"""Correctness checks for the analytic kernels.""" import jax import jax.numpy as jnp import numpy as np import pytest jax.config.update("jax_enable_x64", True) from ballast.kernels import ( HelmParams, k_ext_full, k_helm_mat, k_thelm_mat, matern32_blocks, ) P = HelmParams( phi_ls=0.8, phi_var=0.5, psi_ls=0.5, psi_var=0.5, time_ls=2.5, time_var=1.0 ) def _m32(t, t2, ls, var): """Reference Matern-3/2 written so autodiff is valid (no clipped distance).""" r = jnp.abs(t - t2) lam = jnp.sqrt(3.0) / ls return var * (1 + lam * r) * jnp.exp(-lam * r) def test_matern32_derivatives_match_autodiff(): """Analytic d_t, d_t', d^2_tt' blocks agree with autodiff away from t=t'.""" ts = jnp.array([0.0, 0.3, 1.7, 4.2]) ts2 = jnp.array([0.5, 2.1, 3.3]) M = matern32_blocks(ts, ts2, P.time_ls, P.time_var) k = jax.vmap(lambda a: jax.vmap(lambda b: _m32(a, b, P.time_ls, P.time_var))(ts2))(ts) dt = jax.grad(_m32, argnums=0) dt2 = jax.grad(_m32, argnums=1) d2 = jax.grad(jax.grad(_m32, argnums=0), argnums=1) f = lambda g: jax.vmap(lambda a: jax.vmap(lambda b: g(a, b, P.time_ls, P.time_var))(ts2))(ts) np.testing.assert_allclose(M[..., 0, 0], k, rtol=1e-10) np.testing.assert_allclose(M[..., 1, 0], f(dt), rtol=1e-8) np.testing.assert_allclose(M[..., 0, 1], f(dt2), rtol=1e-8) np.testing.assert_allclose(M[..., 1, 1], f(d2), rtol=1e-8) def test_matern32_second_derivative_at_zero(): """Paper Sec. H.2: d^2_{tt'} k at t=t' must be 3 sigma^2/l^2, not 0. This is the value GPJax-style clipped-distance autodiff silently returns as zero; it is also exactly P_inf[1,1] in the SPDE formulation, i.e. Var(d_t f). """ t = jnp.array([1.0]) M = matern32_blocks(t, t, 1.0, 1.0) assert np.isclose(M[0, 0, 1, 1], 3.0) M2 = matern32_blocks(t, t, P.time_ls, P.time_var) assert np.isclose(M2[0, 0, 1, 1], 3.0 * P.time_var / P.time_ls**2) def test_matern32_finite_difference(): """Independent finite-difference check of the mixed second derivative.""" # h chosen to balance the O(h^2) truncation error of the 4-point stencil # against O(eps/h^2) round-off; 1e-5 leaves ~1e-4 relative truncation error # on a value of ~5e-3 and would fail a 1e-4 tolerance for benign reasons. h = 1e-3 a, b = 1.0, 2.4 num = ( _m32(a + h, b + h, P.time_ls, P.time_var) - _m32(a + h, b - h, P.time_ls, P.time_var) - _m32(a - h, b + h, P.time_ls, P.time_var) + _m32(a - h, b - h, P.time_ls, P.time_var) ) / (4 * h * h) ana = matern32_blocks(jnp.array([a]), jnp.array([b]), P.time_ls, P.time_var)[0, 0, 1, 1] assert np.isclose(num, ana, rtol=1e-4) def _helm_field_cov_reference(S, S2, p): """Helmholtz kernel rebuilt by autodiff of the potential/stream construction. F_1 = d_1 Phi + d_2 Psi, F_2 = d_2 Phi - d_1 Psi, so Cov(F_a(x), F_b(x')) is assembled from mixed second derivatives of k_Phi, k_Psi. """ kphi = lambda x, y: p.phi_var * jnp.exp(-0.5 * jnp.sum((x - y) ** 2) / p.phi_ls**2) kpsi = lambda x, y: p.psi_var * jnp.exp(-0.5 * jnp.sum((x - y) ** 2) / p.psi_ls**2) Hphi = jax.jacfwd(jax.jacrev(kphi, argnums=0), argnums=1) Hpsi = jax.jacfwd(jax.jacrev(kpsi, argnums=0), argnums=1) def cov(x, y): A, B = Hphi(x, y), Hpsi(x, y) return jnp.array( [ [A[0, 0] + B[1, 1], A[0, 1] - B[1, 0]], [A[1, 0] - B[0, 1], A[1, 1] + B[0, 0]], ] ) return jax.vmap(lambda x: jax.vmap(lambda y: cov(x, y))(S2))(S) def test_helmholtz_matches_autodiff_construction(): S = jnp.array([[0.0, 0.0], [0.4, -0.7], [1.2, 0.3]]) S2 = jnp.array([[0.1, 0.2], [-0.5, 0.9]]) ref = _helm_field_cov_reference(S, S2, P) # (3, 2, 2, 2) got = k_helm_mat(S, S2, P).reshape(3, 2, 2, 2).transpose(0, 2, 1, 3) # got is (i, j, c, c') after the transpose of the (i,c,j,c') flattening np.testing.assert_allclose(got.transpose(0, 1, 2, 3), ref, rtol=1e-8, atol=1e-12) def test_gram_matrices_are_psd(): key = jax.random.PRNGKey(0) S = jax.random.uniform(key, (12, 2), minval=-2, maxval=2) t = jnp.linspace(0, 5, 12) for K in (k_thelm_mat(S, t, S, t, P), k_ext_full(S, t, P), k_helm_mat(S, S, P)): w = jnp.linalg.eigvalsh(0.5 * (K + K.T)) assert w.min() > -1e-8, f"min eigenvalue {w.min()}" def test_extended_kernel_blocks_are_consistent(): """The f-block of the extended kernel is exactly the plain kernel.""" key = jax.random.PRNGKey(1) S = jax.random.uniform(key, (5, 2), minval=-1, maxval=1) t = jnp.linspace(0, 3, 5) E = k_ext_full(S, t, P).reshape(5, 2, 2, 5, 2, 2) plain = k_thelm_mat(S, t, S, t, P).reshape(5, 2, 5, 2) np.testing.assert_allclose(E[:, :, 0, :, :, 0], plain, rtol=1e-10)