def test_mkl_spsolve6():
"""
MKL splu : Repeated RHS solve (Complex)
"""
row = np.array([0,0,1,2,2,2])
col = np.array([0,2,2,0,1,2])
data = np.array([1,2,3,-4,5,6], dtype=complex)
sM = sp.csr_matrix((data,(row,col)), shape=(3,3), dtype=complex)
M = sM.toarray()
row = np.array([0,0,1,1,0,0])
col = np.array([0,2,1,1,0,0])
data = np.array([1,1,1,1,1,1], dtype=complex)
sN = sp.csr_matrix((data, (row,col)), shape=(3,3), dtype=complex)
N = sN.toarray()
sX = np.zeros((3,3),dtype=complex)
lu = mkl_splu(sM)
for k in range(3):
sX[:,k] = lu.solve(N[:,k])
lu.delete()
X = la.solve(M,N)
assert_array_almost_equal(X, sX)
def test_mkl_spsolve6():
"""
MKL splu : Repeated RHS solve (Complex)
"""
row = np.array([0, 0, 1, 2, 2, 2])
col = np.array([0, 2, 2, 0, 1, 2])
data = np.array([1, 2, 3, -4, 5, 6], dtype=complex)
sM = sp.csr_matrix((data, (row, col)), shape=(3, 3), dtype=complex)
M = sM.toarray()
row = np.array([0, 0, 1, 1, 0, 0])
col = np.array([0, 2, 1, 1, 0, 0])
data = np.array([1, 1, 1, 1, 1, 1], dtype=complex)
sN = sp.csr_matrix((data, (row, col)), shape=(3, 3), dtype=complex)
N = sN.toarray()
sX = np.zeros((3, 3), dtype=complex)
lu = mkl_splu(sM)
for k in range(3):
sX[:, k] = lu.solve(N[:, k])
lu.delete()
X = la.solve(M, N)
assert_array_almost_equal(X, sX)
def test_repeated_rhs_solve(self, dtype):
M = np.array([
[1, 0, 2],
[0, 0, 3],
[-4, 5, 6],
], dtype=dtype)
sM = scipy.sparse.csr_matrix(M)
N = np.array([
[3, 0, 1],
[0, 2, 0],
[0, 0, 0],
], dtype=dtype)
test_X = np.zeros((3, 3), dtype=dtype)
lu = mkl_splu(sM, verbose=True)
for k in range(3):
test_X[:, k] = lu.solve(N[:, k])
lu.delete()
expected_X = scipy.linalg.solve(M, N)
np.testing.assert_allclose(test_X, expected_X)
def _steadystate_power(L, ss_args):
"""
Inverse power method for steady state solving.
"""
ss_args['info'].pop('weight', None)
if settings.debug:
logger.debug('Starting iterative inverse-power method solver.')
tol = ss_args['tol']
mtol = ss_args['mtol']
if mtol is None:
mtol = max(0.1 * tol, 1e-15)
maxiter = ss_args['maxiter']
use_solver(assumeSortedIndices=True)
rhoss = Qobj()
sflag = issuper(L)
if sflag:
rhoss.dims = L.dims[0]
else:
rhoss.dims = [L.dims[0], 1]
n = L.shape[0]
# Build Liouvillian
if ss_args['solver'] == 'mkl' and ss_args['method'] == 'power':
has_mkl = 1
else:
has_mkl = 0
L, perm, perm2, rev_perm, ss_args = _steadystate_power_liouvillian(
L, ss_args, has_mkl)
orig_nnz = L.nnz
# start with all ones as RHS
v = np.ones(n, dtype=complex)
if ss_args['use_rcm']:
v = v[np.ix_(perm2, )]
# Do preconditioning
if ss_args['solver'] == 'scipy':
if ss_args['M'] is None and ss_args['use_precond'] and \
ss_args['method'] in ['power-gmres',
'power-lgmres',
'power-bicgstab']:
ss_args['M'], ss_args = _iterative_precondition(
L, int(np.sqrt(n)), ss_args)
if ss_args['M'] is None:
warnings.warn("Preconditioning failed. Continuing without.",
UserWarning)
ss_iters = {'iter': 0}
def _iter_count(r):
ss_iters['iter'] += 1
return
_power_start = time.time()
# Get LU factors
if ss_args['method'] == 'power':
if ss_args['solver'] == 'mkl':
lu = mkl_splu(L,
max_iter_refine=ss_args['max_iter_refine'],
