def test_keyboard_interrupt_caught():
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
y_init = D.array([1., 0.])
def kb_callback(ode_sys):
if ode_sys.t[-1] > D.pi:
raise KeyboardInterrupt()
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
with pytest.raises(KeyboardInterrupt):
a.integrate(callback=kb_callback)
assert (a.integration_status ==
"A KeyboardInterrupt exception was raised during integration.")
def test_float_formats_typical_shape(ffmt, integrator,
use_richardson_extrapolation, device):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
device = torch.device(device)
print("Testing {} float format".format(D.float_fmt()))
from .common import set_up_basic_system
de_mat, rhs, analytic_soln, y_init, dt, _ = set_up_basic_system(
integrator, hook_jacobian=True)
y_init = D.array([1., 0.])
if D.backend() == 'torch':
y_init = y_init.to(device)
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=False,
t=(0, D.pi / 4),
dt=D.pi / 64,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
method = integrator
method_tolerance = a.atol * 10 + D.epsilon()
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
method_tolerance = method_tolerance * 5
with de.utilities.BlockTimer(section_label="Integrator Tests") as sttimer:
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True)
print("Average step-size:",
D.mean(D.abs(D.array(a.t[1:]) - D.array(a.t[:-1]))))
max_diff = D.max(D.abs(analytic_soln(a.t[-1], y_init) - a.y[-1]))
if a.integrator.adaptive:
assert max_diff <= method_tolerance, "{} Failed with max_diff from analytical solution = {}".format(
a.integrator, max_diff)
if a.integrator.__implicit__:
assert rhs.analytic_jacobian_called and a.njev > 0, "Analytic jacobian was called as part of integration"
a.reset()
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_non_callable_rhs(ffmt):
with pytest.raises(TypeError):
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(True)
print("Testing {} float format".format(D.float_fmt()))
from . import common
(de_mat, rhs, analytic_soln, y_init, dt,
_) = common.set_up_basic_system()
a = de.OdeSystem(de_mat,
y0=y_init,
dense_output=False,
t=(0, 2 * D.pi),
dt=dt,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=dict(k=1.0))
a.tf = 0.0
def test_callback_called():
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
y_init = D.array([1., 0.])
callback_called = False
def callback(ode_sys):
nonlocal callback_called
if not callback_called and ode_sys.t[-1] > D.pi:
callback_called = True
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
a.integrate(callback=callback)
assert (callback_called)
def test_dt_dir_fix(ffmt):
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(True)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=False,
t=(0, 2 * D.pi),
dt=-0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=dict(k=1.0))
def integ(self, potential, events=None):
"""
Create and solve initial value problem for the particle. Takes the
potential (which we expect to be a function of t and r) and a boundary
time.
Args:
potential: method, with args (t, r). Passed to _dQ_dt. e.g. a
`trap.potential`
events: (list of) callable: event method(s) to be passed to Desolver
integrator
"""
# Initialise Desolver integrator
integ = de.OdeSystem(self._dQ_dt,
y0=D.array(self.Q(0)),
dense_output=True,
t=(self._t_0, self._t_end),
dt=self._dt,
constants={'potential': potential})
integ.set_method('SymplecticEulerSolver')
integ.integrate(events=events)
# Look for early completion by comparing last element of evaluation
# times to desired end time. Use isclose because integ can be off by
# fp error
integ_end_time = integ.t[-1]
if not np.isclose(integ_end_time, self._t_end):
self._terminate(integ_end_time)
# Post-processing of resulting trajectory
self._result = [integ[float(t)][1] for t in self.result_times]
def integ(self, potential, events=None):
"""
Create and solve initial value problem for the particle. Takes the
potential (which we expect to be a function of t and r) and a boundary
time.
Args:
potential: method, with args (t, r). Passed to _dQ_dt. e.g. a
`trap.potential`
events: (list of) callable: event method(s) to be passed to Desolver
integrator
"""
# Ensure that time values are defined
conditions = [self._t_0 is None, self._t_end is None, self._dt is None]
if True in conditions:
raise RuntimeError('Particle time values undefined')
# Check if sample points are defined
if self._points is None:
raise NotImplemented('Cannot yet handle dense output') # FIXME
# Construct dQ_dt, which is to be stepped by the integrator
integ = de.OdeSystem(self._dQ_dt,
y0=D.array(self.Q(0)),
dense_output=False,
t=(self._t_0, self._t_end),
dt=self._dt,
constants={'potential': potential})
integ.set_method('SymplecticEulerSolver')
integ.integrate(events=events)
# Look for early completion by comparing last element of evaluation
# times to desired end time
integ_end_time = integ.t[-1]
if integ_end_time != self._t_end:
self._terminate(integ_end_time)
self._result = [integ[float(t)][1] for t in self.result_times]
def test_non_callable_rhs():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0],[-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.stack([
c2 * D.sin(D.to_float(D.asarray(t))) + c1 * D.cos(D.to_float(D.asarray(t))) + D.asarray(t),
c2 * D.cos(D.to_float(D.asarray(t))) - c1 * D.sin(D.to_float(D.asarray(t))) + 1
])
y_init = D.array([1., 0.])
