File: LinearSolver.py

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#     This file is part of CasADi.
#
#     CasADi -- A symbolic framework for dynamic optimization.
#     Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
#                             KU Leuven. All rights reserved.
#     Copyright (C) 2011-2014 Greg Horn
#
#     CasADi is free software; you can redistribute it and/or
#     modify it under the terms of the GNU Lesser General Public
#     License as published by the Free Software Foundation; either
#     version 3 of the License, or (at your option) any later version.
#
#     CasADi is distributed in the hope that it will be useful,
#     but WITHOUT ANY WARRANTY; without even the implied warranty of
#     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
#     Lesser General Public License for more details.
#
#     You should have received a copy of the GNU Lesser General Public
#     License along with CasADi; if not, write to the Free Software
#     Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
#

# Linear solvers
# =================
#
# We demonstrate solving a dense system A.x=b by using different linear solvers.

from casadi import *
from numpy import *
import time

n=100

# We generate $A \in \mathbf{R}^{n \times n}$, $x \in \mathbf{R}^{n}$ with $n=100$

A=DM([[cos(i*j)-sin(i) for i in range(n)] for j in range(n)])
x=DM([tan(i) for i in range(n)])

# We generate the b vector:

b= mtimes(A,x)

# Commented out pendling completion #1615

# # We demonstrate the LinearSolver API with CSparse:
# s = LinearSolver("s", "csparse", A.sparsity())

# # Give it the matrix A
# s.setInput(A,"A")
# # Do the LU factorization
# s.prepare()

# # Give it the matrix b
# s.setInput(b,"B")

# # And we are off to find x...
# s.solve()

# x_ = s.getOutput("X")

# # By looking at the residuals between the x we knew in advance and the computed x, we see that the CSparse solver works
# print "Sum of residuals = %.2e" % norm_1(x-x_)

# # Comparison of different linear solvers
# # ======================================
# for solver in ("lapacklu","lapackqr","csparse"):
#   s = LinearSolver("s", solver, A.sparsity()) # We create a solver

#   s.setInput(A,"A") # Give it the matrix A
  
#   t0 = time.time()
#   for i in range(100):
#     s.prepare()        # Do the LU factorization
#   pt = (time.time()-t0)/100

#   s.setInput(b,"B")  # Give it the matrix b

#   t0 = time.time()
#   for i in range(100):
#     s.solve()
#   st = (time.time()-t0)/100
  
#   x_ = s.getOutput("X")

#   print ""
#   print solver
#   print "=" * 10
#   print "Sum of residuals = %.2e" % norm_1(x-x_)
#   print "Preparation time = %0.2f ms" % (pt*1000)
#   print "Solve time       = %0.2f ms" % (st*1000)
#   assert(norm_1(x-x_)<1e-9)
  
# # Note that these