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organize and update convolutions #62

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12 changes: 7 additions & 5 deletions Manifest.toml
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@

julia_version = "1.11.1"
manifest_format = "2.0"
project_hash = "7b213f9da7628bbc0245f8ee42e7bb7f64e5ca6c"
project_hash = "23ef8814b2d710e68611e0eb07933c2a7150191a"

[[deps.AbstractFFTs]]
deps = ["LinearAlgebra"]
Expand All @@ -20,9 +20,9 @@ version = "1.5.0"

[[deps.Adapt]]
deps = ["LinearAlgebra", "Requires"]
git-tree-sha1 = "d80af0733c99ea80575f612813fa6aa71022d33a"
git-tree-sha1 = "50c3c56a52972d78e8be9fd135bfb91c9574c140"
uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
version = "4.1.0"
version = "4.1.1"

[deps.Adapt.extensions]
AdaptStaticArraysExt = "StaticArrays"
Expand All @@ -49,15 +49,16 @@ version = "1.1.2"

[[deps.ArrayInterface]]
deps = ["Adapt", "LinearAlgebra"]
git-tree-sha1 = "3640d077b6dafd64ceb8fd5c1ec76f7ca53bcf76"
git-tree-sha1 = "d60a1922358aa203019b7857a2c8c37329b8736c"
uuid = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
version = "7.16.0"
version = "7.17.0"

[deps.ArrayInterface.extensions]
ArrayInterfaceBandedMatricesExt = "BandedMatrices"
ArrayInterfaceBlockBandedMatricesExt = "BlockBandedMatrices"
ArrayInterfaceCUDAExt = "CUDA"
ArrayInterfaceCUDSSExt = "CUDSS"
ArrayInterfaceChainRulesCoreExt = "ChainRulesCore"
ArrayInterfaceChainRulesExt = "ChainRules"
ArrayInterfaceGPUArraysCoreExt = "GPUArraysCore"
ArrayInterfaceReverseDiffExt = "ReverseDiff"
Expand All @@ -71,6 +72,7 @@ version = "7.16.0"
CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
CUDSS = "45b445bb-4962-46a0-9369-b4df9d0f772e"
ChainRules = "082447d4-558c-5d27-93f4-14fc19e9eca2"
ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
GPUArraysCore = "46192b85-c4d5-4398-a991-12ede77f4527"
ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Expand Down
4 changes: 2 additions & 2 deletions Project.toml
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "BLUEs"
uuid = "b3a7f272-e305-45d1-bcf3-14d22bb67726"
authors = ["G Jake Gebbie <ggebbie@whoi.edu>"]
version = "0.2.3"
version = "0.2.4"

[deps]
AlgebraicArrays = "8af735f6-f3e5-4048-bdaa-40a2355e9eea"
Expand All @@ -16,7 +16,7 @@ Unitful = "1986cc42-f94f-5a68-af5c-568840ba703d"
UnitfulLinearAlgebra = "c14bd059-d406-4571-8f61-9bd20e53c30b"

[compat]
AlgebraicArrays = "1.0.3"
#AlgebraicArrays = "1.0.6-DEV"
DimensionalData = "0.29"
Measurements = "2"
Statistics = "1"
Expand Down
146 changes: 146 additions & 0 deletions src/convolutions.jl
Original file line number Diff line number Diff line change
@@ -0,0 +1,146 @@

"""
function convolve(x::DimArray{T},E::AbstractDimArray) where T <: Number

Take the convolution of E and x
Account for proper overlap of dimension.
Sum and take into account units.
Return an `AbstractDimArray`
"""
function convolve(x::VectorArray,E::AbstractDimArray)
tnow = last(first(rangedims(x)))
lags = first(dims(E))
vals = sum([E[ii,:] ⋅ x[Near(tnow-ll),:] for (ii,ll) in enumerate(lags)])
#(vals isa Number) ? (return DimArray([vals],first(dims(x)))) : (return DimArray(vals,first(dims(x))))
#(vals isa Number) ? (return vals) : (return DimArray(vals,first(dims(x))))
(vals isa Number) ? (return VectorArray(DimArray([vals],first(rangedims(x))))) : (return VectorArray(AlgebraicArray(vals,first(rangedims(x)))))
end
"""
function convolve(x::AbstractDimArray, E::AbstractDimArray, coeffs::UnitfulMatrix}
the `coeffs` argument signifies that x is a 3D array (i.e. >1 state variables)

