def evolution_strength_of_connection(A,
B=None,
epsilon=4.0,
k=2,
proj_type="l2",
weighting='diagonal',
symmetrize_measure=True,
cost=[0]):
"""
Construct strength of connection matrix using an Evolution-based measure
Parameters
----------
A : {csr_matrix, bsr_matrix}
Sparse NxN matrix
B : {string, array}
If B=None, then the near nullspace vector used is all ones. If B is
an (NxK) array, then B is taken to be the near nullspace vectors.
epsilon : scalar
Drop tolerance
k : integer
ODE num time steps, step size is assumed to be 1/rho(DinvA)
proj_type : {'l2','D_A'}
Define norm for constrained min prob, i.e. define projection
weighting : {string}
'block', 'diagonal' or 'local' construction of the D-inverse
used to precondition A before "evolving" delta-functions. The
local option is the cheapest.
Returns
-------
Atilde : {csr_matrix}
Sparse matrix of strength values
References
----------
.. [1] Olson, L. N., Schroder, J., Tuminaro, R. S.,
"A New Perspective on Strength Measures in Algebraic Multigrid",
submitted, June, 2008.
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import evolution_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = evolution_strength_of_connection(A, np.ones((A.shape[0],1)))
"""
# local imports for evolution_strength_of_connection
from pyamg.util.utils import scale_rows, get_block_diag, scale_columns
from pyamg.util.linalg import approximate_spectral_radius
# ====================================================================
# Check inputs
if epsilon < 1.0:
raise ValueError("expected epsilon > 1.0")
if k <= 0:
raise ValueError("number of time steps must be > 0")
if proj_type not in ['l2', 'D_A']:
raise ValueError("proj_type must be 'l2' or 'D_A'")
if (not sparse.isspmatrix_csr(A)) and (not sparse.isspmatrix_bsr(A)):
raise TypeError("expected csr_matrix or bsr_matrix")
# ====================================================================
# Format A and B correctly.
# B must be in mat format, this isn't a deep copy
if B is None:
Bmat = np.mat(np.ones((A.shape[0], 1), dtype=A.dtype))
else:
Bmat = np.mat(B)
# Is matrix A CSR?
if (not sparse.isspmatrix_csr(A)):
numPDEs = A.blocksize[0]
csrflag = False
else:
numPDEs = 1
csrflag = True
# Pre-process A. We need A in CSR, to be devoid of explicit 0's, have
# sorted indices and be scaled by D-inverse
if weighting == 'block':
Dinv = get_block_diag(A, blocksize=numPDEs, inv_flag=True)
Dinv = sparse.bsr_matrix(
(Dinv, np.arange(Dinv.shape[0]), np.arange(Dinv.shape[0] + 1)),
shape=A.shape)
Dinv_A = (Dinv * A).tocsr()
cost[0] += 1
elif weighting == 'diagonal':
D = A.diagonal()
Dinv = get_diagonal(A, norm_eq=False, inv=True)
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
cost[0] += 1
elif weighting == 'local':
D = np.abs(A) * np.ones((A.shape[0], 1), dtype=A.dtype)
Dinv = np.zeros_like(D)
Dinv[D != 0] = 1.0 / np.abs(D[D != 0])
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
cost[0] += 1
else:
raise ValueError('Unrecognized weighting for Evolution measure')
A = A.tocsr()
A.eliminate_zeros()
A.sort_indices()
# Handle preliminaries for the algorithm
dimen = A.shape[1]
NullDim = Bmat.shape[1]
if weighting == 'diagonal' or weighting == 'block':
# Get spectral radius of Dinv*A, scales the time step size for the ODE
rho_DinvA = approximate_spectral_radius(Dinv_A)
cost[0] += 15 # 15 lanczos iterations to approximate spectral radius
else:
# Using local weighting, no need for spectral radius
rho_DinvA = 1.0
# Calculate D_A for later use in the minimization problem
if proj_type == "D_A":
D = A.diagonal()
D_A = sparse.spdiags([D], [0], dimen, dimen, format='csr')
else:
D_A = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
# Calculate (I - delta_t Dinv A)^k
# We transpose the product, so that we can efficiently access
# the columns in CSR format. We want the columns (not rows) because
# strength is based on the columns of (I - delta_t Dinv A)^k, i.e.,
# relaxed delta functions
# Calculate the number of time steps that can be done by squaring, and
# the number of time steps that must be done incrementally
nsquare = int(np.log2(k))
ninc = k - 2**nsquare
# Calculate one time step
I = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
Atilde = (I - (1.0 / rho_DinvA) * Dinv_A)
Atilde = Atilde.T.tocsr()
