def _param_finish(self):
if self._force_eigenvalues_le_one:
assert self._N_mean == self._N_cov, 'inconsistency in C(0) and mu'
assert self._N_cov == self._N_cov_tau, 'inconsistency in C(0) and C(tau)'
# symmetrize covariance matrices
self.cov = self.cov + self.cov.T
self.cov *= 0.5
self.cov_tau = self.cov_tau + self.cov_tau.T
self.cov_tau *= 0.5
# norm
self.cov /= self._N_cov - 2
self.cov_tau /= self._N_cov_tau - 2
# diagonalize with low rank approximation
self._logger.debug("diagonalize Cov and Cov_tau.")
self._eigenvalues, self._eigenvectors = \
eig_corr(self.cov, self.cov_tau, self._epsilon)
self._logger.debug("finished diagonalisation.")
# compute cumulative variance
self._cumvar = np.cumsum(self._eigenvalues**2)
self._cumvar /= self._cumvar[-1]
if len(self._skipped_trajs) >= 1:
self._skipped_trajs = np.asarray(self._skipped_trajs)
self._logger.warn(
"Had to skip %u trajectories for being too short. "
"Their indexes are in self._skipped_trajs." %
len(self._skipped_trajs))
def TestObjective(c,sp,tp,M):
n = c.shape[0]
iu = np.triu_indices(sp*tp)
Ctau = np.zeros((sp*tp,sp*tp))
Ctau[iu] = c[:n/2]
Ctau = Ctau + Ctau.T - np.diag(np.diag(Ctau))
C0 = np.zeros((sp*tp,sp*tp))
C0[iu] = c[n/2:]
C0 = C0 + C0.T - np.diag(np.diag(C0))
D,_ = pla.eig_corr(C0, Ctau)
D = D[:M]
return -np.sum(D)
def _opentica_npz(ticanpzfile):
r"""Open a simon-type of ticafile.npz and return some variables
"""
lag_str = os.path.basename(ticanpzfile).replace('tica_','').replace('.npz','')
trajdata = _np.load(ticanpzfile, encoding='latin1')
icov, icovtau = trajdata['tica_cov'], trajdata['tica_cov_tau']
l, U = eig_corr(icov, icovtau)
tica_mean = trajdata['tica_mean']
data = trajdata['projdat']
corr = input2output_corr(icov, U)
return lag_str, data, corr, tica_mean, l, U
def param_finish(self):
# norm
self.cov /= self.N - 1
self.cov_tau /= self.N - self.lag * self.number_of_trajectories() - 1
# symmetrize covariance matrices
self.cov = self.cov + self.cov.T
self.cov /= 2.0
self.cov_tau = self.cov_tau + self.cov_tau.T
self.cov_tau /= 2.0
# diagonalize with low rank approximation
self.eigenvalues, self.eigenvectors = \
eig_corr(self.cov, self.cov_tau, self.epsilon)
def _diagonalize(self):
# diagonalize with low rank approximation
self._logger.debug("diagonalize Cov and Cov_tau.")
eigenvalues, eigenvectors = eig_corr(self.cov, self.cov_tau,
self.epsilon)
self._logger.debug("finished diagonalisation.")
# compute cumulative variance
cumvar = np.cumsum(eigenvalues**2)
cumvar /= cumvar[-1]
self._model.update_model_params(cumvar=cumvar,
eigenvalues=eigenvalues,
eigenvectors=eigenvectors)
self._estimated = True
def _param_finish(self):
if self._force_eigenvalues_le_one:
assert self._N_cov == self._N_cov_tau, 'inconsistency in C(0) and C(tau)'
# symmetrize covariance matrices
self.cov = self.cov + self.cov.T
self.cov *= 0.5
self.cov_tau = self.cov_tau + self.cov_tau.T
self.cov_tau *= 0.5
# norm
self.cov /= self._N_cov - 1
self.cov_tau /= self._N_cov_tau - 1
# diagonalize with low rank approximation
self._logger.info("diagonalize Cov and Cov_tau")
self.eigenvalues, self.eigenvectors = \
eig_corr(self.cov, self.cov_tau, self._epsilon)
self._logger.info("finished diagonalisation.")
def _param_finish(self):
if self._force_eigenvalues_le_one:
assert self._N_cov == self._N_cov_tau, 'inconsistency in C(0) and C(tau)'
# symmetrize covariance matrices
self.cov = self.cov + self.cov.T
self.cov *= 0.5
self.cov_tau = self.cov_tau + self.cov_tau.T
self.cov_tau *= 0.5
# norm
self.cov /= self._N_cov - 1
self.cov_tau /= self._N_cov_tau - 1
# diagonalize with low rank approximation
self._logger.info("diagonalize Cov and Cov_tau")
self.eigenvalues, self.eigenvectors = \
eig_corr(self.cov, self.cov_tau, self._epsilon)
self._logger.info("finished diagonalisation.")
