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"""
=====================================
Sparse matrices (:mod:`scipy.sparse`)
=====================================
.. currentmodule:: scipy.sparse
.. toctree::
:hidden:
sparse.csgraph
sparse.linalg
SciPy 2-D sparse array package for numeric data.
.. note::
This package is switching to an array interface, compatible with
NumPy arrays, from the older matrix interface. We recommend that
you use the array objects (`bsr_array`, `coo_array`, etc.) for
all new work.
When using the array interface, please note that:
- ``x * y`` no longer performs matrix multiplication, but
element-wise multiplication (just like with NumPy arrays). To
make code work with both arrays and matrices, use ``x @ y`` for
matrix multiplication.
- Operations such as `sum`, that used to produce dense matrices, now
produce arrays, whose multiplication behavior differs similarly.
- Sparse arrays currently must be two-dimensional. This also means
that all *slicing* operations on these objects must produce
two-dimensional results, or they will result in an error. This
will be addressed in a future version.
The construction utilities (`eye`, `kron`, `random`, `diags`, etc.)
have not yet been ported, but their results can be wrapped into arrays::
A = csr_array(eye(3))
Contents
========
Sparse array classes
--------------------
.. autosummary::
:toctree: generated/
bsr_array - Block Sparse Row array
coo_array - A sparse array in COOrdinate format
csc_array - Compressed Sparse Column array
csr_array - Compressed Sparse Row array
dia_array - Sparse array with DIAgonal storage
dok_array - Dictionary Of Keys based sparse array
lil_array - Row-based list of lists sparse array
sparray - Sparse array base class
Sparse matrix classes
---------------------
.. autosummary::
:toctree: generated/
bsr_matrix - Block Sparse Row matrix
coo_matrix - A sparse matrix in COOrdinate format
csc_matrix - Compressed Sparse Column matrix
csr_matrix - Compressed Sparse Row matrix
dia_matrix - Sparse matrix with DIAgonal storage
dok_matrix - Dictionary Of Keys based sparse matrix
lil_matrix - Row-based list of lists sparse matrix
spmatrix - Sparse matrix base class
Functions
---------
Building sparse arrays:
.. autosummary::
:toctree: generated/
diags_array - Return a sparse array from diagonals
eye_array - Sparse MxN array whose k-th diagonal is all ones
random_array - Random values in a given shape array
block_array - Build a sparse array from sub-blocks
Building sparse matrices:
.. autosummary::
:toctree: generated/
eye - Sparse MxN matrix whose k-th diagonal is all ones
identity - Identity matrix in sparse matrix format
diags - Return a sparse matrix from diagonals
spdiags - Return a sparse matrix from diagonals
bmat - Build a sparse matrix from sparse sub-blocks
random - Random values in a given shape matrix
rand - Random values in a given shape matrix (old interface)
Building larger structures from smaller (array or matrix)
.. autosummary::
:toctree: generated/
kron - kronecker product of two sparse matrices
kronsum - kronecker sum of sparse matrices
block_diag - Build a block diagonal sparse matrix
tril - Lower triangular portion of a matrix in sparse format
triu - Upper triangular portion of a matrix in sparse format
hstack - Stack sparse matrices horizontally (column wise)
vstack - Stack sparse matrices vertically (row wise)
Save and load sparse matrices:
.. autosummary::
:toctree: generated/
save_npz - Save a sparse matrix/array to a file using ``.npz`` format.
load_npz - Load a sparse matrix/array from a file using ``.npz`` format.
Sparse tools:
.. autosummary::
:toctree: generated/
find
Identifying sparse arrays:
- use `isinstance(A, sp.sparse.sparray)` to check whether an array or matrix.
- use `A.format == 'csr'` to check the sparse format
Identifying sparse matrices:
.. autosummary::
:toctree: generated/
issparse
isspmatrix
isspmatrix_csc
isspmatrix_csr
isspmatrix_bsr
isspmatrix_lil
isspmatrix_dok
isspmatrix_coo
isspmatrix_dia
Submodules
----------
.. autosummary::
csgraph - Compressed sparse graph routines
linalg - sparse linear algebra routines
Exceptions
----------
.. autosummary::
:toctree: generated/
SparseEfficiencyWarning
SparseWarning
Usage information
=================
There are seven available sparse array types:
1. `csc_array`: Compressed Sparse Column format
2. `csr_array`: Compressed Sparse Row format
3. `bsr_array`: Block Sparse Row format
4. `lil_array`: List of Lists format
5. `dok_array`: Dictionary of Keys format
6. `coo_array`: COOrdinate format (aka IJV, triplet format)
7. `dia_array`: DIAgonal format
To construct an array efficiently, use either `dok_array` or `lil_array`.
The `lil_array` class supports basic slicing and fancy indexing with a
similar syntax to NumPy arrays. As illustrated below, the COO format
may also be used to efficiently construct arrays. Despite their
similarity to NumPy arrays, it is **strongly discouraged** to use NumPy
functions directly on these arrays because NumPy may not properly convert
them for computations, leading to unexpected (and incorrect) results. If you
do want to apply a NumPy function to these arrays, first check if SciPy has
its own implementation for the given sparse array class, or **convert the
sparse array to a NumPy array** (e.g., using the ``toarray`` method of the
class) first before applying the method.
To perform manipulations such as multiplication or inversion, first
convert the array to either CSC or CSR format. The `lil_array` format is
row-based, so conversion to CSR is efficient, whereas conversion to CSC
is less so.
All conversions among the CSR, CSC, and COO formats are efficient,
linear-time operations.
Matrix vector product
---------------------
To do a vector product between a sparse array and a vector simply use
the array ``dot`` method, as described in its docstring:
>>> import numpy as np
>>> from scipy.sparse import csr_array
>>> A = csr_array([[1, 2, 0], [0, 0, 3], [4, 0, 5]])
>>> v = np.array([1, 0, -1])
>>> A.dot(v)
array([ 1, -3, -1], dtype=int64)
.. warning:: As of NumPy 1.7, ``np.dot`` is not aware of sparse arrays,
therefore using it will result on unexpected results or errors.
The corresponding dense array should be obtained first instead:
>>> np.dot(A.toarray(), v)
array([ 1, -3, -1], dtype=int64)
but then all the performance advantages would be lost.
The CSR format is especially suitable for fast matrix vector products.
Example 1
---------
Construct a 1000x1000 `lil_array` and add some values to it:
>>> from scipy.sparse import lil_array
>>> from scipy.sparse.linalg import spsolve
>>> from numpy.linalg import solve, norm
>>> from numpy.random import rand
>>> A = lil_array((1000, 1000))
>>> A[0, :100] = rand(100)
>>> A.setdiag(rand(1000))
Now convert it to CSR format and solve A x = b for x:
>>> A = A.tocsr()
>>> b = rand(1000)
>>> x = spsolve(A, b)
Convert it to a dense array and solve, and check that the result
is the same:
>>> x_ = solve(A.toarray(), b)
Now we can compute norm of the error with:
>>> err = norm(x-x_)
>>> err < 1e-10
True
It should be small :)
Example 2
---------
Construct an array in COO format:
>>> from scipy import sparse
>>> from numpy import array
>>> I = array([0,3,1,0])
>>> J = array([0,3,1,2])
>>> V = array([4,5,7,9])
>>> A = sparse.coo_array((V,(I,J)),shape=(4,4))
Notice that the indices do not need to be sorted.
Duplicate (i,j) entries are summed when converting to CSR or CSC.
>>> I = array([0,0,1,3,1,0,0])
>>> J = array([0,2,1,3,1,0,0])
>>> V = array([1,1,1,1,1,1,1])
>>> B = sparse.coo_array((V,(I,J)),shape=(4,4)).tocsr()
This is useful for constructing finite-element stiffness and mass matrices.
Further details
---------------
CSR column indices are not necessarily sorted. Likewise for CSC row
indices. Use the ``.sorted_indices()`` and ``.sort_indices()`` methods when
sorted indices are required (e.g., when passing data to other libraries).
"""
# Original code by Travis Oliphant.
# Modified and extended by Ed Schofield, Robert Cimrman,
# Nathan Bell, and Jake Vanderplas.
import warnings as _warnings
from ._base import *
from ._csr import *
from ._csc import *
from ._lil import *
from ._dok import *
from ._coo import *
from ._dia import *
from ._bsr import *
from ._construct import *
from ._extract import *
from ._matrix import spmatrix
from ._matrix_io import *
# For backward compatibility with v0.19.
from . import csgraph
# Deprecated namespaces, to be removed in v2.0.0
from . import (
base, bsr, compressed, construct, coo, csc, csr, data, dia, dok, extract,
lil, sparsetools, sputils
)
__all__ = [s for s in dir() if not s.startswith('_')]
# Filter PendingDeprecationWarning for np.matrix introduced with numpy 1.15
msg = 'the matrix subclass is not the recommended way'
_warnings.filterwarnings('ignore', message=msg)
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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"""Compressed Block Sparse Row format"""
__docformat__ = "restructuredtext en"
__all__ = ['bsr_array', 'bsr_matrix', 'isspmatrix_bsr']
from warnings import warn
import numpy as np
from scipy._lib._util import copy_if_needed
from ._matrix import spmatrix
from ._data import _data_matrix, _minmax_mixin
from ._compressed import _cs_matrix
from ._base import issparse, _formats, _spbase, sparray
from ._sputils import (isshape, getdtype, getdata, to_native, upcast,
check_shape)
from . import _sparsetools
from ._sparsetools import (bsr_matvec, bsr_matvecs, csr_matmat_maxnnz,
bsr_matmat, bsr_transpose, bsr_sort_indices,
bsr_tocsr)
class _bsr_base(_cs_matrix, _minmax_mixin):
_format = 'bsr'
def __init__(self, arg1, shape=None, dtype=None, copy=False, blocksize=None):
_data_matrix.__init__(self, arg1)
if issparse(arg1):
if arg1.format == self.format and copy:
arg1 = arg1.copy()
else:
arg1 = arg1.tobsr(blocksize=blocksize)
self.indptr, self.indices, self.data, self._shape = (
arg1.indptr, arg1.indices, arg1.data, arg1._shape
)
elif isinstance(arg1,tuple):
if isshape(arg1):
# it's a tuple of matrix dimensions (M,N)
self._shape = check_shape(arg1)
M,N = self.shape
# process blocksize
if blocksize is None:
blocksize = (1,1)
else:
if not isshape(blocksize):
raise ValueError('invalid blocksize=%s' % blocksize)
blocksize = tuple(blocksize)
self.data = np.zeros((0,) + blocksize, getdtype(dtype, default=float))
R,C = blocksize
if (M % R) != 0 or (N % C) != 0:
raise ValueError('shape must be multiple of blocksize')
# Select index dtype large enough to pass array and
# scalar parameters to sparsetools
idx_dtype = self._get_index_dtype(maxval=max(M//R, N//C, R, C))
self.indices = np.zeros(0, dtype=idx_dtype)
self.indptr = np.zeros(M//R + 1, dtype=idx_dtype)
elif len(arg1) == 2:
# (data,(row,col)) format
coo = self._coo_container(arg1, dtype=dtype, shape=shape)
bsr = coo.tobsr(blocksize=blocksize)
self.indptr, self.indices, self.data, self._shape = (
bsr.indptr, bsr.indices, bsr.data, bsr._shape
)
elif len(arg1) == 3:
# (data,indices,indptr) format
(data, indices, indptr) = arg1
# Select index dtype large enough to pass array and
# scalar parameters to sparsetools
maxval = 1
if shape is not None:
maxval = max(shape)
if blocksize is not None:
maxval = max(maxval, max(blocksize))
idx_dtype = self._get_index_dtype((indices, indptr), maxval=maxval,
check_contents=True)
if not copy:
copy = copy_if_needed
self.indices = np.array(indices, copy=copy, dtype=idx_dtype)
self.indptr = np.array(indptr, copy=copy, dtype=idx_dtype)
self.data = getdata(data, copy=copy, dtype=dtype)
if self.data.ndim != 3:
raise ValueError(
f'BSR data must be 3-dimensional, got shape={self.data.shape}'
)
if blocksize is not None:
if not isshape(blocksize):
raise ValueError(f'invalid blocksize={blocksize}')
if tuple(blocksize) != self.data.shape[1:]:
raise ValueError(
f'mismatching blocksize={blocksize}'
f' vs {self.data.shape[1:]}'
)
else:
raise ValueError('unrecognized bsr_array constructor usage')
else:
# must be dense
try:
arg1 = np.asarray(arg1)
except Exception as e:
raise ValueError("unrecognized form for"
" %s_matrix constructor" % self.format) from e
if isinstance(self, sparray) and arg1.ndim != 2:
raise ValueError(f"BSR arrays don't support {arg1.ndim}D input. Use 2D")
arg1 = self._coo_container(arg1, dtype=dtype).tobsr(blocksize=blocksize)
self.indptr, self.indices, self.data, self._shape = (
arg1.indptr, arg1.indices, arg1.data, arg1._shape
)
if shape is not None:
self._shape = check_shape(shape)
else:
if self.shape is None:
# shape not already set, try to infer dimensions
try:
M = len(self.indptr) - 1
N = self.indices.max() + 1
except Exception as e:
raise ValueError('unable to infer matrix dimensions') from e
else:
R,C = self.blocksize
self._shape = check_shape((M*R,N*C))
if self.shape is None:
if shape is None:
# TODO infer shape here
raise ValueError('need to infer shape')
else:
self._shape = check_shape(shape)
if dtype is not None:
self.data = self.data.astype(dtype, copy=False)
self.check_format(full_check=False)
def check_format(self, full_check=True):
"""Check whether the array/matrix respects the BSR format.
Parameters
----------
full_check : bool, optional
If `True`, run rigorous check, scanning arrays for valid values.
Note that activating those check might copy arrays for casting,
modifying indices and index pointers' inplace.
If `False`, run basic checks on attributes. O(1) operations.
Default is `True`.
"""
M,N = self.shape
R,C = self.blocksize
# index arrays should have integer data types
if self.indptr.dtype.kind != 'i':
warn(f"indptr array has non-integer dtype ({self.indptr.dtype.name})",
stacklevel=2)
if self.indices.dtype.kind != 'i':
warn(f"indices array has non-integer dtype ({self.indices.dtype.name})",
stacklevel=2)
# check array shapes
if self.indices.ndim != 1 or self.indptr.ndim != 1:
raise ValueError("indices, and indptr should be 1-D")
if self.data.ndim != 3:
raise ValueError("data should be 3-D")
# check index pointer
if (len(self.indptr) != M//R + 1):
raise ValueError("index pointer size (%d) should be (%d)" %
(len(self.indptr), M//R + 1))
if (self.indptr[0] != 0):
raise ValueError("index pointer should start with 0")
# check index and data arrays
if (len(self.indices) != len(self.data)):
raise ValueError("indices and data should have the same size")
if (self.indptr[-1] > len(self.indices)):
raise ValueError("Last value of index pointer should be less than "
"the size of index and data arrays")
self.prune()
if full_check:
# check format validity (more expensive)
if self.nnz > 0:
if self.indices.max() >= N//C:
raise ValueError("column index values must be < %d (now max %d)"
% (N//C, self.indices.max()))
if self.indices.min() < 0:
raise ValueError("column index values must be >= 0")
if np.diff(self.indptr).min() < 0:
raise ValueError("index pointer values must form a "
"non-decreasing sequence")
idx_dtype = self._get_index_dtype((self.indices, self.indptr))
self.indptr = np.asarray(self.indptr, dtype=idx_dtype)
self.indices = np.asarray(self.indices, dtype=idx_dtype)
self.data = to_native(self.data)
# if not self.has_sorted_indices():
# warn('Indices were not in sorted order. Sorting indices.')
# self.sort_indices(check_first=False)
@property
def blocksize(self) -> tuple:
"""Block size of the matrix."""
return self.data.shape[1:]
def _getnnz(self, axis=None):
if axis is not None:
raise NotImplementedError("_getnnz over an axis is not implemented "
"for BSR format")
R,C = self.blocksize
return int(self.indptr[-1] * R * C)
_getnnz.__doc__ = _spbase._getnnz.__doc__
def __repr__(self):
_, fmt = _formats[self.format]
sparse_cls = 'array' if isinstance(self, sparray) else 'matrix'
b = 'x'.join(str(x) for x in self.blocksize)
return (
f"<{fmt} sparse {sparse_cls} of dtype '{self.dtype}'\n"
f"\twith {self.nnz} stored elements (blocksize={b}) and shape {self.shape}>"
)
def diagonal(self, k=0):
rows, cols = self.shape
if k <= -rows or k >= cols:
return np.empty(0, dtype=self.data.dtype)
R, C = self.blocksize
y = np.zeros(min(rows + min(k, 0), cols - max(k, 0)),
dtype=upcast(self.dtype))
_sparsetools.bsr_diagonal(k, rows // R, cols // C, R, C,
self.indptr, self.indices,
np.ravel(self.data), y)
return y
diagonal.__doc__ = _spbase.diagonal.__doc__
##########################
# NotImplemented methods #
##########################
def __getitem__(self,key):
raise NotImplementedError
def __setitem__(self,key,val):
raise NotImplementedError
######################
# Arithmetic methods #
######################
def _add_dense(self, other):
return self.tocoo(copy=False)._add_dense(other)
def _matmul_vector(self, other):
M,N = self.shape
R,C = self.blocksize
result = np.zeros(self.shape[0], dtype=upcast(self.dtype, other.dtype))
bsr_matvec(M//R, N//C, R, C,
self.indptr, self.indices, self.data.ravel(),
other, result)
return result
def _matmul_multivector(self,other):
R,C = self.blocksize
M,N = self.shape
n_vecs = other.shape[1] # number of column vectors
result = np.zeros((M,n_vecs), dtype=upcast(self.dtype,other.dtype))
bsr_matvecs(M//R, N//C, n_vecs, R, C,
self.indptr, self.indices, self.data.ravel(),
other.ravel(), result.ravel())
return result
def _matmul_sparse(self, other):
M, K1 = self.shape
K2, N = other.shape
R,n = self.blocksize
# convert to this format
if other.format == "bsr":
C = other.blocksize[1]
else:
C = 1
if other.format == "csr" and n == 1:
other = other.tobsr(blocksize=(n,C), copy=False) # lightweight conversion
else:
other = other.tobsr(blocksize=(n,C))
idx_dtype = self._get_index_dtype((self.indptr, self.indices,
other.indptr, other.indices))
bnnz = csr_matmat_maxnnz(M//R, N//C,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
other.indptr.astype(idx_dtype),
other.indices.astype(idx_dtype))
idx_dtype = self._get_index_dtype((self.indptr, self.indices,
other.indptr, other.indices),
maxval=bnnz)
indptr = np.empty(self.indptr.shape, dtype=idx_dtype)
indices = np.empty(bnnz, dtype=idx_dtype)
data = np.empty(R*C*bnnz, dtype=upcast(self.dtype,other.dtype))
bsr_matmat(bnnz, M//R, N//C, R, C, n,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
np.ravel(self.data),
other.indptr.astype(idx_dtype),
other.indices.astype(idx_dtype),
np.ravel(other.data),
indptr,
indices,
data)
data = data.reshape(-1,R,C)
# TODO eliminate zeros
return self._bsr_container(
(data, indices, indptr), shape=(M, N), blocksize=(R, C)
)
######################
# Conversion methods #
######################
def tobsr(self, blocksize=None, copy=False):
"""Convert this array/matrix into Block Sparse Row Format.
With copy=False, the data/indices may be shared between this
array/matrix and the resultant bsr_array/bsr_matrix.
If blocksize=(R, C) is provided, it will be used for determining
block size of the bsr_array/bsr_matrix.
"""
if blocksize not in [None, self.blocksize]:
return self.tocsr().tobsr(blocksize=blocksize)
if copy:
return self.copy()
else:
return self
def tocsr(self, copy=False):
M, N = self.shape
R, C = self.blocksize
nnz = self.nnz
idx_dtype = self._get_index_dtype((self.indptr, self.indices),
maxval=max(nnz, N))
indptr = np.empty(M + 1, dtype=idx_dtype)
indices = np.empty(nnz, dtype=idx_dtype)
data = np.empty(nnz, dtype=upcast(self.dtype))
bsr_tocsr(M // R, # n_brow
N // C, # n_bcol
R, C,
self.indptr.astype(idx_dtype, copy=False),
self.indices.astype(idx_dtype, copy=False),
self.data,
indptr,
indices,
data)
return self._csr_container((data, indices, indptr), shape=self.shape)
tocsr.__doc__ = _spbase.tocsr.__doc__
def tocsc(self, copy=False):
return self.tocsr(copy=False).tocsc(copy=copy)
tocsc.__doc__ = _spbase.tocsc.__doc__
def tocoo(self, copy=True):
"""Convert this array/matrix to COOrdinate format.
When copy=False the data array will be shared between
this array/matrix and the resultant coo_array/coo_matrix.
"""
M,N = self.shape
R,C = self.blocksize
indptr_diff = np.diff(self.indptr)
if indptr_diff.dtype.itemsize > np.dtype(np.intp).itemsize:
# Check for potential overflow
indptr_diff_limited = indptr_diff.astype(np.intp)
if np.any(indptr_diff_limited != indptr_diff):
raise ValueError("Matrix too big to convert")
indptr_diff = indptr_diff_limited
idx_dtype = self._get_index_dtype(maxval=max(M, N))
row = (R * np.arange(M//R, dtype=idx_dtype)).repeat(indptr_diff)
row = row.repeat(R*C).reshape(-1,R,C)
row += np.tile(np.arange(R, dtype=idx_dtype).reshape(-1,1), (1,C))
row = row.reshape(-1)
col = ((C * self.indices).astype(idx_dtype, copy=False)
.repeat(R*C).reshape(-1,R,C))
col += np.tile(np.arange(C, dtype=idx_dtype), (R,1))
col = col.reshape(-1)
data = self.data.reshape(-1)
if copy:
data = data.copy()
return self._coo_container(
(data, (row, col)), shape=self.shape
)
def toarray(self, order=None, out=None):
return self.tocoo(copy=False).toarray(order=order, out=out)
toarray.__doc__ = _spbase.toarray.__doc__
def transpose(self, axes=None, copy=False):
if axes is not None and axes != (1, 0):
raise ValueError("Sparse matrices do not support "
"an 'axes' parameter because swapping "
"dimensions is the only logical permutation.")
R, C = self.blocksize
M, N = self.shape
NBLK = self.nnz//(R*C)
if self.nnz == 0:
return self._bsr_container((N, M), blocksize=(C, R),
dtype=self.dtype, copy=copy)
indptr = np.empty(N//C + 1, dtype=self.indptr.dtype)
indices = np.empty(NBLK, dtype=self.indices.dtype)
data = np.empty((NBLK, C, R), dtype=self.data.dtype)
bsr_transpose(M//R, N//C, R, C,
self.indptr, self.indices, self.data.ravel(),
indptr, indices, data.ravel())
return self._bsr_container((data, indices, indptr),
shape=(N, M), copy=copy)
transpose.__doc__ = _spbase.transpose.__doc__
##############################################################
# methods that examine or modify the internal data structure #
##############################################################
def eliminate_zeros(self):
"""Remove zero elements in-place."""
if not self.nnz:
return # nothing to do
R,C = self.blocksize
M,N = self.shape
mask = (self.data != 0).reshape(-1,R*C).sum(axis=1) # nonzero blocks
nonzero_blocks = mask.nonzero()[0]
self.data[:len(nonzero_blocks)] = self.data[nonzero_blocks]
# modifies self.indptr and self.indices *in place*
_sparsetools.csr_eliminate_zeros(M//R, N//C, self.indptr,
self.indices, mask)
self.prune()
def sum_duplicates(self):
"""Eliminate duplicate array/matrix entries by adding them together
The is an *in place* operation
"""
if self.has_canonical_format:
return
self.sort_indices()
R, C = self.blocksize
M, N = self.shape
# port of _sparsetools.csr_sum_duplicates
n_row = M // R
nnz = 0
row_end = 0
for i in range(n_row):
jj = row_end
row_end = self.indptr[i+1]
while jj < row_end:
j = self.indices[jj]
x = self.data[jj]
jj += 1
while jj < row_end and self.indices[jj] == j:
x += self.data[jj]
jj += 1
self.indices[nnz] = j
self.data[nnz] = x
nnz += 1
self.indptr[i+1] = nnz
self.prune() # nnz may have changed
self.has_canonical_format = True
def sort_indices(self):
"""Sort the indices of this array/matrix *in place*
"""
if self.has_sorted_indices:
return
R,C = self.blocksize
M,N = self.shape
bsr_sort_indices(M//R, N//C, R, C, self.indptr, self.indices, self.data.ravel())
self.has_sorted_indices = True
def prune(self):
"""Remove empty space after all non-zero elements.
"""
R,C = self.blocksize
M,N = self.shape
if len(self.indptr) != M//R + 1:
raise ValueError("index pointer has invalid length")
bnnz = self.indptr[-1]
if len(self.indices) < bnnz:
raise ValueError("indices array has too few elements")
if len(self.data) < bnnz:
raise ValueError("data array has too few elements")
self.data = self.data[:bnnz]
self.indices = self.indices[:bnnz]
# utility functions
def _binopt(self, other, op, in_shape=None, out_shape=None):
"""Apply the binary operation fn to two sparse matrices."""
# Ideally we'd take the GCDs of the blocksize dimensions
# and explode self and other to match.
other = self.__class__(other, blocksize=self.blocksize)
# e.g. bsr_plus_bsr, etc.
fn = getattr(_sparsetools, self.format + op + self.format)
R,C = self.blocksize
max_bnnz = len(self.data) + len(other.data)
idx_dtype = self._get_index_dtype((self.indptr, self.indices,
other.indptr, other.indices),
maxval=max_bnnz)
indptr = np.empty(self.indptr.shape, dtype=idx_dtype)
indices = np.empty(max_bnnz, dtype=idx_dtype)
bool_ops = ['_ne_', '_lt_', '_gt_', '_le_', '_ge_']
if op in bool_ops:
data = np.empty(R*C*max_bnnz, dtype=np.bool_)
else:
data = np.empty(R*C*max_bnnz, dtype=upcast(self.dtype,other.dtype))
fn(self.shape[0]//R, self.shape[1]//C, R, C,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
self.data,
other.indptr.astype(idx_dtype),
other.indices.astype(idx_dtype),
np.ravel(other.data),
indptr,
indices,
data)
actual_bnnz = indptr[-1]
indices = indices[:actual_bnnz]
data = data[:R*C*actual_bnnz]
if actual_bnnz < max_bnnz/2:
indices = indices.copy()
data = data.copy()
data = data.reshape(-1,R,C)
return self.__class__((data, indices, indptr), shape=self.shape)
# needed by _data_matrix
def _with_data(self,data,copy=True):
"""Returns a matrix with the same sparsity structure as self,
but with different data. By default the structure arrays
(i.e. .indptr and .indices) are copied.
"""
if copy:
return self.__class__((data,self.indices.copy(),self.indptr.copy()),
shape=self.shape,dtype=data.dtype)
else:
return self.__class__((data,self.indices,self.indptr),
shape=self.shape,dtype=data.dtype)
# # these functions are used by the parent class
# # to remove redundancy between bsc_matrix and bsr_matrix
# def _swap(self,x):
# """swap the members of x if this is a column-oriented matrix
# """
# return (x[0],x[1])
def isspmatrix_bsr(x):
"""Is `x` of a bsr_matrix type?
Parameters
----------
x
object to check for being a bsr matrix
Returns
-------
bool
True if `x` is a bsr matrix, False otherwise
Examples
--------
>>> from scipy.sparse import bsr_array, bsr_matrix, csr_matrix, isspmatrix_bsr
>>> isspmatrix_bsr(bsr_matrix([[5]]))
True
>>> isspmatrix_bsr(bsr_array([[5]]))
False
>>> isspmatrix_bsr(csr_matrix([[5]]))
False
"""
return isinstance(x, bsr_matrix)
# This namespace class separates array from matrix with isinstance
class bsr_array(_bsr_base, sparray):
"""
Block Sparse Row format sparse array.
This can be instantiated in several ways:
bsr_array(D, [blocksize=(R,C)])
where D is a 2-D ndarray.
bsr_array(S, [blocksize=(R,C)])
with another sparse array or matrix S (equivalent to S.tobsr())
bsr_array((M, N), [blocksize=(R,C), dtype])
to construct an empty sparse array with shape (M, N)
dtype is optional, defaulting to dtype='d'.
bsr_array((data, ij), [blocksize=(R,C), shape=(M, N)])
where ``data`` and ``ij`` satisfy ``a[ij[0, k], ij[1, k]] = data[k]``
bsr_array((data, indices, indptr), [shape=(M, N)])
is the standard BSR representation where the block column
indices for row i are stored in ``indices[indptr[i]:indptr[i+1]]``
and their corresponding block values are stored in
``data[ indptr[i]: indptr[i+1] ]``. If the shape parameter is not
supplied, the array dimensions are inferred from the index arrays.
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
BSR format data array of the array
indices
BSR format index array of the array
indptr
BSR format index pointer array of the array
blocksize
Block size
has_sorted_indices : bool
Whether indices are sorted
has_canonical_format : bool
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
**Summary of BSR format**
The Block Sparse Row (BSR) format is very similar to the Compressed
Sparse Row (CSR) format. BSR is appropriate for sparse matrices with dense
sub matrices like the last example below. Such sparse block matrices often
arise in vector-valued finite element discretizations. In such cases, BSR is
considerably more efficient than CSR and CSC for many sparse arithmetic
operations.
**Blocksize**
The blocksize (R,C) must evenly divide the shape of the sparse array (M,N).
That is, R and C must satisfy the relationship ``M % R = 0`` and
``N % C = 0``.
If no blocksize is specified, a simple heuristic is applied to determine
an appropriate blocksize.
**Canonical Format**
In canonical format, there are no duplicate blocks and indices are sorted
per row.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import bsr_array
>>> bsr_array((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 0, 1, 2, 2, 2])
>>> col = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3 ,4, 5, 6])
>>> bsr_array((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6]).repeat(4).reshape(6, 2, 2)
>>> bsr_array((data,indices,indptr), shape=(6, 6)).toarray()
array([[1, 1, 0, 0, 2, 2],
[1, 1, 0, 0, 2, 2],
[0, 0, 0, 0, 3, 3],
[0, 0, 0, 0, 3, 3],
[4, 4, 5, 5, 6, 6],
[4, 4, 5, 5, 6, 6]])
"""
class bsr_matrix(spmatrix, _bsr_base):
"""
Block Sparse Row format sparse matrix.
This can be instantiated in several ways:
bsr_matrix(D, [blocksize=(R,C)])
where D is a 2-D ndarray.
bsr_matrix(S, [blocksize=(R,C)])
with another sparse array or matrix S (equivalent to S.tobsr())
bsr_matrix((M, N), [blocksize=(R,C), dtype])
to construct an empty sparse matrix with shape (M, N)
dtype is optional, defaulting to dtype='d'.
bsr_matrix((data, ij), [blocksize=(R,C), shape=(M, N)])
where ``data`` and ``ij`` satisfy ``a[ij[0, k], ij[1, k]] = data[k]``
bsr_matrix((data, indices, indptr), [shape=(M, N)])
is the standard BSR representation where the block column
indices for row i are stored in ``indices[indptr[i]:indptr[i+1]]``
and their corresponding block values are stored in
``data[ indptr[i]: indptr[i+1] ]``. If the shape parameter is not
supplied, the matrix dimensions are inferred from the index arrays.
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
BSR format data array of the matrix
indices
BSR format index array of the matrix
indptr
BSR format index pointer array of the matrix
blocksize
Block size
has_sorted_indices : bool
Whether indices are sorted
has_canonical_format : bool
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
**Summary of BSR format**
The Block Sparse Row (BSR) format is very similar to the Compressed
Sparse Row (CSR) format. BSR is appropriate for sparse matrices with dense
sub matrices like the last example below. Such sparse block matrices often
arise in vector-valued finite element discretizations. In such cases, BSR is
considerably more efficient than CSR and CSC for many sparse arithmetic
operations.
**Blocksize**
The blocksize (R,C) must evenly divide the shape of the sparse matrix (M,N).
That is, R and C must satisfy the relationship ``M % R = 0`` and
``N % C = 0``.
If no blocksize is specified, a simple heuristic is applied to determine
an appropriate blocksize.
**Canonical Format**
In canonical format, there are no duplicate blocks and indices are sorted
per row.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import bsr_matrix
>>> bsr_matrix((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 0, 1, 2, 2, 2])
>>> col = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3 ,4, 5, 6])
>>> bsr_matrix((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6]).repeat(4).reshape(6, 2, 2)
>>> bsr_matrix((data,indices,indptr), shape=(6, 6)).toarray()
array([[1, 1, 0, 0, 2, 2],
[1, 1, 0, 0, 2, 2],
[0, 0, 0, 0, 3, 3],
[0, 0, 0, 0, 3, 3],
[4, 4, 5, 5, 6, 6],
[4, 4, 5, 5, 6, 6]])
"""