cost[0] += 1
# Construct a sparsity mask for Atilde that will restrict Atilde^T to the
# nonzero pattern of A, with the added constraint that row i of Atilde^T
# retains only the nonzeros that are also in the same PDE as i.
mask = A.copy()
# Restrict to same PDE
if numPDEs > 1:
row_length = np.diff(mask.indptr)
my_pde = np.mod(np.arange(dimen), numPDEs)
my_pde = np.repeat(my_pde, row_length)
mask.data[np.mod(mask.indices, numPDEs) != my_pde] = 0.0
del row_length, my_pde
mask.eliminate_zeros()
# If the total number of time steps is a power of two, then there is
# a very efficient computational short-cut. Otherwise, we support
# other numbers of time steps, through an inefficient algorithm.
if ninc > 0:
warn("The most efficient time stepping for the Evolution Strength\
Method is done in powers of two.\nYou have chosen " + str(k) +
" time steps.")
JacobiStep = csr_matrix(Atilde, copy=True)
# Calculate (Atilde^nsquare)^T = (Atilde^T)^nsquare
for i in range(nsquare):
cost[0] += mat_mat_complexity(Atilde, Atilde)
Atilde = Atilde * Atilde
for i in range(ninc):
cost[0] += mat_mat_complexity(Atilde, JacobiStep)
Atilde = Atilde * JacobiStep
del JacobiStep
# Apply mask to Atilde, zeros in mask have already been eliminated at
# start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
cost[0] += Atilde.nnz / float(A.nnz)
elif nsquare == 0:
if numPDEs > 1:
# Apply mask to Atilde, zeros in mask have already been eliminated
# at start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
else:
# Use computational short-cut for case (ninc == 0) and (nsquare > 0)
# Calculate Atilde^k only at the sparsity pattern of mask.
for i in range(nsquare - 1):
cost[0] += mat_mat_complexity(Atilde, Atilde)
Atilde = Atilde * Atilde
# Call incomplete mat-mat mult
AtildeCSC = Atilde.tocsc()
AtildeCSC.sort_indices()
mask.sort_indices()
Atilde.sort_indices()
amg_core.incomplete_mat_mult_csr(Atilde.indptr, Atilde.indices,
Atilde.data, AtildeCSC.indptr,
AtildeCSC.indices, AtildeCSC.data,
mask.indptr, mask.indices, mask.data,
dimen)
cost[0] += mat_mat_complexity(Atilde, mask, incomplete=True) / float(
A.nnz)
del AtildeCSC, Atilde
Atilde = mask
Atilde.eliminate_zeros()
Atilde.sort_indices()
del Dinv, Dinv_A, mask
# Calculate strength based on constrained min problem of
# min( z - B*x ), such that
# (B*x)|_i = z|_i, i.e. they are equal at point i
# z = (I - (t/k) Dinv A)^k delta_i
#
# Strength is defined as the relative point-wise approx. error between
# B*x and z. We don't use the full z in this problem, only that part of
# z that is in the sparsity pattern of A.
#
# Can use either the D-norm, and inner product, or l2-norm and inner-prod
# to solve the constrained min problem. Using D gives scale invariance.
#
# This is a quadratic minimization problem with a linear constraint, so
# we can build a linear system and solve it to find the critical point,
# i.e. minimum.
#
# We exploit a known shortcut for the case of NullDim = 1. The shortcut is
# mathematically equivalent to the longer constrained min. problem
if NullDim == 1:
