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inv_cov.py
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inv_cov.py
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#!/usr/bin/python
import sys
import math, numpy as np
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as plt
import matplotlib.image as mpimg
from numpy import linalg as LA
import numpy as np
# covariance matrix
infile =['Total_Cov_Matrix/WFIRST_WL_Ngal51.00_Area2000.00_ssss_cov_Ncl20_Ntomo10_sigmae0.37_baseline']
#infile =['/users/timeifler/Dropbox/cosmolike_store/WFIRST_forecasts/cov/cov_WFIRST_Ncl25_4clusterbins_nrichmin25_source_Dec17']
# data vector
data= ['/home/u17/jiachuanxu/CosmoLike/KL_WFIRST/datav/WFIRST_shear_shear_opti_Ntomo10_Ncl20_sigmae0.37_dmo_ia']
# output file name
outname=['WFIRST_WL_Ntomo10_Ncl20_sigmae0.37_baseline']
# the numbers below can be computed knowing the data vector settings, e.g. 10 tomographic source bins results in 55 shear-shear power spectra. Or they can be read off when running the covariance code, i.e. type 'compute_covariance_fourier 100000' and look for the output mentioning number of ggl bins accepted and/or number of cluster weka lensing bins accepted. The default numbers below most likely don't correspond to your binning choices.
nggl = 0 # number of ggl power spectra
ngcl = 0 # number of cluster-source galaxy power spectra
nlens = 0 # number of lens bins
nlenscl= 0 # number of cluster redshift bins
nshear = 55 # number of shear tomographic power spectra
ncl=20 # number of ell-bins
nclgcl=0 # number of cluster ell-bins
nrich=0 # number of richness bins
ndata = (nshear+nggl+nlens)*ncl+nlenscl*nrich+nrich*ngcl*nclgcl
n2pt = (nshear+nggl+nlens)*ncl
ncluster = nlenscl*nrich
n2ptcl=n2pt+ncluster
nclusterN_WL=ncluster+nrich*ngcl*nclgcl
for k in range(0,1):
datafile= np.genfromtxt(data[k])
mask = np.zeros(ndata)
for i in range(0,datafile.shape[0]):
if (datafile[i,1] >1.0e-15):
mask[i]=1.0
# for m in mask:
# m = 1.0
covfile = np.genfromtxt(infile[k])
cov = np.zeros((ndata,ndata))
print ndata,n2pt,int(np.max(covfile[:,0])+1)
for i in range(0,covfile.shape[0]):
cov[int(covfile[i,0]),int(covfile[i,1])] = covfile[i,8]+covfile[i,9] # accounting both gaussian and ng
cov[int(covfile[i,1]),int(covfile[i,0])] = covfile[i,8]+covfile[i,9]
# cov[int(covfile[i,0]),int(covfile[i,1])] = covfile[i,8]
# cov[int(covfile[i,1]),int(covfile[i,0])] = covfile[i,8]
cor = np.zeros((ndata,ndata))
for i in range(0,ndata):
for j in range(0,ndata):
if (cov[i,i]*cov[j,j] >0):
cor[i,j] = cov[i,j]/math.sqrt(cov[i,i]*cov[j,j])
a = np.sort(LA.eigvals(cor[:,:]))
print "min+max eigenvalues full cor:"
print np.min(a), np.max(a)
print "neg eigenvalues full cor:"
for i in range(0,a.shape[0]):
if (a[i]< 0.0): print a[i]
# ############### invert shear covariance #################
inv = LA.inv(cov[0:nshear*ncl,0:nshear*ncl])
a = np.sort(LA.eigvals(cov[0:nshear*ncl,0:nshear*ncl]))
print "min+max eigenvalues shear cov:"
print np.min(a), np.max(a)
outfile = "cov/"+outname[k]+"_shear_shear_inv"
f = open(outfile, "w")
for i in range(0,nshear*ncl):
inv[i,i]=inv[i,i]*mask[i]
for j in range(0,nshear*ncl):
f.write("%d %d %e\n" %(i,j, inv[i,j]))
f.close()
'''
# ############### invert clustering covariance #################
inv = LA.inv(cov[(nshear+nggl)*ncl:(nshear+nggl+nlens)*ncl,(nshear+nggl)*ncl:(nshear+nggl+nlens)*ncl])
a = np.sort(LA.eigvals(cov[(nshear+nggl)*ncl:(nshear+nggl+nlens)*ncl,(nshear+nggl)*ncl:(nshear+nggl+nlens)*ncl]))
print "min+max eigenvalues clustering cov:"
print np.min(a), np.max(a)
outfile = "cov/"+outname[k]+"_pos_pos_inv"
f = open(outfile, "w")
