Example 1 works with bug.

Errors are distant
lanczos_demmel
alberto 1 month ago
parent 57d19802f7
commit ded4672c25

@ -2,8 +2,11 @@
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
@ -39,39 +42,80 @@ def g_extended(t):
"""
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 of the paper.
characteristic function of I, as defined in example 1 (see [1]).
"""
def g(T):
Ind = ((T >= -1 / 2) & (T <= 1 / 2)).astype(int)
Val = g_extended(T)
# Perform element wise multiplication to resemble applying indicating
# function to all matrix.
return np.multiply(Val, Ind)
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(L, s, M):
[V, alp, beta] = lanczos(L, s, M)
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 example_1():
N = 500
M = 300
M_MAX = 200
p = 0.04
G = graphs.ErdosRenyi(N, p)
# G = graphs.Sensor(N)
G.compute_laplacian("combinatorial")
L = G.L
s = np.random.randint(1, 10000, N)
# Normalize s as in request
s = s / LA.norm(s)
[V, alp, beta] = lanczos(L, s, M)
lanczos_err = np.zeros(M_MAX)
true_err = np.zeros(M_MAX)
T = build_T_matrix(alp, beta)
GLs = g(L) @ s
for M in range(1, M_MAX + 1):
g_M = compute_g_M(L, s, M)
j = 3
g_Mj = compute_g_M(L, s, M + j)
e_1 = np.zeros(M)
e_1[0] = 1
y = LA.norm(s) * (g(T) * e_1)
G_L_s = V @ y
return G_L_s
lanczos_err[M - 1] = LA.norm(g_Mj - g_M)
true_err[M - 1] = LA.norm(GLs - g_M)
fig, ax = plt.subplots(figsize=(3.3, 2.5))
ax.plot(lanczos_err, label="Error estimate")
ax.plot(true_err, label="Error")
ax.xaxis.set_major_locator(ticker.MultipleLocator(50))
ax.set_yscale("log")
ax.yaxis.set_major_formatter(ticker.FuncFormatter(latex_log_formatter))
ax.legend()
plt.savefig("./out/erdos_estimate.pdf", bbox_inches="tight")
def run():

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