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use own CG implementation

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own_cg
jan 6 years ago
parent 47dd0df8bc
commit 4067766478
2 changed files with 250 additions and 138 deletions
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10
examples/bloch.py
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@ -30,11 +30,11 @@ g2.shifts = numpy.zeros((6,3))
g2.grids = [numpy.zeros(g.shape) for _ in range(6)]
epsilon = [g.grids[0],] * 3
reciprocal_lattice = numpy.diag(1e6/numpy.array([x_period, y_period, z_period])) #cols are vectors
reciprocal_lattice = numpy.diag(1000/numpy.array([x_period, y_period, z_period])) #cols are vectors
#print('Finding k at 1550nm')
#k, f = bloch.find_k(frequency=1/1550,
# tolerance=(1/1550 - 1/1551),
#k, f = bloch.find_k(frequency=1000/1550,
# tolerance=(1000 * (1/1550 - 1/1551)),
# direction=[1, 0, 0],
# G_matrix=reciprocal_lattice,
# epsilon=epsilon,
@ -47,10 +47,10 @@ for k0x in [.25]:
k0 = numpy.array([k0x, 0, 0])
kmag = norm(reciprocal_lattice @ k0)
tolerance = (1e6/1550) * 1e-4/1.5 # df = f * dn_eff / n
tolerance = (1000/1550) * 1e-4/1.5 # df = f * dn_eff / n
logger.info('tolerance {}'.format(tolerance))
n, v = bloch.eigsolve(4, k0, G_matrix=reciprocal_lattice, epsilon=epsilon, tolerance=tolerance)
n, v = bloch.eigsolve(4, k0, G_matrix=reciprocal_lattice, epsilon=epsilon, tolerance=tolerance**2)
v2e = bloch.hmn_2_exyz(k0, G_matrix=reciprocal_lattice, epsilon=epsilon)
v2h = bloch.hmn_2_hxyz(k0, G_matrix=reciprocal_lattice, epsilon=epsilon)
ki = bloch.generate_kmn(k0, reciprocal_lattice, g.shape)

378
fdfd_tools/bloch.py
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@ -76,6 +76,7 @@ This module contains functions for generating and solving the
from typing import List, Tuple, Callable, Dict
import logging
import numpy
from numpy import pi, real, trace
from numpy.fft import fftn, ifftn, fftfreq
import scipy
import scipy.optimize
@ -337,139 +338,6 @@ def inverse_maxwell_operator_approx(k0: numpy.ndarray,
return operator
def eigsolve(num_modes: int,
k0: numpy.ndarray,
G_matrix: numpy.ndarray,
epsilon: field_t,
mu: field_t = None,
tolerance = 1e-8,
) -> Tuple[numpy.ndarray, numpy.ndarray]:
"""
Find the first (lowest-frequency) num_modes eigenmodes with Bloch wavevector
k0 of the specified structure.
:param k0: Bloch wavevector, [k0x, k0y, k0z].
:param G_matrix: 3x3 matrix, with reciprocal lattice vectors as columns.
:param epsilon: Dielectric constant distribution for the simulation.
All fields are sampled at cell centers (i.e., NOT Yee-gridded)
:param mu: Magnetic permability distribution for the simulation.
Default None (1 everywhere).
:return: (eigenvalues, eigenvectors) where eigenvalues[i] corresponds to the
vector eigenvectors[i, :]
"""
h_size = 2 * epsilon[0].size
kmag = norm(G_matrix @ k0)
'''
Generate the operators
'''
mop = maxwell_operator(k0=k0, G_matrix=G_matrix, epsilon=epsilon, mu=mu)
imop = inverse_maxwell_operator_approx(k0=k0, G_matrix=G_matrix, epsilon=epsilon, mu=mu)
scipy_op = spalg.LinearOperator(dtype=complex, shape=(h_size, h_size), matvec=mop)
scipy_iop = spalg.LinearOperator(dtype=complex, shape=(h_size, h_size), matvec=imop)
y_shape = (h_size, num_modes)
def rayleigh_quotient(Z: numpy.ndarray, approx_grad: bool = True):
"""
Absolute value of the block Rayleigh quotient, and the associated gradient.
See Johnson and Joannopoulos, Opt. Expr. 8, 3 (2001) for details (full
citation in module docstring).
