I am using the following python code to find two binary numbers that:
sum to a certain number
their highest bits cast to integers must sum up to 2
The second constraint is more important to me; and in my case, it will scale: let's say it might become that highest bits of [N] number must sum up to [M].
I am not sure why z3 does not give the correct result. Any hints? Thanks a lot.
def BV2Int(var):
return ArithRef(Z3_mk_bv2int(ctx.ref(), var.as_ast(), 0), var.ctx)
def main():
s = Solver()
s.set(':models', True)
s.set(':auto-cfgig', False)
s.set(':smt.bv.enable_int2bv',True)
x = BitVec('x',4)
y = BitVec('y',4)
s = Solver()
s.add(x+y == 16, Extract(3,3,x) + Extract(3,3,y) == 2)
s.check()
print s.model()
# result: [y = 0, x = 0], fail both constraint
s = Solver()
s.add(x+y == 16, BV2Int(Extract(3,3,x)) + BV2Int(Extract(3,3,y)) == 2)
s.check()
print s.model()
# result: [y = 15, x = 1], fail the second constraint
Update: Thanks the answer from Christoph. Here is a quick fix:
Extract(3,3,x) -> ZeroExt(SZ, Extract(3,3,x)) where SZ is the bit width of RHS minus 1.
(Aside: auto-cfgig should be auto-config.)
Note that bv2int and int2bv are essentially treated as uninterpreted, so if this part is crucial to your problem, then don't use them (see documentation and previous questions).
The problem with this example are the widths of the bit-vectors. Both x and y are 4-bit variables, and the numeral 16 as a 4-bit vector is 0 (modulo 2^4), so, indeed x + y is equal to 16 when x=0 and y=0.
Further, the Extract(...) terms extract 1-bit vectors, which means that the sum Ex.. + Ex.. is again a 1-bit value and the numeral 2 as a 1-bit vector is 0 (modulo 2^1), i.e., it is indeed the case that Ex... + Ex... = 2.
Related
I want to add noise to a column of values in the range of 0-1.
But the noise shouldn't exceed these ranges, so my thought process was to check if adding the noise would be outside of the range, if it did, don't add the noise.
I tried:
df['val_x'].apply(lambda x: (x + np.random.normal(0, 0.2)) if (0 < x + np.random.normal(0, 0.2) < 1) else x)
at first, but I'm assuming it creates two separate random values, so some of the values pass the check with one and apply to the data frame with the other.
I feel like I need something like:
df['val_x'].apply(lambda x, withNoise = x + np.random.normal(0, 0.2): withNoise if (0 < withNoise < 1) else x)
defining the argument beforehand, but lambda doesn't support defining arguments with other arguments.
I want to do this without creating another function, but if it is the only way, I can.
Thanks in advance.
What about clipping?
df['val_x'] = df['val_x'].add(np.random.normal(0, 0.2, size=len(df))).clip(0, 1)
Or, adding your noise and only update the valid values:
s = df['val_x'].add(np.random.normal(0, 0.2, size=len(df)))
df['val_x'] = s.where(s.between(0, 1), df['val_x'])
# or
df.loc[s.between(0, 1), 'val_x'] = s
These are the conditions:
if(x > 0)
{
y >= a;
z <= b;
}
It is quite easy to convert the conditions into Linear Programming constraints if x were binary variable. But I am not finding a way to do this.
You can do this in 2 steps
Step 1: Introduce a binary dummy variable
Since x is continuous, we can introduce a binary 0/1 dummy variable. Let's call it x_positive
if x>0 then we want x_positive =1. We can achieve that via the following constraint, where M is a very large number.
x < x_positive * M
Note that this forces x_positive to become 1, if x is itself positive. If x is negative, x_positive can be anything. (We can force it to be zero by adding it to the objective function with a tiny penalty of the appropriate sign.)
Step 2: Use the dummy variable to implement the next 2 constraints
In English: if x_positive = 1, then y >= a
However, if x_positive = 0, y can be anything (y > -inf)
y > a - M (1 - x_positive)
Similarly,
if x_positive = 1, then z <= b
z <= b + M * (1 - x_positive)
Both the linear constraints above will kick in if x>0 and will be trivially satisfied if x <=0.