a = de.OdeSystem(de_mat, y0=y_init, dense_output=False, t=(0, 2*D.pi), dt=0.01, rtol=D.epsilon()**0.5, atol=D.epsilon()**0.5, constants=dict(k=1.0))
a.tf = 0.0
def test_integration_and_nearestfloat_no_dense_output():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0],[-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.stack([
c2 * D.sin(D.to_float(D.asarray(t))) + c1 * D.cos(D.to_float(D.asarray(t))) + D.asarray(t),
c2 * D.cos(D.to_float(D.asarray(t))) - c1 * D.sin(D.to_float(D.asarray(t))) + 1
])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs, y0=y_init, dense_output=False, t=(0, 2*D.pi), dt=0.01, rtol=D.epsilon()**0.5, atol=D.epsilon()**0.5, constants=dict(k=1.0))
assert(a.integration_status() == "Integration has not been run.")
a.integrate()
assert(a.integration_status() == "Integration completed successfully.")
assert(D.abs(a.t[-2] - a[2*D.pi].t) <= D.abs(a.dt))
def test_integration_and_representation():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.stack([
c2 * D.sin(D.to_float(D.asarray(t))) +
c1 * D.cos(D.to_float(D.asarray(t))) + D.asarray(t),
c2 * D.cos(D.to_float(D.asarray(t))) -
c1 * D.sin(D.to_float(D.asarray(t))) + 1
])
def kbinterrupt_cb(ode_sys):
if ode_sys[-1][0] > D.pi:
raise KeyboardInterrupt("Test Interruption and Catching")
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=dict(k=1.0))
a.integrate()
try:
print(str(a))
print(repr(a))
assert (D.max(D.abs(a.sol(a.t[0]) - y_init)) <=
8 * D.epsilon()**0.5)
assert (D.max(
D.abs(a.sol(a.t[-1]) - analytic_soln(a.t[-1], y_init))) <=
8 * D.epsilon()**0.5)
assert (D.max(D.abs(a.sol(a.t).T - analytic_soln(a.t, y_init))) <=
8 * D.epsilon()**0.5)
except:
raise
def test_event_detection():
for ffmt in D.available_float_fmt():
if ffmt == 'float16':
continue
D.set_float_fmt(ffmt)
print("Testing event detection for float format {}".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0],[-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.array([
c2 * D.sin(t) + c1 * D.cos(t) + t,
c2 * D.cos(t) - c1 * D.sin(t) + 1
])
y_init = D.array([1., 0.])
def time_event(t, y, **kwargs):
return t - D.pi/8
time_event.is_terminal = True
time_event.direction = 0
a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, D.pi/4), dt=0.01, rtol=D.epsilon()**0.5, atol=D.epsilon()**0.5)
with de.utilities.BlockTimer(section_label="Integrator Tests") as sttimer:
for i in sorted(set(de.available_methods(False).values()), key=lambda x:x.__name__):
try:
a.set_method(i)
print("Testing {}".format(a.integrator))
a.integrate(eta=True, events=time_event)
if D.abs(a.t[-1] - D.pi/8) > 10*D.epsilon():
print("Event detection with integrator {} failed with t[-1] = {}".format(a.integrator, a.t[-1]))
raise RuntimeError("Failed to detect event for integrator {}".format(str(i)))
else:
print("Event detection with integrator {} succeeded with t[-1] = {}".format(a.integrator, a.t[-1]))
a.reset()
except Exception as e:
raise e
raise RuntimeError("Test failed for integration method: {}".format(a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_integration_and_representation():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0],[-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.stack([
c2 * D.sin(D.to_float(D.asarray(t))) + c1 * D.cos(D.to_float(D.asarray(t))) + D.asarray(t),
c2 * D.cos(D.to_float(D.asarray(t))) - c1 * D.sin(D.to_float(D.asarray(t))) + 1
])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2*D.pi), dt=0.01, rtol=D.epsilon()**0.5, atol=D.epsilon()**0.5, constants=dict(k=1.0))
assert(a.integration_status() == "Integration has not been run.")
