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#!/usr/bin/env python
""" Test functions for the sparse.linalg.isolve module
"""
import numpy as np
from numpy.testing import TestCase, assert_equal, assert_array_equal, \
assert_, assert_allclose
from numpy import zeros, ones, arange, array, abs, max
from numpy.linalg import cond
from scipy.linalg import norm
from scipy.sparse import spdiags, csr_matrix
from scipy.sparse.linalg import LinearOperator, aslinearoperator
from scipy.sparse.linalg.isolve import cg, cgs, bicg, bicgstab, gmres, qmr, minres, lgmres
#TODO check that method preserve shape and type
#TODO test both preconditioner methods
class Case(object):
def __init__(self, name, A, skip=None):
self.name = name
self.A = A
if skip is None:
self.skip = []
else:
self.skip = skip
def __repr__(self):
return "<%s>" % self.name
class IterativeParams(object):
def __init__(self):
# list of tuples (solver, symmetric, positive_definite )
solvers = [cg, cgs, bicg, bicgstab, gmres, qmr, minres, lgmres]
sym_solvers = [minres, cg]
posdef_solvers = [cg]
real_solvers = [minres]
self.solvers = solvers
# list of tuples (A, symmetric, positive_definite )
self.cases = []
# Symmetric and Positive Definite
N = 40
data = ones((3,N))
data[0,:] = 2
data[1,:] = -1
data[2,:] = -1
Poisson1D = spdiags(data, [0,-1,1], N, N, format='csr')
self.Poisson1D = Case("poisson1d", Poisson1D)
self.cases.append(self.Poisson1D)
# Symmetric and Negative Definite
self.cases.append(Case("neg-poisson1d", -Poisson1D,
skip=posdef_solvers))
# Symmetric and Indefinite
data = array([[6, -5, 2, 7, -1, 10, 4, -3, -8, 9]],dtype='d')
RandDiag = spdiags( data, [0], 10, 10, format='csr' )
self.cases.append(Case("rand-diag", RandDiag, skip=posdef_solvers))
# Random real-valued
np.random.seed(1234)
data = np.random.rand(4, 4)
self.cases.append(Case("rand", data, skip=posdef_solvers+sym_solvers))
# Random symmetric real-valued
np.random.seed(1234)
data = np.random.rand(4, 4)
data = data + data.T
self.cases.append(Case("rand-sym", data, skip=posdef_solvers))
# Random pos-def symmetric real
np.random.seed(1234)
data = np.random.rand(9, 9)
data = np.dot(data.conj(), data.T)
self.cases.append(Case("rand-sym-pd", data))
# Random complex-valued
np.random.seed(1234)
data = np.random.rand(4, 4) + 1j*np.random.rand(4, 4)
self.cases.append(Case("rand-cmplx", data,
skip=posdef_solvers+sym_solvers+real_solvers))
# Random hermitian complex-valued
np.random.seed(1234)
data = np.random.rand(4, 4) + 1j*np.random.rand(4, 4)
data = data + data.T.conj()
self.cases.append(Case("rand-cmplx-herm", data,
skip=posdef_solvers+real_solvers))
# Random pos-def hermitian complex-valued
np.random.seed(1234)
data = np.random.rand(9, 9) + 1j*np.random.rand(9, 9)
data = np.dot(data.conj(), data.T)
self.cases.append(Case("rand-cmplx-sym-pd", data, skip=real_solvers))
# Non-symmetric and Positive Definite
#
# cgs, qmr, and bicg fail to converge on this one
# -- algorithmic limitation apparently
data = ones((2,10))
data[0,:] = 2
data[1,:] = -1
A = spdiags( data, [0,-1], 10, 10, format='csr')
self.cases.append(Case("nonsymposdef", A,
skip=sym_solvers+[cgs, qmr, bicg]))
def setup_module():
global params
params = IterativeParams()
def check_maxiter(solver, case):
A = case.A
tol = 1e-12
b = arange(A.shape[0], dtype=float)
x0 = 0*b
residuals = []
def callback(x):
