Simulai opinf

OpInf#

OpInf#

Source code in simulai/regression/_opinf.py
  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
 186
 187
 188
 189
 190
 191
 192
 193
 194
 195
 196
 197
 198
 199
 200
 201
 202
 203
 204
 205
 206
 207
 208
 209
 210
 211
 212
 213
 214
 215
 216
 217
 218
 219
 220
 221
 222
 223
 224
 225
 226
 227
 228
 229
 230
 231
 232
 233
 234
 235
 236
 237
 238
 239
 240
 241
 242
 243
 244
 245
 246
 247
 248
 249
 250
 251
 252
 253
 254
 255
 256
 257
 258
 259
 260
 261
 262
 263
 264
 265
 266
 267
 268
 269
 270
 271
 272
 273
 274
 275
 276
 277
 278
 279
 280
 281
 282
 283
 284
 285
 286
 287
 288
 289
 290
 291
 292
 293
 294
 295
 296
 297
 298
 299
 300
 301
 302
 303
 304
 305
 306
 307
 308
 309
 310
 311
 312
 313
 314
 315
 316
 317
 318
 319
 320
 321
 322
 323
 324
 325
 326
 327
 328
 329
 330
 331
 332
 333
 334
 335
 336
 337
 338
 339
 340
 341
 342
 343
 344
 345
 346
 347
 348
 349
 350
 351
 352
 353
 354
 355
 356
 357
 358
 359
 360
 361
 362
 363
 364
 365
 366
 367
 368
 369
 370
 371
 372
 373
 374
 375
 376
 377
 378
 379
 380
 381
 382
 383
 384
 385
 386
 387
 388
 389
 390
 391
 392
 393
 394
 395
 396
 397
 398
 399
 400
 401
 402
 403
 404
 405
 406
 407
 408
 409
 410
 411
 412
 413
 414
 415
 416
 417
 418
 419
 420
 421
 422
 423
 424
 425
 426
 427
 428
 429
 430
 431
 432
 433
 434
 435
 436
 437
 438
 439
 440
 441
 442
 443
 444
 445
 446
 447
 448
 449
 450
 451
 452
 453
 454
 455
 456
 457
 458
 459
 460
 461
 462
 463
 464
 465
 466
 467
 468
 469
 470
 471
 472
 473
 474
 475
 476
 477
 478
 479
 480
 481
 482
 483
 484
 485
 486
 487
 488
 489
 490
 491
 492
 493
 494
 495
 496
 497
 498
 499
 500
 501
 502
 503
 504
 505
 506
 507
 508
 509
 510
 511
 512
 513
 514
 515
 516
 517
 518
 519
 520
 521
 522
 523
 524
 525
 526
 527
 528
 529
 530
 531
 532
 533
 534
 535
 536
 537
 538
 539
 540
 541
 542
 543
 544
 545
 546
 547
 548
 549
 550
 551
 552
 553
 554
 555
 556
 557
 558
 559
 560
 561
 562
 563
 564
 565
 566
 567
 568
 569
 570
 571
 572
 573
 574
 575
 576
 577
 578
 579
 580
 581
 582
 583
 584
 585
 586
 587
 588
 589
 590
 591
 592
 593
 594
 595
 596
 597
 598
 599
 600
 601
 602
 603
 604
 605
 606
 607
 608
 609
 610
 611
 612
 613
 614
 615
 616
 617
 618
 619
 620
 621
 622
 623
 624
 625
 626
 627
 628
 629
 630
 631
 632
 633
 634
 635
 636
 637
 638
 639
 640
 641
 642
 643
 644
 645
 646
 647
 648
 649
 650
 651
 652
 653
 654
 655
 656
 657
 658
 659
 660
 661
 662
 663
 664
 665
 666
 667
 668
 669
 670
 671
 672
 673
 674
 675
 676
 677
 678
 679
 680
 681
 682
 683
 684
 685
 686
 687
 688
 689
 690
 691
 692
 693
 694
 695
 696
 697
 698
 699
 700
 701
 702
 703
 704
 705
 706
 707
 708
 709
 710
 711
 712
 713
 714
 715
 716
 717
 718
 719
 720
 721
 722
 723
 724
 725
 726
 727
 728
 729
 730
 731
 732
 733
 734
 735
 736
 737
 738
 739
 740
 741
 742
 743
 744
 745
 746
 747
 748
 749
 750
 751
 752
 753
 754
 755
 756
 757
 758
 759
 760
 761
 762
 763
 764
 765
 766
 767
 768
 769
 770
 771
 772
 773
 774
 775
 776
 777
 778
 779
 780
 781
 782
 783
 784
 785
 786
 787
 788
 789
 790
 791
 792
 793
 794
 795
 796
 797
 798
 799
 800
 801
 802
 803
 804
 805
 806
 807
 808
 809
 810
 811
 812
 813
 814
 815
 816
 817
 818
 819
 820
 821
 822
 823
 824
 825
 826
 827
 828
 829
 830
 831
 832
 833
 834
 835
 836
 837
 838
 839
 840
 841
 842
 843
 844
 845
 846
 847
 848
 849
 850
 851
 852
 853
 854
 855
 856
 857
 858
 859
 860
 861
 862
 863
 864
 865
 866
 867
 868
 869
 870
 871
 872
 873
 874
 875
 876
 877
 878
 879
 880
 881
 882
 883
 884
 885
 886
 887
 888
 889
 890
 891
 892
 893
 894
 895
 896
 897
 898
 899
 900
 901
 902
 903
 904
 905
 906
 907
 908
 909
 910
 911
 912
 913
 914
 915
 916
 917
 918
 919
 920
 921
 922
 923
 924
 925
 926
 927
 928
 929
 930
 931
 932
 933
 934
 935
 936
 937
 938
 939
 940
 941
 942
 943
 944
 945
 946
 947
 948
 949
 950
 951
 952
 953
 954
 955
 956
 957
 958
 959
 960
 961
 962
 963
 964
 965
 966
 967
 968
 969
 970
 971
 972
 973
 974
 975
 976
 977
 978
 979
 980
 981
 982
 983
 984
 985
 986
 987
 988
 989
 990
 991
 992
 993
 994
 995
 996
 997
 998
 999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
class OpInf:
    def __init__(
        self,
        forcing: str = None,
        bias_rescale: float = 1,
        solver: Union[str, callable] = "lstsq",
        parallel: Union[str, None] = None,
        show_log: bool = False,
        engine: str = "numpy",
    ) -> None:
        """Operator Inference (OpInf)