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""" A sparse matrix in COOrdinate or 'triplet' format"""
__docformat__ = "restructuredtext en"
__all__ = ['coo_array', 'coo_matrix', 'isspmatrix_coo']
import math
from warnings import warn
import numpy as np
from .._lib._util import copy_if_needed
from ._matrix import spmatrix
from ._sparsetools import coo_tocsr, coo_todense, coo_matvec
from ._base import issparse, SparseEfficiencyWarning, _spbase, sparray
from ._data import _data_matrix, _minmax_mixin
from ._sputils import (upcast_char, to_native, isshape, getdtype,
getdata, downcast_intp_index, get_index_dtype,
check_shape, check_reshape_kwargs)
import operator
class _coo_base(_data_matrix, _minmax_mixin):
_format = 'coo'
def __init__(self, arg1, shape=None, dtype=None, copy=False):
_data_matrix.__init__(self, arg1)
is_array = isinstance(self, sparray)
if not copy:
copy = copy_if_needed
if isinstance(arg1, tuple):
if isshape(arg1, allow_1d=is_array):
self._shape = check_shape(arg1, allow_1d=is_array)
idx_dtype = self._get_index_dtype(maxval=max(self._shape))
data_dtype = getdtype(dtype, default=float)
self.coords = tuple(np.array([], dtype=idx_dtype)
for _ in range(len(self._shape)))
self.data = np.array([], dtype=data_dtype)
self.has_canonical_format = True
else:
try:
obj, coords = arg1
except (TypeError, ValueError) as e:
raise TypeError('invalid input format') from e
if shape is None:
if any(len(idx) == 0 for idx in coords):
raise ValueError('cannot infer dimensions from zero '
'sized index arrays')
shape = tuple(operator.index(np.max(idx)) + 1
for idx in coords)
self._shape = check_shape(shape, allow_1d=is_array)
idx_dtype = self._get_index_dtype(coords,
maxval=max(self.shape),
check_contents=True)
self.coords = tuple(np.array(idx, copy=copy, dtype=idx_dtype)
for idx in coords)
self.data = getdata(obj, copy=copy, dtype=dtype)
self.has_canonical_format = False
else:
if issparse(arg1):
if arg1.format == self.format and copy:
self.coords = tuple(idx.copy() for idx in arg1.coords)
self.data = arg1.data.copy()
self._shape = check_shape(arg1.shape, allow_1d=is_array)
self.has_canonical_format = arg1.has_canonical_format
else:
coo = arg1.tocoo()
self.coords = tuple(coo.coords)
self.data = coo.data
self._shape = check_shape(coo.shape, allow_1d=is_array)
self.has_canonical_format = False
else:
# dense argument
M = np.asarray(arg1)
if not is_array:
M = np.atleast_2d(M)
if M.ndim != 2:
raise TypeError(f'expected 2D array or matrix, not {M.ndim}D')
self._shape = check_shape(M.shape, allow_1d=is_array)
if shape is not None:
if check_shape(shape, allow_1d=is_array) != self._shape:
message = f'inconsistent shapes: {shape} != {self._shape}'
raise ValueError(message)
index_dtype = self._get_index_dtype(maxval=max(self._shape))
coords = M.nonzero()
self.coords = tuple(idx.astype(index_dtype, copy=False)
for idx in coords)
self.data = M[coords]
self.has_canonical_format = True
if dtype is not None:
self.data = self.data.astype(dtype, copy=False)
self._check()
@property
def row(self):
if self.ndim > 1:
return self.coords[-2]
result = np.zeros_like(self.col)
result.setflags(write=False)
return result
@row.setter
def row(self, new_row):
if self.ndim < 2:
raise ValueError('cannot set row attribute of a 1-dimensional sparse array')
new_row = np.asarray(new_row, dtype=self.coords[-2].dtype)
self.coords = self.coords[:-2] + (new_row,) + self.coords[-1:]
@property
def col(self):
return self.coords[-1]
@col.setter
def col(self, new_col):
new_col = np.asarray(new_col, dtype=self.coords[-1].dtype)
self.coords = self.coords[:-1] + (new_col,)
def reshape(self, *args, **kwargs):
is_array = isinstance(self, sparray)
shape = check_shape(args, self.shape, allow_1d=is_array)
order, copy = check_reshape_kwargs(kwargs)
# Return early if reshape is not required
if shape == self.shape:
if copy:
return self.copy()
else:
return self
# When reducing the number of dimensions, we need to be careful about
# index overflow. This is why we can't simply call
# `np.ravel_multi_index()` followed by `np.unravel_index()` here.
flat_coords = _ravel_coords(self.coords, self.shape, order=order)
if len(shape) == 2:
if order == 'C':
new_coords = divmod(flat_coords, shape[1])
else:
new_coords = divmod(flat_coords, shape[0])[::-1]
else:
new_coords = np.unravel_index(flat_coords, shape, order=order)
# Handle copy here rather than passing on to the constructor so that no
# copy will be made of `new_coords` regardless.
if copy:
new_data = self.data.copy()
else:
new_data = self.data
return self.__class__((new_data, new_coords), shape=shape, copy=False)
reshape.__doc__ = _spbase.reshape.__doc__
def _getnnz(self, axis=None):
if axis is None or (axis == 0 and self.ndim == 1):
nnz = len(self.data)
if any(len(idx) != nnz for idx in self.coords):
raise ValueError('all index and data arrays must have the '
'same length')
if self.data.ndim != 1 or any(idx.ndim != 1 for idx in self.coords):
raise ValueError('row, column, and data arrays must be 1-D')
return int(nnz)
if axis < 0:
axis += self.ndim
if axis >= self.ndim:
raise ValueError('axis out of bounds')
if self.ndim > 2:
raise NotImplementedError('per-axis nnz for COO arrays with >2 '
'dimensions is not supported')
return np.bincount(downcast_intp_index(self.coords[1 - axis]),
minlength=self.shape[1 - axis])
_getnnz.__doc__ = _spbase._getnnz.__doc__
def _check(self):
""" Checks data structure for consistency """
if self.ndim != len(self.coords):
raise ValueError('mismatching number of index arrays for shape; '
f'got {len(self.coords)}, expected {self.ndim}')
# index arrays should have integer data types
for i, idx in enumerate(self.coords):
if idx.dtype.kind != 'i':
warn(f'index array {i} has non-integer dtype ({idx.dtype.name})',
stacklevel=3)
idx_dtype = self._get_index_dtype(self.coords, maxval=max(self.shape))
self.coords = tuple(np.asarray(idx, dtype=idx_dtype)
for idx in self.coords)
self.data = to_native(self.data)
if self.nnz > 0:
for i, idx in enumerate(self.coords):
if idx.max() >= self.shape[i]:
raise ValueError(f'axis {i} index {idx.max()} exceeds '
f'matrix dimension {self.shape[i]}')
if idx.min() < 0:
raise ValueError(f'negative axis {i} index: {idx.min()}')
def transpose(self, axes=None, copy=False):
if axes is None:
axes = range(self.ndim)[::-1]
elif isinstance(self, sparray):
if len(axes) != self.ndim:
raise ValueError("axes don't match matrix dimensions")
if len(set(axes)) != self.ndim:
raise ValueError("repeated axis in transpose")
elif axes != (1, 0):
raise ValueError("Sparse matrices do not support an 'axes' "
"parameter because swapping dimensions is the "
"only logical permutation.")
permuted_shape = tuple(self._shape[i] for i in axes)
permuted_coords = tuple(self.coords[i] for i in axes)
return self.__class__((self.data, permuted_coords),
shape=permuted_shape, copy=copy)
transpose.__doc__ = _spbase.transpose.__doc__
def resize(self, *shape) -> None:
is_array = isinstance(self, sparray)
shape = check_shape(shape, allow_1d=is_array)
# Check for added dimensions.
if len(shape) > self.ndim:
flat_coords = _ravel_coords(self.coords, self.shape)
max_size = math.prod(shape)
self.coords = np.unravel_index(flat_coords[:max_size], shape)
self.data = self.data[:max_size]
self._shape = shape
return
# Check for removed dimensions.
if len(shape) < self.ndim:
tmp_shape = (
self._shape[:len(shape) - 1] # Original shape without last axis
+ (-1,) # Last axis is used to flatten the array
+ (1,) * (self.ndim - len(shape)) # Pad with ones
)
tmp = self.reshape(tmp_shape)
self.coords = tmp.coords[:len(shape)]
self._shape = tmp.shape[:len(shape)]
# Handle truncation of existing dimensions.
is_truncating = any(old > new for old, new in zip(self.shape, shape))
if is_truncating:
mask = np.logical_and.reduce([
idx < size for idx, size in zip(self.coords, shape)
])
if not mask.all():
self.coords = tuple(idx[mask] for idx in self.coords)
self.data = self.data[mask]
self._shape = shape
resize.__doc__ = _spbase.resize.__doc__
def toarray(self, order=None, out=None):
B = self._process_toarray_args(order, out)
fortran = int(B.flags.f_contiguous)
if not fortran and not B.flags.c_contiguous:
raise ValueError("Output array must be C or F contiguous")
if self.ndim > 2:
raise ValueError("Cannot densify higher-rank sparse array")
# This handles both 0D and 1D cases correctly regardless of the
# original shape.
M, N = self._shape_as_2d
coo_todense(M, N, self.nnz, self.row, self.col, self.data,
B.ravel('A'), fortran)
# Note: reshape() doesn't copy here, but does return a new array (view).
return B.reshape(self.shape)
toarray.__doc__ = _spbase.toarray.__doc__
def tocsc(self, copy=False):
"""Convert this array/matrix to Compressed Sparse Column format
Duplicate entries will be summed together.
Examples
--------
>>> from numpy import array
>>> from scipy.sparse import coo_array
>>> row = array([0, 0, 1, 3, 1, 0, 0])
>>> col = array([0, 2, 1, 3, 1, 0, 0])
>>> data = array([1, 1, 1, 1, 1, 1, 1])
>>> A = coo_array((data, (row, col)), shape=(4, 4)).tocsc()
>>> A.toarray()
array([[3, 0, 1, 0],
[0, 2, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 1]])
"""
if self.ndim != 2:
raise ValueError("Cannot convert a 1d sparse array to csc format")
if self.nnz == 0:
return self._csc_container(self.shape, dtype=self.dtype)
else:
from ._csc import csc_array
indptr, indices, data, shape = self._coo_to_compressed(csc_array._swap)
x = self._csc_container((data, indices, indptr), shape=shape)
if not self.has_canonical_format:
x.sum_duplicates()
return x
def tocsr(self, copy=False):
"""Convert this array/matrix to Compressed Sparse Row format
Duplicate entries will be summed together.
Examples
--------
>>> from numpy import array
>>> from scipy.sparse import coo_array
>>> row = array([0, 0, 1, 3, 1, 0, 0])
>>> col = array([0, 2, 1, 3, 1, 0, 0])
>>> data = array([1, 1, 1, 1, 1, 1, 1])
>>> A = coo_array((data, (row, col)), shape=(4, 4)).tocsr()
>>> A.toarray()
array([[3, 0, 1, 0],
[0, 2, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 1]])
"""
if self.nnz == 0:
return self._csr_container(self.shape, dtype=self.dtype)
else:
from ._csr import csr_array
arrays = self._coo_to_compressed(csr_array._swap, copy=copy)
indptr, indices, data, shape = arrays
x = self._csr_container((data, indices, indptr), shape=self.shape)
if not self.has_canonical_format:
x.sum_duplicates()
return x
def _coo_to_compressed(self, swap, copy=False):
"""convert (shape, coords, data) to (indptr, indices, data, shape)"""
M, N = swap(self._shape_as_2d)
# convert idx_dtype intc to int32 for pythran.
# tested in scipy/optimize/tests/test__numdiff.py::test_group_columns
idx_dtype = self._get_index_dtype(self.coords, maxval=max(self.nnz, N))
if self.ndim == 1:
indices = self.coords[0].copy() if copy else self.coords[0]
nnz = len(indices)
indptr = np.array([0, nnz], dtype=idx_dtype)
data = self.data.copy() if copy else self.data
return indptr, indices, data, self.shape
# ndim == 2
major, minor = swap(self.coords)
nnz = len(major)
major = major.astype(idx_dtype, copy=False)
minor = minor.astype(idx_dtype, copy=False)
indptr = np.empty(M + 1, dtype=idx_dtype)
indices = np.empty_like(minor, dtype=idx_dtype)
data = np.empty_like(self.data, dtype=self.dtype)
coo_tocsr(M, N, nnz, major, minor, self.data, indptr, indices, data)
return indptr, indices, data, self.shape
def tocoo(self, copy=False):
if copy:
return self.copy()
else:
return self
tocoo.__doc__ = _spbase.tocoo.__doc__
def todia(self, copy=False):
if self.ndim != 2:
raise ValueError("Cannot convert a 1d sparse array to dia format")
self.sum_duplicates()
ks = self.col - self.row # the diagonal for each nonzero
diags, diag_idx = np.unique(ks, return_inverse=True)
if len(diags) > 100:
# probably undesired, should todia() have a maxdiags parameter?
warn("Constructing a DIA matrix with %d diagonals "
"is inefficient" % len(diags),
SparseEfficiencyWarning, stacklevel=2)
#initialize and fill in data array
if self.data.size == 0:
data = np.zeros((0, 0), dtype=self.dtype)
else:
data = np.zeros((len(diags), self.col.max()+1), dtype=self.dtype)
data[diag_idx, self.col] = self.data
return self._dia_container((data, diags), shape=self.shape)
todia.__doc__ = _spbase.todia.__doc__
def todok(self, copy=False):
self.sum_duplicates()
dok = self._dok_container(self.shape, dtype=self.dtype)
# ensure that 1d coordinates are not tuples
if self.ndim == 1:
coords = self.coords[0]
else:
coords = zip(*self.coords)
dok._dict = dict(zip(coords, self.data))
return dok
todok.__doc__ = _spbase.todok.__doc__
def diagonal(self, k=0):
if self.ndim != 2:
raise ValueError("diagonal requires two dimensions")
rows, cols = self.shape
if k <= -rows or k >= cols:
return np.empty(0, dtype=self.data.dtype)
diag = np.zeros(min(rows + min(k, 0), cols - max(k, 0)),
dtype=self.dtype)
diag_mask = (self.row + k) == self.col
if self.has_canonical_format:
row = self.row[diag_mask]
data = self.data[diag_mask]
else:
inds = tuple(idx[diag_mask] for idx in self.coords)
(row, _), data = self._sum_duplicates(inds, self.data[diag_mask])
diag[row + min(k, 0)] = data
return diag
diagonal.__doc__ = _data_matrix.diagonal.__doc__
def _setdiag(self, values, k):
if self.ndim != 2:
raise ValueError("setting a diagonal requires two dimensions")
M, N = self.shape
if values.ndim and not len(values):
return
idx_dtype = self.row.dtype
# Determine which triples to keep and where to put the new ones.
full_keep = self.col - self.row != k
if k < 0:
max_index = min(M+k, N)
if values.ndim:
max_index = min(max_index, len(values))
keep = np.logical_or(full_keep, self.col >= max_index)
new_row = np.arange(-k, -k + max_index, dtype=idx_dtype)
new_col = np.arange(max_index, dtype=idx_dtype)
else:
max_index = min(M, N-k)
if values.ndim:
max_index = min(max_index, len(values))
keep = np.logical_or(full_keep, self.row >= max_index)
new_row = np.arange(max_index, dtype=idx_dtype)
new_col = np.arange(k, k + max_index, dtype=idx_dtype)
# Define the array of data consisting of the entries to be added.
if values.ndim:
new_data = values[:max_index]
else:
new_data = np.empty(max_index, dtype=self.dtype)
new_data[:] = values
# Update the internal structure.
self.coords = (np.concatenate((self.row[keep], new_row)),
np.concatenate((self.col[keep], new_col)))
self.data = np.concatenate((self.data[keep], new_data))
self.has_canonical_format = False
# needed by _data_matrix
def _with_data(self, data, copy=True):
"""Returns a matrix with the same sparsity structure as self,
but with different data. By default the index arrays are copied.
"""
if copy:
coords = tuple(idx.copy() for idx in self.coords)
else:
coords = self.coords
return self.__class__((data, coords), shape=self.shape, dtype=data.dtype)
def sum_duplicates(self) -> None:
"""Eliminate duplicate entries by adding them together
This is an *in place* operation
"""
if self.has_canonical_format:
return
summed = self._sum_duplicates(self.coords, self.data)
self.coords, self.data = summed
self.has_canonical_format = True
def _sum_duplicates(self, coords, data):
# Assumes coords not in canonical format.
if len(data) == 0:
return coords, data
# Sort coords w.r.t. rows, then cols. This corresponds to C-order,
# which we rely on for argmin/argmax to return the first index in the
# same way that numpy does (in the case of ties).
order = np.lexsort(coords[::-1])
coords = tuple(idx[order] for idx in coords)
data = data[order]
unique_mask = np.logical_or.reduce([
idx[1:] != idx[:-1] for idx in coords
])
unique_mask = np.append(True, unique_mask)
coords = tuple(idx[unique_mask] for idx in coords)
unique_inds, = np.nonzero(unique_mask)
data = np.add.reduceat(data, unique_inds, dtype=self.dtype)
return coords, data
def eliminate_zeros(self):
"""Remove zero entries from the array/matrix
This is an *in place* operation
"""
mask = self.data != 0
self.data = self.data[mask]
self.coords = tuple(idx[mask] for idx in self.coords)
#######################
# Arithmetic handlers #
#######################
def _add_dense(self, other):
if other.shape != self.shape:
raise ValueError(f'Incompatible shapes ({self.shape} and {other.shape})')
dtype = upcast_char(self.dtype.char, other.dtype.char)
result = np.array(other, dtype=dtype, copy=True)
fortran = int(result.flags.f_contiguous)
M, N = self._shape_as_2d
coo_todense(M, N, self.nnz, self.row, self.col, self.data,
result.ravel('A'), fortran)
return self._container(result, copy=False)
def _matmul_vector(self, other):
result_shape = self.shape[0] if self.ndim > 1 else 1
result = np.zeros(result_shape,
dtype=upcast_char(self.dtype.char, other.dtype.char))
if self.ndim == 2:
col = self.col
row = self.row
elif self.ndim == 1:
col = self.coords[0]
row = np.zeros_like(col)
else:
raise NotImplementedError(
f"coo_matvec not implemented for ndim={self.ndim}")
coo_matvec(self.nnz, row, col, self.data, other, result)
# Array semantics return a scalar here, not a single-element array.
if isinstance(self, sparray) and result_shape == 1:
return result[0]
return result
def _matmul_multivector(self, other):
result_dtype = upcast_char(self.dtype.char, other.dtype.char)
if self.ndim == 2:
result_shape = (other.shape[1], self.shape[0])
col = self.col
row = self.row
elif self.ndim == 1:
result_shape = (other.shape[1],)
col = self.coords[0]
row = np.zeros_like(col)
else:
raise NotImplementedError(
f"coo_matvec not implemented for ndim={self.ndim}")
result = np.zeros(result_shape, dtype=result_dtype)
for i, other_col in enumerate(other.T):
coo_matvec(self.nnz, row, col, self.data, other_col, result[i:i + 1])
return result.T.view(type=type(other))
def _ravel_coords(coords, shape, order='C'):
"""Like np.ravel_multi_index, but avoids some overflow issues."""
if len(coords) == 1:
return coords[0]
# Handle overflow as in https://github.com/scipy/scipy/pull/9132
if len(coords) == 2:
nrows, ncols = shape
row, col = coords
if order == 'C':
maxval = (ncols * max(0, nrows - 1) + max(0, ncols - 1))
idx_dtype = get_index_dtype(maxval=maxval)
return np.multiply(ncols, row, dtype=idx_dtype) + col
elif order == 'F':
maxval = (nrows * max(0, ncols - 1) + max(0, nrows - 1))
idx_dtype = get_index_dtype(maxval=maxval)
return np.multiply(nrows, col, dtype=idx_dtype) + row
else:
raise ValueError("'order' must be 'C' or 'F'")
return np.ravel_multi_index(coords, shape, order=order)
def isspmatrix_coo(x):
"""Is `x` of coo_matrix type?
Parameters
----------
x
object to check for being a coo matrix
Returns
-------
bool
True if `x` is a coo matrix, False otherwise
Examples
--------
>>> from scipy.sparse import coo_array, coo_matrix, csr_matrix, isspmatrix_coo
>>> isspmatrix_coo(coo_matrix([[5]]))
True
>>> isspmatrix_coo(coo_array([[5]]))
False
>>> isspmatrix_coo(csr_matrix([[5]]))
False
"""
return isinstance(x, coo_matrix)
# This namespace class separates array from matrix with isinstance
class coo_array(_coo_base, sparray):
"""
A sparse array in COOrdinate format.
Also known as the 'ijv' or 'triplet' format.
This can be instantiated in several ways:
coo_array(D)
where D is an ndarray
coo_array(S)
with another sparse array or matrix S (equivalent to S.tocoo())
coo_array(shape, [dtype])
to construct an empty sparse array with shape `shape`
dtype is optional, defaulting to dtype='d'.
coo_array((data, coords), [shape])
to construct from existing data and index arrays:
1. data[:] the entries of the sparse array, in any order
2. coords[i][:] the axis-i coordinates of the data entries
Where ``A[coords] = data``, and coords is a tuple of index arrays.
When shape is not specified, it is inferred from the index arrays.
Attributes
----------
dtype : dtype
Data type of the sparse array
shape : tuple of integers
Shape of the sparse array
ndim : int
Number of dimensions of the sparse array
nnz
size
data
COO format data array of the sparse array
coords
COO format tuple of index arrays
has_canonical_format : bool
Whether the matrix has sorted coordinates and no duplicates
format
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the COO format
- facilitates fast conversion among sparse formats
- permits duplicate entries (see example)
- very fast conversion to and from CSR/CSC formats
Disadvantages of the COO format
- does not directly support:
+ arithmetic operations
+ slicing
Intended Usage
- COO is a fast format for constructing sparse arrays
- Once a COO array has been constructed, convert to CSR or
CSC format for fast arithmetic and matrix vector operations
- By default when converting to CSR or CSC format, duplicate (i,j)
entries will be summed together. This facilitates efficient
construction of finite element matrices and the like. (see example)
Canonical format
- Entries and coordinates sorted by row, then column.
- There are no duplicate entries (i.e. duplicate (i,j) locations)
- Data arrays MAY have explicit zeros.
Examples
--------
>>> # Constructing an empty sparse array
>>> import numpy as np
>>> from scipy.sparse import coo_array
>>> coo_array((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> # Constructing a sparse array using ijv format
>>> row = np.array([0, 3, 1, 0])
>>> col = np.array([0, 3, 1, 2])
>>> data = np.array([4, 5, 7, 9])
>>> coo_array((data, (row, col)), shape=(4, 4)).toarray()
array([[4, 0, 9, 0],
[0, 7, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 5]])
>>> # Constructing a sparse array with duplicate coordinates
>>> row = np.array([0, 0, 1, 3, 1, 0, 0])
>>> col = np.array([0, 2, 1, 3, 1, 0, 0])
>>> data = np.array([1, 1, 1, 1, 1, 1, 1])
>>> coo = coo_array((data, (row, col)), shape=(4, 4))
>>> # Duplicate coordinates are maintained until implicitly or explicitly summed
>>> np.max(coo.data)
1
>>> coo.toarray()
array([[3, 0, 1, 0],
[0, 2, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 1]])
"""
class coo_matrix(spmatrix, _coo_base):
"""
A sparse matrix in COOrdinate format.
Also known as the 'ijv' or 'triplet' format.
This can be instantiated in several ways:
coo_matrix(D)
where D is a 2-D ndarray
coo_matrix(S)
with another sparse array or matrix S (equivalent to S.tocoo())
coo_matrix((M, N), [dtype])
to construct an empty matrix with shape (M, N)
dtype is optional, defaulting to dtype='d'.
coo_matrix((data, (i, j)), [shape=(M, N)])
to construct from three arrays:
1. data[:] the entries of the matrix, in any order
2. i[:] the row indices of the matrix entries
3. j[:] the column indices of the matrix entries
Where ``A[i[k], j[k]] = data[k]``. When shape is not
specified, it is inferred from the index arrays
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
COO format data array of the matrix
row
COO format row index array of the matrix
col
COO format column index array of the matrix
has_canonical_format : bool
Whether the matrix has sorted indices and no duplicates
format
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the COO format
- facilitates fast conversion among sparse formats
- permits duplicate entries (see example)
- very fast conversion to and from CSR/CSC formats
Disadvantages of the COO format
- does not directly support:
+ arithmetic operations
+ slicing
Intended Usage
- COO is a fast format for constructing sparse matrices
- Once a COO matrix has been constructed, convert to CSR or
CSC format for fast arithmetic and matrix vector operations
- By default when converting to CSR or CSC format, duplicate (i,j)
entries will be summed together. This facilitates efficient
construction of finite element matrices and the like. (see example)
Canonical format
- Entries and coordinates sorted by row, then column.
- There are no duplicate entries (i.e. duplicate (i,j) locations)
- Data arrays MAY have explicit zeros.
Examples
--------
>>> # Constructing an empty matrix
>>> import numpy as np
>>> from scipy.sparse import coo_matrix
>>> coo_matrix((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> # Constructing a matrix using ijv format
>>> row = np.array([0, 3, 1, 0])
>>> col = np.array([0, 3, 1, 2])
>>> data = np.array([4, 5, 7, 9])
>>> coo_matrix((data, (row, col)), shape=(4, 4)).toarray()
array([[4, 0, 9, 0],
[0, 7, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 5]])
>>> # Constructing a matrix with duplicate coordinates
>>> row = np.array([0, 0, 1, 3, 1, 0, 0])
>>> col = np.array([0, 2, 1, 3, 1, 0, 0])
>>> data = np.array([1, 1, 1, 1, 1, 1, 1])
>>> coo = coo_matrix((data, (row, col)), shape=(4, 4))
>>> # Duplicate coordinates are maintained until implicitly or explicitly summed
>>> np.max(coo.data)
1
>>> coo.toarray()
array([[3, 0, 1, 0],
[0, 2, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 1]])
"""
def __setstate__(self, state):
if 'coords' not in state:
# For retro-compatibility with the previous attributes
# storing nnz coordinates for 2D COO matrix.
state['coords'] = (state.pop('row'), state.pop('col'))
self.__dict__.update(state)

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@ -0,0 +1,364 @@
"""Compressed Sparse Column matrix format"""
__docformat__ = "restructuredtext en"
__all__ = ['csc_array', 'csc_matrix', 'isspmatrix_csc']
import numpy as np
from ._matrix import spmatrix
from ._base import _spbase, sparray
from ._sparsetools import csc_tocsr, expandptr
from ._sputils import upcast
from ._compressed import _cs_matrix
class _csc_base(_cs_matrix):
_format = 'csc'
def transpose(self, axes=None, copy=False):
if axes is not None and axes != (1, 0):
raise ValueError("Sparse arrays/matrices do not support "
"an 'axes' parameter because swapping "
"dimensions is the only logical permutation.")
M, N = self.shape
return self._csr_container((self.data, self.indices,
self.indptr), (N, M), copy=copy)
transpose.__doc__ = _spbase.transpose.__doc__
def __iter__(self):
yield from self.tocsr()
def tocsc(self, copy=False):
if copy:
return self.copy()
else:
return self
tocsc.__doc__ = _spbase.tocsc.__doc__
def tocsr(self, copy=False):
M,N = self.shape
idx_dtype = self._get_index_dtype((self.indptr, self.indices),
maxval=max(self.nnz, N))
indptr = np.empty(M + 1, dtype=idx_dtype)
indices = np.empty(self.nnz, dtype=idx_dtype)
data = np.empty(self.nnz, dtype=upcast(self.dtype))
csc_tocsr(M, N,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
self.data,
indptr,
indices,
data)
A = self._csr_container(
(data, indices, indptr),
shape=self.shape, copy=False
)
A.has_sorted_indices = True
return A
tocsr.__doc__ = _spbase.tocsr.__doc__
def nonzero(self):
# CSC can't use _cs_matrix's .nonzero method because it
# returns the indices sorted for self transposed.
# Get row and col indices, from _cs_matrix.tocoo
major_dim, minor_dim = self._swap(self.shape)
minor_indices = self.indices
major_indices = np.empty(len(minor_indices), dtype=self.indices.dtype)
expandptr(major_dim, self.indptr, major_indices)
row, col = self._swap((major_indices, minor_indices))
# Remove explicit zeros
nz_mask = self.data != 0
row = row[nz_mask]
col = col[nz_mask]
# Sort them to be in C-style order
ind = np.argsort(row, kind='mergesort')
row = row[ind]
col = col[ind]
return row, col
nonzero.__doc__ = _cs_matrix.nonzero.__doc__
def _getrow(self, i):
"""Returns a copy of row i of the matrix, as a (1 x n)
CSR matrix (row vector).
"""
M, N = self.shape
i = int(i)
if i < 0:
i += M
if i < 0 or i >= M:
raise IndexError('index (%d) out of range' % i)
return self._get_submatrix(minor=i).tocsr()
def _getcol(self, i):
"""Returns a copy of column i of the matrix, as a (m x 1)
CSC matrix (column vector).
"""
M, N = self.shape
i = int(i)
if i < 0:
i += N
if i < 0 or i >= N:
raise IndexError('index (%d) out of range' % i)
return self._get_submatrix(major=i, copy=True)
def _get_intXarray(self, row, col):
return self._major_index_fancy(col)._get_submatrix(minor=row)
def _get_intXslice(self, row, col):
if col.step in (1, None):
return self._get_submatrix(major=col, minor=row, copy=True)
return self._major_slice(col)._get_submatrix(minor=row)
def _get_sliceXint(self, row, col):
if row.step in (1, None):
return self._get_submatrix(major=col, minor=row, copy=True)
return self._get_submatrix(major=col)._minor_slice(row)
def _get_sliceXarray(self, row, col):
return self._major_index_fancy(col)._minor_slice(row)
def _get_arrayXint(self, row, col):
return self._get_submatrix(major=col)._minor_index_fancy(row)
def _get_arrayXslice(self, row, col):
return self._major_slice(col)._minor_index_fancy(row)
# these functions are used by the parent class (_cs_matrix)
# to remove redundancy between csc_array and csr_matrix
@staticmethod
def _swap(x):
"""swap the members of x if this is a column-oriented matrix
"""
return x[1], x[0]
def isspmatrix_csc(x):
"""Is `x` of csc_matrix type?
Parameters
----------
x
object to check for being a csc matrix
Returns
-------
bool
True if `x` is a csc matrix, False otherwise
Examples
--------
>>> from scipy.sparse import csc_array, csc_matrix, coo_matrix, isspmatrix_csc
>>> isspmatrix_csc(csc_matrix([[5]]))
True
>>> isspmatrix_csc(csc_array([[5]]))
False
>>> isspmatrix_csc(coo_matrix([[5]]))
False
"""
return isinstance(x, csc_matrix)
# This namespace class separates array from matrix with isinstance
class csc_array(_csc_base, sparray):
"""
Compressed Sparse Column array.
This can be instantiated in several ways:
csc_array(D)
where D is a 2-D ndarray
csc_array(S)
with another sparse array or matrix S (equivalent to S.tocsc())
csc_array((M, N), [dtype])
to construct an empty array with shape (M, N)
dtype is optional, defaulting to dtype='d'.
csc_array((data, (row_ind, col_ind)), [shape=(M, N)])
where ``data``, ``row_ind`` and ``col_ind`` satisfy the
relationship ``a[row_ind[k], col_ind[k]] = data[k]``.
csc_array((data, indices, indptr), [shape=(M, N)])
is the standard CSC representation where the row indices for
column i are stored in ``indices[indptr[i]:indptr[i+1]]``
and their corresponding values are stored in
``data[indptr[i]:indptr[i+1]]``. If the shape parameter is
not supplied, the array dimensions are inferred from
the index arrays.
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
CSC format data array of the array
indices
CSC format index array of the array
indptr
CSC format index pointer array of the array
has_sorted_indices
has_canonical_format
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the CSC format
- efficient arithmetic operations CSC + CSC, CSC * CSC, etc.
- efficient column slicing
- fast matrix vector products (CSR, BSR may be faster)
Disadvantages of the CSC format
- slow row slicing operations (consider CSR)
- changes to the sparsity structure are expensive (consider LIL or DOK)
Canonical format
- Within each column, indices are sorted by row.
- There are no duplicate entries.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_array
>>> csc_array((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 2, 2, 0, 1, 2])
>>> col = np.array([0, 0, 1, 2, 2, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csc_array((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 4],
[0, 0, 5],
[2, 3, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csc_array((data, indices, indptr), shape=(3, 3)).toarray()
array([[1, 0, 4],
[0, 0, 5],
[2, 3, 6]])
"""
class csc_matrix(spmatrix, _csc_base):
"""
Compressed Sparse Column matrix.
This can be instantiated in several ways:
csc_matrix(D)
where D is a 2-D ndarray
csc_matrix(S)
with another sparse array or matrix S (equivalent to S.tocsc())
csc_matrix((M, N), [dtype])
to construct an empty matrix with shape (M, N)
dtype is optional, defaulting to dtype='d'.
csc_matrix((data, (row_ind, col_ind)), [shape=(M, N)])
where ``data``, ``row_ind`` and ``col_ind`` satisfy the
relationship ``a[row_ind[k], col_ind[k]] = data[k]``.
csc_matrix((data, indices, indptr), [shape=(M, N)])
is the standard CSC representation where the row indices for
column i are stored in ``indices[indptr[i]:indptr[i+1]]``
and their corresponding values are stored in
``data[indptr[i]:indptr[i+1]]``. If the shape parameter is
not supplied, the matrix dimensions are inferred from
the index arrays.
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
CSC format data array of the matrix
indices
CSC format index array of the matrix
indptr
CSC format index pointer array of the matrix
has_sorted_indices
has_canonical_format
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the CSC format
- efficient arithmetic operations CSC + CSC, CSC * CSC, etc.
- efficient column slicing
- fast matrix vector products (CSR, BSR may be faster)
Disadvantages of the CSC format
- slow row slicing operations (consider CSR)
- changes to the sparsity structure are expensive (consider LIL or DOK)
Canonical format
- Within each column, indices are sorted by row.
- There are no duplicate entries.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> csc_matrix((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 2, 2, 0, 1, 2])
>>> col = np.array([0, 0, 1, 2, 2, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csc_matrix((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 4],
[0, 0, 5],
[2, 3, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csc_matrix((data, indices, indptr), shape=(3, 3)).toarray()
array([[1, 0, 4],
[0, 0, 5],
[2, 3, 6]])
"""

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"""Compressed Sparse Row matrix format"""
__docformat__ = "restructuredtext en"
__all__ = ['csr_array', 'csr_matrix', 'isspmatrix_csr']
import numpy as np
from ._matrix import spmatrix
from ._base import _spbase, sparray
from ._sparsetools import (csr_tocsc, csr_tobsr, csr_count_blocks,
get_csr_submatrix)
from ._sputils import upcast
from ._compressed import _cs_matrix
class _csr_base(_cs_matrix):
_format = 'csr'
# override IndexMixin.__getitem__ for 1d case until fully implemented
def __getitem__(self, key):
if self.ndim == 2:
return super().__getitem__(key)
if isinstance(key, tuple) and len(key) == 1:
key = key[0]
INT_TYPES = (int, np.integer)
if isinstance(key, INT_TYPES):
if key < 0:
key += self.shape[-1]
if key < 0 or key >= self.shape[-1]:
raise IndexError('index value out of bounds')
return self._get_int(key)
else:
raise IndexError('array/slice index for 1d csr_array not yet supported')
# override IndexMixin.__setitem__ for 1d case until fully implemented
def __setitem__(self, key, value):
if self.ndim == 2:
return super().__setitem__(key, value)
if isinstance(key, tuple) and len(key) == 1:
key = key[0]
INT_TYPES = (int, np.integer)
if isinstance(key, INT_TYPES):
if key < 0:
key += self.shape[-1]
if key < 0 or key >= self.shape[-1]:
raise IndexError('index value out of bounds')
return self._set_int(key, value)
else:
raise IndexError('array index for 1d csr_array not yet provided')
def transpose(self, axes=None, copy=False):
if axes is not None and axes != (1, 0):
raise ValueError("Sparse arrays/matrices do not support "
"an 'axes' parameter because swapping "
"dimensions is the only logical permutation.")
if self.ndim == 1:
return self.copy() if copy else self
M, N = self.shape
return self._csc_container((self.data, self.indices,
self.indptr), shape=(N, M), copy=copy)
transpose.__doc__ = _spbase.transpose.__doc__
def tolil(self, copy=False):
if self.ndim != 2:
raise ValueError("Cannot convert a 1d sparse array to lil format")
lil = self._lil_container(self.shape, dtype=self.dtype)
self.sum_duplicates()
ptr,ind,dat = self.indptr,self.indices,self.data
rows, data = lil.rows, lil.data
for n in range(self.shape[0]):
start = ptr[n]
end = ptr[n+1]
rows[n] = ind[start:end].tolist()
data[n] = dat[start:end].tolist()
return lil
tolil.__doc__ = _spbase.tolil.__doc__
def tocsr(self, copy=False):
if copy:
return self.copy()
else:
return self
tocsr.__doc__ = _spbase.tocsr.__doc__
def tocsc(self, copy=False):
if self.ndim != 2:
raise ValueError("Cannot convert a 1d sparse array to csc format")
M, N = self.shape
idx_dtype = self._get_index_dtype((self.indptr, self.indices),
maxval=max(self.nnz, M))
indptr = np.empty(N + 1, dtype=idx_dtype)
indices = np.empty(self.nnz, dtype=idx_dtype)
data = np.empty(self.nnz, dtype=upcast(self.dtype))
csr_tocsc(M, N,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
self.data,
indptr,
indices,
data)
A = self._csc_container((data, indices, indptr), shape=self.shape)
A.has_sorted_indices = True
return A
tocsc.__doc__ = _spbase.tocsc.__doc__
def tobsr(self, blocksize=None, copy=True):
if self.ndim != 2:
raise ValueError("Cannot convert a 1d sparse array to bsr format")
if blocksize is None:
from ._spfuncs import estimate_blocksize
return self.tobsr(blocksize=estimate_blocksize(self))
elif blocksize == (1,1):
arg1 = (self.data.reshape(-1,1,1),self.indices,self.indptr)
return self._bsr_container(arg1, shape=self.shape, copy=copy)
else:
R,C = blocksize
M,N = self.shape
if R < 1 or C < 1 or M % R != 0 or N % C != 0:
raise ValueError('invalid blocksize %s' % blocksize)
blks = csr_count_blocks(M,N,R,C,self.indptr,self.indices)
idx_dtype = self._get_index_dtype((self.indptr, self.indices),
maxval=max(N//C, blks))
indptr = np.empty(M//R+1, dtype=idx_dtype)
indices = np.empty(blks, dtype=idx_dtype)
data = np.zeros((blks,R,C), dtype=self.dtype)
csr_tobsr(M, N, R, C,
self.indptr.astype(idx_dtype),
self.indices.astype(idx_dtype),
self.data,
indptr, indices, data.ravel())
return self._bsr_container(
(data, indices, indptr), shape=self.shape
)
tobsr.__doc__ = _spbase.tobsr.__doc__
# these functions are used by the parent class (_cs_matrix)
# to remove redundancy between csc_matrix and csr_array
@staticmethod
def _swap(x):
"""swap the members of x if this is a column-oriented matrix
"""
return x
def __iter__(self):
if self.ndim == 1:
zero = self.dtype.type(0)
u = 0
for v, d in zip(self.indices, self.data):
for _ in range(v - u):
yield zero
yield d
u = v + 1
for _ in range(self.shape[0] - u):
yield zero
return
indptr = np.zeros(2, dtype=self.indptr.dtype)
# return 1d (sparray) or 2drow (spmatrix)
shape = self.shape[1:] if isinstance(self, sparray) else (1, self.shape[1])
i0 = 0
for i1 in self.indptr[1:]:
indptr[1] = i1 - i0
indices = self.indices[i0:i1]
data = self.data[i0:i1]
yield self.__class__((data, indices, indptr), shape=shape, copy=True)
i0 = i1
def _getrow(self, i):
"""Returns a copy of row i of the matrix, as a (1 x n)
CSR matrix (row vector).
"""
if self.ndim == 1:
if i not in (0, -1):
raise IndexError(f'index ({i}) out of range')
return self.reshape((1, self.shape[0]), copy=True)
M, N = self.shape
i = int(i)
if i < 0:
i += M
if i < 0 or i >= M:
raise IndexError('index (%d) out of range' % i)
indptr, indices, data = get_csr_submatrix(
M, N, self.indptr, self.indices, self.data, i, i + 1, 0, N)
return self.__class__((data, indices, indptr), shape=(1, N),
dtype=self.dtype, copy=False)
def _getcol(self, i):
"""Returns a copy of column i. A (m x 1) sparse array (column vector).
"""
if self.ndim == 1:
raise ValueError("getcol not provided for 1d arrays. Use indexing A[j]")
M, N = self.shape
i = int(i)
if i < 0:
i += N
if i < 0 or i >= N:
raise IndexError('index (%d) out of range' % i)
indptr, indices, data = get_csr_submatrix(
M, N, self.indptr, self.indices, self.data, 0, M, i, i + 1)
return self.__class__((data, indices, indptr), shape=(M, 1),
dtype=self.dtype, copy=False)
def _get_intXarray(self, row, col):
return self._getrow(row)._minor_index_fancy(col)
def _get_intXslice(self, row, col):
if col.step in (1, None):
return self._get_submatrix(row, col, copy=True)
# TODO: uncomment this once it's faster:
# return self._getrow(row)._minor_slice(col)
M, N = self.shape
start, stop, stride = col.indices(N)
ii, jj = self.indptr[row:row+2]
row_indices = self.indices[ii:jj]
row_data = self.data[ii:jj]
if stride > 0:
ind = (row_indices >= start) & (row_indices < stop)
else:
ind = (row_indices <= start) & (row_indices > stop)
if abs(stride) > 1:
ind &= (row_indices - start) % stride == 0
row_indices = (row_indices[ind] - start) // stride
row_data = row_data[ind]
row_indptr = np.array([0, len(row_indices)])
if stride < 0:
row_data = row_data[::-1]
row_indices = abs(row_indices[::-1])
shape = (1, max(0, int(np.ceil(float(stop - start) / stride))))
return self.__class__((row_data, row_indices, row_indptr), shape=shape,
dtype=self.dtype, copy=False)
def _get_sliceXint(self, row, col):
if row.step in (1, None):
return self._get_submatrix(row, col, copy=True)
return self._major_slice(row)._get_submatrix(minor=col)
def _get_sliceXarray(self, row, col):
return self._major_slice(row)._minor_index_fancy(col)
def _get_arrayXint(self, row, col):
return self._major_index_fancy(row)._get_submatrix(minor=col)
def _get_arrayXslice(self, row, col):
if col.step not in (1, None):
col = np.arange(*col.indices(self.shape[1]))
return self._get_arrayXarray(row, col)
return self._major_index_fancy(row)._get_submatrix(minor=col)
def isspmatrix_csr(x):
"""Is `x` of csr_matrix type?
Parameters
----------
x
object to check for being a csr matrix
Returns
-------
bool
True if `x` is a csr matrix, False otherwise
Examples
--------
>>> from scipy.sparse import csr_array, csr_matrix, coo_matrix, isspmatrix_csr
>>> isspmatrix_csr(csr_matrix([[5]]))
True
>>> isspmatrix_csr(csr_array([[5]]))
False
>>> isspmatrix_csr(coo_matrix([[5]]))
False
"""
return isinstance(x, csr_matrix)
# This namespace class separates array from matrix with isinstance
class csr_array(_csr_base, sparray):
"""
Compressed Sparse Row array.
This can be instantiated in several ways:
csr_array(D)
where D is a 2-D ndarray
csr_array(S)
with another sparse array or matrix S (equivalent to S.tocsr())
csr_array((M, N), [dtype])
to construct an empty array with shape (M, N)
dtype is optional, defaulting to dtype='d'.
csr_array((data, (row_ind, col_ind)), [shape=(M, N)])
where ``data``, ``row_ind`` and ``col_ind`` satisfy the
relationship ``a[row_ind[k], col_ind[k]] = data[k]``.
csr_array((data, indices, indptr), [shape=(M, N)])
is the standard CSR representation where the column indices for
row i are stored in ``indices[indptr[i]:indptr[i+1]]`` and their
corresponding values are stored in ``data[indptr[i]:indptr[i+1]]``.
If the shape parameter is not supplied, the array dimensions
are inferred from the index arrays.
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
CSR format data array of the array
indices
CSR format index array of the array
indptr
CSR format index pointer array of the array
has_sorted_indices
has_canonical_format
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the CSR format
- efficient arithmetic operations CSR + CSR, CSR * CSR, etc.
- efficient row slicing
- fast matrix vector products
Disadvantages of the CSR format
- slow column slicing operations (consider CSC)
- changes to the sparsity structure are expensive (consider LIL or DOK)
Canonical Format
- Within each row, indices are sorted by column.
- There are no duplicate entries.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csr_array
>>> csr_array((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 0, 1, 2, 2, 2])
>>> col = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csr_array((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csr_array((data, indices, indptr), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
Duplicate entries are summed together:
>>> row = np.array([0, 1, 2, 0])
>>> col = np.array([0, 1, 1, 0])
>>> data = np.array([1, 2, 4, 8])
>>> csr_array((data, (row, col)), shape=(3, 3)).toarray()
array([[9, 0, 0],
[0, 2, 0],
[0, 4, 0]])
As an example of how to construct a CSR array incrementally,
the following snippet builds a term-document array from texts:
>>> docs = [["hello", "world", "hello"], ["goodbye", "cruel", "world"]]
>>> indptr = [0]
>>> indices = []
>>> data = []
>>> vocabulary = {}
>>> for d in docs:
... for term in d:
... index = vocabulary.setdefault(term, len(vocabulary))
... indices.append(index)
... data.append(1)
... indptr.append(len(indices))
...
>>> csr_array((data, indices, indptr), dtype=int).toarray()
array([[2, 1, 0, 0],
[0, 1, 1, 1]])
"""
class csr_matrix(spmatrix, _csr_base):
"""
Compressed Sparse Row matrix.
This can be instantiated in several ways:
csr_matrix(D)
where D is a 2-D ndarray
csr_matrix(S)
with another sparse array or matrix S (equivalent to S.tocsr())
csr_matrix((M, N), [dtype])
to construct an empty matrix with shape (M, N)
dtype is optional, defaulting to dtype='d'.
csr_matrix((data, (row_ind, col_ind)), [shape=(M, N)])
where ``data``, ``row_ind`` and ``col_ind`` satisfy the
relationship ``a[row_ind[k], col_ind[k]] = data[k]``.
csr_matrix((data, indices, indptr), [shape=(M, N)])
is the standard CSR representation where the column indices for
row i are stored in ``indices[indptr[i]:indptr[i+1]]`` and their
corresponding values are stored in ``data[indptr[i]:indptr[i+1]]``.
If the shape parameter is not supplied, the matrix dimensions
are inferred from the index arrays.
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
CSR format data array of the matrix
indices
CSR format index array of the matrix
indptr
CSR format index pointer array of the matrix
has_sorted_indices
has_canonical_format
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the CSR format
- efficient arithmetic operations CSR + CSR, CSR * CSR, etc.
- efficient row slicing
- fast matrix vector products
Disadvantages of the CSR format
- slow column slicing operations (consider CSC)
- changes to the sparsity structure are expensive (consider LIL or DOK)
Canonical Format
- Within each row, indices are sorted by column.
- There are no duplicate entries.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csr_matrix
>>> csr_matrix((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> row = np.array([0, 0, 1, 2, 2, 2])
>>> col = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csr_matrix((data, (row, col)), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
>>> indptr = np.array([0, 2, 3, 6])
>>> indices = np.array([0, 2, 2, 0, 1, 2])
>>> data = np.array([1, 2, 3, 4, 5, 6])
>>> csr_matrix((data, indices, indptr), shape=(3, 3)).toarray()
array([[1, 0, 2],
[0, 0, 3],
[4, 5, 6]])
Duplicate entries are summed together:
>>> row = np.array([0, 1, 2, 0])
>>> col = np.array([0, 1, 1, 0])
>>> data = np.array([1, 2, 4, 8])
>>> csr_matrix((data, (row, col)), shape=(3, 3)).toarray()
array([[9, 0, 0],
[0, 2, 0],
[0, 4, 0]])
As an example of how to construct a CSR matrix incrementally,
the following snippet builds a term-document matrix from texts:
>>> docs = [["hello", "world", "hello"], ["goodbye", "cruel", "world"]]
>>> indptr = [0]
>>> indices = []
>>> data = []
>>> vocabulary = {}
>>> for d in docs:
... for term in d:
... index = vocabulary.setdefault(term, len(vocabulary))
... indices.append(index)
... data.append(1)
... indptr.append(len(indices))
...
>>> csr_matrix((data, indices, indptr), dtype=int).toarray()
array([[2, 1, 0, 0],
[0, 1, 1, 1]])
"""

