Пример #1
0
def get_aggregate(A, strength, aggregate, diagonal_dominance, B, **kwargs):
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        if 'B' in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'predefined':
        C = kwargs['C'].tocsr()
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate)
    if fn == 'standard':
        AggOp = standard_aggregation(C, **kwargs)[0]
    elif fn == 'naive':
        AggOp = naive_aggregation(C, **kwargs)[0]
    elif fn == 'lloyd':
        AggOp = lloyd_aggregation(C, **kwargs)[0]
    elif fn == 'pairwise':
        AggOp = pairwise_aggregation(A, B, **kwargs)[0]
    elif fn == 'predefined':
        AggOp = kwargs['AggOp'].tocsr()
    else:
        raise ValueError('unrecognized aggregation method %s' % str(fn))

    return AggOp
Пример #2
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    def test_direct_interpolation(self):
        for A in self.cases:

            S = classical_strength_of_connection(A, 0.0)
            splitting = split.RS(S)

            result = direct_interpolation(A, S, splitting)
            expected = reference_direct_interpolation(A, S, splitting)

            assert_almost_equal(result.todense(), expected.todense())
Пример #3
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    def test_direct_interpolation(self):
        for A in self.cases:

            S = classical_strength_of_connection(A, 0.0)
            splitting = split.RS( S )

            result   = direct_interpolation(A,S,splitting)                
            expected = reference_direct_interpolation( A, S, splitting )

            assert_almost_equal( result.todense(), expected.todense() )
Пример #4
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    def test_cljpc_splitting(self):
        for A in self.cases:
            S = classical_strength_of_connection(A, 0.0)

            splitting = split.CLJPc(S)

            assert (splitting.min() >= 0)  # could be all 1s
            assert_equal(splitting.max(), 1)

            S.data[:] = 1

            # check that all F-nodes are strongly connected to a C-node
            assert ((splitting + S * splitting).min() > 0)
Пример #5
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    def test_cljpc_splitting(self):
        for A in self.cases:
            S = classical_strength_of_connection(A, 0.0)

            splitting = split.CLJPc( S )

            assert( splitting.min() >= 0 )     #could be all 1s
            assert_equal( splitting.max(), 1 ) 

            S.data[:] = 1

            # check that all F-nodes are strongly connected to a C-node
            assert( (splitting + S*splitting).min() > 0 )
Пример #6
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    def test_standard_interpolation(self):
        for A in self.cases:
            # the reference code is very slow, so just take a small block of A 
            mini = min(100, A.shape[0])
            A = ((A.tocsr()[0:mini, :])[:,0:mini]).tocsr()

            S = classical_strength_of_connection(A, 0.0)
            splitting = split.RS(S)

            result = standard_interpolation(A, S, splitting)
            expected = reference_standard_interpolation(A, S, splitting)
            
            # elasticity produces large entries, so normalize
            Diff = result - expected
            Diff.data = abs(Diff.data)
            expected.data = 1./abs(expected.data)
            Diff = Diff.multiply(expected)
            Diff.data[ Diff.data < 1e-7] = 0.0
            Diff.eliminate_zeros()
            assert( Diff.nnz == 0)
Пример #7
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    def test_classical(self):

        for A in self.cases:

            # theta = 0, no entries dropped
            theta = 0.0
            cost = [0]
            classical_strength_of_connection(A, theta, cost)
            assert_almost_equal(cost[0], 3.0)

            for theta in [0.1, 0.25, 0.5, 0.75, 0.9]:
                cost = [0]
                classical_strength_of_connection(A, theta, cost)
                assert (cost[0] <= 3.0)
                assert (cost[0] > 0.0)

            # theta = 1, only largest entries in each row remain
            theta = 1.0
            cost = [0]
            classical_strength_of_connection(A, theta, cost)
            est = 2.0 + float(A.shape[0]) / A.nnz
            assert_almost_equal(cost[0], est)
Пример #8
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    def test_classical(self):

        for A in self.cases:

            # theta = 0, no entries dropped
            theta = 0.0
            cost = [0]
            classical_strength_of_connection(A, theta, cost)
            assert_almost_equal(cost[0], 3.0)

            for theta in [0.1,0.25,0.5,0.75,0.9]:
                cost = [0]
                classical_strength_of_connection(A, theta, cost)
                assert(cost[0] <= 3.0)
                assert(cost[0] > 0.0)

            # theta = 1, only largest entries in each row remain
            theta = 1.0
            cost = [0]
            classical_strength_of_connection(A, theta, cost)
            est = 2.0 + float(A.shape[0]) / A.nnz
            assert_almost_equal(cost[0],est)
Пример #9
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def extend_hierarchy(levels, strength, aggregate, smooth, improve_candidates, diagonal_dominance=False, keep=True):
    """Service routine to implement the strength of connection, aggregation,
    tentative prolongation construction, and prolongation smoothing.  Called by
    smoothed_aggregation_solver.
    """

    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A
    B = levels[-1].B
    if A.symmetry == "nonsymmetric":
        AH = A.H.asformat(A.format)
        BH = levels[-1].BH

    # Compute the strength-of-connection matrix C, where larger
    # C[i, j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength[len(levels) - 1])
    if fn == "symmetric":
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == "classical":
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == "distance":
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == "ode") or (fn == "evolution"):
        if "B" in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == "energy_based":
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == "predefined":
        C = kwargs["C"].tocsr()
    elif fn == "algebraic_distance":
        C = algebraic_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError("unrecognized strength of connection method: %s" % str(fn))

    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate[len(levels) - 1])
    if fn == "standard":
        AggOp, Cnodes = standard_aggregation(C, **kwargs)
    elif fn == "naive":
        AggOp, Cnodes = naive_aggregation(C, **kwargs)
    elif fn == "lloyd":
        AggOp, Cnodes = lloyd_aggregation(C, **kwargs)
    elif fn == "predefined":
        AggOp = kwargs["AggOp"].tocsr()
        Cnodes = kwargs["Cnodes"]
    else:
        raise ValueError("unrecognized aggregation method %s" % str(fn))

    # Improve near nullspace candidates by relaxing on A B = 0
    fn, kwargs = unpack_arg(improve_candidates[len(levels) - 1])
    if fn is not None:
        b = np.zeros((A.shape[0], 1), dtype=A.dtype)
        B = relaxation_as_linear_operator((fn, kwargs), A, b) * B
        levels[-1].B = B
        if A.symmetry == "nonsymmetric":
            BH = relaxation_as_linear_operator((fn, kwargs), AH, b) * BH
            levels[-1].BH = BH

    # Compute the tentative prolongator, T, which is a tentative interpolation
    # matrix from the coarse-grid to the fine-grid.  T exactly interpolates
    # B_fine[:, 0:blocksize(A)] = T B_coarse[:, 0:blocksize(A)].
    T, dummy = fit_candidates(AggOp, B[:, 0 : blocksize(A)])
    del dummy
    if A.symmetry == "nonsymmetric":
        TH, dummyH = fit_candidates(AggOp, BH[:, 0 : blocksize(A)])
        del dummyH

    # Create necessary root node matrices
    Cpt_params = (True, get_Cpt_params(A, Cnodes, AggOp, T))
    T = scale_T(T, Cpt_params[1]["P_I"], Cpt_params[1]["I_F"])
    if A.symmetry == "nonsymmetric":
        TH = scale_T(TH, Cpt_params[1]["P_I"], Cpt_params[1]["I_F"])

    # Set coarse grid near nullspace modes as injected fine grid near
    # null-space modes
    B = Cpt_params[1]["P_I"].T * levels[-1].B
    if A.symmetry == "nonsymmetric":
        BH = Cpt_params[1]["P_I"].T * levels[-1].BH

    # Smooth the tentative prolongator, so that it's accuracy is greatly
    # improved for algebraically smooth error.
    fn, kwargs = unpack_arg(smooth[len(levels) - 1])
    if fn == "energy":
        P = energy_prolongation_smoother(A, T, C, B, levels[-1].B, Cpt_params=Cpt_params, **kwargs)
    elif fn is None:
        P = T
    else:
        raise ValueError(
            "unrecognized prolongation smoother \
                          method %s"
            % str(fn)
        )

    # Compute the restriction matrix R, which interpolates from the fine-grid
    # to the coarse-grid.  If A is nonsymmetric, then R must be constructed
    # based on A.H.  Otherwise R = P.H or P.T.
    symmetry = A.symmetry
    if symmetry == "hermitian":
        R = P.H
    elif symmetry == "symmetric":
        R = P.T
    elif symmetry == "nonsymmetric":
        fn, kwargs = unpack_arg(smooth[len(levels) - 1])
        if fn == "energy":
            R = energy_prolongation_smoother(AH, TH, C, BH, levels[-1].BH, Cpt_params=Cpt_params, **kwargs)
            R = R.H
        elif fn is None:
            R = T.H
        else:
            raise ValueError(
                "unrecognized prolongation smoother \
                              method %s"
                % str(fn)
            )

    if keep:
        levels[-1].C = C  # strength of connection matrix
        levels[-1].AggOp = AggOp  # aggregation operator
        levels[-1].T = T  # tentative prolongator
        levels[-1].Fpts = Cpt_params[1]["Fpts"]  # Fpts
        levels[-1].P_I = Cpt_params[1]["P_I"]  # Injection operator
        levels[-1].I_F = Cpt_params[1]["I_F"]  # Identity on F-pts
        levels[-1].I_C = Cpt_params[1]["I_C"]  # Identity on C-pts

    levels[-1].P = P  # smoothed prolongator
    levels[-1].R = R  # restriction operator
    levels[-1].Cpts = Cpt_params[1]["Cpts"]  # Cpts (i.e., rootnodes)

    levels.append(multilevel_solver.level())
    A = R * A * P  # Galerkin operator
    A.symmetry = symmetry
    levels[-1].A = A
    levels[-1].B = B  # right near nullspace candidates

    if A.symmetry == "nonsymmetric":
        levels[-1].BH = BH  # left near nullspace candidates
Пример #10
0
def initial_setup_stage(A,
                        symmetry,
                        pdef,
                        candidate_iters,
                        epsilon,
                        max_levels,
                        max_coarse,
                        aggregate,
                        prepostsmoother,
                        smooth,
                        strength,
                        work,
                        initial_candidate=None):
    """
    Computes a complete aggregation and the first near-nullspace candidate
    following Algorithm 3 in Brezina et al.

