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/*
* Copyright (c) 2017, Miroslav Stoyanov
*
* This file is part of
* Toolkit for Adaptive Stochastic Modeling And Non-Intrusive ApproximatioN: TASMANIAN
*
* Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
*
* 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
*
* 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions
* and the following disclaimer in the documentation and/or other materials provided with the distribution.
*
* 3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse
* or promote products derived from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
* IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY,
* OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA,
* OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
* UT-BATTELLE, LLC AND THE UNITED STATES GOVERNMENT MAKE NO REPRESENTATIONS AND DISCLAIM ALL WARRANTIES, BOTH EXPRESSED AND IMPLIED.
* THERE ARE NO EXPRESS OR IMPLIED WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE, OR THAT THE USE OF THE SOFTWARE WILL NOT INFRINGE ANY PATENT,
* COPYRIGHT, TRADEMARK, OR OTHER PROPRIETARY RIGHTS, OR THAT THE SOFTWARE WILL ACCOMPLISH THE INTENDED RESULTS OR THAT THE SOFTWARE OR ITS USE WILL NOT RESULT IN INJURY OR DAMAGE.
* THE USER ASSUMES RESPONSIBILITY FOR ALL LIABILITIES, PENALTIES, FINES, CLAIMS, CAUSES OF ACTION, AND COSTS AND EXPENSES, CAUSED BY, RESULTING FROM OR ARISING OUT OF,
* IN WHOLE OR IN PART THE USE, STORAGE OR DISPOSAL OF THE SOFTWARE.
*/
#ifndef __TASMANIAN_SPARSE_GRID_GLOBAL_CPP
#define __TASMANIAN_SPARSE_GRID_GLOBAL_CPP
#include "tsgGridGlobal.hpp"
#include "tsgTPLWrappers.hpp"
namespace TasGrid{
template<bool iomode> void GridGlobal::write(std::ostream &os) const{
if (iomode == mode_ascii){ os << std::scientific; os.precision(17); }
IO::writeNumbers<iomode, IO::pad_rspace>(os, num_dimensions, num_outputs);
IO::writeNumbers<iomode, IO::pad_line>(os, alpha, beta);
IO::writeRule<iomode>(rule, os);
if (rule == rule_customtabulated)
custom.write<iomode>(os);
tensors.write<iomode>(os);
active_tensors.write<iomode>(os);
if (!active_w.empty())
IO::writeVector<iomode, IO::pad_line>(active_w, os);
IO::writeFlag<iomode, IO::pad_auto>(!points.empty(), os);
if (!points.empty()) points.write<iomode>(os);
IO::writeFlag<iomode, IO::pad_auto>(!needed.empty(), os);
if (!needed.empty()) needed.write<iomode>(os);
IO::writeVector<iomode, IO::pad_line>(max_levels, os);
if (num_outputs > 0) values.write<iomode>(os);
IO::writeFlag<iomode, IO::pad_line>(!updated_tensors.empty(), os);
if (!updated_tensors.empty()){
updated_tensors.write<iomode>(os);
updated_active_tensors.write<iomode>(os);
IO::writeVector<iomode, IO::pad_line>(updated_active_w, os);
}
}
template void GridGlobal::write<mode_ascii>(std::ostream &) const;
template void GridGlobal::write<mode_binary>(std::ostream &) const;
void GridGlobal::clearRefinement(){
needed = MultiIndexSet();
updated_tensors = MultiIndexSet();
updated_active_tensors = MultiIndexSet();
updated_active_w = std::vector<int>();
}
MultiIndexSet GridGlobal::selectTensors(size_t dims, int depth, TypeDepth type, const std::vector<int> &anisotropic_weights,
TypeOneDRule crule, std::vector<int> const &level_limits) const{
if (OneDimensionalMeta::isExactLevel(type)){ // no need to know exactness
return MultiIndexManipulations::selectTensors(dims, depth, type, [&](int l) -> int{ return l; },
anisotropic_weights, level_limits);
}else{ // work with exactness specific to the rule
if (crule == rule_customtabulated){
if (OneDimensionalMeta::isExactQuadrature(type)){
return MultiIndexManipulations::selectTensors(dims, depth, type, [&](int l) -> int{ return custom.getQExact(l); },
anisotropic_weights, level_limits);
}else{
return MultiIndexManipulations::selectTensors(dims, depth, type, [&](int l) -> int{ return custom.getIExact(l); },
anisotropic_weights, level_limits);
}
}else{ // using regular OneDimensionalMeta