this function both convolves, and linearly combines the propagated state variables
"""
# function convolve(x::AbstractDimArray,E::AbstractDimArray, coeffs::UnitfulMatrix)
# statevars = x.dims[3]
# mat = UnitfulMatrix(transpose([convolve(x[:,:,At(s)], E) for s in statevars])) * coeffs
# return getindexqty(mat, 1,1)
# end

function convolve(x::VectorArray, M::AbstractDimArray, t::Number)
lags = first(dims(M))
return sum([M[ii,:] ⋅ x[Near(t-ll),:] for (ii,ll) in enumerate(lags)])
end

#coeffs signifies that x is 3D
function convolve(x::AbstractDimArray, E::AbstractDimArray, t::Number, coeffs::UnitfulMatrix)
statevars = x.dims[3]
mat = UnitfulMatrix(transpose([convolve(x[:,:,At(s)], E, t) for s in statevars]))*coeffs
return getindexqty(mat, 1,1)
end

#don't handle the ndims(M) == 3 case here but I'll get back to it
function convolve(x::VectorArray, M::AbstractDimArray, Tx::Union{Ti, Vector}, coeffs::UnitfulMatrix)
if ndims(M) == 2
return DimArray([convolve(x,M,Tx[tt], coeffs) for (tt, yy) in enumerate(Tx)], Tx)
elseif ndims(M) == 3
error("some code should go here")
else
error("M has wrong number of dims")
end
end

#function convolve(x::AbstractDimArray,M::AbstractDimArray,Tx::Union{Ti,Vector})
function convolve(x::VectorArray,M::AbstractDimArray,Tx::Union{Ti,Vector})
if ndims(M) == 2
return VectorArray(DimArray([convolve(x,M,Tx[tt]) for (tt,yy) in enumerate(Tx)],Tx))
elseif ndims(M) == 3

# do a sample calculation to get units.
Msmall = M[:,:,1]
yunit = unit.(vec(convolve(x,Msmall,Tx))[1]) # assume everything has the same units

y = DimArray(zeros(length(Tx),last(size(M)))yunit,(Tx,last(dims(M))))
for (ii,vv) in enumerate(last(dims(M)))

Msmall = M[:,:,ii]
y[:,ii] = convolve(x,Msmall,Tx)

end
return y
else
error("M has wrong number of dims")
end
end
# basically repeats previous function: any way to simplify?
function convolve(P::MatrixArray, M::AbstractDimArray, Tx::Union{Ti,Vector})
T2 = typeof(parent(convolve(first(P),M,Tx)))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
#Pyx[i] = parent(parent(convolve(P[i],M,Tx,coeffs)))
Pyx[i] = parent(convolve(P[i],M,Tx))
end
return MatrixArray(DimArray(Pyx,domaindims(P)))
end

function convolve(P::MatrixArray,M)
#function convolve(P::DimArray{T},M) where T<: AbstractDimArray
# became more complicated when returning a scalar was not allowed
T2 = typeof(first(parent(convolve(first(P),M))))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
#Pyx[i] = convolve(P[i],M)
Pyx[i] = first(parent(convolve(P[i],M)))
end
return AlgebraicArray(Pyx,RowVector(["1"]),rangedims(P))
end

# basically repeats previous function: any way to simplify?
function convolve(P::MatrixArray,M::AbstractDimArray,coeffs::DimVector)
T2 = typeof(first(parent(convolve(first(P),M,coeffs))))
#T2 = typeof(convolve(first(P),M,coeffs))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
# Pyx[i] = convolve(P[i],M,coeffs)
Pyx[i] = first(parent(convolve(P[i],M,coeffs)))
end
#return DimArray(Pyx,dims(P))
return transpose(VectorArray(DimArray(Pyx,rangedims(P))))
#return AlgebraicArray(Pyx,RowVector(["1"]),rangedims(P))
#return MatrixArray(DimArray(Pyx,(RowVector(["1"]),rangedims(P))))
end

function convolve(x::VectorArray, M::AbstractDimArray, coeffs::DimVector)
statevars = dims(x,3) # equal to rangedims(x)[3]
vals = sum([convolve(x[:,:,At(s)], M) * coeffs[At(s)] for s in statevars])
#return sum([convolve(x[:,:,At(s)], M) * coeffs[At(s)] for s in statevars])
(vals isa Number) ? (return VectorArray(DimArray([vals],first(rangedims(x))))) : (return VectorArray(AlgebraicArray(vals,first(rangedims(x)))))
end