# Use shortcut to solve constrained min problem if B is only a vector
# Strength(i,j) = | 1 - (z(i)/b(j))/(z(j)/b(i)) |
# These ratios can be calculated by diagonal row and column scalings
# Create necessary vectors for scaling Atilde
# Its not clear what to do where B == 0. This is an
# an easy programming solution, that may make sense.
Bmat_forscaling = np.ravel(Bmat)
Bmat_forscaling[Bmat_forscaling == 0] = 1.0
DAtilde = Atilde.diagonal()
DAtildeDivB = np.ravel(DAtilde) / Bmat_forscaling
cost[0] += Atilde.shape[0] / float(A.nnz)
# Calculate best approximation, z_tilde, in span(B)
# Importantly, scale_rows and scale_columns leave zero entries
# in the matrix. For previous implementations this was useful
# because we assume data and Atilde.data are the same length below
data = Atilde.data.copy()
Atilde.data[:] = 1.0
Atilde = scale_rows(Atilde, DAtildeDivB)
Atilde = scale_columns(Atilde, np.ravel(Bmat_forscaling))
cost[0] += 2.0 * Atilde.nnz / float(A.nnz)
# If angle in the complex plane between z and z_tilde is
# greater than 90 degrees, then weak. We can just look at the
# dot product to determine if angle is greater than 90 degrees.
angle = np.real(Atilde.data) * np.real(data) +\
np.imag(Atilde.data) * np.imag(data)
angle = angle < 0.0
angle = np.array(angle, dtype=bool)
cost[0] += Atilde.nnz / float(A.nnz)
if Atilde.dtype is 'complex':
cost[0] += Atilde.nnz / float(A.nnz)
# Calculate Approximation ratio
Atilde.data = Atilde.data / data
cost[0] += Atilde.nnz / float(A.nnz)
# If approximation ratio is less than tol, then weak connection
weak_ratio = (np.abs(Atilde.data) < 1e-4)
# Calculate Approximation error
Atilde.data = abs(1.0 - Atilde.data)
cost[0] += Atilde.nnz / float(A.nnz)
# Set small ratios and large angles to weak
Atilde.data[weak_ratio] = 0.0
Atilde.data[angle] = 0.0
# Set near perfect connections to 1e-4
Atilde.eliminate_zeros()
Atilde.data[Atilde.data < np.sqrt(np.finfo(float).eps)] = 1e-4
del data, weak_ratio, angle
else:
# For use in computing local B_i^H*B, precompute the element-wise
# multiply of each column of B with each other column. We also scale
# by 2.0 to account for BDB's eventual use in a constrained
# minimization problem
BDBCols = int(np.sum(np.arange(NullDim + 1)))
BDB = np.zeros((dimen, BDBCols), dtype=A.dtype)
counter = 0
for i in range(NullDim):
for j in range(i, NullDim):
BDB[:, counter] = 2.0 *\
(np.conjugate(np.ravel(np.asarray(B[:, i]))) *
np.ravel(np.asarray(D_A * B[:, j])))
counter = counter + 1
cost[0] += B.shape[0] / float(A.nnz)
# Choose tolerance for dropping "numerically zero" values later
t = Atilde.dtype.char
eps = np.finfo(np.float).eps
feps = np.finfo(np.single).eps
geps = np.finfo(np.longfloat).eps
_array_precision = {'f': 0, 'd': 1, 'g': 2, 'F': 0, 'D': 1, 'G': 2}
tol = {0: feps * 1e3, 1: eps * 1e6, 2: geps * 1e6}[_array_precision[t]]
# Use constrained min problem to define strength.
# This function is doing similar to NullDim=1 with more bad guys.
# Complexity accounts for computing the block inverse, and
# hat{z_i} = B_i*x, hat{z_i} .* hat{z_i},
# hat{z_i} = hat{z_i} / z_i, and abs(1.0 - hat{z_i}).
cost[0] += (Atilde.nnz * (3 + NullDim) +
(NullDim**3) * dimen) / float(A.nnz)
amg_core.evolution_strength_helper(
Atilde.data, Atilde.indptr, Atilde.indices, Atilde.shape[0],
np.ravel(np.asarray(B)),
np.ravel(np.asarray((D_A * np.conjugate(B)).T)),
np.ravel(np.asarray(BDB)), BDBCols, NullDim, tol)
Atilde.eliminate_zeros()
# All of the strength values are real by this point, so ditch the complex
# part
Atilde.data = np.array(np.real(Atilde.data), dtype=float)
# Apply drop tolerance
if epsilon != np.inf:
cost[0] += Atilde.nnz / float(A.nnz)
amg_core.apply_distance_filter(dimen, epsilon, Atilde.indptr,
Atilde.indices, Atilde.data)
Atilde.eliminate_zeros()
