Read array from input file and optimise variables Python - python-2.7

I have a simple Python code which reads two matrices in from a file, and each matrix element contains two undefined variables, A and B. After being read in, A and B are assigned values and the string is evaluated using eval() (I am aware of the security issues with this, but this code will only ever be used by me). A numpy array is formed for each of the matrices and the general eigenvalue problem is solved using both matrices. The code is as follows:
from __future__ import division
from scipy.linalg import eigh
import numpy as np
Mat_size = 4 ## Define matrix size
## Input the two matrices from each side of the generalised eigenvalue problem
HHfile = "Matrix_4x4HH.mat" ## left
SSfile = "Matrix_4x4SS.mat" ## right
## Read matrix files
f1 = open(HHfile, 'r')
HH_data = f1.read()
f2 = open(SSfile, 'r')
SS_data = f2.read()
# Define dictionary of variables
trans = {'A':2.1,
'B':3,
}
HHmat = eval(HH_data, trans)
SSmat = eval(SS_data, trans)
## Convert to numpy array
HHmat2 = np.array(HHmat)
SSmat2 = np.array(SSmat)
## Form correct matrix dimensions
shape = ( Mat_size, Mat_size )
HH = HHmat2.reshape( shape )
SS = SSmat2.reshape( shape )
ev, ew = eigh(HH,SS)
## solve eigenvalue problem
eigenValues,eigenVectors = eigh(HH,SS)
print("Eigenvalue:",eigenValues[0])
This works and outputs an answer. However I wish to vary the parameters A and B to minimise the value that it gives me. (Something like e.g.):
def func_min(x):
A, B = x
ev, ew=eigh(HH,SS)
return ev[0]
x0 = np.array([2.1, 3]) # Preliminary guess
minimize(func_min, x0)
I am having an issue with the fact that A and B have to be defined in order for the eval call to work; thus disallowing the optimisation routine as A and B cannot be varied since they have specified values. I have tried a few different methods of reading in the files (pandas, csv, np.genfromtxt etc...) but always seem to be left with the same issue. Is there a better way, or a modification to the current code to implement this?
Here are the inputs from the files. I was unsure of how to include them, but I can use a file upload service if that is better.
Input from Matrix_4x4HH.mat
-.7500000000000000/B**3*A**5/(A+B)**6-4.500000000000000/B**2*A**4/(A+B)**6-12./B*A**3/(A+B)**6-19.50000000000000*A**2/(A+B)**6-118.5000000000000*B*A/(A+B)**6-19.50000000000000*B**2/(A+B)**6-12.*B**3/A/(A+B)**6-4.500000000000000*B**4/A**2/(A+B)**6-.7500000000000000*B**5/A**3/(A+B)**6+2./B**3*A**4/(A+B)**6+13./B**2*A**3/(A+B)**6+36./B*A**2/(A+B)**6+165.*A/(A+B)**6+165.*B/(A+B)**6+36.*B**2/A/(A+B)**6+13.*B**3/A**2/(A+B)**6+2.*B**4/A**3/(A+B)**6,-.3750000000000000/B**3*A**5/(A+B)**6-2.125000000000000/B**2*A**4/(A+B)**6-4.750000000000000/B*A**3/(A+B)**6-23.87500000000000*A**2/(A+B)**6-1.750000000000000*B*A/(A+B)**6-23.87500000000000*B**2/(A+B)**6-4.750000000000000*B**3/A/(A+B)**6-2.125000000000000*B**4/A**2/(A+B)**6-.3750000000000000*B**5/A**3/(A+B)**6-1.500000000000000/B**2*A**3/(A+B)**6-5.500000000000000/B*A**2/(A+B)**6-25.