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  1. ckpts/universal/global_step40/zero/3.mlp.dense_4h_to_h.weight/exp_avg.pt +3 -0
  2. ckpts/universal/global_step40/zero/3.mlp.dense_4h_to_h.weight/exp_avg_sq.pt +3 -0
  3. ckpts/universal/global_step40/zero/3.mlp.dense_4h_to_h.weight/fp32.pt +3 -0
  4. ckpts/universal/global_step40/zero/7.mlp.dense_h_to_4h_swiglu.weight/exp_avg_sq.pt +3 -0
  5. ckpts/universal/global_step40/zero/7.mlp.dense_h_to_4h_swiglu.weight/fp32.pt +3 -0
  6. venv/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/__init__.cpython-310.pyc +0 -0
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  31. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/minres.cpython-310.pyc +0 -0
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  33. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/utils.cpython-310.pyc +0 -0
  34. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/_gcrotmk.py +514 -0
  35. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/iterative.py +1079 -0
  36. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lgmres.py +242 -0
  37. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lsmr.py +486 -0
  38. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lsqr.py +587 -0
  39. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/minres.py +387 -0
  40. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__init__.py +0 -0
  41. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  42. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_gcrotmk.cpython-310.pyc +0 -0
  43. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_iterative.cpython-310.pyc +0 -0
  44. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lgmres.cpython-310.pyc +0 -0
  45. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lsmr.cpython-310.pyc +0 -0
  46. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lsqr.cpython-310.pyc +0 -0
  47. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_minres.cpython-310.pyc +0 -0
  48. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_utils.cpython-310.pyc +0 -0
  49. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_gcrotmk.py +165 -0
  50. venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_iterative.py +796 -0
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venv/lib/python3.10/site-packages/scipy/sparse/linalg/_eigen/__init__.py ADDED
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1
+ """
2
+ Sparse Eigenvalue Solvers
3
+ -------------------------
4
+
5
+ The submodules of sparse.linalg._eigen:
6
+ 1. lobpcg: Locally Optimal Block Preconditioned Conjugate Gradient Method
7
+
8
+ """
9
+ from .arpack import *
10
+ from .lobpcg import *
11
+ from ._svds import svds
12
+
13
+ from . import arpack
14
+
15
+ __all__ = [
16
+ 'ArpackError', 'ArpackNoConvergence',
17
+ 'eigs', 'eigsh', 'lobpcg', 'svds'
18
+ ]
19
+
20
+ from scipy._lib._testutils import PytestTester
21
+ test = PytestTester(__name__)
22
+ del PytestTester
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1
+ import numpy as np
2
+
3
+ from .arpack import _arpack # type: ignore[attr-defined]
4
+ from . import eigsh
5
+
6
+ from scipy._lib._util import check_random_state
7
+ from scipy.sparse.linalg._interface import LinearOperator, aslinearoperator
8
+ from scipy.sparse.linalg._eigen.lobpcg import lobpcg # type: ignore[no-redef]
9
+ from scipy.sparse.linalg._svdp import _svdp
10
+ from scipy.linalg import svd
11
+
12
+ arpack_int = _arpack.timing.nbx.dtype
13
+ __all__ = ['svds']
14
+
15
+
16
+ def _herm(x):
17
+ return x.T.conj()
18
+
19
+
20
+ def _iv(A, k, ncv, tol, which, v0, maxiter,
21
+ return_singular, solver, random_state):
22
+
23
+ # input validation/standardization for `solver`
24
+ # out of order because it's needed for other parameters
25
+ solver = str(solver).lower()
26
+ solvers = {"arpack", "lobpcg", "propack"}
27
+ if solver not in solvers:
28
+ raise ValueError(f"solver must be one of {solvers}.")
29
+
30
+ # input validation/standardization for `A`
31
+ A = aslinearoperator(A) # this takes care of some input validation
32
+ if not (np.issubdtype(A.dtype, np.complexfloating)
33
+ or np.issubdtype(A.dtype, np.floating)):
34
+ message = "`A` must be of floating or complex floating data type."
35
+ raise ValueError(message)
36
+ if np.prod(A.shape) == 0:
37
+ message = "`A` must not be empty."
38
+ raise ValueError(message)
39
+
40
+ # input validation/standardization for `k`
41
+ kmax = min(A.shape) if solver == 'propack' else min(A.shape) - 1
42
+ if int(k) != k or not (0 < k <= kmax):
43
+ message = "`k` must be an integer satisfying `0 < k < min(A.shape)`."
44
+ raise ValueError(message)
45
+ k = int(k)
46
+
47
+ # input validation/standardization for `ncv`
48
+ if solver == "arpack" and ncv is not None:
49
+ if int(ncv) != ncv or not (k < ncv < min(A.shape)):
50
+ message = ("`ncv` must be an integer satisfying "
51
+ "`k < ncv < min(A.shape)`.")
52
+ raise ValueError(message)
53
+ ncv = int(ncv)
54
+
55
+ # input validation/standardization for `tol`
56
+ if tol < 0 or not np.isfinite(tol):
57
+ message = "`tol` must be a non-negative floating point value."
58
+ raise ValueError(message)
59
+ tol = float(tol)
60
+
61
+ # input validation/standardization for `which`
62
+ which = str(which).upper()
63
+ whichs = {'LM', 'SM'}
64
+ if which not in whichs:
65
+ raise ValueError(f"`which` must be in {whichs}.")
66
+
67
+ # input validation/standardization for `v0`
68
+ if v0 is not None:
69
+ v0 = np.atleast_1d(v0)
70
+ if not (np.issubdtype(v0.dtype, np.complexfloating)
71
+ or np.issubdtype(v0.dtype, np.floating)):
72
+ message = ("`v0` must be of floating or complex floating "
73
+ "data type.")
74
+ raise ValueError(message)
75
+
76
+ shape = (A.shape[0],) if solver == 'propack' else (min(A.shape),)
77
+ if v0.shape != shape:
78
+ message = f"`v0` must have shape {shape}."
79
+ raise ValueError(message)
80
+
81
+ # input validation/standardization for `maxiter`
82
+ if maxiter is not None and (int(maxiter) != maxiter or maxiter <= 0):
83
+ message = "`maxiter` must be a positive integer."
84
+ raise ValueError(message)
85
+ maxiter = int(maxiter) if maxiter is not None else maxiter
86
+
87
+ # input validation/standardization for `return_singular_vectors`
88
+ # not going to be flexible with this; too complicated for little gain
89
+ rs_options = {True, False, "vh", "u"}
90
+ if return_singular not in rs_options:
91
+ raise ValueError(f"`return_singular_vectors` must be in {rs_options}.")
92
+
93
+ random_state = check_random_state(random_state)
94
+
95
+ return (A, k, ncv, tol, which, v0, maxiter,
96
+ return_singular, solver, random_state)
97
+
98
+
99
+ def svds(A, k=6, ncv=None, tol=0, which='LM', v0=None,
100
+ maxiter=None, return_singular_vectors=True,
101
+ solver='arpack', random_state=None, options=None):
102
+ """
103
+ Partial singular value decomposition of a sparse matrix.
104
+
105
+ Compute the largest or smallest `k` singular values and corresponding
106
+ singular vectors of a sparse matrix `A`. The order in which the singular
107
+ values are returned is not guaranteed.
108
+
109
+ In the descriptions below, let ``M, N = A.shape``.
110
+
111
+ Parameters
112
+ ----------
113
+ A : ndarray, sparse matrix, or LinearOperator
114
+ Matrix to decompose of a floating point numeric dtype.
115
+ k : int, default: 6
116
+ Number of singular values and singular vectors to compute.
117
+ Must satisfy ``1 <= k <= kmax``, where ``kmax=min(M, N)`` for
118
+ ``solver='propack'`` and ``kmax=min(M, N) - 1`` otherwise.
119
+ ncv : int, optional
120
+ When ``solver='arpack'``, this is the number of Lanczos vectors
121
+ generated. See :ref:`'arpack' <sparse.linalg.svds-arpack>` for details.
122
+ When ``solver='lobpcg'`` or ``solver='propack'``, this parameter is
123
+ ignored.
124
+ tol : float, optional
125
+ Tolerance for singular values. Zero (default) means machine precision.
126
+ which : {'LM', 'SM'}
127
+ Which `k` singular values to find: either the largest magnitude ('LM')
128
+ or smallest magnitude ('SM') singular values.
129
+ v0 : ndarray, optional
130
+ The starting vector for iteration; see method-specific
131
+ documentation (:ref:`'arpack' <sparse.linalg.svds-arpack>`,
132
+ :ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`), or
133
+ :ref:`'propack' <sparse.linalg.svds-propack>` for details.
134
+ maxiter : int, optional
135
+ Maximum number of iterations; see method-specific
136
+ documentation (:ref:`'arpack' <sparse.linalg.svds-arpack>`,
137
+ :ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`), or
138
+ :ref:`'propack' <sparse.linalg.svds-propack>` for details.
139
+ return_singular_vectors : {True, False, "u", "vh"}
140
+ Singular values are always computed and returned; this parameter
141
+ controls the computation and return of singular vectors.
142
+
143
+ - ``True``: return singular vectors.
144
+ - ``False``: do not return singular vectors.
145
+ - ``"u"``: if ``M <= N``, compute only the left singular vectors and
146
+ return ``None`` for the right singular vectors. Otherwise, compute
147
+ all singular vectors.
148
+ - ``"vh"``: if ``M > N``, compute only the right singular vectors and
149
+ return ``None`` for the left singular vectors. Otherwise, compute
150
+ all singular vectors.
151
+
152
+ If ``solver='propack'``, the option is respected regardless of the
153
+ matrix shape.
154
+
155
+ solver : {'arpack', 'propack', 'lobpcg'}, optional
156
+ The solver used.
157
+ :ref:`'arpack' <sparse.linalg.svds-arpack>`,
158
+ :ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`, and
159
+ :ref:`'propack' <sparse.linalg.svds-propack>` are supported.
160
+ Default: `'arpack'`.
161
+ random_state : {None, int, `numpy.random.Generator`,
162
+ `numpy.random.RandomState`}, optional
163
+
164
+ Pseudorandom number generator state used to generate resamples.
165
+
166
+ If `random_state` is ``None`` (or `np.random`), the
167
+ `numpy.random.RandomState` singleton is used.
168
+ If `random_state` is an int, a new ``RandomState`` instance is used,
169
+ seeded with `random_state`.
170
+ If `random_state` is already a ``Generator`` or ``RandomState``
171
+ instance then that instance is used.
172
+ options : dict, optional
173
+ A dictionary of solver-specific options. No solver-specific options
174
+ are currently supported; this parameter is reserved for future use.
175
+
176
+ Returns
177
+ -------
178
+ u : ndarray, shape=(M, k)
179
+ Unitary matrix having left singular vectors as columns.
180
+ s : ndarray, shape=(k,)
181
+ The singular values.
182
+ vh : ndarray, shape=(k, N)
183
+ Unitary matrix having right singular vectors as rows.
184
+
185
+ Notes
186
+ -----
187
+ This is a naive implementation using ARPACK or LOBPCG as an eigensolver
188
+ on the matrix ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on
189
+ which one is smaller size, followed by the Rayleigh-Ritz method
190
+ as postprocessing; see
191
+ Using the normal matrix, in Rayleigh-Ritz method, (2022, Nov. 19),
192
+ Wikipedia, https://w.wiki/4zms.
193
+
194
+ Alternatively, the PROPACK solver can be called.
195
+
196
+ Choices of the input matrix `A` numeric dtype may be limited.
197
+ Only ``solver="lobpcg"`` supports all floating point dtypes
198
+ real: 'np.float32', 'np.float64', 'np.longdouble' and
199
+ complex: 'np.complex64', 'np.complex128', 'np.clongdouble'.
200
+ The ``solver="arpack"`` supports only
201
+ 'np.float32', 'np.float64', and 'np.complex128'.
202
+
203
+ Examples
204
+ --------
205
+ Construct a matrix `A` from singular values and vectors.
206
+
207
+ >>> import numpy as np
208
+ >>> from scipy import sparse, linalg, stats
209
+ >>> from scipy.sparse.linalg import svds, aslinearoperator, LinearOperator
210
+
211
+ Construct a dense matrix `A` from singular values and vectors.
212
+
213
+ >>> rng = np.random.default_rng(258265244568965474821194062361901728911)
214
+ >>> orthogonal = stats.ortho_group.rvs(10, random_state=rng)
215
+ >>> s = [1e-3, 1, 2, 3, 4] # non-zero singular values
216
+ >>> u = orthogonal[:, :5] # left singular vectors
217
+ >>> vT = orthogonal[:, 5:].T # right singular vectors
218
+ >>> A = u @ np.diag(s) @ vT
219
+
220
+ With only four singular values/vectors, the SVD approximates the original
221
+ matrix.
222
+
223
+ >>> u4, s4, vT4 = svds(A, k=4)
224
+ >>> A4 = u4 @ np.diag(s4) @ vT4
225
+ >>> np.allclose(A4, A, atol=1e-3)
226
+ True
227
+
228
+ With all five non-zero singular values/vectors, we can reproduce
229
+ the original matrix more accurately.
230
+
231
+ >>> u5, s5, vT5 = svds(A, k=5)
232
+ >>> A5 = u5 @ np.diag(s5) @ vT5
233
+ >>> np.allclose(A5, A)
234
+ True
235
+
236
+ The singular values match the expected singular values.
237
+
238
+ >>> np.allclose(s5, s)
239
+ True
240
+
241
+ Since the singular values are not close to each other in this example,
242
+ every singular vector matches as expected up to a difference in sign.
243
+
244
+ >>> (np.allclose(np.abs(u5), np.abs(u)) and
245
+ ... np.allclose(np.abs(vT5), np.abs(vT)))
246
+ True
247
+
248
+ The singular vectors are also orthogonal.
249
+
250
+ >>> (np.allclose(u5.T @ u5, np.eye(5)) and
251
+ ... np.allclose(vT5 @ vT5.T, np.eye(5)))
252
+ True
253
+
254
+ If there are (nearly) multiple singular values, the corresponding
255
+ individual singular vectors may be unstable, but the whole invariant
256
+ subspace containing all such singular vectors is computed accurately
257
+ as can be measured by angles between subspaces via 'subspace_angles'.
258
+
259
+ >>> rng = np.random.default_rng(178686584221410808734965903901790843963)
260
+ >>> s = [1, 1 + 1e-6] # non-zero singular values
261
+ >>> u, _ = np.linalg.qr(rng.standard_normal((99, 2)))
262
+ >>> v, _ = np.linalg.qr(rng.standard_normal((99, 2)))
263
+ >>> vT = v.T
264
+ >>> A = u @ np.diag(s) @ vT
265
+ >>> A = A.astype(np.float32)
266
+ >>> u2, s2, vT2 = svds(A, k=2, random_state=rng)
267
+ >>> np.allclose(s2, s)
268
+ True
269
+
270
+ The angles between the individual exact and computed singular vectors
271
+ may not be so small. To check use:
272
+
273
+ >>> (linalg.subspace_angles(u2[:, :1], u[:, :1]) +
274
+ ... linalg.subspace_angles(u2[:, 1:], u[:, 1:]))
275
+ array([0.06562513]) # may vary
276
+ >>> (linalg.subspace_angles(vT2[:1, :].T, vT[:1, :].T) +
277
+ ... linalg.subspace_angles(vT2[1:, :].T, vT[1:, :].T))
278
+ array([0.06562507]) # may vary
279
+
280
+ As opposed to the angles between the 2-dimensional invariant subspaces
281
+ that these vectors span, which are small for rights singular vectors
282
+
283
+ >>> linalg.subspace_angles(u2, u).sum() < 1e-6
284
+ True
285
+
286
+ as well as for left singular vectors.
287
+
288
+ >>> linalg.subspace_angles(vT2.T, vT.T).sum() < 1e-6
289
+ True
290
+
291
+ The next example follows that of 'sklearn.decomposition.TruncatedSVD'.
292
+
293
+ >>> rng = np.random.RandomState(0)
294
+ >>> X_dense = rng.random(size=(100, 100))
295
+ >>> X_dense[:, 2 * np.arange(50)] = 0
296
+ >>> X = sparse.csr_matrix(X_dense)
297
+ >>> _, singular_values, _ = svds(X, k=5, random_state=rng)
298
+ >>> print(singular_values)
299
+ [ 4.3293... 4.4491... 4.5420... 4.5987... 35.2410...]
300
+
301
+ The function can be called without the transpose of the input matrix
302
+ ever explicitly constructed.
303
+
304
+ >>> rng = np.random.default_rng(102524723947864966825913730119128190974)
305
+ >>> G = sparse.rand(8, 9, density=0.5, random_state=rng)
306
+ >>> Glo = aslinearoperator(G)
307
+ >>> _, singular_values_svds, _ = svds(Glo, k=5, random_state=rng)
308
+ >>> _, singular_values_svd, _ = linalg.svd(G.toarray())
309
+ >>> np.allclose(singular_values_svds, singular_values_svd[-4::-1])
310
+ True
311
+
312
+ The most memory efficient scenario is where neither
313
+ the original matrix, nor its transpose, is explicitly constructed.
314
+ Our example computes the smallest singular values and vectors
315
+ of 'LinearOperator' constructed from the numpy function 'np.diff' used
316
+ column-wise to be consistent with 'LinearOperator' operating on columns.
317
+
318
+ >>> diff0 = lambda a: np.diff(a, axis=0)
319
+
320
+ Let us create the matrix from 'diff0' to be used for validation only.
321
+
322
+ >>> n = 5 # The dimension of the space.
323
+ >>> M_from_diff0 = diff0(np.eye(n))
324
+ >>> print(M_from_diff0.astype(int))
325
+ [[-1 1 0 0 0]
326
+ [ 0 -1 1 0 0]
327
+ [ 0 0 -1 1 0]
328
+ [ 0 0 0 -1 1]]
329
+
330
+ The matrix 'M_from_diff0' is bi-diagonal and could be alternatively
331
+ created directly by
332
+
333
+ >>> M = - np.eye(n - 1, n, dtype=int)
334
+ >>> np.fill_diagonal(M[:,1:], 1)
335
+ >>> np.allclose(M, M_from_diff0)
336
+ True
337
+
338
+ Its transpose
339
+
340
+ >>> print(M.T)
341
+ [[-1 0 0 0]
342
+ [ 1 -1 0 0]
343
+ [ 0 1 -1 0]
344
+ [ 0 0 1 -1]
345
+ [ 0 0 0 1]]
346
+
347
+ can be viewed as the incidence matrix; see
348
+ Incidence matrix, (2022, Nov. 19), Wikipedia, https://w.wiki/5YXU,
349
+ of a linear graph with 5 vertices and 4 edges. The 5x5 normal matrix
350
+ ``M.T @ M`` thus is
351
+
352
+ >>> print(M.T @ M)
353
+ [[ 1 -1 0 0 0]
354
+ [-1 2 -1 0 0]
355
+ [ 0 -1 2 -1 0]
356
+ [ 0 0 -1 2 -1]
357
+ [ 0 0 0 -1 1]]
358
+
359
+ the graph Laplacian, while the actually used in 'svds' smaller size
360
+ 4x4 normal matrix ``M @ M.T``
361
+
362
+ >>> print(M @ M.T)
363
+ [[ 2 -1 0 0]
364
+ [-1 2 -1 0]
365
+ [ 0 -1 2 -1]
366
+ [ 0 0 -1 2]]
367
+
368
+ is the so-called edge-based Laplacian; see
369
+ Symmetric Laplacian via the incidence matrix, in Laplacian matrix,
370
+ (2022, Nov. 19), Wikipedia, https://w.wiki/5YXW.
371
+
372
+ The 'LinearOperator' setup needs the options 'rmatvec' and 'rmatmat'
373
+ of multiplication by the matrix transpose ``M.T``, but we want to be
374
+ matrix-free to save memory, so knowing how ``M.T`` looks like, we
375
+ manually construct the following function to be
376
+ used in ``rmatmat=diff0t``.
377
+
378
+ >>> def diff0t(a):
379
+ ... if a.ndim == 1:
380
+ ... a = a[:,np.newaxis] # Turn 1D into 2D array
381
+ ... d = np.zeros((a.shape[0] + 1, a.shape[1]), dtype=a.dtype)
382
+ ... d[0, :] = - a[0, :]
383
+ ... d[1:-1, :] = a[0:-1, :] - a[1:, :]
384
+ ... d[-1, :] = a[-1, :]
385
+ ... return d
386
+
387
+ We check that our function 'diff0t' for the matrix transpose is valid.
388
+
389
+ >>> np.allclose(M.T, diff0t(np.eye(n-1)))
390
+ True
391
+
392
+ Now we setup our matrix-free 'LinearOperator' called 'diff0_func_aslo'
393
+ and for validation the matrix-based 'diff0_matrix_aslo'.
394
+
395
+ >>> def diff0_func_aslo_def(n):
396
+ ... return LinearOperator(matvec=diff0,
397
+ ... matmat=diff0,
398
+ ... rmatvec=diff0t,
399
+ ... rmatmat=diff0t,
400
+ ... shape=(n - 1, n))
401
+ >>> diff0_func_aslo = diff0_func_aslo_def(n)
402
+ >>> diff0_matrix_aslo = aslinearoperator(M_from_diff0)
403
+
404
+ And validate both the matrix and its transpose in 'LinearOperator'.
405
+
406
+ >>> np.allclose(diff0_func_aslo(np.eye(n)),
407
+ ... diff0_matrix_aslo(np.eye(n)))
408
+ True
409
+ >>> np.allclose(diff0_func_aslo.T(np.eye(n-1)),
410
+ ... diff0_matrix_aslo.T(np.eye(n-1)))
411
+ True
412
+
413
+ Having the 'LinearOperator' setup validated, we run the solver.
414
+
415
+ >>> n = 100
416
+ >>> diff0_func_aslo = diff0_func_aslo_def(n)
417
+ >>> u, s, vT = svds(diff0_func_aslo, k=3, which='SM')
418
+
419
+ The singular values squared and the singular vectors are known
420
+ explicitly; see
421
+ Pure Dirichlet boundary conditions, in
422
+ Eigenvalues and eigenvectors of the second derivative,
423
+ (2022, Nov. 19), Wikipedia, https://w.wiki/5YX6,
424
+ since 'diff' corresponds to first
425
+ derivative, and its smaller size n-1 x n-1 normal matrix
426
+ ``M @ M.T`` represent the discrete second derivative with the Dirichlet
427
+ boundary conditions. We use these analytic expressions for validation.
428
+
429
+ >>> se = 2. * np.sin(np.pi * np.arange(1, 4) / (2. * n))
430
+ >>> ue = np.sqrt(2 / n) * np.sin(np.pi * np.outer(np.arange(1, n),
431
+ ... np.arange(1, 4)) / n)
432
+ >>> np.allclose(s, se, atol=1e-3)
433
+ True
434
+ >>> print(np.allclose(np.abs(u), np.abs(ue), atol=1e-6))
435
+ True
436
+
437
+ """
438
+ args = _iv(A, k, ncv, tol, which, v0, maxiter, return_singular_vectors,
439
+ solver, random_state)
440
+ (A, k, ncv, tol, which, v0, maxiter,
441
+ return_singular_vectors, solver, random_state) = args
442
+
443
+ largest = (which == 'LM')
444
+ n, m = A.shape
445
+
446
+ if n >= m:
447
+ X_dot = A.matvec
448
+ X_matmat = A.matmat
449
+ XH_dot = A.rmatvec
450
+ XH_mat = A.rmatmat
451
+ transpose = False
452
+ else:
453
+ X_dot = A.rmatvec
454
+ X_matmat = A.rmatmat
455
+ XH_dot = A.matvec
456
+ XH_mat = A.matmat
457
+ transpose = True
458
+
459
+ dtype = getattr(A, 'dtype', None)
460
+ if dtype is None:
461
+ dtype = A.dot(np.zeros([m, 1])).dtype
462
+
463
+ def matvec_XH_X(x):
464
+ return XH_dot(X_dot(x))
465
+
466
+ def matmat_XH_X(x):
467
+ return XH_mat(X_matmat(x))
468
+
469
+ XH_X = LinearOperator(matvec=matvec_XH_X, dtype=A.dtype,
470
+ matmat=matmat_XH_X,
471
+ shape=(min(A.shape), min(A.shape)))
472
+
473
+ # Get a low rank approximation of the implicitly defined gramian matrix.
474
+ # This is not a stable way to approach the problem.
475
+ if solver == 'lobpcg':
476
+
477
+ if k == 1 and v0 is not None:
478
+ X = np.reshape(v0, (-1, 1))
479
+ else:
480
+ X = random_state.standard_normal(size=(min(A.shape), k))
481
+
482
+ _, eigvec = lobpcg(XH_X, X, tol=tol ** 2, maxiter=maxiter,
483
+ largest=largest)
484
+
485
+ elif solver == 'propack':
486
+ jobu = return_singular_vectors in {True, 'u'}
487
+ jobv = return_singular_vectors in {True, 'vh'}
488
+ irl_mode = (which == 'SM')
489
+ res = _svdp(A, k=k, tol=tol**2, which=which, maxiter=None,
490
+ compute_u=jobu, compute_v=jobv, irl_mode=irl_mode,
491
+ kmax=maxiter, v0=v0, random_state=random_state)
492
+
493
+ u, s, vh, _ = res # but we'll ignore bnd, the last output
494
+
495
+ # PROPACK order appears to be largest first. `svds` output order is not
496
+ # guaranteed, according to documentation, but for ARPACK and LOBPCG
497
+ # they actually are ordered smallest to largest, so reverse for
498
+ # consistency.
499
+ s = s[::-1]
500
+ u = u[:, ::-1]
501
+ vh = vh[::-1]
502
+
503
+ u = u if jobu else None
504
+ vh = vh if jobv else None
505
+
506
+ if return_singular_vectors:
507
+ return u, s, vh
508
+ else:
509
+ return s
510
+
511
+ elif solver == 'arpack' or solver is None:
512
+ if v0 is None:
513
+ v0 = random_state.standard_normal(size=(min(A.shape),))
514
+ _, eigvec = eigsh(XH_X, k=k, tol=tol ** 2, maxiter=maxiter,
515
+ ncv=ncv, which=which, v0=v0)
516
+ # arpack do not guarantee exactly orthonormal eigenvectors
517
+ # for clustered eigenvalues, especially in complex arithmetic
518
+ eigvec, _ = np.linalg.qr(eigvec)
519
+
520
+ # the eigenvectors eigvec must be orthonomal here; see gh-16712
521
+ Av = X_matmat(eigvec)
522
+ if not return_singular_vectors:
523
+ s = svd(Av, compute_uv=False, overwrite_a=True)
524
+ return s[::-1]
525
+
526
+ # compute the left singular vectors of X and update the right ones
527
+ # accordingly
528
+ u, s, vh = svd(Av, full_matrices=False, overwrite_a=True)
529
+ u = u[:, ::-1]
530
+ s = s[::-1]
531
+ vh = vh[::-1]
532
+
533
+ jobu = return_singular_vectors in {True, 'u'}
534
+ jobv = return_singular_vectors in {True, 'vh'}
535
+
536
+ if transpose:
537
+ u_tmp = eigvec @ _herm(vh) if jobu else None
538
+ vh = _herm(u) if jobv else None
539
+ u = u_tmp
540
+ else:
541
+ if not jobu:
542
+ u = None
543
+ vh = vh @ _herm(eigvec) if jobv else None
544
+
545
+ return u, s, vh
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_eigen/_svds_doc.py ADDED
@@ -0,0 +1,400 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ def _svds_arpack_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
2
+ maxiter=None, return_singular_vectors=True,
3
+ solver='arpack', random_state=None):
4
+ """
5
+ Partial singular value decomposition of a sparse matrix using ARPACK.
