Calculate multiple values in parallel - multithreading

I have a function, xEuclid, for the extended euclidean algorithm, and I want to calculate 3 values using that function, being these values a = xEuclid(a1,b1), b = xEuclid(a2,b2) and c = xEuclid(a3,b3), using different parameters each call, so the idea to optimize the proces is to calculate a, b and c at the same time, in parallel.
I can't figure a way to solve it and unfortunately don't have the time to do the JuliaAcademy Parallel Programming tutorial, so please I need your help to solve it. Thank you!

Try the following
using Base.Threads: #spawn
a = #spawn xEuclid(a1,b1)
b = #spawn xEuclid(a2,b2)
c = #spawn xEuclid(a3,b3)
a = fetch(a); b = fetch(b); c = fetch(c)
This requires at least julia v1.3

Related

Is there any method/solver in python to solve embedded derivatives in a ODE equation?

I've got this equation from mathematical model to know the thermal behavior of a battery.
dTsdt = Ts * a+ Ta * b + dTadt * c + d
However, i can't get to solve it due to the nested derivatives.
I need to solve the equation for Ts and Ta.
I tried to define it as follows, but python does not like it and several eŕrors show up.
Im using scipy.integrate and the solver ODEint
Since the model takes data from vectors, it has to be solved for every time step and record the output accordingly.
I also tried assinging the derivatives to a variable v1,v2, and then put everything in an equation without derivatives like the second approach shown as follows.
def Tmodel(z,t,a,b,c,d):
    Ts,Ta= z
    dTsdt = Ts*a+ Ta*b + dTadt*c+ d
    dzdt=[dTsdt]
    return dzdt
z0=[0,0]
# solve ODE
for i in range(0,n-1):
   
    tspan = [t[i],t[i+1]]
    # solve for next step
    z = odeint(Tmodel,z0,tspan,arg=(a[i],b[i],c[i],d[i],))
    # store solution for plotting
    Ts[i] = z[1][0]
    Ta[i] = z[1][1]
    # next initial condition
    z0 = z[1]
def Tmodel(z,t,a,b,c,d):
    Ts,v1,Ta,v2= z
# v1= dTsdt
# v2= dTadt
    v1 = Ts*a+ Ta*b + v2*c+ d
    dzdt=[v1,v2]
    return dzdt
That did not work either.I believe there might be a solver capable of solving that equation or the equation must be decouple in a way and solve accordingly.
Any advice on how to solve such eqtn with python would be appreciate it.
Best regards,
MM
Your difficulty seems to be that you are given Ta in a form with no easy derivative, so you do not know where to take it from. One solution is to avoid this derivative completely and solve the system for y=Ts-c*Ta. Substitute Ts=y+c*Ta in the right side to get
dy/dt = y*a + Ta*(b+c*a) + d
Of course, this requires then a post-processing step Ts=y+c*Ta to get to the requested variable.
If Ta is given as function table, use an interpolation function to get values at any odd time t that is demanded by the ODE solver.
Ta_func = interp1d(Ta_times,Ta_values)
def Tmodel(y,t,a,b,c,d):
Ta= Ta_func(t)
dydt = y*a+ Ta*(b+c*a) + d
return dydt
y[0] = Ts0-c*Ta_func(t[0])
for i in range(len(t)-1):
y[i+1] = odeint(Tmodel,y[i],t[i:i+2],arg=(a[i],b[i],c[i],d[i],))[-1,0]
Ts = y + c*Ta_func(t)

Mixed integer nonlinear programming with gekko python

I want to solve the following optimization problem using Gekko in python 3.7 window version.
Original Problem
Here, x_s are continuous variables, D and Epsilon are deterministic and they are also parameters.
However, since minimization function exists in the objective function, I remove it using binary variables(z1, z2) and then the problem becomes MINLP as follows.
Modified problem
With Gekko,
(1) Can both original problem & modified problem be solved?
(2) How can I code summation in the objective function and also D & epsilon which are parameters in Gekko?
Thanks in advance.
Both problems should be feasible with Gekko but the original appears easier to solve. Here are a few suggestions for the original problem:
Use m.Maximize() for the objective
Use sum() for the inner summation and m.sum() for outer summation for the objective function. I switch to m.sum() when the summation would create an expression that is over 15,000 characters. Using sum() creates one long expression and m.sum() breaks the summation into pieces but takes longer to compile.
Use m.min3() for the min(Dt,xs) terms or slack variables s with x[i]+s[i]=D[i]. It appears that Dt (size 30) is an upper bound, but it has different dimensions that xs (size 100). Slack variables are much more efficient than using binary variables.
D = np.array(100)
x = m.Array(m.Var,100,lb=0,ub=2000000)
The modified problem has 6000 binary variables and 100 continuous variables. There are 2^6000 potential combinations of those variables so it may take a while to solve, even with the efficient branch and bound method of APOPT. Here are a few suggestions for the modified problem:
Use matrix multiplications when possible. Below is an example of matrix operations with Gekko.
from gekko import GEKKO
import numpy as np
m = GEKKO(remote=False)
ni = 3; nj = 2; nk = 4
# solve AX=B
A = m.Array(m.Var,(ni,nj),lb=0)
X = m.Array(m.Var,(nj,nk),lb=0)
AX = np.dot(A,X)
B = m.Array(m.Var,(ni,nk),lb=0)
# equality constraints
m.Equations([AX[i,j]==B[i,j] for i in range(ni) \
for j in range(nk)])
m.Equation(5==m.sum([m.sum([A[i][j] for i in range(ni)]) \
for j in range(nj)]))
m.Equation(2==m.sum([m.sum([X[i][j] for i in range(nj)]) \
for j in range(nk)]))
# objective function
m.Minimize(m.sum([m.sum([B[i][j] for i in range(ni)]) \
for j in range(nk)]))
m.solve()
print(A)
print(X)
print(B)
Declare z1 and z2 variables as integer type with integer=True. Here is more information on using the integer type.
Solve locally with m=GEKKO(remote=False). The processing time will be large and the public server resets connections and deletes jobs every day. Switch to local mode to avoid a potential disruption.

