def spilu(A, drop_tol=None, fill_factor=None, drop_rule=None,
permc_spec=None, diag_pivot_thresh=None, relax=None,
panel_size=None, options={}):
"""Computes the incomplete LU decomposition of a sparse square matrix.
Args:
A (cupyx.scipy.sparse.spmatrix): Sparse matrix to factorize.
drop_tol (float): (For further augments, see
:func:`scipy.sparse.linalg.spilu`)
fill_factor (float):
drop_rule (str):
permc_spec (str):
diag_pivot_thresh (float):
relax (int):
panel_size (int):
options (dict):
Returns:
cupyx.scipy.sparse.linalg.SuperLU:
Object which has a ``solve`` method.
Note:
This function computes incomplete LU decomposition of a sparse matrix
on the CPU using `scipy.sparse.linalg.spilu` (unless you set
``fill_factor`` to ``1``). Therefore, incomplete LU decomposition is
not accelerated on the GPU. On the other hand, the computation of
solving linear equations using the ``solve`` method, which this
function returns, is performed on the GPU.
If you set ``fill_factor`` to ``1``, this function computes incomplete
LU decomposition on the GPU, but without fill-in or pivoting.
.. seealso:: :func:`scipy.sparse.linalg.spilu`
"""
if not scipy_available:
raise RuntimeError('scipy is not available')
if not sparse.isspmatrix(A):
raise TypeError('A must be cupyx.scipy.sparse.spmatrix')
if A.shape[0] != A.shape[1]:
raise ValueError('A must be a square matrix (A.shape: {})'
.format(A.shape))
if A.dtype.char not in 'fdFD':
raise TypeError('Invalid dtype (actual: {})'.format(A.dtype))
if fill_factor == 1:
# Computes ILU(0) on the GPU using cuSparse functions
if not sparse.isspmatrix_csr(A):
a = A.tocsr()
else:
a = A.copy()
cusparse.csrilu02(a)
return CusparseLU(a)
a = A.get().tocsc()
a_inv = scipy.sparse.linalg.spilu(
a, fill_factor=fill_factor, drop_tol=drop_tol, drop_rule=drop_rule,
permc_spec=permc_spec, diag_pivot_thresh=diag_pivot_thresh,
relax=relax, panel_size=panel_size, options=options)
return SuperLU(a_inv)
def aslinearoperator(A):
"""Return `A` as a LinearOperator.
Args:
A (array-like):
The input array to be converted to a `LinearOperator` object.
It may be any of the following types:
* :class:`cupy.ndarray`
* sparse matrix (e.g. ``csr_matrix``, ``coo_matrix``, etc.)
* :class:`cupyx.scipy.sparse.linalg.LinearOperator`
* object with ``.shape`` and ``.matvec`` attributes
Returns:
cupyx.scipy.sparse.linalg.LinearOperator: `LinearOperator` object
.. seealso:: :func:`scipy.sparse.aslinearoperator``
"""
if isinstance(A, LinearOperator):
return A
elif isinstance(A, cupy.ndarray):
if A.ndim > 2:
raise ValueError('array must have ndim <= 2')
A = cupy.atleast_2d(A)
return MatrixLinearOperator(A)
elif sparse.isspmatrix(A):
return MatrixLinearOperator(A)
else:
if hasattr(A, 'shape') and hasattr(A, 'matvec'):
rmatvec = None
rmatmat = None
dtype = None
if hasattr(A, 'rmatvec'):
rmatvec = A.rmatvec
if hasattr(A, 'rmatmat'):
rmatmat = A.rmatmat
if hasattr(A, 'dtype'):
dtype = A.dtype
return LinearOperator(A.shape,
A.matvec,
rmatvec=rmatvec,
rmatmat=rmatmat,
dtype=dtype)
else:
raise TypeError('type not understood')
def splu(A,
permc_spec=None,
diag_pivot_thresh=None,
relax=None,
panel_size=None,
options={}):
"""Computes the LU decomposition of a sparse square matrix.
Args:
A (cupyx.scipy.sparse.spmatrix): Sparse matrix to factorize.
permc_spec (str): (For further augments, see
:func:`scipy.sparse.linalg.splu`)
diag_pivot_thresh (float):
relax (int):
panel_size (int):
options (dict):
Returns:
cupyx.scipy.sparse.linalg.SuperLU:
Object which has a ``solve`` method.
Note:
This function LU-decomposes a sparse matrix on the CPU using
`scipy.sparse.linalg.splu`. Therefore, LU decomposition is not
accelerated on the GPU. On the other hand, the computation of solving
linear equations using the ``solve`` method, which this function
returns, is performed on the GPU.