6
+
7
+ Compute the largest or smallest `k` singular values and corresponding
8
+ singular vectors of a sparse matrix `A`. The order in which the singular
9
+ values are returned is not guaranteed.
10
+
11
+ In the descriptions below, let ``M, N = A.shape``.
12
+
13
+ Parameters
14
+ ----------
15
+ A : sparse matrix or LinearOperator
16
+ Matrix to decompose.
17
+ k : int, optional
18
+ Number of singular values and singular vectors to compute.
19
+ Must satisfy ``1 <= k <= min(M, N) - 1``.
20
+ Default is 6.
21
+ ncv : int, optional
22
+ The number of Lanczos vectors generated.
23
+ The default is ``min(n, max(2*k + 1, 20))``.
24
+ If specified, must satistify ``k + 1 < ncv < min(M, N)``; ``ncv > 2*k``
25
+ is recommended.
26
+ tol : float, optional
27
+ Tolerance for singular values. Zero (default) means machine precision.
28
+ which : {'LM', 'SM'}
29
+ Which `k` singular values to find: either the largest magnitude ('LM')
30
+ or smallest magnitude ('SM') singular values.
31
+ v0 : ndarray, optional
32
+ The starting vector for iteration:
33
+ an (approximate) left singular vector if ``N > M`` and a right singular
34
+ vector otherwise. Must be of length ``min(M, N)``.
35
+ Default: random
36
+ maxiter : int, optional
37
+ Maximum number of Arnoldi update iterations allowed;
38
+ default is ``min(M, N) * 10``.
39
+ return_singular_vectors : {True, False, "u", "vh"}
40
+ Singular values are always computed and returned; this parameter
41
+ controls the computation and return of singular vectors.
42
+
43
+ - ``True``: return singular vectors.
44
+ - ``False``: do not return singular vectors.
45
+ - ``"u"``: if ``M <= N``, compute only the left singular vectors and
46
+ return ``None`` for the right singular vectors. Otherwise, compute
47
+ all singular vectors.
48
+ - ``"vh"``: if ``M > N``, compute only the right singular vectors and
49
+ return ``None`` for the left singular vectors. Otherwise, compute
50
+ all singular vectors.
51
+
52
+ solver : {'arpack', 'propack', 'lobpcg'}, optional
53
+ This is the solver-specific documentation for ``solver='arpack'``.
54
+ :ref:`'lobpcg' <sparse.linalg.svds-lobpcg>` and
55
+ :ref:`'propack' <sparse.linalg.svds-propack>`
56
+ are also supported.
57
+ random_state : {None, int, `numpy.random.Generator`,
58
+ `numpy.random.RandomState`}, optional
59
+
60
+ Pseudorandom number generator state used to generate resamples.
61
+
62
+ If `random_state` is ``None`` (or `np.random`), the
63
+ `numpy.random.RandomState` singleton is used.
64
+ If `random_state` is an int, a new ``RandomState`` instance is used,
65
+ seeded with `random_state`.
66
+ If `random_state` is already a ``Generator`` or ``RandomState``
67
+ instance then that instance is used.
68
+ options : dict, optional
69
+ A dictionary of solver-specific options. No solver-specific options
70
+ are currently supported; this parameter is reserved for future use.
71
+
72
+ Returns
73
+ -------
74
+ u : ndarray, shape=(M, k)
75
+ Unitary matrix having left singular vectors as columns.
76
+ s : ndarray, shape=(k,)
77
+ The singular values.
78
+ vh : ndarray, shape=(k, N)
79
+ Unitary matrix having right singular vectors as rows.
80
+
81
+ Notes
82
+ -----
83
+ This is a naive implementation using ARPACK as an eigensolver
84
+ on ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on which one is more
85
+ efficient.
86
+
87
+ Examples
88
+ --------
89
+ Construct a matrix ``A`` from singular values and vectors.
90
+
91
+ >>> import numpy as np
92
+ >>> from scipy.stats import ortho_group
93
+ >>> from scipy.sparse import csc_matrix, diags
94
+ >>> from scipy.sparse.linalg import svds
95
+ >>> rng = np.random.default_rng()
96
+ >>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
97
+ >>> s = [0.0001, 0.001, 3, 4, 5] # singular values
98
+ >>> u = orthogonal[:, :5] # left singular vectors
99
+ >>> vT = orthogonal[:, 5:].T # right singular vectors
100
+ >>> A = u @ diags(s) @ vT
101
+
102
+ With only three singular values/vectors, the SVD approximates the original
103
+ matrix.
104
+
105
+ >>> u2, s2, vT2 = svds(A, k=3, solver='arpack')
106
+ >>> A2 = u2 @ np.diag(s2) @ vT2
107
+ >>> np.allclose(A2, A.toarray(), atol=1e-3)
108
+ True
109
+
110
+ With all five singular values/vectors, we can reproduce the original
111
+ matrix.
112
+
113
+ >>> u3, s3, vT3 = svds(A, k=5, solver='arpack')
114
+ >>> A3 = u3 @ np.diag(s3) @ vT3
115
+ >>> np.allclose(A3, A.toarray())
116
+ True
117
+
118
+ The singular values match the expected singular values, and the singular
119
+ vectors are as expected up to a difference in sign.
120
+
121
+ >>> (np.allclose(s3, s) and
122
+ ... np.allclose(np.abs(u3), np.abs(u.toarray())) and
123
+ ... np.allclose(np.abs(vT3), np.abs(vT.toarray())))
124
+ True
125
+
126
+ The singular vectors are also orthogonal.
127
+
128
+ >>> (np.allclose(u3.T @ u3, np.eye(5)) and
129
+ ... np.allclose(vT3 @ vT3.T, np.eye(5)))
130
+ True
131
+ """
132
+ pass
133
+
134
+
135
+ def _svds_lobpcg_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
136
+ maxiter=None, return_singular_vectors=True,
137
+ solver='lobpcg', random_state=None):
138
+ """
139
+ Partial singular value decomposition of a sparse matrix using LOBPCG.
140
+
141
+ Compute the largest or smallest `k` singular values and corresponding
142
+ singular vectors of a sparse matrix `A`. The order in which the singular
143
+ values are returned is not guaranteed.
144
+
145
+ In the descriptions below, let ``M, N = A.shape``.
146
+
147
+ Parameters
148
+ ----------
149
+ A : sparse matrix or LinearOperator
150
+ Matrix to decompose.
151
+ k : int, default: 6
152
+ Number of singular values and singular vectors to compute.
153
+ Must satisfy ``1 <= k <= min(M, N) - 1``.
154
+ ncv : int, optional
155
+ Ignored.
156
+ tol : float, optional
157
+ Tolerance for singular values. Zero (default) means machine precision.
158
+ which : {'LM', 'SM'}
159
+ Which `k` singular values to find: either the largest magnitude ('LM')
160
+ or smallest magnitude ('SM') singular values.
161
+ v0 : ndarray, optional
162
+ If `k` is 1, the starting vector for iteration:
163
+ an (approximate) left singular vector if ``N > M`` and a right singular
164
+ vector otherwise. Must be of length ``min(M, N)``.
165
+ Ignored otherwise.
166
+ Default: random
167
+ maxiter : int, default: 20
168
+ Maximum number of iterations.
169
+ return_singular_vectors : {True, False, "u", "vh"}
170
+ Singular values are always computed and returned; this parameter
171
+ controls the computation and return of singular vectors.
172
+
173
+ - ``True``: return singular vectors.
174
+ - ``False``: do not return singular vectors.
175
+ - ``"u"``: if ``M <= N``, compute only the left singular vectors and
176
+ return ``None`` for the right singular vectors. Otherwise, compute
177
+ all singular vectors.
178
+ - ``"vh"``: if ``M > N``, compute only the right singular vectors and
179
+ return ``None`` for the left singular vectors. Otherwise, compute
180
+ all singular vectors.
181
+
182
+ solver : {'arpack', 'propack', 'lobpcg'}, optional
183
+ This is the solver-specific documentation for ``solver='lobpcg'``.
184
+ :ref:`'arpack' <sparse.linalg.svds-arpack>` and
185
+ :ref:`'propack' <sparse.linalg.svds-propack>`
186
+ are also supported.
187
+ random_state : {None, int, `numpy.random.Generator`,
188
+ `numpy.random.RandomState`}, optional
189
+
190
+ Pseudorandom number generator state used to generate resamples.
191
+
192
+ If `random_state` is ``None`` (or `np.random`), the
193
+ `numpy.random.RandomState` singleton is used.
194
+ If `random_state` is an int, a new ``RandomState`` instance is used,
195
+ seeded with `random_state`.
196
+ If `random_state` is already a ``Generator`` or ``RandomState``
197
+ instance then that instance is used.
198
+ options : dict, optional
199
+ A dictionary of solver-specific options. No solver-specific options
200
+ are currently supported; this parameter is reserved for future use.
201
+
202
+ Returns
203
+ -------
204
+ u : ndarray, shape=(M, k)
205
+ Unitary matrix having left singular vectors as columns.
206
+ s : ndarray, shape=(k,)
207
+ The singular values.
208
+ vh : ndarray, shape=(k, N)
209
+ Unitary matrix having right singular vectors as rows.
210
+
211
+ Notes
212
+ -----
213
+ This is a naive implementation using LOBPCG as an eigensolver
214
+ on ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on which one is more
215
+ efficient.
216
+
217
+ Examples
218
+ --------
219
+ Construct a matrix ``A`` from singular values and vectors.
220
+
221
+ >>> import numpy as np
222
+ >>> from scipy.stats import ortho_group
223
+ >>> from scipy.sparse import csc_matrix, diags
224
+ >>> from scipy.sparse.linalg import svds
225
+ >>> rng = np.random.default_rng()
226
+ >>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
227
+ >>> s = [0.0001, 0.001, 3, 4, 5] # singular values
228
+ >>> u = orthogonal[:, :5] # left singular vectors
229
+ >>> vT = orthogonal[:, 5:].T # right singular vectors
230
+ >>> A = u @ diags(s) @ vT
231
+
232
+ With only three singular values/vectors, the SVD approximates the original
233
+ matrix.
234
+
235
+ >>> u2, s2, vT2 = svds(A, k=3, solver='lobpcg')
236
+ >>> A2 = u2 @ np.diag(s2) @ vT2
237
+ >>> np.allclose(A2, A.toarray(), atol=1e-3)
238
+ True
239
+
240
+ With all five singular values/vectors, we can reproduce the original
241
+ matrix.
242
+
243
+ >>> u3, s3, vT3 = svds(A, k=5, solver='lobpcg')
244
+ >>> A3 = u3 @ np.diag(s3) @ vT3
245
+ >>> np.allclose(A3, A.toarray())
246
+ True
247
+
248
+ The singular values match the expected singular values, and the singular
249
+ vectors are as expected up to a difference in sign.
250
+
251
+ >>> (np.allclose(s3, s) and
252
+ ... np.allclose(np.abs(u3), np.abs(u.todense())) and
253
+ ... np.allclose(np.abs(vT3), np.abs(vT.todense())))
254
+ True
255
+
256
+ The singular vectors are also orthogonal.
257
+
258
+ >>> (np.allclose(u3.T @ u3, np.eye(5)) and
259
+ ... np.allclose(vT3 @ vT3.T, np.eye(5)))
260
+ True
261
+
262
+ """
263
+ pass
264
+
265
+
266
+ def _svds_propack_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
267
+ maxiter=None, return_singular_vectors=True,
268
+ solver='propack', random_state=None):
269
+ """
270
+ Partial singular value decomposition of a sparse matrix using PROPACK.
271
+
272
+ Compute the largest or smallest `k` singular values and corresponding
273
+ singular vectors of a sparse matrix `A`. The order in which the singular
274
+ values are returned is not guaranteed.
275
+
276
+ In the descriptions below, let ``M, N = A.shape``.
277
+
278
+ Parameters
279
+ ----------
280
+ A : sparse matrix or LinearOperator
281
+ Matrix to decompose. If `A` is a ``LinearOperator``
282
+ object, it must define both ``matvec`` and ``rmatvec`` methods.
283
+ k : int, default: 6
284
+ Number of singular values and singular vectors to compute.
285
+ Must satisfy ``1 <= k <= min(M, N)``.
286
+ ncv : int, optional
287
+ Ignored.
288
+ tol : float, optional
289
+ The desired relative accuracy for computed singular values.
290
+ Zero (default) means machine precision.
291
+ which : {'LM', 'SM'}
292
+ Which `k` singular values to find: either the largest magnitude ('LM')
293
+ or smallest magnitude ('SM') singular values. Note that choosing
294
+ ``which='SM'`` will force the ``irl`` option to be set ``True``.
295
+ v0 : ndarray, optional
296
+ Starting vector for iterations: must be of length ``A.shape[0]``.
297
+ If not specified, PROPACK will generate a starting vector.
298
+ maxiter : int, optional
299
+ Maximum number of iterations / maximal dimension of the Krylov
300
+ subspace. Default is ``10 * k``.
301
+ return_singular_vectors : {True, False, "u", "vh"}
302
+ Singular values are always computed and returned; this parameter
303
+ controls the computation and return of singular vectors.
304
+
305
+ - ``True``: return singular vectors.
306
+ - ``False``: do not return singular vectors.
307
+ - ``"u"``: compute only the left singular vectors; return ``None`` for
308
+ the right singular vectors.
309
+ - ``"vh"``: compute only the right singular vectors; return ``None``
310
+ for the left singular vectors.
311
+
312
+ solver : {'arpack', 'propack', 'lobpcg'}, optional
313
+ This is the solver-specific documentation for ``solver='propack'``.
314
+ :ref:`'arpack' <sparse.linalg.svds-arpack>` and
315
+ :ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`
316
+ are also supported.
317
+ random_state : {None, int, `numpy.random.Generator`,
318
+ `numpy.random.RandomState`}, optional
319
+
320
+ Pseudorandom number generator state used to generate resamples.
321
+
322
+ If `random_state` is ``None`` (or `np.random`), the
323
+ `numpy.random.RandomState` singleton is used.
324
+ If `random_state` is an int, a new ``RandomState`` instance is used,
325
+ seeded with `random_state`.
326
+ If `random_state` is already a ``Generator`` or ``RandomState``
327
+ instance then that instance is used.
328
+ options : dict, optional
329
+ A dictionary of solver-specific options. No solver-specific options
330
+ are currently supported; this parameter is reserved for future use.
331
+
332
+ Returns
333
+ -------
334
+ u : ndarray, shape=(M, k)
335
+ Unitary matrix having left singular vectors as columns.
336
+ s : ndarray, shape=(k,)
337
+ The singular values.
338
+ vh : ndarray, shape=(k, N)
339
+ Unitary matrix having right singular vectors as rows.
340
+
341
+ Notes
342
+ -----
343
+ This is an interface to the Fortran library PROPACK [1]_.
344
+ The current default is to run with IRL mode disabled unless seeking the
345
+ smallest singular values/vectors (``which='SM'``).
346
+
347
+ References
348
+ ----------
349
+
350
+ .. [1] Larsen, Rasmus Munk. "PROPACK-Software for large and sparse SVD
351
+ calculations." Available online. URL
352
+ http://sun.stanford.edu/~rmunk/PROPACK (2004): 2008-2009.
353
+
354
+ Examples
355
+ --------
356
+ Construct a matrix ``A`` from singular values and vectors.
357
+
358
+ >>> import numpy as np
359
+ >>> from scipy.stats import ortho_group
360
+ >>> from scipy.sparse import csc_matrix, diags
361
+ >>> from scipy.sparse.linalg import svds
362
+ >>> rng = np.random.default_rng()
363
+ >>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
364
+ >>> s = [0.0001, 0.001, 3, 4, 5] # singular values
365
+ >>> u = orthogonal[:, :5] # left singular vectors
366
+ >>> vT = orthogonal[:, 5:].T # right singular vectors
367
+ >>> A = u @ diags(s) @ vT
368
+
369
+ With only three singular values/vectors, the SVD approximates the original
370
+ matrix.
371
+
372
+ >>> u2, s2, vT2 = svds(A, k=3, solver='propack')
373
+ >>> A2 = u2 @ np.diag(s2) @ vT2
374
+ >>> np.allclose(A2, A.todense(), atol=1e-3)
375
+ True
376
+
377
+ With all five singular values/vectors, we can reproduce the original
378
+ matrix.
379
+
380
+ >>> u3, s3, vT3 = svds(A, k=5, solver='propack')
381
+ >>> A3 = u3 @ np.diag(s3) @ vT3
382
+ >>> np.allclose(A3, A.todense())
383
+ True
384
+
385
+ The singular values match the expected singular values, and the singular
386
+ vectors are as expected up to a difference in sign.
387
+
388
+ >>> (np.allclose(s3, s) and
389
+ ... np.allclose(np.abs(u3), np.abs(u.toarray())) and
390
+ ... np.allclose(np.abs(vT3), np.abs(vT.toarray())))
391
+ True
392
+
393
+ The singular vectors are also orthogonal.
394
+
395
+ >>> (np.allclose(u3.T @ u3, np.eye(5)) and
396
+ ... np.allclose(vT3 @ vT3.T, np.eye(5)))
397
+ True
398
+
399
+ """
400
+ pass
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__init__.py ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ "Iterative Solvers for Sparse Linear Systems"
2
+
3
+ #from info import __doc__
4
+ from .iterative import *
5
+ from .minres import minres
6
+ from .lgmres import lgmres
7
+ from .lsqr import lsqr
8
+ from .lsmr import lsmr
9
+ from ._gcrotmk import gcrotmk
10
+ from .tfqmr import tfqmr
11
+
12
+ __all__ = [
13
+ 'bicg', 'bicgstab', 'cg', 'cgs', 'gcrotmk', 'gmres',
14
+ 'lgmres', 'lsmr', 'lsqr',
15
+ 'minres', 'qmr', 'tfqmr'
16
+ ]
17
+
18
+ from scipy._lib._testutils import PytestTester
19
+ test = PytestTester(__name__)
20
+ del PytestTester
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/__init__.cpython-310.pyc ADDED
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venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/_gcrotmk.py ADDED
@@ -0,0 +1,514 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Copyright (C) 2015, Pauli Virtanen <[email protected]>
2
+ # Distributed under the same license as SciPy.
3
+
4
+ import numpy as np
5
+ from numpy.linalg import LinAlgError
6
+ from scipy.linalg import (get_blas_funcs, qr, solve, svd, qr_insert, lstsq)
7
+ from .iterative import _get_atol_rtol
8
+ from scipy.sparse.linalg._isolve.utils import make_system
9
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
10
+
11
+
12
+ __all__ = ['gcrotmk']
13
+
14
+
15
+ def _fgmres(matvec, v0, m, atol, lpsolve=None, rpsolve=None, cs=(), outer_v=(),
16
+ prepend_outer_v=False):
17
+ """
18
+ FGMRES Arnoldi process, with optional projection or augmentation
19
+
20
+ Parameters
21
+ ----------
22
+ matvec : callable
23
+ Operation A*x
24
+ v0 : ndarray
25
+ Initial vector, normalized to nrm2(v0) == 1
26
+ m : int
27
+ Number of GMRES rounds
28
+ atol : float
29
+ Absolute tolerance for early exit
30
+ lpsolve : callable
31
+ Left preconditioner L
32
+ rpsolve : callable
33
+ Right preconditioner R
34
+ cs : list of (ndarray, ndarray)
35
+ Columns of matrices C and U in GCROT
36
+ outer_v : list of ndarrays
37
+ Augmentation vectors in LGMRES
38
+ prepend_outer_v : bool, optional
39
+ Whether augmentation vectors come before or after
40
+ Krylov iterates
41
+
42
+ Raises
43
+ ------
44
+ LinAlgError
45
+ If nans encountered
46
+
47
+ Returns
48
+ -------
49
+ Q, R : ndarray
50
+ QR decomposition of the upper Hessenberg H=QR
51
+ B : ndarray
52
+ Projections corresponding to matrix C
53
+ vs : list of ndarray
54
+ Columns of matrix V
55
+ zs : list of ndarray
56
+ Columns of matrix Z
57
+ y : ndarray
58
+ Solution to ||H y - e_1||_2 = min!
59
+ res : float
60
+ The final (preconditioned) residual norm
61
+
62
+ """
63
+
64
+ if lpsolve is None:
65
+ def lpsolve(x):
66
+ return x
67
+ if rpsolve is None:
68
+ def rpsolve(x):
69
+ return x
70
+
71
+ axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'], (v0,))
72
+
73
+ vs = [v0]
74
+ zs = []
75
+ y = None
76
+ res = np.nan
77
+
78
+ m = m + len(outer_v)
79
+
80
+ # Orthogonal projection coefficients
81
+ B = np.zeros((len(cs), m), dtype=v0.dtype)
82
+
83
+ # H is stored in QR factorized form
84
+ Q = np.ones((1, 1), dtype=v0.dtype)
85
+ R = np.zeros((1, 0), dtype=v0.dtype)
86
+
87
+ eps = np.finfo(v0.dtype).eps
88
+
89
+ breakdown = False
90
+
91
+ # FGMRES Arnoldi process
92
+ for j in range(m):
93
+ # L A Z = C B + V H
94
+
95
+ if prepend_outer_v and j < len(outer_v):
96
+ z, w = outer_v[j]
97
+ elif prepend_outer_v and j == len(outer_v):
98
+ z = rpsolve(v0)
99
+ w = None
100
+ elif not prepend_outer_v and j >= m - len(outer_v):
101
+ z, w = outer_v[j - (m - len(outer_v))]
102
+ else:
103
+ z = rpsolve(vs[-1])
104
+ w = None
105
+
106
+ if w is None:
107
+ w = lpsolve(matvec(z))
108
+ else:
109
+ # w is clobbered below
110
+ w = w.copy()
111
+
112
+ w_norm = nrm2(w)
113
+
114
+ # GCROT projection: L A -> (1 - C C^H) L A
115
+ # i.e. orthogonalize against C
116
+ for i, c in enumerate(cs):
117
+ alpha = dot(c, w)
118
+ B[i,j] = alpha
119
+ w = axpy(c, w, c.shape[0], -alpha) # w -= alpha*c
120
+
121
+ # Orthogonalize against V
122
+ hcur = np.zeros(j+2, dtype=Q.dtype)
123
+ for i, v in enumerate(vs):
124
+ alpha = dot(v, w)
125
+ hcur[i] = alpha
126
+ w = axpy(v, w, v.shape[0], -alpha) # w -= alpha*v
127
+ hcur[i+1] = nrm2(w)
128
+
129
+ with np.errstate(over='ignore', divide='ignore'):
130
+ # Careful with denormals
131
+ alpha = 1/hcur[-1]
132
+
133
+ if np.isfinite(alpha):
134
+ w = scal(alpha, w)
135
+
136
+ if not (hcur[-1] > eps * w_norm):
137
+ # w essentially in the span of previous vectors,
138
+ # or we have nans. Bail out after updating the QR
139
+ # solution.
140
+ breakdown = True
141
+
142
+ vs.append(w)
143
+ zs.append(z)
144
+
145
+ # Arnoldi LSQ problem
146
+
147
+ # Add new column to H=Q@R, padding other columns with zeros
148
+ Q2 = np.zeros((j+2, j+2), dtype=Q.dtype, order='F')
149
+ Q2[:j+1,:j+1] = Q
150
+ Q2[j+1,j+1] = 1
151
+
152
+ R2 = np.zeros((j+2, j), dtype=R.dtype, order='F')
153
+ R2[:j+1,:] = R
154
+
155
+ Q, R = qr_insert(Q2, R2, hcur, j, which='col',
156
+ overwrite_qru=True, check_finite=False)
157
+
158
+ # Transformed least squares problem
159
+ # || Q R y - inner_res_0 * e_1 ||_2 = min!
160
+ # Since R = [R'; 0], solution is y = inner_res_0 (R')^{-1} (Q^H)[:j,0]
161
+
162
+ # Residual is immediately known
163
+ res = abs(Q[0,-1])
164
+
165
+ # Check for termination
166
+ if res < atol or breakdown:
167
+ break
168
+
169
+ if not np.isfinite(R[j,j]):
170
+ # nans encountered, bail out
171
+ raise LinAlgError()
172
+
173
+ # -- Get the LSQ problem solution
174
+
175
+ # The problem is triangular, but the condition number may be
176
+ # bad (or in case of breakdown the last diagonal entry may be
177
+ # zero), so use lstsq instead of trtrs.
178
+ y, _, _, _, = lstsq(R[:j+1,:j+1], Q[0,:j+1].conj())
179
+
180
+ B = B[:,:j+1]
181
+
182
+ return Q, R, B, vs, zs, y, res
183
+
184
+
185
+ @_deprecate_positional_args(version="1.14.0")
186
+ def gcrotmk(A, b, x0=None, *, tol=_NoValue, maxiter=1000, M=None, callback=None,
187
+ m=20, k=None, CU=None, discard_C=False, truncate='oldest',
188
+ atol=None, rtol=1e-5):
189
+ """
190
+ Solve a matrix equation using flexible GCROT(m,k) algorithm.
191
+
192
+ Parameters
193
+ ----------
194
+ A : {sparse matrix, ndarray, LinearOperator}
195
+ The real or complex N-by-N matrix of the linear system.
196
+ Alternatively, ``A`` can be a linear operator which can
197
+ produce ``Ax`` using, e.g.,
198
+ ``scipy.sparse.linalg.LinearOperator``.
199
+ b : ndarray
200
+ Right hand side of the linear system. Has shape (N,) or (N,1).
201
+ x0 : ndarray
202
+ Starting guess for the solution.
203
+ rtol, atol : float, optional
204
+ Parameters for the convergence test. For convergence,
205
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
206
+ The default is ``rtol=1e-5``, the default for ``atol`` is ``rtol``.
207
+
208
+ .. warning::
209
+
210
+ The default value for ``atol`` will be changed to ``0.0`` in
211
+ SciPy 1.14.0.
212
+ maxiter : int, optional
213
+ Maximum number of iterations. Iteration will stop after maxiter
214
+ steps even if the specified tolerance has not been achieved.
215
+ M : {sparse matrix, ndarray, LinearOperator}, optional
216
+ Preconditioner for A. The preconditioner should approximate the
217
+ inverse of A. gcrotmk is a 'flexible' algorithm and the preconditioner
218
+ can vary from iteration to iteration. Effective preconditioning
219
+ dramatically improves the rate of convergence, which implies that
220
+ fewer iterations are needed to reach a given error tolerance.