        Args:
            forcing (str): the kind of forcing to be used, 'linear' or
                'nonlinear'
            bias_rescale (float): factor for rescaling the linear
                coefficients (c_hat)
            solver (Union[str, callable]): solver to be used for solving
                the global system, e. g. 'lstsq'.
            parallel (str): the kind of parallelism to be used
                (currently, 'mpi' or None)
            engine (str): the engine to be used for constructing the
                global system (currently just 'numpy')

        Returns:
            nothing
        """

        # forcing is chosen among (None, 'linear', 'nonlinear')
        self.forcing = forcing
        self.bias_rescale = bias_rescale
        self.solver = solver
        self.parallel = parallel
        self.show_log = show_log
        self.engine = engine

        if self.forcing is not None:
            self.eval_op = self._eval_forcing
        else:
            self.eval_op = self._eval

        if self.forcing == "nonlinear":
            self.kronecker_product = self._augmented_kronecker_product
        else:
            self.kronecker_product = self._simple_kronecker_product

        if self.parallel == None:
            self.dispatcher = self._serial_operators_construction_dispatcher
        elif self.parallel == "mpi":
            if MPI_GLOBAL_AVAILABILITY == True:
                self.dispatcher = self._parallel_operators_construction_dispatcher
            else:
                raise Exception(
                    "Trying to execute a MPI job but there is no MPI distribution available."
                )
        else:
            raise Exception(
                f"The option {self.parallel} for parallel is not valid. It must be None or mpi"
            )

        self.lambda_linear = 0
        self.lambda_quadratic = 0

        self.n_inputs = None
        self.n_outputs = None
        self.n_samples = None
        self.n_quadratic_inputs = None
        self.n_forcing_inputs = 0

        self.jacobian = None
        self.jacobian_op = None

        self.D_o = None
        self.R_matrix = None

        # OpInf adjustable operators
        self.c_hat = None  # Bias
        self.A_hat = None  # Coefficients for the linear field variable terms
        self.H_hat = None  # Coefficients for the nonlinear quadratic terms
        self.B_hat = None  # Coefficients for the linear forcing terms

        self.success = None
        self.continuing = 1

        self.raw_model = True
        self.tmp_data_path = "/tmp"

    # Matrix containing all the model parameters
    @property
    def O_hat(self) -> np.ndarray:
        """The concatenation of all the coefficients matrices"""

        valid = [
            m for m in [self.c_hat, self.A_hat, self.H_hat, self.B_hat] if m is not None
        ]

        return np.hstack(valid)

    @property
    def D_matrix_dim(self) -> np.ndarray:
        """The dimension of the data matrix"""

        return np.array([self.n_samples, self.n_linear_terms + self.n_quadratic_inputs])

    @property
    def Res_matrix_dim(self) -> np.ndarray:
        """The dimension of the right-hand side residual matrix"""

        return np.array([self.n_samples, self.n_outputs])

    @property
    def m_indices(self) -> list:
        """Indices for the non-repeated observables in the Kronecker
        product output
        """
        return np.vstack([self.i_u, self.j_u]).T.tolist()

    @property
    def solver_nature(self) -> str:
        """It classifies the solver used
           in 'lazy' (when data is stored on disk)
           and 'memory' (when data is all allocated in memory)

        Returns:
            str: the solver classification
        """

        if self.solver == "pinv":
            return "lazy"
        else:
            return "memory"

    # Splitting the global solution into corresponding operators
    def set_operators(self, global_matrix: np.ndarray = None) -> None:
        """Setting up each operator using the global system solution

        Args:
            global_matrix (np.ndarray): the solution of the global
                system

        Returns:
            nothing
        """
        if self.n_inputs == None and self.n_outputs == None:
            self.n_inputs = self.n_outputs = global_matrix.shape[1]

        if self.raw_model == True:
            self.construct()

        if self.forcing is not None:
            self.c_hat = global_matrix[:1].T
            self.A_hat = global_matrix[1 : self.n_inputs + 1].T
            self.B_hat = global_matrix[
                self.n_inputs + 1 : self.n_inputs + 1 + self.n_forcing_inputs
            ].T
            self.H_hat = global_matrix[self.n_inputs + 1 + self.n_forcing_inputs :].T
        else:
            self.c_hat = global_matrix[:1].T
            self.A_hat = global_matrix[1 : self.n_inputs + 1].T
            self.H_hat = global_matrix[self.n_inputs + 1 :].T

    # Setting up model parameters
    def set(self, **kwargs):
        """Setting up extra parameters (as regularization terms)

        Args:
            **kwargs (dict): dictionary containing extra parameters

        Returns:
            nothing
        """

        for key, value in kwargs.items():
            setattr(self, key, value)

    @property
    def check_fits_in_memory(self) -> str:
        """It checks if the data matrices, D and Res_matrix, can fit on memory

        Returns:
            str: the method for dealing with the data matrix, 'batch-
            wise' or 'global'
        """

        total_size = np.prod(self.D_matrix_dim) + np.prod(self.Res_matrix_dim)
        item_size = np.array([0]).astype("float64").itemsize

        allocated_memory = total_size * item_size
        available_memory = psutil.virtual_memory().available

        if allocated_memory >= available_memory:
            print("The data matrices does not fit in memory. Using batchwise process.")
            return "batchwise"
        else:
            print("The data matrices fits in memory.")
            return "global"

    # It checks if a matrix is symmetric
    def _is_symmetric(self, matrix: np.ndarray = None) -> bool:
        """It checks if the system matrix is symmetric

        Args:
            matrix (np.ndarray): the global system matrix

        Returns:
            bool: Is the matrix symmetric ? True or False
        """

        return np.array_equal(matrix, matrix.T)

    def _kronecker_product(
        self, a: np.ndarray = None, b: np.ndarray = None
    ) -> np.ndarray:
        """Kronecker product between two arrays

