pygeoinf 1.3.6__tar.gz → 1.3.8__tar.gz

{pygeoinf-1.3.6 → pygeoinf-1.3.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pygeoinf
-Version: 1.3.6
+Version: 1.3.8
 Summary: A package for solving geophysical inference and inverse problems
 License: BSD-3-Clause
 License-File: LICENSE

{pygeoinf-1.3.6 → pygeoinf-1.3.8}/pygeoinf/__init__.py

@@ -69,6 +69,16 @@ from .linear_solvers import (
     BICGStabMatrixSolver,
     GMRESMatrixSolver,
     CGSolver,
+    MinResSolver,
+    BICGStabSolver,
+    FCGSolver,
+)
+
+from .preconditioners import (
+    JacobiPreconditioningMethod,
+    SpectralPreconditioningMethod,
+    IdentityPreconditioningMethod,
+    IterativePreconditioningMethod,
 )
 
 from .forward_problem import ForwardProblem, LinearForwardProblem
@@ -94,6 +104,8 @@ from .nonlinear_optimisation import (
 
 from .subspaces import OrthogonalProjector, AffineSubspace, LinearSubspace
 
+from .plot import plot_1d_distributions, plot_corner_distributions
+
 __all__ = [
     # random_matrix
     "fixed_rank_random_range",
@@ -145,6 +157,14 @@ __all__ = [
     "BICGStabMatrixSolver",
     "GMRESMatrixSolver",
     "CGSolver",
+    "MinResSolver",
+    "BICGStabSolver",
+    "FCGSolver",
+    # preconditioners
+    "IdentityPreconditioningMethod",
+    "JacobiPreconditioningMethod",
+    "SpectralPreconditioningMethod",
+    "IterativePreconditioningMethod",
     # forward_problem
     "ForwardProblem",
     "LinearForwardProblem",
@@ -164,4 +184,7 @@ __all__ = [
     "OrthogonalProjector",
     "AffineSubspace",
     "LinearSubspace",
+    # plot
+    "plot_1d_distributions",
+    "plot_corner_distributions",
 ]

{pygeoinf-1.3.6 → pygeoinf-1.3.8}/pygeoinf/linear_optimisation.py

@@ -5,10 +5,6 @@ This module provides classical, deterministic approaches to inversion that seek
 a single "best-fit" model. These methods are typically formulated as finding
 the model `u` that minimizes a cost functional.
 
-The primary goal is to find a stable solution to an ill-posed problem by
-incorporating regularization, which balances fitting the data with controlling
-the complexity or norm of the solution.
-
 Key Classes
 -----------
 - `LinearLeastSquaresInversion`: Solves the inverse problem by minimizing a
@@ -23,11 +19,8 @@ Key Classes
 from __future__ import annotations
 from typing import Optional, Union
 
-
 from .nonlinear_operators import NonLinearOperator
 from .inversion import LinearInversion
-
-
 from .forward_problem import LinearForwardProblem
 from .linear_operators import LinearOperator
 from .linear_solvers import LinearSolver, IterativeLinearSolver
@@ -41,34 +34,15 @@ class LinearLeastSquaresInversion(LinearInversion):
 
     This method finds the model `u` that minimizes the functional:
     `J(u) = ||A(u) - d||² + α² * ||u||²`
-    where `α` is the damping parameter. If a data error covariance is provided,
-    the data misfit norm is appropriately weighted by the inverse covariance.
     """
 
     def __init__(self, forward_problem: "LinearForwardProblem", /) -> None:
-        """
-        Args:
-            forward_problem: The forward problem. If it includes a data error
-                measure, the measure's inverse covariance must be defined.
-        """
         super().__init__(forward_problem)
         if self.forward_problem.data_error_measure_set:
             self.assert_inverse_data_covariance()
 
     def normal_operator(self, damping: float) -> LinearOperator:
-        """
-        Returns the Tikhonov-regularized normal operator.
-
-        This operator, often written as `(A* @ W @ A + α*I)`, forms the left-hand
-        side of the normal equations that must be solved to find the least-squares
-        solution. `W` is the inverse data covariance (or identity).
-
-        Args:
-            damping: The Tikhonov damping parameter, `α`. Must be non-negative.
-
-        Returns:
-            The normal operator as a `LinearOperator`.
-        """
+        """Returns the Tikhonov-regularized normal operator (A*WA + αI)."""
         if damping < 0:
             raise ValueError("Damping parameter must be non-negative.")
 
