#!/usr/bin/env python
"""Tests for the linalg._isolve.gcrotmk module
"""
import threading
import warnings
from numpy.testing import (assert_, assert_allclose, assert_equal)
import numpy as np
from numpy import zeros, array, allclose
from scipy.linalg import norm
from scipy.sparse import csr_array, eye_array, random_array
from scipy.sparse.linalg._interface import LinearOperator
from scipy.sparse.linalg import splu
from scipy.sparse.linalg._isolve import gcrotmk, gmres
Am = csr_array(array([[-2,1,0,0,0,9],
[1,-2,1,0,5,0],
[0,1,-2,1,0,0],
[0,0,1,-2,1,0],
[0,3,0,1,-2,1],
[1,0,0,0,1,-2]]))
b = array([1,2,3,4,5,6])
count = threading.local() # [0]
niter = threading.local() # [0]
def matvec(v):
if not hasattr(count, 'c'):
count.c = [0]
count.c[0] += 1
return Am@v
def cb(v):
if not hasattr(niter, 'n'):
niter.n = [0]
niter.n[0] += 1
A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
def do_solve(**kw):
if not hasattr(niter, 'n'):
niter.n = [0]
if not hasattr(count, 'c'):
count.c = [0]
count.c[0] = 0
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
x0, flag = gcrotmk(A, b, x0=zeros(A.shape[0]), rtol=1e-14, **kw)
count_0 = count.c[0]
assert_(allclose(A@x0, b, rtol=1e-12, atol=1e-12), norm(A@x0-b))
return x0, count_0
class TestGCROTMK:
def test_preconditioner(self):
# Check that preconditioning works
pc = splu(Am.tocsc())
M = LinearOperator(matvec=pc.solve, shape=A.shape, dtype=A.dtype)
x0, count_0 = do_solve()
niter.n[0] = 0
x1, count_1 = do_solve(M=M, callback=cb)
assert_equal(count_1, 3)
assert count_1 < count_0/2
assert allclose(x1, x0, rtol=1e-14)
assert niter.n[0] < 3
def test_arnoldi(self):
rng = np.random.default_rng(1)
A = eye_array(2000) + random_array((2000, 2000), density=5e-4, rng=rng)
b = rng.random(2000)
# The inner arnoldi should be equivalent to gmres
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
x0, flag0 = gcrotmk(A, b, x0=zeros(A.shape[0]), m=10, k=0, maxiter=1)
x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]), restart=10, maxiter=1)
assert_equal(flag0, 1)
assert_equal(flag1, 1)
assert np.linalg.norm(A.dot(x0) - b) > 1e-4
assert_allclose(x0, x1)
def test_cornercase(self):
np.random.seed(1234)
# Rounding error may prevent convergence with tol=0 --- ensure
# that the return values in this case are correct, and no
# exceptions are raised
for n in [3, 5, 10, 100]:
A = 2*eye_array(n)
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
b = np.ones(n)
x, info = gcrotmk(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
b = np.random.rand(n)
x, info = gcrotmk(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
def test_nans(self):
A = eye_array(3, format='lil')
A[1,1] = np.nan
b = np.ones(3)
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
assert_equal(info, 1)
def test_truncate(self):
np.random.seed(1234)
A = np.random.rand(30, 30) + np.eye(30)
b = np.random.rand(30)
for truncate in ['oldest', 'smallest']:
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
x, info = gcrotmk(A, b, m=10, k=10, truncate=truncate,
rtol=1e-4, maxiter=200)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-3)
def test_CU(self):
for discard_C in (True, False):
# Check that C,U behave as expected
CU = []
x0, count_0 = do_solve(CU=CU, discard_C=discard_C)
assert_(len(CU) > 0)
assert_(len(CU) <= 6)
if discard_C:
for c, u in CU:
assert_(c is None)
# should converge immediately
x1, count_1 = do_solve(CU=CU, discard_C=discard_C)
if discard_C:
assert_equal(count_1, 2 + len(CU))
else:
assert_equal(count_1, 3)
assert_(count_1 <= count_0/2)
assert_allclose(x1, x0, atol=1e-14)
def test_denormals(self):
# Check that no warnings are emitted if the matrix contains
# numbers for which 1/x has no float representation, and that
# the solver behaves properly.
A = np.array([[1, 2], [3, 4]], dtype=float)
A *= 100 * np.nextafter(0, 1)
b = np.array([1, 1])
with warnings.catch_warnings():
warnings.filterwarnings(
"ignore", ".*called without specifying.*", DeprecationWarning)
xp, info = gcrotmk(A, b)
if info == 0:
assert_allclose(A.dot(xp), b)