#!/usr/bin/env python """ Test functions for the sparse.linalg.isolve module """ from __future__ import division, print_function, absolute_import import warnings import numpy as np from numpy.testing import (TestCase, assert_equal, assert_array_equal, assert_, assert_allclose, assert_raises, run_module_suite) from numpy import zeros, arange, array, abs, max, ones, eye, iscomplexobj from scipy.linalg import norm from scipy.sparse import spdiags, csr_matrix, SparseEfficiencyWarning 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(Case("poisson1d", Poisson1D)) # note: minres fails for single precision self.cases.append(Case("poisson1d", Poisson1D.astype('f'), skip=[minres])) # Symmetric and Negative Definite self.cases.append(Case("neg-poisson1d", -Poisson1D, skip=posdef_solvers)) # note: minres fails for single precision self.cases.append(Case("neg-poisson1d", (-Poisson1D).astype('f'), skip=posdef_solvers + [minres])) # 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)) self.cases.append(Case("rand-diag", RandDiag.astype('f'), 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)) self.cases.append(Case("rand", data.astype('f'), 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)) self.cases.append(Case("rand-sym", data.astype('f'), 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)) # note: minres fails for single precision self.cases.append(Case("rand-sym-pd", data.astype('f'), skip=[minres])) # 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)) self.cases.append(Case("rand-cmplx", data.astype('F'), 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)) self.cases.append(Case("rand-cmplx-herm", data.astype('F'), 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)) self.cases.append(Case("rand-cmplx-sym-pd", data.astype('F'), 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])) self.cases.append(Case("nonsymposdef", A.astype('F'), skip=sym_solvers+[cgs, qmr, bicg])) params = None 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): A = case.A if A.dtype.char in "dD": tol = 1e-8 else: tol = 1e-2 b = arange(A.shape[0], dtype=A.dtype) 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) def test_reentrancy(): non_reentrant = [cg, cgs, bicg, bicgstab, gmres, qmr] reentrant = [lgmres, minres] for solver in reentrant + non_reentrant: yield _check_reentrancy, solver, solver in reentrant def _check_reentrancy(solver, is_reentrant): def matvec(x): A = np.array([[1.0, 0, 0], [0, 2.0, 0], [0, 0, 3.0]]) y, info = solver(A, x) assert_equal(info, 0) return y b = np.array([1, 1./2, 1./3]) op = LinearOperator((3, 3), matvec=matvec, rmatvec=matvec, dtype=b.dtype) if not is_reentrant: assert_raises(RuntimeError, solver, op, b) else: y, info = solver(op, b) assert_equal(info, 0) assert_allclose(y, [1, 1, 1]) #------------------------------------------------------------------------------ class TestQMR(TestCase): def test_leftright_precond(self): """Check that QMR works with left and right preconditioners""" with warnings.catch_warnings(): warnings.simplefilter("ignore", category=SparseEfficiencyWarning) 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) def test_abi(self): # Check we don't segfault on gmres with complex argument A = eye(2) b = ones(2) r_x, r_info = gmres(A, b) r_x = r_x.astype(complex) x, info = gmres(A.astype(complex), b.astype(complex)) assert_(iscomplexobj(x)) assert_allclose(r_x, x) assert_(r_info == info) if __name__ == "__main__": run_module_suite()