    Parameters
    ----------
    candidate_iters
        number of test relaxation iterations
    epsilon
        minimum acceptable relaxation convergence factor

    References
    ----------
    .. [1] Brezina, Falgout, MacLachlan, Manteuffel, McCormick, and Ruge
       "Adaptive Smoothed Aggregation ($\alpha$SA) Multigrid"
       SIAM Review Volume 47,  Issue 2  (2005)
       http://www.cs.umn.edu/~maclach/research/aSA2.pdf
    """

    # Define relaxation routine
    def relax(A, x):
        fn, kwargs = unpack_arg(prepostsmoother)
        if fn == 'gauss_seidel':
            gauss_seidel(A,
                         x,
                         np.zeros_like(x),
                         iterations=candidate_iters,
                         sweep='symmetric')
        elif fn == 'gauss_seidel_nr':
            gauss_seidel_nr(A,
                            x,
                            np.zeros_like(x),
                            iterations=candidate_iters,
                            sweep='symmetric')
        elif fn == 'gauss_seidel_ne':
            gauss_seidel_ne(A,
                            x,
                            np.zeros_like(x),
                            iterations=candidate_iters,
                            sweep='symmetric')
        elif fn == 'jacobi':
            jacobi(A,
                   x,
                   np.zeros_like(x),
                   iterations=1,
                   omega=1.0 / rho_D_inv_A(A))
        elif fn == 'richardson':
            polynomial(A,
                       x,
                       np.zeros_like(x),
                       iterations=1,
                       coefficients=[1.0 / approximate_spectral_radius(A)])
        elif fn == 'gmres':
            x[:] = (gmres(A, np.zeros_like(x), x0=x,
                          maxiter=candidate_iters)[0]).reshape(x.shape)
        else:
            raise TypeError('Unrecognized smoother')

    # flag for skipping steps f-i in step 4
    skip_f_to_i = True

    # step 1
    A_l = A
    if initial_candidate is None:
        x = sp.rand(A_l.shape[0], 1).astype(A_l.dtype)
        # The following type check matches the usual 'complex' type,
        # but also numpy data types such as 'complex64', 'complex128'
        # and 'complex256'.
        if A_l.dtype.name.startswith('complex'):
            x = x + 1.0j * sp.rand(A_l.shape[0], 1)
    else:
        x = np.array(initial_candidate, dtype=A_l.dtype)

    # step 2
    relax(A_l, x)
    work[:] += A_l.nnz * candidate_iters * 2

    # step 3
    # not advised to stop the iteration here: often the first relaxation pass
    # _is_ good, but the remaining passes are poor
    # if x_A_x/x_A_x_old < epsilon:
    #    # relaxation alone is sufficient
    #    print 'relaxation alone works: %g'%(x_A_x/x_A_x_old)
    #    return x, []

    # step 4
    As = [A]
    xs = [x]
    Ps = []
    AggOps = []
    StrengthOps = []

    while A.shape[0] > max_coarse and max_levels > 1:
        # The real check to break from the while loop is below

        # Begin constructing next level
        fn, kwargs = unpack_arg(strength[len(As) - 1])  # step 4b
        if fn == 'symmetric':
            C_l = symmetric_strength_of_connection(A_l, **kwargs)
            # Diagonal must be nonzero
            C_l = C_l + eye(C_l.shape[0], C_l.shape[1], format='csr')
        elif fn == 'classical':
            C_l = classical_strength_of_connection(A_l, **kwargs)
            # Diagonal must be nonzero
            C_l = C_l + eye(C_l.shape[0], C_l.shape[1], format='csr')
            if isspmatrix_bsr(A_l):
                C_l = amalgamate(C_l, A_l.blocksize[0])
        elif (fn == 'ode') or (fn == 'evolution'):
            C_l = evolution_strength_of_connection(
                A_l, np.ones((A_l.shape[0], 1), dtype=A.dtype), **kwargs)
        elif fn == 'predefined':
            C_l = kwargs['C'].tocsr()
        elif fn is None:
            C_l = A_l.tocsr()
        else:
            raise ValueError('unrecognized strength of connection method: %s' %
                             str(fn))

        # In SA, strength represents "distance", so we take magnitude of
        # complex values
        if C_l.dtype.name.startswith('complex'):
            C_l.data = np.abs(C_l.data)

        # Create a unified strength framework so that large values represent
        # strong connections and small values represent weak connections
        if (fn == 'ode') or (fn == 'evolution') or (fn == 'energy_based'):
            C_l.data = 1.0 / C_l.data

        # aggregation
        fn, kwargs = unpack_arg(aggregate[len(As) - 1])
        if fn == 'standard':
            AggOp = standard_aggregation(C_l, **kwargs)[0]
        elif fn == 'lloyd':
            AggOp = lloyd_aggregation(C_l, **kwargs)[0]
        elif fn == 'predefined':
            AggOp = kwargs['AggOp'].tocsr()
        else:
            raise ValueError('unrecognized aggregation method %s' % str(fn))

        T_l, x = fit_candidates(AggOp, x)  # step 4c

        fn, kwargs = unpack_arg(smooth[len(As) - 1])  # step 4d
        if fn == 'jacobi':
            P_l = jacobi_prolongation_smoother(A_l, T_l, C_l, x, **kwargs)
        elif fn == 'richardson':
            P_l = richardson_prolongation_smoother(A_l, T_l, **kwargs)
        elif fn == 'energy':
            P_l = energy_prolongation_smoother(A_l, T_l, C_l, x, None,
                                               (False, {}), **kwargs)
        elif fn is None:
            P_l = T_l
        else:
            raise ValueError('unrecognized prolongation smoother method %s' %
                             str(fn))

        # R should reflect A's structure # step 4e
        if symmetry == 'symmetric':
            A_l = P_l.T.asformat(P_l.format) * A_l * P_l
        elif symmetry == 'hermitian':
            A_l = P_l.H.asformat(P_l.format) * A_l * P_l

        StrengthOps.append(C_l)
        AggOps.append(AggOp)
        Ps.append(P_l)
        As.append(A_l)

        # skip to step 5 as in step 4e
        if (A_l.shape[0] <= max_coarse) or (len(AggOps) + 1 >= max_levels):
            break

        if not skip_f_to_i:
            x_hat = x.copy()  # step 4g
            relax(A_l, x)  # step 4h
            work[:] += A_l.nnz * candidate_iters * 2
            if pdef is True:
                x_A_x = np.dot(np.conjugate(x).T, A_l * x)
                xhat_A_xhat = np.dot(np.conjugate(x_hat).T, A_l * x_hat)
                err_ratio = (x_A_x / xhat_A_xhat)**(1.0 / candidate_iters)
            else:
                # use A.H A inner-product
                Ax = A_l * x
                # Axhat = A_l * x_hat
                x_A_x = np.dot(np.conjugate(Ax).T, Ax)
                xhat_A_xhat = np.dot(np.conjugate(x_hat).T, A_l * x_hat)
                err_ratio = (x_A_x / xhat_A_xhat)**(1.0 / candidate_iters)

            if err_ratio < epsilon:  # step 4i
                # print "sufficient convergence, skipping"
                skip_f_to_i = True
                if x_A_x == 0:
                    x = x_hat  # need to restore x
        else:
            # just carry out relaxation, don't check for convergence
            relax(A_l, x)  # step 4h
            work[:] += 2 * A_l.nnz * candidate_iters

        # store xs for diagnostic use and for use in step 5
        xs.append(x)

    # step 5
    # Extend coarse-level candidate to the finest level
    # --> note that we start with the x from the second coarsest level
    x = xs[-1]
    # make sure that xs[-1] has been relaxed by step 4h, i.e. relax(As[-2], x)
    for lev in range(len(Ps) - 2, -1, -1):  # lev = coarsest ... finest-1
        P = Ps[lev]  # I: lev --> lev+1
        A = As[lev]  # A on lev+1
        x = P * x
        relax(A, x)
        work[:] += A.nnz * candidate_iters * 2

    # Set predefined strength of connection and aggregation
    if len(AggOps) > 1:
        aggregate = [('predefined', {
            'AggOp': AggOps[i]
        }) for i in range(len(AggOps))]
        strength = [('predefined', {
            'C': StrengthOps[i]
        }) for i in range(len(StrengthOps))]

    return x, aggregate, strength  # first candidate
Пример #11
0
def extend_hierarchy(levels,
                     strength,
                     aggregate,
                     smooth,
                     improve_candidates,
                     diagonal_dominance=False,
                     keep=True):
    """Extend the multigrid hierarchy.

    Service routine to implement the strength of connection, aggregation,
    tentative prolongation construction, and prolongation smoothing.  Called by
    smoothed_aggregation_solver.

    """
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A
    B = levels[-1].B
    if A.symmetry == "nonsymmetric":
        AH = A.H.asformat(A.format)
        BH = levels[-1].BH

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength[len(levels) - 1])
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        if 'B' in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'predefined':
        C = kwargs['C'].tocsr()
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate[len(levels) - 1])
    if fn == 'standard':
        AggOp = standard_aggregation(C, **kwargs)[0]
    elif fn == 'naive':
        AggOp = naive_aggregation(C, **kwargs)[0]
    elif fn == 'lloyd':
        AggOp = lloyd_aggregation(C, **kwargs)[0]
    elif fn == 'predefined':
        AggOp = kwargs['AggOp'].tocsr()
    else:
        raise ValueError('unrecognized aggregation method %s' % str(fn))

    # Improve near nullspace candidates by relaxing on A B = 0
    fn, kwargs = unpack_arg(improve_candidates[len(levels) - 1])
    if fn is not None:
        b = np.zeros((A.shape[0], 1), dtype=A.dtype)
        B = relaxation_as_linear_operator((fn, kwargs), A, b) * B
        levels[-1].B = B
        if A.symmetry == "nonsymmetric":
            BH = relaxation_as_linear_operator((fn, kwargs), AH, b) * BH
            levels[-1].BH = BH

    # Compute the tentative prolongator, T, which is a tentative interpolation
    # matrix from the coarse-grid to the fine-grid.  T exactly interpolates
    # B_fine = T B_coarse.
    T, B = fit_candidates(AggOp, B)
    if A.symmetry == "nonsymmetric":
        TH, BH = fit_candidates(AggOp, BH)

    # Smooth the tentative prolongator, so that it's accuracy is greatly
    # improved for algebraically smooth error.
    fn, kwargs = unpack_arg(smooth[len(levels) - 1])
    if fn == 'jacobi':
        P = jacobi_prolongation_smoother(A, T, C, B, **kwargs)
    elif fn == 'richardson':
        P = richardson_prolongation_smoother(A, T, **kwargs)
    elif fn == 'energy':
        P = energy_prolongation_smoother(A, T, C, B, None, (False, {}),
                                         **kwargs)
    elif fn is None:
        P = T
    else:
        raise ValueError('unrecognized prolongation smoother method %s' %
                         str(fn))

    # Compute the restriction matrix, R, which interpolates from the fine-grid
    # to the coarse-grid.  If A is nonsymmetric, then R must be constructed
    # based on A.H.  Otherwise R = P.H or P.T.
    symmetry = A.symmetry
    if symmetry == 'hermitian':
        R = P.H
    elif symmetry == 'symmetric':
        R = P.T
    elif symmetry == 'nonsymmetric':
        fn, kwargs = unpack_arg(smooth[len(levels) - 1])
        if fn == 'jacobi':
            R = jacobi_prolongation_smoother(AH, TH, C, BH, **kwargs).H
        elif fn == 'richardson':
            R = richardson_prolongation_smoother(AH, TH, **kwargs).H
        elif fn == 'energy':
            R = energy_prolongation_smoother(AH, TH, C, BH, None, (False, {}),
                                             **kwargs)
            R = R.H
        elif fn is None:
            R = T.H
        else:
            raise ValueError('unrecognized prolongation smoother method %s' %
                             str(fn))

    if keep:
        levels[-1].C = C  # strength of connection matrix
        levels[-1].AggOp = AggOp  # aggregation operator
        levels[-1].T = T  # tentative prolongator

    levels[-1].P = P  # smoothed prolongator
    levels[-1].R = R  # restriction operator

    levels.append(multilevel_solver.level())
    A = R * A * P  # Galerkin operator
    A.symmetry = symmetry
    levels[-1].A = A
    levels[-1].B = B  # right near nullspace candidates

    if A.symmetry == "nonsymmetric":
        levels[-1].BH = BH  # left near nullspace candidates
Пример #12
0
def extend_hierarchy(levels, strength, CF, keep):
    """ helper function for local methods """
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = split.RS(C)
    elif fn == 'PMIS':
        splitting = split.PMIS(C)
    elif fn == 'PMISc':
        splitting = split.PMISc(C)
    elif fn == 'CLJP':
        splitting = split.CLJP(C)
    elif fn == 'CLJPc':
        splitting = split.CLJPc(C)
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    P = direct_interpolation(A, C, splitting)

    # Generate the restriction matrix that maps from the fine-grid to the
    # coarse-grid
    R = P.T.tocsr()

    # Store relevant information for this level
    if keep:
        levels[-1].C = C  # strength of connection matrix
        levels[-1].splitting = splitting  # C/F splitting

    levels[-1].P = P  # prolongation operator
    levels[-1].R = R  # restriction operator

    levels.append(multilevel_solver.level())

    # Form next level through Galerkin product
    A = R * A * P
    levels[-1].A = A
Пример #13
0
def distance_two_interpolation(A,
                               C,
                               splitting,
                               theta=None,
                               norm='min',
                               plus_i=True,
                               cost=[0]):
    """Create prolongator using distance-two AMG interpolation (extended+i interpolaton).