residuals.append(norm(b - case.A*x))
x, info = solver(A, b, x0=x0, tol=tol, maxiter=3, callback=callback)
assert_equal(len(residuals), 3)
assert_equal(info, 3)
def test_maxiter():
case = params.Poisson1D
for solver in params.solvers:
if solver in case.skip: continue
yield check_maxiter, solver, case
def assert_normclose(a, b, tol=1e-8):
residual = norm(a - b)
tolerance = tol*norm(b)
msg = "residual (%g) not smaller than tolerance %g" % (residual, tolerance)
assert_(residual < tolerance, msg=msg)
def check_convergence(solver, case):
tol = 1e-8
A = case.A
b = arange(A.shape[0], dtype=float)
x0 = 0*b
x, info = solver(A, b, x0=x0, tol=tol)
assert_array_equal(x0, 0*b) #ensure that x0 is not overwritten
assert_equal(info,0)
assert_normclose(A.dot(x), b, tol=tol)
def test_convergence():
for solver in params.solvers:
for case in params.cases:
if solver in case.skip: continue
yield check_convergence, solver, case
def check_precond_dummy(solver, case):
tol = 1e-8
def identity(b,which=None):
"""trivial preconditioner"""
return b
A = case.A
M,N = A.shape
D = spdiags( [1.0/A.diagonal()], [0], M, N)
b = arange(A.shape[0], dtype=float)
x0 = 0*b
precond = LinearOperator(A.shape, identity, rmatvec=identity)
if solver is qmr:
x, info = solver(A, b, M1=precond, M2=precond, x0=x0, tol=tol)
else:
x, info = solver(A, b, M=precond, x0=x0, tol=tol)
assert_equal(info,0)
assert_normclose(A.dot(x), b, tol)
A = aslinearoperator(A)
A.psolve = identity
A.rpsolve = identity
x, info = solver(A, b, x0=x0, tol=tol)
assert_equal(info,0)
assert_normclose(A*x, b, tol=tol)
def test_precond_dummy():
case = params.Poisson1D
for solver in params.solvers:
if solver in case.skip: continue
yield check_precond_dummy, solver, case
def test_gmres_basic():
A = np.vander(np.arange(10) + 1)[:, ::-1]
b = np.zeros(10)
b[0] = 1
x = np.linalg.solve(A, b)
x_gm, err = gmres(A, b, restart=5, maxiter=1)
assert_allclose(x_gm[0], 0.359, rtol=1e-2)
#------------------------------------------------------------------------------
class TestQMR(TestCase):
def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg.dsolve import splu
from scipy.sparse.linalg.interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2*dat, 4*dat, -dat], [-1,0,1] ,n,n)
b = arange(n,dtype='d')
L = spdiags([-dat/2, dat], [-1,0], n, n)
U = spdiags([4*dat, -dat], [ 0,1], n, n)
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b,'T')
def UT_solve(b):
return U_solver.solve(b,'T')
M1 = LinearOperator( (n,n), matvec=L_solve, rmatvec=LT_solve )
M2 = LinearOperator( (n,n), matvec=U_solve, rmatvec=UT_solve )
x,info = qmr(A, b, tol=1e-8, maxiter=15, M1=M1, M2=M2)
assert_equal(info,0)
assert_normclose(A*x, b, tol=1e-8)
class TestGMRES(TestCase):
def test_callback(self):
def store_residual(r, rvec):
rvec[rvec.nonzero()[0].max()+1] = r
#Define, A,b
A = csr_matrix(array([[-2,1,0,0,0,0],[1,-2,1,0,0,0],[0,1,-2,1,0,0],[0,0,1,-2,1,0],[0,0,0,1,-2,1],[0,0,0,0,1,-2]]))
b = ones((A.shape[0],))
maxiter=1
rvec = zeros(maxiter+1)
rvec[0] = 1.0
callback = lambda r:store_residual(r, rvec)
x,flag = gmres(A, b, x0=zeros(A.shape[0]), tol=1e-16, maxiter=maxiter, callback=callback)
diff = max(abs((rvec - array([1.0, 0.81649658092772603]))))
assert_(diff < 1e-5)
if __name__ == "__main__":
import nose
nose.run(argv=['', __file__])
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