Use Newton's method for polishing

Our formula for the improvement theshold works when the step size is
an absolute distance. However, in commit `4d5ea06`, the step size was
measured relative to the current gradient instead. This commit scales
the base step to unit length, so now the step size really is an absolute
distance.

engine-proto/gram-test/Engine.jl

@@ -51,11 +51,21 @@ end
 # the Lorentz form
 Q = diagm([1, 1, 1, 1, -1])
 
+# project a matrix onto the subspace of matrices whose entries vanish at the
+# given indices
+function proj_to_entries(mat, indices)
+  result = zeros(size(mat))
+  for (j, k) in indices
+    result[j, k] = mat[j, k]
+  end
+  result
+end
+
 # the difference between the matrices `target` and `attempt`, projected onto the
 # subspace of matrices whose entries vanish at each empty index of `target`
 function proj_diff(target::SparseMatrixCSC{T, <:Any}, attempt::Matrix{T}) where T
   J, K, values = findnz(target)
-  result = zeros(size(target)...)
+  result = zeros(size(target))
   for (j, k, val) in zip(J, K, values)
     result[j, k] = val - attempt[j, k]
   end
@@ -65,23 +75,29 @@ end
 # a type for keeping track of gradient descent history
 struct DescentHistory{T}
   scaled_loss::Array{T}
+  neg_grad::Array{Matrix{T}}
   slope::Array{T}
   stepsize::Array{T}
   backoff_steps::Array{Int64}
+  last_line_L::Array{Matrix{T}}
+  last_line_loss::Array{T}
   
   function DescentHistory{T}(
     scaled_loss = Array{T}(undef, 0),
+    neg_grad = Array{Matrix{T}}(undef, 0),
     slope = Array{T}(undef, 0),
     stepsize = Array{T}(undef, 0),
-    backoff_steps = Int64[]
+    backoff_steps = Int64[],
+    last_line_L = Array{Matrix{T}}(undef, 0),
+    last_line_loss = Array{T}(undef, 0)
   ) where T
-    new(scaled_loss, slope, stepsize, backoff_steps)
+    new(scaled_loss, neg_grad, slope, stepsize, backoff_steps, last_line_L, last_line_loss)
   end
 end
 
 # seek a matrix `L` for which `L'QL` matches the sparse matrix `gram` at every
 # explicit entry of `gram`. use gradient descent starting from `guess`
-function realize_gram(
+function realize_gram_gradient(
   gram::SparseMatrixCSC{T, <:Any},
   guess::Matrix{T};
   scaled_tol = 1e-30,
@@ -104,8 +120,8 @@ function realize_gram(
   
   # do gradient descent
   Δ_proj = proj_diff(gram, L'*Q*L)
-  loss = norm(Δ_proj)
+  loss = dot(Δ_proj, Δ_proj)
-  for step in 1:max_descent_steps
+  for _ in 1:max_descent_steps
     # stop if the loss is tolerably low
     if loss < tol
       break
@@ -114,28 +130,39 @@ function realize_gram(
     # find negative gradient of loss function
     neg_grad = 4*Q*L*Δ_proj
     slope = norm(neg_grad)
+    dir = neg_grad / slope
     
     # store current position, loss, and slope
     L_last = L
     loss_last = loss
     push!(history.scaled_loss, loss / scale_adjustment)
+    push!(history.neg_grad, neg_grad)
     push!(history.slope, slope)
     
     # find a good step size using backtracking line search
     push!(history.stepsize, 0)
     push!(history.backoff_steps, max_backoff_steps)
+    empty!(history.last_line_L)
+    empty!(history.last_line_loss)
     for backoff_steps in 0:max_backoff_steps
       history.stepsize[end] = stepsize
-      L = L_last + stepsize * neg_grad
+      L = L_last + stepsize * dir
       Δ_proj = proj_diff(gram, L'*Q*L)
-      loss = norm(Δ_proj)
+      loss = dot(Δ_proj, Δ_proj)
       improvement = loss_last - loss
+      push!(history.last_line_L, L)
+      push!(history.last_line_loss, loss / scale_adjustment)
       if improvement >= target_improvement * stepsize * slope
         history.backoff_steps[end] = backoff_steps
         break
       end
       stepsize *= backoff
     end
+    
+    # [DEBUG] if we've hit a wall, quit
+    if history.backoff_steps[end] == max_backoff_steps
+      break
+    end
   end
   
