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  1. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__init__.py +146 -0
  2. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/__init__.cpython-310.pyc +0 -0
  3. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_expm_multiply.cpython-310.pyc +0 -0
  4. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_interface.cpython-310.pyc +0 -0
  5. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_matfuncs.cpython-310.pyc +0 -0
  6. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_norm.cpython-310.pyc +0 -0
  7. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_onenormest.cpython-310.pyc +0 -0
  8. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_special_sparse_arrays.cpython-310.pyc +0 -0
  9. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/_svdp.cpython-310.pyc +0 -0
  10. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/dsolve.cpython-310.pyc +0 -0
  11. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/eigen.cpython-310.pyc +0 -0
  12. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/interface.cpython-310.pyc +0 -0
  13. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/isolve.cpython-310.pyc +0 -0
  14. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__pycache__/matfuncs.cpython-310.pyc +0 -0
  15. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_dsolve/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  16. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_eigen/_svds.py +545 -0
  17. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_expm_multiply.py +810 -0
  18. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_interface.py +896 -0
  19. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/__init__.cpython-310.pyc +0 -0
  20. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/_gcrotmk.cpython-310.pyc +0 -0
  21. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/iterative.cpython-310.pyc +0 -0
  22. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/lgmres.cpython-310.pyc +0 -0
  23. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/lsmr.cpython-310.pyc +0 -0
  24. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/lsqr.cpython-310.pyc +0 -0
  25. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/minres.cpython-310.pyc +0 -0
  26. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/tfqmr.cpython-310.pyc +0 -0
  27. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/utils.cpython-310.pyc +0 -0
  28. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/lgmres.py +242 -0
  29. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__init__.py +0 -0
  30. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  31. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_gcrotmk.cpython-310.pyc +0 -0
  32. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_iterative.cpython-310.pyc +0 -0
  33. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lgmres.cpython-310.pyc +0 -0
  34. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lsmr.cpython-310.pyc +0 -0
  35. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_lsqr.cpython-310.pyc +0 -0
  36. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_minres.cpython-310.pyc +0 -0
  37. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__pycache__/test_utils.cpython-310.pyc +0 -0
  38. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_gcrotmk.py +165 -0
  39. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_iterative.py +796 -0
  40. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lgmres.py +211 -0
  41. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lsmr.py +185 -0
  42. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lsqr.py +120 -0
  43. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_minres.py +97 -0
  44. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_utils.py +9 -0
  45. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tfqmr.py +191 -0
  46. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/utils.py +127 -0
  47. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_matfuncs.py +940 -0
  48. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_norm.py +193 -0
  49. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_onenormest.py +467 -0
  50. llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_propack/_cpropack.cpython-310-x86_64-linux-gnu.so +0 -0
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/__init__.py ADDED
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1
+ """
2
+ Sparse linear algebra (:mod:`scipy.sparse.linalg`)
3
+ ==================================================
4
+
5
+ .. currentmodule:: scipy.sparse.linalg
6
+
7
+ Abstract linear operators
8
+ -------------------------
9
+
10
+ .. autosummary::
11
+ :toctree: generated/
12
+
13
+ LinearOperator -- abstract representation of a linear operator
14
+ aslinearoperator -- convert an object to an abstract linear operator
15
+
16
+ Matrix Operations
17
+ -----------------
18
+
19
+ .. autosummary::
20
+ :toctree: generated/
21
+
22
+ inv -- compute the sparse matrix inverse
23
+ expm -- compute the sparse matrix exponential
24
+ expm_multiply -- compute the product of a matrix exponential and a matrix
25
+ matrix_power -- compute the matrix power by raising a matrix to an exponent
26
+
27
+ Matrix norms
28
+ ------------
29
+
30
+ .. autosummary::
31
+ :toctree: generated/
32
+
33
+ norm -- Norm of a sparse matrix
34
+ onenormest -- Estimate the 1-norm of a sparse matrix
35
+
36
+ Solving linear problems
37
+ -----------------------
38
+
39
+ Direct methods for linear equation systems:
40
+
41
+ .. autosummary::
42
+ :toctree: generated/
43
+
44
+ spsolve -- Solve the sparse linear system Ax=b
45
+ spsolve_triangular -- Solve sparse linear system Ax=b for a triangular A.
46
+ factorized -- Pre-factorize matrix to a function solving a linear system
47
+ MatrixRankWarning -- Warning on exactly singular matrices
48
+ use_solver -- Select direct solver to use
49
+
50
+ Iterative methods for linear equation systems:
51
+
52
+ .. autosummary::
53
+ :toctree: generated/
54
+
55
+ bicg -- Use BIConjugate Gradient iteration to solve Ax = b
56
+ bicgstab -- Use BIConjugate Gradient STABilized iteration to solve Ax = b
57
+ cg -- Use Conjugate Gradient iteration to solve Ax = b
58
+ cgs -- Use Conjugate Gradient Squared iteration to solve Ax = b
59
+ gmres -- Use Generalized Minimal RESidual iteration to solve Ax = b
60
+ lgmres -- Solve a matrix equation using the LGMRES algorithm
61
+ minres -- Use MINimum RESidual iteration to solve Ax = b
62
+ qmr -- Use Quasi-Minimal Residual iteration to solve Ax = b
63
+ gcrotmk -- Solve a matrix equation using the GCROT(m,k) algorithm
64
+ tfqmr -- Use Transpose-Free Quasi-Minimal Residual iteration to solve Ax = b
65
+
66
+ Iterative methods for least-squares problems:
67
+
68
+ .. autosummary::
69
+ :toctree: generated/
70
+
71
+ lsqr -- Find the least-squares solution to a sparse linear equation system
72
+ lsmr -- Find the least-squares solution to a sparse linear equation system
73
+
74
+ Matrix factorizations
75
+ ---------------------
76
+
77
+ Eigenvalue problems:
78
+
79
+ .. autosummary::
80
+ :toctree: generated/
81
+
82
+ eigs -- Find k eigenvalues and eigenvectors of the square matrix A
83
+ eigsh -- Find k eigenvalues and eigenvectors of a symmetric matrix
84
+ lobpcg -- Solve symmetric partial eigenproblems with optional preconditioning
85
+
86
+ Singular values problems:
87
+
88
+ .. autosummary::
89
+ :toctree: generated/
90
+
91
+ svds -- Compute k singular values/vectors for a sparse matrix
92
+
93
+ The `svds` function supports the following solvers:
94
+
95
+ .. toctree::
96
+
97
+ sparse.linalg.svds-arpack
98
+ sparse.linalg.svds-lobpcg
99
+ sparse.linalg.svds-propack
100
+
101
+ Complete or incomplete LU factorizations
102
+
103
+ .. autosummary::
104
+ :toctree: generated/
105
+
106
+ splu -- Compute a LU decomposition for a sparse matrix
107
+ spilu -- Compute an incomplete LU decomposition for a sparse matrix
108
+ SuperLU -- Object representing an LU factorization
109
+
110
+ Sparse arrays with structure
111
+ ----------------------------
112
+
113
+ .. autosummary::
114
+ :toctree: generated/
115
+
116
+ LaplacianNd -- Laplacian on a uniform rectangular grid in ``N`` dimensions
117
+
118
+ Exceptions
119
+ ----------
120
+
121
+ .. autosummary::
122
+ :toctree: generated/
123
+
124
+ ArpackNoConvergence
125
+ ArpackError
126
+
127
+ """
128
+
129
+ from ._isolve import *
130
+ from ._dsolve import *
131
+ from ._interface import *
132
+ from ._eigen import *
133
+ from ._matfuncs import *
134
+ from ._onenormest import *
135
+ from ._norm import *
136
+ from ._expm_multiply import *
137
+ from ._special_sparse_arrays import *
138
+
139
+ # Deprecated namespaces, to be removed in v2.0.0
140
+ from . import isolve, dsolve, interface, eigen, matfuncs
141
+
142
+ __all__ = [s for s in dir() if not s.startswith('_')]
143
+
144
+ from scipy._lib._testutils import PytestTester
145
+ test = PytestTester(__name__)
146
+ 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
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_expm_multiply.py ADDED
@@ -0,0 +1,810 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Compute the action of the matrix exponential."""
2
+ from warnings import warn
3
+
4
+ import numpy as np
5
+
6
+ import scipy.linalg
7
+ import scipy.sparse.linalg
8
+ from scipy.linalg._decomp_qr import qr
9
+ from scipy.sparse._sputils import is_pydata_spmatrix
10
+ from scipy.sparse.linalg import aslinearoperator
11
+ from scipy.sparse.linalg._interface import IdentityOperator
12
+ from scipy.sparse.linalg._onenormest import onenormest
13
+
14
+ __all__ = ['expm_multiply']
15
+
16
+
17
+ def _exact_inf_norm(A):
18
+ # A compatibility function which should eventually disappear.
19
+ if scipy.sparse.issparse(A):
20
+ return max(abs(A).sum(axis=1).flat)
21
+ elif is_pydata_spmatrix(A):
22
+ return max(abs(A).sum(axis=1))
23
+ else:
24
+ return np.linalg.norm(A, np.inf)
25
+
26
+
27
+ def _exact_1_norm(A):
28
+ # A compatibility function which should eventually disappear.
29
+ if scipy.sparse.issparse(A):
30
+ return max(abs(A).sum(axis=0).flat)
31
+ elif is_pydata_spmatrix(A):
32
+ return max(abs(A).sum(axis=0))
33
+ else:
34
+ return np.linalg.norm(A, 1)
35
+
36
+
37
+ def _trace(A):
38
+ # A compatibility function which should eventually disappear.
39
+ if is_pydata_spmatrix(A):
40
+ return A.to_scipy_sparse().trace()
41
+ else:
42
+ return A.trace()
43
+
44
+
45
+ def traceest(A, m3, seed=None):
46
+ """Estimate `np.trace(A)` using `3*m3` matrix-vector products.
47
+
48
+ The result is not deterministic.
49
+
50
+ Parameters
51
+ ----------
52
+ A : LinearOperator
53
+ Linear operator whose trace will be estimated. Has to be square.
54
+ m3 : int
55
+ Number of matrix-vector products divided by 3 used to estimate the
56
+ trace.
57
+ seed : optional
58
+ Seed for `numpy.random.default_rng`.
59
+ Can be provided to obtain deterministic results.
60
+
61
+ Returns
62
+ -------
63
+ trace : LinearOperator.dtype
64
+ Estimate of the trace
65
+
66
+ Notes
67
+ -----
68
+ This is the Hutch++ algorithm given in [1]_.
69
+
70
+ References
71
+ ----------
72
+ .. [1] Meyer, Raphael A., Cameron Musco, Christopher Musco, and David P.
73
+ Woodruff. "Hutch++: Optimal Stochastic Trace Estimation." In Symposium
74
+ on Simplicity in Algorithms (SOSA), pp. 142-155. Society for Industrial
75
+ and Applied Mathematics, 2021
76
+ https://doi.org/10.1137/1.9781611976496.16
77
+
78
+ """
79
+ rng = np.random.default_rng(seed)
80
+ if len(A.shape) != 2 or A.shape[-1] != A.shape[-2]:
81
+ raise ValueError("Expected A to be like a square matrix.")
82
+ n = A.shape[-1]
83
+ S = rng.choice([-1.0, +1.0], [n, m3])
84
+ Q, _ = qr(A.matmat(S), overwrite_a=True, mode='economic')
85
+ trQAQ = np.trace(Q.conj().T @ A.matmat(Q))
86
+ G = rng.choice([-1, +1], [n, m3])
87
+ right = G - Q@(Q.conj().T @ G)
88
+ trGAG = np.trace(right.conj().T @ A.matmat(right))
89
+ return trQAQ + trGAG/m3
90
+
91
+
92
+ def _ident_like(A):
93
+ # A compatibility function which should eventually disappear.
94
+ if scipy.sparse.issparse(A):
95
+ # Creates a sparse matrix in dia format
96
+ out = scipy.sparse.eye(A.shape[0], A.shape[1], dtype=A.dtype)
97
+ if isinstance(A, scipy.sparse.spmatrix):
98
+ return out.asformat(A.format)
99
+ return scipy.sparse.dia_array(out).asformat(A.format)
100
+ elif is_pydata_spmatrix(A):
101
+ import sparse
102
+ return sparse.eye(A.shape[0], A.shape[1], dtype=A.dtype)
103
+ elif isinstance(A, scipy.sparse.linalg.LinearOperator):
104
+ return IdentityOperator(A.shape, dtype=A.dtype)
105
+ else:
106
+ return np.eye(A.shape[0], A.shape[1], dtype=A.dtype)
107
+
108
+
109
+ def expm_multiply(A, B, start=None, stop=None, num=None,
110
+ endpoint=None, traceA=None):
111
+ """
112
+ Compute the action of the matrix exponential of A on B.
113
+
114
+ Parameters
115
+ ----------
116
+ A : transposable linear operator
117
+ The operator whose exponential is of interest.
118
+ B : ndarray
119
+ The matrix or vector to be multiplied by the matrix exponential of A.
120
+ start : scalar, optional
121
+ The starting time point of the sequence.
122
+ stop : scalar, optional
123
+ The end time point of the sequence, unless `endpoint` is set to False.
124
+ In that case, the sequence consists of all but the last of ``num + 1``
125
+ evenly spaced time points, so that `stop` is excluded.
126
+ Note that the step size changes when `endpoint` is False.
127
+ num : int, optional
128
+ Number of time points to use.
129
+ endpoint : bool, optional
130
+ If True, `stop` is the last time point. Otherwise, it is not included.
131
+ traceA : scalar, optional
132
+ Trace of `A`. If not given the trace is estimated for linear operators,
133
+ or calculated exactly for sparse matrices. It is used to precondition
134
+ `A`, thus an approximate trace is acceptable.
135
+ For linear operators, `traceA` should be provided to ensure performance
136
+ as the estimation is not guaranteed to be reliable for all cases.
137
+
138
+ .. versionadded:: 1.9.0
139
+
140
+ Returns
141
+ -------
142
+ expm_A_B : ndarray
143
+ The result of the action :math:`e^{t_k A} B`.
144
+
145
+ Warns
146
+ -----
147
+ UserWarning
148
+ If `A` is a linear operator and ``traceA=None`` (default).
149
+
150
+ Notes
151
+ -----
152
+ The optional arguments defining the sequence of evenly spaced time points
153
+ are compatible with the arguments of `numpy.linspace`.
154
+
155
+ The output ndarray shape is somewhat complicated so I explain it here.
156
+ The ndim of the output could be either 1, 2, or 3.
157
+ It would be 1 if you are computing the expm action on a single vector
158
+ at a single time point.
159
+ It would be 2 if you are computing the expm action on a vector
160
+ at multiple time points, or if you are computing the expm action
161
+ on a matrix at a single time point.
162
+ It would be 3 if you want the action on a matrix with multiple
163
+ columns at multiple time points.
164
+ If multiple time points are requested, expm_A_B[0] will always
165
+ be the action of the expm at the first time point,
166
+ regardless of whether the action is on a vector or a matrix.
167
+
168
+ References
169
+ ----------
170
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham (2011)
171
+ "Computing the Action of the Matrix Exponential,
172
+ with an Application to Exponential Integrators."
173
+ SIAM Journal on Scientific Computing,
174
+ 33 (2). pp. 488-511. ISSN 1064-8275
175
+ http://eprints.ma.man.ac.uk/1591/
176
+
177
+ .. [2] Nicholas J. Higham and Awad H. Al-Mohy (2010)
178
+ "Computing Matrix Functions."
179
+ Acta Numerica,
180
+ 19. 159-208. ISSN 0962-4929
181
+ http://eprints.ma.man.ac.uk/1451/
182
+
183
+ Examples
184
+ --------
185
+ >>> import numpy as np
186
+ >>> from scipy.sparse import csc_matrix
187
+ >>> from scipy.sparse.linalg import expm, expm_multiply
188
+ >>> A = csc_matrix([[1, 0], [0, 1]])
189
+ >>> A.toarray()
190
+ array([[1, 0],
191
+ [0, 1]], dtype=int64)
192
+ >>> B = np.array([np.exp(-1.), np.exp(-2.)])
193
+ >>> B
194
+ array([ 0.36787944, 0.13533528])
195
+ >>> expm_multiply(A, B, start=1, stop=2, num=3, endpoint=True)
196
+ array([[ 1. , 0.36787944],
197
+ [ 1.64872127, 0.60653066],
198
+ [ 2.71828183, 1. ]])
199
+ >>> expm(A).dot(B) # Verify 1st timestep
200
+ array([ 1. , 0.36787944])
201
+ >>> expm(1.5*A).dot(B) # Verify 2nd timestep
202
+ array([ 1.64872127, 0.60653066])
203
+ >>> expm(2*A).dot(B) # Verify 3rd timestep
204
+ array([ 2.71828183, 1. ])
205
+ """
206
+ if all(arg is None for arg in (start, stop, num, endpoint)):
207
+ X = _expm_multiply_simple(A, B, traceA=traceA)
208
+ else:
209
+ X, status = _expm_multiply_interval(A, B, start, stop, num,
210
+ endpoint, traceA=traceA)
211
+ return X
212
+
213
+
214
+ def _expm_multiply_simple(A, B, t=1.0, traceA=None, balance=False):
215
+ """
216
+ Compute the action of the matrix exponential at a single time point.
217
+
218
+ Parameters
219
+ ----------
220
+ A : transposable linear operator
221
+ The operator whose exponential is of interest.
222
+ B : ndarray
223
+ The matrix to be multiplied by the matrix exponential of A.
224
+ t : float
225
+ A time point.
226
+ traceA : scalar, optional
227
+ Trace of `A`. If not given the trace is estimated for linear operators,
228
+ or calculated exactly for sparse matrices. It is used to precondition
229
+ `A`, thus an approximate trace is acceptable
230
+ balance : bool
231
+ Indicates whether or not to apply balancing.
232
+
233
+ Returns
234
+ -------
235
+ F : ndarray
236
+ :math:`e^{t A} B`
237
+
238
+ Notes
239
+ -----
240
+ This is algorithm (3.2) in Al-Mohy and Higham (2011).
241
+
242
+ """
243
+ if balance:
244
+ raise NotImplementedError
245
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
246
+ raise ValueError('expected A to be like a square matrix')
247
+ if A.shape[1] != B.shape[0]:
248
+ raise ValueError('shapes of matrices A {} and B {} are incompatible'
249
+ .format(A.shape, B.shape))
250
+ ident = _ident_like(A)
251
+ is_linear_operator = isinstance(A, scipy.sparse.linalg.LinearOperator)
252
+ n = A.shape[0]
253
+ if len(B.shape) == 1:
254
+ n0 = 1
255
+ elif len(B.shape) == 2:
256
+ n0 = B.shape[1]
257
+ else:
258
+ raise ValueError('expected B to be like a matrix or a vector')
259
+ u_d = 2**-53
260
+ tol = u_d
261
+ if traceA is None:
262
+ if is_linear_operator:
263
+ warn("Trace of LinearOperator not available, it will be estimated."
264
+ " Provide `traceA` to ensure performance.", stacklevel=3)
265
+ # m3=1 is bit arbitrary choice, a more accurate trace (larger m3) might
266
+ # speed up exponential calculation, but trace estimation is more costly
267
+ traceA = traceest(A, m3=1) if is_linear_operator else _trace(A)
268
+ mu = traceA / float(n)
269
+ A = A - mu * ident
270
+ A_1_norm = onenormest(A) if is_linear_operator else _exact_1_norm(A)
271
+ if t*A_1_norm == 0:
272
+ m_star, s = 0, 1
273
+ else:
274
+ ell = 2
275
+ norm_info = LazyOperatorNormInfo(t*A, A_1_norm=t*A_1_norm, ell=ell)
276
+ m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
277
+ return _expm_multiply_simple_core(A, B, t, mu, m_star, s, tol, balance)
278
+
279
+
280
+ def _expm_multiply_simple_core(A, B, t, mu, m_star, s, tol=None, balance=False):
281
+ """
282
+ A helper function.
283
+ """
284
+ if balance:
285
+ raise NotImplementedError
286
+ if tol is None:
287
+ u_d = 2 ** -53
288
+ tol = u_d
289
+ F = B
290
+ eta = np.exp(t*mu / float(s))
291
+ for i in range(s):
292
+ c1 = _exact_inf_norm(B)
293
+ for j in range(m_star):
294
+ coeff = t / float(s*(j+1))
295
+ B = coeff * A.dot(B)
296
+ c2 = _exact_inf_norm(B)
297
+ F = F + B
298
+ if c1 + c2 <= tol * _exact_inf_norm(F):
299
+ break
300
+ c1 = c2
301
+ F = eta * F
302
+ B = F
303
+ return F
304
+
305
+
306
+ # This table helps to compute bounds.
307
+ # They seem to have been difficult to calculate, involving symbolic
308
+ # manipulation of equations, followed by numerical root finding.
309
+ _theta = {
310
+ # The first 30 values are from table A.3 of Computing Matrix Functions.
