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Reduced-order Variational Mode Decomposition (RVMD)

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English

rvmd.m provides real- and complex-valued reduced-order variational mode decomposition in MATLAB. The rvmdpy package provides the matching PyTorch implementation for CPU, one CUDA GPU, and one spatially sharded multi-GPU run. Given an S × T space-time matrix Q, it returns spatial modes phi, time-evolution coefficients c, and nonnegative center frequencies omega such that

Q_reconstructed = mode.phi * mode.c.';

The transpose is intentionally nonconjugating (.').

Installation

Add the repository root to the MATLAB path:

addpath('/path/to/rvmd')

CPU computation needs no optional MATLAB toolbox. GPU computation requires Parallel Computing Toolbox.

Quick start

Real input automatically uses real spatial modes and a nonnegative half-spectrum:

[mode, info] = rvmd(Qreal, 4, 1000, ...
    'FPPrecision', 'double', 'Tolerance', 1e-6);

Complex input automatically uses complex modes and the complete shifted spectrum:

[mode, info] = rvmd(Qcomplex, 4, 1000, ...
    'FPPrecision', 'double', 'Tolerance', 1e-6);

For complex data, each reported center is a frequency magnitude in [0, 0.5].

API

[mode, info] = rvmd(Q, K, Alpha)
[mode, info, restart] = rvmd(Q, K, Alpha, Name, Value, ...)
[mode, info, restart] = rvmd('Restart', restart, Name, Value, ...)

Required inputs:

Input Description
Q Finite, nonempty numeric matrix, S × T; may be real or complex.
K Positive integer number of modes.
Alpha Nonnegative scalar bandwidth penalty.

Options:

Name Default Description
'Weight' 1 Positive scalar or vector of length S. It is reshaped to a column and normalized by its mean.
'Tolerance' 5e-3 Nonnegative stopping tolerance for the sum of relative spectral-mode changes.
'MaximumSteps' 500 Positive total iteration cap for initial and restarted runs.
'InitFreqType' 1 -1 random, 0 all zero, 1 uniformly distributed.
'InitFreqMaximum' 0.5 Upper initialization frequency, capped at Nyquist 0.5.
'Device' 'cpu' 'cpu' or 'gpu'.
'FPPrecision' 'single' 'single' or 'double'.
'nDC' 0 Number of leading internal modes whose center remains fixed at zero; must not exceed K.
'InitialFrequencies' [] Optional K × 1 initial center frequencies in [0,0.5]; the first nDC entries must be zero.
'Display' 'off' 'off', 'final', or 'iter'.
'DisplayInterval' 20 Positive command-window display interval.
'OutputFcn' [] Callback stop = fcn(progress,phase) called at safe sweep boundaries.
'TimeLimit' Inf Nonnegative per-call wall-time limit, checked at safe sweep boundaries.
'CheckpointFile' '' MAT-file for periodic and final checkpoints; empty disables checkpointing.
'CheckpointInterval' 50 Positive checkpoint interval in completed sweeps.

Outputs:

Field Meaning
mode.phi S × K weighted-unit-norm spatial modes.
mode.c T × K time coefficients.
mode.omega K × 1 final center frequencies, sorted low to high.
mode.energy 1 × K, sum(abs(mode.c).^2,1).
info.Iteration.steps Number of completed Gauss--Seidel sweeps.
info.Iteration.omega Unsorted internal center-frequency history, including initialization.
info.Iteration.difference Convergence metric after each completed sweep.
info.Iteration.converged Whether the final metric satisfies Tolerance.
info.ExitFlag 1 converged, 0 maximum steps, -1 callback stop, -2 time limit.
info.StopReason Text termination reason.
info.ElapsedTime Per-call elapsed wall time in seconds.
restart Unsorted internal state used to continue the identical trajectory.