221
+ callback : function, optional
222
+ User-supplied function to call after each iteration. It is called
223
+ as callback(xk), where xk is the current solution vector.
224
+ m : int, optional
225
+ Number of inner FGMRES iterations per each outer iteration.
226
+ Default: 20
227
+ k : int, optional
228
+ Number of vectors to carry between inner FGMRES iterations.
229
+ According to [2]_, good values are around m.
230
+ Default: m
231
+ CU : list of tuples, optional
232
+ List of tuples ``(c, u)`` which contain the columns of the matrices
233
+ C and U in the GCROT(m,k) algorithm. For details, see [2]_.
234
+ The list given and vectors contained in it are modified in-place.
235
+ If not given, start from empty matrices. The ``c`` elements in the
236
+ tuples can be ``None``, in which case the vectors are recomputed
237
+ via ``c = A u`` on start and orthogonalized as described in [3]_.
238
+ discard_C : bool, optional
239
+ Discard the C-vectors at the end. Useful if recycling Krylov subspaces
240
+ for different linear systems.
241
+ truncate : {'oldest', 'smallest'}, optional
242
+ Truncation scheme to use. Drop: oldest vectors, or vectors with
243
+ smallest singular values using the scheme discussed in [1,2].
244
+ See [2]_ for detailed comparison.
245
+ Default: 'oldest'
246
+ tol : float, optional, deprecated
247
+
248
+ .. deprecated:: 1.12.0
249
+ `gcrotmk` keyword argument ``tol`` is deprecated in favor of
250
+ ``rtol`` and will be removed in SciPy 1.14.0.
251
+
252
+ Returns
253
+ -------
254
+ x : ndarray
255
+ The solution found.
256
+ info : int
257
+ Provides convergence information:
258
+
259
+ * 0 : successful exit
260
+ * >0 : convergence to tolerance not achieved, number of iterations
261
+
262
+ Examples
263
+ --------
264
+ >>> import numpy as np
265
+ >>> from scipy.sparse import csc_matrix
266
+ >>> from scipy.sparse.linalg import gcrotmk
267
+ >>> R = np.random.randn(5, 5)
268
+ >>> A = csc_matrix(R)
269
+ >>> b = np.random.randn(5)
270
+ >>> x, exit_code = gcrotmk(A, b, atol=1e-5)
271
+ >>> print(exit_code)
272
+ 0
273
+ >>> np.allclose(A.dot(x), b)
274
+ True
275
+
276
+ References
277
+ ----------
278
+ .. [1] E. de Sturler, ''Truncation strategies for optimal Krylov subspace
279
+ methods'', SIAM J. Numer. Anal. 36, 864 (1999).
280
+ .. [2] J.E. Hicken and D.W. Zingg, ''A simplified and flexible variant
281
+ of GCROT for solving nonsymmetric linear systems'',
282
+ SIAM J. Sci. Comput. 32, 172 (2010).
283
+ .. [3] M.L. Parks, E. de Sturler, G. Mackey, D.D. Johnson, S. Maiti,
284
+ ''Recycling Krylov subspaces for sequences of linear systems'',
285
+ SIAM J. Sci. Comput. 28, 1651 (2006).
286
+
287
+ """
288
+ A,M,x,b,postprocess = make_system(A,M,x0,b)
289
+
290
+ if not np.isfinite(b).all():
291
+ raise ValueError("RHS must contain only finite numbers")
292
+
293
+ if truncate not in ('oldest', 'smallest'):
294
+ raise ValueError(f"Invalid value for 'truncate': {truncate!r}")
295
+
296
+ matvec = A.matvec
297
+ psolve = M.matvec
298
+
299
+ if CU is None:
300
+ CU = []
301
+
302
+ if k is None:
303
+ k = m
304
+
305
+ axpy, dot, scal = None, None, None
306
+
307
+ if x0 is None:
308
+ r = b.copy()
309
+ else:
310
+ r = b - matvec(x)
311
+
312
+ axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'], (x, r))
313
+
314
+ b_norm = nrm2(b)
315
+
316
+ # we call this to get the right atol/rtol and raise warnings as necessary
317
+ atol, rtol = _get_atol_rtol('gcrotmk', b_norm, tol, atol, rtol)
318
+
319
+ if b_norm == 0:
320
+ x = b
321
+ return (postprocess(x), 0)
322
+
323
+ if discard_C:
324
+ CU[:] = [(None, u) for c, u in CU]
325
+
326
+ # Reorthogonalize old vectors
327
+ if CU:
328
+ # Sort already existing vectors to the front
329
+ CU.sort(key=lambda cu: cu[0] is not None)
330
+
331
+ # Fill-in missing ones
332
+ C = np.empty((A.shape[0], len(CU)), dtype=r.dtype, order='F')
333
+ us = []
334
+ j = 0
335
+ while CU:
336
+ # More memory-efficient: throw away old vectors as we go
337
+ c, u = CU.pop(0)
338
+ if c is None:
339
+ c = matvec(u)
340
+ C[:,j] = c
341
+ j += 1
342
+ us.append(u)
343
+
344
+ # Orthogonalize
345
+ Q, R, P = qr(C, overwrite_a=True, mode='economic', pivoting=True)
346
+ del C
347
+
348
+ # C := Q
349
+ cs = list(Q.T)
350
+
351
+ # U := U P R^-1, back-substitution
352
+ new_us = []
353
+ for j in range(len(cs)):
354
+ u = us[P[j]]
355
+ for i in range(j):
356
+ u = axpy(us[P[i]], u, u.shape[0], -R[i,j])
357
+ if abs(R[j,j]) < 1e-12 * abs(R[0,0]):
358
+ # discard rest of the vectors
359
+ break
360
+ u = scal(1.0/R[j,j], u)
361
+ new_us.append(u)
362
+
363
+ # Form the new CU lists
364
+ CU[:] = list(zip(cs, new_us))[::-1]
365
+
366
+ if CU:
367
+ axpy, dot = get_blas_funcs(['axpy', 'dot'], (r,))
368
+
369
+ # Solve first the projection operation with respect to the CU
370
+ # vectors. This corresponds to modifying the initial guess to
371
+ # be
372
+ #
373
+ # x' = x + U y
374
+ # y = argmin_y || b - A (x + U y) ||^2
375
+ #
376
+ # The solution is y = C^H (b - A x)
377
+ for c, u in CU:
378
+ yc = dot(c, r)
379
+ x = axpy(u, x, x.shape[0], yc)
380
+ r = axpy(c, r, r.shape[0], -yc)
381
+
382
+ # GCROT main iteration
383
+ for j_outer in range(maxiter):
384
+ # -- callback
385
+ if callback is not None:
386
+ callback(x)
387
+
388
+ beta = nrm2(r)
389
+
390
+ # -- check stopping condition
391
+ beta_tol = max(atol, rtol * b_norm)
392
+
393
+ if beta <= beta_tol and (j_outer > 0 or CU):
394
+ # recompute residual to avoid rounding error
395
+ r = b - matvec(x)
396
+ beta = nrm2(r)
397
+
398
+ if beta <= beta_tol:
399
+ j_outer = -1
400
+ break
401
+
402
+ ml = m + max(k - len(CU), 0)
403
+
404
+ cs = [c for c, u in CU]
405
+
406
+ try:
407
+ Q, R, B, vs, zs, y, pres = _fgmres(matvec,
408
+ r/beta,
409
+ ml,
410
+ rpsolve=psolve,
411
+ atol=max(atol, rtol*b_norm)/beta,
412
+ cs=cs)
413
+ y *= beta
414
+ except LinAlgError:
415
+ # Floating point over/underflow, non-finite result from
416
+ # matmul etc. -- report failure.
417
+ break
418
+
419
+ #
420
+ # At this point,
421
+ #
422
+ # [A U, A Z] = [C, V] G; G = [ I B ]
423
+ # [ 0 H ]
424
+ #
425
+ # where [C, V] has orthonormal columns, and r = beta v_0. Moreover,
426
+ #
427
+ # || b - A (x + Z y + U q) ||_2 = || r - C B y - V H y - C q ||_2 = min!
428
+ #
429
+ # from which y = argmin_y || beta e_1 - H y ||_2, and q = -B y
430
+ #
431
+
432
+ #
433
+ # GCROT(m,k) update
434
+ #
435
+
436
+ # Define new outer vectors
437
+
438
+ # ux := (Z - U B) y
439
+ ux = zs[0]*y[0]
440
+ for z, yc in zip(zs[1:], y[1:]):
441
+ ux = axpy(z, ux, ux.shape[0], yc) # ux += z*yc
442
+ by = B.dot(y)
443
+ for cu, byc in zip(CU, by):
444
+ c, u = cu
445
+ ux = axpy(u, ux, ux.shape[0], -byc) # ux -= u*byc
446
+
447
+ # cx := V H y
448
+ hy = Q.dot(R.dot(y))
449
+ cx = vs[0] * hy[0]
450
+ for v, hyc in zip(vs[1:], hy[1:]):
451
+ cx = axpy(v, cx, cx.shape[0], hyc) # cx += v*hyc
452
+
453
+ # Normalize cx, maintaining cx = A ux
454
+ # This new cx is orthogonal to the previous C, by construction
455
+ try:
456
+ alpha = 1/nrm2(cx)
457
+ if not np.isfinite(alpha):
458
+ raise FloatingPointError()
459
+ except (FloatingPointError, ZeroDivisionError):
460
+ # Cannot update, so skip it
461
+ continue
462
+
463
+ cx = scal(alpha, cx)
464
+ ux = scal(alpha, ux)
465
+
466
+ # Update residual and solution
467
+ gamma = dot(cx, r)
468
+ r = axpy(cx, r, r.shape[0], -gamma) # r -= gamma*cx
469
+ x = axpy(ux, x, x.shape[0], gamma) # x += gamma*ux
470
+
471
+ # Truncate CU
472
+ if truncate == 'oldest':
473
+ while len(CU) >= k and CU:
474
+ del CU[0]
475
+ elif truncate == 'smallest':
476
+ if len(CU) >= k and CU:
477
+ # cf. [1,2]
478
+ D = solve(R[:-1,:].T, B.T).T
479
+ W, sigma, V = svd(D)
480
+
481
+ # C := C W[:,:k-1], U := U W[:,:k-1]
482
+ new_CU = []
483
+ for j, w in enumerate(W[:,:k-1].T):
484
+ c, u = CU[0]
485
+ c = c * w[0]
486
+ u = u * w[0]
487
+ for cup, wp in zip(CU[1:], w[1:]):
488
+ cp, up = cup
489
+ c = axpy(cp, c, c.shape[0], wp)
490
+ u = axpy(up, u, u.shape[0], wp)
491
+
492
+ # Reorthogonalize at the same time; not necessary
493
+ # in exact arithmetic, but floating point error
494
+ # tends to accumulate here
495
+ for cp, up in new_CU:
496
+ alpha = dot(cp, c)
497
+ c = axpy(cp, c, c.shape[0], -alpha)
498
+ u = axpy(up, u, u.shape[0], -alpha)
499
+ alpha = nrm2(c)
500
+ c = scal(1.0/alpha, c)
501
+ u = scal(1.0/alpha, u)
502
+
503
+ new_CU.append((c, u))
504
+ CU[:] = new_CU
505
+
506
+ # Add new vector to CU
507
+ CU.append((cx, ux))
508
+
509
+ # Include the solution vector to the span
510
+ CU.append((None, x.copy()))
511
+ if discard_C:
512
+ CU[:] = [(None, uz) for cz, uz in CU]
513
+
514
+ return postprocess(x), j_outer + 1
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/iterative.py ADDED
@@ -0,0 +1,1079 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+ import numpy as np
3
+ from scipy.sparse.linalg._interface import LinearOperator
4
+ from .utils import make_system
5
+ from scipy.linalg import get_lapack_funcs
6
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
7
+
8
+ __all__ = ['bicg', 'bicgstab', 'cg', 'cgs', 'gmres', 'qmr']
9
+
10
+
11
+ def _get_atol_rtol(name, b_norm, tol=_NoValue, atol=0., rtol=1e-5):
12
+ """
13
+ A helper function to handle tolerance deprecations and normalization
14
+ """
15
+ if tol is not _NoValue:
16
+ msg = (f"'scipy.sparse.linalg.{name}' keyword argument `tol` is "
17
+ "deprecated in favor of `rtol` and will be removed in SciPy "
18
+ "v1.14.0. Until then, if set, it will override `rtol`.")
19
+ warnings.warn(msg, category=DeprecationWarning, stacklevel=4)
20
+ rtol = float(tol) if tol is not None else rtol
21
+
22
+ if atol == 'legacy':
23
+ msg = (f"'scipy.sparse.linalg.{name}' called with `atol='legacy'`. "
24
+ "This behavior is deprecated and will result in an error in "
25
+ "SciPy v1.14.0. To preserve current behaviour, set `atol=0.0`.")
26
+ warnings.warn(msg, category=DeprecationWarning, stacklevel=4)
27
+ atol = 0
28
+
29
+ # this branch is only hit from gcrotmk/lgmres/tfqmr
30
+ if atol is None:
31
+ msg = (f"'scipy.sparse.linalg.{name}' called without specifying "
32
+ "`atol`. This behavior is deprecated and will result in an "
33
+ "error in SciPy v1.14.0. To preserve current behaviour, set "
34
+ "`atol=rtol`, or, to adopt the future default, set `atol=0.0`.")
35
+ warnings.warn(msg, category=DeprecationWarning, stacklevel=4)
36
+ atol = rtol
37
+
38
+ atol = max(float(atol), float(rtol) * float(b_norm))
39
+
40
+ return atol, rtol
41
+
42
+
43
+ @_deprecate_positional_args(version="1.14")
44
+ def bicg(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None,
45
+ atol=0., rtol=1e-5):
46
+ """Use BIConjugate Gradient iteration to solve ``Ax = b``.
47
+
48
+ Parameters
49
+ ----------
50
+ A : {sparse matrix, ndarray, LinearOperator}
51
+ The real or complex N-by-N matrix of the linear system.
52
+ Alternatively, ``A`` can be a linear operator which can
53
+ produce ``Ax`` and ``A^T x`` using, e.g.,
54
+ ``scipy.sparse.linalg.LinearOperator``.
55
+ b : ndarray
56
+ Right hand side of the linear system. Has shape (N,) or (N,1).
57
+ x0 : ndarray
58
+ Starting guess for the solution.
59
+ rtol, atol : float, optional
60
+ Parameters for the convergence test. For convergence,
61
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
62
+ The default is ``atol=0.`` and ``rtol=1e-5``.
63
+ maxiter : integer
64
+ Maximum number of iterations. Iteration will stop after maxiter
65
+ steps even if the specified tolerance has not been achieved.
66
+ M : {sparse matrix, ndarray, LinearOperator}
67
+ Preconditioner for A. The preconditioner should approximate the
68
+ inverse of A. Effective preconditioning dramatically improves the
69
+ rate of convergence, which implies that fewer iterations are needed
70
+ to reach a given error tolerance.
71
+ callback : function
72
+ User-supplied function to call after each iteration. It is called
73
+ as callback(xk), where xk is the current solution vector.
74
+ tol : float, optional, deprecated
75
+
76
+ .. deprecated:: 1.12.0
77
+ `bicg` keyword argument ``tol`` is deprecated in favor of ``rtol``
78
+ and will be removed in SciPy 1.14.0.
79
+
80
+ Returns
81
+ -------
82
+ x : ndarray
83
+ The converged solution.
84
+ info : integer
85
+ Provides convergence information:
86
+ 0 : successful exit
87
+ >0 : convergence to tolerance not achieved, number of iterations
88
+ <0 : parameter breakdown
89
+
90
+ Examples
91
+ --------
92
+ >>> import numpy as np
93
+ >>> from scipy.sparse import csc_matrix
94
+ >>> from scipy.sparse.linalg import bicg
95
+ >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1.]])
96
+ >>> b = np.array([2., 4., -1.])
97
+ >>> x, exitCode = bicg(A, b, atol=1e-5)
98
+ >>> print(exitCode) # 0 indicates successful convergence
99
+ 0
100
+ >>> np.allclose(A.dot(x), b)
101
+ True
102
+
103
+ """
104
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
105
+ bnrm2 = np.linalg.norm(b)
106
+
107
+ atol, _ = _get_atol_rtol('bicg', bnrm2, tol, atol, rtol)
108
+
109
+ if bnrm2 == 0:
110
+ return postprocess(b), 0
111
+
112
+ n = len(b)
113
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
114
+
115
+ if maxiter is None:
116
+ maxiter = n*10
117
+
118
+ matvec, rmatvec = A.matvec, A.rmatvec
119
+ psolve, rpsolve = M.matvec, M.rmatvec
120
+
121
+ rhotol = np.finfo(x.dtype.char).eps**2
122
+
123
+ # Dummy values to initialize vars, silence linter warnings
124
+ rho_prev, p, ptilde = None, None, None
125
+
126
+ r = b - matvec(x) if x.any() else b.copy()
127
+ rtilde = r.copy()
128
+
129
+ for iteration in range(maxiter):
130
+ if np.linalg.norm(r) < atol: # Are we done?
131
+ return postprocess(x), 0
132
+
133
+ z = psolve(r)
134
+ ztilde = rpsolve(rtilde)
135
+ # order matters in this dot product
136
+ rho_cur = dotprod(rtilde, z)
137
+
138
+ if np.abs(rho_cur) < rhotol: # Breakdown case
139
+ return postprocess, -10
140
+
141
+ if iteration > 0:
142
+ beta = rho_cur / rho_prev
143
+ p *= beta
144
+ p += z
145
+ ptilde *= beta.conj()
146
+ ptilde += ztilde
147
+ else: # First spin
148
+ p = z.copy()
149
+ ptilde = ztilde.copy()
150
+
151
+ q = matvec(p)
152
+ qtilde = rmatvec(ptilde)
153
+ rv = dotprod(ptilde, q)
154
+
155
+ if rv == 0:
156
+ return postprocess(x), -11
157
+
158
+ alpha = rho_cur / rv
159
+ x += alpha*p
160
+ r -= alpha*q
161
+ rtilde -= alpha.conj()*qtilde
162
+ rho_prev = rho_cur
163
+
164
+ if callback:
165
+ callback(x)
166
+
167
+ else: # for loop exhausted
168
+ # Return incomplete progress
169
+ return postprocess(x), maxiter
170
+
171
+
172
+ @_deprecate_positional_args(version="1.14")
173
+ def bicgstab(A, b, *, x0=None, tol=_NoValue, maxiter=None, M=None,
174
+ callback=None, atol=0., rtol=1e-5):
175
+ """Use BIConjugate Gradient STABilized iteration to solve ``Ax = b``.
176
+
177
+ Parameters
178
+ ----------
179
+ A : {sparse matrix, ndarray, LinearOperator}
180
+ The real or complex N-by-N matrix of the linear system.
181
+ Alternatively, ``A`` can be a linear operator which can
182
+ produce ``Ax`` and ``A^T x`` using, e.g.,
183
+ ``scipy.sparse.linalg.LinearOperator``.
184
+ b : ndarray
185
+ Right hand side of the linear system. Has shape (N,) or (N,1).
186
+ x0 : ndarray
187
+ Starting guess for the solution.
188
+ rtol, atol : float, optional
189
+ Parameters for the convergence test. For convergence,
190
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
191
+ The default is ``atol=0.`` and ``rtol=1e-5``.
192
+ maxiter : integer
193
+ Maximum number of iterations. Iteration will stop after maxiter
194
+ steps even if the specified tolerance has not been achieved.
195
+ M : {sparse matrix, ndarray, LinearOperator}
196
+ Preconditioner for A. The preconditioner should approximate the
197
+ inverse of A. Effective preconditioning dramatically improves the
198
+ rate of convergence, which implies that fewer iterations are needed
199
+ to reach a given error tolerance.
200
+ callback : function
201
+ User-supplied function to call after each iteration. It is called
202
+ as callback(xk), where xk is the current solution vector.
203
+ tol : float, optional, deprecated
204
+
205
+ .. deprecated:: 1.12.0
206
+ `bicgstab` keyword argument ``tol`` is deprecated in favor of
207
+ ``rtol`` and will be removed in SciPy 1.14.0.
208
+
209
+ Returns
210
+ -------
211
+ x : ndarray
212
+ The converged solution.
213
+ info : integer
214
+ Provides convergence information:
215
+ 0 : successful exit
216
+ >0 : convergence to tolerance not achieved, number of iterations
217
+ <0 : parameter breakdown
218
+
219
+ Examples
220
+ --------
221
+ >>> import numpy as np
222
+ >>> from scipy.sparse import csc_matrix
223
+ >>> from scipy.sparse.linalg import bicgstab
224
+ >>> R = np.array([[4, 2, 0, 1],
225
+ ... [3, 0, 0, 2],
226
+ ... [0, 1, 1, 1],
227
+ ... [0, 2, 1, 0]])
228
+ >>> A = csc_matrix(R)
229
+ >>> b = np.array([-1, -0.5, -1, 2])
230
+ >>> x, exit_code = bicgstab(A, b, atol=1e-5)
231
+ >>> print(exit_code) # 0 indicates successful convergence
232
+ 0
233
+ >>> np.allclose(A.dot(x), b)
234
+ True
235
+
236
+ """
237
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
238
+ bnrm2 = np.linalg.norm(b)
239
+
240
+ atol, _ = _get_atol_rtol('bicgstab', bnrm2, tol, atol, rtol)
241
+
242
+ if bnrm2 == 0:
243
+ return postprocess(b), 0
244
+
245
+ n = len(b)
246
+
247
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
248
+
249
+ if maxiter is None:
250
+ maxiter = n*10
251
+
252
+ matvec = A.matvec
253
+ psolve = M.matvec
254
+
255
+ # These values make no sense but coming from original Fortran code
256
+ # sqrt might have been meant instead.
257
+ rhotol = np.finfo(x.dtype.char).eps**2
258
+ omegatol = rhotol
259
+
260
+ # Dummy values to initialize vars, silence linter warnings
261
+ rho_prev, omega, alpha, p, v = None, None, None, None, None
262
+
263
+ r = b - matvec(x) if x.any() else b.copy()
264
+ rtilde = r.copy()
265
+
266
+ for iteration in range(maxiter):
267
+ if np.linalg.norm(r) < atol: # Are we done?
268
+ return postprocess(x), 0
269
+
270
+ rho = dotprod(rtilde, r)
271
+ if np.abs(rho) < rhotol: # rho breakdown
272
+ return postprocess(x), -10
273
+
274
+ if iteration > 0:
275
+ if np.abs(omega) < omegatol: # omega breakdown
276
+ return postprocess(x), -11
277
+
278
+ beta = (rho / rho_prev) * (alpha / omega)
279
+ p -= omega*v
280
+ p *= beta
281
+ p += r
282
+ else: # First spin
283
+ s = np.empty_like(r)
284
+ p = r.copy()
285
+
286
+ phat = psolve(p)
287
+ v = matvec(phat)
288
+ rv = dotprod(rtilde, v)
289
+ if rv == 0:
290
+ return postprocess(x), -11
291
+ alpha = rho / rv
292
+ r -= alpha*v
293
+ s[:] = r[:]
294
+
295
+ if np.linalg.norm(s) < atol:
296
+ x += alpha*phat
297
+ return postprocess(x), 0
298
+
299
+ shat = psolve(s)
300
+ t = matvec(shat)
301
+ omega = dotprod(t, s) / dotprod(t, t)
302
+ x += alpha*phat
303
+ x += omega*shat
304
+ r -= omega*t
305
+ rho_prev = rho
306
+
307
+ if callback:
308
+ callback(x)
309
+
310
+ else: # for loop exhausted
311
+ # Return incomplete progress
312
+ return postprocess(x), maxiter
313
+
314
+
315
+ @_deprecate_positional_args(version="1.14")
316
+ def cg(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None,
317
+ atol=0., rtol=1e-5):
318
+ """Use Conjugate Gradient iteration to solve ``Ax = b``.
319
+
320
+ Parameters
321
+ ----------
322
+ A : {sparse matrix, ndarray, LinearOperator}
323
+ The real or complex N-by-N matrix of the linear system.
324
+ ``A`` must represent a hermitian, positive definite matrix.
325
+ Alternatively, ``A`` can be a linear operator which can
326
+ produce ``Ax`` using, e.g.,
327
+ ``scipy.sparse.linalg.LinearOperator``.
328
+ b : ndarray
329
+ Right hand side of the linear system. Has shape (N,) or (N,1).
330
+ x0 : ndarray
331
+ Starting guess for the solution.
332
+ rtol, atol : float, optional
333
+ Parameters for the convergence test. For convergence,
334
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
335
+ The default is ``atol=0.`` and ``rtol=1e-5``.
336
+ maxiter : integer
337
+ Maximum number of iterations. Iteration will stop after maxiter
338
+ steps even if the specified tolerance has not been achieved.
339
+ M : {sparse matrix, ndarray, LinearOperator}
340
+ Preconditioner for A. The preconditioner should approximate the
341
+ inverse of A. Effective preconditioning dramatically improves the
342
+ rate of convergence, which implies that fewer iterations are needed
343
+ to reach a given error tolerance.
344
+ callback : function
345
+ User-supplied function to call after each iteration. It is called
346
+ as callback(xk), where xk is the current solution vector.
347
+ tol : float, optional, deprecated
348
+
349
+ .. deprecated:: 1.12.0
350
+ `cg` keyword argument ``tol`` is deprecated in favor of ``rtol`` and
351
+ will be removed in SciPy 1.14.0.
352
+
353
+ Returns
354
+ -------
355
+ x : ndarray
356
+ The converged solution.
357
+ info : integer
358
+ Provides convergence information:
359
+ 0 : successful exit
360
+ >0 : convergence to tolerance not achieved, number of iterations
361
+
362
+ Examples
363
+ --------
364
+ >>> import numpy as np
365
+ >>> from scipy.sparse import csc_matrix
366
+ >>> from scipy.sparse.linalg import cg
367
+ >>> P = np.array([[4, 0, 1, 0],
368
+ ... [0, 5, 0, 0],
369
+ ... [1, 0, 3, 2],
370
+ ... [0, 0, 2, 4]])
371
+ >>> A = csc_matrix(P)
372
+ >>> b = np.array([-1, -0.5, -1, 2])
373
+ >>> x, exit_code = cg(A, b, atol=1e-5)
374
+ >>> print(exit_code) # 0 indicates successful convergence
375
+ 0
376
+ >>> np.allclose(A.dot(x), b)
377
+ True
378
+
379
+ """
380
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
381
+ bnrm2 = np.linalg.norm(b)
382
+
383
+ atol, _ = _get_atol_rtol('cg', bnrm2, tol, atol, rtol)
384
+
385
+ if bnrm2 == 0:
386
+ return postprocess(b), 0
387
+
388
+ n = len(b)
389
+
390
+ if maxiter is None:
391
+ maxiter = n*10
392
+
393
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
394
+
395
+ matvec = A.matvec
396
+ psolve = M.matvec
397
+ r = b - matvec(x) if x.any() else b.copy()
398
+
399
+ # Dummy value to initialize var, silences warnings
400
+ rho_prev, p = None, None
401
+
402
+ for iteration in range(maxiter):
403
+ if np.linalg.norm(r) < atol: # Are we done?
