Beispiel #1
0
def energy_prolongation_smoother(A, T, Atilde, B, Bf, Cpt_params,
                                 krylov='cg', maxiter=4, tol=1e-8,
                                 degree=1, weighting='local',
                                 prefilter={}, postfilter={}):
    """Minimize the energy of the coarse basis functions (columns of T).  Both
    root-node and non-root-node style prolongation smoothing is available, see
    Cpt_params description below.

    Parameters
    ----------

    A : {csr_matrix, bsr_matrix}
        Sparse NxN matrix
    T : {bsr_matrix}
        Tentative prolongator, a NxM sparse matrix (M < N)
    Atilde : {csr_matrix}
        Strength of connection matrix
    B : {array}
        Near-nullspace modes for coarse grid.  Has shape (M,k) where
        k is the number of coarse candidate vectors.
    Bf : {array}
        Near-nullspace modes for fine grid.  Has shape (N,k) where
        k is the number of coarse candidate vectors.
    Cpt_params : {tuple}
        Tuple of the form (bool, dict).  If the Cpt_params[0] = False, then the
        standard SA prolongation smoothing is carried out.  If True, then
        root-node style prolongation smoothing is carried out.  The dict must
        be a dictionary of parameters containing, (1) P_I: P_I.T is the
        injection matrix for the Cpts, (2) I_F: an identity matrix for only the
        F-points (i.e. I, but with zero rows and columns for C-points) and I_C:
        the C-point analogue to I_F.  See Notes below for more information.
    krylov : {string}
        'cg' : for SPD systems.  Solve A T = 0 in a constraint space with CG
        'cgnr' : for nonsymmetric and/or indefinite systems.
                 Solve A T = 0 in a constraint space with CGNR
        'gmres' : for nonsymmetric and/or indefinite systems.
                 Solve A T = 0 in a constraint space with GMRES
    maxiter : integer
        Number of energy minimization steps to apply to the prolongator
    tol : {scalar}
        Minimization tolerance
    degree : {int}
        Generate sparsity pattern for P based on (Atilde^degree T)
    weighting : {string}
        'block', 'diagonal' or 'local' construction of the
            diagonal preconditioning
        'local': Uses a local row-wise weight based on the Gershgorin estimate.
            Avoids any potential under-damping due to inaccurate spectral
            radius estimates.
        'block': If A is a BSR matrix, use a block diagonal inverse of A
        'diagonal': Use inverse of the diagonal of A
    prefilter : {dictionary} : Default {}
        Filters elements by row in sparsity pattern for P to reduce operator and
        setup complexity. If None or empty dictionary, no dropping in P is done.
        If postfilter has key 'k', then the largest 'k' entries  are kept in each
        row.  If postfilter has key 'theta', all entries such that
            P[i,j] < kwargs['theta']*max(abs(P[i,:]))
        are dropped.  If postfilter['k'] and postfiler['theta'] are present, then
        they are used in conjunction, with the union of their patterns used.
    postfilter : {dictionary} : Default {}
        Filters elements by row in smoothed P to reduce operator complexity. 
        Only supported if using the rootnode_solver. If None or empty dictionary,
        no dropping in P is done. If postfilter has key 'k', then the largest 'k'
        entries  are kept in each row.  If postfilter has key 'theta', all entries
        such that
            P[i,j] < kwargs['theta']*max(abs(P[i,:]))
        are dropped.  If postfilter['k'] and postfiler['theta'] are present, then
        they are used in conjunction, with the union of their patterns used.

    Returns
    -------
    T : {bsr_matrix}
        Smoothed prolongator

    Notes
    -----
    Only 'diagonal' weighting is supported for the CGNR method, because
    we are working with A^* A and not A.

    When Cpt_params[0] == True, root-node style prolongation smoothing
    is used to minimize the energy of columns of T.  Essentially, an
    identity block is maintained in T, corresponding to injection from
    the coarse-grid to the fine-grid root-nodes.  See [2] for more details,
    and see util.utils.get_Cpt_params for the helper function to generate
    Cpt_params.