311
+ 1: 2.29e-16,
312
+ 2: 2.58e-8,
313
+ 3: 1.39e-5,
314
+ 4: 3.40e-4,
315
+ 5: 2.40e-3,
316
+ 6: 9.07e-3,
317
+ 7: 2.38e-2,
318
+ 8: 5.00e-2,
319
+ 9: 8.96e-2,
320
+ 10: 1.44e-1,
321
+ # 11
322
+ 11: 2.14e-1,
323
+ 12: 3.00e-1,
324
+ 13: 4.00e-1,
325
+ 14: 5.14e-1,
326
+ 15: 6.41e-1,
327
+ 16: 7.81e-1,
328
+ 17: 9.31e-1,
329
+ 18: 1.09,
330
+ 19: 1.26,
331
+ 20: 1.44,
332
+ # 21
333
+ 21: 1.62,
334
+ 22: 1.82,
335
+ 23: 2.01,
336
+ 24: 2.22,
337
+ 25: 2.43,
338
+ 26: 2.64,
339
+ 27: 2.86,
340
+ 28: 3.08,
341
+ 29: 3.31,
342
+ 30: 3.54,
343
+ # The rest are from table 3.1 of
344
+ # Computing the Action of the Matrix Exponential.
345
+ 35: 4.7,
346
+ 40: 6.0,
347
+ 45: 7.2,
348
+ 50: 8.5,
349
+ 55: 9.9,
350
+ }
351
+
352
+
353
+ def _onenormest_matrix_power(A, p,
354
+ t=2, itmax=5, compute_v=False, compute_w=False):
355
+ """
356
+ Efficiently estimate the 1-norm of A^p.
357
+
358
+ Parameters
359
+ ----------
360
+ A : ndarray
361
+ Matrix whose 1-norm of a power is to be computed.
362
+ p : int
363
+ Non-negative integer power.
364
+ t : int, optional
365
+ A positive parameter controlling the tradeoff between
366
+ accuracy versus time and memory usage.
367
+ Larger values take longer and use more memory
368
+ but give more accurate output.
369
+ itmax : int, optional
370
+ Use at most this many iterations.
371
+ compute_v : bool, optional
372
+ Request a norm-maximizing linear operator input vector if True.
373
+ compute_w : bool, optional
374
+ Request a norm-maximizing linear operator output vector if True.
375
+
376
+ Returns
377
+ -------
378
+ est : float
379
+ An underestimate of the 1-norm of the sparse matrix.
380
+ v : ndarray, optional
381
+ The vector such that ||Av||_1 == est*||v||_1.
382
+ It can be thought of as an input to the linear operator
383
+ that gives an output with particularly large norm.
384
+ w : ndarray, optional
385
+ The vector Av which has relatively large 1-norm.
386
+ It can be thought of as an output of the linear operator
387
+ that is relatively large in norm compared to the input.
388
+
389
+ """
390
+ #XXX Eventually turn this into an API function in the _onenormest module,
391
+ #XXX and remove its underscore,
392
+ #XXX but wait until expm_multiply goes into scipy.
393
+ from scipy.sparse.linalg._onenormest import onenormest
394
+ return onenormest(aslinearoperator(A) ** p)
395
+
396
+ class LazyOperatorNormInfo:
397
+ """
398
+ Information about an operator is lazily computed.
399
+
400
+ The information includes the exact 1-norm of the operator,
401
+ in addition to estimates of 1-norms of powers of the operator.
402
+ This uses the notation of Computing the Action (2011).
403
+ This class is specialized enough to probably not be of general interest
404
+ outside of this module.
405
+
406
+ """
407
+
408
+ def __init__(self, A, A_1_norm=None, ell=2, scale=1):
409
+ """
410
+ Provide the operator and some norm-related information.
411
+
412
+ Parameters
413
+ ----------
414
+ A : linear operator
415
+ The operator of interest.
416
+ A_1_norm : float, optional
417
+ The exact 1-norm of A.
418
+ ell : int, optional
419
+ A technical parameter controlling norm estimation quality.
420
+ scale : int, optional
421
+ If specified, return the norms of scale*A instead of A.
422
+
423
+ """
424
+ self._A = A
425
+ self._A_1_norm = A_1_norm
426
+ self._ell = ell
427
+ self._d = {}
428
+ self._scale = scale
429
+
430
+ def set_scale(self,scale):
431
+ """
432
+ Set the scale parameter.
433
+ """
434
+ self._scale = scale
435
+
436
+ def onenorm(self):
437
+ """
438
+ Compute the exact 1-norm.
439
+ """
440
+ if self._A_1_norm is None:
441
+ self._A_1_norm = _exact_1_norm(self._A)
442
+ return self._scale*self._A_1_norm
443
+
444
+ def d(self, p):
445
+ """
446
+ Lazily estimate :math:`d_p(A) ~= || A^p ||^(1/p)` where :math:`||.||` is the 1-norm.
447
+ """
448
+ if p not in self._d:
449
+ est = _onenormest_matrix_power(self._A, p, self._ell)
450
+ self._d[p] = est ** (1.0 / p)
451
+ return self._scale*self._d[p]
452
+
453
+ def alpha(self, p):
454
+ """
455
+ Lazily compute max(d(p), d(p+1)).
456
+ """
457
+ return max(self.d(p), self.d(p+1))
458
+
459
+ def _compute_cost_div_m(m, p, norm_info):
460
+ """
461
+ A helper function for computing bounds.
462
+
463
+ This is equation (3.10).
464
+ It measures cost in terms of the number of required matrix products.
465
+
466
+ Parameters
467
+ ----------
468
+ m : int
469
+ A valid key of _theta.
470
+ p : int
471
+ A matrix power.
472
+ norm_info : LazyOperatorNormInfo
473
+ Information about 1-norms of related operators.
474
+
475
+ Returns
476
+ -------
477
+ cost_div_m : int
478
+ Required number of matrix products divided by m.
479
+
480
+ """
481
+ return int(np.ceil(norm_info.alpha(p) / _theta[m]))
482
+
483
+
484
+ def _compute_p_max(m_max):
485
+ """
486
+ Compute the largest positive integer p such that p*(p-1) <= m_max + 1.
487
+
488
+ Do this in a slightly dumb way, but safe and not too slow.
489
+
490
+ Parameters
491
+ ----------
492
+ m_max : int
493
+ A count related to bounds.
494
+
495
+ """
496
+ sqrt_m_max = np.sqrt(m_max)
497
+ p_low = int(np.floor(sqrt_m_max))
498
+ p_high = int(np.ceil(sqrt_m_max + 1))
499
+ return max(p for p in range(p_low, p_high+1) if p*(p-1) <= m_max + 1)
500
+
501
+
502
+ def _fragment_3_1(norm_info, n0, tol, m_max=55, ell=2):
503
+ """
504
+ A helper function for the _expm_multiply_* functions.
505
+
506
+ Parameters
507
+ ----------
508
+ norm_info : LazyOperatorNormInfo
509
+ Information about norms of certain linear operators of interest.
510
+ n0 : int
511
+ Number of columns in the _expm_multiply_* B matrix.
512
+ tol : float
513
+ Expected to be
514
+ :math:`2^{-24}` for single precision or
515
+ :math:`2^{-53}` for double precision.
516
+ m_max : int
517
+ A value related to a bound.
518
+ ell : int
519
+ The number of columns used in the 1-norm approximation.
520
+ This is usually taken to be small, maybe between 1 and 5.
521
+
522
+ Returns
523
+ -------
524
+ best_m : int
525
+ Related to bounds for error control.
526
+ best_s : int
527
+ Amount of scaling.
528
+
529
+ Notes
530
+ -----
531
+ This is code fragment (3.1) in Al-Mohy and Higham (2011).
532
+ The discussion of default values for m_max and ell
533
+ is given between the definitions of equation (3.11)
534
+ and the definition of equation (3.12).
535
+
536
+ """
537
+ if ell < 1:
538
+ raise ValueError('expected ell to be a positive integer')
539
+ best_m = None
540
+ best_s = None
541
+ if _condition_3_13(norm_info.onenorm(), n0, m_max, ell):
542
+ for m, theta in _theta.items():
543
+ s = int(np.ceil(norm_info.onenorm() / theta))
544
+ if best_m is None or m * s < best_m * best_s:
545
+ best_m = m
546
+ best_s = s
547
+ else:
548
+ # Equation (3.11).
549
+ for p in range(2, _compute_p_max(m_max) + 1):
550
+ for m in range(p*(p-1)-1, m_max+1):
551
+ if m in _theta:
552
+ s = _compute_cost_div_m(m, p, norm_info)
553
+ if best_m is None or m * s < best_m * best_s:
554
+ best_m = m
555
+ best_s = s
556
+ best_s = max(best_s, 1)
557
+ return best_m, best_s
558
+
559
+
560
+ def _condition_3_13(A_1_norm, n0, m_max, ell):
561
+ """
562
+ A helper function for the _expm_multiply_* functions.
563
+
564
+ Parameters
565
+ ----------
566
+ A_1_norm : float
567
+ The precomputed 1-norm of A.
568
+ n0 : int
569
+ Number of columns in the _expm_multiply_* B matrix.
570
+ m_max : int
571
+ A value related to a bound.
572
+ ell : int
573
+ The number of columns used in the 1-norm approximation.
574
+ This is usually taken to be small, maybe between 1 and 5.
575
+
576
+ Returns
577
+ -------
578
+ value : bool
579
+ Indicates whether or not the condition has been met.
580
+
581
+ Notes
582
+ -----
583
+ This is condition (3.13) in Al-Mohy and Higham (2011).
584
+
585
+ """
586
+
587
+ # This is the rhs of equation (3.12).
588
+ p_max = _compute_p_max(m_max)
589
+ a = 2 * ell * p_max * (p_max + 3)
590
+
591
+ # Evaluate the condition (3.13).
592
+ b = _theta[m_max] / float(n0 * m_max)
593
+ return A_1_norm <= a * b
594
+
595
+
596
+ def _expm_multiply_interval(A, B, start=None, stop=None, num=None,
597
+ endpoint=None, traceA=None, balance=False,
598
+ status_only=False):
599
+ """
600
+ Compute the action of the matrix exponential at multiple time points.
601
+
602
+ Parameters
603
+ ----------
604
+ A : transposable linear operator
605
+ The operator whose exponential is of interest.
606
+ B : ndarray
607
+ The matrix to be multiplied by the matrix exponential of A.
608
+ start : scalar, optional
609
+ The starting time point of the sequence.
610
+ stop : scalar, optional
611
+ The end time point of the sequence, unless `endpoint` is set to False.
612
+ In that case, the sequence consists of all but the last of ``num + 1``
613
+ evenly spaced time points, so that `stop` is excluded.
614
+ Note that the step size changes when `endpoint` is False.
615
+ num : int, optional
616
+ Number of time points to use.
617
+ traceA : scalar, optional
618
+ Trace of `A`. If not given the trace is estimated for linear operators,
619
+ or calculated exactly for sparse matrices. It is used to precondition
620
+ `A`, thus an approximate trace is acceptable
621
+ endpoint : bool, optional
622
+ If True, `stop` is the last time point. Otherwise, it is not included.
623
+ balance : bool
624
+ Indicates whether or not to apply balancing.
625
+ status_only : bool
626
+ A flag that is set to True for some debugging and testing operations.
627
+
628
+ Returns
629
+ -------
630
+ F : ndarray
631
+ :math:`e^{t_k A} B`
632
+ status : int
633
+ An integer status for testing and debugging.
634
+
635
+ Notes
636
+ -----
637
+ This is algorithm (5.2) in Al-Mohy and Higham (2011).
638
+
639
+ There seems to be a typo, where line 15 of the algorithm should be
640
+ moved to line 6.5 (between lines 6 and 7).
641
+
642
+ """
643
+ if balance:
644
+ raise NotImplementedError
645
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
646
+ raise ValueError('expected A to be like a square matrix')
647
+ if A.shape[1] != B.shape[0]:
648
+ raise ValueError('shapes of matrices A {} and B {} are incompatible'
649
+ .format(A.shape, B.shape))
650
+ ident = _ident_like(A)
651
+ is_linear_operator = isinstance(A, scipy.sparse.linalg.LinearOperator)
652
+ n = A.shape[0]
653
+ if len(B.shape) == 1:
654
+ n0 = 1
655
+ elif len(B.shape) == 2:
656
+ n0 = B.shape[1]
657
+ else:
658
+ raise ValueError('expected B to be like a matrix or a vector')
659
+ u_d = 2**-53
660
+ tol = u_d
661
+ if traceA is None:
662
+ if is_linear_operator:
663
+ warn("Trace of LinearOperator not available, it will be estimated."
664
+ " Provide `traceA` to ensure performance.", stacklevel=3)
665
+ # m3=5 is bit arbitrary choice, a more accurate trace (larger m3) might
666
+ # speed up exponential calculation, but trace estimation is also costly
667
+ # an educated guess would need to consider the number of time points
668
+ traceA = traceest(A, m3=5) if is_linear_operator else _trace(A)
669
+ mu = traceA / float(n)
670
+
671
+ # Get the linspace samples, attempting to preserve the linspace defaults.
672
+ linspace_kwargs = {'retstep': True}
673
+ if num is not None:
674
+ linspace_kwargs['num'] = num
675
+ if endpoint is not None:
676
+ linspace_kwargs['endpoint'] = endpoint
677
+ samples, step = np.linspace(start, stop, **linspace_kwargs)
678
+
679
+ # Convert the linspace output to the notation used by the publication.
680
+ nsamples = len(samples)
681
+ if nsamples < 2:
682
+ raise ValueError('at least two time points are required')
683
+ q = nsamples - 1
684
+ h = step
685
+ t_0 = samples[0]
686
+ t_q = samples[q]
687
+
688
+ # Define the output ndarray.
689
+ # Use an ndim=3 shape, such that the last two indices
690
+ # are the ones that may be involved in level 3 BLAS operations.
691
+ X_shape = (nsamples,) + B.shape
692
+ X = np.empty(X_shape, dtype=np.result_type(A.dtype, B.dtype, float))
693
+ t = t_q - t_0
694
+ A = A - mu * ident
695
+ A_1_norm = onenormest(A) if is_linear_operator else _exact_1_norm(A)
696
+ ell = 2
697
+ norm_info = LazyOperatorNormInfo(t*A, A_1_norm=t*A_1_norm, ell=ell)
698
+ if t*A_1_norm == 0:
699
+ m_star, s = 0, 1
700
+ else:
701
+ m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
702
+
703
+ # Compute the expm action up to the initial time point.
704
+ X[0] = _expm_multiply_simple_core(A, B, t_0, mu, m_star, s)
705
+
706
+ # Compute the expm action at the rest of the time points.
707
+ if q <= s:
708
+ if status_only:
709
+ return 0
710
+ else:
711
+ return _expm_multiply_interval_core_0(A, X,
712
+ h, mu, q, norm_info, tol, ell,n0)
713
+ elif not (q % s):
714
+ if status_only:
715
+ return 1
716
+ else:
717
+ return _expm_multiply_interval_core_1(A, X,
718
+ h, mu, m_star, s, q, tol)
719
+ elif (q % s):
720
+ if status_only:
721
+ return 2
722
+ else:
723
+ return _expm_multiply_interval_core_2(A, X,
724
+ h, mu, m_star, s, q, tol)
725
+ else:
726
+ raise Exception('internal error')
727
+
728
+
729
+ def _expm_multiply_interval_core_0(A, X, h, mu, q, norm_info, tol, ell, n0):
730
+ """
731
+ A helper function, for the case q <= s.
732
+ """
733
+
734
+ # Compute the new values of m_star and s which should be applied
735
+ # over intervals of size t/q
736
+ if norm_info.onenorm() == 0:
737
+ m_star, s = 0, 1
738
+ else:
739
+ norm_info.set_scale(1./q)
740
+ m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
741
+ norm_info.set_scale(1)
742
+
743
+ for k in range(q):
744
+ X[k+1] = _expm_multiply_simple_core(A, X[k], h, mu, m_star, s)
745
+ return X, 0
746
+
747
+
748
+ def _expm_multiply_interval_core_1(A, X, h, mu, m_star, s, q, tol):
749
+ """
750
+ A helper function, for the case q > s and q % s == 0.
751
+ """
752
+ d = q // s
753
+ input_shape = X.shape[1:]
754
+ K_shape = (m_star + 1, ) + input_shape
755
+ K = np.empty(K_shape, dtype=X.dtype)
756
+ for i in range(s):
757
+ Z = X[i*d]
758
+ K[0] = Z
759
+ high_p = 0
760
+ for k in range(1, d+1):
761
+ F = K[0]
762
+ c1 = _exact_inf_norm(F)
763
+ for p in range(1, m_star+1):
764
+ if p > high_p:
765
+ K[p] = h * A.dot(K[p-1]) / float(p)
766
+ coeff = float(pow(k, p))
767
+ F = F + coeff * K[p]
768
+ inf_norm_K_p_1 = _exact_inf_norm(K[p])
769
+ c2 = coeff * inf_norm_K_p_1
770
+ if c1 + c2 <= tol * _exact_inf_norm(F):
771
+ break
772
+ c1 = c2
773
+ X[k + i*d] = np.exp(k*h*mu) * F
774
+ return X, 1
775
+
776
+
777
+ def _expm_multiply_interval_core_2(A, X, h, mu, m_star, s, q, tol):
778
+ """
779
+ A helper function, for the case q > s and q % s > 0.
780
+ """
781
+ d = q // s
782
+ j = q // d
783
+ r = q - d * j
784
+ input_shape = X.shape[1:]
785
+ K_shape = (m_star + 1, ) + input_shape
786
+ K = np.empty(K_shape, dtype=X.dtype)
787
+ for i in range(j + 1):
788
+ Z = X[i*d]
789
+ K[0] = Z
790
+ high_p = 0
791
+ if i < j:
792
+ effective_d = d
793
+ else:
794
+ effective_d = r
795
+ for k in range(1, effective_d+1):
796
+ F = K[0]
797
+ c1 = _exact_inf_norm(F)
798
+ for p in range(1, m_star+1):
799
+ if p == high_p + 1:
800
+ K[p] = h * A.dot(K[p-1]) / float(p)
801
+ high_p = p
802
+ coeff = float(pow(k, p))
803
+ F = F + coeff * K[p]
804
+ inf_norm_K_p_1 = _exact_inf_norm(K[p])
805
+ c2 = coeff * inf_norm_K_p_1
806
+ if c1 + c2 <= tol * _exact_inf_norm(F):
807
+ break
808
+ c1 = c2
809
+ X[k + i*d] = np.exp(k*h*mu) * F
810
+ return X, 2
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_interface.py ADDED
@@ -0,0 +1,896 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Abstract linear algebra library.
2
+
3
+ This module defines a class hierarchy that implements a kind of "lazy"
4
+ matrix representation, called the ``LinearOperator``. It can be used to do
5
+ linear algebra with extremely large sparse or structured matrices, without
6
+ representing those explicitly in memory. Such matrices can be added,
7
+ multiplied, transposed, etc.
8
+
9
+ As a motivating example, suppose you want have a matrix where almost all of
10
+ the elements have the value one. The standard sparse matrix representation
11
+ skips the storage of zeros, but not ones. By contrast, a LinearOperator is
12
+ able to represent such matrices efficiently. First, we need a compact way to
13
+ represent an all-ones matrix::
14
+
15
+ >>> import numpy as np
16
+ >>> from scipy.sparse.linalg._interface import LinearOperator
17
+ >>> class Ones(LinearOperator):
18
+ ... def __init__(self, shape):
19
+ ... super().__init__(dtype=None, shape=shape)
20
+ ... def _matvec(self, x):
21
+ ... return np.repeat(x.sum(), self.shape[0])
22
+
23
+ Instances of this class emulate ``np.ones(shape)``, but using a constant
24
+ amount of storage, independent of ``shape``. The ``_matvec`` method specifies
25
+ how this linear operator multiplies with (operates on) a vector. We can now
26
+ add this operator to a sparse matrix that stores only offsets from one::
27
+
28
+ >>> from scipy.sparse.linalg._interface import aslinearoperator
29
+ >>> from scipy.sparse import csr_matrix
30
+ >>> offsets = csr_matrix([[1, 0, 2], [0, -1, 0], [0, 0, 3]])
31
+ >>> A = aslinearoperator(offsets) + Ones(offsets.shape)
32
+ >>> A.dot([1, 2, 3])
33
+ array([13, 4, 15])
34
+
35
+ The result is the same as that given by its dense, explicitly-stored
36
+ counterpart::
37
+
38
+ >>> (np.ones(A.shape, A.dtype) + offsets.toarray()).dot([1, 2, 3])
39
+ array([13, 4, 15])
40
+
41
+ Several algorithms in the ``scipy.sparse`` library are able to operate on
42
+ ``LinearOperator`` instances.
43
+ """
44
+
45
+ import warnings
46
+
47
+ import numpy as np
48
+
49
+ from scipy.sparse import issparse
50
+ from scipy.sparse._sputils import isshape, isintlike, asmatrix, is_pydata_spmatrix
51
+
52
+ __all__ = ['LinearOperator', 'aslinearoperator']
53
+
54
+
55
+ class LinearOperator:
56
+ """Common interface for performing matrix vector products
57
+
58
+ Many iterative methods (e.g. cg, gmres) do not need to know the
59
+ individual entries of a matrix to solve a linear system A*x=b.
60
+ Such solvers only require the computation of matrix vector
61
+ products, A*v where v is a dense vector. This class serves as
62
+ an abstract interface between iterative solvers and matrix-like
63
+ objects.
64
+
65
+ To construct a concrete LinearOperator, either pass appropriate
66
+ callables to the constructor of this class, or subclass it.
67
+
68
+ A subclass must implement either one of the methods ``_matvec``
69
+ and ``_matmat``, and the attributes/properties ``shape`` (pair of
70
+ integers) and ``dtype`` (may be None). It may call the ``__init__``
71
+ on this class to have these attributes validated. Implementing
72
+ ``_matvec`` automatically implements ``_matmat`` (using a naive
73
+ algorithm) and vice-versa.