===
Notes on my understanding of the procedure:
Minimize f(Y) = |trace((Y.H @ A @ Y)|, making use of Y = Z @ inv(Z.H @ Z)^(1/2)
(a polar orthogonalization of Y). This gives f(Z) = |trace(Z.H @ A @ Z @ U)|,
where U = inv(Z.H @ Z). We minimize the absolute value to find the eigenvalues
with smallest magnitude.
The gradient is P @ (A @ Z @ U), where P = (1 - Z @ U @ Z.H) is a projection
onto the space orthonormal to Z. If approx_grad is True, the approximate
inverse of the maxwell operator is used to precondition the gradient.
"""
z = Z.view(dtype=complex).reshape(y_shape)
U = numpy.linalg.inv(z.conj().T @ z)
zU = z @ U
AzU = scipy_op @ zU
zTAzU = z.conj().T @ AzU
f = numpy.real(numpy.trace(zTAzU))
if approx_grad:
df_dy = scipy_iop @ (AzU - zU @ zTAzU)
else:
df_dy = (AzU - zU @ zTAzU)
df_dy_flat = df_dy.view(dtype=float).ravel()
return numpy.abs(f), numpy.sign(f) * df_dy_flat
'''
Use the conjugate gradient method and the approximate gradient calculation to
quickly find approximate eigenvectors.
'''
result = scipy.optimize.minimize(rayleigh_quotient,
numpy.random.rand(*y_shape, 2),
jac=True,
method='L-BFGS-B',
tol=1e-20,
options={'maxiter': 2000, 'gtol':0, 'ftol':1e-20 , 'disp':True})#, 'maxls':80, 'm':30})
result = scipy.optimize.minimize(lambda y: rayleigh_quotient(y, True),
result.x,
jac=True,
method='L-BFGS-B',
tol=1e-20,
options={'maxiter': 2000, 'gtol':0, 'disp':True})
result = scipy.optimize.minimize(lambda y: rayleigh_quotient(y, False),
result.x,
jac=True,
method='L-BFGS-B',
tol=1e-20,
options={'maxiter': 2000, 'gtol':0, 'disp':True})
for i in range(20):
result = scipy.optimize.minimize(lambda y: rayleigh_quotient(y, False),
result.x,
jac=True,
method='L-BFGS-B',
tol=1e-20,
options={'maxiter': 70, 'gtol':0, 'disp':True})
if result.nit == 0:
# We took 0 steps, so re-running won't help
break
z = result.x.view(dtype=complex).reshape(y_shape)
'''
Recover eigenvectors from Z
'''
U = numpy.linalg.inv(z.conj().T @ z)
y = z @ scipy.linalg.sqrtm(U)
w = y.conj().T @ (scipy_op @ y)
eigvals, w_eigvecs = numpy.linalg.eig(w)
eigvecs = y @ w_eigvecs
for i in range(len(eigvals)):
v = eigvecs[:, i]
n = eigvals[i]
v /= norm(v)
eigness = norm(scipy_op @ v - (v.conj() @ (scipy_op @ v)) * v )
f = numpy.sqrt(-numpy.real(n))
df = numpy.sqrt(-numpy.real(n + eigness))
neff_err = kmag * (1/df - 1/f)
logger.info('eigness {}: {}\n neff_err: {}'.format(i, eigness, neff_err))
order = numpy.argsort(numpy.abs(eigvals))
return eigvals[order], eigvecs.T[order]
def find_k(frequency: float,
tolerance: float,
direction: numpy.ndarray,
@ -511,3 +379,247 @@ def find_k(frequency: float,
return res.x * direction, res.fun + frequency
def eigsolve(num_modes: int,
k0: numpy.ndarray,
G_matrix: numpy.ndarray,
epsilon: field_t,
mu: field_t = None,
tolerance = 1e-20,
) -> Tuple[numpy.ndarray, numpy.ndarray]:
"""
Find the first (lowest-frequency) num_modes eigenmodes with Bloch wavevector
k0 of the specified structure.
:param k0: Bloch wavevector, [k0x, k0y, k0z].
:param G_matrix: 3x3 matrix, with reciprocal lattice vectors as columns.
:param epsilon: Dielectric constant distribution for the simulation.
All fields are sampled at cell centers (i.e., NOT Yee-gridded)
:param mu: Magnetic permability distribution for the simulation.
Default None (1 everywhere).