function convolve(x::VectorArray, M::AbstractDimArray, Tx::Ti, coeffs::DimVector) # where T <: Number
if ndims(M) == 2
return VectorArray(DimArray([convolve(x, M, Tx[tt], coeffs) for tt in eachindex(Tx)], Tx))
elseif ndims(M) == 3
error("some code should go here")
else
error("M has wrong number of dims")
end
end
# basically repeats previous function: any way to simplify?
function convolve(P::MatrixArray, M::AbstractDimArray, Tx::Ti, coeffs::DimVector)
#T2 = typeof(convolve(first(P),M,Tx,coeffs))
#T2 = typeof(first(parent(convolve(first(P),M,Tx,coeffs))))
#T2 = typeof(parent(parent(convolve(first(P),M,Tx,coeffs))))
T2 = typeof(parent(convolve(first(P),M,Tx,coeffs)))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
#Pyx[i] = parent(parent(convolve(P[i],M,Tx,coeffs)))
Pyx[i] = parent(convolve(P[i],M,Tx,coeffs))
end
return MatrixArray(DimArray(Pyx,domaindims(P)))
end

function convolve(x::VectorArray, M::AbstractDimArray, t::Number, coeffs::DimVector)
statevars = dims(x,3)
return sum([convolve(x[:,:,At(s)], M, t) * coeffs[At(s)] for s in statevars])
end
138 changes: 3 additions & 135 deletions src/dimensional_data.jl
Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@

ext = Base.get_extension(AlgebraicArrays, :AlgebraicArraysDimensionalDataExt)
if !isnothing(ext)
RowVector = ext.RowVector
Expand Down Expand Up @@ -50,141 +51,6 @@ end

#standard_error(P::AbstractDimArray{T,2}) where T <: Number = DimArray(.√diag(P),first(dims(P)))

"""
function convolve(x::DimArray{T},E::AbstractDimArray) where T <: Number

Take the convolution of E and x
Account for proper overlap of dimension.
Sum and take into account units.
Return an `AbstractDimArray`
"""
function convolve(x::VectorArray,E::AbstractDimArray)
tnow = last(first(rangedims(x)))
lags = first(dims(E))
vals = sum([E[ii,:] ⋅ x[Near(tnow-ll),:] for (ii,ll) in enumerate(lags)])
#(vals isa Number) ? (return DimArray([vals],first(dims(x)))) : (return DimArray(vals,first(dims(x))))
#(vals isa Number) ? (return vals) : (return DimArray(vals,first(dims(x))))
(vals isa Number) ? (return VectorArray(DimArray([vals],first(rangedims(x))))) : (return VectorArray(AlgebraicArray(vals,first(rangedims(x)))))
end
"""
function convolve(x::AbstractDimArray, E::AbstractDimArray, coeffs::UnitfulMatrix}
the `coeffs` argument signifies that x is a 3D array (i.e. >1 state variables)

this function both convolves, and linearly combines the propagated state variables
"""
# function convolve(x::AbstractDimArray,E::AbstractDimArray, coeffs::UnitfulMatrix)
# statevars = x.dims[3]
# mat = UnitfulMatrix(transpose([convolve(x[:,:,At(s)], E) for s in statevars])) * coeffs
# return getindexqty(mat, 1,1)
# end

function convolve(x::VectorArray, M::AbstractDimArray, t::Number)
lags = first(dims(M))
return sum([M[ii,:] ⋅ x[Near(t-ll),:] for (ii,ll) in enumerate(lags)])
end

#coeffs signifies that x is 3D
function convolve(x::AbstractDimArray, E::AbstractDimArray, t::Number, coeffs::UnitfulMatrix)
statevars = x.dims[3]
mat = UnitfulMatrix(transpose([convolve(x[:,:,At(s)], E, t) for s in statevars]))*coeffs
return getindexqty(mat, 1,1)
end

