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6 Commits

Author SHA1 Message Date
Aaron Fenyes
a37c71153d Enforce constraints in the editor 2024-10-26 23:51:27 -07:00
Aaron Fenyes
ce33bbf418 Record optimization history 2024-10-26 01:07:17 -07:00
Aaron Fenyes
9f8632efb3 Port the Irisawa hexlet test to Rust
In the process, notice that the tolerance scale adjustment was ported
wrong, and correct it.
2024-10-25 21:43:53 -07:00
Aaron Fenyes
9fe03264ab Port the Gram matrix realization routine to Rust
Validate with the process inspection example tests, which print out
their results and optimization histories when run one at a time in
`--nocapture` mode.
2024-10-25 17:34:29 -07:00
Aaron Fenyes
e59d60bf77 Reorganize search state; remove unused variables 2024-10-25 17:17:49 -07:00
Aaron Fenyes
16df161fe7 Test alternate projection technique 2024-10-24 19:51:10 -07:00
9 changed files with 768 additions and 41 deletions

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@ -10,6 +10,7 @@ default = ["console_error_panic_hook"]
[dependencies]
itertools = "0.13.0"
js-sys = "0.3.70"
lazy_static = "1.5.0"
nalgebra = "0.33.0"
rustc-hash = "2.0.0"
slab = "0.4.9"

8
app-proto/run-examples Executable file
View File

@ -0,0 +1,8 @@
# based on "Enabling print statements in Cargo tests", by Jon Almeida
#
# https://jonalmeida.com/posts/2015/01/23/print-cargo/
#
cargo test -- --nocapture engine::tests::irisawa_hexlet_test
cargo test -- --nocapture engine::tests::three_spheres_example
cargo test -- --nocapture engine::tests::point_on_sphere_example

View File

@ -12,7 +12,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Castor"),
color: [1.00_f32, 0.25_f32, 0.00_f32],
rep: engine::sphere(0.5, 0.5, 0.0, 1.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -21,7 +22,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Pollux"),
color: [0.00_f32, 0.25_f32, 1.00_f32],
rep: engine::sphere(-0.5, -0.5, 0.0, 1.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -30,7 +32,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Ursa major"),
color: [0.25_f32, 0.00_f32, 1.00_f32],
rep: engine::sphere(-0.5, 0.5, 0.0, 0.75),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -39,7 +42,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Ursa minor"),
color: [0.25_f32, 1.00_f32, 0.00_f32],
rep: engine::sphere(0.5, -0.5, 0.0, 0.5),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -48,7 +52,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Deimos"),
color: [0.75_f32, 0.75_f32, 0.00_f32],
rep: engine::sphere(0.0, 0.15, 1.0, 0.25),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -57,17 +62,8 @@ fn load_gen_assemb(assembly: &Assembly) {
label: String::from("Phobos"),
color: [0.00_f32, 0.75_f32, 0.50_f32],
rep: engine::sphere(0.0, -0.15, -1.0, 0.25),
constraints: BTreeSet::default()
}
);
assembly.insert_constraint(
Constraint {
args: (
assembly.elements_by_id.with_untracked(|elts_by_id| elts_by_id["gemini_a"]),
assembly.elements_by_id.with_untracked(|elts_by_id| elts_by_id["gemini_b"])
),
rep: 0.5,
active: create_signal(true)
constraints: BTreeSet::default(),
index: 0
}
);
}
@ -81,7 +77,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Central".to_string(),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: engine::sphere(0.0, 0.0, 0.0, 1.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -90,7 +87,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Assembly plane".to_string(),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: engine::sphere_with_offset(0.0, 0.0, 1.0, 0.0, 0.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -99,7 +97,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Side 1".to_string(),
color: [1.00_f32, 0.00_f32, 0.25_f32],
rep: engine::sphere_with_offset(1.0, 0.0, 0.0, 1.0, 0.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -108,7 +107,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Side 2".to_string(),
color: [0.25_f32, 1.00_f32, 0.00_f32],
rep: engine::sphere_with_offset(-0.5, a, 0.0, 1.0, 0.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -117,7 +117,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Side 3".to_string(),
color: [0.00_f32, 0.25_f32, 1.00_f32],
rep: engine::sphere_with_offset(-0.5, -a, 0.0, 1.0, 0.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -126,7 +127,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Corner 1".to_string(),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: engine::sphere(-4.0/3.0, 0.0, 0.0, 1.0/3.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -135,7 +137,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: "Corner 2".to_string(),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: engine::sphere(2.0/3.0, -4.0/3.0 * a, 0.0, 1.0/3.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
let _ = assembly.try_insert_element(
@ -144,7 +147,8 @@ fn load_low_curv_assemb(assembly: &Assembly) {
label: String::from("Corner 3"),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: engine::sphere(2.0/3.0, 4.0/3.0 * a, 0.0, 1.0/3.0),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
}
@ -215,6 +219,7 @@ pub fn AddRemove() -> View {
rep: 0.0,
active: create_signal(true)
});
state.assembly.realize();
state.selection.update(|sel| sel.clear());
/* DEBUG */

