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SimpleSparsePolynomialZonotope.jl
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SimpleSparsePolynomialZonotope.jl
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export SimpleSparsePolynomialZonotope, PolynomialZonotope, expmat, nparams,
quadratic_map, remove_redundant_generators
"""
SimpleSparsePolynomialZonotope{N, VN<:AbstractVector{N},
MN<:AbstractMatrix{N},
ME<:AbstractMatrix{Int}}
<: AbstractPolynomialZonotope{N}
Type that represents a sparse polynomial zonotope that is *simple* in the sense
that there is no distinction between independent and dependent generators.
A simple sparse polynomial zonotope ``\\mathcal{PZ} ⊂ ℝ^n`` is
represented by the set
```math
\\mathcal{PZ} = \\left\\{x ∈ ℝ^n : x = c + ∑_{i=1}^h \\left(∏_{k=1}^p α_k^{E_{k, i}} \\right) g_i,~~ α_k ∈ [-1, 1]~~ ∀ i = 1,…,p \\right\\},
```
where ``c ∈ ℝ^n`` is the offset vector (or center),
``G ∈ ℝ^{n × h}`` is the generator matrix with columns ``g_i``
(each ``g_i`` is called a *generator*), and where ``E ∈ \\mathbb{N}^{p×h}_{≥0}``
is the exponent matrix with matrix elements ``E_{k, i}``.
### Fields
- `c` -- offset vector
- `G` -- generator matrix
- `E` -- exponent matrix
### Notes
Sparse polynomial zonotopes were introduced in [1]. The *simple* variation
was defined in [2].
- [1] N. Kochdumper and M. Althoff. *Sparse Polynomial Zonotopes: A Novel Set
Representation for Reachability Analysis*. Transactions on Automatic Control,
2021.
- [2] N. Kochdumper. *Challenge Problem 5: Polynomial Zonotopes in Julia.*
JuliaReach and JuliaIntervals Days 3, 2021.
"""
struct SimpleSparsePolynomialZonotope{N,VN<:AbstractVector{N},
MN<:AbstractMatrix{N},
ME<:AbstractMatrix{Int}} <:
AbstractPolynomialZonotope{N}
c::VN
G::MN
E::ME
function SimpleSparsePolynomialZonotope(c::VN, G::MN,
E::ME) where {N,
VN<:AbstractVector{N},
MN<:AbstractMatrix{N},
ME<:AbstractMatrix{Int}}
@assert length(c) == size(G, 1) throw(DimensionMismatch("c and G " *
"should have the same number of rows"))
@assert size(G, 2) == size(E, 2) throw(DimensionMismatch("G and E " *
"should have the same number of columns"))
@assert all(>=(0), E) throw(ArgumentError("E should contain " *
"non-negative integers"))
return new{N,VN,MN,ME}(c, G, E)
end
end
"""
PolynomialZonotope = SimpleSparsePolynomialZonotope
Alias for `SimpleSparsePolynomialZonotope`.
### Notes
Another shorthand is `SSPZ`.
"""
const PolynomialZonotope = SimpleSparsePolynomialZonotope
# short-hand
const SSPZ = SimpleSparsePolynomialZonotope
function isoperationtype(P::Type{<:SimpleSparsePolynomialZonotope})
return false
end
"""
ngens(P::SimpleSparsePolynomialZonotope)
Return the number of generators of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The number of generators of `P`.
### Notes
This number corresponds to the number of monomials in the polynomial
representation of `P`.
"""
ngens(P::SSPZ) = size(P.G, 2)
"""
nparams(P::SimpleSparsePolynomialZonotope)
Return the number of parameters in the polynomial representation of a simple
sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The number of parameters in the polynomial representation of P.
### Notes
This number corresponds to the number of rows in the exponent matrix ``E`` (`p`
in the mathematical set definition).
### Examples
```jldoctest
julia> S = SimpleSparsePolynomialZonotope([2.0, 0], [1 2;2 2.], [1 4;1 2])
SimpleSparsePolynomialZonotope{Float64, Vector{Float64}, Matrix{Float64}, Matrix{Int64}}([2.0, 0.0], [1.0 2.0; 2.0 2.0], [1 4; 1 2])
julia> nparams(S)
2
```
"""
nparams(P::SSPZ) = size(P.E, 1)
"""
order(P::SimpleSparsePolynomialZonotope)
Return the order of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The order of `P`, defined as the quotient between the number of generators and
the ambient dimension.
"""
order(P::SSPZ) = ngens(P) // dim(P)
"""
center(P::SimpleSparsePolynomialZonotope)
Return the center of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The center of `P`.
"""
center(P::SSPZ) = P.c
"""
genmat(P::SimpleSparsePolynomialZonotope)
Return the matrix of generators of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The matrix of generators of `P`.