    Parameters
    ----------
    A : {csr_matrix}
        NxN matrix in CSR format
    C : {csr_matrix}
        Strength-of-Connection matrix
        Must have zero diagonal
    splitting : array
        C/F splitting stored in an array of length N
    theta : float in [0,1), default None
        theta value defining strong connections in a classical AMG sense. Provide if
        different SOC used for P than for CF-splitting; otherwise, theta = None. 
    norm : string, default 'abs'
        Norm used in redefining classical SOC. Options are 'min' and 'abs' for CSR matrices,
        and 'min', 'abs', and 'fro' for BSR matrices. See strength.py for more information.
    plus_i : bool, default True
        Use "Extended+i" interpolation from [0] as opposed to "Extended" interpolation. Typically
        gives better interpolation with minimal added expense.

    Returns
    -------
    P : {csr_matrix}
        Prolongator using standard interpolation

    References
    ----------
    [0] "Distance-Two Interpolation for Parallel Algebraic Multigrid,"
       H. De Sterck, R. Falgout, J. Nolting, U. M. Yang, (2007).

    Examples
    --------
    >>> from pyamg.gallery import poisson
    >>> from pyamg.classical import standard_interpolation
    >>> import numpy as np
    >>> A = poisson((5,),format='csr')
    >>> splitting = np.array([1,0,1,0,1], dtype='intc')
    >>> P = standard_interpolation(A, A, splitting)
    >>> print P.todense()
    [[ 1.   0.   0. ]
     [ 0.5  0.5  0. ]
     [ 0.   1.   0. ]
     [ 0.   0.5  0.5]
     [ 0.   0.   1. ]]

    """
    if not isspmatrix_csr(C):
        raise TypeError('Expected csr_matrix SOC matrix, C.')

    nc = np.sum(splitting)
    n = A.shape[0]

    # Block BSR format. Transfer A to CSR and the splitting and SOC matrix to have
    # DOFs corresponding to CSR A
    if isspmatrix_bsr(A):
        temp_A = A.tocsr()
        splitting0 = splitting * np.ones((A.blocksize[0], 1), dtype='intc')
        splitting0 = np.reshape(splitting0, (np.prod(splitting0.shape), ),
                                order='F')
        if theta is not None:
            C0 = classical_strength_of_connection(A,
                                                  theta=theta,
                                                  norm=norm,
                                                  cost=cost)
            C0 = UnAmal(C0, A.blocksize[0], A.blocksize[1])
        else:
            C0 = UnAmal(C, A.blocksize[0], A.blocksize[1])
        C0 = C0.tocsr()
        C0.eliminate_zeros()

        # Interpolation weights are computed based on entries in A, but subject to
        # the sparsity pattern of C.  So, copy the entries of A into the
        # sparsity pattern of C.
        C0.data[:] = 1.0
        C0 = C0.multiply(temp_A)

        P_indptr = np.empty_like(temp_A.indptr)
        amg_core.distance_two_amg_interpolation_pass1(temp_A.shape[0],
                                                      C0.indptr, C0.indices,
                                                      splitting0, P_indptr)
        nnz = P_indptr[-1]
        P_colinds = np.empty(nnz, dtype=P_indptr.dtype)
        P_data = np.empty(nnz, dtype=temp_A.dtype)
        if plus_i:
            amg_core.extended_plusi_interpolation_pass2(
                temp_A.shape[0], temp_A.indptr, temp_A.indices, temp_A.data,
                C0.indptr, C0.indices, C0.data, splitting0, P_indptr,
                P_colinds, P_data)
        else:
            amg_core.extended_interpolation_pass2(temp_A.shape[0],
                                                  temp_A.indptr,
                                                  temp_A.indices, temp_A.data,
                                                  C0.indptr, C0.indices,
                                                  C0.data, splitting0,
                                                  P_indptr, P_colinds, P_data)
        nc = np.sum(splitting0)
        n = A.shape[0]
        P = csr_matrix((P_data, P_colinds, P_indptr), shape=[n, nc])
        return P.tobsr(blocksize=A.blocksize)

    # CSR format
    else:
        if theta is not None:
            C0 = classical_strength_of_connection(A,
                                                  theta=theta,
                                                  norm=norm,
                                                  cost=cost)
        else:
            C0 = C.copy()
        C0.eliminate_zeros()

        # Interpolation weights are computed based on entries in A, but subject to
        # the sparsity pattern of C.  So, copy the entries of A into the
        # sparsity pattern of C.
        C0.data[:] = 1.0
        C0 = C0.multiply(A)

        P_indptr = np.empty_like(A.indptr)
        amg_core.distance_two_amg_interpolation_pass1(A.shape[0], C0.indptr,
                                                      C0.indices, splitting,
                                                      P_indptr)
        nnz = P_indptr[-1]
        P_colinds = np.empty(nnz, dtype=P_indptr.dtype)
        P_data = np.empty(nnz, dtype=A.dtype)
        if plus_i:
            amg_core.extended_plusi_interpolation_pass2(
                A.shape[0], A.indptr, A.indices, A.data, C0.indptr, C0.indices,
                C0.data, splitting, P_indptr, P_colinds, P_data)
        else:
            amg_core.extended_interpolation_pass2(A.shape[0], A.indptr,
                                                  A.indices, A.data, C0.indptr,
                                                  C0.indices, C0.data,
                                                  splitting, P_indptr,
                                                  P_colinds, P_data)
        nc = np.sum(splitting)
        n = A.shape[0]
        return csr_matrix((P_data, P_colinds, P_indptr), shape=[n, nc])
Пример #14
0
def weighted_matching(A,
                      B=None,
                      theta=0.5,
                      use_weights=True,
                      get_SOC=False,
                      cost=[0.0],
                      **kwargs):
    """ Pairwise aggregation of nodes using Drake approximate
        1/2-matching algorithm.

    Parameters
    ----------
    A : csr_matrix or bsr_matrix
        matrix for linear system.
    B : array_like : default None
        Right near-nullspace candidates stored in the columns of an NxK array.
        If no target vector provided, constant vector is used. In the case of
        multiple targets, k>1, only the first is used to construct coarse grid
        matrices for pairwise aggregations. 
    use_weights : {bool} : default True
        Optional function handle to compute weights used in the matching,
        e.g. a strength of connection routine. Additional arguments for
        this routine should be provided in **kwargs. 
    get_SOC : {bool} : default False
        TODO
    theta : float
        connections deemed "strong" if |a_ij| > theta*|a_ii|

    NOTES
    -----
        - Not implemented for block systems or complex. 
            + Need to define how a matching is done nodally.
            + Also must consider what targets are used to form coarse grid
              in nodal approach...
            + Drake should be accessible in complex, but not Notay due to the
              hard minimum. Is there a < operator overloaded for complex?
              Could I overload it perhaps? Probably would do magnitude or something
              though, which is not what we want... 

    REFERENCES
    ----------
    [1] D'Ambra, Pasqua, and Panayot S. Vassilevski. "Adaptive AMG with
    coarsening based on compatible weighted matching." Computing and
    Visualization in Science 16.2 (2013): 59-76.

    [2] Drake, Doratha E., and Stefan Hougardy. "A simple approximation
    algorithm for the weighted matching problem." Information Processing
    Letters 85.4 (2003): 211-213.

    """
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    if A.dtype == 'complex':
        raise TypeError("Not currently implemented for complex.")

    if (A.getformat() != 'csr'):
        try:
            A = A.tocsr()
        except:
            raise TypeError("Must pass in CSR matrix, or sparse matrix "
                            "which can be converted to CSR.")

    n = A.shape[0]

    # If target vectors provided, take first.
    if B is not None:
        if len(B.shape) == 2:
            target = B[:, 0]
        else:
            target = B[:, ]
    else:
        target = None

    # Compute weights if function provided, otherwise let W = A
    if use_weights:
        weights = np.empty((A.nnz, ), dtype=A.dtype)
        temp_cost = np.ones((1, ), dtype=A.dtype)
        if target is None:
            amg_core.compute_weights(A.indptr, A.indices, A.data, weights,
                                     temp_cost)
        else:
            amg_core.compute_weights(A.indptr, A.indices, A.data, weights,
                                     target, temp_cost)

        cost[0] += temp_cost[0] / float(A.nnz)
    else:
        weights = A.data

    # Get CF splitting
    temp_cost = np.ones((1, ), dtype=A.dtype)
    splitting = np.empty(n, dtype='int32')
    amg_core.drake_CF_matching(A.indptr, A.indices, weights, splitting, theta,
                               temp_cost)
    cost[0] += temp_cost[0] / float(A.nnz)

    if get_SOC:
        temp = csr_matrix((weights, A.indices, A.indptr), copy=True)
        C = classical_strength_of_connection(temp, theta, cost=cost)
        return splitting, C
    else:
        return splitting, None
Пример #15
0
def extend_hierarchy(levels, strength, CF, interpolation, restriction, keep):
    """ helper function for local methods """

    A = levels[-1].A

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    levels[-1].complexity['strength'] = kwargs['cost'][0]

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = split.RS(C, **kwargs)
    elif fn == 'PMIS':
        splitting = split.PMIS(C, **kwargs)
    elif fn == 'PMISc':
        splitting = split.PMISc(C, **kwargs)
    elif fn == 'CLJP':
        splitting = split.CLJP(C, **kwargs)
    elif fn == 'CLJPc':
        splitting = split.CLJPc(C, **kwargs)
    elif fn == 'CR':
        splitting = CR(C, **kwargs)
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)

    levels[-1].complexity['CF'] = kwargs['cost'][0]

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    fn, kwargs = unpack_arg(interpolation)
    if fn == 'standard':
        P = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'injection':
        P = injection_interpolation(A, splitting, **kwargs)
    else:
        raise ValueError('unknown interpolation method (%s)' % interpolation)
    levels[-1].complexity['interpolate'] = kwargs['cost'][0]

    # Generate the restriction matrix that maps from the fine-grid to the
    # coarse-grid. Must make sure transpose matrices remain in CSR or BSR
    fn, kwargs = unpack_arg(restriction)
    if isspmatrix_csr(A):
        if restriction == 'galerkin':
            R = P.T.tocsr()
        elif fn == 'standard':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'distance_two':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'direct':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'one_point':         # Don't need A^T here
            temp_C = C.T.tocsr()
            R = one_point_interpolation(A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'injection':         # Don't need A^T or C^T here
            R = injection_interpolation(A, splitting, **kwargs)
            R = R.T.tocsr()
        else:
            raise ValueError('unknown interpolation method (%s)' % interpolation)
    else: 
        if restriction == 'galerkin':
            R = P.T.tobsr()
        elif fn == 'standard':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'distance_two':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'direct':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'one_point':         # Don't need A^T here
            temp_C = C.T.tocsr()
            R = one_point_interpolation(A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'injection':         # Don't need A^T or C^T here
            R = injection_interpolation(A, splitting, **kwargs)
            R = R.T.tobsr()
        else:
            raise ValueError('unknown interpolation method (%s)' % interpolation)
    
    levels[-1].complexity['restriction'] = kwargs['cost'][0]

    # Store relevant information for this level
    if keep:
        levels[-1].C = C                  # strength of connection matrix

    levels[-1].P = P                  # prolongation operator
    levels[-1].R = R                  # restriction operator
    levels[-1].splitting = splitting  # C/F splitting

    # Form coarse grid operator, get complexity
    levels[-1].complexity['RAP'] = mat_mat_complexity(R,A) / float(A.nnz)
    RA = R * A
    levels[-1].complexity['RAP'] += mat_mat_complexity(RA,P) / float(A.nnz)
    A = RA * P      # Galerkin operator, Ac = RAP

    # Make sure coarse-grid operator is in correct sparse format
    if (isspmatrix_csr(P) and (not isspmatrix_csr(A))):
        A = A.tocsr()
    elif (isspmatrix_bsr(P) and (not isspmatrix_bsr(A))):
        A = A.tobsr()

    # Form next level through Galerkin product
    levels.append(multilevel_solver.level())
    levels[-1].A = A
Пример #16
0
def extend_hierarchy(levels, strength, CF, interp, keep):
    """ helper function for local methods """
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A
    block_starts = levels[-1].block_starts
    verts = levels[-1].verts

    # If this is a system, apply the unknown approach by coarsening and generating interpolation based on each diagonal block of A
    if (block_starts):
        A_diag = extract_diagonal_blocks(A, block_starts)
    else:
        A_diag = [A]

