Refactor code.

lanczos_demmel
alberto 1 month ago
parent 7948c92c74
commit 1cba3734ec

@ -35,6 +35,7 @@ Studiamo i grafi di Erdos-Reiny e di tipo Sensors. Dal plot possiamo
Figura (dida: Grafi di ER e sensor colorati in base al segnale (non filtrato, sopra) e filtrato
attraverso la valutazione $g(\mathcal{L})s$.
test
\printbibliography

@ -0,0 +1,177 @@
import matplotlib.pyplot as plt
import matplotlib.ticker as ticker
import numpy as np
import numpy.linalg as LA
import scienceplots # noqa: F401
import scipy
# Requires latex installed
from pygsp import graphs
from afgl.util.build_T_matrix import build_T_matrix
from afgl.util.lanczos import lanczos
from afgl.util.plot import latex_log_formatter
def plot_graphs(G_ER, G_Sensor, s: np.ndarray, N: int, p: float) -> None:
fig, axs = plt.subplots(2, 2, figsize=(6.6, 5))
# Set coordinates
G_ER.set_coordinates()
G_Sensor.set_coordinates()
signal_ER = filter_signal_with_fourier(G_ER, s)
signal_S = filter_signal_with_fourier(G_Sensor, s)
# TOP LEFT
G_ER.plot(s, ax=axs[0, 0], vertex_size=15, edge_width=0.5, edge_color="gray")
axs[0, 0].set_title(rf"Erdős-Rényi Graph $(N = {N}, p = {p})$", pad=20)
axs[0, 0].set_axis_off()
# BOTTOM LEFT
G_ER.plot(
signal_ER, ax=axs[1, 0], vertex_size=15, edge_width=0.5, edge_color="gray"
)
axs[1, 0].set_title("", pad=20)
axs[1, 0].set_axis_off()
# TOP RIGHT
G_Sensor.plot(s, ax=axs[0, 1], vertex_size=15, edge_width=0.5, edge_color="gray")
axs[0, 1].set_title(rf"Sensor Network $(N = {N})$", pad=20)
axs[0, 1].set_axis_off()
# BOTTOM RIGHT
G_Sensor.plot(
signal_S, ax=axs[1, 1], vertex_size=15, edge_width=0.5, edge_color="gray"
)
axs[1, 1].set_title("", pad=20)
axs[1, 1].set_axis_off()
# Prevent label/title overlap
plt.savefig("./out/printed_graphs.pdf", bbox_inches="tight")
def g_extended(t: np.ndarray) -> np.ndarray:
return np.sin(0.5 * np.pi * np.cos(np.pi * t) ** 2)
"""
Evaluates the function sin(0.5*pi*cos(pi*t)^2)chi_[-1/2,1/2] where chi_I is the
characteristic function of I, as defined in example 1 (see [1]).
"""
def g(T: np.ndarray) -> np.ndarray:
if scipy.sparse.issparse(T):
# Operator & not supporting sparse matrix
T = T.toarray()
Chi = ((T >= -1 / 2) & (T <= 1 / 2)).astype(int)
# Apply g_extended where Chi is True, else output 0
return np.where(Chi, g_extended(T), 0)
"""
Computes the approximation g_M (see [1]) using Lanczos
"""
def compute_g_M(
V: np.ndarray, alp: np.ndarray, beta: np.ndarray, s: np.ndarray
) -> np.ndarray:
M = len(alp)
e_1 = np.zeros(M)
e_1[0] = 1
T = build_T_matrix(alp, beta)
y = LA.norm(s) * (g(T) @ e_1)
return V @ y
def filter_signal_with_fourier(G, s: np.ndarray) -> np.ndarray:
G.compute_fourier_basis()
U = G.U
return (U @ np.diag(g(G.e)) @ U.T) @ s
def plot_error_comparison(
l_err_ER: np.ndarray, t_err_ER: np.ndarray, l_err_S: np.ndarray, t_err_S: np.ndarray
) -> None:
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(6.6, 2.5))
# Left plot (Erdos-Renyi)
ax1.plot(l_err_ER, label=r"$\left\lVert g_{M+3} - g_M \right\rVert_2$")
ax1.plot(t_err_ER, label=r"$\left\lVert e_M \right\rVert_2$")
ax1.set_title("Erdős-Rényi graph")
# Right plot (Sensor)
ax2.plot(l_err_S, label=r"$\left\lVert g_{M+3} - g_M \right\rVert_2$")
ax2.plot(t_err_S, label=r"$\left\lVert e_M \right\rVert_2$")
ax2.set_title("Sensor graph")
# Apply identical formatting to both subplots
for ax in (ax1, ax2):
ax.xaxis.set_major_locator(ticker.MultipleLocator(50))
ax.set_yscale("log")
ax.yaxis.set_major_formatter(ticker.FuncFormatter(latex_log_formatter))
ax.legend()
# Prevents overlapping of labels between the subplots
plt.tight_layout()
plt.savefig("./out/ex1_estimate.pdf", bbox_inches="tight")
def run_comparison_1_for_graph(
G, s: np.ndarray, M_MAX: int
) -> tuple[np.ndarray, np.ndarray]:
"""Compares the error with error generated by Lanczos.
Args:
G: Graph
s: Signal vector
Returns:
[lanczos_err, true_err]: Vectors of errors norm(g_{M+3} - g_M) and norm(e_M)
as defined in [1]
"""
G.compute_laplacian("combinatorial")
L = G.L
j = 3
V, alp, beta = lanczos(L, s, M_MAX + j)
lanczos_err = np.zeros(M_MAX + j)
true_err = np.zeros(M_MAX + j)
GLs = filter_signal_with_fourier(G, s)
for M in range(2, M_MAX + j):
g_M = compute_g_M(V[:, 0:M], alp[0:M], beta[0 : M - 1], s)
g_Mj = compute_g_M(V[:, 0 : M + j], alp[0 : M + j], beta[0 : M + j - 1], s)
lanczos_err[M - 1] = LA.norm(g_Mj - g_M)
true_err[M - 1] = LA.norm(GLs - g_M)
return lanczos_err, true_err
def run() -> None:
"""Ripete il test corrispondente ad Example 1 dell'articolo limitandosi al
metodo di Lanczos (no Chebyshev) e utilizzando come funzione g(t) = sin(0.5π
cos(πt)2) * \chi_{[-0.5, 0.5]}.
"""
N = 500
M_MAX = 200
p = 0.04
s = np.random.randint(1, 10000, N).astype(float)
# Normalize s as in request
s /= LA.norm(s)
G_ER = graphs.ErdosRenyi(N, p)
G_S = graphs.Sensor(N)
l_err_ER, t_err_ER = run_comparison_1_for_graph(G_ER, s, M_MAX)
l_err_S, t_err_S = run_comparison_1_for_graph(G_S, s, M_MAX)
plot_error_comparison(l_err_ER, t_err_ER, l_err_S, t_err_S)
plot_graphs(G_ER, G_S, s, N, p)

