Operator-centric Design

[shanemcq18]

The existing ROM classes in the package can really only handle models of the form

$$ \frac{d}{dt}\mathbf{q}(t) = \mathbf{c} + \mathbf{Aq}(t) + \mathbf{H}[\mathbf{q}(t) \otimes \mathbf{q}(t)] + \mathbf{Bu}(t) $$

and similar. The user chooses which terms to include when the ROM is initialized (e.g., ContinuousOpInfROM(modelform="cAHB")) and there are properties for each of the operators, called c_, A_, H_, and B_, that are pretty strict about getting shapes right and so on. This setup is restrictive and a bit painful for development – right now if we want to add a new term to the above equation, e.g., a linear interaction between state and inputs or higher-order polynomial interactions, it involves a lot of changes in a lot of places. Furthermore, it's not easy to impose system-level structure, like the following:

$$ \begin{align*} \frac{d}{dt}\mathbf{q}_{1}(t) &= \mathbf{Aq}_{2}(t) + \mathbf{H}[\mathbf{q}_{1}(t) \otimes \mathbf{q}_{2}(t)] \\ \frac{d}{dt} \mathbf{q}_{2} (t) &= \mathbf{Aq}_{1}(t). \end{align*} $$

Here, we'd ideally like to specify that there is a quadratic interaction between $\mathbf{q}_{1}$ and $\mathbf{q}_{2}$ (but not $\mathbf{q}_{1}$ and $\mathbf{q}_{1}$ or $\mathbf{q}_{2}$ and $\mathbf{q}_{2}$) in the first equation, but not in the second equation, and so on. This is also an issue for Hamiltonian OpInf, see #45.

Here's a proposed solution. Instead of feeding the ROM a string that indicates the structure, feed it a list of operators (allowing certain strings as shortcuts for the monolithic case). So something like this:

import opinf

c = opinf.operators.ConstantOperator()
A = opinf.operators.LinearOperator()
H = opinf.operators.QuadraticOperator()
B = opinf.operators.InputOperator()

rom = opinf.ContinuousOpInfROM([c, A, H, B])

This would abolish the restrictive c_, A_, H_, and B_ properties in favor of an operators property in the ROM class. For the systems example, I can imagine something like this:

A12 = opinf.operators.LinearOperatorMulti(1, 2)
H112 = opinf.operators.QuadraticOperatorMulti(1, 2)
A21 = opinf.operators.LinearOperatorMulti(2, 1)

rom = opinf.ContinuousOpInfROMMulti([[A12, H112], [A21]])

These operators may need some additional information, such as the size of $\mathbf{q}_{1}$ $\mathbf{q}_{2}$ (which may not necessarily be equal).

To do this, each operator class would need a method like datablock(Q, U) that takes in states/inputs and spits out the chunk of the data matrix corresponding to that operator.
For example, ConstantOperator.datablock(Q, U) should always returns a vector of ones, LinearOperator.datablock(Q, U) should return Q, QuadraticOperator.datablock(Q, U) should return Q ⊗ Q, and InputOperator(Q, U) should return U.
Then, in the ROM class, we construct the data matrix with a single line:

data_matrix = np.hstack([op.datablock(Q, U).T for op in self.operators])

and similar for unpacking the operator matrix after solving the least-squares problem. In contrast, right now we have something like

data_matrix_chunks = []
if 'c' in self.modelform:
    data_matrix_chunks.append(ones.T)
if 'A' in self.modelform:
    data_matrix_chunks.append(Q.T)
if 'H' in self.modelform:
    data_matrix_chunks.append((Q ⊗ Q).T)
if 'B' in self.modelform:
    data_matrix_chunks.append(U.T)
# More 'if' statements needed each time we add a new type of operator
data_matrix = np.hstack(data_matrix_chunks)

This change will introduce a few API changes, but it should mostly add functionality to the package that isn't currently available.

[shanemcq18]

An upcoming change toward this design will introduce state-input interaction operators, i.e., $\mathbf{N}[\mathbf{q}(t)\otimes\mathbf{u}(t)]$, and make it easier to add higher-order (arbitrary order?) polynomial terms in the future.

[shanemcq18]

Closing this for now as of #67, but multilithic structure remains a future enhancement.