def __init__(self, A, lib, **kwargs):
try:
self.dense = isinstance(A, ndarray) and len(A.shape) == 2
self.CSC = isinstance(A, csc_matrix)
self.CSR = isinstance(A, csr_matrix)
assert self.dense or self.CSC or self.CSR
assert A.dtype == c_float or A.dtype == c_double
assert lib and (lib == pogsCPU or lib == pogsGPU)
self.m = A.shape[0]
self.n = A.shape[1]
self.A = A
self.lib = lib
self.double_precision = A.dtype == c_double
self.settings = make_settings(self.double_precision, **kwargs)
self.pysolution = Solution(self.double_precision, self.m, self.n)
self.solution = make_solution(self.pysolution)
self.info = make_info(self.double_precision)
self.order = ORD["ROW_MAJ"] if (self.CSR
or self.dense) else ORD["COL_MAJ"]
if self.dense and not self.double_precision:
self.work = self.lib.pogs_init_dense_single(
self.order, self.m, self.n, cptr(A, c_float))
elif self.dense:
self.work = self.lib.pogs_init_dense_double(
self.order, self.m, self.n, cptr(A, c_double))
elif not self.double_precision:
self.work = self.lib.pogs_init_sparse_single(
self.order, self.m, self.n, A.nnz, cptr(A.data, c_float),
cptr(A.indices, c_int), cptr(A.indptr, c_int))
else:
self.work = self.lib.pogs_init_sparse_double(
self.order, self.m, self.n, A.nnz, cptr(A.data, c_double),
cptr(A.indices, c_int), cptr(A.indptr, c_int))
except AssertionError:
print "data must be a (m x n) numpy ndarray or scipy csc_matrix containing float32 or float64 values"
def __init__(self, A, lib, **kwargs):
try:
self.dense = isinstance(A, ndarray) and len(A.shape) == 2
self.CSC = isinstance(A, csc_matrix)
self.CSR = isinstance(A, csr_matrix)
assert self.dense or self.CSC or self.CSR
assert A.dtype == c_float or A.dtype == c_double
assert lib and (lib == pogsCPU or lib == pogsGPU)
self.m = A.shape[0]
self.n = A.shape[1]
self.A = A
self.lib = lib
self.double_precision = A.dtype == c_double
self.settings = make_settings(self.double_precision, **kwargs)
self.pysolution = Solution(self.double_precision, self.m, self.n)
self.solution = make_solution(self.pysolution)
self.info = make_info(self.double_precision)
self.order = ORD["ROW_MAJ"] if (self.CSR or self.dense) else ORD["COL_MAJ"]
if self.dense and not self.double_precision:
self.work = self.lib.pogs_init_dense_single(self.order, self.m, self.n, cptr(A, c_float))
elif self.dense:
self.work = self.lib.pogs_init_dense_double(self.order, self.m, self.n, cptr(A, c_double))
elif not self.double_precision:
self.work = self.lib.pogs_init_sparse_single(
self.order,
self.m,
self.n,
A.nnz,
cptr(A.data, c_float),
cptr(A.indices, c_int),
cptr(A.indptr, c_int),
)
else:
self.work = self.lib.pogs_init_sparse_double(
self.order,
self.m,
self.n,
A.nnz,
cptr(A.data, c_double),
cptr(A.indices, c_int),
cptr(A.indptr, c_int),
)
except AssertionError:
print "data must be a (m x n) numpy ndarray or scipy csc_matrix containing float32 or float64 values"
def solve(self, f, g, **kwargs):
try:
# assert f,g types
assert isinstance(f, FunctionVector)
assert isinstance(g, FunctionVector)
# assert f,g lengths
assert f.length() == self.m
assert g.length() == self.n
# pass previous rho through, if not first run (rho=0)
if self.info.rho > 0:
self.settings.rho = self.info.rho
# apply user inputs
change_settings(self.settings, **kwargs)
change_solution(self.pysolution, **kwargs)
if not self.work:
print "no viable POGS_work pointer to call solve(). call Solver.init( args... ) first"
return
elif not self.double_precision:
self.lib.pogs_solve_single(self.work, pointer(self.settings),
pointer(self.solution),
pointer(self.info),
cptr(f.a, c_float),
cptr(f.b, c_float),
cptr(f.c, c_float),
cptr(f.d, c_float),
cptr(f.e,
c_float), cptr(f.h, c_int),
cptr(g.a, c_float),
cptr(g.b, c_float),
cptr(g.c, c_float),
cptr(g.d, c_float),
cptr(g.e, c_float),
cptr(g.h, c_int))
else:
self.lib.pogs_solve_double(self.work, pointer(self.settings),
pointer(self.solution),
pointer(self.info),
cptr(f.a, c_double),
cptr(f.b, c_double),
cptr(f.c, c_double),
cptr(f.d, c_double),
cptr(f.e,
c_double), cptr(f.h, c_int),
cptr(g.a, c_double),
cptr(g.b, c_double),
cptr(g.c, c_double),
cptr(g.d, c_double),
cptr(g.e, c_double),
cptr(g.h, c_int))
except AssertionError:
print "\nf and g must be objects of type FunctionVector with:"
print ">length of f = m, # of rows in solver's data matrix A"
print ">length of g = n, # of columns in solver's data matrix A"
def solve(self, f, g, **kwargs):
try:
# assert f,g types
assert isinstance(f, FunctionVector)
assert isinstance(g, FunctionVector)
# assert f,g lengths
assert f.length() == self.m
assert g.length() == self.n
# pass previous rho through, if not first run (rho=0)
if self.info.rho > 0:
self.settings.rho = self.info.rho
# apply user inputs
change_settings(self.settings, **kwargs)
change_solution(self.pysolution, **kwargs)
if not self.work:
print "no viable POGS_work pointer to call solve(). call Solver.init( args... ) first"
return
elif not self.double_precision:
self.lib.pogs_solve_single(
self.work,
pointer(self.settings),
pointer(self.solution),
pointer(self.info),
cptr(f.a, c_float),
cptr(f.b, c_float),
cptr(f.c, c_float),
cptr(f.d, c_float),
cptr(f.e, c_float),
cptr(f.h, c_int),
cptr(g.a, c_float),
cptr(g.b, c_float),
cptr(g.c, c_float),
cptr(g.d, c_float),
cptr(g.e, c_float),
cptr(g.h, c_int),
)
else:
self.lib.pogs_solve_double(
self.work,
pointer(self.settings),
pointer(self.solution),
pointer(self.info),
cptr(f.a, c_double),
cptr(f.b, c_double),
cptr(f.c, c_double),
cptr(f.d, c_double),
cptr(f.e, c_double),
cptr(f.h, c_int),
cptr(g.a, c_double),
cptr(g.b, c_double),
cptr(g.c, c_double),
cptr(g.d, c_double),
cptr(g.e, c_double),
cptr(g.h, c_int),
)
except AssertionError:
print "\nf and g must be objects of type FunctionVector with:"
print ">length of f = m, # of rows in solver's data matrix A"
print ">length of g = n, # of columns in solver's data matrix A"