Tests for SVD solvers interface

Ad-hoc tests are now implemented with the Lorenz attractor.
Regression tests with MultivariateStats.jl coming up.
Code Formatting to be done.
Include a Benchmark from the data in #2.

Author: Rahul Manavalan

Project.toml

@@ -1,11 +1,12 @@
 name = "ModelOrderReduction"
 uuid = "207801d6-6cee-43a9-ad0c-f0c64933efa0"
-authors = ["Bowen S. Zhu","Rahul Manavalan"]
+authors = ["Bowen S. Zhu", "Rahul Manavalan"]
 version = "0.1.0"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
+RandomizedLinAlg = "0448d7d9-159c-5637-8537-fd72090fea46"
 TSVD = "9449cd9e-2762-5aa3-a617-5413e99d722e"
 
 [compat]

src/DataReduction/PCA.jl

@@ -31,14 +31,29 @@ function reduce!(pod::POD{FT,IT},::SVD) where {FT,IT}
     sr = s[1:pod.nmodes]
     pod.energy = sum(sr)/sum(s)
     pod.rbasis = [vr[:,i] for i=1:pod.nmodes]
+    nothing
 end
 
 function reduce!(pod::POD{FT,IT},::TSVD) where {FT,IT}
-
+    op_matrix = pod.snapshots
+    if typeof(pod.snapshots) == Vector{Vector{FT}}
+        op_matrix = matricize(pod.snapshots)
+    end
+    u,s,v = tsvd(op_matrix,pod.nmodes)
+    pod.energy = NaN
+    pod.rbasis = [v[:,i] for i=1:pod.nmodes]
+    nothing
 end
 
 function reduce!(pod::POD{FT,IT},::RSVD) where {FT,IT}
-
+    op_matrix = pod.snapshots
+    if typeof(pod.snapshots) == Vector{Vector{FT}}
+        op_matrix = matricize(pod.snapshots)
+    end
+    u,s,v = rsvd(op_matrix,pod.nmodes)
+    pod.energy = NaN
+    pod.rbasis = [v[:,i] for i=1:pod.nmodes]
+    nothing
 end
 
 function Base.show(io::IO,pod::POD)

src/DataReduction/POD.jl

@@ -2,7 +2,11 @@ module ModelOrderReduction
 #========================Data Reduction=========================================#
     include("Types.jl")
     include("ErrorHandle.jl")
+    
     using LinearAlgebra
+    using TSVD
+    using RandomizedLinAlg
+
     include("DataReduction/POD.jl")
     include("DataReduction/DifussionMaps.jl")
     include("DataReduction/VAE.jl")

src/ModelOrderReduction.jl

@@ -0,0 +1,48 @@
+#--------- Data Reduction -----------------#
+@testset "POD" begin
+    function lorenz_prob()
+        function lorenz!(du,u,p,t)
+            du[1] = p[1]*(u[2]-u[1])
+            du[2] = u[1]*(p[2]-u[3]) - u[2]
+            du[3] = u[1]*u[2] - p[3]*u[3]
+        end
+
+        u0 = [1,0,0]
+        p = [10,28,8/3]
+        tspan = (0,100)
+        prob = ODEProblem(lorenz!,u0,tspan,p)
+        sol = solve(prob,Tsit5())
+        sol
+    end
+
+    sol = lorenz_prob()
+    solution = Matrix(reduce(hcat,sol.u)')
+
+    order = 2
+    solver = SVD()
+    reducer = POD(solution,order)
+    reduce!(reducer,solver)
+
+    # Ad-hoc tests. To be checked with Chris.
+    @test length(reducer.rbasis) == reducer.nmodes
+    @test length(reducer.rbasis[1]) == size(solution,2)
+    @test reducer.energy > 0.9
+
+    order = 2
+    solver = TSVD()
+    reducer = POD(solution,order)
+    reduce!(reducer,solver)
+
+    # Ad-hoc tests. To be checked with Chris.
+    @test length(reducer.rbasis) == reducer.nmodes
+    @test length(reducer.rbasis[1]) == size(solution,2)
+
+    order = 2
+    solver = RSVD()
+    reducer = POD(solution,order)
+    reduce!(reducer,solver)
+
+    # Ad-hoc tests. To be checked with Chris.
+    @test length(reducer.rbasis) == reducer.nmodes
+    @test length(reducer.rbasis[1]) == size(solution,2)
+end

test/DataReduction.jl

@@ -2,36 +2,7 @@ using ModelOrderReduction
 using Test
 using OrdinaryDiffEq
 
-#--------- Data Reduction -----------------#
-@testset "POD" begin
-    function lorenz_prob()
-        function lorenz!(du,u,p,t)
-            du[1] = p[1]*(u[2]-u[1])
-            du[2] = u[1]*(p[2]-u[3]) - u[2]
-            du[3] = u[1]*u[2] - p[3]*u[3]
-        end
-
-        u0 = [1,0,0]
-        p = [10,28,8/3]
-        tspan = (0,100)
-        prob = ODEProblem(lorenz!,u0,tspan,p)
-        sol = solve(prob,Tsit5())
-        sol
-    end
-
-    sol = lorenz_prob()
-    solution = Matrix(reduce(hcat,sol.u)')
-
-    order = 2
-    solver = SVD()
-    reducer = POD(solution,order)
-    reduce!(reducer,solver)
-
-    # Ad-hoc tests. To be checked with Chris.
-    @test length(reducer.rbasis) == reducer.nmodes
-    @test length(reducer.rbasis[1]) == size(solution,2)
-    @test reducer.energy > 0.9
-
-end
+include("DataReduction.jl")
+include("ModelReduction.jl")
 
 #---------- Model Reduction ----------------#