    If Cpt_params[0] == False, the energy of columns of T are still
    minimized, but without maintaining the identity block.

    Examples
    --------
    >>> from pyamg.aggregation import energy_prolongation_smoother
    >>> from pyamg.gallery import poisson
    >>> from scipy.sparse import coo_matrix
    >>> import numpy as np
    >>> data = np.ones((6,))
    >>> row = np.arange(0,6)
    >>> col = np.kron([0,1],np.ones((3,)))
    >>> T = coo_matrix((data,(row,col)),shape=(6,2)).tocsr()
    >>> print T.todense()
    [[ 1.  0.]
     [ 1.  0.]
     [ 1.  0.]
     [ 0.  1.]
     [ 0.  1.]
     [ 0.  1.]]
    >>> A = poisson((6,),format='csr')
    >>> B = np.ones((2,1),dtype=float)
    >>> P = energy_prolongation_smoother(A,T,A,B, None, (False,{}))
    >>> print P.todense()
    [[ 1.          0.        ]
     [ 1.          0.        ]
     [ 0.66666667  0.33333333]
     [ 0.33333333  0.66666667]
     [ 0.          1.        ]
     [ 0.          1.        ]]

    References
    ----------
    .. [1] Jan Mandel, Marian Brezina, and Petr Vanek
       "Energy Optimization of Algebraic Multigrid Bases"
       Computing 62, 205-228, 1999
       http://dx.doi.org/10.1007/s006070050022
    .. [2] Olson, L. and Schroder, J. and Tuminaro, R.,
       "A general interpolation strategy for algebraic
       multigrid using energy minimization", SIAM Journal
       on Scientific Computing (SISC), vol. 33, pp.
       966--991, 2011.
    """

    # Test Inputs
    if maxiter < 0:
        raise ValueError('maxiter must be > 0')
    if tol > 1:
        raise ValueError('tol must be <= 1')

    if sparse.isspmatrix_csr(A):
        A = A.tobsr(blocksize=(1, 1), copy=False)
    elif sparse.isspmatrix_bsr(A):
        pass
    else:
        raise TypeError("A must be csr_matrix or bsr_matrix")

    if sparse.isspmatrix_csr(T):
        T = T.tobsr(blocksize=(1, 1), copy=False)
    elif sparse.isspmatrix_bsr(T):
        pass
    else:
        raise TypeError("T must be csr_matrix or bsr_matrix")

    if T.blocksize[0] != A.blocksize[0]:
        raise ValueError("T row-blocksize should be the same as A blocksize")

    if B.shape[0] != T.shape[1]:
        raise ValueError("B is the candidates for the coarse grid. \
                            num_rows(b) = num_cols(T)")

    if min(T.nnz, A.nnz) == 0:
        return T
        
    if not sparse.isspmatrix_csr(Atilde):
        raise TypeError("Atilde must be csr_matrix")

    if ('theta' in prefilter) and (prefilter['theta'] == 0):
        prefilter.pop('theta', None)

    if ('theta' in postfilter) and (postfilter['theta'] == 0):
        postfilter.pop('theta', None)

    # Prepocess Atilde, the strength matrix
    if Atilde is None:
        Atilde = sparse.csr_matrix((np.ones(len(A.indices)),
                                    A.indices.copy(), A.indptr.copy()),
                                    shape=(A.shape[0]/A.blocksize[0],
                                           A.shape[1]/A.blocksize[1]))
    
    # If Atilde has no nonzeros, then return T
    if min(T.nnz, A.nnz) == 0:
        return T

    # Expand allowed sparsity pattern for P through multiplication by Atilde
    if degree > 0:

        # Construct Sparsity_Pattern by multiplying with Atilde
        T.sort_indices()
        shape = (int(T.shape[0]/T.blocksize[0]), int(T.shape[1]/T.blocksize[1]))
        Sparsity_Pattern = sparse.csr_matrix((np.ones(T.indices.shape),
                                              T.indices, T.indptr),
                                              shape=shape)
        