a.integrate()
assert(a.integration_status() == "Integration completed successfully.")
try:
print(str(a))
print(repr(a))
assert(D.max(D.abs(a.sol(a.t[0]) - y_init)) <= 8*D.epsilon()**0.5)
assert(D.max(D.abs(a.sol(a.t[-1]) - analytic_soln(a.t[-1], y_init))) <= 8*D.epsilon()**0.5)
assert(D.max(D.abs(a.sol(a.t).T - analytic_soln(a.t, y_init))) <= 8*D.epsilon()**0.5)
except:
raise
for i in a:
assert(D.max(D.abs(i.y - analytic_soln(i.t, y_init))) <= 8*D.epsilon()**0.5)
assert(len(a.y) == len(a))
assert(len(a.t) == len(a))
def set_up_basic_system(integrator=None, hook_jacobian=False):
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
nonlocal de_mat
if D.backend() == 'torch':
de_mat = de_mat.to(state.device)
out = de_mat @ state
out[1] += t
return out
if hook_jacobian:
def rhs_jac(t, state, **kwargs):
nonlocal de_mat
rhs.analytic_jacobian_called = True
if D.backend() == 'torch':
de_mat = de_mat.to(state.device)
return de_mat
rhs.hook_jacobian_call(rhs_jac)
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1.0
return D.stack([
c2 * D.sin(D.to_float(D.asarray(t))) + c1 * D.cos(D.to_float(D.asarray(t))) + D.asarray(t),
c2 * D.cos(D.to_float(D.asarray(t))) - c1 * D.sin(D.to_float(D.asarray(t))) + 1
])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2 * D.pi), dt=0.01, rtol=D.epsilon()**0.75,
atol=D.epsilon()**0.75)
a.set_kick_vars(D.array([0,1],dtype=D.bool))
if integrator is None:
integrator = a.method
dt = (D.epsilon() ** 0.5)**(1.0/(2+integrator.order))/(2*D.pi)
a.dt = dt
return de_mat, rhs, analytic_soln, y_init, dt, a
def test_integration_and_nearest_float_no_dense_output(ffmt):
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(True)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, k, **kwargs):
return de_mat @ state + D.array([0.0, t])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=False,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=dict(k=1.0))
assert (a.integration_status == "Integration has not been run.")
a.integrate()
assert (a.sol is None)
assert (a.integration_status == "Integration completed successfully.")
assert (D.abs(a.t[-2] - a[2 * D.pi].t) <= D.abs(a.dt))
def test_float_formats():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.array([
c2 * D.sin(t) + c1 * D.cos(t) + t,
c2 * D.cos(t) - c1 * D.sin(t) + 1
])
def kbinterrupt_cb(ode_sys):
if ode_sys[-1][0] > D.pi:
raise KeyboardInterrupt("Test Interruption and Catching")
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
with de.utilities.BlockTimer(
section_label="Integrator Tests") as sttimer:
for i in sorted(set(de.available_methods(False).values()),
key=lambda x: x.__name__):
if "Heun-Euler" in i.__name__ and D.float_fmt(
) == "gdual_real128":
print(
"skipping {} due to ridiculous timestep requirements.".