:param tolerance: Solver stops when fractional change in the objective
trace(Z.H @ A @ Z @ inv(Z Z.H)) is smaller than the tolerance
:return: (eigenvalues, eigenvectors) where eigenvalues[i] corresponds to the
vector eigenvectors[i, :]
"""
h_size = 2 * epsilon[0].size
kmag = norm(G_matrix @ k0)
'''
Generate the operators
'''
mop = maxwell_operator(k0=k0, G_matrix=G_matrix, epsilon=epsilon, mu=mu)
imop = inverse_maxwell_operator_approx(k0=k0, G_matrix=G_matrix, epsilon=epsilon, mu=mu)
scipy_op = spalg.LinearOperator(dtype=complex, shape=(h_size, h_size), matvec=mop)
scipy_iop = spalg.LinearOperator(dtype=complex, shape=(h_size, h_size), matvec=imop)
y_shape = (h_size, num_modes)
prev_E = 0
d_scale = 1
prev_traceGtKG = 0
prev_theta = 0.5
D = numpy.zeros(shape=y_shape, dtype=complex)
y0 = None
if y0 is None:
Z = numpy.random.rand(*y_shape).astype(complex)
else:
Z = y0
while True:
Z2 = Z.conj().T @ Z
Z_norm = numpy.sqrt(real(trace(Z2))) / num_modes
Z /= Z_norm
Z2 /= Z_norm * Z_norm
try:
U = numpy.linalg.inv(Z2)
except numpy.linalg.LinAlgError:
Z = numpy.random.rand(*y_shape).astype(complex)
continue
trace_U = real(trace(U))
if trace_U > 1e8 * num_modes:
Z = Z @ scipy.linalg.sqrtm(U).conj().T
prev_traceGtKG = 0
continue
break
def rtrace_AtB(A, B):
return real(numpy.sum(A.conj() * B))
def symmetrize(A):
return (A + A.conj().T) * 0.5
max_iters = 10000
for iter in range(max_iters):
U = numpy.linalg.inv(Z.conj().T @ Z)
AZ = scipy_op @ Z
AZU = AZ @ U
ZtAZU = Z.conj().T @ AZU
E = real(trace(ZtAZU))
sgn = numpy.sign(E)
E = numpy.abs(E)
G = (AZU - Z @ U @ ZtAZU) * sgn
if iter > 0 and abs(E - prev_E) < tolerance * 0.5 * (E + prev_E + 1e-7):
logging.info('Optimization succeded: {} - 5e-8 < {} * {} / 2'.format(abs(E - prev_E), tolerance, E + prev_E))
break
KG = scipy_iop @ G
traceGtKG = rtrace_AtB(G, KG)
gamma_numerator = traceGtKG
reset_iters = 100
if prev_traceGtKG == 0 or iter % reset_iters == 0:
print('RESET!')
gamma = 0
else:
gamma = gamma_numerator / prev_traceGtKG
D = gamma * d_scale * D + KG
d_scale = numpy.sqrt(rtrace_AtB(D, D)) / num_modes
D /= d_scale
AD = scipy_op @ D
DtD = D.conj().T @ D
DtAD = D.conj().T @ AD
ZtD = Z.conj().T @ D
ZtAD = Z.conj().T @ AD
symZtD = symmetrize(ZtD)
symZtAD = symmetrize(ZtAD)
U_sZtD = U @ symZtD
dE = 2.0 * (rtrace_AtB(U, symZtAD) - rtrace_AtB(ZtAZU, U_sZtD))
S2 = DtD - 4 * symZtD @ U_sZtD
d2E = 2 * (rtrace_AtB(U, DtAD) -
rtrace_AtB(ZtAZU, U @ S2) -
4 * rtrace_AtB(U, symZtAD @ U_sZtD))
# Newton-Raphson to find a root of the first derivative:
theta = -dE/d2E
if d2E < 0 or abs(theta) >= pi:
theta = -abs(prev_theta) * numpy.sign(dE)
# ZtAZU * ZtZ = ZtAZ for use in line search
ZtZ = Z.conj().T @ Z
ZtAZ = ZtAZU @ ZtZ.conj().T
def Qi_func(theta, memo=[None, None]):
if memo[0] == theta:
return memo[1]
c = numpy.cos(theta)
s = numpy.sin(theta)
Q = c*c * ZtZ + s*s * DtD + 2*s*c * symZtD
try:
Qi = numpy.linalg.inv(Q)
except numpy.linalg.LinAlgError:
logger.info('taylor Qi')