scaling_vectors=ss_args['scaling_vectors'],
weighted_matching=ss_args['weighted_matching'])
else:
lu = splu(L,
permc_spec=ss_args['permc_spec'],
diag_pivot_thresh=ss_args['diag_pivot_thresh'],
options=dict(ILU_MILU=ss_args['ILU_MILU']))
if settings.debug and _scipy_check:
L_nnz = lu.L.nnz
U_nnz = lu.U.nnz
logger.debug('L NNZ: %i ; U NNZ: %i' % (L_nnz, U_nnz))
logger.debug('Fill factor: %f' % ((L_nnz + U_nnz) / orig_nnz))
it = 0
# FIXME: These atol keyword except checks can be removed once scipy 1.1
# is a minimum requirement
while (la.norm(L * v, np.inf) > tol) and (it < maxiter):
check = 0
if ss_args['method'] == 'power':
v = lu.solve(v)
elif ss_args['method'] == 'power-gmres':
try:
v, check = gmres(L,
v,
tol=mtol,
atol=ss_args['matol'],
M=ss_args['M'],
x0=ss_args['x0'],
restart=ss_args['restart'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = gmres(L,
v,
tol=mtol,
M=ss_args['M'],
x0=ss_args['x0'],
restart=ss_args['restart'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
elif ss_args['method'] == 'power-lgmres':
try:
v, check = lgmres(L,
v,
tol=mtol,
atol=ss_args['matol'],
M=ss_args['M'],
x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = lgmres(L,
v,
tol=mtol,
M=ss_args['M'],
x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
elif ss_args['method'] == 'power-bicgstab':
try:
v, check = bicgstab(L,
v,
tol=mtol,
atol=ss_args['matol'],
M=ss_args['M'],
x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = bicgstab(L,
v,
tol=mtol,
M=ss_args['M'],
x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
else:
raise Exception("Invalid iterative solver method.")
if check > 0:
raise Exception("{} failed to find solution in "
"{} iterations.".format(ss_args['method'], check))
if check < 0:
raise Exception("Breakdown in {}".format(ss_args['method']))
v = v / la.norm(v, np.inf)
it += 1
if ss_args['method'] == 'power' and ss_args['solver'] == 'mkl':
lu.delete()
if ss_args['return_info']:
ss_args['info']['max_iter_refine'] = ss_args['max_iter_refine']
ss_args['info']['scaling_vectors'] = ss_args['scaling_vectors']
ss_args['info']['weighted_matching'] = ss_args['weighted_matching']
if it >= maxiter:
raise Exception('Failed to find steady state after ' + str(maxiter) +
' iterations')
_power_end = time.time()
ss_args['info']['solution_time'] = _power_end - _power_start
ss_args['info']['iterations'] = it
if ss_args['return_info']:
ss_args['info']['residual_norm'] = la.norm(L * v, np.inf)
if settings.debug:
logger.debug('Number of iterations: %i' % it)
if ss_args['use_rcm']:
v = v[np.ix_(rev_perm, )]
# normalise according to type of problem
if sflag:
trow = v[::rhoss.shape[0] + 1]
data = v / np.sum(trow)
else:
data = data / la.norm(v)
data = dense2D_to_fastcsr_fmode(vec2mat(data), rhoss.shape[0],
rhoss.shape[0])
rhoss.data = 0.5 * (data + data.H)
rhoss.isherm = True
if ss_args['return_info']:
return rhoss, ss_args['info']
else:
return rhoss
def _steadystate_power(L, ss_args):
"""
Inverse power method for steady state solving.
"""
ss_args['info'].pop('weight', None)
if settings.debug:
logger.debug('Starting iterative inverse-power method solver.')
