use lazy_static::lazy_static; use nalgebra::{Const, DMatrix, DVector, Dyn}; // --- elements --- pub fn point(x: f64, y: f64, z: f64) -> DVector { DVector::from_column_slice(&[x, y, z, 0.5, 0.5*(x*x + y*y + z*z)]) } // the sphere with the given center and radius, with inward-pointing normals pub fn sphere(center_x: f64, center_y: f64, center_z: f64, radius: f64) -> DVector { let center_norm_sq = center_x * center_x + center_y * center_y + center_z * center_z; DVector::from_column_slice(&[ center_x / radius, center_y / radius, center_z / radius, 0.5 / radius, 0.5 * (center_norm_sq / radius - radius) ]) } // the sphere of curvature `curv` whose closest point to the origin has position // `off * dir` and normal `dir`, where `dir` is a unit vector. setting the // curvature to zero gives a plane pub fn sphere_with_offset(dir_x: f64, dir_y: f64, dir_z: f64, off: f64, curv: f64) -> DVector { let norm_sp = 1.0 + off * curv; DVector::from_column_slice(&[ norm_sp * dir_x, norm_sp * dir_y, norm_sp * dir_z, 0.5 * curv, off * (1.0 + 0.5 * off * curv) ]) } // --- partial matrices --- struct MatrixEntry { index: (usize, usize), value: f64 } struct PartialMatrix(Vec); impl PartialMatrix { fn proj(&self, a: &DMatrix) -> DMatrix { let mut result = DMatrix::::zeros(a.nrows(), a.ncols()); let PartialMatrix(entries) = self; for ent in entries { result[ent.index] = a[ent.index]; } result } fn sub_proj(&self, rhs: &DMatrix) -> DMatrix { let mut result = DMatrix::::zeros(rhs.nrows(), rhs.ncols()); let PartialMatrix(entries) = self; for ent in entries { result[ent.index] = ent.value - rhs[ent.index]; } result } } // --- gram matrix realization --- // the Lorentz form lazy_static! { static ref Q: DMatrix = DMatrix::from_row_slice(5, 5, &[ 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, -2.0, 0.0, 0.0, 0.0, -2.0, 0.0 ]); } struct SearchState { config: DMatrix, err_proj: DMatrix, loss: f64 } impl SearchState { fn from_config(gram: &PartialMatrix, config: DMatrix) -> SearchState { let err_proj = gram.sub_proj(&(config.tr_mul(&*Q) * &config)); let loss = err_proj.norm_squared(); SearchState { config: config, err_proj: err_proj, loss: loss } } } fn basis_matrix(index: (usize, usize), nrows: usize, ncols: usize) -> DMatrix { let mut result = DMatrix::::zeros(nrows, ncols); result[index] = 1.0; result } // use backtracking line search to find a better configuration fn seek_better_config( gram: &PartialMatrix, state: &SearchState, base_step: &DMatrix, base_target_improvement: f64, min_efficiency: f64, backoff: f64, max_backoff_steps: i32 ) -> Option { let mut rate = 1.0; for _ in 0..max_backoff_steps { let trial_config = &state.config + rate * base_step; let trial_state = SearchState::from_config(gram, trial_config); let improvement = state.loss - trial_state.loss; if improvement >= min_efficiency * rate * base_target_improvement { return Some(trial_state); } rate *= backoff; } None } // seek a matrix `config` for which `config' * Q * config` matches the partial // matrix `gram`. use gradient descent starting from `guess` fn realize_gram( gram: &PartialMatrix, guess: DMatrix, frozen: &[(usize, usize)], scaled_tol: f64, min_efficiency: f64, backoff: f64, reg_scale: f64, max_descent_steps: i32, max_backoff_steps: i32 ) -> (DMatrix, bool) { // find the dimension of the search space let element_dim = guess.nrows(); let assembly_dim = guess.ncols(); let total_dim = element_dim * assembly_dim; // scale the tolerance let scale_adjustment = (gram.0.len() as f64).sqrt(); let tol = scale_adjustment * scaled_tol; // convert the frozen indices to stacked format let frozen_stacked: Vec = frozen.into_iter().map( |index| index.1*element_dim + index.0 ).collect(); // use Newton's method with backtracking and gradient descent backup let mut state = SearchState::from_config(gram, guess); for _ in 0..max_descent_steps { // stop if the loss is tolerably low println!