File: try_umfpack.py

package info (click to toggle)
python-scipy 0.6.0-12
  • links: PTS, VCS
  • area: main
  • in suites: lenny
  • size: 32,016 kB
  • ctags: 46,675
  • sloc: cpp: 124,854; ansic: 110,614; python: 108,664; fortran: 76,260; objc: 424; makefile: 384; sh: 10
file content (220 lines) | stat: -rw-r--r-- 6,331 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
#!/usr/bin/env python
# Created by: Robert Cimrman, 05.12.2005

"""Benchamrks for umfpack module"""

from optparse import OptionParser
import scipy.linsolve.umfpack as um
import numpy as nm
#import scipy.io as io
import scipy.sparse as sp
import scipy.linalg as nla
#import pylab
import time
import urllib
import gzip

defaultURL = 'http://www.cise.ufl.edu/research/sparse/HBformat/'

usage = """%%prog [options] <matrix file name> [<matrix file name>, ...]

<matrix file name> can be a local or distant (gzipped) file

default url is:
        %s

supported formats are:
        triplet .. [nRow, nCol, nItem] followed by 'nItem' * [ir, ic, value]
        hb      .. Harwell-Boeing format N/A
""" % defaultURL


##
# 05.12.2005, c
def read_triplet( fd ):
    nRow, nCol = map( int, fd.readline().split() )
    nItem = int( fd.readline() )

    ij = nm.zeros( (nItem,2), nm.int32 )
    val = nm.zeros( (nItem,), nm.float64 )
    for ii, row in enumerate( fd.readlines() ):
        aux = row.split()
        ij[ii] = int( aux[0] ), int( aux[1] )
        val[ii] = float( aux[2] )

    mtx = sp.csc_matrix( (val, ij), dims = (nRow, nCol), nzmax = nItem )

    return mtx

##
# 06.12.2005, c
def read_triplet2( fd ):
    nRow, nCol = map( int, fd.readline().split() )
    nItem = int( fd.readline() )

    ij, val = io.read_array( fd,
                             columns = [(0,1), (2,)],
                             atype = (nm.int32, nm.float64),
                             rowsize = nItem )

    mtx = sp.csc_matrix( (val, ij), dims = (nRow, nCol), nzmax = nItem )

    return mtx


formatMap = {'triplet' : read_triplet}
##
# 05.12.2005, c
def readMatrix( matrixName, options ):

    if options.default_url:
        matrixName = defaultURL + matrixName

    print 'url:', matrixName

    if matrixName[:7] == 'http://':
        fileName, status = urllib.urlretrieve( matrixName )
##        print status
    else:
        fileName = matrixName

    print 'file:', fileName

    try:
        readMatrix = formatMap[options.format]
    except:
        raise ValueError, 'unsupported format: %s' % options.format

    print 'format:', options.format

    print 'reading...'
    if fileName[-3:] == '.gz':
        fd = gzip.open( fileName )
    else:
        fd = open( fileName )

    mtx = readMatrix( fd )

    fd.close()

    print 'ok'

    return mtx

##
# 05.12.2005, c
def main():
    parser = OptionParser( usage = usage )
    parser.add_option( "-c", "--compare",
                       action = "store_true", dest = "compare",
                       default = False,
                       help = "compare with default scipy.sparse solver [default: %default]" )
    parser.add_option( "-p", "--plot",
                       action = "store_true", dest = "plot",
                       default = False,
                       help = "plot time statistics [default: %default]" )
    parser.add_option( "-d", "--default-url",
                       action = "store_true", dest = "default_url",
                       default = False,
                       help = "use default url [default: %default]" )
    parser.add_option( "-f", "--format", type = type( '' ),
                       dest = "format", default = 'triplet',
                       help = "matrix format [default: %default]" )
    (options, args) = parser.parse_args()

    if (len( args ) >= 1):
        matrixNames = args;
    else:
        parser.print_help(),
        return

    sizes, nnzs, times, errors = [], [], [], []
    legends = ['umfpack', 'sparse.solve']
    for ii, matrixName in enumerate( matrixNames ):

        print '*' * 50
        mtx = readMatrix( matrixName, options )

        sizes.append( mtx.shape )
        nnzs.append( mtx.nnz )
        tts = nm.zeros( (2,), dtype = nm.double )
        times.append( tts )
        err = nm.zeros( (2,2), dtype = nm.double )
        errors.append( err )

        print 'size              : %s (%d nnz)' % (mtx.shape, mtx.nnz)

        sol0 = nm.ones( (mtx.shape[0],), dtype = nm.double )
        rhs = mtx * sol0

        umfpack = um.UmfpackContext()

        tt = time.clock()
        sol = umfpack( um.UMFPACK_A, mtx, rhs, autoTranspose = True )
        tts[0] = time.clock() - tt
        print "umfpack           : %.2f s" % tts[0]

        error = mtx * sol - rhs
        err[0,0] = nla.norm( error )
        print '||Ax-b||          :', err[0,0]

        error = sol0 - sol
        err[0,1] = nla.norm( error )
        print '||x - x_{exact}|| :', err[0,1]

        if options.compare:
            tt = time.clock()
            sol = sp.solve( mtx, rhs )
            tts[1] = time.clock() - tt
            print "sparse.solve      : %.2f s" % tts[1]

            error = mtx * sol - rhs
            err[1,0] = nla.norm( error )
            print '||Ax-b||          :', err[1,0]

            error = sol0 - sol
            err[1,1] = nla.norm( error )
            print '||x - x_{exact}|| :', err[1,1]

    if options.plot:
        try:
            import pylab
        except ImportError:
            raise ImportError, "could not import pylab"
        times = nm.array( times )
        print times
        pylab.plot( times[:,0], 'b-o' )
        if options.compare:
            pylab.plot( times[:,1], 'r-s' )
        else:
            del legends[1]

        print legends

        ax = pylab.axis()
        y2 = 0.5 * (ax[3] - ax[2])
        xrng = range( len( nnzs ) )
        for ii in xrng:
            yy = y2 + 0.4 * (ax[3] - ax[2])\
                 * nm.sin( ii * 2 * nm.pi / (len( xrng ) - 1) )

            if options.compare:
                pylab.text( ii+0.02, yy,
                            '%s\n%.2e err_umf\n%.2e err_sp'
                            % (sizes[ii], nm.sum( errors[ii][0,:] ),
                               nm.sum( errors[ii][1,:] )) )
            else:
                pylab.text( ii+0.02, yy,
                            '%s\n%.2e err_umf'
                            % (sizes[ii], nm.sum( errors[ii][0,:] )) )
            pylab.plot( [ii, ii], [ax[2], ax[3]], 'k:' )

        pylab.xticks( xrng, ['%d' % (nnzs[ii] ) for ii in xrng] )
        pylab.xlabel( 'nnz' )
        pylab.ylabel( 'time [s]' )
        pylab.legend( legends )
        pylab.axis( [ax[0] - 0.05, ax[1] + 1, ax[2], ax[3]] )
        pylab.show()

if __name__ == '__main__':
    main()