Weighted RVMD

w = cellVolume(:);                 % positive, length S
[mode, info] = rvmd(Q, K, Alpha, 'Weight', w);

% Every column is normalized in the implemented inner product:
wNormalized = w / mean(w);
sqrt(sum(abs(mode.phi).^2 .* wNormalized, 1))

Monitor and stop safely

OutputFcn runs only after a complete Gauss--Seidel sweep, so requesting a stop always returns a consistent restart state. The callback phases are 'init', 'iter', and 'done'. Progress contains step, difference, omega, elapsedTime, and (during 'done') stopReason.

function stop = monitor(progress, phase)
    stop = false;
    if strcmp(phase, 'iter')
        fprintf('%4d  %.3e  %s\n', progress.step, progress.difference, ...
            mat2str(sort(progress.omega), 5));
        stop = isfile('STOP_RVMD');
    end
end

[mode, info, state] = rvmd(Q, K, Alpha, ...
    'OutputFcn', @monitor, 'TimeLimit', 3600);

Ctrl+C still aborts MATLAB immediately. For a graceful interactive stop, use an output callback, a GUI stop flag, or a sentinel file as above.

Checkpoint and restart

MaximumSteps always means a total cap:

[~, ~, state] = rvmd(Q, K, Alpha, 'MaximumSteps', 200);
[mode, info] = rvmd('Restart', state, 'MaximumSteps', 1000);

The second call continues from step 200 to a total limit of 1000 steps. The saved data and settings are reused. Pass 'Device','cpu' or 'Device','gpu' to continue on a different device.

For long runs, RVMD can write checkpoints automatically:

[mode, info] = rvmd(Q, K, Alpha, ...
    'MaximumSteps', 1000, ...
    'CheckpointFile', 'rvmd_checkpoint.mat', ...
    'CheckpointInterval', 50);

saved = load('rvmd_checkpoint.mat', 'restart');
[mode, info] = rvmd('Restart', saved.restart, 'MaximumSteps', 1500);

The previous valid file is retained as rvmd_checkpoint.mat.prev. Restart version 4 stores the exact iterative state and spectrum norm without copying the original Q, and skips recomputing its FFT. Older repository restart states remain readable. The legacy name-value form rvmd(Q,K,Alpha,'Restart',state) is rejected to prevent silently ignoring new problem inputs.

Convergence and Hilbert spectral analysis

fs = 4;                         % samples per physical-time unit
[mode, info] = rvmd(Q, 4, 1000);

rvmdplot(info, 'SampleRate', fs);
hs = rvmdhilbert(mode, fs, ...
    'MirrorExtension', true, 'FrequencyBins', 256);
rvmdhilbertplot(hs);

rvmdhilbert requires no Signal Processing Toolbox. For real coefficients it constructs Fourier-domain analytic signals, optionally with mirror extension; for complex coefficients it uses them directly. It returns instantaneous amplitudes, phases, signed instantaneous frequencies, instantaneous energies, a memory-efficient sparse Hilbert energy spectrum, and the marginal spectrum. Low-amplitude samples are masked because their instantaneous frequency is not meaningful. For a complex coefficient, instantaneous frequency is obtained from its phase directly; interpretation requires the mode to remain locally monocomponent.

Python: CPU and one GPU

The rvmdpy package uses one PyTorch tensor implementation for CPU and CUDA:

python -m pip install -e '.[plot]'

For CUDA, install the PyTorch build that matches your system. Check the active device before a long run:

python -c "import torch; print(torch.__version__, torch.cuda.is_available()); print(torch.cuda.get_device_name(0) if torch.cuda.is_available() else 'CPU')"

For most jobs, use one CUDA GPU. Use CPU when CUDA is unavailable. Multi-GPU is for one decomposition that is too large for a single GPU.

from rvmdpy import rvmd, rvmdhilbert, rvmdhilbertplot, rvmdplot

mode, info, state = rvmd(
    q, 4, 1000,
    device="cuda",                 # or "cpu"
    fp_precision="double",
    initial_frequencies=[0.02, 0.08, 0.16, 0.30],
    display="iter",
    display_interval=20,
    checkpoint_file="rvmd_restart.pt",
    checkpoint_interval=50,
)

mode, info, state = rvmd(
    restart="rvmd_restart.pt", maximum_steps=1500, device="cuda"
)

figure = rvmdplot(info, sample_rate=4)
analysis = rvmdhilbert(mode, 4, mirror_extension=True)
hilbert_figure = rvmdhilbertplot(analysis)

Python options use the MATLAB defaults and snake-case names. Mode, Info, Progress, and RestartState are typed dataclasses containing CPU PyTorch tensors. Python mode indices are zero-based. Python checkpoints are native PyTorch checkpoints and are not MATLAB .mat restart files.

