dynare/dynare++/tl/cc/t_container.hweb

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@q $Id: t_container.hweb 2353 2009-09-03 19:22:36Z michel $ @>
@q Copyright 2004, Ondra Kamenik @>
@*2 Tensor containers. Start of {\tt t\_container.h} file.
One of primary purposes of the tensor library is to perform one step
of the Faa Di Bruno formula:
$$\left[B_{s^k}\right]_{\alpha_1\ldots\alpha_k}=
[h_{y^l}]_{\gamma_1\ldots\gamma_l}\sum_{c\in M_{l,k}}
\prod_{m=1}^l\left[g_{s^{\vert c_m\vert}}\right]^{\gamma_m}_{c_m(\alpha)}
$$
where $h_{y^l}$ and $g_{s^i}$ are tensors, $M_{l,k}$ is a set of all
equivalences with $l$ classes of $k$ element set, $c_m$ is $m$-the
class of equivalence $c$, and $\vert c_m\vert$ is its
cardinality. Further, $c_m(\alpha)$ is a sequence of $\alpha$s picked
by equivalence class $c_m$.
In order to accomplish this operation, we basically need some storage
of all tensors of the form $\left[g_{s^i}\right]$. Note that $s$ can
be compound, for instance $s=[y,u]$. Then we need storage for
$\left[g_{y^3}\right]$, $\left[g_{y^2u}\right]$,
$\left[g_{yu^5}\right]$, etc.
We need an object holding all tensors of the same type. Here type
means an information, that coordinates of the tensors can be of type
$y$, or $u$. We will group only tensors, whose symmetry is described
by |Symmetry| class. These are only $y^2u^3$, not $yuyu^2$. So, we are
going to define a class which will hold tensors whose symmetries are
of type |Symmetry| and have the same symmetry length (number of
different coordinate types). Also, for each symmetry there will be at
most one tensor.
The class has two purposes: The first is to provide storage (insert
and retrieve). The second is to perform the above step of Faa Di Bruno. This is
going through all equivalences with $l$ classes, perform the tensor
product and add to the result.
We define a template class |TensorContainer|. From different
instantiations of the template class we will inherit to create concrete
classes, for example container of unfolded general symmetric
tensors. The one step of the Faa Di Bruno (we call it |multAndAdd|) is
implemented in the concrete subclasses, because the implementation
depends on storage. Note even, that |multAndAdd| has not a template
common declaration. This is because sparse tensor $h$ is multiplied by
folded tensors $g$ yielding folded tensor $B$, but unfolded tensor $h$
is multiplied by unfolded tensors $g$ yielding unfolded tensor $B$.
@c
#ifndef T_CONTAINER_H
#define T_CONTAINER_H
#include "symmetry.h"
#include "gs_tensor.h"
#include "tl_exception.h"
#include "tl_static.h"
#include "sparse_tensor.h"
#include "equivalence.h"
#include "rfs_tensor.h"
#include "Vector.h"
#include <map>
#include <string>
#include <sstream>
#include <matio.h>
@<|ltsym| predicate@>;
@<|TensorContainer| class definition@>;
@<|UGSContainer| class declaration@>;
@<|FGSContainer| class declaration@>;
#endif
@ We need a predicate on strict weak ordering of symmetries.
@<|ltsym| predicate@>=
struct ltsym {
bool operator()(const Symmetry& s1, const Symmetry& s2) const
{@+ return s1 < s2;@+}
};
@ Here we define the template class for tensor container. We implement
it as |stl::map|. It is a unique container, no two tensors with same
symmetries can coexist. Keys of the map are symmetries, values are
pointers to tensor. The class is responsible for deallocating all
tensors. Creation of the tensors is done outside.
The class has integer |n| as its member. It is a number of different
coordinate types of all contained tensors. Besides intuitive insert
and retrieve interface, we define a method |fetchTensors|, which for a
given symmetry and given equivalence calculates symmetries implied by
the symmetry and all equivalence classes, and fetches corresponding
tensors in a vector.
Also, each instance of the container has a reference to
|EquivalenceBundle| which allows an access to equivalences.
