"""Tests for the linalg.isolve.lgmres module """ from __future__ import division, print_function, absolute_import from numpy.testing import assert_, assert_allclose, assert_equal import pytest from platform import python_implementation import numpy as np from numpy import zeros, array, allclose from scipy.linalg import norm from scipy.sparse import csr_matrix, eye, rand from scipy.sparse.linalg.interface import LinearOperator from scipy.sparse.linalg import splu from scipy.sparse.linalg.isolve import lgmres, gmres from scipy._lib._numpy_compat import suppress_warnings Am = csr_matrix(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 = [0] def matvec(v): count[0] += 1 return Am*v A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype) def do_solve(**kw): count[0] = 0 with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") x0, flag = lgmres(A, b, x0=zeros(A.shape[0]), inner_m=6, tol=1e-14, **kw) count_0 = count[0] assert_(allclose(A*x0, b, rtol=1e-12, atol=1e-12), norm(A*x0-b)) return x0, count_0 class TestLGMRES(object): 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() x1, count_1 = do_solve(M=M) assert_(count_1 == 3) assert_(count_1 < count_0/2) assert_(allclose(x1, x0, rtol=1e-14)) def test_outer_v(self): # Check that the augmentation vectors behave as expected outer_v = [] x0, count_0 = do_solve(outer_k=6, outer_v=outer_v) assert_(len(outer_v) > 0) assert_(len(outer_v) <= 6) x1, count_1 = do_solve(outer_k=6, outer_v=outer_v, prepend_outer_v=True) assert_(count_1 == 2, count_1) assert_(count_1 < count_0/2) assert_(allclose(x1, x0, rtol=1e-14)) # --- outer_v = [] x0, count_0 = do_solve(outer_k=6, outer_v=outer_v, store_outer_Av=False) assert_(array([v[1] is None for v in outer_v]).all()) assert_(len(outer_v) > 0) assert_(len(outer_v) <= 6) x1, count_1 = do_solve(outer_k=6, outer_v=outer_v, prepend_outer_v=True) assert_(count_1 == 3, count_1) assert_(count_1 < count_0/2) assert_(allclose(x1, x0, rtol=1e-14)) @pytest.mark.skipif(python_implementation() == 'PyPy', reason="Fails on PyPy CI runs. See #9507") def test_arnoldi(self): np.random.rand(1234) A = eye(2000) + rand(2000, 2000, density=5e-4) b = np.random.rand(2000) # The inner arnoldi should be equivalent to gmres with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") x0, flag0 = lgmres(A, b, x0=zeros(A.shape[0]), inner_m=15, maxiter=1) x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]), restart=15, maxiter=1) assert_equal(flag0, 1) assert_equal(flag1, 1) assert_(np.linalg.norm(A.dot(x0) - b) > 4e-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(n) with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") b = np.ones(n) x, info = lgmres(A, b, maxiter=10) assert_equal(info, 0) assert_allclose(A.dot(x) - b, 0, atol=1e-14) x, info = lgmres(A, b, tol=0, maxiter=10) if info == 0: assert_allclose(A.dot(x) - b, 0, atol=1e-14) b = np.random.rand(n) x, info = lgmres(A, b, maxiter=10) assert_equal(info, 0) assert_allclose(A.dot(x) - b, 0, atol=1e-14) x, info = lgmres(A, b, tol=0, maxiter=10) if info == 0: assert_allclose(A.dot(x) - b, 0, atol=1e-14) def test_nans(self): A = eye(3, format='lil') A[1, 1] = np.nan b = np.ones(3) with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") x, info = lgmres(A, b, tol=0, maxiter=10) assert_equal(info, 1) def test_breakdown_with_outer_v(self): A = np.array([[1, 2], [3, 4]], dtype=float) b = np.array([1, 2]) x = np.linalg.solve(A, b) v0 = np.array([1, 0]) # The inner iteration should converge to the correct solution, # since it's in the outer vector list with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") xp, info = lgmres(A, b, outer_v=[(v0, None), (x, None)], maxiter=1) assert_allclose(xp, x, atol=1e-12) def test_breakdown_underdetermined(self): # Should find LSQ solution in the Krylov span in one inner # iteration, despite solver breakdown from nilpotent A. A = np.array([[0, 1, 1, 1], [0, 0, 1, 1], [0, 0, 0, 1], [0, 0, 0, 0]], dtype=float) bs = [ np.array([1, 1, 1, 1]), np.array([1, 1, 1, 0]), np.array([1, 1, 0, 0]), np.array([1, 0, 0, 0]), ] for b in bs: with suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") xp, info = lgmres(A, b, maxiter=1) resp = np.linalg.norm(A.dot(xp) - b) K = np.c_[b, A.dot(b), A.dot(A.dot(b)), A.dot(A.dot(A.dot(b)))] y, _, _, _ = np.linalg.lstsq(A.dot(K), b, rcond=-1) x = K.dot(y) res = np.linalg.norm(A.dot(x) - b) assert_allclose(resp, res, err_msg=repr(b)) 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 suppress_warnings() as sup: sup.filter(DeprecationWarning, ".*called without specifying.*") xp, info = lgmres(A, b) if info == 0: assert_allclose(A.dot(xp), b)