# Set diagonal to 1.0, as each point is strongly connected to itself.
I = sparse.eye(dimen, dimen, format="csr")
I.data -= Atilde.diagonal()
Atilde = Atilde + I
cost[0] += Atilde.shape[0] / float(A.nnz)
# If converted BSR to CSR, convert back and return amalgamated matrix,
# i.e. the sparsity structure of the blocks of Atilde
if not csrflag:
Atilde = Atilde.tobsr(blocksize=(numPDEs, numPDEs))
n_blocks = Atilde.indices.shape[0]
blocksize = Atilde.blocksize[0] * Atilde.blocksize[1]
CSRdata = np.zeros((n_blocks, ))
amg_core.min_blocks(n_blocks, blocksize,
np.ravel(np.asarray(Atilde.data)), CSRdata)
# Atilde = sparse.csr_matrix((data, row, col), shape=(*,*))
Atilde = sparse.csr_matrix((CSRdata, Atilde.indices, Atilde.indptr),
shape=(int(Atilde.shape[0] / numPDEs),
int(Atilde.shape[1] / numPDEs)))
# Standardized strength values require small values be weak and large
# values be strong. So, we invert the algebraic distances computed here
Atilde.data = 1.0 / Atilde.data
cost[0] += Atilde.nnz / float(A.nnz)
# Scale C by the largest magnitude entry in each row
Atilde = scale_rows_by_largest_entry(Atilde)
cost[0] += Atilde.nnz / float(A.nnz)
# Symmetrize
if symmetrize_measure:
Atilde = 0.5 * (Atilde + Atilde.T)
cost[0] += Atilde.nnz / float(A.nnz)
return Atilde
def evolution_strength_of_connection(A, B='ones', epsilon=4.0, k=2,
proj_type="l2", block_flag=False,
symmetrize_measure=True):
"""
Construct strength of connection matrix using an Evolution-based measure
Parameters
----------
A : {csr_matrix, bsr_matrix}
Sparse NxN matrix
B : {string, array}
If B='ones', then the near nullspace vector used is all ones. If B is
an (NxK) array, then B is taken to be the near nullspace vectors.
epsilon : scalar
Drop tolerance
k : integer
ODE num time steps, step size is assumed to be 1/rho(DinvA)
proj_type : {'l2','D_A'}
Define norm for constrained min prob, i.e. define projection
block_flag : {boolean}
If True, use a block D inverse as preconditioner for A during
weighted-Jacobi
Returns
-------
Atilde : {csr_matrix}
Sparse matrix of strength values
References
----------
.. [1] Olson, L. N., Schroder, J., Tuminaro, R. S.,
"A New Perspective on Strength Measures in Algebraic Multigrid",
submitted, June, 2008.
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import evolution_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = evolution_strength_of_connection(A, np.ones((A.shape[0],1)))
"""
# local imports for evolution_strength_of_connection
from pyamg.util.utils import scale_rows, get_block_diag, scale_columns
from pyamg.util.linalg import approximate_spectral_radius
# ====================================================================
# Check inputs
if epsilon < 1.0:
raise ValueError("expected epsilon > 1.0")
if k <= 0:
raise ValueError("number of time steps must be > 0")
if proj_type not in ['l2', 'D_A']:
raise ValueError("proj_type must be 'l2' or 'D_A'")
if (not sparse.isspmatrix_csr(A)) and (not sparse.isspmatrix_bsr(A)):
raise TypeError("expected csr_matrix or bsr_matrix")
# ====================================================================
# Format A and B correctly.
# B must be in mat format, this isn't a deep copy
if B == 'ones':
Bmat = np.mat(np.ones((A.shape[0], 1), dtype=A.dtype))
else:
Bmat = np.mat(B)
# Pre-process A. We need A in CSR, to be devoid of explicit 0's and have
# sorted indices
if (not sparse.isspmatrix_csr(A)):
csrflag = False
numPDEs = A.blocksize[0]
D = A.diagonal()
# Calculate Dinv*A
if block_flag:
Dinv = get_block_diag(A, blocksize=numPDEs, inv_flag=True)
Dinv = sparse.bsr_matrix((Dinv, np.arange(Dinv.shape[0]),
np.arange(Dinv.shape[0] + 1)),
shape=A.shape)
Dinv_A = (Dinv * A).tocsr()
else:
Dinv = np.zeros_like(D)
mask = (D != 0.0)
Dinv[mask] = 1.0 / D[mask]
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
A = A.tocsr()
else:
csrflag = True
numPDEs = 1
D = A.diagonal()
Dinv = np.zeros_like(D)
mask = (D != 0.0)
Dinv[mask] = 1.0 / D[mask]
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
A.eliminate_zeros()
A.sort_indices()
# Handle preliminaries for the algorithm
dimen = A.shape[1]
NullDim = Bmat.shape[1]
# Get spectral radius of Dinv*A, this will be used to scale the time step
# size for the ODE
rho_DinvA = approximate_spectral_radius(Dinv_A)
# Calculate D_A for later use in the minimization problem
if proj_type == "D_A":
D_A = sparse.spdiags([D], [0], dimen, dimen, format='csr')
else:
D_A = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
# Calculate (I - delta_t Dinv A)^k
# In order to later access columns, we calculate the transpose in
# CSR format so that columns will be accessed efficiently
# Calculate the number of time steps that can be done by squaring, and
# the number of time steps that must be done incrementally
nsquare = int(np.log2(k))
ninc = k - 2**nsquare
# Calculate one time step
I = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
Atilde = (I - (1.0/rho_DinvA)*Dinv_A)
Atilde = Atilde.T.tocsr()