74
+
75
+ Optionally, a subclass may implement ``_rmatvec`` or ``_adjoint``
76
+ to implement the Hermitian adjoint (conjugate transpose). As with
77
+ ``_matvec`` and ``_matmat``, implementing either ``_rmatvec`` or
78
+ ``_adjoint`` implements the other automatically. Implementing
79
+ ``_adjoint`` is preferable; ``_rmatvec`` is mostly there for
80
+ backwards compatibility.
81
+
82
+ Parameters
83
+ ----------
84
+ shape : tuple
85
+ Matrix dimensions (M, N).
86
+ matvec : callable f(v)
87
+ Returns returns A * v.
88
+ rmatvec : callable f(v)
89
+ Returns A^H * v, where A^H is the conjugate transpose of A.
90
+ matmat : callable f(V)
91
+ Returns A * V, where V is a dense matrix with dimensions (N, K).
92
+ dtype : dtype
93
+ Data type of the matrix.
94
+ rmatmat : callable f(V)
95
+ Returns A^H * V, where V is a dense matrix with dimensions (M, K).
96
+
97
+ Attributes
98
+ ----------
99
+ args : tuple
100
+ For linear operators describing products etc. of other linear
101
+ operators, the operands of the binary operation.
102
+ ndim : int
103
+ Number of dimensions (this is always 2)
104
+
105
+ See Also
106
+ --------
107
+ aslinearoperator : Construct LinearOperators
108
+
109
+ Notes
110
+ -----
111
+ The user-defined matvec() function must properly handle the case
112
+ where v has shape (N,) as well as the (N,1) case. The shape of
113
+ the return type is handled internally by LinearOperator.
114
+
115
+ LinearOperator instances can also be multiplied, added with each
116
+ other and exponentiated, all lazily: the result of these operations
117
+ is always a new, composite LinearOperator, that defers linear
118
+ operations to the original operators and combines the results.
119
+
120
+ More details regarding how to subclass a LinearOperator and several
121
+ examples of concrete LinearOperator instances can be found in the
122
+ external project `PyLops <https://pylops.readthedocs.io>`_.
123
+
124
+
125
+ Examples
126
+ --------
127
+ >>> import numpy as np
128
+ >>> from scipy.sparse.linalg import LinearOperator
129
+ >>> def mv(v):
130
+ ... return np.array([2*v[0], 3*v[1]])
131
+ ...
132
+ >>> A = LinearOperator((2,2), matvec=mv)
133
+ >>> A
134
+ <2x2 _CustomLinearOperator with dtype=float64>
135
+ >>> A.matvec(np.ones(2))
136
+ array([ 2., 3.])
137
+ >>> A * np.ones(2)
138
+ array([ 2., 3.])
139
+
140
+ """
141
+
142
+ ndim = 2
143
+ # Necessary for right matmul with numpy arrays.
144
+ __array_ufunc__ = None
145
+
146
+ def __new__(cls, *args, **kwargs):
147
+ if cls is LinearOperator:
148
+ # Operate as _CustomLinearOperator factory.
149
+ return super().__new__(_CustomLinearOperator)
150
+ else:
151
+ obj = super().__new__(cls)
152
+
153
+ if (type(obj)._matvec == LinearOperator._matvec
154
+ and type(obj)._matmat == LinearOperator._matmat):
155
+ warnings.warn("LinearOperator subclass should implement"
156
+ " at least one of _matvec and _matmat.",
157
+ category=RuntimeWarning, stacklevel=2)
158
+
159
+ return obj
160
+
161
+ def __init__(self, dtype, shape):
162
+ """Initialize this LinearOperator.
163
+
164
+ To be called by subclasses. ``dtype`` may be None; ``shape`` should
165
+ be convertible to a length-2 tuple.
166
+ """
167
+ if dtype is not None:
168
+ dtype = np.dtype(dtype)
169
+
170
+ shape = tuple(shape)
171
+ if not isshape(shape):
172
+ raise ValueError(f"invalid shape {shape!r} (must be 2-d)")
173
+
174
+ self.dtype = dtype
175
+ self.shape = shape
176
+
177
+ def _init_dtype(self):
178
+ """Called from subclasses at the end of the __init__ routine.
179
+ """
180
+ if self.dtype is None:
181
+ v = np.zeros(self.shape[-1])
182
+ self.dtype = np.asarray(self.matvec(v)).dtype
183
+
184
+ def _matmat(self, X):
185
+ """Default matrix-matrix multiplication handler.
186
+
187
+ Falls back on the user-defined _matvec method, so defining that will
188
+ define matrix multiplication (though in a very suboptimal way).
189
+ """
190
+
191
+ return np.hstack([self.matvec(col.reshape(-1,1)) for col in X.T])
192
+
193
+ def _matvec(self, x):
194
+ """Default matrix-vector multiplication handler.
195
+
196
+ If self is a linear operator of shape (M, N), then this method will
197
+ be called on a shape (N,) or (N, 1) ndarray, and should return a
198
+ shape (M,) or (M, 1) ndarray.
199
+
200
+ This default implementation falls back on _matmat, so defining that
201
+ will define matrix-vector multiplication as well.
202
+ """
203
+ return self.matmat(x.reshape(-1, 1))
204
+
205
+ def matvec(self, x):
206
+ """Matrix-vector multiplication.
207
+
208
+ Performs the operation y=A*x where A is an MxN linear
209
+ operator and x is a column vector or 1-d array.
210
+
211
+ Parameters
212
+ ----------
213
+ x : {matrix, ndarray}
214
+ An array with shape (N,) or (N,1).
215
+
216
+ Returns
217
+ -------
218
+ y : {matrix, ndarray}
219
+ A matrix or ndarray with shape (M,) or (M,1) depending
220
+ on the type and shape of the x argument.
221
+
222
+ Notes
223
+ -----
224
+ This matvec wraps the user-specified matvec routine or overridden
225
+ _matvec method to ensure that y has the correct shape and type.
226
+
227
+ """
228
+
229
+ x = np.asanyarray(x)
230
+
231
+ M,N = self.shape
232
+
233
+ if x.shape != (N,) and x.shape != (N,1):
234
+ raise ValueError('dimension mismatch')
235
+
236
+ y = self._matvec(x)
237
+
238
+ if isinstance(x, np.matrix):
239
+ y = asmatrix(y)
240
+ else:
241
+ y = np.asarray(y)
242
+
243
+ if x.ndim == 1:
244
+ y = y.reshape(M)
245
+ elif x.ndim == 2:
246
+ y = y.reshape(M,1)
247
+ else:
248
+ raise ValueError('invalid shape returned by user-defined matvec()')
249
+
250
+ return y
251
+
252
+ def rmatvec(self, x):
253
+ """Adjoint matrix-vector multiplication.
254
+
255
+ Performs the operation y = A^H * x where A is an MxN linear
256
+ operator and x is a column vector or 1-d array.
257
+
258
+ Parameters
259
+ ----------
260
+ x : {matrix, ndarray}
261
+ An array with shape (M,) or (M,1).
262
+
263
+ Returns
264
+ -------
265
+ y : {matrix, ndarray}
266
+ A matrix or ndarray with shape (N,) or (N,1) depending
267
+ on the type and shape of the x argument.
268
+
269
+ Notes
270
+ -----
271
+ This rmatvec wraps the user-specified rmatvec routine or overridden
272
+ _rmatvec method to ensure that y has the correct shape and type.
273
+
274
+ """
275
+
276
+ x = np.asanyarray(x)
277
+
278
+ M,N = self.shape
279
+
280
+ if x.shape != (M,) and x.shape != (M,1):
281
+ raise ValueError('dimension mismatch')
282
+
283
+ y = self._rmatvec(x)
284
+
285
+ if isinstance(x, np.matrix):
286
+ y = asmatrix(y)
287
+ else:
288
+ y = np.asarray(y)
289
+
290
+ if x.ndim == 1:
291
+ y = y.reshape(N)
292
+ elif x.ndim == 2:
293
+ y = y.reshape(N,1)
294
+ else:
295
+ raise ValueError('invalid shape returned by user-defined rmatvec()')
296
+
297
+ return y
298
+
299
+ def _rmatvec(self, x):
300
+ """Default implementation of _rmatvec; defers to adjoint."""
301
+ if type(self)._adjoint == LinearOperator._adjoint:
302
+ # _adjoint not overridden, prevent infinite recursion
303
+ raise NotImplementedError
304
+ else:
305
+ return self.H.matvec(x)
306
+
307
+ def matmat(self, X):
308
+ """Matrix-matrix multiplication.
309
+
310
+ Performs the operation y=A*X where A is an MxN linear
311
+ operator and X dense N*K matrix or ndarray.
312
+
313
+ Parameters
314
+ ----------
315
+ X : {matrix, ndarray}
316
+ An array with shape (N,K).
317
+
318
+ Returns
319
+ -------
320
+ Y : {matrix, ndarray}
321
+ A matrix or ndarray with shape (M,K) depending on
322
+ the type of the X argument.
323
+
324
+ Notes
325
+ -----
326
+ This matmat wraps any user-specified matmat routine or overridden
327
+ _matmat method to ensure that y has the correct type.
328
+
329
+ """
330
+ if not (issparse(X) or is_pydata_spmatrix(X)):
331
+ X = np.asanyarray(X)
332
+
333
+ if X.ndim != 2:
334
+ raise ValueError(f'expected 2-d ndarray or matrix, not {X.ndim}-d')
335
+
336
+ if X.shape[0] != self.shape[1]:
337
+ raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}')
338
+
339
+ try:
340
+ Y = self._matmat(X)
341
+ except Exception as e:
342
+ if issparse(X) or is_pydata_spmatrix(X):
343
+ raise TypeError(
344
+ "Unable to multiply a LinearOperator with a sparse matrix."
345
+ " Wrap the matrix in aslinearoperator first."
346
+ ) from e
347
+ raise
348
+
349
+ if isinstance(Y, np.matrix):
350
+ Y = asmatrix(Y)
351
+
352
+ return Y
353
+
354
+ def rmatmat(self, X):
355
+ """Adjoint matrix-matrix multiplication.
356
+
357
+ Performs the operation y = A^H * x where A is an MxN linear
358
+ operator and x is a column vector or 1-d array, or 2-d array.
359
+ The default implementation defers to the adjoint.
360
+
361
+ Parameters
362
+ ----------
363
+ X : {matrix, ndarray}
364
+ A matrix or 2D array.
365
+
366
+ Returns
367
+ -------
368
+ Y : {matrix, ndarray}
369
+ A matrix or 2D array depending on the type of the input.
370
+
371
+ Notes
372
+ -----
373
+ This rmatmat wraps the user-specified rmatmat routine.
374
+
375
+ """
376
+ if not (issparse(X) or is_pydata_spmatrix(X)):
377
+ X = np.asanyarray(X)
378
+
379
+ if X.ndim != 2:
380
+ raise ValueError('expected 2-d ndarray or matrix, not %d-d'
381
+ % X.ndim)
382
+
383
+ if X.shape[0] != self.shape[0]:
384
+ raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}')
385
+
386
+ try:
387
+ Y = self._rmatmat(X)
388
+ except Exception as e:
389
+ if issparse(X) or is_pydata_spmatrix(X):
390
+ raise TypeError(
391
+ "Unable to multiply a LinearOperator with a sparse matrix."
392
+ " Wrap the matrix in aslinearoperator() first."
393
+ ) from e
394
+ raise
395
+
396
+ if isinstance(Y, np.matrix):
397
+ Y = asmatrix(Y)
398
+ return Y
399
+
400
+ def _rmatmat(self, X):
401
+ """Default implementation of _rmatmat defers to rmatvec or adjoint."""
402
+ if type(self)._adjoint == LinearOperator._adjoint:
403
+ return np.hstack([self.rmatvec(col.reshape(-1, 1)) for col in X.T])
404
+ else:
405
+ return self.H.matmat(X)
406
+
407
+ def __call__(self, x):
408
+ return self*x
409
+
410
+ def __mul__(self, x):
411
+ return self.dot(x)
412
+
413
+ def __truediv__(self, other):
414
+ if not np.isscalar(other):
415
+ raise ValueError("Can only divide a linear operator by a scalar.")
416
+
417
+ return _ScaledLinearOperator(self, 1.0/other)
418
+
419
+ def dot(self, x):
420
+ """Matrix-matrix or matrix-vector multiplication.
421
+
422
+ Parameters
423
+ ----------
424
+ x : array_like
425
+ 1-d or 2-d array, representing a vector or matrix.
426
+
427
+ Returns
428
+ -------
429
+ Ax : array
430
+ 1-d or 2-d array (depending on the shape of x) that represents
431
+ the result of applying this linear operator on x.
432
+
433
+ """
434
+ if isinstance(x, LinearOperator):
435
+ return _ProductLinearOperator(self, x)
436
+ elif np.isscalar(x):
437
+ return _ScaledLinearOperator(self, x)
438
+ else:
439
+ if not issparse(x) and not is_pydata_spmatrix(x):
440
+ # Sparse matrices shouldn't be converted to numpy arrays.
441
+ x = np.asarray(x)
442
+
443
+ if x.ndim == 1 or x.ndim == 2 and x.shape[1] == 1:
444
+ return self.matvec(x)
445
+ elif x.ndim == 2:
446
+ return self.matmat(x)
447
+ else:
448
+ raise ValueError('expected 1-d or 2-d array or matrix, got %r'
449
+ % x)
450
+
451
+ def __matmul__(self, other):
452
+ if np.isscalar(other):
453
+ raise ValueError("Scalar operands are not allowed, "
454
+ "use '*' instead")
455
+ return self.__mul__(other)
456
+
457
+ def __rmatmul__(self, other):
458
+ if np.isscalar(other):
459
+ raise ValueError("Scalar operands are not allowed, "
460
+ "use '*' instead")
461
+ return self.__rmul__(other)
462
+
463
+ def __rmul__(self, x):
464
+ if np.isscalar(x):
465
+ return _ScaledLinearOperator(self, x)
466
+ else:
467
+ return self._rdot(x)
468
+
469
+ def _rdot(self, x):
470
+ """Matrix-matrix or matrix-vector multiplication from the right.
471
+
472
+ Parameters
473
+ ----------
474
+ x : array_like
475
+ 1-d or 2-d array, representing a vector or matrix.
476
+
477
+ Returns
478
+ -------
479
+ xA : array
480
+ 1-d or 2-d array (depending on the shape of x) that represents
481
+ the result of applying this linear operator on x from the right.
482
+
483
+ Notes
484
+ -----
485
+ This is copied from dot to implement right multiplication.
486
+ """
487
+ if isinstance(x, LinearOperator):
488
+ return _ProductLinearOperator(x, self)
489
+ elif np.isscalar(x):
490
+ return _ScaledLinearOperator(self, x)
491
+ else:
492
+ if not issparse(x) and not is_pydata_spmatrix(x):
493
+ # Sparse matrices shouldn't be converted to numpy arrays.
494
+ x = np.asarray(x)
495
+
496
+ # We use transpose instead of rmatvec/rmatmat to avoid
497
+ # unnecessary complex conjugation if possible.
498
+ if x.ndim == 1 or x.ndim == 2 and x.shape[0] == 1:
499
+ return self.T.matvec(x.T).T
500
+ elif x.ndim == 2:
501
+ return self.T.matmat(x.T).T
502
+ else:
503
+ raise ValueError('expected 1-d or 2-d array or matrix, got %r'
504
+ % x)
505
+
506
+ def __pow__(self, p):
507
+ if np.isscalar(p):
508
+ return _PowerLinearOperator(self, p)
509
+ else:
510
+ return NotImplemented
511
+
512
+ def __add__(self, x):
513
+ if isinstance(x, LinearOperator):
514
+ return _SumLinearOperator(self, x)
515
+ else:
516
+ return NotImplemented
517
+
518
+ def __neg__(self):
519
+ return _ScaledLinearOperator(self, -1)
520
+
521
+ def __sub__(self, x):
522
+ return self.__add__(-x)
523
+
524
+ def __repr__(self):
525
+ M,N = self.shape
526
+ if self.dtype is None:
527
+ dt = 'unspecified dtype'
528
+ else:
529
+ dt = 'dtype=' + str(self.dtype)
530
+
531
+ return '<%dx%d %s with %s>' % (M, N, self.__class__.__name__, dt)
532
+
533
+ def adjoint(self):
534
+ """Hermitian adjoint.
535
+
536
+ Returns the Hermitian adjoint of self, aka the Hermitian
537
+ conjugate or Hermitian transpose. For a complex matrix, the
538
+ Hermitian adjoint is equal to the conjugate transpose.
539
+
540
+ Can be abbreviated self.H instead of self.adjoint().
541
+
542
+ Returns
543
+ -------
544
+ A_H : LinearOperator
545
+ Hermitian adjoint of self.
546
+ """
547
+ return self._adjoint()
548
+
549
+ H = property(adjoint)
550
+
551
+ def transpose(self):
552
+ """Transpose this linear operator.
553
+
554
+ Returns a LinearOperator that represents the transpose of this one.
555
+ Can be abbreviated self.T instead of self.transpose().
556
+ """
557
+ return self._transpose()
558
+
559
+ T = property(transpose)
560
+
561
+ def _adjoint(self):
562
+ """Default implementation of _adjoint; defers to rmatvec."""
563
+ return _AdjointLinearOperator(self)
564
+
565
+ def _transpose(self):
566
+ """ Default implementation of _transpose; defers to rmatvec + conj"""
567
+ return _TransposedLinearOperator(self)
568
+
569
+
570
+ class _CustomLinearOperator(LinearOperator):
571
+ """Linear operator defined in terms of user-specified operations."""
572
+
573
+ def __init__(self, shape, matvec, rmatvec=None, matmat=None,
574
+ dtype=None, rmatmat=None):
575
+ super().__init__(dtype, shape)
576
+
577
+ self.args = ()
578
+
579
+ self.__matvec_impl = matvec
580
+ self.__rmatvec_impl = rmatvec
581
+ self.__rmatmat_impl = rmatmat
582
+ self.__matmat_impl = matmat
583
+
584
+ self._init_dtype()
585
+
586
+ def _matmat(self, X):
587
+ if self.__matmat_impl is not None:
588
+ return self.__matmat_impl(X)
589
+ else:
590
+ return super()._matmat(X)
591
+
592
+ def _matvec(self, x):
593
+ return self.__matvec_impl(x)
594
+
595
+ def _rmatvec(self, x):
596
+ func = self.__rmatvec_impl
597
+ if func is None:
598
+ raise NotImplementedError("rmatvec is not defined")
599
+ return self.__rmatvec_impl(x)
600
+
601
+ def _rmatmat(self, X):
602
+ if self.__rmatmat_impl is not None:
603
+ return self.__rmatmat_impl(X)
604
+ else:
605
+ return super()._rmatmat(X)
606
+
607
+ def _adjoint(self):
608
+ return _CustomLinearOperator(shape=(self.shape[1], self.shape[0]),
609
+ matvec=self.__rmatvec_impl,
610
+ rmatvec=self.__matvec_impl,
611
+ matmat=self.__rmatmat_impl,
612
+ rmatmat=self.__matmat_impl,
613
+ dtype=self.dtype)
614
+
615
+
616
+ class _AdjointLinearOperator(LinearOperator):
617
+ """Adjoint of arbitrary Linear Operator"""
618
+
619
+ def __init__(self, A):
620
+ shape = (A.shape[1], A.shape[0])
621
+ super().__init__(dtype=A.dtype, shape=shape)
622
+ self.A = A
623
+ self.args = (A,)
624
+
625
+ def _matvec(self, x):
626
+ return self.A._rmatvec(x)
627
+
628
+ def _rmatvec(self, x):
629
+ return self.A._matvec(x)
630
+
631
+ def _matmat(self, x):
632
+ return self.A._rmatmat(x)
633
+
634
+ def _rmatmat(self, x):
635
+ return self.A._matmat(x)
636
+
637
+ class _TransposedLinearOperator(LinearOperator):
638
+ """Transposition of arbitrary Linear Operator"""
639
+
640
+ def __init__(self, A):
641
+ shape = (A.shape[1], A.shape[0])
642
+ super().__init__(dtype=A.dtype, shape=shape)
643
+ self.A = A
644
+ self.args = (A,)
645
+
646
+ def _matvec(self, x):
647
+ # NB. np.conj works also on sparse matrices
648
+ return np.conj(self.A._rmatvec(np.conj(x)))
649
+
650
+ def _rmatvec(self, x):
651
+ return np.conj(self.A._matvec(np.conj(x)))
652
+
653
+ def _matmat(self, x):
654
+ # NB. np.conj works also on sparse matrices
655
+ return np.conj(self.A._rmatmat(np.conj(x)))
656
+
657
+ def _rmatmat(self, x):
658
+ return np.conj(self.A._matmat(np.conj(x)))
659
+
660
+ def _get_dtype(operators, dtypes=None):
661
+ if dtypes is None:
662
+ dtypes = []
663
+ for obj in operators:
664
+ if obj is not None and hasattr(obj, 'dtype'):
665
+ dtypes.append(obj.dtype)
666
+ return np.result_type(*dtypes)
667
+
668
+
669
+ class _SumLinearOperator(LinearOperator):
670
+ def __init__(self, A, B):
671
+ if not isinstance(A, LinearOperator) or \
672
+ not isinstance(B, LinearOperator):
673
+ raise ValueError('both operands have to be a LinearOperator')
674
+ if A.shape != B.shape:
675
+ raise ValueError(f'cannot add {A} and {B}: shape mismatch')
676
+ self.args = (A, B)
677
+ super().__init__(_get_dtype([A, B]), A.shape)
678
+
679
+ def _matvec(self, x):
680
+ return self.args[0].matvec(x) + self.args[1].matvec(x)
681
+
682
+ def _rmatvec(self, x):
683
+ return self.args[0].rmatvec(x) + self.args[1].rmatvec(x)
684
+
685
+ def _rmatmat(self, x):
686
+ return self.args[0].rmatmat(x) + self.args[1].rmatmat(x)
687
+
688
+ def _matmat(self, x):
689
+ return self.args[0].matmat(x) + self.args[1].matmat(x)
690
+
691
+ def _adjoint(self):
692
+ A, B = self.args
693
+ return A.H + B.H
694
+
695
+
696
+ class _ProductLinearOperator(LinearOperator):
697
+ def __init__(self, A, B):
698
+ if not isinstance(A, LinearOperator) or \
699
+ not isinstance(B, LinearOperator):
700
+ raise ValueError('both operands have to be a LinearOperator')
701
+ if A.shape[1] != B.shape[0]:
702
+ raise ValueError(f'cannot multiply {A} and {B}: shape mismatch')
703
+ super().__init__(_get_dtype([A, B]),
704
+ (A.shape[0], B.shape[1]))
705
+ self.args = (A, B)
706
+
707
+ def _matvec(self, x):
708
+ return self.args[0].matvec(self.args[1].matvec(x))
709
+
710
+ def _rmatvec(self, x):
711
+ return self.args[1].rmatvec(self.args[0].rmatvec(x))
712
+
713
+ def _rmatmat(self, x):
714
+ return self.args[1].rmatmat(self.args[0].rmatmat(x))
715
+
716
+ def _matmat(self, x):
717
+ return self.args[0].matmat(self.args[1].matmat(x))
718
+
719
+ def _adjoint(self):
720
+ A, B = self.args
721
+ return B.H * A.H
722
+
723
+
724
+ class _ScaledLinearOperator(LinearOperator):
725
+ def __init__(self, A, alpha):
726
+ if not isinstance(A, LinearOperator):
727
+ raise ValueError('LinearOperator expected as A')
728
+ if not np.isscalar(alpha):
729
+ raise ValueError('scalar expected as alpha')
730
+ if isinstance(A, _ScaledLinearOperator):
731
+ A, alpha_original = A.args
732
+ # Avoid in-place multiplication so that we don't accidentally mutate
733
+ # the original prefactor.
