dynare/dynare++/tl/cc/gs_tensor.cweb

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@q $Id: gs_tensor.cweb 425 2005-08-16 15:18:01Z kamenik $ @>
@q Copyright 2004, Ondra Kamenik @>
@ Start of {\tt gs\_tensor.cpp} file.
@c
#include "gs_tensor.h"
#include "sparse_tensor.h"
#include "tl_exception.h"
#include "kron_prod.h"
@<|TensorDimens| constructor code@>;
@<|TensorDimens::calcUnfoldMaxOffset| code@>;
@<|TensorDimens::calcFoldMaxOffset| code@>;
@<|TensorDimens::calcFoldOffset| code@>;
@<|TensorDimens::decrement| code@>;
@<|FGSTensor| conversion from |UGSTensor|@>;
@<|FGSTensor| slicing from |FSSparseTensor|@>;
@<|FGSTensor| slicing from |FFSTensor|@>;
@<|FGSTensor| conversion from |GSSparseTensor|@>;
@<|FGSTensor::increment| code@>;
@<|FGSTensor::unfold| code@>;
@<|FGSTensor::contractAndAdd| code@>;
@<|UGSTensor| conversion from |FGSTensor|@>;
@<|UGSTensor| slicing from |FSSparseTensor|@>;
@<|UGSTensor| slicing from |UFSTensor|@>;
@<|UGSTensor| increment and decrement codes@>;
@<|UGSTensor::fold| code@>;
@<|UGSTensor::getOffset| code@>;
@<|UGSTensor::unfoldData| code@>;
@<|UGSTensor::getFirstIndexOf| code@>;
@<|UGSTensor::contractAndAdd| code@>;
@ This constructs the tensor dimensions for slicing. See
|@<|TensorDimens| class declaration@>| for details.
@<|TensorDimens| constructor code@>=
TensorDimens::TensorDimens(const IntSequence& ss, const IntSequence& coor)
: nvs(ss),
sym(ss.size(), ""),
nvmax(coor.size(), 0)
{
TL_RAISE_IF(! coor.isSorted(),
"Coordinates not sorted in TensorDimens slicing constructor");
TL_RAISE_IF(coor[0] < 0 || coor[coor.size()-1] >= ss.size(),
"A coordinate out of stack range in TensorDimens slicing constructor");
for (int i = 0; i < coor.size(); i++) {
sym[coor[i]]++;
nvmax[i] = ss[coor[i]];
}
}
@ Number of unfold offsets is a product of all members of |nvmax|.
@<|TensorDimens::calcUnfoldMaxOffset| code@>=
int TensorDimens::calcUnfoldMaxOffset() const
{
return nvmax.mult();
}
@ Number of folded offsets is a product of all unfold offsets within
each equivalence class of the symmetry.
@<|TensorDimens::calcFoldMaxOffset| code@>=
int TensorDimens::calcFoldMaxOffset() const
{
int res = 1;
for (int i = 0; i < nvs.size(); i++) {
if (nvs[i] == 0 && sym[i] > 0)
return 0;
if (sym[i] > 0)
res *= Tensor::noverk(nvs[i]+sym[i]-1, sym[i]);
}
return res;
}
@ Here we implement offset calculation for folded general symmetry
tensor. The offset of a given sequence is calculated by breaking the
sequence to subsequences according to the symmetry. The offset is
orthogonal with respect to the blocks, this means that indexing within
the blocks is independent. If there are two blocks, for instance, then
the offset will be an offset within the outer block (the first)
multiplied with all offsets of the inner block (last) plus an offset
within the second block.
Generally, the resulting offset $r$ will be
$$\sum_{i=1}^s r_i\cdot\left(\prod_{j=i+1}^sn_j\right),$$
where $s$ is a number of blocks (|getSym().num()|), $r_i$ is an offset
within $i$-th block, and $n_j$ is a number of all offsets in $j$-th
block.