I am using this function to calculate distance between 2 vectors a,b, of size 300, word2vec, I get the distance between 'hot' and 'cold' to be equal 1.
How to add this value (1) to a vector, becz i thought simply new_vec=model['hot']+1, but when I do the calc dist(new_vec,model['hot'])=17?
import numpy
def dist(a,b):
return numpy.linalg.norm(a-b)
a=model['hot']
c=a+1
dist(a,c)
17
I expected dist(a,c) will give me back 1!
You should review what the norm is. In the case of numpy, the default is to use the L-2 norm (a.k.a the Euclidean norm). When you add 1 to a vector, the call is to add 1 to all of the elements in the vector.
>> vec1 = np.random.normal(0,1,size=300)
>> print(vec1[:5])
... [ 1.18469795 0.04074346 -1.77579852 0.23806222 0.81620881]
>> vec2 = vec1 + 1
>> print(vec2[:5])
... [ 2.18469795 1.04074346 -0.77579852 1.23806222 1.81620881]
Now, your call to norm is saying sqrt( (a1-b1)**2 + (a2-b2)**2 + ... + (aN-bN)**2 ) where N is the length of the vector and a is the first vector and b is the second vector (and ai being the ith element in a). Since (a1-b1)**2 == (a2-b2)**2 == ... == (aN-bN)**2 == 1 we expect this sum to produce N which in your case is 300. So sqrt(300) = 17.3 is the expected answer.
>> print(np.linalg.norm(vec1-vec2))
... 17.320508075688775
To answer the question, "How to add a value to a vector": you have done this correctly. If you'd like to add a value to a specific element then you can do vec2[ix] += value where ix indexes the element that you wish to add. If you want to add a value uniformly across all elements in the vector that will change the norm by 1, then add np.sqrt(1/300).
Also possibly relevant is a more commonly used distance metric for word2vec vectors: the cosine distance which measures the angle between two vectors.
I am trying to write the code for solving the extremely difficult differential equation:
x' = 1
with the finite element method.
As far as I understood, I can obtain the solution u as
with the basis functions phi_i(x), while I can obtain the u_i as the solution of the system of linear equations:
with the differential operator D (here only the first derivative). As a basis I am using the tent function:
def tent(l, r, x):
m = (l + r) / 2
if x >= l and x <= m:
return (x - l) / (m - l)
elif x < r and x > m:
return (r - x) / (r - m)
else:
return 0
def tent_half_down(l,r,x):
if x >= l and x <= r:
return (r - x) / (r - l)
else:
return 0
def tent_half_up(l,r,x):
if x >= l and x <= r:
return (x - l) / (r - l)
else:
return 0
def tent_prime(l, r, x):
m = (l + r) / 2
if x >= l and x <= m:
return 1 / (m - l)
elif x < r and x > m:
return 1 / (m - r)
else:
return 0
def tent_half_prime_down(l,r,x):
if x >= l and x <= r:
return - 1 / (r - l)
else:
return 0
def tent_half_prime_up(l, r, x):
if x >= l and x <= r:
return 1 / (r - l)
else:
return 0
def sources(x):
return 1
Discretizing my space:
n_vertex = 30
n_points = (n_vertex-1) * 40
space = (0,5)
x_space = np.linspace(space[0],space[1],n_points)
vertx_list = np.linspace(space[0],space[1], n_vertex)
tent_list = np.zeros((n_vertex, n_points))
tent_prime_list = np.zeros((n_vertex, n_points))
tent_list[0,:] = [tent_half_down(vertx_list[0],vertx_list[1],x) for x in x_space]
tent_list[-1,:] = [tent_half_up(vertx_list[-2],vertx_list[-1],x) for x in x_space]
tent_prime_list[0,:] = [tent_half_prime_down(vertx_list[0],vertx_list[1],x) for x in x_space]
tent_prime_list[-1,:] = [tent_half_prime_up(vertx_list[-2],vertx_list[-1],x) for x in x_space]
for i in range(1,n_vertex-1):
tent_list[i, :] = [tent(vertx_list[i-1],vertx_list[i+1],x) for x in x_space]
tent_prime_list[i, :] = [tent_prime(vertx_list[i-1],vertx_list[i+1],x) for x in x_space]
Calculating the system of linear equations:
b = np.zeros((n_vertex))
A = np.zeros((n_vertex,n_vertex))
for i in range(n_vertex):
b[i] = np.trapz(tent_list[i,:]*sources(x_space))
for j in range(n_vertex):
A[j, i] = np.trapz(tent_prime_list[j] * tent_list[i])
And then solving and reconstructing it
u = np.linalg.solve(A,b)
sol = tent_list.T.dot(u)
But it does not work, I am only getting some up and down pattern. What am I doing wrong?