        Args:
            a (np.ndarray): first element of the Kronecker product
            b (np.ndarray): second element of the Kronecker product

        Returns:
            np.ndarray: the result of the kronecker product
        """

        assert (
            a.shape == b.shape
        ), f"a and b must have the same shape, but received {a.shape} and {b.shape}"

        kron_output = np.einsum("bi, bj->bij", a, b)

        assert (
            np.isnan(kron_output).max() == False
        ), "There are NaN in the Kronecker output"

        # Checking if the Kronecker output tensor is symmetric or not
        if np.array_equal(kron_output, kron_output.transpose(0, 2, 1)):
            return kron_output[:, self.i_u, self.j_u]
        else:
            shapes = kron_output.shape[1:]
            return kron_output.reshape(-1, np.prod(shapes))

    # Kronecker product augmented using extra variables (such as forcing terms)
    def _augmented_kronecker_product(
        self, a: np.ndarray = None, b: np.ndarray = None
    ) -> np.ndarray:
        """Kronecker product between two arrays with self products for a and b

        Args:
            a (np.ndarray): first element of the Kronecker product
            b (np.ndarray): second element of the Kronecker product

        Returns:
            np.ndarray: the result of the kronecker product
        """

        ab = np.concatenate([a, b], axis=-1)
        kron_ab = self._kronecker_product(a=ab, b=ab)

        return kron_ab

    # Kronecker product for the variables themselves
    def _simple_kronecker_product(self, a: np.ndarray = None, **kwargs) -> np.ndarray:
        """Kronecker product with a=b

        Args:
            a (np;ndarray): first element of the Kronecker product

        Returns:
            np.ndarray: the result of the kronecker product
        """

        kron_aa = self._kronecker_product(a=a, b=a)

        return kron_aa

    # Serially constructing operators
    def _serial_operators_construction_dispatcher(
        self,
        input_chunks: list = None,
        target_chunks: list = None,
        forcing_chunks: list = None,
        D_o: np.ndarray = None,
        R_matrix: np.ndarray = None,
    ) -> (np.ndarray, np.ndarray):
        """Dispatching the batch-wise global data matrix evaluation in a serial way

        Args:
            input_chunks (List[np.ndarray]): list of input data chunks
            target_chunks (List[np.ndarray]): list of target data chunks
            D_o (np.ndarray): pre-allocated global matrix used for
                receiving the chunk-wise evaluation
            R_matrix (np.ndarray): pre-allocated residual matrix used
                for receiving the chunk-wise evaluation

        Returns:
            (np.ndarray, np.ndarray): the pair (data_matrix,
            residual_matrix) evaluated for all the chunks/batches
        """

        for ii, (i_chunk, t_chunk, f_chunk) in enumerate(
            zip(input_chunks, target_chunks, forcing_chunks)
        ):
            sys.stdout.write(
                "\rProcessing chunk {} of {}".format(ii + 1, len(input_chunks))
            )
            sys.stdout.flush()

            D_o_ii, R_matrix_ii = self._construct_operators(
                input_data=i_chunk, target_data=t_chunk, forcing_data=f_chunk
            )

            D_o += D_o_ii
            R_matrix += R_matrix_ii

        return D_o, R_matrix

    # Parallely constructing operators
    def _parallel_operators_construction_dispatcher(
        self,
        input_chunks: list = None,
        target_chunks: list = None,
        forcing_chunks: list = None,
        D_o: np.ndarray = None,
        R_matrix: np.ndarray = None,
    ) -> (np.ndarray, np.ndarray):
        """Dispatching the batch-wise global data matrix evaluation in a parallel way

        Args:
            input_chunks (List[np.ndarray]): list of input data chunks
            forcing_chunks (List[np.ndarray]): list of forcing data
                chunks
            target_chunks (List[np.ndarray]): list of target data chunks
            D_o (np.ndarray): pre-allocated global matrix used for
                receiving the chunk-wise evaluation
            R_matrix (np.ndarray): pre-allocated residual matrix used
                for receiving the chunk-wise evaluation

        Returns:
            (np.ndarray, np.ndarray): the pair (data_matrix,
            residual_matrix) evaluated for all the chunks/batches
        """

        # All the datasets list must have the same length in order to allow the compatibility and the partitions
        # between workers.
        assert len(input_chunks) == len(target_chunks) == len(forcing_chunks), (
            "All the list must have the same"
            "length, but received "
            f"{len(input_chunks)}, "
            f"{len(target_chunks)} and"
            f"{len(forcing_chunks)}"
        )

        keys = list()

        comm = MPI.COMM_WORLD
        rank = comm.Get_rank()

        n_chunks = len(input_chunks)

        if rank == 0:
            for batch_id in range(n_chunks):
                print("Preparing the batch {}".format(batch_id))

                keys.append(f"batch_{batch_id}")

        input_chunks = comm.bcast(input_chunks, root=0)
        target_chunks = comm.bcast(target_chunks, root=0)
        forcing_chunks = comm.bcast(forcing_chunks, root=0)
        keys = comm.bcast(keys, root=0)

        comm.barrier()

        kwargs = {
            "input_chunks": input_chunks,
            "target_chunks": target_chunks,
            "forcing_chunks": forcing_chunks,
            "key": keys,
        }

        # Pipeline for executing MPI jobs for independent sub-processes
        mpi_run = PipelineMPI(
            exec=self._parallel_exec_wrapper, collect=True, show_log=self.show_log
        )

        # Fitting the model instances in parallel
        mpi_run.run(kwargs=kwargs)

        # When MPI finishes a run it outputs a dictionary containing status_dict the
        # partial result of each worker
        if mpi_run.success:
            out = mpi_run.status_dict

            values = out.values()