q can be a NumPy array, a PyTorch tensor, or another array-like object. Its shape is S × T: rows are spatial points and columns are snapshots. Frequencies are stored in cycles per sample; multiply by the sample rate for physical units:

physical_frequency = mode.omega.numpy() * sample_rate
q_reconstructed = mode.phi @ mode.c.T  # T is deliberately nonconjugating

The principal Python options are:

Option Default Meaning
weight 1 Positive spatial weights.
tolerance 5e-3 Convergence tolerance.
maximum_steps 500 Total iteration limit, including completed restart steps.
init_freq_type 1 -1 random, 0 all zero, 1 uniform.
init_freq_maximum 0.5 Upper initial frequency in cycles per sample.
initial_frequencies None Explicit length-K initial frequencies.
device "cpu" "cpu", "cuda", or a specific CUDA device such as "cuda:1".
fp_precision "single" "single" or "double".
n_dc 0 Number of center frequencies fixed at zero.
display "off" "off", "final", or "iter".
output_fcn None Called after each iteration; return True to stop.
time_limit infinity Time limit for one call.
checkpoint_file None .pt checkpoint path.
checkpoint_interval 50 Iterations between checkpoints.

mode contains phi, c, omega, and energy. info contains the settings, convergence history, elapsed time, and stop reason. The third return value is used to resume the run.

Run the JFM 2023 cylinder case

This example runs RVMD, Hilbert spectral analysis, plots, and checkpointing:

python examples_python/cylinder_jfm2023.py --device auto \
  --output rvmd_jfm2023_output

Results are written to that directory: mode.pt, summary.json, Hilbert data, plots, and restart files. Add --no-plots if Matplotlib is not installed.

It uses K=10, alpha=1000, tolerance=0.002, sample rate 4, and initial frequencies linspace(0,0.15,10). To stop safely, create rvmd_jfm2023_output/STOP_RVMD. Delete that file, then resume with:

python examples_python/cylinder_jfm2023.py \
  --restart rvmd_jfm2023_output/restart.pt \
  --output rvmd_jfm2023_output --maximum-steps 1000

Monitor and stop safely from Python

from pathlib import Path

def monitor(progress, phase):
    if phase == "iter":
        print(progress.step, progress.difference, sorted(progress.omega))
    return phase in {"init", "iter"} and Path("STOP_RVMD").is_file()

mode, info, state = rvmd(
    q, K, alpha,
    output_fcn=monitor,
    time_limit=3600,
    checkpoint_file="rvmd_restart.pt",
    checkpoint_interval=50,
)

RVMD checks stop conditions and writes checkpoints after each full iteration, so saved states can be resumed. Ctrl+C stops immediately; use checkpoints for long jobs.

Python: one decomposition across multiple GPUs

rvmd_distributed shards the spatial dimension S across one process per GPU. Each rank stores its local Q rows, spatial modes, residual, and weights. The time coefficients and frequency history are replicated. The required spatial reductions use NCCL; the Gauss--Seidel mode order is unchanged. All ranks must receive the same numerical options and checkpoint path.

The ready-to-run .npy driver loads only each rank's rows:

torchrun --standalone --nproc-per-node=4 \
  examples_python/multigpu_rvmd.py snapshots.npy \
  --output rvmd_output --k 8 --alpha 1000 \
  --maximum-steps 1000 \
  --checkpoint rvmd_checkpoint

Restart, including with a different number of ranks:

torchrun --standalone --nproc-per-node=8 \
  examples_python/multigpu_rvmd.py \
  --restart rvmd_checkpoint --output rvmd_output_resumed \
  --maximum-steps 1500 --checkpoint rvmd_checkpoint_8gpu

Distributed checkpoints are directories containing independent spatial shard files and one global state file. They avoid gathering the full residual onto rank 0 and retain the previous directory with a .prev suffix. The checkpoint path must be visible to every rank; use a shared filesystem for multi-node runs. Returned mode.phi is the local spatial shard; mode.c and mode.omega are available on every rank. Use gather_mode only when the full spatial result fits on the destination rank.

Multi-GPU scaling is intended for a single large decomposition whose spatial matrix operations dominate collective communication. Small problems generally run faster on one device.