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"""Base class for sparse matrice with a .data attribute
subclasses must provide a _with_data() method that
creates a new matrix with the same sparsity pattern
as self but with a different data array
"""
import math
import numpy as np
from ._base import _spbase, sparray, _ufuncs_with_fixed_point_at_zero
from ._sputils import isscalarlike, validateaxis
__all__ = []
# TODO implement all relevant operations
# use .data.__methods__() instead of /=, *=, etc.
class _data_matrix(_spbase):
def __init__(self, arg1):
_spbase.__init__(self, arg1)
@property
def dtype(self):
return self.data.dtype
@dtype.setter
def dtype(self, newtype):
self.data.dtype = newtype
def _deduped_data(self):
if hasattr(self, 'sum_duplicates'):
self.sum_duplicates()
return self.data
def __abs__(self):
return self._with_data(abs(self._deduped_data()))
def __round__(self, ndigits=0):
return self._with_data(np.around(self._deduped_data(), decimals=ndigits))
def _real(self):
return self._with_data(self.data.real)
def _imag(self):
return self._with_data(self.data.imag)
def __neg__(self):
if self.dtype.kind == 'b':
raise NotImplementedError('negating a boolean sparse array is not '
'supported')
return self._with_data(-self.data)
def __imul__(self, other): # self *= other
if isscalarlike(other):
self.data *= other
return self
else:
return NotImplemented
def __itruediv__(self, other): # self /= other
if isscalarlike(other):
recip = 1.0 / other
self.data *= recip
return self
else:
return NotImplemented
def astype(self, dtype, casting='unsafe', copy=True):
dtype = np.dtype(dtype)
if self.dtype != dtype:
matrix = self._with_data(
self.data.astype(dtype, casting=casting, copy=True),
copy=True
)
return matrix._with_data(matrix._deduped_data(), copy=False)
elif copy:
return self.copy()
else:
return self
astype.__doc__ = _spbase.astype.__doc__
def conjugate(self, copy=True):
if np.issubdtype(self.dtype, np.complexfloating):
return self._with_data(self.data.conjugate(), copy=copy)
elif copy:
return self.copy()
else:
return self
conjugate.__doc__ = _spbase.conjugate.__doc__
def copy(self):
return self._with_data(self.data.copy(), copy=True)
copy.__doc__ = _spbase.copy.__doc__
def count_nonzero(self):
return np.count_nonzero(self._deduped_data())
count_nonzero.__doc__ = _spbase.count_nonzero.__doc__
def power(self, n, dtype=None):
"""
This function performs element-wise power.
Parameters
----------
n : scalar
n is a non-zero scalar (nonzero avoids dense ones creation)
If zero power is desired, special case it to use `np.ones`
dtype : If dtype is not specified, the current dtype will be preserved.
Raises
------
NotImplementedError : if n is a zero scalar
If zero power is desired, special case it to use
`np.ones(A.shape, dtype=A.dtype)`
"""
if not isscalarlike(n):
raise NotImplementedError("input is not scalar")
if not n:
raise NotImplementedError(
"zero power is not supported as it would densify the matrix.\n"
"Use `np.ones(A.shape, dtype=A.dtype)` for this case."
)
data = self._deduped_data()
if dtype is not None:
data = data.astype(dtype)
return self._with_data(data ** n)
###########################
# Multiplication handlers #
###########################
def _mul_scalar(self, other):
return self._with_data(self.data * other)
# Add the numpy unary ufuncs for which func(0) = 0 to _data_matrix.
for npfunc in _ufuncs_with_fixed_point_at_zero:
name = npfunc.__name__
def _create_method(op):
def method(self):
result = op(self._deduped_data())
return self._with_data(result, copy=True)
method.__doc__ = (f"Element-wise {name}.\n\n"
f"See `numpy.{name}` for more information.")
method.__name__ = name
return method
setattr(_data_matrix, name, _create_method(npfunc))
def _find_missing_index(ind, n):
for k, a in enumerate(ind):
if k != a:
return k
k += 1
if k < n:
return k
else:
return -1
class _minmax_mixin:
"""Mixin for min and max methods.
These are not implemented for dia_matrix, hence the separate class.
"""
def _min_or_max_axis(self, axis, min_or_max):
N = self.shape[axis]
if N == 0:
raise ValueError("zero-size array to reduction operation")
M = self.shape[1 - axis]
idx_dtype = self._get_index_dtype(maxval=M)
mat = self.tocsc() if axis == 0 else self.tocsr()
mat.sum_duplicates()
major_index, value = mat._minor_reduce(min_or_max)
not_full = np.diff(mat.indptr)[major_index] < N
value[not_full] = min_or_max(value[not_full], 0)
mask = value != 0
major_index = np.compress(mask, major_index)
value = np.compress(mask, value)
if isinstance(self, sparray):
coords = (major_index,)
shape = (M,)
return self._coo_container((value, coords), shape=shape, dtype=self.dtype)
if axis == 0:
return self._coo_container(
(value, (np.zeros(len(value), dtype=idx_dtype), major_index)),
dtype=self.dtype, shape=(1, M)
)
else:
return self._coo_container(
(value, (major_index, np.zeros(len(value), dtype=idx_dtype))),
dtype=self.dtype, shape=(M, 1)
)
def _min_or_max(self, axis, out, min_or_max):
if out is not None:
raise ValueError("Sparse arrays do not support an 'out' parameter.")
validateaxis(axis)
if self.ndim == 1:
if axis not in (None, 0, -1):
raise ValueError("axis out of range")
axis = None # avoid calling special axis case. no impact on 1d
if axis is None:
if 0 in self.shape:
raise ValueError("zero-size array to reduction operation")
zero = self.dtype.type(0)
if self.nnz == 0:
return zero
m = min_or_max.reduce(self._deduped_data().ravel())
if self.nnz != math.prod(self.shape):
m = min_or_max(zero, m)
return m
if axis < 0:
axis += 2
if (axis == 0) or (axis == 1):
return self._min_or_max_axis(axis, min_or_max)
else:
raise ValueError("axis out of range")
def _arg_min_or_max_axis(self, axis, argmin_or_argmax, compare):
if self.shape[axis] == 0:
raise ValueError("Cannot apply the operation along a zero-sized dimension.")
if axis < 0:
axis += 2
zero = self.dtype.type(0)
mat = self.tocsc() if axis == 0 else self.tocsr()
mat.sum_duplicates()
ret_size, line_size = mat._swap(mat.shape)
ret = np.zeros(ret_size, dtype=int)
nz_lines, = np.nonzero(np.diff(mat.indptr))
for i in nz_lines:
p, q = mat.indptr[i:i + 2]
data = mat.data[p:q]
indices = mat.indices[p:q]
extreme_index = argmin_or_argmax(data)
extreme_value = data[extreme_index]
if compare(extreme_value, zero) or q - p == line_size:
ret[i] = indices[extreme_index]
else:
zero_ind = _find_missing_index(indices, line_size)
if extreme_value == zero:
ret[i] = min(extreme_index, zero_ind)
else:
ret[i] = zero_ind
if isinstance(self, sparray):
return ret
if axis == 1:
ret = ret.reshape(-1, 1)
return self._ascontainer(ret)
def _arg_min_or_max(self, axis, out, argmin_or_argmax, compare):
if out is not None:
raise ValueError("Sparse types do not support an 'out' parameter.")
validateaxis(axis)
if self.ndim == 1:
if axis not in (None, 0, -1):
raise ValueError("axis out of range")
axis = None # avoid calling special axis case. no impact on 1d
if axis is not None:
return self._arg_min_or_max_axis(axis, argmin_or_argmax, compare)
if 0 in self.shape:
raise ValueError("Cannot apply the operation to an empty matrix.")
if self.nnz == 0:
return 0
zero = self.dtype.type(0)
mat = self.tocoo()
# Convert to canonical form: no duplicates, sorted indices.
mat.sum_duplicates()
extreme_index = argmin_or_argmax(mat.data)
extreme_value = mat.data[extreme_index]
num_col = mat.shape[-1]
# If the min value is less than zero, or max is greater than zero,
# then we do not need to worry about implicit zeros.
if compare(extreme_value, zero):
# cast to Python int to avoid overflow and RuntimeError
return int(mat.row[extreme_index]) * num_col + int(mat.col[extreme_index])
# Cheap test for the rare case where we have no implicit zeros.
size = math.prod(self.shape)
if size == mat.nnz:
return int(mat.row[extreme_index]) * num_col + int(mat.col[extreme_index])
# At this stage, any implicit zero could be the min or max value.
# After sum_duplicates(), the `row` and `col` arrays are guaranteed to
# be sorted in C-order, which means the linearized indices are sorted.
linear_indices = mat.row * num_col + mat.col
first_implicit_zero_index = _find_missing_index(linear_indices, size)
if extreme_value == zero:
return min(first_implicit_zero_index, extreme_index)
return first_implicit_zero_index
def max(self, axis=None, out=None):
"""
Return the maximum of the array/matrix or maximum along an axis.
This takes all elements into account, not just the non-zero ones.
Parameters
----------
axis : {-2, -1, 0, 1, None} optional
Axis along which the sum is computed. The default is to
compute the maximum over all elements, returning
a scalar (i.e., `axis` = `None`).
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except
for the default value, as this argument is not used.
Returns
-------
amax : coo_matrix or scalar
Maximum of `a`. If `axis` is None, the result is a scalar value.
If `axis` is given, the result is a sparse.coo_matrix of dimension
``a.ndim - 1``.
See Also
--------
min : The minimum value of a sparse array/matrix along a given axis.
numpy.matrix.max : NumPy's implementation of 'max' for matrices
"""
return self._min_or_max(axis, out, np.maximum)
def min(self, axis=None, out=None):
"""
Return the minimum of the array/matrix or maximum along an axis.
This takes all elements into account, not just the non-zero ones.
Parameters
----------
axis : {-2, -1, 0, 1, None} optional
Axis along which the sum is computed. The default is to
compute the minimum over all elements, returning
a scalar (i.e., `axis` = `None`).
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except for
the default value, as this argument is not used.
Returns
-------
amin : coo_matrix or scalar
Minimum of `a`. If `axis` is None, the result is a scalar value.
If `axis` is given, the result is a sparse.coo_matrix of dimension
``a.ndim - 1``.
See Also
--------
max : The maximum value of a sparse array/matrix along a given axis.
numpy.matrix.min : NumPy's implementation of 'min' for matrices
"""
return self._min_or_max(axis, out, np.minimum)
def nanmax(self, axis=None, out=None):
"""
Return the maximum of the array/matrix or maximum along an axis, ignoring any
NaNs. This takes all elements into account, not just the non-zero
ones.
.. versionadded:: 1.11.0
Parameters
----------
axis : {-2, -1, 0, 1, None} optional
Axis along which the maximum is computed. The default is to
compute the maximum over all elements, returning
a scalar (i.e., `axis` = `None`).
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except
for the default value, as this argument is not used.
Returns
-------
amax : coo_matrix or scalar
Maximum of `a`. If `axis` is None, the result is a scalar value.
If `axis` is given, the result is a sparse.coo_matrix of dimension
``a.ndim - 1``.
See Also
--------
nanmin : The minimum value of a sparse array/matrix along a given axis,
ignoring NaNs.
max : The maximum value of a sparse array/matrix along a given axis,
propagating NaNs.
numpy.nanmax : NumPy's implementation of 'nanmax'.
"""
return self._min_or_max(axis, out, np.fmax)
def nanmin(self, axis=None, out=None):
"""
Return the minimum of the array/matrix or minimum along an axis, ignoring any
NaNs. This takes all elements into account, not just the non-zero
ones.
.. versionadded:: 1.11.0
Parameters
----------
axis : {-2, -1, 0, 1, None} optional
Axis along which the minimum is computed. The default is to
compute the minimum over all elements, returning
a scalar (i.e., `axis` = `None`).
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except for
the default value, as this argument is not used.
Returns
-------
amin : coo_matrix or scalar
Minimum of `a`. If `axis` is None, the result is a scalar value.
If `axis` is given, the result is a sparse.coo_matrix of dimension
``a.ndim - 1``.
See Also
--------
nanmax : The maximum value of a sparse array/matrix along a given axis,
ignoring NaNs.
min : The minimum value of a sparse array/matrix along a given axis,
propagating NaNs.
numpy.nanmin : NumPy's implementation of 'nanmin'.
"""
return self._min_or_max(axis, out, np.fmin)
def argmax(self, axis=None, out=None):
"""Return indices of maximum elements along an axis.
Implicit zero elements are also taken into account. If there are
several maximum values, the index of the first occurrence is returned.
Parameters
----------
axis : {-2, -1, 0, 1, None}, optional
Axis along which the argmax is computed. If None (default), index
of the maximum element in the flatten data is returned.
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except for
the default value, as this argument is not used.
Returns
-------
ind : numpy.matrix or int
Indices of maximum elements. If matrix, its size along `axis` is 1.
"""
return self._arg_min_or_max(axis, out, np.argmax, np.greater)
def argmin(self, axis=None, out=None):
"""Return indices of minimum elements along an axis.
Implicit zero elements are also taken into account. If there are
several minimum values, the index of the first occurrence is returned.
Parameters
----------
axis : {-2, -1, 0, 1, None}, optional
Axis along which the argmin is computed. If None (default), index
of the minimum element in the flatten data is returned.
out : None, optional
This argument is in the signature *solely* for NumPy
compatibility reasons. Do not pass in anything except for
the default value, as this argument is not used.
Returns
-------
ind : numpy.matrix or int
Indices of minimum elements. If matrix, its size along `axis` is 1.
"""
return self._arg_min_or_max(axis, out, np.argmin, np.less)

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@ -0,0 +1,585 @@
"""Sparse DIAgonal format"""
__docformat__ = "restructuredtext en"
__all__ = ['dia_array', 'dia_matrix', 'isspmatrix_dia']
import numpy as np
from .._lib._util import copy_if_needed
from ._matrix import spmatrix
from ._base import issparse, _formats, _spbase, sparray
from ._data import _data_matrix
from ._sputils import (
isshape, upcast_char, getdtype, get_sum_dtype, validateaxis, check_shape
)
from ._sparsetools import dia_matvec
class _dia_base(_data_matrix):
_format = 'dia'
def __init__(self, arg1, shape=None, dtype=None, copy=False):
_data_matrix.__init__(self, arg1)
if issparse(arg1):
if arg1.format == "dia":
if copy:
arg1 = arg1.copy()
self.data = arg1.data
self.offsets = arg1.offsets
self._shape = check_shape(arg1.shape)
else:
if arg1.format == self.format and copy:
A = arg1.copy()
else:
A = arg1.todia()
self.data = A.data
self.offsets = A.offsets
self._shape = check_shape(A.shape)
elif isinstance(arg1, tuple):
if isshape(arg1):
# It's a tuple of matrix dimensions (M, N)
# create empty matrix
self._shape = check_shape(arg1)
self.data = np.zeros((0,0), getdtype(dtype, default=float))
idx_dtype = self._get_index_dtype(maxval=max(self.shape))
self.offsets = np.zeros((0), dtype=idx_dtype)
else:
try:
# Try interpreting it as (data, offsets)
data, offsets = arg1
except Exception as e:
message = 'unrecognized form for dia_array constructor'
raise ValueError(message) from e
else:
if shape is None:
raise ValueError('expected a shape argument')
if not copy:
copy = copy_if_needed
self.data = np.atleast_2d(np.array(arg1[0], dtype=dtype, copy=copy))
offsets = np.array(arg1[1],
dtype=self._get_index_dtype(maxval=max(shape)),
copy=copy)
self.offsets = np.atleast_1d(offsets)
self._shape = check_shape(shape)
else:
# must be dense, convert to COO first, then to DIA
try:
arg1 = np.asarray(arg1)
except Exception as e:
raise ValueError("unrecognized form for"
" %s_matrix constructor" % self.format) from e
if isinstance(self, sparray) and arg1.ndim != 2:
raise ValueError(f"DIA arrays don't support {arg1.ndim}D input. Use 2D")
A = self._coo_container(arg1, dtype=dtype, shape=shape).todia()
self.data = A.data
self.offsets = A.offsets
self._shape = check_shape(A.shape)
if dtype is not None:
self.data = self.data.astype(dtype)
# check format
if self.offsets.ndim != 1:
raise ValueError('offsets array must have rank 1')
if self.data.ndim != 2:
raise ValueError('data array must have rank 2')
if self.data.shape[0] != len(self.offsets):
raise ValueError('number of diagonals (%d) '
'does not match the number of offsets (%d)'
% (self.data.shape[0], len(self.offsets)))
if len(np.unique(self.offsets)) != len(self.offsets):
raise ValueError('offset array contains duplicate values')
def __repr__(self):
_, fmt = _formats[self.format]
sparse_cls = 'array' if isinstance(self, sparray) else 'matrix'
d = self.data.shape[0]
return (
f"<{fmt} sparse {sparse_cls} of dtype '{self.dtype}'\n"
f"\twith {self.nnz} stored elements ({d} diagonals) and shape {self.shape}>"
)
def _data_mask(self):
"""Returns a mask of the same shape as self.data, where
mask[i,j] is True when data[i,j] corresponds to a stored element."""
num_rows, num_cols = self.shape
offset_inds = np.arange(self.data.shape[1])
row = offset_inds - self.offsets[:,None]
mask = (row >= 0)
mask &= (row < num_rows)
mask &= (offset_inds < num_cols)
return mask
def count_nonzero(self):
mask = self._data_mask()
return np.count_nonzero(self.data[mask])
def _getnnz(self, axis=None):
if axis is not None:
raise NotImplementedError("_getnnz over an axis is not implemented "
"for DIA format")
M,N = self.shape
nnz = 0
for k in self.offsets:
if k > 0:
nnz += min(M,N-k)
else:
nnz += min(M+k,N)
return int(nnz)
_getnnz.__doc__ = _spbase._getnnz.__doc__
count_nonzero.__doc__ = _spbase.count_nonzero.__doc__
def sum(self, axis=None, dtype=None, out=None):
validateaxis(axis)
if axis is not None and axis < 0:
axis += 2
res_dtype = get_sum_dtype(self.dtype)
num_rows, num_cols = self.shape
ret = None
if axis == 0:
mask = self._data_mask()
x = (self.data * mask).sum(axis=0)
if x.shape[0] == num_cols:
res = x
else:
res = np.zeros(num_cols, dtype=x.dtype)
res[:x.shape[0]] = x
ret = self._ascontainer(res, dtype=res_dtype)
else:
row_sums = np.zeros((num_rows, 1), dtype=res_dtype)
one = np.ones(num_cols, dtype=res_dtype)
dia_matvec(num_rows, num_cols, len(self.offsets),
self.data.shape[1], self.offsets, self.data, one, row_sums)
row_sums = self._ascontainer(row_sums)
if axis is None:
return row_sums.sum(dtype=dtype, out=out)
ret = self._ascontainer(row_sums.sum(axis=axis))
if out is not None and out.shape != ret.shape:
raise ValueError("dimensions do not match")
return ret.sum(axis=(), dtype=dtype, out=out)
sum.__doc__ = _spbase.sum.__doc__
def _add_sparse(self, other):
# If other is not DIA format, let them handle us instead.
if not isinstance(other, _dia_base):
return other._add_sparse(self)
# Fast path for exact equality of the sparsity structure.
if np.array_equal(self.offsets, other.offsets):
return self._with_data(self.data + other.data)
# Find the union of the offsets (which will be sorted and unique).
new_offsets = np.union1d(self.offsets, other.offsets)
self_idx = np.searchsorted(new_offsets, self.offsets)
other_idx = np.searchsorted(new_offsets, other.offsets)
self_d = self.data.shape[1]
other_d = other.data.shape[1]
# Fast path for a sparsity structure where the final offsets are a
# permutation of the existing offsets and the diagonal lengths match.
if self_d == other_d and len(new_offsets) == len(self.offsets):
new_data = self.data[_invert_index(self_idx)]
new_data[other_idx, :] += other.data
elif self_d == other_d and len(new_offsets) == len(other.offsets):
new_data = other.data[_invert_index(other_idx)]
new_data[self_idx, :] += self.data
else:
# Maximum diagonal length of the result.
d = min(self.shape[0] + new_offsets[-1], self.shape[1])
# Add all diagonals to a freshly-allocated data array.
new_data = np.zeros(
(len(new_offsets), d),
dtype=np.result_type(self.data, other.data),
)
new_data[self_idx, :self_d] += self.data[:, :d]
new_data[other_idx, :other_d] += other.data[:, :d]
return self._dia_container((new_data, new_offsets), shape=self.shape)
def _mul_scalar(self, other):
return self._with_data(self.data * other)
def _matmul_vector(self, other):
x = other
y = np.zeros(self.shape[0], dtype=upcast_char(self.dtype.char,
x.dtype.char))
L = self.data.shape[1]
M,N = self.shape
dia_matvec(M,N, len(self.offsets), L, self.offsets, self.data,
x.ravel(), y.ravel())
return y
def _setdiag(self, values, k=0):
M, N = self.shape
if values.ndim == 0:
# broadcast
values_n = np.inf
else:
values_n = len(values)
if k < 0:
n = min(M + k, N, values_n)
min_index = 0
max_index = n
else:
n = min(M, N - k, values_n)
min_index = k
max_index = k + n
if values.ndim != 0:
# allow also longer sequences
values = values[:n]
data_rows, data_cols = self.data.shape
if k in self.offsets:
if max_index > data_cols:
data = np.zeros((data_rows, max_index), dtype=self.data.dtype)
data[:, :data_cols] = self.data
self.data = data
self.data[self.offsets == k, min_index:max_index] = values
else:
self.offsets = np.append(self.offsets, self.offsets.dtype.type(k))
m = max(max_index, data_cols)
data = np.zeros((data_rows + 1, m), dtype=self.data.dtype)
data[:-1, :data_cols] = self.data
data[-1, min_index:max_index] = values
self.data = data
def todia(self, copy=False):
if copy:
return self.copy()
else:
return self
todia.__doc__ = _spbase.todia.__doc__
def transpose(self, axes=None, copy=False):
if axes is not None and axes != (1, 0):
raise ValueError("Sparse arrays/matrices do not support "
"an 'axes' parameter because swapping "
"dimensions is the only logical permutation.")
num_rows, num_cols = self.shape
max_dim = max(self.shape)
# flip diagonal offsets
offsets = -self.offsets
# re-align the data matrix
r = np.arange(len(offsets), dtype=np.intc)[:, None]
c = np.arange(num_rows, dtype=np.intc) - (offsets % max_dim)[:, None]
pad_amount = max(0, max_dim-self.data.shape[1])
data = np.hstack((self.data, np.zeros((self.data.shape[0], pad_amount),
dtype=self.data.dtype)))
data = data[r, c]
return self._dia_container((data, offsets), shape=(
num_cols, num_rows), copy=copy)
transpose.__doc__ = _spbase.transpose.__doc__
def diagonal(self, k=0):
rows, cols = self.shape
if k <= -rows or k >= cols:
return np.empty(0, dtype=self.data.dtype)
idx, = np.nonzero(self.offsets == k)
first_col = max(0, k)
last_col = min(rows + k, cols)
result_size = last_col - first_col
if idx.size == 0:
return np.zeros(result_size, dtype=self.data.dtype)
result = self.data[idx[0], first_col:last_col]
padding = result_size - len(result)
if padding > 0:
result = np.pad(result, (0, padding), mode='constant')
return result
diagonal.__doc__ = _spbase.diagonal.__doc__
def tocsc(self, copy=False):
if self.nnz == 0:
return self._csc_container(self.shape, dtype=self.dtype)
num_rows, num_cols = self.shape
num_offsets, offset_len = self.data.shape
offset_inds = np.arange(offset_len)
row = offset_inds - self.offsets[:,None]
mask = (row >= 0)
mask &= (row < num_rows)
mask &= (offset_inds < num_cols)
mask &= (self.data != 0)
idx_dtype = self._get_index_dtype(maxval=max(self.shape))
indptr = np.zeros(num_cols + 1, dtype=idx_dtype)
indptr[1:offset_len+1] = np.cumsum(mask.sum(axis=0)[:num_cols])
if offset_len < num_cols:
indptr[offset_len+1:] = indptr[offset_len]
indices = row.T[mask.T].astype(idx_dtype, copy=False)
data = self.data.T[mask.T]
return self._csc_container((data, indices, indptr), shape=self.shape,
dtype=self.dtype)
tocsc.__doc__ = _spbase.tocsc.__doc__
def tocoo(self, copy=False):
num_rows, num_cols = self.shape
num_offsets, offset_len = self.data.shape
offset_inds = np.arange(offset_len)
row = offset_inds - self.offsets[:,None]
mask = (row >= 0)
mask &= (row < num_rows)
mask &= (offset_inds < num_cols)
mask &= (self.data != 0)
row = row[mask]
col = np.tile(offset_inds, num_offsets)[mask.ravel()]
idx_dtype = self._get_index_dtype(
arrays=(self.offsets,), maxval=max(self.shape)
)
row = row.astype(idx_dtype, copy=False)
col = col.astype(idx_dtype, copy=False)
data = self.data[mask]
# Note: this cannot set has_canonical_format=True, because despite the
# lack of duplicates, we do not generate sorted indices.
return self._coo_container(
(data, (row, col)), shape=self.shape, dtype=self.dtype, copy=False
)
tocoo.__doc__ = _spbase.tocoo.__doc__
# needed by _data_matrix
def _with_data(self, data, copy=True):
"""Returns a matrix with the same sparsity structure as self,
but with different data. By default the structure arrays are copied.
"""
if copy:
return self._dia_container(
(data, self.offsets.copy()), shape=self.shape
)
else:
return self._dia_container(
(data, self.offsets), shape=self.shape
)
def resize(self, *shape):
shape = check_shape(shape)
M, N = shape
# we do not need to handle the case of expanding N
self.data = self.data[:, :N]
if (M > self.shape[0] and
np.any(self.offsets + self.shape[0] < self.data.shape[1])):
# explicitly clear values that were previously hidden
mask = (self.offsets[:, None] + self.shape[0] <=
np.arange(self.data.shape[1]))
self.data[mask] = 0
self._shape = shape
resize.__doc__ = _spbase.resize.__doc__
def _invert_index(idx):
"""Helper function to invert an index array."""
inv = np.zeros_like(idx)
inv[idx] = np.arange(len(idx))
return inv
def isspmatrix_dia(x):
"""Is `x` of dia_matrix type?
Parameters
----------
x
object to check for being a dia matrix
Returns
-------
bool
True if `x` is a dia matrix, False otherwise
Examples
--------
>>> from scipy.sparse import dia_array, dia_matrix, coo_matrix, isspmatrix_dia
>>> isspmatrix_dia(dia_matrix([[5]]))
True
>>> isspmatrix_dia(dia_array([[5]]))
False
>>> isspmatrix_dia(coo_matrix([[5]]))
False
"""
return isinstance(x, dia_matrix)
# This namespace class separates array from matrix with isinstance
class dia_array(_dia_base, sparray):
"""
Sparse array with DIAgonal storage.
This can be instantiated in several ways:
dia_array(D)
where D is a 2-D ndarray
dia_array(S)
with another sparse array or matrix S (equivalent to S.todia())
dia_array((M, N), [dtype])
to construct an empty array with shape (M, N),
dtype is optional, defaulting to dtype='d'.
dia_array((data, offsets), shape=(M, N))
where the ``data[k,:]`` stores the diagonal entries for
diagonal ``offsets[k]`` (See example below)
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
DIA format data array of the array
offsets
DIA format offset array of the array
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import dia_array
>>> dia_array((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> data = np.array([[1, 2, 3, 4]]).repeat(3, axis=0)
>>> offsets = np.array([0, -1, 2])
>>> dia_array((data, offsets), shape=(4, 4)).toarray()
array([[1, 0, 3, 0],
[1, 2, 0, 4],
[0, 2, 3, 0],
[0, 0, 3, 4]])
>>> from scipy.sparse import dia_array
>>> n = 10
>>> ex = np.ones(n)
>>> data = np.array([ex, 2 * ex, ex])
>>> offsets = np.array([-1, 0, 1])
>>> dia_array((data, offsets), shape=(n, n)).toarray()
array([[2., 1., 0., ..., 0., 0., 0.],
[1., 2., 1., ..., 0., 0., 0.],
[0., 1., 2., ..., 0., 0., 0.],
...,
[0., 0., 0., ..., 2., 1., 0.],
[0., 0., 0., ..., 1., 2., 1.],
[0., 0., 0., ..., 0., 1., 2.]])
"""
class dia_matrix(spmatrix, _dia_base):
"""
Sparse matrix with DIAgonal storage.
This can be instantiated in several ways:
dia_matrix(D)
where D is a 2-D ndarray
dia_matrix(S)
with another sparse array or matrix S (equivalent to S.todia())
dia_matrix((M, N), [dtype])
to construct an empty matrix with shape (M, N),
dtype is optional, defaulting to dtype='d'.
dia_matrix((data, offsets), shape=(M, N))
where the ``data[k,:]`` stores the diagonal entries for
diagonal ``offsets[k]`` (See example below)
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
DIA format data array of the matrix
offsets
DIA format offset array of the matrix
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import dia_matrix
>>> dia_matrix((3, 4), dtype=np.int8).toarray()
array([[0, 0, 0, 0],
[0, 0, 0, 0],
[0, 0, 0, 0]], dtype=int8)
>>> data = np.array([[1, 2, 3, 4]]).repeat(3, axis=0)
>>> offsets = np.array([0, -1, 2])
>>> dia_matrix((data, offsets), shape=(4, 4)).toarray()
array([[1, 0, 3, 0],
[1, 2, 0, 4],
[0, 2, 3, 0],
[0, 0, 3, 4]])
>>> from scipy.sparse import dia_matrix
>>> n = 10
>>> ex = np.ones(n)
>>> data = np.array([ex, 2 * ex, ex])
>>> offsets = np.array([-1, 0, 1])
>>> dia_matrix((data, offsets), shape=(n, n)).toarray()
array([[2., 1., 0., ..., 0., 0., 0.],
[1., 2., 1., ..., 0., 0., 0.],
[0., 1., 2., ..., 0., 0., 0.],
...,
[0., 0., 0., ..., 2., 1., 0.],
[0., 0., 0., ..., 1., 2., 1.],
[0., 0., 0., ..., 0., 1., 2.]])
"""

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@ -0,0 +1,684 @@
"""Dictionary Of Keys based matrix"""
__docformat__ = "restructuredtext en"
__all__ = ['dok_array', 'dok_matrix', 'isspmatrix_dok']
import itertools
from warnings import warn
import numpy as np
from ._matrix import spmatrix
from ._base import _spbase, sparray, issparse
from ._index import IndexMixin
from ._sputils import (isdense, getdtype, isshape, isintlike, isscalarlike,
upcast, upcast_scalar, check_shape)
class _dok_base(_spbase, IndexMixin, dict):
_format = 'dok'
def __init__(self, arg1, shape=None, dtype=None, copy=False):
_spbase.__init__(self, arg1)
is_array = isinstance(self, sparray)
if isinstance(arg1, tuple) and isshape(arg1, allow_1d=is_array):
self._shape = check_shape(arg1, allow_1d=is_array)
self._dict = {}
self.dtype = getdtype(dtype, default=float)
elif issparse(arg1): # Sparse ctor
if arg1.format == self.format:
arg1 = arg1.copy() if copy else arg1
else:
arg1 = arg1.todok()
if dtype is not None:
arg1 = arg1.astype(dtype, copy=False)
self._dict = arg1._dict
self._shape = check_shape(arg1.shape, allow_1d=is_array)
self.dtype = arg1.dtype
else: # Dense ctor
try:
arg1 = np.asarray(arg1)
except Exception as e:
raise TypeError('Invalid input format.') from e
if arg1.ndim > 2:
raise TypeError('Expected rank <=2 dense array or matrix.')
if arg1.ndim == 1:
if dtype is not None:
arg1 = arg1.astype(dtype)
self._dict = {i: v for i, v in enumerate(arg1) if v != 0}
self.dtype = arg1.dtype
else:
d = self._coo_container(arg1, dtype=dtype).todok()
self._dict = d._dict
self.dtype = d.dtype
self._shape = check_shape(arg1.shape, allow_1d=is_array)
def update(self, val):
# Prevent direct usage of update
raise NotImplementedError("Direct update to DOK sparse format is not allowed.")
def _getnnz(self, axis=None):
if axis is not None:
raise NotImplementedError(
"_getnnz over an axis is not implemented for DOK format."
)
return len(self._dict)
def count_nonzero(self):
return sum(x != 0 for x in self.values())
_getnnz.__doc__ = _spbase._getnnz.__doc__
count_nonzero.__doc__ = _spbase.count_nonzero.__doc__
def __len__(self):
return len(self._dict)
def __contains__(self, key):
return key in self._dict
def setdefault(self, key, default=None, /):
return self._dict.setdefault(key, default)
def __delitem__(self, key, /):
del self._dict[key]
def clear(self):
return self._dict.clear()
def pop(self, /, *args):
return self._dict.pop(*args)
def __reversed__(self):
raise TypeError("reversed is not defined for dok_array type")
def __or__(self, other):
type_names = f"{type(self).__name__} and {type(other).__name__}"
raise TypeError(f"unsupported operand type for |: {type_names}")
def __ror__(self, other):
type_names = f"{type(self).__name__} and {type(other).__name__}"
raise TypeError(f"unsupported operand type for |: {type_names}")
def __ior__(self, other):
type_names = f"{type(self).__name__} and {type(other).__name__}"
raise TypeError(f"unsupported operand type for |: {type_names}")
def popitem(self):
return self._dict.popitem()
def items(self):
return self._dict.items()
def keys(self):
return self._dict.keys()
def values(self):
return self._dict.values()
def get(self, key, default=0.0):
"""This provides dict.get method functionality with type checking"""
if key in self._dict:
return self._dict[key]
if isintlike(key) and self.ndim == 1:
key = (key,)
if self.ndim != len(key):
raise IndexError(f'Index {key} length needs to match self.shape')
try:
for i in key:
assert isintlike(i)
except (AssertionError, TypeError, ValueError) as e:
raise IndexError('Index must be or consist of integers.') from e
key = tuple(i + M if i < 0 else i for i, M in zip(key, self.shape))
if any(i < 0 or i >= M for i, M in zip(key, self.shape)):
raise IndexError('Index out of bounds.')
if self.ndim == 1:
key = key[0]
return self._dict.get(key, default)
# override IndexMixin.__getitem__ for 1d case until fully implemented
def __getitem__(self, key):
if self.ndim == 2:
return super().__getitem__(key)
if isinstance(key, tuple) and len(key) == 1:
key = key[0]
INT_TYPES = (int, np.integer)
if isinstance(key, INT_TYPES):
if key < 0:
key += self.shape[-1]
if key < 0 or key >= self.shape[-1]:
raise IndexError('index value out of bounds')
return self._get_int(key)
else:
raise IndexError('array/slice index for 1d dok_array not yet supported')
# 1D get methods
def _get_int(self, idx):
return self._dict.get(idx, self.dtype.type(0))
# 2D get methods
def _get_intXint(self, row, col):
return self._dict.get((row, col), self.dtype.type(0))
def _get_intXslice(self, row, col):
return self._get_sliceXslice(slice(row, row + 1), col)
def _get_sliceXint(self, row, col):
return self._get_sliceXslice(row, slice(col, col + 1))
def _get_sliceXslice(self, row, col):
row_start, row_stop, row_step = row.indices(self.shape[0])
col_start, col_stop, col_step = col.indices(self.shape[1])
row_range = range(row_start, row_stop, row_step)
col_range = range(col_start, col_stop, col_step)
shape = (len(row_range), len(col_range))
# Switch paths only when advantageous
# (count the iterations in the loops, adjust for complexity)
if len(self) >= 2 * shape[0] * shape[1]:
# O(nr*nc) path: loop over <row x col>
return self._get_columnXarray(row_range, col_range)
# O(nnz) path: loop over entries of self
newdok = self._dok_container(shape, dtype=self.dtype)
for key in self.keys():
i, ri = divmod(int(key[0]) - row_start, row_step)
if ri != 0 or i < 0 or i >= shape[0]:
continue
j, rj = divmod(int(key[1]) - col_start, col_step)
if rj != 0 or j < 0 or j >= shape[1]:
continue
newdok._dict[i, j] = self._dict[key]
return newdok
def _get_intXarray(self, row, col):
col = col.squeeze()
return self._get_columnXarray([row], col)
def _get_arrayXint(self, row, col):
row = row.squeeze()
return self._get_columnXarray(row, [col])
def _get_sliceXarray(self, row, col):
row = list(range(*row.indices(self.shape[0])))
return self._get_columnXarray(row, col)
def _get_arrayXslice(self, row, col):
col = list(range(*col.indices(self.shape[1])))
return self._get_columnXarray(row, col)
def _get_columnXarray(self, row, col):
# outer indexing
newdok = self._dok_container((len(row), len(col)), dtype=self.dtype)
for i, r in enumerate(row):
for j, c in enumerate(col):
v = self._dict.get((r, c), 0)
if v:
newdok._dict[i, j] = v
return newdok
def _get_arrayXarray(self, row, col):
# inner indexing
i, j = map(np.atleast_2d, np.broadcast_arrays(row, col))
newdok = self._dok_container(i.shape, dtype=self.dtype)
for key in itertools.product(range(i.shape[0]), range(i.shape[1])):
v = self._dict.get((i[key], j[key]), 0)
if v:
newdok._dict[key] = v
return newdok
# override IndexMixin.__setitem__ for 1d case until fully implemented
def __setitem__(self, key, value):
if self.ndim == 2:
return super().__setitem__(key, value)
if isinstance(key, tuple) and len(key) == 1:
key = key[0]
INT_TYPES = (int, np.integer)
if isinstance(key, INT_TYPES):
if key < 0:
key += self.shape[-1]
if key < 0 or key >= self.shape[-1]:
raise IndexError('index value out of bounds')
return self._set_int(key, value)
else:
raise IndexError('array index for 1d dok_array not yet provided')
# 1D set methods
def _set_int(self, idx, x):
if x:
self._dict[idx] = x
elif idx in self._dict:
del self._dict[idx]
# 2D set methods
def _set_intXint(self, row, col, x):
key = (row, col)
if x:
self._dict[key] = x
elif key in self._dict:
del self._dict[key]
def _set_arrayXarray(self, row, col, x):
row = list(map(int, row.ravel()))
col = list(map(int, col.ravel()))
x = x.ravel()
self._dict.update(zip(zip(row, col), x))
for i in np.nonzero(x == 0)[0]:
key = (row[i], col[i])
if self._dict[key] == 0:
# may have been superseded by later update
del self._dict[key]
def __add__(self, other):
if isscalarlike(other):
res_dtype = upcast_scalar(self.dtype, other)
new = self._dok_container(self.shape, dtype=res_dtype)
# Add this scalar to each element.
for key in itertools.product(*[range(d) for d in self.shape]):
aij = self._dict.get(key, 0) + other
if aij:
new[key] = aij
elif issparse(other):
if other.shape != self.shape:
raise ValueError("Matrix dimensions are not equal.")
res_dtype = upcast(self.dtype, other.dtype)
new = self._dok_container(self.shape, dtype=res_dtype)
new._dict = self._dict.copy()
if other.format == "dok":
o_items = other.items()
else:
other = other.tocoo()
if self.ndim == 1:
o_items = zip(other.coords[0], other.data)
else:
o_items = zip(zip(*other.coords), other.data)
with np.errstate(over='ignore'):
new._dict.update((k, new[k] + v) for k, v in o_items)
elif isdense(other):
new = self.todense() + other
else:
return NotImplemented
return new
def __radd__(self, other):
return self + other # addition is comutative
def __neg__(self):
if self.dtype.kind == 'b':
raise NotImplementedError(
'Negating a sparse boolean matrix is not supported.'
)
new = self._dok_container(self.shape, dtype=self.dtype)
new._dict.update((k, -v) for k, v in self.items())
return new
def _mul_scalar(self, other):
res_dtype = upcast_scalar(self.dtype, other)
# Multiply this scalar by every element.
new = self._dok_container(self.shape, dtype=res_dtype)
new._dict.update(((k, v * other) for k, v in self.items()))
return new
def _matmul_vector(self, other):
res_dtype = upcast(self.dtype, other.dtype)
# vector @ vector
if self.ndim == 1:
if issparse(other):
if other.format == "dok":
keys = self.keys() & other.keys()
else:
keys = self.keys() & other.tocoo().coords[0]
return res_dtype(sum(self._dict[k] * other._dict[k] for k in keys))
elif isdense(other):
return res_dtype(sum(other[k] * v for k, v in self.items()))
else:
return NotImplemented
# matrix @ vector
result = np.zeros(self.shape[0], dtype=res_dtype)
for (i, j), v in self.items():
result[i] += v * other[j]
return result
def _matmul_multivector(self, other):
result_dtype = upcast(self.dtype, other.dtype)
# vector @ multivector
if self.ndim == 1:
# works for other 1d or 2d
return sum(v * other[j] for j, v in self._dict.items())
# matrix @ multivector
M = self.shape[0]
new_shape = (M,) if other.ndim == 1 else (M, other.shape[1])
result = np.zeros(new_shape, dtype=result_dtype)
for (i, j), v in self.items():
result[i] += v * other[j]
return result
def __imul__(self, other):
if isscalarlike(other):
self._dict.update((k, v * other) for k, v in self.items())
return self
return NotImplemented
def __truediv__(self, other):
if isscalarlike(other):
res_dtype = upcast_scalar(self.dtype, other)
new = self._dok_container(self.shape, dtype=res_dtype)
new._dict.update(((k, v / other) for k, v in self.items()))
return new
return self.tocsr() / other
def __itruediv__(self, other):
if isscalarlike(other):
self._dict.update((k, v / other) for k, v in self.items())
return self
return NotImplemented
def __reduce__(self):
# this approach is necessary because __setstate__ is called after
# __setitem__ upon unpickling and since __init__ is not called there
# is no shape attribute hence it is not possible to unpickle it.
return dict.__reduce__(self)
def diagonal(self, k=0):
if self.ndim == 2:
return super().diagonal(k)
raise ValueError("diagonal requires two dimensions")
def transpose(self, axes=None, copy=False):
if self.ndim == 1:
return self.copy()
if axes is not None and axes != (1, 0):
raise ValueError(
"Sparse arrays/matrices do not support "
"an 'axes' parameter because swapping "
"dimensions is the only logical permutation."
)
M, N = self.shape
new = self._dok_container((N, M), dtype=self.dtype, copy=copy)
new._dict.update((((right, left), val) for (left, right), val in self.items()))
return new
transpose.__doc__ = _spbase.transpose.__doc__
def conjtransp(self):
"""DEPRECATED: Return the conjugate transpose.
.. deprecated:: 1.14.0
`conjtransp` is deprecated and will be removed in v1.16.0.
Use `.T.conj()` instead.
"""
msg = ("`conjtransp` is deprecated and will be removed in v1.16.0. "
"Use `.T.conj()` instead.")
warn(msg, DeprecationWarning, stacklevel=2)
if self.ndim == 1:
new = self.tocoo()
new.data = new.data.conjugate()
return new
M, N = self.shape
new = self._dok_container((N, M), dtype=self.dtype)
new._dict = {(right, left): np.conj(val) for (left, right), val in self.items()}
return new
def copy(self):
new = self._dok_container(self.shape, dtype=self.dtype)
new._dict.update(self._dict)
return new
copy.__doc__ = _spbase.copy.__doc__
@classmethod
def fromkeys(cls, iterable, value=1, /):
tmp = dict.fromkeys(iterable, value)
if isinstance(next(iter(tmp)), tuple):
shape = tuple(max(idx) + 1 for idx in zip(*tmp))
else:
shape = (max(tmp) + 1,)
result = cls(shape, dtype=type(value))
result._dict = tmp
return result
def tocoo(self, copy=False):
nnz = self.nnz
if nnz == 0:
return self._coo_container(self.shape, dtype=self.dtype)
idx_dtype = self._get_index_dtype(maxval=max(self.shape))
data = np.fromiter(self.values(), dtype=self.dtype, count=nnz)
# handle 1d keys specially b/c not a tuple
inds = zip(*self.keys()) if self.ndim > 1 else (self.keys(),)
coords = tuple(np.fromiter(ix, dtype=idx_dtype, count=nnz) for ix in inds)
A = self._coo_container((data, coords), shape=self.shape, dtype=self.dtype)
A.has_canonical_format = True
return A
tocoo.__doc__ = _spbase.tocoo.__doc__
def todok(self, copy=False):
if copy:
return self.copy()
return self
todok.__doc__ = _spbase.todok.__doc__
def tocsc(self, copy=False):
if self.ndim == 1:
raise NotImplementedError("tocsr() not valid for 1d sparse array")
return self.tocoo(copy=False).tocsc(copy=copy)
tocsc.__doc__ = _spbase.tocsc.__doc__
def resize(self, *shape):
is_array = isinstance(self, sparray)
shape = check_shape(shape, allow_1d=is_array)
if len(shape) != len(self.shape):
# TODO implement resize across dimensions
raise NotImplementedError
if self.ndim == 1:
newN = shape[-1]
for i in list(self._dict):
if i >= newN:
del self._dict[i]
self._shape = shape
return
newM, newN = shape
M, N = self.shape
if newM < M or newN < N:
# Remove all elements outside new dimensions
for i, j in list(self.keys()):
if i >= newM or j >= newN:
del self._dict[i, j]
self._shape = shape
resize.__doc__ = _spbase.resize.__doc__
# Added for 1d to avoid `tocsr` from _base.py
def astype(self, dtype, casting='unsafe', copy=True):
dtype = np.dtype(dtype)
if self.dtype != dtype:
result = self._dok_container(self.shape, dtype=dtype)
data = np.array(list(self._dict.values()), dtype=dtype)
result._dict = dict(zip(self._dict, data))
return result
elif copy:
return self.copy()
return self
def isspmatrix_dok(x):
"""Is `x` of dok_array type?
Parameters
----------
x
object to check for being a dok matrix
Returns
-------
bool
True if `x` is a dok matrix, False otherwise
Examples
--------
>>> from scipy.sparse import dok_array, dok_matrix, coo_matrix, isspmatrix_dok
>>> isspmatrix_dok(dok_matrix([[5]]))
True
>>> isspmatrix_dok(dok_array([[5]]))
False
>>> isspmatrix_dok(coo_matrix([[5]]))
False
"""
return isinstance(x, dok_matrix)
# This namespace class separates array from matrix with isinstance
class dok_array(_dok_base, sparray):
"""
Dictionary Of Keys based sparse array.
This is an efficient structure for constructing sparse
arrays incrementally.
This can be instantiated in several ways:
dok_array(D)
where D is a 2-D ndarray
dok_array(S)
with another sparse array or matrix S (equivalent to S.todok())
dok_array((M,N), [dtype])
create the array with initial shape (M,N)
dtype is optional, defaulting to dtype='d'
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
Number of nonzero elements
size
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
- Allows for efficient O(1) access of individual elements.
- Duplicates are not allowed.
- Can be efficiently converted to a coo_array once constructed.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import dok_array
>>> S = dok_array((5, 5), dtype=np.float32)
>>> for i in range(5):
... for j in range(5):
... S[i, j] = i + j # Update element
"""
class dok_matrix(spmatrix, _dok_base):
"""
Dictionary Of Keys based sparse matrix.
This is an efficient structure for constructing sparse
matrices incrementally.
This can be instantiated in several ways:
dok_matrix(D)
where D is a 2-D ndarray
dok_matrix(S)
with another sparse array or matrix S (equivalent to S.todok())
dok_matrix((M,N), [dtype])
create the matrix with initial shape (M,N)
dtype is optional, defaulting to dtype='d'
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
Number of nonzero elements
size
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
- Allows for efficient O(1) access of individual elements.
- Duplicates are not allowed.
- Can be efficiently converted to a coo_matrix once constructed.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import dok_matrix
>>> S = dok_matrix((5, 5), dtype=np.float32)
>>> for i in range(5):
... for j in range(5):
... S[i, j] = i + j # Update element
"""
def set_shape(self, shape):
new_matrix = self.reshape(shape, copy=False).asformat(self.format)
self.__dict__ = new_matrix.__dict__
def get_shape(self):
"""Get shape of a sparse matrix."""
return self._shape
shape = property(fget=get_shape, fset=set_shape)
def __reversed__(self):
return self._dict.__reversed__()
def __or__(self, other):
if isinstance(other, _dok_base):
return self._dict | other._dict
return self._dict | other
def __ror__(self, other):
if isinstance(other, _dok_base):
return self._dict | other._dict
return self._dict | other
def __ior__(self, other):
if isinstance(other, _dok_base):
self._dict |= other._dict
else:
self._dict |= other
return self