("scaled loss: {}", state.loss / scale_adjustment); /* println!("projected error: {}", state.err_proj); */ if state.loss < tol { break; } // find the negative gradient of the loss function let neg_grad = 4.0 * &*Q * &state.config * &state.err_proj; let mut neg_grad_stacked = neg_grad.clone().reshape_generic(Dyn(total_dim), Const::<1>); // find the negative Hessian of the loss function let mut hess_cols = Vec::>::with_capacity(total_dim); for col in 0..assembly_dim { for row in 0..element_dim { let index = (row, col); let basis_mat = basis_matrix(index, element_dim, assembly_dim); let neg_d_err = basis_mat.tr_mul(&*Q) * &state.config + state.config.tr_mul(&*Q) * &basis_mat; let neg_d_err_proj = gram.proj(&neg_d_err); let deriv_grad = 4.0 * &*Q * ( -&basis_mat * &state.err_proj + &state.config * &neg_d_err_proj ); hess_cols.push(deriv_grad.reshape_generic(Dyn(total_dim), Const::<1>)); } } let mut hess = DMatrix::from_columns(hess_cols.as_slice()); // regularize the Hessian let min_eigval = hess.symmetric_eigenvalues().min(); /* println!("lowest eigenvalue: {}", min_eigval); */ if min_eigval <= 0.0 { hess -= reg_scale * min_eigval * DMatrix::identity(total_dim, total_dim); } // project the negative gradient and negative Hessian onto the // orthogonal complement of the frozen subspace let zero_col = DVector::zeros(total_dim); let zero_row = zero_col.transpose(); for &k in &frozen_stacked { neg_grad_stacked[k] = 0.0; hess.set_row(k, &zero_row); hess.set_column(k, &zero_col); hess[(k, k)] = 1.0; } // compute the Newton step /* we need to either handle or eliminate the case where the minimum eigenvalue of the Hessian is zero, so the regularized Hessian is singular. right now, this causes the Cholesky decomposition to return `None`, leading to a panic when we unrap */ let base_step_stacked = hess.cholesky().unwrap().solve(&neg_grad_stacked); let base_step = base_step_stacked.reshape_generic(Dyn(element_dim), Dyn(assembly_dim)); // use backtracking line search to find a better configuration match seek_better_config( gram, &state, &base_step, neg_grad.dot(&base_step), min_efficiency, backoff, max_backoff_steps ) { Some(better_state) => state = better_state, None => return (state.config, false) }; } (state.config, state.loss < tol) } // --- tests --- #[cfg(test)] mod tests { use std::{array, f64::consts::PI}; use super::*; #[test] fn sub_proj_test() { let target = PartialMatrix(vec![ MatrixEntry { index: (0, 0), value: 19.0 }, MatrixEntry { index: (0, 2), value: 39.0 }, MatrixEntry { index: (1, 1), value: 59.0 }, MatrixEntry { index: (1, 2), value: 69.0 } ]); let attempt = DMatrix::::from_row_slice(2, 3, &[ 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 ]); let expected_result = DMatrix::::from_row_slice(2, 3, &[ 18.0, 0.0, 36.0, 0.0, 54.0, 63.0 ]); assert_eq!(target.sub_proj(&attempt), expected_result); } #[test] fn zero_loss_test() { let gram = PartialMatrix({ let mut entries = Vec::::new(); for j in 0..3 { for k in 0..3 { entries.push(MatrixEntry { index: (j, k), value: if j == k { 1.0 } else { -1.0 } }); } } entries }); let config = { let a: f64 = 0.75_f64.sqrt(); DMatrix::from_columns(&[ sphere(1.0, 0.0, 0.0, a), sphere(-0.5, a, 0.0, a), sphere(-0.5, -a, 0.0, a) ]) }; let state = SearchState::from_config(&gram, config); assert!