hasBorder(grid):
        print 'brute force hierarchization is not supported for boundary grids'
        return nodalValues

    alpha = DataVector(nodalValues)

    gs = grid.getStorage()
    basis = getBasis(grid)

    # hierarchize dimension-wise
    for d in xrange(gs.dim()):
        # compute starting points by level sum
        ixs = {}
        for i in xrange(gs.size()):
            accLevel = gs.get(i).getLevel(d)
            if accLevel in ixs:
                ixs[accLevel].append(i)
            else:
                ixs[accLevel] = [i]

        # collect all possible starting points
        starting_points = []
        for key in sorted(ixs.keys()):
            starting_points += ixs[key]

        while len(starting_points) > 0:
            # get next starting node
            ix = starting_points.pop(0)
            gp = gs.get(ix)

            # append left and right child
            gpl = HashGridIndex(gp)
            gs.left_child(gpl, d)
            gpr = HashGridIndex(gp)
            gs.right_child(gpr, d)

            gps = []
            if gs.has_key(gpr):
                gps.append(gpr)
            if gs.has_key(gpl):
                gps.append(gpl)

            while len(gps) > 0:
                gpc = gps.pop()
                ix = gs.seq(gpc)
                # removeSample point from possible starting points
                starting_points.remove(ix)
                diff = evalHierToTop(basis, grid, alpha, gpc, d)
                # print "%i: %.20f - %.20f = %.20f" % (ix, alpha[ix], diff, alpha[ix] - diff)
                alpha[ix] -= diff

                # append left and right child
                gpl = HashGridIndex(gpc)
                gs.left_child(gpl, d)
                gpr = HashGridIndex(gpc)
                gs.right_child(gpr, d)

                if gs.has_key(gpr):
                    gps.append(gpr)
                if gs.has_key(gpl):
                    gps.append(gpl)

    return alpha