if (OneDimensionalMeta::isExactQuadrature(type)){
return MultiIndexManipulations::selectTensors(dims, depth, type, [&](int l) -> int{ return OneDimensionalMeta::getQExact(l, crule); },
anisotropic_weights, level_limits);
}else{
return MultiIndexManipulations::selectTensors(dims, depth, type, [&](int l) -> int{ return OneDimensionalMeta::getIExact(l, crule); },
anisotropic_weights, level_limits);
}
}
}
}
void GridGlobal::recomputeTensorRefs(const MultiIndexSet &work){
int nz_weights = active_tensors.getNumIndexes();
tensor_refs.resize((size_t) nz_weights);
if (OneDimensionalMeta::isNonNested(rule)){
#pragma omp parallel for schedule(dynamic)
for(int i=0; i<nz_weights; i++)
tensor_refs[i] = MultiIndexManipulations::referencePoints<false>(active_tensors.getIndex(i), wrapper, work);
}else{
#pragma omp parallel for schedule(dynamic)
for(int i=0; i<nz_weights; i++)
tensor_refs[i] = MultiIndexManipulations::referencePoints<true>(active_tensors.getIndex(i), wrapper, work);
}
}
void GridGlobal::makeGrid(int cnum_dimensions, int cnum_outputs, int depth, TypeDepth type, TypeOneDRule crule, const std::vector<int> &anisotropic_weights, double calpha, double cbeta, const char* custom_filename, const std::vector<int> &level_limits){
if (crule == rule_customtabulated){
custom.read(custom_filename);
}
setTensors(selectTensors((size_t) cnum_dimensions, depth, type, anisotropic_weights, crule, level_limits),
cnum_outputs, crule, calpha, cbeta);
}
GridGlobal::GridGlobal(AccelerationContext const *acc, GridGlobal const *global, int ibegin, int iend) :
BaseCanonicalGrid(acc, *global, ibegin, iend),
rule(global->rule),
alpha(global->alpha),
beta(global->beta),
wrapper(global->wrapper),
tensors(global->tensors),
active_tensors(global->active_tensors),
active_w(global->active_w),
tensor_refs(global->tensor_refs),
max_levels(global->max_levels),
updated_tensors(global->updated_tensors),
updated_active_tensors(global->updated_active_tensors),
updated_active_w(global->updated_active_w),
custom((global->rule == rule_customtabulated) ? global->custom : CustomTabulated()){
if (global->dynamic_values){
dynamic_values = Utils::make_unique<DynamicConstructorDataGlobal>(*global->dynamic_values);
if (num_outputs != global->num_outputs) dynamic_values->restrictData(ibegin, iend);
}
}
void GridGlobal::setTensors(MultiIndexSet &&tset, int cnum_outputs, TypeOneDRule crule, double calpha, double cbeta){
clearGpuNodes();
clearGpuValues();
tensor_refs = std::vector<std::vector<int>>();
points = MultiIndexSet();
values = StorageSet();
updated_tensors = MultiIndexSet();
updated_active_tensors = MultiIndexSet();
updated_active_w = std::vector<int>();
tensors = std::move(tset);
num_dimensions = (int) tensors.getNumDimensions();
num_outputs = cnum_outputs;
rule = crule;
alpha = calpha; beta = cbeta;
max_levels = MultiIndexManipulations::getMaxIndexes(tensors);
wrapper = OneDimensionalWrapper(custom, *std::max_element(max_levels.begin(), max_levels.end()), rule, alpha, beta);
MultiIndexManipulations::computeActiveTensorsWeights(tensors, active_tensors, active_w);
needed = (OneDimensionalMeta::isNonNested(rule)) ?
MultiIndexManipulations::generateNonNestedPoints(active_tensors, wrapper) :
MultiIndexManipulations::generateNestedPoints(tensors, [&](int l) -> int{ return wrapper.getNumPoints(l); });
recomputeTensorRefs(needed);
if (num_outputs == 0){
points = std::move(needed);
needed = MultiIndexSet();
}else{
values.resize(num_outputs, needed.getNumIndexes());
}
}
void GridGlobal::proposeUpdatedTensors(){
wrapper = OneDimensionalWrapper(custom, updated_tensors.getMaxIndex(), rule, alpha, beta);
MultiIndexManipulations::computeActiveTensorsWeights(updated_tensors, updated_active_tensors, updated_active_w);
// the new needed points are the points associated with the updated_active_tensors without the existing set of loaded points
needed = ((OneDimensionalMeta::isNonNested(rule)) ?