Nested if in Gnu Mathprog for an energy model

I have a code in Gnu Mathprog for an energy model:
s.t.EBa1_RateOfFuelProduction1{r in REGION, l in TIMESLICE, f in FUEL, t in TECHNOLOGY, m in MODE_OF_OPERATION, y in YEAR: OutputActivityRatio[r,t,f,m,y] <> 0}:
RateOfActivity[r,l,t,m,y]*OutputActivityRatio[r,t,f,m,y] = RateOfProductionByTechnologyByMode[r,l,t,m,f,y];
s.t.EBa4_RateOfFuelUse1{r in REGION, l in TIMESLICE, f in FUEL, t in TECHNOLOGY, m in MODE_OF_OPERATION, y in YEAR: InputActivityRatio[r,t,f,m,y]<>0}:
RateOfActivity[r,l,t,m,y]*InputActivityRatio[r,t,f,m,y] = RateOfUseByTechnologyByMode[r,l,t,m,f,y];
I want to put these two constraints in one, and i am thinking to insert two conditional expressions(if).The first if, will be referred to technology(t) and fuel(f)where the OutputActivityRatio<>0 and the second one for the same technology(t) it will start checking again the f(fuels) to see if the InputActivityRatio<>0.
Like that:
s.t.RateOfProduction{r in REGION, l in TIMESLICE, f in FUEL, t in TECHNOLOGY, m in MODE_OF_OPERATION, y in YEAR: OutputActivityRatio[r,t,f,m,y] <>0}:
RateOfActivity[r,l,t,m,y]*OutputActivityRatio[r,t,f,m,y] = RateOfProductionByTechnologyByMode[r,l,t,m,f,y]
If InputActivityRatio[r,t,ff,m,y]<>0 then
RateOfActivity[r,l,t,m,y]*InputActivityRatio[r,t,f,m,y] = RateOfUseByTechnologyByMode[r,l,t,m,f,y]
else 0
else 0 ;
My question is: is it possible to have two if in series (nested if) and between them to have an equation as well?How can I write something like that?
Thank you very much!
As described in your other Question (regarding nested if-then-else in mathprog) there are no If-Then-Else statements in mathprog. The workaround with conditional for-loops is also no solution for your problem, since you can only use them in pre- or post processing of your data (you can't use this in your constraints!).
But there are still possibilities to merge your constraints. I think something like the following would work, if your condition is that either Input or Output is 0.
s.t.RateOfProduction{r in REGION, l in TIMESLICE, f in FUEL, t in TECHNOLOGY, m in MODE_OF_OPERATION, y in YEAR}:
(RateOfActivity[r,l,t,m,y]*OutputActivityRatio[r,t,f,m,y])
+ (RateOfActivity[r,l,t,m,y]*InputActivityRatio[r,t,f,m,y])
= RateOfProductionByTechnologyByMode[r,l,t,m,f,y];
Here in the lefthandside summation one multiplication would turn zero.
Since I don't know which parts are variables and which a parameters, this solution could also fail (for example it could be problematic if there is input and output at the same time and the rest of the model doesn't contain the right bounds for that)