            # Each field in the output dictionary contains a tuple (D_0, R_matrix)
            # with the partial values of the OpInf system matrices
            D_o = sum([v[0] for v in values])
            R_matrix = sum([v[1] for v in values])

            self.success = True
        else:
            self.continuing = 0

        return D_o, R_matrix

    # Wrapper for the independent parallel process
    def _parallel_exec_wrapper(
        self,
        input_chunks: np.ndarray = None,
        target_chunks: np.ndarray = None,
        forcing_chunks: list = None,
        key: str = None,
    ) -> dict:
        D_o_ii, R_matrix_ii = self._construct_operators(
            input_data=input_chunks,
            target_data=target_chunks,
            forcing_data=forcing_chunks,
        )

        return {key: [D_o_ii, R_matrix_ii]}

    def _generate_data_matrices(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
        **kwargs,
    ) -> (np.ndarray, np.ndarray):
        # If forcing_data is None, the Kronecker product is applied just for the field
        # variables, thus reducing to the no forcing term case
        # The field variables quadratic terms are used anyway.

        n_samples = input_data.shape[0]

        quadratic_input_data = self.kronecker_product(a=input_data, b=forcing_data)

        # Matrix used for including constant terms in the operator expression
        unitary_matrix = self.bias_rescale * np.ones((n_samples, 1))

        # Known data matrix (D)
        if forcing_data is not None:
            # Constructing D using purely linear forcing terms
            D = np.hstack(
                [unitary_matrix, input_data, forcing_data, quadratic_input_data]
            )

        else:
            D = np.hstack([unitary_matrix, input_data, quadratic_input_data])

        # Target data
        Res_matrix = target_data.T

        return D, Res_matrix

    # Creating datasets on disk with lazy access
    def _lazy_generate_data_matrices(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
        save_path: str = None,
        batch_size: int = None,
    ) -> (h5py.Dataset, h5py.Dataset, List[slice]):
        def batch_forcing(batch: np.ndarray = None) -> np.ndarray:
            return forcing_data[batch]

        def pass_forcing(*args) -> np.ndarray:
            return None

        if forcing_data is None:
            handle_forcing = pass_forcing
        else:
            handle_forcing = batch_forcing

        if save_path is None:
            save_path = self.tmp_data_path

        filename = os.path.join(save_path, "data_matrices.hdf5")
        f = h5py.File(filename, mode="w")

        Ddset = f.create_dataset("D", shape=tuple(self.D_matrix_dim), dtype="f")
        Rdset = f.create_dataset(
            "Res_matrix", shape=tuple(self.Res_matrix_dim), dtype="f"
        )

        max_batches = int(self.n_samples / batch_size)
        batches = [
            slice(item[0], item[-1])
            for item in np.array_split(np.arange(0, self.n_samples, 1), max_batches)
        ]

        for batch in batches:
            # Generating the data-driven matrices
            D, Res_matrix = self._generate_data_matrices(
                input_data=input_data[batch],
                target_data=target_data[batch],
                forcing_data=handle_forcing(batch),
            )
            Ddset[batch] = D
            Rdset[batch] = Res_matrix.T

        return Ddset, Rdset, batches, filename

    # Direct construction
    def _construct_operators(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
        **kwargs,
    ) -> (np.ndarray, np.ndarray):
        # Generating the data-driven matrices
        D, Res_matrix = self._generate_data_matrices(
            input_data=input_data, target_data=target_data, forcing_data=forcing_data
        )

        # Constructing the data-driven component of the left operator
        D_o = D.T @ D

        # Constructing the right residual matrix
        R_matrix = D.T @ Res_matrix.T

        return D_o, R_matrix

    # Operators can be constructed incrementally when the dimensions are too large to
    # fit in common RAM. It also can be parallelized without major issues
    def _incremental_construct_operators(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
        batch_size: int = None,
    ) -> (np.ndarray, np.ndarray):
        D_o = np.zeros(
            (
                self.n_linear_terms + self.n_quadratic_inputs,
                self.n_linear_terms + self.n_quadratic_inputs,
            )
        )

        R_matrix = np.zeros(
            (self.n_linear_terms + self.n_quadratic_inputs, self.n_outputs)
        )

        n_samples = input_data.shape[0]
        n_chunks = int(n_samples / batch_size)

        input_chunks = np.array_split(input_data, n_chunks, axis=0)
        target_chunks = np.array_split(target_data, n_chunks, axis=0)

        if forcing_data is not None:
            forcing_chunks = np.array_split(forcing_data, n_chunks, axis=0)
        else:
            forcing_chunks = n_chunks * [None]

        # The incremental dispatcher can be serial or parallel.
        D_o, R_matrix = self.dispatcher(
            input_chunks=input_chunks,
            target_chunks=target_chunks,
            forcing_chunks=forcing_chunks,
            D_o=D_o,
            R_matrix=R_matrix,
        )

        return D_o, R_matrix

    def _builtin_jacobian(self, x):
        return self.A_hat + (self.K_op @ x.T)

    def _external_jacobian(self, x):
        return self.jacobian_op(x)

    def _get_H_hat_column_position(self, i: int, j: int) -> Union[int, None]:
        jj = j - i

        return int((i / 2) * (2 * self.n_inputs + 1 - i) + jj)

    def _define_H_hat_coefficient_function(self, k: int, l: int, n: int, m: int):
        if m is not None:
            H_coeff = self.H_hat[k, m]
        else:
            H_coeff = 0

        if n == l:
            H_term = 2 * H_coeff
        else:
            H_term = H_coeff

        self.K_op[k, l, n] = H_term

    # Constructing a tensor for evaluating Jacobians
    def construct_K_op(self, op: callable = None) -> None:
        # Vector versions of the index functions
        get_H_hat_column_position = np.vectorize(self._get_H_hat_column_position)
        define_H_hat_coefficient_function = np.vectorize(
            self._define_H_hat_coefficient_function
        )

        if hasattr(self, "n_outputs") is False:
            self.n_outputs = self.n_inputs

        if op is None:
            self.K_op = np.zeros((self.n_outputs, self.n_inputs, self.n_inputs))
            K = np.zeros((self.n_outputs, self.n_inputs, self.n_inputs))

            for k in range(self.n_outputs):
                K[k, ...] = k

            K = K.astype(int)

            ll = np.arange(0, self.n_inputs, 1).astype(int)
            nn = np.arange(0, self.n_inputs, 1).astype(int)