        AtildeCopy = Atilde.copy()
        AtildeCopy.data[:] = 1.0
        for i in range(degree):
            Sparsity_Pattern = AtildeCopy*Sparsity_Pattern

        # Optional filtering of sparsity pattern before smoothing
        if 'theta' in prefilter and 'k' in prefilter:
            Sparsity_theta = filter_matrix_rows(Sparsity_Pattern, prefilter['theta'])
            Sparsity_Pattern = truncate_rows(Sparsity_Pattern, prefilter['k'])
            # Union two sparsity patterns
            Sparsity_Pattern += Sparsity_theta
        elif 'k' in prefilter:
            Sparsity_Pattern = truncate_rows(Sparsity_Pattern, prefilter['k'])
        elif 'theta' in prefilter:
            Sparsity_Pattern = filter_matrix_rows(Sparsity_Pattern, prefilter['theta'])
        elif len(prefilter) > 0:
            raise ValueError("Unrecognized prefilter option")

        # UnAmal returns a BSR matrix with 1's in the nonzero locations
        Sparsity_Pattern = UnAmal(Sparsity_Pattern,
                                  T.blocksize[0], T.blocksize[1])
        Sparsity_Pattern.sort_indices()

    else:
        # If degree is 0, just copy T for the sparsity pattern
        Sparsity_Pattern = T.copy()
        if 'theta' in prefilter and 'k' in prefilter:
            Sparsity_theta = filter_matrix_rows(Sparsity_Pattern, prefilter['theta'])
            Sparsity_Pattern = truncate_rows(Sparsity_Pattern, prefilter['k'])
            # Union two sparsity patterns
            Sparsity_Pattern += Sparsity_theta
        elif 'k' in prefilter:
            Sparsity_Pattern = truncate_rows(Sparsity_Pattern, prefilter['k'])
        elif 'theta' in prefilter:
            Sparsity_Pattern = filter_matrix_rows(Sparsity_Pattern, prefilter['theta'])
        elif len(prefilter) > 0:
            raise ValueError("Unrecognized prefilter option")

        Sparsity_Pattern.data[:] = 1.0
        Sparsity_Pattern.sort_indices()

    # If using root nodes, enforce identity at C-points
    if Cpt_params[0]:
        Sparsity_Pattern = Cpt_params[1]['I_F'] * Sparsity_Pattern
        Sparsity_Pattern = Cpt_params[1]['P_I'] + Sparsity_Pattern

    # Construct array of inv(Bi'Bi), where Bi is B restricted to row i's
    # sparsity pattern in Sparsity Pattern. This array is used multiple times
    # in Satisfy_Constraints(...).
    BtBinv = compute_BtBinv(B, Sparsity_Pattern)

    # If using root nodes and B has more columns that A's blocksize, then
    # T must be updated so that T*B = Bfine.  Note, if this is a 'secondpass'
    # after dropping entries in P, then we must re-enforce the constraints
    if (Cpt_params[0] and (B.shape[1] > A.blocksize[0])) or ('secondpass' in postfilter):
        T = filter_operator(T, Sparsity_Pattern, B, Bf, BtBinv)
        # Ensure identity at C-pts
        if Cpt_params[0]:
            T = Cpt_params[1]['I_F']*T + Cpt_params[1]['P_I']

    # Iteratively minimize the energy of T subject to the constraints of
    # Sparsity_Pattern and maintaining T's effect on B, i.e. T*B =
    # (T+Update)*B, i.e. Update*B = 0
    if krylov == 'cg':
        T = cg_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern,
                                      maxiter, tol, weighting, Cpt_params)
    elif krylov == 'cgnr':
        T = cgnr_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern,
                                        maxiter, tol, weighting, Cpt_params)
    elif krylov == 'gmres':
        T = gmres_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern,
                                         maxiter, tol, weighting, Cpt_params)