View File

@ -1,8 +1,11 @@
use nalgebra::DVector;
use nalgebra::{DMatrix, DVector};
use rustc_hash::FxHashMap;
use slab::Slab;
use std::collections::BTreeSet;
use sycamore::prelude::*;
use web_sys::{console, wasm_bindgen::JsValue}; /* DEBUG */
use crate::engine::{realize_gram, PartialMatrix};
#[derive(Clone, PartialEq)]
pub struct Element {
@ -10,7 +13,10 @@ pub struct Element {
pub label: String,
pub color: [f32; 3],
pub rep: DVector<f64>,
pub constraints: BTreeSet<usize>
pub constraints: BTreeSet<usize>,
// internal properties, not reflected in any view
pub index: usize
}
#[derive(Clone)]
@ -40,6 +46,8 @@ impl Assembly {
}
}
// --- inserting elements and constraints ---
// insert an element into the assembly without checking whether we already
// have an element with the same identifier. any element that does have the
// same identifier will get kicked out of the `elements_by_id` index
@ -77,7 +85,8 @@ impl Assembly {
label: format!("Sphere {}", id_num),
color: [0.75_f32, 0.75_f32, 0.75_f32],
rep: DVector::<f64>::from_column_slice(&[0.0, 0.0, 0.0, 0.5, -0.5]),
constraints: BTreeSet::default()
constraints: BTreeSet::default(),
index: 0
}
);
}
@ -90,4 +99,83 @@ impl Assembly {
elts[args.1].constraints.insert(key);
})
}
// --- realization ---
pub fn realize(&self) {
// index the elements
self.elements.update_silent(|elts| {
for (index, (_, elt)) in elts.into_iter().enumerate() {
elt.index = index;
}
});
// set up the Gram matrix and the initial configuration matrix
let (gram, guess) = self.elements.with_untracked(|elts| {
// set up the off-diagonal part of the Gram matrix
let mut gram_to_be = PartialMatrix::new();
self.constraints.with_untracked(|csts| {
for (_, cst) in csts {
let args = cst.args;
let row = elts[args.0].index;
let col = elts[args.1].index;
gram_to_be.push_sym(row, col, cst.rep);
}
});
// set up the initial configuration matrix and the diagonal of the
// Gram matrix
let mut guess_to_be = DMatrix::<f64>::zeros(5, elts.len());
for (_, elt) in elts {
let index = elt.index;
gram_to_be.push_sym(index, index, 1.0);
guess_to_be.set_column(index, &elt.rep);
}
(gram_to_be, guess_to_be)
});
/* DEBUG */
// log the Gram matrix
console::log_1(&JsValue::from("Gram matrix:"));
gram.log_to_console();
/* DEBUG */
// log the initial configuration matrix
console::log_1(&JsValue::from("old configuration:"));
for j in 0..guess.nrows() {
let mut row_str = String::new();
for k in 0..guess.ncols() {
row_str.push_str(format!(" {:>8.3}", guess[(j, k)]).as_str());
}
console::log_1(&JsValue::from(row_str));
}
// look for a configuration with the given Gram matrix
let (config, success, history) = realize_gram(
&gram, guess, &[],
1.0e-12, 0.5, 0.9, 1.1, 200, 110
);
/* DEBUG */
// report the outcome of the search
console::log_1(&JsValue::from(
if success {
"Target accuracy achieved!"
} else {
"Failed to reach target accuracy"
}
));
console::log_2(&JsValue::from("Steps:"), &JsValue::from(history.scaled_loss.len() - 1));
console::log_2(&JsValue::from("Loss:"), &JsValue::from(*history.scaled_loss.last().unwrap()));
if success {
// read out the solution
self.elements.update(|elts| {
for (_, elt) in elts.iter_mut() {
elt.rep.set_column(0, &config.column(elt.index));
}
});
}
}
}

