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64 lines
1.6 KiB
Python
64 lines
1.6 KiB
Python
from __future__ import division, print_function, absolute_import
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import scipy.sparse.linalg as la
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import scipy.sparse as sp
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import scipy.io as io
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import numpy as np
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import sys
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#problem = "SPARSKIT/drivcav/e05r0100"
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problem = "SPARSKIT/drivcav/e05r0200"
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#problem = "Harwell-Boeing/sherman/sherman1"
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#problem = "misc/hamm/add32"
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mm = np.lib._datasource.Repository('ftp://math.nist.gov/pub/MatrixMarket2/')
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f = mm.open('%s.mtx.gz' % problem)
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Am = io.mmread(f).tocsr()
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f.close()
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f = mm.open('%s_rhs1.mtx.gz' % problem)
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b = np.array(io.mmread(f)).ravel()
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f.close()
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count = [0]
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def matvec(v):
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count[0] += 1
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sys.stderr.write('%d\r' % count[0])
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return Am*v
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A = la.LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
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M = 100
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print("MatrixMarket problem %s" % problem)
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print("Invert %d x %d matrix; nnz = %d" % (Am.shape[0], Am.shape[1], Am.nnz))
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count[0] = 0
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x0, info = la.gmres(A, b, restrt=M, tol=1e-14)
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count_0 = count[0]
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err0 = np.linalg.norm(Am*x0 - b) / np.linalg.norm(b)
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print("GMRES(%d):" % M, count_0, "matvecs, residual", err0)
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if info != 0:
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print("Didn't converge")
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count[0] = 0
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x1, info = la.lgmres(A, b, inner_m=M-6*2, outer_k=6, tol=1e-14)
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count_1 = count[0]
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err1 = np.linalg.norm(Am*x1 - b) / np.linalg.norm(b)
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print("LGMRES(%d,6) [same memory req.]:" % (M-2*6), count_1,
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"matvecs, residual:", err1)
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if info != 0:
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print("Didn't converge")
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count[0] = 0
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x2, info = la.lgmres(A, b, inner_m=M-6, outer_k=6, tol=1e-14)
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count_2 = count[0]
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err2 = np.linalg.norm(Am*x2 - b) / np.linalg.norm(b)
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print("LGMRES(%d,6) [same subspace size]:" % (M-6), count_2,
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"matvecs, residual:", err2)
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if info != 0:
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print("Didn't converge")
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