Grassmann.jl A\b 3x faster than Julia's StaticArrays.jl

栏目: IT技术 · 发布时间: 4年前

内容简介:In this algebra, it’s possible to compute on a mesh of arbitrary 5 dimensionalAdditionally, inProgramming the

In this algebra, it’s possible to compute on a mesh of arbitrary 5 dimensional conformal geometric algebra simplices, which can be represented by a bundle of nested dyadic tensors.

julia> using Grassmann, StaticArrays; basis"+-+++"
(⟨+-+++⟩, v, v₁, v₂, v₃, v₄, v₅, v₁₂, v₁₃, v₁₄, v₁₅, v₂₃, v₂₄, v₂₅, v₃₄, v₃₅, v₄₅, v₁₂₃, v₁₂₄, v₁₂₅, v₁₃₄, v₁₃₅, v₁₄₅, v₂₃₄, v₂₃₅, v₂₄₅, v₃₄₅, v₁₂₃₄, v₁₂₃₅, v₁₂₄₅, v₁₃₄₅, v₂₃₄₅, v₁₂₃₄₅)

julia> value(rand(Chain{V,1,Chain{V,1}}))
5-element StaticArrays.SArray{Tuple{5},Chain{⟨+-+++⟩,1,  ,253} where 253 where   ,1,5} with indices SOneTo(5):
   -0.33459594357756073v₁ - 0.3920064467082769v₂ - 0.575474920388841v₃ + 0.6150287650825268v₄ - 0.7568209093000915v₅
  -0.7402635950699139v₁ - 0.9303076362461833v₂ + 0.9729806462365271v₃ - 0.8514563480551867v₄ + 0.09906887873006287v₅
  -0.7456570397821101v₁ - 0.6497560949330929v₂ + 0.4756585550844967v₃ - 0.31169948016530347v₄ - 0.9355928499340793v₅
   -0.4555014543082292v₁ + 0.712268225360094v₂ - 0.7500443783398549v₃ - 0.36349628003234713v₄ + 0.5005769037801056v₅
 -0.07402971220645727v₁ + 0.19911765119918146v₂ - 0.4980618129231722v₃ - 0.7728564279829087v₄ + 0.9165735719353756v₅

julia> A = Chain{V,1}(rand(SMatrix{5,5}))
(0.9244801277294266v₁ + 0.029444337884018346v₂ + 0.745495522394158v₃ + 0.6695874677964055v₄ + 0.4998003712198389v₅)v₁ + (0.5423877012973404v₁ + 0.30112324458605655v₂ + 0.9530587650033631v₃ + 0.2706004745612134v₄ + 0.37762612797501616v₅)v₂ + (0.7730171467954035v₁ + 0.019660709510785912v₂ + 0.39119534821037494v₃ + 0.9403026278575068v₄ + 0.07545094732793833v₅)v₃ + (0.7184128110093908v₁ + 0.6295740775044767v₂ + 0.5179035493253021v₃ + 0.039081667453648716v₄ + 0.3719284661613145v₅)v₄ + (0.5033657705978616v₁ + 0.41183905359914386v₂ + 0.7761548051732969v₃ + 0.07635587137916744v₄ + 0.5582934197259402v₅)v₅

Additionally, in Grassmann.jl we prefer the nested usage of pure ChainBundle parametric types for large re-usable global cell geometries, from which local dyadics can be selected.