for i in range(0,nlens*ncl):
inv[i,i]=inv[i,i]*mask[(nshear+nggl)*ncl+i]
for j in range(0,nlens*ncl):
f.write("%d %d %e\n" %(i,j, inv[i,j]))
f.close()
# ############### invert 2pt covariance #################
a = np.sort(LA.eigvals(cov[0:n2pt,0:n2pt]))
print "min+max eigenvalues 2pt cov:"
print np.min(a), np.max(a)
inv = LA.inv(cov[0:n2pt,0:n2pt])
outfile = "cov/"+outname[k]+"_3x2pt_inv"
f = open(outfile, "w")
for i in range(0,n2pt):
inv[i,i]=inv[i,i]*mask[i]
for j in range(0,n2pt):
f.write("%d %d %e\n" %( i,j, inv[i,j]))
f.close()
# # ############### invert full2pt+clusterN+clusterWL covariance #################
precond = 1.e-7
for i in range(0,ncluster):
cov[n2pt+i,:]*= precond
cov[:,n2pt+i]*= precond
inv = LA.inv(cov)
a = np.sort(LA.eigvals(cov))
print "min+max eigenvalues of full 2ptclusterN+clusterWL pre-conditioned matrix:"
print np.min(a), np.max(a)
if (np.min(a)<0):
print "WARNING WARNING: %s is not positive definite! WARNING!" % (infile[k])
for i in range(0,ncluster):
inv[n2pt+i,:]*= precond
inv[:,n2pt+i]*= precond
outfile = "cov/"+outname[k]+"_3x2pt_clusterN_clusterWL_inv"
f = open(outfile, "w")
for i in range(0,ndata):
inv[i,i]=inv[i,i]*mask[i]
for j in range(0,ndata):
f.write("%d %d %e\n" %( i,j, inv[i,j]))
f.close()
# # ############### invert clusterN+clusterWL covariance #################
inv = LA.inv(cov[n2pt:n2pt+nclusterN_WL,n2pt:n2pt+nclusterN_WL])
a = np.sort(LA.eigvals(cov[n2pt:n2pt+nclusterN_WL,n2pt:n2pt+nclusterN_WL]))
print "min+max eigenvalues of clusterN_WL pre-conditioned matrix:"
print np.min(a), np.max(a)
if (np.min(a)<0):
print "WARNING WARNING: %s is not positive definite! WARNING!" % (infile[k])
for i in range(0,ncluster):
inv[i,:]*= precond
inv[:,i]*= precond
outfile = "cov/"+outname[k]+"_clusterN_clusterWL_inv"
f = open(outfile, "w")
for i in range(0,nclusterN_WL):
inv[i,i]=inv[i,i]*mask[n2pt+i]
for j in range(0,nclusterN_WL):
f.write("%d %d %e\n" %( i,j, inv[i,j]))
f.close()
'''
labels = (r'$C^{\kappa \kappa}\left(\ell,z_{\mathrm{s}_i},z_{\mathrm{s}_j}\right)$',r'$C^{\kappa \kappa}\left(\ell,z_{\mathrm{s}_i},z_{\mathrm{s}_j}\right)$',r'$C^{\kappa \kappa}\left(\ell,z_{\mathrm{s}_i},z_{\mathrm{s}_j}\right)$',r'$C^{\kappa \kappa}\left(\ell,z_{\mathrm{s}_i},z_{\mathrm{s}_j}\right)$',r'$C^{\kappa \kappa}\left(\ell,z_{\mathrm{s}_i},z_{\mathrm{s}_j}\right)$')
ticks = np.zeros(6)
tickx = np.zeros(5)
ticks[1] = nshear*ncl
ticks[2] = (nshear+nggl)*ncl
ticks[3] = n2pt
ticks[4] = n2pt+ncluster
ticks[5] = ndata
cor = np.zeros((ndata,ndata))
for i in range(0,ndata):
for j in range(0,ndata):
if (cov[i,i]*cov[j,j] >0):
cor[i,j] = cov[i,j]/math.sqrt(cov[i,i]*cov[j,j])
fs= 10
for i in range(0,5):
tickx[i] = 0.5*(ticks[i]+ticks[i+1])
plt.plot([ticks[i]-0.5,ticks[i]-0.5],[-.5,ndata-0.5],linestyle ='-',color = 'k')
plt.plot([-.5,ndata-0.5],[ticks[i]-0.5,ticks[i]-0.5],linestyle ='-',color = 'k')
plt.subplot(1, 1, 1)
ax = plt.gca()
im = ax.imshow(np.log10(cov[:,:]), interpolation="nearest",vmin=-25, vmax=-10)
plt.xticks(tickx, labels,fontsize=fs)
plt.yticks(tickx-0.5, labels,fontsize=fs)
#plt.tick_params(axis = 'x',length = 0, pad = 15)
#plt.tick_params(axis = 'y',length = 0, pad = 5)
plt.colorbar(im)
#plt.show()
plt.savefig("/home/u17/jiachuanxu/CosmoLike/KL_WFIRST/test_imgs/"+outname[k]+".png", format="png")
print ticks
# plt.figure()
# #plt.imshow(np.log10(cov[0:1500,2000:]), interpolation="nearest",vmin=-25, vmax=-10)
# plt.imshow(np.log10(cov[:,:]), interpolation="nearest",vmin=-25, vmax=-10)
# #plt.imshow(cor[n2ptcl:n2ptcl+200,300:nshear*ncl], interpolation="nearest",vmax=0.5)
# plt.colorbar()
# plt.show()