def test_subsolvers_L2(rng, logger):
pytest.importorskip('scipy', minversion='0.11') # version for lsmr
ref_solver = lstsq.Cholesky()
solvers = [
lstsq.Conjgrad(),
lstsq.BlockConjgrad(),
lstsq.ConjgradScipy(),
lstsq.LSMRScipy()
]
A, B = get_system(m=2000, n=1000, d=10, rng=rng)
sigma = 0.1 * A.max()
with Timer() as t0:
x0, _ = ref_solver(A, B, sigma)
xs = np.zeros((len(solvers), ) + x0.shape)
for i, solver in enumerate(solvers):
with Timer() as t:
xs[i], info = solver(A, B, sigma)
logger.info('solver: %r' % solver)
logger.info('duration: %0.3f', t.duration)
logger.info('duration relative to reference solver: %0.2f',
(t.duration / t0.duration))
logger.info('info: %s', info)
for solver, x in zip(solvers, xs):
assert np.allclose(x0, x, atol=1e-5,
rtol=1e-3), ("Solver %s" % solver.__name__)
def test_subsolvers_L2(rng, allclose):
pytest.importorskip("scipy", minversion="0.11") # version for lsmr
ref_solver = lstsq.Cholesky()
solvers = [
lstsq.Conjgrad(),
lstsq.BlockConjgrad(),
lstsq.ConjgradScipy(),
lstsq.LSMRScipy(),
]
A, B = get_system(m=2000, n=1000, d=10, rng=rng)
sigma = 0.1 * A.max()
with Timer() as t0:
x0, _ = ref_solver(A, B, sigma)
xs = np.zeros((len(solvers), ) + x0.shape)
for i, solver in enumerate(solvers):
with Timer() as t:
xs[i], info = solver(A, B, sigma)
logging.info("solver: %r", solver)
logging.info("duration: %0.3f", t.duration)
logging.info("duration relative to reference solver: %0.2f",
(t.duration / t0.duration))
logging.info("info: %s", info)
for solver, x in zip(solvers, xs):
assert allclose(x0, x, atol=1e-5,
rtol=1e-3), f"Solver {solver.__name__}"
def test_conjgrad(rng):
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = lstsq.Cholesky()(A, b, sigma)
x1, _ = lstsq.Conjgrad(tol=1e-3)(A, b, sigma)
x2, _ = lstsq.BlockConjgrad(tol=1e-3)(A, b, sigma)
assert np.allclose(x0, x1, atol=1e-6, rtol=1e-3)
assert np.allclose(x0, x2, atol=1e-6, rtol=1e-3)
def test_subsolvers(Solver, seed, rng, tol=1e-2):
get_rng = lambda: np.random.RandomState(seed)
A, b = get_system(2000, 100, 5, rng=rng)
x0, _ = Solver(solver=lstsq.Cholesky())(A, b, rng=get_rng())
subsolvers = [lstsq.Conjgrad(tol=tol), lstsq.BlockConjgrad(tol=tol)]
for subsolver in subsolvers:
x, _ = Solver(solver=subsolver)(A, b, rng=get_rng())
rel_rmse = rms(x - x0) / rms(x0)
assert rel_rmse < 5 * tol