404
+ return postprocess(x), 0
405
+
406
+ z = psolve(r)
407
+ rho_cur = dotprod(r, z)
408
+ if iteration > 0:
409
+ beta = rho_cur / rho_prev
410
+ p *= beta
411
+ p += z
412
+ else: # First spin
413
+ p = np.empty_like(r)
414
+ p[:] = z[:]
415
+
416
+ q = matvec(p)
417
+ alpha = rho_cur / dotprod(p, q)
418
+ x += alpha*p
419
+ r -= alpha*q
420
+ rho_prev = rho_cur
421
+
422
+ if callback:
423
+ callback(x)
424
+
425
+ else: # for loop exhausted
426
+ # Return incomplete progress
427
+ return postprocess(x), maxiter
428
+
429
+
430
+ @_deprecate_positional_args(version="1.14")
431
+ def cgs(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None,
432
+ atol=0., rtol=1e-5):
433
+ """Use Conjugate Gradient Squared iteration to solve ``Ax = b``.
434
+
435
+ Parameters
436
+ ----------
437
+ A : {sparse matrix, ndarray, LinearOperator}
438
+ The real-valued N-by-N matrix of the linear system.
439
+ Alternatively, ``A`` can be a linear operator which can
440
+ produce ``Ax`` using, e.g.,
441
+ ``scipy.sparse.linalg.LinearOperator``.
442
+ b : ndarray
443
+ Right hand side of the linear system. Has shape (N,) or (N,1).
444
+ x0 : ndarray
445
+ Starting guess for the solution.
446
+ rtol, atol : float, optional
447
+ Parameters for the convergence test. For convergence,
448
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
449
+ The default is ``atol=0.`` and ``rtol=1e-5``.
450
+ maxiter : integer
451
+ Maximum number of iterations. Iteration will stop after maxiter
452
+ steps even if the specified tolerance has not been achieved.
453
+ M : {sparse matrix, ndarray, LinearOperator}
454
+ Preconditioner for A. The preconditioner should approximate the
455
+ inverse of A. Effective preconditioning dramatically improves the
456
+ rate of convergence, which implies that fewer iterations are needed
457
+ to reach a given error tolerance.
458
+ callback : function
459
+ User-supplied function to call after each iteration. It is called
460
+ as callback(xk), where xk is the current solution vector.
461
+ tol : float, optional, deprecated
462
+
463
+ .. deprecated:: 1.12.0
464
+ `cgs` keyword argument ``tol`` is deprecated in favor of ``rtol``
465
+ and will be removed in SciPy 1.14.0.
466
+
467
+ Returns
468
+ -------
469
+ x : ndarray
470
+ The converged solution.
471
+ info : integer
472
+ Provides convergence information:
473
+ 0 : successful exit
474
+ >0 : convergence to tolerance not achieved, number of iterations
475
+ <0 : parameter breakdown
476
+
477
+ Examples
478
+ --------
479
+ >>> import numpy as np
480
+ >>> from scipy.sparse import csc_matrix
481
+ >>> from scipy.sparse.linalg import cgs
482
+ >>> R = np.array([[4, 2, 0, 1],
483
+ ... [3, 0, 0, 2],
484
+ ... [0, 1, 1, 1],
485
+ ... [0, 2, 1, 0]])
486
+ >>> A = csc_matrix(R)
487
+ >>> b = np.array([-1, -0.5, -1, 2])
488
+ >>> x, exit_code = cgs(A, b)
489
+ >>> print(exit_code) # 0 indicates successful convergence
490
+ 0
491
+ >>> np.allclose(A.dot(x), b)
492
+ True
493
+
494
+ """
495
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
496
+ bnrm2 = np.linalg.norm(b)
497
+
498
+ atol, _ = _get_atol_rtol('cgs', bnrm2, tol, atol, rtol)
499
+
500
+ if bnrm2 == 0:
501
+ return postprocess(b), 0
502
+
503
+ n = len(b)
504
+
505
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
506
+
507
+ if maxiter is None:
508
+ maxiter = n*10
509
+
510
+ matvec = A.matvec
511
+ psolve = M.matvec
512
+
513
+ rhotol = np.finfo(x.dtype.char).eps**2
514
+
515
+ r = b - matvec(x) if x.any() else b.copy()
516
+
517
+ rtilde = r.copy()
518
+ bnorm = np.linalg.norm(b)
519
+ if bnorm == 0:
520
+ bnorm = 1
521
+
522
+ # Dummy values to initialize vars, silence linter warnings
523
+ rho_prev, p, u, q = None, None, None, None
524
+
525
+ for iteration in range(maxiter):
526
+ rnorm = np.linalg.norm(r)
527
+ if rnorm < atol: # Are we done?
528
+ return postprocess(x), 0
529
+
530
+ rho_cur = dotprod(rtilde, r)
531
+ if np.abs(rho_cur) < rhotol: # Breakdown case
532
+ return postprocess, -10
533
+
534
+ if iteration > 0:
535
+ beta = rho_cur / rho_prev
536
+
537
+ # u = r + beta * q
538
+ # p = u + beta * (q + beta * p);
539
+ u[:] = r[:]
540
+ u += beta*q
541
+
542
+ p *= beta
543
+ p += q
544
+ p *= beta
545
+ p += u
546
+
547
+ else: # First spin
548
+ p = r.copy()
549
+ u = r.copy()
550
+ q = np.empty_like(r)
551
+
552
+ phat = psolve(p)
553
+ vhat = matvec(phat)
554
+ rv = dotprod(rtilde, vhat)
555
+
556
+ if rv == 0: # Dot product breakdown
557
+ return postprocess(x), -11
558
+
559
+ alpha = rho_cur / rv
560
+ q[:] = u[:]
561
+ q -= alpha*vhat
562
+ uhat = psolve(u + q)
563
+ x += alpha*uhat
564
+
565
+ # Due to numerical error build-up the actual residual is computed
566
+ # instead of the following two lines that were in the original
567
+ # FORTRAN templates, still using a single matvec.
568
+
569
+ # qhat = matvec(uhat)
570
+ # r -= alpha*qhat
571
+ r = b - matvec(x)
572
+
573
+ rho_prev = rho_cur
574
+
575
+ if callback:
576
+ callback(x)
577
+
578
+ else: # for loop exhausted
579
+ # Return incomplete progress
580
+ return postprocess(x), maxiter
581
+
582
+
583
+ @_deprecate_positional_args(version="1.14")
584
+ def gmres(A, b, x0=None, *, tol=_NoValue, restart=None, maxiter=None, M=None,
585
+ callback=None, restrt=_NoValue, atol=0., callback_type=None,
586
+ rtol=1e-5):
587
+ """
588
+ Use Generalized Minimal RESidual iteration to solve ``Ax = b``.
589
+
590
+ Parameters
591
+ ----------
592
+ A : {sparse matrix, ndarray, LinearOperator}
593
+ The real or complex N-by-N matrix of the linear system.
594
+ Alternatively, ``A`` can be a linear operator which can
595
+ produce ``Ax`` using, e.g.,
596
+ ``scipy.sparse.linalg.LinearOperator``.
597
+ b : ndarray
598
+ Right hand side of the linear system. Has shape (N,) or (N,1).
599
+ x0 : ndarray
600
+ Starting guess for the solution (a vector of zeros by default).
601
+ atol, rtol : float
602
+ Parameters for the convergence test. For convergence,
603
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
604
+ The default is ``atol=0.`` and ``rtol=1e-5``.
605
+ restart : int, optional
606
+ Number of iterations between restarts. Larger values increase
607
+ iteration cost, but may be necessary for convergence.
608
+ If omitted, ``min(20, n)`` is used.
609
+ maxiter : int, optional
610
+ Maximum number of iterations (restart cycles). Iteration will stop
611
+ after maxiter steps even if the specified tolerance has not been
612
+ achieved. See `callback_type`.
613
+ M : {sparse matrix, ndarray, LinearOperator}
614
+ Inverse of the preconditioner of A. M should approximate the
615
+ inverse of A and be easy to solve for (see Notes). Effective
616
+ preconditioning dramatically improves the rate of convergence,
617
+ which implies that fewer iterations are needed to reach a given
618
+ error tolerance. By default, no preconditioner is used.
619
+ In this implementation, left preconditioning is used,
620
+ and the preconditioned residual is minimized. However, the final
621
+ convergence is tested with respect to the ``b - A @ x`` residual.
622
+ callback : function
623
+ User-supplied function to call after each iteration. It is called
624
+ as `callback(args)`, where `args` are selected by `callback_type`.
625
+ callback_type : {'x', 'pr_norm', 'legacy'}, optional
626
+ Callback function argument requested:
627
+ - ``x``: current iterate (ndarray), called on every restart
628
+ - ``pr_norm``: relative (preconditioned) residual norm (float),
629
+ called on every inner iteration
630
+ - ``legacy`` (default): same as ``pr_norm``, but also changes the
631
+ meaning of `maxiter` to count inner iterations instead of restart
632
+ cycles.
633
+
634
+ This keyword has no effect if `callback` is not set.
635
+ restrt : int, optional, deprecated
636
+
637
+ .. deprecated:: 0.11.0
638
+ `gmres` keyword argument ``restrt`` is deprecated in favor of
639
+ ``restart`` and will be removed in SciPy 1.14.0.
640
+ tol : float, optional, deprecated
641
+
642
+ .. deprecated:: 1.12.0
643
+ `gmres` keyword argument ``tol`` is deprecated in favor of ``rtol``
644
+ and will be removed in SciPy 1.14.0
645
+
646
+ Returns
647
+ -------
648
+ x : ndarray
649
+ The converged solution.
650
+ info : int
651
+ Provides convergence information:
652
+ 0 : successful exit
653
+ >0 : convergence to tolerance not achieved, number of iterations
654
+
655
+ See Also
656
+ --------
657
+ LinearOperator
658
+
659
+ Notes
660
+ -----
661
+ A preconditioner, P, is chosen such that P is close to A but easy to solve
662
+ for. The preconditioner parameter required by this routine is
663
+ ``M = P^-1``. The inverse should preferably not be calculated
664
+ explicitly. Rather, use the following template to produce M::
665
+
666
+ # Construct a linear operator that computes P^-1 @ x.
667
+ import scipy.sparse.linalg as spla
668
+ M_x = lambda x: spla.spsolve(P, x)
669
+ M = spla.LinearOperator((n, n), M_x)
670
+
671
+ Examples
672
+ --------
673
+ >>> import numpy as np
674
+ >>> from scipy.sparse import csc_matrix
675
+ >>> from scipy.sparse.linalg import gmres
676
+ >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
677
+ >>> b = np.array([2, 4, -1], dtype=float)
678
+ >>> x, exitCode = gmres(A, b, atol=1e-5)
679
+ >>> print(exitCode) # 0 indicates successful convergence
680
+ 0
681
+ >>> np.allclose(A.dot(x), b)
682
+ True
683
+ """
684
+
685
+ # Handle the deprecation frenzy
686
+ if restrt not in (None, _NoValue) and restart:
687
+ raise ValueError("Cannot specify both 'restart' and 'restrt'"
688
+ " keywords. Also 'rstrt' is deprecated."
689
+ " and will be removed in SciPy 1.14.0. Use "
690
+ "'restart' instead.")
691
+ if restrt is not _NoValue:
692
+ msg = ("'gmres' keyword argument 'restrt' is deprecated "
693
+ "in favor of 'restart' and will be removed in SciPy"
694
+ " 1.14.0. Until then, if set, 'rstrt' will override 'restart'."
695
+ )
696
+ warnings.warn(msg, DeprecationWarning, stacklevel=3)
697
+ restart = restrt
698
+
699
+ if callback is not None and callback_type is None:
700
+ # Warn about 'callback_type' semantic changes.
701
+ # Probably should be removed only in far future, Scipy 2.0 or so.
702
+ msg = ("scipy.sparse.linalg.gmres called without specifying "
703
+ "`callback_type`. The default value will be changed in"
704
+ " a future release. For compatibility, specify a value "
705
+ "for `callback_type` explicitly, e.g., "
706
+ "``gmres(..., callback_type='pr_norm')``, or to retain the "
707
+ "old behavior ``gmres(..., callback_type='legacy')``"
708
+ )
709
+ warnings.warn(msg, category=DeprecationWarning, stacklevel=3)
710
+
711
+ if callback_type is None:
712
+ callback_type = 'legacy'
713
+
714
+ if callback_type not in ('x', 'pr_norm', 'legacy'):
715
+ raise ValueError(f"Unknown callback_type: {callback_type!r}")
716
+
717
+ if callback is None:
718
+ callback_type = None
719
+
720
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
721
+ matvec = A.matvec
722
+ psolve = M.matvec
723
+ n = len(b)
724
+ bnrm2 = np.linalg.norm(b)
725
+
726
+ atol, _ = _get_atol_rtol('gmres', bnrm2, tol, atol, rtol)
727
+
728
+ if bnrm2 == 0:
729
+ return postprocess(b), 0
730
+
731
+ eps = np.finfo(x.dtype.char).eps
732
+
733
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
734
+
735
+ if maxiter is None:
736
+ maxiter = n*10
737
+
738
+ if restart is None:
739
+ restart = 20
740
+ restart = min(restart, n)
741
+
742
+ Mb_nrm2 = np.linalg.norm(psolve(b))
743
+
744
+ # ====================================================
745
+ # =========== Tolerance control from gh-8400 =========
746
+ # ====================================================
747
+ # Tolerance passed to GMRESREVCOM applies to the inner
748
+ # iteration and deals with the left-preconditioned
749
+ # residual.
750
+ ptol_max_factor = 1.
751
+ ptol = Mb_nrm2 * min(ptol_max_factor, atol / bnrm2)
752
+ presid = 0.
753
+ # ====================================================
754
+ lartg = get_lapack_funcs('lartg', dtype=x.dtype)
755
+
756
+ # allocate internal variables
757
+ v = np.empty([restart+1, n], dtype=x.dtype)
758
+ h = np.zeros([restart, restart+1], dtype=x.dtype)
759
+ givens = np.zeros([restart, 2], dtype=x.dtype)
760
+
761
+ # legacy iteration count
762
+ inner_iter = 0
763
+
764
+ for iteration in range(maxiter):
765
+ if iteration == 0:
766
+ r = b - matvec(x) if x.any() else b.copy()
767
+ if np.linalg.norm(r) < atol: # Are we done?
768
+ return postprocess(x), 0
769
+
770
+ v[0, :] = psolve(r)
771
+ tmp = np.linalg.norm(v[0, :])
772
+ v[0, :] *= (1 / tmp)
773
+ # RHS of the Hessenberg problem
774
+ S = np.zeros(restart+1, dtype=x.dtype)
775
+ S[0] = tmp
776
+
777
+ breakdown = False
778
+ for col in range(restart):
779
+ av = matvec(v[col, :])
780
+ w = psolve(av)
781
+
782
+ # Modified Gram-Schmidt
783
+ h0 = np.linalg.norm(w)
784
+ for k in range(col+1):
785
+ tmp = dotprod(v[k, :], w)
786
+ h[col, k] = tmp
787
+ w -= tmp*v[k, :]
788
+
789
+ h1 = np.linalg.norm(w)
790
+ h[col, col + 1] = h1
791
+ v[col + 1, :] = w[:]
792
+
793
+ # Exact solution indicator
794
+ if h1 <= eps*h0:
795
+ h[col, col + 1] = 0
796
+ breakdown = True
797
+ else:
798
+ v[col + 1, :] *= (1 / h1)
799
+
800
+ # apply past Givens rotations to current h column
801
+ for k in range(col):
802
+ c, s = givens[k, 0], givens[k, 1]
803
+ n0, n1 = h[col, [k, k+1]]
804
+ h[col, [k, k + 1]] = [c*n0 + s*n1, -s.conj()*n0 + c*n1]
805
+
806
+ # get and apply current rotation to h and S
807
+ c, s, mag = lartg(h[col, col], h[col, col+1])
808
+ givens[col, :] = [c, s]
809
+ h[col, [col, col+1]] = mag, 0
810
+
811
+ # S[col+1] component is always 0
812
+ tmp = -np.conjugate(s)*S[col]
813
+ S[[col, col + 1]] = [c*S[col], tmp]
814
+ presid = np.abs(tmp)
815
+ inner_iter += 1
816
+
817
+ if callback_type in ('legacy', 'pr_norm'):
818
+ callback(presid / bnrm2)
819
+ # Legacy behavior
820
+ if callback_type == 'legacy' and inner_iter == maxiter:
821
+ break
822
+ if presid <= ptol or breakdown:
823
+ break
824
+
825
+ # Solve h(col, col) upper triangular system and allow pseudo-solve
826
+ # singular cases as in (but without the f2py copies):
827
+ # y = trsv(h[:col+1, :col+1].T, S[:col+1])
828
+
829
+ if h[col, col] == 0:
830
+ S[col] = 0
831
+
832
+ y = np.zeros([col+1], dtype=x.dtype)
833
+ y[:] = S[:col+1]
834
+ for k in range(col, 0, -1):
835
+ if y[k] != 0:
836
+ y[k] /= h[k, k]
837
+ tmp = y[k]
838
+ y[:k] -= tmp*h[k, :k]
839
+ if y[0] != 0:
840
+ y[0] /= h[0, 0]
841
+
842
+ x += y @ v[:col+1, :]
843
+
844
+ r = b - matvec(x)
845
+ rnorm = np.linalg.norm(r)
846
+
847
+ # Legacy exit
848
+ if callback_type == 'legacy' and inner_iter == maxiter:
849
+ return postprocess(x), 0 if rnorm <= atol else maxiter
850
+
851
+ if callback_type == 'x':
852
+ callback(x)
853
+
854
+ if rnorm <= atol:
855
+ break
856
+ elif breakdown:
857
+ # Reached breakdown (= exact solution), but the external
858
+ # tolerance check failed. Bail out with failure.
859
+ break
860
+ elif presid <= ptol:
861
+ # Inner loop passed but outer didn't
862
+ ptol_max_factor = max(eps, 0.25 * ptol_max_factor)
863
+ else:
864
+ ptol_max_factor = min(1.0, 1.5 * ptol_max_factor)
865
+
866
+ ptol = presid * min(ptol_max_factor, atol / rnorm)
867
+
868
+ info = 0 if (rnorm <= atol) else maxiter
869
+ return postprocess(x), info
870
+
871
+
872
+ @_deprecate_positional_args(version="1.14")
873
+ def qmr(A, b, x0=None, *, tol=_NoValue, maxiter=None, M1=None, M2=None,
874
+ callback=None, atol=0., rtol=1e-5):
875
+ """Use Quasi-Minimal Residual iteration to solve ``Ax = b``.
876
+
877
+ Parameters
878
+ ----------
879
+ A : {sparse matrix, ndarray, LinearOperator}
880
+ The real-valued N-by-N matrix of the linear system.
881
+ Alternatively, ``A`` can be a linear operator which can
882
+ produce ``Ax`` and ``A^T x`` using, e.g.,
883
+ ``scipy.sparse.linalg.LinearOperator``.
884
+ b : ndarray
885
+ Right hand side of the linear system. Has shape (N,) or (N,1).
886
+ x0 : ndarray
887
+ Starting guess for the solution.
888
+ atol, rtol : float, optional
889
+ Parameters for the convergence test. For convergence,
890
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
891
+ The default is ``atol=0.`` and ``rtol=1e-5``.
892
+ maxiter : integer
893
+ Maximum number of iterations. Iteration will stop after maxiter
894
+ steps even if the specified tolerance has not been achieved.
895
+ M1 : {sparse matrix, ndarray, LinearOperator}
896
+ Left preconditioner for A.
897
+ M2 : {sparse matrix, ndarray, LinearOperator}
898
+ Right preconditioner for A. Used together with the left
899
+ preconditioner M1. The matrix M1@A@M2 should have better
900
+ conditioned than A alone.
901
+ callback : function
902
+ User-supplied function to call after each iteration. It is called
903
+ as callback(xk), where xk is the current solution vector.
904
+ tol : float, optional, deprecated
905
+
906
+ .. deprecated:: 1.12.0
907
+ `qmr` keyword argument ``tol`` is deprecated in favor of ``rtol``
908
+ and will be removed in SciPy 1.14.0.
909
+
910
+ Returns
911
+ -------
912
+ x : ndarray
913
+ The converged solution.
914
+ info : integer
915
+ Provides convergence information:
916
+ 0 : successful exit
917
+ >0 : convergence to tolerance not achieved, number of iterations
918
+ <0 : parameter breakdown
919
+
920
+ See Also
921
+ --------
922
+ LinearOperator
923
+
924
+ Examples
925
+ --------
926
+ >>> import numpy as np
927
+ >>> from scipy.sparse import csc_matrix
928
+ >>> from scipy.sparse.linalg import qmr
929
+ >>> A = csc_matrix([[3., 2., 0.], [1., -1., 0.], [0., 5., 1.]])
930
+ >>> b = np.array([2., 4., -1.])
931
+ >>> x, exitCode = qmr(A, b, atol=1e-5)
932
+ >>> print(exitCode) # 0 indicates successful convergence
933
+ 0
934
+ >>> np.allclose(A.dot(x), b)
935
+ True
936
+ """
937
+ A_ = A
938
+ A, M, x, b, postprocess = make_system(A, None, x0, b)
939
+ bnrm2 = np.linalg.norm(b)
940
+
941
+ atol, _ = _get_atol_rtol('qmr', bnrm2, tol, atol, rtol)
942
+
943
+ if bnrm2 == 0:
944
+ return postprocess(b), 0
945
+
946
+ if M1 is None and M2 is None:
947
+ if hasattr(A_, 'psolve'):
948
+ def left_psolve(b):
949
+ return A_.psolve(b, 'left')
950
+
951
+ def right_psolve(b):
952
+ return A_.psolve(b, 'right')
953
+
954
+ def left_rpsolve(b):
955
+ return A_.rpsolve(b, 'left')
956
+
957
+ def right_rpsolve(b):
958
+ return A_.rpsolve(b, 'right')
959
+ M1 = LinearOperator(A.shape,
960
+ matvec=left_psolve,
961
+ rmatvec=left_rpsolve)
962
+ M2 = LinearOperator(A.shape,
963
+ matvec=right_psolve,
964
+ rmatvec=right_rpsolve)
965
+ else:
966
+ def id(b):
967
+ return b
968
+ M1 = LinearOperator(A.shape, matvec=id, rmatvec=id)
969
+ M2 = LinearOperator(A.shape, matvec=id, rmatvec=id)
970
+
971
+ n = len(b)
972
+ if maxiter is None:
973
+ maxiter = n*10
974
+
975
+ dotprod = np.vdot if np.iscomplexobj(x) else np.dot
976
+
977
+ rhotol = np.finfo(x.dtype.char).eps
978
+ betatol = rhotol
979
+ gammatol = rhotol
980
+ deltatol = rhotol
981
+ epsilontol = rhotol
982
+ xitol = rhotol
983
+
984
+ r = b - A.matvec(x) if x.any() else b.copy()
985
+
986
+ vtilde = r.copy()
987
+ y = M1.matvec(vtilde)
988
+ rho = np.linalg.norm(y)
989
+ wtilde = r.copy()
990
+ z = M2.rmatvec(wtilde)
991
+ xi = np.linalg.norm(z)
992
+ gamma, eta, theta = 1, -1, 0
993
+ v = np.empty_like(vtilde)
994
+ w = np.empty_like(wtilde)
995
+
996
+ # Dummy values to initialize vars, silence linter warnings
997
+ epsilon, q, d, p, s = None, None, None, None, None
998
+
999
+ for iteration in range(maxiter):
1000
+ if np.linalg.norm(r) < atol: # Are we done?
1001
+ return postprocess(x), 0
1002
+ if np.abs(rho) < rhotol: # rho breakdown
1003
+ return postprocess(x), -10
1004
+ if np.abs(xi) < xitol: # xi breakdown
1005
+ return postprocess(x), -15
1006
+
1007
+ v[:] = vtilde[:]
1008
+ v *= (1 / rho)
1009
+ y *= (1 / rho)
1010
+ w[:] = wtilde[:]
1011
+ w *= (1 / xi)
1012
+ z *= (1 / xi)
1013
+ delta = dotprod(z, y)
1014
+
1015
+ if np.abs(delta) < deltatol: # delta breakdown
1016
+ return postprocess(x), -13
1017
+
1018
+ ytilde = M2.matvec(y)
1019
+ ztilde = M1.rmatvec(z)
1020
+
1021
+ if iteration > 0:
1022
+ ytilde -= (xi * delta / epsilon) * p
1023
+ p[:] = ytilde[:]
1024
+ ztilde -= (rho * (delta / epsilon).conj()) * q
1025
+ q[:] = ztilde[:]
1026
+ else: # First spin
1027
+ p = ytilde.copy()
1028
+ q = ztilde.copy()
1029
+
1030
+ ptilde = A.matvec(p)
1031
+ epsilon = dotprod(q, ptilde)
1032
+ if np.abs(epsilon) < epsilontol: # epsilon breakdown
1033
+ return postprocess(x), -14
1034
+
1035
+ beta = epsilon / delta
1036
+ if np.abs(beta) < betatol: # beta breakdown
1037
+ return postprocess(x), -11
1038
+
1039
+ vtilde[:] = ptilde[:]
1040
+ vtilde -= beta*v
1041
+ y = M1.matvec(vtilde)
1042
+
1043
+ rho_prev = rho
1044
+ rho = np.linalg.norm(y)
1045
+ wtilde[:] = w[:]
1046
+ wtilde *= - beta.conj()
1047
+ wtilde += A.rmatvec(q)
1048
+ z = M2.rmatvec(wtilde)
1049
+ xi = np.linalg.norm(z)
1050
+ gamma_prev = gamma
1051
+ theta_prev = theta
1052
+ theta = rho / (gamma_prev * np.abs(beta))
1053
+ gamma = 1 / np.sqrt(1 + theta**2)
1054
+
1055
+ if np.abs(gamma) < gammatol: # gamma breakdown
1056
+ return postprocess(x), -12
1057
+
1058
+ eta *= -(rho_prev / beta) * (gamma / gamma_prev)**2
1059
+
1060
+ if iteration > 0:
1061
+ d *= (theta_prev * gamma) ** 2
1062
+ d += eta*p
1063
+ s *= (theta_prev * gamma) ** 2
1064
+ s += eta*ptilde
1065
+ else:
1066
+ d = p.copy()
1067
+ d *= eta
1068
+ s = ptilde.copy()
1069
+ s *= eta
1070
+
1071
+ x += d
1072
+ r -= s
1073
+
1074
+ if callback:
1075
+ callback(x)
1076
+
1077
+ else: # for loop exhausted
1078
+ # Return incomplete progress
1079
+ return postprocess(x), maxiter
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lgmres.py ADDED
@@ -0,0 +1,242 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Copyright (C) 2009, Pauli Virtanen <[email protected]>
2
+ # Distributed under the same license as SciPy.
