MethodError with julia: cannot `convert` an object of type Matrix{ComplexF64} - julia

I was working with Scilab and I decide to work with Julia however there are some errors which I didn't arrive to solve. For instance, I would like to fill out a vector using values of a given function but I got this error. Here is the code that I used:
using LinearAlgebra
A = [5/12 -1/12; 3/4 1/4]; c=[1/3;1]; b=[3/4; 1/4];
N = 10; T = 4; ts = (0:N)*T/N;
dt = T/N; λ = 10^(-14/(2*N+1));
m=length(c) ;
em0=b'/A # b^t * inv(A)
em1 = 1 .-em0*ones(m,1)
γ(z) =#. z/(1.0 -z*em1)
u_hat=complex(zeros(1,N+1));
u_hat[1]=γ(im)

The over-arching issue you are facing is that, coming from Scilab, you are probably not used to distinguishing scalars, vectors and matrices. Like in Matlab, Scilab scalars are really 1x1 matrices, and vectors are really Nx1 or 1xN matrices.
This is very different in Julia. A scalar is not the same as a 1x1 matrix, and a vector is not the same as a Nx1 matrix. You should therefore take care to distinguish them. In particular, you should avoid creating a matrix, zeros(M, 1), when what you really need is a vector, zeros(M).
The direct reason for the error message is that γ(im) is a matrix, because em1 is a matrix:
julia> γ(im)
1×1 Matrix{ComplexF64}:
0.0 + 1.0im
u_hat is also a matrix of ComplexF64, and you are trying to assign a matrix as one of its elements, which naturally won't work, only scalar values can be elements of a Matrix{ComplexF64}.
I took the liberty of writing a cleaned up version of your code:
A = [5/12 -1/12; 3/4 1/4]
# use commas when defining vectors (this is just about style)
b = [3/4, 1/4]
N = 10
## None of the below variables are used. Try to make your example minimal
c = [1/3, 1]
T = 4
dt = T/N;
ts = (0:N) .* dt
λ = 10^(-14/(2*N+1))
m = length(c)
############### <- not used
# prefer vectors over 1xN or Nx1 matrices
em0 = A' \ b
# dot product of a vector and a vector of ones is just a sum, but super-wasterful and slow.
em1 = 1 - sum(em0)
# don't use global variables(!!!), and remove the `#.`
γ(z, a) = z / (1 - z * a)
# use vectors, not 1xN matrices, and directly create a complex matrix instead of converting a real one.
û = zeros(ComplexF64, N+1)
# Now this works
û[1] = γ(im, em1)
I renamed u_hat to û for fun.
Also: remember to put your code in a function, always.

Just in the case of locating the root of the problem:
The problem is where you declared the em1 as em1 = 1 .-em0*ones(m,1). Since the output of the em0*ones(m,1) is expected to be a scalar, you can grasp it using the only function (I don't argue with your approach, and that's out of the interest of this answer):
julia> using LinearAlgebra
# Note that with this modification, there isn't any need for `#.` anymore.
julia> γ(z) = z/(1.0 -z*em1)
γ (generic function with 1 method)
julia> A = [5/12 -1/12; 3/4 1/4]; c=[1/3;1]; b=[3/4; 1/4];
N = 10; T = 4; ts = (0:N)*T/N;
dt = T/N; λ = 10^(-14/(2*N+1));
m=length(c);
em0=b'/A;
#This is where the problem can be solved
em1 = 1 - only(em0*ones(m,1));
u_hat=complex(zeros(1,N+1));
u_hat[1]=γ(im)
0.0 + 1.0im
julia> u_hat
1×11 Matrix{ComplexF64}:
0.0+1.0im 0.0+0.0im 0.0+0.0im 0.0+0.0im 0.0+0.0im … 0.0+0.0im 0.0+0.0im 0.0+0.0im 0.0+0.0im 0.0+0.0im