MultiIndexManipulations::generateNonNestedPoints(updated_active_tensors, wrapper) :
MultiIndexManipulations::generateNestedPoints(updated_tensors, [&](int l) -> int{ return wrapper.getNumPoints(l); }))
- points;
}
void GridGlobal::updateGrid(int depth, TypeDepth type, const std::vector<int> &anisotropic_weights, const std::vector<int> &level_limits){
if ((num_outputs == 0) || points.empty()){
makeGrid(num_dimensions, num_outputs, depth, type, rule, anisotropic_weights, alpha, beta, 0, level_limits);
}else{
clearRefinement();
updated_tensors = selectTensors((size_t) num_dimensions, depth, type, anisotropic_weights, rule, level_limits);
if (!(updated_tensors - tensors).empty()){
updated_tensors += tensors;
proposeUpdatedTensors();
}
}
}
void GridGlobal::getLoadedPoints(double *x) const{
MultiIndexManipulations::indexesToNodes(points, wrapper, x);
}
void GridGlobal::getNeededPoints(double *x) const{
MultiIndexManipulations::indexesToNodes(needed, wrapper, x);
}
void GridGlobal::getPoints(double *x) const{
if (points.empty()){ getNeededPoints(x); }else{ getLoadedPoints(x); };
}
void GridGlobal::getQuadratureWeights(double weights[]) const{
std::fill_n(weights, (points.empty()) ? needed.getNumIndexes() : points.getNumIndexes(), 0.0);
std::vector<int> num_oned_points(num_dimensions);
for(int n=0; n<active_tensors.getNumIndexes(); n++){
const int* levels = active_tensors.getIndex(n);
num_oned_points[0] = wrapper.getNumPoints(levels[0]);
int num_tensor_points = num_oned_points[0];
for(int j=1; j<num_dimensions; j++){
num_oned_points[j] = wrapper.getNumPoints(levels[j]);
num_tensor_points *= num_oned_points[j];
}
double tensor_weight = (double) active_w[n];
#pragma omp parallel for schedule(static)
for(int i=0; i<num_tensor_points; i++){
int t = i;
double w = 1.0;
for(int j=num_dimensions-1; j>=0; j--){
w *= wrapper.getWeight(levels[j], t % num_oned_points[j]);
t /= num_oned_points[j];
}
weights[tensor_refs[n][i]] += tensor_weight * w;
}
}
}
void GridGlobal::getInterpolationWeights(const double x[], double weights[]) const{
std::fill_n(weights, (points.empty()) ? needed.getNumIndexes() : points.getNumIndexes(), 0.0);
CacheLagrange<double> lcache(num_dimensions, max_levels, wrapper, x);
std::vector<int> num_oned_points(num_dimensions);
for(int n=0; n<active_tensors.getNumIndexes(); n++){
const int* levels = active_tensors.getIndex(n);
num_oned_points[0] = wrapper.getNumPoints(levels[0]);
int num_tensor_points = num_oned_points[0];
for(int j=1; j<num_dimensions; j++){
num_oned_points[j] = wrapper.getNumPoints(levels[j]);
num_tensor_points *= num_oned_points[j];
}
double tensor_weight = (double) active_w[n];
for(int i=0; i<num_tensor_points; i++){
int t = i;
double w = 1.0;
for(int j=num_dimensions-1; j>=0; j--){
w *= lcache.getLagrange(j, levels[j], t % num_oned_points[j]);
t /= num_oned_points[j];
}
weights[tensor_refs[n][i]] += tensor_weight * w;
}
}
}
void GridGlobal::getDifferentiationWeights(const double x[], double weights[]) const{
// The weight of the i-th point in the k-th dimension is given by weights[i * num_dimensions + k].
std::fill_n(weights, (points.empty() ? needed.getNumIndexes(): points.getNumIndexes()) * num_dimensions, 0.0);
CacheLagrange<double> lcache(num_dimensions, max_levels, wrapper, x);
CacheLagrangeDerivative<double> ldcache(num_dimensions, max_levels, wrapper, x);
std::vector<double> diff_values(num_dimensions);
std::vector<int> num_oned_points(num_dimensions);
for(int n=0; n<active_tensors.getNumIndexes(); n++) {
const int* levels = active_tensors.getIndex(n);
num_oned_points[0] = wrapper.getNumPoints(levels[0]);
int num_tensor_points = num_oned_points[0];
for(int j=1; j<num_dimensions; j++) {
num_oned_points[j] = wrapper.getNumPoints(levels[j]);
num_tensor_points *= num_oned_points[j];
}
double tensor_weight = (double) active_w[n];
for(int i=0; i<num_tensor_points; i++) {
// Re-initialization.
int t = i;
diff_values[num_dimensions-1] = ldcache.getLagrangeDerivative(num_dimensions-1, levels[num_dimensions-1], t % num_oned_points[num_dimensions-1]);
double basis_value = lcache.getLagrange(num_dimensions-1, levels[num_dimensions-1], t % num_oned_points[num_dimensions-1]);
for (int j=0; j<num_dimensions-1; j++)
diff_values[j] = basis_value;
t /= num_oned_points[num_dimensions-1];
// Main computation.
