loicvhandClaude Opus 5
55cb27c8de
x(mu) only approaches the centre as |mu| -> inf, so the sampling in [mean(poles) - 3, mean(poles) + 3] left a gap around it. The outer branches now continue geometrically up to |mu| ~ 1e4 / lambda_min; the extra samples lie outside the mu axes and only show in the trajectory. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
200 lines
8.7 KiB
Python
200 lines
8.7 KiB
Python
#!/usr/bin/env python3
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"""Plot the KKT trajectory mu -> x(mu) of the projection of x0 onto an ellipse.
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Panels: the trajectory in the plane, f(mu) = psi(x(mu)), the distance ||x0 - x(mu)|| and
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f'(mu). Colors encode mu, from mu -> -inf (blue) to mu -> +inf (red).
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"""
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import argparse
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import shutil
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from pathlib import Path
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import matplotlib.pyplot as plt
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import numpy as np
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from matplotlib import colormaps
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from matplotlib.cm import ScalarMappable
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from matplotlib.collections import LineCollection
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from matplotlib.colors import Normalize
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from matplotlib.lines import Line2D
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from quadric import TOL, Ellipsoid
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# One figure per case, for the ellipse x'Ax + b'x + c = 0 (b = 0 and c = -1 by default).
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CASES = {
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'x_trajectories_mu_1': dict(A=np.diag([2.0, 1.0]), x0=[0.0, -0.1]),
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'x_trajectories_mu_2': dict(A=np.diag([2.0, 0.75]), x0=[0.0, -0.6]),
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}
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N_PER_BRANCH = 266 # mu samples between consecutive poles
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N_TAIL = 100 # extra samples extending the outer branches geometrically up to |mu| ~ 1e4 / lambda_min
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EPS = 0.01 # gap left on each side of a pole
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MU_HALF_WIDTH = 3 # mu is sampled in [m - MU_HALF_WIDTH, m + MU_HALF_WIDTH], m the mean of the poles
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N_DOTTED_OUTER = 2 # points drawn dotted at the ends of the outer branches
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COLORMAP = 'RdYlBu_r'
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ELLIPSE_COLOR = 'royalblue'
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STAR_STYLE = dict(color='purple', marker='v', s=12, zorder=2)
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STAR_STAR_STYLE = dict(color='purple', marker='s', s=12, zorder=2)
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POLE_STYLE = dict(linestyle='dashed', color='grey')
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TEXT_STYLE = dict(ha='center', va='center', fontsize=12, clip_on=True)
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POLE_LABELS = [r'$\frac{-1}{\lambda_2}$', r'$\frac{-1}{\lambda_1}$']
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DIST_D_LABEL = r'$||\mathbf{x}^0 - \mathbf{x}^\mathrm{d}||_2$'
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def colored_line(ax, x, y, idx, cmap, norm, n_dotted=0):
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"""Draw y(x) colored by idx, with the first and last n_dotted points joined by dotted segments."""
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points = np.column_stack((x, y))
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n = len(points)
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if n_dotted == 0:
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parts = [(0, n, 'solid')]
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else:
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parts = [(0, n_dotted, 'dotted'),
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(n_dotted - 1, n - n_dotted + 1, 'solid'),
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(n - n_dotted, n, 'dotted')]
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for start, stop, linestyle in parts:
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p = points[start:stop]
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lc = LineCollection(np.stack((p[:-1], p[1:]), axis=1), cmap=cmap, norm=norm, linestyle=linestyle)
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lc.set_array(idx[start:stop - 1])
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ax.add_collection(lc)
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def plot_trajectories(Q, x0):
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assert Q.dim == 2, 'only 2D ellipses can be plotted'
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active = np.abs(Q.to_standardized(x0)) > TOL
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degenerate = not active.all()
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# Q.eig is positive and decreasing, so reversing it sorts the poles in increasing order.
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poles = -1 / Q.eig[::-1]
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pole_active = active[::-1]
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mu_min = poles.mean() - MU_HALF_WIDTH
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mu_max = poles.mean() + MU_HALF_WIDTH
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# x(mu) only reaches the centre as |mu| -> inf, so the outer branches continue geometrically
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# beyond [mu_min, mu_max]; these samples show up in the trajectory but not on the mu axes.
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tail = np.geomspace(MU_HALF_WIDTH / N_PER_BRANCH, 1e4 / Q.eig.min(), N_TAIL)
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branch_samples = [
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np.concatenate((mu_min - tail[::-1], np.linspace(mu_min, poles[0] - EPS, N_PER_BRANCH))),
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np.linspace(poles[0] + EPS, poles[1] - EPS, N_PER_BRANCH),
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np.concatenate((np.linspace(poles[1] + EPS, mu_max, N_PER_BRANCH), mu_max + tail)),
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]
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mu = np.concatenate(branch_samples)
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idx = np.arange(len(mu))
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pole_indices = np.cumsum([len(samples) for samples in branch_samples[:-1]])
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# A pole where x0 has a zero standardized component vanishes and joins its neighbouring branches.