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@ -0,0 +1,178 @@
"""Functions to extract parts of sparse matrices
"""
__docformat__ = "restructuredtext en"
__all__ = ['find', 'tril', 'triu']
from ._coo import coo_matrix, coo_array
from ._base import sparray
def find(A):
"""Return the indices and values of the nonzero elements of a matrix
Parameters
----------
A : dense or sparse array or matrix
Matrix whose nonzero elements are desired.
Returns
-------
(I,J,V) : tuple of arrays
I,J, and V contain the row indices, column indices, and values
of the nonzero entries.
Examples
--------
>>> from scipy.sparse import csr_array, find
>>> A = csr_array([[7.0, 8.0, 0],[0, 0, 9.0]])
>>> find(A)
(array([0, 0, 1], dtype=int32),
array([0, 1, 2], dtype=int32),
array([ 7., 8., 9.]))
"""
A = coo_array(A, copy=True)
A.sum_duplicates()
# remove explicit zeros
nz_mask = A.data != 0
return A.row[nz_mask], A.col[nz_mask], A.data[nz_mask]
def tril(A, k=0, format=None):
"""Return the lower triangular portion of a sparse array or matrix
Returns the elements on or below the k-th diagonal of A.
- k = 0 corresponds to the main diagonal
- k > 0 is above the main diagonal
- k < 0 is below the main diagonal
Parameters
----------
A : dense or sparse array or matrix
Matrix whose lower trianglar portion is desired.
k : integer : optional
The top-most diagonal of the lower triangle.
format : string
Sparse format of the result, e.g. format="csr", etc.
Returns
-------
L : sparse matrix
Lower triangular portion of A in sparse format.
See Also
--------
triu : upper triangle in sparse format
Examples
--------
>>> from scipy.sparse import csr_array, tril
>>> A = csr_array([[1, 2, 0, 0, 3], [4, 5, 0, 6, 7], [0, 0, 8, 9, 0]],
... dtype='int32')
>>> A.toarray()
array([[1, 2, 0, 0, 3],
[4, 5, 0, 6, 7],
[0, 0, 8, 9, 0]])
>>> tril(A).toarray()
array([[1, 0, 0, 0, 0],
[4, 5, 0, 0, 0],
[0, 0, 8, 0, 0]])
>>> tril(A).nnz
4
>>> tril(A, k=1).toarray()
array([[1, 2, 0, 0, 0],
[4, 5, 0, 0, 0],
[0, 0, 8, 9, 0]])
>>> tril(A, k=-1).toarray()
array([[0, 0, 0, 0, 0],
[4, 0, 0, 0, 0],
[0, 0, 0, 0, 0]])
>>> tril(A, format='csc')
<Compressed Sparse Column sparse array of dtype 'int32'
with 4 stored elements and shape (3, 5)>
"""
coo_sparse = coo_array if isinstance(A, sparray) else coo_matrix
# convert to COOrdinate format where things are easy
A = coo_sparse(A, copy=False)
mask = A.row + k >= A.col
row = A.row[mask]
col = A.col[mask]
data = A.data[mask]
new_coo = coo_sparse((data, (row, col)), shape=A.shape, dtype=A.dtype)
return new_coo.asformat(format)
def triu(A, k=0, format=None):
"""Return the upper triangular portion of a sparse array or matrix
Returns the elements on or above the k-th diagonal of A.
- k = 0 corresponds to the main diagonal
- k > 0 is above the main diagonal
- k < 0 is below the main diagonal
Parameters
----------
A : dense or sparse array or matrix
Matrix whose upper trianglar portion is desired.
k : integer : optional
The bottom-most diagonal of the upper triangle.
format : string
Sparse format of the result, e.g. format="csr", etc.
Returns
-------
L : sparse array or matrix
Upper triangular portion of A in sparse format.
Sparse array if A is a sparse array, otherwise matrix.
See Also
--------
tril : lower triangle in sparse format
Examples
--------
>>> from scipy.sparse import csr_array, triu
>>> A = csr_array([[1, 2, 0, 0, 3], [4, 5, 0, 6, 7], [0, 0, 8, 9, 0]],
... dtype='int32')
>>> A.toarray()
array([[1, 2, 0, 0, 3],
[4, 5, 0, 6, 7],
[0, 0, 8, 9, 0]])
>>> triu(A).toarray()
array([[1, 2, 0, 0, 3],
[0, 5, 0, 6, 7],
[0, 0, 8, 9, 0]])
>>> triu(A).nnz
8
>>> triu(A, k=1).toarray()
array([[0, 2, 0, 0, 3],
[0, 0, 0, 6, 7],
[0, 0, 0, 9, 0]])
>>> triu(A, k=-1).toarray()
array([[1, 2, 0, 0, 3],
[4, 5, 0, 6, 7],
[0, 0, 8, 9, 0]])
>>> triu(A, format='csc')
<Compressed Sparse Column sparse array of dtype 'int32'
with 8 stored elements and shape (3, 5)>
"""
coo_sparse = coo_array if isinstance(A, sparray) else coo_matrix
# convert to COOrdinate format where things are easy
A = coo_sparse(A, copy=False)
mask = A.row + k <= A.col
row = A.row[mask]
col = A.col[mask]
data = A.data[mask]
new_coo = coo_sparse((data, (row, col)), shape=A.shape, dtype=A.dtype)
return new_coo.asformat(format)

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"""Indexing mixin for sparse array/matrix classes.
"""
from __future__ import annotations
from typing import TYPE_CHECKING
import numpy as np
from ._sputils import isintlike
if TYPE_CHECKING:
import numpy.typing as npt
INT_TYPES = (int, np.integer)
def _broadcast_arrays(a, b):
"""
Same as np.broadcast_arrays(a, b) but old writeability rules.
NumPy >= 1.17.0 transitions broadcast_arrays to return
read-only arrays. Set writeability explicitly to avoid warnings.
Retain the old writeability rules, as our Cython code assumes
the old behavior.
"""
x, y = np.broadcast_arrays(a, b)
x.flags.writeable = a.flags.writeable
y.flags.writeable = b.flags.writeable
return x, y
class IndexMixin:
"""
This class provides common dispatching and validation logic for indexing.
"""
def _raise_on_1d_array_slice(self):
"""We do not currently support 1D sparse arrays.
This function is called each time that a 1D array would
result, raising an error instead.
Once 1D sparse arrays are implemented, it should be removed.
"""
from scipy.sparse import sparray
if isinstance(self, sparray):
raise NotImplementedError(
'We have not yet implemented 1D sparse slices; '
'please index using explicit indices, e.g. `x[:, [0]]`'
)
def __getitem__(self, key):
row, col = self._validate_indices(key)
# Dispatch to specialized methods.
if isinstance(row, INT_TYPES):
if isinstance(col, INT_TYPES):
return self._get_intXint(row, col)
elif isinstance(col, slice):
self._raise_on_1d_array_slice()
return self._get_intXslice(row, col)
elif col.ndim == 1:
self._raise_on_1d_array_slice()
return self._get_intXarray(row, col)
elif col.ndim == 2:
return self._get_intXarray(row, col)
raise IndexError('index results in >2 dimensions')
elif isinstance(row, slice):
if isinstance(col, INT_TYPES):
self._raise_on_1d_array_slice()
return self._get_sliceXint(row, col)
elif isinstance(col, slice):
if row == slice(None) and row == col:
return self.copy()
return self._get_sliceXslice(row, col)
elif col.ndim == 1:
return self._get_sliceXarray(row, col)
raise IndexError('index results in >2 dimensions')
elif row.ndim == 1:
if isinstance(col, INT_TYPES):
self._raise_on_1d_array_slice()
return self._get_arrayXint(row, col)
elif isinstance(col, slice):
return self._get_arrayXslice(row, col)
else: # row.ndim == 2
if isinstance(col, INT_TYPES):
return self._get_arrayXint(row, col)
elif isinstance(col, slice):
raise IndexError('index results in >2 dimensions')
elif row.shape[1] == 1 and (col.ndim == 1 or col.shape[0] == 1):
# special case for outer indexing
return self._get_columnXarray(row[:,0], col.ravel())
# The only remaining case is inner (fancy) indexing
row, col = _broadcast_arrays(row, col)
if row.shape != col.shape:
raise IndexError('number of row and column indices differ')
if row.size == 0:
return self.__class__(np.atleast_2d(row).shape, dtype=self.dtype)
return self._get_arrayXarray(row, col)
def __setitem__(self, key, x):
row, col = self._validate_indices(key)
if isinstance(row, INT_TYPES) and isinstance(col, INT_TYPES):
x = np.asarray(x, dtype=self.dtype)
if x.size != 1:
raise ValueError('Trying to assign a sequence to an item')
self._set_intXint(row, col, x.flat[0])
return
if isinstance(row, slice):
row = np.arange(*row.indices(self.shape[0]))[:, None]
else:
row = np.atleast_1d(row)
if isinstance(col, slice):
col = np.arange(*col.indices(self.shape[1]))[None, :]
if row.ndim == 1:
row = row[:, None]
else:
col = np.atleast_1d(col)
i, j = _broadcast_arrays(row, col)
if i.shape != j.shape:
raise IndexError('number of row and column indices differ')
from ._base import issparse
if issparse(x):
if i.ndim == 1:
# Inner indexing, so treat them like row vectors.
i = i[None]
j = j[None]
broadcast_row = x.shape[0] == 1 and i.shape[0] != 1
broadcast_col = x.shape[1] == 1 and i.shape[1] != 1
if not ((broadcast_row or x.shape[0] == i.shape[0]) and
(broadcast_col or x.shape[1] == i.shape[1])):
raise ValueError('shape mismatch in assignment')
if x.shape[0] == 0 or x.shape[1] == 0:
return
x = x.tocoo(copy=True)
x.sum_duplicates()
self._set_arrayXarray_sparse(i, j, x)
else:
# Make x and i into the same shape
x = np.asarray(x, dtype=self.dtype)
if x.squeeze().shape != i.squeeze().shape:
x = np.broadcast_to(x, i.shape)
if x.size == 0:
return
x = x.reshape(i.shape)
self._set_arrayXarray(i, j, x)
def _validate_indices(self, key):
# First, check if indexing with single boolean matrix.
from ._base import _spbase
if (isinstance(key, (_spbase, np.ndarray)) and
key.ndim == 2 and key.dtype.kind == 'b'):
if key.shape != self.shape:
raise IndexError('boolean index shape does not match array shape')
row, col = key.nonzero()
else:
row, col = _unpack_index(key)
M, N = self.shape
def _validate_bool_idx(
idx: npt.NDArray[np.bool_],
axis_size: int,
axis_name: str
) -> npt.NDArray[np.int_]:
if len(idx) != axis_size:
raise IndexError(
f"boolean {axis_name} index has incorrect length: {len(idx)} "
f"instead of {axis_size}"
)
return _boolean_index_to_array(idx)
if isintlike(row):
row = int(row)
if row < -M or row >= M:
raise IndexError('row index (%d) out of range' % row)
if row < 0:
row += M
elif (bool_row := _compatible_boolean_index(row)) is not None:
row = _validate_bool_idx(bool_row, M, "row")
elif not isinstance(row, slice):
row = self._asindices(row, M)
if isintlike(col):
col = int(col)
if col < -N or col >= N:
raise IndexError('column index (%d) out of range' % col)
if col < 0:
col += N
elif (bool_col := _compatible_boolean_index(col)) is not None:
col = _validate_bool_idx(bool_col, N, "column")
elif not isinstance(col, slice):
col = self._asindices(col, N)
return row, col
def _asindices(self, idx, length):
"""Convert `idx` to a valid index for an axis with a given length.
Subclasses that need special validation can override this method.
"""
try:
x = np.asarray(idx)
except (ValueError, TypeError, MemoryError) as e:
raise IndexError('invalid index') from e
if x.ndim not in (1, 2):
raise IndexError('Index dimension must be 1 or 2')
if x.size == 0:
return x
# Check bounds
max_indx = x.max()
if max_indx >= length:
raise IndexError('index (%d) out of range' % max_indx)
min_indx = x.min()
if min_indx < 0:
if min_indx < -length:
raise IndexError('index (%d) out of range' % min_indx)
if x is idx or not x.flags.owndata:
x = x.copy()
x[x < 0] += length
return x
def _getrow(self, i):
"""Return a copy of row i of the matrix, as a (1 x n) row vector.
"""
M, N = self.shape
i = int(i)
if i < -M or i >= M:
raise IndexError('index (%d) out of range' % i)
if i < 0:
i += M
return self._get_intXslice(i, slice(None))
def _getcol(self, i):
"""Return a copy of column i of the matrix, as a (m x 1) column vector.
"""
M, N = self.shape
i = int(i)
if i < -N or i >= N:
raise IndexError('index (%d) out of range' % i)
if i < 0:
i += N
return self._get_sliceXint(slice(None), i)
def _get_intXint(self, row, col):
raise NotImplementedError()
def _get_intXarray(self, row, col):
raise NotImplementedError()
def _get_intXslice(self, row, col):
raise NotImplementedError()
def _get_sliceXint(self, row, col):
raise NotImplementedError()
def _get_sliceXslice(self, row, col):
raise NotImplementedError()
def _get_sliceXarray(self, row, col):
raise NotImplementedError()
def _get_arrayXint(self, row, col):
raise NotImplementedError()
def _get_arrayXslice(self, row, col):
raise NotImplementedError()
def _get_columnXarray(self, row, col):
raise NotImplementedError()
def _get_arrayXarray(self, row, col):
raise NotImplementedError()
def _set_intXint(self, row, col, x):
raise NotImplementedError()
def _set_arrayXarray(self, row, col, x):
raise NotImplementedError()
def _set_arrayXarray_sparse(self, row, col, x):
# Fall back to densifying x
x = np.asarray(x.toarray(), dtype=self.dtype)
x, _ = _broadcast_arrays(x, row)
self._set_arrayXarray(row, col, x)
def _unpack_index(index) -> tuple[
int | slice | npt.NDArray[np.bool_ | np.int_],
int | slice | npt.NDArray[np.bool_ | np.int_]
]:
""" Parse index. Always return a tuple of the form (row, col).
Valid type for row/col is integer, slice, array of bool, or array of integers.
"""
# Parse any ellipses.
index = _check_ellipsis(index)
# Next, parse the tuple or object
if isinstance(index, tuple):
if len(index) == 2:
row, col = index
elif len(index) == 1:
row, col = index[0], slice(None)
else:
raise IndexError('invalid number of indices')
else:
idx = _compatible_boolean_index(index)
if idx is None:
row, col = index, slice(None)
elif idx.ndim < 2:
return idx, slice(None)
elif idx.ndim == 2:
return idx.nonzero()
# Next, check for validity and transform the index as needed.
from ._base import issparse
if issparse(row) or issparse(col):
# Supporting sparse boolean indexing with both row and col does
# not work because spmatrix.ndim is always 2.
raise IndexError(
'Indexing with sparse matrices is not supported '
'except boolean indexing where matrix and index '
'are equal shapes.')
return row, col
def _check_ellipsis(index):
"""Process indices with Ellipsis. Returns modified index."""
if index is Ellipsis:
return (slice(None), slice(None))
if not isinstance(index, tuple):
return index
# Find any Ellipsis objects.
ellipsis_indices = [i for i, v in enumerate(index) if v is Ellipsis]
if not ellipsis_indices:
return index
if len(ellipsis_indices) > 1:
raise IndexError("an index can only have a single ellipsis ('...')")
# Replace the Ellipsis object with 0, 1, or 2 null-slices as needed.
i, = ellipsis_indices
num_slices = max(0, 3 - len(index))
return index[:i] + (slice(None),) * num_slices + index[i + 1:]
def _maybe_bool_ndarray(idx):
"""Returns a compatible array if elements are boolean.
"""
idx = np.asanyarray(idx)
if idx.dtype.kind == 'b':
return idx
return None
def _first_element_bool(idx, max_dim=2):
"""Returns True if first element of the incompatible
array type is boolean.
"""
if max_dim < 1:
return None
try:
first = next(iter(idx), None)
except TypeError:
return None
if isinstance(first, bool):
return True
return _first_element_bool(first, max_dim-1)
def _compatible_boolean_index(idx):
"""Returns a boolean index array that can be converted to
integer array. Returns None if no such array exists.
"""
# Presence of attribute `ndim` indicates a compatible array type.
if hasattr(idx, 'ndim') or _first_element_bool(idx):
return _maybe_bool_ndarray(idx)
return None
def _boolean_index_to_array(idx):
if idx.ndim > 1:
raise IndexError('invalid index shape')
return np.where(idx)[0]

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"""List of Lists sparse matrix class
"""
__docformat__ = "restructuredtext en"
__all__ = ['lil_array', 'lil_matrix', 'isspmatrix_lil']
from bisect import bisect_left
import numpy as np
from ._matrix import spmatrix
from ._base import _spbase, sparray, issparse
from ._index import IndexMixin, INT_TYPES, _broadcast_arrays
from ._sputils import (getdtype, isshape, isscalarlike, upcast_scalar,
check_shape, check_reshape_kwargs)
from . import _csparsetools
class _lil_base(_spbase, IndexMixin):
_format = 'lil'
def __init__(self, arg1, shape=None, dtype=None, copy=False):
_spbase.__init__(self, arg1)
self.dtype = getdtype(dtype, arg1, default=float)
# First get the shape
if issparse(arg1):
if arg1.format == "lil" and copy:
A = arg1.copy()
else:
A = arg1.tolil()
if dtype is not None:
A = A.astype(dtype, copy=False)
self._shape = check_shape(A.shape)
self.dtype = A.dtype
self.rows = A.rows
self.data = A.data
elif isinstance(arg1,tuple):
if isshape(arg1):
if shape is not None:
raise ValueError('invalid use of shape parameter')
M, N = arg1
self._shape = check_shape((M, N))
self.rows = np.empty((M,), dtype=object)
self.data = np.empty((M,), dtype=object)
for i in range(M):
self.rows[i] = []
self.data[i] = []
else:
raise TypeError('unrecognized lil_array constructor usage')
else:
# assume A is dense
try:
A = self._ascontainer(arg1)
except TypeError as e:
raise TypeError('unsupported matrix type') from e
if isinstance(self, sparray) and A.ndim != 2:
raise ValueError(f"LIL arrays don't support {A.ndim}D input. Use 2D")
A = self._csr_container(A, dtype=dtype).tolil()
self._shape = check_shape(A.shape)
self.dtype = A.dtype
self.rows = A.rows
self.data = A.data
def __iadd__(self,other):
self[:,:] = self + other
return self
def __isub__(self,other):
self[:,:] = self - other
return self
def __imul__(self,other):
if isscalarlike(other):
self[:,:] = self * other
return self
else:
return NotImplemented
def __itruediv__(self,other):
if isscalarlike(other):
self[:,:] = self / other
return self
else:
return NotImplemented
# Whenever the dimensions change, empty lists should be created for each
# row
def _getnnz(self, axis=None):
if axis is None:
return sum([len(rowvals) for rowvals in self.data])
if axis < 0:
axis += 2
if axis == 0:
out = np.zeros(self.shape[1], dtype=np.intp)
for row in self.rows:
out[row] += 1
return out
elif axis == 1:
return np.array([len(rowvals) for rowvals in self.data], dtype=np.intp)
else:
raise ValueError('axis out of bounds')
def count_nonzero(self):
return sum(np.count_nonzero(rowvals) for rowvals in self.data)
_getnnz.__doc__ = _spbase._getnnz.__doc__
count_nonzero.__doc__ = _spbase.count_nonzero.__doc__
def getrowview(self, i):
"""Returns a view of the 'i'th row (without copying).
"""
new = self._lil_container((1, self.shape[1]), dtype=self.dtype)
new.rows[0] = self.rows[i]
new.data[0] = self.data[i]
return new
def getrow(self, i):
"""Returns a copy of the 'i'th row.
"""
M, N = self.shape
if i < 0:
i += M
if i < 0 or i >= M:
raise IndexError('row index out of bounds')
new = self._lil_container((1, N), dtype=self.dtype)
new.rows[0] = self.rows[i][:]
new.data[0] = self.data[i][:]
return new
def __getitem__(self, key):
# Fast path for simple (int, int) indexing.
if (isinstance(key, tuple) and len(key) == 2 and
isinstance(key[0], INT_TYPES) and
isinstance(key[1], INT_TYPES)):
# lil_get1 handles validation for us.
return self._get_intXint(*key)
# Everything else takes the normal path.
return IndexMixin.__getitem__(self, key)
def _asindices(self, idx, N):
# LIL routines handle bounds-checking for us, so don't do it here.
try:
x = np.asarray(idx)
except (ValueError, TypeError, MemoryError) as e:
raise IndexError('invalid index') from e
if x.ndim not in (1, 2):
raise IndexError('Index dimension must be <= 2')
return x
def _get_intXint(self, row, col):
v = _csparsetools.lil_get1(self.shape[0], self.shape[1], self.rows,
self.data, row, col)
return self.dtype.type(v)
def _get_sliceXint(self, row, col):
row = range(*row.indices(self.shape[0]))
return self._get_row_ranges(row, slice(col, col+1))
def _get_arrayXint(self, row, col):
row = row.squeeze()
return self._get_row_ranges(row, slice(col, col+1))
def _get_intXslice(self, row, col):
return self._get_row_ranges((row,), col)
def _get_sliceXslice(self, row, col):
row = range(*row.indices(self.shape[0]))
return self._get_row_ranges(row, col)
def _get_arrayXslice(self, row, col):
return self._get_row_ranges(row, col)
def _get_intXarray(self, row, col):
row = np.array(row, dtype=col.dtype, ndmin=1)
return self._get_columnXarray(row, col)
def _get_sliceXarray(self, row, col):
row = np.arange(*row.indices(self.shape[0]))
return self._get_columnXarray(row, col)
def _get_columnXarray(self, row, col):
# outer indexing
row, col = _broadcast_arrays(row[:,None], col)
return self._get_arrayXarray(row, col)
def _get_arrayXarray(self, row, col):
# inner indexing
i, j = map(np.atleast_2d, _prepare_index_for_memoryview(row, col))
new = self._lil_container(i.shape, dtype=self.dtype)
_csparsetools.lil_fancy_get(self.shape[0], self.shape[1],
self.rows, self.data,
new.rows, new.data,
i, j)
return new
def _get_row_ranges(self, rows, col_slice):
"""
Fast path for indexing in the case where column index is slice.
This gains performance improvement over brute force by more
efficient skipping of zeros, by accessing the elements
column-wise in order.
Parameters
----------
rows : sequence or range
Rows indexed. If range, must be within valid bounds.
col_slice : slice
Columns indexed
"""
j_start, j_stop, j_stride = col_slice.indices(self.shape[1])
col_range = range(j_start, j_stop, j_stride)
nj = len(col_range)
new = self._lil_container((len(rows), nj), dtype=self.dtype)
_csparsetools.lil_get_row_ranges(self.shape[0], self.shape[1],
self.rows, self.data,
new.rows, new.data,
rows,
j_start, j_stop, j_stride, nj)
return new
def _set_intXint(self, row, col, x):
_csparsetools.lil_insert(self.shape[0], self.shape[1], self.rows,
self.data, row, col, x)
def _set_arrayXarray(self, row, col, x):
i, j, x = map(np.atleast_2d, _prepare_index_for_memoryview(row, col, x))
_csparsetools.lil_fancy_set(self.shape[0], self.shape[1],
self.rows, self.data,
i, j, x)
def _set_arrayXarray_sparse(self, row, col, x):
# Fall back to densifying x
x = np.asarray(x.toarray(), dtype=self.dtype)
x, _ = _broadcast_arrays(x, row)
self._set_arrayXarray(row, col, x)
def __setitem__(self, key, x):
if isinstance(key, tuple) and len(key) == 2:
row, col = key
# Fast path for simple (int, int) indexing.
if isinstance(row, INT_TYPES) and isinstance(col, INT_TYPES):
x = self.dtype.type(x)
if x.size > 1:
raise ValueError("Trying to assign a sequence to an item")
return self._set_intXint(row, col, x)
# Fast path for full-matrix sparse assignment.
if (isinstance(row, slice) and isinstance(col, slice) and
row == slice(None) and col == slice(None) and
issparse(x) and x.shape == self.shape):
x = self._lil_container(x, dtype=self.dtype)
self.rows = x.rows
self.data = x.data
return
# Everything else takes the normal path.
IndexMixin.__setitem__(self, key, x)
def _mul_scalar(self, other):
if other == 0:
# Multiply by zero: return the zero matrix
new = self._lil_container(self.shape, dtype=self.dtype)
else:
res_dtype = upcast_scalar(self.dtype, other)
new = self.copy()
new = new.astype(res_dtype)
# Multiply this scalar by every element.
for j, rowvals in enumerate(new.data):
new.data[j] = [val*other for val in rowvals]
return new
def __truediv__(self, other): # self / other
if isscalarlike(other):
new = self.copy()
new.dtype = np.result_type(self, other)
# Divide every element by this scalar
for j, rowvals in enumerate(new.data):
new.data[j] = [val/other for val in rowvals]
return new
else:
return self.tocsr() / other
def copy(self):
M, N = self.shape
new = self._lil_container(self.shape, dtype=self.dtype)
# This is ~14x faster than calling deepcopy() on rows and data.
_csparsetools.lil_get_row_ranges(M, N, self.rows, self.data,
new.rows, new.data, range(M),
0, N, 1, N)
return new
copy.__doc__ = _spbase.copy.__doc__
def reshape(self, *args, **kwargs):
shape = check_shape(args, self.shape)
order, copy = check_reshape_kwargs(kwargs)
# Return early if reshape is not required
if shape == self.shape:
if copy:
return self.copy()
else:
return self
new = self._lil_container(shape, dtype=self.dtype)
if order == 'C':
ncols = self.shape[1]
for i, row in enumerate(self.rows):
for col, j in enumerate(row):
new_r, new_c = np.unravel_index(i * ncols + j, shape)
new[new_r, new_c] = self[i, j]
elif order == 'F':
nrows = self.shape[0]
for i, row in enumerate(self.rows):
for col, j in enumerate(row):
new_r, new_c = np.unravel_index(i + j * nrows, shape, order)
new[new_r, new_c] = self[i, j]
else:
raise ValueError("'order' must be 'C' or 'F'")
return new
reshape.__doc__ = _spbase.reshape.__doc__
def resize(self, *shape):
shape = check_shape(shape)
new_M, new_N = shape
M, N = self.shape
if new_M < M:
self.rows = self.rows[:new_M]
self.data = self.data[:new_M]
elif new_M > M:
self.rows = np.resize(self.rows, new_M)
self.data = np.resize(self.data, new_M)
for i in range(M, new_M):
self.rows[i] = []
self.data[i] = []
if new_N < N:
for row, data in zip(self.rows, self.data):
trunc = bisect_left(row, new_N)
del row[trunc:]
del data[trunc:]
self._shape = shape
resize.__doc__ = _spbase.resize.__doc__
def toarray(self, order=None, out=None):
d = self._process_toarray_args(order, out)
for i, row in enumerate(self.rows):
for pos, j in enumerate(row):
d[i, j] = self.data[i][pos]
return d
toarray.__doc__ = _spbase.toarray.__doc__
def transpose(self, axes=None, copy=False):
return self.tocsr(copy=copy).transpose(axes=axes, copy=False).tolil(copy=False)
transpose.__doc__ = _spbase.transpose.__doc__
def tolil(self, copy=False):
if copy:
return self.copy()
else:
return self
tolil.__doc__ = _spbase.tolil.__doc__
def tocsr(self, copy=False):
M, N = self.shape
if M == 0 or N == 0:
return self._csr_container((M, N), dtype=self.dtype)
# construct indptr array
if M*N <= np.iinfo(np.int32).max:
# fast path: it is known that 64-bit indexing will not be needed.
idx_dtype = np.int32
indptr = np.empty(M + 1, dtype=idx_dtype)
indptr[0] = 0
_csparsetools.lil_get_lengths(self.rows, indptr[1:])
np.cumsum(indptr, out=indptr)
nnz = indptr[-1]
else:
idx_dtype = self._get_index_dtype(maxval=N)
lengths = np.empty(M, dtype=idx_dtype)
_csparsetools.lil_get_lengths(self.rows, lengths)
nnz = lengths.sum(dtype=np.int64)
idx_dtype = self._get_index_dtype(maxval=max(N, nnz))
indptr = np.empty(M + 1, dtype=idx_dtype)
indptr[0] = 0
np.cumsum(lengths, dtype=idx_dtype, out=indptr[1:])
indices = np.empty(nnz, dtype=idx_dtype)
data = np.empty(nnz, dtype=self.dtype)
_csparsetools.lil_flatten_to_array(self.rows, indices)
_csparsetools.lil_flatten_to_array(self.data, data)
# init csr matrix
return self._csr_container((data, indices, indptr), shape=self.shape)
tocsr.__doc__ = _spbase.tocsr.__doc__
def _prepare_index_for_memoryview(i, j, x=None):
"""
Convert index and data arrays to form suitable for passing to the
Cython fancy getset routines.
The conversions are necessary since to (i) ensure the integer
index arrays are in one of the accepted types, and (ii) to ensure
the arrays are writable so that Cython memoryview support doesn't
choke on them.
Parameters
----------
i, j
Index arrays
x : optional
Data arrays
Returns
-------
i, j, x
Re-formatted arrays (x is omitted, if input was None)
"""
if i.dtype > j.dtype:
j = j.astype(i.dtype)
elif i.dtype < j.dtype:
i = i.astype(j.dtype)
if not i.flags.writeable or i.dtype not in (np.int32, np.int64):
i = i.astype(np.intp)
if not j.flags.writeable or j.dtype not in (np.int32, np.int64):
j = j.astype(np.intp)
if x is not None:
if not x.flags.writeable:
x = x.copy()
return i, j, x
else:
return i, j
def isspmatrix_lil(x):
"""Is `x` of lil_matrix type?
Parameters
----------
x
object to check for being a lil matrix
Returns
-------
bool
True if `x` is a lil matrix, False otherwise
Examples
--------
>>> from scipy.sparse import lil_array, lil_matrix, coo_matrix, isspmatrix_lil
>>> isspmatrix_lil(lil_matrix([[5]]))
True
>>> isspmatrix_lil(lil_array([[5]]))
False
>>> isspmatrix_lil(coo_matrix([[5]]))
False
"""
return isinstance(x, lil_matrix)
# This namespace class separates array from matrix with isinstance
class lil_array(_lil_base, sparray):
"""
Row-based LIst of Lists sparse array.
This is a structure for constructing sparse arrays incrementally.
Note that inserting a single item can take linear time in the worst case;
to construct the array efficiently, make sure the items are pre-sorted by
index, per row.
This can be instantiated in several ways:
lil_array(D)
where D is a 2-D ndarray
lil_array(S)
with another sparse array or matrix S (equivalent to S.tolil())
lil_array((M, N), [dtype])
to construct an empty array with shape (M, N)
dtype is optional, defaulting to dtype='d'.
Attributes
----------
dtype : dtype
Data type of the array
shape : 2-tuple
Shape of the array
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
LIL format data array of the array
rows
LIL format row index array of the array
T
Notes
-----
Sparse arrays can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the LIL format
- supports flexible slicing
- changes to the array sparsity structure are efficient
Disadvantages of the LIL format
- arithmetic operations LIL + LIL are slow (consider CSR or CSC)
- slow column slicing (consider CSC)
- slow matrix vector products (consider CSR or CSC)
Intended Usage
- LIL is a convenient format for constructing sparse arrays
- once an array has been constructed, convert to CSR or
CSC format for fast arithmetic and matrix vector operations
- consider using the COO format when constructing large arrays
Data Structure
- An array (``self.rows``) of rows, each of which is a sorted
list of column indices of non-zero elements.
- The corresponding nonzero values are stored in similar
fashion in ``self.data``.
"""
class lil_matrix(spmatrix, _lil_base):
"""
Row-based LIst of Lists sparse matrix.
This is a structure for constructing sparse matrices incrementally.
Note that inserting a single item can take linear time in the worst case;
to construct the matrix efficiently, make sure the items are pre-sorted by
index, per row.
This can be instantiated in several ways:
lil_matrix(D)
where D is a 2-D ndarray
lil_matrix(S)
with another sparse array or matrix S (equivalent to S.tolil())
lil_matrix((M, N), [dtype])
to construct an empty matrix with shape (M, N)
dtype is optional, defaulting to dtype='d'.
Attributes
----------
dtype : dtype
Data type of the matrix
shape : 2-tuple
Shape of the matrix
ndim : int
Number of dimensions (this is always 2)
nnz
size
data
LIL format data array of the matrix
rows
LIL format row index array of the matrix
T
Notes
-----
Sparse matrices can be used in arithmetic operations: they support
addition, subtraction, multiplication, division, and matrix power.
Advantages of the LIL format
- supports flexible slicing
- changes to the matrix sparsity structure are efficient
Disadvantages of the LIL format
- arithmetic operations LIL + LIL are slow (consider CSR or CSC)
- slow column slicing (consider CSC)
- slow matrix vector products (consider CSR or CSC)
Intended Usage
- LIL is a convenient format for constructing sparse matrices
- once a matrix has been constructed, convert to CSR or
CSC format for fast arithmetic and matrix vector operations
- consider using the COO format when constructing large matrices
Data Structure
- An array (``self.rows``) of rows, each of which is a sorted
list of column indices of non-zero elements.
- The corresponding nonzero values are stored in similar
fashion in ``self.data``.
"""

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class spmatrix:
"""This class provides a base class for all sparse matrix classes.
It cannot be instantiated. Most of the work is provided by subclasses.
"""
@property
def _bsr_container(self):
from ._bsr import bsr_matrix
return bsr_matrix
@property
def _coo_container(self):
from ._coo import coo_matrix
return coo_matrix
@property
def _csc_container(self):
from ._csc import csc_matrix
return csc_matrix
@property
def _csr_container(self):
from ._csr import csr_matrix
return csr_matrix
@property
def _dia_container(self):
from ._dia import dia_matrix
return dia_matrix
@property
def _dok_container(self):
from ._dok import dok_matrix
return dok_matrix
@property
def _lil_container(self):
from ._lil import lil_matrix
return lil_matrix
# Restore matrix multiplication
def __mul__(self, other):
return self._matmul_dispatch(other)
def __rmul__(self, other):
return self._rmatmul_dispatch(other)
# Restore matrix power
def __pow__(self, power):
from .linalg import matrix_power
return matrix_power(self, power)
## Backward compatibility
def set_shape(self, shape):
"""Set the shape of the matrix in-place"""
# Make sure copy is False since this is in place
# Make sure format is unchanged because we are doing a __dict__ swap
new_self = self.reshape(shape, copy=False).asformat(self.format)
self.__dict__ = new_self.__dict__
def get_shape(self):
"""Get the shape of the matrix"""
return self._shape
shape = property(fget=get_shape, fset=set_shape,
doc="Shape of the matrix")
def asfptype(self):
"""Upcast matrix to a floating point format (if necessary)"""
return self._asfptype()
def getmaxprint(self):
"""Maximum number of elements to display when printed."""
return self._getmaxprint()
def getformat(self):
"""Matrix storage format"""
return self.format
def getnnz(self, axis=None):
"""Number of stored values, including explicit zeros.
Parameters
----------
axis : None, 0, or 1
Select between the number of values across the whole array, in
each column, or in each row.
"""
return self._getnnz(axis=axis)
def getH(self):
"""Return the Hermitian transpose of this matrix.
See Also
--------
numpy.matrix.getH : NumPy's implementation of `getH` for matrices
"""
return self.conjugate().transpose()
def getcol(self, j):
"""Returns a copy of column j of the matrix, as an (m x 1) sparse
matrix (column vector).
"""
return self._getcol(j)
def getrow(self, i):
"""Returns a copy of row i of the matrix, as a (1 x n) sparse
matrix (row vector).
"""
return self._getrow(i)

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import numpy as np
import scipy as sp
__all__ = ['save_npz', 'load_npz']
# Make loading safe vs. malicious input
PICKLE_KWARGS = dict(allow_pickle=False)
def save_npz(file, matrix, compressed=True):
""" Save a sparse matrix or array to a file using ``.npz`` format.
Parameters
----------
file : str or file-like object
Either the file name (string) or an open file (file-like object)
where the data will be saved. If file is a string, the ``.npz``
extension will be appended to the file name if it is not already
there.
matrix: spmatrix or sparray
The sparse matrix or array to save.
Supported formats: ``csc``, ``csr``, ``bsr``, ``dia`` or ``coo``.
compressed : bool, optional
Allow compressing the file. Default: True
See Also
--------
scipy.sparse.load_npz: Load a sparse matrix from a file using ``.npz`` format.
numpy.savez: Save several arrays into a ``.npz`` archive.
numpy.savez_compressed : Save several arrays into a compressed ``.npz`` archive.
Examples
--------
Store sparse matrix to disk, and load it again:
>>> import numpy as np
>>> import scipy as sp
>>> sparse_matrix = sp.sparse.csc_matrix([[0, 0, 3], [4, 0, 0]])
>>> sparse_matrix
<Compressed Sparse Column sparse matrix of dtype 'int64'
with 2 stored elements and shape (2, 3)>
>>> sparse_matrix.toarray()
array([[0, 0, 3],
[4, 0, 0]], dtype=int64)
>>> sp.sparse.save_npz('/tmp/sparse_matrix.npz', sparse_matrix)
>>> sparse_matrix = sp.sparse.load_npz('/tmp/sparse_matrix.npz')
>>> sparse_matrix
<Compressed Sparse Column sparse matrix of dtype 'int64'
with 2 stored elements and shape (2, 3)>
>>> sparse_matrix.toarray()
array([[0, 0, 3],
[4, 0, 0]], dtype=int64)
"""
arrays_dict = {}
if matrix.format in ('csc', 'csr', 'bsr'):
arrays_dict.update(indices=matrix.indices, indptr=matrix.indptr)
elif matrix.format == 'dia':
arrays_dict.update(offsets=matrix.offsets)
elif matrix.format == 'coo':
arrays_dict.update(row=matrix.row, col=matrix.col)
else:
msg = f'Save is not implemented for sparse matrix of format {matrix.format}.'
raise NotImplementedError(msg)
arrays_dict.update(
format=matrix.format.encode('ascii'),
shape=matrix.shape,
data=matrix.data
)
if isinstance(matrix, sp.sparse.sparray):
arrays_dict.update(_is_array=True)
if compressed:
np.savez_compressed(file, **arrays_dict)
else:
np.savez(file, **arrays_dict)
def load_npz(file):
""" Load a sparse array/matrix from a file using ``.npz`` format.
Parameters
----------
file : str or file-like object
Either the file name (string) or an open file (file-like object)
where the data will be loaded.
Returns
-------
result : csc_array, csr_array, bsr_array, dia_array or coo_array
A sparse array/matrix containing the loaded data.
Raises
------
OSError
If the input file does not exist or cannot be read.
See Also
--------
scipy.sparse.save_npz: Save a sparse array/matrix to a file using ``.npz`` format.
numpy.load: Load several arrays from a ``.npz`` archive.
Examples
--------
Store sparse array/matrix to disk, and load it again:
>>> import numpy as np
>>> import scipy as sp
>>> sparse_array = sp.sparse.csc_array([[0, 0, 3], [4, 0, 0]])
>>> sparse_array
<Compressed Sparse Column sparse array of dtype 'int64'
with 2 stored elements and shape (2, 3)>
>>> sparse_array.toarray()
array([[0, 0, 3],
[4, 0, 0]], dtype=int64)
>>> sp.sparse.save_npz('/tmp/sparse_array.npz', sparse_array)
>>> sparse_array = sp.sparse.load_npz('/tmp/sparse_array.npz')
>>> sparse_array
<Compressed Sparse Column sparse array of dtype 'int64'
with 2 stored elements and shape (2, 3)>
>>> sparse_array.toarray()
array([[0, 0, 3],
[4, 0, 0]], dtype=int64)
In this example we force the result to be csr_array from csr_matrix
>>> sparse_matrix = sp.sparse.csc_matrix([[0, 0, 3], [4, 0, 0]])
>>> sp.sparse.save_npz('/tmp/sparse_matrix.npz', sparse_matrix)
>>> tmp = sp.sparse.load_npz('/tmp/sparse_matrix.npz')
>>> sparse_array = sp.sparse.csr_array(tmp)
"""
with np.load(file, **PICKLE_KWARGS) as loaded:
sparse_format = loaded.get('format')
if sparse_format is None:
raise ValueError(f'The file {file} does not contain '
f'a sparse array or matrix.')
sparse_format = sparse_format.item()
if not isinstance(sparse_format, str):
# Play safe with Python 2 vs 3 backward compatibility;
# files saved with SciPy < 1.0.0 may contain unicode or bytes.
sparse_format = sparse_format.decode('ascii')
if loaded.get('_is_array'):
sparse_type = sparse_format + '_array'
else:
sparse_type = sparse_format + '_matrix'
try:
cls = getattr(sp.sparse, f'{sparse_type}')
except AttributeError as e:
raise ValueError(f'Unknown format "{sparse_type}"') from e
if sparse_format in ('csc', 'csr', 'bsr'):
return cls((loaded['data'], loaded['indices'], loaded['indptr']),
shape=loaded['shape'])
elif sparse_format == 'dia':
return cls((loaded['data'], loaded['offsets']),
shape=loaded['shape'])
elif sparse_format == 'coo':
return cls((loaded['data'], (loaded['row'], loaded['col'])),
shape=loaded['shape'])
else:
raise NotImplementedError(f'Load is not implemented for '
f'sparse matrix of format {sparse_format}.')