(state.loss.abs() < f64::EPSILON); } // this problem is from a sangaku by Irisawa Shintarō Hiroatsu. the article // below includes a nice translation of the problem statement, which was // recorded in Uchida Itsumi's book _Kokon sankan_ (_Mathematics, Past and // Present_) // // "Japan's 'Wasan' Mathematical Tradition", by Abe Haruki // https://www.nippon.com/en/japan-topics/c12801/ // #[test] fn irisawa_hexlet_test() { let gram = PartialMatrix({ let mut entries = Vec::::new(); for s in 0..9 { // each sphere is represented by a spacelike vector entries.push(MatrixEntry { index: (s, s), value: 1.0 }); // the circumscribing sphere is tangent to all of the other // spheres, with matching orientation if s > 0 { entries.push(MatrixEntry { index: (0, s), value: 1.0 }); entries.push(MatrixEntry { index: (s, 0), value: 1.0 }); } if s > 2 { // each chain sphere is tangent to the "sun" and "moon" // spheres, with opposing orientation for n in 1..3 { entries.push(MatrixEntry { index: (s, n), value: -1.0 }); entries.push(MatrixEntry { index: (n, s), value: -1.0 }); } // each chain sphere is tangent to the next chain sphere, // with opposing orientation let s_next = 3 + (s-2) % 6; entries.push(MatrixEntry { index: (s, s_next), value: -1.0 }); entries.push(MatrixEntry { index: (s_next, s), value: -1.0 }); } } entries }); let guess = DMatrix::from_columns( [ sphere(0.0, 0.0, 0.0, 15.0), sphere(0.0, 0.0, -9.0, 5.0), sphere(0.0, 0.0, 11.0, 3.0) ].into_iter().chain( (1..=6).map( |k| { let ang = (k as f64) * PI/3.0; sphere(9.0 * ang.cos(), 9.0 * ang.sin(), 0.0, 2.5) } ) ).collect::>().as_slice() ); let frozen: [(usize, usize); 4] = array::from_fn(|k| (3, k)); const SCALED_TOL: f64 = 1.0e-12; let (config, success) = realize_gram( &gram, guess, &frozen, SCALED_TOL, 0.5, 0.9, 1.1, 200, 110 ); print!("\nCompleted Gram matrix:{}", config.tr_mul(&*Q) * &config); let final_state = SearchState::from_config(&gram, config); if success { println!("Target accuracy achieved!"); } else { println!("Failed to reach target accuracy"); } println!("Loss: {}", final_state.loss); if success { println!("\nChain diameters:"); println!(" {} sun (given)", 1.0 / final_state.config[(3, 3)]); for k in 4..9 { println!(" {} sun", 1.0 / final_state.config[(3, k)]); } } let entry_tol = SCALED_TOL.sqrt(); let solution_diams = [30.0, 10.0, 6.0, 5.0, 15.0, 10.0, 3.75, 2.5, 2.0 + 8.0/11.0]; for (k, diam) in solution_diams.into_iter().enumerate() { assert!((final_state.config[(3, k)] - 1.0 / diam).abs() < entry_tol); } } // --- process inspection examples --- // these tests are meant for human inspection, not automated use. run them // one at a time in `--nocapture` mode and read through the results and // optimization histories that they print out. the `run-examples` script // will run all of them #[test] fn three_spheres_example() { let gram = PartialMatrix({ let mut entries = Vec::::new(); for j in 0..3 { for k in 0..3 { entries.push(MatrixEntry { index: (j, k), value: if j == k { 1.0 } else { -1.0 } }); } } entries }); let guess = { let a: f64 = 0.75_f64.sqrt(); DMatrix::from_columns(&[ sphere(1.0, 0.0, 0.0, 1.0), sphere(-0.5, a, 0.0, 1.0), sphere(-0.5, -a, 0.0, 1.0) ]) }; println!(); let (config, success) = realize_gram( &gram, guess, &[], 1.0e-12, 0.5, 0.9, 1.1, 200, 110 ); print!("\nCompleted Gram matrix:{}", config.tr_mul(&*Q) * &config); let final_state = SearchState::from_config(&gram, config); if success { println!("Target accuracy achieved!"); } else { println!("Failed to reach target accuracy"); } println!("Loss: {}", final_state.loss); } #[test] fn point_on_sphere_example() { let gram = PartialMatrix({ let mut entries = Vec::::new(); for j in 0..2 { for k in 0..2 { entries.push(MatrixEntry { index: (j, k), value: if (j, k) == (1, 1) { 1.0 } else { 0.0 } }); } } entries }); let guess = DMatrix::from_columns(&[ point(0.0, 0.0, 2.0), sphere(0.0, 0.0, 0.0, 1.0) ]); let frozen = [(3, 0)]; println!(); let (config, success) = realize_gram( &gram, guess, &frozen, 1.0e-12, 0.5, 0.9, 1.1, 200, 110 ); print!("\nCompleted Gram matrix:{}", config.tr_mul(&*Q) * &config); print!("Configuration:{}", config); let final_state = SearchState::from_config(&gram, config); if success { println!("Target accuracy achieved!"); } else { println!("Failed to reach target accuracy"); } println!("Loss: {}", final_state.loss); } }