View File

@ -1,4 +1,12 @@
use nalgebra::DVector;
use lazy_static::lazy_static;
use nalgebra::{Const, DMatrix, DVector, Dyn};
use web_sys::{console, wasm_bindgen::JsValue}; /* DEBUG */
// --- elements ---
pub fn point(x: f64, y: f64, z: f64) -> DVector<f64> {
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<f64> {
@ -24,4 +32,471 @@ pub fn sphere_with_offset(dir_x: f64, dir_y: f64, dir_z: f64, off: f64, curv: f6
0.5 * curv,
off * (1.0 + 0.5 * off * curv)
])
}
// --- partial matrices ---
struct MatrixEntry {
index: (usize, usize),
value: f64
}
pub struct PartialMatrix(Vec<MatrixEntry>);
impl PartialMatrix {
pub fn new() -> PartialMatrix {
PartialMatrix(Vec::<MatrixEntry>::new())
}
pub fn push_sym(&mut self, row: usize, col: usize, value: f64) {
let PartialMatrix(entries) = self;
entries.push(MatrixEntry { index: (row, col), value: value });
if row != col {
entries.push(MatrixEntry { index: (col, row), value: value });
}
}
/* DEBUG */
pub fn log_to_console(&self) {
let PartialMatrix(entries) = self;
for ent in entries {
let ent_str = format!("{} {} {}", ent.index.0, ent.index.1, ent.value);
console::log_1(&JsValue::from(ent_str.as_str()));
}
}
fn proj(&self, a: &DMatrix<f64>) -> DMatrix<f64> {
let mut result = DMatrix::<f64>::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<f64>) -> DMatrix<f64> {
let mut result = DMatrix::<f64>::zeros(rhs.nrows(), rhs.ncols());
let PartialMatrix(entries) = self;
for ent in entries {
result[ent.index] = ent.value - rhs[ent.index];
}
result
}
}
// --- descent history ---
pub struct DescentHistory {
pub config: Vec<DMatrix<f64>>,
pub scaled_loss: Vec<f64>,
pub neg_grad: Vec<DMatrix<f64>>,
pub min_eigval: Vec<f64>,
pub base_step: Vec<DMatrix<f64>>,
pub backoff_steps: Vec<i32>
}
impl DescentHistory {
fn new() -> DescentHistory {
DescentHistory {
config: Vec::<DMatrix<f64>>::new(),
scaled_loss: Vec::<f64>::new(),
neg_grad: Vec::<DMatrix<f64>>::new(),
min_eigval: Vec::<f64>::new(),
base_step: Vec::<DMatrix<f64>>::new(),
backoff_steps: Vec::<i32>::new(),
}
}
}
// --- gram matrix realization ---
// the Lorentz form
lazy_static! {
static ref Q: DMatrix<f64> = 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<f64>,
err_proj: DMatrix<f64>,
loss: f64
}
impl SearchState {
fn from_config(gram: &PartialMatrix, config: DMatrix<f64>) -> 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<f64> {
let mut result = DMatrix::<f64>::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<f64>,
base_target_improvement: f64,
min_efficiency: f64,
backoff: f64,
max_backoff_steps: i32
) -> Option<(SearchState, i32)> {
let mut rate = 1.0;
for backoff_steps 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, backoff_steps));
}
rate *= backoff;
}
None
}
// seek a matrix `config` for which `config' * Q * config` matches the partial
// matrix `gram`. use gradient descent starting from `guess`
pub fn realize_gram(
gram: &PartialMatrix,
guess: DMatrix<f64>,
frozen: &[(usize, usize)],
scaled_tol: f64,
min_efficiency: f64,
backoff: f64,
reg_scale: f64,
max_descent_steps: i32,
max_backoff_steps: i32
) -> (DMatrix<f64>, bool, DescentHistory) {
// start the descent history
let mut history = DescentHistory::new();
// 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<usize> = 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
history.config.push(state.config.clone());
history.scaled_loss.push(state.loss / scale_adjustment);