*A/(A+B)**6-25.*B/(A+B)**6-5.500000000000000*B**2/A/(A+B)**6-1.500000000000000*B**3/A**2/(A+B)**6,1.500000000000000/B**3*A**6/(A+B)**7+10.12500000000000/B**2*A**5/(A+B)**7+29.12500000000000/B*A**4/(A+B)**7+45.25000000000000*A**3/(A+B)**7-135.1250000000000*B*A**2/(A+B)**7+298.7500000000000*B**2*A/(A+B)**7+14.87500000000000*B**3/(A+B)**7-5.750000000000000*B**4/A/(A+B)**7-2.375000000000000*B**5/A**2/(A+B)**7-.3750000000000000*B**6/A**3/(A+B)**7-4./B**3*A**5/(A+B)**7-27./B**2*A**4/(A+B)**7-76.50000000000000/B*A**3/(A+B)**7-9.500000000000000*A**2/(A+B)**7-305.*B*A/(A+B)**7-362.*B**2/(A+B)**7-14.50000000000000*B**3/A/(A+B)**7-1.500000000000000*B**4/A**2/(A+B)**7,-.3750000000000000/B**3*A**6/(A+B)**7-2.375000000000000/B**2*A**5/(A+B)**7-5.750000000000000/B*A**4/(A+B)**7+14.87500000000000*A**3/(A+B)**7+298.7500000000000*B*A**2/(A+B)**7-135.1250000000000*B**2*A/(A+B)**7+45.25000000000000*B**3/(A+B)**7+29.12500000000000*B**4/A/(A+B)**7+10.12500000000000*B**5/A**2/(A+B)**7+1.500000000000000*B**6/A**3/(A+B)**7-1.500000000000000/B**2*A**4/(A+B)**7-14.50000000000000/B*A**3/(A+B)**7-362.*A**2/(A+B)**7-305.*B*A/(A+B)**7-9.500000000000000*B**2/(A+B)**7-76.50000000000000*B**3/A/(A+B)**7-27.*B**4/A**2/(A+B)**7-4.*B**5/A**3/(A+B)**7,-.3750000000000000/B**3*A**5/(A+B)**6-2.125000000000000/B**2*A**4/(A+B)**6-4.750000000000000/B*A**3/(A+B)**6-23.87500000000000*A**2/(A+B)**6-1.750000000000000*B*A/(A+B)**6-23.87500000000000*B**2/(A+B)**6-4.750000000000000*B**3/A/(A+B)**6-2.125000000000000*B**4/A**2/(A+B)**6-.3750000000000000*B**5/A**3/(A+B)**6-1.500000000000000/B**2*A**3/(A+B)**6-5.500000000000000/B*A**2/(A+B)**6-25.*A/(A+B)**6-25.*B/(A+B)**6-5.500000000000000*B**2/A/(A+B)**6-1.500000000000000*B**3/A**2/(A+B)**6,-1.500000000000000/B**3*A**5/(A+B)**6-10.50000000000000/B**2*A**4/(A+B)**6-35./B*A**3/(A+B)**6-101.5000000000000*A**2/(A+B)**6-343.*B*A/(A+B)**6-101.5000000000000*B**2/(A+B)**6-35.*B**3/A/(A+B)**6-10.50000000000000*B**4/A**2/(A+B)**6-1.500000000000000*B**5/A**3/(A+B)**6+2./B**3*A**4/(A+B)**6+16./B**2*A**3/(A+B)**6+45./B*A**2/(A+B)**6+201.*A/(A+B)**6+201.*B/(A+B)**6+45.*B**2/A/(A+B)**6+16.*B**3/A**2/(A+B)**6+2.*B**4/A**3/(A+B)**6,.7500000000000000/B**3*A**6/(A+B)**7+5.625000000000000/B**2*A**5/(A+B)**7+18.87500000000000/B*A**4/(A+B)**7+19.62500000000000*A**3/(A+B)**7+170.3750000000000*B*A**2/(A+B)**7+73.87500000000000*B**2*A/(A+B)**7+57.62500000000000*B**3/(A+B)**7+4.875000000000000*B**4/A/(A+B)**7+.3750000000000000*B**5/A**2/(A+B)**7+1.500000000000000/B**2*A**4/(A+B)**7+7.500000000000000/B*A**3/(A+B)**7-1.*A**2/(A+B)**7+39.*B*A/(A+B)**7+47.50000000000000*B**2/(A+B)**7+1.500000000000000*B**3/A/(A+B)**7,.3750000000000000/B**2*A**5/(A+B)**7+4.875000000000000/B*A**4/(A+B)**7+57.62500000000000*A**3/(A+B)**7+73.87500000000000*B*A**2/(A+B)**7+170.3750000000000*B**2*A/(A+B)**7+19.62500000000000*B**3/(A+B)**7+18.87500000000000*B**4/A/(A+B)**7+5.625000000000000*B**5/A**2/(A+B)**7+.7500000000000000*B**6/A**3/(A+B)**7+1.500000000000000/B*A**3/(A+B)**7+47.50000000000000*A**2/(A+B)**7+39.