Related

Julia Flux withgradient operation

I am a newbie to Julia and Flux with some experience in Tensorflow Keras and python. I tried to use the Flux.withgradient command to write a user-defined training function with more flexibility. Here is the training part of my code:
loss, grad = Flux.withgradient(modelDQN.evalParameters) do
qEval = modelDQN.evalModel(evalInput)
Flux.mse(qEval, qTarget)
end
Flux.update!(modelDQN.optimizer, modelDQN.evalParameters, grad)
This code works just fine. But if I put the command qEval = modelDQN.evalModel(evalInput) outside the do end loop, as follows:
qEval = modelDQN.evalModel(evalInput)
loss, grad = Flux.withgradient(modelDQN.evalParameters) do
Flux.mse(qEval, qTarget)
end
Flux.update!(modelDQN.optimizer, modelDQN.evalParameters, grad)
The model parameters will not be updated. As far as I know, the do end loop works as an anonymous function that takes 0 arguments. Then why do we need the command qEval = modelDQN.evalModel(evalInput) inside the loop to get the model updated?
The short answer is that anything to be differentiated has to happen inside the (anonymous) function which you pass to gradient (or withgradient), because this is very much not a standard function call -- Zygote (Flux's auto-differentiation library) traces its execution to compute the derivative, and can't transform what it can't see.
Longer, this is Zygote's "implicit" mode, which relies on global references to arrays. The simplest use is something like this:
julia> using Zygote
julia> x = [2.0, 3.0];
julia> g = gradient(() -> sum(x .^ 2), Params([x]))
Grads(...)
julia> g[x] # lookup by objectid(x)
2-element Vector{Float64}:
4.0
6.0
If you move some of that calculation outside, then you make a new array y with a new objectid. Julia has no memory of where this came from, it is completely unrelated to x. They are ordinary arrays, not a special tracked type.
So if you refer to y in the gradient, Zygote cannot infer how this depends on x:
julia> y = x .^ 2 # calculate this outside of gradient
2-element Vector{Float64}:
4.0
9.0
julia> g2 = gradient(() -> sum(y), Params([x]))
Grads(...)
julia> g2[x] === nothing # represents zero
true
Zygote doesn't have to be used in this way. It also has an "explicit" mode which does not rely on global references. This is perhaps less confusing:
julia> gradient(x1 -> sum(x1 .^ 2), x) # x1 is a local variable
([4.0, 6.0],)
julia> gradient(x1 -> sum(y), x) # sum(y) is obviously indep. x1
(nothing,)
julia> gradient((x1, y1) -> sum(y1), x, y)
(nothing, Fill(1.0, 2))
Flux is in the process of changing to use this second form. On v0.13.9 or later, something like this ought to work:
opt_state = Flux.setup(modelDQN.optimizer, modelDQN) # do this once
loss, grads = Flux.withgradient(modelDQN.model) do m
qEval = m(evalInput) # local variable m
Flux.mse(qEval, qTarget)
end
Flux.update!(opt_state, modelDQN.model, grads[1])

Updating a list of StaticArrays

Suppose I have this function, implemented without StaticArrays
function example_svector_bad(G)
vector_list = [ randn(G) for q in 1:1000]
for i in size(vector_list)
for g in 1:G
vector_list[i][g] = vector_list[i][g] * g
end
end
return vector_list
end
I'm hoping to implement it using StaticArrays for speed gains. However, I don't know how to do it without losing the flexibility of specifying G. For example, I could do
function example_svector()
vector_list = [#SVector randn(3) for q in 1:1000]
for i in size(vector_list)
vector_list[i] = SVector(vector_list[i][1] * 1, vector_list[i][1] * 2,
vector_list[i][1] * 3)
end
return vector_list
end
if I knew that G = 3 and I had to write out SVector(vector_list[i][1] * 1, vector_list[i][1] * 2, vector_list[i][1] * 3).
Is there a way to implement this for any arbitrary number of G?
The size of a static vector or array must be known at the compile time.
At the compile time only types are known (rather than values).
Hence your function could look like this:
function myRandVec(::Val{G}) where G
SVector{G}(rand(G))
end
Note that G is passed as type rather than as value and hence can be used to create a static vector.
This function could be used as:
julia> myRandVec(Val{2}())
2-element SVector{2, Float64} with indices SOneTo(2):
0.7618992223709563
0.5979657793050613
Firstly, there is a mistake in how you are indexing vector_list, where you do
for i in size(vector_list)
Let's see what that does:
julia> x = 1:10;
julia> size(x)
(10,)
The size of x is its length in each dimension, for a vector that is just (10,) since it has only one dimension. Let's try iterating:
julia> for i in size(x)
println(i)
end
10
It just prints out the number 10.
You probably meant
for i in 1:length(vector_list)
but it's better to write
for i in eachindex(vector_list)
since it is more general and safer.
As for your actual question, you can use StaticArrays.SOneTo which provides a static version of [1,2,3]:
function example_svector()
vector_list = [#SVector randn(3) for q in 1:1000]
N = length(eltype(vector_list))
c = SOneTo(N)
for i in eachindex(vector_list)
vector_list[i] = vector_list[i] .* c
end
return vector_list
end