            L, N = np.meshgrid(ll, nn, indexing="ij")

            M_ = get_H_hat_column_position(L, N)

            M_u = np.triu(M_)
            M = (M_u + M_u.T - M_u.diagonal() * np.eye(self.n_inputs)).astype(int)

            define_H_hat_coefficient_function(K, L, N, M)

            self.jacobian = self._builtin_jacobian

        else:
            self.jacobian_op = op

            self.jacobian = self._external_jacobian

    # Constructing the basic setup
    def construct(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
    ) -> None:
        # Collecting information dimensional information from the datasets
        if (
            isinstance(input_data, np.ndarray)
            == isinstance(target_data, np.ndarray)
            == True
        ):
            assert len(input_data.shape) == len(target_data.shape) == 2, (
                "The input and target data, "
                "must be two-dimensional but received shapes"
                f" {input_data.shape} and {target_data.shape}"
            )
            self.n_samples = input_data.shape[0]

            # When there are forcing variables there are extra operators in the model
            if self.forcing is not None:
                assert (
                    forcing_data is not None
                ), "If the forcing terms are used, forcing data must be provided."

                assert len(forcing_data.shape) == 2, (
                    "The forcing data must be two-dimensional,"
                    f" but received shape {forcing_data.shape}"
                )

                assert (
                    input_data.shape[0] == target_data.shape[0] == forcing_data.shape[0]
                ), (
                    "The number of samples is not the same for all the sets with"
                    f"{input_data.shape[0]}, {target_data.shape[0]} and {forcing_data.shape[0]}."
                )

                self.n_forcing_inputs = forcing_data.shape[1]
            # For no forcing cases, the classical form is adopted
            else:
                print("Forcing terms are not being used.")
                assert input_data.shape[0] == target_data.shape[0], (
                    "The number of samples is not the same for all the sets with"
                    f"{input_data.shape[0]} and {target_data.shape[0]}"
                )

            # Number of inputs or degrees of freedom
            self.n_inputs = input_data.shape[1]
            self.n_outputs = target_data.shape[1]

        # When no dataset is provided to fit, it is necessary directly setting up the dimension values
        elif (
            isinstance(input_data, np.ndarray)
            == isinstance(target_data, np.ndarray)
            == False
        ):
            assert self.n_inputs != None and self.n_outputs != None, (
                "It is necessary to provide some" " value to n_inputs and n_outputs"
            )

        else:
            raise Exception(
                "There is no way for executing the system construction"
                " if no dataset or dimension is provided."
            )

        # Defining parameters for the Kronecker product
        if (self.forcing is None) or (self.forcing == "linear"):
            # Getting the upper component indices of a symmetric matrix
            self.i_u, self.j_u = np.triu_indices(self.n_inputs)
            self.n_quadratic_inputs = self.i_u.shape[0]

        # When the forcing interaction is 'nonlinear', there operator H_hat is extended
        elif self.forcing == "nonlinear":
            # Getting the upper component indices of a symmetric matrix
            self.i_u, self.j_u = np.triu_indices(self.n_inputs + self.n_forcing_inputs)
            self.n_quadratic_inputs = self.i_u.shape[0]

        else:
            print(f"The option {self.forcing} is not allowed for the forcing kind.")

        # Number of linear terms
        if forcing_data is not None:
            self.n_forcing_inputs = forcing_data.shape[1]
            self.n_linear_terms = 1 + self.n_inputs + self.n_forcing_inputs
        else:
            self.n_linear_terms = 1 + self.n_inputs

        self.raw_model = False

    # Evaluating the model operators
    def fit(
        self,
        input_data: np.ndarray = None,
        target_data: np.ndarray = None,
        forcing_data: np.ndarray = None,
        batch_size: int = None,
        Lambda: np.ndarray = None,
        continuing: Optional[bool] = True,
        fit_partial: Optional[bool] = False,
        force_lazy_access: Optional[bool] = False,
        k_svd: Optional[int] = None,
        save_path: Optional[str] = None,
    ) -> None:
        """Solving an Operator Inference system from large dataset

        Args:
            input_data (np.ndarray): dataset for the input data
            target_data (np.ndarray): dataset for the target data
            forcing_data (np.ndarray): dataset for the forcing data
            batch_size (int): size of the batch used for creating the
                global system matrices
            Lambda (np.ndarray): customized regularization matrix
        """

        if type(self.solver) == str:
            self.construct(
                input_data=input_data,
                target_data=target_data,
                forcing_data=forcing_data,
            )

            # Constructing the system operators
            if self.solver_nature == "memory":
                # This operation can require a large memory footprint, so it also can be executed
                # in chunks and, eventually, in parallel.

                if isinstance(batch_size, int):
                    construct_operators = self._incremental_construct_operators
                else:
                    construct_operators = self._construct_operators

                if self.D_o is None and self.R_matrix is None:
                    D_o, R_matrix = construct_operators(
                        input_data=input_data,
                        target_data=target_data,
                        forcing_data=forcing_data,
                        batch_size=batch_size,
                    )
                    self.D_o = D_o
                    self.R_matrix = R_matrix

                if (
                    type(self.D_o) == np.ndarray
                    and type(self.R_matrix) == np.ndarray
                    and fit_partial is True
                ):
                    D_o, R_matrix = construct_operators(
                        input_data=input_data,
                        target_data=target_data,
                        forcing_data=forcing_data,
                        batch_size=batch_size,
                    )
                    self.D_o += D_o
                    self.R_matrix += R_matrix
                else:
                    D_o = self.D_o
                    R_matrix = self.R_matrix
                    self.continuing = 1

                # If just system matrices, D_o and R_matrix are desired, the execution can be interrupted
                # here.
                if self.continuing and continuing is not False:
                    # Regularization operator
                    if Lambda is None:
                        Lambda = np.ones(self.n_linear_terms + self.n_quadratic_inputs)
                        Lambda[: self.n_linear_terms] = self.lambda_linear
                        Lambda[self.n_linear_terms :] = self.lambda_quadratic
                    else:
                        print("Using an externally defined Lambda vector.")