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""" Functions that operate on sparse matrices
"""
__all__ = ['count_blocks','estimate_blocksize']
from ._base import issparse
from ._csr import csr_array
from ._sparsetools import csr_count_blocks
def estimate_blocksize(A,efficiency=0.7):
"""Attempt to determine the blocksize of a sparse matrix
Returns a blocksize=(r,c) such that
- A.nnz / A.tobsr( (r,c) ).nnz > efficiency
"""
if not (issparse(A) and A.format in ("csc", "csr")):
A = csr_array(A)
if A.nnz == 0:
return (1,1)
if not 0 < efficiency < 1.0:
raise ValueError('efficiency must satisfy 0.0 < efficiency < 1.0')
high_efficiency = (1.0 + efficiency) / 2.0
nnz = float(A.nnz)
M,N = A.shape
if M % 2 == 0 and N % 2 == 0:
e22 = nnz / (4 * count_blocks(A,(2,2)))
else:
e22 = 0.0
if M % 3 == 0 and N % 3 == 0:
e33 = nnz / (9 * count_blocks(A,(3,3)))
else:
e33 = 0.0
if e22 > high_efficiency and e33 > high_efficiency:
e66 = nnz / (36 * count_blocks(A,(6,6)))
if e66 > efficiency:
return (6,6)
else:
return (3,3)
else:
if M % 4 == 0 and N % 4 == 0:
e44 = nnz / (16 * count_blocks(A,(4,4)))
else:
e44 = 0.0
if e44 > efficiency:
return (4,4)
elif e33 > efficiency:
return (3,3)
elif e22 > efficiency:
return (2,2)
else:
return (1,1)
def count_blocks(A,blocksize):
"""For a given blocksize=(r,c) count the number of occupied
blocks in a sparse matrix A
"""
r,c = blocksize
if r < 1 or c < 1:
raise ValueError('r and c must be positive')
if issparse(A):
if A.format == "csr":
M,N = A.shape
return csr_count_blocks(M,N,r,c,A.indptr,A.indices)
elif A.format == "csc":
return count_blocks(A.T,(c,r))
return count_blocks(csr_array(A),blocksize)

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""" Utility functions for sparse matrix module
"""
import sys
from typing import Any, Literal, Optional, Union
import operator
import numpy as np
from math import prod
import scipy.sparse as sp
from scipy._lib._util import np_long, np_ulong
__all__ = ['upcast', 'getdtype', 'getdata', 'isscalarlike', 'isintlike',
'isshape', 'issequence', 'isdense', 'ismatrix', 'get_sum_dtype']
supported_dtypes = [np.bool_, np.byte, np.ubyte, np.short, np.ushort, np.intc,
np.uintc, np_long, np_ulong, np.longlong, np.ulonglong,
np.float32, np.float64, np.longdouble,
np.complex64, np.complex128, np.clongdouble]
_upcast_memo = {}
def upcast(*args):
"""Returns the nearest supported sparse dtype for the
combination of one or more types.
upcast(t0, t1, ..., tn) -> T where T is a supported dtype
Examples
--------
>>> from scipy.sparse._sputils import upcast
>>> upcast('int32')
<type 'numpy.int32'>
>>> upcast('bool')
<type 'numpy.bool_'>
>>> upcast('int32','float32')
<type 'numpy.float64'>
>>> upcast('bool',complex,float)
<type 'numpy.complex128'>
"""
t = _upcast_memo.get(hash(args))
if t is not None:
return t
upcast = np.result_type(*args)
for t in supported_dtypes:
if np.can_cast(upcast, t):
_upcast_memo[hash(args)] = t
return t
raise TypeError(f'no supported conversion for types: {args!r}')
def upcast_char(*args):
"""Same as `upcast` but taking dtype.char as input (faster)."""
t = _upcast_memo.get(args)
if t is not None:
return t
t = upcast(*map(np.dtype, args))
_upcast_memo[args] = t
return t
def upcast_scalar(dtype, scalar):
"""Determine data type for binary operation between an array of
type `dtype` and a scalar.
"""
return (np.array([0], dtype=dtype) * scalar).dtype
def downcast_intp_index(arr):
"""
Down-cast index array to np.intp dtype if it is of a larger dtype.
Raise an error if the array contains a value that is too large for
intp.
"""
if arr.dtype.itemsize > np.dtype(np.intp).itemsize:
if arr.size == 0:
return arr.astype(np.intp)
maxval = arr.max()
minval = arr.min()
if maxval > np.iinfo(np.intp).max or minval < np.iinfo(np.intp).min:
raise ValueError("Cannot deal with arrays with indices larger "
"than the machine maximum address size "
"(e.g. 64-bit indices on 32-bit machine).")
return arr.astype(np.intp)
return arr
def to_native(A):
"""
Ensure that the data type of the NumPy array `A` has native byte order.
`A` must be a NumPy array. If the data type of `A` does not have native
byte order, a copy of `A` with a native byte order is returned. Otherwise
`A` is returned.
"""
dt = A.dtype
if dt.isnative:
# Don't call `asarray()` if A is already native, to avoid unnecessarily
# creating a view of the input array.
return A
return np.asarray(A, dtype=dt.newbyteorder('native'))
def getdtype(dtype, a=None, default=None):
"""Function used to simplify argument processing. If 'dtype' is not
specified (is None), returns a.dtype; otherwise returns a np.dtype
object created from the specified dtype argument. If 'dtype' and 'a'
are both None, construct a data type out of the 'default' parameter.
Furthermore, 'dtype' must be in 'allowed' set.
"""
# TODO is this really what we want?
if dtype is None:
try:
newdtype = a.dtype
except AttributeError as e:
if default is not None:
newdtype = np.dtype(default)
else:
raise TypeError("could not interpret data type") from e
else:
newdtype = np.dtype(dtype)
if newdtype == np.object_:
raise ValueError(
"object dtype is not supported by sparse matrices"
)
return newdtype
def getdata(obj, dtype=None, copy=False) -> np.ndarray:
"""
This is a wrapper of `np.array(obj, dtype=dtype, copy=copy)`
that will generate a warning if the result is an object array.
"""
data = np.array(obj, dtype=dtype, copy=copy)
# Defer to getdtype for checking that the dtype is OK.
# This is called for the validation only; we don't need the return value.
getdtype(data.dtype)
return data
def get_index_dtype(arrays=(), maxval=None, check_contents=False):
"""
Based on input (integer) arrays `a`, determine a suitable index data
type that can hold the data in the arrays.
Parameters
----------
arrays : tuple of array_like
Input arrays whose types/contents to check
maxval : float, optional
Maximum value needed
check_contents : bool, optional
Whether to check the values in the arrays and not just their types.
Default: False (check only the types)
Returns
-------
dtype : dtype
Suitable index data type (int32 or int64)
"""
int32min = np.int32(np.iinfo(np.int32).min)
int32max = np.int32(np.iinfo(np.int32).max)
# not using intc directly due to misinteractions with pythran
dtype = np.int32 if np.intc().itemsize == 4 else np.int64
if maxval is not None:
maxval = np.int64(maxval)
if maxval > int32max:
dtype = np.int64
if isinstance(arrays, np.ndarray):
arrays = (arrays,)
for arr in arrays:
arr = np.asarray(arr)
if not np.can_cast(arr.dtype, np.int32):
if check_contents:
if arr.size == 0:
# a bigger type not needed
continue
elif np.issubdtype(arr.dtype, np.integer):
maxval = arr.max()
minval = arr.min()
if minval >= int32min and maxval <= int32max:
# a bigger type not needed
continue
dtype = np.int64
break
return dtype
def get_sum_dtype(dtype: np.dtype) -> np.dtype:
"""Mimic numpy's casting for np.sum"""
if dtype.kind == 'u' and np.can_cast(dtype, np.uint):
return np.uint
if np.can_cast(dtype, np.int_):
return np.int_
return dtype
def isscalarlike(x) -> bool:
"""Is x either a scalar, an array scalar, or a 0-dim array?"""
return np.isscalar(x) or (isdense(x) and x.ndim == 0)
def isintlike(x) -> bool:
"""Is x appropriate as an index into a sparse matrix? Returns True
if it can be cast safely to a machine int.
"""
# Fast-path check to eliminate non-scalar values. operator.index would
# catch this case too, but the exception catching is slow.
if np.ndim(x) != 0:
return False
try:
operator.index(x)
except (TypeError, ValueError):
try:
loose_int = bool(int(x) == x)
except (TypeError, ValueError):
return False
if loose_int:
msg = "Inexact indices into sparse matrices are not allowed"
raise ValueError(msg)
return loose_int
return True
def isshape(x, nonneg=False, *, allow_1d=False) -> bool:
"""Is x a valid tuple of dimensions?
If nonneg, also checks that the dimensions are non-negative.
If allow_1d, shapes of length 1 or 2 are allowed.
"""
ndim = len(x)
if ndim != 2 and not (allow_1d and ndim == 1):
return False
for d in x:
if not isintlike(d):
return False
if nonneg and d < 0:
return False
return True
def issequence(t) -> bool:
return ((isinstance(t, (list, tuple)) and
(len(t) == 0 or np.isscalar(t[0]))) or
(isinstance(t, np.ndarray) and (t.ndim == 1)))
def ismatrix(t) -> bool:
return ((isinstance(t, (list, tuple)) and
len(t) > 0 and issequence(t[0])) or
(isinstance(t, np.ndarray) and t.ndim == 2))
def isdense(x) -> bool:
return isinstance(x, np.ndarray)
def validateaxis(axis) -> None:
if axis is None:
return
axis_type = type(axis)
# In NumPy, you can pass in tuples for 'axis', but they are
# not very useful for sparse matrices given their limited
# dimensions, so let's make it explicit that they are not
# allowed to be passed in
if axis_type == tuple:
raise TypeError("Tuples are not accepted for the 'axis' parameter. "
"Please pass in one of the following: "
"{-2, -1, 0, 1, None}.")
# If not a tuple, check that the provided axis is actually
# an integer and raise a TypeError similar to NumPy's
if not np.issubdtype(np.dtype(axis_type), np.integer):
raise TypeError(f"axis must be an integer, not {axis_type.__name__}")
if not (-2 <= axis <= 1):
raise ValueError("axis out of range")
def check_shape(args, current_shape=None, *, allow_1d=False) -> tuple[int, ...]:
"""Imitate numpy.matrix handling of shape arguments
Parameters
----------
args : array_like
Data structures providing information about the shape of the sparse array.
current_shape : tuple, optional
The current shape of the sparse array or matrix.
If None (default), the current shape will be inferred from args.
allow_1d : bool, optional
If True, then 1-D or 2-D arrays are accepted.
If False (default), then only 2-D arrays are accepted and an error is
raised otherwise.
Returns
-------
new_shape: tuple
The new shape after validation.
"""
if len(args) == 0:
raise TypeError("function missing 1 required positional argument: "
"'shape'")
if len(args) == 1:
try:
shape_iter = iter(args[0])
except TypeError:
new_shape = (operator.index(args[0]), )
else:
new_shape = tuple(operator.index(arg) for arg in shape_iter)
else:
new_shape = tuple(operator.index(arg) for arg in args)
if current_shape is None:
if allow_1d:
if len(new_shape) not in (1, 2):
raise ValueError('shape must be a 1- or 2-tuple of positive '
'integers')
elif len(new_shape) != 2:
raise ValueError('shape must be a 2-tuple of positive integers')
if any(d < 0 for d in new_shape):
raise ValueError("'shape' elements cannot be negative")
else:
# Check the current size only if needed
current_size = prod(current_shape)
# Check for negatives
negative_indexes = [i for i, x in enumerate(new_shape) if x < 0]
if not negative_indexes:
new_size = prod(new_shape)
if new_size != current_size:
raise ValueError('cannot reshape array of size {} into shape {}'
.format(current_size, new_shape))
elif len(negative_indexes) == 1:
skip = negative_indexes[0]
specified = prod(new_shape[:skip] + new_shape[skip+1:])
unspecified, remainder = divmod(current_size, specified)
if remainder != 0:
err_shape = tuple('newshape' if x < 0 else x for x in new_shape)
raise ValueError('cannot reshape array of size {} into shape {}'
''.format(current_size, err_shape))
new_shape = new_shape[:skip] + (unspecified,) + new_shape[skip+1:]
else:
raise ValueError('can only specify one unknown dimension')
if len(new_shape) != 2 and not (allow_1d and len(new_shape) == 1):
raise ValueError('matrix shape must be two-dimensional')
return new_shape
def check_reshape_kwargs(kwargs):
"""Unpack keyword arguments for reshape function.
This is useful because keyword arguments after star arguments are not
allowed in Python 2, but star keyword arguments are. This function unpacks
'order' and 'copy' from the star keyword arguments (with defaults) and
throws an error for any remaining.
"""
order = kwargs.pop('order', 'C')
copy = kwargs.pop('copy', False)
if kwargs: # Some unused kwargs remain
raise TypeError('reshape() got unexpected keywords arguments: {}'
.format(', '.join(kwargs.keys())))
return order, copy
def is_pydata_spmatrix(m) -> bool:
"""
Check whether object is pydata/sparse matrix, avoiding importing the module.
"""
base_cls = getattr(sys.modules.get('sparse'), 'SparseArray', None)
return base_cls is not None and isinstance(m, base_cls)
def convert_pydata_sparse_to_scipy(
arg: Any, target_format: Optional[Literal["csc", "csr"]] = None
) -> Union[Any, "sp.spmatrix"]:
"""
Convert a pydata/sparse array to scipy sparse matrix,
pass through anything else.
"""
if is_pydata_spmatrix(arg):
arg = arg.to_scipy_sparse()
if target_format is not None:
arg = arg.asformat(target_format)
elif arg.format not in ("csc", "csr"):
arg = arg.tocsc()
return arg
###############################################################################
# Wrappers for NumPy types that are deprecated
# Numpy versions of these functions raise deprecation warnings, the
# ones below do not.
def matrix(*args, **kwargs):
return np.array(*args, **kwargs).view(np.matrix)
def asmatrix(data, dtype=None):
if isinstance(data, np.matrix) and (dtype is None or data.dtype == dtype):
return data
return np.asarray(data, dtype=dtype).view(np.matrix)
###############################################################################
def _todata(s) -> np.ndarray:
"""Access nonzero values, possibly after summing duplicates.
Parameters
----------
s : sparse array
Input sparse array.
Returns
-------
data: ndarray
Nonzero values of the array, with shape (s.nnz,)
"""
if isinstance(s, sp._data._data_matrix):
return s._deduped_data()
if isinstance(s, sp.dok_array):
return np.fromiter(s.values(), dtype=s.dtype, count=s.nnz)
if isinstance(s, sp.lil_array):
data = np.empty(s.nnz, dtype=s.dtype)
sp._csparsetools.lil_flatten_to_array(s.data, data)
return data
return s.tocoo()._deduped_data()

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@ -0,0 +1,33 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'MAXPRINT',
'SparseEfficiencyWarning',
'SparseFormatWarning',
'SparseWarning',
'asmatrix',
'check_reshape_kwargs',
'check_shape',
'get_sum_dtype',
'isdense',
'isscalarlike',
'issparse',
'isspmatrix',
'spmatrix',
'validateaxis',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="base",
private_modules=["_base"], all=__all__,
attribute=name)

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@ -0,0 +1,36 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'bsr_matmat',
'bsr_matrix',
'bsr_matvec',
'bsr_matvecs',
'bsr_sort_indices',
'bsr_tocsr',
'bsr_transpose',
'check_shape',
'csr_matmat_maxnnz',
'getdata',
'getdtype',
'isshape',
'isspmatrix_bsr',
'spmatrix',
'to_native',
'upcast',
'warn',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="bsr",
private_modules=["_bsr"], all=__all__,
attribute=name)

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@ -0,0 +1,43 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'IndexMixin',
'SparseEfficiencyWarning',
'check_shape',
'csr_column_index1',
'csr_column_index2',
'csr_row_index',
'csr_row_slice',
'csr_sample_offsets',
'csr_sample_values',
'csr_todense',
'downcast_intp_index',
'get_csr_submatrix',
'get_sum_dtype',
'getdtype',
'is_pydata_spmatrix',
'isdense',
'isintlike',
'isscalarlike',
'isshape',
'operator',
'to_native',
'upcast',
'upcast_char',
'warn',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="compressed",
private_modules=["_compressed"], all=__all__,
attribute=name)

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@ -0,0 +1,44 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'block_diag',
'bmat',
'bsr_matrix',
'check_random_state',
'coo_matrix',
'csc_matrix',
'csr_hstack',
'csr_matrix',
'dia_matrix',
'diags',
'eye',
'get_index_dtype',
'hstack',
'identity',
'isscalarlike',
'issparse',
'kron',
'kronsum',
'numbers',
'rand',
'random',
'rng_integers',
'spdiags',
'upcast',
'vstack',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="construct",
private_modules=["_construct"], all=__all__,
attribute=name)

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@ -0,0 +1,37 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'SparseEfficiencyWarning',
'check_reshape_kwargs',
'check_shape',
'coo_matrix',
'coo_matvec',
'coo_tocsr',
'coo_todense',
'downcast_intp_index',
'getdata',
'getdtype',
'isshape',
'isspmatrix_coo',
'operator',
'spmatrix',
'to_native',
'upcast',
'upcast_char',
'warn',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="coo",
private_modules=["_coo"], all=__all__,
attribute=name)

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@ -0,0 +1,25 @@
# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'csc_matrix',
'csc_tocsr',
'expandptr',
'isspmatrix_csc',
'spmatrix',
'upcast',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="csc",
private_modules=["_csc"], all=__all__,
attribute=name)

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@ -0,0 +1,210 @@
r"""
Compressed sparse graph routines (:mod:`scipy.sparse.csgraph`)
==============================================================
.. currentmodule:: scipy.sparse.csgraph
Fast graph algorithms based on sparse matrix representations.
Contents
--------
.. autosummary::
:toctree: generated/
connected_components -- determine connected components of a graph
laplacian -- compute the laplacian of a graph
shortest_path -- compute the shortest path between points on a positive graph
dijkstra -- use Dijkstra's algorithm for shortest path
floyd_warshall -- use the Floyd-Warshall algorithm for shortest path
bellman_ford -- use the Bellman-Ford algorithm for shortest path
johnson -- use Johnson's algorithm for shortest path
yen -- use Yen's algorithm for K-shortest paths between to nodes.
breadth_first_order -- compute a breadth-first order of nodes
depth_first_order -- compute a depth-first order of nodes
breadth_first_tree -- construct the breadth-first tree from a given node
depth_first_tree -- construct a depth-first tree from a given node
minimum_spanning_tree -- construct the minimum spanning tree of a graph
reverse_cuthill_mckee -- compute permutation for reverse Cuthill-McKee ordering
maximum_flow -- solve the maximum flow problem for a graph
maximum_bipartite_matching -- compute a maximum matching of a bipartite graph
min_weight_full_bipartite_matching - compute a minimum weight full matching of a bipartite graph
structural_rank -- compute the structural rank of a graph
NegativeCycleError
.. autosummary::
:toctree: generated/
construct_dist_matrix
csgraph_from_dense
csgraph_from_masked
csgraph_masked_from_dense
csgraph_to_dense
csgraph_to_masked
reconstruct_path
Graph Representations
---------------------
This module uses graphs which are stored in a matrix format. A
graph with N nodes can be represented by an (N x N) adjacency matrix G.
If there is a connection from node i to node j, then G[i, j] = w, where
w is the weight of the connection. For nodes i and j which are
not connected, the value depends on the representation:
- for dense array representations, non-edges are represented by
G[i, j] = 0, infinity, or NaN.
- for dense masked representations (of type np.ma.MaskedArray), non-edges
are represented by masked values. This can be useful when graphs with
zero-weight edges are desired.
- for sparse array representations, non-edges are represented by
non-entries in the matrix. This sort of sparse representation also
allows for edges with zero weights.
As a concrete example, imagine that you would like to represent the following
undirected graph::
G
(0)
/ \
1 2
/ \
(2) (1)
This graph has three nodes, where node 0 and 1 are connected by an edge of
weight 2, and nodes 0 and 2 are connected by an edge of weight 1.
We can construct the dense, masked, and sparse representations as follows,
keeping in mind that an undirected graph is represented by a symmetric matrix::
>>> import numpy as np
>>> G_dense = np.array([[0, 2, 1],
... [2, 0, 0],
... [1, 0, 0]])
>>> G_masked = np.ma.masked_values(G_dense, 0)
>>> from scipy.sparse import csr_matrix
>>> G_sparse = csr_matrix(G_dense)
This becomes more difficult when zero edges are significant. For example,
consider the situation when we slightly modify the above graph::
G2
(0)
/ \
0 2
/ \
(2) (1)
This is identical to the previous graph, except nodes 0 and 2 are connected
by an edge of zero weight. In this case, the dense representation above
leads to ambiguities: how can non-edges be represented if zero is a meaningful
value? In this case, either a masked or sparse representation must be used
to eliminate the ambiguity::
>>> import numpy as np
>>> G2_data = np.array([[np.inf, 2, 0 ],
... [2, np.inf, np.inf],
... [0, np.inf, np.inf]])
>>> G2_masked = np.ma.masked_invalid(G2_data)
>>> from scipy.sparse.csgraph import csgraph_from_dense
>>> # G2_sparse = csr_matrix(G2_data) would give the wrong result
>>> G2_sparse = csgraph_from_dense(G2_data, null_value=np.inf)
>>> G2_sparse.data
array([ 2., 0., 2., 0.])
Here we have used a utility routine from the csgraph submodule in order to
convert the dense representation to a sparse representation which can be
understood by the algorithms in submodule. By viewing the data array, we
can see that the zero values are explicitly encoded in the graph.
Directed vs. undirected
^^^^^^^^^^^^^^^^^^^^^^^
Matrices may represent either directed or undirected graphs. This is
specified throughout the csgraph module by a boolean keyword. Graphs are
assumed to be directed by default. In a directed graph, traversal from node
i to node j can be accomplished over the edge G[i, j], but not the edge
G[j, i]. Consider the following dense graph::
>>> import numpy as np
>>> G_dense = np.array([[0, 1, 0],
... [2, 0, 3],
... [0, 4, 0]])
When ``directed=True`` we get the graph::
---1--> ---3-->
(0) (1) (2)
<--2--- <--4---
In a non-directed graph, traversal from node i to node j can be
accomplished over either G[i, j] or G[j, i]. If both edges are not null,
and the two have unequal weights, then the smaller of the two is used.
So for the same graph, when ``directed=False`` we get the graph::
(0)--1--(1)--3--(2)
Note that a symmetric matrix will represent an undirected graph, regardless
of whether the 'directed' keyword is set to True or False. In this case,
using ``directed=True`` generally leads to more efficient computation.
The routines in this module accept as input either scipy.sparse representations
(csr, csc, or lil format), masked representations, or dense representations
with non-edges indicated by zeros, infinities, and NaN entries.
""" # noqa: E501
__docformat__ = "restructuredtext en"
__all__ = ['connected_components',
'laplacian',
'shortest_path',
'floyd_warshall',
'dijkstra',
'bellman_ford',
'johnson',
'yen',
'breadth_first_order',
'depth_first_order',
'breadth_first_tree',
'depth_first_tree',
'minimum_spanning_tree',
'reverse_cuthill_mckee',
'maximum_flow',
'maximum_bipartite_matching',
'min_weight_full_bipartite_matching',
'structural_rank',
'construct_dist_matrix',
'reconstruct_path',
'csgraph_masked_from_dense',
'csgraph_from_dense',
'csgraph_from_masked',
'csgraph_to_dense',
'csgraph_to_masked',
'NegativeCycleError']
from ._laplacian import laplacian
from ._shortest_path import (
shortest_path, floyd_warshall, dijkstra, bellman_ford, johnson, yen,
NegativeCycleError
)
from ._traversal import (
breadth_first_order, depth_first_order, breadth_first_tree,
depth_first_tree, connected_components
)
from ._min_spanning_tree import minimum_spanning_tree
from ._flow import maximum_flow
from ._matching import (
maximum_bipartite_matching, min_weight_full_bipartite_matching
)
from ._reordering import reverse_cuthill_mckee, structural_rank
from ._tools import (
construct_dist_matrix, reconstruct_path, csgraph_from_dense,
csgraph_to_dense, csgraph_masked_from_dense, csgraph_from_masked,
csgraph_to_masked
)
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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@ -0,0 +1,562 @@
"""
Laplacian of a compressed-sparse graph
"""
import numpy as np
from scipy.sparse import issparse
from scipy.sparse.linalg import LinearOperator
from scipy.sparse._sputils import convert_pydata_sparse_to_scipy, is_pydata_spmatrix
###############################################################################
# Graph laplacian
def laplacian(
csgraph,
normed=False,
return_diag=False,
use_out_degree=False,
*,
copy=True,
form="array",
dtype=None,
symmetrized=False,
):
"""
Return the Laplacian of a directed graph.
Parameters
----------
csgraph : array_like or sparse matrix, 2 dimensions
compressed-sparse graph, with shape (N, N).
normed : bool, optional
If True, then compute symmetrically normalized Laplacian.
Default: False.
return_diag : bool, optional
If True, then also return an array related to vertex degrees.
Default: False.
use_out_degree : bool, optional
If True, then use out-degree instead of in-degree.
This distinction matters only if the graph is asymmetric.
Default: False.
copy: bool, optional
If False, then change `csgraph` in place if possible,
avoiding doubling the memory use.
Default: True, for backward compatibility.
form: 'array', or 'function', or 'lo'
Determines the format of the output Laplacian:
* 'array' is a numpy array;
* 'function' is a pointer to evaluating the Laplacian-vector
or Laplacian-matrix product;
* 'lo' results in the format of the `LinearOperator`.
Choosing 'function' or 'lo' always avoids doubling
the memory use, ignoring `copy` value.
Default: 'array', for backward compatibility.
dtype: None or one of numeric numpy dtypes, optional
The dtype of the output. If ``dtype=None``, the dtype of the
output matches the dtype of the input csgraph, except for
the case ``normed=True`` and integer-like csgraph, where
the output dtype is 'float' allowing accurate normalization,
but dramatically increasing the memory use.
Default: None, for backward compatibility.
symmetrized: bool, optional
If True, then the output Laplacian is symmetric/Hermitian.
The symmetrization is done by ``csgraph + csgraph.T.conj``
without dividing by 2 to preserve integer dtypes if possible
prior to the construction of the Laplacian.
The symmetrization will increase the memory footprint of
sparse matrices unless the sparsity pattern is symmetric or
`form` is 'function' or 'lo'.
Default: False, for backward compatibility.
Returns
-------
lap : ndarray, or sparse matrix, or `LinearOperator`
The N x N Laplacian of csgraph. It will be a NumPy array (dense)
if the input was dense, or a sparse matrix otherwise, or
the format of a function or `LinearOperator` if
`form` equals 'function' or 'lo', respectively.
diag : ndarray, optional
The length-N main diagonal of the Laplacian matrix.
For the normalized Laplacian, this is the array of square roots
of vertex degrees or 1 if the degree is zero.
Notes
-----
The Laplacian matrix of a graph is sometimes referred to as the
"Kirchhoff matrix" or just the "Laplacian", and is useful in many
parts of spectral graph theory.
In particular, the eigen-decomposition of the Laplacian can give
insight into many properties of the graph, e.g.,
is commonly used for spectral data embedding and clustering.
The constructed Laplacian doubles the memory use if ``copy=True`` and
``form="array"`` which is the default.
Choosing ``copy=False`` has no effect unless ``form="array"``
or the matrix is sparse in the ``coo`` format, or dense array, except
for the integer input with ``normed=True`` that forces the float output.
Sparse input is reformatted into ``coo`` if ``form="array"``,
which is the default.
If the input adjacency matrix is not symmetric, the Laplacian is
also non-symmetric unless ``symmetrized=True`` is used.
Diagonal entries of the input adjacency matrix are ignored and
replaced with zeros for the purpose of normalization where ``normed=True``.
The normalization uses the inverse square roots of row-sums of the input
adjacency matrix, and thus may fail if the row-sums contain
negative or complex with a non-zero imaginary part values.
The normalization is symmetric, making the normalized Laplacian also
symmetric if the input csgraph was symmetric.
References
----------
.. [1] Laplacian matrix. https://en.wikipedia.org/wiki/Laplacian_matrix
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csgraph
Our first illustration is the symmetric graph
>>> G = np.arange(4) * np.arange(4)[:, np.newaxis]
>>> G
array([[0, 0, 0, 0],
[0, 1, 2, 3],
[0, 2, 4, 6],
[0, 3, 6, 9]])
and its symmetric Laplacian matrix
>>> csgraph.laplacian(G)
array([[ 0, 0, 0, 0],
[ 0, 5, -2, -3],
[ 0, -2, 8, -6],
[ 0, -3, -6, 9]])
The non-symmetric graph
>>> G = np.arange(9).reshape(3, 3)
>>> G
array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])
has different row- and column sums, resulting in two varieties
of the Laplacian matrix, using an in-degree, which is the default
>>> L_in_degree = csgraph.laplacian(G)
>>> L_in_degree
array([[ 9, -1, -2],
[-3, 8, -5],
[-6, -7, 7]])
or alternatively an out-degree
>>> L_out_degree = csgraph.laplacian(G, use_out_degree=True)
>>> L_out_degree
array([[ 3, -1, -2],
[-3, 8, -5],
[-6, -7, 13]])
Constructing a symmetric Laplacian matrix, one can add the two as
>>> L_in_degree + L_out_degree.T
array([[ 12, -4, -8],
[ -4, 16, -12],
[ -8, -12, 20]])
or use the ``symmetrized=True`` option
>>> csgraph.laplacian(G, symmetrized=True)
array([[ 12, -4, -8],
[ -4, 16, -12],
[ -8, -12, 20]])
that is equivalent to symmetrizing the original graph
>>> csgraph.laplacian(G + G.T)
array([[ 12, -4, -8],
[ -4, 16, -12],
[ -8, -12, 20]])
The goal of normalization is to make the non-zero diagonal entries
of the Laplacian matrix to be all unit, also scaling off-diagonal
entries correspondingly. The normalization can be done manually, e.g.,
>>> G = np.array([[0, 1, 1], [1, 0, 1], [1, 1, 0]])
>>> L, d = csgraph.laplacian(G, return_diag=True)
>>> L
array([[ 2, -1, -1],
[-1, 2, -1],
[-1, -1, 2]])
>>> d
array([2, 2, 2])
>>> scaling = np.sqrt(d)
>>> scaling
array([1.41421356, 1.41421356, 1.41421356])
>>> (1/scaling)*L*(1/scaling)
array([[ 1. , -0.5, -0.5],
[-0.5, 1. , -0.5],
[-0.5, -0.5, 1. ]])
Or using ``normed=True`` option
>>> L, d = csgraph.laplacian(G, return_diag=True, normed=True)
>>> L
array([[ 1. , -0.5, -0.5],
[-0.5, 1. , -0.5],
[-0.5, -0.5, 1. ]])
which now instead of the diagonal returns the scaling coefficients
>>> d
array([1.41421356, 1.41421356, 1.41421356])
Zero scaling coefficients are substituted with 1s, where scaling
has thus no effect, e.g.,
>>> G = np.array([[0, 0, 0], [0, 0, 1], [0, 1, 0]])
>>> G
array([[0, 0, 0],
[0, 0, 1],
[0, 1, 0]])
>>> L, d = csgraph.laplacian(G, return_diag=True, normed=True)
>>> L
array([[ 0., -0., -0.],
[-0., 1., -1.],
[-0., -1., 1.]])
>>> d
array([1., 1., 1.])
Only the symmetric normalization is implemented, resulting
in a symmetric Laplacian matrix if and only if its graph is symmetric
and has all non-negative degrees, like in the examples above.
The output Laplacian matrix is by default a dense array or a sparse matrix
inferring its shape, format, and dtype from the input graph matrix:
>>> G = np.array([[0, 1, 1], [1, 0, 1], [1, 1, 0]]).astype(np.float32)
>>> G
array([[0., 1., 1.],
[1., 0., 1.],
[1., 1., 0.]], dtype=float32)
>>> csgraph.laplacian(G)
array([[ 2., -1., -1.],
[-1., 2., -1.],
[-1., -1., 2.]], dtype=float32)
but can alternatively be generated matrix-free as a LinearOperator:
>>> L = csgraph.laplacian(G, form="lo")
>>> L
<3x3 _CustomLinearOperator with dtype=float32>
>>> L(np.eye(3))
array([[ 2., -1., -1.],
[-1., 2., -1.],
[-1., -1., 2.]])
or as a lambda-function:
>>> L = csgraph.laplacian(G, form="function")
>>> L
<function _laplace.<locals>.<lambda> at 0x0000012AE6F5A598>
>>> L(np.eye(3))
array([[ 2., -1., -1.],
[-1., 2., -1.],
[-1., -1., 2.]])
The Laplacian matrix is used for
spectral data clustering and embedding
as well as for spectral graph partitioning.
Our final example illustrates the latter
for a noisy directed linear graph.
>>> from scipy.sparse import diags, random
>>> from scipy.sparse.linalg import lobpcg
Create a directed linear graph with ``N=35`` vertices
using a sparse adjacency matrix ``G``:
>>> N = 35
>>> G = diags(np.ones(N-1), 1, format="csr")
Fix a random seed ``rng`` and add a random sparse noise to the graph ``G``:
>>> rng = np.random.default_rng()
>>> G += 1e-2 * random(N, N, density=0.1, random_state=rng)
Set initial approximations for eigenvectors:
>>> X = rng.random((N, 2))
The constant vector of ones is always a trivial eigenvector
of the non-normalized Laplacian to be filtered out:
>>> Y = np.ones((N, 1))
Alternating (1) the sign of the graph weights allows determining
labels for spectral max- and min- cuts in a single loop.
Since the graph is undirected, the option ``symmetrized=True``
must be used in the construction of the Laplacian.
The option ``normed=True`` cannot be used in (2) for the negative weights
here as the symmetric normalization evaluates square roots.
The option ``form="lo"`` in (2) is matrix-free, i.e., guarantees
a fixed memory footprint and read-only access to the graph.
Calling the eigenvalue solver ``lobpcg`` (3) computes the Fiedler vector
that determines the labels as the signs of its components in (5).
Since the sign in an eigenvector is not deterministic and can flip,
we fix the sign of the first component to be always +1 in (4).
>>> for cut in ["max", "min"]:
... G = -G # 1.
... L = csgraph.laplacian(G, symmetrized=True, form="lo") # 2.
... _, eves = lobpcg(L, X, Y=Y, largest=False, tol=1e-2) # 3.
... eves *= np.sign(eves[0, 0]) # 4.
... print(cut + "-cut labels:\\n", 1 * (eves[:, 0]>0)) # 5.
max-cut labels:
[1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1 0 1]
min-cut labels:
[1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0]
As anticipated for a (slightly noisy) linear graph,
the max-cut strips all the edges of the graph coloring all
odd vertices into one color and all even vertices into another one,
while the balanced min-cut partitions the graph
in the middle by deleting a single edge.
Both determined partitions are optimal.
"""
is_pydata_sparse = is_pydata_spmatrix(csgraph)
if is_pydata_sparse:
pydata_sparse_cls = csgraph.__class__
csgraph = convert_pydata_sparse_to_scipy(csgraph)
if csgraph.ndim != 2 or csgraph.shape[0] != csgraph.shape[1]:
raise ValueError('csgraph must be a square matrix or array')
if normed and (
np.issubdtype(csgraph.dtype, np.signedinteger)
or np.issubdtype(csgraph.dtype, np.uint)
):
csgraph = csgraph.astype(np.float64)
if form == "array":
create_lap = (
_laplacian_sparse if issparse(csgraph) else _laplacian_dense
)
else:
create_lap = (
_laplacian_sparse_flo
if issparse(csgraph)
else _laplacian_dense_flo
)
degree_axis = 1 if use_out_degree else 0
lap, d = create_lap(
csgraph,
normed=normed,
axis=degree_axis,
copy=copy,
form=form,
dtype=dtype,
symmetrized=symmetrized,
)
if is_pydata_sparse:
lap = pydata_sparse_cls.from_scipy_sparse(lap)
if return_diag:
return lap, d
return lap
def _setdiag_dense(m, d):
step = len(d) + 1
m.flat[::step] = d
def _laplace(m, d):
return lambda v: v * d[:, np.newaxis] - m @ v
def _laplace_normed(m, d, nd):
laplace = _laplace(m, d)
return lambda v: nd[:, np.newaxis] * laplace(v * nd[:, np.newaxis])
def _laplace_sym(m, d):
return (
lambda v: v * d[:, np.newaxis]
- m @ v
- np.transpose(np.conjugate(np.transpose(np.conjugate(v)) @ m))
)
def _laplace_normed_sym(m, d, nd):
laplace_sym = _laplace_sym(m, d)
return lambda v: nd[:, np.newaxis] * laplace_sym(v * nd[:, np.newaxis])
def _linearoperator(mv, shape, dtype):
return LinearOperator(matvec=mv, matmat=mv, shape=shape, dtype=dtype)
def _laplacian_sparse_flo(graph, normed, axis, copy, form, dtype, symmetrized):
# The keyword argument `copy` is unused and has no effect here.
del copy
if dtype is None:
dtype = graph.dtype
graph_sum = np.asarray(graph.sum(axis=axis)).ravel()
graph_diagonal = graph.diagonal()
diag = graph_sum - graph_diagonal
if symmetrized:
graph_sum += np.asarray(graph.sum(axis=1 - axis)).ravel()
diag = graph_sum - graph_diagonal - graph_diagonal
if normed:
isolated_node_mask = diag == 0
w = np.where(isolated_node_mask, 1, np.sqrt(diag))
if symmetrized:
md = _laplace_normed_sym(graph, graph_sum, 1.0 / w)
else:
md = _laplace_normed(graph, graph_sum, 1.0 / w)
if form == "function":
return md, w.astype(dtype, copy=False)
elif form == "lo":
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
return m, w.astype(dtype, copy=False)
else:
raise ValueError(f"Invalid form: {form!r}")
else:
if symmetrized:
md = _laplace_sym(graph, graph_sum)
else:
md = _laplace(graph, graph_sum)
if form == "function":
return md, diag.astype(dtype, copy=False)
elif form == "lo":
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
return m, diag.astype(dtype, copy=False)
else:
raise ValueError(f"Invalid form: {form!r}")
def _laplacian_sparse(graph, normed, axis, copy, form, dtype, symmetrized):
# The keyword argument `form` is unused and has no effect here.
del form
if dtype is None:
dtype = graph.dtype
needs_copy = False
if graph.format in ('lil', 'dok'):
m = graph.tocoo()
else:
m = graph
if copy:
needs_copy = True
if symmetrized:
m += m.T.conj()
w = np.asarray(m.sum(axis=axis)).ravel() - m.diagonal()
if normed:
m = m.tocoo(copy=needs_copy)
isolated_node_mask = (w == 0)
w = np.where(isolated_node_mask, 1, np.sqrt(w))
m.data /= w[m.row]
m.data /= w[m.col]
m.data *= -1
m.setdiag(1 - isolated_node_mask)
else:
if m.format == 'dia':
m = m.copy()
else:
m = m.tocoo(copy=needs_copy)
m.data *= -1
m.setdiag(w)
return m.astype(dtype, copy=False), w.astype(dtype)
def _laplacian_dense_flo(graph, normed, axis, copy, form, dtype, symmetrized):
if copy:
m = np.array(graph)
else:
m = np.asarray(graph)
if dtype is None:
dtype = m.dtype
graph_sum = m.sum(axis=axis)
graph_diagonal = m.diagonal()
diag = graph_sum - graph_diagonal
if symmetrized:
graph_sum += m.sum(axis=1 - axis)
diag = graph_sum - graph_diagonal - graph_diagonal
if normed:
isolated_node_mask = diag == 0
w = np.where(isolated_node_mask, 1, np.sqrt(diag))
if symmetrized:
md = _laplace_normed_sym(m, graph_sum, 1.0 / w)
else:
md = _laplace_normed(m, graph_sum, 1.0 / w)
if form == "function":
return md, w.astype(dtype, copy=False)
elif form == "lo":
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
return m, w.astype(dtype, copy=False)
else:
raise ValueError(f"Invalid form: {form!r}")
else:
if symmetrized:
md = _laplace_sym(m, graph_sum)
else:
md = _laplace(m, graph_sum)
if form == "function":
return md, diag.astype(dtype, copy=False)
elif form == "lo":
m = _linearoperator(md, shape=graph.shape, dtype=dtype)
return m, diag.astype(dtype, copy=False)
else:
raise ValueError(f"Invalid form: {form!r}")
def _laplacian_dense(graph, normed, axis, copy, form, dtype, symmetrized):
if form != "array":
raise ValueError(f'{form!r} must be "array"')
if dtype is None:
dtype = graph.dtype
if copy:
m = np.array(graph)
else:
m = np.asarray(graph)
if dtype is None:
dtype = m.dtype
if symmetrized:
m += m.T.conj()
np.fill_diagonal(m, 0)
w = m.sum(axis=axis)
if normed:
isolated_node_mask = (w == 0)
w = np.where(isolated_node_mask, 1, np.sqrt(w))
m /= w
m /= w[:, np.newaxis]
m *= -1
_setdiag_dense(m, 1 - isolated_node_mask)
else:
m *= -1
_setdiag_dense(m, w)
return m.astype(dtype, copy=False), w.astype(dtype, copy=False)

