def parallel_transport(self, tangent_vec_a, tangent_vec_b, base_point): r"""Parallel transport of a tangent vector. Closed-form solution for the parallel transport of a tangent vector a along the geodesic defined by exp_(base_point)(tangent_vec_b). Denoting `tangent_vec_a` by `S`, `base_point` by `A`, let `B = Exp_A(tangent_vec_b)` and :math: `E = (BA^{- 1})^({ 1 / 2})`. Then the parallel transport to `B`is: ..math:: S' = ESE^T Parameters ---------- tangent_vec_a : array-like, shape=[..., dim + 1] Tangent vector at base point to be transported. tangent_vec_b : array-like, shape=[..., dim + 1] Tangent vector at base point, initial speed of the geodesic along which the parallel transport is computed. base_point : array-like, shape=[..., dim + 1] Point on the manifold of SPD matrices. Returns ------- transported_tangent_vec: array-like, shape=[..., dim + 1] Transported tangent vector at exp_(base_point)(tangent_vec_b). """ end_point = self.exp(tangent_vec_b, base_point) inverse_base_point = GeneralLinear.inverse(base_point) congruence_mat = Matrices.mul(end_point, inverse_base_point) congruence_mat = gs.linalg.sqrtm(congruence_mat) return Matrices.congruent(tangent_vec_a, congruence_mat)
def parallel_transport(self, tangent_vec, base_point, direction=None, end_point=None): r"""Parallel transport of a tangent vector. Closed-form solution for the parallel transport of a tangent vector along the geodesic between two points `base_point` and `end_point` or alternatively defined by :math:`t \mapsto exp_{(base\_point)}( t*direction)`. Denoting `tangent_vec_a` by `S`, `base_point` by `A`, and `end_point` by `B` or `B = Exp_A(tangent_vec_b)` and :math:`E = (BA^{- 1})^{( 1 / 2)}`. Then the parallel transport to `B` is: .. math:: S' = ESE^T Parameters ---------- tangent_vec : array-like, shape=[..., n, n] Tangent vector at base point to be transported. base_point : array-like, shape=[..., n, n] Point on the manifold of SPD matrices. Point to transport from direction : array-like, shape=[..., n, n] Tangent vector at base point, initial speed of the geodesic along which the parallel transport is computed. Unused if `end_point` is given. Optional, default: None. end_point : array-like, shape=[..., n, n] Point on the manifold of SPD matrices. Point to transport to. Optional, default: None. Returns ------- transported_tangent_vec: array-like, shape=[..., n, n] Transported tangent vector at exp_(base_point)(tangent_vec_b). """ if end_point is None: end_point = self.exp(direction, base_point) # compute B^1/2(B^-1/2 A B^-1/2)B^-1/2 instead of sqrtm(AB^-1) sqrt_bp, inv_sqrt_bp = SymmetricMatrices.powerm( base_point, [1.0 / 2, -1.0 / 2]) pdt = SymmetricMatrices.powerm( Matrices.mul(inv_sqrt_bp, end_point, inv_sqrt_bp), 1.0 / 2) congruence_mat = Matrices.mul(sqrt_bp, pdt, inv_sqrt_bp) return Matrices.congruent(tangent_vec, congruence_mat)
def parallel_transport(self, tangent_vec, base_point, direction=None, end_point=None): r"""Parallel transport of a tangent vector. Closed-form solution for the parallel transport of a tangent vector along the geodesic between two points `base_point` and `end_point` or alternatively defined by :math:`t\mapsto exp_(base_point)( t*direction)`. Denoting `tangent_vec_a` by `S`, `base_point` by `A`, and `end_point` by `B` or `B = Exp_A(tangent_vec_b)` and :math: `E = (BA^{- 1})^({ 1 / 2})`. Then the parallel transport to `B` is: ..math:: S' = ESE^T Parameters ---------- tangent_vec : array-like, shape=[..., n, n] Tangent vector at base point to be transported. base_point : array-like, shape=[..., n, n] Point on the manifold of