for(int k=num_dimensions-2; k>=0; k--){
basis_value = lcache.getLagrange(k, levels[k], t % num_oned_points[k]);
for(int j=0; j<k; j++) diff_values[j] *= basis_value;
diff_values[k] *= ldcache.getLagrangeDerivative(k, levels[k], t % num_oned_points[k]);
for(int j=k+1; j<num_dimensions; j++) diff_values[j] *= basis_value;
t /= num_oned_points[k];
}
for(int j=num_dimensions-1; j>=0; j--)
weights[tensor_refs[n][i] * num_dimensions + j] += tensor_weight * diff_values[j];
}
}
}
void GridGlobal::acceptUpdatedTensors(){
if (points.empty()){
points = std::move(needed);
needed = MultiIndexSet();
}else if (!needed.empty()){
clearGpuNodes();
points += needed;
needed = MultiIndexSet();
tensors = std::move(updated_tensors);
updated_tensors = MultiIndexSet();
active_tensors = std::move(updated_active_tensors);
updated_active_tensors = MultiIndexSet();
active_w = std::move(updated_active_w);
updated_active_w = std::vector<int>();
max_levels = MultiIndexManipulations::getMaxIndexes(tensors);
recomputeTensorRefs(points);
}
}
void GridGlobal::loadNeededValues(const double *vals){
clearGpuValues();
if (points.empty() || needed.empty()){
values.setValues(vals);
}else{
values.addValues(points, needed, vals);
}
acceptUpdatedTensors();
}
void GridGlobal::mergeRefinement(){
if (needed.empty()) return; // nothing to do
clearGpuValues();
int num_all_points = getNumLoaded() + getNumNeeded();
values.setValues(std::vector<double>(Utils::size_mult(num_outputs, num_all_points), 0.0));
acceptUpdatedTensors();
}
void GridGlobal::beginConstruction(){
dynamic_values = Utils::make_unique<DynamicConstructorDataGlobal>(num_dimensions, num_outputs);
if (points.empty()){ // if we start dynamic construction from an empty grid
for(int i=0; i<tensors.getNumIndexes(); i++){
const int *t = tensors.getIndex(i);
double weight = -1.0 / (1.0 + (double) std::accumulate(t, t + num_dimensions, 0));
dynamic_values->addTensor(t, [&](int l)->int{ return wrapper.getNumPoints(l); }, weight);
}
tensors = MultiIndexSet();
active_tensors = MultiIndexSet();
active_w = std::vector<int>();
needed = MultiIndexSet();
values.resize(num_outputs, 0);
}
}
void GridGlobal::writeConstructionData(std::ostream &os, bool iomode) const{
if (iomode == mode_ascii) dynamic_values->write<mode_ascii>(os); else dynamic_values->write<mode_binary>(os);
}
void GridGlobal::readConstructionData(std::istream &is, bool iomode){
if (iomode == mode_ascii)
dynamic_values = Utils::make_unique<DynamicConstructorDataGlobal>(is, num_dimensions, num_outputs, IO::mode_ascii_type());
else
dynamic_values = Utils::make_unique<DynamicConstructorDataGlobal>(is, num_dimensions, num_outputs, IO::mode_binary_type());
int max_level = dynamic_values->getMaxTensor();
if (max_level + 1 > wrapper.getNumLevels())
wrapper = OneDimensionalWrapper(custom, max_level, rule, alpha, beta);
dynamic_values->reloadPoints([&](int l)->int{ return wrapper.getNumPoints(l); });
}
std::vector<double> GridGlobal::getCandidateConstructionPoints(TypeDepth type, int output, const std::vector<int> &level_limits){
std::vector<int> weights;
if ((type == type_iptotal) || (type == type_ipcurved) || (type == type_qptotal) || (type == type_qpcurved)){
int min_needed_points = ((type == type_ipcurved) || (type == type_qpcurved)) ? 4 * num_dimensions : 2 * num_dimensions;
if (points.getNumIndexes() > min_needed_points) // if there are enough points to estimate coefficients
estimateAnisotropicCoefficients(type, output, weights);
}
return getCandidateConstructionPoints(type, weights, level_limits);
}
std::vector<double> GridGlobal::getCandidateConstructionPoints(TypeDepth type, const std::vector<int> &anisotropic_weights, const std::vector<int> &level_limits){
MultiIndexManipulations::ProperWeights weights((size_t) num_dimensions, type, anisotropic_weights);
// computing the weight for each index requires the cache for the one dimensional indexes
// the cache for the one dimensional indexes requires the exactness
// exactness can be one of 5 cases based on level/interpolation/quadrature for custom or known rule
// the number of required exactness entries is not known until later and we have to be careful not to exceed the levels available for the custom rule
// thus, we cache the exactness with a delay
std::vector<int> effective_exactness;
auto get_exact = [&](int l) -> int{ return effective_exactness[l]; };
auto build_exactness = [&](size_t num) ->
void{
effective_exactness.resize(num);
if(OneDimensionalMeta::isExactLevel(type)){
for(size_t i=0; i<num; i++) effective_exactness[i] = (int) i;
}else if (OneDimensionalMeta::isExactInterpolation(type)){
if (rule == rule_customtabulated){
for(size_t i=0; i<num; i++) effective_exactness[i] = custom.getIExact((int) i);
}else{
for(size_t i=0; i<num; i++) effective_exactness[i] = OneDimensionalMeta::getIExact((int) i, rule);
}
}else{ // must be quadrature
if (rule == rule_customtabulated){
for(size_t i=0; i<num; i++) effective_exactness[i] = custom.getQExact((int) i);
}else{
for(size_t i=0; i<num; i++) effective_exactness[i] = OneDimensionalMeta::getQExact((int) i, rule);
}
}
};
if (weights.contour == type_level){
std::vector<std::vector<int>> cache;
return getCandidateConstructionPoints([&](int const *t) -> double{
if (cache.empty()){
build_exactness((size_t) wrapper.getNumLevels());
cache = MultiIndexManipulations::generateLevelWeightsCache<int, type_level, true>(weights, get_exact, wrapper.getNumLevels());
}
return (double) MultiIndexManipulations::getIndexWeight<int, type_level>(t, cache);
}, level_limits);
}else if (weights.contour == type_curved){
std::vector<std::vector<double>> cache;
return getCandidateConstructionPoints([&](int const *t) -> double{
if (cache.empty()){
build_exactness((size_t) wrapper.getNumLevels());
cache = MultiIndexManipulations::generateLevelWeightsCache<double, type_curved, true>(weights, get_exact, wrapper.getNumLevels());
}
return MultiIndexManipulations::getIndexWeight<double, type_curved>(t, cache);
}, level_limits);
}else{
std::vector<std::vector<double>> cache;
return getCandidateConstructionPoints([&](int const *t) -> double{
if (cache.empty()){
build_exactness((size_t) wrapper.getNumLevels());
cache = MultiIndexManipulations::generateLevelWeightsCache<double, type_hyperbolic, true>(weights, get_exact, wrapper.getNumLevels());
}
return MultiIndexManipulations::getIndexWeight<double, type_hyperbolic>(t, cache);
}, level_limits);
}
}
std::vector<double> GridGlobal::getCandidateConstructionPoints(std::function<double(const int *)> getTensorWeight, const std::vector<int> &level_limits){
dynamic_values->clearTesnors(); // clear old tensors
MultiIndexSet init_tensors = dynamic_values->getInitialTensors(); // get the initial tensors (created with make grid)
MultiIndexSet new_tensors = (level_limits.empty()) ?