    T.eliminate_zeros()

    # Filter entries in P, only in the rootnode case, i.e., Cpt_params[0] == True
    if (len(postfilter) == 0) or ('secondpass' in postfilter) or (Cpt_params[0] is False):
        return T
    else:
        if 'theta' in postfilter and 'k' in postfilter:
            T_theta = filter_matrix_rows(T, postfilter['theta'])
            T_k = truncate_rows(T, postfilter['k'])

            # Union two sparsity patterns
            T_theta.data[:] = 1.0
            T_k.data[:] = 1.0
            T_filter = T_theta + T_k
            T_filter.data[:] = 1.0
            T_filter = T.multiply(T_filter)

        elif 'k' in postfilter:
            T_filter = truncate_rows(T, postfilter['k'])
        elif 'theta' in postfilter:
            T_filter = filter_matrix_rows(T, postfilter['theta'])
        else:
            raise ValueError("Unrecognized postfilter option")

        # Re-smooth T_filter and re-fit the modes B into the span. 
        # Note, we set 'secondpass', because this is the second 
        # filtering pass
        T = energy_prolongation_smoother(A, T_filter,
                                         Atilde, B, Bf, Cpt_params,
                                         krylov=krylov, maxiter=1,
                                         tol=1e-8, degree=0,
                                         weighting=weighting,
                                         prefilter={},
                                         postfilter={'secondpass' : True} )

    return T
Beispiel #2
0
def energy_prolongation_smoother(A, T, Atilde, B, Bf, Cpt_params, krylov='cg', maxiter=4, 
                        tol=1e-8, degree=1, weighting='local'):
    """Minimize the energy of the coarse basis functions (columns of T).  Both
    root-node and non-root-node style prolongation smoothing is available, see
    Cpt_params description below.

    Parameters
    ----------

    A : {csr_matrix, bsr_matrix}
        Sparse NxN matrix
    T : {bsr_matrix}
        Tentative prolongator, a NxM sparse matrix (M < N)
    Atilde : {csr_matrix}
        Strength of connection matrix
    B : {array}
        Near-nullspace modes for coarse grid.  Has shape (M,k) where
        k is the number of coarse candidate vectors.
    Bf : {array}
        Near-nullspace modes for fine grid.  Has shape (N,k) where
        k is the number of coarse candidate vectors.
    Cpt_params : {tuple}
        Tuple of the form (bool, dict).  If the Cpt_params[0] = False, then the
        standard SA prolongation smoothing is carried out.  If True, then
        root-node style prolongation smoothing is carried out.  The dict must
        be a dictionary of parameters containing, (1) P_I: P_I.T is the
        injection matrix for the Cpts, (2) I_F: an identity matrix for only the
        F-points (i.e. I, but with zero rows and columns for C-points) and I_C:
        the C-point analogue to I_F.  See Notes below for more information. 
    krylov : {string}
        'cg' : for SPD systems.  Solve A T = 0 in a constraint space with CG
        'cgnr' : for nonsymmetric and/or indefinite systems.  
                 Solve A T = 0 in a constraint space with CGNR
        'gmres' : for nonsymmetric and/or indefinite systems.  
                 Solve A T = 0 in a constraint space with GMRES
    maxiter : integer
        Number of energy minimization steps to apply to the prolongator
    tol : {scalar}
        Minimization tolerance
    degree : {int}
        Generate sparsity pattern for P based on (Atilde^degree T)
    weighting : {string}
        'block', 'diagonal' or 'local' construction of the diagonal preconditioning
        'local': Uses a local row-wise weight based on the Gershgorin estimate.
          Avoids any potential under-damping due to inaccurate spectral radius
          estimates.
        'block': If A is a BSR matrix, use a block diagonal inverse of A  
        'diagonal': Use inverse of the diagonal of A

    Returns
    -------
    T : {bsr_matrix}
        Smoothed prolongator

    Notes
    -----
    Only 'diagonal' weighting is supported for the CGNR method, because
    we are working with A^* A and not A.
    