*B*A/(A+B)**7-1.*B**2/(A+B)**7+7.500000000000000*B**3/A/(A+B)**7+1.500000000000000*B**4/A**2/(A+B)**7,1.500000000000000/B**3*A**6/(A+B)**7+10.12500000000000/B**2*A**5/(A+B)**7+29.12500000000000/B*A**4/(A+B)**7+45.25000000000000*A**3/(A+B)**7-135.1250000000000*B*A**2/(A+B)**7+298.7500000000000*B**2*A/(A+B)**7+14.87500000000000*B**3/(A+B)**7-5.750000000000000*B**4/A/(A+B)**7-2.375000000000000*B**5/A**2/(A+B)**7-.3750000000000000*B**6/A**3/(A+B)**7-4./B**3*A**5/(A+B)**7-27./B**2*A**4/(A+B)**7-76.50000000000000/B*A**3/(A+B)**7-9.500000000000000*A**2/(A+B)**7-305.*B*A/(A+B)**7-362.*B**2/(A+B)**7-14.50000000000000*B**3/A/(A+B)**7-1.500000000000000*B**4/A**2/(A+B)**7,.7500000000000000/B**3*A**6/(A+B)**7+5.625000000000000/B**2*A**5/(A+B)**7+18.87500000000000/B*A**4/(A+B)**7+19.62500000000000*A**3/(A+B)**7+170.3750000000000*B*A**2/(A+B)**7+73.87500000000000*B**2*A/(A+B)**7+57.62500000000000*B**3/(A+B)**7+4.875000000000000*B**4/A/(A+B)**7+.3750000000000000*B**5/A**2/(A+B)**7+1.500000000000000/B**2*A**4/(A+B)**7+7.500000000000000/B*A**3/(A+B)**7-1.*A**2/(A+B)**7+39.*B*A/(A+B)**7+47.50000000000000*B**2/(A+B)**7+1.500000000000000*B**3/A/(A+B)**7,-5.250000000000000/B**3/(A+B)**8*A**7-40.50000000000000/B**2/(A+B)**8*A**6-138.7500000000000/B/(A+B)**8*A**5-280.7500000000000/(A+B)**8*A**4-629.7500000000000*B/(A+B)**8*A**3+770.2500000000000*B**2/(A+B)**8*A**2-836.7500000000000*B**3/(A+B)**8*A-180.2500000000000*B**4/(A+B)**8-52.*B**5/(A+B)**8/A-12.75000000000000*B**6/(A+B)**8/A**2-1.500000000000000*B**7/(A+B)**8/A**3+14./B**3/(A+B)**8*A**6+107./B**2/(A+B)**8*A**5+355./B/(A+B)**8*A**4+778./(A+B)**8*A**3+284.*B/(A+B)**8*A**2+597.*B**2/(A+B)**8*A+911.*B**3/(A+B)**8+100.*B**4/(A+B)**8/A+20.*B**5/(A+B)**8/A**2+2.*B**6/(A+B)**8/A**3,.7500000000000000/B**3/(A+B)**8*A**7+5.625000000000000/B**2/(A+B)**8*A**6+18.25000000000000/B/(A+B)**8*A**5+52.50000000000000/(A+B)**8*A**4+397.*B/(A+B)**8*A**3-2356.250000000000*B**2/(A+B)**8*A**2+397.*B**3/(A+B)**8*A+52.50000000000000*B**4/(A+B)**8+18.25000000000000*B**5/(A+B)**8/A+5.625000000000000*B**6/(A+B)**8/A**2+.7500000000000000*B**7/(A+B)**8/A**3+1.500000000000000/B**2/(A+B)**8*A**5+10.50000000000000/B/(A+B)**8*A**4-276.5000000000000/(A+B)**8*A**3+1848.500000000000*B/(A+B)**8*A**2+1848.500000000000*B**2/(A+B)**8*A-276.5000000000000*B**3/(A+B)**8+10.50000000000000*B**4/(A+B)**8/A+1.500000000000000*B**5/(A+B)**8/A**2,-.3750000000000000/B**3*A**6/(A+B)**7-2.375000000000000/B**2*A**5/(A+B)**7-5.750000000000000/B*A**4/(A+B)**7+14.87500000000000*A**3/(A+B)**7+298.7500000000000*B*A**2/(A+B)**7-135.1250000000000*B**2*A/(A+B)**7+45.25000000000000*B**3/(A+B)**7+29.12500000000000*B**4/A/(A+B)**7+10.12500000000000*B**5/A**2/(A+B)**7+1.500000000000000*B**6/A**3/(A+B)**7-1.500000000000000/B**2*A**4/(A+B)**7-14.50000000000000/B*A**3/(A+B)**7-362.*A**2/(A+B)**7-305.*B*A/(A+B)**7-9.500000000000000*B**2/(A+B)**7-76.50000000000000*B**3/A/(A+B)**7-27.*B**4/A**2/(A+B)**7-4.