format(i))
continue
try:
a.set_method(i)
print("Testing {}".format(a.integrator))
try:
a.integrate(callback=kbinterrupt_cb, eta=True)
except KeyboardInterrupt as e:
pass
try:
a.integrate(eta=True)
except:
raise
max_diff = D.max(
D.abs(analytic_soln(a.t[-1], a.y[0]) - a.y[-1]))
if a.method.__adaptive__ and max_diff >= a.atol * 10 + D.epsilon(
):
print(
"{} Failed with max_diff from analytical solution = {}"
.format(a.integrator, max_diff))
raise RuntimeError(
"Failed to meet tolerances for adaptive integrator {}"
.format(str(i)))
else:
print(
"{} Succeeded with max_diff from analytical solution = {}"
.format(a.integrator, max_diff))
a.reset()
except Exception as e:
print(e)
raise RuntimeError(
"Test failed for integration method: {}".format(
a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_event_detection_numerous_events(ffmt,
integrator,
use_richardson_extrapolation,
device,
dt,
dense_output=False):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
device = torch.device(device)
print("Testing event detection for float format {}".format(D.float_fmt()))
from .common import set_up_basic_system
de_mat, rhs, analytic_soln, y_init, _, _ = set_up_basic_system(
integrator, hook_jacobian=True)
if D.backend() == 'torch':
y_init = y_init.to(device)
event_times = D.linspace(0, D.pi / 4, 32)
class ev_proto:
def __init__(self, ev_time, component):
self.ev_time = ev_time
self.component = component
def __call__(self, t, y, **csts):
return y[self.component] - analytic_soln(self.ev_time,
y_init)[self.component]
def __repr__(self):
return "<ev_proto({}, {})>".format(self.ev_time, self.component)
events = [ev_proto(ev_t, 0) for ev_t in event_times]
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=dense_output,
t=(0, D.pi / 4),
dt=dt,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.75)
method = integrator
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
with de.utilities.BlockTimer(section_label="Integrator Tests") as sttimer:
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True, events=events)
print(a)
print(a.events)
print(len(events) - len(a.events))
assert (len(events) - 3 <= len(a.events) <= len(events))
for ev_detected in a.events:
assert (D.max(
D.abs(
ev_detected.event(ev_detected.t, ev_detected.y, **
a.constants))) <= 4 * D.epsilon())
def test_getter_setters(ffmt):
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(True)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
assert (a.t0 == 0)
assert (a.tf == 2 * D.pi)
assert (a.dt == 0.01)
assert (a.get_current_time() == a.t0)
assert (a.rtol == D.epsilon()**0.5)
assert (a.atol == D.epsilon()**0.5)
assert (D.norm(a.y[0] - y_init) <= 2 * D.epsilon())
assert (D.norm(a.y[-1] - y_init) <= 2 * D.epsilon())
a.set_kick_vars([True, False])
assert (a.staggered_mask == [True, False])
pval = 3 * D.pi
a.tf = pval
assert (a.tf == pval)
pval = -1.0
a.t0 = pval
assert (a.t0 == pval)
assert (a.dt == 0.01)
a.rtol = 1e-3
assert (a.rtol == 1e-3)
a.atol = 1e-3
assert (a.atol == 1e-3)
for method in de.available_methods():
a.set_method(method)
assert (isinstance(a.integrator, de.available_methods(False)[method]))
for method in de.available_methods():
a.method = method
assert (isinstance(a.integrator, de.available_methods(False)[method]))
a.constants['k'] = 5.0
assert (a.constants['k'] == 5.0)
a.constants.pop('k')
assert ('k' not in a.constants.keys())
new_constants = dict(k=10.0)
a.constants = new_constants
assert (a.constants['k'] == 10.0)
del a.constants
assert (not bool(a.constants))
def test_gradients_complex(ffmt, integrator, use_richardson_extrapolation,
device):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
import torch
torch.set_printoptions(precision=17)
device = torch.device(device)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
class NNController(torch.nn.Module):
def __init__(self,
in_dim=2,
out_dim=2,
inter_dim=50,
append_time=False):
super().__init__()
self.append_time = append_time
self.net = torch.nn.Sequential(
torch.nn.Linear(in_dim + (1 if append_time else 0), inter_dim),
torch.nn.Softplus(), torch.nn.Linear(inter_dim, out_dim),
torch.nn.Sigmoid())
for idx, m in enumerate(self.net.modules()):
if isinstance(m, torch.nn.Linear):