SPD matrices. Point to transport from direction : array-like, shape=[..., n, n] Tangent vector at base point, initial speed of the geodesic along which the parallel transport is computed. Unused if `end_point` is given. Optional, default: None. end_point : array-like, shape=[..., n, n] Point on the manifold of SPD matrices. Point to transport to. Optional, default: None. Returns ------- transported_tangent_vec: array-like, shape=[..., n, n] Transported tangent vector at exp_(base_point)(tangent_vec_b). """ if end_point is None: end_point = self.exp(direction, base_point) inverse_base_point = GeneralLinear.inverse(base_point) congruence_mat = Matrices.mul(end_point, inverse_base_point) congruence_mat = gs.linalg.sqrtm(congruence_mat) return Matrices.congruent(tangent_vec, congruence_mat)
class TestMatrices(geomstats.tests.TestCase): def setUp(self): gs.random.seed(1234) self.m = 2 self.n = 3 self.space = Matrices(m=self.n, n=self.n) self.space_nonsquare = Matrices(m=self.m, n=self.n) self.metric = self.space.metric self.n_samples = 2 @geomstats.tests.np_only def test_mul(self): a = gs.eye(3, 3, 1) b = gs.eye(3, 3, -1) c = gs.array([ [1., 0., 0.], [0., 1., 0.], [0., 0., 0.]]) d = gs.array([ [0., 0., 0.], [0., 1., 0.], [0., 0., 1.]]) result = self.space.mul([a, b], [b, a]) expected = gs.array([c, d]) self.assertAllClose(result, expected) result = self.space.mul(a, [a, b]) expected = gs.array([gs.eye(3, 3, 2), c]) self.assertAllClose(result, expected) @geomstats.tests.np_only def test_bracket(self): x = gs.array([ [0., 0., 0.], [0., 0., -1.], [0., 1., 0.]]) y = gs.array([ [0., 0., 1.], [0., 0., 0.], [-1., 0., 0.]]) z = gs.array([ [0., -1., 0.], [1., 0., 0.], [0., 0., 0.]]) result = self.space.bracket([x, y], [y, z]) expected = gs.array([z, x]) self.assertAllClose(result, expected) result = self.space.bracket(x, [x, y, z]) expected = gs.array([gs.zeros((3, 3)), z, -y]) self.assertAllClose(result, expected) @geomstats.tests.np_only def test_transpose(self): tr = self.space.transpose ar = gs.array a = gs.eye(3, 3, 1) b = gs.eye(3, 3, -1) self.assertAllClose(tr(a), b) self.assertAllClose(tr(ar([a, b])), ar([b, a])) def test_is_symmetric(self): not_squared = gs.array([[1., 2.], [2., 1.], [3., 1.]]) result = self.space.is_symmetric(not_squared) expected = False self.assertAllClose(result, expected) sym_mat = gs.array([[1., 2.], [2., 1.]]) result = self.space.is_symmetric(sym_mat) expected = gs.array(True) self.assertAllClose(result, expected) not_a_sym_mat = gs.array([[1., 0.6, -3.], [6., -7., 0.], [0., 7., 8.]]) result = self.space.is_symmetric(not_a_sym_mat) expected = gs.array(False) self.assertAllClose(result, expected) @geomstats.tests.np_only def test_is_skew_symmetric(self): skew_mat = gs.array([[0, - 2.], [2., 0]]) result = self.space.is_skew_symmetric(skew_mat) expected = gs.array(True) self.assertAllClose(result, expected) not_a_sym_mat = gs.array([[1., 0.6, -3.], [6., -7., 0.], [0., 7., 8.]]) result = self.space.is_skew_symmetric(not_a_sym_mat) expected = gs.array(False) self.assertAllClose(result, expected) @geomstats.tests.np_and_tf_only def test_is_symmetric_vectorization(self): points = gs.array([ [[1., 2.], [2., 1.]], [[3., 4.], [4., 5.]], [[1., 2.], [3., 4.]]]) result = self.space.is_symmetric(points) expected = [True, True, False] self.assertAllClose(result, expected) @geomstats.tests.np_and_pytorch_only def test_make_symmetric(self): sym_mat = gs.array([[1., 2.], [2., 1.]]) result = self.space.to_symmetric(sym_mat) expected = sym_mat self.assertAllClose(result, expected) mat = gs.array([[1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) result = self.space.to_symmetric(mat) expected = gs.array([[1., 1., 3.], [1., 0., 0.5], [3., 0.5, 1.]]) self.assertAllClose(result, expected) mat = gs.array([[1e100, 1e-100, 1e100], [1e100, 1e-100, 1e100], [1e-100, 1e-100, 1e100]]) result = self.space.to_symmetric(mat) res = 0.5 * (1e100 + 1e-100) expected = gs.array([[1e100, res, res], [res, 1e-100, res], [res, res, 1e100]]) self.assertAllClose(result, expected) @geomstats.tests.np_and_tf_only def test_make_symmetric_and_is_symmetric_vectorization(self): points = gs.array([ [[1., 2.], [3., 4.]], [[5., 6.], [4., 9.]]]) sym_points = self.space.to_symmetric(points) result = gs.all(self.space.is_symmetric(sym_points)) expected = True self.assertAllClose(result, expected) def test_inner_product(self): base_point = gs.array([ [1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) tangent_vector_1 = gs.array([ [1., 2., 3.], [0., -10., 0.], [30., 1., 1.]]) tangent_vector_2 = gs.array([ [1., 4., 3.], [5., 0., 0.], [3., 1., 1.]]) result = self.metric.inner_product( tangent_vector_1, tangent_vector_2, base_point=base_point) expected = gs.trace( gs.matmul( gs.transpose(tangent_vector_1), tangent_vector_2)) self.assertAllClose(result, expected) def test_cong(self): base_point = gs.array([ [1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) tangent_vector = gs.array([ [1., 2., 3.], [0., -10., 0.], [30., 1., 1.]]) result = self.space.congruent(tangent_vector, base_point) expected = gs.matmul( tangent_vector, gs.transpose(base_point)) expected = gs.matmul(base_point, expected) self.assertAllClose(result, expected) def test_belongs(self): base_point_square = gs.zeros((self.n, self.n)) base_point_nonsquare = gs.zeros((self.m, self.n)) result = self.space.belongs(base_point_square) expected = True self.assertAllClose(result, expected) result = self.space_nonsquare.belongs(base_point_square) expected = False self.assertAllClose(result, expected) result = self.space.belongs(base_point_nonsquare) expected = False self.assertAllClose(result, expected) result = self.space_nonsquare.belongs(base_point_nonsquare) expected = True self.assertAllClose(result, expected) result = self.space.belongs(gs.zeros((2, 2, 3))) self.assertFalse(gs.all(result)) result = self.space.belongs(gs.zeros((2, 3, 3))) self.assertTrue(gs.all(result)) def test_is_diagonal(self): base_point = gs.array([ [1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) result = self.space.is_diagonal(base_point) expected = False self.assertAllClose(result, expected) diagonal = gs.eye(3) result = self.space.is_diagonal(diagonal) self.assertTrue(result) base_point = gs.stack([base_point, diagonal]) result = self.space.is_diagonal(base_point) expected = gs.array([False, True]) self.assertAllClose(result, expected) base_point = gs.stack([diagonal] * 2) result = self.space.is_diagonal(base_point) self.assertTrue(gs.all(result)) base_point = gs.reshape(gs.arange(6), (2, 3)) result = self.space.is_diagonal(base_point) self.assertTrue(~result) def test_norm(self): for n_samples in [1, 2]: mat = self.space.random_point(n_samples) result = self.metric.norm(mat) expected = self.space.frobenius_product(mat, mat) ** .5 self.assertAllClose(result, expected)
def test_congruent(self, mat_a, mat_b, expected): self.assertAllClose( Matrices.congruent(gs.array(mat_a), gs.array(mat_b)), gs.array(expected))