# Construct a sparsity mask for Atilde that will restrict Atilde^T to the
# nonzero pattern of A, with the added constraint that row i of Atilde^T
# retains only the nonzeros that are also in the same PDE as i.
mask = A.copy()
# Restrict to same PDE
if numPDEs > 1:
row_length = np.diff(mask.indptr)
my_pde = np.mod(range(dimen), numPDEs)
my_pde = np.repeat(my_pde, row_length)
mask.data[np.mod(mask.indices, numPDEs) != my_pde] = 0.0
del row_length, my_pde
mask.eliminate_zeros()
# If the total number of time steps is a power of two, then there is
# a very efficient computational short-cut. Otherwise, we support
# other numbers of time steps, through an inefficient algorithm.
if ninc > 0:
warn("The most efficient time stepping for the Evolution Strength\
Method is done in powers of two.\nYou have chosen " + str(k) +
" time steps.")
# Calculate (Atilde^nsquare)^T = (Atilde^T)^nsquare
for i in range(nsquare):
Atilde = Atilde*Atilde
JacobiStep = (I - (1.0/rho_DinvA)*Dinv_A).T.tocsr()
for i in range(ninc):
Atilde = Atilde*JacobiStep
del JacobiStep
# Apply mask to Atilde, zeros in mask have already been eliminated at
# start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
elif nsquare == 0:
if numPDEs > 1:
# Apply mask to Atilde, zeros in mask have already been eliminated
# at start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
else:
# Use computational short-cut for case (ninc == 0) and (nsquare > 0)
# Calculate Atilde^k only at the sparsity pattern of mask.
for i in range(nsquare-1):
Atilde = Atilde*Atilde
# Call incomplete mat-mat mult
AtildeCSC = Atilde.tocsc()
AtildeCSC.sort_indices()
mask.sort_indices()
Atilde.sort_indices()
amg_core.incomplete_mat_mult_csr(Atilde.indptr, Atilde.indices,
Atilde.data, AtildeCSC.indptr,
AtildeCSC.indices, AtildeCSC.data,
mask.indptr, mask.indices, mask.data,
dimen)
del AtildeCSC, Atilde
Atilde = mask
Atilde.eliminate_zeros()
Atilde.sort_indices()
del Dinv, Dinv_A, mask
# Calculate strength based on constrained min problem of
# min( z - B*x ), such that
# (B*x)|_i = z|_i, i.e. they are equal at point i
# z = (I - (t/k) Dinv A)^k delta_i
#
# Strength is defined as the relative point-wise approx. error between
# B*x and z. We don't use the full z in this problem, only that part of
# z that is in the sparsity pattern of A.
#
# Can use either the D-norm, and inner product, or l2-norm and inner-prod
# to solve the constrained min problem. Using D gives scale invariance.
#
# This is a quadratic minimization problem with a linear constraint, so
# we can build a linear system and solve it to find the critical point,
# i.e. minimum.
#
# We exploit a known shortcut for the case of NullDim = 1. The shortcut is
# mathematically equivalent to the longer constrained min. problem
if NullDim == 1:
