Example #1
0
    def presolve(self, mtx):
        """Prepare A^{-1} B^T for the Schur complement."""

        mtx_a = mtx['A']
        mtx_bt = mtx['BT']
        output('full A size: %.3f MB' % (8.0 * nm.prod(mtx_a.shape) / 1e6))
        output('full B size: %.3f MB' % (8.0 * nm.prod(mtx_bt.shape) / 1e6))

        ls = Solver.any_from_conf(self.problem.ls_conf,
                                  presolve=True,
                                  mtx=mtx_a)
        if self.mode == 'explicit':
            tt = time.clock()
            mtx_aibt = nm.zeros(mtx_bt.shape, dtype=mtx_bt.dtype)
            for ic in xrange(mtx_bt.shape[1]):
                mtx_aibt[:, ic] = ls(mtx_bt[:, ic].toarray().squeeze())
            output('mtx_aibt: %.2f s' % (time.clock() - tt))
            action_aibt = MatrixAction.from_array(mtx_aibt)
        else:
            ##
            # c: 30.08.2007, r: 13.02.2008
            def fun_aibt(vec):
                # Fix me for sparse mtx_bt...
                rhs = sc.dot(mtx_bt, vec)
                out = ls(rhs)
                return out

            action_aibt = MatrixAction.from_function(
                fun_aibt, (mtx_a.shape[0], mtx_bt.shape[1]), nm.float64)
        mtx['action_aibt'] = action_aibt
Example #2
0
    def presolve(self, mtx):
        """Prepare A^{-1} B^T for the Schur complement."""

        mtx_a = mtx['A']
        mtx_bt = mtx['BT']
        output('full A size: %.3f MB' % (8.0 * nm.prod(mtx_a.shape) / 1e6))
        output('full B size: %.3f MB' % (8.0 * nm.prod(mtx_bt.shape) / 1e6))

        ls = Solver.any_from_conf(self.problem.ls_conf,
                                   presolve=True, mtx=mtx_a)
        if self.mode == 'explicit':
            tt = time.clock()
            mtx_aibt = nm.zeros(mtx_bt.shape, dtype=mtx_bt.dtype)
            for ic in xrange(mtx_bt.shape[1]):
                mtx_aibt[:,ic] = ls(mtx_bt[:,ic].toarray().squeeze())
            output('mtx_aibt: %.2f s' % (time.clock() - tt))
            action_aibt = MatrixAction.from_array(mtx_aibt)
        else:
            ##
            # c: 30.08.2007, r: 13.02.2008
            def fun_aibt(vec):
                # Fix me for sparse mtx_bt...
                rhs = sc.dot(mtx_bt, vec)
                out = ls(rhs)
                return out
            action_aibt = MatrixAction.from_function(fun_aibt,
                                                    (mtx_a.shape[0],
                                                     mtx_bt.shape[1]),
                                                    nm.float64)
        mtx['action_aibt'] = action_aibt