MultiIndexManipulations::addExclusiveChildren<false>(tensors, init_tensors, level_limits) :
MultiIndexManipulations::addExclusiveChildren<true>(tensors, init_tensors, level_limits);
if (!new_tensors.empty()){
auto max_indexes = MultiIndexManipulations::getMaxIndexes(new_tensors);
int max_level = *std::max_element(max_indexes.begin(), max_indexes.end());
if (max_level+1 > wrapper.getNumLevels())
wrapper = OneDimensionalWrapper(custom, max_level, rule, alpha, beta);
}
std::vector<double> tweights(new_tensors.getNumIndexes());
for(int i=0; i<new_tensors.getNumIndexes(); i++)
tweights[i] = (double) getTensorWeight(new_tensors.getIndex(i));
for(int i=0; i<new_tensors.getNumIndexes(); i++)
dynamic_values->addTensor(new_tensors.getIndex(i), [&](int l)->int{ return wrapper.getNumPoints(l); }, tweights[i]);
return MultiIndexManipulations::getIndexesToNodes(dynamic_values->getNodesIndexes(), wrapper);
}
std::vector<int> GridGlobal::getMultiIndex(const double x[]){
std::vector<int> p(num_dimensions);
for(int j=0; j<num_dimensions; j++){
int i = 0;
while(std::abs(wrapper.getNode(i) - x[j]) > Maths::num_tol){
i++; // convert canonical node to index
if (i == wrapper.getNumNodes())
wrapper = OneDimensionalWrapper(custom, wrapper.getNumLevels(), wrapper.getRule(), alpha, beta);
}
p[j] = i;
}
return p;
}
void GridGlobal::loadConstructedPoint(const double x[], const std::vector<double> &y){
std::vector<int> idx = getMultiIndex(x);
auto result = dynamic_values->addNewNode(idx, y);
if (result == DynamicConstructorDataGlobal::AddPointResult::tensor_complete){ // if a new tensor is complete
loadConstructedTensors();
}else if (result == DynamicConstructorDataGlobal::AddPointResult::tensor_missing){
dynamic_values->addTensor(wrapper.getLevels(idx).data(), [&](int l)->int{ return wrapper.getNumPoints(l); },
dynamic_values->getMaxTensorWeight() + 1.0);
}
}
void GridGlobal::loadConstructedPoint(const double x[], int numx, const double y[]){
Utils::Wrapper2D<const double> wrapx(num_dimensions, x);
Utils::Wrapper2D<const double> wrapy(num_outputs, y);
for(int i=0; i<numx; i++){
std::vector<int> idx = getMultiIndex(wrapx.getStrip(i));
if (dynamic_values->addNewNode(idx, std::vector<double>(wrapy.getStrip(i), wrapy.getStrip(i) + num_outputs))
== DynamicConstructorDataGlobal::AddPointResult::tensor_missing){
dynamic_values->addTensor(wrapper.getLevels(idx).data(), [&](int l)->int{ return wrapper.getNumPoints(l); },
dynamic_values->getMaxTensorWeight() + 1.0);
}
}
loadConstructedTensors();
}
void GridGlobal::loadConstructedTensors(){
MultiIndexSet new_tensors, new_points;
StorageSet new_values;
dynamic_values->ejectCompleteTensor(tensors, new_tensors, new_points, new_values);
if (new_tensors.empty()) return; // nothing to do
clearGpuNodes();
clearGpuValues();
if (points.empty()){ // no loaded points yet
values = std::move(new_values);
points = std::move(new_points);
}else{
values.addValues(points, new_points, new_values.getValues(0));
points += new_points;
}
tensors += new_tensors;
MultiIndexManipulations::computeActiveTensorsWeights(tensors, active_tensors, active_w);
max_levels = MultiIndexManipulations::getMaxIndexes(active_tensors);
recomputeTensorRefs(points);
}
void GridGlobal::finishConstruction(){
dynamic_values = std::unique_ptr<DynamicConstructorDataGlobal>();
}
void GridGlobal::evaluate(const double x[], double y[]) const{
std::vector<double> w(points.getNumIndexes());
getInterpolationWeights(x, w.data());
std::fill_n(y, num_outputs, 0.0);
for(int i=0; i<points.getNumIndexes(); i++){
const double *v = values.getValues(i);
double wi = w[i];
for(int k=0; k<num_outputs; k++) y[k] += wi * v[k];
}
}
void GridGlobal::evaluateBatch(const double x[], int num_x, double y[]) const{
switch(acceleration->mode){
case accel_gpu_magma:
case accel_gpu_cuda: {
acceleration->setDevice();
GpuVector<double> gpu_x(acceleration, num_dimensions, num_x, x), gpu_result(acceleration, num_x, num_outputs);
evaluateBatchGPU(gpu_x.data(), num_x, gpu_result.data());
gpu_result.unload(acceleration, y);
break;
}
case accel_gpu_cublas: {
acceleration->setDevice();