734
+ alpha = alpha * alpha_original
735
+
736
+ dtype = _get_dtype([A], [type(alpha)])
737
+ super().__init__(dtype, A.shape)
738
+ self.args = (A, alpha)
739
+
740
+ def _matvec(self, x):
741
+ return self.args[1] * self.args[0].matvec(x)
742
+
743
+ def _rmatvec(self, x):
744
+ return np.conj(self.args[1]) * self.args[0].rmatvec(x)
745
+
746
+ def _rmatmat(self, x):
747
+ return np.conj(self.args[1]) * self.args[0].rmatmat(x)
748
+
749
+ def _matmat(self, x):
750
+ return self.args[1] * self.args[0].matmat(x)
751
+
752
+ def _adjoint(self):
753
+ A, alpha = self.args
754
+ return A.H * np.conj(alpha)
755
+
756
+
757
+ class _PowerLinearOperator(LinearOperator):
758
+ def __init__(self, A, p):
759
+ if not isinstance(A, LinearOperator):
760
+ raise ValueError('LinearOperator expected as A')
761
+ if A.shape[0] != A.shape[1]:
762
+ raise ValueError('square LinearOperator expected, got %r' % A)
763
+ if not isintlike(p) or p < 0:
764
+ raise ValueError('non-negative integer expected as p')
765
+
766
+ super().__init__(_get_dtype([A]), A.shape)
767
+ self.args = (A, p)
768
+
769
+ def _power(self, fun, x):
770
+ res = np.array(x, copy=True)
771
+ for i in range(self.args[1]):
772
+ res = fun(res)
773
+ return res
774
+
775
+ def _matvec(self, x):
776
+ return self._power(self.args[0].matvec, x)
777
+
778
+ def _rmatvec(self, x):
779
+ return self._power(self.args[0].rmatvec, x)
780
+
781
+ def _rmatmat(self, x):
782
+ return self._power(self.args[0].rmatmat, x)
783
+
784
+ def _matmat(self, x):
785
+ return self._power(self.args[0].matmat, x)
786
+
787
+ def _adjoint(self):
788
+ A, p = self.args
789
+ return A.H ** p
790
+
791
+
792
+ class MatrixLinearOperator(LinearOperator):
793
+ def __init__(self, A):
794
+ super().__init__(A.dtype, A.shape)
795
+ self.A = A
796
+ self.__adj = None
797
+ self.args = (A,)
798
+
799
+ def _matmat(self, X):
800
+ return self.A.dot(X)
801
+
802
+ def _adjoint(self):
803
+ if self.__adj is None:
804
+ self.__adj = _AdjointMatrixOperator(self)
805
+ return self.__adj
806
+
807
+ class _AdjointMatrixOperator(MatrixLinearOperator):
808
+ def __init__(self, adjoint):
809
+ self.A = adjoint.A.T.conj()
810
+ self.__adjoint = adjoint
811
+ self.args = (adjoint,)
812
+ self.shape = adjoint.shape[1], adjoint.shape[0]
813
+
814
+ @property
815
+ def dtype(self):
816
+ return self.__adjoint.dtype
817
+
818
+ def _adjoint(self):
819
+ return self.__adjoint
820
+
821
+
822
+ class IdentityOperator(LinearOperator):
823
+ def __init__(self, shape, dtype=None):
824
+ super().__init__(dtype, shape)
825
+
826
+ def _matvec(self, x):
827
+ return x
828
+
829
+ def _rmatvec(self, x):
830
+ return x
831
+
832
+ def _rmatmat(self, x):
833
+ return x
834
+
835
+ def _matmat(self, x):
836
+ return x
837
+
838
+ def _adjoint(self):
839
+ return self
840
+
841
+
842
+ def aslinearoperator(A):
843
+ """Return A as a LinearOperator.
844
+
845
+ 'A' may be any of the following types:
846
+ - ndarray
847
+ - matrix
848
+ - sparse matrix (e.g. csr_matrix, lil_matrix, etc.)
849
+ - LinearOperator
850
+ - An object with .shape and .matvec attributes
851
+
852
+ See the LinearOperator documentation for additional information.
853
+
854
+ Notes
855
+ -----
856
+ If 'A' has no .dtype attribute, the data type is determined by calling
857
+ :func:`LinearOperator.matvec()` - set the .dtype attribute to prevent this
858
+ call upon the linear operator creation.
859
+
860
+ Examples
861
+ --------
862
+ >>> import numpy as np
863
+ >>> from scipy.sparse.linalg import aslinearoperator
864
+ >>> M = np.array([[1,2,3],[4,5,6]], dtype=np.int32)
865
+ >>> aslinearoperator(M)
866
+ <2x3 MatrixLinearOperator with dtype=int32>
867
+ """
868
+ if isinstance(A, LinearOperator):
869
+ return A
870
+
871
+ elif isinstance(A, np.ndarray) or isinstance(A, np.matrix):
872
+ if A.ndim > 2:
873
+ raise ValueError('array must have ndim <= 2')
874
+ A = np.atleast_2d(np.asarray(A))
875
+ return MatrixLinearOperator(A)
876
+
877
+ elif issparse(A) or is_pydata_spmatrix(A):
878
+ return MatrixLinearOperator(A)
879
+
880
+ else:
881
+ if hasattr(A, 'shape') and hasattr(A, 'matvec'):
882
+ rmatvec = None
883
+ rmatmat = None
884
+ dtype = None
885
+
886
+ if hasattr(A, 'rmatvec'):
887
+ rmatvec = A.rmatvec
888
+ if hasattr(A, 'rmatmat'):
889
+ rmatmat = A.rmatmat
890
+ if hasattr(A, 'dtype'):
891
+ dtype = A.dtype
892
+ return LinearOperator(A.shape, A.matvec, rmatvec=rmatvec,
893
+ rmatmat=rmatmat, dtype=dtype)
894
+
895
+ else:
896
+ raise TypeError('type not understood')
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/__pycache__/__init__.cpython-310.pyc ADDED
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llmeval-env/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
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/__init__.py ADDED
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llmeval-env/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)
llmeval-env/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)
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lgmres.py ADDED
@@ -0,0 +1,211 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Tests for the linalg._isolve.lgmres module
2
+ """
3
+
4
+ from numpy.testing import (assert_, assert_allclose, assert_equal,
5
+ suppress_warnings)
6
+
7
+ import pytest
8
+ from platform import python_implementation
9
+
10
+ import numpy as np
11
+ from numpy import zeros, array, allclose
12
+ from scipy.linalg import norm
13
+ from scipy.sparse import csr_matrix, eye, rand
14
+
15
+ from scipy.sparse.linalg._interface import LinearOperator
16
+ from scipy.sparse.linalg import splu
17
+ from scipy.sparse.linalg._isolve import lgmres, gmres
18
+
19
+
20
+ Am = csr_matrix(array([[-2, 1, 0, 0, 0, 9],
21
+ [1, -2, 1, 0, 5, 0],
22
+ [0, 1, -2, 1, 0, 0],
23
+ [0, 0, 1, -2, 1, 0],
24
+ [0, 3, 0, 1, -2, 1],
25
+ [1, 0, 0, 0, 1, -2]]))
26
+ b = array([1, 2, 3, 4, 5, 6])
27
+ count = [0]
28
+
29
+
30
+ def matvec(v):
31
+ count[0] += 1
32
+ return Am@v
33
+
34
+
35
+ A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
36
+
37
+
38
+ def do_solve(**kw):
39
+ count[0] = 0
40
+ with suppress_warnings() as sup:
41
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
42
+ x0, flag = lgmres(A, b, x0=zeros(A.shape[0]),
43
+ inner_m=6, rtol=1e-14, **kw)
44
+ count_0 = count[0]
45
+ assert_(allclose(A@x0, b, rtol=1e-12, atol=1e-12), norm(A@x0-b))
46
+ return x0, count_0
47
+
48
+
49
+ class TestLGMRES:
50
+ def test_preconditioner(self):
51
+ # Check that preconditioning works
52
+ pc = splu(Am.tocsc())
53
+ M = LinearOperator(matvec=pc.solve, shape=A.shape, dtype=A.dtype)
54
+
55
+ x0, count_0 = do_solve()
56
+ x1, count_1 = do_solve(M=M)
57
+
58
+ assert_(count_1 == 3)
59
+ assert_(count_1 < count_0/2)
60
+ assert_(allclose(x1, x0, rtol=1e-14))
61
+
62
+ def test_outer_v(self):
63
+ # Check that the augmentation vectors behave as expected
64
+
65
+ outer_v = []
66
+ x0, count_0 = do_solve(outer_k=6, outer_v=outer_v)
67
+ assert_(len(outer_v) > 0)
68
+ assert_(len(outer_v) <= 6)
69
+
70
+ x1, count_1 = do_solve(outer_k=6, outer_v=outer_v,
71
+ prepend_outer_v=True)
72
+ assert_(count_1 == 2, count_1)
73
+ assert_(count_1 < count_0/2)
74
+ assert_(allclose(x1, x0, rtol=1e-14))
75
+
76
+ # ---
77
+
78
+ outer_v = []
79
+ x0, count_0 = do_solve(outer_k=6, outer_v=outer_v,
80
+ store_outer_Av=False)
81
+ assert_(array([v[1] is None for v in outer_v]).all())
82
+ assert_(len(outer_v) > 0)
83
+ assert_(len(outer_v) <= 6)
84
+
85
+ x1, count_1 = do_solve(outer_k=6, outer_v=outer_v,
86
+ prepend_outer_v=True)
87
+ assert_(count_1 == 3, count_1)
88
+ assert_(count_1 < count_0/2)
89
+ assert_(allclose(x1, x0, rtol=1e-14))
90
+
91
+ @pytest.mark.skipif(python_implementation() == 'PyPy',
92
+ reason="Fails on PyPy CI runs. See #9507")
93
+ def test_arnoldi(self):
94
+ np.random.seed(1234)
95
+
96
+ A = eye(2000) + rand(2000, 2000, density=5e-4)
97
+ b = np.random.rand(2000)
98
+
99
+ # The inner arnoldi should be equivalent to gmres
100
+ with suppress_warnings() as sup:
101
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
102
+ x0, flag0 = lgmres(A, b, x0=zeros(A.shape[0]),
103
+ inner_m=15, maxiter=1)
104
+ x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]),
105
+ restart=15, maxiter=1)
106
+
107
+ assert_equal(flag0, 1)
108
+ assert_equal(flag1, 1)
109
+ norm = np.linalg.norm(A.dot(x0) - b)
110
+ assert_(norm > 1e-4)
111
+ assert_allclose(x0, x1)
112
+
113
+ def test_cornercase(self):
114
+ np.random.seed(1234)
115
+
116
+ # Rounding error may prevent convergence with tol=0 --- ensure
117
+ # that the return values in this case are correct, and no
118
+ # exceptions are raised
119
+
120
+ for n in [3, 5, 10, 100]:
121
+ A = 2*eye(n)
122
+
123
+ with suppress_warnings() as sup:
124
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
125
+
126
+ b = np.ones(n)
127
+ x, info = lgmres(A, b, maxiter=10)
128
+ assert_equal(info, 0)
129
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
130
+
131
+ x, info = lgmres(A, b, rtol=0, maxiter=10)
132
+ if info == 0:
133
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
134
+
135
+ b = np.random.rand(n)
136
+ x, info = lgmres(A, b, maxiter=10)
137
+ assert_equal(info, 0)
138
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
139
+
140
+ x, info = lgmres(A, b, rtol=0, maxiter=10)
141
+ if info == 0:
142
+ assert_allclose(A.dot(x) - b, 0, atol=1e-14)
143
+
144
+ def test_nans(self):
145
+ A = eye(3, format='lil')
146
+ A[1, 1] = np.nan
147
+ b = np.ones(3)
148
+
149
+ with suppress_warnings() as sup:
150
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
151
+ x, info = lgmres(A, b, rtol=0, maxiter=10)
152
+ assert_equal(info, 1)
153
+
154
+ def test_breakdown_with_outer_v(self):
155
+ A = np.array([[1, 2], [3, 4]], dtype=float)
156
+ b = np.array([1, 2])
157
+
158
+ x = np.linalg.solve(A, b)
159
+ v0 = np.array([1, 0])
160
+
161
+ # The inner iteration should converge to the correct solution,
162
+ # since it's in the outer vector list
163
+ with suppress_warnings() as sup:
164
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
165
+ xp, info = lgmres(A, b, outer_v=[(v0, None), (x, None)], maxiter=1)
166
+
167
+ assert_allclose(xp, x, atol=1e-12)
168
+
169
+ def test_breakdown_underdetermined(self):
170
+ # Should find LSQ solution in the Krylov span in one inner
171
+ # iteration, despite solver breakdown from nilpotent A.
172
+ A = np.array([[0, 1, 1, 1],
173
+ [0, 0, 1, 1],
174
+ [0, 0, 0, 1],
175
+ [0, 0, 0, 0]], dtype=float)
176
+
177
+ bs = [
178
+ np.array([1, 1, 1, 1]),
179
+ np.array([1, 1, 1, 0]),
180
+ np.array([1, 1, 0, 0]),
181
+ np.array([1, 0, 0, 0]),
182
+ ]
183
+
184
+ for b in bs:
185
+ with suppress_warnings() as sup:
186
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
187
+ xp, info = lgmres(A, b, maxiter=1)
188
+ resp = np.linalg.norm(A.dot(xp) - b)
189
+
190
+ K = np.c_[b, A.dot(b), A.dot(A.dot(b)), A.dot(A.dot(A.dot(b)))]
191
+ y, _, _, _ = np.linalg.lstsq(A.dot(K), b, rcond=-1)
192
+ x = K.dot(y)
193
+ res = np.linalg.norm(A.dot(x) - b)
194
+
195
+ assert_allclose(resp, res, err_msg=repr(b))
196
+
197
+ def test_denormals(self):
198
+ # Check that no warnings are emitted if the matrix contains
199
+ # numbers for which 1/x has no float representation, and that
200
+ # the solver behaves properly.
201
+ A = np.array([[1, 2], [3, 4]], dtype=float)
202
+ A *= 100 * np.nextafter(0, 1)
203
+
204
+ b = np.array([1, 1])
205
+
206
+ with suppress_warnings() as sup:
207
+ sup.filter(DeprecationWarning, ".*called without specifying.*")
208
+ xp, info = lgmres(A, b)
209
+
210
+ if info == 0:
211
+ assert_allclose(A.dot(xp), b)
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lsmr.py ADDED
@@ -0,0 +1,185 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Copyright (C) 2010 David Fong and Michael Saunders
3
+ Distributed under the same license as SciPy
4
+
5
+ Testing Code for LSMR.
6
+
7
+ 03 Jun 2010: First version release with lsmr.py
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
+ from numpy import array, arange, eye, zeros, ones, transpose, hstack
20
+ from numpy.linalg import norm
21
+ from numpy.testing import assert_allclose
22
+ import pytest
23
+ from scipy.sparse import coo_matrix
24
+ from scipy.sparse.linalg._interface import aslinearoperator
25
+ from scipy.sparse.linalg import lsmr
26
+ from .test_lsqr import G, b
27
+
28
+
29
+ class TestLSMR:
30
+ def setup_method(self):
31
+ self.n = 10
32
+ self.m = 10
33
+
34
+ def assertCompatibleSystem(self, A, xtrue):
35
+ Afun = aslinearoperator(A)
36
+ b = Afun.matvec(xtrue)
37
+ x = lsmr(A, b)[0]
38
+ assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
39
+
40
+ def testIdentityACase1(self):
41
+ A = eye(self.n)
42
+ xtrue = zeros((self.n, 1))
43
+ self.assertCompatibleSystem(A, xtrue)
44
+
45
+ def testIdentityACase2(self):
46
+ A = eye(self.n)
47
+ xtrue = ones((self.n,1))
48
+ self.assertCompatibleSystem(A, xtrue)
49
+
50
+ def testIdentityACase3(self):
51
+ A = eye(self.n)
52
+ xtrue = transpose(arange(self.n,0,-1))
53
+ self.assertCompatibleSystem(A, xtrue)
54
+
55
+ def testBidiagonalA(self):
56
+ A = lowerBidiagonalMatrix(20,self.n)
57
+ xtrue = transpose(arange(self.n,0,-1))
58
+ self.assertCompatibleSystem(A,xtrue)
59
+
60
+ def testScalarB(self):
61
+ A = array([[1.0, 2.0]])
62
+ b = 3.0
63
+ x = lsmr(A, b)[0]
64
+ assert norm(A.dot(x) - b) == pytest.approx(0)
65
+
66
+ def testComplexX(self):
67
+ A = eye(self.n)
68
+ xtrue = transpose(arange(self.n, 0, -1) * (1 + 1j))
69
+ self.assertCompatibleSystem(A, xtrue)
70
+
71
+ def testComplexX0(self):
72
+ A = 4 * eye(self.n) + ones((self.n, self.n))
73
+ xtrue = transpose(arange(self.n, 0, -1))
74
+ b = aslinearoperator(A).matvec(xtrue)
75
+ x0 = zeros(self.n, dtype=complex)
76
+ x = lsmr(A, b, x0=x0)[0]
77
+ assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
78
+
79
+ def testComplexA(self):
80
+ A = 4 * eye(self.n) + 1j * ones((self.n, self.n))
81
+ xtrue = transpose(arange(self.n, 0, -1).astype(complex))
82
+ self.assertCompatibleSystem(A, xtrue)
83
+
84
+ def testComplexB(self):
85
+ A = 4 * eye(self.n) + ones((self.n, self.n))
86
+ xtrue = transpose(arange(self.n, 0, -1) * (1 + 1j))
87
+ b = aslinearoperator(A).matvec(xtrue)
88
+ x = lsmr(A, b)[0]
89
+ assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
90
+
91
+ def testColumnB(self):
92
+ A = eye(self.n)
93
+ b = ones((self.n, 1))
94
+ x = lsmr(A, b)[0]
95
+ assert norm(A.dot(x) - b.ravel()) == pytest.approx(0)
96
+
97
+ def testInitialization(self):
98
+ # Test that the default setting is not modified
99
+ x_ref, _, itn_ref, normr_ref, *_ = lsmr(G, b)
100
+ assert_allclose(norm(b - G@x_ref), normr_ref, atol=1e-6)
101
+
102
+ # Test passing zeros yields similar result
103
+ x0 = zeros(b.shape)
104
+ x = lsmr(G, b, x0=x0)[0]
105
+ assert_allclose(x, x_ref)
106
+
107
+ # Test warm-start with single iteration
108
+ x0 = lsmr(G, b, maxiter=1)[0]
109
+
110
+ x, _, itn, normr, *_ = lsmr(G, b, x0=x0)
111
+ assert_allclose(norm(b - G@x), normr, atol=1e-6)
112
+
113
+ # NOTE(gh-12139): This doesn't always converge to the same value as
114
+ # ref because error estimates will be slightly different when calculated
115
+ # from zeros vs x0 as a result only compare norm and itn (not x).
116
+
117
+ # x generally converges 1 iteration faster because it started at x0.