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    C_diag = []
    P_diag = []
    splitting = []
    next_lvl_block_starts = [0]
    block_cnt = 0
    for mat in A_diag:
        fn, kwargs = unpack_arg(strength)
        if fn == 'symmetric':
            C_diag.append( symmetric_strength_of_connection(mat, **kwargs) )
        elif fn == 'classical':
            C_diag.append( classical_strength_of_connection(mat, **kwargs) )
        elif fn == 'distance':
            C_diag.append( distance_strength_of_connection(mat, **kwargs) )
        elif (fn == 'ode') or (fn == 'evolution'):
            C_diag.append( evolution_strength_of_connection(mat, **kwargs) )
        elif fn == 'energy_based':
            C_diag.append( energy_based_strength_of_connection(mat, **kwargs) )
        elif fn == 'algebraic_distance':
            C_diag.append( algebraic_distance(mat, **kwargs) )
        elif fn == 'affinity':
            C_diag.append( affinity_distance(mat, **kwargs) )
        elif fn is None:
            C_diag.append( mat )
        else:
            raise ValueError('unrecognized strength of connection method: %s' %
                             str(fn))

        # Generate the C/F splitting
        fn, kwargs = unpack_arg(CF)
        if fn == 'RS':
            splitting.append( split.RS(C_diag[-1]) )
        elif fn == 'PMIS':
            splitting.append( split.PMIS(C_diag[-1]) )
        elif fn == 'PMISc':
            splitting.append( split.PMISc(C_diag[-1]) )
        elif fn == 'CLJP':
            splitting.append( split.CLJP(C_diag[-1]) )
        elif fn == 'CLJPc':
            splitting.append( split.CLJPc(C_diag[-1]) )
        elif fn == 'Shifted2DCoarsening':
            splitting.append( split.Shifted2DCoarsening(C_diag[-1]) )
        else:
            raise ValueError('unknown C/F splitting method (%s)' % CF)

        # Generate the interpolation matrix that maps from the coarse-grid to the
        # fine-grid
        fn, kwargs = unpack_arg(interp)
        if fn == 'standard':
            P_diag.append( standard_interpolation(mat, C_diag[-1], splitting[-1]) )
        elif fn == 'direct':
            P_diag.append( direct_interpolation(mat, C_diag[-1], splitting[-1]) )
        else:
            raise ValueError('unknown interpolation method (%s)' % interp)

        next_lvl_block_starts.append( next_lvl_block_starts[-1] + P_diag[-1].shape[1])

        block_cnt = block_cnt + 1

    P = block_diag(P_diag)

    # Generate the restriction matrix that maps from the fine-grid to the
    # coarse-grid
    R = P.T.tocsr()

    # Store relevant information for this level
    splitting = numpy.concatenate(splitting)
    if keep:
        C = block_diag(C_diag)
        levels[-1].C = C                  # strength of connection matrix
        levels[-1].splitting = splitting  # C/F splitting

    levels[-1].P = P                  # prolongation operator
    levels[-1].R = R                  # restriction operator

    levels.append(multilevel_solver.level())

    # Form next level through Galerkin product
    # !!! For systems, how do I propogate the block structure information down to the next grid? Especially if the blocks are different sizes? !!!
    A = R * A * P
    levels[-1].A = A

    if (block_starts):
        levels[-1].block_starts = next_lvl_block_starts
    else:
        levels[-1].block_starts = None

    # If called for, output a visualization of the C/F splitting
    if (verts.any()):
        new_verts = numpy.empty([P.shape[1], 2])
        cnt = 0
        for i in range(len(splitting)):
            if (splitting[i]):
                new_verts[cnt] = verts[i]
                cnt = cnt + 1
        levels[-1].verts = new_verts
    else:
        levels[-1].verts = numpy.zeros(1)
Пример #17
0
def extend_hierarchy(levels, strength, CF, interpolation, restriction, keep):
    """ helper function for local methods """

    A = levels[-1].A

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    levels[-1].complexity['strength'] = kwargs['cost'][0]

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = split.RS(C, **kwargs)
    elif fn == 'PMIS':
        splitting = split.PMIS(C, **kwargs)
    elif fn == 'PMISc':
        splitting = split.PMISc(C, **kwargs)
    elif fn == 'CLJP':
        splitting = split.CLJP(C, **kwargs)
    elif fn == 'CLJPc':
        splitting = split.CLJPc(C, **kwargs)
    elif fn == 'CR':
        splitting = CR(C, **kwargs)
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)

    levels[-1].complexity['CF'] = kwargs['cost'][0]

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    fn, kwargs = unpack_arg(interpolation)
    if fn == 'standard':
        P = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'injection':
        P = injection_interpolation(A, splitting, **kwargs)
    else:
        raise ValueError('unknown interpolation method (%s)' % interpolation)
    levels[-1].complexity['interpolate'] = kwargs['cost'][0]

    # Generate the restriction matrix that maps from the fine-grid to the
    # coarse-grid. Must make sure transpose matrices remain in CSR or BSR
    fn, kwargs = unpack_arg(restriction)
    if isspmatrix_csr(A):
        if restriction == 'galerkin':
            R = P.T.tocsr()
        elif fn == 'standard':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'distance_two':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'direct':
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'one_point':  # Don't need A^T here
            temp_C = C.T.tocsr()
            R = one_point_interpolation(A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
        elif fn == 'injection':  # Don't need A^T or C^T here
            R = injection_interpolation(A, splitting, **kwargs)
            R = R.T.tocsr()
        else:
            raise ValueError('unknown interpolation method (%s)' %
                             interpolation)
    else:
        if restriction == 'galerkin':
            R = P.T.tobsr()
        elif fn == 'standard':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'distance_two':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'direct':
            temp_A = A.T.tobsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'one_point':  # Don't need A^T here
            temp_C = C.T.tocsr()
            R = one_point_interpolation(A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        elif fn == 'injection':  # Don't need A^T or C^T here
            R = injection_interpolation(A, splitting, **kwargs)
            R = R.T.tobsr()
        else:
            raise ValueError('unknown interpolation method (%s)' %
                             interpolation)

    levels[-1].complexity['restriction'] = kwargs['cost'][0]

    # Store relevant information for this level
    if keep:
        levels[-1].C = C  # strength of connection matrix

    levels[-1].P = P  # prolongation operator
    levels[-1].R = R  # restriction operator
    levels[-1].splitting = splitting  # C/F splitting

    # Form coarse grid operator, get complexity
    levels[-1].complexity['RAP'] = mat_mat_complexity(R, A) / float(A.nnz)
    RA = R * A
    levels[-1].complexity['RAP'] += mat_mat_complexity(RA, P) / float(A.nnz)
    A = RA * P  # Galerkin operator, Ac = RAP

    # Make sure coarse-grid operator is in correct sparse format
    if (isspmatrix_csr(P) and (not isspmatrix_csr(A))):
        A = A.tocsr()
    elif (isspmatrix_bsr(P) and (not isspmatrix_bsr(A))):
        A = A.tobsr()

    # Form next level through Galerkin product
    levels.append(multilevel_solver.level())
    levels[-1].A = A
Пример #18
0
def standard_interpolation(A,
                           C,
                           splitting,
                           theta=None,
                           norm='min',
                           modified=True,
                           cost=[0]):
    """Create prolongator using standard interpolation

    Parameters
    ----------
    A : {csr_matrix}
        NxN matrix in CSR format
    C : {csr_matrix}
        Strength-of-Connection matrix
        Must have zero diagonal
    splitting : array
        C/F splitting stored in an array of length N
    theta : float in [0,1), default None
        theta value defining strong connections in a classical AMG sense. Provide if
        different SOC used for P than for CF-splitting; otherwise, theta = None. 
    norm : string, default 'abs'
        Norm used in redefining classical SOC. Options are 'min' and 'abs' for CSR matrices,
        and 'min', 'abs', and 'fro' for BSR matrices. See strength.py for more information.
    modified : bool, default True
        Use modified classical interpolation. More robust if RS coarsening with second
        pass is not used for CF splitting. Ignores interpolating from strong F-connections
        without a common C-neighbor.

    Returns
    -------
    P : {csr_matrix}
        Prolongator using standard interpolation

    Examples
    --------
    >>> from pyamg.gallery import poisson
    >>> from pyamg.classical import standard_interpolation
    >>> import numpy as np
    >>> A = poisson((5,),format='csr')
    >>> splitting = np.array([1,0,1,0,1], dtype='intc')
    >>> P = standard_interpolation(A, A, splitting)
    >>> print P.todense()
    [[ 1.   0.   0. ]
     [ 0.5  0.5  0. ]
     [ 0.   1.   0. ]
     [ 0.   0.5  0.5]
     [ 0.   0.   1. ]]

    """
    if not isspmatrix_csr(C):
        raise TypeError('Expected csr_matrix SOC matrix, C.')

    nc = np.sum(splitting)
    n = A.shape[0]

    # Block BSR format. Transfer A to CSR and the splitting and SOC matrix to have
    # DOFs corresponding to CSR A
    if isspmatrix_bsr(A):
        temp_A = A.tocsr()
        splitting0 = splitting * np.ones((A.blocksize[0], 1), dtype='intc')
        splitting0 = np.reshape(splitting0, (np.prod(splitting0.shape), ),
                                order='F')
        if theta is not None:
            C0 = classical_strength_of_connection(A,
                                                  theta=theta,
                                                  norm=norm,
                                                  cost=cost)
            C0 = UnAmal(C0, A.blocksize[0], A.blocksize[1])
        else:
            C0 = UnAmal(C, A.blocksize[0], A.blocksize[1])
        C0 = C0.tocsr()

        # Use modified standard interpolation by ignoring strong F-connections that do
        # not have a common C-point.
        if modified:
            amg_core.remove_strong_FF_connections(temp_A.shape[0], C0.indptr,
                                                  C0.indices, C0.data,
                                                  splitting)
        C0.eliminate_zeros()

        # Interpolation weights are computed based on entries in A, but subject to
        # the sparsity pattern of C.  So, copy the entries of A into the
        # sparsity pattern of C.
        C0.data[:] = 1.0
        C0 = C0.multiply(temp_A)

        P_indptr = np.empty_like(temp_A.indptr)
        amg_core.rs_standard_interpolation_pass1(temp_A.shape[0], C0.indptr,
                                                 C0.indices, splitting0,
                                                 P_indptr)
        nnz = P_indptr[-1]
        P_colinds = np.empty(nnz, dtype=P_indptr.dtype)
        P_data = np.empty(nnz, dtype=temp_A.dtype)

        if modified:
            amg_core.mod_standard_interpolation_pass2(
                temp_A.shape[0], temp_A.indptr, temp_A.indices, temp_A.data,
                C0.indptr, C0.indices, C0.data, splitting0, P_indptr,
                P_colinds, P_data)
        else:
            amg_core.rs_standard_interpolation_pass2(
                temp_A.shape[0], temp_A.indptr, temp_A.indices, temp_A.data,
                C0.indptr, C0.indices, C0.data, splitting0, P_indptr,
                P_colinds, P_data)

        nc = np.sum(splitting0)
        n = A.shape[0]
        P = csr_matrix((P_data, P_colinds, P_indptr), shape=[n, nc])
        return P.tobsr(blocksize=A.blocksize)

    # CSR format
    else:
        if theta is not None:
            C0 = classical_strength_of_connection(A,
                                                  theta=theta,
                                                  norm=norm,
                                                  cost=cost)
        else:
            C0 = C.copy()

        # Use modified standard interpolation by ignoring strong F-connections that do
        # not have a common C-point.
        if modified:
            amg_core.remove_strong_FF_connections(A.shape[0], C0.indptr,
                                                  C0.indices, C0.data,
                                                  splitting)
        C0.eliminate_zeros()

        # Interpolation weights are computed based on entries in A, but subject to
        # the sparsity pattern of C.  So, copy the entries of A into the
        # sparsity pattern of C.
        C0.data[:] = 1.0
        C0 = C0.multiply(A)