*B**5/A**3/(A+B)**7,.3750000000000000/B**2*A**5/(A+B)**7+4.875000000000000/B*A**4/(A+B)**7+57.62500000000000*A**3/(A+B)**7+73.87500000000000*B*A**2/(A+B)**7+170.3750000000000*B**2*A/(A+B)**7+19.62500000000000*B**3/(A+B)**7+18.87500000000000*B**4/A/(A+B)**7+5.625000000000000*B**5/A**2/(A+B)**7+.7500000000000000*B**6/A**3/(A+B)**7+1.500000000000000/B*A**3/(A+B)**7+47.50000000000000*A**2/(A+B)**7+39.*B*A/(A+B)**7-1.*B**2/(A+B)**7+7.500000000000000*B**3/A/(A+B)**7+1.500000000000000*B**4/A**2/(A+B)**7,.7500000000000000/B**3/(A+B)**8*A**7+5.625000000000000/B**2/(A+B)**8*A**6+18.25000000000000/B/(A+B)**8*A**5+52.50000000000000/(A+B)**8*A**4+397.*B/(A+B)**8*A**3-2356.250000000000*B**2/(A+B)**8*A**2+397.*B**3/(A+B)**8*A+52.50000000000000*B**4/(A+B)**8+18.25000000000000*B**5/(A+B)**8/A+5.625000000000000*B**6/(A+B)**8/A**2+.7500000000000000*B**7/(A+B)**8/A**3+1.500000000000000/B**2/(A+B)**8*A**5+10.50000000000000/B/(A+B)**8*A**4-276.5000000000000/(A+B)**8*A**3+1848.500000000000*B/(A+B)**8*A**2+1848.500000000000*B**2/(A+B)**8*A-276.5000000000000*B**3/(A+B)**8+10.50000000000000*B**4/(A+B)**8/A+1.500000000000000*B**5/(A+B)**8/A**2,-1.500000000000000/B**3/(A+B)**8*A**7-12.75000000000000/B**2/(A+B)**8*A**6-52./B/(A+B)**8*A**5-180.2500000000000/(A+B)**8*A**4-836.7500000000000*B/(A+B)**8*A**3+770.2500000000000*B**2/(A+B)**8*A**2-629.7500000000000*B**3/(A+B)**8*A-280.7500000000000*B**4/(A+B)**8-138.7500000000000*B**5/(A+B)**8/A-40.50000000000000*B**6/(A+B)**8/A**2-5.250000000000000*B**7/(A+B)**8/A**3+2./B**3/(A+B)**8*A**6+20./B**2/(A+B)**8*A**5+100./B/(A+B)**8*A**4+911./(A+B)**8*A**3+597.*B/(A+B)**8*A**2+284.*B**2/(A+B)**8*A+778.*B**3/(A+B)**8+355.*B**4/(A+B)**8/A+107.*B**5/(A+B)**8/A**2+14.*B**6/(A+B)**8/A**3
Input from Matrix_4x4SS.mat
1./B**3*A**3/(A+B)**6+6./B**2*A**2/(A+B)**6+15./B*A/(A+B)**6+84./(A+B)**6+15.*B/A/(A+B)**6+6.*B**2/A**2/(A+B)**6+1.*B**3/A**3/(A+B)**6,-.5000000000000000/B**3*A**3/(A+B)**6-3.500000000000000/B**2*A**2/(A+B)**6-9.500000000000000/B*A/(A+B)**6-53./(A+B)**6-9.500000000000000*B/A/(A+B)**6-3.500000000000000*B**2/A**2/(A+B)**6-.5000000000000000*B**3/A**3/(A+B)**6,-2./B**3*A**4/(A+B)**7-12.50000000000000/B**2*A**3/(A+B)**7-32.50000000000000/B*A**2/(A+B)**7+18.50000000000000*A/(A+B)**7-253.*B/(A+B)**7-17.50000000000000*B**2/A/(A+B)**7-4.500000000000000*B**3/A**2/(A+B)**7-.5000000000000000*B**4/A**3/(A+B)**7,-.5000000000000000/B**3*A**4/(A+B)**7-4.500000000000000/B**2*A**3/(A+B)**7-17.50000000000000/B*A**2/(A+B)**7-253.*A/(A+B)**7+18.50000000000000*B/(A+B)**7-32.50000000000000*B**2/A/(A+B)**7-12.50000000000000*B**3/A**2/(A+B)**7-2.*B**4/A**3/(A+B)**7,-.5000000000000000/B**3*A**3/(A+B)**6-3.500000000000000/B**2*A**2/(A+B)**6-9.500000000000000/B*A/(A+B)**6-53./(A+B)**6-9.500000000000000*B/A/(A+B)**6-3.500000000000000*B**2/A**2/(A+B)**6-.5000000000000000*B**3/A**3/(A+B)**6,2./B**3*A**3/(A+B)**6+14./B**2*A**2/(A+B)**6+38./B*A/(A+B)**6+212./(A+B)**6+38.*B/A/(A+B)**6+14.*B**2/A**2/(A+B)**6+2.*B**3/A**3/(A+B)**6,1./B**3*A**4/(A+B)**7+6.500000000000000/B**2*A**3/(A+B)**7+16.50000000000000/B*A**2/(A+B)**7-19.