"""
genmat(P::SSPZ) = P.G
"""
expmat(P::SimpleSparsePolynomialZonotope)
Return the matrix of exponents of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The matrix of exponents, where each column is a multidegree.
### Notes
In the exponent matrix, each row corresponds to a parameter (``\alpha_k`` in the
mathematical set definition) and each column corresponds to a monomial.
### Examples
```jldoctest
julia> S = SimpleSparsePolynomialZonotope([2.0, 0], [1 2;2 2.], [1 4;1 2])
SimpleSparsePolynomialZonotope{Float64, Vector{Float64}, Matrix{Float64}, Matrix{Int64}}([2.0, 0.0], [1.0 2.0; 2.0 2.0], [1 4; 1 2])
julia> expmat(S)
2×2 Matrix{Int64}:
1 4
1 2
```
"""
expmat(P::SSPZ) = P.E
"""
linear_map(M::AbstractMatrix, P::SimpleSparsePolynomialZonotope)
Apply the linear map `M` to a simple sparse polynomial zonotope.
### Input
- `M` -- matrix
- `P` -- simple sparse polynomial zonotope
### Output
The set resulting from applying the linear map `M` to `P`.
"""
function linear_map(M::AbstractMatrix, P::SSPZ)
return SimpleSparsePolynomialZonotope(M * center(P), M * genmat(P), expmat(P))
end
"""
quadratic_map(Q::Vector{MT}, S::SimpleSparsePolynomialZonotope)
where {N, MT<:AbstractMatrix{N}}
Return the quadratic map of a simple sparse polynomial zonotope.
### Input
- `Q` -- vector of square matrices
- `S` -- simple sparse polynomial zonotope
### Output
The quadratic map of `P` represented as a simple sparse polynomial zonotope.
### Algorithm
This method implements Proposition 12 in [1].
See also Proposition 3.1.30 in [2].
[1] N. Kochdumper, M. Althoff. *Sparse polynomial zonotopes: A novel set
representation for reachability analysis*. 2021
[2] N. Kochdumper. *Extensions of polynomial zonotopes and their application to
verification of cyber-physical systems*. 2021.
"""
function quadratic_map(Q::Vector{MT},
S::SimpleSparsePolynomialZonotope) where {N,MT<:AbstractMatrix{N}}
m = length(Q)
c = center(S)
h = ngens(S)
G = genmat(S)
E = expmat(S)
cnew = similar(c, m)
Gnew = similar(G, m, h^2 + h)
QiG = similar(Q)
@inbounds for (i, Qi) in enumerate(Q)
cnew[i] = dot(c, Qi, c)
Gnew[i, 1:h] = c' * (Qi + Qi') * G
QiG[i] = Qi * G
end
Enew = repeat(E, 1, h + 1)
@inbounds for i in 1:h
idxstart = h * i + 1
idxend = (i + 1) * h
Enew[:, idxstart:idxend] .+= E[:, i]
for j in eachindex(QiG)
Gnew[j, idxstart:idxend] = G[:, i]' * QiG[j]
end
end
Z = SimpleSparsePolynomialZonotope(cnew, Gnew, Enew)
return remove_redundant_generators(Z)
end
"""
quadratic_map(Q::Vector{MT}, S1::SimpleSparsePolynomialZonotope,
S2::SimpleSparsePolynomialZonotope)
where {N, MT<:AbstractMatrix{N}}
Return the quadratic map of two simple sparse polynomial zonotopes.
The quadratic map is the set
```math
\\{x \\mid xᵢ = s₁ᵀQᵢs₂, s₁ ∈ S₁, s₂ ∈ S₂, Qᵢ ∈ Q\\}.
```
### Input
- `Q` -- vector of square matrices
- `S1` -- simple sparse polynomial zonotope
- `S2` -- simple sparse polynomial zonotope
### Output
The quadratic map of the given simple sparse polynomial zonotopes represented as
a simple sparse polynomial zonotope.
### Algorithm
This method implements Proposition 3.1.30 in [1].
[1] N. Kochdumper. *Extensions of polynomial zonotopes and their application to
verification of cyber-physical systems*. 2021.