Programming the A\b method is straight forward with some Julia language metaprogramming and Grassmann.jl by first instantiating some Cramer symbols

Base.@pure function Grassmann.Cramer(N::Int)
    x,y = SVector{N}([Symbol(:x,i) for i ∈ 1:N]),SVector{N}([Symbol(:y,i) for i ∈ 1:N])
    xy = [:(($(x[1+i]),$(y[1+i])) = ($(x[i])∧t[$(1+i)],t[end-$i]∧$(y[i]))) for i ∈ 1:N-1]
    return x,y,xy
end

These are exterior product variants of the Cramer determinant symbols ( N! times N -simplex hypervolumes), which can be combined to directly solve a linear system:

@generated function Base.:\(t::Chain{V,1,<:Chain{V,1}},v::Chain{V,1}) where V
    N = ndims(V)-1 # paste this into the REPL for faster eval
    x,y,xy = Grassmann.Cramer(N)
    mid = [:($(x[i])∧v∧$(y[end-i])) for i ∈ 1:N-1]
    out = Expr(:call,:SVector,:(v∧$(y[end])),mid...,:($(x[end])∧v))
    return Expr(:block,:((x1,y1)=(t[1],t[end])),xy...,
        :(Chain{V,1}(getindex.($(Expr(:call,:./,out,:(t[1]∧$(y[end])))),1))))
end

Which results in the following highly efficient @generated code for solving the linear system,

(x1, y1) = (t[1], t[end])
(x2, y2) = (x1 ∧ t[2], t[end - 1] ∧ y1)
(x3, y3) = (x2 ∧ t[3], t[end - 2] ∧ y2)
(x4, y4) = (x3 ∧ t[4], t[end - 3] ∧ y3)
Chain{V, 1}(getindex.(SVector(v ∧ y4, (x1 ∧ v) ∧ y3, (x2 ∧ v) ∧ y2, (x3 ∧ v) ∧ y1, x4 ∧ v) ./ (t[1] ∧ y4), 1))

Benchmarks with that algebra indicate a 3x faster performance than SMatrix for applying A\b to bundles of dyadic elements.

julia> @btime $(rand(SMatrix{5,5},10000)).\Ref($(SVector(1,2,3,4,5)));
  2.588 ms (29496 allocations: 1.44 MiB)

julia> @btime $(Chain{V,1}.(rand(SMatrix{5,5},10000))).\$(v1+2v2+3v3+4v4+5v5);
  808.631 μs (2 allocations: 390.70 KiB)

julia> @btime $(SMatrix(A))\$(SVector(1,2,3,4,5))
  150.663 ns (0 allocations: 0 bytes)
5-element SArray{Tuple{5},Float64,1,5} with indices SOneTo(5):
 -4.783720495603508
  6.034887114999602
  1.017847212237964
  6.379374861538397
 -4.158116538111051

julia> @btime $A\$(v1+2v2+3v3+4v4+5v5)
  72.405 ns (0 allocations: 0 bytes)
-4.783720495603519v₁ + 6.034887114999605v₂ + 1.017847212237964v₃ + 6.379374861538393v₄ - 4.1581165381110505v₅

Such a solution is not only more efficient than Julia’s StaticArrays.jl method for SMatrix , but is also useful to minimize allocations in Grassmann.jl finite element assembly.

Similarly, the Cramer symbols can also be manipulated to invert the linear system or for determining whether a point is within a simplex.

julia> using Grassmann; basis"3"
(⟨+++⟩, v, v₁, v₂, v₃, v₁₂, v₁₃, v₂₃, v₁₂₃)

julia> T = Chain{V,1}(Chain(v1),v1+v2,v1+v3)
(1v₁ + 0v₂ + 0v₃)v₁ + (1v₁ + 1v₂ + 0v₃)v₂ + (1v₁ + 0v₂ + 1v₃)v₃

julia> barycenter(T) ∈ T, (v1+v2+v3) ∈ T
(true, false)

There are multiple equivalent ways of computing the same results using the and : dyadic products.

julia> T\barycenter(T) == inv(T)⋅barycenter(T)
true

julia> sqrt(T:T) == norm(SMatrix(T))
true

The following Makie.jl streamplot was generated with the Grassmann.Cramer method and interpolated from Nedelec edges of a Maxwell finite element solution.

More info about these examples is at https://grassmann.crucialflow.com/dev/tutorials/dyadic-tensors

Hermann Grassmann was the inventor of linear algebra as we know it today.


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