# Use shortcut to solve constrained min problem if B is only a vector
# Strength(i,j) = | 1 - (z(i)/b(j))/(z(j)/b(i)) |
# These ratios can be calculated by diagonal row and column scalings
# Create necessary vectors for scaling Atilde
# Its not clear what to do where B == 0. This is an
# an easy programming solution, that may make sense.
Bmat_forscaling = np.ravel(Bmat)
Bmat_forscaling[Bmat_forscaling == 0] = 1.0
DAtilde = Atilde.diagonal()
DAtildeDivB = np.ravel(DAtilde) / Bmat_forscaling
# Calculate best approximation, z_tilde, in span(B)
# Importantly, scale_rows and scale_columns leave zero entries
# in the matrix. For previous implementations this was useful
# because we assume data and Atilde.data are the same length below
data = Atilde.data.copy()
Atilde.data[:] = 1.0
Atilde = scale_rows(Atilde, DAtildeDivB)
Atilde = scale_columns(Atilde, np.ravel(Bmat_forscaling))
# If angle in the complex plane between z and z_tilde is
# greater than 90 degrees, then weak. We can just look at the
# dot product to determine if angle is greater than 90 degrees.
angle = np.real(Atilde.data) * np.real(data) +\
np.imag(Atilde.data) * np.imag(data)
angle = angle < 0.0
angle = np.array(angle, dtype=bool)
# Calculate Approximation ratio
Atilde.data = Atilde.data/data
# If approximation ratio is less than tol, then weak connection
weak_ratio = (np.abs(Atilde.data) < 1e-4)
# Calculate Approximation error
Atilde.data = abs(1.0 - Atilde.data)
# Set small ratios and large angles to weak
Atilde.data[weak_ratio] = 0.0
Atilde.data[angle] = 0.0
# Set near perfect connections to 1e-4
Atilde.eliminate_zeros()
Atilde.data[Atilde.data < np.sqrt(np.finfo(float).eps)] = 1e-4
del data, weak_ratio, angle
else:
# For use in computing local B_i^H*B, precompute the element-wise
# multiply of each column of B with each other column. We also scale
# by 2.0 to account for BDB's eventual use in a constrained
# minimization problem
BDBCols = int(np.sum(range(NullDim + 1)))
BDB = np.zeros((dimen, BDBCols), dtype=A.dtype)
counter = 0
for i in range(NullDim):
for j in range(i, NullDim):
BDB[:, counter] = 2.0 *\
(np.conjugate(np.ravel(np.asarray(B[:, i]))) *
np.ravel(np.asarray(D_A * B[:, j])))
counter = counter + 1
# Choose tolerance for dropping "numerically zero" values later
t = Atilde.dtype.char
eps = np.finfo(np.float).eps
feps = np.finfo(np.single).eps
geps = np.finfo(np.longfloat).eps
_array_precision = {'f': 0, 'd': 1, 'g': 2, 'F': 0, 'D': 1, 'G': 2}
tol = {0: feps*1e3, 1: eps*1e6, 2: geps*1e6}[_array_precision[t]]
# Use constrained min problem to define strength
amg_core.evolution_strength_helper(Atilde.data,
Atilde.indptr,
Atilde.indices,
Atilde.shape[0],
np.ravel(np.asarray(B)),
np.ravel(np.asarray(
(D_A * np.conjugate(B)).T)),
np.ravel(np.asarray(BDB)),
BDBCols, NullDim, tol)
Atilde.eliminate_zeros()
# All of the strength values are real by this point, so ditch the complex
# part
Atilde.data = np.array(np.real(Atilde.data), dtype=float)
# Apply drop tolerance
if symmetrize_measure:
Atilde = 0.5*(Atilde + Atilde.T)
if epsilon != np.inf:
amg_core.apply_distance_filter(dimen, epsilon, Atilde.indptr,
Atilde.indices, Atilde.data)
Atilde.eliminate_zeros()
# Set diagonal to 1.0, as each point is strongly connected to itself.
I = sparse.eye(dimen, dimen, format="csr")
I.data -= Atilde.diagonal()
Atilde = Atilde + I
# If converted BSR to CSR, convert back and return amalgamated matrix,
# i.e. the sparsity structure of the blocks of Atilde
if not csrflag:
Atilde = Atilde.tobsr(blocksize=(numPDEs, numPDEs))
n_blocks = Atilde.indices.shape[0]
blocksize = Atilde.blocksize[0]*Atilde.blocksize[1]
CSRdata = np.zeros((n_blocks,))
amg_core.min_blocks(n_blocks, blocksize,
np.ravel(np.asarray(Atilde.data)), CSRdata)
# Atilde = sparse.csr_matrix((data, row, col), shape=(*,*))
Atilde = sparse.csr_matrix((CSRdata, Atilde.indices, Atilde.indptr),
shape=(Atilde.shape[0] / numPDEs,
Atilde.shape[1] / numPDEs))
# Standardized strength values require small values be weak and large
# values be strong. So, we invert the algebraic distances computed here
Atilde.data = 1.0/Atilde.data
# Scale C by the largest magnitude entry in each row
Atilde = scale_rows_by_largest_entry(Atilde)
return Atilde
def test_incomplete_mat_mult_csr(self):
# Test a critical helper routine for evolution_soc(...)
# We test that (A*B).multiply(mask) = incomplete_mat_mult_csr(A,B,mask)
#
# This function assumes square matrices, A, B and mask, so that
# simplifies the testing
cases = []
# 1x1 tests
A = csr_matrix(np.mat([[1.1]]))
B = csr_matrix(np.mat([[1.0]]))
A2 = csr_matrix(np.mat([[0.]]))
mask = csr_matrix(np.mat([[1.]]))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A, A2, mask))
cases.append((A2, A2, mask))
# 2x2 tests
A = csr_matrix(np.mat([[1., 2.], [2., 4.]]))