torch.nn.init.xavier_normal_(m.weight, gain=1.0)
torch.nn.init.constant_(m.bias, 0.0)
def forward(self, t, y, dy):
if self.append_time:
return self.net(
torch.cat([y.view(-1), dy.view(-1),
t.view(-1)]))
else:
return self.net(torch.cat([y, dy]))
class SimpleODE(torch.nn.Module):
def __init__(self, inter_dim=10, k=1.0):
super().__init__()
self.nn_controller = NNController(in_dim=4,
out_dim=1,
inter_dim=inter_dim)
self.A = torch.nn.Parameter(
torch.tensor([[0.0, 1.0], [-k, -1.0]], requires_grad=False))
def forward(self, t, y, params=None):
if not isinstance(t, torch.Tensor):
torch_t = torch.tensor(t)
else:
torch_t = t
if not isinstance(y, torch.Tensor):
torch_y = torch.tensor(y)
else:
torch_y = y
if params is not None:
if not isinstance(params, torch.Tensor):
torch_params = torch.tensor(params)
else:
torch_params = params
dy = torch.matmul(self.A, torch_y)
controller_effect = self.nn_controller(
torch_t, torch_y, dy) if params is None else params
return dy + torch.cat(
[torch.tensor([0.0]).to(dy), (controller_effect * 2.0 - 1.0)])
method = integrator
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
with de.utilities.BlockTimer(section_label="Integrator Tests"):
yi1 = D.array([1.0, 0.0], requires_grad=True).to(device)
df = SimpleODE(k=1.0)
a = de.OdeSystem(df,
yi1,
t=(0, 0.1),
dt=1e-3,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True)
dyfdyi = D.jacobian(a.y[-1], a.y[0])
dyi = D.array([0.0, 1.0]).to(device) * D.epsilon()**0.5
dyf = D.einsum("nk,k->n", dyfdyi, dyi)
yi2 = yi1 + dyi
print(a.y[-1].device)
b = de.OdeSystem(df,
yi2,
t=(0, a.t[-1]),
dt=a.dt,
rtol=a.rtol,
atol=a.atol)
b.set_method(method)
b.integrate(eta=True)
true_diff = b.y[-1] - a.y[-1]
print(D.norm(true_diff - dyf), D.epsilon()**0.5)
assert (D.allclose(true_diff, dyf, rtol=4 * a.rtol, atol=4 * a.atol))
print("{} method test succeeded!".format(a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_getter_setters():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0],[-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.array([
c2 * D.sin(t) + c1 * D.cos(t) + t,
c2 * D.cos(t) - c1 * D.sin(t) + 1
])
def kbinterrupt_cb(ode_sys):
if ode_sys[-1][0] > D.pi:
raise KeyboardInterrupt("Test Interruption and Catching")
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2*D.pi), dt=0.01, rtol=D.epsilon()**0.5, atol=D.epsilon()**0.5)
assert(a.t0 == 0)
assert(a.tf == 2 * D.pi)
assert(a.dt == 0.01)
assert(a.get_current_time() == a.t0)
assert(a.rtol == D.epsilon()**0.5)
assert(a.atol == D.epsilon()**0.5)
assert(D.norm(a.y[0] - y_init) <= 2 * D.epsilon())
assert(D.norm(a.y[-1] - y_init) <= 2 * D.epsilon())
a.set_kick_vars([True, False])
assert(a.staggered_mask == [True, False])
pval = 3 * D.pi
a.tf = pval
assert(a.tf == pval)
pval = -1.0
a.t0 = pval
assert(a.t0 == pval)
assert(a.dt == 0.01)
a.rtol = 1e-3
assert(a.rtol == 1e-3)
a.atol = 1e-3
assert(a.atol == 1e-3)
for method in de.available_methods():
a.set_method(method)
assert(isinstance(a.integrator, de.available_methods(False)[method]))
for method in de.available_methods():
a.method = method
assert(isinstance(a.integrator, de.available_methods(False)[method]))
a.constants['k'] = 5.0
assert(a.constants['k'] == 5.0)
a.constants.pop('k')
assert('k' not in a.constants.keys())
new_constants = dict(k=10.0)
a.constants = new_constants
assert(a.constants['k'] == 10.0)
del a.constants
assert(not bool(a.constants))
def test_gradients():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
import torch
torch.set_printoptions(precision=17)
torch.set_num_threads(1)
torch.autograd.set_detect_anomaly(True)
class NNController(torch.nn.Module):
def __init__(self,
in_dim=2,
out_dim=2,
inter_dim=50,
append_time=False):
super().__init__()
self.append_time = append_time
self.net = torch.nn.Sequential(
torch.nn.Linear(in_dim + (1 if append_time else 0),
inter_dim), torch.nn.Softplus(),
torch.nn.Linear(inter_dim, out_dim), torch.nn.Sigmoid())
for idx, m in enumerate(self.net.modules()):
if isinstance(m, torch.nn.Linear):
torch.nn.init.xavier_normal_(m.weight, gain=1.0)
torch.nn.init.constant_(m.bias, 0.0)
def forward(self, t, y, dy):
if self.append_time:
return self.net(
torch.cat([y.view(-1),
dy.view(-1),
t.view(-1)]))