3
+
4
+ import numpy as np
5
+ from numpy.linalg import LinAlgError
6
+ from scipy.linalg import get_blas_funcs
7
+ from .iterative import _get_atol_rtol
8
+ from .utils import make_system
9
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
10
+
11
+ from ._gcrotmk import _fgmres
12
+
13
+ __all__ = ['lgmres']
14
+
15
+
16
+ @_deprecate_positional_args(version="1.14.0")
17
+ def lgmres(A, b, x0=None, *, tol=_NoValue, maxiter=1000, M=None, callback=None,
18
+ inner_m=30, outer_k=3, outer_v=None, store_outer_Av=True,
19
+ prepend_outer_v=False, atol=None, rtol=1e-5):
20
+ """
21
+ Solve a matrix equation using the LGMRES algorithm.
22
+
23
+ The LGMRES algorithm [1]_ [2]_ is designed to avoid some problems
24
+ in the convergence in restarted GMRES, and often converges in fewer
25
+ iterations.
26
+
27
+ Parameters
28
+ ----------
29
+ A : {sparse matrix, ndarray, LinearOperator}
30
+ The real or complex N-by-N matrix of the linear system.
31
+ Alternatively, ``A`` can be a linear operator which can
32
+ produce ``Ax`` using, e.g.,
33
+ ``scipy.sparse.linalg.LinearOperator``.
34
+ b : ndarray
35
+ Right hand side of the linear system. Has shape (N,) or (N,1).
36
+ x0 : ndarray
37
+ Starting guess for the solution.
38
+ rtol, atol : float, optional
39
+ Parameters for the convergence test. For convergence,
40
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
41
+ The default is ``rtol=1e-5``, the default for ``atol`` is ``rtol``.
42
+
43
+ .. warning::
44
+
45
+ The default value for ``atol`` will be changed to ``0.0`` in
46
+ SciPy 1.14.0.
47
+ maxiter : int, optional
48
+ Maximum number of iterations. Iteration will stop after maxiter
49
+ steps even if the specified tolerance has not been achieved.
50
+ M : {sparse matrix, ndarray, LinearOperator}, optional
51
+ Preconditioner for A. The preconditioner should approximate the
52
+ inverse of A. Effective preconditioning dramatically improves the
53
+ rate of convergence, which implies that fewer iterations are needed
54
+ to reach a given error tolerance.
55
+ callback : function, optional
56
+ User-supplied function to call after each iteration. It is called
57
+ as callback(xk), where xk is the current solution vector.
58
+ inner_m : int, optional
59
+ Number of inner GMRES iterations per each outer iteration.
60
+ outer_k : int, optional
61
+ Number of vectors to carry between inner GMRES iterations.
62
+ According to [1]_, good values are in the range of 1...3.
63
+ However, note that if you want to use the additional vectors to
64
+ accelerate solving multiple similar problems, larger values may
65
+ be beneficial.
66
+ outer_v : list of tuples, optional
67
+ List containing tuples ``(v, Av)`` of vectors and corresponding
68
+ matrix-vector products, used to augment the Krylov subspace, and
69
+ carried between inner GMRES iterations. The element ``Av`` can
70
+ be `None` if the matrix-vector product should be re-evaluated.
71
+ This parameter is modified in-place by `lgmres`, and can be used
72
+ to pass "guess" vectors in and out of the algorithm when solving
73
+ similar problems.
74
+ store_outer_Av : bool, optional
75
+ Whether LGMRES should store also A@v in addition to vectors `v`
76
+ in the `outer_v` list. Default is True.
77
+ prepend_outer_v : bool, optional
78
+ Whether to put outer_v augmentation vectors before Krylov iterates.
79
+ In standard LGMRES, prepend_outer_v=False.
80
+ tol : float, optional, deprecated
81
+
82
+ .. deprecated:: 1.12.0
83
+ `lgmres` keyword argument ``tol`` is deprecated in favor of ``rtol``
84
+ and will be removed in SciPy 1.14.0.
85
+
86
+ Returns
87
+ -------
88
+ x : ndarray
89
+ The converged solution.
90
+ info : int
91
+ Provides convergence information:
92
+
93
+ - 0 : successful exit
94
+ - >0 : convergence to tolerance not achieved, number of iterations
95
+ - <0 : illegal input or breakdown
96
+
97
+ Notes
98
+ -----
99
+ The LGMRES algorithm [1]_ [2]_ is designed to avoid the
100
+ slowing of convergence in restarted GMRES, due to alternating
101
+ residual vectors. Typically, it often outperforms GMRES(m) of
102
+ comparable memory requirements by some measure, or at least is not
103
+ much worse.
104
+
105
+ Another advantage in this algorithm is that you can supply it with
106
+ 'guess' vectors in the `outer_v` argument that augment the Krylov
107
+ subspace. If the solution lies close to the span of these vectors,
108
+ the algorithm converges faster. This can be useful if several very
109
+ similar matrices need to be inverted one after another, such as in
110
+ Newton-Krylov iteration where the Jacobian matrix often changes
111
+ little in the nonlinear steps.
112
+
113
+ References
114
+ ----------
115
+ .. [1] A.H. Baker and E.R. Jessup and T. Manteuffel, "A Technique for
116
+ Accelerating the Convergence of Restarted GMRES", SIAM J. Matrix
117
+ Anal. Appl. 26, 962 (2005).
118
+ .. [2] A.H. Baker, "On Improving the Performance of the Linear Solver
119
+ restarted GMRES", PhD thesis, University of Colorado (2003).
120
+
121
+ Examples
122
+ --------
123
+ >>> import numpy as np
124
+ >>> from scipy.sparse import csc_matrix
125
+ >>> from scipy.sparse.linalg import lgmres
126
+ >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
127
+ >>> b = np.array([2, 4, -1], dtype=float)
128
+ >>> x, exitCode = lgmres(A, b, atol=1e-5)
129
+ >>> print(exitCode) # 0 indicates successful convergence
130
+ 0
131
+ >>> np.allclose(A.dot(x), b)
132
+ True
133
+ """
134
+ A,M,x,b,postprocess = make_system(A,M,x0,b)
135
+
136
+ if not np.isfinite(b).all():
137
+ raise ValueError("RHS must contain only finite numbers")
138
+
139
+ matvec = A.matvec
140
+ psolve = M.matvec
141
+
142
+ if outer_v is None:
143
+ outer_v = []
144
+
145
+ axpy, dot, scal = None, None, None
146
+ nrm2 = get_blas_funcs('nrm2', [b])
147
+
148
+ b_norm = nrm2(b)
149
+
150
+ # we call this to get the right atol/rtol and raise warnings as necessary
151
+ atol, rtol = _get_atol_rtol('lgmres', b_norm, tol, atol, rtol)
152
+
153
+ if b_norm == 0:
154
+ x = b
155
+ return (postprocess(x), 0)
156
+
157
+ ptol_max_factor = 1.0
158
+
159
+ for k_outer in range(maxiter):
160
+ r_outer = matvec(x) - b
161
+
162
+ # -- callback
163
+ if callback is not None:
164
+ callback(x)
165
+
166
+ # -- determine input type routines
167
+ if axpy is None:
168
+ if np.iscomplexobj(r_outer) and not np.iscomplexobj(x):
169
+ x = x.astype(r_outer.dtype)
170
+ axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'],
171
+ (x, r_outer))
172
+
173
+ # -- check stopping condition
174
+ r_norm = nrm2(r_outer)
175
+ if r_norm <= max(atol, rtol * b_norm):
176
+ break
177
+
178
+ # -- inner LGMRES iteration
179
+ v0 = -psolve(r_outer)
180
+ inner_res_0 = nrm2(v0)
181
+
182
+ if inner_res_0 == 0:
183
+ rnorm = nrm2(r_outer)
184
+ raise RuntimeError("Preconditioner returned a zero vector; "
185
+ "|v| ~ %.1g, |M v| = 0" % rnorm)
186
+
187
+ v0 = scal(1.0/inner_res_0, v0)
188
+
189
+ ptol = min(ptol_max_factor, max(atol, rtol*b_norm)/r_norm)
190
+
191
+ try:
192
+ Q, R, B, vs, zs, y, pres = _fgmres(matvec,
193
+ v0,
194
+ inner_m,
195
+ lpsolve=psolve,
196
+ atol=ptol,
197
+ outer_v=outer_v,
198
+ prepend_outer_v=prepend_outer_v)
199
+ y *= inner_res_0
200
+ if not np.isfinite(y).all():
201
+ # Overflow etc. in computation. There's no way to
202
+ # recover from this, so we have to bail out.
203
+ raise LinAlgError()
204
+ except LinAlgError:
205
+ # Floating point over/underflow, non-finite result from
206
+ # matmul etc. -- report failure.
207
+ return postprocess(x), k_outer + 1
208
+
209
+ # Inner loop tolerance control
210
+ if pres > ptol:
211
+ ptol_max_factor = min(1.0, 1.5 * ptol_max_factor)
212
+ else:
213
+ ptol_max_factor = max(1e-16, 0.25 * ptol_max_factor)
214
+
215
+ # -- GMRES terminated: eval solution
216
+ dx = zs[0]*y[0]
217
+ for w, yc in zip(zs[1:], y[1:]):
218
+ dx = axpy(w, dx, dx.shape[0], yc) # dx += w*yc
219
+
220
+ # -- Store LGMRES augmentation vectors
221
+ nx = nrm2(dx)
222
+ if nx > 0:
223
+ if store_outer_Av:
224
+ q = Q.dot(R.dot(y))
225
+ ax = vs[0]*q[0]
226
+ for v, qc in zip(vs[1:], q[1:]):
227
+ ax = axpy(v, ax, ax.shape[0], qc)
228
+ outer_v.append((dx/nx, ax/nx))
229
+ else:
230
+ outer_v.append((dx/nx, None))
231
+
232
+ # -- Retain only a finite number of augmentation vectors
233
+ while len(outer_v) > outer_k:
234
+ del outer_v[0]
235
+
236
+ # -- Apply step
237
+ x += dx
238
+ else:
239
+ # didn't converge ...
240
+ return postprocess(x), maxiter
241
+
242
+ return postprocess(x), 0
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lsmr.py ADDED
@@ -0,0 +1,486 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Copyright (C) 2010 David Fong and Michael Saunders
3
+
4
+ LSMR uses an iterative method.
5
+
6
+ 07 Jun 2010: Documentation updated
7
+ 03 Jun 2010: First release version in Python
8
+
9
+ David Chin-lung Fong [email protected]
10
+ Institute for Computational and Mathematical Engineering
11
+ Stanford University
12
+
13
+ Michael Saunders [email protected]
14
+ Systems Optimization Laboratory
15
+ Dept of MS&E, Stanford University.
16
+
17
+ """
18
+
19
+ __all__ = ['lsmr']
20
+
21
+ from numpy import zeros, inf, atleast_1d, result_type
22
+ from numpy.linalg import norm
23
+ from math import sqrt
24
+ from scipy.sparse.linalg._interface import aslinearoperator
25
+
26
+ from scipy.sparse.linalg._isolve.lsqr import _sym_ortho
27
+
28
+
29
+ def lsmr(A, b, damp=0.0, atol=1e-6, btol=1e-6, conlim=1e8,
30
+ maxiter=None, show=False, x0=None):
31
+ """Iterative solver for least-squares problems.
32
+
33
+ lsmr solves the system of linear equations ``Ax = b``. If the system
34
+ is inconsistent, it solves the least-squares problem ``min ||b - Ax||_2``.
35
+ ``A`` is a rectangular matrix of dimension m-by-n, where all cases are
36
+ allowed: m = n, m > n, or m < n. ``b`` is a vector of length m.
37
+ The matrix A may be dense or sparse (usually sparse).
38
+
39
+ Parameters
40
+ ----------
41
+ A : {sparse matrix, ndarray, LinearOperator}
42
+ Matrix A in the linear system.
43
+ Alternatively, ``A`` can be a linear operator which can
44
+ produce ``Ax`` and ``A^H x`` using, e.g.,
45
+ ``scipy.sparse.linalg.LinearOperator``.
46
+ b : array_like, shape (m,)
47
+ Vector ``b`` in the linear system.
48
+ damp : float
49
+ Damping factor for regularized least-squares. `lsmr` solves
50
+ the regularized least-squares problem::
51
+
52
+ min ||(b) - ( A )x||
53
+ ||(0) (damp*I) ||_2
54
+
55
+ where damp is a scalar. If damp is None or 0, the system
56
+ is solved without regularization. Default is 0.
57
+ atol, btol : float, optional
58
+ Stopping tolerances. `lsmr` continues iterations until a
59
+ certain backward error estimate is smaller than some quantity
60
+ depending on atol and btol. Let ``r = b - Ax`` be the
61
+ residual vector for the current approximate solution ``x``.
62
+ If ``Ax = b`` seems to be consistent, `lsmr` terminates
63
+ when ``norm(r) <= atol * norm(A) * norm(x) + btol * norm(b)``.
64
+ Otherwise, `lsmr` terminates when ``norm(A^H r) <=
65
+ atol * norm(A) * norm(r)``. If both tolerances are 1.0e-6 (default),
66
+ the final ``norm(r)`` should be accurate to about 6
67
+ digits. (The final ``x`` will usually have fewer correct digits,
68
+ depending on ``cond(A)`` and the size of LAMBDA.) If `atol`
69
+ or `btol` is None, a default value of 1.0e-6 will be used.
70
+ Ideally, they should be estimates of the relative error in the
71
+ entries of ``A`` and ``b`` respectively. For example, if the entries
72
+ of ``A`` have 7 correct digits, set ``atol = 1e-7``. This prevents
73
+ the algorithm from doing unnecessary work beyond the
74
+ uncertainty of the input data.
75
+ conlim : float, optional
76
+ `lsmr` terminates if an estimate of ``cond(A)`` exceeds
77
+ `conlim`. For compatible systems ``Ax = b``, conlim could be
78
+ as large as 1.0e+12 (say). For least-squares problems,
79
+ `conlim` should be less than 1.0e+8. If `conlim` is None, the
80
+ default value is 1e+8. Maximum precision can be obtained by
81
+ setting ``atol = btol = conlim = 0``, but the number of
82
+ iterations may then be excessive. Default is 1e8.
83
+ maxiter : int, optional
84
+ `lsmr` terminates if the number of iterations reaches
85
+ `maxiter`. The default is ``maxiter = min(m, n)``. For
86
+ ill-conditioned systems, a larger value of `maxiter` may be
87
+ needed. Default is False.
88
+ show : bool, optional
89
+ Print iterations logs if ``show=True``. Default is False.
90
+ x0 : array_like, shape (n,), optional
91
+ Initial guess of ``x``, if None zeros are used. Default is None.
92
+
93
+ .. versionadded:: 1.0.0
94
+
95
+ Returns
96
+ -------
97
+ x : ndarray of float
98
+ Least-square solution returned.
99
+ istop : int
100
+ istop gives the reason for stopping::
101
+
102
+ istop = 0 means x=0 is a solution. If x0 was given, then x=x0 is a
103
+ solution.
104
+ = 1 means x is an approximate solution to A@x = B,
105
+ according to atol and btol.
106
+ = 2 means x approximately solves the least-squares problem
107
+ according to atol.
108
+ = 3 means COND(A) seems to be greater than CONLIM.
109
+ = 4 is the same as 1 with atol = btol = eps (machine
110
+ precision)
111
+ = 5 is the same as 2 with atol = eps.
112
+ = 6 is the same as 3 with CONLIM = 1/eps.
113
+ = 7 means ITN reached maxiter before the other stopping
114
+ conditions were satisfied.
115
+
116
+ itn : int
117
+ Number of iterations used.
118
+ normr : float
119
+ ``norm(b-Ax)``
120
+ normar : float
121
+ ``norm(A^H (b - Ax))``
122
+ norma : float
123
+ ``norm(A)``
124
+ conda : float
125
+ Condition number of A.
126
+ normx : float
127
+ ``norm(x)``
128
+
129
+ Notes
130
+ -----
131
+
132
+ .. versionadded:: 0.11.0
133
+
134
+ References
135
+ ----------
136
+ .. [1] D. C.-L. Fong and M. A. Saunders,
137
+ "LSMR: An iterative algorithm for sparse least-squares problems",
138
+ SIAM J. Sci. Comput., vol. 33, pp. 2950-2971, 2011.
139
+ :arxiv:`1006.0758`
140
+ .. [2] LSMR Software, https://web.stanford.edu/group/SOL/software/lsmr/
141
+
142
+ Examples
143
+ --------
144
+ >>> import numpy as np
145
+ >>> from scipy.sparse import csc_matrix
146
+ >>> from scipy.sparse.linalg import lsmr
147
+ >>> A = csc_matrix([[1., 0.], [1., 1.], [0., 1.]], dtype=float)
148
+
149
+ The first example has the trivial solution ``[0, 0]``
150
+
151
+ >>> b = np.array([0., 0., 0.], dtype=float)
152
+ >>> x, istop, itn, normr = lsmr(A, b)[:4]
153
+ >>> istop
154
+ 0
155
+ >>> x
156
+ array([0., 0.])
157
+
158
+ The stopping code `istop=0` returned indicates that a vector of zeros was
159
+ found as a solution. The returned solution `x` indeed contains
160
+ ``[0., 0.]``. The next example has a non-trivial solution:
161
+
162
+ >>> b = np.array([1., 0., -1.], dtype=float)
163
+ >>> x, istop, itn, normr = lsmr(A, b)[:4]
164
+ >>> istop
165
+ 1
166
+ >>> x
167
+ array([ 1., -1.])
168
+ >>> itn
169
+ 1
170
+ >>> normr
171
+ 4.440892098500627e-16
172
+
173
+ As indicated by `istop=1`, `lsmr` found a solution obeying the tolerance
174
+ limits. The given solution ``[1., -1.]`` obviously solves the equation. The
175
+ remaining return values include information about the number of iterations
176
+ (`itn=1`) and the remaining difference of left and right side of the solved
177
+ equation.
178
+ The final example demonstrates the behavior in the case where there is no
179
+ solution for the equation:
180
+
181
+ >>> b = np.array([1., 0.01, -1.], dtype=float)
182
+ >>> x, istop, itn, normr = lsmr(A, b)[:4]
183
+ >>> istop
184
+ 2
185
+ >>> x
186
+ array([ 1.00333333, -0.99666667])
187
+ >>> A.dot(x)-b
188
+ array([ 0.00333333, -0.00333333, 0.00333333])
189
+ >>> normr
190
+ 0.005773502691896255
191
+
192
+ `istop` indicates that the system is inconsistent and thus `x` is rather an
193
+ approximate solution to the corresponding least-squares problem. `normr`
194
+ contains the minimal distance that was found.
195
+ """
196
+
197
+ A = aslinearoperator(A)
198
+ b = atleast_1d(b)
199
+ if b.ndim > 1:
200
+ b = b.squeeze()
201
+
202
+ msg = ('The exact solution is x = 0, or x = x0, if x0 was given ',
203
+ 'Ax - b is small enough, given atol, btol ',
204
+ 'The least-squares solution is good enough, given atol ',
205
+ 'The estimate of cond(Abar) has exceeded conlim ',
206
+ 'Ax - b is small enough for this machine ',
207
+ 'The least-squares solution is good enough for this machine',
208
+ 'Cond(Abar) seems to be too large for this machine ',
209
+ 'The iteration limit has been reached ')
210
+
211
+ hdg1 = ' itn x(1) norm r norm Ar'
212
+ hdg2 = ' compatible LS norm A cond A'
213
+ pfreq = 20 # print frequency (for repeating the heading)
214
+ pcount = 0 # print counter
215
+
216
+ m, n = A.shape
217
+
218
+ # stores the num of singular values
219
+ minDim = min([m, n])
220
+
221
+ if maxiter is None:
222
+ maxiter = minDim
223
+
224
+ if x0 is None:
225
+ dtype = result_type(A, b, float)
226
+ else:
227
+ dtype = result_type(A, b, x0, float)
228
+
229
+ if show:
230
+ print(' ')
231
+ print('LSMR Least-squares solution of Ax = b\n')
232
+ print(f'The matrix A has {m} rows and {n} columns')
233
+ print('damp = %20.14e\n' % (damp))
234
+ print(f'atol = {atol:8.2e} conlim = {conlim:8.2e}\n')
235
+ print(f'btol = {btol:8.2e} maxiter = {maxiter:8g}\n')
236
+
237
+ u = b
238
+ normb = norm(b)
239
+ if x0 is None:
240
+ x = zeros(n, dtype)
241
+ beta = normb.copy()
242
+ else:
243
+ x = atleast_1d(x0.copy())
244
+ u = u - A.matvec(x)
245
+ beta = norm(u)
246
+
247
+ if beta > 0:
248
+ u = (1 / beta) * u
249
+ v = A.rmatvec(u)
250
+ alpha = norm(v)
251
+ else:
252
+ v = zeros(n, dtype)
253
+ alpha = 0
254
+
255
+ if alpha > 0:
256
+ v = (1 / alpha) * v
257
+
258
+ # Initialize variables for 1st iteration.
259
+
260
+ itn = 0
261
+ zetabar = alpha * beta
262
+ alphabar = alpha
263
+ rho = 1
264
+ rhobar = 1
265
+ cbar = 1
266
+ sbar = 0
267
+
268
+ h = v.copy()
269
+ hbar = zeros(n, dtype)
270
+
271
+ # Initialize variables for estimation of ||r||.
272
+
273
+ betadd = beta
274
+ betad = 0
275
+ rhodold = 1
276
+ tautildeold = 0
277
+ thetatilde = 0
278
+ zeta = 0
279
+ d = 0
280
+
281
+ # Initialize variables for estimation of ||A|| and cond(A)
282
+
283
+ normA2 = alpha * alpha
284
+ maxrbar = 0
285
+ minrbar = 1e+100
286
+ normA = sqrt(normA2)
287
+ condA = 1
288
+ normx = 0
289
+
290
+ # Items for use in stopping rules, normb set earlier
291
+ istop = 0
292
+ ctol = 0
293
+ if conlim > 0:
294
+ ctol = 1 / conlim
295
+ normr = beta
296
+
297
+ # Reverse the order here from the original matlab code because
298
+ # there was an error on return when arnorm==0
299
+ normar = alpha * beta
300
+ if normar == 0:
301
+ if show:
302
+ print(msg[0])
303
+ return x, istop, itn, normr, normar, normA, condA, normx
304
+
305
+ if normb == 0:
306
+ x[()] = 0
307
+ return x, istop, itn, normr, normar, normA, condA, normx
308
+
309
+ if show:
310
+ print(' ')
311
+ print(hdg1, hdg2)
312
+ test1 = 1
313
+ test2 = alpha / beta
314
+ str1 = f'{itn:6g} {x[0]:12.5e}'
315
+ str2 = f' {normr:10.3e} {normar:10.3e}'
316
+ str3 = f' {test1:8.1e} {test2:8.1e}'
317
+ print(''.join([str1, str2, str3]))
318
+
319
+ # Main iteration loop.
320
+ while itn < maxiter:
321
+ itn = itn + 1
322
+
323
+ # Perform the next step of the bidiagonalization to obtain the
324
+ # next beta, u, alpha, v. These satisfy the relations
325
+ # beta*u = A@v - alpha*u,
326
+ # alpha*v = A'@u - beta*v.
327
+
328
+ u *= -alpha
329
+ u += A.matvec(v)
330
+ beta = norm(u)
331
+
332
+ if beta > 0:
333
+ u *= (1 / beta)
334
+ v *= -beta
335
+ v += A.rmatvec(u)
336
+ alpha = norm(v)
337
+ if alpha > 0:
338
+ v *= (1 / alpha)
339
+
340
+ # At this point, beta = beta_{k+1}, alpha = alpha_{k+1}.
341
+
342
+ # Construct rotation Qhat_{k,2k+1}.
343
+
344
+ chat, shat, alphahat = _sym_ortho(alphabar, damp)
345
+
346
+ # Use a plane rotation (Q_i) to turn B_i to R_i
347
+
348
+ rhoold = rho
349
+ c, s, rho = _sym_ortho(alphahat, beta)
350
+ thetanew = s*alpha
351
+ alphabar = c*alpha
352
+
353
+ # Use a plane rotation (Qbar_i) to turn R_i^T to R_i^bar
354
+
355
+ rhobarold = rhobar
356
+ zetaold = zeta
357
+ thetabar = sbar * rho
358
+ rhotemp = cbar * rho
359
+ cbar, sbar, rhobar = _sym_ortho(cbar * rho, thetanew)
360
+ zeta = cbar * zetabar
361
+ zetabar = - sbar * zetabar
362
+
363
+ # Update h, h_hat, x.
364
+
365
+ hbar *= - (thetabar * rho / (rhoold * rhobarold))
366
+ hbar += h
367
+ x += (zeta / (rho * rhobar)) * hbar
368
+ h *= - (thetanew / rho)
369
+ h += v
370
+
371
+ # Estimate of ||r||.
372
+
373
+ # Apply rotation Qhat_{k,2k+1}.
374
+ betaacute = chat * betadd
375
+ betacheck = -shat * betadd
376
+
377
+ # Apply rotation Q_{k,k+1}.
378
+ betahat = c * betaacute
379
+ betadd = -s * betaacute
380
+
381
+ # Apply rotation Qtilde_{k-1}.
382
+ # betad = betad_{k-1} here.
383
+
384
+ thetatildeold = thetatilde
385
+ ctildeold, stildeold, rhotildeold = _sym_ortho(rhodold, thetabar)
386
+ thetatilde = stildeold * rhobar
387
+ rhodold = ctildeold * rhobar
388
+ betad = - stildeold * betad + ctildeold * betahat
389
+
390
+ # betad = betad_k here.
391
+ # rhodold = rhod_k here.
392
+
393
+ tautildeold = (zetaold - thetatildeold * tautildeold) / rhotildeold
394
+ taud = (zeta - thetatilde * tautildeold) / rhodold
395
+ d = d + betacheck * betacheck
396
+ normr = sqrt(d + (betad - taud)**2 + betadd * betadd)
397
+
398
+ # Estimate ||A||.
399
+ normA2 = normA2 + beta * beta
400
+ normA = sqrt(normA2)
401
+ normA2 = normA2 + alpha * alpha
402
+
403
+ # Estimate cond(A).
404
+ maxrbar = max(maxrbar, rhobarold)
405
+ if itn > 1:
406
+ minrbar = min(minrbar, rhobarold)
407
+ condA = max(maxrbar, rhotemp) / min(minrbar, rhotemp)
408
+
409
+ # Test for convergence.
410
+
411
+ # Compute norms for convergence testing.
412
+ normar = abs(zetabar)
413
+ normx = norm(x)
414
+
415
+ # Now use these norms to estimate certain other quantities,
416
+ # some of which will be small near a solution.
