1
import spmatrix, jdsym, itsolvers
2
from numpy import zeros, dot, allclose, multiply
7
def __init__(self, A, M, sigma):
10
self.dinv = zeros(n, 'd')
12
self.dinv[i] = 1.0 / (A[i,i] - sigma*M[i,i])
13
def precon(self, x, y):
14
multiply(x, self.dinv, y)
16
def computeResiduals(A, M, lmbd, Q):
18
residuals = zeros((kconv, ), 'd')
22
for k in xrange(kconv):
30
residuals[k] = sqrt(dot(r,r))
33
n = 1000; ncv = 5; tol = 1e-6
35
A = spmatrix.ll_mat_sym(n)
40
M = spmatrix.ll_mat_sym(n)
42
M[i,i] = float(n/2) + i
46
K = diagPrecShifted(A, M, 0.006)
48
#-------------------------------------------------------------------------------
49
# Test 1: M = K = None
53
lmbd_exact = zeros(ncv, 'd')
55
lmbd_exact[k] = A[k,k]
57
kconv, lmbd, Q, it, it_inner = jdsym.jdsym(As, None, None, ncv, 0.0, tol, 150, itsolvers.qmrs,
58
jmin=5, jmax=10, eps_tr=1e-4, clvl=1)
61
assert allclose(computeResiduals(As, None, lmbd, Q), zeros(kconv), 0.0, tol)
62
assert allclose(lmbd, lmbd_exact, tol*tol, 0.0)
66
#-------------------------------------------------------------------------------
71
lmbd_exact = zeros(ncv, 'd')
73
lmbd_exact[k] = A[k,k]/M[k,k]
76
X0 = RandomArray.random((n,ncv))
78
kconv, lmbd, Q, it, it_inner = jdsym.jdsym(As, Ms, None, ncv, 0.0, tol, 150, itsolvers.qmrs,
79
jmin=5, jmax=10, eps_tr=1e-4, clvl=1)
82
assert allclose(computeResiduals(As, Ms, lmbd, Q), zeros(kconv), 0.0, normM*tol)
83
assert allclose(lmbd, lmbd_exact, normM*tol*tol, 0.0)
87
#-------------------------------------------------------------------------------
88
# Test 3: general case
92
lmbd_exact = zeros(ncv, 'd')
94
lmbd_exact[k] = A[k,k]/M[k,k]
96
kconv, lmbd, Q, it, it_inner = jdsym.jdsym(As, Ms, K, ncv, 0.0, tol, 150, itsolvers.qmrs,
97
jmin=5, jmax=10, eps_tr=1e-4, clvl=1)
99
assert allclose(computeResiduals(As, Ms, lmbd, Q), zeros(kconv), 0.0, normM*tol)
100
assert allclose(lmbd, lmbd_exact, normM*tol*tol, 0.0)
104
#-------------------------------------------------------------------------------
105
# Test 4: K = None, with X0
109
lmbd_exact = zeros(ncv, 'd')
110
for k in xrange(ncv):
111
lmbd_exact[k] = A[k,k]/M[k,k]
113
# Fixme: RandomArray.random is broken AMD64
114
# X0 = RandomArray.random((n,ncv))
115
X0 = zeros((n,ncv), 'd')
116
for k in xrange(ncv):
119
kconv, lmbd, Q, it, it_inner = jdsym.jdsym(As, Ms, None, ncv, 0.0, tol, 150, itsolvers.qmrs,
120
jmin=5, jmax=10, eps_tr=1e-4, clvl=1, V0=X0)
123
assert allclose(computeResiduals(As, Ms, lmbd, Q), zeros(kconv), 0.0, normM*tol)
124
assert allclose(lmbd, lmbd_exact, normM*tol*tol, 0.0)