    When Cpt_params[0] == True, root-node style prolongation smoothing
    is used to minimize the energy of columns of T.  Essentially, an 
    identity block is maintained in T, corresponding to injection from 
    the coarse-grid to the fine-grid root-nodes.  See [2] for more details,
    and see util.utils.get_Cpt_params for the helper function to generate
    Cpt_params.

    If Cpt_params[0] == False, the energy of columns of T are still 
    minimized, but without maintaining the identity block.

    Examples
    --------
    >>> from pyamg.aggregation import energy_prolongation_smoother
    >>> from pyamg.gallery import poisson
    >>> from scipy.sparse import coo_matrix
    >>> import numpy
    >>> data = numpy.ones((6,))
    >>> row = numpy.arange(0,6)
    >>> col = numpy.kron([0,1],numpy.ones((3,)))
    >>> T = coo_matrix((data,(row,col)),shape=(6,2)).tocsr()
    >>> print T.todense()
    [[ 1.  0.]
     [ 1.  0.]
     [ 1.  0.]
     [ 0.  1.]
     [ 0.  1.]
     [ 0.  1.]]
    >>> A = poisson((6,),format='csr')
    >>> P = energy_prolongation_smoother(A,T,A,numpy.ones((2,1),dtype=float), None, (False,{}) )
    >>> print P.todense()
    [[ 1.          0.        ]
     [ 1.          0.        ]
     [ 0.66666667  0.33333333]
     [ 0.33333333  0.66666667]
     [ 0.          1.        ]
     [ 0.          1.        ]]

    References
    ----------
    .. [1] Jan Mandel, Marian Brezina, and Petr Vanek
       "Energy Optimization of Algebraic Multigrid Bases"
       Computing 62, 205-228, 1999
       http://dx.doi.org/10.1007/s006070050022
    .. [2] Olson, L. and Schroder, J. and Tuminaro, R.,
       "A general interpolation strategy for algebraic 
       multigrid using energy minimization", SIAM Journal
       on Scientific Computing (SISC), vol. 33, pp. 
       966--991, 2011.
    """
    
    #====================================================================
    
    #Test Inputs
    if maxiter < 0:
        raise ValueError('maxiter must be > 0')
    if tol > 1:
        raise ValueError('tol must be <= 1') 
   
    if isspmatrix_csr(A):
        A = A.tobsr(blocksize=(1,1), copy=False)
    elif isspmatrix_bsr(A):
        pass
    else:
        raise TypeError("A must be csr_matrix or bsr_matrix")

    if isspmatrix_csr(T):
        T = T.tobsr(blocksize=(1,1), copy=False)
    elif isspmatrix_bsr(T):
        pass
    else:
        raise TypeError("T must be csr_matrix or bsr_matrix")

    if Atilde is None:
        AtildeCopy = csr_matrix( (numpy.ones(len(A.indices)), A.indices.copy(), A.indptr.copy()), 
                                     shape=(A.shape[0]/A.blocksize[0], A.shape[1]/A.blocksize[1]))
    else:
        AtildeCopy = Atilde.copy()

    if not isspmatrix_csr(AtildeCopy):
        raise TypeError("Atilde must be csr_matrix")

    if T.blocksize[0] != A.blocksize[0]:
        raise ValueError("T's row-blocksize should be the same as A's blocksize")
    
    if B.shape[0] != T.shape[1]:
        raise ValueError("B is the candidates for the coarse grid. \
                            num_rows(b) = num_cols(T)")

    if min(T.nnz, AtildeCopy.nnz, A.nnz) == 0:
        return T
    
    ##
    # Expand the allowed sparsity pattern for P through multiplication by Atilde
    T.sort_indices()
    Sparsity_Pattern = csr_matrix( (numpy.ones(T.indices.shape), T.indices, T.indptr), 
                                    shape=(T.shape[0]/T.blocksize[0],T.shape[1]/T.blocksize[1])  )
    AtildeCopy.data[:] = 1.0
    for i in range(degree):
        Sparsity_Pattern = AtildeCopy*Sparsity_Pattern
    
