tsgGridSequence.hpp

/*
 * 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,
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#ifndef __TASMANIAN_SPARSE_GRID_GLOBAL_NESTED_HPP
#define __TASMANIAN_SPARSE_GRID_GLOBAL_NESTED_HPP
 
#include "tsgGridCore.hpp"
 
namespace TasGrid{
 
#ifndef __TASMANIAN_DOXYGEN_SKIP
class GridSequence : public BaseCanonicalGrid{
public:
    GridSequence(AccelerationContext const *acc) : BaseCanonicalGrid(acc), rule(rule_none){}
    friend struct GridReaderVersion5<GridSequence>;
    GridSequence(AccelerationContext const *acc, const GridSequence *seq, int ibegin, int iend);
    GridSequence(AccelerationContext const *acc, int cnum_dimensions, int cnum_outputs, int depth, TypeDepth type, TypeOneDRule crule, const std::vector<int> &anisotropic_weights, const std::vector<int> &level_limits);
    GridSequence(AccelerationContext const *acc, int cnum_dimensions, int depth, TypeDepth type, TypeOneDRule crule, const std::vector<int> &anisotropic_weights, const std::vector<int> &level_limits);
    GridSequence(AccelerationContext const *acc, MultiIndexSet &&pset, int cnum_outputs, TypeOneDRule crule);
    ~GridSequence() = default;
 
    bool isSequence() const override{ return true; }
 
    void write(std::ostream &os, bool iomode) const override{ if (iomode == mode_ascii) write<mode_ascii>(os); else write<mode_binary>(os); }
 
    template<bool iomode> void write(std::ostream &os) const;
 
    void updateGrid(int depth, TypeDepth type, const std::vector<int> &anisotropic_weights, const std::vector<int> &level_limits);
 
    TypeOneDRule getRule() const override{ return rule; }
 
    void getLoadedPoints(double *x) const override;
    void getNeededPoints(double *x) const override;
    void getPoints(double *x) const override; // returns the loaded points unless no points are loaded, then returns the needed points
 
    void getQuadratureWeights(double weights[]) const override;
    void getInterpolationWeights(const double x[], double weights[]) const override;
    void getDifferentiationWeights(const double x[], double weights[]) const override;
 
    void loadNeededValues(const double *vals) override;
 
    void evaluate(const double x[], double y[]) const override;
    void integrate(double q[], double *conformal_correction) const override;
    void differentiate(const double x[], double jacobian[]) const override;
 
    void evaluateBatch(const double x[], int num_x, double y[]) const override;
 
    void evaluateBatchGPU(const double gpu_x[], int cpu_num_x, double gpy_y[]) const override;
    void evaluateHierarchicalFunctionsGPU(const double x[], int num_x, double y[]) const override;
    void evaluateBatchGPU(const float gpu_x[], int cpu_num_x, float gpy_y[]) const override;
    template<typename T> void evaluateBatchGPUtempl(const T gpu_x[], int cpu_num_x, T gpy_y[]) const;
    void evaluateHierarchicalFunctionsGPU(const float gpu_x[], int num_x, float gpu_y[]) const override;
 
    void evaluateHierarchicalFunctions(const double x[], int num_x, double y[]) const override;
 
    void estimateAnisotropicCoefficients(TypeDepth type, int output, std::vector<int> &weights) const;
    void setAnisotropicRefinement(TypeDepth type, int min_growth, int output, const std::vector<int> &level_limits);
    void setSurplusRefinement(double tolerance, int output, const std::vector<int> &level_limits);
    void clearRefinement() override;
    void mergeRefinement() override;
 
    void beginConstruction() override;
    void writeConstructionData(std::ostream &ofs, bool) const override;
    void readConstructionData(std::istream &ifs, bool) override;
    std::vector<double> getCandidateConstructionPoints(TypeDepth type, const std::vector<int> &weights, const std::vector<int> &level_limits);
    std::vector<double> getCandidateConstructionPoints(TypeDepth type, int output, const std::vector<int> &level_limits);
    std::vector<double> getCandidateConstructionPoints(std::function<double(const int *)> getTensorWeight, const std::vector<int> &level_limits);
    void loadConstructedPoint(const double x[], const std::vector<double> &y) override;
    void loadConstructedPoint(const double x[], int numx, const double y[]) override;
    void finishConstruction() override;
 
    void setHierarchicalCoefficients(const double c[]) override;
    void integrateHierarchicalFunctions(double integrals[]) const override;
 
    std::vector<int> getPolynomialSpace(bool interpolation) const;
 
    const double* getSurpluses() const;
 
    void updateAccelerationData(AccelerationContext::ChangeType change) const override;
 
    double getNode(int i) const{ return nodes[i]; }
 
protected:
    void evalHierarchicalFunctions(const double x[], double fvalues[]) const;

    void prepareSequence(int num_external);
    std::vector<double> cacheBasisIntegrals() const;
 