                    Gamma = Lambda * np.eye(
                        self.n_linear_terms + self.n_quadratic_inputs
                    )

                    # Left operator
                    L_operator = D_o + Gamma.T @ Gamma

                    # Solving the linear system via least squares
                    print("Solving linear system ...")

                    if self._is_symmetric(L_operator) and self.solver is None:
                        print("L_operator is symmetric.")
                        solution = solve(L_operator, R_matrix, assume_a="sym")
                    elif self.solver == "pinv_close":
                        D_o_pinv = np.linalg.pinv(D_o)
                        solution = D_o_pinv @ R_matrix
                    else:
                        solution = np.linalg.lstsq(L_operator, R_matrix, rcond=None)[0]

                    # Setting up the employed matrix operators
                    self.set_operators(global_matrix=solution)

            # It corresponds to the case 'lazy' in which data is temporally stored on disk.
            # In case of using the Moore-Penrose pseudo-inverse it is necessary
            # to store the entire data matrices in order to solve the undetermined system
            else:
                if self.check_fits_in_memory == "global" and force_lazy_access is False:
                    D, Res_matrix = self._generate_data_matrices(
                        input_data=input_data,
                        target_data=target_data,
                        forcing_data=forcing_data,
                    )

                    D_pinv = np.linalg.pinv(D)
                    solution = D_pinv @ Res_matrix.T

                else:
                    if force_lazy_access is True:
                        print("The batchwise execution is being forced.")

                    assert (
                        batch_size is not None
                    ), f"It is necessary to define batch_size but received {batch_size}."
                    (
                        D,
                        Res_matrix,
                        batches,
                        filename,
                    ) = self._lazy_generate_data_matrices(
                        input_data=input_data,
                        target_data=target_data,
                        forcing_data=forcing_data,
                        save_path=save_path,
                        batch_size=batch_size,
                    )
                    if k_svd is None:
                        k_svd = self.n_inputs

                    pinv = CompressedPinv(
                        D=D, chunks=(batch_size, self.n_inputs), k=k_svd
                    )
                    solution = pinv(Y=Res_matrix, batches=batches)

                    # Removing the file stored in disk
                    os.remove(filename)

                # Setting up the employed matrix operators
                self.set_operators(global_matrix=solution)

        elif callable(self.solver):
            warnings.warn("Iterative solvers are not currently supported.")
            warnings.warn("Finishing fitting process without modifications.")

        else:
            raise Exception(
                f"The option {type(self.solver)} is not suported.\
                            it must be callable or str."
            )

        print("Fitting process concluded.")

    # Making residual evaluations using the trained operator without forcing terms
    def _eval(self, input_data: np.ndarray = None) -> np.ndarray:
        # If forcing_data is None, the Kronecker product is applied just for the field
        # variables, thus reducing to the no forcing term case
        quadratic_input_data = self.kronecker_product(a=input_data)

        output = input_data @ self.A_hat.T
        output += quadratic_input_data @ self.H_hat.T
        output += self.c_hat.T

        return output

    # Making residual evaluations using the trained operator with forcing terms
    def _eval_forcing(
        self, input_data: np.ndarray = None, forcing_data: np.ndarray = None
    ) -> np.ndarray:
        # If forcing_data is None, the Kronecker product is applied just for the field
        # variables, thus reducing to the no forcing term case
        quadratic_input_data = self.kronecker_product(a=input_data, b=forcing_data)

        output = input_data @ self.A_hat.T
        output += quadratic_input_data @ self.H_hat.T
        output += forcing_data @ self.B_hat.T
        output += self.c_hat.T

        return output

    def eval(self, input_data: np.ndarray = None, **kwargs) -> np.ndarray:
        """Evaluating using the trained model

        Args:
            input_data (np.ndarray): array containing the input data

        Returns:
            np.ndarray: output evaluation using the trained model
        """

        return self.eval_op(input_data=input_data, **kwargs)

    # Saving to disk the complete model
    def save(self, save_path: str = None, model_name: str = None) -> None:
        """Complete saving

        Args:
            save_path (str): path to the saving directory
            model_name (str): name for the model

        Returns:
            nothing
        """

        path = os.path.join(save_path, model_name + ".pkl")
        try:
            with open(path, "wb") as fp:
                pickle.dump(self, fp, protocol=4)
        except Exception as e:
            print(e, e.args)

    # Saving to disk a lean version of the model
    def lean_save(self, save_path: str = None, model_name: str = None) -> None:
        """Lean saving

        Args:
            save_path (str): path to the saving directory
            model_name (str): name for the model

        Returns:
            nothing
        """

        # Parameters to be removed in a lean version of the model
        black_list = ["D_o", "R_matrix"]

        path = os.path.join(save_path, model_name + ".pkl")

        self_copy = deepcopy(self)

        for item in black_list:
            del self_copy.__dict__[item]

        try:
            with open(path, "wb") as fp:
                pickle.dump(self_copy, fp, protocol=4)
        except Exception as e:
            print(e, e.args)

D_matrix_dim: np.ndarray property #

The dimension of the data matrix

O_hat: np.ndarray property #

The concatenation of all the coefficients matrices

Res_matrix_dim: np.ndarray property #

The dimension of the right-hand side residual matrix

check_fits_in_memory: str property #

It checks if the data matrices, D and Res_matrix, can fit on memory

Returns:

Name Type Description
str str

the method for dealing with the data matrix, 'batch-

str

wise' or 'global'

m_indices: list property #

Indices for the non-repeated observables in the Kronecker product output

solver_nature: str property #

It classifies the solver used in 'lazy' (when data is stored on disk) and 'memory' (when data is all allocated in memory)

Returns:

Name Type Description
str str

the solver classification

__init__(forcing=None, bias_rescale=1, solver='lstsq', parallel=None, show_log=False, engine='numpy') #

Operator Inference (OpInf)

Parameters:

Name Type Description Default
forcing str

the kind of forcing to be used, 'linear' or 'nonlinear'

None
bias_rescale float

factor for rescaling the linear coefficients (c_hat)

1
solver Union[str, callable]

solver to be used for solving the global system, e. g. 'lstsq'.