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import numpy as np
from scipy.sparse import csr_matrix, issparse
from scipy.sparse._sputils import convert_pydata_sparse_to_scipy
from scipy.sparse.csgraph._tools import (
csgraph_to_dense, csgraph_from_dense,
csgraph_masked_from_dense, csgraph_from_masked
)
DTYPE = np.float64
def validate_graph(csgraph, directed, dtype=DTYPE,
csr_output=True, dense_output=True,
copy_if_dense=False, copy_if_sparse=False,
null_value_in=0, null_value_out=np.inf,
infinity_null=True, nan_null=True):
"""Routine for validation and conversion of csgraph inputs"""
if not (csr_output or dense_output):
raise ValueError("Internal: dense or csr output must be true")
csgraph = convert_pydata_sparse_to_scipy(csgraph)
# if undirected and csc storage, then transposing in-place
# is quicker than later converting to csr.
if (not directed) and issparse(csgraph) and csgraph.format == "csc":
csgraph = csgraph.T
if issparse(csgraph):
if csr_output:
csgraph = csr_matrix(csgraph, dtype=DTYPE, copy=copy_if_sparse)
else:
csgraph = csgraph_to_dense(csgraph, null_value=null_value_out)
elif np.ma.isMaskedArray(csgraph):
if dense_output:
mask = csgraph.mask
csgraph = np.array(csgraph.data, dtype=DTYPE, copy=copy_if_dense)
csgraph[mask] = null_value_out
else:
csgraph = csgraph_from_masked(csgraph)
else:
if dense_output:
csgraph = csgraph_masked_from_dense(csgraph,
copy=copy_if_dense,
null_value=null_value_in,
nan_null=nan_null,
infinity_null=infinity_null)
mask = csgraph.mask
csgraph = np.asarray(csgraph.data, dtype=DTYPE)
csgraph[mask] = null_value_out
else:
csgraph = csgraph_from_dense(csgraph, null_value=null_value_in,
infinity_null=infinity_null,
nan_null=nan_null)
if csgraph.ndim != 2:
raise ValueError("compressed-sparse graph must be 2-D")
if csgraph.shape[0] != csgraph.shape[1]:
raise ValueError("compressed-sparse graph must be shape (N, N)")
return csgraph

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import numpy as np
from numpy.testing import assert_equal, assert_array_almost_equal
from scipy.sparse import csgraph, csr_array
def test_weak_connections():
Xde = np.array([[0, 1, 0],
[0, 0, 0],
[0, 0, 0]])
Xsp = csgraph.csgraph_from_dense(Xde, null_value=0)
for X in Xsp, Xde:
n_components, labels =\
csgraph.connected_components(X, directed=True,
connection='weak')
assert_equal(n_components, 2)
assert_array_almost_equal(labels, [0, 0, 1])
def test_strong_connections():
X1de = np.array([[0, 1, 0],
[0, 0, 0],
[0, 0, 0]])
X2de = X1de + X1de.T
X1sp = csgraph.csgraph_from_dense(X1de, null_value=0)
X2sp = csgraph.csgraph_from_dense(X2de, null_value=0)
for X in X1sp, X1de:
n_components, labels =\
csgraph.connected_components(X, directed=True,
connection='strong')
assert_equal(n_components, 3)
labels.sort()
assert_array_almost_equal(labels, [0, 1, 2])
for X in X2sp, X2de:
n_components, labels =\
csgraph.connected_components(X, directed=True,
connection='strong')
assert_equal(n_components, 2)
labels.sort()
assert_array_almost_equal(labels, [0, 0, 1])
def test_strong_connections2():
X = np.array([[0, 0, 0, 0, 0, 0],
[1, 0, 1, 0, 0, 0],
[0, 0, 0, 1, 0, 0],
[0, 0, 1, 0, 1, 0],
[0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 1, 0]])
n_components, labels =\
csgraph.connected_components(X, directed=True,
connection='strong')
assert_equal(n_components, 5)
labels.sort()
assert_array_almost_equal(labels, [0, 1, 2, 2, 3, 4])
def test_weak_connections2():
X = np.array([[0, 0, 0, 0, 0, 0],
[1, 0, 0, 0, 0, 0],
[0, 0, 0, 1, 0, 0],
[0, 0, 1, 0, 1, 0],
[0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 1, 0]])
n_components, labels =\
csgraph.connected_components(X, directed=True,
connection='weak')
assert_equal(n_components, 2)
labels.sort()
assert_array_almost_equal(labels, [0, 0, 1, 1, 1, 1])
def test_ticket1876():
# Regression test: this failed in the original implementation
# There should be two strongly-connected components; previously gave one
g = np.array([[0, 1, 1, 0],
[1, 0, 0, 1],
[0, 0, 0, 1],
[0, 0, 1, 0]])
n_components, labels = csgraph.connected_components(g, connection='strong')
assert_equal(n_components, 2)
assert_equal(labels[0], labels[1])
assert_equal(labels[2], labels[3])
def test_fully_connected_graph():
# Fully connected dense matrices raised an exception.
# https://github.com/scipy/scipy/issues/3818
g = np.ones((4, 4))
n_components, labels = csgraph.connected_components(g)
assert_equal(n_components, 1)
def test_int64_indices_undirected():
# See https://github.com/scipy/scipy/issues/18716
g = csr_array(([1], np.array([[0], [1]], dtype=np.int64)), shape=(2, 2))
assert g.indices.dtype == np.int64
n, labels = csgraph.connected_components(g, directed=False)
assert n == 1
assert_array_almost_equal(labels, [0, 0])
def test_int64_indices_directed():
# See https://github.com/scipy/scipy/issues/18716
g = csr_array(([1], np.array([[0], [1]], dtype=np.int64)), shape=(2, 2))
assert g.indices.dtype == np.int64
n, labels = csgraph.connected_components(g, directed=True,
connection='strong')
assert n == 2
assert_array_almost_equal(labels, [1, 0])

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import numpy as np
from numpy.testing import assert_array_almost_equal
from scipy.sparse import csr_matrix
from scipy.sparse.csgraph import csgraph_from_dense, csgraph_to_dense
def test_csgraph_from_dense():
np.random.seed(1234)
G = np.random.random((10, 10))
some_nulls = (G < 0.4)
all_nulls = (G < 0.8)
for null_value in [0, np.nan, np.inf]:
G[all_nulls] = null_value
with np.errstate(invalid="ignore"):
G_csr = csgraph_from_dense(G, null_value=0)
G[all_nulls] = 0
assert_array_almost_equal(G, G_csr.toarray())
for null_value in [np.nan, np.inf]:
G[all_nulls] = 0
G[some_nulls] = null_value
with np.errstate(invalid="ignore"):
G_csr = csgraph_from_dense(G, null_value=0)
G[all_nulls] = 0
assert_array_almost_equal(G, G_csr.toarray())
def test_csgraph_to_dense():
np.random.seed(1234)
G = np.random.random((10, 10))
nulls = (G < 0.8)
G[nulls] = np.inf
G_csr = csgraph_from_dense(G)
for null_value in [0, 10, -np.inf, np.inf]:
G[nulls] = null_value
assert_array_almost_equal(G, csgraph_to_dense(G_csr, null_value))
def test_multiple_edges():
# create a random square matrix with an even number of elements
np.random.seed(1234)
X = np.random.random((10, 10))
Xcsr = csr_matrix(X)
# now double-up every other column
Xcsr.indices[::2] = Xcsr.indices[1::2]
# normal sparse toarray() will sum the duplicated edges
Xdense = Xcsr.toarray()
assert_array_almost_equal(Xdense[:, 1::2],
X[:, ::2] + X[:, 1::2])
# csgraph_to_dense chooses the minimum of each duplicated edge
Xdense = csgraph_to_dense(Xcsr)
assert_array_almost_equal(Xdense[:, 1::2],
np.minimum(X[:, ::2], X[:, 1::2]))

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import numpy as np
from numpy.testing import assert_array_equal
import pytest
from scipy.sparse import csr_matrix, csc_matrix
from scipy.sparse.csgraph import maximum_flow
from scipy.sparse.csgraph._flow import (
_add_reverse_edges, _make_edge_pointers, _make_tails
)
methods = ['edmonds_karp', 'dinic']
def test_raises_on_dense_input():
with pytest.raises(TypeError):
graph = np.array([[0, 1], [0, 0]])
maximum_flow(graph, 0, 1)
maximum_flow(graph, 0, 1, method='edmonds_karp')
def test_raises_on_csc_input():
with pytest.raises(TypeError):
graph = csc_matrix([[0, 1], [0, 0]])
maximum_flow(graph, 0, 1)
maximum_flow(graph, 0, 1, method='edmonds_karp')
def test_raises_on_floating_point_input():
with pytest.raises(ValueError):
graph = csr_matrix([[0, 1.5], [0, 0]], dtype=np.float64)
maximum_flow(graph, 0, 1)
maximum_flow(graph, 0, 1, method='edmonds_karp')
def test_raises_on_non_square_input():
with pytest.raises(ValueError):
graph = csr_matrix([[0, 1, 2], [2, 1, 0]])
maximum_flow(graph, 0, 1)
def test_raises_when_source_is_sink():
with pytest.raises(ValueError):
graph = csr_matrix([[0, 1], [0, 0]])
maximum_flow(graph, 0, 0)
maximum_flow(graph, 0, 0, method='edmonds_karp')
@pytest.mark.parametrize('method', methods)
@pytest.mark.parametrize('source', [-1, 2, 3])
def test_raises_when_source_is_out_of_bounds(source, method):
with pytest.raises(ValueError):
graph = csr_matrix([[0, 1], [0, 0]])
maximum_flow(graph, source, 1, method=method)
@pytest.mark.parametrize('method', methods)
@pytest.mark.parametrize('sink', [-1, 2, 3])
def test_raises_when_sink_is_out_of_bounds(sink, method):
with pytest.raises(ValueError):
graph = csr_matrix([[0, 1], [0, 0]])
maximum_flow(graph, 0, sink, method=method)
@pytest.mark.parametrize('method', methods)
def test_simple_graph(method):
# This graph looks as follows:
# (0) --5--> (1)
graph = csr_matrix([[0, 5], [0, 0]])
res = maximum_flow(graph, 0, 1, method=method)
assert res.flow_value == 5
expected_flow = np.array([[0, 5], [-5, 0]])
assert_array_equal(res.flow.toarray(), expected_flow)
@pytest.mark.parametrize('method', methods)
def test_bottle_neck_graph(method):
# This graph cannot use the full capacity between 0 and 1:
# (0) --5--> (1) --3--> (2)
graph = csr_matrix([[0, 5, 0], [0, 0, 3], [0, 0, 0]])
res = maximum_flow(graph, 0, 2, method=method)
assert res.flow_value == 3
expected_flow = np.array([[0, 3, 0], [-3, 0, 3], [0, -3, 0]])
assert_array_equal(res.flow.toarray(), expected_flow)
@pytest.mark.parametrize('method', methods)
def test_backwards_flow(method):
# This example causes backwards flow between vertices 3 and 4,
# and so this test ensures that we handle that accordingly. See
# https://stackoverflow.com/q/38843963/5085211
# for more information.
graph = csr_matrix([[0, 10, 0, 0, 10, 0, 0, 0],
[0, 0, 10, 0, 0, 0, 0, 0],
[0, 0, 0, 10, 0, 0, 0, 0],
[0, 0, 0, 0, 0, 0, 0, 10],
[0, 0, 0, 10, 0, 10, 0, 0],
[0, 0, 0, 0, 0, 0, 10, 0],
[0, 0, 0, 0, 0, 0, 0, 10],
[0, 0, 0, 0, 0, 0, 0, 0]])
res = maximum_flow(graph, 0, 7, method=method)
assert res.flow_value == 20
expected_flow = np.array([[0, 10, 0, 0, 10, 0, 0, 0],
[-10, 0, 10, 0, 0, 0, 0, 0],
[0, -10, 0, 10, 0, 0, 0, 0],
[0, 0, -10, 0, 0, 0, 0, 10],
[-10, 0, 0, 0, 0, 10, 0, 0],
[0, 0, 0, 0, -10, 0, 10, 0],
[0, 0, 0, 0, 0, -10, 0, 10],
[0, 0, 0, -10, 0, 0, -10, 0]])
assert_array_equal(res.flow.toarray(), expected_flow)
@pytest.mark.parametrize('method', methods)
def test_example_from_clrs_chapter_26_1(method):
# See page 659 in CLRS second edition, but note that the maximum flow
# we find is slightly different than the one in CLRS; we push a flow of
# 12 to v_1 instead of v_2.
graph = csr_matrix([[0, 16, 13, 0, 0, 0],
[0, 0, 10, 12, 0, 0],
[0, 4, 0, 0, 14, 0],
[0, 0, 9, 0, 0, 20],
[0, 0, 0, 7, 0, 4],
[0, 0, 0, 0, 0, 0]])
res = maximum_flow(graph, 0, 5, method=method)
assert res.flow_value == 23
expected_flow = np.array([[0, 12, 11, 0, 0, 0],
[-12, 0, 0, 12, 0, 0],
[-11, 0, 0, 0, 11, 0],
[0, -12, 0, 0, -7, 19],
[0, 0, -11, 7, 0, 4],
[0, 0, 0, -19, -4, 0]])
assert_array_equal(res.flow.toarray(), expected_flow)
@pytest.mark.parametrize('method', methods)
def test_disconnected_graph(method):
# This tests the following disconnected graph:
# (0) --5--> (1) (2) --3--> (3)
graph = csr_matrix([[0, 5, 0, 0],
[0, 0, 0, 0],
[0, 0, 9, 3],
[0, 0, 0, 0]])
res = maximum_flow(graph, 0, 3, method=method)
assert res.flow_value == 0
expected_flow = np.zeros((4, 4), dtype=np.int32)
assert_array_equal(res.flow.toarray(), expected_flow)
@pytest.mark.parametrize('method', methods)
def test_add_reverse_edges_large_graph(method):
# Regression test for https://github.com/scipy/scipy/issues/14385
n = 100_000
indices = np.arange(1, n)
indptr = np.array(list(range(n)) + [n - 1])
data = np.ones(n - 1, dtype=np.int32)
graph = csr_matrix((data, indices, indptr), shape=(n, n))
res = maximum_flow(graph, 0, n - 1, method=method)
assert res.flow_value == 1
expected_flow = graph - graph.transpose()
assert_array_equal(res.flow.data, expected_flow.data)
assert_array_equal(res.flow.indices, expected_flow.indices)
assert_array_equal(res.flow.indptr, expected_flow.indptr)
@pytest.mark.parametrize("a,b_data_expected", [
([[]], []),
([[0], [0]], []),
([[1, 0, 2], [0, 0, 0], [0, 3, 0]], [1, 2, 0, 0, 3]),
([[9, 8, 7], [4, 5, 6], [0, 0, 0]], [9, 8, 7, 4, 5, 6, 0, 0])])
def test_add_reverse_edges(a, b_data_expected):
"""Test that the reversal of the edges of the input graph works
as expected.
"""
a = csr_matrix(a, dtype=np.int32, shape=(len(a), len(a)))
b = _add_reverse_edges(a)
assert_array_equal(b.data, b_data_expected)
@pytest.mark.parametrize("a,expected", [
([[]], []),
([[0]], []),
([[1]], [0]),
([[0, 1], [10, 0]], [1, 0]),
([[1, 0, 2], [0, 0, 3], [4, 5, 0]], [0, 3, 4, 1, 2])
])
def test_make_edge_pointers(a, expected):
a = csr_matrix(a, dtype=np.int32)
rev_edge_ptr = _make_edge_pointers(a)
assert_array_equal(rev_edge_ptr, expected)
@pytest.mark.parametrize("a,expected", [
([[]], []),
([[0]], []),
([[1]], [0]),
([[0, 1], [10, 0]], [0, 1]),
([[1, 0, 2], [0, 0, 3], [4, 5, 0]], [0, 0, 1, 2, 2])
])
def test_make_tails(a, expected):
a = csr_matrix(a, dtype=np.int32)
tails = _make_tails(a)
assert_array_equal(tails, expected)

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import pytest
import numpy as np
from numpy.testing import assert_allclose
from pytest import raises as assert_raises
from scipy import sparse
from scipy.sparse import csgraph
from scipy._lib._util import np_long, np_ulong
def check_int_type(mat):
return np.issubdtype(mat.dtype, np.signedinteger) or np.issubdtype(
mat.dtype, np_ulong
)
def test_laplacian_value_error():
for t in int, float, complex:
for m in ([1, 1],
[[[1]]],
[[1, 2, 3], [4, 5, 6]],
[[1, 2], [3, 4], [5, 5]]):
A = np.array(m, dtype=t)
assert_raises(ValueError, csgraph.laplacian, A)
def _explicit_laplacian(x, normed=False):
if sparse.issparse(x):
x = x.toarray()
x = np.asarray(x)
y = -1.0 * x
for j in range(y.shape[0]):
y[j,j] = x[j,j+1:].sum() + x[j,:j].sum()
if normed:
d = np.diag(y).copy()
d[d == 0] = 1.0
y /= d[:,None]**.5
y /= d[None,:]**.5
return y
def _check_symmetric_graph_laplacian(mat, normed, copy=True):
if not hasattr(mat, 'shape'):
mat = eval(mat, dict(np=np, sparse=sparse))
if sparse.issparse(mat):
sp_mat = mat
mat = sp_mat.toarray()
else:
sp_mat = sparse.csr_matrix(mat)
mat_copy = np.copy(mat)
sp_mat_copy = sparse.csr_matrix(sp_mat, copy=True)
n_nodes = mat.shape[0]
explicit_laplacian = _explicit_laplacian(mat, normed=normed)
laplacian = csgraph.laplacian(mat, normed=normed, copy=copy)
sp_laplacian = csgraph.laplacian(sp_mat, normed=normed,
copy=copy)
if copy:
assert_allclose(mat, mat_copy)
_assert_allclose_sparse(sp_mat, sp_mat_copy)
else:
if not (normed and check_int_type(mat)):
assert_allclose(laplacian, mat)
if sp_mat.format == 'coo':
_assert_allclose_sparse(sp_laplacian, sp_mat)
assert_allclose(laplacian, sp_laplacian.toarray())
for tested in [laplacian, sp_laplacian.toarray()]:
if not normed:
assert_allclose(tested.sum(axis=0), np.zeros(n_nodes))
assert_allclose(tested.T, tested)
assert_allclose(tested, explicit_laplacian)
def test_symmetric_graph_laplacian():
symmetric_mats = (
'np.arange(10) * np.arange(10)[:, np.newaxis]',
'np.ones((7, 7))',
'np.eye(19)',
'sparse.diags([1, 1], [-1, 1], shape=(4, 4))',
'sparse.diags([1, 1], [-1, 1], shape=(4, 4)).toarray()',
'sparse.diags([1, 1], [-1, 1], shape=(4, 4)).todense()',
'np.vander(np.arange(4)) + np.vander(np.arange(4)).T'
)
for mat in symmetric_mats:
for normed in True, False:
for copy in True, False:
_check_symmetric_graph_laplacian(mat, normed, copy)
def _assert_allclose_sparse(a, b, **kwargs):
# helper function that can deal with sparse matrices
if sparse.issparse(a):
a = a.toarray()
if sparse.issparse(b):
b = b.toarray()
assert_allclose(a, b, **kwargs)
def _check_laplacian_dtype_none(
A, desired_L, desired_d, normed, use_out_degree, copy, dtype, arr_type
):
mat = arr_type(A, dtype=dtype)
L, d = csgraph.laplacian(
mat,
normed=normed,
return_diag=True,
use_out_degree=use_out_degree,
copy=copy,
dtype=None,
)
if normed and check_int_type(mat):
assert L.dtype == np.float64
assert d.dtype == np.float64
_assert_allclose_sparse(L, desired_L, atol=1e-12)
_assert_allclose_sparse(d, desired_d, atol=1e-12)
else:
assert L.dtype == dtype
assert d.dtype == dtype
desired_L = np.asarray(desired_L).astype(dtype)
desired_d = np.asarray(desired_d).astype(dtype)
_assert_allclose_sparse(L, desired_L, atol=1e-12)
_assert_allclose_sparse(d, desired_d, atol=1e-12)
if not copy:
if not (normed and check_int_type(mat)):
if type(mat) is np.ndarray:
assert_allclose(L, mat)
elif mat.format == "coo":
_assert_allclose_sparse(L, mat)
def _check_laplacian_dtype(
A, desired_L, desired_d, normed, use_out_degree, copy, dtype, arr_type
):
mat = arr_type(A, dtype=dtype)
L, d = csgraph.laplacian(
mat,
normed=normed,
return_diag=True,
use_out_degree=use_out_degree,
copy=copy,
dtype=dtype,
)
assert L.dtype == dtype
assert d.dtype == dtype
desired_L = np.asarray(desired_L).astype(dtype)
desired_d = np.asarray(desired_d).astype(dtype)
_assert_allclose_sparse(L, desired_L, atol=1e-12)
_assert_allclose_sparse(d, desired_d, atol=1e-12)
if not copy:
if not (normed and check_int_type(mat)):
if type(mat) is np.ndarray:
assert_allclose(L, mat)
elif mat.format == 'coo':
_assert_allclose_sparse(L, mat)
INT_DTYPES = {np.intc, np_long, np.longlong}
REAL_DTYPES = {np.float32, np.float64, np.longdouble}
COMPLEX_DTYPES = {np.complex64, np.complex128, np.clongdouble}
# use sorted list to ensure fixed order of tests
DTYPES = sorted(INT_DTYPES ^ REAL_DTYPES ^ COMPLEX_DTYPES, key=str)
@pytest.mark.parametrize("dtype", DTYPES)
@pytest.mark.parametrize("arr_type", [np.array,
sparse.csr_matrix,
sparse.coo_matrix,
sparse.csr_array,
sparse.coo_array])
@pytest.mark.parametrize("copy", [True, False])
@pytest.mark.parametrize("normed", [True, False])
@pytest.mark.parametrize("use_out_degree", [True, False])
def test_asymmetric_laplacian(use_out_degree, normed,
copy, dtype, arr_type):
# adjacency matrix
A = [[0, 1, 0],
[4, 2, 0],
[0, 0, 0]]
A = arr_type(np.array(A), dtype=dtype)
A_copy = A.copy()
if not normed and use_out_degree:
# Laplacian matrix using out-degree
L = [[1, -1, 0],
[-4, 4, 0],
[0, 0, 0]]
d = [1, 4, 0]
if normed and use_out_degree:
# normalized Laplacian matrix using out-degree
L = [[1, -0.5, 0],
[-2, 1, 0],
[0, 0, 0]]
d = [1, 2, 1]
if not normed and not use_out_degree:
# Laplacian matrix using in-degree
L = [[4, -1, 0],
[-4, 1, 0],
[0, 0, 0]]
d = [4, 1, 0]
if normed and not use_out_degree:
# normalized Laplacian matrix using in-degree
L = [[1, -0.5, 0],
[-2, 1, 0],
[0, 0, 0]]
d = [2, 1, 1]
_check_laplacian_dtype_none(
A,
L,
d,
normed=normed,
use_out_degree=use_out_degree,
copy=copy,
dtype=dtype,
arr_type=arr_type,
)
_check_laplacian_dtype(
A_copy,
L,
d,
normed=normed,
use_out_degree=use_out_degree,
copy=copy,
dtype=dtype,
arr_type=arr_type,
)
@pytest.mark.parametrize("fmt", ['csr', 'csc', 'coo', 'lil',
'dok', 'dia', 'bsr'])
@pytest.mark.parametrize("normed", [True, False])
@pytest.mark.parametrize("copy", [True, False])
def test_sparse_formats(fmt, normed, copy):
mat = sparse.diags([1, 1], [-1, 1], shape=(4, 4), format=fmt)
_check_symmetric_graph_laplacian(mat, normed, copy)
@pytest.mark.parametrize(
"arr_type", [np.asarray,
sparse.csr_matrix,
sparse.coo_matrix,
sparse.csr_array,
sparse.coo_array]
)
@pytest.mark.parametrize("form", ["array", "function", "lo"])
def test_laplacian_symmetrized(arr_type, form):
# adjacency matrix
n = 3
mat = arr_type(np.arange(n * n).reshape(n, n))
L_in, d_in = csgraph.laplacian(
mat,
return_diag=True,
form=form,
)
L_out, d_out = csgraph.laplacian(
mat,
return_diag=True,
use_out_degree=True,
form=form,
)
Ls, ds = csgraph.laplacian(
mat,
return_diag=True,
symmetrized=True,
form=form,
)
Ls_normed, ds_normed = csgraph.laplacian(
mat,
return_diag=True,
symmetrized=True,
normed=True,
form=form,
)
mat += mat.T
Lss, dss = csgraph.laplacian(mat, return_diag=True, form=form)
Lss_normed, dss_normed = csgraph.laplacian(
mat,
return_diag=True,
normed=True,
form=form,
)
assert_allclose(ds, d_in + d_out)
assert_allclose(ds, dss)
assert_allclose(ds_normed, dss_normed)
d = {}
for L in ["L_in", "L_out", "Ls", "Ls_normed", "Lss", "Lss_normed"]:
if form == "array":
d[L] = eval(L)
else:
d[L] = eval(L)(np.eye(n, dtype=mat.dtype))
_assert_allclose_sparse(d["Ls"], d["L_in"] + d["L_out"].T)
_assert_allclose_sparse(d["Ls"], d["Lss"])
_assert_allclose_sparse(d["Ls_normed"], d["Lss_normed"])
@pytest.mark.parametrize(
"arr_type", [np.asarray,
sparse.csr_matrix,
sparse.coo_matrix,
sparse.csr_array,
sparse.coo_array]
)
@pytest.mark.parametrize("dtype", DTYPES)
@pytest.mark.parametrize("normed", [True, False])
@pytest.mark.parametrize("symmetrized", [True, False])
@pytest.mark.parametrize("use_out_degree", [True, False])
@pytest.mark.parametrize("form", ["function", "lo"])
def test_format(dtype, arr_type, normed, symmetrized, use_out_degree, form):
n = 3
mat = [[0, 1, 0], [4, 2, 0], [0, 0, 0]]
mat = arr_type(np.array(mat), dtype=dtype)
Lo, do = csgraph.laplacian(
mat,
return_diag=True,
normed=normed,
symmetrized=symmetrized,
use_out_degree=use_out_degree,
dtype=dtype,
)
La, da = csgraph.laplacian(
mat,
return_diag=True,
normed=normed,
symmetrized=symmetrized,
use_out_degree=use_out_degree,
dtype=dtype,
form="array",
)
assert_allclose(do, da)
_assert_allclose_sparse(Lo, La)
L, d = csgraph.laplacian(
mat,
return_diag=True,
normed=normed,
symmetrized=symmetrized,
use_out_degree=use_out_degree,
dtype=dtype,
form=form,
)
assert_allclose(d, do)
assert d.dtype == dtype
Lm = L(np.eye(n, dtype=mat.dtype)).astype(dtype)
_assert_allclose_sparse(Lm, Lo, rtol=2e-7, atol=2e-7)
x = np.arange(6).reshape(3, 2)
if not (normed and dtype in INT_DTYPES):
assert_allclose(L(x), Lo @ x)
else:
# Normalized Lo is casted to integer, but L() is not
pass
def test_format_error_message():
with pytest.raises(ValueError, match="Invalid form: 'toto'"):
_ = csgraph.laplacian(np.eye(1), form='toto')

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from itertools import product
import numpy as np
from numpy.testing import assert_array_equal, assert_equal
import pytest
from scipy.sparse import csr_matrix, coo_matrix, diags
from scipy.sparse.csgraph import (
maximum_bipartite_matching, min_weight_full_bipartite_matching
)
def test_maximum_bipartite_matching_raises_on_dense_input():
with pytest.raises(TypeError):
graph = np.array([[0, 1], [0, 0]])
maximum_bipartite_matching(graph)
def test_maximum_bipartite_matching_empty_graph():
graph = csr_matrix((0, 0))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
expected_matching = np.array([])
assert_array_equal(expected_matching, x)
assert_array_equal(expected_matching, y)
def test_maximum_bipartite_matching_empty_left_partition():
graph = csr_matrix((2, 0))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
assert_array_equal(np.array([]), x)
assert_array_equal(np.array([-1, -1]), y)
def test_maximum_bipartite_matching_empty_right_partition():
graph = csr_matrix((0, 3))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
assert_array_equal(np.array([-1, -1, -1]), x)
assert_array_equal(np.array([]), y)
def test_maximum_bipartite_matching_graph_with_no_edges():
graph = csr_matrix((2, 2))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
assert_array_equal(np.array([-1, -1]), x)
assert_array_equal(np.array([-1, -1]), y)
def test_maximum_bipartite_matching_graph_that_causes_augmentation():
# In this graph, column 1 is initially assigned to row 1, but it should be
# reassigned to make room for row 2.
graph = csr_matrix([[1, 1], [1, 0]])
x = maximum_bipartite_matching(graph, perm_type='column')
y = maximum_bipartite_matching(graph, perm_type='row')
expected_matching = np.array([1, 0])
assert_array_equal(expected_matching, x)
assert_array_equal(expected_matching, y)
def test_maximum_bipartite_matching_graph_with_more_rows_than_columns():
graph = csr_matrix([[1, 1], [1, 0], [0, 1]])
x = maximum_bipartite_matching(graph, perm_type='column')
y = maximum_bipartite_matching(graph, perm_type='row')
assert_array_equal(np.array([0, -1, 1]), x)
assert_array_equal(np.array([0, 2]), y)
def test_maximum_bipartite_matching_graph_with_more_columns_than_rows():
graph = csr_matrix([[1, 1, 0], [0, 0, 1]])
x = maximum_bipartite_matching(graph, perm_type='column')
y = maximum_bipartite_matching(graph, perm_type='row')
assert_array_equal(np.array([0, 2]), x)
assert_array_equal(np.array([0, -1, 1]), y)
def test_maximum_bipartite_matching_explicit_zeros_count_as_edges():
data = [0, 0]
indices = [1, 0]
indptr = [0, 1, 2]
graph = csr_matrix((data, indices, indptr), shape=(2, 2))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
expected_matching = np.array([1, 0])
assert_array_equal(expected_matching, x)
assert_array_equal(expected_matching, y)
def test_maximum_bipartite_matching_feasibility_of_result():
# This is a regression test for GitHub issue #11458
data = np.ones(50, dtype=int)
indices = [11, 12, 19, 22, 23, 5, 22, 3, 8, 10, 5, 6, 11, 12, 13, 5, 13,
14, 20, 22, 3, 15, 3, 13, 14, 11, 12, 19, 22, 23, 5, 22, 3, 8,
10, 5, 6, 11, 12, 13, 5, 13, 14, 20, 22, 3, 15, 3, 13, 14]
indptr = [0, 5, 7, 10, 10, 15, 20, 22, 22, 23, 25, 30, 32, 35, 35, 40, 45,
47, 47, 48, 50]
graph = csr_matrix((data, indices, indptr), shape=(20, 25))
x = maximum_bipartite_matching(graph, perm_type='row')
y = maximum_bipartite_matching(graph, perm_type='column')
assert (x != -1).sum() == 13
assert (y != -1).sum() == 13
# Ensure that each element of the matching is in fact an edge in the graph.
for u, v in zip(range(graph.shape[0]), y):
if v != -1:
assert graph[u, v]
for u, v in zip(x, range(graph.shape[1])):
if u != -1:
assert graph[u, v]
def test_matching_large_random_graph_with_one_edge_incident_to_each_vertex():
np.random.seed(42)
A = diags(np.ones(25), offsets=0, format='csr')
rand_perm = np.random.permutation(25)
rand_perm2 = np.random.permutation(25)
Rrow = np.arange(25)
Rcol = rand_perm
Rdata = np.ones(25, dtype=int)
Rmat = coo_matrix((Rdata, (Rrow, Rcol))).tocsr()
Crow = rand_perm2
Ccol = np.arange(25)
Cdata = np.ones(25, dtype=int)
Cmat = coo_matrix((Cdata, (Crow, Ccol))).tocsr()
# Randomly permute identity matrix
B = Rmat * A * Cmat
# Row permute
perm = maximum_bipartite_matching(B, perm_type='row')
Rrow = np.arange(25)
Rcol = perm
Rdata = np.ones(25, dtype=int)
Rmat = coo_matrix((Rdata, (Rrow, Rcol))).tocsr()
C1 = Rmat * B
# Column permute
perm2 = maximum_bipartite_matching(B, perm_type='column')
Crow = perm2
Ccol = np.arange(25)
Cdata = np.ones(25, dtype=int)
Cmat = coo_matrix((Cdata, (Crow, Ccol))).tocsr()
C2 = B * Cmat
# Should get identity matrix back
assert_equal(any(C1.diagonal() == 0), False)
assert_equal(any(C2.diagonal() == 0), False)
@pytest.mark.parametrize('num_rows,num_cols', [(0, 0), (2, 0), (0, 3)])
def test_min_weight_full_matching_trivial_graph(num_rows, num_cols):
biadjacency_matrix = csr_matrix((num_cols, num_rows))
row_ind, col_ind = min_weight_full_bipartite_matching(biadjacency_matrix)
assert len(row_ind) == 0
assert len(col_ind) == 0
@pytest.mark.parametrize('biadjacency_matrix',
[
[[1, 1, 1], [1, 0, 0], [1, 0, 0]],
[[1, 1, 1], [0, 0, 1], [0, 0, 1]],
[[1, 0, 0, 1], [1, 1, 0, 1], [0, 0, 0, 0]],
[[1, 0, 0], [2, 0, 0]],
[[0, 1, 0], [0, 2, 0]],
[[1, 0], [2, 0], [5, 0]]
])
def test_min_weight_full_matching_infeasible_problems(biadjacency_matrix):
with pytest.raises(ValueError):
min_weight_full_bipartite_matching(csr_matrix(biadjacency_matrix))
def test_min_weight_full_matching_large_infeasible():
# Regression test for GitHub issue #17269
a = np.asarray([
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.001, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.001, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.001, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.001, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.001, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.001, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.001, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.001, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.001],
[0.0, 0.11687445, 0.0, 0.0, 0.01319788, 0.07509257, 0.0,
0.0, 0.0, 0.74228317, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.81087935, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.8408466, 0.0, 0.0, 0.0, 0.0, 0.01194389,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.82994211, 0.0, 0.0, 0.0, 0.11468516, 0.0, 0.0, 0.0,
0.11173505, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.0, 0.0],
[0.18796507, 0.0, 0.04002318, 0.0, 0.0, 0.0, 0.0, 0.0, 0.75883335,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.71545464, 0.0, 0.0, 0.0, 0.0, 0.0, 0.02748488,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.78470564, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.14829198,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.10870609, 0.0, 0.0, 0.0, 0.8918677, 0.0, 0.0, 0.0, 0.06306644,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
0.63844085, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.7442354, 0.0, 0.0, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.09850549, 0.0, 0.0, 0.18638258,
0.2769244, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.73182464, 0.0, 0.0, 0.46443561,
0.38589284, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0],
[0.29510278, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.09666032, 0.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
])
with pytest.raises(ValueError, match='no full matching exists'):
min_weight_full_bipartite_matching(csr_matrix(a))
def test_explicit_zero_causes_warning():
with pytest.warns(UserWarning):
biadjacency_matrix = csr_matrix(((2, 0, 3), (0, 1, 1), (0, 2, 3)))
min_weight_full_bipartite_matching(biadjacency_matrix)
# General test for linear sum assignment solvers to make it possible to rely
# on the same tests for scipy.optimize.linear_sum_assignment.
def linear_sum_assignment_assertions(
solver, array_type, sign, test_case
):
cost_matrix, expected_cost = test_case
maximize = sign == -1
cost_matrix = sign * array_type(cost_matrix)
expected_cost = sign * np.array(expected_cost)
row_ind, col_ind = solver(cost_matrix, maximize=maximize)
assert_array_equal(row_ind, np.sort(row_ind))
assert_array_equal(expected_cost,
np.array(cost_matrix[row_ind, col_ind]).flatten())
cost_matrix = cost_matrix.T
row_ind, col_ind = solver(cost_matrix, maximize=maximize)
assert_array_equal(row_ind, np.sort(row_ind))
assert_array_equal(np.sort(expected_cost),
np.sort(np.array(
cost_matrix[row_ind, col_ind])).flatten())
linear_sum_assignment_test_cases = product(
[-1, 1],
[
# Square
([[400, 150, 400],
[400, 450, 600],
[300, 225, 300]],
[150, 400, 300]),
# Rectangular variant
([[400, 150, 400, 1],
[400, 450, 600, 2],
[300, 225, 300, 3]],
[150, 2, 300]),
([[10, 10, 8],
[9, 8, 1],
[9, 7, 4]],
[10, 1, 7]),
# Square
([[10, 10, 8, 11],
[9, 8, 1, 1],
[9, 7, 4, 10]],
[10, 1, 4]),
# Rectangular variant
([[10, float("inf"), float("inf")],
[float("inf"), float("inf"), 1],
[float("inf"), 7, float("inf")]],
[10, 1, 7])
])
@pytest.mark.parametrize('sign,test_case', linear_sum_assignment_test_cases)
def test_min_weight_full_matching_small_inputs(sign, test_case):
linear_sum_assignment_assertions(
min_weight_full_bipartite_matching, csr_matrix, sign, test_case)

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import pytest
import numpy as np
import scipy.sparse as sp
import scipy.sparse.csgraph as spgraph
from numpy.testing import assert_equal
try:
import sparse
except Exception:
sparse = None
pytestmark = pytest.mark.skipif(sparse is None,
reason="pydata/sparse not installed")
msg = "pydata/sparse (0.15.1) does not implement necessary operations"
sparse_params = (pytest.param("COO"),
pytest.param("DOK", marks=[pytest.mark.xfail(reason=msg)]))
@pytest.fixture(params=sparse_params)
def sparse_cls(request):
return getattr(sparse, request.param)
@pytest.fixture
def graphs(sparse_cls):
graph = [
[0, 1, 1, 0, 0],
[0, 0, 1, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 1],
[0, 0, 0, 0, 0],
]
A_dense = np.array(graph)
A_sparse = sparse_cls(A_dense)
return A_dense, A_sparse
@pytest.mark.parametrize(
"func",
[
spgraph.shortest_path,
spgraph.dijkstra,
spgraph.floyd_warshall,
spgraph.bellman_ford,
spgraph.johnson,
spgraph.reverse_cuthill_mckee,
spgraph.maximum_bipartite_matching,
spgraph.structural_rank,
]
)
def test_csgraph_equiv(func, graphs):
A_dense, A_sparse = graphs
actual = func(A_sparse)
desired = func(sp.csc_matrix(A_dense))
assert_equal(actual, desired)
def test_connected_components(graphs):
A_dense, A_sparse = graphs
func = spgraph.connected_components
actual_comp, actual_labels = func(A_sparse)
desired_comp, desired_labels, = func(sp.csc_matrix(A_dense))
assert actual_comp == desired_comp
assert_equal(actual_labels, desired_labels)
def test_laplacian(graphs):
A_dense, A_sparse = graphs
sparse_cls = type(A_sparse)
func = spgraph.laplacian
actual = func(A_sparse)
desired = func(sp.csc_matrix(A_dense))
assert isinstance(actual, sparse_cls)
assert_equal(actual.todense(), desired.todense())
@pytest.mark.parametrize(
"func", [spgraph.breadth_first_order, spgraph.depth_first_order]
)
def test_order_search(graphs, func):
A_dense, A_sparse = graphs
actual = func(A_sparse, 0)
desired = func(sp.csc_matrix(A_dense), 0)
assert_equal(actual, desired)
@pytest.mark.parametrize(
"func", [spgraph.breadth_first_tree, spgraph.depth_first_tree]
)
def test_tree_search(graphs, func):
A_dense, A_sparse = graphs
sparse_cls = type(A_sparse)
actual = func(A_sparse, 0)
desired = func(sp.csc_matrix(A_dense), 0)
assert isinstance(actual, sparse_cls)
assert_equal(actual.todense(), desired.todense())
def test_minimum_spanning_tree(graphs):
A_dense, A_sparse = graphs
sparse_cls = type(A_sparse)
func = spgraph.minimum_spanning_tree
actual = func(A_sparse)
desired = func(sp.csc_matrix(A_dense))
assert isinstance(actual, sparse_cls)
assert_equal(actual.todense(), desired.todense())
def test_maximum_flow(graphs):
A_dense, A_sparse = graphs
sparse_cls = type(A_sparse)
func = spgraph.maximum_flow
actual = func(A_sparse, 0, 2)
desired = func(sp.csr_matrix(A_dense), 0, 2)
assert actual.flow_value == desired.flow_value
assert isinstance(actual.flow, sparse_cls)
assert_equal(actual.flow.todense(), desired.flow.todense())
def test_min_weight_full_bipartite_matching(graphs):
A_dense, A_sparse = graphs
func = spgraph.min_weight_full_bipartite_matching
actual = func(A_sparse[0:2, 1:3])
desired = func(sp.csc_matrix(A_dense)[0:2, 1:3])
assert_equal(actual, desired)