118
+ # itn == itn_ref means that lsmr(x0) took an extra iteration see above.
119
+ # -1 is technically possible but is rare (1 in 100000) so it's more
120
+ # likely to be an error elsewhere.
121
+ assert itn - itn_ref in (0, 1)
122
+
123
+ # If an extra iteration is performed normr may be 0, while normr_ref
124
+ # may be much larger.
125
+ assert normr < normr_ref * (1 + 1e-6)
126
+
127
+
128
+ class TestLSMRReturns:
129
+ def setup_method(self):
130
+ self.n = 10
131
+ self.A = lowerBidiagonalMatrix(20, self.n)
132
+ self.xtrue = transpose(arange(self.n, 0, -1))
133
+ self.Afun = aslinearoperator(self.A)
134
+ self.b = self.Afun.matvec(self.xtrue)
135
+ self.x0 = ones(self.n)
136
+ self.x00 = self.x0.copy()
137
+ self.returnValues = lsmr(self.A, self.b)
138
+ self.returnValuesX0 = lsmr(self.A, self.b, x0=self.x0)
139
+
140
+ def test_unchanged_x0(self):
141
+ x, istop, itn, normr, normar, normA, condA, normx = self.returnValuesX0
142
+ assert_allclose(self.x00, self.x0)
143
+
144
+ def testNormr(self):
145
+ x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
146
+ assert norm(self.b - self.Afun.matvec(x)) == pytest.approx(normr)
147
+
148
+ def testNormar(self):
149
+ x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
150
+ assert (norm(self.Afun.rmatvec(self.b - self.Afun.matvec(x)))
151
+ == pytest.approx(normar))
152
+
153
+ def testNormx(self):
154
+ x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
155
+ assert norm(x) == pytest.approx(normx)
156
+
157
+
158
+ def lowerBidiagonalMatrix(m, n):
159
+ # This is a simple example for testing LSMR.
160
+ # It uses the leading m*n submatrix from
161
+ # A = [ 1
162
+ # 1 2
163
+ # 2 3
164
+ # 3 4
165
+ # ...
166
+ # n ]
167
+ # suitably padded by zeros.
168
+ #
169
+ # 04 Jun 2010: First version for distribution with lsmr.py
170
+ if m <= n:
171
+ row = hstack((arange(m, dtype=int),
172
+ arange(1, m, dtype=int)))
173
+ col = hstack((arange(m, dtype=int),
174
+ arange(m-1, dtype=int)))
175
+ data = hstack((arange(1, m+1, dtype=float),
176
+ arange(1,m, dtype=float)))
177
+ return coo_matrix((data, (row, col)), shape=(m,n))
178
+ else:
179
+ row = hstack((arange(n, dtype=int),
180
+ arange(1, n+1, dtype=int)))
181
+ col = hstack((arange(n, dtype=int),
182
+ arange(n, dtype=int)))
183
+ data = hstack((arange(1, n+1, dtype=float),
184
+ arange(1,n+1, dtype=float)))
185
+ return coo_matrix((data,(row, col)), shape=(m,n))
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_lsqr.py ADDED
@@ -0,0 +1,120 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.testing import assert_allclose, assert_array_equal, assert_equal
3
+ import pytest
4
+ import scipy.sparse
5
+ import scipy.sparse.linalg
6
+ from scipy.sparse.linalg import lsqr
7
+
8
+ # Set up a test problem
9
+ n = 35
10
+ G = np.eye(n)
11
+ normal = np.random.normal
12
+ norm = np.linalg.norm
13
+
14
+ for jj in range(5):
15
+ gg = normal(size=n)
16
+ hh = gg * gg.T
17
+ G += (hh + hh.T) * 0.5
18
+ G += normal(size=n) * normal(size=n)
19
+
20
+ b = normal(size=n)
21
+
22
+ # tolerance for atol/btol keywords of lsqr()
23
+ tol = 2e-10
24
+ # tolerances for testing the results of the lsqr() call with assert_allclose
25
+ # These tolerances are a bit fragile - see discussion in gh-15301.
26
+ atol_test = 4e-10
27
+ rtol_test = 2e-8
28
+ show = False
29
+ maxit = None
30
+
31
+
32
+ def test_lsqr_basic():
33
+ b_copy = b.copy()
34
+ xo, *_ = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit)
35
+ assert_array_equal(b_copy, b)
36
+
37
+ svx = np.linalg.solve(G, b)
38
+ assert_allclose(xo, svx, atol=atol_test, rtol=rtol_test)
39
+
40
+ # Now the same but with damp > 0.
41
+ # This is equivalent to solving the extended system:
42
+ # ( G ) @ x = ( b )
43
+ # ( damp*I ) ( 0 )
44
+ damp = 1.5
45
+ xo, *_ = lsqr(
46
+ G, b, damp=damp, show=show, atol=tol, btol=tol, iter_lim=maxit)
47
+
48
+ Gext = np.r_[G, damp * np.eye(G.shape[1])]
49
+ bext = np.r_[b, np.zeros(G.shape[1])]
50
+ svx, *_ = np.linalg.lstsq(Gext, bext, rcond=None)
51
+ assert_allclose(xo, svx, atol=atol_test, rtol=rtol_test)
52
+
53
+
54
+ def test_gh_2466():
55
+ row = np.array([0, 0])
56
+ col = np.array([0, 1])
57
+ val = np.array([1, -1])
58
+ A = scipy.sparse.coo_matrix((val, (row, col)), shape=(1, 2))
59
+ b = np.asarray([4])
60
+ lsqr(A, b)
61
+
62
+
63
+ def test_well_conditioned_problems():
64
+ # Test that sparse the lsqr solver returns the right solution
65
+ # on various problems with different random seeds.
66
+ # This is a non-regression test for a potential ZeroDivisionError
67
+ # raised when computing the `test2` & `test3` convergence conditions.
68
+ n = 10
69
+ A_sparse = scipy.sparse.eye(n, n)
70
+ A_dense = A_sparse.toarray()
71
+
72
+ with np.errstate(invalid='raise'):
73
+ for seed in range(30):
74
+ rng = np.random.RandomState(seed + 10)
75
+ beta = rng.rand(n)
76
+ beta[beta == 0] = 0.00001 # ensure that all the betas are not null
77
+ b = A_sparse @ beta[:, np.newaxis]
78
+ output = lsqr(A_sparse, b, show=show)
79
+
80
+ # Check that the termination condition corresponds to an approximate
81
+ # solution to Ax = b
82
+ assert_equal(output[1], 1)
83
+ solution = output[0]
84
+
85
+ # Check that we recover the ground truth solution
86
+ assert_allclose(solution, beta)
87
+
88
+ # Sanity check: compare to the dense array solver
89
+ reference_solution = np.linalg.solve(A_dense, b).ravel()
90
+ assert_allclose(solution, reference_solution)
91
+
92
+
93
+ def test_b_shapes():
94
+ # Test b being a scalar.
95
+ A = np.array([[1.0, 2.0]])
96
+ b = 3.0
97
+ x = lsqr(A, b)[0]
98
+ assert norm(A.dot(x) - b) == pytest.approx(0)
99
+
100
+ # Test b being a column vector.
101
+ A = np.eye(10)
102
+ b = np.ones((10, 1))
103
+ x = lsqr(A, b)[0]
104
+ assert norm(A.dot(x) - b.ravel()) == pytest.approx(0)
105
+
106
+
107
+ def test_initialization():
108
+ # Test the default setting is the same as zeros
109
+ b_copy = b.copy()
110
+ x_ref = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit)
111
+ x0 = np.zeros(x_ref[0].shape)
112
+ x = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit, x0=x0)
113
+ assert_array_equal(b_copy, b)
114
+ assert_allclose(x_ref[0], x[0])
115
+
116
+ # Test warm-start with single iteration
117
+ x0 = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=1)[0]
118
+ x = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit, x0=x0)
119
+ assert_allclose(x_ref[0], x[0])
120
+ assert_array_equal(b_copy, b)
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_minres.py ADDED
@@ -0,0 +1,97 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.linalg import norm
3
+ from numpy.testing import assert_equal, assert_allclose, assert_
4
+ from scipy.sparse.linalg._isolve import minres
5
+
6
+ from pytest import raises as assert_raises
7
+
8
+
9
+ def get_sample_problem():
10
+ # A random 10 x 10 symmetric matrix
11
+ np.random.seed(1234)
12
+ matrix = np.random.rand(10, 10)
13
+ matrix = matrix + matrix.T
14
+ # A random vector of length 10
15
+ vector = np.random.rand(10)
16
+ return matrix, vector
17
+
18
+
19
+ def test_singular():
20
+ A, b = get_sample_problem()
21
+ A[0, ] = 0
22
+ b[0] = 0
23
+ xp, info = minres(A, b)
24
+ assert_equal(info, 0)
25
+ assert norm(A @ xp - b) <= 1e-5 * norm(b)
26
+
27
+
28
+ def test_x0_is_used_by():
29
+ A, b = get_sample_problem()
30
+ # Random x0 to feed minres
31
+ np.random.seed(12345)
32
+ x0 = np.random.rand(10)
33
+ trace = []
34
+
35
+ def trace_iterates(xk):
36
+ trace.append(xk)
37
+ minres(A, b, x0=x0, callback=trace_iterates)
38
+ trace_with_x0 = trace
39
+
40
+ trace = []
41
+ minres(A, b, callback=trace_iterates)
42
+ assert_(not np.array_equal(trace_with_x0[0], trace[0]))
43
+
44
+
45
+ def test_shift():
46
+ A, b = get_sample_problem()
47
+ shift = 0.5
48
+ shifted_A = A - shift * np.eye(10)
49
+ x1, info1 = minres(A, b, shift=shift)
50
+ x2, info2 = minres(shifted_A, b)
51
+ assert_equal(info1, 0)
52
+ assert_allclose(x1, x2, rtol=1e-5)
53
+
54
+
55
+ def test_asymmetric_fail():
56
+ """Asymmetric matrix should raise `ValueError` when check=True"""
57
+ A, b = get_sample_problem()
58
+ A[1, 2] = 1
59
+ A[2, 1] = 2
60
+ with assert_raises(ValueError):
61
+ xp, info = minres(A, b, check=True)
62
+
63
+
64
+ def test_minres_non_default_x0():
65
+ np.random.seed(1234)
66
+ rtol = 1e-6
67
+ a = np.random.randn(5, 5)
68
+ a = np.dot(a, a.T)
69
+ b = np.random.randn(5)
70
+ c = np.random.randn(5)
71
+ x = minres(a, b, x0=c, rtol=rtol)[0]
72
+ assert norm(a @ x - b) <= rtol * norm(b)
73
+
74
+
75
+ def test_minres_precond_non_default_x0():
76
+ np.random.seed(12345)
77
+ rtol = 1e-6
78
+ a = np.random.randn(5, 5)
79
+ a = np.dot(a, a.T)
80
+ b = np.random.randn(5)
81
+ c = np.random.randn(5)
82
+ m = np.random.randn(5, 5)
83
+ m = np.dot(m, m.T)
84
+ x = minres(a, b, M=m, x0=c, rtol=rtol)[0]
85
+ assert norm(a @ x - b) <= rtol * norm(b)
86
+
87
+
88
+ def test_minres_precond_exact_x0():
89
+ np.random.seed(1234)
90
+ rtol = 1e-6
91
+ a = np.eye(10)
92
+ b = np.ones(10)
93
+ c = np.ones(10)
94
+ m = np.random.randn(10, 10)
95
+ m = np.dot(m, m.T)
96
+ x = minres(a, b, M=m, x0=c, rtol=rtol)[0]
97
+ assert norm(a @ x - b) <= rtol * norm(b)
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tests/test_utils.py ADDED
@@ -0,0 +1,9 @@
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from pytest import raises as assert_raises
3
+
4
+ import scipy.sparse.linalg._isolve.utils as utils
5
+
6
+
7
+ def test_make_system_bad_shape():
8
+ assert_raises(ValueError,
9
+ utils.make_system, np.zeros((5,3)), None, np.zeros(4), np.zeros(4))
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/tfqmr.py ADDED
@@ -0,0 +1,191 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from .iterative import _get_atol_rtol
3
+ from .utils import make_system
4
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
5
+
6
+
7
+ __all__ = ['tfqmr']
8
+
9
+
10
+ @_deprecate_positional_args(version="1.14.0")
11
+ def tfqmr(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None,
12
+ callback=None, atol=None, rtol=1e-5, show=False):
13
+ """
14
+ Use Transpose-Free Quasi-Minimal Residual iteration to solve ``Ax = b``.
15
+
16
+ Parameters
17
+ ----------
18
+ A : {sparse matrix, ndarray, LinearOperator}
19
+ The real or complex N-by-N matrix of the linear system.
20
+ Alternatively, `A` can be a linear operator which can
21
+ produce ``Ax`` using, e.g.,
22
+ `scipy.sparse.linalg.LinearOperator`.
23
+ b : {ndarray}
24
+ Right hand side of the linear system. Has shape (N,) or (N,1).
25
+ x0 : {ndarray}
26
+ Starting guess for the solution.
27
+ rtol, atol : float, optional
28
+ Parameters for the convergence test. For convergence,
29
+ ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
30
+ The default is ``rtol=1e-5``, the default for ``atol`` is ``rtol``.
31
+
32
+ .. warning::
33
+
34
+ The default value for ``atol`` will be changed to ``0.0`` in
35
+ SciPy 1.14.0.
36
+ maxiter : int, optional
37
+ Maximum number of iterations. Iteration will stop after maxiter
38
+ steps even if the specified tolerance has not been achieved.
39
+ Default is ``min(10000, ndofs * 10)``, where ``ndofs = A.shape[0]``.
40
+ M : {sparse matrix, ndarray, LinearOperator}
41
+ Inverse of the preconditioner of A. M should approximate the
42
+ inverse of A and be easy to solve for (see Notes). Effective
43
+ preconditioning dramatically improves the rate of convergence,
44
+ which implies that fewer iterations are needed to reach a given
45
+ error tolerance. By default, no preconditioner is used.
46
+ callback : function, optional
47
+ User-supplied function to call after each iteration. It is called
48
+ as `callback(xk)`, where `xk` is the current solution vector.
49
+ show : bool, optional
50
+ Specify ``show = True`` to show the convergence, ``show = False`` is
51
+ to close the output of the convergence.
52
+ Default is `False`.
53
+ tol : float, optional, deprecated
54
+
55
+ .. deprecated:: 1.12.0
56
+ `tfqmr` keyword argument ``tol`` is deprecated in favor of ``rtol``
57
+ and will be removed in SciPy 1.14.0.
58
+
59
+ Returns
60
+ -------
61
+ x : ndarray
62
+ The converged solution.
63
+ info : int
64
+ Provides convergence information:
65
+
66
+ - 0 : successful exit
67
+ - >0 : convergence to tolerance not achieved, number of iterations
68
+ - <0 : illegal input or breakdown
69
+
70
+ Notes
71
+ -----
72
+ The Transpose-Free QMR algorithm is derived from the CGS algorithm.
73
+ However, unlike CGS, the convergence curves for the TFQMR method is
74
+ smoothed by computing a quasi minimization of the residual norm. The
75
+ implementation supports left preconditioner, and the "residual norm"
76
+ to compute in convergence criterion is actually an upper bound on the
77
+ actual residual norm ``||b - Axk||``.
78
+
79
+ References
80
+ ----------
81
+ .. [1] R. W. Freund, A Transpose-Free Quasi-Minimal Residual Algorithm for
82
+ Non-Hermitian Linear Systems, SIAM J. Sci. Comput., 14(2), 470-482,
83
+ 1993.
84
+ .. [2] Y. Saad, Iterative Methods for Sparse Linear Systems, 2nd edition,
85
+ SIAM, Philadelphia, 2003.
86
+ .. [3] C. T. Kelley, Iterative Methods for Linear and Nonlinear Equations,
87
+ number 16 in Frontiers in Applied Mathematics, SIAM, Philadelphia,
88
+ 1995.
89
+
90
+ Examples
91
+ --------
92
+ >>> import numpy as np
93
+ >>> from scipy.sparse import csc_matrix
94
+ >>> from scipy.sparse.linalg import tfqmr
95
+ >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
96
+ >>> b = np.array([2, 4, -1], dtype=float)
97
+ >>> x, exitCode = tfqmr(A, b)
98
+ >>> print(exitCode) # 0 indicates successful convergence
99
+ 0
100
+ >>> np.allclose(A.dot(x), b)
101
+ True
102
+ """
103
+
104
+ # Check data type
105
+ dtype = A.dtype
106
+ if np.issubdtype(dtype, np.int64):
107
+ dtype = float
108
+ A = A.astype(dtype)
109
+ if np.issubdtype(b.dtype, np.int64):
110
+ b = b.astype(dtype)
111
+
112
+ A, M, x, b, postprocess = make_system(A, M, x0, b)
113
+
114
+ # Check if the R.H.S is a zero vector
115
+ if np.linalg.norm(b) == 0.:
116
+ x = b.copy()
117
+ return (postprocess(x), 0)
118
+
119
+ ndofs = A.shape[0]
120
+ if maxiter is None:
121
+ maxiter = min(10000, ndofs * 10)
122
+
123
+ if x0 is None:
124
+ r = b.copy()
125
+ else:
126
+ r = b - A.matvec(x)
127
+ u = r
128
+ w = r.copy()
129
+ # Take rstar as b - Ax0, that is rstar := r = b - Ax0 mathematically
130
+ rstar = r
131
+ v = M.matvec(A.matvec(r))
132
+ uhat = v
133
+ d = theta = eta = 0.
134
+ # at this point we know rstar == r, so rho is always real
135
+ rho = np.inner(rstar.conjugate(), r).real
136
+ rhoLast = rho
137
+ r0norm = np.sqrt(rho)
138
+ tau = r0norm
139
+ if r0norm == 0:
140
+ return (postprocess(x), 0)
141
+
142
+ # we call this to get the right atol and raise warnings as necessary
143
+ atol, _ = _get_atol_rtol('tfqmr', r0norm, tol, atol, rtol)
144
+
145
+ for iter in range(maxiter):
146
+ even = iter % 2 == 0
147
+ if (even):
148
+ vtrstar = np.inner(rstar.conjugate(), v)
149
+ # Check breakdown
150
+ if vtrstar == 0.:
151
+ return (postprocess(x), -1)
152
+ alpha = rho / vtrstar
153
+ uNext = u - alpha * v # [1]-(5.6)
154
+ w -= alpha * uhat # [1]-(5.8)
155
+ d = u + (theta**2 / alpha) * eta * d # [1]-(5.5)
156
+ # [1]-(5.2)
157
+ theta = np.linalg.norm(w) / tau
158
+ c = np.sqrt(1. / (1 + theta**2))
159
+ tau *= theta * c
160
+ # Calculate step and direction [1]-(5.4)
161
+ eta = (c**2) * alpha
162
+ z = M.matvec(d)
163
+ x += eta * z
164
+
165
+ if callback is not None:
166
+ callback(x)
167
+
168
+ # Convergence criterion
169
+ if tau * np.sqrt(iter+1) < atol:
170
+ if (show):
171
+ print("TFQMR: Linear solve converged due to reach TOL "
172
+ f"iterations {iter+1}")
173
+ return (postprocess(x), 0)
174
+
175
+ if (not even):
176
+ # [1]-(5.7)
177
+ rho = np.inner(rstar.conjugate(), w)
178
+ beta = rho / rhoLast
179
+ u = w + beta * u
180
+ v = beta * uhat + (beta**2) * v
181
+ uhat = M.matvec(A.matvec(u))
182
+ v += uhat
183
+ else:
184
+ uhat = M.matvec(A.matvec(uNext))
185
+ u = uNext
186
+ rhoLast = rho
187
+
188
+ if (show):
189
+ print("TFQMR: Linear solve not converged due to reach MAXIT "
190
+ f"iterations {iter+1}")
191
+ return (postprocess(x), maxiter)
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_isolve/utils.py ADDED
@@ -0,0 +1,127 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ __docformat__ = "restructuredtext en"
2
+
3
+ __all__ = []
4
+
5
+
6
+ from numpy import asanyarray, asarray, array, zeros
7
+
8
+ from scipy.sparse.linalg._interface import aslinearoperator, LinearOperator, \
9
+ IdentityOperator
10
+
11
+ _coerce_rules = {('f','f'):'f', ('f','d'):'d', ('f','F'):'F',
12
+ ('f','D'):'D', ('d','f'):'d', ('d','d'):'d',
13
+ ('d','F'):'D', ('d','D'):'D', ('F','f'):'F',
14
+ ('F','d'):'D', ('F','F'):'F', ('F','D'):'D',
15
+ ('D','f'):'D', ('D','d'):'D', ('D','F'):'D',
16
+ ('D','D'):'D'}
17
+
18
+
19
+ def coerce(x,y):
20
+ if x not in 'fdFD':
21
+ x = 'd'
22
+ if y not in 'fdFD':
23
+ y = 'd'
24
+ return _coerce_rules[x,y]
25
+
26
+
27
+ def id(x):
28
+ return x
29
+
30
+
31
+ def make_system(A, M, x0, b):
32
+ """Make a linear system Ax=b
33
+
34
+ Parameters
35
+ ----------
36
+ A : LinearOperator
37
+ sparse or dense matrix (or any valid input to aslinearoperator)
38
+ M : {LinearOperator, Nones}
39
+ preconditioner
40
+ sparse or dense matrix (or any valid input to aslinearoperator)
41
+ x0 : {array_like, str, None}
42
+ initial guess to iterative method.