The driver writes one spatial shard per rank and one shared temporal file. Combine them with:

from pathlib import Path
import torch

output = Path("rvmd_output")
phi = torch.cat(
    [torch.load(path, weights_only=True)["phi"]
     for path in sorted(output.glob("phi_rank_*.pt"))],
    dim=0,
)
temporal = torch.load(output / "temporal.pt", weights_only=True)
q_reconstructed = phi @ temporal["c"].T

Examples and tests

The four case* directories cover a non-stationary signal, the Lorenz attractor, a transient cylinder wake, and motion-capture data. The tutorial_CylinderWake directory contains additional flow-analysis tools.

Run the MATLAB regression suite from the repository root:

results = runtests({'tests/test_rvmd.m', 'tests/test_rvmdhilbert.m'});
assertSuccess(results)

GNU Octave users can run the executable compatibility suite with:

octave-cli --no-gui --quiet --eval "addpath('tests'); run_octave_tests;"

Run the Python suite, including the two-process spatial-sharding test, with:

python -m pytest tests_python

The suite covers real and complex inputs, spatial weighting, validation, graceful stopping, checkpoint/restart, and Hilbert spectral analysis.

中文

本仓库提供 MATLAB 实现 rvmd.m 和 PyTorch 实现 rvmdpy,支持实值与 复值时空数据;Python 版可运行于 CPU、单张 CUDA GPU 或空间分片的多 GPU。 输入 Q 的尺寸为 S × T(空间点 × 时间快照),重构方式为:

Q_rec = mode.phi * mode.c.';  % 注意这里是非共轭转置 .'

实值与复值分支

输入 空间模态 频谱 中心频率含义
实值 Q 实值 非负单边谱,并按 Hermitian 对称重构 [0,0.5] 内的频率
复值 Q 复值 完整双边移位频谱 abs(f) 的能量加权平均,即频率绝对值

复值输入的中心频率表示 [0,0.5] 内的频率绝对值。

基本调用

[mode, info] = rvmd(Q, K, Alpha);
[mode, info, restart] = rvmd(Q, K, Alpha, ...
    'Weight', w, 'Tolerance', 1e-6, ...
    'MaximumSteps', 1000, 'FPPrecision', 'double');

名称-值参数

参数 默认值 说明
'Weight' 1 正标量或长度为 S 的正向量;内部转为列向量并除以均值。
'Tolerance' 5e-3 迭代停止阈值。
'MaximumSteps' 500 初始计算和断点续算的总迭代步上限。
'InitFreqType' 1 -1 随机、0 全零、1 均匀分布。
'InitFreqMaximum' 0.5 初始频率上界,最高截断到 Nyquist 频率 0.5
'Device' 'cpu' 'cpu''gpu'。GPU 需要 Parallel Computing Toolbox。
'FPPrecision' 'single' 'single''double'
'nDC' 0 固定为零中心频率的前置内部模态数,不得超过 K
'InitialFrequencies' [] 可选的 K × 1 初始中心频率,范围 [0,0.5];前 nDC 项必须为零。
'Display' 'off' 'off''final''iter'
'DisplayInterval' 20 命令行迭代信息的显示间隔。
'OutputFcn' [] 在完整 sweep 边界调用 stop = fcn(progress,phase)
'TimeLimit' Inf 本次调用的运行时限,在安全的 sweep 边界检查。
'CheckpointFile' '' 自动 checkpoint 文件;空字符串表示关闭。
'CheckpointInterval' 50 checkpoint 的 sweep 间隔。

输出模态按中心频率从低到高排序。mode.energy 定义为每个时间系数 的离散平方范数。info.Iteration.omega 保存的是排序前的内部迭代轨迹。

安全停止与运行中监看

OutputFcn 只在完整 Gauss--Seidel sweep 后调用,因此回调请求停止时, 函数会正常返回一致的 modeinforestartprogress 包含当前步数、 收敛差、未排序中心频率和运行时间;phase'init''iter''done'。可通过回调读取 GUI 状态或 STOP_RVMD 标志文件,实现安全停止。

终止原因通过 info.ExitFlaginfo.StopReasoninfo.Messageinfo.ElapsedTime 返回。Display='iter' 会按 DisplayInterval 输出收敛差 和排序后的中心频率。