   # return the factorization and its history
@@ -143,4 +170,73 @@ function realize_gram(
   L, history
 end
 
+function basis_matrix(::Type{T}, j, k, dims) where T
+  result = zeros(T, dims)
+  result[j, k] = one(T)
+  result
+end
+
+# seek a matrix `L` for which `L'QL` matches the sparse matrix `gram` at every
+# explicit entry of `gram`. use Newton's method starting from `guess`
+function realize_gram_newton(
+  gram::SparseMatrixCSC{T, <:Any},
+  guess::Matrix{T};
+  scaled_tol = 1e-30,
+  rate = 1,
+  max_steps = 100
+) where T <: Number
+  # start history
+  history = DescentHistory{T}()
+  
+  # find the dimension of the search space
+  dims = size(guess)
+  element_dim, construction_dim = dims
+  total_dim = element_dim * construction_dim
+  
+  # list the constrained entries of the gram matrix
+  J, K, _ = findnz(gram)
+  constrained = zip(J, K)
+  
+  # scale the tolerance
+  scale_adjustment = sqrt(T(length(constrained)))
+  tol = scale_adjustment * scaled_tol
+  
+  # use newton's method
+  L = copy(guess)
+  for step in 0:max_steps
+    # evaluate the loss function
+    Δ_proj = proj_diff(gram, L'*Q*L)
+    loss = dot(Δ_proj, Δ_proj)
+    
+    # store the current loss
+    push!(history.scaled_loss, loss / scale_adjustment)
+    
+    # stop if the loss is tolerably low
+    if loss < tol || step > max_steps
+      break
+    end
+    
+    # find the negative gradient of loss function
+    neg_grad = 4*Q*L*Δ_proj
+    
+    # find the negative Hessian of the loss function
+    hess = Matrix{T}(undef, total_dim, total_dim)
+    indices = [(j, k) for k in 1:construction_dim for j in 1:element_dim]
+    for (j, k) in indices
+      basis_mat = basis_matrix(T, j, k, dims)
+      neg_dΔ = basis_mat'*Q*L + L'*Q*basis_mat
+      neg_dΔ_proj = proj_to_entries(neg_dΔ, constrained)
+      deriv_grad = 4*Q*(-basis_mat*Δ_proj + L*neg_dΔ_proj)
+      hess[:, (k-1)*element_dim + j] = reshape(deriv_grad, total_dim)
+    end
+    
+    # compute the newton step
+    step = hess \ reshape(neg_grad, total_dim)
+    L += rate * reshape(step, dims)
+  end
+  
+  # return the factorization and its history
+  L, history
+end
+
 end

