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5 changed files with 30 additions and 241 deletions

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

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@ -1,99 +0,0 @@
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

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

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

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