        P_indptr = np.empty_like(A.indptr)
        amg_core.rs_standard_interpolation_pass1(A.shape[0], C0.indptr,
                                                 C0.indices, splitting,
                                                 P_indptr)
        nnz = P_indptr[-1]
        P_colinds = np.empty(nnz, dtype=P_indptr.dtype)
        P_data = np.empty(nnz, dtype=A.dtype)

        if modified:
            amg_core.mod_standard_interpolation_pass2(
                A.shape[0], A.indptr, A.indices, A.data, C0.indptr, C0.indices,
                C0.data, splitting, P_indptr, P_colinds, P_data)
        else:
            amg_core.rs_standard_interpolation_pass2(
                A.shape[0], A.indptr, A.indices, A.data, C0.indptr, C0.indices,
                C0.data, splitting, P_indptr, P_colinds, P_data)
        nc = np.sum(splitting)
        n = A.shape[0]
        return csr_matrix((P_data, P_colinds, P_indptr), shape=[n, nc])
Пример #19
0
def extend_hierarchy(levels, strength, CF, interp, restrict, filter_operator,
                     coarse_grid_P, coarse_grid_R, keep):
    """ helper function for local methods """

    # Filter operator. Need to keep original matrix on fineest level for
    # computing residuals
    if (filter_operator is not None) and (filter_operator[1] != 0):
        if len(levels) == 1:
            A = deepcopy(levels[-1].A)
        else:
            A = levels[-1].A
        filter_matrix_rows(A,
                           filter_operator[1],
                           diagonal=True,
                           lump=filter_operator[0])
    else:
        A = levels[-1].A

    # Check if matrix was filtered to be diagonal --> coarsest grid
    if A.nnz == A.shape[0]:
        return 1

    # Zero initial complexities for strength, splitting and interpolation
    levels[-1].complexity['CF'] = 0.0
    levels[-1].complexity['strength'] = 0.0
    levels[-1].complexity['interpolate'] = 0.0

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))
    levels[-1].complexity['strength'] += kwargs['cost'][0] * A.nnz / float(
        A.nnz)

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = RS(C, **kwargs)
    elif fn == 'PMIS':
        splitting = PMIS(C, **kwargs)
    elif fn == 'PMISc':
        splitting = PMISc(C, **kwargs)
    elif fn == 'CLJP':
        splitting = CLJP(C, **kwargs)
    elif fn == 'CLJPc':
        splitting = CLJPc(C, **kwargs)
    elif fn == 'CR':
        splitting = CR(C, **kwargs)
    elif fn == 'weighted_matching':
        splitting, soc = weighted_matching(C, **kwargs)
        if soc is not None:
            C = soc
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)
    levels[-1].complexity['CF'] += kwargs['cost'][0] * C.nnz / float(A.nnz)
    temp = np.sum(splitting)
    if (temp == len(splitting)) or (temp == 0):
        return 1

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    r_flag = False
    fn, kwargs = unpack_arg(interp)
    if fn == 'standard':
        P = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'inject':
        P = injection_interpolation(A, splitting, **kwargs)
    elif fn == 'neumann':
        P = neumann_ideal_interpolation(A, splitting, **kwargs)
    elif fn == 'scaledAfc':
        P = scaled_Afc_interpolation(A, splitting, **kwargs)
    elif fn == 'air':
        if isspmatrix_bsr(A):
            temp_A = bsr_matrix(A.T)
            P = local_AIR(temp_A, splitting, **kwargs)
            P = bsr_matrix(P.T)
        else:
            temp_A = csr_matrix(A.T)
            P = local_AIR(temp_A, splitting, **kwargs)
            P = csr_matrix(P.T)
    elif fn == 'restrict':
        r_flag = True
    else:
        raise ValueError('unknown interpolation method (%s)' % interp)
    levels[-1].complexity['interpolate'] += kwargs['cost'][0] * A.nnz / float(
        A.nnz)

    # Build restriction operator
    fn, kwargs = unpack_arg(restrict)
    if fn is None:
        R = P.T
    elif fn == 'air':
        R = local_AIR(A, splitting, **kwargs)
    elif fn == 'neumann':
        R = neumann_AIR(A, splitting, **kwargs)
    elif fn == 'one_point':  # Don't need A^T here
        temp_C = C.T.tocsr()
        R = one_point_interpolation(A, temp_C, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R = R.T.tobsr()
        else:
            R = R.T.tocsr()
    elif fn == 'inject':  # Don't need A^T or C^T here
        R = injection_interpolation(A, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R = R.T.tobsr()
        else:
            R = R.T.tocsr()
    elif fn == 'standard':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    elif fn == 'distance_two':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    elif fn == 'direct':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    else:
        raise ValueError('unknown restriction method (%s)' % restrict)

    # If set P = R^T
    if r_flag:
        P = R.T

    # Optional different interpolation for RAP
    fn, kwargs = unpack_arg(coarse_grid_P)
    if fn == 'standard':
        P_temp = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P_temp = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P_temp = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P_temp = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'inject':
        P_temp = injection_interpolation(A, splitting, **kwargs)
    elif fn == 'neumann':
        P_temp = neumann_ideal_interpolation(A, splitting, **kwargs)
    elif fn == 'air':
        if isspmatrix_bsr(A):
            temp_A = bsr_matrix(A.T)
            P_temp = local_AIR(temp_A, splitting, **kwargs)
            P_temp = bsr_matrix(P_temp.T)
        else:
            temp_A = csr_matrix(A.T)
            P_temp = local_AIR(temp_A, splitting, **kwargs)
            P_temp = csr_matrix(P_temp.T)
    else:
        P_temp = P

    # Optional different restriction for RAP
    fn, kwargs = unpack_arg(coarse_grid_R)
    if fn == 'air':
        R_temp = local_AIR(A, splitting, **kwargs)
    elif fn == 'neumann':
        R_temp = neumann_AIR(A, splitting, **kwargs)
    elif fn == 'one_point':  # Don't need A^T here
        temp_C = C.T.tocsr()
        R_temp = one_point_interpolation(A, temp_C, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R_temp = R_temp.T.tobsr()
        else:
            R_temp = R_temp.T.tocsr()
    elif fn == 'inject':  # Don't need A^T or C^T here
        R_temp = injection_interpolation(A, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R_temp = R_temp.T.tobsr()
        else:
            R_temp = R_temp.T.tocsr()
    elif fn == 'standard':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = standard_interpolation(temp_A, temp_C, splitting,
                                            **kwargs)
            R_temp = R_temp.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = standard_interpolation(temp_A, temp_C, splitting,
                                            **kwargs)
            R_temp = R_temp.T.tocsr()
    elif fn == 'distance_two':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = distance_two_interpolation(temp_A, temp_C, splitting,
                                                **kwargs)
            R_temp = R_temp.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = distance_two_interpolation(temp_A, temp_C, splitting,
                                                **kwargs)
            R_temp = R_temp.T.tocsr()
    elif fn == 'direct':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tobsr()
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tocsr()
    else:
        R_temp = R

    # Store relevant information for this level
    if keep:
        levels[-1].C = C  # strength of connection matrix

    levels[-1].P = P  # prolongation operator
    levels[-1].R = R  # restriction operator
    levels[-1].splitting = splitting  # C/F splitting

    # Form coarse grid operator, get complexity
    #levels[-1].complexity['RAP'] = mat_mat_complexity(R_temp,A) / float(A.nnz)
    #RA = R_temp * A
    #levels[-1].complexity['RAP'] += mat_mat_complexity(RA,P_temp) / float(A.nnz)
    #A = RA * P_temp

    # RL: RAP = R*(A*P)
    levels[-1].complexity['RAP'] = mat_mat_complexity(A, P_temp) / float(A.nnz)
    AP = A * P_temp
    levels[-1].complexity['RAP'] += mat_mat_complexity(R_temp, AP) / float(
        A.nnz)
    A = R_temp * AP

    # Make sure coarse-grid operator is in correct sparse format
    if (isspmatrix_csr(P) and (not isspmatrix_csr(A))):
        A = A.tocsr()
    elif (isspmatrix_bsr(P) and (not isspmatrix_bsr(A))):
        A = A.tobsr()

    A.eliminate_zeros()
    levels.append(multilevel_solver.level())
    levels[-1].A = A
    return 0
Пример #20
0
def local_AIR(A,
              splitting,
              theta=0.1,
              norm='abs',
              degree=1,
              use_gmres=False,
              maxiter=10,
              precondition=True,
              cost=[0]):
    """ Compute approximate ideal restriction by setting RA = 0, within the
    sparsity pattern of R. Sparsity pattern of R for the ith row (i.e. ith
    C-point) is the set of all strongly connected F-points, or the max_row
    *most* strongly connected F-points.

    Parameters
    ----------
    A : {csr_matrix}
        NxN matrix in CSR or BSR format
    splitting : array
        C/F splitting stored in an array of length N
    theta : float, default 0.1
        Solve local system for each row of R for all values
            |A_ij| >= 0.1 * max_{i!=k} |A_ik|
    degree : int, default 1
        Expand sparsity pattern for R by considering strongly connected
        neighbors within 'degree' of a given node. Only supports degree 1 and 2.
    use_gmres : bool
        Solve local linear system for each row of R using GMRES
    maxiter : int
        Maximum number of GMRES iterations
    precondition : bool
        Diagonally precondition GMRES

    Returns
    -------
    Approximate ideal restriction, R, in same sparse format as A.

    Notes
    -----
    - This was the original idea for approximating ideal restriction. In practice,
      however, a Neumann approximation is typically used.
    - Supports block bsr matrices as well.
    """

    # Get SOC matrix containing neighborhood to be included in local solve
    if isspmatrix_bsr(A):
        C = classical_strength_of_connection(A=A,
                                             theta=theta,
                                             block='amalgamate',
                                             norm=norm)
        blocksize = A.blocksize[0]
    elif isspmatrix_csr(A):
        blocksize = 1
        C = classical_strength_of_connection(A=A,
                                             theta=theta,
                                             block=None,
                                             norm=norm)
    else:
        try:
            A = A.tocsr()
            warn("Implicit conversion of A to csr", SparseEfficiencyWarning)
            C = classical_strength_of_connection(A=A,
                                                 theta=theta,
                                                 block=None,
                                                 norm=norm)
            blocksize = 1
        except:
            raise TypeError("Invalid matrix type, must be CSR or BSR.")

    Cpts = np.array(np.where(splitting == 1)[0], dtype='int32')
    nc = Cpts.shape[0]
    n = C.shape[0]

    R_rowptr = np.empty(nc + 1, dtype='int32')
    amg_core.approx_ideal_restriction_pass1(R_rowptr, C.indptr, C.indices,
                                            Cpts, splitting, degree)

    # Build restriction operator
    nnz = R_rowptr[-1]
    R_colinds = np.zeros(nnz, dtype='int32')

    # Block matrix
    if isspmatrix_bsr(A):
        R_data = np.zeros(nnz * blocksize * blocksize, dtype=A.dtype)
        amg_core.block_approx_ideal_restriction_pass2(
            R_rowptr, R_colinds, R_data, A.indptr, A.indices, A.data.ravel(),
            C.indptr, C.indices, C.data, Cpts, splitting, blocksize, degree,
            use_gmres, maxiter, precondition)
        R = bsr_matrix(
            (R_data.reshape(nnz, blocksize, blocksize), R_colinds, R_rowptr),
            blocksize=[blocksize, blocksize],
            shape=[nc * blocksize, A.shape[0]])
    # Not block matrix
    else:
        R_data = np.zeros(nnz, dtype=A.dtype)
        amg_core.approx_ideal_restriction_pass2(R_rowptr, R_colinds, R_data,
                                                A.indptr, A.indices, A.data,
                                                C.indptr, C.indices, C.data,
                                                Cpts, splitting, degree,
                                                use_gmres, maxiter,
                                                precondition)
        R = csr_matrix((R_data, R_colinds, R_rowptr), shape=[nc, A.shape[0]])

    R.eliminate_zeros()
    return R
Пример #21
0
def extend_hierarchy(levels, strength, CF, interp, restrict, filter_operator,
                     coarse_grid_P, coarse_grid_R, keep):
    """ helper function for local methods """

    # Filter operator. Need to keep original matrix on fineest level for
    # computing residuals
    if (filter_operator is not None) and (filter_operator[1] != 0): 
        if len(levels) == 1:
            A = deepcopy(levels[-1].A)
        else:
            A = levels[-1].A
        filter_matrix_rows(A, filter_operator[1], diagonal=True, lump=filter_operator[0])
    else:
        A = levels[-1].A