C0 = np.zeros((sp*tp,sp*tp))
C0[iu] = c[n/2:]
C0 = C0 + C0.T - np.diag(np.diag(C0))
D,_ = pla.eig_corr(C0, Ctau)
D = D[:M]
return -np.sum(D)
# Load the test case:
sp = 4
tp = 2
R = 2
M = 2
Ctau = np.load("TestCtau.npy")
C0 = np.load("TestC0.npy")
D, X = pla.eig_corr(C0, Ctau)
D = D[:M]
X = X[:,:M]
# Check the perturbation theory:
eps_array = 1e-7*np.array([2,1,0.8,0.6,0.4,0.2,0.1,0.05,0.01,0.005,0.001,0.0005,0.0001,0.00005,0.00001])
lambdas = np.zeros(eps_array.shape[0])
lambdasp = np.zeros(eps_array.shape[0])
q = 0
iu = np.triu_indices(Ctau.shape[0])
for eps in eps_array:
# Create perturbation for Ctau:
pe1 = eps*np.random.rand(iu[0].shape[0])
Ctaue = np.zeros(Ctau.shape)
Ctaue[iu] = pe1
Ctaue = Ctaue + Ctaue.T -np.diag(np.diag(Ctaue))
Ctaup = Ctaup[iu]
C0p = np.reshape(C0p,(R*tp,R*tp))
C0p = C0p[iu]
C = np.hstack((Ctaup,C0p))
return C
# Set parameters:
sp = 4
tp = 2
R = 3
M = 2
# Load the test matrices:
Ctau = np.load("TestCtau.npy")
C0 = np.load("TestC0.npy")
# Solve the full problem:
D, X = pla.eig_corr(C0, Ctau)
D = D[:M]
X = X[:,:M]
# Create a U for testing:
X2 = np.reshape(X,(sp,tp*M)).copy()
U,_,_ = scl.svd(X2,full_matrices=False)
U = U[:,1:R].copy()
u = U.flatten()
# Run the function:
Ctaup = np.reshape(Ctau,(sp,tp,sp,tp))
C0p = np.reshape(C0,(sp,tp,sp,tp))
C = TestObjective(u,Ctaup,C0p,R,tp)
# Compute the jacobian numerically:
f = ft.partial(TestObjective,Ctau=Ctaup,C0=C0p,R=R,tp=tp)
def _estimate(self, iterable, **kw):
r"""
Chunk-based parameterization of TICA. Iterates over all data and estimates
the mean, covariance and time lagged covariance. Finally, the
generalized eigenvalue problem is solved to determine
the independent components.
"""
indim = iterable.dimension()
assert indim > 0, "zero dimension from data source!"
assert self.dim <= indim, (
"requested more output dimensions (%i) than dimension"
" of input data (%i)" % (self.dim, indim))
self._logger.debug(
"Running TICA with tau=%i; Estimating two covariance matrices"
" with dimension (%i, %i)" % (self._lag, indim, indim))
if not any(iterable.trajectory_lengths(self.stride) > self.lag):
raise ValueError(
"None single dataset [longest=%i] is longer than"
" lag time [%i]." %
(max(iterable.trajectory_lengths(self.stride)), self.lag))
self._skipped_trajs = np.fromiter(
(i for i in range(self._ntraj)
if iterable.trajectory_length(i) < self.lag),
dtype=int)
it = iterable.iterator(lag=self.lag, return_trajindex=False)
with it:
# register progress
n_chunks = it._n_chunks
self._progress_register(n_chunks, "calculate mean+cov", 0)
nsave = int(max(log(ceil(n_chunks), 2), 2))
self._logger.debug("using %s moments for %i chunks" %
(nsave, n_chunks))
covar = running_covar(xx=True,
xy=True,
yy=False,
remove_mean=self.remove_mean,
symmetrize=True,
nsave=nsave)
for X, Y in it:
covar.add(X, Y)
# counting chunks and log of eta
self._progress_update(1, stage=0)
cov, cov_tau = covar.cov_XX(), covar.cov_XY()
# diagonalize with low rank approximation
self._logger.debug("diagonalize Cov and Cov_tau.")
eigenvalues, eigenvectors = \
eig_corr(cov, cov_tau, self.epsilon)
self._logger.debug("finished diagonalisation.")
# compute cumulative variance
cumvar = np.cumsum(eigenvalues**2)
cumvar /= cumvar[-1]
if len(self._skipped_trajs) >= 1:
self._logger.warning(
"Had to skip %u trajectories for being too short (len<lag). "
"Their indices are in tica_obj._skipped_trajs." %
len(self._skipped_trajs))
self._model.update_model_params(mean=covar.mean_X(),
cov=cov,
cov_tau=cov_tau,
cumvar=cumvar,
eigenvalues=eigenvalues,
eigenvectors=eigenvectors)
return self._model
try:
linalg.cholesky(S)
pd=True
except linalg.LinAlgError:
pd=False
print 'WARNING: Overlap matrix is not positive definite.'
#------------------------------------------------
# Solve generalized eigenvalue problem
#------------------------------------------------
if symmetricC==True and symmetricS==True:
print 'Correlation matrix and overlap matrix symmetric.'
if rankdef or not pd:
from pyemma.util.linalg import eig_corr
print 'Using pyemma.util.linalg.eig_corr()'
eigenValues,eigenVectors = eig_corr(S,C)
else:
print "Using scipy.linalg.eig()"
eigenValues,eigenVectors = linalg.eigh(C,S)
idx = eigenValues.argsort()[::-1]
eigenValues = eigenValues[idx]
eigenVectors = eigenVectors[:,idx]
else:
print "Correlation matrix and/or overlap matrix not symmetric."
if rankdef or not pd:
print 'Using pyemma.util.linalg.eig_corr()'
eigenValues,eigenVectors = eig_corr(S,C)
else:
print "Using scipy.linalg.eig()"
eigenValues,eigenVectors = linalg.eigh(C,S)
idx = eigenValues.argsort()[::-1]