#don't handle the ndims(M) == 3 case here but I'll get back to it
function convolve(x::VectorArray, M::AbstractDimArray, Tx::Union{Ti, Vector}, coeffs::UnitfulMatrix)
if ndims(M) == 2
return DimArray([convolve(x,M,Tx[tt], coeffs) for (tt, yy) in enumerate(Tx)], Tx)
elseif ndims(M) == 3
error("some code should go here")
else
error("M has wrong number of dims")
end
end

function convolve(x::AbstractDimArray,M::AbstractDimArray,Tx::Union{Ti,Vector})
if ndims(M) == 2
return DimArray([convolve(x,M,Tx[tt]) for (tt,yy) in enumerate(Tx)],Tx)
elseif ndims(M) == 3

# do a sample calculation to get units.
Msmall = M[:,:,1]
yunit = unit.(vec(convolve(x,Msmall,Tx))[1]) # assume everything has the same units

y = DimArray(zeros(length(Tx),last(size(M)))yunit,(Tx,last(dims(M))))
for (ii,vv) in enumerate(last(dims(M)))

Msmall = M[:,:,ii]
y[:,ii] = convolve(x,Msmall,Tx)

end
return y
else
error("M has wrong number of dims")
end
end

function convolve(P::MatrixArray,M)
#function convolve(P::DimArray{T},M) where T<: AbstractDimArray
# became more complicated when returning a scalar was not allowed
T2 = typeof(first(parent(convolve(first(P),M))))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
#Pyx[i] = convolve(P[i],M)
Pyx[i] = first(parent(convolve(P[i],M)))
end
return AlgebraicArray(Pyx,RowVector(["1"]),rangedims(P))
end

# basically repeats previous function: any way to simplify?
function convolve(P::MatrixArray,M::AbstractDimArray,coeffs::DimVector)
T2 = typeof(first(parent(convolve(first(P),M,coeffs))))
#T2 = typeof(convolve(first(P),M,coeffs))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
# Pyx[i] = convolve(P[i],M,coeffs)
Pyx[i] = first(parent(convolve(P[i],M,coeffs)))
end
#return DimArray(Pyx,dims(P))
return transpose(VectorArray(DimArray(Pyx,rangedims(P))))
#return AlgebraicArray(Pyx,RowVector(["1"]),rangedims(P))
#return MatrixArray(DimArray(Pyx,(RowVector(["1"]),rangedims(P))))
end

function convolve(x::VectorArray, M::AbstractDimArray, coeffs::DimVector)
statevars = dims(x,3) # equal to rangedims(x)[3]
vals = sum([convolve(x[:,:,At(s)], M) * coeffs[At(s)] for s in statevars])
#return sum([convolve(x[:,:,At(s)], M) * coeffs[At(s)] for s in statevars])
(vals isa Number) ? (return VectorArray(DimArray([vals],first(rangedims(x))))) : (return VectorArray(AlgebraicArray(vals,first(rangedims(x)))))
end

function convolve(x::VectorArray, M::AbstractDimArray, Tx::Ti, coeffs::DimVector) # where T <: Number
if ndims(M) == 2
return VectorArray(DimArray([convolve(x, M, Tx[tt], coeffs) for tt in eachindex(Tx)], Tx))
elseif ndims(M) == 3
error("some code should go here")
else
error("M has wrong number of dims")
end
end
# basically repeats previous function: any way to simplify?
function convolve(P::MatrixArray, M::AbstractDimArray, Tx::Ti, coeffs::DimVector)
#T2 = typeof(convolve(first(P),M,Tx,coeffs))
#T2 = typeof(first(parent(convolve(first(P),M,Tx,coeffs))))
#T2 = typeof(parent(parent(convolve(first(P),M,Tx,coeffs))))
T2 = typeof(parent(convolve(first(P),M,Tx,coeffs)))
Pyx = Array{T2}(undef,size(P))
for i in eachindex(P)
#Pyx[i] = parent(parent(convolve(P[i],M,Tx,coeffs)))
Pyx[i] = parent(convolve(P[i],M,Tx,coeffs))
end
return MatrixArray(DimArray(Pyx,domaindims(P)))
end

function convolve(x::VectorArray, M::AbstractDimArray, t::Number, coeffs::DimVector)
statevars = dims(x,3)
return sum([convolve(x[:,:,At(s)], M, t) * coeffs[At(s)] for s in statevars])
end

# function uncertainty_units(x::DimArray{T}) where T<: Number

# unitlist = unit.(x)
Expand Down Expand Up @@ -247,3 +113,5 @@ function combine(x0::Estimate,y1::Estimate,E1::Function)
P = x0.P - dP
return Estimate(v,P)
end

include("convolutions.jl")
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