Reverse Interpolation

I have a class implementing an audio stream that can be read at varying speed (including reverse and fast varying / "scratching")... I use linear interpolation for the read part and everything works quite decently..
But now I want to implement writing to the stream at varying speed as well and that requires me to implement a kind of "reverse interpolation" i.e. Deduce the input sample vector Z that, interpolated with vector Y will produce the output X (which I'm trying to write)..
I've managed to do it for constant speeds, but generalising for varying speeds (e.g accelerating or decelerating) is proving more complicated..
I imagine this problem has been solved repeatedly, but I can't seem to find many clues online, so my specific question is if anyone has heard of this problem and can point me in the right direction (or, even better, show me a solution :)
Thanks!
I would not call it "reverse interpolation" as that does not exists (my first thought was you were talking about extrapolation!). What you are doing is still simply interpolation, just at an uneven rate.
Interpolation: finding a value between known values
Extrapolation: finding a value beyond known values
Interpolating to/from constant rates is indeed much much simpler than the generic quest of "finding a value between known values". I propose 2 solutions.
1) Interpolate to a significantly higher rate, and then just sub-sample to the nearest one (try adding dithering)
2) Solve the generic problem: for each point you need to use the neighboring N points and fit a order N-1 polynomial to them.
N=2 would be linear and would add overtones (C0 continuity)
N=3 could leave you with step changes at the halfway point between your source samples (perhaps worse overtones than N=2!)
N=4 will get you C1 continuity (slope will match as you change to the next sample), surely enough for your application.
Let me explain that last one.
For each output sample use the 2 previous and 2 following input samples. Call them S0 to S3 on a unit time scale (multiply by your sample period later), and you are interpolating from time 0 to 1. Y is your output and Y' is the slope.
Y will be calculated from this polynomial and its differential (slope)
Y(t) = At^3 + Bt^2 + Ct + D
Y'(t) = 3At^2 + 2Bt + C
The constraints (the values and slope at the endpoints on either side)
Y(0) = S1
Y'(0) = (S2-S0)/2
Y(1) = S2
Y'(1) = (S3-S1)/2
Expanding the polynomial
Y(0) = D
Y'(0) = C
Y(1) = A+B+C+D
Y'(1) = 3A+2B+C
Plugging in the Samples
D = S1
C = (S2-S0)/2
A + B = S2 - C - D
3A+2B = (S3-S1)/2 - C
The last 2 are a system of equations that are easily solvable. Subtract 2x the first from the second.
3A+2B - 2(A+B)= (S3-S1)/2 - C - 2(S2 - C - D)
A = (S3-S1)/2 + C - 2(S2 - D)
Then B is
B = S2 - A - C - D
Once you have A, B, C and D you can put in an time 't' in the polynomial to find a sample value between your known samples.
Repeat for every output sample, reuse A,B,C&D if the next output sample is still between the same 2 input samples. Calculating t each time is similar to Bresenham's line algorithm, you're just advancing by a different amount each time.

How to copy down matrix that references a row in Excel?

I am trying to calculate a few hundred rows of data, solving a system of linear equations using matrices. I am building my matrices based on the row data. I take the inverse of the resultant 3x3 and then multiply twice, once for x's and once for y's. I get 6 variables from this: a,b,c,d,e and f. How can I copy down the example so that is solves for all rows? I am providing the data and then the formulas I am using now. Right now, if I copy down it skips 3 rows or if I copy down with 3 examples it skips 9 rows. I mean I guess I could go an try to insert extra rows into all 300 so I end up with 900 rows, but there has to be an easier way!
I can't figure out how to get my data to populate in here correctly so here is a link: http://codepad.org/qZwua3h9
Note: I split up the matrix rows so you could see them easier, they are not split up on my sheet.
Edit: If anyone can figure out how to paste the example data here I would welcome it so that this post may be of use to someone in the future. I am not sure how long codepad keeps their pastes.
I gave up and came to the conclusion that there is no reasonable amount of effort that will yield the desired results. Not only was the example case only ONE transformation, but the intended case was for 3 transformations - so three times the work. I came up with a Matlab solution in about 15 minutes. I understand that not everyone has access to Matlab though. So, if someone comes up with any reasonable working excel solution, I would welcome the knowledge and mark that answer as the accepted one. Regardless, here is the Matlab script:
M = csvread('pointData.csv');
T1result = zeros(215,6);
T2result = zeros(215,6);
T3result = zeros(215,6);
for i=1:215,
m = [M(i,1) M(i,2) 1; M(i,3) M(i,4) 1; M(i,5) M(i,6) 1];
x = [M(i,7);M(i,9);M(i,11)];
y = [M(i,8);M(i,10);M(i,12)];
xresult = m\x;
yresult = m\y;
T1result(i,:) = [transpose(xresult),transpose(yresult)];
m = [M(i,7) M(i,8) 1; M(i,9) M(i,10) 1; M(i,11) M(i,12) 1];
x = [M(i,13);M(i,15);M(i,17)];
y = [M(i,14);M(i,16);M(i,18)];
xresult = m\x;
yresult = m\y;
T2result(i,:) = [transpose(xresult),transpose(yresult)];
m = [M(i,13) M(i,14) 1; M(i,15) M(i,16) 1; M(i,17) M(i,18) 1];
x = [M(i,19);M(i,21);M(i,23)];
y = [M(i,20);M(i,22);M(i,24)];
xresult = m\x;
yresult = m\y;
T3result(i,:) = [transpose(xresult),transpose(yresult)];
end
LeafId = csvread('extraColumnsForID.csv');
Tresult = [LeafId, T1result, T2result, T3result];
csvwrite('transforms.csv',Tresult);

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