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
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
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
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
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
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
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
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