    ##
    #UnAmal returns a BSR matrix
    Sparsity_Pattern = UnAmal(Sparsity_Pattern, T.blocksize[0], T.blocksize[1])
    Sparsity_Pattern.sort_indices()
    
    ##
    #If using root nodes, enforce identity at C-points
    if Cpt_params[0]:
        Sparsity_Pattern = Cpt_params[1]['I_F']*Sparsity_Pattern
        Sparsity_Pattern = Cpt_params[1]['P_I'] + Sparsity_Pattern

    ##
    # Construct array of inv(Bi'Bi), where Bi is B restricted to row i's sparsity pattern in 
    # Sparsity Pattern. This array is used multiple times in Satisfy_Constraints(...).
    BtBinv = compute_BtBinv(B, Sparsity_Pattern)
    
    ##
    # If using root nodes and B has more columns that A's blocksize, then
    # T must be updated so that T*B = Bfine
    if Cpt_params[0] and (B.shape[1] > A.blocksize[0]):
        T = filter_operator(T, Sparsity_Pattern, B, Bf, BtBinv)
        # Ensure identity at C-pts 
        if Cpt_params[0]:
            T = Cpt_params[1]['I_F']*T + Cpt_params[1]['P_I']
   
    ##
    # Iteratively minimize the energy of T subject to the constraints of Sparsity_Pattern
    # and maintaining T's effect on B, i.e. T*B = (T+Update)*B, i.e. Update*B = 0 
    if krylov == 'cg':
        T = cg_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern, maxiter, tol, weighting, Cpt_params)
    elif krylov == 'cgnr':   
        T = cgnr_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern, maxiter, tol, weighting, Cpt_params)
    elif krylov == 'gmres':
        T = gmres_prolongation_smoothing(A, T, B, BtBinv, Sparsity_Pattern, maxiter, tol, weighting, Cpt_params)

    T.eliminate_zeros()

    return T
Beispiel #3
0
def jacobi_prolongation_smoother(S,
                                 T,
                                 C,
                                 B,
                                 omega=4.0 / 3.0,
                                 degree=1,
                                 filter=False,
                                 weighting='diagonal'):
    """Jacobi prolongation smoother

    Parameters
    ----------
    S : {csr_matrix, bsr_matrix}
        Sparse NxN matrix used for smoothing.  Typically, A.
    T : {csr_matrix, bsr_matrix}
        Tentative prolongator
    C : {csr_matrix, bsr_matrix}
        Strength-of-connection matrix
    B : {array}
        Near nullspace modes for the coarse grid such that T*B
        exactly reproduces the fine grid near nullspace modes
    omega : {scalar}
        Damping parameter
    filter : {boolean}
        If true, filter S before smoothing T.  This option can greatly control
        complexity.
    weighting : {string}
        'block', 'diagonal' or 'local' weighting for constructing the Jacobi D
        'local': Uses a local row-wise weight based on the Gershgorin estimate.
          Avoids any potential under-damping due to inaccurate spectral radius
          estimates.
        'block': If A is a BSR matrix, use a block diagonal inverse of A
        'diagonal': Classic Jacobi D = diagonal(A)

    Returns
    -------
    P : {csr_matrix, bsr_matrix}
        Smoothed (final) prolongator defined by P = (I - omega/rho(K) K) * T
        where K = diag(S)^-1 * S and rho(K) is an approximation to the
        spectral radius of K.

    Notes
    -----
    If weighting is not 'local', then results using Jacobi prolongation
    smoother are not precisely reproducible due to a random initial guess used
    for the spectral radius approximation.  For precise reproducibility,
    set numpy.random.seed(..) to the same value before each test.

