forked from SciML/DataDrivenDiffEq.jl
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathbuild_basis.jl
More file actions
185 lines (152 loc) · 5.57 KB
/
build_basis.jl
File metadata and controls
185 lines (152 loc) · 5.57 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
function __assert_linearity(eqs::AbstractVector{Equation}, x::AbstractVector)
return __assert_linearity(map(x -> Num(x.rhs), eqs), x)
end
# Returns true iff x is not in the arguments of the jacobian of eqs
function __assert_linearity(eqs::AbstractVector{Num}, x::AbstractVector)
j = Symbolics.jacobian(eqs, x)
# Check if any of the variables is in the jacobian
# get_variables returns a Set in Symbolics v7, so we need to collect and flatten
v_sets = get_variables.(j)
isempty(v_sets) && return true
# Flatten all Sets into a single collection and get unique variables
v = unique(reduce(union, v_sets; init = Set()))
isempty(v) && return true
for xi in x, vi in v
isequal(xi, vi) && return false
end
return true
end
function assert_lhs(prob::ABSTRACT_CONT_PROB)
return :continuous, 0.0
end
function assert_lhs(prob::ABSTRACT_DISCRETE_PROB)
return :discrete, has_timepoints(prob) ? mean(diff(independent_variable(prob))) : 1.0
end
function assert_lhs(prob::AbstractDataDrivenProblem)
return :direct, 0.0
end
function assert_lhs(prob::DataDrivenDataset)
return assert_lhs(first(prob.probs))
end
function _generate_variables(sym::Symbol, n::Int, offset::Int = 0)
xs = [Symbolics.variable(sym, i) for i in (offset + 1):(offset + n)]
Num.(map(ModelingToolkit.tovar, xs))
end
function _generate_parameters(sym::Symbol, n::Int, offset::Int = 0)
xs = [Symbolics.variable(sym, i) for i in (offset + 1):(offset + n)]
Num.(map(ModelingToolkit.toparam, xs))
end
function _set_default_val(x::Num, val::T) where {T <: Number}
Num(Symbolics.setdefaultval(Symbolics.unwrap(x), val))
end
function __build_eqs(coeff_mat, basis, prob)
# Create additional variables
sp = sum(.!iszero.(coeff_mat))
sps = norm.(eachrow(coeff_mat), 0)
pl = length(parameters(basis))
p = _generate_parameters(:p, sp, pl)
p = collect(p)
eqs = zeros(Num, size(coeff_mat, 1))
eqs_ = [e.rhs for e in equations(basis)]
cnt = 1
for i in axes(coeff_mat, 1)
if sps[i] == zero(eltype(coeff_mat))
continue
end
for j in axes(coeff_mat, 2)
if iszero(coeff_mat[i, j])
continue
end
p[cnt] = _set_default_val(p[cnt], coeff_mat[i, j])
eqs[i] += p[cnt] * eqs_[j]
cnt += 1
end
end
return is_implicit(basis) ? _implicit_build_eqs(basis, eqs, p, prob) :
_explicit_build_eqs(basis, eqs, p, prob)
end
function _explicit_build_eqs(basis, eqs, p, prob)
causality, dt = assert_lhs(prob)
xs = states(basis)
# Else just keep equations, since its a direct problem
if causality == :continuous
d = Differential(get_iv(basis))
eqs = [d(xs[i]) ~ eq for (i, eq) in enumerate(eqs)]
elseif causality == :discrete
d = Difference(get_iv(basis), dt = dt)
eqs = [d(xs[i]) ~ eq for (i, eq) in enumerate(eqs)]
else
phi = [Symbolics.variable(Symbol("φ"), i) for i in 1:length(eqs)]
eqs = [phi[i] ~ eq for (i, eq) in enumerate(eqs)]
end
return eqs, Num.(p), Num[]
end
function _implicit_build_eqs(basis, eqs, p, prob)
implicits = implicit_variables(basis)
if __assert_linearity(eqs, implicits)
eqs = eqs .~ 0
try
# Try to solve the eq for the implicits
eqs = ModelingToolkit.symbolic_linear_solve(eqs, implicits)
eqs = implicits .~ eqs
implicits = Num[]
catch
@warn "Failed to solve recovered equations for implicit variables. Returning implicit equations."
end
end
return eqs, Num.(p), implicits
end
function __construct_basis(X, b, prob, options)
@unpack eval_expresssion, generate_symbolic_parameters, digits, roundingmode = options
p = parameters(prob)
# Postprocessing of the parameters
X .= round.(X, roundingmode, digits = digits)
inds = abs.(X) .<= eps()
X[inds] .= zero(eltype(X))
if generate_symbolic_parameters
eqs, ps, implicits = __build_eqs(X, b, prob)
p_ = parameters(b)
if !isempty(p_)
pss = map(eachindex(p)) do i
_set_default_val(Num(p_[i]), p[i])
end
p_new = [pss; ps]
else
p_new = ps
end
else
# TODO : This takes a long time for larger coefficient matrices
# I think this needs to be rewritten in the basis constructor to take in arrays
atoms = reduce(vcat, map(x -> x.rhs, equations(b)))
eqs = [Num(zero(eltype(X))) for _ in 1:size(X, 1)]
@inbounds foreach(axes(X, 1)) do i
foreach(axes(X, 2)) do j
eqs[i] += X[i, j] * atoms[j]
end
end
ps = parameters(b)
eqs, ps,
implicits = is_implicit(b) ? _implicit_build_eqs(b, eqs, ps, prob) :
_explicit_build_eqs(b, eqs, ps, prob)
p_new = map(eachindex(p)) do i
_set_default_val(Num(ps[i]), p[i])
end
end
Basis(eqs, states(b),
parameters = p_new, iv = get_iv(b),
controls = controls(b), observed = observed(b),
implicits = implicits,
name = gensym(:Basis),
eval_expression = eval_expresssion)
end
function unit_basis(prob::DataDrivenProblem)
@unpack X, p, t, U, Y, DX = prob
n_x = size(X, 1)
n_p = size(p, 1)
n_u = size(U, 1)
t = Num(ModelingToolkit.tovar(Symbolics.variable(:t)))
x = _generate_variables(:x, n_x)
p = _generate_parameters(:p, n_p)
u = _generate_variables(:u, n_u)
Basis([x; u], x, controls = u, independent_variable = t, parameters = p)
end