engine-proto/gram-test/basin-shapes.jl

@@ -0,0 +1,99 @@
+include("Engine.jl")
+
+using LinearAlgebra
+using SparseArrays
+
+function sphere_in_tetrahedron_shape()
+  # initialize the partial gram matrix for a sphere inscribed in a regular
+  # tetrahedron
+  J = Int64[]
+  K = Int64[]
+  values = BigFloat[]
+  for j in 1:5
+    for k in 1:5
+      push!(J, j)
+      push!(K, k)
+      if j == k
+        push!(values, 1)
+      elseif (j <= 4 && k <= 4)
+        push!(values, -1/BigFloat(3))
+      else
+        push!(values, -1)
+      end
+    end
+  end
+  gram = sparse(J, K, values)
+  
+  # plot loss along a slice
+  loss_lin = []
+  loss_sq = []
+  mesh = range(0.9, 1.1, 101)
+  for t in mesh
+    L = hcat(
+      Engine.plane(normalize(BigFloat[ 1,  1,  1]), BigFloat(1)),
+      Engine.plane(normalize(BigFloat[ 1, -1, -1]), BigFloat(1)),
+      Engine.plane(normalize(BigFloat[-1,  1, -1]), BigFloat(1)),
+      Engine.plane(normalize(BigFloat[-1, -1,  1]), BigFloat(1)),
+      Engine.sphere(BigFloat[0, 0, 0], BigFloat(t))
+    )
+    Δ_proj = Engine.proj_diff(gram, L'*Engine.Q*L)
+    push!(loss_lin, norm(Δ_proj))
+    push!(loss_sq, dot(Δ_proj, Δ_proj))
+  end
+  mesh, loss_lin, loss_sq
+end
+
+function circles_in_triangle_shape()
+  # initialize the partial gram matrix for a sphere inscribed in a regular
+  # tetrahedron
+  J = Int64[]
+  K = Int64[]
+  values = BigFloat[]
+  for j in 1:8
+    for k in 1:8
+      filled = false
+      if j == k
+        push!(values, 1)
+        filled = true
+      elseif (j == 1 || k == 1)
+        push!(values, 0)
+        filled = true
+      elseif (j == 2 || k == 2)
+        push!(values, -1)
+        filled = true
+      end
+      #=elseif (j <= 5 && j != 2 && k == 9 || k == 9 && k <= 5 && k != 2)
+        push!(values, 0)
+        filled = true
+      end=#
+      if filled
+        push!(J, j)
+        push!(K, k)
+      end
+    end
+  end
+  append!(J, [6, 4, 6, 5, 7, 5, 7, 3, 8, 3, 8, 4])
+  append!(K, [4, 6, 5, 6, 5, 7, 3, 7, 3, 8, 4, 8])
+  append!(values, fill(-1, 12))
+  
+  # plot loss along a slice
+  loss_lin = []
+  loss_sq = []
+  mesh = range(0.99, 1.01, 101)
+  for t in mesh
+    L = hcat(
+      Engine.plane(BigFloat[0, 0, 1], BigFloat(0)),
+      Engine.sphere(BigFloat[0, 0, 0], BigFloat(t)),
+      Engine.plane(BigFloat[1, 0, 0], BigFloat(1)),
+      Engine.plane(BigFloat[cos(2pi/3), sin(2pi/3), 0], BigFloat(1)),
+      Engine.plane(BigFloat[cos(-2pi/3), sin(-2pi/3), 0], BigFloat(1)),
+      Engine.sphere(4//3*BigFloat[-1, 0, 0], BigFloat(1//3)),
+      Engine.sphere(4//3*BigFloat[cos(-pi/3), sin(-pi/3), 0], BigFloat(1//3)),
+      Engine.sphere(4//3*BigFloat[cos(pi/3), sin(pi/3), 0], BigFloat(1//3))
+    )
+    Δ_proj = Engine.proj_diff(gram, L'*Engine.Q*L)
+    push!(loss_lin, norm(Δ_proj))
+    push!(loss_sq, dot(Δ_proj, Δ_proj))
+  end
+  mesh, loss_lin, loss_sq
+end

engine-proto/gram-test/circles-in-triangle.jl

@@ -1,20 +1,28 @@
 include("Engine.jl")
 
 using SparseArrays
-using AbstractAlgebra
-using PolynomialRoots
 
 # initialize the partial gram matrix for a sphere inscribed in a regular
 # tetrahedron
 J = Int64[]
 K = Int64[]
 values = BigFloat[]
-for j in 1:8
+for j in 1:9
-  for k in 1:8
+  for k in 1:9
     filled = false
     if j == k
-      push!(values, 1)
+      push!(values, j < 9 ? 1 : 0)
       filled = true
+    elseif (j == 9)
+      if (k <= 5 && k != 2)
+        push!(values, 0)
+        filled = true
+      end
+    elseif (k == 9)
+      if (j <= 5 && j != 2)
+        push!(values, 0)
+        filled = true
+      end
     elseif (j == 1 || k == 1)
       push!(values, 0)
       filled = true
@@ -47,7 +55,6 @@ gram = sparse(J, K, values)
 ## guess = Engine.rand_on_shell(fill(BigFloat(-1), 8))
 