else:
return self.net(torch.cat([y, dy]))
class SimpleODE(torch.nn.Module):
def __init__(self, inter_dim=10, k=1.0):
super().__init__()
self.nn_controller = NNController(in_dim=4,
out_dim=1,
inter_dim=inter_dim)
self.A = torch.tensor([[0.0, 1.0], [-k, -1.0]],
requires_grad=True)
def forward(self, t, y, params=None):
if not isinstance(t, torch.Tensor):
torch_t = torch.tensor(t)
else:
torch_t = t
if not isinstance(y, torch.Tensor):
torch_y = torch.tensor(y)
else:
torch_y = y
if params is not None:
if not isinstance(params, torch.Tensor):
torch_params = torch.tensor(params)
else:
torch_params = params
dy = torch.matmul(self.A, torch_y)
controller_effect = self.nn_controller(
torch_t, torch_y, dy) if params is None else params
return dy + torch.cat(
[torch.tensor([0.0]), (controller_effect * 2.0 - 1.0)])
with de.utilities.BlockTimer(section_label="Integrator Tests"):
for i in sorted(set(de.available_methods(False).values()),
key=lambda x: x.__name__):
try:
yi1 = D.array([1.0, 0.0], requires_grad=True)
df = SimpleODE(k=1.0)
a = de.OdeSystem(df,
yi1,
t=(0, 1.),
dt=0.0675,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
a.set_method(i)
a.integrate(eta=True)
dyfdyi = D.jacobian(a.y[-1], a.y[0])
dyi = D.array([0.0, 1.0]) * D.epsilon()**0.5
dyf = D.einsum("nk,k->n", dyfdyi, dyi)
yi2 = yi1 + dyi
b = de.OdeSystem(df,
yi2,
t=(0, 1.),
dt=0.0675,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
b.set_method(i)
b.integrate(eta=True)
true_diff = b.y[-1] - a.y[-1]
print(D.norm(true_diff - dyf), D.epsilon()**0.5)
assert (D.allclose(true_diff,
dyf,
rtol=4 * D.epsilon()**0.5,
atol=4 * D.epsilon()**0.5))
print("{} method test succeeded!".format(a.integrator))
except:
raise RuntimeError(
"Test failed for integration method: {}".format(
a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_gradients_simple_decay(ffmt, integrator, use_richardson_extrapolation,
device):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
if integrator.__symplectic__:
pytest.skip(
"Exponential decay system is not in the form compatible with symplectic integrators"
)
print("Testing {} float format".format(D.float_fmt()))
import torch
torch.set_printoptions(precision=17)
device = torch.device(device)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
def rhs(t, state, k, **kwargs):
return -k * state
def rhs_jac(t, state, k, **kwargs):
return -k
rhs.jac = rhs_jac
y_init = D.array(5.0, requires_grad=True)
csts = dict(k=D.array(1.0, device=device))
dt = max(0.5 * (D.epsilon()**0.5)**(1.0 / (max(2, integrator.order - 1))),
5e-2)
def true_solution_decay(t, initial_state, k):
return initial_state * D.exp(-k * t)
method = integrator
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
with de.utilities.BlockTimer(section_label="Integrator Tests"):
y_init = D.ones((1, ), requires_grad=True).to(device)
y_init = y_init * D.e
a = de.OdeSystem(rhs,
y_init,
t=(0, 1.0),
dt=dt,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=csts)
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True)
Jy = D.jacobian(a.y[-1], a.y[0])
true_Jy = D.jacobian(true_solution_decay(a.t[-1], a.y[0], **csts),
a.y[0])
print(a.y[-1], true_solution_decay(a.t[-1], a.y[0], **csts),
D.abs(a.y[-1] - true_solution_decay(a.t[-1], a.y[0], **csts)))
print(a.integrator.adaptive,
D.mean(D.abs(D.stack(a.t[1:]) - D.stack(a.t[:-1]))),
D.norm(true_Jy - Jy), 32 * a.rtol)
print(a.integrator.adaptive, true_Jy, Jy)
if a.integrator.adaptive:
assert (D.allclose(true_Jy, Jy, rtol=32 * a.rtol,
atol=32 * a.atol))
print("{} method test succeeded!".format(a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
import desolver.backend as D
@de.rhs_prettifier(
equ_repr="[vx, -k*x/m]",
md_repr=r"""
$$
\frac{dx}{dt} = \begin{bmatrix}
0 & 1 \\
-\frac{k}{m} & 0
\end{bmatrix} \cdot \begin{bmatrix}x \\ v_x\end{bmatrix}
$$
"""
)
def rhs(t, state, k, m, **kwargs):
return D.array([[0.0, 1.0], [-k/m, 0.0]])@state
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs, y0=y_init, dense_output=True, t=(0, 2*D.pi), dt=0.01, rtol=1e-9, atol=1e-9, constants=dict(k=1.0, m=1.0))
print(a)
a.integrate()
print(a)
print("If the integration was successful and correct, a[0].y and a[-1].y should be near identical.")
