Example #1
0
def block_jacobi(A, x, b, Dinv=None, blocksize=1, iterations=1, omega=1.0):
    """Perform block Jacobi iteration on the linear system Ax=b

    Parameters
    ----------
    A : csr_matrix or bsr_matrix
        Sparse NxN matrix
    x : ndarray
        Approximate solution (length N)
    b : ndarray
        Right-hand side (length N)
    Dinv : array
        Array holding block diagonal inverses of A 
        size (N/blocksize, blocksize, blocksize)
    blocksize : int
        Desired dimension of blocks
    iterations : int
        Number of iterations to perform
    omega : scalar
        Damping parameter

    Returns
    -------
    Nothing, x will be modified in place.
   
    Examples
    --------
    >>> ## Use block Jacobi as a Stand-Alone Solver
    >>> from pyamg.relaxation import *
    >>> from pyamg.gallery import poisson
    >>> from pyamg.util.linalg import norm
    >>> import numpy
    >>> A = poisson((10,10), format='csr')
    >>> x0 = numpy.zeros((A.shape[0],1))
    >>> b = numpy.ones((A.shape[0],1))
    >>> block_jacobi(A, x0, b, blocksize=4, iterations=10, omega=1.0)
    >>> print norm(b-A*x0)
    4.66474230129
    >>> #
    >>> ## Use block Jacobi as the Multigrid Smoother
    >>> from pyamg import smoothed_aggregation_solver
    >>> sa = smoothed_aggregation_solver(A, B=numpy.ones((A.shape[0],1)),
    ...        coarse_solver='pinv2', max_coarse=50,
    ...        presmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}), 
    ...        postsmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}))
    >>> x0=numpy.zeros((A.shape[0],1))
    >>> residuals=[]
    >>> x = sa.solve(b, x0=x0, tol=1e-8, residuals=residuals)
    """

    A,x,b = make_system(A, x, b, formats=['csr', 'bsr'])
    A = A.tobsr(blocksize=(blocksize, blocksize))

    if Dinv == None:
        Dinv = get_block_diag(A, blocksize=blocksize, inv_flag=True)
    elif Dinv.shape[0] != A.shape[0]/blocksize:
        raise ValueError('Dinv and A have incompatible dimensions')
    elif (Dinv.shape[1] != blocksize) or (Dinv.shape[2] != blocksize):
        raise ValueError('Dinv and blocksize are incompatible')
    
    sweep = slice(None)
    (row_start,row_stop,row_step) = sweep.indices(A.shape[0]/blocksize)

    if (row_stop - row_start) * row_step <= 0:  #no work to do
        return

    temp = numpy.empty_like(x)
    
    # Create uniform type, and convert possibly complex scalars to length 1 arrays
    [omega] = type_prep(A.dtype, [omega])

    for iter in xrange(iterations):
        amg_core.block_jacobi(A.indptr, A.indices, numpy.ravel(A.data),
                              x, b, numpy.ravel(Dinv), temp,
                              row_start, row_stop, row_step,
                              omega, blocksize)
Example #2
0
def block_jacobi(A, x, b, Dinv=None, blocksize=1, iterations=1, omega=1.0):
    """Perform block Jacobi iteration on the linear system Ax=b

    Parameters
    ----------
    A : csr_matrix or bsr_matrix
        Sparse NxN matrix
    x : ndarray
        Approximate solution (length N)
    b : ndarray
        Right-hand side (length N)
    Dinv : array
        Array holding block diagonal inverses of A 
        size (N/blocksize, blocksize, blocksize)
    blocksize : int
        Desired dimension of blocks
    iterations : int
        Number of iterations to perform
    omega : scalar
        Damping parameter

    Returns
    -------
    Nothing, x will be modified in place.
   
    Examples
    --------
    >>> ## Use block Jacobi as a Stand-Alone Solver
    >>> from pyamg.relaxation import *
    >>> from pyamg.gallery import poisson
    >>> from pyamg.util.linalg import norm
    >>> import numpy
    >>> A = poisson((10,10), format='csr')
    >>> x0 = numpy.zeros((A.shape[0],1))
    >>> b = numpy.ones((A.shape[0],1))
    >>> block_jacobi(A, x0, b, blocksize=4, iterations=10, omega=1.0)
    >>> print norm(b-A*x0)
    4.66474230129
    >>> #
    >>> ## Use block Jacobi as the Multigrid Smoother
    >>> from pyamg import smoothed_aggregation_solver
    >>> sa = smoothed_aggregation_solver(A, B=numpy.ones((A.shape[0],1)),
    ...        coarse_solver='pinv2', max_coarse=50,
    ...        presmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}), 
    ...        postsmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}))
    >>> x0=numpy.zeros((A.shape[0],1))
    >>> residuals=[]
    >>> x = sa.solve(b, x0=x0, tol=1e-8, residuals=residuals)
    """

    A, x, b = make_system(A, x, b, formats=['csr', 'bsr'])
    A = A.tobsr(blocksize=(blocksize, blocksize))

    if Dinv == None:
        Dinv = get_block_diag(A, blocksize=blocksize, inv_flag=True)
    elif Dinv.shape[0] != A.shape[0] / blocksize:
        raise ValueError('Dinv and A have incompatible dimensions')
    elif (Dinv.shape[1] != blocksize) or (Dinv.shape[2] != blocksize):
        raise ValueError('Dinv and blocksize are incompatible')

    sweep = slice(None)
    (row_start, row_stop, row_step) = sweep.indices(A.shape[0] / blocksize)

    if (row_stop - row_start) * row_step <= 0:  #no work to do
        return

    temp = numpy.empty_like(x)

    # Create uniform type, and convert possibly complex scalars to length 1 arrays
    [omega] = type_prep(A.dtype, [omega])

    for iter in xrange(iterations):
        amg_core.block_jacobi(A.indptr, A.indices, numpy.ravel(A.data), x, b,
                              numpy.ravel(Dinv), temp, row_start, row_stop,
                              row_step, omega, blocksize)