@s _const_ptr int;
@s _ptr int;
@s _Map int;
@<|TensorContainer| class definition@>=
template<class _Ttype> class TensorContainer {
protected:@;
typedef const _Ttype* _const_ptr;
typedef _Ttype* _ptr;
typedef map<Symmetry, _ptr, ltsym> _Map;@/
typedef typename _Map::value_type _mvtype;@/
public:@;
typedef typename _Map::iterator iterator;@/
typedef typename _Map::const_iterator const_iterator;@/
private:@;
int n;
_Map m;
protected:@;
const EquivalenceBundle& ebundle;
public:@;
TensorContainer(int nn)
: n(nn), ebundle(*(tls.ebundle)) @+ {}
@<|TensorContainer| copy constructor@>;
@<|TensorContainer| subtensor constructor@>;
@<|TensorContainer:get| code@>;
@<|TensorContainer::check| code@>;
@<|TensorContainer::insert| code@>;
@<|TensorContainer::remove| code@>;
@<|TensorContainer::clear| code@>;
@<|TensorContainer::fetchTensors| code@>;
@<|TensorContainer::getMaxDim| code@>;
@<|TensorContainer::print| code@>;
@<|TensorContainer::writeMat| code@>;
@<|TensorContainer::writeMMap| code@>;
virtual ~TensorContainer()
{@+ clear();@+}
@<|TensorContainer| inline methods@>;
};
@
@<|TensorContainer| inline methods@>=
int num() const
{@+ return n;@+}
const EquivalenceBundle& getEqBundle() const
{@+ return ebundle;@+}
const_iterator begin() const
{@+ return m.begin();@+}
const_iterator end() const
{@+ return m.end();@+}
iterator begin()
{@+ return m.begin();@+}
iterator end()
{@+ return m.end();@+}
@ This is just a copy constructor. This makes a hard copy of all tensors.
@<|TensorContainer| copy constructor@>=
TensorContainer(const TensorContainer<_Ttype>& c)
: n(c.n), m(), ebundle(c.ebundle)
{
for (const_iterator it = c.m.begin(); it != c.m.end(); ++it) {
_Ttype* ten = new _Ttype(*((*it).second));
insert(ten);
}
}
@ This constructor constructs a new tensor container, whose tensors
are in-place subtensors of the given container.
@<|TensorContainer| subtensor constructor@>=
TensorContainer(int first_row, int num, TensorContainer<_Ttype>& c)
: n(c.n), ebundle(*(tls.ebundle))
{
for (iterator it = c.m.begin(); it != c.m.end(); ++it) {
_Ttype* t = new _Ttype(first_row, num, *((*it).second));
insert(t);
}
}
@
@<|TensorContainer:get| code@>=
_const_ptr get(const Symmetry& s) const
{
TL_RAISE_IF(s.num() != num(),
"Incompatible symmetry lookup in TensorContainer::get");
const_iterator it = m.find(s);
if (it == m.end()) {
TL_RAISE("Symmetry not found in TensorContainer::get");
return NULL;
} else {
return (*it).second;
}
}
@#
_ptr get(const Symmetry& s)
{
TL_RAISE_IF(s.num() != num(),
"Incompatible symmetry lookup in TensorContainer::get");
iterator it = m.find(s);
if (it == m.end()) {
TL_RAISE("Symmetry not found in TensorContainer::get");
return NULL;
} else {
return (*it).second;
}
}
@
@<|TensorContainer::check| code@>=
bool check(const Symmetry& s) const
{
TL_RAISE_IF(s.num() != num(),
"Incompatible symmetry lookup in TensorContainer::check");
const_iterator it = m.find(s);
return it != m.end();
}
@
@<|TensorContainer::insert| code@>=
void insert(_ptr t)
{
TL_RAISE_IF(t->getSym().num() != num(),
"Incompatible symmetry insertion in TensorContainer::insert");
TL_RAISE_IF(check(t->getSym()),
"Tensor already in container in TensorContainer::insert");
m.insert(_mvtype(t->getSym(),t));
if (! t->isFinite()) {
throw TLException(__FILE__, __LINE__, "NaN or Inf asserted in TensorContainer::insert");
}
}
@
@<|TensorContainer::remove| code@>=
void remove(const Symmetry& s)
{
iterator it = m.find(s);
if (it != m.end()) {
_ptr t = (*it).second;
m.erase(it);
delete t;
}
}
@
@<|TensorContainer::clear| code@>=
void clear()
{
while (! m.empty()) {
delete (*(m.begin())).second;
m.erase(m.begin());
}
}
@
@<|TensorContainer::getMaxDim| code@>=
int getMaxDim() const
{
int res = -1;
for (const_iterator run = m.begin(); run != m.end(); ++run) {
int dim = (*run).first.dimen();
if (dim > res)
res = dim;
}
return res;
}
@ Debug print.