loadGpuValues<double>();
int num_points = points.getNumIndexes();
Data2D<double> weights(num_points, num_x);
evaluateHierarchicalFunctions(x, num_x, weights.getStrip(0));
TasGpu::denseMultiplyMixed(acceleration, num_outputs, num_x, num_points, 1.0, gpu_cache->values, weights.data(), 0.0, y);
break;
}
case accel_cpu_blas: {
int num_points = points.getNumIndexes();
Data2D<double> weights(num_points, num_x);
if (num_x > 1)
evaluateHierarchicalFunctions(x, num_x, weights.getStrip(0));
else // skips small OpenMP overhead
getInterpolationWeights(x, weights.getStrip(0));
TasBLAS::denseMultiply(num_outputs, num_x, num_points, 1.0, values.getValues(0), weights.getStrip(0), 0.0, y);
break;
}
default: {
Utils::Wrapper2D<const double> xwrap(num_dimensions, x);
Utils::Wrapper2D<double> ywrap(num_outputs, y);
#pragma omp parallel for
for(int i=0; i<num_x; i++)
evaluate(xwrap.getStrip(i), ywrap.getStrip(i));
break;
}
}
}
template<typename T> void GridGlobal::evaluateBatchGPUtempl(T const gpu_x[], int cpu_num_x, T gpu_y[]) const{
loadGpuValues<T>();
int num_points = points.getNumIndexes();
GpuVector<T> gpu_basis(acceleration, cpu_num_x, num_points);
evaluateHierarchicalFunctionsGPU(gpu_x, cpu_num_x, gpu_basis.data());
TasGpu::denseMultiply(acceleration, num_outputs, cpu_num_x, num_points, 1.0, getGpuCache<T>()->values, gpu_basis, 0.0, gpu_y);
}
void GridGlobal::evaluateBatchGPU(const double *gpu_x, int cpu_num_x, double gpu_y[]) const{
evaluateBatchGPUtempl(gpu_x, cpu_num_x, gpu_y);
}
void GridGlobal::evaluateBatchGPU(const float gpu_x[], int cpu_num_x, float gpu_y[]) const{
evaluateBatchGPUtempl(gpu_x, cpu_num_x, gpu_y);
}
template<typename T> void GridGlobal::evaluateHierarchicalFunctionsGPUtempl(T const gpu_x[], int cpu_num_x, T *gpu_y) const{
auto& ccache = getGpuCache<T>();
loadGpuNodes<T>();
TasGpu::devalglo(acceleration,
!OneDimensionalMeta::isNonNested(rule), (rule == rule_clenshawcurtis0), num_dimensions, cpu_num_x, getNumPoints(),
ccache->num_basis,
gpu_x, ccache->nodes, ccache->coeff, ccache->tensor_weights,
ccache->nodes_per_level, ccache->offset_per_level, ccache->map_dimension, ccache->map_level,
ccache->active_tensors, ccache->active_num_points, ccache->dim_offsets,
ccache->map_tensor, ccache->map_index, ccache->map_reference, gpu_y);
}
void GridGlobal::evaluateHierarchicalFunctionsGPU(const double gpu_x[], int cpu_num_x, double *gpu_y) const{
evaluateHierarchicalFunctionsGPUtempl(gpu_x, cpu_num_x, gpu_y);
}
void GridGlobal::evaluateHierarchicalFunctionsGPU(const float gpu_x[], int cpu_num_x, float *gpu_y) const{
evaluateHierarchicalFunctionsGPUtempl(gpu_x, cpu_num_x, gpu_y);
}
template<typename T> void GridGlobal::loadGpuValues() const{
auto& ccache = getGpuCache<T>();
if (!ccache) ccache = Utils::make_unique<CudaGlobalData<T>>();
if (ccache->values.empty()) ccache->values.load(acceleration, values.begin(), values.end());
}
void GridGlobal::clearGpuValues() const{ if (gpu_cache) gpu_cache->values.clear(); }
template<typename T> void GridGlobal::loadGpuNodes() const{
auto& ccache = getGpuCache<T>();
if (!ccache) ccache = Utils::make_unique<CudaGlobalData<T>>();
if (!ccache->nodes.empty()) return; // already loaded
// data for stage 1 (Lagrange caching)
ccache->nodes.load(acceleration, (OneDimensionalMeta::isNonNested(rule)) ? wrapper.getAllNodes() : wrapper.getUnique());
ccache->coeff.load(acceleration, wrapper.getAllCoeff());
ccache->nodes_per_level.load(acceleration, wrapper.getNumNodesPerLevel());
ccache->offset_per_level.load(acceleration, wrapper.getOffsetNodesPerLevel());
std::vector<int> map_dims, map_level, dim_offsets;
int num_basis = 0;
for(int dim=0; dim<num_dimensions; dim++){
dim_offsets.push_back(num_basis);
for(int level=0; level <= max_levels[dim]; level++){
map_dims.push_back(dim);
map_level.push_back(level);
num_basis += wrapper.getNumPoints(level);
}
}
ccache->num_basis = num_basis;
ccache->map_dimension.load(acceleration, map_dims);
ccache->map_level.load(acceleration, map_level);
std::vector<double> tweights(active_w.size());
