Merge pull request #167 from CUQI-DTU/sprint16_KL_projection

Sprint16 kl projection

cuqi/_messages.py

@@ -0,0 +1,7 @@
+""" This module defines messages (errors, warnings, etc) that are used throughout CUQIpy. The values of the following variables are not meant to be changed by the user."""
+
+_disable_warning_msg = lambda module_name: "To disable "+\
+"warnings for a given module or library, "+\
+"you can use the method `warnings.filterwarnings`,"+\
+" e.g.: warnings.filterwarnings(action='ignore', "+\
+f"module=r'"+module_name+"')."

cuqi/geometry/_geometry.py

@@ -8,6 +8,7 @@
 import operator
 from functools import reduce
 import warnings
+from cuqi._messages import _disable_warning_msg
 
 class Geometry(ABC):
     """A class that represents the geometry of the range, domain, observation, or other sets.
@@ -731,8 +732,44 @@ def par2fun(self, p):
         return real
 
     def fun2par(self, funvals):
-        """The function to parameter map used to map function values back to parameters, if available."""
-        raise NotImplementedError("fun2par not implemented. ")
+        """The function to parameter map used to map function values back to
+        parameters. In this class (the `KLExpansion`), `fun2par` projects the
+        function on the KL expansion coefficient space. Hence this is not
+        always the inverse of `par2fun` but it is the closest estimation of the
+        function on the KL expansion coefficient space."""
+
+        # Check that the input is of the correct shape
+        if len(funvals) != self.fun_dim:
+            raise ValueError(
+                "Input array funvals must have length {}".format(self.fun_dim))
+
+        warnings.warn(
+            f"fun2par for {self.__class__} is a projection on "
+            + "the KL expansion coefficients space where only "
+            + f"the first self.num_modes={self.num_modes} "
+            + "coefficients are returned. "
+            + _disable_warning_msg("cuqi.geometry")
+            + "\n"
+        )
+
+        # par2fun scales the input parameters then applies the inverse
+        # discrete sine transform of type 2 (IDST-II). Here we apply the
+        # inverse of the par2fun map and truncate the expansion
+        # coefficients to the number of modes.
+        # This includes applying the discrete sine transform of type 2 (DST-II)
+        # to the function values to obtain the expansion coefficients.
+        # https://docs.scipy.org/doc/scipy/reference/generated/scipy.fftpack.dst.html
+
+        # Note that here we have a scaling by 2*self.fun_dim that does
+        # not correspond to the scaling in par2fun. This is needed
+        # because it is not accounted for in the scipy.fftpack implementation.
+        # However, if we use, for example, scipy.fft instead of scipy.fftpack,
+        # then this scaling is not needed.
+
+        p = dst(funvals*2)[:self.par_dim]\
+            *self.normalizer/(self.coefs*2*self.fun_dim)
+
+        return p
 
 class KLExpansion_Full(Continuous1D):
     '''

tests/test_geometry.py

@@ -361,3 +361,30 @@ def test_create_CustomKL_geometry():
 	   geom.trunc_term==trunc_term
 
 
+def test_KLExpansion_projection():
+    """Check KLExpansion geometry projection performed by the method fun2par)"""
+    # Set up a KLExpansion geometry
+    num_modes = 95
+    N = 100
+    L = 1.0
+    grid = np.linspace(0,1,N)
+
+    geom = cuqi.geometry.KLExpansion(grid, num_modes=num_modes,
+     decay_rate=1.5,
+     normalizer=12.0)
+
+    # Create a signal 
+    signal =1/30*(1-np.cos(2*np.pi*(L-grid)/(L)))\
+                    +1/30*np.exp(-2*(10*(grid-0.5))**2)+\
+                     1/30*np.exp(-2*(10*(grid-0.8))**2)
+
+    # Project signal to the KL basis and back
+    p = geom.fun2par(signal)
+    assert(len(p) == num_modes)
+
+    signal_proj = geom.par2fun(p)
+    assert(len(signal_proj) == N)
+
+    # Check that the projection is accurate
+    rel_err = np.linalg.norm(signal-signal_proj)/np.linalg.norm(signal)
+    assert np.isclose(rel_err, 0.0, atol=1e-5)