@<|TensorContainer::print| code@>=
void print() const
{
printf("Tensor container: nvars=%d, tensors=%D\n", n, m.size());
for (const_iterator it = m.begin(); it != m.end(); ++it) {
printf("Symmetry: ");
(*it).first.print();
((*it).second)->print();
}
}
@ Output to the MAT file.
@<|TensorContainer::writeMat| code@>=
void writeMat(mat_t* fd, const char* prefix) const
{
for (const_iterator it = begin(); it != end(); ++it) {
char lname[100];
sprintf(lname, "%s_g", prefix);
const Symmetry& sym = (*it).first;
for (int i = 0; i < sym.num(); i++) {
char tmp[10];
sprintf(tmp, "_%d", sym[i]);
strcat(lname, tmp);
}
ConstTwoDMatrix m(*((*it).second));
m.writeMat(fd, lname);
}
}
@ Output to the Memory Map.
@<|TensorContainer::writeMMap| code@>=
void writeMMap(map<string,ConstTwoDMatrix> &mm, const string &prefix) const
{
ostringstream lname;
for (const_iterator it = begin(); it != end(); ++it) {
lname.str(prefix);
lname << "_g";
const Symmetry& sym = (*it).first;
for (int i = 0; i < sym.num(); i++)
lname << "_" << sym[i];
mm.insert(make_pair(lname.str(), ConstTwoDMatrix(*((*it).second))));
}
}
@ Here we fetch all tensors given by symmetry and equivalence. We go
through all equivalence classes, calculate implied symmetry, and
fetch its tensor storing it in the same order to the vector.
@<|TensorContainer::fetchTensors| code@>=
vector<_const_ptr>
fetchTensors(const Symmetry& rsym, const Equivalence& e) const
{
vector<_const_ptr> res(e.numClasses());
int i = 0;
for (Equivalence::const_seqit it = e.begin();
it != e.end(); ++it, i++) {
Symmetry s(rsym, *it);
res[i] = get(s);
}
return res;
}
@ Here is a container storing |UGSTensor|s. We declare |multAndAdd| method.
@<|UGSContainer| class declaration@>=
class FGSContainer;
class UGSContainer : public TensorContainer<UGSTensor> {
public:@;
UGSContainer(int nn)
: TensorContainer<UGSTensor>(nn)@+ {}
UGSContainer(const UGSContainer& uc)
: TensorContainer<UGSTensor>(uc)@+ {}
UGSContainer(const FGSContainer& c);
void multAndAdd(const UGSTensor& t, UGSTensor& out) const;
};
@ Here is a container storing |FGSTensor|s. We declare two versions of
|multAndAdd| method. The first works for folded $B$ and folded $h$
tensors, the second works for folded $B$ and unfolded $h$. There is no
point to do it for unfolded $B$ since the algorithm go through all the
indices of $B$ and calculates corresponding columns. So, if $B$ is
needed unfolded, it is more effective to calculate its folded version
and then unfold by conversion.
The static member |num_one_time| is a number of columns formed from
product of $g$ tensors at one time. This is subject to change, probably
we will have to do some tuning and decide about this number based on
symmetries, and dimensions in the runtime.
@s FGSContainer int
@<|FGSContainer| class declaration@>=
class FGSContainer : public TensorContainer<FGSTensor> {
static const int num_one_time;
public:@;
FGSContainer(int nn)
: TensorContainer<FGSTensor>(nn)@+ {}
FGSContainer(const FGSContainer& fc)
: TensorContainer<FGSTensor>(fc)@+ {}
FGSContainer(const UGSContainer& c);
void multAndAdd(const FGSTensor& t, FGSTensor& out) const;
void multAndAdd(const UGSTensor& t, FGSTensor& out) const;
private:@;
static Tensor::index
getIndices(int num, vector<IntSequence>& out,
const Tensor::index& start,
const Tensor::index& end);
};
@ End of {\tt t\_container.h} file.