Merge branch 'develop' into documentation

This commit is contained in:
fjosw 2021-11-09 10:28:34 +00:00
commit 06a99c8be7
4 changed files with 11 additions and 72 deletions

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#!/usr/bin/env python
# coding: utf-8
import numpy as np
from autograd import jacobian
import autograd.numpy as anp # Thinly-wrapped numpy

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#!/usr/bin/env python
# coding: utf-8
import numpy as np
from .obs import Obs

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#!/usr/bin/env python
# coding: utf-8
import numpy as np
import scipy.linalg
from .obs import Obs
from .linalg import svd, eig, pinv
from .linalg import svd, eig
def matrix_pencil_method(corrs, k=1, p=None, **kwargs):
""" Matrix pencil method to extract k energy levels from data
"""Matrix pencil method to extract k energy levels from data
Implementation of the matrix pencil method based on
eq. (2.17) of Y. Hua, T. K. Sarkar, IEEE Trans. Acoust. 38, 814-824 (1990)
Parameters
----------
data -- can be a list of Obs for the analysis of a single correlator, or a list of lists
of Obs if several correlators are to analyzed at once.
k -- Number of states to extract (default 1).
p -- matrix pencil parameter which filters noise. The optimal value is expected between
len(data)/3 and 2*len(data)/3. The computation is more expensive the closer p is
to len(data)/2 but could possibly suppress more noise (default len(data)//2).
data : list
can be a list of Obs for the analysis of a single correlator, or a list of lists
of Obs if several correlators are to analyzed at once.
k : int
Number of states to extract (default 1).
p : int
matrix pencil parameter which filters noise. The optimal value is expected between
len(data)/3 and 2*len(data)/3. The computation is more expensive the closer p is
to len(data)/2 but could possibly suppress more noise (default len(data)//2).
"""
if isinstance(corrs[0], Obs):
data = [corrs]
@ -56,55 +56,3 @@ def matrix_pencil_method(corrs, k=1, p=None, **kwargs):
# Return the sorted logarithms of the real eigenvalues as Obs
energy_levels = np.log(np.abs(eig(z, **kwargs)))
return sorted(energy_levels, key=lambda x: abs(x.value))
def matrix_pencil_method_old(data, p, noise_level=None, verbose=1, **kwargs):
""" Older impleentation of the matrix pencil method with pencil p on given data to
extract energy levels.
Parameters
----------
data -- lists of Obs, where the nth entry is considered to be the correlation function
at x0=n+offset.
p -- matrix pencil parameter which corresponds to the number of energy levels to extract.
higher values for p can help decreasing noise.
noise_level -- If this argument is not None an additional prefiltering via singular
value decomposition is performed in which all singular values below 10^(-noise_level)
times the largest singular value are discarded. This increases the computation time.
verbose -- if larger than zero details about the noise filtering are printed to stdout
(default 1)
"""
n_data = len(data)
if n_data <= p:
raise Exception('The pencil p has to be smaller than the number of data samples.')
matrix = scipy.linalg.hankel(data[:n_data - p], data[n_data - p - 1:]) @ np.identity(p + 1)
if noise_level is not None:
u, s, vh = svd(matrix)
s_values = np.vectorize(lambda x: x.value)(s)
if verbose > 0:
print('Singular values: ', s_values)
digit = np.argwhere(s_values / s_values[0] < 10.0**(-noise_level))
if digit.size == 0:
digit = len(s_values)
else:
digit = int(digit[0])
if verbose > 0:
print('Consider only', digit, 'out of', len(s), 'singular values')
new_matrix = u[:, :digit] * s[:digit] @ vh[:digit, :]
y1 = new_matrix[:, :-1]
y2 = new_matrix[:, 1:]
else:
y1 = matrix[:, :-1]
y2 = matrix[:, 1:]
# MoorePenrose pseudoinverse
pinv_y1 = pinv(y1)
e = eig((pinv_y1 @ y2), **kwargs)
energy_levels = -np.log(np.abs(e))
return sorted(energy_levels, key=lambda x: abs(x.value))

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#!/usr/bin/env python
# coding: utf-8
import warnings
import pickle
import numpy as np