*A/(A+B)**7+118.*B/(A+B)**7+4.500000000000000*B**2/A/(A+B)**7+.5000000000000000*B**3/A**2/(A+B)**7,.5000000000000000/B**2*A**3/(A+B)**7+4.500000000000000/B*A**2/(A+B)**7+118.*A/(A+B)**7-19.*B/(A+B)**7+16.50000000000000*B**2/A/(A+B)**7+6.500000000000000*B**3/A**2/(A+B)**7+1.*B**4/A**3/(A+B)**7,-2./B**3*A**4/(A+B)**7-12.50000000000000/B**2*A**3/(A+B)**7-32.50000000000000/B*A**2/(A+B)**7+18.50000000000000*A/(A+B)**7-253.*B/(A+B)**7-17.50000000000000*B**2/A/(A+B)**7-4.500000000000000*B**3/A**2/(A+B)**7-.5000000000000000*B**4/A**3/(A+B)**7,1./B**3*A**4/(A+B)**7+6.500000000000000/B**2*A**3/(A+B)**7+16.50000000000000/B*A**2/(A+B)**7-19.*A/(A+B)**7+118.*B/(A+B)**7+4.500000000000000*B**2/A/(A+B)**7+.5000000000000000*B**3/A**2/(A+B)**7,7./B**3/(A+B)**8*A**5+50./B**2/(A+B)**8*A**4+154./B/(A+B)**8*A**3+331./(A+B)**8*A**2-147.*B/(A+B)**8*A+848.*B**2/(A+B)**8+80.*B**3/(A+B)**8/A+19.*B**4/(A+B)**8/A**2+2.*B**5/(A+B)**8/A**3,1./B**3/(A+B)**8*A**5+8.500000000000000/B**2/(A+B)**8*A**4+31./B/(A+B)**8*A**3-152.5000000000000/(A+B)**8*A**2+1568.*B/(A+B)**8*A-152.5000000000000*B**2/(A+B)**8+31.*B**3/(A+B)**8/A+8.500000000000000*B**4/(A+B)**8/A**2+1.*B**5/(A+B)**8/A**3,-.5000000000000000/B**3*A**4/(A+B)**7-4.500000000000000/B**2*A**3/(A+B)**7-17.50000000000000/B*A**2/(A+B)**7-253.*A/(A+B)**7+18.50000000000000*B/(A+B)**7-32.50000000000000*B**2/A/(A+B)**7-12.50000000000000*B**3/A**2/(A+B)**7-2.*B**4/A**3/(A+B)**7,.5000000000000000/B**2*A**3/(A+B)**7+4.500000000000000/B*A**2/(A+B)**7+118.*A/(A+B)**7-19.*B/(A+B)**7+16.50000000000000*B**2/A/(A+B)**7+6.500000000000000*B**3/A**2/(A+B)**7+1.*B**4/A**3/(A+B)**7,1./B**3/(A+B)**8*A**5+8.500000000000000/B**2/(A+B)**8*A**4+31./B/(A+B)**8*A**3-152.5000000000000/(A+B)**8*A**2+1568.*B/(A+B)**8*A-152.5000000000000*B**2/(A+B)**8+31.*B**3/(A+B)**8/A+8.500000000000000*B**4/(A+B)**8/A**2+1.*B**5/(A+B)**8/A**3,2./B**3/(A+B)**8*A**5+19./B**2/(A+B)**8*A**4+80./B/(A+B)**8*A**3+848./(A+B)**8*A**2-147.*B/(A+B)**8*A+331.*B**2/(A+B)**8+154.*B**3/(A+B)**8/A+50.*B**4/(A+B)**8/A**2+7.*B**5/(A+B)**8/A**3
Edit
I guess the important part of this question is how to read in an array of equations from a file into a numpy array and be able to assign values to the variables without the need for eval. As an example of what can usually be done using numpy:
import numpy as np
A = 1
B = 1
arr = np.array([[A+2*B,2],[2,B+6*(B+A)]])
print arr
This gives:
[[ 3 2]
[ 2 13]]
The numpy array contained algebraic terms and when printed the specified values of A and B were inserted. Is this possible with equations read from a file into a numpy array? I have looked through the numpy documentation and is the issue to do with the type of data being read in? i.e. I cannot specify the dtype to be int or float as each array element contains ints, floats and text. I feel there is a very simple aspect of Python I am missing that can do this.

Related

How to do weighted sum as tensor operation in tensorflow?

I am trying to do a weighted sum of matrices in tensorflow.