'lstsq'
parallel str

the kind of parallelism to be used (currently, 'mpi' or None)

None
engine str

the engine to be used for constructing the global system (currently just 'numpy')

'numpy'

Returns:

Type Description
None

nothing

Source code in simulai/regression/_opinf.py
 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
def __init__(
    self,
    forcing: str = None,
    bias_rescale: float = 1,
    solver: Union[str, callable] = "lstsq",
    parallel: Union[str, None] = None,
    show_log: bool = False,
    engine: str = "numpy",
) -> None:
    """Operator Inference (OpInf)

    Args:
        forcing (str): the kind of forcing to be used, 'linear' or
            'nonlinear'
        bias_rescale (float): factor for rescaling the linear
            coefficients (c_hat)
        solver (Union[str, callable]): solver to be used for solving
            the global system, e. g. 'lstsq'.
        parallel (str): the kind of parallelism to be used
            (currently, 'mpi' or None)
        engine (str): the engine to be used for constructing the
            global system (currently just 'numpy')

    Returns:
        nothing
    """

    # forcing is chosen among (None, 'linear', 'nonlinear')
    self.forcing = forcing
    self.bias_rescale = bias_rescale
    self.solver = solver
    self.parallel = parallel
    self.show_log = show_log
    self.engine = engine

    if self.forcing is not None:
        self.eval_op = self._eval_forcing
    else:
        self.eval_op = self._eval

    if self.forcing == "nonlinear":
        self.kronecker_product = self._augmented_kronecker_product
    else:
        self.kronecker_product = self._simple_kronecker_product

    if self.parallel == None:
        self.dispatcher = self._serial_operators_construction_dispatcher
    elif self.parallel == "mpi":
        if MPI_GLOBAL_AVAILABILITY == True:
            self.dispatcher = self._parallel_operators_construction_dispatcher
        else:
            raise Exception(
                "Trying to execute a MPI job but there is no MPI distribution available."
            )
    else:
        raise Exception(
            f"The option {self.parallel} for parallel is not valid. It must be None or mpi"
        )

    self.lambda_linear = 0
    self.lambda_quadratic = 0

    self.n_inputs = None
    self.n_outputs = None
    self.n_samples = None
    self.n_quadratic_inputs = None
    self.n_forcing_inputs = 0

    self.jacobian = None
    self.jacobian_op = None

    self.D_o = None
    self.R_matrix = None

    # OpInf adjustable operators
    self.c_hat = None  # Bias
    self.A_hat = None  # Coefficients for the linear field variable terms
    self.H_hat = None  # Coefficients for the nonlinear quadratic terms
    self.B_hat = None  # Coefficients for the linear forcing terms

    self.success = None
    self.continuing = 1

    self.raw_model = True
    self.tmp_data_path = "/tmp"

eval(input_data=None, **kwargs) #

Evaluating using the trained model

Parameters:

Name Type Description Default
input_data ndarray

array containing the input data

None

Returns:

Type Description
ndarray

np.ndarray: output evaluation using the trained model

Source code in simulai/regression/_opinf.py
952
953
954
955
956
957
958
959
960
961
962
def eval(self, input_data: np.ndarray = None, **kwargs) -> np.ndarray:
    """Evaluating using the trained model

    Args:
        input_data (np.ndarray): array containing the input data

    Returns:
        np.ndarray: output evaluation using the trained model
    """

    return self.eval_op(input_data=input_data, **kwargs)

fit(input_data=None, target_data=None, forcing_data=None, batch_size=None, Lambda=None, continuing=True, fit_partial=False, force_lazy_access=False, k_svd=None, save_path=None) #

Solving an Operator Inference system from large dataset

Parameters:

Name Type Description Default
input_data ndarray

dataset for the input data

None
target_data ndarray

dataset for the target data

None
forcing_data ndarray

dataset for the forcing data

None
batch_size int

size of the batch used for creating the global system matrices

None
Lambda ndarray

customized regularization matrix

None
Source code in simulai/regression/_opinf.py
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
def fit(
    self,
    input_data: np.ndarray = None,
    target_data: np.ndarray = None,
    forcing_data: np.ndarray = None,
    batch_size: int = None,
    Lambda: np.ndarray = None,
    continuing: Optional[bool] = True,
    fit_partial: Optional[bool] = False,
    force_lazy_access: Optional[bool] = False,
    k_svd: Optional[int] = None,
    save_path: Optional[str] = None,
) -> None:
    """Solving an Operator Inference system from large dataset

    Args:
        input_data (np.ndarray): dataset for the input data
        target_data (np.ndarray): dataset for the target data
        forcing_data (np.ndarray): dataset for the forcing data
        batch_size (int): size of the batch used for creating the
            global system matrices
        Lambda (np.ndarray): customized regularization matrix
    """

    if type(self.solver) == str:
        self.construct(
            input_data=input_data,
            target_data=target_data,
            forcing_data=forcing_data,
        )

        # Constructing the system operators
        if self.solver_nature == "memory":
            # This operation can require a large memory footprint, so it also can be executed
            # in chunks and, eventually, in parallel.

            if isinstance(batch_size, int):
                construct_operators = self._incremental_construct_operators
            else:
                construct_operators = self._construct_operators

            if self.D_o is None and self.R_matrix is None:
                D_o, R_matrix = construct_operators(
                    input_data=input_data,
                    target_data=target_data,
                    forcing_data=forcing_data,
                    batch_size=batch_size,
                )
                self.D_o = D_o
                self.R_matrix = R_matrix

            if (
                type(self.D_o) == np.ndarray
                and type(self.R_matrix) == np.ndarray
                and fit_partial is True
            ):
                D_o, R_matrix = construct_operators(
                    input_data=input_data,
                    target_data=target_data,
                    forcing_data=forcing_data,
                    batch_size=batch_size,
                )
                self.D_o += D_o
                self.R_matrix += R_matrix
            else:
                D_o = self.D_o
                R_matrix = self.R_matrix
                self.continuing = 1

            # If just system matrices, D_o and R_matrix are desired, the execution can be interrupted
            # here.
            if self.continuing and continuing is not False:
                # Regularization operator
                if Lambda is None:
                    Lambda = np.ones(self.n_linear_terms + self.n_quadratic_inputs)
                    Lambda[: self.n_linear_terms] = self.lambda_linear
                    Lambda[self.n_linear_terms :] = self.lambda_quadratic
                else:
                    print("Using an externally defined Lambda vector.")