.. seealso:: :func:`scipy.sparse.linalg.splu`
"""
if not scipy_available:
raise RuntimeError('scipy is not available')
if not sparse.isspmatrix(A):
raise TypeError('A must be cupyx.scipy.sparse.spmatrix')
if A.shape[0] != A.shape[1]:
raise ValueError('A must be a square matrix (A.shape: {})'.format(
A.shape))
if A.dtype.char not in 'fdFD':
raise TypeError('Invalid dtype (actual: {})'.format(A.dtype))
a = A.get().tocsc()
a_inv = scipy.sparse.linalg.splu(a,
permc_spec=permc_spec,
diag_pivot_thresh=diag_pivot_thresh,
relax=relax,
panel_size=panel_size,
options=options)
return SuperLU(a_inv)
def _run(self, maj, min=None, flip_for_csc=True, compare_dense=False):
a = sparse.random(self.n_rows,
self.n_cols,
format=self.format,
density=self.density)
if self.format == 'csc' and flip_for_csc:
tmp = maj
maj = min
min = tmp
# None is not valid for major when minor is not None
maj = slice(None) if maj is None else maj
# sparse.random doesn't support complex types
# so we need to cast
a = a.astype(self.dtype)
expected = a.get()
maj_h = maj.get() if isinstance(maj, cupy.ndarray) else maj
min_h = min.get() if isinstance(min, cupy.ndarray) else min
if min is not None:
actual = a[maj, min]
expected = expected[maj_h, min_h]
else:
actual = a[maj]
expected = expected[maj_h]
if compare_dense:
actual = actual.toarray()
expected = expected.toarray()
if sparse.isspmatrix(actual):
actual.sort_indices()
expected.sort_indices()
testing.assert_array_equal(actual.indptr, expected.indptr)
testing.assert_array_equal(actual.indices, expected.indices)
testing.assert_array_equal(actual.data, expected.data)
actual = actual.toarray()
expected = expected.toarray()
testing.assert_array_equal(actual, expected)
def spsolve(A, b):
"""Solves a sparse linear system ``A x = b``
Args:
A (cupyx.scipy.sparse.spmatrix):
Sparse matrix with dimension ``(M, M)``.
b (cupy.ndarray):
Dense vector or matrix with dimension ``(M)`` or ``(M, 1)``.
Returns:
cupy.ndarray:
Solution to the system ``A x = b``.
"""
if not cupy.cusolver.check_availability('csrlsvqr'):
raise NotImplementedError
if not sparse.isspmatrix(A):
raise TypeError('A must be cupyx.scipy.sparse.spmatrix')
if not isinstance(b, cupy.ndarray):
raise TypeError('b must be cupy.ndarray')
if A.shape[0] != A.shape[1]:
raise ValueError('A must be a square matrix (A.shape: {})'.format(
A.shape))
if not (b.ndim == 1 or (b.ndim == 2 and b.shape[1] == 1)):
raise ValueError('Invalid b.shape (b.shape: {})'.format(b.shape))
if A.shape[0] != b.shape[0]:
raise ValueError(
'matrix dimension mismatch (A.shape: {}, b.shape: {})'.format(
A.shape, b.shape))
if not sparse.isspmatrix_csr(A):
warnings.warn('CSR format is required. Converting to CSR format.',
sparse.SparseEfficiencyWarning)
A = A.tocsr()
A.sum_duplicates()
b = b.astype(A.dtype, copy=False).ravel()
return cupy.cusolver.csrlsvqr(A, b)
def spsolve_triangular(A, b, lower=True, overwrite_A=False, overwrite_b=False,
unit_diagonal=False):
"""Solves a sparse triangular system ``A x = b``.
Args:
A (cupyx.scipy.sparse.spmatrix):
Sparse matrix with dimension ``(M, M)``.
b (cupy.ndarray):
Dense vector or matrix with dimension ``(M)`` or ``(M, K)``.
lower (bool):
Whether ``A`` is a lower or upper trinagular matrix.
If True, it is lower triangular, otherwise, upper triangular.
overwrite_A (bool):
(not supported)
overwrite_b (bool):
Allows overwriting data in ``b``.
unit_diagonal (bool):
If True, diagonal elements of ``A`` are assumed to be 1 and will
not be referencec.
Returns:
cupy.ndarray:
Solution to the system ``A x = b``. The shape is the same as ``b``.
"""
if not cusparse.check_availability('csrsm2'):
raise NotImplementedError
if not sparse.isspmatrix(A):
raise TypeError('A must be cupyx.scipy.sparse.spmatrix')
if not isinstance(b, cupy.ndarray):
raise TypeError('b must be cupy.ndarray')
if A.shape[0] != A.shape[1]:
raise ValueError('A must be a square matrix (A.shape: {})'.
format(A.shape))
if b.ndim not in [1, 2]:
raise ValueError('b must be 1D or 2D array (b.shape: {})'.
format(b.shape))
if A.shape[0] != b.shape[0]:
raise ValueError('The size of dimensions of A must be equal to the '
'size of the first dimension of b '
'(A.shape: {}, b.shape: {})'.format(A.shape, b.shape))
if A.dtype.char not in 'fdFD':
raise TypeError('unsupported dtype (actual: {})'.format(A.dtype))
if not (sparse.isspmatrix_csr(A) or sparse.isspmatrix_csc(A)):
warnings.warn('CSR or CSC format is required. Converting to CSR '
'format.', sparse.SparseEfficiencyWarning)
A = A.tocsr()
A.sum_duplicates()
if (overwrite_b and A.dtype == b.dtype and
(b._c_contiguous or b._f_contiguous)):
x = b
else:
x = b.astype(A.dtype, copy=True)
cusparse.csrsm2(A, x, lower=lower, unit_diag=unit_diagonal)
if x.dtype.char in 'fF':
# Note: This is for compatibility with SciPy.
dtype = numpy.promote_types(x.dtype, 'float64')
x = x.astype(dtype)
return x