@@ -87,23 +61,17 @@ class LinearLeastSquaresInversion(LinearInversion):
             return forward_operator.adjoint @ forward_operator + damping * identity
 
     def normal_rhs(self, data: Vector) -> Vector:
-        """
-        Returns the right hand side of the normal equations for given data.
-        """
-
+        """Returns the right hand side of the normal equations (A*W d)."""
         forward_operator = self.forward_problem.forward_operator
 
         if self.forward_problem.data_error_measure_set:
             inverse_data_covariance = (
                 self.forward_problem.data_error_measure.inverse_covariance
             )
-
             shifted_data = self.forward_problem.data_space.subtract(
                 data, self.forward_problem.data_error_measure.expectation
             )
-
             return (forward_operator.adjoint @ inverse_data_covariance)(shifted_data)
-
         else:
             return forward_operator.adjoint(data)
 
@@ -113,30 +81,36 @@ class LinearLeastSquaresInversion(LinearInversion):
         solver: "LinearSolver",
         /,
         *,
-        preconditioner: Optional[LinearOperator] = None,
+        preconditioner: Optional[Union[LinearOperator, LinearSolver]] = None,
     ) -> Union[NonLinearOperator, LinearOperator]:
         """
         Returns an operator that maps data to the least-squares solution.
 
-        The returned operator `L` gives the solution `u = L(d)`. If the data has
-        errors with a non-zero mean, `L` is a general non-linear `Operator`.
-        Otherwise, it is a `LinearOperator`.
-
         Args:
-            damping: The Tikhonov damping parameter, `alpha`.
+            damping: The Tikhonov damping parameter, alpha.
             solver: The linear solver for inverting the normal operator.
-            preconditioner: An optional preconditioner for iterative solvers.
-
-        Returns:
-            An operator that maps from the data space to the model space.
+            preconditioner: Either a direct LinearOperator or a LinearSolver
+                method (factory) used to generate the preconditioner.
         """
-
         forward_operator = self.forward_problem.forward_operator
         normal_operator = self.normal_operator(damping)
 
+        # Resolve the preconditioner if a method (LinearSolver) is provided
+        resolved_preconditioner = None
+        if preconditioner is not None:
+            if isinstance(preconditioner, LinearOperator):
+                resolved_preconditioner = preconditioner
+            elif isinstance(preconditioner, LinearSolver):
+                # Call the preconditioning method on the normal operator
+                resolved_preconditioner = preconditioner(normal_operator)
+            else:
+                raise TypeError(
+                    "Preconditioner must be a LinearOperator or LinearSolver."
+                )
+
         if isinstance(solver, IterativeLinearSolver):
             inverse_normal_operator = solver(
-                normal_operator, preconditioner=preconditioner
+                normal_operator, preconditioner=resolved_preconditioner
             )
         else:
             inverse_normal_operator = solver(normal_operator)
@@ -146,7 +120,6 @@ class LinearLeastSquaresInversion(LinearInversion):
                 self.forward_problem.data_error_measure.inverse_covariance
             )
 
-            # This mapping is affine, not linear, if the error measure has a non-zero mean.
             def mapping(data: Vector) -> Vector:
                 shifted_data = self.forward_problem.data_space.subtract(
                     data, self.forward_problem.data_error_measure.expectation
@@ -158,57 +131,23 @@ class LinearLeastSquaresInversion(LinearInversion):
                 )(shifted_data)
 
             return NonLinearOperator(self.data_space, self.model_space, mapping)
-
         else:
             return inverse_normal_operator @ forward_operator.adjoint
 
 
 class ConstrainedLinearLeastSquaresInversion(LinearInversion):
-    """
-    Solves a linear inverse problem subject to an affine subspace constraint.
-
-    Problem:
-        Minimize J(u) = || A(u) - d ||_D^2 + alpha * || u ||_M^2
-        Subject to u in A (Affine Subspace)
-
-    Method:
-        The problem is reduced to an unconstrained minimization in the subspace.
-        We decompose the model as u = u_base + w, where u_base is the element
-        of the affine subspace closest to the origin (orthogonal to the tangent space),
-        and w is a perturbation in the tangent space.
-
-        The cost function separates (due to orthogonality) into:
-        J(w) = || A(w) - (d - A(u_base)) ||^2 + alpha * || w ||^2 + (alpha * ||u_base||^2)
-
-        This is solved using the standard LinearLeastSquaresInversion on a
-        reduced forward problem.
-    """
+    """Solves a linear inverse problem subject to an affine subspace constraint."""
 