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import numpy as np
from numpy.testing import assert_equal
from scipy.sparse.csgraph import reverse_cuthill_mckee, structural_rank
from scipy.sparse import csc_matrix, csr_matrix, coo_matrix
def test_graph_reverse_cuthill_mckee():
A = np.array([[1, 0, 0, 0, 1, 0, 0, 0],
[0, 1, 1, 0, 0, 1, 0, 1],
[0, 1, 1, 0, 1, 0, 0, 0],
[0, 0, 0, 1, 0, 0, 1, 0],
[1, 0, 1, 0, 1, 0, 0, 0],
[0, 1, 0, 0, 0, 1, 0, 1],
[0, 0, 0, 1, 0, 0, 1, 0],
[0, 1, 0, 0, 0, 1, 0, 1]], dtype=int)
graph = csr_matrix(A)
perm = reverse_cuthill_mckee(graph)
correct_perm = np.array([6, 3, 7, 5, 1, 2, 4, 0])
assert_equal(perm, correct_perm)
# Test int64 indices input
graph.indices = graph.indices.astype('int64')
graph.indptr = graph.indptr.astype('int64')
perm = reverse_cuthill_mckee(graph, True)
assert_equal(perm, correct_perm)
def test_graph_reverse_cuthill_mckee_ordering():
data = np.ones(63,dtype=int)
rows = np.array([0, 0, 0, 0, 0, 1, 1, 1, 1, 2, 2,
2, 2, 3, 3, 3, 4, 4, 4, 4, 5, 5, 5, 5,
6, 6, 6, 7, 7, 7, 7, 8, 8, 8, 8, 9, 9,
9, 10, 10, 10, 10, 10, 11, 11, 11, 11,
12, 12, 12, 13, 13, 13, 13, 14, 14, 14,
14, 15, 15, 15, 15, 15])
cols = np.array([0, 2, 5, 8, 10, 1, 3, 9, 11, 0, 2,
7, 10, 1, 3, 11, 4, 6, 12, 14, 0, 7, 13,
15, 4, 6, 14, 2, 5, 7, 15, 0, 8, 10, 13,
1, 9, 11, 0, 2, 8, 10, 15, 1, 3, 9, 11,
4, 12, 14, 5, 8, 13, 15, 4, 6, 12, 14,
5, 7, 10, 13, 15])
graph = coo_matrix((data, (rows,cols))).tocsr()
perm = reverse_cuthill_mckee(graph)
correct_perm = np.array([12, 14, 4, 6, 10, 8, 2, 15,
0, 13, 7, 5, 9, 11, 1, 3])
assert_equal(perm, correct_perm)
def test_graph_structural_rank():
# Test square matrix #1
A = csc_matrix([[1, 1, 0],
[1, 0, 1],
[0, 1, 0]])
assert_equal(structural_rank(A), 3)
# Test square matrix #2
rows = np.array([0,0,0,0,0,1,1,2,2,3,3,3,3,3,3,4,4,5,5,6,6,7,7])
cols = np.array([0,1,2,3,4,2,5,2,6,0,1,3,5,6,7,4,5,5,6,2,6,2,4])
data = np.ones_like(rows)
B = coo_matrix((data,(rows,cols)), shape=(8,8))
assert_equal(structural_rank(B), 6)
#Test non-square matrix
C = csc_matrix([[1, 0, 2, 0],
[2, 0, 4, 0]])
assert_equal(structural_rank(C), 2)
#Test tall matrix
assert_equal(structural_rank(C.T), 2)

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from io import StringIO
import warnings
import numpy as np
from numpy.testing import assert_array_almost_equal, assert_array_equal, assert_allclose
from pytest import raises as assert_raises
from scipy.sparse.csgraph import (shortest_path, dijkstra, johnson,
bellman_ford, construct_dist_matrix, yen,
NegativeCycleError)
import scipy.sparse
from scipy.io import mmread
import pytest
directed_G = np.array([[0, 3, 3, 0, 0],
[0, 0, 0, 2, 4],
[0, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[2, 0, 0, 2, 0]], dtype=float)
undirected_G = np.array([[0, 3, 3, 1, 2],
[3, 0, 0, 2, 4],
[3, 0, 0, 0, 0],
[1, 2, 0, 0, 2],
[2, 4, 0, 2, 0]], dtype=float)
unweighted_G = (directed_G > 0).astype(float)
directed_SP = [[0, 3, 3, 5, 7],
[3, 0, 6, 2, 4],
[np.inf, np.inf, 0, np.inf, np.inf],
[1, 4, 4, 0, 8],
[2, 5, 5, 2, 0]]
directed_2SP_0_to_3 = [[-9999, 0, -9999, 1, -9999],
[-9999, 0, -9999, 4, 1]]
directed_sparse_zero_G = scipy.sparse.csr_matrix(([0, 1, 2, 3, 1],
([0, 1, 2, 3, 4],
[1, 2, 0, 4, 3])),
shape = (5, 5))
directed_sparse_zero_SP = [[0, 0, 1, np.inf, np.inf],
[3, 0, 1, np.inf, np.inf],
[2, 2, 0, np.inf, np.inf],
[np.inf, np.inf, np.inf, 0, 3],
[np.inf, np.inf, np.inf, 1, 0]]
undirected_sparse_zero_G = scipy.sparse.csr_matrix(([0, 0, 1, 1, 2, 2, 1, 1],
([0, 1, 1, 2, 2, 0, 3, 4],
[1, 0, 2, 1, 0, 2, 4, 3])),
shape = (5, 5))
undirected_sparse_zero_SP = [[0, 0, 1, np.inf, np.inf],
[0, 0, 1, np.inf, np.inf],
[1, 1, 0, np.inf, np.inf],
[np.inf, np.inf, np.inf, 0, 1],
[np.inf, np.inf, np.inf, 1, 0]]
directed_pred = np.array([[-9999, 0, 0, 1, 1],
[3, -9999, 0, 1, 1],
[-9999, -9999, -9999, -9999, -9999],
[3, 0, 0, -9999, 1],
[4, 0, 0, 4, -9999]], dtype=float)
undirected_SP = np.array([[0, 3, 3, 1, 2],
[3, 0, 6, 2, 4],
[3, 6, 0, 4, 5],
[1, 2, 4, 0, 2],
[2, 4, 5, 2, 0]], dtype=float)
undirected_SP_limit_2 = np.array([[0, np.inf, np.inf, 1, 2],
[np.inf, 0, np.inf, 2, np.inf],
[np.inf, np.inf, 0, np.inf, np.inf],
[1, 2, np.inf, 0, 2],
[2, np.inf, np.inf, 2, 0]], dtype=float)
undirected_SP_limit_0 = np.ones((5, 5), dtype=float) - np.eye(5)
undirected_SP_limit_0[undirected_SP_limit_0 > 0] = np.inf
undirected_pred = np.array([[-9999, 0, 0, 0, 0],
[1, -9999, 0, 1, 1],
[2, 0, -9999, 0, 0],
[3, 3, 0, -9999, 3],
[4, 4, 0, 4, -9999]], dtype=float)
directed_negative_weighted_G = np.array([[0, 0, 0],
[-1, 0, 0],
[0, -1, 0]], dtype=float)
directed_negative_weighted_SP = np.array([[0, np.inf, np.inf],
[-1, 0, np.inf],
[-2, -1, 0]], dtype=float)
methods = ['auto', 'FW', 'D', 'BF', 'J']
def test_dijkstra_limit():
limits = [0, 2, np.inf]
results = [undirected_SP_limit_0,
undirected_SP_limit_2,
undirected_SP]
def check(limit, result):
SP = dijkstra(undirected_G, directed=False, limit=limit)
assert_array_almost_equal(SP, result)
for limit, result in zip(limits, results):
check(limit, result)
def test_directed():
def check(method):
SP = shortest_path(directed_G, method=method, directed=True,
overwrite=False)
assert_array_almost_equal(SP, directed_SP)
for method in methods:
check(method)
def test_undirected():
def check(method, directed_in):
if directed_in:
SP1 = shortest_path(directed_G, method=method, directed=False,
overwrite=False)
assert_array_almost_equal(SP1, undirected_SP)
else:
SP2 = shortest_path(undirected_G, method=method, directed=True,
overwrite=False)
assert_array_almost_equal(SP2, undirected_SP)
for method in methods:
for directed_in in (True, False):
check(method, directed_in)
def test_directed_sparse_zero():
# test directed sparse graph with zero-weight edge and two connected components
def check(method):
SP = shortest_path(directed_sparse_zero_G, method=method, directed=True,
overwrite=False)
assert_array_almost_equal(SP, directed_sparse_zero_SP)
for method in methods:
check(method)
def test_undirected_sparse_zero():
def check(method, directed_in):
if directed_in:
SP1 = shortest_path(directed_sparse_zero_G, method=method, directed=False,
overwrite=False)
assert_array_almost_equal(SP1, undirected_sparse_zero_SP)
else:
SP2 = shortest_path(undirected_sparse_zero_G, method=method, directed=True,
overwrite=False)
assert_array_almost_equal(SP2, undirected_sparse_zero_SP)
for method in methods:
for directed_in in (True, False):
check(method, directed_in)
@pytest.mark.parametrize('directed, SP_ans',
((True, directed_SP),
(False, undirected_SP)))
@pytest.mark.parametrize('indices', ([0, 2, 4], [0, 4], [3, 4], [0, 0]))
def test_dijkstra_indices_min_only(directed, SP_ans, indices):
SP_ans = np.array(SP_ans)
indices = np.array(indices, dtype=np.int64)
min_ind_ans = indices[np.argmin(SP_ans[indices, :], axis=0)]
min_d_ans = np.zeros(SP_ans.shape[0], SP_ans.dtype)
for k in range(SP_ans.shape[0]):
min_d_ans[k] = SP_ans[min_ind_ans[k], k]
min_ind_ans[np.isinf(min_d_ans)] = -9999
SP, pred, sources = dijkstra(directed_G,
directed=directed,
indices=indices,
min_only=True,
return_predecessors=True)
assert_array_almost_equal(SP, min_d_ans)
assert_array_equal(min_ind_ans, sources)
SP = dijkstra(directed_G,
directed=directed,
indices=indices,
min_only=True,
return_predecessors=False)
assert_array_almost_equal(SP, min_d_ans)
@pytest.mark.parametrize('n', (10, 100, 1000))
def test_dijkstra_min_only_random(n):
np.random.seed(1234)
data = scipy.sparse.rand(n, n, density=0.5, format='lil',
random_state=42, dtype=np.float64)
data.setdiag(np.zeros(n, dtype=np.bool_))
# choose some random vertices
v = np.arange(n)
np.random.shuffle(v)
indices = v[:int(n*.1)]
ds, pred, sources = dijkstra(data,
directed=True,
indices=indices,
min_only=True,
return_predecessors=True)
for k in range(n):
p = pred[k]
s = sources[k]
while p != -9999:
assert sources[p] == s
p = pred[p]
def test_dijkstra_random():
# reproduces the hang observed in gh-17782
n = 10
indices = [0, 4, 4, 5, 7, 9, 0, 6, 2, 3, 7, 9, 1, 2, 9, 2, 5, 6]
indptr = [0, 0, 2, 5, 6, 7, 8, 12, 15, 18, 18]
data = [0.33629, 0.40458, 0.47493, 0.42757, 0.11497, 0.91653, 0.69084,
0.64979, 0.62555, 0.743, 0.01724, 0.99945, 0.31095, 0.15557,
0.02439, 0.65814, 0.23478, 0.24072]
graph = scipy.sparse.csr_matrix((data, indices, indptr), shape=(n, n))
dijkstra(graph, directed=True, return_predecessors=True)
def test_gh_17782_segfault():
text = """%%MatrixMarket matrix coordinate real general
84 84 22
2 1 4.699999809265137e+00
6 14 1.199999973177910e-01
9 6 1.199999973177910e-01
10 16 2.012000083923340e+01
11 10 1.422000026702881e+01
12 1 9.645999908447266e+01
13 18 2.012000083923340e+01
14 13 4.679999828338623e+00
15 11 1.199999973177910e-01
16 12 1.199999973177910e-01
18 15 1.199999973177910e-01
32 2 2.299999952316284e+00
33 20 6.000000000000000e+00
33 32 5.000000000000000e+00
36 9 3.720000028610229e+00
36 37 3.720000028610229e+00
36 38 3.720000028610229e+00
37 44 8.159999847412109e+00
38 32 7.903999328613281e+01
43 20 2.400000000000000e+01
43 33 4.000000000000000e+00
44 43 6.028000259399414e+01
"""
data = mmread(StringIO(text))
dijkstra(data, directed=True, return_predecessors=True)
def test_shortest_path_indices():
indices = np.arange(4)
def check(func, indshape):
outshape = indshape + (5,)
SP = func(directed_G, directed=False,
indices=indices.reshape(indshape))
assert_array_almost_equal(SP, undirected_SP[indices].reshape(outshape))
for indshape in [(4,), (4, 1), (2, 2)]:
for func in (dijkstra, bellman_ford, johnson, shortest_path):
check(func, indshape)
assert_raises(ValueError, shortest_path, directed_G, method='FW',
indices=indices)
def test_predecessors():
SP_res = {True: directed_SP,
False: undirected_SP}
pred_res = {True: directed_pred,
False: undirected_pred}
def check(method, directed):
SP, pred = shortest_path(directed_G, method, directed=directed,
overwrite=False,
return_predecessors=True)
assert_array_almost_equal(SP, SP_res[directed])
assert_array_almost_equal(pred, pred_res[directed])
for method in methods:
for directed in (True, False):
check(method, directed)
def test_construct_shortest_path():
def check(method, directed):
SP1, pred = shortest_path(directed_G,
directed=directed,
overwrite=False,
return_predecessors=True)
SP2 = construct_dist_matrix(directed_G, pred, directed=directed)
assert_array_almost_equal(SP1, SP2)
for method in methods:
for directed in (True, False):
check(method, directed)
def test_unweighted_path():
def check(method, directed):
SP1 = shortest_path(directed_G,
directed=directed,
overwrite=False,
unweighted=True)
SP2 = shortest_path(unweighted_G,
directed=directed,
overwrite=False,
unweighted=False)
assert_array_almost_equal(SP1, SP2)
for method in methods:
for directed in (True, False):
check(method, directed)
def test_negative_cycles():
# create a small graph with a negative cycle
graph = np.ones([5, 5])
graph.flat[::6] = 0
graph[1, 2] = -2
def check(method, directed):
assert_raises(NegativeCycleError, shortest_path, graph, method,
directed)
for directed in (True, False):
for method in ['FW', 'J', 'BF']:
check(method, directed)
assert_raises(NegativeCycleError, yen, graph, 0, 1, 1,
directed=directed)
@pytest.mark.parametrize("method", ['FW', 'J', 'BF'])
def test_negative_weights(method):
SP = shortest_path(directed_negative_weighted_G, method, directed=True)
assert_allclose(SP, directed_negative_weighted_SP, atol=1e-10)
def test_masked_input():
np.ma.masked_equal(directed_G, 0)
def check(method):
SP = shortest_path(directed_G, method=method, directed=True,
overwrite=False)
assert_array_almost_equal(SP, directed_SP)
for method in methods:
check(method)
def test_overwrite():
G = np.array([[0, 3, 3, 1, 2],
[3, 0, 0, 2, 4],
[3, 0, 0, 0, 0],
[1, 2, 0, 0, 2],
[2, 4, 0, 2, 0]], dtype=float)
foo = G.copy()
shortest_path(foo, overwrite=False)
assert_array_equal(foo, G)
@pytest.mark.parametrize('method', methods)
def test_buffer(method):
# Smoke test that sparse matrices with read-only buffers (e.g., those from
# joblib workers) do not cause::
#
# ValueError: buffer source array is read-only
#
G = scipy.sparse.csr_matrix([[1.]])
G.data.flags['WRITEABLE'] = False
shortest_path(G, method=method)
def test_NaN_warnings():
with warnings.catch_warnings(record=True) as record:
shortest_path(np.array([[0, 1], [np.nan, 0]]))
for r in record:
assert r.category is not RuntimeWarning
def test_sparse_matrices():
# Test that using lil,csr and csc sparse matrix do not cause error
G_dense = np.array([[0, 3, 0, 0, 0],
[0, 0, -1, 0, 0],
[0, 0, 0, 2, 0],
[0, 0, 0, 0, 4],
[0, 0, 0, 0, 0]], dtype=float)
SP = shortest_path(G_dense)
G_csr = scipy.sparse.csr_matrix(G_dense)
G_csc = scipy.sparse.csc_matrix(G_dense)
G_lil = scipy.sparse.lil_matrix(G_dense)
assert_array_almost_equal(SP, shortest_path(G_csr))
assert_array_almost_equal(SP, shortest_path(G_csc))
assert_array_almost_equal(SP, shortest_path(G_lil))
def test_yen_directed():
distances, predecessors = yen(
directed_G,
source=0,
sink=3,
K=2,
return_predecessors=True
)
assert_allclose(distances, [5., 9.])
assert_allclose(predecessors, directed_2SP_0_to_3)
def test_yen_undirected():
distances = yen(
undirected_G,
source=0,
sink=3,
K=4,
)
assert_allclose(distances, [1., 4., 5., 8.])
def test_yen_unweighted():
# Ask for more paths than there are, verify only the available paths are returned
distances, predecessors = yen(
directed_G,
source=0,
sink=3,
K=4,
unweighted=True,
return_predecessors=True,
)
assert_allclose(distances, [2., 3.])
assert_allclose(predecessors, directed_2SP_0_to_3)
def test_yen_no_paths():
distances = yen(
directed_G,
source=2,
sink=3,
K=1,
)
assert distances.size == 0
def test_yen_negative_weights():
distances = yen(
directed_negative_weighted_G,
source=2,
sink=0,
K=1,
)
assert_allclose(distances, [-2.])

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"""Test the minimum spanning tree function"""
import numpy as np
from numpy.testing import assert_
import numpy.testing as npt
from scipy.sparse import csr_matrix
from scipy.sparse.csgraph import minimum_spanning_tree
def test_minimum_spanning_tree():
# Create a graph with two connected components.
graph = [[0,1,0,0,0],
[1,0,0,0,0],
[0,0,0,8,5],
[0,0,8,0,1],
[0,0,5,1,0]]
graph = np.asarray(graph)
# Create the expected spanning tree.
expected = [[0,1,0,0,0],
[0,0,0,0,0],
[0,0,0,0,5],
[0,0,0,0,1],
[0,0,0,0,0]]
expected = np.asarray(expected)
# Ensure minimum spanning tree code gives this expected output.
csgraph = csr_matrix(graph)
mintree = minimum_spanning_tree(csgraph)
mintree_array = mintree.toarray()
npt.assert_array_equal(mintree_array, expected,
'Incorrect spanning tree found.')
# Ensure that the original graph was not modified.
npt.assert_array_equal(csgraph.toarray(), graph,
'Original graph was modified.')
# Now let the algorithm modify the csgraph in place.
mintree = minimum_spanning_tree(csgraph, overwrite=True)
npt.assert_array_equal(mintree.toarray(), expected,
'Graph was not properly modified to contain MST.')
np.random.seed(1234)
for N in (5, 10, 15, 20):
# Create a random graph.
graph = 3 + np.random.random((N, N))
csgraph = csr_matrix(graph)
# The spanning tree has at most N - 1 edges.
mintree = minimum_spanning_tree(csgraph)
assert_(mintree.nnz < N)
# Set the sub diagonal to 1 to create a known spanning tree.
idx = np.arange(N-1)
graph[idx,idx+1] = 1
csgraph = csr_matrix(graph)
mintree = minimum_spanning_tree(csgraph)
# We expect to see this pattern in the spanning tree and otherwise
# have this zero.
expected = np.zeros((N, N))
expected[idx, idx+1] = 1
npt.assert_array_equal(mintree.toarray(), expected,
'Incorrect spanning tree found.')

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import numpy as np
import pytest
from numpy.testing import assert_array_almost_equal
from scipy.sparse import csr_array
from scipy.sparse.csgraph import (breadth_first_tree, depth_first_tree,
csgraph_to_dense, csgraph_from_dense)
def test_graph_breadth_first():
csgraph = np.array([[0, 1, 2, 0, 0],
[1, 0, 0, 0, 3],
[2, 0, 0, 7, 0],
[0, 0, 7, 0, 1],
[0, 3, 0, 1, 0]])
csgraph = csgraph_from_dense(csgraph, null_value=0)
bfirst = np.array([[0, 1, 2, 0, 0],
[0, 0, 0, 0, 3],
[0, 0, 0, 7, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0]])
for directed in [True, False]:
bfirst_test = breadth_first_tree(csgraph, 0, directed)
assert_array_almost_equal(csgraph_to_dense(bfirst_test),
bfirst)
def test_graph_depth_first():
csgraph = np.array([[0, 1, 2, 0, 0],
[1, 0, 0, 0, 3],
[2, 0, 0, 7, 0],
[0, 0, 7, 0, 1],
[0, 3, 0, 1, 0]])
csgraph = csgraph_from_dense(csgraph, null_value=0)
dfirst = np.array([[0, 1, 0, 0, 0],
[0, 0, 0, 0, 3],
[0, 0, 0, 0, 0],
[0, 0, 7, 0, 0],
[0, 0, 0, 1, 0]])
for directed in [True, False]:
dfirst_test = depth_first_tree(csgraph, 0, directed)
assert_array_almost_equal(csgraph_to_dense(dfirst_test),
dfirst)
def test_graph_breadth_first_trivial_graph():
csgraph = np.array([[0]])
csgraph = csgraph_from_dense(csgraph, null_value=0)
bfirst = np.array([[0]])
for directed in [True, False]:
bfirst_test = breadth_first_tree(csgraph, 0, directed)
assert_array_almost_equal(csgraph_to_dense(bfirst_test),
bfirst)
def test_graph_depth_first_trivial_graph():
csgraph = np.array([[0]])
csgraph = csgraph_from_dense(csgraph, null_value=0)
bfirst = np.array([[0]])
for directed in [True, False]:
bfirst_test = depth_first_tree(csgraph, 0, directed)
assert_array_almost_equal(csgraph_to_dense(bfirst_test),
bfirst)
@pytest.mark.parametrize('directed', [True, False])
@pytest.mark.parametrize('tree_func', [breadth_first_tree, depth_first_tree])
def test_int64_indices(tree_func, directed):
# See https://github.com/scipy/scipy/issues/18716
g = csr_array(([1], np.array([[0], [1]], dtype=np.int64)), shape=(2, 2))
assert g.indices.dtype == np.int64
tree = tree_func(g, 0, directed=directed)
assert_array_almost_equal(csgraph_to_dense(tree), [[0, 1], [0, 0]])

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'csr_count_blocks',
'csr_matrix',
'csr_tobsr',
'csr_tocsc',
'get_csr_submatrix',
'isspmatrix_csr',
'spmatrix',
'upcast',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="csr",
private_modules=["_csr"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'isscalarlike',
'name',
'npfunc',
'validateaxis',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="data",
private_modules=["_data"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'check_shape',
'dia_matrix',
'dia_matvec',
'get_sum_dtype',
'getdtype',
'isshape',
'isspmatrix_dia',
'spmatrix',
'upcast_char',
'validateaxis',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="dia",
private_modules=["_dia"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'IndexMixin',
'check_shape',
'dok_matrix',
'getdtype',
'isdense',
'isintlike',
'isscalarlike',
'isshape',
'isspmatrix_dok',
'itertools',
'spmatrix',
'upcast',
'upcast_scalar',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="dok",
private_modules=["_dok"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'coo_matrix',
'find',
'tril',
'triu',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="extract",
private_modules=["_extract"], all=__all__,
attribute=name)

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# This file is not meant for public use and will be removed in SciPy v2.0.0.
# Use the `scipy.sparse` namespace for importing the functions
# included below.
from scipy._lib.deprecation import _sub_module_deprecation
__all__ = [ # noqa: F822
'isspmatrix_lil',
'lil_array',
'lil_matrix',
]
def __dir__():
return __all__
def __getattr__(name):
return _sub_module_deprecation(sub_package="sparse", module="lil",
private_modules=["_lil"], all=__all__,
attribute=name)

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"""
Sparse linear algebra (:mod:`scipy.sparse.linalg`)
==================================================
.. currentmodule:: scipy.sparse.linalg
Abstract linear operators
-------------------------
.. autosummary::
:toctree: generated/
LinearOperator -- abstract representation of a linear operator
aslinearoperator -- convert an object to an abstract linear operator
Matrix Operations
-----------------
.. autosummary::
:toctree: generated/
inv -- compute the sparse matrix inverse
expm -- compute the sparse matrix exponential
expm_multiply -- compute the product of a matrix exponential and a matrix
matrix_power -- compute the matrix power by raising a matrix to an exponent
Matrix norms
------------
.. autosummary::
:toctree: generated/
norm -- Norm of a sparse matrix
onenormest -- Estimate the 1-norm of a sparse matrix
Solving linear problems
-----------------------
Direct methods for linear equation systems:
.. autosummary::
:toctree: generated/
spsolve -- Solve the sparse linear system Ax=b
spsolve_triangular -- Solve sparse linear system Ax=b for a triangular A.
factorized -- Pre-factorize matrix to a function solving a linear system
MatrixRankWarning -- Warning on exactly singular matrices
use_solver -- Select direct solver to use
Iterative methods for linear equation systems:
.. autosummary::
:toctree: generated/
bicg -- Use BIConjugate Gradient iteration to solve Ax = b
bicgstab -- Use BIConjugate Gradient STABilized iteration to solve Ax = b
cg -- Use Conjugate Gradient iteration to solve Ax = b
cgs -- Use Conjugate Gradient Squared iteration to solve Ax = b
gmres -- Use Generalized Minimal RESidual iteration to solve Ax = b
lgmres -- Solve a matrix equation using the LGMRES algorithm
minres -- Use MINimum RESidual iteration to solve Ax = b
qmr -- Use Quasi-Minimal Residual iteration to solve Ax = b
gcrotmk -- Solve a matrix equation using the GCROT(m,k) algorithm
tfqmr -- Use Transpose-Free Quasi-Minimal Residual iteration to solve Ax = b
Iterative methods for least-squares problems:
.. autosummary::
:toctree: generated/
lsqr -- Find the least-squares solution to a sparse linear equation system
lsmr -- Find the least-squares solution to a sparse linear equation system
Matrix factorizations
---------------------
Eigenvalue problems:
.. autosummary::
:toctree: generated/
eigs -- Find k eigenvalues and eigenvectors of the square matrix A
eigsh -- Find k eigenvalues and eigenvectors of a symmetric matrix
lobpcg -- Solve symmetric partial eigenproblems with optional preconditioning
Singular values problems:
.. autosummary::
:toctree: generated/
svds -- Compute k singular values/vectors for a sparse matrix
The `svds` function supports the following solvers:
.. toctree::
sparse.linalg.svds-arpack
sparse.linalg.svds-lobpcg
sparse.linalg.svds-propack
Complete or incomplete LU factorizations
.. autosummary::
:toctree: generated/
splu -- Compute a LU decomposition for a sparse matrix
spilu -- Compute an incomplete LU decomposition for a sparse matrix
SuperLU -- Object representing an LU factorization
Sparse arrays with structure
----------------------------
.. autosummary::
:toctree: generated/
LaplacianNd -- Laplacian on a uniform rectangular grid in ``N`` dimensions
Exceptions
----------
.. autosummary::
:toctree: generated/
ArpackNoConvergence
ArpackError
"""
from ._isolve import *
from ._dsolve import *
from ._interface import *
from ._eigen import *
from ._matfuncs import *
from ._onenormest import *
from ._norm import *
from ._expm_multiply import *
from ._special_sparse_arrays import *
# Deprecated namespaces, to be removed in v2.0.0
from . import isolve, dsolve, interface, eigen, matfuncs
__all__ = [s for s in dir() if not s.startswith('_')]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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"""
Linear Solvers
==============
The default solver is SuperLU (included in the scipy distribution),
which can solve real or complex linear systems in both single and
double precisions. It is automatically replaced by UMFPACK, if
available. Note that UMFPACK works in double precision only, so
switch it off by::
>>> from scipy.sparse.linalg import spsolve, use_solver
>>> use_solver(useUmfpack=False)
to solve in the single precision. See also use_solver documentation.
Example session::
>>> from scipy.sparse import csc_matrix, spdiags
>>> from numpy import array
>>>
>>> print("Inverting a sparse linear system:")
>>> print("The sparse matrix (constructed from diagonals):")
>>> a = spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]], [0, 1], 5, 5)
>>> b = array([1, 2, 3, 4, 5])
>>> print("Solve: single precision complex:")
>>> use_solver( useUmfpack = False )
>>> a = a.astype('F')
>>> x = spsolve(a, b)
>>> print(x)
>>> print("Error: ", a@x-b)
>>>
>>> print("Solve: double precision complex:")
>>> use_solver( useUmfpack = True )
>>> a = a.astype('D')
>>> x = spsolve(a, b)
>>> print(x)
>>> print("Error: ", a@x-b)
>>>
>>> print("Solve: double precision:")
>>> a = a.astype('d')
>>> x = spsolve(a, b)
>>> print(x)
>>> print("Error: ", a@x-b)
>>>
>>> print("Solve: single precision:")
>>> use_solver( useUmfpack = False )
>>> a = a.astype('f')
>>> x = spsolve(a, b.astype('f'))
>>> print(x)
>>> print("Error: ", a@x-b)
"""
#import umfpack
#__doc__ = '\n\n'.join( (__doc__, umfpack.__doc__) )
#del umfpack
from .linsolve import *
from ._superlu import SuperLU
from . import _add_newdocs
from . import linsolve
__all__ = [
'MatrixRankWarning', 'SuperLU', 'factorized',
'spilu', 'splu', 'spsolve',
'spsolve_triangular', 'use_solver'
]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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from numpy.lib import add_newdoc
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU',
"""
LU factorization of a sparse matrix.
Factorization is represented as::
Pr @ A @ Pc = L @ U
To construct these `SuperLU` objects, call the `splu` and `spilu`
functions.
Attributes
----------
shape
nnz
perm_c
perm_r
L
U
Methods
-------
solve
Notes
-----
.. versionadded:: 0.14.0
Examples
--------
The LU decomposition can be used to solve matrix equations. Consider:
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import splu
>>> A = csc_matrix([[1,2,0,4], [1,0,0,1], [1,0,2,1], [2,2,1,0.]])
This can be solved for a given right-hand side:
>>> lu = splu(A)
>>> b = np.array([1, 2, 3, 4])
>>> x = lu.solve(b)
>>> A.dot(x)
array([ 1., 2., 3., 4.])
The ``lu`` object also contains an explicit representation of the
decomposition. The permutations are represented as mappings of
indices:
>>> lu.perm_r
array([2, 1, 3, 0], dtype=int32) # may vary
>>> lu.perm_c
array([0, 1, 3, 2], dtype=int32) # may vary
The L and U factors are sparse matrices in CSC format:
>>> lu.L.toarray()
array([[ 1. , 0. , 0. , 0. ], # may vary
[ 0.5, 1. , 0. , 0. ],
[ 0.5, -1. , 1. , 0. ],
[ 0.5, 1. , 0. , 1. ]])
>>> lu.U.toarray()
array([[ 2. , 2. , 0. , 1. ], # may vary
[ 0. , -1. , 1. , -0.5],
[ 0. , 0. , 5. , -1. ],
[ 0. , 0. , 0. , 2. ]])
The permutation matrices can be constructed:
>>> Pr = csc_matrix((np.ones(4), (lu.perm_r, np.arange(4))))
>>> Pc = csc_matrix((np.ones(4), (np.arange(4), lu.perm_c)))
We can reassemble the original matrix:
>>> (Pr.T @ (lu.L @ lu.U) @ Pc.T).toarray()
array([[ 1., 2., 0., 4.],
[ 1., 0., 0., 1.],
[ 1., 0., 2., 1.],
[ 2., 2., 1., 0.]])
""")
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('solve',
"""
solve(rhs[, trans])
Solves linear system of equations with one or several right-hand sides.
Parameters
----------
rhs : ndarray, shape (n,) or (n, k)
Right hand side(s) of equation
trans : {'N', 'T', 'H'}, optional
Type of system to solve::
'N': A @ x == rhs (default)
'T': A^T @ x == rhs
'H': A^H @ x == rhs
i.e., normal, transposed, and hermitian conjugate.
Returns
-------
x : ndarray, shape ``rhs.shape``
Solution vector(s)
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('L',
"""
Lower triangular factor with unit diagonal as a
`scipy.sparse.csc_matrix`.
.. versionadded:: 0.14.0
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('U',
"""
Upper triangular factor as a `scipy.sparse.csc_matrix`.
.. versionadded:: 0.14.0
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('shape',
"""
Shape of the original matrix as a tuple of ints.
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('nnz',
"""
Number of nonzero elements in the matrix.
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('perm_c',
"""
Permutation Pc represented as an array of indices.
The column permutation matrix can be reconstructed via:
>>> Pc = np.zeros((n, n))
>>> Pc[np.arange(n), perm_c] = 1
"""))
add_newdoc('scipy.sparse.linalg._dsolve._superlu', 'SuperLU', ('perm_r',
"""
Permutation Pr represented as an array of indices.
The row permutation matrix can be reconstructed via:
>>> Pr = np.zeros((n, n))
>>> Pr[perm_r, np.arange(n)] = 1
"""))