In the code, we go from the innermost to the outermost, maintaining the
product in |pow|.
@<|TensorDimens::calcFoldOffset| code@>=
int TensorDimens::calcFoldOffset(const IntSequence& v) const
{
TL_RAISE_IF(v.size() != dimen(),
"Wrong input vector size in TensorDimens::getFoldOffset");
int res = 0;
int pow = 1;
int blstart = v.size();
for (int ibl = getSym().num()-1; ibl >= 0; ibl--) {
int bldim = getSym()[ibl];
if (bldim > 0) {
blstart -= bldim;
int blnvar = getNVX()[blstart];
IntSequence subv(v, blstart, blstart+bldim);
res += FTensor::getOffset(subv, blnvar)*pow;
pow *= FFSTensor::calcMaxOffset(blnvar, bldim);
}
}
TL_RAISE_IF(blstart != 0,
"Error in tracing symmetry in TensorDimens::getFoldOffset");
return res;
}
@ In order to find the predecessor of index within folded generally
symmetric tensor, note, that a decrease action in $i$-th partition of
symmetric indices can happen only if all indices in all subsequent
partitions are zero. Then the decrease action of whole the index
consists of decrease action of the first nonzero partition from the
right, and setting these trailing zero partitions to their maximum
indices.
So we set |iblock| to the number of last partitions. During the
execution, |block_first|, and |block_last| will point to the first
element of |iblock| and, first element of following block.
Then we check for all trailing zero partitions, set them to their
maximums and return |iblock| to point to the first non-zero partition
(or the first partition). Then for this partition, we decrease the
index (fully symmetric within that partition).
@<|TensorDimens::decrement| code@>=
void TensorDimens::decrement(IntSequence& v) const
{
TL_RAISE_IF(getNVX().size() != v.size(),
"Wrong size of input/output sequence in TensorDimens::decrement");
int iblock = getSym().num()-1;
int block_last = v.size();
int block_first = block_last-getSym()[iblock];
@<check for zero trailing blocks@>;
@<decrease the non-zero block@>;
}
@
@<check for zero trailing blocks@>=
while (iblock > 0 && v[block_last-1] == 0) {
for (int i = block_first; i < block_last; i++)
v[i] = getNVX(i); // equivalent to |nvs[iblock]|
iblock--;
block_last = block_first;
block_first -= getSym()[iblock];
}
@
@<decrease the non-zero block@>=
IntSequence vtmp(v, block_first, block_last);
FTensor::decrement(vtmp, getNVX(block_first));
@ Here we go through columns of folded, calculate column of unfolded,
and copy data.
@<|FGSTensor| conversion from |UGSTensor|@>=
FGSTensor::FGSTensor(const UGSTensor& ut)
: FTensor(along_col, ut.tdims.getNVX(), ut.nrows(),
ut.tdims.calcFoldMaxOffset(), ut.dimen()),
tdims(ut.tdims)
{
for (index ti = begin(); ti != end(); ++ti) {
index ui(&ut, ti.getCoor());
copyColumn(ut, *ui, *ti);
}
}
@ Here is the code of slicing constructor from the sparse tensor. We
first calculate coordinates of first and last index of the slice
within the sparse tensor (these are |lb| and |ub|), and then we
iterate through all items between them (in lexicographical ordering of
sparse tensor), and check whether an item is between the |lb| and |ub|
in Cartesian ordering (this corresponds to belonging to the
slices). If it belongs, then we subtract the lower bound |lb| to
obtain coordinates in the |this| tensor and we copy the item.