    template<typename T>
    std::vector<std::vector<T>> cacheBasisValues(const T x[]) const{
        std::vector<std::vector<T>> cache(num_dimensions);
        for(int j=0; j<num_dimensions; j++){
            cache[j].resize(max_levels[j] + 1);
            T b = 1.0;
            T this_x = x[j];
            cache[j][0] = b;
            for(int i=0; i<max_levels[j]; i++){
                b *= (this_x - nodes[i]);
                cache[j][i+1] = b;
            }
            for(int i=1; i<=max_levels[j]; i++){
                cache[j][i] /= coeff[i];
            }
        }
        return cache;
    }
 
    template<typename T>
    std::vector<std::vector<T>> cacheBasisDerivatives(const T x[]) const {
        std::vector<std::vector<T>> cache(num_dimensions);
        for(int j=0; j<num_dimensions; j++){
            cache[j].resize(max_levels[j] + 1);
            T this_x = x[j];
            T b = 1.0;
            T s = 1.0;
            cache[j][0] = 0.0;
            if (max_levels[j] > 0) cache[j][1] = 1.0 / coeff[1];
            for(int i=2; i <= max_levels[j]; i++){
                s *= (this_x - nodes[i-1]);
                b *= (this_x - nodes[i-2]);
                s += b;
                cache[j][i] = s / coeff[i];
            }
        }
        return cache;
    }
 
    std::vector<int> getMultiIndex(const double x[]);
    void expandGrid(const std::vector<int> &point, const std::vector<double> &values, const std::vector<double> &surplus);
    void loadConstructedPoints();
    void recomputeSurpluses();
    template<int mode> void applyTransformationTransposed(double weights[]) const;
 
    double evalBasis(const int f[], const int p[]) const; // evaluate function corresponding to f at p
 
    void clearGpuNodes() const;
    void clearGpuSurpluses() const;
 
private:
    TypeOneDRule rule;
 
    Data2D<double> surpluses;
    std::vector<double> nodes;
    std::vector<double> coeff;
 
    std::vector<int> max_levels;
 
    std::unique_ptr<SimpleConstructData> dynamic_values;
 
    // specialize below for the float case
    std::unique_ptr<CudaSequenceData<double>>& getGpuCacheOverload(double) const{ return gpu_cache; }
    std::unique_ptr<CudaSequenceData<float>>& getGpuCacheOverload(float) const{ return gpu_cachef; }
    template<typename T> std::unique_ptr<CudaSequenceData<T>>& getGpuCache() const{
        return getGpuCacheOverload(static_cast<T>(0.0));
    }
    template<typename T>
    void loadGpuNodes() const{
        auto& ccache = getGpuCache<T>();
        if (!ccache) ccache = Utils::make_unique<CudaSequenceData<T>>();
        if (!ccache->num_nodes.empty()) return;
 
        ccache->nodes.load(acceleration, nodes);
        ccache->coeff.load(acceleration, coeff);
 
        std::vector<int> num_nodes(num_dimensions);
        std::transform(max_levels.begin(), max_levels.end(), num_nodes.begin(), [](int i)->int{ return i+1; });
        ccache->num_nodes.load(acceleration, num_nodes);
 
        const MultiIndexSet *work = (points.empty()) ? &needed : &points;
        int num_points = work->getNumIndexes();
        Data2D<int> transpoints(work->getNumIndexes(), num_dimensions);
        for(int i=0; i<num_points; i++){
            for(int j=0; j<num_dimensions; j++){
                transpoints.getStrip(j)[i] = work->getIndex(i)[j];
            }
        }
        ccache->points.load(acceleration, transpoints.begin(), transpoints.end());
    }
    template<typename T> void loadGpuSurpluses() const{
        auto& ccache = getGpuCache<T>();
        if (!ccache) ccache = Utils::make_unique<CudaSequenceData<T>>();
        if (ccache->surpluses.empty()) ccache->surpluses.load(acceleration, surpluses.begin(), surpluses.end());
    }
    mutable std::unique_ptr<CudaSequenceData<double>> gpu_cache;
    mutable std::unique_ptr<CudaSequenceData<float>> gpu_cachef;
};
 
// Old version reader
template<> struct GridReaderVersion5<GridSequence>{
    template<typename iomode> static std::unique_ptr<GridSequence> read(AccelerationContext const *acc, std::istream &is){
        std::unique_ptr<GridSequence> grid = Utils::make_unique<GridSequence>(acc);
 
        grid->num_dimensions = IO::readNumber<iomode, int>(is);
        grid->num_outputs = IO::readNumber<iomode, int>(is);
        grid->rule = IO::readRule<iomode>(is);
 
        if (IO::readFlag<iomode>(is)) grid->points = MultiIndexSet(is, iomode());
        if (IO::readFlag<iomode>(is)) grid->needed = MultiIndexSet(is, iomode());
 
        if (IO::readFlag<iomode>(is))
            grid->surpluses = IO::readData2D<iomode, double>(is, grid->num_outputs, grid->points.getNumIndexes());
 
        if (grid->num_outputs > 0) grid->values = StorageSet(is, iomode());
 
        grid->prepareSequence(0);
 
        return grid;
    }
};
#endif // __TASMANIAN_DOXYGEN_SKIP
 
}
 
#endif