tol = ss_args['tol']
mtol = ss_args['mtol']
if mtol is None:
mtol = max(0.1*tol, 1e-15)
maxiter = ss_args['maxiter']
use_solver(assumeSortedIndices=True)
rhoss = Qobj()
sflag = issuper(L)
if sflag:
rhoss.dims = L.dims[0]
else:
rhoss.dims = [L.dims[0], 1]
n = L.shape[0]
# Build Liouvillian
if ss_args['solver'] == 'mkl' and ss_args['method'] == 'power':
has_mkl = 1
else:
has_mkl = 0
L, perm, perm2, rev_perm, ss_args = _steadystate_power_liouvillian(L,
ss_args,
has_mkl)
orig_nnz = L.nnz
# start with all ones as RHS
v = np.ones(n, dtype=complex)
if ss_args['use_rcm']:
v = v[np.ix_(perm2,)]
# Do preconditioning
if ss_args['solver'] == 'scipy':
if ss_args['M'] is None and ss_args['use_precond'] and \
ss_args['method'] in ['power-gmres',
'power-lgmres',
'power-bicgstab']:
ss_args['M'], ss_args = _iterative_precondition(L, int(np.sqrt(n)),
ss_args)
if ss_args['M'] is None:
warnings.warn("Preconditioning failed. Continuing without.",
UserWarning)
ss_iters = {'iter': 0}
def _iter_count(r):
ss_iters['iter'] += 1
return
_power_start = time.time()
# Get LU factors
if ss_args['method'] == 'power':
if ss_args['solver'] == 'mkl':
lu = mkl_splu(L, max_iter_refine=ss_args['max_iter_refine'],
scaling_vectors=ss_args['scaling_vectors'],
weighted_matching=ss_args['weighted_matching'])
else:
lu = splu(L, permc_spec=ss_args['permc_spec'],
diag_pivot_thresh=ss_args['diag_pivot_thresh'],
options=dict(ILU_MILU=ss_args['ILU_MILU']))
if settings.debug and _scipy_check:
L_nnz = lu.L.nnz
U_nnz = lu.U.nnz
logger.debug('L NNZ: %i ; U NNZ: %i' % (L_nnz, U_nnz))
logger.debug('Fill factor: %f' % ((L_nnz+U_nnz)/orig_nnz))
it = 0
# FIXME: These atol keyword except checks can be removed once scipy 1.1
# is a minimum requirement
while (la.norm(L * v, np.inf) > tol) and (it < maxiter):
check = 0
if ss_args['method'] == 'power':
v = lu.solve(v)
elif ss_args['method'] == 'power-gmres':
try:
v, check = gmres(L, v, tol=mtol, atol=ss_args['matol'],
M=ss_args['M'], x0=ss_args['x0'],
restart=ss_args['restart'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = gmres(L, v, tol=mtol,
M=ss_args['M'], x0=ss_args['x0'],
restart=ss_args['restart'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
elif ss_args['method'] == 'power-lgmres':
try:
v, check = lgmres(L, v, tol=mtol, atol=ss_args['matol'],
M=ss_args['M'], x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = lgmres(L, v, tol=mtol,
M=ss_args['M'], x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
elif ss_args['method'] == 'power-bicgstab':
try:
v, check = bicgstab(L, v, tol=mtol, atol=ss_args['matol'],
M=ss_args['M'], x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
except TypeError as e:
if "unexpected keyword argument 'atol'" in str(e):
v, check = bicgstab(L, v, tol=mtol,
M=ss_args['M'], x0=ss_args['x0'],
maxiter=ss_args['maxiter'],
callback=_iter_count)
else:
raise Exception("Invalid iterative solver method.")
if check > 0:
raise Exception("{} failed to find solution in "
"{} iterations.".format(ss_args['method'],
check))
if check < 0:
raise Exception("Breakdown in {}".format(ss_args['method']))
v = v / la.norm(v, np.inf)
it += 1
if ss_args['method'] == 'power' and ss_args['solver'] == 'mkl':
lu.delete()
if ss_args['return_info']:
ss_args['info']['max_iter_refine'] = ss_args['max_iter_refine']
ss_args['info']['scaling_vectors'] = ss_args['scaling_vectors']
ss_args['info']['weighted_matching'] = ss_args['weighted_matching']
if it >= maxiter:
raise Exception('Failed to find steady state after ' +
str(maxiter) + ' iterations')
_power_end = time.time()
ss_args['info']['solution_time'] = _power_end-_power_start
ss_args['info']['iterations'] = it
if ss_args['return_info']:
ss_args['info']['residual_norm'] = la.norm(L*v, np.inf)
if settings.debug:
logger.debug('Number of iterations: %i' % it)
if ss_args['use_rcm']:
v = v[np.ix_(rev_perm,)]
# normalise according to type of problem
if sflag:
trow = v[::rhoss.shape[0]+1]
data = v / np.sum(trow)
else:
data = data / la.norm(v)
data = dense2D_to_fastcsr_fmode(vec2mat(data),
rhoss.shape[0],
rhoss.shape[0])
rhoss.data = 0.5 * (data + data.H)
rhoss.isherm = True
if ss_args['return_info']:
return rhoss, ss_args['info']
else:
return rhoss
def _steadystate_power(L, ss_args):
"""
Inverse power method for steady state solving.