     def __init__(
         self, forward_problem: LinearForwardProblem, constraint: AffineSubspace
     ) -> None:
-        """
-        Args:
-            forward_problem: The original unconstrained forward problem.
-            constraint: The affine subspace A where the solution must lie.
-        """
         super().__init__(forward_problem)
         self._constraint = constraint
-
-        # 1. Compute the Orthogonal Base Vector (u_base)
-        # u_base = (I - P) * translation
-        # This is the unique vector in the affine space that is orthogonal to the tangent space.
-        # It ensures ||u||^2 = ||u_base||^2 + ||w||^2, decoupling the regularization.
         self._u_base = constraint.domain.subtract(
             constraint.translation, constraint.projector(constraint.translation)
         )
 
-        # 2. Construct Reduced Forward Problem
-        # Operator: A_tilde = A @ P
         reduced_operator = forward_problem.forward_operator @ constraint.projector
-
-        # The error measure on the data remains valid for the reduced problem
-        # because the noise model is additive and independent of the model parameters.
         self._reduced_forward_problem = LinearForwardProblem(
             reduced_operator,
             data_error_measure=(
@@ -218,7 +157,6 @@ class ConstrainedLinearLeastSquaresInversion(LinearInversion):
             ),
         )
 
-        # 3. Initialize the internal unconstrained solver
         self._unconstrained_inversion = LinearLeastSquaresInversion(
             self._reduced_forward_problem
         )
@@ -228,64 +166,31 @@ class ConstrainedLinearLeastSquaresInversion(LinearInversion):
         damping: float,
         solver: LinearSolver,
         /,
+        *,
+        preconditioner: Optional[Union[LinearOperator, LinearSolver]] = None,
         **kwargs,
     ) -> NonLinearOperator:
-        """
-        Returns an operator that maps data to the constrained least-squares solution.
-
-        Args:
-            damping: The Tikhonov damping parameter.
-            solver: The linear solver for the reduced normal equations.
-            **kwargs: Additional arguments passed to the solver (e.g., preconditioner).
-
-        Returns:
-            A NonLinearOperator mapping d -> u_constrained.
-        """
-
-        # Get the operator L_tilde such that w = L_tilde(d_tilde)
+        """Maps data to the constrained least-squares solution."""
         reduced_op = self._unconstrained_inversion.least_squares_operator(
-            damping, solver, **kwargs
+            damping, solver, preconditioner=preconditioner, **kwargs
         )
 
-        # Precompute A(u_base) to shift the data efficiently
-        # This represents the data predicted by the "base" model.
         data_offset = self.forward_problem.forward_operator(self._u_base)
-
         domain = self.data_space
         codomain = self.model_space
 
         def mapping(d: Vector) -> Vector:
-            # 1. Shift Data: d_tilde = d - A(u_base)
             d_tilde = domain.subtract(d, data_offset)
-
-            # 2. Solve for perturbation w in the tangent space
-            # w = (P A* A P + alpha I)^-1 P A* d_tilde
             w = reduced_op(d_tilde)
-
-            # 3. Reconstruct full model: u = u_base + w
-            # Note: w is guaranteed to be in the tangent space (Range of P)
-            # because of the structure of the reduced normal equations.
             return codomain.add(self._u_base, w)
 
         return NonLinearOperator(domain, codomain, mapping)
 
 
 class LinearMinimumNormInversion(LinearInversion):
-    """
-    Finds a regularized solution using the discrepancy principle.
-
-    This method automatically selects a Tikhonov damping parameter `α` such that
-    the resulting solution `u_α` fits the data to a statistically acceptable
-    level. It finds the model with the smallest norm `||u||` that satisfies
-    the target misfit, as determined by a chi-squared test.
-    """
+    """Finds a regularized solution using the discrepancy principle."""
 