    # Check if matrix was filtered to be diagonal --> coarsest grid
    if A.nnz == A.shape[0]:
        return 1

    # Zero initial complexities for strength, splitting and interpolation
    levels[-1].complexity['CF'] = 0.0
    levels[-1].complexity['strength'] = 0.0
    levels[-1].complexity['interpolate'] = 0.0

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))
    levels[-1].complexity['strength'] += kwargs['cost'][0] * A.nnz / float(A.nnz)

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = RS(C, **kwargs)
    elif fn == 'PMIS':
        splitting = PMIS(C, **kwargs)
    elif fn == 'PMISc':
        splitting = PMISc(C, **kwargs)
    elif fn == 'CLJP':
        splitting = CLJP(C, **kwargs)
    elif fn == 'CLJPc':
        splitting = CLJPc(C, **kwargs)
    elif fn == 'CR':
        splitting = CR(C, **kwargs)
    elif fn == 'weighted_matching':
        splitting, soc = weighted_matching(C, **kwargs)
        if soc is not None:
            C = soc
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)
    levels[-1].complexity['CF'] += kwargs['cost'][0] * C.nnz / float(A.nnz)
    temp = np.sum(splitting)
    if (temp == len(splitting)) or (temp == 0):
        return 1

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    r_flag = False
    fn, kwargs = unpack_arg(interp)
    if fn == 'standard':
        P = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'inject':
        P = injection_interpolation(A, splitting, **kwargs)
    elif fn == 'neumann':
        P = neumann_ideal_interpolation(A, splitting, **kwargs)
    elif fn == 'scaledAfc':
        P = scaled_Afc_interpolation(A, splitting, **kwargs)
    elif fn == 'air':
        if isspmatrix_bsr(A):
            temp_A = bsr_matrix(A.T)
            P = local_AIR(temp_A, splitting, **kwargs)
            P = bsr_matrix(P.T)
        else:
            temp_A = csr_matrix(A.T)
            P = local_AIR(temp_A, splitting, **kwargs)
            P = csr_matrix(P.T)
    elif fn == 'restrict':
        r_flag = True
    else:
        raise ValueError('unknown interpolation method (%s)' % interp)
    levels[-1].complexity['interpolate'] += kwargs['cost'][0] * A.nnz / float(A.nnz)

    # Build restriction operator
    fn, kwargs = unpack_arg(restrict)
    if fn is None:
        R = P.T
    elif fn == 'air':
        R = local_AIR(A, splitting, **kwargs)
    elif fn == 'neumann':
        R = neumann_AIR(A, splitting, **kwargs)
    elif fn == 'one_point':         # Don't need A^T here
        temp_C = C.T.tocsr()
        R = one_point_interpolation(A, temp_C, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R = R.T.tobsr()
        else:
            R = R.T.tocsr()
    elif fn == 'inject':            # Don't need A^T or C^T here
        R = injection_interpolation(A, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R = R.T.tobsr()
        else:
            R = R.T.tocsr()
    elif fn == 'standard':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        else: 
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    elif fn == 'distance_two':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()
        else: 
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    elif fn == 'direct':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tobsr()        
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R = R.T.tocsr()
    else:
        raise ValueError('unknown restriction method (%s)' % restrict)

    # If set P = R^T
    if r_flag:
        P = R.T

    # Optional different interpolation for RAP
    fn, kwargs = unpack_arg(coarse_grid_P)
    if fn == 'standard':
        P_temp = standard_interpolation(A, C, splitting, **kwargs)
    elif fn == 'distance_two':
        P_temp = distance_two_interpolation(A, C, splitting, **kwargs)
    elif fn == 'direct':
        P_temp = direct_interpolation(A, C, splitting, **kwargs)
    elif fn == 'one_point':
        P_temp = one_point_interpolation(A, C, splitting, **kwargs)
    elif fn == 'inject':
        P_temp = injection_interpolation(A, splitting, **kwargs)
    elif fn == 'neumann':
        P_temp = neumann_ideal_interpolation(A, splitting, **kwargs)
    elif fn == 'air':
        if isspmatrix_bsr(A): 
            temp_A = bsr_matrix(A.T)
            P_temp = local_AIR(temp_A, splitting, **kwargs)
            P_temp = bsr_matrix(P_temp.T)
        else:
            temp_A = csr_matrix(A.T)
            P_temp = local_AIR(temp_A, splitting, **kwargs)
            P_temp = csr_matrix(P_temp.T)
    else:
        P_temp = P

    # Optional different restriction for RAP
    fn, kwargs = unpack_arg(coarse_grid_R)
    if fn == 'air':
        R_temp = local_AIR(A, splitting, **kwargs)
    elif fn == 'neumann':
        R_temp = neumann_AIR(A, splitting, **kwargs)
    elif fn == 'one_point':         # Don't need A^T here
        temp_C = C.T.tocsr()
        R_temp = one_point_interpolation(A, temp_C, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R_temp = R_temp.T.tobsr()
        else:
            R_temp = R_temp.T.tocsr()
    elif fn == 'inject':            # Don't need A^T or C^T here
        R_temp = injection_interpolation(A, splitting, **kwargs)
        if isspmatrix_bsr(A):
            R_temp = R_temp.T.tobsr()
        else:
            R_temp = R_temp.T.tocsr()
    elif fn == 'standard':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tobsr()
        else: 
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = standard_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tocsr()
    elif fn == 'distance_two':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tobsr()
        else: 
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = distance_two_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tocsr()
    elif fn == 'direct':
        if isspmatrix_bsr(A):
            temp_A = A.T.tobsr()
            temp_C = C.T.tobsr()
            R_temp = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tobsr()        
        else:
            temp_A = A.T.tocsr()
            temp_C = C.T.tocsr()
            R_temp = direct_interpolation(temp_A, temp_C, splitting, **kwargs)
            R_temp = R_temp.T.tocsr()
    else:
        R_temp = R

    # Store relevant information for this level
    if keep:
        levels[-1].C = C              # strength of connection matrix

    levels[-1].P = P                  # prolongation operator
    levels[-1].R = R                  # restriction operator
    levels[-1].splitting = splitting  # C/F splitting

    # Form coarse grid operator, get complexity
    #levels[-1].complexity['RAP'] = mat_mat_complexity(R_temp,A) / float(A.nnz)
    #RA = R_temp * A
    #levels[-1].complexity['RAP'] += mat_mat_complexity(RA,P_temp) / float(A.nnz)
    #A = RA * P_temp
    
    # RL: RAP = R*(A*P)
    levels[-1].complexity['RAP'] = mat_mat_complexity(A, P_temp) / float(A.nnz)
    AP = A * P_temp
    levels[-1].complexity['RAP'] += mat_mat_complexity(R_temp, AP) / float(A.nnz)
    A = R_temp * AP
    

    # Make sure coarse-grid operator is in correct sparse format
    if (isspmatrix_csr(P) and (not isspmatrix_csr(A))):
        A = A.tocsr()
    elif (isspmatrix_bsr(P) and (not isspmatrix_bsr(A))):
        A = A.tobsr()

    A.eliminate_zeros()
    levels.append(multilevel_solver.level())
    levels[-1].A = A
    return 0
Пример #22
0
import scipy

from pyamg.gallery import stencil_grid
from pyamg.gallery.diffusion import diffusion_stencil_2d
from pyamg.strength import classical_strength_of_connection
from pyamg.classical.classical import ruge_stuben_solver

from convergence_tools import print_cycle_history

if __name__ == '__main__':
    n = 100
    nx = n
    ny = n

    # Rotated Anisotropic Diffusion
    stencil = diffusion_stencil_2d(type='FE',epsilon=0.001,theta=scipy.pi/3)

    A = stencil_grid(stencil, (nx,ny), format='csr')
    S = classical_strength_of_connection(A, 0.0)

    numpy.random.seed(625)
    x = scipy.rand(A.shape[0])
    b = A*scipy.rand(A.shape[0])

    ml = ruge_stuben_solver(A, max_coarse=10)

    resvec = []
    x = ml.solve(b, x0=x, maxiter=20, tol=1e-14, residuals=resvec)

    print_cycle_history(resvec, ml, verbose=True, plotting=True)
Пример #23
0
def extend_hierarchy(levels, strength, aggregate, smooth, improve_candidates,
                     diagonal_dominance=False, keep=True):
    """Service routine to implement the strength of connection, aggregation,
    tentative prolongation construction, and prolongation smoothing.  Called by
    smoothed_aggregation_solver.
    """

    A = levels[-1].A
    B = levels[-1].B
    if A.symmetry == "nonsymmetric":
        AH = A.H.asformat(A.format)
        BH = levels[-1].BH

    # Compute the strength-of-connection matrix C, where larger
    # C[i, j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength[len(levels)-1])
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        if 'B' in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'predefined':
        C = kwargs['C'].tocsr()
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))
    
    levels[-1].complexity['strength'] = kwargs['cost'][0]

    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)
        levels[-1].complexity['diag_dom'] = kwargs['cost'][0]

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate[len(levels)-1])
    if fn == 'standard':
        AggOp, Cnodes = standard_aggregation(C, **kwargs)
    elif fn == 'naive':
        AggOp, Cnodes = naive_aggregation(C, **kwargs)
    elif fn == 'lloyd':
        AggOp, Cnodes = lloyd_aggregation(C, **kwargs)
    elif fn == 'predefined':
        AggOp = kwargs['AggOp'].tocsr()
        Cnodes = kwargs['Cnodes']
    else:
        raise ValueError('unrecognized aggregation method %s' % str(fn))
    
    levels[-1].complexity['aggregation'] = kwargs['cost'][0] * (float(C.nnz)/A.nnz)

    # Improve near nullspace candidates by relaxing on A B = 0
    temp_cost = [0.0]
    fn, kwargs = unpack_arg(improve_candidates[len(levels)-1],cost=False)
    if fn is not None:
        b = np.zeros((A.shape[0], 1), dtype=A.dtype)
        B = relaxation_as_linear_operator((fn, kwargs), A, b, temp_cost) * B
        levels[-1].B = B
        if A.symmetry == "nonsymmetric":
            BH = relaxation_as_linear_operator((fn, kwargs), AH, b, temp_cost) * BH
            levels[-1].BH = BH

    levels[-1].complexity['candidates'] = temp_cost[0] * B.shape[1]

    # Compute the tentative prolongator, T, which is a tentative interpolation
    # matrix from the coarse-grid to the fine-grid.  T exactly interpolates
    # B_fine[:, 0:blocksize(A)] = T B_coarse[:, 0:blocksize(A)].
    # Orthogonalization complexity ~ 2nk^2, k = blocksize(A).
    temp_cost=[0.0]
    T, dummy = fit_candidates(AggOp, B[:, 0:blocksize(A)], cost=temp_cost)
    del dummy
    if A.symmetry == "nonsymmetric":
        TH, dummyH = fit_candidates(AggOp, BH[:, 0:blocksize(A)], cost=temp_cost)
        del dummyH

    levels[-1].complexity['tentative'] = temp_cost[0]/A.nnz
    
    # Create necessary root node matrices
    Cpt_params = (True, get_Cpt_params(A, Cnodes, AggOp, T))
    T = scale_T(T, Cpt_params[1]['P_I'], Cpt_params[1]['I_F'])
    levels[-1].complexity['tentative'] += T.nnz / float(A.nnz)
    if A.symmetry == "nonsymmetric":
        TH = scale_T(TH, Cpt_params[1]['P_I'], Cpt_params[1]['I_F'])
        levels[-1].complexity['tentative'] += TH.nnz / float(A.nnz)

    # Set coarse grid near nullspace modes as injected fine grid near
    # null-space modes
    B = Cpt_params[1]['P_I'].T*levels[-1].B
    if A.symmetry == "nonsymmetric":
        BH = Cpt_params[1]['P_I'].T*levels[-1].BH