417
+
418
+ test1 = normr / normb
419
+ if (normA * normr) != 0:
420
+ test2 = normar / (normA * normr)
421
+ else:
422
+ test2 = inf
423
+ test3 = 1 / condA
424
+ t1 = test1 / (1 + normA * normx / normb)
425
+ rtol = btol + atol * normA * normx / normb
426
+
427
+ # The following tests guard against extremely small values of
428
+ # atol, btol or ctol. (The user may have set any or all of
429
+ # the parameters atol, btol, conlim to 0.)
430
+ # The effect is equivalent to the normAl tests using
431
+ # atol = eps, btol = eps, conlim = 1/eps.
432
+
433
+ if itn >= maxiter:
434
+ istop = 7
435
+ if 1 + test3 <= 1:
436
+ istop = 6
437
+ if 1 + test2 <= 1:
438
+ istop = 5
439
+ if 1 + t1 <= 1:
440
+ istop = 4
441
+
442
+ # Allow for tolerances set by the user.
443
+
444
+ if test3 <= ctol:
445
+ istop = 3
446
+ if test2 <= atol:
447
+ istop = 2
448
+ if test1 <= rtol:
449
+ istop = 1
450
+
451
+ # See if it is time to print something.
452
+
453
+ if show:
454
+ if (n <= 40) or (itn <= 10) or (itn >= maxiter - 10) or \
455
+ (itn % 10 == 0) or (test3 <= 1.1 * ctol) or \
456
+ (test2 <= 1.1 * atol) or (test1 <= 1.1 * rtol) or \
457
+ (istop != 0):
458
+
459
+ if pcount >= pfreq:
460
+ pcount = 0
461
+ print(' ')
462
+ print(hdg1, hdg2)
463
+ pcount = pcount + 1
464
+ str1 = f'{itn:6g} {x[0]:12.5e}'
465
+ str2 = f' {normr:10.3e} {normar:10.3e}'
466
+ str3 = f' {test1:8.1e} {test2:8.1e}'
467
+ str4 = f' {normA:8.1e} {condA:8.1e}'
468
+ print(''.join([str1, str2, str3, str4]))
469
+
470
+ if istop > 0:
471
+ break
472
+
473
+ # Print the stopping condition.
474
+
475
+ if show:
476
+ print(' ')
477
+ print('LSMR finished')
478
+ print(msg[istop])
479
+ print(f'istop ={istop:8g} normr ={normr:8.1e}')
480
+ print(f' normA ={normA:8.1e} normAr ={normar:8.1e}')
481
+ print(f'itn ={itn:8g} condA ={condA:8.1e}')
482
+ print(' normx =%8.1e' % (normx))
483
+ print(str1, str2)
484
+ print(str3, str4)
485
+
486
+ return x, istop, itn, normr, normar, normA, condA, normx
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lsqr.py ADDED
@@ -0,0 +1,587 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Sparse Equations and Least Squares.
2
+
3
+ The original Fortran code was written by C. C. Paige and M. A. Saunders as
4
+ described in
5
+
6
+ C. C. Paige and M. A. Saunders, LSQR: An algorithm for sparse linear
7
+ equations and sparse least squares, TOMS 8(1), 43--71 (1982).
8
+
9
+ C. C. Paige and M. A. Saunders, Algorithm 583; LSQR: Sparse linear
10
+ equations and least-squares problems, TOMS 8(2), 195--209 (1982).
11
+
12
+ It is licensed under the following BSD license:
13
+
14
+ Copyright (c) 2006, Systems Optimization Laboratory
15
+ All rights reserved.
16
+
17
+ Redistribution and use in source and binary forms, with or without
18
+ modification, are permitted provided that the following conditions are
19
+ met:
20
+
21
+ * Redistributions of source code must retain the above copyright
22
+ notice, this list of conditions and the following disclaimer.
23
+
24
+ * Redistributions in binary form must reproduce the above
25
+ copyright notice, this list of conditions and the following
26
+ disclaimer in the documentation and/or other materials provided
27
+ with the distribution.
28
+
29
+ * Neither the name of Stanford University nor the names of its
30
+ contributors may be used to endorse or promote products derived
31
+ from this software without specific prior written permission.
32
+
33
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
34
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
35
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
36
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
37
+ OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
38
+ SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
39
+ LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
40
+ DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
41
+ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
42
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
43
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
44
+
45
+ The Fortran code was translated to Python for use in CVXOPT by Jeffery
46
+ Kline with contributions by Mridul Aanjaneya and Bob Myhill.
47
+
48
+ Adapted for SciPy by Stefan van der Walt.
49
+
50
+ """
51
+
52
+ __all__ = ['lsqr']
53
+
54
+ import numpy as np
55
+ from math import sqrt
56
+ from scipy.sparse.linalg._interface import aslinearoperator
57
+
58
+ eps = np.finfo(np.float64).eps
59
+
60
+
61
+ def _sym_ortho(a, b):
62
+ """
63
+ Stable implementation of Givens rotation.
64
+
65
+ Notes
66
+ -----
67
+ The routine 'SymOrtho' was added for numerical stability. This is
68
+ recommended by S.-C. Choi in [1]_. It removes the unpleasant potential of
69
+ ``1/eps`` in some important places (see, for example text following
70
+ "Compute the next plane rotation Qk" in minres.py).
71
+
72
+ References
73
+ ----------
74
+ .. [1] S.-C. Choi, "Iterative Methods for Singular Linear Equations
75
+ and Least-Squares Problems", Dissertation,
76
+ http://www.stanford.edu/group/SOL/dissertations/sou-cheng-choi-thesis.pdf
77
+
78
+ """
79
+ if b == 0:
80
+ return np.sign(a), 0, abs(a)
81
+ elif a == 0:
82
+ return 0, np.sign(b), abs(b)
83
+ elif abs(b) > abs(a):
84
+ tau = a / b
85
+ s = np.sign(b) / sqrt(1 + tau * tau)
86
+ c = s * tau
87
+ r = b / s
88
+ else:
89
+ tau = b / a
90
+ c = np.sign(a) / sqrt(1+tau*tau)
91
+ s = c * tau
92
+ r = a / c
93
+ return c, s, r
94
+
95
+
96
+ def lsqr(A, b, damp=0.0, atol=1e-6, btol=1e-6, conlim=1e8,
97
+ iter_lim=None, show=False, calc_var=False, x0=None):
98
+ """Find the least-squares solution to a large, sparse, linear system
99
+ of equations.
100
+
101
+ The function solves ``Ax = b`` or ``min ||Ax - b||^2`` or
102
+ ``min ||Ax - b||^2 + d^2 ||x - x0||^2``.
103
+
104
+ The matrix A may be square or rectangular (over-determined or
105
+ under-determined), and may have any rank.
106
+
107
+ ::
108
+
109
+ 1. Unsymmetric equations -- solve Ax = b
110
+
111
+ 2. Linear least squares -- solve Ax = b
112
+ in the least-squares sense
113
+
114
+ 3. Damped least squares -- solve ( A )*x = ( b )
115
+ ( damp*I ) ( damp*x0 )
116
+ in the least-squares sense
117
+
118
+ Parameters
119
+ ----------
120
+ A : {sparse matrix, ndarray, LinearOperator}
121
+ Representation of an m-by-n matrix.
122
+ Alternatively, ``A`` can be a linear operator which can
123
+ produce ``Ax`` and ``A^T x`` using, e.g.,
124
+ ``scipy.sparse.linalg.LinearOperator``.
125
+ b : array_like, shape (m,)
126
+ Right-hand side vector ``b``.
127
+ damp : float
128
+ Damping coefficient. Default is 0.
129
+ atol, btol : float, optional
130
+ Stopping tolerances. `lsqr` continues iterations until a
131
+ certain backward error estimate is smaller than some quantity
132
+ depending on atol and btol. Let ``r = b - Ax`` be the
133
+ residual vector for the current approximate solution ``x``.
134
+ If ``Ax = b`` seems to be consistent, `lsqr` terminates
135
+ when ``norm(r) <= atol * norm(A) * norm(x) + btol * norm(b)``.
136
+ Otherwise, `lsqr` terminates when ``norm(A^H r) <=
137
+ atol * norm(A) * norm(r)``. If both tolerances are 1.0e-6 (default),
138
+ the final ``norm(r)`` should be accurate to about 6
139
+ digits. (The final ``x`` will usually have fewer correct digits,
140
+ depending on ``cond(A)`` and the size of LAMBDA.) If `atol`
141
+ or `btol` is None, a default value of 1.0e-6 will be used.
142
+ Ideally, they should be estimates of the relative error in the
143
+ entries of ``A`` and ``b`` respectively. For example, if the entries
144
+ of ``A`` have 7 correct digits, set ``atol = 1e-7``. This prevents
145
+ the algorithm from doing unnecessary work beyond the
146
+ uncertainty of the input data.
147
+ conlim : float, optional
148
+ Another stopping tolerance. lsqr terminates if an estimate of
149
+ ``cond(A)`` exceeds `conlim`. For compatible systems ``Ax =
150
+ b``, `conlim` could be as large as 1.0e+12 (say). For
151
+ least-squares problems, conlim should be less than 1.0e+8.
152
+ Maximum precision can be obtained by setting ``atol = btol =
153
+ conlim = zero``, but the number of iterations may then be
154
+ excessive. Default is 1e8.
155
+ iter_lim : int, optional
156
+ Explicit limitation on number of iterations (for safety).
157
+ show : bool, optional
158
+ Display an iteration log. Default is False.
159
+ calc_var : bool, optional
160
+ Whether to estimate diagonals of ``(A'A + damp^2*I)^{-1}``.
161
+ x0 : array_like, shape (n,), optional
162
+ Initial guess of x, if None zeros are used. Default is None.
163
+
164
+ .. versionadded:: 1.0.0
165
+
166
+ Returns
167
+ -------
168
+ x : ndarray of float
169
+ The final solution.
170
+ istop : int
171
+ Gives the reason for termination.
172
+ 1 means x is an approximate solution to Ax = b.
173
+ 2 means x approximately solves the least-squares problem.
174
+ itn : int
175
+ Iteration number upon termination.
176
+ r1norm : float
177
+ ``norm(r)``, where ``r = b - Ax``.
178
+ r2norm : float
179
+ ``sqrt( norm(r)^2 + damp^2 * norm(x - x0)^2 )``. Equal to `r1norm`
180
+ if ``damp == 0``.
181
+ anorm : float
182
+ Estimate of Frobenius norm of ``Abar = [[A]; [damp*I]]``.
183
+ acond : float
184
+ Estimate of ``cond(Abar)``.
185
+ arnorm : float
186
+ Estimate of ``norm(A'@r - damp^2*(x - x0))``.
187
+ xnorm : float
188
+ ``norm(x)``
189
+ var : ndarray of float
190
+ If ``calc_var`` is True, estimates all diagonals of
191
+ ``(A'A)^{-1}`` (if ``damp == 0``) or more generally ``(A'A +
192
+ damp^2*I)^{-1}``. This is well defined if A has full column
193
+ rank or ``damp > 0``. (Not sure what var means if ``rank(A)
194
+ < n`` and ``damp = 0.``)
195
+
196
+ Notes
197
+ -----
198
+ LSQR uses an iterative method to approximate the solution. The
199
+ number of iterations required to reach a certain accuracy depends
200
+ strongly on the scaling of the problem. Poor scaling of the rows
201
+ or columns of A should therefore be avoided where possible.
202
+
203
+ For example, in problem 1 the solution is unaltered by
204
+ row-scaling. If a row of A is very small or large compared to
205
+ the other rows of A, the corresponding row of ( A b ) should be
206
+ scaled up or down.
207
+
208
+ In problems 1 and 2, the solution x is easily recovered
209
+ following column-scaling. Unless better information is known,
210
+ the nonzero columns of A should be scaled so that they all have
211
+ the same Euclidean norm (e.g., 1.0).
212
+
213
+ In problem 3, there is no freedom to re-scale if damp is
214
+ nonzero. However, the value of damp should be assigned only
215
+ after attention has been paid to the scaling of A.
216
+
217
+ The parameter damp is intended to help regularize
218
+ ill-conditioned systems, by preventing the true solution from
219
+ being very large. Another aid to regularization is provided by
220
+ the parameter acond, which may be used to terminate iterations
221
+ before the computed solution becomes very large.
222
+
223
+ If some initial estimate ``x0`` is known and if ``damp == 0``,
224
+ one could proceed as follows:
225
+
226
+ 1. Compute a residual vector ``r0 = b - A@x0``.
227
+ 2. Use LSQR to solve the system ``A@dx = r0``.
228
+ 3. Add the correction dx to obtain a final solution ``x = x0 + dx``.
229
+
230
+ This requires that ``x0`` be available before and after the call
231
+ to LSQR. To judge the benefits, suppose LSQR takes k1 iterations
232
+ to solve A@x = b and k2 iterations to solve A@dx = r0.
233
+ If x0 is "good", norm(r0) will be smaller than norm(b).
234
+ If the same stopping tolerances atol and btol are used for each
235
+ system, k1 and k2 will be similar, but the final solution x0 + dx
236
+ should be more accurate. The only way to reduce the total work
237
+ is to use a larger stopping tolerance for the second system.
238
+ If some value btol is suitable for A@x = b, the larger value
239
+ btol*norm(b)/norm(r0) should be suitable for A@dx = r0.
240
+
241
+ Preconditioning is another way to reduce the number of iterations.
242
+ If it is possible to solve a related system ``M@x = b``
243
+ efficiently, where M approximates A in some helpful way (e.g. M -
244
+ A has low rank or its elements are small relative to those of A),
245
+ LSQR may converge more rapidly on the system ``A@M(inverse)@z =
246
+ b``, after which x can be recovered by solving M@x = z.
247
+
248
+ If A is symmetric, LSQR should not be used!
249
+
250
+ Alternatives are the symmetric conjugate-gradient method (cg)
251
+ and/or SYMMLQ. SYMMLQ is an implementation of symmetric cg that
252
+ applies to any symmetric A and will converge more rapidly than
253
+ LSQR. If A is positive definite, there are other implementations
254
+ of symmetric cg that require slightly less work per iteration than
255
+ SYMMLQ (but will take the same number of iterations).
256
+
257
+ References
258
+ ----------
259
+ .. [1] C. C. Paige and M. A. Saunders (1982a).
260
+ "LSQR: An algorithm for sparse linear equations and
261
+ sparse least squares", ACM TOMS 8(1), 43-71.
262
+ .. [2] C. C. Paige and M. A. Saunders (1982b).
263
+ "Algorithm 583. LSQR: Sparse linear equations and least
264
+ squares problems", ACM TOMS 8(2), 195-209.
265
+ .. [3] M. A. Saunders (1995). "Solution of sparse rectangular
266
+ systems using LSQR and CRAIG", BIT 35, 588-604.
267
+
268
+ Examples
269
+ --------
270
+ >>> import numpy as np
271
+ >>> from scipy.sparse import csc_matrix
272
+ >>> from scipy.sparse.linalg import lsqr
273
+ >>> A = csc_matrix([[1., 0.], [1., 1.], [0., 1.]], dtype=float)
274
+
275
+ The first example has the trivial solution ``[0, 0]``
276
+
277
+ >>> b = np.array([0., 0., 0.], dtype=float)
278
+ >>> x, istop, itn, normr = lsqr(A, b)[:4]
279
+ >>> istop
280
+ 0
281
+ >>> x
282
+ array([ 0., 0.])
283
+
284
+ The stopping code `istop=0` returned indicates that a vector of zeros was
285
+ found as a solution. The returned solution `x` indeed contains
286
+ ``[0., 0.]``. The next example has a non-trivial solution:
287
+
288
+ >>> b = np.array([1., 0., -1.], dtype=float)
289
+ >>> x, istop, itn, r1norm = lsqr(A, b)[:4]
290
+ >>> istop
291
+ 1
292
+ >>> x
293
+ array([ 1., -1.])
294
+ >>> itn
295
+ 1
296
+ >>> r1norm
297
+ 4.440892098500627e-16
298
+
299
+ As indicated by `istop=1`, `lsqr` found a solution obeying the tolerance
300
+ limits. The given solution ``[1., -1.]`` obviously solves the equation. The
301
+ remaining return values include information about the number of iterations
302
+ (`itn=1`) and the remaining difference of left and right side of the solved
303
+ equation.
304
+ The final example demonstrates the behavior in the case where there is no
305
+ solution for the equation:
306
+
307
+ >>> b = np.array([1., 0.01, -1.], dtype=float)
308
+ >>> x, istop, itn, r1norm = lsqr(A, b)[:4]
309
+ >>> istop
310
+ 2
311
+ >>> x
312
+ array([ 1.00333333, -0.99666667])
313
+ >>> A.dot(x)-b
314
+ array([ 0.00333333, -0.00333333, 0.00333333])
315
+ >>> r1norm
316
+ 0.005773502691896255
317
+
318
+ `istop` indicates that the system is inconsistent and thus `x` is rather an
319
+ approximate solution to the corresponding least-squares problem. `r1norm`
320
+ contains the norm of the minimal residual that was found.
321
+ """
322
+ A = aslinearoperator(A)
323
+ b = np.atleast_1d(b)
324
+ if b.ndim > 1:
325
+ b = b.squeeze()
326
+
327
+ m, n = A.shape
328
+ if iter_lim is None:
329
+ iter_lim = 2 * n
330
+ var = np.zeros(n)
331
+
332
+ msg = ('The exact solution is x = 0 ',
333
+ 'Ax - b is small enough, given atol, btol ',
334
+ 'The least-squares solution is good enough, given atol ',
335
+ 'The estimate of cond(Abar) has exceeded conlim ',
336
+ 'Ax - b is small enough for this machine ',
337
+ 'The least-squares solution is good enough for this machine',
338
+ 'Cond(Abar) seems to be too large for this machine ',
339
+ 'The iteration limit has been reached ')
340
+
341
+ if show:
342
+ print(' ')
343
+ print('LSQR Least-squares solution of Ax = b')
344
+ str1 = f'The matrix A has {m} rows and {n} columns'
345
+ str2 = f'damp = {damp:20.14e} calc_var = {calc_var:8g}'
346
+ str3 = f'atol = {atol:8.2e} conlim = {conlim:8.2e}'
347
+ str4 = f'btol = {btol:8.2e} iter_lim = {iter_lim:8g}'
348
+ print(str1)
349
+ print(str2)
350
+ print(str3)
351
+ print(str4)
352
+
353
+ itn = 0
354
+ istop = 0
355
+ ctol = 0
356
+ if conlim > 0:
357
+ ctol = 1/conlim
358
+ anorm = 0
359
+ acond = 0
360
+ dampsq = damp**2
361
+ ddnorm = 0
362
+ res2 = 0
363
+ xnorm = 0
364
+ xxnorm = 0
365
+ z = 0
366
+ cs2 = -1
367
+ sn2 = 0
368
+
369
+ # Set up the first vectors u and v for the bidiagonalization.
370
+ # These satisfy beta*u = b - A@x, alfa*v = A'@u.
371
+ u = b
372
+ bnorm = np.linalg.norm(b)
373
+
374
+ if x0 is None:
375
+ x = np.zeros(n)
376
+ beta = bnorm.copy()
377
+ else:
378
+ x = np.asarray(x0)
379
+ u = u - A.matvec(x)
380
+ beta = np.linalg.norm(u)
381
+
382
+ if beta > 0:
383
+ u = (1/beta) * u
384
+ v = A.rmatvec(u)
385
+ alfa = np.linalg.norm(v)
386
+ else:
387
+ v = x.copy()
388
+ alfa = 0
389
+
390
+ if alfa > 0:
391
+ v = (1/alfa) * v
392
+ w = v.copy()
393
+
394
+ rhobar = alfa
395
+ phibar = beta
396
+ rnorm = beta
397
+ r1norm = rnorm
398
+ r2norm = rnorm
399
+
400
+ # Reverse the order here from the original matlab code because
401
+ # there was an error on return when arnorm==0
402
+ arnorm = alfa * beta
403
+ if arnorm == 0:
404
+ if show:
405
+ print(msg[0])
406
+ return x, istop, itn, r1norm, r2norm, anorm, acond, arnorm, xnorm, var
407
+
408
+ head1 = ' Itn x[0] r1norm r2norm '
409
+ head2 = ' Compatible LS Norm A Cond A'
410
+
411
+ if show:
412
+ print(' ')
413
+ print(head1, head2)
414
+ test1 = 1
415
+ test2 = alfa / beta
416
+ str1 = f'{itn:6g} {x[0]:12.5e}'
417
+ str2 = f' {r1norm:10.3e} {r2norm:10.3e}'
418
+ str3 = f' {test1:8.1e} {test2:8.1e}'
419
+ print(str1, str2, str3)
420
+
421
+ # Main iteration loop.
422
+ while itn < iter_lim:
423
+ itn = itn + 1
424
+ # Perform the next step of the bidiagonalization to obtain the
425
+ # next beta, u, alfa, v. These satisfy the relations
426
+ # beta*u = a@v - alfa*u,
427
+ # alfa*v = A'@u - beta*v.
428
+ u = A.matvec(v) - alfa * u
429
+ beta = np.linalg.norm(u)
430
+
431
+ if beta > 0:
432
+ u = (1/beta) * u
433
+ anorm = sqrt(anorm**2 + alfa**2 + beta**2 + dampsq)
434
+ v = A.rmatvec(u) - beta * v
435
+ alfa = np.linalg.norm(v)
436
+ if alfa > 0:
437
+ v = (1 / alfa) * v
438
+
439
+ # Use a plane rotation to eliminate the damping parameter.
440
+ # This alters the diagonal (rhobar) of the lower-bidiagonal matrix.
441
+ if damp > 0:
442
+ rhobar1 = sqrt(rhobar**2 + dampsq)
443
+ cs1 = rhobar / rhobar1
444
+ sn1 = damp / rhobar1
445
+ psi = sn1 * phibar
446
+ phibar = cs1 * phibar
447
+ else:
448
+ # cs1 = 1 and sn1 = 0
449
+ rhobar1 = rhobar
450
+ psi = 0.
451
+
452
+ # Use a plane rotation to eliminate the subdiagonal element (beta)
453
+ # of the lower-bidiagonal matrix, giving an upper-bidiagonal matrix.
454
+ cs, sn, rho = _sym_ortho(rhobar1, beta)
455
+
456
+ theta = sn * alfa
457
+ rhobar = -cs * alfa
458
+ phi = cs * phibar
459
+ phibar = sn * phibar
460
+ tau = sn * phi
461
+
462
+ # Update x and w.
463
+ t1 = phi / rho
464
+ t2 = -theta / rho
465
+ dk = (1 / rho) * w
466
+
467
+ x = x + t1 * w
468
+ w = v + t2 * w
469
+ ddnorm = ddnorm + np.linalg.norm(dk)**2
470
+
471
+ if calc_var:
472
+ var = var + dk**2
473
+
474
+ # Use a plane rotation on the right to eliminate the
475
+ # super-diagonal element (theta) of the upper-bidiagonal matrix.
476
+ # Then use the result to estimate norm(x).
477
+ delta = sn2 * rho
478
+ gambar = -cs2 * rho
479
+ rhs = phi - delta * z
480
+ zbar = rhs / gambar
481
+ xnorm = sqrt(xxnorm + zbar**2)
482
+ gamma = sqrt(gambar**2 + theta**2)
483
+ cs2 = gambar / gamma
484
+ sn2 = theta / gamma
485
+ z = rhs / gamma
486
+ xxnorm = xxnorm + z**2
487
+
488
+ # Test for convergence.
489
+ # First, estimate the condition of the matrix Abar,
490
+ # and the norms of rbar and Abar'rbar.
491
+ acond = anorm * sqrt(ddnorm)
492
+ res1 = phibar**2
493
+ res2 = res2 + psi**2
494
+ rnorm = sqrt(res1 + res2)
495
+ arnorm = alfa * abs(tau)
496
+
497
+ # Distinguish between
498
+ # r1norm = ||b - Ax|| and
499
+ # r2norm = rnorm in current code
500
+ # = sqrt(r1norm^2 + damp^2*||x - x0||^2).
501
+ # Estimate r1norm from
502
+ # r1norm = sqrt(r2norm^2 - damp^2*||x - x0||^2).
503
+ # Although there is cancellation, it might be accurate enough.
504
+ if damp > 0:
505
+ r1sq = rnorm**2 - dampsq * xxnorm
506
+ r1norm = sqrt(abs(r1sq))
507
+ if r1sq < 0:
508
+ r1norm = -r1norm
509
+ else:
510
+ r1norm = rnorm
511
+ r2norm = rnorm
512
+
513
+ # Now use these norms to estimate certain other quantities,
514
+ # some of which will be small near a solution.
515
+ test1 = rnorm / bnorm
516
+ test2 = arnorm / (anorm * rnorm + eps)
517
+ test3 = 1 / (acond + eps)
518
+ t1 = test1 / (1 + anorm * xnorm / bnorm)
519
+ rtol = btol + atol * anorm * xnorm / bnorm
520
+
521
+ # The following tests guard against extremely small values of
522
+ # atol, btol or ctol. (The user may have set any or all of
523
+ # the parameters atol, btol, conlim to 0.)
524
+ # The effect is equivalent to the normal tests using
525
+ # atol = eps, btol = eps, conlim = 1/eps.
526
+ if itn >= iter_lim:
527
+ istop = 7
528
+ if 1 + test3 <= 1:
529
+ istop = 6
530
+ if 1 + test2 <= 1:
531
+ istop = 5
532
+ if 1 + t1 <= 1:
533
+ istop = 4
534
+
535
+ # Allow for tolerances set by the user.
536
+ if test3 <= ctol:
537
+ istop = 3
538
+ if test2 <= atol:
539
+ istop = 2
540
+ if test1 <= rtol:
541
+ istop = 1
542
+
543
+ if show:
544
+ # See if it is time to print something.
545
+ prnt = False
546
+ if n <= 40:
547
+ prnt = True
548
+ if itn <= 10:
549
+ prnt = True
550
+ if itn >= iter_lim-10:
551
+ prnt = True
552
+ # if itn%10 == 0: prnt = True
553
+ if test3 <= 2*ctol:
554
+ prnt = True
555
+ if test2 <= 10*atol:
556
+ prnt = True
557
+ if test1 <= 10*rtol:
558
+ prnt = True
559
+ if istop != 0:
560
+ prnt = True
561
+
562
+ if prnt:
563
+ str1 = f'{itn:6g} {x[0]:12.5e}'
564
+ str2 = f' {r1norm:10.3e} {r2norm:10.3e}'
565
+ str3 = f' {test1:8.1e} {test2:8.1e}'
566
+ str4 = f' {anorm:8.1e} {acond:8.1e}'
567
+ print(str1, str2, str3, str4)
568
+
569
+ if istop != 0:
570
+ break
571
+
572
+ # End of iteration loop.
573
+ # Print the stopping condition.