std::transform(active_w.begin(), active_w.end(), tweights.begin(), [](int i)->double{ return static_cast<double>(i); });
ccache->tensor_weights.load(acceleration, tweights);
ccache->active_tensors.load(acceleration, active_tensors.begin(), active_tensors.end());
std::vector<int> active_num_points(active_tensors.totalSize());
std::transform(active_tensors.begin(), active_tensors.end(), active_num_points.begin(), [&](int i)->int{ return wrapper.getNumPoints(i); });
ccache->active_num_points.load(acceleration, active_num_points);
ccache->dim_offsets.load(acceleration, dim_offsets);
std::vector<int> map_tensor, map_index, map_reference;
auto inump = active_num_points.begin();
for(int n=0; n<active_tensors.getNumIndexes(); n++){
int num_tensor_points = *inump++;
for(int j=1; j<num_dimensions; j++)
num_tensor_points *= *inump++;
for(int i=0; i<num_tensor_points; i++){
map_tensor.push_back(n);
map_index.push_back(i);
map_reference.push_back(tensor_refs[n][i]);
}
}
ccache->map_tensor.load(acceleration, map_tensor);
ccache->map_index.load(acceleration, map_index);
ccache->map_reference.load(acceleration, map_reference);
}
void GridGlobal::clearGpuNodes() const{
if (gpu_cache) gpu_cache->clearNodes();
if (gpu_cachef) gpu_cachef->clearNodes();
}
void GridGlobal::integrate(double q[], double *conformal_correction) const{
std::vector<double> w(getNumPoints());
getQuadratureWeights(w.data());
if (conformal_correction != 0) for(int i=0; i<points.getNumIndexes(); i++) w[i] *= conformal_correction[i];
std::fill(q, q+num_outputs, 0.0);
#pragma omp parallel for schedule(static)
for(int k=0; k<num_outputs; k++){
for(int i=0; i<points.getNumIndexes(); i++){
q[k] += w[i] * values.getValues(i)[k];
}
}
}
void GridGlobal::differentiate(const double x[], double jacobian[]) const {
// Based on the logic in the GridGlobal::evaluate() function.
std::vector<double> w(points.getNumIndexes() * num_dimensions);
getDifferentiationWeights(x, w.data());
std::fill_n(jacobian, num_outputs * num_dimensions, 0.0);
for(int i=0; i<points.getNumIndexes(); i++) {
const double *v = values.getValues(i);
for(int j=0; j<num_outputs*num_dimensions; j++) {
int dims = j % num_dimensions;
int outs = j / num_dimensions;
jacobian[j] += w[i * num_dimensions + dims] * v[outs];
}
}
}
void GridGlobal::evaluateHierarchicalFunctions(const double x[], int num_x, double y[]) const{
int num_points = (points.empty()) ? needed.getNumIndexes() : points.getNumIndexes();
Utils::Wrapper2D<const double> xwrap(num_dimensions, x);
Utils::Wrapper2D<double> ywrap(num_points, y);
#pragma omp parallel for
for(int i=0; i<num_x; i++)
getInterpolationWeights(xwrap.getStrip(i), ywrap.getStrip(i));
}
std::vector<double> GridGlobal::computeSurpluses(int output, bool normalize) const{
int num_points = points.getNumIndexes();
std::vector<double> surp((size_t) num_points);
if (OneDimensionalMeta::isSequence(rule)){
double max_surp = 0.0;
for(int i=0; i<num_points; i++){
surp[i] = values.getValues(i)[output];
if (std::abs(surp[i]) > max_surp) max_surp = std::abs(surp[i]);
}
GridSequence seq(acceleration, MultiIndexSet(points), 1, rule); // there is an extra copy here, but the sequence grid does the surplus computation automatically
seq.loadNeededValues(surp.data());
std::copy_n(seq.getSurpluses(), surp.size(), surp.data());
if (normalize) for(auto &s : surp) s /= max_surp;
}else{
MultiIndexSet polynomial_set = getPolynomialSpaceSet(true);
MultiIndexSet quadrature_tensors =
MultiIndexManipulations::generateLowerMultiIndexSet((size_t) num_dimensions, [&](const std::vector<int> &index) ->
bool{
std::vector<int> qindex = index;
for(auto &i : qindex) i = (i > 0) ? 1 + OneDimensionalMeta::getQExact(i - 1, rule_gausspatterson) : 0;
return !polynomial_set.missing(qindex);
});
GridGlobal QuadGrid(acceleration);
if (quadrature_tensors.getMaxIndex() < TableGaussPatterson::getNumLevels()-1){
QuadGrid.setTensors(std::move(quadrature_tensors), 0, rule_gausspatterson, 0.0, 0.0);
}else{
quadrature_tensors =
MultiIndexManipulations::generateLowerMultiIndexSet((size_t) num_dimensions, [&](const std::vector<int> &index) ->
bool{
std::vector<int> qindex = index;