自动 checkpoint 与断点续算

[~, ~, state] = rvmd(Q, K, Alpha, 'MaximumSteps', 200);
[mode, info] = rvmd('Restart', state, 'MaximumSteps', 1000);

第二次调用从第 200 步继续,总迭代步上限为 1000。数据和参数从保存 状态恢复;传入新的 'Device' 可以更换计算设备。

长任务可直接设置:

[mode, info] = rvmd(Q, K, Alpha, ...
    'CheckpointFile', 'rvmd_checkpoint.mat', ...
    'CheckpointInterval', 50, 'TimeLimit', 3600);
saved = load('rvmd_checkpoint.mat', 'restart');
[mode, info] = rvmd('Restart', saved.restart, 'MaximumSteps', 1500);

写入时先生成临时文件,并保留上一份有效状态为 .prev。v4 checkpoint 不再复制原始 Q,续算时也不再重复执行输入数据 FFT。续算统一使用 rvmd('Restart',state,...),避免新的 Q/K/Alpha 被误认为有效输入。

Hilbert 谱后处理

fs = 4;
hs = rvmdhilbert(mode, fs, 'MirrorExtension', true);
rvmdplot(info, 'SampleRate', fs);
rvmdhilbertplot(hs);

rvmdhilbert 输出解析时间系数、瞬时幅值、相位、瞬时频率、瞬时能量、 稀疏 Hilbert 能量谱和边际谱。实值系数采用无工具箱依赖的 FFT 解析信号; 复值系数直接按复解析信号处理。相对幅值过低的位置自动屏蔽瞬时频率, 避免把相位噪声解释成物理频率。

Python CPU 与单 GPU

python -m pip install -e '.[plot]'

需要 CUDA 时,请先安装与本机环境匹配的 PyTorch。长任务开始前可以检查一下 实际使用的设备:

python -c "import torch; print(torch.__version__, torch.cuda.is_available()); print(torch.cuda.get_device_name(0) if torch.cuda.is_available() else 'CPU')"

一般直接用单张 CUDA GPU;没有 CUDA 时使用 CPU。只有一个分解大到单卡放不下 或算不动时,才需要多 GPU。

from rvmdpy import rvmd, rvmdhilbert, rvmdhilbertplot, rvmdplot

mode, info, state = rvmd(
    q, 4, 1000,
    device="cuda",                 # CPU 使用 "cpu"
    fp_precision="double",
    initial_frequencies=[0.02, 0.08, 0.16, 0.30],
    display="iter",
    checkpoint_file="rvmd_restart.pt",
    checkpoint_interval=50,
)

mode, info, state = rvmd(
    restart="rvmd_restart.pt", maximum_steps=1500, device="cuda"
)
analysis = rvmdhilbert(mode, 4, mirror_extension=True)
rvmdplot(info, sample_rate=4)
rvmdhilbertplot(analysis)

Python 版与 MATLAB 版采用相同默认值、停止边界、中心频率定义和累计 maximum_steps 语义。参数名使用 snake_case;结果为带类型的 dataclass, 其中张量返回到 CPU。Python 模态索引从零开始。Python checkpoint 是原生 PyTorch 格式,不与 MATLAB .mat restart 文件互读。

q 可以是 NumPy 数组、PyTorch 张量或其他 array-like 对象,形状为 S × T:行是空间点,列是时间快照。中心频率的单位是 cycles/sample,乘以 采样率就是物理频率:

physical_frequency = mode.omega.numpy() * sample_rate
q_reconstructed = mode.phi @ mode.c.T  # T 是非共轭转置

主要 Python 参数如下:

参数 默认值 说明
weight 1 正的空间权重。
tolerance 5e-3 收敛阈值。
maximum_steps 500 总迭代上限,续算时包含已经完成的步数。
init_freq_type 1 -1 随机、0 全零、1 均匀分布。
init_freq_maximum 0.5 初始频率上界,单位为 cycles/sample。
initial_frequencies None 指定长度为 K 的初始频率。
device "cpu" "cpu""cuda""cuda:1" 等具体设备。
fp_precision "single" "single""double"
n_dc 0 固定为零的中心频率数量。
display "off" "off""final""iter"
output_fcn None 每轮迭代后调用;返回 True 时停止。
time_limit 无穷 单次运行的时间上限。
checkpoint_file None .pt 断点文件。
checkpoint_interval 50 每隔多少轮保存一次。

mode 包含 phicomegaenergyinfo 记录参数、收敛过程、 耗时和停止原因。第三个返回值用于续算。

运行 JFM 2023 圆柱尾流算例

下面的命令会完成 RVMD、Hilbert 谱分析、绘图和断点保存:

python examples_python/cylinder_jfm2023.py --device auto \
  --output rvmd_jfm2023_output