574
+ if show:
575
+ print(' ')
576
+ print('LSQR finished')
577
+ print(msg[istop])
578
+ print(' ')
579
+ str1 = f'istop ={istop:8g} r1norm ={r1norm:8.1e}'
580
+ str2 = f'anorm ={anorm:8.1e} arnorm ={arnorm:8.1e}'
581
+ str3 = f'itn ={itn:8g} r2norm ={r2norm:8.1e}'
582
+ str4 = f'acond ={acond:8.1e} xnorm ={xnorm:8.1e}'
583
+ print(str1 + ' ' + str2)
584
+ print(str3 + ' ' + str4)
585
+ print(' ')
586
+
587
+ return x, istop, itn, r1norm, r2norm, anorm, acond, arnorm, xnorm, var
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/minres.py ADDED
@@ -0,0 +1,387 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+ from numpy import inner, zeros, inf, finfo
3
+ from numpy.linalg import norm
4
+ from math import sqrt
5
+
6
+ from .utils import make_system
7
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
8
+
9
+ __all__ = ['minres']
10
+
11
+
12
+ @_deprecate_positional_args(version="1.14.0")
13
+ def minres(A, b, x0=None, *, shift=0.0, tol=_NoValue, maxiter=None,
14
+ M=None, callback=None, show=False, check=False, rtol=1e-5):
15
+ """
16
+ Use MINimum RESidual iteration to solve Ax=b
17
+
18
+ MINRES minimizes norm(Ax - b) for a real symmetric matrix A. Unlike
19
+ the Conjugate Gradient method, A can be indefinite or singular.
20
+
21
+ If shift != 0 then the method solves (A - shift*I)x = b
22
+
23
+ Parameters
24
+ ----------
25
+ A : {sparse matrix, ndarray, LinearOperator}
26
+ The real symmetric N-by-N matrix of the linear system
27
+ Alternatively, ``A`` can be a linear operator which can
28
+ produce ``Ax`` using, e.g.,
29
+ ``scipy.sparse.linalg.LinearOperator``.
30
+ b : ndarray
31
+ Right hand side of the linear system. Has shape (N,) or (N,1).
32
+
33
+ Returns
34
+ -------
35
+ x : ndarray
36
+ The converged solution.
37
+ info : integer
38
+ Provides convergence information:
39
+ 0 : successful exit
40
+ >0 : convergence to tolerance not achieved, number of iterations
41
+ <0 : illegal input or breakdown
42
+
43
+ Other Parameters
44
+ ----------------
45
+ x0 : ndarray
46
+ Starting guess for the solution.
47
+ shift : float
48
+ Value to apply to the system ``(A - shift * I)x = b``. Default is 0.
49
+ rtol : float
50
+ Tolerance to achieve. The algorithm terminates when the relative
51
+ residual is below ``rtol``.
52
+ maxiter : integer
53
+ Maximum number of iterations. Iteration will stop after maxiter
54
+ steps even if the specified tolerance has not been achieved.
55
+ M : {sparse matrix, ndarray, LinearOperator}
56
+ Preconditioner for A. The preconditioner should approximate the
57
+ inverse of A. Effective preconditioning dramatically improves the
58
+ rate of convergence, which implies that fewer iterations are needed
59
+ to reach a given error tolerance.
60
+ callback : function
61
+ User-supplied function to call after each iteration. It is called
62
+ as callback(xk), where xk is the current solution vector.
63
+ show : bool
64
+ If ``True``, print out a summary and metrics related to the solution
65
+ during iterations. Default is ``False``.
66
+ check : bool
67
+ If ``True``, run additional input validation to check that `A` and
68
+ `M` (if specified) are symmetric. Default is ``False``.
69
+ tol : float, optional, deprecated
70
+
71
+ .. deprecated:: 1.12.0
72
+ `minres` keyword argument ``tol`` is deprecated in favor of ``rtol``
73
+ and will be removed in SciPy 1.14.0.
74
+
75
+ Examples
76
+ --------
77
+ >>> import numpy as np
78
+ >>> from scipy.sparse import csc_matrix
79
+ >>> from scipy.sparse.linalg import minres
80
+ >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
81
+ >>> A = A + A.T
82
+ >>> b = np.array([2, 4, -1], dtype=float)
83
+ >>> x, exitCode = minres(A, b)
84
+ >>> print(exitCode) # 0 indicates successful convergence
85
+ 0
86
+ >>> np.allclose(A.dot(x), b)
87
+ True
88
+
89
+ References
90
+ ----------
91
+ Solution of sparse indefinite systems of linear equations,
92
+ C. C. Paige and M. A. Saunders (1975),
93
+ SIAM J. Numer. Anal. 12(4), pp. 617-629.
94
+ https://web.stanford.edu/group/SOL/software/minres/
95
+
96
+ This file is a translation of the following MATLAB implementation:
97
+ https://web.stanford.edu/group/SOL/software/minres/minres-matlab.zip
98
+
99
+ """
100
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
101
+
102
+ if tol is not _NoValue:
103
+ msg = ("'scipy.sparse.linalg.minres' keyword argument `tol` is "
104
+ "deprecated in favor of `rtol` and will be removed in SciPy "
105
+ "v1.14. Until then, if set, it will override `rtol`.")
106
+ warnings.warn(msg, category=DeprecationWarning, stacklevel=4)
107
+ rtol = float(tol) if tol is not None else rtol
108
+
109
+ matvec = A.matvec
110
+ psolve = M.matvec
111
+
112
+ first = 'Enter minres. '
113
+ last = 'Exit minres. '
114
+
115
+ n = A.shape[0]
116
+
117
+ if maxiter is None:
118
+ maxiter = 5 * n
119
+
120
+ msg = [' beta2 = 0. If M = I, b and x are eigenvectors ', # -1
121
+ ' beta1 = 0. The exact solution is x0 ', # 0
122
+ ' A solution to Ax = b was found, given rtol ', # 1
123
+ ' A least-squares solution was found, given rtol ', # 2
124
+ ' Reasonable accuracy achieved, given eps ', # 3
125
+ ' x has converged to an eigenvector ', # 4
126
+ ' acond has exceeded 0.1/eps ', # 5
127
+ ' The iteration limit was reached ', # 6
128
+ ' A does not define a symmetric matrix ', # 7
129
+ ' M does not define a symmetric matrix ', # 8
130
+ ' M does not define a pos-def preconditioner '] # 9
131
+
132
+ if show:
133
+ print(first + 'Solution of symmetric Ax = b')
134
+ print(first + f'n = {n:3g} shift = {shift:23.14e}')
135
+ print(first + f'itnlim = {maxiter:3g} rtol = {rtol:11.2e}')
136
+ print()
137
+
138
+ istop = 0
139
+ itn = 0
140
+ Anorm = 0
141
+ Acond = 0
142
+ rnorm = 0
143
+ ynorm = 0
144
+
145
+ xtype = x.dtype
146
+
147
+ eps = finfo(xtype).eps
148
+
149
+ # Set up y and v for the first Lanczos vector v1.
150
+ # y = beta1 P' v1, where P = C**(-1).
151
+ # v is really P' v1.
152
+
153
+ if x0 is None:
154
+ r1 = b.copy()
155
+ else:
156
+ r1 = b - A@x
157
+ y = psolve(r1)
158
+
159
+ beta1 = inner(r1, y)
160
+
161
+ if beta1 < 0:
162
+ raise ValueError('indefinite preconditioner')
163
+ elif beta1 == 0:
164
+ return (postprocess(x), 0)
165
+
166
+ bnorm = norm(b)
167
+ if bnorm == 0:
168
+ x = b
169
+ return (postprocess(x), 0)
170
+
171
+ beta1 = sqrt(beta1)
172
+
173
+ if check:
174
+ # are these too strict?
175
+
176
+ # see if A is symmetric
177
+ w = matvec(y)
178
+ r2 = matvec(w)
179
+ s = inner(w,w)
180
+ t = inner(y,r2)
181
+ z = abs(s - t)
182
+ epsa = (s + eps) * eps**(1.0/3.0)
183
+ if z > epsa:
184
+ raise ValueError('non-symmetric matrix')
185
+
186
+ # see if M is symmetric
187
+ r2 = psolve(y)
188
+ s = inner(y,y)
189
+ t = inner(r1,r2)
190
+ z = abs(s - t)
191
+ epsa = (s + eps) * eps**(1.0/3.0)
192
+ if z > epsa:
193
+ raise ValueError('non-symmetric preconditioner')
194
+
195
+ # Initialize other quantities
196
+ oldb = 0
197
+ beta = beta1
198
+ dbar = 0
199
+ epsln = 0
200
+ qrnorm = beta1
201
+ phibar = beta1
202
+ rhs1 = beta1
203
+ rhs2 = 0
204
+ tnorm2 = 0
205
+ gmax = 0
206
+ gmin = finfo(xtype).max
207
+ cs = -1
208
+ sn = 0
209
+ w = zeros(n, dtype=xtype)
210
+ w2 = zeros(n, dtype=xtype)
211
+ r2 = r1
212
+
213
+ if show:
214
+ print()
215
+ print()
216
+ print(' Itn x(1) Compatible LS norm(A) cond(A) gbar/|A|')
217
+
218
+ while itn < maxiter:
219
+ itn += 1
220
+
221
+ s = 1.0/beta
222
+ v = s*y
223
+
224
+ y = matvec(v)
225
+ y = y - shift * v
226
+
227
+ if itn >= 2:
228
+ y = y - (beta/oldb)*r1
229
+
230
+ alfa = inner(v,y)
231
+ y = y - (alfa/beta)*r2
232
+ r1 = r2
233
+ r2 = y
234
+ y = psolve(r2)
235
+ oldb = beta
236
+ beta = inner(r2,y)
237
+ if beta < 0:
238
+ raise ValueError('non-symmetric matrix')
239
+ beta = sqrt(beta)
240
+ tnorm2 += alfa**2 + oldb**2 + beta**2
241
+
242
+ if itn == 1:
243
+ if beta/beta1 <= 10*eps:
244
+ istop = -1 # Terminate later
245
+
246
+ # Apply previous rotation Qk-1 to get
247
+ # [deltak epslnk+1] = [cs sn][dbark 0 ]
248
+ # [gbar k dbar k+1] [sn -cs][alfak betak+1].
249
+
250
+ oldeps = epsln
251
+ delta = cs * dbar + sn * alfa # delta1 = 0 deltak
252
+ gbar = sn * dbar - cs * alfa # gbar 1 = alfa1 gbar k
253
+ epsln = sn * beta # epsln2 = 0 epslnk+1
254
+ dbar = - cs * beta # dbar 2 = beta2 dbar k+1
255
+ root = norm([gbar, dbar])
256
+ Arnorm = phibar * root
257
+
258
+ # Compute the next plane rotation Qk
259
+
260
+ gamma = norm([gbar, beta]) # gammak
261
+ gamma = max(gamma, eps)
262
+ cs = gbar / gamma # ck
263
+ sn = beta / gamma # sk
264
+ phi = cs * phibar # phik
265
+ phibar = sn * phibar # phibark+1
266
+
267
+ # Update x.
268
+
269
+ denom = 1.0/gamma
270
+ w1 = w2
271
+ w2 = w
272
+ w = (v - oldeps*w1 - delta*w2) * denom
273
+ x = x + phi*w
274
+
275
+ # Go round again.
276
+
277
+ gmax = max(gmax, gamma)
278
+ gmin = min(gmin, gamma)
279
+ z = rhs1 / gamma
280
+ rhs1 = rhs2 - delta*z
281
+ rhs2 = - epsln*z
282
+
283
+ # Estimate various norms and test for convergence.
284
+
285
+ Anorm = sqrt(tnorm2)
286
+ ynorm = norm(x)
287
+ epsa = Anorm * eps
288
+ epsx = Anorm * ynorm * eps
289
+ epsr = Anorm * ynorm * rtol
290
+ diag = gbar
291
+
292
+ if diag == 0:
293
+ diag = epsa
294
+
295
+ qrnorm = phibar
296
+ rnorm = qrnorm
297
+ if ynorm == 0 or Anorm == 0:
298
+ test1 = inf
299
+ else:
300
+ test1 = rnorm / (Anorm*ynorm) # ||r|| / (||A|| ||x||)
301
+ if Anorm == 0:
302
+ test2 = inf
303
+ else:
304
+ test2 = root / Anorm # ||Ar|| / (||A|| ||r||)
305
+
306
+ # Estimate cond(A).
307
+ # In this version we look at the diagonals of R in the
308
+ # factorization of the lower Hessenberg matrix, Q @ H = R,
309
+ # where H is the tridiagonal matrix from Lanczos with one
310
+ # extra row, beta(k+1) e_k^T.
311
+
312
+ Acond = gmax/gmin
313
+
314
+ # See if any of the stopping criteria are satisfied.
315
+ # In rare cases, istop is already -1 from above (Abar = const*I).
316
+
317
+ if istop == 0:
318
+ t1 = 1 + test1 # These tests work if rtol < eps
319
+ t2 = 1 + test2
320
+ if t2 <= 1:
321
+ istop = 2
322
+ if t1 <= 1:
323
+ istop = 1
324
+
325
+ if itn >= maxiter:
326
+ istop = 6
327
+ if Acond >= 0.1/eps:
328
+ istop = 4
329
+ if epsx >= beta1:
330
+ istop = 3
331
+ # if rnorm <= epsx : istop = 2
332
+ # if rnorm <= epsr : istop = 1
333
+ if test2 <= rtol:
334
+ istop = 2
335
+ if test1 <= rtol:
336
+ istop = 1
337
+
338
+ # See if it is time to print something.
339
+
340
+ prnt = False
341
+ if n <= 40:
342
+ prnt = True
343
+ if itn <= 10:
344
+ prnt = True
345
+ if itn >= maxiter-10:
346
+ prnt = True
347
+ if itn % 10 == 0:
348
+ prnt = True
349
+ if qrnorm <= 10*epsx:
350
+ prnt = True
351
+ if qrnorm <= 10*epsr:
352
+ prnt = True
353
+ if Acond <= 1e-2/eps:
354
+ prnt = True
355
+ if istop != 0:
356
+ prnt = True
357
+
358
+ if show and prnt:
359
+ str1 = f'{itn:6g} {x[0]:12.5e} {test1:10.3e}'
360
+ str2 = f' {test2:10.3e}'
361
+ str3 = f' {Anorm:8.1e} {Acond:8.1e} {gbar/Anorm:8.1e}'
362
+
363
+ print(str1 + str2 + str3)
364
+
365
+ if itn % 10 == 0:
366
+ print()
367
+
368
+ if callback is not None:
369
+ callback(x)
370
+
371
+ if istop != 0:
372
+ break # TODO check this
373
+
374
+ if show:
375
+ print()
376
+ print(last + f' istop = {istop:3g} itn ={itn:5g}')
377
+ print(last + f' Anorm = {Anorm:12.4e} Acond = {Acond:12.4e}')
378
+ print(last + f' rnorm = {rnorm:12.4e} ynorm = {ynorm:12.4e}')
379
+ print(last + f' Arnorm = {Arnorm:12.4e}')
380
+ print(last + msg[istop+1])
381
+
382
+ if istop == 6:
383
+ info = maxiter
384
+ else:
385
+ info = 0
386
+
387
+ return (postprocess(x),info)
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__init__.py ADDED
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venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_gcrotmk.py ADDED
@@ -0,0 +1,165 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ #!/usr/bin/env python
2
+ """Tests for the linalg._isolve.gcrotmk module
3
+ """
4
+
5
+ from numpy.testing import (assert_, assert_allclose, assert_equal,
6
+ suppress_warnings)
7
+
8
+ import numpy as np
9
+ from numpy import zeros, array, allclose
10
+ from scipy.linalg import norm
11
+ from scipy.sparse import csr_matrix, eye, rand
12
+
13
+ from scipy.sparse.linalg._interface import LinearOperator
14
+ from scipy.sparse.linalg import splu
15
+ from scipy.sparse.linalg._isolve import gcrotmk, gmres
16
+
17
+
18
+ Am = csr_matrix(array([[-2,1,0,0,0,9],
19
+ [1,-2,1,0,5,0],
20
+ [0,1,-2,1,0,0],
21
+ [0,0,1,-2,1,0],
22
+ [0,3,0,1,-2,1],
23
+ [1,0,0,0,1,-2]]))
24
+ b = array([1,2,3,4,5,6])
25
+ count = [0]
26
+
27
+
28
+ def matvec(v):
29
+ count[0] += 1
30
+ return Am@v
31
+
32
+
33
+ A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
34
+
35
+
36
+ def do_solve(**kw):
37
+ count[0] = 0
38
+ with suppress_warnings() as sup:
39
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
40
+ x0, flag = gcrotmk(A, b, x0=zeros(A.shape[0]), rtol=1e-14, **kw)
41
+ count_0 = count[0]
42
+ assert_(allclose(A@x0, b, rtol=1e-12, atol=1e-12), norm(A@x0-b))
43
+ return x0, count_0
44
+
45
+
46
+ class TestGCROTMK:
47
+ def test_preconditioner(self):
48
+ # Check that preconditioning works
49
+ pc = splu(Am.tocsc())
50
+ M = LinearOperator(matvec=pc.solve, shape=A.shape, dtype=A.dtype)
51
+
52
+ x0, count_0 = do_solve()
53
+ x1, count_1 = do_solve(M=M)
54
+
55
+ assert_equal(count_1, 3)
56
+ assert_(count_1 < count_0/2)
57
+ assert_(allclose(x1, x0, rtol=1e-14))
58
+
59
+ def test_arnoldi(self):
60
+ np.random.seed(1)
61
+
62
+ A = eye(2000) + rand(2000, 2000, density=5e-4)
63
+ b = np.random.rand(2000)
64
+
65
+ # The inner arnoldi should be equivalent to gmres
66
+ with suppress_warnings() as sup:
67
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
68
+ x0, flag0 = gcrotmk(A, b, x0=zeros(A.shape[0]), m=15, k=0, maxiter=1)
69
+ x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]), restart=15, maxiter=1)
70
+
71
+ assert_equal(flag0, 1)
72
+ assert_equal(flag1, 1)
73
+ assert np.linalg.norm(A.dot(x0) - b) > 1e-3
74
+
75
+ assert_allclose(x0, x1)
76
+
77
+ def test_cornercase(self):
78
+ np.random.seed(1234)
79
+
80
+ # Rounding error may prevent convergence with tol=0 --- ensure
81
+ # that the return values in this case are correct, and no
82
+ # exceptions are raised
83
+
84
+ for n in [3, 5, 10, 100]:
85
+ A = 2*eye(n)
86
+
87
+ with suppress_warnings() as sup:
88
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
89
+ b = np.ones(n)
90
+ x, info = gcrotmk(A, b, maxiter=10)
91
+ assert_equal(info, 0)
92
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
93
+
94
+ x, info = gcrotmk(A, b, rtol=0, maxiter=10)
95
+ if info == 0:
96
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
97
+
98
+ b = np.random.rand(n)
99
+ x, info = gcrotmk(A, b, maxiter=10)
100
+ assert_equal(info, 0)
101
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
102
+
103
+ x, info = gcrotmk(A, b, rtol=0, maxiter=10)
104
+ if info == 0:
105
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
106
+
107
+ def test_nans(self):
108
+ A = eye(3, format='lil')
109
+ A[1,1] = np.nan
110
+ b = np.ones(3)
111
+
112
+ with suppress_warnings() as sup:
113
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
114
+ x, info = gcrotmk(A, b, rtol=0, maxiter=10)
115
+ assert_equal(info, 1)
116
+
117
+ def test_truncate(self):
118
+ np.random.seed(1234)
119
+ A = np.random.rand(30, 30) + np.eye(30)
120
+ b = np.random.rand(30)
121
+
122
+ for truncate in ['oldest', 'smallest']:
123
+ with suppress_warnings() as sup:
124
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
125
+ x, info = gcrotmk(A, b, m=10, k=10, truncate=truncate,
126
+ rtol=1e-4, maxiter=200)
127
+ assert_equal(info, 0)
128
+ assert_allclose(A.dot(x) - b, 0, atol=1e-3)
129
+
130
+ def test_CU(self):
131
+ for discard_C in (True, False):
132
+ # Check that C,U behave as expected
133
+ CU = []
134
+ x0, count_0 = do_solve(CU=CU, discard_C=discard_C)
135
+ assert_(len(CU) > 0)
136
+ assert_(len(CU) <= 6)
137
+
138
+ if discard_C:
139
+ for c, u in CU:
140
+ assert_(c is None)
141
+
142
+ # should converge immediately
143
+ x1, count_1 = do_solve(CU=CU, discard_C=discard_C)
144
+ if discard_C:
145
+ assert_equal(count_1, 2 + len(CU))
146
+ else:
147
+ assert_equal(count_1, 3)
148
+ assert_(count_1 <= count_0/2)
149
+ assert_allclose(x1, x0, atol=1e-14)
150
+
151
+ def test_denormals(self):
152
+ # Check that no warnings are emitted if the matrix contains
153
+ # numbers for which 1/x has no float representation, and that
154
+ # the solver behaves properly.