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>);
history.neg_grad.push(neg_grad.clone());
// find the negative Hessian of the loss function
let mut hess_cols = Vec::<DVector<f64>>::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();
if min_eigval <= 0.0 {
hess -= reg_scale * min_eigval * DMatrix::identity(total_dim, total_dim);
}
history.min_eigval.push(min_eigval);
// 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));
history.base_step.push(base_step.clone());
// 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, backoff_steps)) => {
state = better_state;
history.backoff_steps.push(backoff_steps);
},
None => return (state.config, false, history)
};
}
(state.config, state.loss < tol, history)
}
// --- 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::<f64>::from_row_slice(2, 3, &[
1.0, 2.0, 3.0,
4.0, 5.0, 6.0
]);
let expected_result = DMatrix::<f64>::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::<MatrixEntry>::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::<MatrixEntry>::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::<Vec<_>>().as_slice()
);
let frozen: [(usize, usize); 4] = array::from_fn(|k| (3, k));
const SCALED_TOL: f64 = 1.0e-12;
let (config, success, history) = realize_gram(
&gram, guess, &frozen,
SCALED_TOL, 0.5, 0.9, 1.1, 200, 110
);
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!((config[(3, k)] - 1.0 / diam).abs() < entry_tol);
}
print!("\nCompleted Gram matrix:{}", config.tr_mul(&*Q) * &config);
if success {
println!("Target accuracy achieved!");
} else {
println!("Failed to reach target accuracy");
}
println!("Steps: {}", history.scaled_loss.len() - 1);
println!("Loss: {}", history.scaled_loss.last().unwrap());
if success {
println!("\nChain diameters:");
println!(" {} sun (given)", 1.0 / config[(3, 3)]);
for k in 4..9 {
println!(" {} sun", 1.0 / config[(3, k)]);
}
}
println!("\nStep │ Loss\n─────┼────────────────────────────────");
for (step, scaled_loss) in history.scaled_loss.into_iter().enumerate() {
println!("{:<4}{}", step, scaled_loss);
}
}
// --- 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::<MatrixEntry>::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, history) = realize_gram(
&gram, guess, &[],
1.0e-12, 0.5, 0.9, 1.1, 200, 110
);
print!("\nCompleted Gram matrix:{}", config.tr_mul(&*Q) * &config);
if success {
println!("Target accuracy achieved!");
} else {
println!("Failed to reach target accuracy");
}
println!("Steps: {}", history.scaled_loss.len() - 1);
println!("Loss: {}", history.scaled_loss.last().unwrap());
println!("\nStep │ Loss\n─────┼────────────────────────────────");
for (step, scaled_loss) in history.scaled_loss.into_iter().enumerate() {
println!("{:<4}{}", step, scaled_loss);
}
}
#[test]
fn point_on_sphere_example() {
let gram = PartialMatrix({
let mut entries = Vec::<MatrixEntry>::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, history) = 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);
if success {
println!("Target accuracy achieved!");
} else {
println!("Failed to reach target accuracy");
}
println!("Steps: {}", history.scaled_loss.len() - 1);
println!("Loss: {}", history.scaled_loss.last().unwrap());
println!("\nStep │ Loss\n─────┼────────────────────────────────");
for (step, scaled_loss) in history.scaled_loss.into_iter().enumerate() {
println!("{:<4}{}", step, scaled_loss);
}
}
}