B = csr_matrix(np.mat([[1.3, 2.], [2.8, 4.]]))
A2 = csr_matrix(np.mat([[1.3, 0.], [0., 4.]]))
B2 = csr_matrix(np.mat([[1.3, 0.], [2., 4.]]))
mask = csr_matrix(
(np.ones(4), (np.array([0, 0, 1, 1]), np.array([0, 1, 0, 1]))),
shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
mask = csr_matrix(
(np.ones(3), (np.array([0, 0, 1]), np.array([0, 1, 1]))),
shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
mask = csr_matrix((np.ones(2), (np.array([0, 1]), np.array([0, 0]))),
shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
# 5x5 tests
A = np.mat([[0., 16.9, 6.4, 0.0, 5.8], [16.9, 13.8, 7.2, 0., 9.5],
[6.4, 7.2, 12., 6.1, 5.9], [0.0, 0., 6.1, 0., 0.],
[5.8, 9.5, 5.9, 0., 13.]])
C = A.copy()
C[1, 0] = 3.1
C[3, 2] = 10.1
A2 = A.copy()
A2[1, :] = 0.0
A3 = A2.copy()
A3[:, 1] = 0.0
A = csr_matrix(A)
A2 = csr_matrix(A2)
A3 = csr_matrix(A3)
C = csr_matrix(C)
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A2, A2, mask))
cases.append((A3, A3, mask))
cases.append((A, A2, mask))
cases.append((A3, A, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
mask.data[1] = 0.0
mask.data[5] = 0.0
mask.data[9] = 0.0
mask.data[13] = 0.0
mask.eliminate_zeros()
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A2, A2, mask))
cases.append((A3, A3, mask))
cases.append((A, A2, mask))
cases.append((A3, A, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
# Laplacian tests
A = poisson((5, 5), format='csr')
B = A.copy()
B.data[1] = 3.5
B.data[11] = 11.6
B.data[28] = -3.2
C = csr_matrix(np.zeros(A.shape))
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((B, A, mask))
cases.append((C, A, mask))
cases.append((A, C, mask))
cases.append((C, C, mask))
# Imaginary tests
A = np.mat(
[[0.0 + 0.j, 0.0 + 16.9j, 6.4 + 1.2j, 0.0 + 0.j, 0.0 + 0.j],
[16.9 + 0.j, 13.8 + 0.j, 7.2 + 0.j, 0.0 + 0.j, 0.0 + 9.5j],
[0.0 + 6.4j, 7.2 - 8.1j, 12.0 + 0.j, 6.1 + 0.j, 5.9 + 0.j],
[0.0 + 0.j, 0.0 + 0.j, 6.1 + 0.j, 0.0 + 0.j, 0.0 + 0.j],
[5.8 + 0.j, -4.0 + 9.5j, -3.2 - 5.9j, 0.0 + 0.j, 13.0 + 0.j]])
C = A.copy()
C[1, 0] = 3.1j - 1.3
C[3, 2] = -10.1j + 9.7
A = csr_matrix(A)
C = csr_matrix(C)
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
for case in cases:
A = case[0].tocsr()
B = case[1].tocsc()
mask = case[2].tocsr()
A.sort_indices()
B.sort_indices()
mask.sort_indices()
result = mask.copy()
incomplete_mat_mult_csr(A.indptr, A.indices, A.data, B.indptr,
B.indices, B.data, result.indptr,
result.indices, result.data, A.shape[0])
result.eliminate_zeros()
exact = (A * B).multiply(mask)
exact.sort_indices()
exact.eliminate_zeros()
assert_array_almost_equal(exact.data, result.data)
assert_array_equal(exact.indptr, result.indptr)
assert_array_equal(exact.indices, result.indices)
def test_incomplete_mat_mult_csr(self):
# Test a critical helper routine for evolution_soc(...)
# We test that (A*B).multiply(mask) = incomplete_mat_mult_csr(A,B,mask)
#
# This function assumes square matrices, A, B and mask, so that
# simplifies the testing
cases = []
# 1x1 tests
A = csr_matrix(np.mat([[1.1]]))
B = csr_matrix(np.mat([[1.0]]))
A2 = csr_matrix(np.mat([[0.]]))
mask = csr_matrix(np.mat([[1.]]))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A, A2, mask))
cases.append((A2, A2, mask))
# 2x2 tests
A = csr_matrix(np.mat([[1., 2.], [2., 4.]]))