    # Smooth the tentative prolongator, so that it's accuracy is greatly
    # improved for algebraically smooth error.
    fn, kwargs = unpack_arg(smooth[len(levels)-1])
    if fn == 'energy':
        P = energy_prolongation_smoother(A, T, C, B, levels[-1].B,
                                         Cpt_params=Cpt_params, **kwargs)
    elif fn is None:
        P = T
    else:
        raise ValueError('unrecognized prolongation smoother \
                          method %s' % str(fn))

    levels[-1].complexity['smooth_P'] = kwargs['cost'][0]

    # Compute the restriction matrix R, which interpolates from the fine-grid
    # to the coarse-grid.  If A is nonsymmetric, then R must be constructed
    # based on A.H.  Otherwise R = P.H or P.T.
    symmetry = A.symmetry
    if symmetry == 'hermitian':
        R = P.H
    elif symmetry == 'symmetric':
        R = P.T
    elif symmetry == 'nonsymmetric':
        fn, kwargs = unpack_arg(smooth[len(levels)-1])
        if fn == 'energy':
            R = energy_prolongation_smoother(AH, TH, C, BH, levels[-1].BH,
                                             Cpt_params=Cpt_params, **kwargs)
            R = R.H
            levels[-1].complexity['smooth_R'] = kwargs['cost'][0]
        elif fn is None:
            R = T.H
        else:
            raise ValueError('unrecognized prolongation smoother \
                              method %s' % str(fn))

    if keep:
        levels[-1].C = C                        # strength of connection matrix
        levels[-1].AggOp = AggOp                # aggregation operator
        levels[-1].T = T                        # tentative prolongator
        levels[-1].Fpts = Cpt_params[1]['Fpts'] # Fpts
        levels[-1].P_I = Cpt_params[1]['P_I']   # Injection operator
        levels[-1].I_F = Cpt_params[1]['I_F']   # Identity on F-pts
        levels[-1].I_C = Cpt_params[1]['I_C']   # Identity on C-pts

    levels[-1].P = P                            # smoothed prolongator
    levels[-1].R = R                            # restriction operator
    levels[-1].Cpts = Cpt_params[1]['Cpts']     # Cpts (i.e., rootnodes)

    # Form coarse grid operator, get complexity
    levels[-1].complexity['RAP'] = mat_mat_complexity(R,A) / float(A.nnz)
    RA = R * A
    levels[-1].complexity['RAP'] += mat_mat_complexity(RA,P) / float(A.nnz)
    A = RA * P      # Galerkin operator, Ac = RAP
    A.symmetry = symmetry

    levels.append(multilevel_solver.level())
    levels[-1].A = A
    levels[-1].B = B                          # right near nullspace candidates

    if A.symmetry == "nonsymmetric":
        levels[-1].BH = BH                   # left near nullspace candidates
Пример #24
0
def extend_hierarchy(levels, strength, aggregate, smooth, improve_candidates,
                     diagonal_dominance=False, keep=True):
    """Service routine to implement the strength of connection, aggregation,
    tentative prolongation construction, and prolongation smoothing.  Called by
    smoothed_aggregation_solver.
    """

    A = levels[-1].A
    B = levels[-1].B
    if A.symmetry == "nonsymmetric":
        AH = A.H.asformat(A.format)
        BH = levels[-1].BH

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength[len(levels)-1])
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        if 'B' in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'predefined':
        C = kwargs['C'].tocsr()
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn == 'affinity':
        C = affinity_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    levels[-1].complexity['strength'] = kwargs['cost'][0]
 
    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)
        levels[-1].complexity['diag_dom'] = kwargs['cost'][0]

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate[len(levels)-1])
    if fn == 'standard':
        AggOp = standard_aggregation(C, **kwargs)[0]
    elif fn == 'naive':
        AggOp = naive_aggregation(C, **kwargs)[0]
    elif fn == 'lloyd':
        AggOp = lloyd_aggregation(C, **kwargs)[0]
    elif fn == 'predefined':
        AggOp = kwargs['AggOp'].tocsr()
    else:
        raise ValueError('unrecognized aggregation method %s' % str(fn))

    levels[-1].complexity['aggregation'] = kwargs['cost'][0] * (float(C.nnz)/A.nnz)

    # Improve near nullspace candidates by relaxing on A B = 0
    temp_cost = [0.0]
    fn, kwargs = unpack_arg(improve_candidates[len(levels)-1], cost=False)
    if fn is not None:
        b = np.zeros((A.shape[0], 1), dtype=A.dtype)
        B = relaxation_as_linear_operator((fn, kwargs), A, b, temp_cost) * B
        levels[-1].B = B
        if A.symmetry == "nonsymmetric":
            BH = relaxation_as_linear_operator((fn, kwargs), AH, b, temp_cost) * BH
            levels[-1].BH = BH

    levels[-1].complexity['candidates'] = temp_cost[0] * B.shape[1]

    # Compute the tentative prolongator, T, which is a tentative interpolation
    # matrix from the coarse-grid to the fine-grid.  T exactly interpolates
    # B_fine = T B_coarse. Orthogonalization complexity ~ 2nk^2, k=B.shape[1].
    temp_cost=[0.0]
    T, B = fit_candidates(AggOp, B, cost=temp_cost)
    if A.symmetry == "nonsymmetric":
        TH, BH = fit_candidates(AggOp, BH, cost=temp_cost)

    levels[-1].complexity['tentative'] = temp_cost[0]/A.nnz

    # Smooth the tentative prolongator, so that it's accuracy is greatly
    # improved for algebraically smooth error.
    fn, kwargs = unpack_arg(smooth[len(levels)-1])
    if fn == 'jacobi':
        P = jacobi_prolongation_smoother(A, T, C, B, **kwargs)
    elif fn == 'richardson':
        P = richardson_prolongation_smoother(A, T, **kwargs)
    elif fn == 'energy':
        P = energy_prolongation_smoother(A, T, C, B, None, (False, {}),
                                         **kwargs)
    elif fn is None:
        P = T
    else:
        raise ValueError('unrecognized prolongation smoother method %s' %
                         str(fn))

    levels[-1].complexity['smooth_P'] = kwargs['cost'][0]

    # Compute the restriction matrix, R, which interpolates from the fine-grid
    # to the coarse-grid.  If A is nonsymmetric, then R must be constructed
    # based on A.H.  Otherwise R = P.H or P.T.
    symmetry = A.symmetry
    if symmetry == 'hermitian':
        R = P.H
    elif symmetry == 'symmetric':
        R = P.T
    elif symmetry == 'nonsymmetric':
        fn, kwargs = unpack_arg(smooth[len(levels)-1])
        if fn == 'jacobi':
            R = jacobi_prolongation_smoother(AH, TH, C, BH, **kwargs).H
        elif fn == 'richardson':
            R = richardson_prolongation_smoother(AH, TH, **kwargs).H
        elif fn == 'energy':
            R = energy_prolongation_smoother(AH, TH, C, BH, None, (False, {}),
                                             **kwargs)
            R = R.H
        elif fn is None:
            R = T.H
        else:
            raise ValueError('unrecognized prolongation smoother method %s' %
                             str(fn))
        levels[-1].complexity['smooth_R'] = kwargs['cost'][0]

    if keep:
        levels[-1].C = C            # strength of connection matrix
        levels[-1].AggOp = AggOp    # aggregation operator
        levels[-1].T = T            # tentative prolongator

    levels[-1].P = P  # smoothed prolongator
    levels[-1].R = R  # restriction operator

    # Form coarse grid operator, get complexity
    levels[-1].complexity['RAP'] = mat_mat_complexity(R,A) / float(A.nnz)
    RA = R * A
    levels[-1].complexity['RAP'] += mat_mat_complexity(RA,P) / float(A.nnz)
    A = RA * P      # Galerkin operator, Ac = RAP
    A.symmetry = symmetry

    levels.append(multilevel_solver.level())
    levels[-1].A = A
    levels[-1].B = B           # right near nullspace candidates

    if A.symmetry == "nonsymmetric":
        levels[-1].BH = BH     # left near nullspace candidates
Пример #25
0
def initial_setup_stage(A, symmetry, pdef, candidate_iters, epsilon,
                        max_levels, max_coarse, aggregate, prepostsmoother,
                        smooth, strength, work, initial_candidate=None):
    """Compute aggregation and the first near-nullspace candidate following Algorithm 3 in Brezina et al.

    Parameters
    ----------
    candidate_iters
        number of test relaxation iterations
    epsilon
        minimum acceptable relaxation convergence factor

    References
    ----------
    .. [1] Brezina, Falgout, MacLachlan, Manteuffel, McCormick, and Ruge
       "Adaptive Smoothed Aggregation (aSA) Multigrid"
       SIAM Review Volume 47,  Issue 2  (2005)
       http://www.cs.umn.edu/~maclach/research/aSA2.pdf

    """
    # Define relaxation routine
    def relax(A, x):
        fn, kwargs = unpack_arg(prepostsmoother)
        if fn == 'gauss_seidel':
            gauss_seidel(A, x, np.zeros_like(x),
                         iterations=candidate_iters, sweep='symmetric')
        elif fn == 'gauss_seidel_nr':
            gauss_seidel_nr(A, x, np.zeros_like(x),
                            iterations=candidate_iters, sweep='symmetric')
        elif fn == 'gauss_seidel_ne':
            gauss_seidel_ne(A, x, np.zeros_like(x),
                            iterations=candidate_iters, sweep='symmetric')
        elif fn == 'jacobi':
            jacobi(A, x, np.zeros_like(x), iterations=1,
                   omega=1.0 / rho_D_inv_A(A))
        elif fn == 'richardson':
            polynomial(A, x, np.zeros_like(x), iterations=1,
                       coefficients=[1.0/approximate_spectral_radius(A)])
        elif fn == 'gmres':
            x[:] = (gmres(A, np.zeros_like(x), x0=x,
                          maxiter=candidate_iters)[0]).reshape(x.shape)
        else:
            raise TypeError('Unrecognized smoother')

    # flag for skipping steps f-i in step 4
    skip_f_to_i = True

    # step 1
    A_l = A
    if initial_candidate is None:
        x = sp.rand(A_l.shape[0], 1).astype(A_l.dtype)
        # The following type check matches the usual 'complex' type,
        # but also numpy data types such as 'complex64', 'complex128'
        # and 'complex256'.
        if A_l.dtype.name.startswith('complex'):
            x = x + 1.0j*sp.rand(A_l.shape[0], 1)
    else:
        x = np.array(initial_candidate, dtype=A_l.dtype)

    # step 2
    relax(A_l, x)
    work[:] += A_l.nnz * candidate_iters*2

    # step 3
    # not advised to stop the iteration here: often the first relaxation pass
    # _is_ good, but the remaining passes are poor
    # if x_A_x/x_A_x_old < epsilon:
    #    # relaxation alone is sufficient
    #    print 'relaxation alone works: %g'%(x_A_x/x_A_x_old)
    #    return x, []

    # step 4
    As = [A]
    xs = [x]
    Ps = []
    AggOps = []
    StrengthOps = []

    while A.shape[0] > max_coarse and max_levels > 1:
        # The real check to break from the while loop is below

        # Begin constructing next level
        fn, kwargs = unpack_arg(strength[len(As)-1])  # step 4b
        if fn == 'symmetric':
            C_l = symmetric_strength_of_connection(A_l, **kwargs)
            # Diagonal must be nonzero
            C_l = C_l + eye(C_l.shape[0], C_l.shape[1], format='csr')
        elif fn == 'classical':
            C_l = classical_strength_of_connection(A_l, **kwargs)
            # Diagonal must be nonzero
            C_l = C_l + eye(C_l.shape[0], C_l.shape[1], format='csr')
            if isspmatrix_bsr(A_l):
                C_l = amalgamate(C_l, A_l.blocksize[0])
        elif (fn == 'ode') or (fn == 'evolution'):
            C_l = evolution_strength_of_connection(A_l,
                                                   np.ones(
                                                       (A_l.shape[0], 1),
                                                       dtype=A.dtype),
                                                   **kwargs)
        elif fn == 'predefined':
            C_l = kwargs['C'].tocsr()
        elif fn is None:
            C_l = A_l.tocsr()
        else:
            raise ValueError('unrecognized strength of connection method: %s' %
                             str(fn))

        # In SA, strength represents "distance", so we take magnitude of
        # complex values
        if C_l.dtype.name.startswith('complex'):
            C_l.data = np.abs(C_l.data)