43
+ ``x0 = 'Mb'`` means using the nonzero initial guess ``M @ b``.
44
+ Default is `None`, which means using the zero initial guess.
45
+ b : array_like
46
+ right hand side
47
+
48
+ Returns
49
+ -------
50
+ (A, M, x, b, postprocess)
51
+ A : LinearOperator
52
+ matrix of the linear system
53
+ M : LinearOperator
54
+ preconditioner
55
+ x : rank 1 ndarray
56
+ initial guess
57
+ b : rank 1 ndarray
58
+ right hand side
59
+ postprocess : function
60
+ converts the solution vector to the appropriate
61
+ type and dimensions (e.g. (N,1) matrix)
62
+
63
+ """
64
+ A_ = A
65
+ A = aslinearoperator(A)
66
+
67
+ if A.shape[0] != A.shape[1]:
68
+ raise ValueError(f'expected square matrix, but got shape={(A.shape,)}')
69
+
70
+ N = A.shape[0]
71
+
72
+ b = asanyarray(b)
73
+
74
+ if not (b.shape == (N,1) or b.shape == (N,)):
75
+ raise ValueError(f'shapes of A {A.shape} and b {b.shape} are '
76
+ 'incompatible')
77
+
78
+ if b.dtype.char not in 'fdFD':
79
+ b = b.astype('d') # upcast non-FP types to double
80
+
81
+ def postprocess(x):
82
+ return x
83
+
84
+ if hasattr(A,'dtype'):
85
+ xtype = A.dtype.char
86
+ else:
87
+ xtype = A.matvec(b).dtype.char
88
+ xtype = coerce(xtype, b.dtype.char)
89
+
90
+ b = asarray(b,dtype=xtype) # make b the same type as x
91
+ b = b.ravel()
92
+
93
+ # process preconditioner
94
+ if M is None:
95
+ if hasattr(A_,'psolve'):
96
+ psolve = A_.psolve
97
+ else:
98
+ psolve = id
99
+ if hasattr(A_,'rpsolve'):
100
+ rpsolve = A_.rpsolve
101
+ else:
102
+ rpsolve = id
103
+ if psolve is id and rpsolve is id:
104
+ M = IdentityOperator(shape=A.shape, dtype=A.dtype)
105
+ else:
106
+ M = LinearOperator(A.shape, matvec=psolve, rmatvec=rpsolve,
107
+ dtype=A.dtype)
108
+ else:
109
+ M = aslinearoperator(M)
110
+ if A.shape != M.shape:
111
+ raise ValueError('matrix and preconditioner have different shapes')
112
+
113
+ # set initial guess
114
+ if x0 is None:
115
+ x = zeros(N, dtype=xtype)
116
+ elif isinstance(x0, str):
117
+ if x0 == 'Mb': # use nonzero initial guess ``M @ b``
118
+ bCopy = b.copy()
119
+ x = M.matvec(bCopy)
120
+ else:
121
+ x = array(x0, dtype=xtype)
122
+ if not (x.shape == (N, 1) or x.shape == (N,)):
123
+ raise ValueError(f'shapes of A {A.shape} and '
124
+ f'x0 {x.shape} are incompatible')
125
+ x = x.ravel()
126
+
127
+ return A, M, x, b, postprocess
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_matfuncs.py ADDED
@@ -0,0 +1,940 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Sparse matrix functions
3
+ """
4
+
5
+ #
6
+ # Authors: Travis Oliphant, March 2002
7
+ # Anthony Scopatz, August 2012 (Sparse Updates)
8
+ # Jake Vanderplas, August 2012 (Sparse Updates)
9
+ #
10
+
11
+ __all__ = ['expm', 'inv', 'matrix_power']
12
+
13
+ import numpy as np
14
+ from scipy.linalg._basic import solve, solve_triangular
15
+
16
+ from scipy.sparse._base import issparse
17
+ from scipy.sparse.linalg import spsolve
18
+ from scipy.sparse._sputils import is_pydata_spmatrix, isintlike
19
+
20
+ import scipy.sparse
21
+ import scipy.sparse.linalg
22
+ from scipy.sparse.linalg._interface import LinearOperator
23
+ from scipy.sparse._construct import eye
24
+
25
+ from ._expm_multiply import _ident_like, _exact_1_norm as _onenorm
26
+
27
+
28
+ UPPER_TRIANGULAR = 'upper_triangular'
29
+
30
+
31
+ def inv(A):
32
+ """
33
+ Compute the inverse of a sparse matrix
34
+
35
+ Parameters
36
+ ----------
37
+ A : (M, M) sparse matrix
38
+ square matrix to be inverted
39
+
40
+ Returns
41
+ -------
42
+ Ainv : (M, M) sparse matrix
43
+ inverse of `A`
44
+
45
+ Notes
46
+ -----
47
+ This computes the sparse inverse of `A`. If the inverse of `A` is expected
48
+ to be non-sparse, it will likely be faster to convert `A` to dense and use
49
+ `scipy.linalg.inv`.
50
+
51
+ Examples
52
+ --------
53
+ >>> from scipy.sparse import csc_matrix
54
+ >>> from scipy.sparse.linalg import inv
55
+ >>> A = csc_matrix([[1., 0.], [1., 2.]])
56
+ >>> Ainv = inv(A)
57
+ >>> Ainv
58
+ <2x2 sparse matrix of type '<class 'numpy.float64'>'
59
+ with 3 stored elements in Compressed Sparse Column format>
60
+ >>> A.dot(Ainv)
61
+ <2x2 sparse matrix of type '<class 'numpy.float64'>'
62
+ with 2 stored elements in Compressed Sparse Column format>
63
+ >>> A.dot(Ainv).toarray()
64
+ array([[ 1., 0.],
65
+ [ 0., 1.]])
66
+
67
+ .. versionadded:: 0.12.0
68
+
69
+ """
70
+ # Check input
71
+ if not (scipy.sparse.issparse(A) or is_pydata_spmatrix(A)):
72
+ raise TypeError('Input must be a sparse matrix')
73
+
74
+ # Use sparse direct solver to solve "AX = I" accurately
75
+ I = _ident_like(A)
76
+ Ainv = spsolve(A, I)
77
+ return Ainv
78
+
79
+
80
+ def _onenorm_matrix_power_nnm(A, p):
81
+ """
82
+ Compute the 1-norm of a non-negative integer power of a non-negative matrix.
83
+
84
+ Parameters
85
+ ----------
86
+ A : a square ndarray or matrix or sparse matrix
87
+ Input matrix with non-negative entries.
88
+ p : non-negative integer
89
+ The power to which the matrix is to be raised.
90
+
91
+ Returns
92
+ -------
93
+ out : float
94
+ The 1-norm of the matrix power p of A.
95
+
96
+ """
97
+ # Check input
98
+ if int(p) != p or p < 0:
99
+ raise ValueError('expected non-negative integer p')
100
+ p = int(p)
101
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
102
+ raise ValueError('expected A to be like a square matrix')
103
+
104
+ # Explicitly make a column vector so that this works when A is a
105
+ # numpy matrix (in addition to ndarray and sparse matrix).
106
+ v = np.ones((A.shape[0], 1), dtype=float)
107
+ M = A.T
108
+ for i in range(p):
109
+ v = M.dot(v)
110
+ return np.max(v)
111
+
112
+
113
+ def _is_upper_triangular(A):
114
+ # This function could possibly be of wider interest.
115
+ if issparse(A):
116
+ lower_part = scipy.sparse.tril(A, -1)
117
+ # Check structural upper triangularity,
118
+ # then coincidental upper triangularity if needed.
119
+ return lower_part.nnz == 0 or lower_part.count_nonzero() == 0
120
+ elif is_pydata_spmatrix(A):
121
+ import sparse
122
+ lower_part = sparse.tril(A, -1)
123
+ return lower_part.nnz == 0
124
+ else:
125
+ return not np.tril(A, -1).any()
126
+
127
+
128
+ def _smart_matrix_product(A, B, alpha=None, structure=None):
129
+ """
130
+ A matrix product that knows about sparse and structured matrices.
131
+
132
+ Parameters
133
+ ----------
134
+ A : 2d ndarray
135
+ First matrix.
136
+ B : 2d ndarray
137
+ Second matrix.
138
+ alpha : float
139
+ The matrix product will be scaled by this constant.
140
+ structure : str, optional
141
+ A string describing the structure of both matrices `A` and `B`.
142
+ Only `upper_triangular` is currently supported.
143
+
144
+ Returns
145
+ -------
146
+ M : 2d ndarray
147
+ Matrix product of A and B.
148
+
149
+ """
150
+ if len(A.shape) != 2:
151
+ raise ValueError('expected A to be a rectangular matrix')
152
+ if len(B.shape) != 2:
153
+ raise ValueError('expected B to be a rectangular matrix')
154
+ f = None
155
+ if structure == UPPER_TRIANGULAR:
156
+ if (not issparse(A) and not issparse(B)
157
+ and not is_pydata_spmatrix(A) and not is_pydata_spmatrix(B)):
158
+ f, = scipy.linalg.get_blas_funcs(('trmm',), (A, B))
159
+ if f is not None:
160
+ if alpha is None:
161
+ alpha = 1.
162
+ out = f(alpha, A, B)
163
+ else:
164
+ if alpha is None:
165
+ out = A.dot(B)
166
+ else:
167
+ out = alpha * A.dot(B)
168
+ return out
169
+
170
+
171
+ class MatrixPowerOperator(LinearOperator):
172
+
173
+ def __init__(self, A, p, structure=None):
174
+ if A.ndim != 2 or A.shape[0] != A.shape[1]:
175
+ raise ValueError('expected A to be like a square matrix')
176
+ if p < 0:
177
+ raise ValueError('expected p to be a non-negative integer')
178
+ self._A = A
179
+ self._p = p
180
+ self._structure = structure
181
+ self.dtype = A.dtype
182
+ self.ndim = A.ndim
183
+ self.shape = A.shape
184
+
185
+ def _matvec(self, x):
186
+ for i in range(self._p):
187
+ x = self._A.dot(x)
188
+ return x
189
+
190
+ def _rmatvec(self, x):
191
+ A_T = self._A.T
192
+ x = x.ravel()
193
+ for i in range(self._p):
194
+ x = A_T.dot(x)
195
+ return x
196
+
197
+ def _matmat(self, X):
198
+ for i in range(self._p):
199
+ X = _smart_matrix_product(self._A, X, structure=self._structure)
200
+ return X
201
+
202
+ @property
203
+ def T(self):
204
+ return MatrixPowerOperator(self._A.T, self._p)
205
+
206
+
207
+ class ProductOperator(LinearOperator):
208
+ """
209
+ For now, this is limited to products of multiple square matrices.
210
+ """
211
+
212
+ def __init__(self, *args, **kwargs):
213
+ self._structure = kwargs.get('structure', None)
214
+ for A in args:
215
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
216
+ raise ValueError(
217
+ 'For now, the ProductOperator implementation is '
218
+ 'limited to the product of multiple square matrices.')
219
+ if args:
220
+ n = args[0].shape[0]
221
+ for A in args:
222
+ for d in A.shape:
223
+ if d != n:
224
+ raise ValueError(
225
+ 'The square matrices of the ProductOperator '
226
+ 'must all have the same shape.')
227
+ self.shape = (n, n)
228
+ self.ndim = len(self.shape)
229
+ self.dtype = np.result_type(*[x.dtype for x in args])
230
+ self._operator_sequence = args
231
+
232
+ def _matvec(self, x):
233
+ for A in reversed(self._operator_sequence):
234
+ x = A.dot(x)
235
+ return x
236
+
237
+ def _rmatvec(self, x):
238
+ x = x.ravel()
239
+ for A in self._operator_sequence:
240
+ x = A.T.dot(x)
241
+ return x
242
+
243
+ def _matmat(self, X):
244
+ for A in reversed(self._operator_sequence):
245
+ X = _smart_matrix_product(A, X, structure=self._structure)
246
+ return X
247
+
248
+ @property
249
+ def T(self):
250
+ T_args = [A.T for A in reversed(self._operator_sequence)]
251
+ return ProductOperator(*T_args)
252
+
253
+
254
+ def _onenormest_matrix_power(A, p,
255
+ t=2, itmax=5, compute_v=False, compute_w=False, structure=None):
256
+ """
257
+ Efficiently estimate the 1-norm of A^p.
258
+
259
+ Parameters
260
+ ----------
261
+ A : ndarray
262
+ Matrix whose 1-norm of a power is to be computed.
263
+ p : int
264
+ Non-negative integer power.
265
+ t : int, optional
266
+ A positive parameter controlling the tradeoff between
267
+ accuracy versus time and memory usage.
268
+ Larger values take longer and use more memory
269
+ but give more accurate output.
270
+ itmax : int, optional
271
+ Use at most this many iterations.
272
+ compute_v : bool, optional
273
+ Request a norm-maximizing linear operator input vector if True.
274
+ compute_w : bool, optional
275
+ Request a norm-maximizing linear operator output vector if True.
276
+
277
+ Returns
278
+ -------
279
+ est : float
280
+ An underestimate of the 1-norm of the sparse matrix.
281
+ v : ndarray, optional
282
+ The vector such that ||Av||_1 == est*||v||_1.
283
+ It can be thought of as an input to the linear operator
284
+ that gives an output with particularly large norm.
285
+ w : ndarray, optional
286
+ The vector Av which has relatively large 1-norm.
287
+ It can be thought of as an output of the linear operator
288
+ that is relatively large in norm compared to the input.
289
+
290
+ """
291
+ return scipy.sparse.linalg.onenormest(
292
+ MatrixPowerOperator(A, p, structure=structure))
293
+
294
+
295
+ def _onenormest_product(operator_seq,
296
+ t=2, itmax=5, compute_v=False, compute_w=False, structure=None):
297
+ """
298
+ Efficiently estimate the 1-norm of the matrix product of the args.
299
+
300
+ Parameters
301
+ ----------
302
+ operator_seq : linear operator sequence
303
+ Matrices whose 1-norm of product is to be computed.
304
+ t : int, optional
305
+ A positive parameter controlling the tradeoff between
306
+ accuracy versus time and memory usage.
307
+ Larger values take longer and use more memory
308
+ but give more accurate output.
309
+ itmax : int, optional
310
+ Use at most this many iterations.
311
+ compute_v : bool, optional
312
+ Request a norm-maximizing linear operator input vector if True.
313
+ compute_w : bool, optional
314
+ Request a norm-maximizing linear operator output vector if True.
315
+ structure : str, optional
316
+ A string describing the structure of all operators.
317
+ Only `upper_triangular` is currently supported.
318
+
319
+ Returns
320
+ -------
321
+ est : float
322
+ An underestimate of the 1-norm of the sparse matrix.
323
+ v : ndarray, optional
324
+ The vector such that ||Av||_1 == est*||v||_1.
325
+ It can be thought of as an input to the linear operator
326
+ that gives an output with particularly large norm.
327
+ w : ndarray, optional
328
+ The vector Av which has relatively large 1-norm.
329
+ It can be thought of as an output of the linear operator
330
+ that is relatively large in norm compared to the input.
331
+
332
+ """
333
+ return scipy.sparse.linalg.onenormest(
334
+ ProductOperator(*operator_seq, structure=structure))
335
+
336
+
337
+ class _ExpmPadeHelper:
338
+ """
339
+ Help lazily evaluate a matrix exponential.
340
+
341
+ The idea is to not do more work than we need for high expm precision,
342
+ so we lazily compute matrix powers and store or precompute
343
+ other properties of the matrix.
344
+
345
+ """
346
+
347
+ def __init__(self, A, structure=None, use_exact_onenorm=False):
348
+ """
349
+ Initialize the object.
350
+
351
+ Parameters
352
+ ----------
353
+ A : a dense or sparse square numpy matrix or ndarray
354
+ The matrix to be exponentiated.
355
+ structure : str, optional
356
+ A string describing the structure of matrix `A`.
357
+ Only `upper_triangular` is currently supported.
358
+ use_exact_onenorm : bool, optional
359
+ If True then only the exact one-norm of matrix powers and products
360
+ will be used. Otherwise, the one-norm of powers and products
361
+ may initially be estimated.
362
+ """
363
+ self.A = A
364
+ self._A2 = None
365
+ self._A4 = None
366
+ self._A6 = None
367
+ self._A8 = None
368
+ self._A10 = None
369
+ self._d4_exact = None
370
+ self._d6_exact = None
371
+ self._d8_exact = None
372
+ self._d10_exact = None
373
+ self._d4_approx = None
374
+ self._d6_approx = None
375
+ self._d8_approx = None
376
+ self._d10_approx = None
377
+ self.ident = _ident_like(A)
378
+ self.structure = structure
379
+ self.use_exact_onenorm = use_exact_onenorm
380
+
381
+ @property
382
+ def A2(self):
383
+ if self._A2 is None:
384
+ self._A2 = _smart_matrix_product(
385
+ self.A, self.A, structure=self.structure)
386
+ return self._A2
387
+
388
+ @property
389
+ def A4(self):
390
+ if self._A4 is None:
391
+ self._A4 = _smart_matrix_product(
392
+ self.A2, self.A2, structure=self.structure)
393
+ return self._A4
394
+
395
+ @property
396
+ def A6(self):
397
+ if self._A6 is None:
398
+ self._A6 = _smart_matrix_product(
399
+ self.A4, self.A2, structure=self.structure)
400
+ return self._A6
401
+
402
+ @property
403
+ def A8(self):
404
+ if self._A8 is None:
405
+ self._A8 = _smart_matrix_product(
406
+ self.A6, self.A2, structure=self.structure)
407
+ return self._A8
408
+
409
+ @property
410
+ def A10(self):
411
+ if self._A10 is None:
412
+ self._A10 = _smart_matrix_product(
413
+ self.A4, self.A6, structure=self.structure)
414
+ return self._A10
415
+
416
+ @property
417
+ def d4_tight(self):
418
+ if self._d4_exact is None:
419
+ self._d4_exact = _onenorm(self.A4)**(1/4.)
420
+ return self._d4_exact
421
+
422
+ @property
423
+ def d6_tight(self):
424
+ if self._d6_exact is None:
425
+ self._d6_exact = _onenorm(self.A6)**(1/6.)
426
+ return self._d6_exact
427
+
428
+ @property
429
+ def d8_tight(self):
430
+ if self._d8_exact is None:
431
+ self._d8_exact = _onenorm(self.A8)**(1/8.)
432
+ return self._d8_exact
433
+
434
+ @property
435
+ def d10_tight(self):
436
+ if self._d10_exact is None:
437
+ self._d10_exact = _onenorm(self.A10)**(1/10.)
438
+ return self._d10_exact
439
+
440
+ @property
441
+ def d4_loose(self):
442
+ if self.use_exact_onenorm:
443
+ return self.d4_tight
444
+ if self._d4_exact is not None:
445
+ return self._d4_exact
446
+ else:
447
+ if self._d4_approx is None:
448
+ self._d4_approx = _onenormest_matrix_power(self.A2, 2,
449
+ structure=self.structure)**(1/4.)
450
+ return self._d4_approx
451
+
452
+ @property
453
+ def d6_loose(self):
454
+ if self.use_exact_onenorm:
455
+ return self.d6_tight
456
+ if self._d6_exact is not None:
457
+ return self._d6_exact
458
+ else:
459
+ if self._d6_approx is None:
460
+ self._d6_approx = _onenormest_matrix_power(self.A2, 3,
461
+ structure=self.structure)**(1/6.)
462
+ return self._d6_approx
463
+
464
+ @property
465
+ def d8_loose(self):
466
+ if self.use_exact_onenorm:
467
+ return self.d8_tight
468
+ if self._d8_exact is not None:
469
+ return self._d8_exact
470
+ else:
471
+ if self._d8_approx is None:
472
+ self._d8_approx = _onenormest_matrix_power(self.A4, 2,
473
+ structure=self.structure)**(1/8.)
474
+ return self._d8_approx
475
+
476
+ @property
477
+ def d10_loose(self):
478
+ if self.use_exact_onenorm:
479
+ return self.d10_tight
480
+ if self._d10_exact is not None:
481
+ return self._d10_exact
482
+ else:
483
+ if self._d10_approx is None:
484
+ self._d10_approx = _onenormest_product((self.A4, self.A6),
485
+ structure=self.structure)**(1/10.)
486
+ return self._d10_approx
487
+
488
+ def pade3(self):
489
+ b = (120., 60., 12., 1.)
490
+ U = _smart_matrix_product(self.A,
491
+ b[3]*self.A2 + b[1]*self.ident,
492
+ structure=self.structure)
493
+ V = b[2]*self.A2 + b[0]*self.ident
494
+ return U, V
495
+
496
+ def pade5(self):
497
+ b = (30240., 15120., 3360., 420., 30., 1.)
498
+ U = _smart_matrix_product(self.A,
499
+ b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident,
500
+ structure=self.structure)
501
+ V = b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident
502
+ return U, V
503
+
504
+ def pade7(self):
505
+ b = (17297280., 8648640., 1995840., 277200., 25200., 1512., 56., 1.)
506
+ U = _smart_matrix_product(self.A,
507
+ b[7]*self.A6 + b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident,
508
+ structure=self.structure)
509
+ V = b[6]*self.A6 + b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident
510
+ return U, V
511
+
512
+ def pade9(self):
513
+ b = (17643225600., 8821612800., 2075673600., 302702400., 30270240.,
514
+ 2162160., 110880., 3960., 90., 1.)