class TestMatricesMethods(geomstats.tests.TestCase): def setUp(self): gs.random.seed(1234) self.n = 3 self.space = Matrices(m=self.n, n=self.n) self.metric = self.space.metric self.n_samples = 2 @geomstats.tests.np_only def test_mul(self): a = gs.eye(3, 3, 1) b = gs.eye(3, 3, -1) c = gs.array([[1., 0., 0.], [0., 1., 0.], [0., 0., 0.]]) d = gs.array([[0., 0., 0.], [0., 1., 0.], [0., 0., 1.]]) result = self.space.mul([a, b], [b, a]) expected = gs.array([c, d]) self.assertAllClose(result, expected) result = self.space.mul(a, [a, b]) expected = gs.array([gs.eye(3, 3, 2), c]) self.assertAllClose(result, expected) @geomstats.tests.np_only def test_bracket(self): x = gs.array([[0., 0., 0.], [0., 0., -1.], [0., 1., 0.]]) y = gs.array([[0., 0., 1.], [0., 0., 0.], [-1., 0., 0.]]) z = gs.array([[0., -1., 0.], [1., 0., 0.], [0., 0., 0.]]) result = self.space.bracket([x, y], [y, z]) expected = gs.array([z, x]) self.assertAllClose(result, expected) result = self.space.bracket(x, [x, y, z]) expected = gs.array([gs.zeros((3, 3)), z, -y]) self.assertAllClose(result, expected) @geomstats.tests.np_only def test_transpose(self): tr = self.space.transpose ar = gs.array a = gs.eye(3, 3, 1) b = gs.eye(3, 3, -1) self.assertAllClose(tr(a), b) self.assertAllClose(tr(ar([a, b])), ar([b, a])) @geomstats.tests.np_only def test_is_symmetric(self): sym_mat = gs.array([[1., 2.], [2., 1.]]) result = self.space.is_symmetric(sym_mat) expected = gs.array(True) self.assertAllClose(result, expected) not_a_sym_mat = gs.array([[1., 0.6, -3.], [6., -7., 0.], [0., 7., 8.]]) result = self.space.is_symmetric(not_a_sym_mat) expected = gs.array(False) self.assertAllClose(result, expected) @geomstats.tests.np_and_tf_only def test_is_symmetric_vectorization(self): points = gs.array([[[1., 2.], [2., 1.]], [[3., 4.], [4., 5.]], [[1., 2.], [3., 4.]]]) result = self.space.is_symmetric(points) expected = [True, True, False] self.assertAllClose(result, expected) @geomstats.tests.np_and_pytorch_only def test_make_symmetric(self): sym_mat = gs.array([[1., 2.], [2., 1.]]) result = self.space.make_symmetric(sym_mat) expected = sym_mat self.assertAllClose(result, expected) mat = gs.array([[1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) result = self.space.make_symmetric(mat) expected = gs.array([[1., 1., 3.], [1., 0., 0.5], [3., 0.5, 1.]]) self.assertAllClose(result, expected) mat = gs.array([[1e100, 1e-100, 1e100], [1e100, 1e-100, 1e100], [1e-100, 1e-100, 1e100]]) result = self.space.make_symmetric(mat) res = 0.5 * (1e100 + 1e-100) expected = gs.array([[1e100, res, res], [res, 1e-100, res], [res, res, 1e100]]) self.assertAllClose(result, expected) @geomstats.tests.np_and_tf_only def test_make_symmetric_and_is_symmetric_vectorization(self): points = gs.array([[[1., 2.], [3., 4.]], [[5., 6.], [4., 9.]]]) sym_points = self.space.make_symmetric(points) result = gs.all(self.space.is_symmetric(sym_points)) expected = True self.assertAllClose(result, expected) def test_inner_product(self): base_point = gs.array([[1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) tangent_vector_1 = gs.array([[1., 2., 3.], [0., -10., 0.], [30., 1., 1.]]) tangent_vector_2 = gs.array([[1., 4., 3.], [5., 0., 0.], [3., 1., 1.]]) result = self.metric.inner_product(tangent_vector_1, tangent_vector_2, base_point=base_point) expected = gs.trace( gs.matmul(gs.transpose(tangent_vector_1), tangent_vector_2)) expected = helper.to_scalar(expected) self.assertAllClose(result, expected) def test_cong(self): base_point = gs.array([[1., 2., 3.], [0., 0., 0.], [3., 1., 1.]]) tangent_vector = gs.array([[1., 2., 3.], [0., -10., 0.], [30., 1., 1.]]) result = self.space.congruent(tangent_vector, base_point) expected = gs.matmul(tangent_vector, gs.transpose(base_point)) expected = gs.matmul(base_point, expected) self.assertAllClose(result, expected)