155
+ A = np.array([[1, 2], [3, 4]], dtype=float)
156
+ A *= 100 * np.nextafter(0, 1)
157
+
158
+ b = np.array([1, 1])
159
+
160
+ with suppress_warnings() as sup:
161
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
162
+ xp, info = gcrotmk(A, b)
163
+
164
+ if info == 0:
165
+ assert_allclose(A.dot(xp), b)
venv/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_iterative.py ADDED
@@ -0,0 +1,796 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """ Test functions for the sparse.linalg._isolve module
2
+ """
3
+
4
+ import itertools
5
+ import platform
6
+ import sys
7
+ import pytest
8
+
9
+ import numpy as np
10
+ from numpy.testing import assert_array_equal, assert_allclose
11
+ from numpy import zeros, arange, array, ones, eye, iscomplexobj
12
+ from numpy.linalg import norm
13
+
14
+ from scipy.sparse import spdiags, csr_matrix, kronsum
15
+
16
+ from scipy.sparse.linalg import LinearOperator, aslinearoperator
17
+ from scipy.sparse.linalg._isolve import (bicg, bicgstab, cg, cgs,
18
+ gcrotmk, gmres, lgmres,
19
+ minres, qmr, tfqmr)
20
+
21
+ # TODO check that method preserve shape and type
22
+ # TODO test both preconditioner methods
23
+
24
+
25
+ # list of all solvers under test
26
+ _SOLVERS = [bicg, bicgstab, cg, cgs, gcrotmk, gmres, lgmres,
27
+ minres, qmr, tfqmr]
28
+
29
+ pytestmark = [
30
+ # remove this once atol defaults to 0.0 for all methods
31
+ pytest.mark.filterwarnings("ignore:.*called without specifying.*"),
32
+ ]
33
+
34
+
35
+ # create parametrized fixture for easy reuse in tests
36
+ @pytest.fixture(params=_SOLVERS, scope="session")
37
+ def solver(request):
38
+ """
39
+ Fixture for all solvers in scipy.sparse.linalg._isolve
40
+ """
41
+ return request.param
42
+
43
+
44
+ class Case:
45
+ def __init__(self, name, A, b=None, skip=None, nonconvergence=None):
46
+ self.name = name
47
+ self.A = A
48
+ if b is None:
49
+ self.b = arange(A.shape[0], dtype=float)
50
+ else:
51
+ self.b = b
52
+ if skip is None:
53
+ self.skip = []
54
+ else:
55
+ self.skip = skip
56
+ if nonconvergence is None:
57
+ self.nonconvergence = []
58
+ else:
59
+ self.nonconvergence = nonconvergence
60
+
61
+
62
+ class SingleTest:
63
+ def __init__(self, A, b, solver, casename, convergence=True):
64
+ self.A = A
65
+ self.b = b
66
+ self.solver = solver
67
+ self.name = casename + '-' + solver.__name__
68
+ self.convergence = convergence
69
+
70
+ def __repr__(self):
71
+ return f"<{self.name}>"
72
+
73
+
74
+ class IterativeParams:
75
+ def __init__(self):
76
+ sym_solvers = [minres, cg]
77
+ posdef_solvers = [cg]
78
+ real_solvers = [minres]
79
+
80
+ # list of Cases
81
+ self.cases = []
82
+
83
+ # Symmetric and Positive Definite
84
+ N = 40
85
+ data = ones((3, N))
86
+ data[0, :] = 2
87
+ data[1, :] = -1
88
+ data[2, :] = -1
89
+ Poisson1D = spdiags(data, [0, -1, 1], N, N, format='csr')
90
+ self.cases.append(Case("poisson1d", Poisson1D))
91
+ # note: minres fails for single precision
92
+ self.cases.append(Case("poisson1d-F", Poisson1D.astype('f'),
93
+ skip=[minres]))
94
+
95
+ # Symmetric and Negative Definite
96
+ self.cases.append(Case("neg-poisson1d", -Poisson1D,
97
+ skip=posdef_solvers))
98
+ # note: minres fails for single precision
99
+ self.cases.append(Case("neg-poisson1d-F", (-Poisson1D).astype('f'),
100
+ skip=posdef_solvers + [minres]))
101
+
102
+ # 2-dimensional Poisson equations
103
+ Poisson2D = kronsum(Poisson1D, Poisson1D)
104
+ # note: minres fails for 2-d poisson problem,
105
+ # it will be fixed in the future PR
106
+ self.cases.append(Case("poisson2d", Poisson2D, skip=[minres]))
107
+ # note: minres fails for single precision
108
+ self.cases.append(Case("poisson2d-F", Poisson2D.astype('f'),
109
+ skip=[minres]))
110
+
111
+ # Symmetric and Indefinite
112
+ data = array([[6, -5, 2, 7, -1, 10, 4, -3, -8, 9]], dtype='d')
113
+ RandDiag = spdiags(data, [0], 10, 10, format='csr')
114
+ self.cases.append(Case("rand-diag", RandDiag, skip=posdef_solvers))
115
+ self.cases.append(Case("rand-diag-F", RandDiag.astype('f'),
116
+ skip=posdef_solvers))
117
+
118
+ # Random real-valued
119
+ np.random.seed(1234)
120
+ data = np.random.rand(4, 4)
121
+ self.cases.append(Case("rand", data,
122
+ skip=posdef_solvers + sym_solvers))
123
+ self.cases.append(Case("rand-F", data.astype('f'),
124
+ skip=posdef_solvers + sym_solvers))
125
+
126
+ # Random symmetric real-valued
127
+ np.random.seed(1234)
128
+ data = np.random.rand(4, 4)
129
+ data = data + data.T
130
+ self.cases.append(Case("rand-sym", data, skip=posdef_solvers))
131
+ self.cases.append(Case("rand-sym-F", data.astype('f'),
132
+ skip=posdef_solvers))
133
+
134
+ # Random pos-def symmetric real
135
+ np.random.seed(1234)
136
+ data = np.random.rand(9, 9)
137
+ data = np.dot(data.conj(), data.T)
138
+ self.cases.append(Case("rand-sym-pd", data))
139
+ # note: minres fails for single precision
140
+ self.cases.append(Case("rand-sym-pd-F", data.astype('f'),
141
+ skip=[minres]))
142
+
143
+ # Random complex-valued
144
+ np.random.seed(1234)
145
+ data = np.random.rand(4, 4) + 1j * np.random.rand(4, 4)
146
+ skip_cmplx = posdef_solvers + sym_solvers + real_solvers
147
+ self.cases.append(Case("rand-cmplx", data, skip=skip_cmplx))
148
+ self.cases.append(Case("rand-cmplx-F", data.astype('F'),
149
+ skip=skip_cmplx))
150
+
151
+ # Random hermitian complex-valued
152
+ np.random.seed(1234)
153
+ data = np.random.rand(4, 4) + 1j * np.random.rand(4, 4)
154
+ data = data + data.T.conj()
155
+ self.cases.append(Case("rand-cmplx-herm", data,
156
+ skip=posdef_solvers + real_solvers))
157
+ self.cases.append(Case("rand-cmplx-herm-F", data.astype('F'),
158
+ skip=posdef_solvers + real_solvers))
159
+
160
+ # Random pos-def hermitian complex-valued
161
+ np.random.seed(1234)
162
+ data = np.random.rand(9, 9) + 1j * np.random.rand(9, 9)
163
+ data = np.dot(data.conj(), data.T)
164
+ self.cases.append(Case("rand-cmplx-sym-pd", data, skip=real_solvers))
165
+ self.cases.append(Case("rand-cmplx-sym-pd-F", data.astype('F'),
166
+ skip=real_solvers))
167
+
168
+ # Non-symmetric and Positive Definite
169
+ #
170
+ # cgs, qmr, bicg and tfqmr fail to converge on this one
171
+ # -- algorithmic limitation apparently
172
+ data = ones((2, 10))
173
+ data[0, :] = 2
174
+ data[1, :] = -1
175
+ A = spdiags(data, [0, -1], 10, 10, format='csr')
176
+ self.cases.append(Case("nonsymposdef", A,
177
+ skip=sym_solvers + [cgs, qmr, bicg, tfqmr]))
178
+ self.cases.append(Case("nonsymposdef-F", A.astype('F'),
179
+ skip=sym_solvers + [cgs, qmr, bicg, tfqmr]))
180
+
181
+ # Symmetric, non-pd, hitting cgs/bicg/bicgstab/qmr/tfqmr breakdown
182
+ A = np.array([[0, 0, 0, 0, 0, 1, -1, -0, -0, -0, -0],
183
+ [0, 0, 0, 0, 0, 2, -0, -1, -0, -0, -0],
184
+ [0, 0, 0, 0, 0, 2, -0, -0, -1, -0, -0],
185
+ [0, 0, 0, 0, 0, 2, -0, -0, -0, -1, -0],
186
+ [0, 0, 0, 0, 0, 1, -0, -0, -0, -0, -1],
187
+ [1, 2, 2, 2, 1, 0, -0, -0, -0, -0, -0],
188
+ [-1, 0, 0, 0, 0, 0, -1, -0, -0, -0, -0],
189
+ [0, -1, 0, 0, 0, 0, -0, -1, -0, -0, -0],
190
+ [0, 0, -1, 0, 0, 0, -0, -0, -1, -0, -0],
191
+ [0, 0, 0, -1, 0, 0, -0, -0, -0, -1, -0],
192
+ [0, 0, 0, 0, -1, 0, -0, -0, -0, -0, -1]], dtype=float)
193
+ b = np.array([0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0], dtype=float)
194
+ assert (A == A.T).all()
195
+ self.cases.append(Case("sym-nonpd", A, b,
196
+ skip=posdef_solvers,
197
+ nonconvergence=[cgs, bicg, bicgstab, qmr, tfqmr]
198
+ )
199
+ )
200
+
201
+ def generate_tests(self):
202
+ # generate test cases with skips applied
203
+ tests = []
204
+ for case in self.cases:
205
+ for solver in _SOLVERS:
206
+ if (solver in case.skip):
207
+ continue
208
+ if solver in case.nonconvergence:
209
+ tests += [SingleTest(case.A, case.b, solver, case.name,
210
+ convergence=False)]
211
+ else:
212
+ tests += [SingleTest(case.A, case.b, solver, case.name)]
213
+ return tests
214
+
215
+
216
+ cases = IterativeParams().generate_tests()
217
+
218
+
219
+ @pytest.fixture(params=cases, ids=[x.name for x in cases], scope="module")
220
+ def case(request):
221
+ """
222
+ Fixture for all cases in IterativeParams
223
+ """
224
+ return request.param
225
+
226
+
227
+ def test_maxiter(case):
228
+ if not case.convergence:
229
+ pytest.skip("Solver - Breakdown case, see gh-8829")
230
+ A = case.A
231
+ rtol = 1e-12
232
+
233
+ b = case.b
234
+ x0 = 0 * b
235
+
236
+ residuals = []
237
+
238
+ def callback(x):
239
+ residuals.append(norm(b - case.A * x))
240
+
241
+ x, info = case.solver(A, b, x0=x0, rtol=rtol, maxiter=1, callback=callback)
242
+
243
+ assert len(residuals) == 1
244
+ assert info == 1
245
+
246
+
247
+ def test_convergence(case):
248
+ A = case.A
249
+
250
+ if A.dtype.char in "dD":
251
+ rtol = 1e-8
252
+ else:
253
+ rtol = 1e-2
254
+
255
+ b = case.b
256
+ x0 = 0 * b
257
+
258
+ x, info = case.solver(A, b, x0=x0, rtol=rtol)
259
+
260
+ assert_array_equal(x0, 0 * b) # ensure that x0 is not overwritten
261
+ if case.convergence:
262
+ assert info == 0
263
+ assert norm(A @ x - b) <= norm(b) * rtol
264
+ else:
265
+ assert info != 0
266
+ assert norm(A @ x - b) <= norm(b)
267
+
268
+
269
+ def test_precond_dummy(case):
270
+ if not case.convergence:
271
+ pytest.skip("Solver - Breakdown case, see gh-8829")
272
+
273
+ rtol = 1e-8
274
+
275
+ def identity(b, which=None):
276
+ """trivial preconditioner"""
277
+ return b
278
+
279
+ A = case.A
280
+
281
+ M, N = A.shape
282
+ # Ensure the diagonal elements of A are non-zero before calculating
283
+ # 1.0/A.diagonal()
284
+ diagOfA = A.diagonal()
285
+ if np.count_nonzero(diagOfA) == len(diagOfA):
286
+ spdiags([1.0 / diagOfA], [0], M, N)
287
+
288
+ b = case.b
289
+ x0 = 0 * b
290
+
291
+ precond = LinearOperator(A.shape, identity, rmatvec=identity)
292
+
293
+ if case.solver is qmr:
294
+ x, info = case.solver(A, b, M1=precond, M2=precond, x0=x0, rtol=rtol)
295
+ else:
296
+ x, info = case.solver(A, b, M=precond, x0=x0, rtol=rtol)
297
+ assert info == 0
298
+ assert norm(A @ x - b) <= norm(b) * rtol
299
+
300
+ A = aslinearoperator(A)
301
+ A.psolve = identity
302
+ A.rpsolve = identity
303
+
304
+ x, info = case.solver(A, b, x0=x0, rtol=rtol)
305
+ assert info == 0
306
+ assert norm(A @ x - b) <= norm(b) * rtol
307
+
308
+
309
+ # Specific test for poisson1d and poisson2d cases
310
+ @pytest.mark.parametrize('case', [x for x in IterativeParams().cases
311
+ if x.name in ('poisson1d', 'poisson2d')],
312
+ ids=['poisson1d', 'poisson2d'])
313
+ def test_precond_inverse(case):
314
+ for solver in _SOLVERS:
315
+ if solver in case.skip or solver is qmr:
316
+ continue
317
+
318
+ rtol = 1e-8
319
+
320
+ def inverse(b, which=None):
321
+ """inverse preconditioner"""
322
+ A = case.A
323
+ if not isinstance(A, np.ndarray):
324
+ A = A.toarray()
325
+ return np.linalg.solve(A, b)
326
+
327
+ def rinverse(b, which=None):
328
+ """inverse preconditioner"""
329
+ A = case.A
330
+ if not isinstance(A, np.ndarray):
331
+ A = A.toarray()
332
+ return np.linalg.solve(A.T, b)
333
+
334
+ matvec_count = [0]
335
+
336
+ def matvec(b):
337
+ matvec_count[0] += 1
338
+ return case.A @ b
339
+
340
+ def rmatvec(b):
341
+ matvec_count[0] += 1
342
+ return case.A.T @ b
343
+
344
+ b = case.b
345
+ x0 = 0 * b
346
+
347
+ A = LinearOperator(case.A.shape, matvec, rmatvec=rmatvec)
348
+ precond = LinearOperator(case.A.shape, inverse, rmatvec=rinverse)
349
+
350
+ # Solve with preconditioner
351
+ matvec_count = [0]
352
+ x, info = solver(A, b, M=precond, x0=x0, rtol=rtol)
353
+
354
+ assert info == 0
355
+ assert norm(case.A @ x - b) <= norm(b) * rtol
356
+
357
+ # Solution should be nearly instant
358
+ assert matvec_count[0] <= 3
359
+
360
+
361
+ def test_atol(solver):
362
+ # TODO: minres / tfqmr. It didn't historically use absolute tolerances, so
363
+ # fixing it is less urgent.
364
+ if solver in (minres, tfqmr):
365
+ pytest.skip("TODO: Add atol to minres/tfqmr")
366
+
367
+ # Historically this is tested as below, all pass but for some reason
368
+ # gcrotmk is over-sensitive to difference between random.seed/rng.random
369
+ # Hence tol lower bound is changed from -10 to -9
370
+ # np.random.seed(1234)
371
+ # A = np.random.rand(10, 10)
372
+ # A = A @ A.T + 10 * np.eye(10)
373
+ # b = 1e3*np.random.rand(10)
374
+
375
+ rng = np.random.default_rng(168441431005389)
376
+ A = rng.uniform(size=[10, 10])
377
+ A = A @ A.T + 10*np.eye(10)
378
+ b = 1e3 * rng.uniform(size=10)
379
+
380
+ b_norm = np.linalg.norm(b)
381
+
382
+ tols = np.r_[0, np.logspace(-9, 2, 7), np.inf]
383
+
384
+ # Check effect of badly scaled preconditioners
385
+ M0 = rng.standard_normal(size=(10, 10))
386
+ M0 = M0 @ M0.T
387
+ Ms = [None, 1e-6 * M0, 1e6 * M0]
388
+
389
+ for M, rtol, atol in itertools.product(Ms, tols, tols):
390
+ if rtol == 0 and atol == 0:
391
+ continue
392
+
393
+ if solver is qmr:
394
+ if M is not None:
395
+ M = aslinearoperator(M)
396
+ M2 = aslinearoperator(np.eye(10))
397
+ else:
398
+ M2 = None
399
+ x, info = solver(A, b, M1=M, M2=M2, rtol=rtol, atol=atol)
400
+ else:
401
+ x, info = solver(A, b, M=M, rtol=rtol, atol=atol)
402
+
403
+ assert info == 0
404
+ residual = A @ x - b
405
+ err = np.linalg.norm(residual)
406
+ atol2 = rtol * b_norm
407
+ # Added 1.00025 fudge factor because of `err` exceeding `atol` just
408
+ # very slightly on s390x (see gh-17839)
409
+ assert err <= 1.00025 * max(atol, atol2)
410
+
411
+
412
+ def test_zero_rhs(solver):
413
+ rng = np.random.default_rng(1684414984100503)
414
+ A = rng.random(size=[10, 10])
415
+ A = A @ A.T + 10 * np.eye(10)
416
+
417
+ b = np.zeros(10)
418
+ tols = np.r_[np.logspace(-10, 2, 7)]
419
+
420
+ for tol in tols:
421
+ x, info = solver(A, b, rtol=tol)
422
+ assert info == 0
423
+ assert_allclose(x, 0., atol=1e-15)
424
+
425
+ x, info = solver(A, b, rtol=tol, x0=ones(10))
426
+ assert info == 0
427
+ assert_allclose(x, 0., atol=tol)
428
+
429
+ if solver is not minres:
430
+ x, info = solver(A, b, rtol=tol, atol=0, x0=ones(10))
431
+ if info == 0:
432
+ assert_allclose(x, 0)
433
+
434
+ x, info = solver(A, b, rtol=tol, atol=tol)
435
+ assert info == 0
436
+ assert_allclose(x, 0, atol=1e-300)
437
+
438
+ x, info = solver(A, b, rtol=tol, atol=0)
439
+ assert info == 0
440
+ assert_allclose(x, 0, atol=1e-300)
441
+
442
+
443
+ @pytest.mark.xfail(reason="see gh-18697")
444
+ def test_maxiter_worsening(solver):
445
+ if solver not in (gmres, lgmres, qmr):
446
+ # these were skipped from the very beginning, see gh-9201; gh-14160
447
+ pytest.skip("Solver breakdown case")
448
+ # Check error does not grow (boundlessly) with increasing maxiter.
449
+ # This can occur due to the solvers hitting close to breakdown,
450
+ # which they should detect and halt as necessary.
451
+ # cf. gh-9100
452
+ if (solver is gmres and platform.machine() == 'aarch64'
453
+ and sys.version_info[1] == 9):
454
+ pytest.xfail(reason="gh-13019")
455
+ if (solver is lgmres and
456
+ platform.machine() not in ['x86_64' 'x86', 'aarch64', 'arm64']):
457
+ # see gh-17839
458
+ pytest.xfail(reason="fails on at least ppc64le, ppc64 and riscv64")
459
+
460
+ # Singular matrix, rhs numerically not in range
461
+ A = np.array([[-0.1112795288033378, 0, 0, 0.16127952880333685],
462
+ [0, -0.13627952880333782 + 6.283185307179586j, 0, 0],
463
+ [0, 0, -0.13627952880333782 - 6.283185307179586j, 0],
464
+ [0.1112795288033368, 0j, 0j, -0.16127952880333785]])
465
+ v = np.ones(4)
466
+ best_error = np.inf
467
+
468
+ # Unable to match the Fortran code tolerance levels with this example
469
+ # Original tolerance values
470
+
471
+ # slack_tol = 7 if platform.machine() == 'aarch64' else 5
472
+ slack_tol = 9
473
+
474
+ for maxiter in range(1, 20):
475
+ x, info = solver(A, v, maxiter=maxiter, rtol=1e-8, atol=0)
476
+
477
+ if info == 0:
478
+ assert norm(A @ x - v) <= 1e-8 * norm(v)
479
+
480
+ error = np.linalg.norm(A @ x - v)
481
+ best_error = min(best_error, error)
482
+
483
+ # Check with slack
484
+ assert error <= slack_tol * best_error
485
+
486
+
487
+ def test_x0_working(solver):
488
+ # Easy problem
489
+ rng = np.random.default_rng(1685363802304750)
490
+ n = 10
491
+ A = rng.random(size=[n, n])
492
+ A = A @ A.T
493
+ b = rng.random(n)
494
+ x0 = rng.random(n)
495
+
496
+ if solver is minres:
497
+ kw = dict(rtol=1e-6)
498
+ else:
499
+ kw = dict(atol=0, rtol=1e-6)
500
+
501
+ x, info = solver(A, b, **kw)
502
+ assert info == 0
503
+ assert norm(A @ x - b) <= 1e-6 * norm(b)
504
+
505
+ x, info = solver(A, b, x0=x0, **kw)
506
+ assert info == 0
507
+ assert norm(A @ x - b) <= 2e-6*norm(b)
508
+
509
+
510
+ def test_x0_equals_Mb(case):
511
+ if case.solver is tfqmr:
512
+ pytest.skip("Solver does not support x0='Mb'")
513
+ A = case.A
514
+ b = case.b
515
+ x0 = 'Mb'
516
+ rtol = 1e-8
517
+ x, info = case.solver(A, b, x0=x0, rtol=rtol)
518
+
519
+ assert_array_equal(x0, 'Mb') # ensure that x0 is not overwritten
520
+ assert info == 0
521
+ assert norm(A @ x - b) <= rtol * norm(b)
522
+
523
+
524
+ @pytest.mark.parametrize('solver', _SOLVERS)
525
+ def test_x0_solves_problem_exactly(solver):
526
+ # See gh-19948
527
+ mat = np.eye(2)
528
+ rhs = np.array([-1., -1.])
529
+
530
+ sol, info = solver(mat, rhs, x0=rhs)
531
+ assert_allclose(sol, rhs)
532
+ assert info == 0
533
+
534
+
535
+ # Specific tfqmr test
536
+ @pytest.mark.parametrize('case', IterativeParams().cases)
537
+ def test_show(case, capsys):
538
+ def cb(x):
539
+ pass
540
+
541
+ x, info = tfqmr(case.A, case.b, callback=cb, show=True)
542
+ out, err = capsys.readouterr()
543
+
544
+ if case.name == "sym-nonpd":
545
+ # no logs for some reason
546
+ exp = ""
547
+ elif case.name in ("nonsymposdef", "nonsymposdef-F"):
548
+ # Asymmetric and Positive Definite
549
+ exp = "TFQMR: Linear solve not converged due to reach MAXIT iterations"
550
+ else: # all other cases
551
+ exp = "TFQMR: Linear solve converged due to reach TOL iterations"
552
+
553
+ assert out.startswith(exp)
554
+ assert err == ""
555
+
556
+
557
+ def test_positional_deprecation(solver):
558
+ # from test_x0_working
559
+ rng = np.random.default_rng(1685363802304750)
560
+ n = 10
561
+ A = rng.random(size=[n, n])
562
+ A = A @ A.T
563
+ b = rng.random(n)
564
+ x0 = rng.random(n)
565
+ with pytest.deprecated_call(
566
+ # due to the use of the _deprecate_positional_args decorator, it's not possible
567
+ # to separate the two warnings (1 for positional use, 1 for `tol` deprecation).
568
+ match="use keyword arguments.*|argument `tol` is deprecated.*"
569
+ ):
570
+ solver(A, b, x0, 1e-5)
571
+
572
+
573
+ class TestQMR:
574
+ @pytest.mark.filterwarnings('ignore::scipy.sparse.SparseEfficiencyWarning')
575
+ def test_leftright_precond(self):
576
+ """Check that QMR works with left and right preconditioners"""
577
+
578
+ from scipy.sparse.linalg._dsolve import splu
579
+ from scipy.sparse.linalg._interface import LinearOperator
580
+
581
+ n = 100
582
+
583
+ dat = ones(n)
584
+ A = spdiags([-2 * dat, 4 * dat, -dat], [-1, 0, 1], n, n)
585
+ b = arange(n, dtype='d')
586
+
587
+ L = spdiags([-dat / 2, dat], [-1, 0], n, n)
588
+ U = spdiags([4 * dat, -dat], [0, 1], n, n)
589
+ L_solver = splu(L)
590
+ U_solver = splu(U)
591
+
592
+ def L_solve(b):
593
+ return L_solver.solve(b)
594
+
595
+ def U_solve(b):
596
+ return U_solver.solve(b)
597
+
598
+ def LT_solve(b):
599
+ return L_solver.solve(b, 'T')
600
+
601
+ def UT_solve(b):
602
+ return U_solver.solve(b, 'T')
603
+
604
+ M1 = LinearOperator((n, n), matvec=L_solve, rmatvec=LT_solve)
605
+ M2 = LinearOperator((n, n), matvec=U_solve, rmatvec=UT_solve)
606
+
607
+ rtol = 1e-8
608
+ x, info = qmr(A, b, rtol=rtol, maxiter=15, M1=M1, M2=M2)
609
+
610
+ assert info == 0
611
+ assert norm(A @ x - b) <= rtol * norm(b)
612
+
613
+
614
+ class TestGMRES:
615
+ def test_basic(self):
616
+ A = np.vander(np.arange(10) + 1)[:, ::-1]
617
+ b = np.zeros(10)
618
+ b[0] = 1
619
+
620
+ x_gm, err = gmres(A, b, restart=5, maxiter=1)
621
+
622
+ assert_allclose(x_gm[0], 0.359, rtol=1e-2)
623
+
624
+ def test_callback(self):
625
+
626
+ def store_residual(r, rvec):
627
+ rvec[rvec.nonzero()[0].max() + 1] = r
628
+
629
+ # Define, A,b
630
+ A = csr_matrix(array([[-2, 1, 0, 0, 0, 0],
631
+ [1, -2, 1, 0, 0, 0],
632
+ [0, 1, -2, 1, 0, 0],
633
+ [0, 0, 1, -2, 1, 0],
634
+ [0, 0, 0, 1, -2, 1],
635
+ [0, 0, 0, 0, 1, -2]]))
636
+ b = ones((A.shape[0],))
637
+ maxiter = 1
638
+ rvec = zeros(maxiter + 1)
639
+ rvec[0] = 1.0
640
+
641
+ def callback(r):
642
+ return store_residual(r, rvec)
643
+
644
+ x, flag = gmres(A, b, x0=zeros(A.shape[0]), rtol=1e-16,
645
+ maxiter=maxiter, callback=callback)
646
+
647
+ # Expected output from SciPy 1.0.0
648
+ assert_allclose(rvec, array([1.0, 0.81649658092772603]), rtol=1e-10)
649
+
650
+ # Test preconditioned callback
651
+ M = 1e-3 * np.eye(A.shape[0])
652
+ rvec = zeros(maxiter + 1)
653
+ rvec[0] = 1.0
654
+ x, flag = gmres(A, b, M=M, rtol=1e-16, maxiter=maxiter,
655
+ callback=callback)
656
+
657
+ # Expected output from SciPy 1.0.0
658
+ # (callback has preconditioned residual!)
659
+ assert_allclose(rvec, array([1.0, 1e-3 * 0.81649658092772603]),
660
+ rtol=1e-10)
661
+
662
+ def test_abi(self):
663
+ # Check we don't segfault on gmres with complex argument
664
+ A = eye(2)
665
+ b = ones(2)
666
+ r_x, r_info = gmres(A, b)
667
+ r_x = r_x.astype(complex)
668
+ x, info = gmres(A.astype(complex), b.astype(complex))
669
+
670
+ assert iscomplexobj(x)
671
+ assert_allclose(r_x, x)
672
+ assert r_info == info
673
+
674
+ def test_atol_legacy(self):
675
+
676
+ A = eye(2)
677
+ b = ones(2)
678
+ x, info = gmres(A, b, rtol=1e-5)
679
+ assert np.linalg.norm(A @ x - b) <= 1e-5 * np.linalg.norm(b)
680
+ assert_allclose(x, b, atol=0, rtol=1e-8)
681
+
682
+ rndm = np.random.RandomState(12345)
683
+ A = rndm.rand(30, 30)
684
+ b = 1e-6 * ones(30)
685
+ x, info = gmres(A, b, rtol=1e-7, restart=20)
686
+ assert np.linalg.norm(A @ x - b) > 1e-7
687
+
688
+ A = eye(2)
689
+ b = 1e-10 * ones(2)
690
+ x, info = gmres(A, b, rtol=1e-8, atol=0)
691
+ assert np.linalg.norm(A @ x - b) <= 1e-8 * np.linalg.norm(b)
692
+
693
+ def test_defective_precond_breakdown(self):
694
+ # Breakdown due to defective preconditioner
695
+ M = np.eye(3)
696
+ M[2, 2] = 0
697
+
698
+ b = np.array([0, 1, 1])
699
+ x = np.array([1, 0, 0])
700
+ A = np.diag([2, 3, 4])
701
+
702
+ x, info = gmres(A, b, x0=x, M=M, rtol=1e-15, atol=0)
703
+
704
+ # Should not return nans, nor terminate with false success
705
+ assert not np.isnan(x).any()
706
+ if info == 0:
707
+ assert np.linalg.norm(A @ x - b) <= 1e-15 * np.linalg.norm(b)
708
+
709
+ # The solution should be OK outside null space of M
710
+ assert_allclose(M @ (A @ x), M @ b)
711
+
712
+ def test_defective_matrix_breakdown(self):
713
+ # Breakdown due to defective matrix
714
+ A = np.array([[0, 1, 0], [1, 0, 0], [0, 0, 0]])
715
+ b = np.array([1, 0, 1])
716
+ rtol = 1e-8
717
+ x, info = gmres(A, b, rtol=rtol, atol=0)
718
+
719
+ # Should not return nans, nor terminate with false success
720
+ assert not np.isnan(x).any()
721
+ if info == 0:
722
+ assert np.linalg.norm(A @ x - b) <= rtol * np.linalg.norm(b)
723
+
724
+ # The solution should be OK outside null space of A
725
+ assert_allclose(A @ (A @ x), A @ b)
726
+
727
+ def test_callback_type(self):
728
+ # The legacy callback type changes meaning of 'maxiter'
729
+ np.random.seed(1)
730
+ A = np.random.rand(20, 20)
731
+ b = np.random.rand(20)
732
+
733
+ cb_count = [0]
734
+
735
+ def pr_norm_cb(r):
736
+ cb_count[0] += 1
737
+ assert isinstance(r, float)
738
+
739
+ def x_cb(x):
740
+ cb_count[0] += 1
741
+ assert isinstance(x, np.ndarray)
742
+
743
+ # 2 iterations is not enough to solve the problem
744
+ cb_count = [0]
745
+ x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
746
+ maxiter=2, restart=50)
747
+ assert info == 2
748
+ assert cb_count[0] == 2
749
+
750
+ # With `callback_type` specified, no warning should be raised
751
+ cb_count = [0]
752
+ x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
753
+ maxiter=2, restart=50, callback_type='legacy')
754
+ assert info == 2
755
+ assert cb_count[0] == 2
756
+
757
+ # 2 restart cycles is enough to solve the problem
758
+ cb_count = [0]
759
+ x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
760
+ maxiter=2, restart=50, callback_type='pr_norm')
761
+ assert info == 0
762
+ assert cb_count[0] > 2
763
+
764
+ # 2 restart cycles is enough to solve the problem
765
+ cb_count = [0]
766
+ x, info = gmres(A, b, rtol=1e-6, atol=0, callback=x_cb, maxiter=2,
767
+ restart=50, callback_type='x')
768
+ assert info == 0
769
+ assert cb_count[0] == 1
770
+
771
+ def test_callback_x_monotonic(self):
772
+ # Check that callback_type='x' gives monotonic norm decrease
773
+ np.random.seed(1)
774
+ A = np.random.rand(20, 20) + np.eye(20)
775
+ b = np.random.rand(20)
776
+
777
+ prev_r = [np.inf]
778
+ count = [0]
779
+
780
+ def x_cb(x):
781
+ r = np.linalg.norm(A @ x - b)
782
+ assert r <= prev_r[0]
783
+ prev_r[0] = r
784
+ count[0] += 1
785
+
786
+ x, info = gmres(A, b, rtol=1e-6, atol=0, callback=x_cb, maxiter=20,
787
+ restart=10, callback_type='x')
788
+ assert info == 20
789
+ assert count[0] == 20
790
+
791
+ def test_restrt_dep(self):
792
+ with pytest.warns(
793
+ DeprecationWarning,
794
+ match="'gmres' keyword argument 'restrt'"
795
+ ):
796
+ gmres(np.array([1]), np.array([1]), restrt=10)