for(auto &i : qindex) i = (i > 0) ? 1 + OneDimensionalMeta::getQExact(i - 1, rule_clenshawcurtis) : 0;
return polynomial_set.missing(qindex);
});
QuadGrid.setTensors(std::move(quadrature_tensors), 0, rule_clenshawcurtis, 0.0, 0.0);
}
size_t qn = (size_t) QuadGrid.getNumPoints();
std::vector<double> w(qn);
QuadGrid.getQuadratureWeights(w.data());
std::vector<double> x(qn * ((size_t) num_dimensions));
std::vector<double> y(qn * ((size_t) num_outputs));
QuadGrid.getPoints(x.data());
std::vector<double> I(qn);
evaluateBatch(x.data(), (int) qn, y.data());
auto iter_y = y.begin();
std::advance(iter_y, output);
for(auto &ii : I){
ii = *iter_y;
std::advance(iter_y, num_outputs);
}
#pragma omp parallel for schedule(dynamic)
for(int i=0; i<num_points; i++){
// for each surp, do the quadrature
const int* p = points.getIndex(i);
double c = 0.0;
auto iter_x = x.begin();
for(auto ii: I){
double v = 1.0;
for(int j=0; j<num_dimensions; j++) v *= legendre(p[j], *iter_x++);
c += v * ii;
}
double nrm = std::sqrt((double) p[0] + 0.5);
for(int j=1; j<num_dimensions; j++){
nrm *= std::sqrt((double) p[j] + 0.5);
}
surp[i] = c * nrm;
}
}
return surp;
}
void GridGlobal::estimateAnisotropicCoefficients(TypeDepth type, int output, std::vector<int> &weights) const{
double tol = 1000.0 * Maths::num_tol;
std::vector<double> surp = computeSurpluses(output, false);
weights = MultiIndexManipulations::inferAnisotropicWeights(acceleration, rule, type, points, surp, tol);
}
void GridGlobal::setAnisotropicRefinement(TypeDepth type, int min_growth, int output, const std::vector<int> &level_limits){
clearRefinement();
std::vector<int> weights;
estimateAnisotropicCoefficients(type, output, weights);
int level = 0;
do{
updateGrid(++level, type, weights, level_limits);
}while(getNumNeeded() < min_growth);
}
void GridGlobal::setSurplusRefinement(double tolerance, int output, const std::vector<int> &level_limits){
clearRefinement();
std::vector<double> surp = computeSurpluses(output, true);
int n = points.getNumIndexes();
std::vector<bool> flagged(n);
for(int i=0; i<n; i++)
flagged[i] = (std::abs(surp[i]) > tolerance);
MultiIndexSet kids = MultiIndexManipulations::selectFlaggedChildren(points, flagged, level_limits);
if (!kids.empty()){
kids += points;
MultiIndexManipulations::completeSetToLower(kids);
updated_tensors = std::move(kids);
proposeUpdatedTensors();
}
}
void GridGlobal::setHierarchicalCoefficients(const double c[]){
clearGpuValues();
if (!points.empty()) clearRefinement();
loadNeededValues(c);
}
void GridGlobal::integrateHierarchicalFunctions(double integrals[]) const{ getQuadratureWeights(integrals); }
double GridGlobal::legendre(int n, double x){
if (n == 0) return 1.0;
if (n == 1) return x;
double lm = 1, l = x;
for(int i=2; i<=n; i++){
double lp = ((2*i - 1) * x * l) / ((double) i) - ((i - 1) * lm) / ((double) i);
lm = l; l = lp;
}
return l;
}
#ifdef Tasmanian_ENABLE_GPU
void GridGlobal::updateAccelerationData(AccelerationContext::ChangeType change) const{
if (change == AccelerationContext::change_gpu_device){
gpu_cache.reset();
gpu_cachef.reset();
}
}
#else
void GridGlobal::updateAccelerationData(AccelerationContext::ChangeType) const{}
#endif
MultiIndexSet GridGlobal::getPolynomialSpaceSet(bool interpolation) const{
if (interpolation){
if (rule == rule_customtabulated){
return MultiIndexManipulations::createPolynomialSpace(active_tensors, [&](int l)-> int{ return custom.getIExact(l); });
}else{
return MultiIndexManipulations::createPolynomialSpace(active_tensors, [&](int l)-> int{ return OneDimensionalMeta::getIExact(l, rule); });
}
}else{
if (rule == rule_customtabulated){
return MultiIndexManipulations::createPolynomialSpace(active_tensors, [&](int l)-> int{ return custom.getQExact(l); });
}else{
return MultiIndexManipulations::createPolynomialSpace(active_tensors, [&](int l)-> int{ return OneDimensionalMeta::getQExact(l, rule); });
}
}
}
std::vector<int> GridGlobal::getPolynomialSpace(bool interpolation) const{
return getPolynomialSpaceSet(interpolation).release();
}
}
#endif
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