@<|FGSTensor| slicing from |FSSparseTensor|@>=
FGSTensor::FGSTensor(const FSSparseTensor& t, const IntSequence& ss,
const IntSequence& coor, const TensorDimens& td)
: FTensor(along_col, td.getNVX(), t.nrows(),
td.calcFoldMaxOffset(), td.dimen()),
tdims(td)
{
@<set |lb| and |ub| to lower and upper bounds of indices@>;
zeros();
FSSparseTensor::const_iterator lbi = t.getMap().lower_bound(lb);
FSSparseTensor::const_iterator ubi = t.getMap().upper_bound(ub);
for (FSSparseTensor::const_iterator run = lbi; run != ubi; ++run) {
if (lb.lessEq((*run).first) && (*run).first.lessEq(ub)) {
IntSequence c((*run).first);
c.add(-1, lb);
Tensor::index ind(this, c);
TL_RAISE_IF(*ind < 0 || *ind >= ncols(),
"Internal error in slicing constructor of FGSTensor");
get((*run).second.first, *ind) = (*run).second.second;
}
}
}
@ Here we first set |s_offsets| to offsets of partitions whose lengths
are given by |ss|. So |s_offsets| is a cumulative sum of |ss|.
Then we create |lb| to be coordinates of the possibly first index from
the slice, and |ub| to be coordinates of possibly last index of the
slice.
@<set |lb| and |ub| to lower and upper bounds of indices@>=
IntSequence s_offsets(ss.size(), 0);
for (int i = 1; i < ss.size(); i++)
s_offsets[i] = s_offsets[i-1] + ss[i-1];
IntSequence lb(coor.size());
IntSequence ub(coor.size());
for (int i = 0; i < coor.size(); i++) {
lb[i] = s_offsets[coor[i]];
ub[i] = s_offsets[coor[i]] + ss[coor[i]] - 1;
}
@ The code is similar to |@<|FGSTensor| slicing from |FSSparseTensor|@>|.
@<|FGSTensor| slicing from |FFSTensor|@>=
FGSTensor::FGSTensor(const FFSTensor& t, const IntSequence& ss,
const IntSequence& coor, const TensorDimens& td)
: FTensor(along_col, td.getNVX(), t.nrows(),
td.calcFoldMaxOffset(), td.dimen()),
tdims(td)
{
if (ncols() == 0)
return;
@<set |lb| and |ub| to lower and upper bounds of indices@>;
zeros();
Tensor::index lbi(&t, lb);
Tensor::index ubi(&t, ub);
++ubi;
for (Tensor::index run = lbi; run != ubi; ++run) {
if (lb.lessEq(run.getCoor()) && run.getCoor().lessEq(ub)) {
IntSequence c(run.getCoor());
c.add(-1, lb);
Tensor::index ind(this, c);
TL_RAISE_IF(*ind < 0 || *ind >= ncols(),
"Internal error in slicing constructor of FGSTensor");
copyColumn(t, *run, *ind);
}
}
}
@
@<|FGSTensor| conversion from |GSSparseTensor|@>=
FGSTensor::FGSTensor(const GSSparseTensor& t)
: FTensor(along_col, t.getDims().getNVX(), t.nrows(),
t.getDims().calcFoldMaxOffset(), t.dimen()), tdims(t.getDims())
{
zeros();
for (FSSparseTensor::const_iterator it = t.getMap().begin();
it != t.getMap().end(); ++it) {
index ind(this, (*it).first);
get((*it).second.first, *ind) = (*it).second.second;
}
}
@ First we increment as unfolded, then we must monotonize within
partitions defined by the symmetry. This is done by
|IntSequence::pmonotone|.
@<|FGSTensor::increment| code@>=
void FGSTensor::increment(IntSequence& v) const
{
TL_RAISE_IF(v.size() != dimen(),
"Wrong input/output vector size in FGSTensor::increment");
UTensor::increment(v, tdims.getNVX());
v.pmonotone(tdims.getSym());
}
@ Return unfolded version of the tensor.