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branches = np.split(idx, pole_indices[pole_active])
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cmap = colormaps[COLORMAP]
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norm = Normalize(0, len(mu) - 1)
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xlim = (mu_min, mu_max)
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ticks = [mu_min, poles[0], poles[1], 0, mu_max]
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tick_labels = [r'$\mu \to -\infty$', *POLE_LABELS, r'$0$', r'$\mu \to \infty$']
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roots = Q.extreme_roots(x0)
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markers = [] if roots is None else list(zip(roots, (STAR_STYLE, STAR_STAR_STYLE)))
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fig, axs = plt.subplots(2, 2, figsize=(10, 7))
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ax_x, ax_f, ax_dist, ax_df = axs.flat
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panels = [
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(ax_f, lambda m: Q.f(m, x0), r'$f(\mu)$', (-1, 1), 5),
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(ax_dist, lambda m: np.linalg.norm(Q.x(m, x0) - x0), r'$||\mathbf{x}^0 - \mathbf{x}(\mu)||_2$', (0, 2), 6),
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(ax_df, lambda m: Q.df(m, x0), r'$f^\prime(\mu)$', (-2, 2), 50),
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]
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for ax, fun, ylabel, ylim, n_dotted_middle in panels:
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values = np.array([fun(m) for m in mu])
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for i, branch in enumerate(branches):
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n_dotted = 0 if degenerate else (n_dotted_middle if i == 1 else N_DOTTED_OUTER)
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colored_line(ax, mu[branch], values[branch], branch, cmap, norm, n_dotted)
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for pole in poles[pole_active]:
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ax.axvline(pole, **POLE_STYLE)
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for root, style in markers:
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ax.scatter(root, fun(root), **style)
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ax.set(xlabel=r'$\mu$', ylabel=ylabel, xlim=xlim, ylim=ylim)
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ax.set_xticks(ticks, tick_labels)
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ax_f.axhline(0, color='red', alpha=0.5, zorder=1)
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for ax in (ax_f, ax_df):
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ax.yaxis.set_ticks_position('right')
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xs = np.array([Q.x(m, x0) for m in mu])
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ax_x.plot(*Q.boundary().T, color=ELLIPSE_COLOR, zorder=1)
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ax_x.scatter(*Q.d, color=ELLIPSE_COLOR)
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ax_x.scatter(xs[:, 0], xs[:, 1], c=idx, cmap=cmap, norm=norm, s=4)
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ax_x.scatter(*x0, color='red', marker='x')
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for root, style in markers:
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ax_x.scatter(*Q.x(root, x0), **style)
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if not degenerate:
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for pole_index, label in zip(pole_indices, POLE_LABELS):
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for i in (pole_index - 1, pole_index):
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ax_x.text(*xs[i], label, **TEXT_STYLE)
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for k in range(Q.dim):
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point, direction = Q.pole_line(x0, k)
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ax_x.axline(point, point + direction, linestyle='dotted', color='grey')
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for k in np.flatnonzero(~active):
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point, direction = Q.pole_line(x0, k)
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xd = Q.degenerate_point(x0, k)
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if xd is None:
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ax_x.plot(*np.column_stack((point - direction, point + direction)), color='grey', zorder=0)
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continue
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ax_x.plot(*np.column_stack((point, xd)), color='grey', zorder=0)
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ax_x.scatter(*xd, color='green', zorder=2)
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dist = np.linalg.norm(xd - x0)
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ax_dist.axhline(dist + 0.1, color='green')
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ax_dist.text(mu_max + (poles[1] - mu_max) * 2 / 3, dist + 0.2, DIST_D_LABEL, color='green')
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legend = [
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Line2D([], [], color=ELLIPSE_COLOR, lw=2, label=r'$\mathcal{Q}(\Psi)$'),
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Line2D([], [], linestyle='none', marker='v', color='purple', markersize=6, label=r'$\mathbf{x}(\mu^*)$'),
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Line2D([], [], linestyle='none', marker='s', color='purple', markersize=6, label=r'$\mathbf{x}(\mu^{**})$'),
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Line2D([], [], linestyle='none', marker='x', color='red', markersize=8, label=r'$\mathbf{x}^0 = \mathbf{x}(0)$'),
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]
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if degenerate:
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legend.append(Line2D([], [], linestyle='none', marker='o', color='green', markersize=8,
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label=r'$\mathbf{x}^\mathrm{d}$'))
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ax_x.legend(handles=legend, loc='lower left', fontsize=9)
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ax_x.set(xlabel=r'$x_1$', ylabel=r'$x_2$', xlim=(-2, 2), ylim=(-2, 2), aspect='equal')
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fig.tight_layout(pad=2.1)
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colorbar = fig.colorbar(ScalarMappable(norm, cmap), ax=ax_x, ticks=[0, len(mu) - 1])
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colorbar.ax.set_yticklabels([r'$\mu \to -\infty$', r'$\mu \to \infty$'])
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return fig
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def use_latex_fonts():
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"""Typeset text with LaTeX when available, otherwise with matplotlib's Computer Modern."""
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plt.rcParams.update({'font.family': 'serif', 'font.size': 12})
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if shutil.which('latex'):
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plt.rcParams.update({'text.usetex': True, 'text.latex.preamble': r'\usepackage{amsmath}'})
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else:
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plt.rcParams.update({'mathtext.fontset': 'cm', 'font.serif': ['cmr10'],
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'axes.formatter.use_mathtext': True})
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def main():
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use_latex_fonts()
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parser = argparse.ArgumentParser(description=__doc__.splitlines()[0])
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parser.add_argument('cases', nargs='*', metavar='CASE',
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help=f'cases to plot, among {", ".join(CASES)} (default: all)')
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parser.add_argument('--output-dir', type=Path, default=Path('figures'))
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parser.add_argument('--show', action='store_true')
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args = parser.parse_args()
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unknown = set(args.cases) - set(CASES)
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if unknown:
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parser.error(f'unknown cases: {", ".join(sorted(unknown))}')
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args.output_dir.mkdir(parents=True, exist_ok=True)
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for name in args.cases or CASES:
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case = CASES[name]
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Q = Ellipsoid(case['A'], case.get('b', np.zeros(2)), case.get('c', -1.0))
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fig = plot_trajectories(Q, np.array(case['x0']))
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for extension in ('.png', '.pdf'):
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fig.savefig(args.output_dir / (name + extension))
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print('wrote', args.output_dir / name)
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if args.show:
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plt.show()
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if __name__ == '__main__':
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main()
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