#!/usr/bin/env python
#
# pyLOM - Python Low Order Modeling.
#
# Python interface for POD.
#
# Last rev: 09/07/2021
from __future__ import print_function
import numpy as np ## Only for documentation
from ..vmmath import vecmat, matmul, temporal_mean, subtract_mean, tsqr_svd, randomized_svd, compute_truncation_residual
from ..utils.cr import cr_nvtx as cr, cr_start, cr_stop
## POD run method
[docs]
@cr('POD.run')
def run(X:np.ndarray,remove_mean:bool=True, randomized:bool=False, r:int=1, q:int=3, seed:int=-1):
r'''
Run POD analysis of a matrix.
Args:
X (np.ndarray): data matrix of size [ndims*nmesh,n_temp_snapshots].
remove_mean (bool, optional): whether or not to remove the mean flow (default: ``True``).
randomized (bool, optional): whether to perform randomized POD or not (default: ``False``).
r (int, optional): in case of performing randomized POD, how many modes do we want to recover. This option has no effect when randomized=False (default: ``1``).
q (int, optional): in case of performing randomized POD, how many power iterations are performed. This option has no effect when randomized=False (default: ``3``).
seed (int, optional): seed for reproducibility of randomized operations. This option has no effect when randomized=False (default: ``-1``).
Returns:
[(np.ndarray), (np.ndarray), (np.ndarray)]: POD spatial modes (left singular vectors), singular values and temporal coefficients (right singular vectors).
'''
if remove_mean:
cr_start('POD.temporal_mean',0)
# Compute temporal mean
X_mean = temporal_mean(X)
# Compute substract temporal mean
Y = subtract_mean(X,X_mean)
cr_stop('POD.temporal_mean',0)
else:
Y = X.copy()
# Compute SVD
cr_start('POD.SVD',0)
U,S,V = tsqr_svd(Y) if not randomized else randomized_svd(Y,r,q,seed=seed)
cr_stop('POD.SVD',0)
# Return
return U,S,V
## POD truncate method
[docs]
@cr('POD.truncate')
def truncate(U:np.ndarray,S:np.ndarray,V:np.ndarray,r:float=1e-8):
r'''
Truncate POD matrices (U, S, V) given a residual, number of modes or cumulative energy r.
Args:
U (np.ndarray): of size (m,n), are the POD modes.
S (np.ndarray): of size (n), are the singular values.
V (np.ndarray): of size (n,n), are the right singular vectors.
r (float, optional) target residual, number of modes, or cumulative energy threshold (default: ``1e-8``).
* If r >= 1, it is treated as the number of modes.
* If r < 1 and r > 0 it is treated as the residual target.
* If r < 1 and r < 0 it is treated as the fraction of cumulative energy to retain.
Note: must be in (0,-1] and r = -1 is valid
Returns:
[(np.array), (np.array), (np.array)]: Truncated POD spatial modes (left singular vectors), singular values and temporal coefficients (right singular vectors).
'''
# Compute N using S
N = int(r) if r >= 1 else compute_truncation_residual(S, r)
# Truncate
Ur = U[:,:N]
Sr = S[:N]
Vr = V[:N,:]
# Return
return Ur, Sr, Vr
## POD reconstruct method
[docs]
@cr('POD.reconstruct')
def reconstruct(U:np.ndarray,S:np.ndarray,V:np.ndarray):
r'''
Reconstruct the flow given the POD decomposition matrices
that can be possibly truncated.
N is the truncated size
n is the number of snapshots
Args:
U (np.ndarray): of size (m,n), are the POD modes.
S (np.ndarray): of size (n), are the singular values.
V (np.ndarray): of size (n,n), are the right singular vectors.
Returns:
(np.array): Reconstructed flow.
'''
# Compute X = U x S x VT
return matmul(U,vecmat(S,V))