-- | -- Module : Data.Manifold.DifferentialEquation -- Copyright : (c) Justus Sagemüller 2016 -- License : GPL v3 -- -- Maintainer : (@) sagemueller $ geo.uni-koeln.de -- Stability : experimental -- Portability : portable -- {-# LANGUAGE FlexibleInstances #-} {-# LANGUAGE UndecidableInstances #-} {-# LANGUAGE StandaloneDeriving #-} {-# LANGUAGE DeriveGeneric #-} {-# LANGUAGE DeriveFunctor #-} {-# LANGUAGE DeriveFoldable #-} {-# LANGUAGE DeriveTraversable #-} {-# LANGUAGE GeneralizedNewtypeDeriving #-} {-# LANGUAGE TypeFamilies #-} {-# LANGUAGE MultiParamTypeClasses #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE GADTs #-} {-# LANGUAGE RankNTypes #-} {-# LANGUAGE TupleSections #-} {-# LANGUAGE ParallelListComp #-} {-# LANGUAGE UnicodeSyntax #-} {-# LANGUAGE ConstraintKinds #-} {-# LANGUAGE PatternGuards #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE TypeOperators #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE LiberalTypeSynonyms #-} module Data.Manifold.DifferentialEquation ( -- * Formulating simple differential eqns. DifferentialEqn , constLinearDEqn , filterDEqnSolution_static, iterateFilterDEqn_static -- * Cost functions for error bounds , maxDeviationsGoal , uncertaintyGoal , uncertaintyGoal' , euclideanVolGoal ) where import Data.List.NonEmpty (NonEmpty(..)) import qualified Data.List.NonEmpty as NE import Data.Semigroup import Data.VectorSpace import Data.LinearMap.HerMetric import Data.LinearMap.Category import Data.AffineSpace import Data.Basis import Data.Manifold.Types import Data.Manifold.PseudoAffine import Data.Function.Differentiable import Data.Function.Differentiable.Data import Data.Manifold.TreeCover import Data.Manifold.Web import qualified Numeric.LinearAlgebra.HMatrix as HMat import qualified Data.List as List import qualified Prelude as Hask hiding(foldl, sum, sequence) import qualified Control.Applicative as Hask import qualified Control.Monad as Hask hiding(forM_, sequence) import qualified Data.Foldable as Hask import qualified Data.Traversable as Hask import Control.Category.Constrained.Prelude hiding ((^), all, elem, sum, forM, Foldable(..), foldr1, Traversable, traverse) import Control.Arrow.Constrained import Control.Monad.Constrained hiding (forM) import Data.Foldable.Constrained import Data.Traversable.Constrained (Traversable, traverse) constLinearDEqn :: (WithField ℝ LinearManifold x, WithField ℝ LinearManifold y) => Linear ℝ (DualSpace y) (Linear ℝ y x) -> DifferentialEqn x y constLinearDEqn bwt = factoriseShade >>> \(_x, Shade y δy) -> let j = bwt'm HMat.<\> (asPackedVector y) δj = bwt' `transformMetric` recipMetric δy in Shade' (fromPackedVector j) δj where bwt'@(DenseLinear bwt'm) = adjoint bwt -- | A function that variates, relatively speaking, most strongly -- for arguments around 1. In the zero-limit it approaches a constant -- (but with arbitrarily large derivative); for η → ∞ the derivative -- approaches 0. -- -- The idea is that if you consider the ratio of two function values, -- it will be close to 1 if both arguments on the same side of 1, -- even if their ratio is large. -- Only if both arguments are close to 1, or lie on opposite sides -- of it, will the ratio of the function values will be significant. goalSensitive :: ℝ -> ℝ goalSensitive η = 0.3 + sqrt (η * (1 + η/(1+η)) / (3 + η)) euclideanVolGoal :: WithField ℝ EuclidSpace y => ℝ -> x -> Shade' y -> ℝ euclideanVolGoal vTgt _ (Shade' _ shy) = goalSensitive η where η = euclideanRelativeMetricVolume shy / vTgt maxDeviationsGoal :: WithField ℝ EuclidSpace y => [Needle y] -> x -> Shade' y -> ℝ maxDeviationsGoal = uncertaintyGoal . projector's uncertaintyGoal :: WithField ℝ EuclidSpace y => Metric' y -> x -> Shade' y -> ℝ uncertaintyGoal = uncertaintyGoal' . const uncertaintyGoal' :: WithField ℝ EuclidSpace y => (x -> Metric' y) -> x -> Shade' y -> ℝ uncertaintyGoal' f x (Shade' _ shy) = List.sum [goalSensitive $ 1 / metricSq' m q | q <- shySpan] where shySpan = eigenSpan' shy m = f x