                Gamma = Lambda * np.eye(
                    self.n_linear_terms + self.n_quadratic_inputs
                )

                # Left operator
                L_operator = D_o + Gamma.T @ Gamma

                # Solving the linear system via least squares
                print("Solving linear system ...")

                if self._is_symmetric(L_operator) and self.solver is None:
                    print("L_operator is symmetric.")
                    solution = solve(L_operator, R_matrix, assume_a="sym")
                elif self.solver == "pinv_close":
                    D_o_pinv = np.linalg.pinv(D_o)
                    solution = D_o_pinv @ R_matrix
                else:
                    solution = np.linalg.lstsq(L_operator, R_matrix, rcond=None)[0]

                # Setting up the employed matrix operators
                self.set_operators(global_matrix=solution)

        # It corresponds to the case 'lazy' in which data is temporally stored on disk.
        # In case of using the Moore-Penrose pseudo-inverse it is necessary
        # to store the entire data matrices in order to solve the undetermined system
        else:
            if self.check_fits_in_memory == "global" and force_lazy_access is False:
                D, Res_matrix = self._generate_data_matrices(
                    input_data=input_data,
                    target_data=target_data,
                    forcing_data=forcing_data,
                )

                D_pinv = np.linalg.pinv(D)
                solution = D_pinv @ Res_matrix.T

            else:
                if force_lazy_access is True:
                    print("The batchwise execution is being forced.")

                assert (
                    batch_size is not None
                ), f"It is necessary to define batch_size but received {batch_size}."
                (
                    D,
                    Res_matrix,
                    batches,
                    filename,
                ) = self._lazy_generate_data_matrices(
                    input_data=input_data,
                    target_data=target_data,
                    forcing_data=forcing_data,
                    save_path=save_path,
                    batch_size=batch_size,
                )
                if k_svd is None:
                    k_svd = self.n_inputs

                pinv = CompressedPinv(
                    D=D, chunks=(batch_size, self.n_inputs), k=k_svd
                )
                solution = pinv(Y=Res_matrix, batches=batches)

                # Removing the file stored in disk
                os.remove(filename)

            # Setting up the employed matrix operators
            self.set_operators(global_matrix=solution)

    elif callable(self.solver):
        warnings.warn("Iterative solvers are not currently supported.")
        warnings.warn("Finishing fitting process without modifications.")

    else:
        raise Exception(
            f"The option {type(self.solver)} is not suported.\
                        it must be callable or str."
        )

    print("Fitting process concluded.")

lean_save(save_path=None, model_name=None) #

Lean saving

Parameters:

Name Type Description Default
save_path str

path to the saving directory

None
model_name str

name for the model

None

Returns:

Type Description
None

nothing

Source code in simulai/regression/_opinf.py
 984
 985
 986
 987
 988
 989
 990
 991
 992
 993
 994
 995
 996
 997
 998
 999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
def lean_save(self, save_path: str = None, model_name: str = None) -> None:
    """Lean saving

    Args:
        save_path (str): path to the saving directory
        model_name (str): name for the model

    Returns:
        nothing
    """

    # Parameters to be removed in a lean version of the model
    black_list = ["D_o", "R_matrix"]

    path = os.path.join(save_path, model_name + ".pkl")

    self_copy = deepcopy(self)

    for item in black_list:
        del self_copy.__dict__[item]

    try:
        with open(path, "wb") as fp:
            pickle.dump(self_copy, fp, protocol=4)
    except Exception as e:
        print(e, e.args)

save(save_path=None, model_name=None) #

Complete saving

Parameters:

Name Type Description Default
save_path str

path to the saving directory

None
model_name str

name for the model

None

Returns:

Type Description
None

nothing

Source code in simulai/regression/_opinf.py
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
def save(self, save_path: str = None, model_name: str = None) -> None:
    """Complete saving

    Args:
        save_path (str): path to the saving directory
        model_name (str): name for the model

    Returns:
        nothing
    """

    path = os.path.join(save_path, model_name + ".pkl")
    try:
        with open(path, "wb") as fp:
            pickle.dump(self, fp, protocol=4)
    except Exception as e:
        print(e, e.args)

set(**kwargs) #

Setting up extra parameters (as regularization terms)

Parameters:

Name Type Description Default
**kwargs dict

dictionary containing extra parameters

{}

Returns:

Type Description

nothing

Source code in simulai/regression/_opinf.py
206
207
208
209
210
211
212
213
214
215
216
217
def set(self, **kwargs):
    """Setting up extra parameters (as regularization terms)

    Args:
        **kwargs (dict): dictionary containing extra parameters

    Returns:
        nothing
    """

    for key, value in kwargs.items():
        setattr(self, key, value)

set_operators(global_matrix=None) #

Setting up each operator using the global system solution

Parameters:

Name Type Description Default
global_matrix ndarray

the solution of the global system

None

Returns:

Type Description
None

nothing

Source code in simulai/regression/_opinf.py
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
def set_operators(self, global_matrix: np.ndarray = None) -> None:
    """Setting up each operator using the global system solution

    Args:
        global_matrix (np.ndarray): the solution of the global
            system

    Returns:
        nothing
    """
    if self.n_inputs == None and self.n_outputs == None:
        self.n_inputs = self.n_outputs = global_matrix.shape[1]

    if self.raw_model == True:
        self.construct()

    if self.forcing is not None:
        self.c_hat = global_matrix[:1].T
        self.A_hat = global_matrix[1 : self.n_inputs + 1].T
        self.B_hat = global_matrix[
            self.n_inputs + 1 : self.n_inputs + 1 + self.n_forcing_inputs
        ].T
        self.H_hat = global_matrix[self.n_inputs + 1 + self.n_forcing_inputs :].T
    else:
        self.c_hat = global_matrix[:1].T
        self.A_hat = global_matrix[1 : self.n_inputs + 1].T
        self.H_hat = global_matrix[self.n_inputs + 1 :].T