     def __init__(self, forward_problem: "LinearForwardProblem", /) -> None:
-        """
-        Args:
-            forward_problem: The forward problem. Its data error measure and
-                inverse covariance must be defined.
-        """
         super().__init__(forward_problem)
         if self.forward_problem.data_error_measure_set:
             self.assert_inverse_data_covariance()
@@ -295,7 +200,7 @@ class LinearMinimumNormInversion(LinearInversion):
         solver: "LinearSolver",
         /,
         *,
-        preconditioner: Optional[LinearOperator] = None,
+        preconditioner: Optional[Union[LinearOperator, LinearSolver]] = None,
         significance_level: float = 0.95,
         minimum_damping: float = 0.0,
         maxiter: int = 100,
@@ -303,24 +208,7 @@ class LinearMinimumNormInversion(LinearInversion):
         atol: float = 0.0,
     ) -> Union[NonLinearOperator, LinearOperator]:
         """
-        Returns an operator that maps data to the minimum-norm solution.
-
-        The method uses a bracketing search to finds the damping parameter `alpha`
-        such that `chi_squared(u_alpha, d)` matches a critical value. The mapping
-        is non-linear if data errors are present.
-
-        Args:
-            solver: A solver for the linear systems.
-            preconditioner: An optional preconditioner for iterative solvers.
-            significance_level: The target significance level for the
-                chi-squared test (e.g., 0.95).
-            minimum_damping: A floor for the damping parameter search.
-            maxiter: Maximum iterations for the bracketing search.
-            rtol: Relative tolerance for the damping parameter.
-            atol: Absolute tolerance for the damping parameter.
-
-        Returns:
-            An operator that maps data to the minimum-norm model.
+        Maps data to the minimum-norm solution matching target chi-squared.
         """
         if self.forward_problem.data_error_measure_set:
             critical_value = self.forward_problem.critical_chi_squared(
@@ -331,18 +219,20 @@ class LinearMinimumNormInversion(LinearInversion):
             def get_model_for_damping(
                 damping: float, data: Vector, model0: Optional[Vector] = None
             ) -> tuple[Vector, float]:
-                """
-                Computes the LS model and its chi-squared for a given damping.
-
-                When an iterative solver is used, an initial guess can be provided.
-                """
-
                 normal_operator = lsq_inversion.normal_operator(damping)
                 normal_rhs = lsq_inversion.normal_rhs(data)
 
+                # Resolve preconditioner for the specific trial damping alpha
+                res_precond = None
+                if preconditioner is not None:
+                    if isinstance(preconditioner, LinearOperator):
+                        res_precond = preconditioner
+                    else:
+                        res_precond = preconditioner(normal_operator)
+
                 if isinstance(solver, IterativeLinearSolver):
                     model = solver.solve_linear_system(
-                        normal_operator, preconditioner, normal_rhs, model0
+                        normal_operator, res_precond, normal_rhs, model0
                     )
                 else:
                     inverse_normal_operator = solver(normal_operator)
@@ -352,17 +242,13 @@ class LinearMinimumNormInversion(LinearInversion):
                 return model, chi_squared
 
             def mapping(data: Vector) -> Vector:
-                """The non-linear mapping from data to the minimum-norm model."""
-
-                # Check to see if the zero model fits the data.
+                # Bracketing search logic
                 chi_squared = self.forward_problem.chi_squared_from_residual(data)
                 if chi_squared <= critical_value:
                     return self.model_space.zero
 
-                # Find upper and lower bounds for the optimal damping parameter
                 damping = 1.0
                 _, chi_squared = get_model_for_damping(damping, data)
-
                 damping_lower = damping if chi_squared <= critical_value else None
                 damping_upper = damping if chi_squared > critical_value else None
 
@@ -373,9 +259,7 @@ class LinearMinimumNormInversion(LinearInversion):
                         damping /= 2.0
                         _, chi_squared = get_model_for_damping(damping, data)
                         if damping < minimum_damping:
-                            raise RuntimeError(
-                                "Discrepancy principle has failed; critical value cannot be reached."
-                            )
+                            raise RuntimeError("Discrepancy principle failed.")
                     damping_lower = damping
 
                 it = 0
@@ -386,12 +270,6 @@ class LinearMinimumNormInversion(LinearInversion):
                         _, chi_squared = get_model_for_damping(damping, data)
                     damping_upper = damping
 
-                if damping_lower is None or damping_upper is None:
-                    raise RuntimeError(
-                        "Failed to bracket the optimal damping parameter."
-                    )
-
-                # Bracket search for the optimal damping
                 model0 = None
                 for _ in range(maxiter):
                     damping = 0.5 * (damping_lower + damping_upper)
@@ -406,15 +284,12 @@ class LinearMinimumNormInversion(LinearInversion):
                         damping_lower + damping_upper
                     ):
                         return model
-
                     model0 = model
 
                 raise RuntimeError("Bracketing search failed to converge.")
 