print("a[0].y = {}".format(a[0].y))
print("a[-1].y = {}".format(a[-1].y))
print("Maximum difference from initial state after one oscillation cycle: {}".format(D.max(D.abs(a[0].y-a[-1].y))))
def test_gradients_simple_oscillator(ffmt, integrator,
use_richardson_extrapolation, device):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
import torch
torch.set_printoptions(precision=17)
device = torch.device(device)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
def rhs(t, state, k, m, **kwargs):
return D.array([[0.0, 1.0], [-k / m, 0.0]], device=device) @ state
csts = dict(k=1.0, m=1.0)
T = 2 * D.pi * D.sqrt(D.array(csts['m'] / csts['k'])).to(device)
dt = max(0.5 * (D.epsilon()**0.5)**(1.0 / (max(2, integrator.order - 1))),
5e-2)
def true_solution_sho(t, initial_state, k, m):
w2 = D.array(k / m).to(device)
w = D.sqrt(w2)
A = D.sqrt(initial_state[0]**2 + initial_state[1]**2 / w2)
phi = D.atan2(-initial_state[1], w * initial_state[0])
return D.stack([A * D.cos(w * t + phi), -w * A * D.sin(w * t + phi)]).T
method = integrator
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
with de.utilities.BlockTimer(section_label="Integrator Tests"):
y_init = D.array([1., 1.], requires_grad=True).to(device)
a = de.OdeSystem(rhs,
y_init,
t=(0, T),
dt=T * dt,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5,
constants=csts)
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True)
Jy = D.jacobian(a.y[-1], a.y[0])
true_Jy = D.jacobian(true_solution_sho(a.t[-1], a.y[0], **csts),
a.y[0])
print(a.integrator.adaptive,
D.mean(D.abs(D.stack(a.t[1:]) - D.stack(a.t[:-1]))),
D.norm(true_Jy - Jy),
D.epsilon()**0.5)
if a.integrator.adaptive:
assert (D.allclose(true_Jy,
Jy,
rtol=4 * a.rtol**0.75,
atol=4 * a.atol**0.75))
print("{} method test succeeded!".format(a.integrator))
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_getter_setters():
for ffmt in D.available_float_fmt():
D.set_float_fmt(ffmt)
print("Testing {} float format".format(D.float_fmt()))
de_mat = D.array([[0.0, 1.0], [-1.0, 0.0]])
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
return de_mat @ state + D.array([0.0, t])
def analytic_soln(t, initial_conditions):
c1 = initial_conditions[0]
c2 = initial_conditions[1] - 1
return D.array([
c2 * D.sin(t) + c1 * D.cos(t) + t,
c2 * D.cos(t) - c1 * D.sin(t) + 1
])
def kbinterrupt_cb(ode_sys):
if ode_sys[-1][0] > D.pi:
raise KeyboardInterrupt("Test Interruption and Catching")
y_init = D.array([1., 0.])