515
+ U = _smart_matrix_product(self.A,
516
+ (b[9]*self.A8 + b[7]*self.A6 + b[5]*self.A4 +
517
+ b[3]*self.A2 + b[1]*self.ident),
518
+ structure=self.structure)
519
+ V = (b[8]*self.A8 + b[6]*self.A6 + b[4]*self.A4 +
520
+ b[2]*self.A2 + b[0]*self.ident)
521
+ return U, V
522
+
523
+ def pade13_scaled(self, s):
524
+ b = (64764752532480000., 32382376266240000., 7771770303897600.,
525
+ 1187353796428800., 129060195264000., 10559470521600.,
526
+ 670442572800., 33522128640., 1323241920., 40840800., 960960.,
527
+ 16380., 182., 1.)
528
+ B = self.A * 2**-s
529
+ B2 = self.A2 * 2**(-2*s)
530
+ B4 = self.A4 * 2**(-4*s)
531
+ B6 = self.A6 * 2**(-6*s)
532
+ U2 = _smart_matrix_product(B6,
533
+ b[13]*B6 + b[11]*B4 + b[9]*B2,
534
+ structure=self.structure)
535
+ U = _smart_matrix_product(B,
536
+ (U2 + b[7]*B6 + b[5]*B4 +
537
+ b[3]*B2 + b[1]*self.ident),
538
+ structure=self.structure)
539
+ V2 = _smart_matrix_product(B6,
540
+ b[12]*B6 + b[10]*B4 + b[8]*B2,
541
+ structure=self.structure)
542
+ V = V2 + b[6]*B6 + b[4]*B4 + b[2]*B2 + b[0]*self.ident
543
+ return U, V
544
+
545
+
546
+ def expm(A):
547
+ """
548
+ Compute the matrix exponential using Pade approximation.
549
+
550
+ Parameters
551
+ ----------
552
+ A : (M,M) array_like or sparse matrix
553
+ 2D Array or Matrix (sparse or dense) to be exponentiated
554
+
555
+ Returns
556
+ -------
557
+ expA : (M,M) ndarray
558
+ Matrix exponential of `A`
559
+
560
+ Notes
561
+ -----
562
+ This is algorithm (6.1) which is a simplification of algorithm (5.1).
563
+
564
+ .. versionadded:: 0.12.0
565
+
566
+ References
567
+ ----------
568
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham (2009)
569
+ "A New Scaling and Squaring Algorithm for the Matrix Exponential."
570
+ SIAM Journal on Matrix Analysis and Applications.
571
+ 31 (3). pp. 970-989. ISSN 1095-7162
572
+
573
+ Examples
574
+ --------
575
+ >>> from scipy.sparse import csc_matrix
576
+ >>> from scipy.sparse.linalg import expm
577
+ >>> A = csc_matrix([[1, 0, 0], [0, 2, 0], [0, 0, 3]])
578
+ >>> A.toarray()
579
+ array([[1, 0, 0],
580
+ [0, 2, 0],
581
+ [0, 0, 3]], dtype=int64)
582
+ >>> Aexp = expm(A)
583
+ >>> Aexp
584
+ <3x3 sparse matrix of type '<class 'numpy.float64'>'
585
+ with 3 stored elements in Compressed Sparse Column format>
586
+ >>> Aexp.toarray()
587
+ array([[ 2.71828183, 0. , 0. ],
588
+ [ 0. , 7.3890561 , 0. ],
589
+ [ 0. , 0. , 20.08553692]])
590
+ """
591
+ return _expm(A, use_exact_onenorm='auto')
592
+
593
+
594
+ def _expm(A, use_exact_onenorm):
595
+ # Core of expm, separated to allow testing exact and approximate
596
+ # algorithms.
597
+
598
+ # Avoid indiscriminate asarray() to allow sparse or other strange arrays.
599
+ if isinstance(A, (list, tuple, np.matrix)):
600
+ A = np.asarray(A)
601
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
602
+ raise ValueError('expected a square matrix')
603
+
604
+ # gracefully handle size-0 input,
605
+ # carefully handling sparse scenario
606
+ if A.shape == (0, 0):
607
+ out = np.zeros([0, 0], dtype=A.dtype)
608
+ if issparse(A) or is_pydata_spmatrix(A):
609
+ return A.__class__(out)
610
+ return out
611
+
612
+ # Trivial case
613
+ if A.shape == (1, 1):
614
+ out = [[np.exp(A[0, 0])]]
615
+
616
+ # Avoid indiscriminate casting to ndarray to
617
+ # allow for sparse or other strange arrays
618
+ if issparse(A) or is_pydata_spmatrix(A):
619
+ return A.__class__(out)
620
+
621
+ return np.array(out)
622
+
623
+ # Ensure input is of float type, to avoid integer overflows etc.
624
+ if ((isinstance(A, np.ndarray) or issparse(A) or is_pydata_spmatrix(A))
625
+ and not np.issubdtype(A.dtype, np.inexact)):
626
+ A = A.astype(float)
627
+
628
+ # Detect upper triangularity.
629
+ structure = UPPER_TRIANGULAR if _is_upper_triangular(A) else None
630
+
631
+ if use_exact_onenorm == "auto":
632
+ # Hardcode a matrix order threshold for exact vs. estimated one-norms.
633
+ use_exact_onenorm = A.shape[0] < 200
634
+
635
+ # Track functions of A to help compute the matrix exponential.
636
+ h = _ExpmPadeHelper(
637
+ A, structure=structure, use_exact_onenorm=use_exact_onenorm)
638
+
639
+ # Try Pade order 3.
640
+ eta_1 = max(h.d4_loose, h.d6_loose)
641
+ if eta_1 < 1.495585217958292e-002 and _ell(h.A, 3) == 0:
642
+ U, V = h.pade3()
643
+ return _solve_P_Q(U, V, structure=structure)
644
+
645
+ # Try Pade order 5.
646
+ eta_2 = max(h.d4_tight, h.d6_loose)
647
+ if eta_2 < 2.539398330063230e-001 and _ell(h.A, 5) == 0:
648
+ U, V = h.pade5()
649
+ return _solve_P_Q(U, V, structure=structure)
650
+
651
+ # Try Pade orders 7 and 9.
652
+ eta_3 = max(h.d6_tight, h.d8_loose)
653
+ if eta_3 < 9.504178996162932e-001 and _ell(h.A, 7) == 0:
654
+ U, V = h.pade7()
655
+ return _solve_P_Q(U, V, structure=structure)
656
+ if eta_3 < 2.097847961257068e+000 and _ell(h.A, 9) == 0:
657
+ U, V = h.pade9()
658
+ return _solve_P_Q(U, V, structure=structure)
659
+
660
+ # Use Pade order 13.
661
+ eta_4 = max(h.d8_loose, h.d10_loose)
662
+ eta_5 = min(eta_3, eta_4)
663
+ theta_13 = 4.25
664
+
665
+ # Choose smallest s>=0 such that 2**(-s) eta_5 <= theta_13
666
+ if eta_5 == 0:
667
+ # Nilpotent special case
668
+ s = 0
669
+ else:
670
+ s = max(int(np.ceil(np.log2(eta_5 / theta_13))), 0)
671
+ s = s + _ell(2**-s * h.A, 13)
672
+ U, V = h.pade13_scaled(s)
673
+ X = _solve_P_Q(U, V, structure=structure)
674
+ if structure == UPPER_TRIANGULAR:
675
+ # Invoke Code Fragment 2.1.
676
+ X = _fragment_2_1(X, h.A, s)
677
+ else:
678
+ # X = r_13(A)^(2^s) by repeated squaring.
679
+ for i in range(s):
680
+ X = X.dot(X)
681
+ return X
682
+
683
+
684
+ def _solve_P_Q(U, V, structure=None):
685
+ """
686
+ A helper function for expm_2009.
687
+
688
+ Parameters
689
+ ----------
690
+ U : ndarray
691
+ Pade numerator.
692
+ V : ndarray
693
+ Pade denominator.
694
+ structure : str, optional
695
+ A string describing the structure of both matrices `U` and `V`.
696
+ Only `upper_triangular` is currently supported.
697
+
698
+ Notes
699
+ -----
700
+ The `structure` argument is inspired by similar args
701
+ for theano and cvxopt functions.
702
+
703
+ """
704
+ P = U + V
705
+ Q = -U + V
706
+ if issparse(U) or is_pydata_spmatrix(U):
707
+ return spsolve(Q, P)
708
+ elif structure is None:
709
+ return solve(Q, P)
710
+ elif structure == UPPER_TRIANGULAR:
711
+ return solve_triangular(Q, P)
712
+ else:
713
+ raise ValueError('unsupported matrix structure: ' + str(structure))
714
+
715
+
716
+ def _exp_sinch(a, x):
717
+ """
718
+ Stably evaluate exp(a)*sinh(x)/x
719
+
720
+ Notes
721
+ -----
722
+ The strategy of falling back to a sixth order Taylor expansion
723
+ was suggested by the Spallation Neutron Source docs
724
+ which was found on the internet by google search.
725
+ http://www.ornl.gov/~t6p/resources/xal/javadoc/gov/sns/tools/math/ElementaryFunction.html
726
+ The details of the cutoff point and the Horner-like evaluation
727
+ was picked without reference to anything in particular.
728
+
729
+ Note that sinch is not currently implemented in scipy.special,
730
+ whereas the "engineer's" definition of sinc is implemented.
731
+ The implementation of sinc involves a scaling factor of pi
732
+ that distinguishes it from the "mathematician's" version of sinc.
733
+
734
+ """
735
+
736
+ # If x is small then use sixth order Taylor expansion.
737
+ # How small is small? I am using the point where the relative error
738
+ # of the approximation is less than 1e-14.
739
+ # If x is large then directly evaluate sinh(x) / x.
740
+ if abs(x) < 0.0135:
741
+ x2 = x*x
742
+ return np.exp(a) * (1 + (x2/6.)*(1 + (x2/20.)*(1 + (x2/42.))))
743
+ else:
744
+ return (np.exp(a + x) - np.exp(a - x)) / (2*x)
745
+
746
+
747
+ def _eq_10_42(lam_1, lam_2, t_12):
748
+ """
749
+ Equation (10.42) of Functions of Matrices: Theory and Computation.
750
+
751
+ Notes
752
+ -----
753
+ This is a helper function for _fragment_2_1 of expm_2009.
754
+ Equation (10.42) is on page 251 in the section on Schur algorithms.
755
+ In particular, section 10.4.3 explains the Schur-Parlett algorithm.
756
+ expm([[lam_1, t_12], [0, lam_1])
757
+ =
758
+ [[exp(lam_1), t_12*exp((lam_1 + lam_2)/2)*sinch((lam_1 - lam_2)/2)],
759
+ [0, exp(lam_2)]
760
+ """
761
+
762
+ # The plain formula t_12 * (exp(lam_2) - exp(lam_2)) / (lam_2 - lam_1)
763
+ # apparently suffers from cancellation, according to Higham's textbook.
764
+ # A nice implementation of sinch, defined as sinh(x)/x,
765
+ # will apparently work around the cancellation.
766
+ a = 0.5 * (lam_1 + lam_2)
767
+ b = 0.5 * (lam_1 - lam_2)
768
+ return t_12 * _exp_sinch(a, b)
769
+
770
+
771
+ def _fragment_2_1(X, T, s):
772
+ """
773
+ A helper function for expm_2009.
774
+
775
+ Notes
776
+ -----
777
+ The argument X is modified in-place, but this modification is not the same
778
+ as the returned value of the function.
779
+ This function also takes pains to do things in ways that are compatible
780
+ with sparse matrices, for example by avoiding fancy indexing
781
+ and by using methods of the matrices whenever possible instead of
782
+ using functions of the numpy or scipy libraries themselves.
783
+
784
+ """
785
+ # Form X = r_m(2^-s T)
786
+ # Replace diag(X) by exp(2^-s diag(T)).
787
+ n = X.shape[0]
788
+ diag_T = np.ravel(T.diagonal().copy())
789
+
790
+ # Replace diag(X) by exp(2^-s diag(T)).
791
+ scale = 2 ** -s
792
+ exp_diag = np.exp(scale * diag_T)
793
+ for k in range(n):
794
+ X[k, k] = exp_diag[k]
795
+
796
+ for i in range(s-1, -1, -1):
797
+ X = X.dot(X)
798
+
799
+ # Replace diag(X) by exp(2^-i diag(T)).
800
+ scale = 2 ** -i
801
+ exp_diag = np.exp(scale * diag_T)
802
+ for k in range(n):
803
+ X[k, k] = exp_diag[k]
804
+
805
+ # Replace (first) superdiagonal of X by explicit formula
806
+ # for superdiagonal of exp(2^-i T) from Eq (10.42) of
807
+ # the author's 2008 textbook
808
+ # Functions of Matrices: Theory and Computation.
809
+ for k in range(n-1):
810
+ lam_1 = scale * diag_T[k]
811
+ lam_2 = scale * diag_T[k+1]
812
+ t_12 = scale * T[k, k+1]
813
+ value = _eq_10_42(lam_1, lam_2, t_12)
814
+ X[k, k+1] = value
815
+
816
+ # Return the updated X matrix.
817
+ return X
818
+
819
+
820
+ def _ell(A, m):
821
+ """
822
+ A helper function for expm_2009.
823
+
824
+ Parameters
825
+ ----------
826
+ A : linear operator
827
+ A linear operator whose norm of power we care about.
828
+ m : int
829
+ The power of the linear operator
830
+
831
+ Returns
832
+ -------
833
+ value : int
834
+ A value related to a bound.
835
+
836
+ """
837
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
838
+ raise ValueError('expected A to be like a square matrix')
839
+
840
+ # The c_i are explained in (2.2) and (2.6) of the 2005 expm paper.
841
+ # They are coefficients of terms of a generating function series expansion.
842
+ c_i = {3: 100800.,
843
+ 5: 10059033600.,
844
+ 7: 4487938430976000.,
845
+ 9: 5914384781877411840000.,
846
+ 13: 113250775606021113483283660800000000.
847
+ }
848
+ abs_c_recip = c_i[m]
849
+
850
+ # This is explained after Eq. (1.2) of the 2009 expm paper.
851
+ # It is the "unit roundoff" of IEEE double precision arithmetic.
852
+ u = 2**-53
853
+
854
+ # Compute the one-norm of matrix power p of abs(A).
855
+ A_abs_onenorm = _onenorm_matrix_power_nnm(abs(A), 2*m + 1)
856
+
857
+ # Treat zero norm as a special case.
858
+ if not A_abs_onenorm:
859
+ return 0
860
+
861
+ alpha = A_abs_onenorm / (_onenorm(A) * abs_c_recip)
862
+ log2_alpha_div_u = np.log2(alpha/u)
863
+ value = int(np.ceil(log2_alpha_div_u / (2 * m)))
864
+ return max(value, 0)
865
+
866
+ def matrix_power(A, power):
867
+ """
868
+ Raise a square matrix to the integer power, `power`.
869
+
870
+ For non-negative integers, ``A**power`` is computed using repeated
871
+ matrix multiplications. Negative integers are not supported.
872
+
873
+ Parameters
874
+ ----------
875
+ A : (M, M) square sparse array or matrix
876
+ sparse array that will be raised to power `power`
877
+ power : int
878
+ Exponent used to raise sparse array `A`
879
+
880
+ Returns
881
+ -------
882
+ A**power : (M, M) sparse array or matrix
883
+ The output matrix will be the same shape as A, and will preserve
884
+ the class of A, but the format of the output may be changed.
885
+
886
+ Notes
887
+ -----
888
+ This uses a recursive implementation of the matrix power. For computing
889
+ the matrix power using a reasonably large `power`, this may be less efficient
890
+ than computing the product directly, using A @ A @ ... @ A.
891
+ This is contingent upon the number of nonzero entries in the matrix.
892
+
893
+ .. versionadded:: 1.12.0
894
+
895
+ Examples
896
+ --------
897
+ >>> from scipy import sparse
898
+ >>> A = sparse.csc_array([[0,1,0],[1,0,1],[0,1,0]])
899
+ >>> A.todense()
900
+ array([[0, 1, 0],
901
+ [1, 0, 1],
902
+ [0, 1, 0]])
903
+ >>> (A @ A).todense()
904
+ array([[1, 0, 1],
905
+ [0, 2, 0],
906
+ [1, 0, 1]])
907
+ >>> A2 = sparse.linalg.matrix_power(A, 2)
908
+ >>> A2.todense()
909
+ array([[1, 0, 1],
910
+ [0, 2, 0],
911
+ [1, 0, 1]])
912
+ >>> A4 = sparse.linalg.matrix_power(A, 4)
913
+ >>> A4.todense()
914
+ array([[2, 0, 2],
915
+ [0, 4, 0],
916
+ [2, 0, 2]])
917
+
918
+ """
919
+ M, N = A.shape
920
+ if M != N:
921
+ raise TypeError('sparse matrix is not square')
922
+
923
+ if isintlike(power):
924
+ power = int(power)
925
+ if power < 0:
926
+ raise ValueError('exponent must be >= 0')
927
+
928
+ if power == 0:
929
+ return eye(M, dtype=A.dtype)
930
+
931
+ if power == 1:
932
+ return A.copy()
933
+
934
+ tmp = matrix_power(A, power // 2)
935
+ if power % 2:
936
+ return A @ tmp @ tmp
937
+ else:
938
+ return tmp @ tmp
939
+ else:
940
+ raise ValueError("exponent must be an integer")
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_norm.py ADDED
@@ -0,0 +1,193 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Sparse matrix norms.
2
+
3
+ """
4
+ import numpy as np
5
+ from scipy.sparse import issparse
6
+ from scipy.sparse.linalg import svds
7
+ import scipy.sparse as sp
8
+
9
+ from numpy import sqrt, abs
10
+
11
+ __all__ = ['norm']
12
+
13
+
14
+ def _sparse_frobenius_norm(x):
15
+ data = sp._sputils._todata(x)
16
+ return np.linalg.norm(data)
17
+
18
+
19
+ def norm(x, ord=None, axis=None):
20
+ """
21
+ Norm of a sparse matrix
22
+
23
+ This function is able to return one of seven different matrix norms,
24
+ depending on the value of the ``ord`` parameter.
25
+
26
+ Parameters
27
+ ----------
28
+ x : a sparse matrix
29
+ Input sparse matrix.
30
+ ord : {non-zero int, inf, -inf, 'fro'}, optional
31
+ Order of the norm (see table under ``Notes``). inf means numpy's
32
+ `inf` object.
33
+ axis : {int, 2-tuple of ints, None}, optional
34
+ If `axis` is an integer, it specifies the axis of `x` along which to
35
+ compute the vector norms. If `axis` is a 2-tuple, it specifies the
36
+ axes that hold 2-D matrices, and the matrix norms of these matrices
37
+ are computed. If `axis` is None then either a vector norm (when `x`
38
+ is 1-D) or a matrix norm (when `x` is 2-D) is returned.
39
+
40
+ Returns
41
+ -------
42
+ n : float or ndarray
43
+
44
+ Notes
45
+ -----
46
+ Some of the ord are not implemented because some associated functions like,
47
+ _multi_svd_norm, are not yet available for sparse matrix.
48
+
49
+ This docstring is modified based on numpy.linalg.norm.
50
+ https://github.com/numpy/numpy/blob/main/numpy/linalg/linalg.py
51
+
52
+ The following norms can be calculated:
53
+
54
+ ===== ============================
55
+ ord norm for sparse matrices
56
+ ===== ============================
57
+ None Frobenius norm
58
+ 'fro' Frobenius norm
59
+ inf max(sum(abs(x), axis=1))
60
+ -inf min(sum(abs(x), axis=1))
61
+ 0 abs(x).sum(axis=axis)
62
+ 1 max(sum(abs(x), axis=0))
63
+ -1 min(sum(abs(x), axis=0))
64
+ 2 Spectral norm (the largest singular value)
65
+ -2 Not implemented
66
+ other Not implemented
67
+ ===== ============================
68
+
69
+ The Frobenius norm is given by [1]_:
70
+
71
+ :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
72
+
73
+ References
74
+ ----------
75
+ .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
76
+ Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
77
+
78
+ Examples
79
+ --------
80
+ >>> from scipy.sparse import *
81
+ >>> import numpy as np
82
+ >>> from scipy.sparse.linalg import norm
83
+ >>> a = np.arange(9) - 4
84
+ >>> a
85
+ array([-4, -3, -2, -1, 0, 1, 2, 3, 4])
86
+ >>> b = a.reshape((3, 3))
87
+ >>> b
88
+ array([[-4, -3, -2],
89
+ [-1, 0, 1],
90
+ [ 2, 3, 4]])
91
+
92
+ >>> b = csr_matrix(b)
93
+ >>> norm(b)
94
+ 7.745966692414834
95
+ >>> norm(b, 'fro')
96
+ 7.745966692414834
97
+ >>> norm(b, np.inf)
98
+ 9
99
+ >>> norm(b, -np.inf)
100
+ 2
101
+ >>> norm(b, 1)
102
+ 7
103
+ >>> norm(b, -1)
104
+ 6
105
+
106
+ The matrix 2-norm or the spectral norm is the largest singular
107
+ value, computed approximately and with limitations.
108
+
109
+ >>> b = diags([-1, 1], [0, 1], shape=(9, 10))
110
+ >>> norm(b, 2)
111
+ 1.9753...
112
+ """
113
+ if not issparse(x):
114
+ raise TypeError("input is not sparse. use numpy.linalg.norm")
115
+
116
+ # Check the default case first and handle it immediately.
