def test_assemble_Hankel(self):
""" Tests Hankel arrays are symmetric given
``[CB CAB CA**P CA**(P+1)B ...]``."""
rtol = 1e-10
atol = 1e-12
for num_inputs in [1, 3]:
for num_outputs in [1, 2, 4]:
for sample_interval in [1]:
num_time_steps = 50
num_states = 5
A, B, C = util.drss(num_states, num_inputs, num_outputs)
time_steps = make_time_steps(num_time_steps,
sample_interval)
Markovs = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = Markovs[time_steps]
if sample_interval == 2:
time_steps, Markovs = era.make_sampled_format(
time_steps, Markovs)
my_ERA = era.ERA(verbosity=0)
my_ERA._set_Markovs(Markovs)
my_ERA._assemble_Hankel()
H = my_ERA.Hankel_array
Hp = my_ERA.Hankel_array2
for row in range(my_ERA.mc):
for col in range(my_ERA.mo):
np.testing.assert_equal(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
H[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_equal(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
Hp[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_allclose(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A,
time_steps[(row + col) * 2]).dot(B)),
rtol=rtol,
atol=atol)
np.testing.assert_allclose(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A, time_steps[(row + col) * 2 +
1]).dot(B)),
rtol=rtol,
atol=atol)
def test_assemble_Hankel(self):
""" Tests Hankel arrays are symmetric given
``[CB CAB CA**P CA**(P+1)B ...]``."""
rtol = 1e-10
atol = 1e-12
for num_inputs in [1,3]:
for num_outputs in [1, 2, 4]:
for sample_interval in [1]:
num_time_steps = 50
num_states = 5
A, B, C = util.drss(num_states, num_inputs, num_outputs)
time_steps = make_time_steps(
num_time_steps, sample_interval)
Markovs = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = Markovs[time_steps]
if sample_interval == 2:
time_steps, Markovs = era.make_sampled_format(
time_steps, Markovs)
my_ERA = era.ERA(verbosity=0)
my_ERA._set_Markovs(Markovs)
my_ERA._assemble_Hankel()
H = my_ERA.Hankel_array
Hp = my_ERA.Hankel_array2
for row in range(my_ERA.mc):
for col in range(my_ERA.mo):
np.testing.assert_equal(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
H[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_equal(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
Hp[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_allclose(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A, time_steps[(row + col) * 2]).dot(
B)),
rtol=rtol, atol=atol)
np.testing.assert_allclose(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A, time_steps[(row + col) * 2 + 1]).dot(
B)),
rtol=rtol, atol=atol)
def test_make_sampled_format(self):
"""
Test that can give time_values and outputs in either format.
First tests format [0, 1, P, P+1, ...] and if there is a wrong time
value.
Then tests [0, 1, 2, 3, ...] format.
"""
for num_inputs in [1, 3]:
for num_outputs in [1, 2, 4]:
for num_time_steps in [4, 10, 12]:
# Generate data
# P=2 format [0, 1, 2, 3, ...]
sample_interval = 2
dt_system = np.random.random()
dt_sample = sample_interval * dt_system
outputs = np.random.random(
(num_time_steps, num_outputs, num_inputs))
time_steps = make_time_steps(
num_time_steps, sample_interval)
time_values = time_steps * dt_system
# Compute using modred
my_ERA = era.ERA()
time_steps_computed, outputs_computed =\
era.make_sampled_format(time_values, outputs)
#self.assertEqual(dt_system_computed, dt_system)
# Reference values
num_time_steps_true = (num_time_steps - 1) * 2
time_steps_true = make_time_steps(num_time_steps_true, 1)
outputs_true = np.zeros(
(num_time_steps_true, num_outputs, num_inputs))
outputs_true[::2] = outputs[:-1]
outputs_true[1::2] = outputs[1:]
# Compare values
np.testing.assert_equal(
time_steps_computed, time_steps_true)
np.testing.assert_equal(outputs_computed, outputs_true)
# Test that if there is a wrong time value, get an error
time_values[num_time_steps // 2] = -1
self.assertRaises(
ValueError, era.make_sampled_format, time_values,
outputs)
def test_make_sampled_format(self):
"""
Test that can give time_values and outputs in either format.
First tests format [0, 1, P, P+1, ...] and if there is a wrong time
value.