Get a number from an array of digits

To split a number into digits in a given base, Julia has the digits() function:
julia> digits(36, base = 4)
3-element Array{Int64,1}:
0
1
2
What's the reverse operation? If you have an array of digits and the base, is there a built-in way to convert that to a number? I could print the array to a string and use parse(), but that sounds inefficient, and also wouldn't work for bases > 10.
The previous answers are correct, but there is also the matter of efficiency:
sum([x[k]*base^(k-1) for k=1:length(x)])
collects the numbers into an array before summing, which causes unnecessary allocations. Skip the brackets to get better performance:
sum(x[k]*base^(k-1) for k in 1:length(x))
This also allocates an array before summing: sum(d.*4 .^(0:(length(d)-1)))
If you really want good performance, though, write a loop and avoid repeated exponentiation:
function undigit(d; base=10)
s = zero(eltype(d))
mult = one(eltype(d))
for val in d
s += val * mult
mult *= base
end
return s
end
This has one extra unnecessary multiplication, you could try to figure out some way of skipping that. But the performance is 10-15x better than the other approaches in my tests, and has zero allocations.
Edit: There's actually a slight risk to the type handling above. If the input vector and base have different integer types, you can get a type instability. This code should behave better:
function undigits(d; base=10)
(s, b) = promote(zero(eltype(d)), base)
mult = one(s)
for val in d
s += val * mult
mult *= b
end
return s
end
The answer seems to be written directly within the documentation of digits:
help?> digits
search: digits digits! ndigits isdigit isxdigit disable_sigint
digits([T<:Integer], n::Integer; base::T = 10, pad::Integer = 1)
Return an array with element type T (default Int) of the digits of n in the given base,
optionally padded with zeros to a specified size. More significant digits are at higher
indices, such that n == sum([digits[k]*base^(k-1) for k=1:length(digits)]).
So for your case this will work:
julia> d = digits(36, base = 4);
julia> sum([d[k]*4^(k-1) for k=1:length(d)])
36
And the above code can be shortened with the dot operator:
julia> sum(d.*4 .^(0:(length(d)-1)))
36
Using foldr and muladd for maximum conciseness and efficiency
undigits(d; base = 10) = foldr((a, b) -> muladd(base, b, a), d, init=0)

Diagonalizing sparse unitary matrix

I have to gather the eigenvalues of a sparse unitary matrix.
Basically there is just an element different from zero in each
row and column (it's the transfer matrix of some Markovian process).
My question here is how to proceed, what would be the best choice
among all the suite of functions. I have seen that eigs could help,
but I also saw that one has to choose the inital vector.
The following code eventually defines pdeig which returns the eigenvalues of a matrix which is a pdmatrix i.e. a product of a permutation and diagonal matrix, or in other words a matrix like the question describes. Calculating the eigenvectors quickly is also possible (they have an explicit formula):
issquare(m) = all(x->x==size(m,1),size(m))
isunique(v) = v == unique(v)
permmatrix(sigma) =
[i==sigma[j] ? 1.0 : 0.0 for i=1:length(sigma),j=1:length(sigma)]
mat2perm(m) = [findfirst(m[:,i]) for i=1:size(m,1)]
function ispdmatrix(m) # used to verify input matrix form
(r,c,v) = findnz(m)
return issquare(m) && isunique(r) && isunique(c)
end
function pdfact(m::Matrix) # factor into permutation/dilation
ispdmatrix(m) || error("input matrix must be a PD matrix")
n = size(m,1)
p = mat2perm(m)
d = [p[i]>0 ? m[p[i],i] : zero(eltype(m)) for i=1:n]
return (p,d)
end
# return eigenvalues from factored pdmatrix
function pdeig(p::Vector{Int},d::Vector)
n = length(p)
active = trues(n)
eigv = Vector{Complex{eltype(d)}}(0)
for i=1:n
if !active[i]
continue
end
if p[i]>0
j=1
cump = d[i]
k=p[i]
active[i]=false
while active[k] > 0
j+=1
cump *= d[k]
active[k] = false
k=p[k]
end
append!(eigv,[cump^(1.0/j)*exp(2*im*π*m/j) for m=1:j])
else
push!(eigv,0.0 + 0.0im)
end
end
return eigv
end
pdeig(m::Matrix) = pdeig(pdfact(m)...)
n = 4 # testing vector to matrix transformation of permutations
σ=randperm(n)
#assert mat2perm(permmatrix(σ))==σ
For example, the following:
m = [ 0.0 1.0 0.0 ; 2.0 0.0 0.0 ; 0.0 0.0 0.0 ]
pdeig(m)
Outputs:
3-element Array{Complex{Float64},1}:
-1.41421+1.73191e-16im
1.41421-3.46382e-16im
0.0+0.0im
Since these matrices are diagonalizable, the eigenvalues should provide the diagonal matrix (just use diagm on them).
These matrices are very structured, and a proper Julia treatment would define a type for these matrices and then define the various linear algebra functions to dispatch on this type.
In case of errors, just add a comment, and I will try to fix them (or if I happen to see a nice refactoring then I'll edit).
BTW the calculations introduce small numerical errors, these should not be a problem and can be eliminated with proper rounding (so no need to get scared of -1.0 being -1.0+1.234234e-16im)