@ -0,0 +1,13 @@
def run() -> None:
"""Genera i grafi di di Erdos-Reny di grandezza crescente (ad esempio 250,
500,1000, 2000, 4000) e parametro p = 0.04 e misura il tempo
computazionale del metodo di Lanczos utilizzando come soglia per il criterio
d'arresto epsilon = 10^-2 (o una soglia a scelta).
Args:
None
Returns:
None
"""
pass

@ -1,191 +1,18 @@
# src/afgl/main.py
import sys
import matplotlib.pyplot as plt
import matplotlib.ticker as ticker
import numpy as np
import numpy.linalg as LA
import scienceplots # noqa: F401
import scipy
# Requires latex installed
from pygsp import graphs, plotting
import afgl.example_1 as ex1
import afgl.example_2 as ex2
from afgl.util.plot import plot_setup
from afgl.util.build_T_matrix import build_T_matrix
from afgl.util.lanczos import lanczos
def plot_setup():
plotting.BACKEND = "matplotlib"
plt.style.use(["science"])
# TODO match font with document
def latex_sci(val, decimals=2):
"""Converts a value to LaTeX scientific notation A x 10^{B}."""
if val == 0:
return "0"
exponent = int(np.floor(np.log10(abs(val))))
mantissa = val / 10**exponent
return rf"{mantissa:.{decimals}f} \times 10^{{{exponent}}}"
def plot_graphs(G_ER, G_Sensor, s, N, p):
fig, axs = plt.subplots(2, 2, figsize=(6.6, 5))
# Set coordinates
G_ER.set_coordinates()
G_Sensor.set_coordinates()
signal_ER = filter_signal_with_fourier(G_ER, s)
signal_S = filter_signal_with_fourier(G_Sensor, s)
# TOP LEFT
G_ER.plot(s, ax=axs[0, 0], vertex_size=15, edge_width=0.5, edge_color="gray")
axs[0, 0].set_title(rf"Erdős-Rényi Graph $(N = {N}, p = {p})$", pad=20)
axs[0, 0].set_axis_off()
# BOTTOM LEFT
G_ER.plot(
signal_ER, ax=axs[1, 0], vertex_size=15, edge_width=0.5, edge_color="gray"
)
axs[1, 0].set_title("", pad=20)
axs[1, 0].set_axis_off()
# TOP RIGHT
G_Sensor.plot(s, ax=axs[0, 1], vertex_size=15, edge_width=0.5, edge_color="gray")
axs[0, 1].set_title(rf"Sensor Network $(N = {N})$", pad=20)
axs[0, 1].set_axis_off()
# BOTTOM RIGHT
G_Sensor.plot(
signal_S, ax=axs[1, 1], vertex_size=15, edge_width=0.5, edge_color="gray"
)
axs[1, 1].set_title("", pad=20)
axs[1, 1].set_axis_off()
# Prevent label/title overlap
plt.savefig("./out/printed_graphs.pdf", bbox_inches="tight")
def g_extended(t):
return np.sin(0.5 * np.pi * np.cos(np.pi * t) ** 2)
"""
Evaluates the function sin(0.5*pi*cos(pi*t)^2)chi_[-1/2,1/2] where chi_I is the
characteristic function of I, as defined in example 1 (see [1]).
"""
def g(T):
if scipy.sparse.issparse(T):
# Operator & not supporting sparse matrix
T = T.toarray()
Chi = ((T >= -1 / 2) & (T <= 1 / 2)).astype(int)
# Apply g_extended where Chi is True, else output 0
return np.where(Chi, g_extended(T), 0)
"""
Computes the approximation g_M (see [1]) using Lanczos
"""
def compute_g_M(V, alp, beta, s):
M = len(alp)
e_1 = np.zeros(M)
e_1[0] = 1
T = build_T_matrix(alp, beta)
y = LA.norm(s) * (g(T) @ e_1)
return V @ y
def latex_log_formatter(y, pos):