Then tests [0, 1, 2, 3, ...] format.
"""
for num_inputs in [1, 3]:
for num_outputs in [1, 2, 4]:
for num_time_steps in [4, 10, 12]:
# Generate data
# P=2 format [0, 1, 2, 3, ...]
sample_interval = 2
dt_system = np.random.random()
dt_sample = sample_interval * dt_system
outputs = np.random.random(
(num_time_steps, num_outputs, num_inputs))
time_steps = make_time_steps(num_time_steps,
sample_interval)
time_values = time_steps * dt_system
# Compute using modred
my_ERA = era.ERA()
time_steps_computed, outputs_computed =\
era.make_sampled_format(time_values, outputs)
#self.assertEqual(dt_system_computed, dt_system)
# Reference values
num_time_steps_true = (num_time_steps - 1) * 2
time_steps_true = make_time_steps(num_time_steps_true, 1)
outputs_true = np.zeros(
(num_time_steps_true, num_outputs, num_inputs))
outputs_true[::2] = outputs[:-1]
outputs_true[1::2] = outputs[1:]
# Compare values
np.testing.assert_equal(time_steps_computed,
time_steps_true)
np.testing.assert_equal(outputs_computed, outputs_true)
# Test that if there is a wrong time value, get an error
time_values[num_time_steps // 2] = -1
self.assertRaises(ValueError, era.make_sampled_format,
time_values, outputs)
def test_assemble_Hankel(self):
""" Tests Hankel mats are symmetric given
``[CB CAB CA**P CA**(P+1)B ...]``."""
for num_inputs in [1, 3]:
for num_outputs in [1, 2, 4]:
for sample_interval in [1]:
num_time_steps = 50
num_states = 5
A, B, C = util.drss(num_states, num_inputs, num_outputs)
time_steps = make_time_steps(num_time_steps,
sample_interval)
Markovs = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = Markovs[time_steps]
if sample_interval == 2:
time_steps, Markovs = era.make_sampled_format(
time_steps, Markovs)
myERA = era.ERA(verbosity=0)
myERA._set_Markovs(Markovs)
myERA._assemble_Hankel()
H = myERA.Hankel_mat
Hp = myERA.Hankel_mat2
for row in range(myERA.mc):
for col in range(myERA.mo):
np.testing.assert_allclose(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
H[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_allclose(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
Hp[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
np.testing.assert_allclose(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C * (A**time_steps[(row + col) * 2]) * B)
np.testing.assert_allclose(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C * (A**time_steps[(row + col) * 2 + 1]) * B)
def test_compute_model(self):
"""
Test ROM Markov params similar to those given
- generates data
- assembles Hankel array
- computes SVD
- forms the ROM discrete arrays A, B, and C (D = 0)
- Tests Markov parameters from ROM are approx. equal to full plant's
"""
num_time_steps = 40
num_states_plant = 12
num_states_model = num_states_plant // 3
for num_inputs in [1, 3]:
for num_outputs in [1, 2]:
for sample_interval in [1, 2, 4]:
time_steps = make_time_steps(num_time_steps,
sample_interval)
A, B, C = util.drss(num_states_plant, num_inputs,
num_outputs)
my_ERA = era.ERA(verbosity=0)
Markovs = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = Markovs[time_steps]
if sample_interval == 2:
time_steps, Markovs =\
era.make_sampled_format(time_steps, Markovs)
num_time_steps = time_steps.shape[0]
A_path_computed = join(self.test_dir, 'A_computed.txt')
B_path_computed = join(self.test_dir, 'B_computed.txt')
C_path_computed = join(self.test_dir, 'C_computed.txt')
A, B, C = my_ERA.compute_model(Markovs, num_states_model)
my_ERA.put_model(A_path_computed, B_path_computed,
C_path_computed)
#sing_vals = my_ERA.sing_vals[:num_states_model]