# if c or s small, taylor expand
if c < 1e-4 * s and c != 0:
Qi = numpy.linalg.inv(DtD)
Qi = Qi / (s*s) - 2*c/(s*s*s) * (Qi @ symZtD.conj().T @ Qi.conj().T)
elif s < 1e-4 * c and s != 0:
Qi = numpy.linalg.inv(ZtZ)
Qi = Qi / (c*c) - 2*s/(c*c*c) * (Qi @ symZtD.conj().T @ Qi.conj().T)
else:
raise Exception('Inexplicable singularity in trace_func')
memo[0] = theta
memo[1] = Qi
return Qi
def trace_func(theta):
c = numpy.cos(theta)
s = numpy.sin(theta)
Qi = Qi_func(theta)
R = c*c * ZtAZ + s*s * DtAD + 2*s*c * symZtAD
trace = rtrace_AtB(R, Qi)
return numpy.abs(trace)
#def trace_deriv(theta):
# Qi = Qi_func(theta)
# c2 = numpy.cos(2 * theta)
# s2 = numpy.sin(2 * theta)
# F = -0.5*s2 * (ZtAZ - DtAD) + c2 * symZtAD
# trace_deriv = rtrace_AtB(Qi, F)
# G = Qi @ F.conj().T @ Qi.conj().T
# H = -0.5*s2 * (ZtZ - DtD) + c2 * symZtD
# trace_deriv -= rtrace_AtB(G, H)
# trace_deriv *= 2
# return trace_deriv * sgn
'''
theta, new_E, new_dE = linmin(theta, E, dE, 0.1, min(tolerance, 1e-6), 1e-14, 0, -numpy.sign(dE) * K_PI, trace_func)
'''
#theta, n, _, new_E, _, _new_dE = scipy.optimize.line_search(trace_func, trace_deriv, xk=theta, pk=numpy.ones((1,1)), gfk=dE, old_fval=E, c1=min(tolerance, 1e-6), c2=0.1, amax=pi)
result = scipy.optimize.minimize_scalar(trace_func, bounds=(0, pi), tol=tolerance)
new_E = result.fun
theta = result.x
improvement = numpy.abs(E - new_E) * 2 / numpy.abs(E + new_E)
logger.info('linmin improvement {}'.format(improvement))
Z *= numpy.cos(theta)
Z += D * numpy.sin(theta)
prev_traceGtKG = traceGtKG
prev_theta = theta
prev_E = E
'''
Recover eigenvectors from Z
'''
U = numpy.linalg.inv(Z.conj().T @ Z)
Y = Z @ scipy.linalg.sqrtm(U)
W = Y.conj().T @ (scipy_op @ Y)
eigvals, W_eigvecs = numpy.linalg.eig(W)
eigvecs = Y @ W_eigvecs
for i in range(len(eigvals)):
v = eigvecs[:, i]
n = eigvals[i]
v /= norm(v)
eigness = norm(scipy_op @ v - (v.conj() @ (scipy_op @ v)) * v )
f = numpy.sqrt(-numpy.real(n))
df = numpy.sqrt(-numpy.real(n + eigness))
neff_err = kmag * (1/df - 1/f)
logger.info('eigness {}: {}\n neff_err: {}'.format(i, eigness, neff_err))
order = numpy.argsort(numpy.abs(eigvals))
return eigvals[order], eigvecs.T[order]
#def linmin(x_guess, f0, df0, x_max, f_tol=0.1, df_tol=min(tolerance, 1e-6), x_tol=1e-14, x_min=0, linmin_func):
# if df0 > 0:
# x0, f0, df0 = linmin(-x_guess, f0, -df0, -x_max, f_tol, df_tol, x_tol, -x_min, lambda q, dq: -linmin_func(q, dq))
# return -x0, f0, -df0
# elif df0 == 0:
# return 0, f0, df0
# else:
# x = x_guess
# fx = f0
# dfx = df0
# isave = numpy.zeros((2,), numpy.intc)
# dsave = numpy.zeros((13,), float)
# x, fx, dfx, task = minpack2.dsrch(x, fx, dfx, f_tol, df_tol, x_tol, task,
# x_min, x_max, isave, dsave)
# for i in range(int(1e6)):
# if task != 'F':
# logging.info('search converged in {} iterations'.format(i))
# break
# fx = f(x, dfx)
# x, fx, dfx, task = minpack2.dsrch(x, fx, dfx, f_tol, df_tol, x_tol, task,
# x_min, x_max, isave, dsave)
# return x, fx, dfx

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