        # Create a unified strength framework so that large values represent
        # strong connections and small values represent weak connections
        if (fn == 'ode') or (fn == 'evolution') or (fn == 'energy_based'):
            C_l.data = 1.0 / C_l.data

        # aggregation
        fn, kwargs = unpack_arg(aggregate[len(As) - 1])
        if fn == 'standard':
            AggOp = standard_aggregation(C_l, **kwargs)[0]
        elif fn == 'lloyd':
            AggOp = lloyd_aggregation(C_l, **kwargs)[0]
        elif fn == 'predefined':
            AggOp = kwargs['AggOp'].tocsr()
        else:
            raise ValueError('unrecognized aggregation method %s' % str(fn))

        T_l, x = fit_candidates(AggOp, x)  # step 4c

        fn, kwargs = unpack_arg(smooth[len(As)-1])  # step 4d
        if fn == 'jacobi':
            P_l = jacobi_prolongation_smoother(A_l, T_l, C_l, x, **kwargs)
        elif fn == 'richardson':
            P_l = richardson_prolongation_smoother(A_l, T_l, **kwargs)
        elif fn == 'energy':
            P_l = energy_prolongation_smoother(A_l, T_l, C_l, x, None,
                                               (False, {}), **kwargs)
        elif fn is None:
            P_l = T_l
        else:
            raise ValueError('unrecognized prolongation smoother method %s' %
                             str(fn))

        # R should reflect A's structure # step 4e
        if symmetry == 'symmetric':
            A_l = P_l.T.asformat(P_l.format) * A_l * P_l
        elif symmetry == 'hermitian':
            A_l = P_l.H.asformat(P_l.format) * A_l * P_l

        StrengthOps.append(C_l)
        AggOps.append(AggOp)
        Ps.append(P_l)
        As.append(A_l)

        # skip to step 5 as in step 4e
        if (A_l.shape[0] <= max_coarse) or (len(AggOps) + 1 >= max_levels):
            break

        if not skip_f_to_i:
            x_hat = x.copy()  # step 4g
            relax(A_l, x)  # step 4h
            work[:] += A_l.nnz*candidate_iters*2
            if pdef is True:
                x_A_x = np.dot(np.conjugate(x).T, A_l*x)
                xhat_A_xhat = np.dot(np.conjugate(x_hat).T, A_l*x_hat)
                err_ratio = (x_A_x/xhat_A_xhat)**(1.0/candidate_iters)
            else:
                # use A.H A inner-product
                Ax = A_l * x
                # Axhat = A_l * x_hat
                x_A_x = np.dot(np.conjugate(Ax).T, Ax)
                xhat_A_xhat = np.dot(np.conjugate(x_hat).T, A_l*x_hat)
                err_ratio = (x_A_x/xhat_A_xhat)**(1.0/candidate_iters)

            if err_ratio < epsilon:  # step 4i
                # print "sufficient convergence, skipping"
                skip_f_to_i = True
                if x_A_x == 0:
                    x = x_hat  # need to restore x
        else:
            # just carry out relaxation, don't check for convergence
            relax(A_l, x)  # step 4h
            work[:] += 2 * A_l.nnz * candidate_iters

        # store xs for diagnostic use and for use in step 5
        xs.append(x)

    # step 5
    # Extend coarse-level candidate to the finest level
    # --> note that we start with the x from the second coarsest level
    x = xs[-1]
    # make sure that xs[-1] has been relaxed by step 4h, i.e. relax(As[-2], x)
    for lev in range(len(Ps)-2, -1, -1):  # lev = coarsest ... finest-1
        P = Ps[lev]                     # I: lev --> lev+1
        A = As[lev]                     # A on lev+1
        x = P * x
        relax(A, x)
        work[:] += A.nnz*candidate_iters*2

    # Set predefined strength of connection and aggregation
    if len(AggOps) > 1:
        aggregate = [('predefined', {'AggOp': AggOps[i]})
                     for i in range(len(AggOps))]
        strength = [('predefined', {'C': StrengthOps[i]})
                    for i in range(len(StrengthOps))]

    return x, aggregate, strength  # first candidate
Пример #26
0
def extend_hierarchy(levels, strength, CF, keep):
    """ helper function for local methods """
    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A

    # Compute the strength-of-connection matrix C, where larger
    # C[i,j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength)
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        C = evolution_strength_of_connection(A, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn is None:
        C = A
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    # Generate the C/F splitting
    fn, kwargs = unpack_arg(CF)
    if fn == 'RS':
        splitting = split.RS(C)
    elif fn == 'PMIS':
        splitting = split.PMIS(C)
    elif fn == 'PMISc':
        splitting = split.PMISc(C)
    elif fn == 'CLJP':
        splitting = split.CLJP(C)
    elif fn == 'CLJPc':
        splitting = split.CLJPc(C)
    else:
        raise ValueError('unknown C/F splitting method (%s)' % CF)

    # Generate the interpolation matrix that maps from the coarse-grid to the
    # fine-grid
    P = direct_interpolation(A, C, splitting)

    # Generate the restriction matrix that maps from the fine-grid to the
    # coarse-grid
    R = P.T.tocsr()

    # Store relevant information for this level
    if keep:
        levels[-1].C = C                  # strength of connection matrix
        levels[-1].splitting = splitting  # C/F splitting

    levels[-1].P = P                  # prolongation operator
    levels[-1].R = R                  # restriction operator

    levels.append(multilevel_solver.level())

    # Form next level through Galerkin product
    A = R * A * P
    levels[-1].A = A
Пример #27
0
def extend_hierarchy(levels, strength, aggregate, smooth, improve_candidates,
                     diagonal_dominance=False, keep=True, test_ind=0):
    """Service routine to implement the strength of connection, aggregation,
    tentative prolongation construction, and prolongation smoothing.  Called by
    smoothed_aggregation_solver.
    """

    def unpack_arg(v):
        if isinstance(v, tuple):
            return v[0], v[1]
        else:
            return v, {}

    A = levels[-1].A
    B = levels[-1].B
    if A.symmetry == "nonsymmetric":
        AH = A.H.asformat(A.format)
        BH = levels[-1].BH

    # Improve near nullspace candidates by relaxing on A B = 0
    fn, kwargs = unpack_arg(improve_candidates[len(levels)-1])
    if fn is not None:
        b = np.zeros((A.shape[0], 1), dtype=A.dtype)
        B = relaxation_as_linear_operator((fn, kwargs), A, b) * B
        levels[-1].B = B
        if A.symmetry == "nonsymmetric":
            BH = relaxation_as_linear_operator((fn, kwargs), AH, b) * BH
            levels[-1].BH = BH

    # Compute the strength-of-connection matrix C, where larger
    # C[i, j] denote stronger couplings between i and j.
    fn, kwargs = unpack_arg(strength[len(levels)-1])
    if fn == 'symmetric':
        C = symmetric_strength_of_connection(A, **kwargs)
    elif fn == 'classical':
        C = classical_strength_of_connection(A, **kwargs)
    elif fn == 'distance':
        C = distance_strength_of_connection(A, **kwargs)
    elif (fn == 'ode') or (fn == 'evolution'):
        if 'B' in kwargs:
            C = evolution_strength_of_connection(A, **kwargs)
        else:
            C = evolution_strength_of_connection(A, B, **kwargs)
    elif fn == 'energy_based':
        C = energy_based_strength_of_connection(A, **kwargs)
    elif fn == 'predefined':
        C = kwargs['C'].tocsr()
    elif fn == 'algebraic_distance':
        C = algebraic_distance(A, **kwargs)
    elif fn is None:
        C = A.tocsr()
    else:
        raise ValueError('unrecognized strength of connection method: %s' %
                         str(fn))

    # Avoid coarsening diagonally dominant rows
    flag, kwargs = unpack_arg(diagonal_dominance)
    if flag:
        C = eliminate_diag_dom_nodes(A, C, **kwargs)

    # Compute the aggregation matrix AggOp (i.e., the nodal coarsening of A).
    # AggOp is a boolean matrix, where the sparsity pattern for the k-th column
    # denotes the fine-grid nodes agglomerated into k-th coarse-grid node.
    fn, kwargs = unpack_arg(aggregate[len(levels)-1])
    if fn == 'standard':
        AggOp, Cnodes = standard_aggregation(C, **kwargs)
    elif fn == 'naive':
        AggOp, Cnodes = naive_aggregation(C, **kwargs)
    elif fn == 'lloyd':
        AggOp, Cnodes = lloyd_aggregation(C, **kwargs)
    elif fn == 'pairwise':
        AggOp, Cnodes = pairwise_aggregation(A, B, **kwargs)
    elif fn == 'predefined':
        AggOp = kwargs['AggOp'].tocsr()
        Cnodes = kwargs['Cnodes']
    else:
        raise ValueError('unrecognized aggregation method %s' % str(fn))

# ----------------------------------------------------------------------------- #
# ------------------- New ideal interpolation constructed --------------------  #
# ----------------------------------------------------------------------------- #

    # pdb.set_trace()

    # splitting = CR(A)
    # Cpts = [i for i in range(0,AggOp.shape[0]) if splitting[i]==1]

    # Compute prolongation operator.
    if test_ind==0:
        T = new_ideal_interpolation(A=A, AggOp=AggOp, Cnodes=Cnodes, B=B[:, 0:blocksize(A)], SOC=C)
    else: 
        T = py_ideal_interpolation(A=A, AggOp=AggOp, Cnodes=Cnodes, B=B[:, 0:blocksize(A)], SOC=C)

    print "\nSize of sparsity pattern - ", T.nnz

    # Smooth the tentative prolongator, so that it's accuracy is greatly
    # improved for algebraically smooth error.
    # fn, kwargs = unpack_arg(smooth[len(levels)-1])
    # if fn == 'jacobi':
    #     P = jacobi_prolongation_smoother(A, T, C, B, **kwargs)
    # elif fn == 'richardson':
    #     P = richardson_prolongation_smoother(A, T, **kwargs)
    # elif fn == 'energy':
    #     P = energy_prolongation_smoother(A, T, C, B, None, (False, {}),
    #                                      **kwargs)
    # elif fn is None:
    #     P = T
    # else:
    #     raise ValueError('unrecognized prolongation smoother method %s' %
    #                      str(fn))
    P = T
  
# ----------------------------------------------------------------------------- #
# ----------------------------------------------------------------------------- #

    # Compute the restriction matrix R, which interpolates from the fine-grid
    # to the coarse-grid.  If A is nonsymmetric, then R must be constructed
    # based on A.H.  Otherwise R = P.H or P.T.
    symmetry = A.symmetry
    if symmetry == 'hermitian':
        # symmetrically scale out the diagonal, include scaling in P, R
        A = P.H * A * P
        [dum, Dinv, dum] = symmetric_rescaling(A,copy=False)
        P = bsr_matrix(P * diags(Dinv,offsets=0,format='csr'), blocksize=A.blocksize)
        del dum
        R = P.H
    elif symmetry == 'symmetric':
        # symmetrically scale out the diagonal, include scaling in P, R
        A = P.T * A * P
        [dum, Dinv, dum] = symmetric_rescaling(A,copy=False)
        P = bsr_matrix(P * diags(Dinv,offsets=0,format='csr'), blocksize=A.blocksize)
        del dum
        R = P.T
    elif symmetry == 'nonsymmetric':
        raise TypeError('New ideal interpolation not implemented for non-symmetric matrix.')

    if keep:
        levels[-1].C = C                        # strength of connection matrix
        levels[-1].AggOp = AggOp                # aggregation operator
        levels[-1].Fpts = [i for i in range(0,AggOp.shape[0]) if i not in Cnodes]

    levels[-1].P = P                            # smoothed prolongator
    levels[-1].R = R                            # restriction operator
    levels[-1].Cpts = Cnodes                    # Cpts (i.e., rootnodes)

    levels.append(multilevel_solver.level())

    A.symmetry = symmetry
    levels[-1].A = A
    levels[-1].B = R*B                     # right near nullspace candidates

    test = A.tocsr()
    print "\nSize of coarse operator - ", test.nnz

    if A.symmetry == "nonsymmetric":
        levels[-1].BH = BH                      # left near nullspace candidates