# Flatten vecs into 2D X and Y arrays:
# [B AB A**PB A**(P+1)B ...]
#direct_vecs_flat = direct_vecs.swapaxes(0,1).reshape(
# (num_states_model,-1)))
# Exact grammians from Lyapunov eqn solve
#gram_cont = util.solve_Lyapunov(A, B*B.H)
#gram_obs = util.solve_Lyapunov(A.H, C.H*C)
#print(np.sort(np.linalg.eig(gram_cont)[0])[::-1])
#print(sing_vals)
#np.testing.assert_allclose(gram_cont.diagonal(),
# sing_vals, atol=.1, rtol=.1)
#np.testing.assert_allclose(gram_obs.diagonal(),
# sing_vals, atol=.1, rtol=.1)
#np.testing.assert_allclose(np.sort(np.linalg.eig(
# gram_cont)[0])[::-1], sing_vals,
# atol=.1, rtol=.1)
#np.testing.assert_allclose(np.sort(np.linalg.eig(
# gram_obs)[0])[::-1], sing_vals,
# atol=.1, rtol=.1)
# Check that the diagonals are largest entry on each row
#self.assertTrue((np.max(np.abs(gram_cont),axis=1) ==
# np.abs(gram_cont.diagonal())).all())
#self.assertTrue((np.max(np.abs(gram_obs),axis=1) ==
# np.abs(gram_obs.diagonal())).all())
# Check the ROM Markov params match the full plant's
Markovs_model = np.zeros(Markovs.shape)
for ti, tv in enumerate(time_steps):
Markovs_model[ti] = C.dot(
np.linalg.matrix_power(A, tv).dot(B))
#print(
# 'Computing ROM Markov param at time step %d' % tv)
"""
import matplotlib.pyplot as PLT
for input_num in range(num_inputs):
PLT.figure()
PLT.hold(True)
for output_num in range(num_outputs):
PLT.plot(time_steps[:50],
# Markovs_model[:50, output_num,input_num], 'ko')
PLT.plot(time_steps[:50],Markovs[:50,
# output_num, input_num],'rx')
PLT.plot(time_steps_dense[:50],
# Markovs_dense[:50, output_num, input_num],'b--')
PLT.title('input %d to outputs'%input_num)
PLT.legend(['ROM','Plant','Dense plant'])
PLT.show()
"""
np.testing.assert_allclose(Markovs_model.squeeze(),
Markovs.squeeze(),
rtol=0.5,
atol=0.5)
np.testing.assert_equal(
util.load_array_text(A_path_computed), A)
np.testing.assert_equal(
util.load_array_text(B_path_computed), B)
np.testing.assert_equal(
util.load_array_text(C_path_computed), C)
def test_assemble_Hankel(self):
""" Tests Hankel arrays are symmetric and accurate given Markov params
``[CB CAB CA**P CA**(P+1)B ...]``."""
rtol = 1e-10
atol = 1e-12
for num_inputs in [1, 3]:
for num_outputs in [1, 2, 4]:
for sample_interval in [1]:
num_time_steps = 50
num_states = 8
# A, B, C = util.drss(num_states, num_inputs, num_outputs)
time_steps = make_time_steps(
num_time_steps, sample_interval)
A = util.load_array_text(
join(self.data_dir, 'A_in%d_out%d.txt') % (
num_inputs, num_outputs))
B = util.load_array_text(
join(self.data_dir, 'B_in%d_out%d.txt') % (
num_inputs, num_outputs))
C = util.load_array_text(
join(self.data_dir, 'C_in%d_out%d.txt') % (
num_inputs, num_outputs))
impulse_response = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = impulse_response[time_steps]
if sample_interval == 2:
time_steps, Markovs = era.make_sampled_format(
time_steps, Markovs)
my_ERA = era.ERA(verbosity=0)
my_ERA._set_Markovs(Markovs)
my_ERA._assemble_Hankel()
H = my_ERA.Hankel_array
Hp = my_ERA.Hankel_array2
for row in range(my_ERA.mc):
for col in range(my_ERA.mo):
# Test values in H are accurate using that, roughly,
# H[r,c] = C * A^(r+c) * B.
np.testing.assert_allclose(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A, time_steps[(row + col) * 2]).dot(
B)),
rtol=rtol, atol=atol)