View File

@ -8,7 +8,8 @@ using Optim
export
rand_on_shell, Q, DescentHistory,
realize_gram_gradient, realize_gram_newton, realize_gram_optim, realize_gram
realize_gram_gradient, realize_gram_newton, realize_gram_optim,
realize_gram_alt_proj, realize_gram
# === guessing ===
@ -143,7 +144,7 @@ function realize_gram_gradient(
break
end
# find negative gradient of loss function
# find the negative gradient of the loss function
neg_grad = 4*Q*L*Δ_proj
slope = norm(neg_grad)
dir = neg_grad / slope
@ -232,7 +233,7 @@ function realize_gram_newton(
break
end
# find the negative gradient of loss function
# find the negative gradient of the loss function
neg_grad = 4*Q*L*Δ_proj
# find the negative Hessian of the loss function
@ -313,6 +314,129 @@ function realize_gram_optim(
)
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`, with an
# alternate technique for finding the projected base step from the unprojected
# Hessian
function realize_gram_alt_proj(
gram::SparseMatrixCSC{T, <:Any},
guess::Matrix{T},
frozen = CartesianIndex[];
scaled_tol = 1e-30,
min_efficiency = 0.5,
backoff = 0.9,
reg_scale = 1.1,
max_descent_steps = 200,
max_backoff_steps = 110
) 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
# convert the frozen indices to stacked format
frozen_stacked = [(index[2]-1)*element_dim + index[1] for index in frozen]
# initialize search state
L = copy(guess)
Δ_proj = proj_diff(gram, L'*Q*L)
loss = dot(Δ_proj, Δ_proj)
# use Newton's method with backtracking and gradient descent backup
for step in 1:max_descent_steps
# stop if the loss is tolerably low
if loss < tol
break
end
# find the negative gradient of the 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
hess_sym = Hermitian(hess)
push!(history.hess, hess_sym)
# regularize the Hessian
min_eigval = minimum(eigvals(hess_sym))
push!(history.positive, min_eigval > 0)
if min_eigval <= 0
hess -= reg_scale * min_eigval * I
end
# compute the Newton step
neg_grad_stacked = reshape(neg_grad, total_dim)
for k in frozen_stacked
neg_grad_stacked[k] = 0
hess[k, :] .= 0
hess[:, k] .= 0
hess[k, k] = 1
end
base_step_stacked = Hermitian(hess) \ neg_grad_stacked
base_step = reshape(base_step_stacked, dims)
push!(history.base_step, base_step)
# store the 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, norm(neg_grad))
# 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)
rate = one(T)
step_success = false
base_target_improvement = dot(neg_grad, base_step)
for backoff_steps in 0:max_backoff_steps
history.stepsize[end] = rate
L = L_last + rate * base_step
Δ_proj = proj_diff(gram, L'*Q*L)
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 >= min_efficiency * rate * base_target_improvement
history.backoff_steps[end] = backoff_steps
step_success = true
break
end
rate *= backoff
end
# if we've hit a wall, quit
if !step_success
return L_last, false, history
end
end
# return the factorization and its history
push!(history.scaled_loss, loss / scale_adjustment)
L, loss < tol, history
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(
@ -321,7 +445,6 @@ function realize_gram(
frozen = nothing;
scaled_tol = 1e-30,
min_efficiency = 0.5,
init_rate = 1.0,
backoff = 0.9,
reg_scale = 1.1,
max_descent_steps = 200,
@ -352,20 +475,19 @@ function realize_gram(
unfrozen_stacked = reshape(is_unfrozen, total_dim)
end
# initialize variables
grad_rate = init_rate
# initialize search state
L = copy(guess)
# use Newton's method with backtracking and gradient descent backup
Δ_proj = proj_diff(gram, L'*Q*L)
loss = dot(Δ_proj, Δ_proj)
# use Newton's method with backtracking and gradient descent backup
for step in 1:max_descent_steps
# stop if the loss is tolerably low
if loss < tol
break
end
# find the negative gradient of loss function
# find the negative gradient of the loss function
neg_grad = 4*Q*L*Δ_proj
# find the negative Hessian of the loss function
@ -420,6 +542,7 @@ function realize_gram(
empty!(history.last_line_loss)
rate = one(T)
step_success = false
base_target_improvement = dot(neg_grad, base_step)
for backoff_steps in 0:max_backoff_steps
history.stepsize[end] = rate
L = L_last + rate * base_step
@ -428,7 +551,7 @@ function realize_gram(
improvement = loss_last - loss
push!(history.last_line_L, L)
push!(history.last_line_loss, loss / scale_adjustment)
if improvement >= min_efficiency * rate * dot(neg_grad, base_step)
if improvement >= min_efficiency * rate * base_target_improvement
history.backoff_steps[end] = backoff_steps
step_success = true
break