    Examples
    --------
    >>> from pyamg.aggregation import jacobi_prolongation_smoother
    >>> from pyamg.gallery import poisson
    >>> from scipy.sparse import coo_matrix
    >>> import numpy as np
    >>> data = np.ones((6,))
    >>> row = np.arange(0,6)
    >>> col = np.kron([0,1],np.ones((3,)))
    >>> T = coo_matrix((data,(row,col)),shape=(6,2)).tocsr()
    >>> T.todense()
    matrix([[ 1.,  0.],
            [ 1.,  0.],
            [ 1.,  0.],
            [ 0.,  1.],
            [ 0.,  1.],
            [ 0.,  1.]])
    >>> A = poisson((6,),format='csr')
    >>> P = jacobi_prolongation_smoother(A,T,A,np.ones((2,1)))
    >>> P.todense()
    matrix([[ 0.64930164,  0.        ],
            [ 1.        ,  0.        ],
            [ 0.64930164,  0.35069836],
            [ 0.35069836,  0.64930164],
            [ 0.        ,  1.        ],
            [ 0.        ,  0.64930164]])

    """

    # preprocess weighting
    if weighting == 'block':
        if sparse.isspmatrix_csr(S):
            weighting = 'diagonal'
        elif sparse.isspmatrix_bsr(S):
            if S.blocksize[0] == 1:
                weighting = 'diagonal'

    if filter:
        # Implement filtered prolongation smoothing for the general case by
        # utilizing satisfy constraints

        if sparse.isspmatrix_bsr(S):
            numPDEs = S.blocksize[0]
        else:
            numPDEs = 1

        # Create a filtered S with entries dropped that aren't in C
        C = UnAmal(C, numPDEs, numPDEs)
        S = S.multiply(C)
        S.eliminate_zeros()

    if weighting == 'diagonal':
        # Use diagonal of S
        D_inv = get_diagonal(S, inv=True)
        D_inv_S = scale_rows(S, D_inv, copy=True)
        D_inv_S = (omega / approximate_spectral_radius(D_inv_S)) * D_inv_S
    elif weighting == 'block':
        # Use block diagonal of S
        D_inv = get_block_diag(S, blocksize=S.blocksize[0], inv_flag=True)
        D_inv = sparse.bsr_matrix(
            (D_inv, np.arange(D_inv.shape[0]), np.arange(D_inv.shape[0] + 1)),
            shape=S.shape)
        D_inv_S = D_inv * S
        D_inv_S = (omega / approximate_spectral_radius(D_inv_S)) * D_inv_S
    elif weighting == 'local':
        # Use the Gershgorin estimate as each row's weight, instead of a global
        # spectral radius estimate
        D = np.abs(S) * np.ones((S.shape[0], 1), dtype=S.dtype)
        D_inv = np.zeros_like(D)
        D_inv[D != 0] = 1.0 / np.abs(D[D != 0])

        D_inv_S = scale_rows(S, D_inv, copy=True)
        D_inv_S = omega * D_inv_S
    else:
        raise ValueError('Incorrect weighting option')

    if filter:
        # Carry out Jacobi, but after calculating the prolongator update, U,
        # apply satisfy constraints so that U*B = 0
        P = T
        for i in range(degree):
            U = (D_inv_S * P).tobsr(blocksize=P.blocksize)

            # Enforce U*B = 0 (1) Construct array of inv(Bi'Bi), where Bi is B
            # restricted to row i's sparsity pattern in Sparsity Pattern. This
            # array is used multiple times in Satisfy_Constraints(...).
            BtBinv = compute_BtBinv(B, U)
            # (2) Apply satisfy constraints
            Satisfy_Constraints(U, B, BtBinv)

            # Update P
            P = P - U

    else:
        # Carry out Jacobi as normal
        P = T
        for i in range(degree):
            P = P - (D_inv_S * P)

    return P