# Test values in H are accurate using that, roughly,
# Hp[r,c] = C * A^(r+c+1) * B.
np.testing.assert_allclose(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
C.dot(
np.linalg.matrix_power(
A, time_steps[(row + col) * 2 + 1]).dot(
B)),
rtol=rtol, atol=atol)
# Test H is block symmetric
np.testing.assert_equal(
H[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
H[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
# Test Hp is block symmetric
np.testing.assert_equal(
Hp[row * num_outputs:(row + 1) * num_outputs,
col * num_inputs:(col + 1) * num_inputs],
Hp[col * num_outputs:(col + 1) * num_outputs,
row * num_inputs:(row + 1) * num_inputs])
def test_compute_model(self):
"""
Test ROM Markov params similar to those given
- generates data
- assembles Hankel array
- computes SVD
- forms the ROM discrete arrays A, B, and C (D = 0)
- Tests Markov parameters from ROM are approx. equal to full plant's
"""
num_time_steps = 40
num_states_plant = 12
num_states_model = num_states_plant // 3
for num_inputs in [1, 3]:
for num_outputs in [1, 2]:
for sample_interval in [1, 2, 4]:
time_steps = make_time_steps(
num_time_steps, sample_interval)
A, B, C = util.drss(
num_states_plant, num_inputs, num_outputs)
my_ERA = era.ERA(verbosity=0)
Markovs = util.impulse(A, B, C, time_steps[-1] + 1)
Markovs = Markovs[time_steps]
if sample_interval == 2:
time_steps, Markovs =\
era.make_sampled_format(time_steps, Markovs)
num_time_steps = time_steps.shape[0]
A_path_computed = join(self.test_dir, 'A_computed.txt')
B_path_computed = join(self.test_dir, 'B_computed.txt')
C_path_computed = join(self.test_dir, 'C_computed.txt')
A, B, C = my_ERA.compute_model(Markovs, num_states_model)
my_ERA.put_model(
A_path_computed, B_path_computed, C_path_computed)
#sing_vals = my_ERA.sing_vals[:num_states_model]
# Flatten vecs into 2D X and Y arrays:
# [B AB A**PB A**(P+1)B ...]
#direct_vecs_flat = direct_vecs.swapaxes(0,1).reshape(
# (num_states_model,-1)))
# Exact grammians from Lyapunov eqn solve
#gram_cont = util.solve_Lyapunov(A, B*B.H)
#gram_obs = util.solve_Lyapunov(A.H, C.H*C)
#print(np.sort(np.linalg.eig(gram_cont)[0])[::-1])
#print(sing_vals)
#np.testing.assert_allclose(gram_cont.diagonal(),
# sing_vals, atol=.1, rtol=.1)
#np.testing.assert_allclose(gram_obs.diagonal(),
# sing_vals, atol=.1, rtol=.1)
#np.testing.assert_allclose(np.sort(np.linalg.eig(
# gram_cont)[0])[::-1], sing_vals,
# atol=.1, rtol=.1)
#np.testing.assert_allclose(np.sort(np.linalg.eig(
# gram_obs)[0])[::-1], sing_vals,
# atol=.1, rtol=.1)
# Check that the diagonals are largest entry on each row
#self.assertTrue((np.max(np.abs(gram_cont),axis=1) ==
# np.abs(gram_cont.diagonal())).all())
#self.assertTrue((np.max(np.abs(gram_obs),axis=1) ==
# np.abs(gram_obs.diagonal())).all())
# Check the ROM Markov params match the full plant's
Markovs_model = np.zeros(Markovs.shape)
for ti, tv in enumerate(time_steps):
Markovs_model[ti] = C.dot(
np.linalg.matrix_power(A, tv).dot(
B))
#print(
# 'Computing ROM Markov param at time step %d' % tv)
"""
import matplotlib.pyplot as PLT
for input_num in range(num_inputs):
PLT.figure()
PLT.hold(True)
for output_num in range(num_outputs):
PLT.plot(time_steps[:50],
# Markovs_model[:50, output_num,input_num], 'ko')
PLT.plot(time_steps[:50],Markovs[:50,
# output_num, input_num],'rx')
PLT.plot(time_steps_dense[:50],
# Markovs_dense[:50, output_num, input_num],'b--')
PLT.title('input %d to outputs'%input_num)
PLT.legend(['ROM','Plant','Dense plant'])
PLT.show()
"""
np.testing.assert_allclose(
Markovs_model.squeeze(), Markovs.squeeze(),
rtol=0.5, atol=0.5)
np.testing.assert_equal(
util.load_array_text(A_path_computed), A)
np.testing.assert_equal(
util.load_array_text(B_path_computed), B)
np.testing.assert_equal(
util.load_array_text(C_path_computed), C)