             return NonLinearOperator(self.data_space, self.model_space, mapping)
-
         else:
-            # For error-free data, compute the minimum-norm solution via A*(A*A)^-1
             forward_operator = self.forward_problem.forward_operator
             normal_operator = forward_operator @ forward_operator.adjoint
             inverse_normal_operator = solver(normal_operator)
@@ -422,57 +297,20 @@ class LinearMinimumNormInversion(LinearInversion):
 
 
 class ConstrainedLinearMinimumNormInversion(LinearInversion):
-    """
-    Finds the minimum-norm solution subject to an affine subspace constraint
-    using the discrepancy principle.
-
-    Problem:
-        Minimize ||u||
-        Subject to u in A (Affine Subspace)
-        And chi_squared(u, d) <= critical_value
-
-    Method:
-        We decompose the model as u = u_base + w, where u_base is the element
-        of the affine subspace with the smallest norm (orthogonal to the tangent
-        space), and w is a perturbation in the tangent space.
-
-        Because u_base and w are orthogonal, ||u||^2 = ||u_base||^2 + ||w||^2.
-        Minimizing ||u|| is therefore equivalent to minimizing ||w||.
-
-        The problem reduces to finding the minimum norm w such that:
-        || A(w) - (d - A(u_base)) ||_D^2 <= critical_value
-
-        This is solved using the standard LinearMinimumNormInversion on a
-        reduced forward problem.
-    """
+    """Finds min-norm solution subject to affine subspace constraint."""
 
     def __init__(
-        self,
-        forward_problem: LinearForwardProblem,
-        constraint: AffineSubspace,
+        self, forward_problem: LinearForwardProblem, constraint: AffineSubspace
     ) -> None:
-        """
-        Args:
-            forward_problem: The original unconstrained forward problem.
-            constraint: The affine subspace A where the solution must lie.
-        """
         super().__init__(forward_problem)
         if self.forward_problem.data_error_measure_set:
             self.assert_inverse_data_covariance()
-
         self._constraint = constraint
-
-        # 1. Compute the Orthogonal Base Vector (u_base)
-        # u_base = (I - P) * translation
-        # This is the vector in the affine space closest to the origin.
         self._u_base = constraint.domain.subtract(
             constraint.translation, constraint.projector(constraint.translation)
         )
 
-        # 2. Construct Reduced Forward Problem
-        # Operator: A_tilde = A @ P
         reduced_operator = forward_problem.forward_operator @ constraint.projector
-
         self._reduced_forward_problem = LinearForwardProblem(
             reduced_operator,
             data_error_measure=(
@@ -481,8 +319,6 @@ class ConstrainedLinearMinimumNormInversion(LinearInversion):
                 else None
             ),
         )
-
-        # 3. Initialize the internal unconstrained solver
         self._unconstrained_inversion = LinearMinimumNormInversion(
             self._reduced_forward_problem
         )
@@ -491,39 +327,22 @@ class ConstrainedLinearMinimumNormInversion(LinearInversion):
         self,
         solver: LinearSolver,
         /,
+        *,
+        preconditioner: Optional[Union[LinearOperator, LinearSolver]] = None,
         **kwargs,
     ) -> NonLinearOperator:
-        """
-        Returns an operator that maps data to the constrained minimum-norm solution.
-
-        Args:
-            solver: The linear solver for the reduced normal equations.
-            **kwargs: Arguments passed to LinearMinimumNormInversion (e.g.,
-                      significance_level, rtol, maxiter).
-
-        Returns:
-            A NonLinearOperator mapping d -> u_constrained.
-        """
-
-        # Get the operator L_tilde such that w = L_tilde(d_tilde)
+        """Returns operator for constrained discrepancy principle inversion."""
         reduced_op = self._unconstrained_inversion.minimum_norm_operator(
-            solver, **kwargs
+            solver, preconditioner=preconditioner, **kwargs
         )
 
-        # Precompute A(u_base) to shift the data
         data_offset = self.forward_problem.forward_operator(self._u_base)
-
         domain = self.data_space
         codomain = self.model_space
 
         def mapping(d: Vector) -> Vector:
-            # 1. Shift Data: d_tilde = d - A(u_base)
             d_tilde = domain.subtract(d, data_offset)
-
-            # 2. Solve for perturbation w in the tangent space
             w = reduced_op(d_tilde)
-
-            # 3. Reconstruct full model: u = u_base + w
             return codomain.add(self._u_base, w)
 
         return NonLinearOperator(domain, codomain, mapping)