@<|FGSTensor::unfold| code@>=
UTensor& FGSTensor::unfold() const
{
return *(new UGSTensor(*this));
}
@ Here we implement the contraction
$$\left[r_{x^iz^k}\right]_{\alpha_1\ldots\alpha_i\gamma_1\ldots\gamma_k}=
\left[t_{x^iy^jz^k}\right]_{\alpha_1\ldots\alpha_i\beta_1\ldots\beta_j\gamma_1\ldots\gamma_k}
\left[c\right]^{\beta_1\ldots\beta_j}
$$
More generally, $x^i$ and $z^k$ can represent also general symmetries.
The operation can be rewritten as a matrix product
$$\left[t_{x^iy^jz^k}\right]\cdot\left(I_l\otimes c\otimes I_r\right)$$
where $l$ is a number of columns in tensor with symmetry on the left
(i.e. $x^i$), and $r$ is a number of columns in tensor with a symmetry
on the right (i.e. $z^k$). The code proceeds accordingly. We first
form two symmetries |sym_left| and |sym_right|, then calculate the
number of columns |dleft|$=l$ and |dright|$=r$, form the Kronecker
product and multiply and add.
The input parameter |i| is the order of a variable being contracted
starting from 0.
@<|FGSTensor::contractAndAdd| code@>=
void FGSTensor::contractAndAdd(int i, FGSTensor& out,
const FRSingleTensor& col) const
{
TL_RAISE_IF(i < 0 || i >= getSym().num(),
"Wrong index for FGSTensor::contractAndAdd");
TL_RAISE_IF(getSym()[i] != col.dimen() || tdims.getNVS()[i] != col.nvar(),
"Wrong dimensions for FGSTensor::contractAndAdd");
@<set |sym_left| and |sym_right| to symmetries around |i|@>;
int dleft = TensorDimens(sym_left, tdims.getNVS()).calcFoldMaxOffset();
int dright = TensorDimens(sym_right, tdims.getNVS()).calcFoldMaxOffset();
KronProdAll kp(3);
kp.setUnit(0, dleft);
kp.setMat(1, col);
kp.setUnit(2, dright);
FGSTensor tmp(out.nrows(), out.getDims());
kp.mult(*this, tmp);
out.add(1.0, tmp);
}
@ Here we have a symmetry of |this| tensor and we have to set
|sym_left| to the subsymmetry left from the |i|-th variable and
|sym_right| to the subsymmetry right from the |i|-th variable. So we
copy first all the symmetry and then put zeros to the left for
|sym_right| and to the right for |sym_left|.
@<set |sym_left| and |sym_right| to symmetries around |i|@>=
Symmetry sym_left(getSym());
Symmetry sym_right(getSym());
for (int j = 0; j < getSym().num(); j++) {
if (j <= i)
sym_right[j] = 0;
if (j >= i)
sym_left[j] = 0;
}
@ Here we go through folded tensor, and each index we convert to index
of the unfolded tensor and copy the data to the unfolded. Then we
unfold data within the unfolded tensor.
@<|UGSTensor| conversion from |FGSTensor|@>=
UGSTensor::UGSTensor(const FGSTensor& ft)
: UTensor(along_col, ft.tdims.getNVX(), ft.nrows(),
ft.tdims.calcUnfoldMaxOffset(), ft.dimen()),
tdims(ft.tdims)
{
for (index fi = ft.begin(); fi != ft.end(); ++fi) {
index ui(this, fi.getCoor());
copyColumn(ft, *fi, *ui);
}
unfoldData();
}
@ This makes a folded slice from the sparse tensor and unfolds it.
@<|UGSTensor| slicing from |FSSparseTensor|@>=
UGSTensor::UGSTensor(const FSSparseTensor& t, const IntSequence& ss,
const IntSequence& coor, const TensorDimens& td)
: UTensor(along_col, td.getNVX(), t.nrows(),
td.calcUnfoldMaxOffset(), td.dimen()),
tdims(td)
{
if (ncols() == 0)
return;
FGSTensor ft(t, ss, coor, td);
for (index fi = ft.begin(); fi != ft.end(); ++fi) {
index ui(this, fi.getCoor());
copyColumn(ft, *fi, *ui);
}
unfoldData();
}
@ This makes a folded slice from dense and unfolds it.