"""Custom formatter to render tick labels as LaTeX 10^{n}."""
if y <= 0:
return ""
# Extract the exponent using log10
n = int(np.round(np.log10(y)))
return f"$10^{{{n}}}$"
def filter_signal_with_fourier(G, s):
G.compute_fourier_basis()
U = G.U
GLs = (U @ np.diag(g(G.e)) @ U.T) @ s
# GLs = g(L) @ s
return GLs
def run_comparison_1_for_graph(G, s, M_MAX):
G.compute_laplacian("combinatorial")
L = G.L
j = 3
[V, alp, beta] = lanczos(L, s, M_MAX + j)
lanczos_err = np.zeros(M_MAX + j)
true_err = np.zeros(M_MAX + j)
GLs = filter_signal_with_fourier(G, s)
# GLs = g(L) @ s
for M in range(2, M_MAX + j):
g_M = compute_g_M(V[:, 0:M], alp[0:M], beta[0 : M - 1], s)
g_Mj = compute_g_M(V[:, 0 : M + j], alp[0 : M + j], beta[0 : M + j - 1], s)
lanczos_err[M - 1] = LA.norm(g_Mj - g_M)
true_err[M - 1] = LA.norm(GLs - g_M)
return [lanczos_err, true_err]
def example_1():
N = 500
M_MAX = 200
p = 0.04
s = np.random.randint(1, 10000, N)
# Normalize s as in request
s = s / LA.norm(s)
G_ER = graphs.ErdosRenyi(N, p)
G_S = graphs.Sensor(N)
[l_err_ER, t_err_ER] = run_comparison_1_for_graph(G_ER, s, M_MAX)
[l_err_S, t_err_S] = run_comparison_1_for_graph(G_S, s, M_MAX)
fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(6.6, 2.5))
# Left plot (Erdos-Renyi)
ax1.plot(l_err_ER, label=r"$\left\lVert g_{M+3} - g_M \right\rVert_2$")
ax1.plot(t_err_ER, label=r"$\left\lVert e_M \right\rVert_2$")
ax1.set_title("Erdős-Rényi graph")
# Right plot (Sensor)
ax2.plot(l_err_S, label=r"$\left\lVert g_{M+3} - g_M \right\rVert_2$")
ax2.plot(t_err_S, label=r"$\left\lVert e_M \right\rVert_2$")
ax2.set_title("Sensor graph")
# Apply identical formatting to both subplots
for ax in (ax1, ax2):
ax.xaxis.set_major_locator(ticker.MultipleLocator(50))
ax.set_yscale("log")
ax.yaxis.set_major_formatter(ticker.FuncFormatter(latex_log_formatter))
ax.legend()
# Prevents overlapping of labels between the subplots
plt.tight_layout()
plt.savefig("./out/ex1_estimate.pdf", bbox_inches="tight")
plot_graphs(G_ER, G_S, s, N, p)
def run():
def run() -> None:
plot_setup()
example_1()
# example_1()
ex1.run()
ex2.run()
if __name__ == "__main__":

@ -0,0 +1,28 @@
import matplotlib.pyplot as plt
import numpy as np
import scienceplots # noqa: F401
from pygsp import plotting
def latex_sci(val: float, decimals: int = 2) -> str:
"""Converts a value to LaTeX scientific notation A x 10^{B}."""
if val == 0:
return "0"
exponent = int(np.floor(np.log10(abs(val))))
mantissa = val / 10**exponent
return rf"{mantissa:.{decimals}f} \times 10^{{{exponent}}}"
def latex_log_formatter(y: float, pos: int) -> str:
"""Custom formatter to render tick labels as LaTeX 10^{n}."""
if y <= 0:
return ""
# Extract the exponent using log10
n = int(np.round(np.log10(y)))
return f"$10^{{{n}}}$"
def plot_setup() -> None:
plotting.BACKEND = "matplotlib"
plt.style.use(["science"])
# TODO match font with document
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