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=True,
t=(0, 2 * D.pi),
dt=0.01,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
assert (a.get_end_time() == 2 * D.pi)
assert (a.get_start_time() == 0)
assert (a.dt == 0.01)
assert (a.rtol == D.epsilon()**0.5)
assert (a.atol == D.epsilon()**0.5)
assert (D.norm(a.y[0] - y_init) <= 2 * D.epsilon())
assert (D.norm(a.y[-1] - y_init) <= 2 * D.epsilon())
try:
a.set_kick_vars([True, False])
except Exception as e:
raise RuntimeError("set_kick_vars failed with: {}".format(e))
assert (a.staggered_mask == [True, False])
pval = 3 * D.pi
try:
a.set_end_time(pval)
except Exception as e:
raise RuntimeError("set_end_time failed with: {}".format(e))
assert (a.get_end_time() == pval)
pval = -1.0
try:
a.set_start_time(pval)
except Exception as e:
raise RuntimeError("set_start_time failed with: {}".format(e))
assert (a.get_start_time() == pval)
assert (a.get_step_size() == 0.01)
try:
a.set_rtol(1e-3)
except Exception as e:
raise RuntimeError("set_rtol failed with: {}".format(e))
assert (a.get_rtol() == 1e-3)
try:
a.set_atol(1e-3)
except Exception as e:
raise RuntimeError("set_atol failed with: {}".format(e))
assert (a.get_atol() == 1e-3)
try:
a.set_method("RK45CK")
except Exception as e:
raise RuntimeError("set_method failed with: {}".format(e))
assert (isinstance(a.integrator,
de.available_methods(False)["RK45CK"]))
try:
a.add_constants(k=5.0)
except Exception as e:
raise RuntimeError("add_constants failed with: {}".format(e))
assert (a.consts['k'] == 5.0)
try:
a.remove_constants('k')
except Exception as e:
raise RuntimeError("remove_constants failed with: {}".format(e))
assert ('k' not in a.consts.keys())
def test_float_formats_atypical_shape(ffmt, integrator,
use_richardson_extrapolation, device):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
device = torch.device(device)
print("Testing {} float format".format(D.float_fmt()))
from .common import set_up_basic_system
de_mat, _, analytic_soln, y_init, dt, _ = set_up_basic_system(integrator)
@de.rhs_prettifier("""[vx, -x+t]""")
def rhs(t, state, **kwargs):
nonlocal de_mat
extra = D.array([0.0, t])
if D.backend() == 'torch':
de_mat = de_mat.to(state.device)
extra = extra.to(state.device)
return D.sum(de_mat[:, :, None, None, None] * state,
axis=1) + extra[:, None, None, None]
y_init = D.array([[[[1., 0.]] * 1] * 1] * 3).T
print(rhs(0.0, y_init).shape)
if D.backend() == 'torch':
y_init = y_init.contiguous().to(device)
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=False,
t=(0, D.pi / 4),
dt=D.pi / 64,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.5)
method = integrator
method_tolerance = a.atol * 10 + D.epsilon()
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
method_tolerance = method_tolerance * 5
with de.utilities.BlockTimer(section_label="Integrator Tests") as sttimer:
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True)
max_diff = D.max(D.abs(analytic_soln(a.t[-1], y_init) - a.y[-1]))
if a.integrator.adaptive:
assert max_diff <= method_tolerance, "{} Failed with max_diff from analytical solution = {}".format(
a.integrator, max_diff)
a.reset()
print("")
print("{} backend test passed successfully!".format(D.backend()))
def test_event_detection_single(ffmt,
integrator,
use_richardson_extrapolation,
device,
dt,
dense_output=False):
if use_richardson_extrapolation and integrator.__implicit__:
pytest.skip(
"Richardson Extrapolation is too slow with implicit methods")
D.set_float_fmt(ffmt)
if D.backend() == 'torch':
import torch
torch.set_printoptions(precision=17)
torch.autograd.set_detect_anomaly(False) # Enable if a test fails
device = torch.device(device)
print("Testing event detection for float format {}".format(D.float_fmt()))
from .common import set_up_basic_system
de_mat, rhs, analytic_soln, y_init, _, _ = set_up_basic_system(
integrator, hook_jacobian=True)
if D.backend() == 'torch':
y_init = y_init.to(device)
def time_event(t, y, **kwargs):
out = D.array(t - D.pi / 8)
if D.backend() == 'torch':
out = out.to(device)
return out
time_event.is_terminal = True
time_event.direction = 0
a = de.OdeSystem(rhs,
y0=y_init,
dense_output=dense_output,
t=(0, D.pi / 4),
dt=dt,
rtol=D.epsilon()**0.5,
atol=D.epsilon()**0.75)
a.set_kick_vars(D.array([0, 1], dtype=bool))
method = integrator
if use_richardson_extrapolation:
method = de.integrators.generate_richardson_integrator(method)
with de.utilities.BlockTimer(section_label="Integrator Tests") as sttimer:
a.set_method(method)
print("Testing {} with dt = {:.4e}".format(a.integrator, a.dt))
a.integrate(eta=True, events=time_event)
assert (a.integration_status ==
"Integration terminated upon finding a triggered event.")
print(a)
print(a.events)
assert (D.abs(a.t[-1] - D.pi / 8) <= D.epsilon()**0.5)
assert (len(a.events) == 1)
assert (a.events[0].event == time_event)
print(
"Event detection with integrator {} succeeded with t[-1] = {}, diff = {}"
.format(a.integrator, a.t[-1], a.t[-1] - D.pi / 8))