Julia: swap gives errors

I'm using Julia 0.3.4
I'm trying to write LU-decomposition using Gaussian elimination. So I have to swap rows. And here's my problem:
If I'm using a,b = b,a I get an error,
but if I'm using:
function swapRows(row1, row2)
temp = row1
row1 = row2
row2 = temp
end
then everything works just fine.
Am I doing something wrong or it's a bug?
Here's my source code:
function lu_t(A::Matrix)
# input value: (A), where A is a matrix
# return value: (L,U), where L,U are matrices
function swapRows(row1, row2)
temp = row1
row1 = row2
row2 = temp
return null
end
if size(A)[1] != size(A)[2]
throw(DimException())
end
n = size(A)[1] # matrix dimension
U = copy(A) # upper triangular matrix
L = eye(n) # lower triangular matrix
for k = 1:n-1 # direct Gaussian elimination for each column `k`
(val,id) = findmax(U[k:end,k]) # find max pivot element and it's row `id`
if val == 0 # check matrix for singularity
throw(SingularException())
end
swapRows(U[k,k:end],U[id,k:end]) # swap row `k` and `id`
# U[k,k:end],U[id,k:end] = U[id,k:end],U[k,k:end] - error
for i = k+1:n # for each row `i` > `k`
μ = U[i,k] / U[k,k] # find elimination coefficient `μ`
L[i,k] = μ # save to an appropriate position in lower triangular matrix `L`
for j = k:n # update each value of the row `i`
U[i,j] = U[i,j] - μ⋅U[k,j]
end
end
end
return (L,U)
end
###### main code ######
A = rand(4,4)
#time (L,U) = lu_t(A)
#test_approx_eq(L*U, A)
The swapRows function is a no-op and has no effect whatsoever – all it does is swap around some local variable names. See various discussions of the difference between assignment and mutation:
https://groups.google.com/d/msg/julia-users/oSW5hH8vxAo/llAHRvvFVhMJ
http://julia.readthedocs.org/en/latest/manual/faq/#i-passed-an-argument-x-to-a-function-modified-it-inside-that-function-but-on-the-outside-the-variable-x-is-still-unchanged-why
http://julia.readthedocs.org/en/latest/manual/faq/#why-does-x-y-allocate-memory-when-x-and-y-are-arrays
The constant null doesn't mean what you think it does – in Julia v0.3 it's a function that computes the null space of a linear transformation; in Julia v0.4 it still means this but has been deprecated and renamed to nullspace. The "uninteresting" value in Julia is called nothing.
I'm not sure what's wrong with your commented out row swapping code, but this general approach does work:
julia> X = rand(3,4)
3x4 Array{Float64,2}:
0.149066 0.706264 0.983477 0.203822
0.478816 0.0901912 0.810107 0.675179
0.73195 0.756805 0.345936 0.821917
julia> X[1,:], X[2,:] = X[2,:], X[1,:]
(
1x4 Array{Float64,2}:
0.478816 0.0901912 0.810107 0.675179,
1x4 Array{Float64,2}:
0.149066 0.706264 0.983477 0.203822)
julia> X
3x4 Array{Float64,2}:
0.478816 0.0901912 0.810107 0.675179
0.149066 0.706264 0.983477 0.203822
0.73195 0.756805 0.345936 0.821917
Since this creates a pair of temporary arrays that we can't yet eliminate the allocation of, this isn't the most efficient approach. If you want the most efficient code here, looping over the two rows and swapping pairs of scalar values will be faster:
function swapRows!(X, i, j)
for k = 1:size(X,2)
X[i,k], X[j,k] = X[j,k], X[i,k]
end
end
Note that it is conventional in Julia to name functions that mutate one or more of their arguments with a trailing !. Currently, closures (i.e. inner functions) have some performance issues, so you'll want such a helper function to be defined at the top-level scope instead of inside of another function the way you've got it.
Finally, I assume this is an exercise since Julia ships with carefully tuned generic (i.e. it works for arbitrary numeric types) LU decomposition: http://docs.julialang.org/en/release-0.3/stdlib/linalg/#Base.lu.
-
It's quite simple
julia> A = rand(3,4)
3×4 Array{Float64,2}:
0.241426 0.283391 0.201864 0.116797
0.457109 0.138233 0.346372 0.458742
0.0940065 0.358259 0.260923 0.578814
julia> A[[1,2],:] = A[[2,1],:]
2×4 Array{Float64,2}:
0.457109 0.138233 0.346372 0.458742
0.241426 0.283391 0.201864 0.116797
julia> A
3×4 Array{Float64,2}:
0.457109 0.138233 0.346372 0.458742
0.241426 0.283391 0.201864 0.116797
0.0940065 0.358259 0.260923 0.578814

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