 # set initial guess
-#=
 guess = hcat(
   Engine.plane(BigFloat[0, 0, 1], BigFloat(0)),
   Engine.sphere(BigFloat[0, 0, 0], BigFloat(1//2)),
@@ -56,9 +63,10 @@ guess = hcat(
   Engine.plane(BigFloat[cos(-2pi/3), sin(-2pi/3), 0], BigFloat(1)),
   Engine.sphere(BigFloat[-1, 0, 0], BigFloat(1//5)),
   Engine.sphere(BigFloat[cos(-pi/3), sin(-pi/3), 0], BigFloat(1//5)),
-  Engine.sphere(BigFloat[cos(pi/3), sin(pi/3), 0], BigFloat(1//5))
+  Engine.sphere(BigFloat[cos(pi/3), sin(pi/3), 0], BigFloat(1//5)),
+  BigFloat[0, 0, 0, 1, 1]
 )
-=#
+#=
 guess = hcat(
   Engine.plane(BigFloat[0, 0, 1], BigFloat(0)),
   Engine.sphere(BigFloat[0, 0, 0], BigFloat(0.9)),
@@ -67,13 +75,22 @@ guess = hcat(
   Engine.plane(BigFloat[cos(-2pi/3), sin(-2pi/3), 0], BigFloat(1)),
   Engine.sphere(4//3*BigFloat[-1, 0, 0], BigFloat(1//3)),
   Engine.sphere(4//3*BigFloat[cos(-pi/3), sin(-pi/3), 0], BigFloat(1//3)),
-  Engine.sphere(4//3*BigFloat[cos(pi/3), sin(pi/3), 0], BigFloat(1//3))
+  Engine.sphere(4//3*BigFloat[cos(pi/3), sin(pi/3), 0], BigFloat(1//3)),
+  BigFloat[0, 0, 0, 1, 1]
 )
+=#
 
-# complete the gram matrix using gradient descent
+# complete the gram matrix using gradient descent followed by Newton's method
-L, history = Engine.realize_gram(gram, guess, max_descent_steps = 200)
+L, history = Engine.realize_gram_gradient(gram, guess, scaled_tol = 0.01)
+L_pol, history_pol = Engine.realize_gram_newton(gram, L, rate = 0.3, scaled_tol = 1e-9)
+L_pol2, history_pol2 = Engine.realize_gram_newton(gram, L_pol)
 completed_gram = L'*Engine.Q*L
 println("Completed Gram matrix:\n")
 display(completed_gram)
-println("\nSteps: ", size(history.stepsize, 1))
+println(
-println("Loss: ", history.scaled_loss[end], "\n")
+  "\nSteps: ",
+  size(history.scaled_loss, 1),
+  " + ", size(history_pol.scaled_loss, 1),
+  " + ", size(history_pol2.scaled_loss, 1)
+)
+println("Loss: ", history_pol2.scaled_loss[end], "\n")

engine-proto/gram-test/overlapping-pyramids.jl

@@ -47,13 +47,14 @@ guess = hcat(
   Engine.rand_on_shell(fill(BigFloat(-1), 2))
 )
 
-# complete the gram matrix using gradient descent
+# complete the gram matrix using gradient descent followed by Newton's method
-L, history = Engine.realize_gram(gram, guess)
+L, history = Engine.realize_gram_gradient(gram, guess, scaled_tol = 0.01)
+L_pol, history_pol = Engine.realize_gram_newton(gram, L)
 completed_gram = L'*Engine.Q*L
 println("Completed Gram matrix:\n")
 display(completed_gram)
-println("\nSteps: ", size(history.stepsize, 1))
+println("\nSteps: ", size(history.scaled_loss, 1), " + ", size(history_pol.scaled_loss, 1))
-println("Loss: ", history.scaled_loss[end], "\n")
+println("Loss: ", history_pol.scaled_loss[end], "\n")
 
 # === algebraic check ===
 

engine-proto/gram-test/sphere-in-tetrahedron.jl

@@ -1,8 +1,6 @@
 include("Engine.jl")
 
 using SparseArrays
-using AbstractAlgebra
-using PolynomialRoots
 using Random
 
 # initialize the partial gram matrix for a sphere inscribed in a regular
@@ -35,10 +33,10 @@ guess = sqrt(1/BigFloat(3)) * BigFloat[
   1  1  1  1  1
 ] + 0.2*Engine.rand_on_shell(fill(BigFloat(-1), 5))
 
-# complete the gram matrix using gradient descent
+# complete the gram matrix using Newton's method
-L, history = Engine.realize_gram(gram, guess)
+L, history = Engine.realize_gram_newton(gram, guess)
 completed_gram = L'*Engine.Q*L
 println("Completed Gram matrix:\n")
 display(completed_gram)
-println("\nSteps: ", size(history.stepsize, 1))
+println("\nSteps: ", size(history.scaled_loss, 1))
 println("Loss: ", history.scaled_loss[end], "\n")