结果会保存在该目录,包括 mode.ptsummary.json、Hilbert 数据、图片和 断点文件。没有安装 Matplotlib 时可以加 --no-plots

参数是 K=10alpha=1000tolerance=0.002、采样率 4,初始频率为 linspace(0,0.15,10)。需要停止时,创建 rvmd_jfm2023_output/STOP_RVMD;程序会在当前这轮结束后保存并退出。删除该文件 后,再运行续算命令:

python examples_python/cylinder_jfm2023.py \
  --restart rvmd_jfm2023_output/restart.pt \
  --output rvmd_jfm2023_output --maximum-steps 1000

Python 运行中监看与安全停止

from pathlib import Path

def monitor(progress, phase):
    if phase == "iter":
        print(progress.step, progress.difference, sorted(progress.omega))
    return phase in {"init", "iter"} and Path("STOP_RVMD").is_file()

mode, info, state = rvmd(
    q, K, alpha,
    output_fcn=monitor,
    time_limit=3600,
    checkpoint_file="rvmd_restart.pt",
    checkpoint_interval=50,
)

RVMD 每轮结束后检查停止条件并写入 checkpoint,因此保存的状态可以直接续算。 Ctrl+C 会立即中断,长任务建议开启 checkpoint。

Python 单任务多 GPU

多 GPU 版本沿空间维 S 分片同一个分解,每个进程独占一张 GPU。局部保存 输入行、空间模态、残差和权重;时间系数与频率历史在各 rank 复制;空间归约 通过 NCCL 完成,Gauss--Seidel 模态更新顺序保持不变。所有 rank 必须使用 相同的数值选项和 checkpoint 路径。

torchrun --standalone --nproc-per-node=4 \
  examples_python/multigpu_rvmd.py snapshots.npy \
  --output rvmd_output --k 8 --alpha 1000 \
  --maximum-steps 1000 --checkpoint rvmd_checkpoint

分布式 checkpoint 是分片目录,不会把完整残差聚集到 rank 0,并保留上一份 .prev 目录。checkpoint 路径必须对所有 rank 可见;多节点运行应使用共享 文件系统。恢复时可以改变 GPU 数量,加载器会按新 world size 重新划分 空间分片。返回的 mode.phi 是本 rank 的局部行;mode.cmode.omega 在各 rank 都可用。只有确认完整空间模态能放入目标 rank 内存时才应调用 gather_mode

多 GPU 面向空间矩阵运算占主导的超大任务。小任务的 collective 通信开销 可能高于并行收益。

程序会为每个 rank 保存一份空间模态,并单独保存公共的时间结果。组合方法:

from pathlib import Path
import torch

output = Path("rvmd_output")
phi = torch.cat(
    [torch.load(path, weights_only=True)["phi"]
     for path in sorted(output.glob("phi_rank_*.pt"))],
    dim=0,
)
temporal = torch.load(output / "temporal.pt", weights_only=True)
q_reconstructed = phi @ temporal["c"].T

Citation

If you use RVMD, please cite:

Liao, Z.-M., Zhao, Z., Chen, L.-B., Wan, Z.-H., Liu, N.-S. & Lu, X.-Y. (2023). Reduced-order variational mode decomposition to reveal transient and non-stationary dynamics in fluid flows. Journal of Fluid Mechanics, 966, A7. https://doi.org/10.1017/jfm.2023.435

@article{liao2023rvmd,
  title   = {Reduced-order variational mode decomposition to reveal transient and non-stationary dynamics in fluid flows},
  author  = {Liao, Z.-M. and Zhao, Z. and Chen, L.-B. and Wan, Z.-H. and Liu, N.-S. and Lu, X.-Y.},
  journal = {Journal of Fluid Mechanics},
  volume  = {966},
  pages   = {A7},
  year    = {2023},
  doi     = {10.1017/jfm.2023.435}
}

License

MIT; see LICENSE.

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