def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg.dsolve import splu
from scipy.sparse.linalg.interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2*dat, 4*dat, -dat], [-1,0,1] ,n,n)
b = arange(n,dtype='d')
L = spdiags([-dat/2, dat], [-1,0], n, n)
U = spdiags([4*dat, -dat], [ 0,1], n, n)
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b,'T')
def UT_solve(b):
return U_solver.solve(b,'T')
M1 = LinearOperator( (n,n), matvec=L_solve, rmatvec=LT_solve )
M2 = LinearOperator( (n,n), matvec=U_solve, rmatvec=UT_solve )
x,info = qmr(A, b, tol=1e-8, maxiter=15, M1=M1, M2=M2)
assert_equal(info,0)
assert_normclose(A*x, b, tol=1e-8)
def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg.dsolve import splu
from scipy.sparse.linalg.interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2*dat, 4*dat, -dat], [-1,0,1] ,n,n)
b = arange(n,dtype='d')
L = spdiags([-dat/2, dat], [-1,0], n, n)
U = spdiags([4*dat, -dat], [ 0,1], n, n)
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b,'T')
def UT_solve(b):
return U_solver.solve(b,'T')
M1 = LinearOperator( (n,n), matvec=L_solve, rmatvec=LT_solve )
M2 = LinearOperator( (n,n), matvec=U_solve, rmatvec=UT_solve )
x,info = qmr(A, b, tol=1e-8, maxiter=15, M1=M1, M2=M2)
assert_equal(info,0)
assert_normclose(A*x, b, tol=1e-8)
def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg.dsolve import splu
from scipy.sparse.linalg.interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2 * dat, 4 * dat, -dat], [-1, 0, 1], n, n)
b = arange(n, dtype='d')
L = spdiags([-dat / 2, dat], [-1, 0], n, n)
U = spdiags([4 * dat, -dat], [0, 1], n, n)
with suppress_warnings() as sup:
sup.filter(SparseEfficiencyWarning,
"splu requires CSC matrix format")
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b, 'T')
def UT_solve(b):
return U_solver.solve(b, 'T')
M1 = LinearOperator((n, n), matvec=L_solve, rmatvec=LT_solve)
M2 = LinearOperator((n, n), matvec=U_solve, rmatvec=UT_solve)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x, info = qmr(A, b, tol=1e-8, maxiter=15, M1=M1, M2=M2)
assert_equal(info, 0)
assert_normclose(A * x, b, tol=1e-8)
def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg.dsolve import splu
from scipy.sparse.linalg.interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2*dat, 4*dat, -dat], [-1,0,1],n,n)
b = arange(n,dtype='d')
L = spdiags([-dat/2, dat], [-1,0], n, n)
U = spdiags([4*dat, -dat], [0,1], n, n)
with suppress_warnings() as sup:
sup.filter(SparseEfficiencyWarning, "splu requires CSC matrix format")
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b,'T')
def UT_solve(b):
return U_solver.solve(b,'T')
M1 = LinearOperator((n,n), matvec=L_solve, rmatvec=LT_solve)
M2 = LinearOperator((n,n), matvec=U_solve, rmatvec=UT_solve)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x,info = qmr(A, b, tol=1e-8, maxiter=15, M1=M1, M2=M2)
assert_equal(info,0)
assert_normclose(A*x, b, tol=1e-8)