"""
function quadratic_map(Q::Vector{MT}, S1::SimpleSparsePolynomialZonotope,
S2::SimpleSparsePolynomialZonotope) where {N,MT<:AbstractMatrix{N}}
@assert nparams(S1) == nparams(S2)
c1 = center(S1)
c2 = center(S2)
G1 = genmat(S1)
G2 = genmat(S2)
E1 = expmat(S1)
E2 = expmat(S2)
c = [dot(c1, Qi, c2) for Qi in Q]
Ghat1 = reduce(vcat, c2' * Qi' * G1 for Qi in Q)
Ghat2 = reduce(vcat, c1' * Qi * G2 for Qi in Q)
Gbar = reduce(hcat, reduce(vcat, gj' * Qi * G2 for Qi in Q) for gj in eachcol(G1))
Ebar = reduce(hcat, E2 .+ e1j for e1j in eachcol(E1))
G = hcat(Ghat1, Ghat2, Gbar)
E = hcat(E1, E2, Ebar)
return remove_redundant_generators(SimpleSparsePolynomialZonotope(c, G, E))
end
"""
remove_redundant_generators(S::SimpleSparsePolynomialZonotope)
Remove redundant generators from a simple sparse polynomial zonotope.
### Input
- `S` -- simple sparse polynomial zonotope
### Output
A new simple sparse polynomial zonotope such that redundant generators have been
removed.
## Notes
The result uses dense arrays irrespective of the array type of `S`.
### Algorithm
Let `G` be the generator matrix and `E` the exponent matrix of `S`. The
following simplifications are performed:
- Zero columns in `G` and the corresponding columns in `E` are removed.
- For zero columns in `E`, the corresponding column in `G` is summed to the
center.
- Repeated columns in `E` are grouped together by summing the corresponding
columns in `G`.
"""
function remove_redundant_generators(S::SimpleSparsePolynomialZonotope)
c, G, E = _remove_redundant_generators_polyzono(center(S), genmat(S), expmat(S))
return SimpleSparsePolynomialZonotope(c, G, E)
end
function _remove_redundant_generators_polyzono(c, G, E)
Gnew = Matrix{eltype(G)}(undef, size(G, 1), 0)
Enew = Matrix{eltype(E)}(undef, size(E, 1), 0)
cnew = copy(c)
visited_exps = Dict{Vector{Int},Int}()
@inbounds for (gi, ei) in zip(eachcol(G), eachcol(E))
iszero(gi) && continue
if iszero(ei)
cnew += gi
elseif haskey(visited_exps, ei) # repeated exponent
idx = visited_exps[ei]
Gnew[:, idx] += gi
else
Gnew = hcat(Gnew, gi)
Enew = hcat(Enew, ei)
visited_exps[ei] = size(Enew, 2)
end
end
return cnew, Gnew, Enew
end
"""
rand(::Type{SimpleSparsePolynomialZonotope};
[N]::Type{<:Real}=Float64, [dim]::Int=2, [nparams]::Int=2,
[maxdeg]::Int=3, [num_generators]::Int=-1,
[rng]::AbstractRNG=GLOBAL_RNG, [seed]::Union{Int, Nothing}=nothing)
Create a random simple sparse polynomial zonotope.
### Input
- `Zonotope` -- type for dispatch
- `N` -- (optional, default: `Float64`) numeric type
- `dim` -- (optional, default: 2) dimension
- `nparams` -- (optional, default: 2) number of parameters
- `maxdeg` -- (optional, default: 3) maximum degree for each parameter
- `rng` -- (optional, default: `GLOBAL_RNG`) random number generator
- `seed` -- (optional, default: `nothing`) seed for reseeding
- `num_generators` -- (optional, default: `-1`) number of generators of the
zonotope (see comment below)
### Output
A random simple sparse polynomial zonotope.
### Algorithm
All numbers are normally distributed with mean 0 and standard deviation 1.
The number of generators can be controlled with the argument `num_generators`.
For a negative value we choose a random number in the range `dim:2*dim` (except
if `dim == 1`, in which case we only create a single generator). Note that the
final number of generators may be lower if redundant monomials are generated.
"""
function rand(::Type{SimpleSparsePolynomialZonotope};
N::Type{<:Real}=Float64,
dim::Int=2,
nparams::Int=2,
maxdeg::Int=3,
rng::AbstractRNG=GLOBAL_RNG,
seed::Union{Int,Nothing}=nothing,
num_generators::Int=-1)
rng = reseed!(rng, seed)
center = randn(rng, N, dim)
if num_generators < 0
num_generators = (dim == 1) ? 1 : rand(rng, dim:(2 * dim))
end
generators = randn(rng, N, dim, num_generators)
expmat = rand(rng, 0:maxdeg, nparams, num_generators)
SSPZ = SimpleSparsePolynomialZonotope(center, generators, expmat)
return remove_redundant_generators(SSPZ)
end
"""
convex_hull(P::SimpleSparsePolynomialZonotope)
Compute the convex hull of a simple sparse polynomial zonotope.
### Input
- `P` -- simple sparse polynomial zonotope
### Output
The tightest convex simple sparse polynomial zonotope containing `P`.
"""
function convex_hull(P::SimpleSparsePolynomialZonotope)
return linear_combination(P, P)
end