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@ -2,8 +2,11 @@
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import sys
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import matplotlib.pyplot as plt
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import matplotlib.ticker as ticker
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import numpy as np
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import numpy.linalg as LA
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import scienceplots # noqa: F401
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import scipy
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# Requires latex installed
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from pygsp import graphs, plotting
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@ -39,39 +42,80 @@ def g_extended(t):
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"""
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Evaluates the function sin(0.5*pi*cos(pi*t)^2)chi_[-1/2,1/2] where chi_I is the
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characteristic function of I, as defined in example 1 of the paper.
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characteristic function of I, as defined in example 1 (see [1]).
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"""
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def g(T):
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Ind = ((T >= -1 / 2) & (T <= 1 / 2)).astype(int)
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Val = g_extended(T)
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# Perform element wise multiplication to resemble applying indicating
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# function to all matrix.
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return np.multiply(Val, Ind)
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if scipy.sparse.issparse(T):
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# Operator & not supporting sparse matrix
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T = T.toarray()
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Chi = ((T >= -1 / 2) & (T <= 1 / 2)).astype(int)
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# Apply g_extended where Chi is True, else output 0
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return np.where(Chi, g_extended(T), 0)
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"""
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Computes the approximation g_M (see [1]) using Lanczos
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"""
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def compute_g_M(L, s, M):
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[V, alp, beta] = lanczos(L, s, M)
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e_1 = np.zeros(M)
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e_1[0] = 1
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T = build_T_matrix(alp, beta)
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y = LA.norm(s) * (g(T) @ e_1)
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return V @ y
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def latex_log_formatter(y, pos):
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"""Custom formatter to render tick labels as LaTeX 10^{n}."""
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if y <= 0:
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return ""
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# Extract the exponent using log10
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n = int(np.round(np.log10(y)))
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return f"$10^{{{n}}}$"
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def example_1():
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N = 500
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M = 300
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M_MAX = 200
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p = 0.04
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G = graphs.ErdosRenyi(N, p)
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# G = graphs.Sensor(N)
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G.compute_laplacian("combinatorial")
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L = G.L
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s = np.random.randint(1, 10000, N)
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# Normalize s as in request
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s = s / LA.norm(s)
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[V, alp, beta] = lanczos(L, s, M)
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lanczos_err = np.zeros(M_MAX)
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true_err = np.zeros(M_MAX)
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T = build_T_matrix(alp, beta)
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GLs = g(L) @ s
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for M in range(1, M_MAX + 1):
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g_M = compute_g_M(L, s, M)
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j = 3
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g_Mj = compute_g_M(L, s, M + j)
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e_1 = np.zeros(M)
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e_1[0] = 1
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y = LA.norm(s) * (g(T) * e_1)
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G_L_s = V @ y
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return G_L_s
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lanczos_err[M - 1] = LA.norm(g_Mj - g_M)
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true_err[M - 1] = LA.norm(GLs - g_M)
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fig, ax = plt.subplots(figsize=(3.3, 2.5))
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ax.plot(lanczos_err, label="Error estimate")
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ax.plot(true_err, label="Error")
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ax.xaxis.set_major_locator(ticker.MultipleLocator(50))
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ax.set_yscale("log")
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ax.yaxis.set_major_formatter(ticker.FuncFormatter(latex_log_formatter))
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ax.legend()
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plt.savefig("./out/erdos_estimate.pdf", bbox_inches="tight")
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def run():
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