Unfortunately, my dimensions are not small and I have a problem with memory. Another option is that I doing something completely wrong
I have two tensors U with shape (B,F,M) and A with shape (C,B). I would like to do weighted sum and stacking.
Weighted sum
For each index c from C, I have vector of weights a from A, with shape (B,).
I want to use it for the weighted sum of U to get matrix U_t with shape (F, M). This is pretty same with this, where I found small help.
Concatenation
Unfortunately, I want to do this for each vector a in A to get C matrices U_tc in list. U_tc have mentioned shape (F,M). After that I concatenate all matrices in list to get super matrix with shape (C*F,M)
My values are C=2500, M=500, F=80, B=300
In the beginning, I tried the very naive approach with many loop and element selection which generate very much operation.
Now with help from this, I have following:
U = tf.Variable(tf.truncated_normal([B, F, M],stddev=1.0 ,dtype=tf.float32) #just for example
A = tf.Variable(tf.truncated_normal([C, B],stddev=1.0) ,dtype=tf.float32) #just for example
U_t = []
for ccc in xrange(C):
a = A[ccc,:]
a_broadcasted = tf.tile(tf.reshape(a,[B,1,1]), tf.stack([1,F,M]))
T_p.append(tf.reduce_sum(tf.multiply(U,a_broadcasted), axis=0))
U_tcs = tf.concat(U_t,axis=0)
Unfortunately, this is failing at memory error. I am not sure if I did something wrong, or it is because computation has a too much mathematic operation? Because I think... variables aren't too large for memory, right? At least, I had larger variables before and it was ok. (I have 16 GB GPU memory)
Am I doing that weighted sum correctly?
Any idea how to do it more effective?
I will appreciate any help. Thanks.
1. Weighted sum and Concatenation
You can use vector operations directly without loops when memory is not limited.
import tensorflow as tf
C,M,F,B=2500,500,80,300
U = tf.Variable(tf.truncated_normal([B, F, M],stddev=1.0 ,dtype=tf.float32)) #just for example
A = tf.Variable(tf.truncated_normal([C, B],stddev=1.0) ,dtype=tf.float32) #just for example
# shape=(C,B,1,1)
A_new = tf.expand_dims(tf.expand_dims(A,-1),-1)
# shape=(B,F,M)
U_t = tf.reduce_sum(tf.multiply(A_new , U),axis=1)
# shape=(C*F,M)
U_tcs = tf.reshape(U_t,(C*F,M))
2. Memory error
In fact, I also had memory errors when I ran the above code.
ResourceExhaustedError (see above for traceback): OOM when allocating tensor with shape[2500,300,80,500]...
With a little modification of the above code, it works properly on my 8GB GPU memory.
import tensorflow as tf
C,M,F,B=2500,500,80,300
U = tf.Variable(tf.truncated_normal([B, F, M],stddev=1.0 ,dtype=tf.float32)) #just for example
A = tf.Variable(tf.truncated_normal([C, B],stddev=1.0) ,dtype=tf.float32) #just for example
# shape=(C,B,1,1)
A_new = tf.expand_dims(tf.expand_dims(A,-1),-1)
U_t = []
for ccc in range(C):
a = A_new[ccc,:]
a_broadcasted = tf.reduce_sum(tf.multiply(a, U),axis=0)
U_t.append(a_broadcasted)
U_tcs = tf.concat(U_t,axis=0)

Converting theano tensor types

I have a computation graph built with Theano. It goes like this:
import theano
from theano import tensor as T
import numpy as np
W1 = theano.shared( np.random.rand(45,32).astype('float32'), 'W1')
b1 = theano.shared( np.random.rand(32).astype('float32'), 'b1')
W2 = theano.shared( np.random.rand(32,3).astype('float32'), 'W2')
b2 = theano.shared( np.random.rand(3).astype('float32'), 'b2')
input = T.matrix('input')
hidden = T.tanh(T.dot(input, W1)+b1)
output = T.nnet.softmax(T.dot(hidden, W2)+b2)
Now, the mapping from a vector to a vector. However, input is set as a matrix type so I can pass many vectors through the mapping simultaneously. I'm doing some machine learning and this makes the learning phase more efficient.
The problem is that after the learning phase, I'd like to view the mapping as vector to vector so I can compute:
jac = theano.gradient.jacobian(output, wrt=input)
jacobian complains that input is not TensorType(float32, vector). Is there a way I can change the input tensor type without rebuilding the whole computation graph?