First, a couple of comments on terminology and notation:
1) You are using the weak formulation, though you've done this implicitly. A formulation being "weak" has nothing to do with the order of derivatives involved. It is weak because you are not satisfying the differential equation exactly at every location. FE minimizes the weighted residual of the solution, integrated over the domain. The functions phi_j actually discretize the weighting function. The difference when you only have first-order derivatives is that you don't have to apply the Gauss divergence theorem (which simplifies to integration by parts for one dimension) to eliminate second-order derivatives. You can tell this wasn't done because phi_j is not differentiated in the LHS.
2) I would suggest not using "A" as the differential operator. You also use this symbol for the global system matrix, so your notation is inconsistent. People often use "D", since this fits better to the idea that it is used for differentiation.
Secondly, about your implementation:
3) You are using way more integration points than necessary. Your elements use linear interpolation functions, which means you only need one integration point located at the center of the element to evaluate the integral exactly. Look into the details of Gauss quadrature to see why. Also, you've specified the number of integration points as a multiple of the number of nodes. This should be done as a multiple of the number of elements instead (in your case, n_vertex-1), because the elements are the domains on which you're integrating.
4) You have built your system by simply removing the two end nodes from the formulation. This isn't the correct way to specify boundary conditions. I would suggesting building the full system first and using one of the typical methods for applying Dirichlet boundary conditions. Also, think about what constraining two nodes would imply for the differential equation you're trying to solve. What function exists that satisfies x' = 1, x(0) = 0, x(5) = 0? You have overconstrained the system by trying to apply 2 boundary conditions to a first-order differential equation.
Unfortunately, there isn't a small tweak that can be made to get the code to work, but I hope the comments above help you rethink your approach.
EDIT to address your changes:
1) Assuming the matrix A is addressed with A[row,col], then your indices are backwards. You should be integrating with A[i,j] = ...
2) A simple way to apply a constraint is to replace one row with the constraint desired. If you want x(0) = 0, for example, set A[0,j] = 0 for all j, then set A[0,0] = 1 and set b[0] = 0. This substitutes one of the equations with u_0 = 0. Do this after integrating.
I have a question about Entropy and Information Flow. Suppose that X = {-1, 1}; meaning that it can be either -1 or 1, and the following assignment for Y:
Y := X * X
My question is that the value of Y, after the assignment, will always be 1. If X = -1, then Y=1 and if X = 1, then Y= 1. Knowing this, can I still assume that the conditional entropy H(X/Y) = 0, because knowing X will always tell you the Value of Y. On the other hand, the conditional entropy H(Y/X) = 1.0 because knowing Y will not give me the value of X.
Am I thinking in the right direction? Please help
You are partially correct, though it seems like you are rather "swapped" in your notation and your definition.
H(X|Y) is entropy of X given Y rather than entropy of Y given X.
Also, you should try to look at the condition here more carefully. Since you have a very clear relationship between X and Y, that means Y = f(X). And in that situation, just as you say, the conditional entropy is always 0 (yet you are swapped in your notation). Thus it should be
H(Y|X) = 0
On the other hand, if you have Y, you completely have no clue of what is X and both -1 and 1 have equal probability. So in this case
H(X|Y) = 1