View File

@ -74,4 +74,13 @@ if success
for k in 5:9
println(" ", 1 / L[4,k], " sun")
end
end
end
# test an alternate technique for finding the projected base step from the
# unprojected Hessian
L_alt, success_alt, history_alt = Engine.realize_gram_alt_proj(gram, guess, frozen)
completed_gram_alt = L_alt'*Engine.Q*L_alt
println("\nDifference in result using alternate projection:\n")
display(completed_gram_alt - completed_gram)
println("\nDifference in steps: ", size(history_alt.scaled_loss, 1) - size(history.scaled_loss, 1))
println("Difference in loss: ", history_alt.scaled_loss[end] - history.scaled_loss[end], "\n")

View File

@ -64,4 +64,13 @@ else
println("\nFailed to reach target accuracy")
end
println("Steps: ", size(history.scaled_loss, 1))
println("Loss: ", history.scaled_loss[end], "\n")
println("Loss: ", history.scaled_loss[end], "\n")
# test an alternate technique for finding the projected base step from the
# unprojected Hessian
L_alt, success_alt, history_alt = Engine.realize_gram_alt_proj(gram, guess, frozen)
completed_gram_alt = L_alt'*Engine.Q*L_alt
println("\nDifference in result using alternate projection:\n")
display(completed_gram_alt - completed_gram)
println("\nDifference in steps: ", size(history_alt.scaled_loss, 1) - size(history.scaled_loss, 1))
println("Difference in loss: ", history_alt.scaled_loss[end] - history.scaled_loss[end], "\n")

View File

@ -93,4 +93,13 @@ if success
infty = BigFloat[0, 0, 0, 0, 1]
radius_ratio = dot(infty, Engine.Q * L[:,5]) / dot(infty, Engine.Q * L[:,6])
println("\nCircumradius / inradius: ", radius_ratio)
end
end
# test an alternate technique for finding the projected base step from the
# unprojected Hessian
L_alt, success_alt, history_alt = Engine.realize_gram_alt_proj(gram, guess, frozen)
completed_gram_alt = L_alt'*Engine.Q*L_alt
println("\nDifference in result using alternate projection:\n")
display(completed_gram_alt - completed_gram)
println("\nDifference in steps: ", size(history_alt.scaled_loss, 1) - size(history.scaled_loss, 1))
println("Difference in loss: ", history_alt.scaled_loss[end] - history.scaled_loss[end], "\n")