Technically, this a possible solution:
import theano
from theano import tensor as T
import numpy as np
W1 = theano.shared( np.random.rand(45,32).astype('float32'), 'W1')
b1 = theano.shared( np.random.rand(32).astype('float32'), 'b1')
W2 = theano.shared( np.random.rand(32,3).astype('float32'), 'W2')
b2 = theano.shared( np.random.rand(3).astype('float32'), 'b2')
input = T.vector('input') # it will be reshaped!
hidden = T.tanh(T.dot(input.reshape((-1, 45)), W1)+b1)
output = T.nnet.softmax(T.dot(hidden, W2)+b2)
#Here comes the trick
jac = theano.gradient.jacobian(output.reshape((-1,)), wrt=input).reshape((-1, 45, 3))
In this way jac.eval({input: np.random.rand(10*45)}).shape will result (100, 45, 3)!
The problem is that it calculates the derivative across the batch index. So in theory the first 1x45 number can effect all the 10x3 outputs (in a batch of length 10).
For that, there are several solutions.
You could take the diagonal across the first two axes, but unfortunately Theano does not implement it, numpy does!
I think it can be done with a scan, but this is an other matter.

Fourier coefficients for NFFT - non uniform fast Fourier transform?

I am trying to use the package pynfft in python 2.7 to do the non-uniform fast Fourier transform (nfft). I have learnt python for only two months, so I have some difficulties.
This is my code:
import numpy as np
from pynfft.nfft import NFFT
#loading data, 104 lines
t_diff, x_diff = np.loadtxt('data/analysis/amplitudes.dat', unpack = True)
N = [13,8]
M = 52
#fourier coefficients
f_hat = np.fft.fft(x_diff)/(2*M)
#instantiation
plan = NFFT(N,M)
#precomputation
x = t_diff
plan.x = x
plan.precompute()
# vector of non uniform samples
f = x_diff[0:M]
#execution
plan.f = f
plan.f_hat = f_hat
f = plan.trafo()
I am basically following the instructions I found in the pynfft tutorial (http://pythonhosted.org/pyNFFT/tutorial.html).
I need the nfft because the time intervals in which my data are taken are not constant (I mean, the first measure is taken at t, the second after dt, the third after dt+dt' with dt' different from dt and so on).
The pynfft package wants the vector of the fourier coefficients ("f_hat") before execution, so I calculated it using numpy.fft, but I am not sure this procedure is correct. Is there another way to do it (maybe with the nfft)?
I would like also to calculate the frquencies; I know that with numpy.fft there is a command: is ther anything like that also for pynfft? I did not find anything in the tutorial.
Thank you for any advice you can give me.
Here is a working example, taken from here:
First we define the function we want to reconstruct, which is the sum of four harmonics:
import numpy as np
import matplotlib.pyplot as plt
np.random.seed(12345)
%pylab inline --no-import-all
# function we want to reconstruct
k=[1,5,10,30] # modulating coefficients
def myf(x,k):
return sum(np.sin(x*k0*(2*np.pi)) for k0 in k)
x=np.linspace(-0.5,0.5,1000) # 'continuous' time/spatial domain; -0.5<x<+0.5
y=myf(x,k) # 'true' underlying trigonometric function
fig=plt.figure(1,(20,5))
ax =fig.add_subplot(111)
ax.plot(x,y,'red')
ax.plot(x,y,'r.')
# we should sample at a rate of >2*~max(k)
M=256 # number of nodes
N=128 # number of Fourier coefficients
nodes =np.random.rand(M)-0.5 # non-uniform oversampling
values=myf(nodes,k) # nodes&values will be used below to reconstruct
# original function using the Solver
ax.plot(nodes,values,'bo')
ax.set_xlim(-0.5,+0.5)
The we initialize and run the Solver:
from pynfft import NFFT, Solver
f = np.empty(M, dtype=np.complex128)
f_hat = np.empty([N,N], dtype=np.complex128)
this_nfft = NFFT(N=[N,N], M=M)
this_nfft.x = np.array([[node_i,0.] for node_i in nodes])
this_nfft.precompute()
this_nfft.f = f
ret2=this_nfft.adjoint()
print this_nfft.M # number of nodes, complex typed
print this_nfft.N # number of Fourier coefficients, complex typed
#print this_nfft.x # nodes in [-0.5, 0.5), float typed
this_solver = Solver(this_nfft)
this_solver.y = values # '''right hand side, samples.'''
#this_solver.f_hat_iter = f_hat # assign arbitrary initial solution guess, default is 0
this_solver.before_loop() # initialize solver internals
while not np.all(this_solver.r_iter < 1e-2):
this_solver.loop_one_step()
Finally, we display the frequencies:
import matplotlib.pyplot as plt
fig=plt.figure(1,(20,5))
ax =fig.add_subplot(111)
foo=[ np.abs( this_solver.f_hat_iter[i][0])**2 for i in range(len(this_solver.f_hat_iter) ) ]
ax.plot(np.abs(np.arange(-N/2,+N/2,1)),foo)
cheers

Python: Solving equation system (coefficients are arrays)

I can solve a system equation (using NumPY) like this:
>>> a = np.array([[3,1], [1,2]])
>>> b = np.array([9,8])
>>> y = np.linalg.solve(a, b)
>>> y
array([ 2., 3.])