B = csr_matrix(np.mat([[1.3, 2.], [2.8, 4.]]))
A2 = csr_matrix(np.mat([[1.3, 0.], [0., 4.]]))
B2 = csr_matrix(np.mat([[1.3, 0.], [2., 4.]]))
mask = csr_matrix((np.ones(4), (np.array([0, 0, 1, 1]),
np.array([0, 1, 0, 1]))), shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
mask = csr_matrix((np.ones(3), (np.array([0, 0, 1]),
np.array([0, 1, 1]))), shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
mask = csr_matrix((np.ones(2), (np.array([0, 1]),
np.array([0, 0]))), shape=(2, 2))
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((A2, A2, mask))
cases.append((A2, B2, mask))
# 5x5 tests
A = np.mat([[0., 16.9, 6.4, 0.0, 5.8],
[16.9, 13.8, 7.2, 0., 9.5],
[6.4, 7.2, 12., 6.1, 5.9],
[0.0, 0., 6.1, 0., 0.],
[5.8, 9.5, 5.9, 0., 13.]])
C = A.copy()
C[1, 0] = 3.1
C[3, 2] = 10.1
A2 = A.copy()
A2[1, :] = 0.0
A3 = A2.copy()
A3[:, 1] = 0.0
A = csr_matrix(A)
A2 = csr_matrix(A2)
A3 = csr_matrix(A3)
C = csr_matrix(C)
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A2, A2, mask))
cases.append((A3, A3, mask))
cases.append((A, A2, mask))
cases.append((A3, A, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
mask.data[1] = 0.0
mask.data[5] = 0.0
mask.data[9] = 0.0
mask.data[13] = 0.0
mask.eliminate_zeros()
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A2, A2, mask))
cases.append((A3, A3, mask))
cases.append((A, A2, mask))
cases.append((A3, A, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
# Laplacian tests
A = poisson((5, 5), format='csr')
B = A.copy()
B.data[1] = 3.5
B.data[11] = 11.6
B.data[28] = -3.2
C = csr_matrix(np.zeros(A.shape))
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((A, B, mask))
cases.append((B, A, mask))
cases.append((C, A, mask))
cases.append((A, C, mask))
cases.append((C, C, mask))
# Imaginary tests
A = np.mat([[0.0 + 0.j, 0.0 + 16.9j, 6.4 + 1.2j, 0.0 + 0.j, 0.0 + 0.j],
[16.9 + 0.j, 13.8 + 0.j, 7.2 + 0.j, 0.0 + 0.j, 0.0 + 9.5j],
[0.0 + 6.4j, 7.2 - 8.1j, 12.0 + 0.j, 6.1 + 0.j, 5.9 + 0.j],
[0.0 + 0.j, 0.0 + 0.j, 6.1 + 0.j, 0.0 + 0.j, 0.0 + 0.j],
[5.8 + 0.j, -4.0 + 9.5j, -3.2 - 5.9j,
0.0 + 0.j, 13.0 + 0.j]])
C = A.copy()
C[1, 0] = 3.1j - 1.3
C[3, 2] = -10.1j + 9.7
A = csr_matrix(A)
C = csr_matrix(C)
mask = A.copy()
mask.data[:] = 1.0
cases.append((A, A, mask))
cases.append((C, C, mask))
cases.append((A, C, mask))
cases.append((C, A, mask))
for case in cases:
A = case[0].tocsr()
B = case[1].tocsc()
mask = case[2].tocsr()
A.sort_indices()
B.sort_indices()
mask.sort_indices()
result = mask.copy()
incomplete_mat_mult_csr(A.indptr, A.indices, A.data, B.indptr,
B.indices, B.data, result.indptr,
result.indices, result.data, A.shape[0])
result.eliminate_zeros()
exact = (A*B).multiply(mask)
exact.sort_indices()
exact.eliminate_zeros()
assert_array_almost_equal(exact.data, result.data)
assert_array_equal(exact.indptr, result.indptr)
assert_array_equal(exact.indices, result.indices)