117
+ if axis is None and ord in (None, 'fro', 'f'):
118
+ return _sparse_frobenius_norm(x)
119
+
120
+ # Some norms require functions that are not implemented for all types.
121
+ x = x.tocsr()
122
+
123
+ if axis is None:
124
+ axis = (0, 1)
125
+ elif not isinstance(axis, tuple):
126
+ msg = "'axis' must be None, an integer or a tuple of integers"
127
+ try:
128
+ int_axis = int(axis)
129
+ except TypeError as e:
130
+ raise TypeError(msg) from e
131
+ if axis != int_axis:
132
+ raise TypeError(msg)
133
+ axis = (int_axis,)
134
+
135
+ nd = 2
136
+ if len(axis) == 2:
137
+ row_axis, col_axis = axis
138
+ if not (-nd <= row_axis < nd and -nd <= col_axis < nd):
139
+ message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
140
+ raise ValueError(message)
141
+ if row_axis % nd == col_axis % nd:
142
+ raise ValueError('Duplicate axes given.')
143
+ if ord == 2:
144
+ # Only solver="lobpcg" supports all numpy dtypes
145
+ _, s, _ = svds(x, k=1, solver="lobpcg")
146
+ return s[0]
147
+ elif ord == -2:
148
+ raise NotImplementedError
149
+ #return _multi_svd_norm(x, row_axis, col_axis, amin)
150
+ elif ord == 1:
151
+ return abs(x).sum(axis=row_axis).max(axis=col_axis)[0,0]
152
+ elif ord == np.inf:
153
+ return abs(x).sum(axis=col_axis).max(axis=row_axis)[0,0]
154
+ elif ord == -1:
155
+ return abs(x).sum(axis=row_axis).min(axis=col_axis)[0,0]
156
+ elif ord == -np.inf:
157
+ return abs(x).sum(axis=col_axis).min(axis=row_axis)[0,0]
158
+ elif ord in (None, 'f', 'fro'):
159
+ # The axis order does not matter for this norm.
160
+ return _sparse_frobenius_norm(x)
161
+ else:
162
+ raise ValueError("Invalid norm order for matrices.")
163
+ elif len(axis) == 1:
164
+ a, = axis
165
+ if not (-nd <= a < nd):
166
+ message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
167
+ raise ValueError(message)
168
+ if ord == np.inf:
169
+ M = abs(x).max(axis=a)
170
+ elif ord == -np.inf:
171
+ M = abs(x).min(axis=a)
172
+ elif ord == 0:
173
+ # Zero norm
174
+ M = (x != 0).sum(axis=a)
175
+ elif ord == 1:
176
+ # special case for speedup
177
+ M = abs(x).sum(axis=a)
178
+ elif ord in (2, None):
179
+ M = sqrt(abs(x).power(2).sum(axis=a))
180
+ else:
181
+ try:
182
+ ord + 1
183
+ except TypeError as e:
184
+ raise ValueError('Invalid norm order for vectors.') from e
185
+ M = np.power(abs(x).power(ord).sum(axis=a), 1 / ord)
186
+ if hasattr(M, 'toarray'):
187
+ return M.toarray().ravel()
188
+ elif hasattr(M, 'A'):
189
+ return M.A.ravel()
190
+ else:
191
+ return M.ravel()
192
+ else:
193
+ raise ValueError("Improper number of dimensions to norm.")
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_onenormest.py ADDED
@@ -0,0 +1,467 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Sparse block 1-norm estimator.
2
+ """
3
+
4
+ import numpy as np
5
+ from scipy.sparse.linalg import aslinearoperator
6
+
7
+
8
+ __all__ = ['onenormest']
9
+
10
+
11
+ def onenormest(A, t=2, itmax=5, compute_v=False, compute_w=False):
12
+ """
13
+ Compute a lower bound of the 1-norm of a sparse matrix.
14
+
15
+ Parameters
16
+ ----------
17
+ A : ndarray or other linear operator
18
+ A linear operator that can be transposed and that can
19
+ produce matrix products.
20
+ t : int, optional
21
+ A positive parameter controlling the tradeoff between
22
+ accuracy versus time and memory usage.
23
+ Larger values take longer and use more memory
24
+ but give more accurate output.
25
+ itmax : int, optional
26
+ Use at most this many iterations.
27
+ compute_v : bool, optional
28
+ Request a norm-maximizing linear operator input vector if True.
29
+ compute_w : bool, optional
30
+ Request a norm-maximizing linear operator output vector if True.
31
+
32
+ Returns
33
+ -------
34
+ est : float
35
+ An underestimate of the 1-norm of the sparse matrix.
36
+ v : ndarray, optional
37
+ The vector such that ||Av||_1 == est*||v||_1.
38
+ It can be thought of as an input to the linear operator
39
+ that gives an output with particularly large norm.
40
+ w : ndarray, optional
41
+ The vector Av which has relatively large 1-norm.
42
+ It can be thought of as an output of the linear operator
43
+ that is relatively large in norm compared to the input.
44
+
45
+ Notes
46
+ -----
47
+ This is algorithm 2.4 of [1].
48
+
49
+ In [2] it is described as follows.
50
+ "This algorithm typically requires the evaluation of
51
+ about 4t matrix-vector products and almost invariably
52
+ produces a norm estimate (which is, in fact, a lower
53
+ bound on the norm) correct to within a factor 3."
54
+
55
+ .. versionadded:: 0.13.0
56
+
57
+ References
58
+ ----------
59
+ .. [1] Nicholas J. Higham and Francoise Tisseur (2000),
60
+ "A Block Algorithm for Matrix 1-Norm Estimation,
61
+ with an Application to 1-Norm Pseudospectra."
62
+ SIAM J. Matrix Anal. Appl. Vol. 21, No. 4, pp. 1185-1201.
63
+
64
+ .. [2] Awad H. Al-Mohy and Nicholas J. Higham (2009),
65
+ "A new scaling and squaring algorithm for the matrix exponential."
66
+ SIAM J. Matrix Anal. Appl. Vol. 31, No. 3, pp. 970-989.
67
+
68
+ Examples
69
+ --------
70
+ >>> import numpy as np
71
+ >>> from scipy.sparse import csc_matrix
72
+ >>> from scipy.sparse.linalg import onenormest
73
+ >>> A = csc_matrix([[1., 0., 0.], [5., 8., 2.], [0., -1., 0.]], dtype=float)
74
+ >>> A.toarray()
75
+ array([[ 1., 0., 0.],
76
+ [ 5., 8., 2.],
77
+ [ 0., -1., 0.]])
78
+ >>> onenormest(A)
79
+ 9.0
80
+ >>> np.linalg.norm(A.toarray(), ord=1)
81
+ 9.0
82
+ """
83
+
84
+ # Check the input.
85
+ A = aslinearoperator(A)
86
+ if A.shape[0] != A.shape[1]:
87
+ raise ValueError('expected the operator to act like a square matrix')
88
+
89
+ # If the operator size is small compared to t,
90
+ # then it is easier to compute the exact norm.
91
+ # Otherwise estimate the norm.
92
+ n = A.shape[1]
93
+ if t >= n:
94
+ A_explicit = np.asarray(aslinearoperator(A).matmat(np.identity(n)))
95
+ if A_explicit.shape != (n, n):
96
+ raise Exception('internal error: ',
97
+ 'unexpected shape ' + str(A_explicit.shape))
98
+ col_abs_sums = abs(A_explicit).sum(axis=0)
99
+ if col_abs_sums.shape != (n, ):
100
+ raise Exception('internal error: ',
101
+ 'unexpected shape ' + str(col_abs_sums.shape))
102
+ argmax_j = np.argmax(col_abs_sums)
103
+ v = elementary_vector(n, argmax_j)
104
+ w = A_explicit[:, argmax_j]
105
+ est = col_abs_sums[argmax_j]
106
+ else:
107
+ est, v, w, nmults, nresamples = _onenormest_core(A, A.H, t, itmax)
108
+
109
+ # Report the norm estimate along with some certificates of the estimate.
110
+ if compute_v or compute_w:
111
+ result = (est,)
112
+ if compute_v:
113
+ result += (v,)
114
+ if compute_w:
115
+ result += (w,)
116
+ return result
117
+ else:
118
+ return est
119
+
120
+
121
+ def _blocked_elementwise(func):
122
+ """
123
+ Decorator for an elementwise function, to apply it blockwise along
124
+ first dimension, to avoid excessive memory usage in temporaries.
125
+ """
126
+ block_size = 2**20
127
+
128
+ def wrapper(x):
129
+ if x.shape[0] < block_size:
130
+ return func(x)
131
+ else:
132
+ y0 = func(x[:block_size])
133
+ y = np.zeros((x.shape[0],) + y0.shape[1:], dtype=y0.dtype)
134
+ y[:block_size] = y0
135
+ del y0
136
+ for j in range(block_size, x.shape[0], block_size):
137
+ y[j:j+block_size] = func(x[j:j+block_size])
138
+ return y
139
+ return wrapper
140
+
141
+
142
+ @_blocked_elementwise
143
+ def sign_round_up(X):
144
+ """
145
+ This should do the right thing for both real and complex matrices.
146
+
147
+ From Higham and Tisseur:
148
+ "Everything in this section remains valid for complex matrices
149
+ provided that sign(A) is redefined as the matrix (aij / |aij|)
150
+ (and sign(0) = 1) transposes are replaced by conjugate transposes."
151
+
152
+ """
153
+ Y = X.copy()
154
+ Y[Y == 0] = 1
155
+ Y /= np.abs(Y)
156
+ return Y
157
+
158
+
159
+ @_blocked_elementwise
160
+ def _max_abs_axis1(X):
161
+ return np.max(np.abs(X), axis=1)
162
+
163
+
164
+ def _sum_abs_axis0(X):
165
+ block_size = 2**20
166
+ r = None
167
+ for j in range(0, X.shape[0], block_size):
168
+ y = np.sum(np.abs(X[j:j+block_size]), axis=0)
169
+ if r is None:
170
+ r = y
171
+ else:
172
+ r += y
173
+ return r
174
+
175
+
176
+ def elementary_vector(n, i):
177
+ v = np.zeros(n, dtype=float)
178
+ v[i] = 1
179
+ return v
180
+
181
+
182
+ def vectors_are_parallel(v, w):
183
+ # Columns are considered parallel when they are equal or negative.
184
+ # Entries are required to be in {-1, 1},
185
+ # which guarantees that the magnitudes of the vectors are identical.
186
+ if v.ndim != 1 or v.shape != w.shape:
187
+ raise ValueError('expected conformant vectors with entries in {-1,1}')
188
+ n = v.shape[0]
189
+ return np.dot(v, w) == n
190
+
191
+
192
+ def every_col_of_X_is_parallel_to_a_col_of_Y(X, Y):
193
+ for v in X.T:
194
+ if not any(vectors_are_parallel(v, w) for w in Y.T):
195
+ return False
196
+ return True
197
+
198
+
199
+ def column_needs_resampling(i, X, Y=None):
200
+ # column i of X needs resampling if either
201
+ # it is parallel to a previous column of X or
202
+ # it is parallel to a column of Y
203
+ n, t = X.shape
204
+ v = X[:, i]
205
+ if any(vectors_are_parallel(v, X[:, j]) for j in range(i)):
206
+ return True
207
+ if Y is not None:
208
+ if any(vectors_are_parallel(v, w) for w in Y.T):
209
+ return True
210
+ return False
211
+
212
+
213
+ def resample_column(i, X):
214
+ X[:, i] = np.random.randint(0, 2, size=X.shape[0])*2 - 1
215
+
216
+
217
+ def less_than_or_close(a, b):
218
+ return np.allclose(a, b) or (a < b)
219
+
220
+
221
+ def _algorithm_2_2(A, AT, t):
222
+ """
223
+ This is Algorithm 2.2.
224
+
225
+ Parameters
226
+ ----------
227
+ A : ndarray or other linear operator
228
+ A linear operator that can produce matrix products.
229
+ AT : ndarray or other linear operator
230
+ The transpose of A.
231
+ t : int, optional
232
+ A positive parameter controlling the tradeoff between
233
+ accuracy versus time and memory usage.
234
+
235
+ Returns
236
+ -------
237
+ g : sequence
238
+ A non-negative decreasing vector
239
+ such that g[j] is a lower bound for the 1-norm
240
+ of the column of A of jth largest 1-norm.
241
+ The first entry of this vector is therefore a lower bound
242
+ on the 1-norm of the linear operator A.
243
+ This sequence has length t.
244
+ ind : sequence
245
+ The ith entry of ind is the index of the column A whose 1-norm
246
+ is given by g[i].
247
+ This sequence of indices has length t, and its entries are
248
+ chosen from range(n), possibly with repetition,
249
+ where n is the order of the operator A.
250
+
251
+ Notes
252
+ -----
253
+ This algorithm is mainly for testing.
254
+ It uses the 'ind' array in a way that is similar to
255
+ its usage in algorithm 2.4. This algorithm 2.2 may be easier to test,
256
+ so it gives a chance of uncovering bugs related to indexing
257
+ which could have propagated less noticeably to algorithm 2.4.
258
+
259
+ """
260
+ A_linear_operator = aslinearoperator(A)
261
+ AT_linear_operator = aslinearoperator(AT)
262
+ n = A_linear_operator.shape[0]
263
+
264
+ # Initialize the X block with columns of unit 1-norm.
265
+ X = np.ones((n, t))
266
+ if t > 1:
267
+ X[:, 1:] = np.random.randint(0, 2, size=(n, t-1))*2 - 1
268
+ X /= float(n)
269
+
270
+ # Iteratively improve the lower bounds.
271
+ # Track extra things, to assert invariants for debugging.
272
+ g_prev = None
273
+ h_prev = None
274
+ k = 1
275
+ ind = range(t)
276
+ while True:
277
+ Y = np.asarray(A_linear_operator.matmat(X))
278
+ g = _sum_abs_axis0(Y)
279
+ best_j = np.argmax(g)
280
+ g.sort()
281
+ g = g[::-1]
282
+ S = sign_round_up(Y)
283
+ Z = np.asarray(AT_linear_operator.matmat(S))
284
+ h = _max_abs_axis1(Z)
285
+
286
+ # If this algorithm runs for fewer than two iterations,
287
+ # then its return values do not have the properties indicated
288
+ # in the description of the algorithm.
289
+ # In particular, the entries of g are not 1-norms of any
290
+ # column of A until the second iteration.
291
+ # Therefore we will require the algorithm to run for at least
292
+ # two iterations, even though this requirement is not stated
293
+ # in the description of the algorithm.
294
+ if k >= 2:
295
+ if less_than_or_close(max(h), np.dot(Z[:, best_j], X[:, best_j])):
296
+ break
297
+ ind = np.argsort(h)[::-1][:t]
298
+ h = h[ind]
299
+ for j in range(t):
300
+ X[:, j] = elementary_vector(n, ind[j])
301
+
302
+ # Check invariant (2.2).
303
+ if k >= 2:
304
+ if not less_than_or_close(g_prev[0], h_prev[0]):
305
+ raise Exception('invariant (2.2) is violated')
306
+ if not less_than_or_close(h_prev[0], g[0]):
307
+ raise Exception('invariant (2.2) is violated')
308
+
309
+ # Check invariant (2.3).
310
+ if k >= 3:
311
+ for j in range(t):
312
+ if not less_than_or_close(g[j], g_prev[j]):
313
+ raise Exception('invariant (2.3) is violated')
314
+
315
+ # Update for the next iteration.
316
+ g_prev = g
317
+ h_prev = h
318
+ k += 1
319
+
320
+ # Return the lower bounds and the corresponding column indices.
321
+ return g, ind
322
+
323
+
324
+ def _onenormest_core(A, AT, t, itmax):
325
+ """
326
+ Compute a lower bound of the 1-norm of a sparse matrix.
327
+
328
+ Parameters
329
+ ----------
330
+ A : ndarray or other linear operator
331
+ A linear operator that can produce matrix products.
332
+ AT : ndarray or other linear operator
333
+ The transpose of A.
334
+ t : int, optional
335
+ A positive parameter controlling the tradeoff between
336
+ accuracy versus time and memory usage.
337
+ itmax : int, optional
338
+ Use at most this many iterations.
339
+
340
+ Returns
341
+ -------
342
+ est : float
343
+ An underestimate of the 1-norm of the sparse matrix.
344
+ v : ndarray, optional
345
+ The vector such that ||Av||_1 == est*||v||_1.
346
+ It can be thought of as an input to the linear operator
347
+ that gives an output with particularly large norm.
348
+ w : ndarray, optional
349
+ The vector Av which has relatively large 1-norm.
350
+ It can be thought of as an output of the linear operator
351
+ that is relatively large in norm compared to the input.
352
+ nmults : int, optional
353
+ The number of matrix products that were computed.
354
+ nresamples : int, optional
355
+ The number of times a parallel column was observed,
356
+ necessitating a re-randomization of the column.
357
+
358
+ Notes
359
+ -----
360
+ This is algorithm 2.4.
361
+
362
+ """
363
+ # This function is a more or less direct translation
364
+ # of Algorithm 2.4 from the Higham and Tisseur (2000) paper.
365
+ A_linear_operator = aslinearoperator(A)
366
+ AT_linear_operator = aslinearoperator(AT)
367
+ if itmax < 2:
368
+ raise ValueError('at least two iterations are required')
369
+ if t < 1:
370
+ raise ValueError('at least one column is required')
371
+ n = A.shape[0]
372
+ if t >= n:
373
+ raise ValueError('t should be smaller than the order of A')
374
+ # Track the number of big*small matrix multiplications
375
+ # and the number of resamplings.
376
+ nmults = 0
377
+ nresamples = 0
378
+ # "We now explain our choice of starting matrix. We take the first
379
+ # column of X to be the vector of 1s [...] This has the advantage that
380
+ # for a matrix with nonnegative elements the algorithm converges
381
+ # with an exact estimate on the second iteration, and such matrices
382
+ # arise in applications [...]"
383
+ X = np.ones((n, t), dtype=float)
384
+ # "The remaining columns are chosen as rand{-1,1},
385
+ # with a check for and correction of parallel columns,
386
+ # exactly as for S in the body of the algorithm."
387
+ if t > 1:
388
+ for i in range(1, t):
389
+ # These are technically initial samples, not resamples,
390
+ # so the resampling count is not incremented.
391
+ resample_column(i, X)
392
+ for i in range(t):
393
+ while column_needs_resampling(i, X):
394
+ resample_column(i, X)
395
+ nresamples += 1
396
+ # "Choose starting matrix X with columns of unit 1-norm."
397
+ X /= float(n)
398
+ # "indices of used unit vectors e_j"
399
+ ind_hist = np.zeros(0, dtype=np.intp)
400
+ est_old = 0
401
+ S = np.zeros((n, t), dtype=float)
402
+ k = 1
403
+ ind = None
404
+ while True:
405
+ Y = np.asarray(A_linear_operator.matmat(X))
406
+ nmults += 1
407
+ mags = _sum_abs_axis0(Y)
408
+ est = np.max(mags)
409
+ best_j = np.argmax(mags)
410
+ if est > est_old or k == 2:
411
+ if k >= 2:
412
+ ind_best = ind[best_j]
413
+ w = Y[:, best_j]
414
+ # (1)
415
+ if k >= 2 and est <= est_old:
416
+ est = est_old
417
+ break
418
+ est_old = est
419
+ S_old = S
420
+ if k > itmax:
421
+ break
422
+ S = sign_round_up(Y)
423
+ del Y
424
+ # (2)
425
+ if every_col_of_X_is_parallel_to_a_col_of_Y(S, S_old):
426
+ break
427
+ if t > 1:
428
+ # "Ensure that no column of S is parallel to another column of S
429
+ # or to a column of S_old by replacing columns of S by rand{-1,1}."
430
+ for i in range(t):
431
+ while column_needs_resampling(i, S, S_old):
432
+ resample_column(i, S)
433
+ nresamples += 1
434
+ del S_old
435
+ # (3)
436
+ Z = np.asarray(AT_linear_operator.matmat(S))
437
+ nmults += 1
438
+ h = _max_abs_axis1(Z)
439
+ del Z
440
+ # (4)
441
+ if k >= 2 and max(h) == h[ind_best]:
442
+ break
443
+ # "Sort h so that h_first >= ... >= h_last
444
+ # and re-order ind correspondingly."
445
+ #
446
+ # Later on, we will need at most t+len(ind_hist) largest
447
+ # entries, so drop the rest
448
+ ind = np.argsort(h)[::-1][:t+len(ind_hist)].copy()
449
+ del h
450
+ if t > 1:
451
+ # (5)
452
+ # Break if the most promising t vectors have been visited already.
453
+ if np.isin(ind[:t], ind_hist).all():
454
+ break
455
+ # Put the most promising unvisited vectors at the front of the list
456
+ # and put the visited vectors at the end of the list.
457
+ # Preserve the order of the indices induced by the ordering of h.
458
+ seen = np.isin(ind, ind_hist)
459
+ ind = np.concatenate((ind[~seen], ind[seen]))
460
+ for j in range(t):
461
+ X[:, j] = elementary_vector(n, ind[j])
462
+
463
+ new_ind = ind[:t][~np.isin(ind[:t], ind_hist)]
464
+ ind_hist = np.concatenate((ind_hist, new_ind))
465
+ k += 1
466
+ v = elementary_vector(n, ind_best)
467
+ return est, v, w, nmults, nresamples
llmeval-env/lib/python3.10/site-packages/scipy/sparse/linalg/_propack/_cpropack.cpython-310-x86_64-linux-gnu.so ADDED
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