But, if I got something like this:
>>> x = np.linspace(1,10)
>>> a = np.array([[3*x,1-x], [1/x,2]])
>>> b = np.array([x**2,8*x])
>>> y = np.linalg.solve(a, b)
It doesnt work, where the matrix's coefficients are arrays and I want calculate the array solution "y" for each element of the array "x". Also, I cant calculate
>>> det(a)
The question is: How can do that?
Check out the docs page. If you want to solve multiple systems of linear equations you can send in multiple arrays but they have to have shape (N,M,M). That will be considered a stack of N MxM arrays. A quote from the docs page below,
Several of the linear algebra routines listed above are able to compute results for several matrices at once, if they are stacked into the same array. This is indicated in the documentation via input parameter specifications such as a : (..., M, M) array_like. This means that if for instance given an input array a.shape == (N, M, M), it is interpreted as a “stack” of N matrices, each of size M-by-M. Similar specification applies to return values, for instance the determinant has det : (...) and will in this case return an array of shape det(a).shape == (N,). This generalizes to linear algebra operations on higher-dimensional arrays: the last 1 or 2 dimensions of a multidimensional array are interpreted as vectors or matrices, as appropriate for each operation.
When I run your code I get,
>>> a.shape
(2, 2)
>>> b.shape
(2, 50)
Not sure exactly what problem you're trying to solve, but you need to rethink your inputs. You want a to have shape (N,M,M) and b to have shape (N,M). You will then get back an array of shape (N,M) (i.e. N solution vectors).

Scipy.optimize.minpack.leastsq with 2 dimensional args

I am trying to calculate the 3x3 calibration matrix P of a camera based on 2D to 3D point correspondences as described in this paper http://cronos.rutgers.edu/~meer/TEACHTOO/PAPERS/zhang.pdf (section 2.3) using python 2.7. I have been able to find an initial estimate of P, but now need to refine it using the Levenberg-Marquardt Algorithm (2.3.4). It appears to me that this can be done with scipy.optimize.minpack.leastsq. However, my attemps at implementing this function have failed. Here is a simplified version of what I have (M is a numpy array of homogenized 3d points in the format (x,y,z,1) with a shape of (18,4) and m is a numpy array of homogenized 2d points in the format (u,v,1) with a shape of (18,3)):
import numpy as N
from scipy.optimize.minpack import leastsq
def e(P,M,m):
a = P.dot(M.T)
print a.shape
b = m.T-a
b1 = b[0]
b2 = b[1]
b3 = b[2]
dist = sqrt((b1**2)+(b2**2)+(b3**2))
return dist
P = N.array( [ [4.66135353e+01,1.24341518e+02,-9.07923056e+00,9.59292826e+02],
[-3.60062368e+01,3.56319152e+01,1.14245572e+02,2.32061401e-02],
[-4.04188199e-02,4.00793699e-02,-9.48804649e-03,1.00000e+00] ] )
m = []
M = []
#define m list and M list
for i in range(0,len(uv)):
uv[i].append(1) #uv is unhomogenized uv coordinate list (source left out to simplify)
xyz[i].append(1) #xyz is unhomogenized xyz coordinate list (source left out to simplify)
m.append(N.array( [ [uv[i][0]],[uv[i][1]],[uv[i][2]] ] ))
m = N.array( uv )
M = N.array( xyz )
#the shape of m is (18,3) and the shape of M is (18,4)
P_new, success = leastsq(e, P, args=(M,m))
I think the problem is with the M and m variables, the arrays of vectors. I looked at an example for the scipy.optimize.lstsq function and I could get that to work but it had args with only one dimension.
Does anyone know what I am doing wrong here? I am fairly new to programming so take it easy on me if this is idiotic haha. Thanks so much to all who read this and let me know if I can provide anymore info
It seems that leastsq doesn't know how to optimize multidimensional variables, a problem that is easy to work around:
def e2(P, M, m) :
return np.sqrt(np.sum((m.T - np.dot(P.reshape(3,4), M.T))**2, axis=0))
P = P.reshape((12,))
P_new, success = leastsq(e2, P, args=(M, m))
This runs, although with my made up random data has trouble converging. The basic idea is to treat matrix P as a 12 item long vector, and reshape it inside the function when needed to convert M to m.
I have also taken the liberty of rewriting your e function in a more numpythonic way...