@<|UGSTensor| slicing from |UFSTensor|@>=
UGSTensor::UGSTensor(const UFSTensor& t, const IntSequence& ss,
const IntSequence& coor, const TensorDimens& td)
: UTensor(along_col, td.getNVX(), t.nrows(),
td.calcUnfoldMaxOffset(), td.dimen()),
tdims(td)
{
FFSTensor folded(t);
FGSTensor ft(folded, ss, coor, td);
for (index fi = ft.begin(); fi != ft.end(); ++fi) {
index ui(this, fi.getCoor());
copyColumn(ft, *fi, *ui);
}
unfoldData();
}
@ Clear, just call |UTensor| static methods.
@<|UGSTensor| increment and decrement codes@>=
void UGSTensor::increment(IntSequence& v) const
{
TL_RAISE_IF(v.size() != dimen(),
"Wrong input/output vector size in UGSTensor::increment");
UTensor::increment(v, tdims.getNVX());
}
void UGSTensor::decrement(IntSequence& v) const
{
TL_RAISE_IF(v.size() != dimen(),
"Wrong input/output vector size in UGSTensor::decrement");
UTensor::decrement(v, tdims.getNVX());
}
@ Return a new instance of folded version.
@<|UGSTensor::fold| code@>=
FTensor& UGSTensor::fold() const
{
return *(new FGSTensor(*this));
}
@ Return an offset of a given index.
@<|UGSTensor::getOffset| code@>=
int UGSTensor::getOffset(const IntSequence& v) const
{
TL_RAISE_IF(v.size() != dimen(),
"Wrong input vector size in UGSTensor::getOffset");
return UTensor::getOffset(v, tdims.getNVX());
}
@ Unfold all data. We go through all the columns and for each we
obtain an index of the first equivalent, and copy the data.
@<|UGSTensor::unfoldData| code@>=
void UGSTensor::unfoldData()
{
for (index in = begin(); in != end(); ++in)
copyColumn(*(getFirstIndexOf(in)), *in);
}
@ Here we return the first index which is equivalent in the symmetry
to the given index. It is a matter of sorting all the symmetry
partitions of the index.
@<|UGSTensor::getFirstIndexOf| code@>=
Tensor::index UGSTensor::getFirstIndexOf(const index& in) const
{
IntSequence v(in.getCoor());
int last = 0;
for (int i = 0; i < tdims.getSym().num(); i++) {
IntSequence vtmp(v, last, last+tdims.getSym()[i]);
vtmp.sort();
last += tdims.getSym()[i];
}
return index(this, v);
}
@ Here is perfectly same code with the same semantics as in
|@<|FGSTensor::contractAndAdd| code@>|.
@<|UGSTensor::contractAndAdd| code@>=
void UGSTensor::contractAndAdd(int i, UGSTensor& out,
const URSingleTensor& col) const
{
TL_RAISE_IF(i < 0 || i >= getSym().num(),
"Wrong index for UGSTensor::contractAndAdd");
TL_RAISE_IF(getSym()[i] != col.dimen() || tdims.getNVS()[i] != col.nvar(),
"Wrong dimensions for UGSTensor::contractAndAdd");
@<set |sym_left| and |sym_right| to symmetries around |i|@>;
int dleft = TensorDimens(sym_left, tdims.getNVS()).calcUnfoldMaxOffset();
int dright = TensorDimens(sym_right, tdims.getNVS()).calcUnfoldMaxOffset();
KronProdAll kp(3);
kp.setUnit(0, dleft);
kp.setMat(1, col);
kp.setUnit(2, dright);
UGSTensor tmp(out.nrows(), out.getDims());
kp.mult(*this, tmp);
out.add(1.0, tmp);
}
@ End of {\tt gs\_tensor.cpp} file.