pygeoinf 1.3.8__py3-none-any.whl → 1.3.9__py3-none-any.whl

pygeoinf/__init__.py

@@ -104,8 +104,27 @@ from .nonlinear_optimisation import (
 
 from .subspaces import OrthogonalProjector, AffineSubspace, LinearSubspace
 
+from .subsets import (
+    Subset,
+    EmptySet,
+    UniversalSet,
+    Complement,
+    Intersection,
+    Union,
+    SublevelSet,
+    LevelSet,
+    ConvexSubset,
+    Ellipsoid,
+    NormalisedEllipsoid,
+    EllipsoidSurface,
+    Ball,
+    Sphere,
+)
+
 from .plot import plot_1d_distributions, plot_corner_distributions
 
+from .utils import configure_threading
+
 __all__ = [
     # random_matrix
     "fixed_rank_random_range",
@@ -184,7 +203,24 @@ __all__ = [
     "OrthogonalProjector",
     "AffineSubspace",
     "LinearSubspace",
+    # Subsets
+    "Subset",
+    "EmptySet",
+    "UniversalSet",
+    "Complement",
+    "Intersection",
+    "Union",
+    "SublevelSet",
+    "LevelSet",
+    "ConvexSubset",
+    "Ellipsoid",
+    "NormalisedEllipsoid",
+    "EllipsoidSurface",
+    "Ball",
+    "Sphere",
     # plot
     "plot_1d_distributions",
     "plot_corner_distributions",
+    # utils
+    "configure_threading",
 ]

pygeoinf/gaussian_measure.py

@@ -27,7 +27,7 @@ import numpy as np
 from scipy.linalg import eigh
 from scipy.sparse import diags
 from scipy.stats import multivariate_normal
-
+from joblib import Parallel, delayed
 
 from .hilbert_space import EuclideanSpace, HilbertModule, Vector
 
@@ -44,7 +44,6 @@ from .direct_sum import (
 # This block is only processed by type checkers, not at runtime.
 if TYPE_CHECKING:
     from .hilbert_space import HilbertSpace
-    from .typing import Vector
 
 
 class GaussianMeasure:
@@ -402,24 +401,52 @@ class GaussianMeasure:
             raise NotImplementedError("A sample method is not set for this measure.")
         return self._sample()
 
-    def samples(self, n: int) -> List[Vector]:
-        """Returns a list of n random samples from the measure."""
+    def samples(
+        self, n: int, /, *, parallel: bool = False, n_jobs: int = -1
+    ) -> List[Vector]:
+        """
+        Returns a list of n random samples from the measure.
+
+        Args:
+            n: Number of samples to draw.
+            parallel: If True, draws samples in parallel.
+            n_jobs: Number of CPU cores to use. -1 means all available.
+        """
         if n < 1:
             raise ValueError("Number of samples must be a positive integer.")
-        return [self.sample() for _ in range(n)]
 
-    def sample_expectation(self, n: int) -> Vector:
-        """Estimates the expectation by drawing n samples."""
+        if not parallel:
+            return [self.sample() for _ in range(n)]
+
+        return Parallel(n_jobs=n_jobs)(delayed(self.sample)() for _ in range(n))
+
+    def sample_expectation(
+        self, n: int, /, *, parallel: bool = False, n_jobs: int = -1
+    ) -> Vector:
+        """
+        Estimates the expectation by drawing n samples.
+
+        Args:
+            n: Number of samples to draw.
+            parallel: If True, draws samples in parallel.
+            n_jobs: Number of CPU cores to use. -1 means all available.
+        """
         if n < 1:
             raise ValueError("Number of samples must be a positive integer.")
-        return self.domain.sample_expectation(self.samples(n))
+        return self.domain.sample_expectation(
+            self.samples(n, parallel=parallel, n_jobs=n_jobs)
+        )
 
-    def sample_pointwise_variance(self, n: int) -> Vector:
+    def sample_pointwise_variance(
+        self, n: int, /, *, parallel: bool = False, n_jobs: int = -1
+    ) -> Vector:
         """
         Estimates the pointwise variance by drawing n samples.
 
-        This method is only available if the domain supports vector
-        multiplication.
+        Args:
+            n: Number of samples to draw.
+            parallel: If True, draws samples in parallel.
+            n_jobs: Number of CPU cores to use. -1 means all available.
         """
         if not isinstance(self.domain, HilbertModule):
             raise NotImplementedError(
@@ -428,7 +455,10 @@ class GaussianMeasure:
         if n < 1:
             raise ValueError("Number of samples must be a positive integer.")
 
-        samples = self.samples(n)
+        # Step 1: Draw samples (Parallelized)
+        samples = self.samples(n, parallel=parallel, n_jobs=n_jobs)
+
+        # Step 2: Compute variance using vector arithmetic
         expectation = self.expectation
         variance = self.domain.zero
 

pygeoinf/plot.py

@@ -220,6 +220,8 @@ def plot_corner_distributions(
     show_plot: bool = True,
     include_sigma_contours: bool = True,
     colormap: str = "Blues",
+    parallel: bool = False,
+    n_jobs: int = -1,
 ):
     """
     Create a corner plot for multi-dimensional posterior distributions.
@@ -233,6 +235,8 @@ def plot_corner_distributions(
         show_plot: Whether to display the plot
         include_sigma_contours: Whether to include 1-sigma contour lines
         colormap: Colormap for 2D plots
+        parallel: Compute dense covariance matrix in parallel, default False.
+        n_jobs: Number of cores to use in parallel calculations, default -1.
 
     Returns:
         fig, axes: Figure and axes array
@@ -243,7 +247,9 @@ def plot_corner_distributions(
         posterior_measure, "covariance"
     ):
         mean_posterior = posterior_measure.expectation
-        cov_posterior = posterior_measure.covariance.matrix(dense=True, parallel=True)
+        cov_posterior = posterior_measure.covariance.matrix(
+            dense=True, parallel=parallel, n_jobs=n_jobs
+        )
     else:
         raise ValueError(
             "posterior_measure must have 'expectation' and 'covariance' attributes"

pygeoinf/preconditioners.py

@@ -36,7 +36,7 @@ class JacobiPreconditioningMethod(LinearSolver):
         method: str = "variable",
         rtol: float = 1e-2,
         block_size: int = 10,
-        parallel: bool = True,
+        parallel: bool = False,
         n_jobs: int = -1,
     ) -> None:
         # Damping is removed: the operator passed to __call__ is already damped