def block_jacobi(A, x, b, Dinv=None, blocksize=1, iterations=1, omega=1.0): """Perform block Jacobi iteration on the linear system Ax=b Parameters ---------- A : csr_matrix or bsr_matrix Sparse NxN matrix x : ndarray Approximate solution (length N) b : ndarray Right-hand side (length N) Dinv : array Array holding block diagonal inverses of A size (N/blocksize, blocksize, blocksize) blocksize : int Desired dimension of blocks iterations : int Number of iterations to perform omega : scalar Damping parameter Returns ------- Nothing, x will be modified in place. Examples -------- >>> ## Use block Jacobi as a Stand-Alone Solver >>> from pyamg.relaxation import * >>> from pyamg.gallery import poisson >>> from pyamg.util.linalg import norm >>> import numpy >>> A = poisson((10,10), format='csr') >>> x0 = numpy.zeros((A.shape[0],1)) >>> b = numpy.ones((A.shape[0],1)) >>> block_jacobi(A, x0, b, blocksize=4, iterations=10, omega=1.0) >>> print norm(b-A*x0) 4.66474230129 >>> # >>> ## Use block Jacobi as the Multigrid Smoother >>> from pyamg import smoothed_aggregation_solver >>> sa = smoothed_aggregation_solver(A, B=numpy.ones((A.shape[0],1)), ... coarse_solver='pinv2', max_coarse=50, ... presmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}), ... postsmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4})) >>> x0=numpy.zeros((A.shape[0],1)) >>> residuals=[] >>> x = sa.solve(b, x0=x0, tol=1e-8, residuals=residuals) """ A,x,b = make_system(A, x, b, formats=['csr', 'bsr']) A = A.tobsr(blocksize=(blocksize, blocksize)) if Dinv == None: Dinv = get_block_diag(A, blocksize=blocksize, inv_flag=True) elif Dinv.shape[0] != A.shape[0]/blocksize: raise ValueError('Dinv and A have incompatible dimensions') elif (Dinv.shape[1] != blocksize) or (Dinv.shape[2] != blocksize): raise ValueError('Dinv and blocksize are incompatible') sweep = slice(None) (row_start,row_stop,row_step) = sweep.indices(A.shape[0]/blocksize) if (row_stop - row_start) * row_step <= 0: #no work to do return temp = numpy.empty_like(x) # Create uniform type, and convert possibly complex scalars to length 1 arrays [omega] = type_prep(A.dtype, [omega]) for iter in xrange(iterations): amg_core.block_jacobi(A.indptr, A.indices, numpy.ravel(A.data), x, b, numpy.ravel(Dinv), temp, row_start, row_stop, row_step, omega, blocksize)
def block_jacobi(A, x, b, Dinv=None, blocksize=1, iterations=1, omega=1.0): """Perform block Jacobi iteration on the linear system Ax=b Parameters ---------- A : csr_matrix or bsr_matrix Sparse NxN matrix x : ndarray Approximate solution (length N) b : ndarray Right-hand side (length N) Dinv : array Array holding block diagonal inverses of A size (N/blocksize, blocksize, blocksize) blocksize : int Desired dimension of blocks iterations : int Number of iterations to perform omega : scalar Damping parameter Returns ------- Nothing, x will be modified in place. Examples -------- >>> ## Use block Jacobi as a Stand-Alone Solver >>> from pyamg.relaxation import * >>> from pyamg.gallery import poisson >>> from pyamg.util.linalg import norm >>> import numpy >>> A = poisson((10,10), format='csr') >>> x0 = numpy.zeros((A.shape[0],1)) >>> b = numpy.ones((A.shape[0],1)) >>> block_jacobi(A, x0, b, blocksize=4, iterations=10, omega=1.0) >>> print norm(b-A*x0) 4.66474230129 >>> # >>> ## Use block Jacobi as the Multigrid Smoother >>> from pyamg import smoothed_aggregation_solver >>> sa = smoothed_aggregation_solver(A, B=numpy.ones((A.shape[0],1)), ... coarse_solver='pinv2', max_coarse=50, ... presmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4}), ... postsmoother=('block_jacobi', {'omega': 4.0/3.0, 'iterations' : 2, 'blocksize' : 4})) >>> x0=numpy.zeros((A.shape[0],1)) >>> residuals=[] >>> x = sa.solve(b, x0=x0, tol=1e-8, residuals=residuals) """ A, x, b = make_system(A, x, b, formats=['csr', 'bsr']) A = A.tobsr(blocksize=(blocksize, blocksize)) if Dinv == None: Dinv = get_block_diag(A, blocksize=blocksize, inv_flag=True) elif Dinv.shape[0] != A.shape[0] / blocksize: raise ValueError('Dinv and A have incompatible dimensions') elif (Dinv.shape[1] != blocksize) or (Dinv.shape[2] != blocksize): raise ValueError('Dinv and blocksize are incompatible') sweep = slice(None) (row_start, row_stop, row_step) = sweep.indices(A.shape[0] / blocksize) if (row_stop - row_start) * row_step <= 0: #no work to do return temp = numpy.empty_like(x) # Create uniform type, and convert possibly complex scalars to length 1 arrays [omega] = type_prep(A.dtype, [omega]) for iter in xrange(iterations): amg_core.block_jacobi(A.indptr, A.indices, numpy.ravel(A.data), x, b, numpy.ravel(Dinv), temp, row_start, row_stop, row_step, omega, blocksize)