"""
ss_args['info'].pop('weight', None)
if settings.debug:
logger.debug('Starting iterative inverse-power method solver.')
tol = ss_args['tol']
maxiter = ss_args['maxiter']
use_solver(assumeSortedIndices=True)
rhoss = Qobj()
sflag = issuper(L)
if sflag:
rhoss.dims = L.dims[0]
else:
rhoss.dims = [L.dims[0], 1]
n = L.shape[0]
# Build Liouvillian
if settings.has_mkl and ss_args['method'] == 'power':
has_mkl = 1
else:
has_mkl = 0
L, perm, perm2, rev_perm, ss_args = _steadystate_power_liouvillian(L,
ss_args, has_mkl)
orig_nnz = L.nnz
# start with all ones as RHS
v = np.ones(n, dtype=complex)
if ss_args['use_rcm']:
v = v[np.ix_(perm2,)]
# Do preconditioning
if ss_args['M'] is None and ss_args['use_precond'] and \
ss_args['method'] in ['power-gmres',
'power-lgmres', 'power-bicgstab']:
ss_args['M'], ss_args = _iterative_precondition(L, int(np.sqrt(n)), ss_args)
if ss_args['M'] is None:
warnings.warn("Preconditioning failed. Continuing without.",
UserWarning)
ss_iters = {'iter': 0}
def _iter_count(r):
ss_iters['iter'] += 1
return
_power_start = time.time()
# Get LU factors
if ss_args['method'] == 'power':
if settings.has_mkl:
lu = mkl_splu(L)
else:
lu = splu(L, permc_spec=ss_args['permc_spec'],
diag_pivot_thresh=ss_args['diag_pivot_thresh'],
options=dict(ILU_MILU=ss_args['ILU_MILU']))
if settings.debug and _scipy_check:
L_nnz = lu.L.nnz
U_nnz = lu.U.nnz
logger.debug('L NNZ: %i ; U NNZ: %i' % (L_nnz, U_nnz))
logger.debug('Fill factor: %f' % ((L_nnz+U_nnz)/orig_nnz))
it = 0
_tol = max(ss_args['tol']/10, 1e-15) # Should make this user accessible
while (la.norm(L * v, np.inf) > tol) and (it < maxiter):
if ss_args['method'] == 'power':
v = lu.solve(v)
elif ss_args['method'] == 'power-gmres':
v, check = gmres(L, v, tol=_tol, M=ss_args['M'],
x0=ss_args['x0'], restart=ss_args['restart'],
maxiter=ss_args['maxiter'], callback=_iter_count)
elif ss_args['method'] == 'power-lgmres':
v, check = lgmres(L, v, tol=_tol, M=ss_args['M'],
x0=ss_args['x0'], maxiter=ss_args['maxiter'],
callback=_iter_count)
elif ss_args['method'] == 'power-bicgstab':
v, check = bicgstab(L, v, tol=_tol, M=ss_args['M'],
x0=ss_args['x0'],
maxiter=ss_args['maxiter'], callback=_iter_count)
else:
raise Exception("Invalid iterative solver method.")
v = v / la.norm(v, np.inf)
it += 1
if ss_args['method'] == 'power' and settings.has_mkl:
lu.delete()
if it >= maxiter:
raise Exception('Failed to find steady state after ' +
str(maxiter) + ' iterations')
_power_end = time.time()
ss_args['info']['solution_time'] = _power_end-_power_start
ss_args['info']['iterations'] = it
if ss_args['return_info']:
ss_args['info']['residual_norm'] = la.norm(L*v)
if settings.debug:
logger.debug('Number of iterations: %i' % it)
if ss_args['use_rcm']:
v = v[np.ix_(rev_perm,)]
# normalise according to type of problem
if sflag:
trow = sp.eye(rhoss.shape[0], rhoss.shape[0], format='coo')
trow = sp_reshape(trow, (1, n))
data = v / sum(trow.dot(v))
else:
data = data / la.norm(v)
data = sp.csr_matrix(vec2mat(data))
rhoss.data = 0.5 * (data + data.conj().T)
rhoss.isherm = True
if ss_args['return_info']:
return rhoss, ss_args['info']
else:
return rhoss