View File

@ -0,0 +1,742 @@
from warnings import warn, catch_warnings, simplefilter
import numpy as np
from numpy import asarray
from scipy.sparse import (issparse,
SparseEfficiencyWarning, csc_matrix, eye, diags)
from scipy.sparse._sputils import is_pydata_spmatrix, convert_pydata_sparse_to_scipy
from scipy.linalg import LinAlgError
import copy
from . import _superlu
noScikit = False
try:
import scikits.umfpack as umfpack
except ImportError:
noScikit = True
useUmfpack = not noScikit
__all__ = ['use_solver', 'spsolve', 'splu', 'spilu', 'factorized',
'MatrixRankWarning', 'spsolve_triangular']
class MatrixRankWarning(UserWarning):
pass
def use_solver(**kwargs):
"""
Select default sparse direct solver to be used.
Parameters
----------
useUmfpack : bool, optional
Use UMFPACK [1]_, [2]_, [3]_, [4]_. over SuperLU. Has effect only
if ``scikits.umfpack`` is installed. Default: True
assumeSortedIndices : bool, optional
Allow UMFPACK to skip the step of sorting indices for a CSR/CSC matrix.
Has effect only if useUmfpack is True and ``scikits.umfpack`` is
installed. Default: False
Notes
-----
The default sparse solver is UMFPACK when available
(``scikits.umfpack`` is installed). This can be changed by passing
useUmfpack = False, which then causes the always present SuperLU
based solver to be used.
UMFPACK requires a CSR/CSC matrix to have sorted column/row indices. If
sure that the matrix fulfills this, pass ``assumeSortedIndices=True``
to gain some speed.
References
----------
.. [1] T. A. Davis, Algorithm 832: UMFPACK - an unsymmetric-pattern
multifrontal method with a column pre-ordering strategy, ACM
Trans. on Mathematical Software, 30(2), 2004, pp. 196--199.
https://dl.acm.org/doi/abs/10.1145/992200.992206
.. [2] T. A. Davis, A column pre-ordering strategy for the
unsymmetric-pattern multifrontal method, ACM Trans.
on Mathematical Software, 30(2), 2004, pp. 165--195.
https://dl.acm.org/doi/abs/10.1145/992200.992205
.. [3] T. A. Davis and I. S. Duff, A combined unifrontal/multifrontal
method for unsymmetric sparse matrices, ACM Trans. on
Mathematical Software, 25(1), 1999, pp. 1--19.
https://doi.org/10.1145/305658.287640
.. [4] T. A. Davis and I. S. Duff, An unsymmetric-pattern multifrontal
method for sparse LU factorization, SIAM J. Matrix Analysis and
Computations, 18(1), 1997, pp. 140--158.
https://doi.org/10.1137/S0895479894246905T.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse.linalg import use_solver, spsolve
>>> from scipy.sparse import csc_matrix
>>> R = np.random.randn(5, 5)
>>> A = csc_matrix(R)
>>> b = np.random.randn(5)
>>> use_solver(useUmfpack=False) # enforce superLU over UMFPACK
>>> x = spsolve(A, b)
>>> np.allclose(A.dot(x), b)
True
>>> use_solver(useUmfpack=True) # reset umfPack usage to default
"""
if 'useUmfpack' in kwargs:
globals()['useUmfpack'] = kwargs['useUmfpack']
if useUmfpack and 'assumeSortedIndices' in kwargs:
umfpack.configure(assumeSortedIndices=kwargs['assumeSortedIndices'])
def _get_umf_family(A):
"""Get umfpack family string given the sparse matrix dtype."""
_families = {
(np.float64, np.int32): 'di',
(np.complex128, np.int32): 'zi',
(np.float64, np.int64): 'dl',
(np.complex128, np.int64): 'zl'
}
# A.dtype.name can only be "float64" or
# "complex128" in control flow
f_type = getattr(np, A.dtype.name)
# control flow may allow for more index
# types to get through here
i_type = getattr(np, A.indices.dtype.name)
try:
family = _families[(f_type, i_type)]
except KeyError as e:
msg = ('only float64 or complex128 matrices with int32 or int64 '
f'indices are supported! (got: matrix: {f_type}, indices: {i_type})')
raise ValueError(msg) from e
# See gh-8278. Considered converting only if
# A.shape[0]*A.shape[1] > np.iinfo(np.int32).max,
# but that didn't always fix the issue.
family = family[0] + "l"
A_new = copy.copy(A)
A_new.indptr = np.asarray(A.indptr, dtype=np.int64)
A_new.indices = np.asarray(A.indices, dtype=np.int64)
return family, A_new
def _safe_downcast_indices(A):
# check for safe downcasting
max_value = np.iinfo(np.intc).max
if A.indptr[-1] > max_value: # indptr[-1] is max b/c indptr always sorted
raise ValueError("indptr values too large for SuperLU")
if max(*A.shape) > max_value: # only check large enough arrays
if np.any(A.indices > max_value):
raise ValueError("indices values too large for SuperLU")
indices = A.indices.astype(np.intc, copy=False)
indptr = A.indptr.astype(np.intc, copy=False)
return indices, indptr
def spsolve(A, b, permc_spec=None, use_umfpack=True):
"""Solve the sparse linear system Ax=b, where b may be a vector or a matrix.
Parameters
----------
A : ndarray or sparse matrix
The square matrix A will be converted into CSC or CSR form
b : ndarray or sparse matrix
The matrix or vector representing the right hand side of the equation.
If a vector, b.shape must be (n,) or (n, 1).
permc_spec : str, optional
How to permute the columns of the matrix for sparsity preservation.
(default: 'COLAMD')
- ``NATURAL``: natural ordering.
- ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
- ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
- ``COLAMD``: approximate minimum degree column ordering [1]_, [2]_.
use_umfpack : bool, optional
if True (default) then use UMFPACK for the solution [3]_, [4]_, [5]_,
[6]_ . This is only referenced if b is a vector and
``scikits.umfpack`` is installed.
Returns
-------
x : ndarray or sparse matrix
the solution of the sparse linear equation.
If b is a vector, then x is a vector of size A.shape[1]
If b is a matrix, then x is a matrix of size (A.shape[1], b.shape[1])
Notes
-----
For solving the matrix expression AX = B, this solver assumes the resulting
matrix X is sparse, as is often the case for very sparse inputs. If the
resulting X is dense, the construction of this sparse result will be
relatively expensive. In that case, consider converting A to a dense
matrix and using scipy.linalg.solve or its variants.
References
----------
.. [1] T. A. Davis, J. R. Gilbert, S. Larimore, E. Ng, Algorithm 836:
COLAMD, an approximate column minimum degree ordering algorithm,
ACM Trans. on Mathematical Software, 30(3), 2004, pp. 377--380.
:doi:`10.1145/1024074.1024080`
.. [2] T. A. Davis, J. R. Gilbert, S. Larimore, E. Ng, A column approximate
minimum degree ordering algorithm, ACM Trans. on Mathematical
Software, 30(3), 2004, pp. 353--376. :doi:`10.1145/1024074.1024079`
.. [3] T. A. Davis, Algorithm 832: UMFPACK - an unsymmetric-pattern
multifrontal method with a column pre-ordering strategy, ACM
Trans. on Mathematical Software, 30(2), 2004, pp. 196--199.
https://dl.acm.org/doi/abs/10.1145/992200.992206
.. [4] T. A. Davis, A column pre-ordering strategy for the
unsymmetric-pattern multifrontal method, ACM Trans.
on Mathematical Software, 30(2), 2004, pp. 165--195.
https://dl.acm.org/doi/abs/10.1145/992200.992205
.. [5] T. A. Davis and I. S. Duff, A combined unifrontal/multifrontal
method for unsymmetric sparse matrices, ACM Trans. on
Mathematical Software, 25(1), 1999, pp. 1--19.
https://doi.org/10.1145/305658.287640
.. [6] T. A. Davis and I. S. Duff, An unsymmetric-pattern multifrontal
method for sparse LU factorization, SIAM J. Matrix Analysis and
Computations, 18(1), 1997, pp. 140--158.
https://doi.org/10.1137/S0895479894246905T.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import spsolve
>>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
>>> B = csc_matrix([[2, 0], [-1, 0], [2, 0]], dtype=float)
>>> x = spsolve(A, B)
>>> np.allclose(A.dot(x).toarray(), B.toarray())
True
"""
is_pydata_sparse = is_pydata_spmatrix(b)
pydata_sparse_cls = b.__class__ if is_pydata_sparse else None
A = convert_pydata_sparse_to_scipy(A)
b = convert_pydata_sparse_to_scipy(b)
if not (issparse(A) and A.format in ("csc", "csr")):
A = csc_matrix(A)
warn('spsolve requires A be CSC or CSR matrix format',
SparseEfficiencyWarning, stacklevel=2)
# b is a vector only if b have shape (n,) or (n, 1)
b_is_sparse = issparse(b)
if not b_is_sparse:
b = asarray(b)
b_is_vector = ((b.ndim == 1) or (b.ndim == 2 and b.shape[1] == 1))
# sum duplicates for non-canonical format
A.sum_duplicates()
A = A._asfptype() # upcast to a floating point format
result_dtype = np.promote_types(A.dtype, b.dtype)
if A.dtype != result_dtype:
A = A.astype(result_dtype)
if b.dtype != result_dtype:
b = b.astype(result_dtype)
# validate input shapes
M, N = A.shape
if (M != N):
raise ValueError(f"matrix must be square (has shape {(M, N)})")
if M != b.shape[0]:
raise ValueError(f"matrix - rhs dimension mismatch ({A.shape} - {b.shape[0]})")
use_umfpack = use_umfpack and useUmfpack
if b_is_vector and use_umfpack:
if b_is_sparse:
b_vec = b.toarray()
else:
b_vec = b
b_vec = asarray(b_vec, dtype=A.dtype).ravel()
if noScikit:
raise RuntimeError('Scikits.umfpack not installed.')
if A.dtype.char not in 'dD':
raise ValueError("convert matrix data to double, please, using"
" .astype(), or set linsolve.useUmfpack = False")
umf_family, A = _get_umf_family(A)
umf = umfpack.UmfpackContext(umf_family)
x = umf.linsolve(umfpack.UMFPACK_A, A, b_vec,
autoTranspose=True)
else:
if b_is_vector and b_is_sparse:
b = b.toarray()
b_is_sparse = False
if not b_is_sparse:
if A.format == "csc":
flag = 1 # CSC format
else:
flag = 0 # CSR format
indices = A.indices.astype(np.intc, copy=False)
indptr = A.indptr.astype(np.intc, copy=False)
options = dict(ColPerm=permc_spec)
x, info = _superlu.gssv(N, A.nnz, A.data, indices, indptr,
b, flag, options=options)
if info != 0:
warn("Matrix is exactly singular", MatrixRankWarning, stacklevel=2)
x.fill(np.nan)
if b_is_vector:
x = x.ravel()
else:
# b is sparse
Afactsolve = factorized(A)
if not (b.format == "csc" or is_pydata_spmatrix(b)):
warn('spsolve is more efficient when sparse b '
'is in the CSC matrix format',
SparseEfficiencyWarning, stacklevel=2)
b = csc_matrix(b)
# Create a sparse output matrix by repeatedly applying
# the sparse factorization to solve columns of b.
data_segs = []
row_segs = []
col_segs = []
for j in range(b.shape[1]):
# TODO: replace this with
# bj = b[:, j].toarray().ravel()
# once 1D sparse arrays are supported.
# That is a slightly faster code path.
bj = b[:, [j]].toarray().ravel()
xj = Afactsolve(bj)
w = np.flatnonzero(xj)
segment_length = w.shape[0]
row_segs.append(w)
col_segs.append(np.full(segment_length, j, dtype=int))
data_segs.append(np.asarray(xj[w], dtype=A.dtype))
sparse_data = np.concatenate(data_segs)
sparse_row = np.concatenate(row_segs)
sparse_col = np.concatenate(col_segs)
x = A.__class__((sparse_data, (sparse_row, sparse_col)),
shape=b.shape, dtype=A.dtype)
if is_pydata_sparse:
x = pydata_sparse_cls.from_scipy_sparse(x)
return x
def splu(A, permc_spec=None, diag_pivot_thresh=None,
relax=None, panel_size=None, options=dict()):
"""
Compute the LU decomposition of a sparse, square matrix.
Parameters
----------
A : sparse matrix
Sparse matrix to factorize. Most efficient when provided in CSC
format. Other formats will be converted to CSC before factorization.
permc_spec : str, optional
How to permute the columns of the matrix for sparsity preservation.
(default: 'COLAMD')
- ``NATURAL``: natural ordering.
- ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
- ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
- ``COLAMD``: approximate minimum degree column ordering
diag_pivot_thresh : float, optional
Threshold used for a diagonal entry to be an acceptable pivot.
See SuperLU user's guide for details [1]_
relax : int, optional
Expert option for customizing the degree of relaxing supernodes.
See SuperLU user's guide for details [1]_
panel_size : int, optional
Expert option for customizing the panel size.
See SuperLU user's guide for details [1]_
options : dict, optional
Dictionary containing additional expert options to SuperLU.
See SuperLU user guide [1]_ (section 2.4 on the 'Options' argument)
for more details. For example, you can specify
``options=dict(Equil=False, IterRefine='SINGLE'))``
to turn equilibration off and perform a single iterative refinement.
Returns
-------
invA : scipy.sparse.linalg.SuperLU
Object, which has a ``solve`` method.
See also
--------
spilu : incomplete LU decomposition
Notes
-----
This function uses the SuperLU library.
References
----------
.. [1] SuperLU https://portal.nersc.gov/project/sparse/superlu/
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import splu
>>> A = csc_matrix([[1., 0., 0.], [5., 0., 2.], [0., -1., 0.]], dtype=float)
>>> B = splu(A)
>>> x = np.array([1., 2., 3.], dtype=float)
>>> B.solve(x)
array([ 1. , -3. , -1.5])
>>> A.dot(B.solve(x))
array([ 1., 2., 3.])
>>> B.solve(A.dot(x))
array([ 1., 2., 3.])
"""
if is_pydata_spmatrix(A):
def csc_construct_func(*a, cls=type(A)):
return cls.from_scipy_sparse(csc_matrix(*a))
A = A.to_scipy_sparse().tocsc()
else:
csc_construct_func = csc_matrix
if not (issparse(A) and A.format == "csc"):
A = csc_matrix(A)
warn('splu converted its input to CSC format',
SparseEfficiencyWarning, stacklevel=2)
# sum duplicates for non-canonical format
A.sum_duplicates()
A = A._asfptype() # upcast to a floating point format
M, N = A.shape
if (M != N):
raise ValueError("can only factor square matrices") # is this true?
indices, indptr = _safe_downcast_indices(A)
_options = dict(DiagPivotThresh=diag_pivot_thresh, ColPerm=permc_spec,
PanelSize=panel_size, Relax=relax)
if options is not None:
_options.update(options)
# Ensure that no column permutations are applied
if (_options["ColPerm"] == "NATURAL"):
_options["SymmetricMode"] = True
return _superlu.gstrf(N, A.nnz, A.data, indices, indptr,
csc_construct_func=csc_construct_func,
ilu=False, options=_options)
def spilu(A, drop_tol=None, fill_factor=None, drop_rule=None, permc_spec=None,
diag_pivot_thresh=None, relax=None, panel_size=None, options=None):
"""
Compute an incomplete LU decomposition for a sparse, square matrix.
The resulting object is an approximation to the inverse of `A`.
Parameters
----------
A : (N, N) array_like
Sparse matrix to factorize. Most efficient when provided in CSC format.
Other formats will be converted to CSC before factorization.
drop_tol : float, optional
Drop tolerance (0 <= tol <= 1) for an incomplete LU decomposition.
(default: 1e-4)
fill_factor : float, optional
Specifies the fill ratio upper bound (>= 1.0) for ILU. (default: 10)
drop_rule : str, optional
Comma-separated string of drop rules to use.
Available rules: ``basic``, ``prows``, ``column``, ``area``,
``secondary``, ``dynamic``, ``interp``. (Default: ``basic,area``)
See SuperLU documentation for details.
Remaining other options
Same as for `splu`
Returns
-------
invA_approx : scipy.sparse.linalg.SuperLU
Object, which has a ``solve`` method.
See also
--------
splu : complete LU decomposition
Notes
-----
To improve the better approximation to the inverse, you may need to
increase `fill_factor` AND decrease `drop_tol`.
This function uses the SuperLU library.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import spilu
>>> A = csc_matrix([[1., 0., 0.], [5., 0., 2.], [0., -1., 0.]], dtype=float)
>>> B = spilu(A)
>>> x = np.array([1., 2., 3.], dtype=float)
>>> B.solve(x)
array([ 1. , -3. , -1.5])
>>> A.dot(B.solve(x))
array([ 1., 2., 3.])
>>> B.solve(A.dot(x))
array([ 1., 2., 3.])
"""
if is_pydata_spmatrix(A):
def csc_construct_func(*a, cls=type(A)):
return cls.from_scipy_sparse(csc_matrix(*a))
A = A.to_scipy_sparse().tocsc()
else:
csc_construct_func = csc_matrix
if not (issparse(A) and A.format == "csc"):
A = csc_matrix(A)
warn('spilu converted its input to CSC format',
SparseEfficiencyWarning, stacklevel=2)
# sum duplicates for non-canonical format
A.sum_duplicates()
A = A._asfptype() # upcast to a floating point format
M, N = A.shape
if (M != N):
raise ValueError("can only factor square matrices") # is this true?
indices, indptr = _safe_downcast_indices(A)
_options = dict(ILU_DropRule=drop_rule, ILU_DropTol=drop_tol,
ILU_FillFactor=fill_factor,
DiagPivotThresh=diag_pivot_thresh, ColPerm=permc_spec,
PanelSize=panel_size, Relax=relax)
if options is not None:
_options.update(options)
# Ensure that no column permutations are applied
if (_options["ColPerm"] == "NATURAL"):
_options["SymmetricMode"] = True
return _superlu.gstrf(N, A.nnz, A.data, indices, indptr,
csc_construct_func=csc_construct_func,
ilu=True, options=_options)
def factorized(A):
"""
Return a function for solving a sparse linear system, with A pre-factorized.
Parameters
----------
A : (N, N) array_like
Input. A in CSC format is most efficient. A CSR format matrix will
be converted to CSC before factorization.
Returns
-------
solve : callable
To solve the linear system of equations given in `A`, the `solve`
callable should be passed an ndarray of shape (N,).
Examples
--------
>>> import numpy as np
>>> from scipy.sparse.linalg import factorized
>>> from scipy.sparse import csc_matrix
>>> A = np.array([[ 3. , 2. , -1. ],
... [ 2. , -2. , 4. ],
... [-1. , 0.5, -1. ]])
>>> solve = factorized(csc_matrix(A)) # Makes LU decomposition.
>>> rhs1 = np.array([1, -2, 0])
>>> solve(rhs1) # Uses the LU factors.
array([ 1., -2., -2.])
"""
if is_pydata_spmatrix(A):
A = A.to_scipy_sparse().tocsc()
if useUmfpack:
if noScikit:
raise RuntimeError('Scikits.umfpack not installed.')
if not (issparse(A) and A.format == "csc"):
A = csc_matrix(A)
warn('splu converted its input to CSC format',
SparseEfficiencyWarning, stacklevel=2)
A = A._asfptype() # upcast to a floating point format
if A.dtype.char not in 'dD':
raise ValueError("convert matrix data to double, please, using"
" .astype(), or set linsolve.useUmfpack = False")
umf_family, A = _get_umf_family(A)
umf = umfpack.UmfpackContext(umf_family)
# Make LU decomposition.
umf.numeric(A)
def solve(b):
with np.errstate(divide="ignore", invalid="ignore"):
# Ignoring warnings with numpy >= 1.23.0, see gh-16523
result = umf.solve(umfpack.UMFPACK_A, A, b, autoTranspose=True)
return result
return solve
else:
return splu(A).solve
def spsolve_triangular(A, b, lower=True, overwrite_A=False, overwrite_b=False,
unit_diagonal=False):
"""
Solve the equation ``A x = b`` for `x`, assuming A is a triangular matrix.
Parameters
----------
A : (M, M) sparse matrix
A sparse square triangular matrix. Should be in CSR or CSC format.
b : (M,) or (M, N) array_like
Right-hand side matrix in ``A x = b``
lower : bool, optional
Whether `A` is a lower or upper triangular matrix.
Default is lower triangular matrix.
overwrite_A : bool, optional
Allow changing `A`.
Enabling gives a performance gain. Default is False.
overwrite_b : bool, optional
Allow overwriting data in `b`.
Enabling gives a performance gain. Default is False.
If `overwrite_b` is True, it should be ensured that
`b` has an appropriate dtype to be able to store the result.
unit_diagonal : bool, optional
If True, diagonal elements of `a` are assumed to be 1.
.. versionadded:: 1.4.0
Returns
-------
x : (M,) or (M, N) ndarray
Solution to the system ``A x = b``. Shape of return matches shape
of `b`.
Raises
------
LinAlgError
If `A` is singular or not triangular.
ValueError
If shape of `A` or shape of `b` do not match the requirements.
Notes
-----
.. versionadded:: 0.19.0
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_array
>>> from scipy.sparse.linalg import spsolve_triangular
>>> A = csc_array([[3, 0, 0], [1, -1, 0], [2, 0, 1]], dtype=float)
>>> B = np.array([[2, 0], [-1, 0], [2, 0]], dtype=float)
>>> x = spsolve_triangular(A, B)
>>> np.allclose(A.dot(x), B)
True
"""
if is_pydata_spmatrix(A):
A = A.to_scipy_sparse().tocsc()
trans = "N"
if issparse(A) and A.format == "csr":
A = A.T
trans = "T"
lower = not lower
if not (issparse(A) and A.format == "csc"):
warn('CSC or CSR matrix format is required. Converting to CSC matrix.',
SparseEfficiencyWarning, stacklevel=2)
A = csc_matrix(A)
elif not overwrite_A:
A = A.copy()
M, N = A.shape
if M != N:
raise ValueError(
f'A must be a square matrix but its shape is {A.shape}.')
if unit_diagonal:
with catch_warnings():
simplefilter('ignore', SparseEfficiencyWarning)
A.setdiag(1)
else:
diag = A.diagonal()
if np.any(diag == 0):
raise LinAlgError(
'A is singular: zero entry on diagonal.')
invdiag = 1/diag
if trans == "N":
A = A @ diags(invdiag)
else:
A = (A.T @ diags(invdiag)).T
# sum duplicates for non-canonical format
A.sum_duplicates()
b = np.asanyarray(b)
if b.ndim not in [1, 2]:
raise ValueError(
f'b must have 1 or 2 dims but its shape is {b.shape}.')
if M != b.shape[0]:
raise ValueError(
'The size of the dimensions of A must be equal to '
'the size of the first dimension of b but the shape of A is '
f'{A.shape} and the shape of b is {b.shape}.'
)
result_dtype = np.promote_types(np.promote_types(A.dtype, np.float32), b.dtype)
if A.dtype != result_dtype:
A = A.astype(result_dtype)
if b.dtype != result_dtype:
b = b.astype(result_dtype)
elif not overwrite_b:
b = b.copy()
if lower:
L = A
U = csc_matrix((N, N), dtype=result_dtype)
else:
L = eye(N, dtype=result_dtype, format='csc')
U = A
U.setdiag(0)
x, info = _superlu.gstrs(trans,
N, L.nnz, L.data, L.indices, L.indptr,
N, U.nnz, U.data, U.indices, U.indptr,
b)
if info:
raise LinAlgError('A is singular.')
if not unit_diagonal:
invdiag = invdiag.reshape(-1, *([1] * (len(x.shape) - 1)))
x = x * invdiag
return x

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@ -0,0 +1,883 @@
import sys
import threading
import numpy as np
from numpy import array, finfo, arange, eye, all, unique, ones, dot
import numpy.random as random
from numpy.testing import (
assert_array_almost_equal, assert_almost_equal,
assert_equal, assert_array_equal, assert_, assert_allclose,
assert_warns, suppress_warnings)
import pytest
from pytest import raises as assert_raises
import scipy.linalg
from scipy.linalg import norm, inv
from scipy.sparse import (spdiags, SparseEfficiencyWarning, csc_matrix,
csr_matrix, identity, issparse, dok_matrix, lil_matrix, bsr_matrix)
from scipy.sparse.linalg import SuperLU
from scipy.sparse.linalg._dsolve import (spsolve, use_solver, splu, spilu,
MatrixRankWarning, _superlu, spsolve_triangular, factorized)
import scipy.sparse
from scipy._lib._testutils import check_free_memory
from scipy._lib._util import ComplexWarning
sup_sparse_efficiency = suppress_warnings()
sup_sparse_efficiency.filter(SparseEfficiencyWarning)
# scikits.umfpack is not a SciPy dependency but it is optionally used in
# dsolve, so check whether it's available
try:
import scikits.umfpack as umfpack
has_umfpack = True
except ImportError:
has_umfpack = False
def toarray(a):
if issparse(a):
return a.toarray()
else:
return a
def setup_bug_8278():
N = 2 ** 6
h = 1/N
Ah1D = scipy.sparse.diags([-1, 2, -1], [-1, 0, 1],
shape=(N-1, N-1))/(h**2)
eyeN = scipy.sparse.eye(N - 1)
A = (scipy.sparse.kron(eyeN, scipy.sparse.kron(eyeN, Ah1D))
+ scipy.sparse.kron(eyeN, scipy.sparse.kron(Ah1D, eyeN))
+ scipy.sparse.kron(Ah1D, scipy.sparse.kron(eyeN, eyeN)))
b = np.random.rand((N-1)**3)
return A, b
class TestFactorized:
def setup_method(self):
n = 5
d = arange(n) + 1
self.n = n
self.A = spdiags((d, 2*d, d[::-1]), (-3, 0, 5), n, n).tocsc()
random.seed(1234)
def _check_singular(self):
A = csc_matrix((5,5), dtype='d')
b = ones(5)
assert_array_almost_equal(0. * b, factorized(A)(b))
def _check_non_singular(self):
# Make a diagonal dominant, to make sure it is not singular
n = 5
a = csc_matrix(random.rand(n, n))
b = ones(n)
expected = splu(a).solve(b)
assert_array_almost_equal(factorized(a)(b), expected)
def test_singular_without_umfpack(self):
use_solver(useUmfpack=False)
with assert_raises(RuntimeError, match="Factor is exactly singular"):
self._check_singular()
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_singular_with_umfpack(self):
use_solver(useUmfpack=True)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, "divide by zero encountered in double_scalars")
assert_warns(umfpack.UmfpackWarning, self._check_singular)
def test_non_singular_without_umfpack(self):
use_solver(useUmfpack=False)
self._check_non_singular()
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_non_singular_with_umfpack(self):
use_solver(useUmfpack=True)
self._check_non_singular()
def test_cannot_factorize_nonsquare_matrix_without_umfpack(self):
use_solver(useUmfpack=False)
msg = "can only factor square matrices"
with assert_raises(ValueError, match=msg):
factorized(self.A[:, :4])
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_factorizes_nonsquare_matrix_with_umfpack(self):
use_solver(useUmfpack=True)
# does not raise
factorized(self.A[:,:4])
def test_call_with_incorrectly_sized_matrix_without_umfpack(self):
use_solver(useUmfpack=False)
solve = factorized(self.A)
b = random.rand(4)
B = random.rand(4, 3)
BB = random.rand(self.n, 3, 9)
with assert_raises(ValueError, match="is of incompatible size"):
solve(b)
with assert_raises(ValueError, match="is of incompatible size"):
solve(B)
with assert_raises(ValueError,
match="object too deep for desired array"):
solve(BB)
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_call_with_incorrectly_sized_matrix_with_umfpack(self):
use_solver(useUmfpack=True)
solve = factorized(self.A)
b = random.rand(4)
B = random.rand(4, 3)
BB = random.rand(self.n, 3, 9)
# does not raise
solve(b)
msg = "object too deep for desired array"
with assert_raises(ValueError, match=msg):
solve(B)
with assert_raises(ValueError, match=msg):
solve(BB)
def test_call_with_cast_to_complex_without_umfpack(self):
use_solver(useUmfpack=False)
solve = factorized(self.A)
b = random.rand(4)
for t in [np.complex64, np.complex128]:
with assert_raises(TypeError, match="Cannot cast array data"):
solve(b.astype(t))
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_call_with_cast_to_complex_with_umfpack(self):
use_solver(useUmfpack=True)
solve = factorized(self.A)
b = random.rand(4)
for t in [np.complex64, np.complex128]:
assert_warns(ComplexWarning, solve, b.astype(t))
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_assume_sorted_indices_flag(self):
# a sparse matrix with unsorted indices
unsorted_inds = np.array([2, 0, 1, 0])
data = np.array([10, 16, 5, 0.4])
indptr = np.array([0, 1, 2, 4])
A = csc_matrix((data, unsorted_inds, indptr), (3, 3))
b = ones(3)
# should raise when incorrectly assuming indices are sorted
use_solver(useUmfpack=True, assumeSortedIndices=True)
with assert_raises(RuntimeError,
match="UMFPACK_ERROR_invalid_matrix"):
factorized(A)
# should sort indices and succeed when not assuming indices are sorted
use_solver(useUmfpack=True, assumeSortedIndices=False)
expected = splu(A.copy()).solve(b)
assert_equal(A.has_sorted_indices, 0)
assert_array_almost_equal(factorized(A)(b), expected)
@pytest.mark.slow
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_bug_8278(self):
check_free_memory(8000)
use_solver(useUmfpack=True)
A, b = setup_bug_8278()
A = A.tocsc()
f = factorized(A)
x = f(b)
assert_array_almost_equal(A @ x, b)
class TestLinsolve:
def setup_method(self):
use_solver(useUmfpack=False)
def test_singular(self):
A = csc_matrix((5,5), dtype='d')
b = array([1, 2, 3, 4, 5],dtype='d')
with suppress_warnings() as sup:
sup.filter(MatrixRankWarning, "Matrix is exactly singular")
x = spsolve(A, b)
assert_(not np.isfinite(x).any())
def test_singular_gh_3312(self):
# "Bad" test case that leads SuperLU to call LAPACK with invalid
# arguments. Check that it fails moderately gracefully.
ij = np.array([(17, 0), (17, 6), (17, 12), (10, 13)], dtype=np.int32)
v = np.array([0.284213, 0.94933781, 0.15767017, 0.38797296])
A = csc_matrix((v, ij.T), shape=(20, 20))
b = np.arange(20)
try:
# should either raise a runtime error or return value
# appropriate for singular input (which yields the warning)
with suppress_warnings() as sup:
sup.filter(MatrixRankWarning, "Matrix is exactly singular")
x = spsolve(A, b)
assert not np.isfinite(x).any()
except RuntimeError:
pass
@pytest.mark.parametrize('format', ['csc', 'csr'])
@pytest.mark.parametrize('idx_dtype', [np.int32, np.int64])
def test_twodiags(self, format: str, idx_dtype: np.dtype):
A = spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]], [0, 1], 5, 5,
format=format)
b = array([1, 2, 3, 4, 5])
# condition number of A
cond_A = norm(A.toarray(), 2) * norm(inv(A.toarray()), 2)
for t in ['f','d','F','D']:
eps = finfo(t).eps # floating point epsilon
b = b.astype(t)
Asp = A.astype(t)
Asp.indices = Asp.indices.astype(idx_dtype, copy=False)
Asp.indptr = Asp.indptr.astype(idx_dtype, copy=False)
x = spsolve(Asp, b)
assert_(norm(b - Asp@x) < 10 * cond_A * eps)
def test_bvector_smoketest(self):
Adense = array([[0., 1., 1.],
[1., 0., 1.],
[0., 0., 1.]])
As = csc_matrix(Adense)
random.seed(1234)
x = random.randn(3)
b = As@x
x2 = spsolve(As, b)
assert_array_almost_equal(x, x2)
def test_bmatrix_smoketest(self):
Adense = array([[0., 1., 1.],
[1., 0., 1.],
[0., 0., 1.]])
As = csc_matrix(Adense)
random.seed(1234)
x = random.randn(3, 4)
Bdense = As.dot(x)
Bs = csc_matrix(Bdense)
x2 = spsolve(As, Bs)
assert_array_almost_equal(x, x2.toarray())
@sup_sparse_efficiency
def test_non_square(self):
# A is not square.
A = ones((3, 4))
b = ones((4, 1))
assert_raises(ValueError, spsolve, A, b)
# A2 and b2 have incompatible shapes.
A2 = csc_matrix(eye(3))
b2 = array([1.0, 2.0])
assert_raises(ValueError, spsolve, A2, b2)
@sup_sparse_efficiency
def test_example_comparison(self):
row = array([0,0,1,2,2,2])
col = array([0,2,2,0,1,2])
data = array([1,2,3,-4,5,6])
sM = csr_matrix((data,(row,col)), shape=(3,3), dtype=float)
M = sM.toarray()
row = array([0,0,1,1,0,0])
col = array([0,2,1,1,0,0])
data = array([1,1,1,1,1,1])
sN = csr_matrix((data, (row,col)), shape=(3,3), dtype=float)
N = sN.toarray()
sX = spsolve(sM, sN)
X = scipy.linalg.solve(M, N)
assert_array_almost_equal(X, sX.toarray())
@sup_sparse_efficiency
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_shape_compatibility(self):
use_solver(useUmfpack=True)
A = csc_matrix([[1., 0], [0, 2]])
bs = [
[1, 6],
array([1, 6]),
[[1], [6]],
array([[1], [6]]),
csc_matrix([[1], [6]]),
csr_matrix([[1], [6]]),
dok_matrix([[1], [6]]),
bsr_matrix([[1], [6]]),
array([[1., 2., 3.], [6., 8., 10.]]),
csc_matrix([[1., 2., 3.], [6., 8., 10.]]),
csr_matrix([[1., 2., 3.], [6., 8., 10.]]),
dok_matrix([[1., 2., 3.], [6., 8., 10.]]),
bsr_matrix([[1., 2., 3.], [6., 8., 10.]]),
]
for b in bs:
x = np.linalg.solve(A.toarray(), toarray(b))
for spmattype in [csc_matrix, csr_matrix, dok_matrix, lil_matrix]:
x1 = spsolve(spmattype(A), b, use_umfpack=True)
x2 = spsolve(spmattype(A), b, use_umfpack=False)
# check solution
if x.ndim == 2 and x.shape[1] == 1:
# interprets also these as "vectors"
x = x.ravel()
assert_array_almost_equal(toarray(x1), x,
err_msg=repr((b, spmattype, 1)))
assert_array_almost_equal(toarray(x2), x,
err_msg=repr((b, spmattype, 2)))
# dense vs. sparse output ("vectors" are always dense)
if issparse(b) and x.ndim > 1:
assert_(issparse(x1), repr((b, spmattype, 1)))
assert_(issparse(x2), repr((b, spmattype, 2)))
else:
assert_(isinstance(x1, np.ndarray), repr((b, spmattype, 1)))
assert_(isinstance(x2, np.ndarray), repr((b, spmattype, 2)))
# check output shape
if x.ndim == 1:
# "vector"
assert_equal(x1.shape, (A.shape[1],))
assert_equal(x2.shape, (A.shape[1],))
else:
# "matrix"
assert_equal(x1.shape, x.shape)
assert_equal(x2.shape, x.shape)
A = csc_matrix((3, 3))
b = csc_matrix((1, 3))
assert_raises(ValueError, spsolve, A, b)
@sup_sparse_efficiency
def test_ndarray_support(self):
A = array([[1., 2.], [2., 0.]])
x = array([[1., 1.], [0.5, -0.5]])
b = array([[2., 0.], [2., 2.]])
assert_array_almost_equal(x, spsolve(A, b))
def test_gssv_badinput(self):
N = 10
d = arange(N) + 1.0
A = spdiags((d, 2*d, d[::-1]), (-3, 0, 5), N, N)
for spmatrix in (csc_matrix, csr_matrix):
A = spmatrix(A)
b = np.arange(N)
def not_c_contig(x):
return x.repeat(2)[::2]
def not_1dim(x):
return x[:,None]
def bad_type(x):
return x.astype(bool)
def too_short(x):
return x[:-1]
badops = [not_c_contig, not_1dim, bad_type, too_short]
for badop in badops:
msg = f"{spmatrix!r} {badop!r}"
# Not C-contiguous
assert_raises((ValueError, TypeError), _superlu.gssv,
N, A.nnz, badop(A.data), A.indices, A.indptr,
b, int(spmatrix == csc_matrix), err_msg=msg)
assert_raises((ValueError, TypeError), _superlu.gssv,
N, A.nnz, A.data, badop(A.indices), A.indptr,
b, int(spmatrix == csc_matrix), err_msg=msg)
assert_raises((ValueError, TypeError), _superlu.gssv,
N, A.nnz, A.data, A.indices, badop(A.indptr),
b, int(spmatrix == csc_matrix), err_msg=msg)
def test_sparsity_preservation(self):
ident = csc_matrix([
[1, 0, 0],
[0, 1, 0],
[0, 0, 1]])
b = csc_matrix([
[0, 1],
[1, 0],
[0, 0]])
x = spsolve(ident, b)
assert_equal(ident.nnz, 3)
assert_equal(b.nnz, 2)
assert_equal(x.nnz, 2)
assert_allclose(x.toarray(), b.toarray(), atol=1e-12, rtol=1e-12)
def test_dtype_cast(self):
A_real = scipy.sparse.csr_matrix([[1, 2, 0],
[0, 0, 3],
[4, 0, 5]])
A_complex = scipy.sparse.csr_matrix([[1, 2, 0],
[0, 0, 3],
[4, 0, 5 + 1j]])
b_real = np.array([1,1,1])
b_complex = np.array([1,1,1]) + 1j*np.array([1,1,1])
x = spsolve(A_real, b_real)
assert_(np.issubdtype(x.dtype, np.floating))
x = spsolve(A_real, b_complex)
assert_(np.issubdtype(x.dtype, np.complexfloating))
x = spsolve(A_complex, b_real)
assert_(np.issubdtype(x.dtype, np.complexfloating))
x = spsolve(A_complex, b_complex)
assert_(np.issubdtype(x.dtype, np.complexfloating))
@pytest.mark.slow
@pytest.mark.skipif(not has_umfpack, reason="umfpack not available")
def test_bug_8278(self):
check_free_memory(8000)
use_solver(useUmfpack=True)
A, b = setup_bug_8278()
x = spsolve(A, b)
assert_array_almost_equal(A @ x, b)
class TestSplu:
def setup_method(self):
use_solver(useUmfpack=False)
n = 40
d = arange(n) + 1
self.n = n
self.A = spdiags((d, 2*d, d[::-1]), (-3, 0, 5), n, n, format='csc')
random.seed(1234)
def _smoketest(self, spxlu, check, dtype, idx_dtype):
if np.issubdtype(dtype, np.complexfloating):
A = self.A + 1j*self.A.T
else:
A = self.A
A = A.astype(dtype)
A.indices = A.indices.astype(idx_dtype, copy=False)
A.indptr = A.indptr.astype(idx_dtype, copy=False)
lu = spxlu(A)
rng = random.RandomState(1234)
# Input shapes
for k in [None, 1, 2, self.n, self.n+2]:
msg = f"k={k!r}"
if k is None:
b = rng.rand(self.n)
else:
b = rng.rand(self.n, k)
if np.issubdtype(dtype, np.complexfloating):
b = b + 1j*rng.rand(*b.shape)
b = b.astype(dtype)
x = lu.solve(b)
check(A, b, x, msg)
x = lu.solve(b, 'T')
check(A.T, b, x, msg)
x = lu.solve(b, 'H')
check(A.T.conj(), b, x, msg)
@sup_sparse_efficiency
def test_splu_smoketest(self):
self._internal_test_splu_smoketest()
def _internal_test_splu_smoketest(self):
# Check that splu works at all
def check(A, b, x, msg=""):
eps = np.finfo(A.dtype).eps
r = A @ x
assert_(abs(r - b).max() < 1e3*eps, msg)
for dtype in [np.float32, np.float64, np.complex64, np.complex128]:
for idx_dtype in [np.int32, np.int64]:
self._smoketest(splu, check, dtype, idx_dtype)
@sup_sparse_efficiency
def test_spilu_smoketest(self):
self._internal_test_spilu_smoketest()
def _internal_test_spilu_smoketest(self):
errors = []
def check(A, b, x, msg=""):
r = A @ x
err = abs(r - b).max()
assert_(err < 1e-2, msg)
if b.dtype in (np.float64, np.complex128):
errors.append(err)
for dtype in [np.float32, np.float64, np.complex64, np.complex128]:
for idx_dtype in [np.int32, np.int64]:
self._smoketest(spilu, check, dtype, idx_dtype)
assert_(max(errors) > 1e-5)
@sup_sparse_efficiency
def test_spilu_drop_rule(self):
# Test passing in the drop_rule argument to spilu.
A = identity(2)
rules = [
b'basic,area'.decode('ascii'), # unicode
b'basic,area', # ascii
[b'basic', b'area'.decode('ascii')]
]
for rule in rules:
# Argument should be accepted
assert_(isinstance(spilu(A, drop_rule=rule), SuperLU))
def test_splu_nnz0(self):
A = csc_matrix((5,5), dtype='d')
assert_raises(RuntimeError, splu, A)
def test_spilu_nnz0(self):
A = csc_matrix((5,5), dtype='d')
assert_raises(RuntimeError, spilu, A)
def test_splu_basic(self):
# Test basic splu functionality.
n = 30
rng = random.RandomState(12)
a = rng.rand(n, n)
a[a < 0.95] = 0
# First test with a singular matrix
a[:, 0] = 0
a_ = csc_matrix(a)
# Matrix is exactly singular
assert_raises(RuntimeError, splu, a_)
# Make a diagonal dominant, to make sure it is not singular
a += 4*eye(n)
a_ = csc_matrix(a)
lu = splu(a_)
b = ones(n)
x = lu.solve(b)
assert_almost_equal(dot(a, x), b)
def test_splu_perm(self):
# Test the permutation vectors exposed by splu.
n = 30
a = random.random((n, n))
a[a < 0.95] = 0
# Make a diagonal dominant, to make sure it is not singular
a += 4*eye(n)
a_ = csc_matrix(a)
lu = splu(a_)
# Check that the permutation indices do belong to [0, n-1].
for perm in (lu.perm_r, lu.perm_c):
assert_(all(perm > -1))
assert_(all(perm < n))
assert_equal(len(unique(perm)), len(perm))
# Now make a symmetric, and test that the two permutation vectors are
# the same
# Note: a += a.T relies on undefined behavior.
a = a + a.T
a_ = csc_matrix(a)
lu = splu(a_)
assert_array_equal(lu.perm_r, lu.perm_c)
@pytest.mark.parametrize("splu_fun, rtol", [(splu, 1e-7), (spilu, 1e-1)])
def test_natural_permc(self, splu_fun, rtol):
# Test that the "NATURAL" permc_spec does not permute the matrix
np.random.seed(42)
n = 500
p = 0.01
A = scipy.sparse.random(n, n, p)
x = np.random.rand(n)
# Make A diagonal dominant to make sure it is not singular
A += (n+1)*scipy.sparse.identity(n)
A_ = csc_matrix(A)
b = A_ @ x
# without permc_spec, permutation is not identity
lu = splu_fun(A_)
assert_(np.any(lu.perm_c != np.arange(n)))
# with permc_spec="NATURAL", permutation is identity
lu = splu_fun(A_, permc_spec="NATURAL")
assert_array_equal(lu.perm_c, np.arange(n))
# Also, lu decomposition is valid
x2 = lu.solve(b)
assert_allclose(x, x2, rtol=rtol)
@pytest.mark.skipif(not hasattr(sys, 'getrefcount'), reason="no sys.getrefcount")
def test_lu_refcount(self):
# Test that we are keeping track of the reference count with splu.
n = 30
a = random.random((n, n))
a[a < 0.95] = 0
# Make a diagonal dominant, to make sure it is not singular
a += 4*eye(n)
a_ = csc_matrix(a)
lu = splu(a_)
# And now test that we don't have a refcount bug
rc = sys.getrefcount(lu)
for attr in ('perm_r', 'perm_c'):
perm = getattr(lu, attr)
assert_equal(sys.getrefcount(lu), rc + 1)
del perm
assert_equal(sys.getrefcount(lu), rc)
def test_bad_inputs(self):
A = self.A.tocsc()
assert_raises(ValueError, splu, A[:,:4])
assert_raises(ValueError, spilu, A[:,:4])
for lu in [splu(A), spilu(A)]:
b = random.rand(42)
B = random.rand(42, 3)
BB = random.rand(self.n, 3, 9)
assert_raises(ValueError, lu.solve, b)
assert_raises(ValueError, lu.solve, B)
assert_raises(ValueError, lu.solve, BB)
assert_raises(TypeError, lu.solve,
b.astype(np.complex64))
assert_raises(TypeError, lu.solve,
b.astype(np.complex128))
@sup_sparse_efficiency
def test_superlu_dlamch_i386_nan(self):
# SuperLU 4.3 calls some functions returning floats without
# declaring them. On i386@linux call convention, this fails to
# clear floating point registers after call. As a result, NaN
# can appear in the next floating point operation made.
#
# Here's a test case that triggered the issue.
n = 8
d = np.arange(n) + 1
A = spdiags((d, 2*d, d[::-1]), (-3, 0, 5), n, n)
A = A.astype(np.float32)
spilu(A)
A = A + 1j*A
B = A.toarray()
assert_(not np.isnan(B).any())
@sup_sparse_efficiency
def test_lu_attr(self):
def check(dtype, complex_2=False):
A = self.A.astype(dtype)
if complex_2:
A = A + 1j*A.T
n = A.shape[0]
lu = splu(A)
# Check that the decomposition is as advertised
Pc = np.zeros((n, n))
Pc[np.arange(n), lu.perm_c] = 1
Pr = np.zeros((n, n))
Pr[lu.perm_r, np.arange(n)] = 1
Ad = A.toarray()
lhs = Pr.dot(Ad).dot(Pc)
rhs = (lu.L @ lu.U).toarray()
eps = np.finfo(dtype).eps
assert_allclose(lhs, rhs, atol=100*eps)
check(np.float32)
check(np.float64)
check(np.complex64)
check(np.complex128)
check(np.complex64, True)
check(np.complex128, True)
@pytest.mark.slow
@sup_sparse_efficiency
def test_threads_parallel(self):
oks = []
def worker():
try:
self.test_splu_basic()
self._internal_test_splu_smoketest()
self._internal_test_spilu_smoketest()
oks.append(True)
except Exception:
pass
threads = [threading.Thread(target=worker)
for k in range(20)]
for t in threads:
t.start()
for t in threads:
t.join()
assert_equal(len(oks), 20)
def test_singular_matrix(self):
# Test that SuperLU does not print to stdout when a singular matrix is
# passed. See gh-20993.
A = identity(10, format='csr').tocsr()
A[-1, -1] = 0
b = np.zeros(10)
with pytest.warns(MatrixRankWarning):
res = spsolve(A, b)
assert np.isnan(res).all()
class TestGstrsErrors:
def setup_method(self):
self.A = array([[1.0,2.0,3.0],[4.0,5.0,6.0],[7.0,8.0,9.0]], dtype=np.float64)
self.b = np.array([[1.0],[2.0],[3.0]], dtype=np.float64)
def test_trans(self):
L = scipy.sparse.tril(self.A, format='csc')
U = scipy.sparse.triu(self.A, k=1, format='csc')
with assert_raises(ValueError, match="trans must be N, T, or H"):
_superlu.gstrs('X', L.shape[0], L.nnz, L.data, L.indices, L.indptr,
U.shape[0], U.nnz, U.data, U.indices, U.indptr, self.b)
def test_shape_LU(self):
L = scipy.sparse.tril(self.A[0:2,0:2], format='csc')
U = scipy.sparse.triu(self.A, k=1, format='csc')
with assert_raises(ValueError, match="L and U must have the same dimension"):
_superlu.gstrs('N', L.shape[0], L.nnz, L.data, L.indices, L.indptr,
U.shape[0], U.nnz, U.data, U.indices, U.indptr, self.b)
def test_shape_b(self):
L = scipy.sparse.tril(self.A, format='csc')
U = scipy.sparse.triu(self.A, k=1, format='csc')
with assert_raises(ValueError, match="right hand side array has invalid shape"):
_superlu.gstrs('N', L.shape[0], L.nnz, L.data, L.indices, L.indptr,
U.shape[0], U.nnz, U.data, U.indices, U.indptr,
self.b[0:2])
def test_types_differ(self):
L = scipy.sparse.tril(self.A.astype(np.float32), format='csc')
U = scipy.sparse.triu(self.A, k=1, format='csc')
with assert_raises(TypeError, match="nzvals types of L and U differ"):
_superlu.gstrs('N', L.shape[0], L.nnz, L.data, L.indices, L.indptr,
U.shape[0], U.nnz, U.data, U.indices, U.indptr, self.b)
def test_types_unsupported(self):
L = scipy.sparse.tril(self.A.astype(np.uint8), format='csc')
U = scipy.sparse.triu(self.A.astype(np.uint8), k=1, format='csc')
with assert_raises(TypeError, match="nzvals is not of a type supported"):
_superlu.gstrs('N', L.shape[0], L.nnz, L.data, L.indices, L.indptr,
U.shape[0], U.nnz, U.data, U.indices, U.indptr,
self.b.astype(np.uint8))
class TestSpsolveTriangular:
def setup_method(self):
use_solver(useUmfpack=False)
@pytest.mark.parametrize("fmt",["csr","csc"])
def test_zero_diagonal(self,fmt):
n = 5
rng = np.random.default_rng(43876432987)
A = rng.standard_normal((n, n))
b = np.arange(n)
A = scipy.sparse.tril(A, k=0, format=fmt)
x = spsolve_triangular(A, b, unit_diagonal=True, lower=True)
A.setdiag(1)
assert_allclose(A.dot(x), b)
# Regression test from gh-15199
A = np.array([[0, 0, 0], [1, 0, 0], [1, 1, 0]], dtype=np.float64)
b = np.array([1., 2., 3.])
with suppress_warnings() as sup:
sup.filter(SparseEfficiencyWarning, "CSC or CSR matrix format is")
spsolve_triangular(A, b, unit_diagonal=True)
@pytest.mark.parametrize("fmt",["csr","csc"])
def test_singular(self,fmt):
n = 5
if fmt == "csr":
A = csr_matrix((n, n))
else:
A = csc_matrix((n, n))
b = np.arange(n)
for lower in (True, False):
assert_raises(scipy.linalg.LinAlgError,
spsolve_triangular, A, b, lower=lower)
@sup_sparse_efficiency
def test_bad_shape(self):
# A is not square.
A = np.zeros((3, 4))
b = ones((4, 1))
assert_raises(ValueError, spsolve_triangular, A, b)
# A2 and b2 have incompatible shapes.
A2 = csr_matrix(eye(3))
b2 = array([1.0, 2.0])
assert_raises(ValueError, spsolve_triangular, A2, b2)
@sup_sparse_efficiency
def test_input_types(self):
A = array([[1., 0.], [1., 2.]])
b = array([[2., 0.], [2., 2.]])
for matrix_type in (array, csc_matrix, csr_matrix):
x = spsolve_triangular(matrix_type(A), b, lower=True)
assert_array_almost_equal(A.dot(x), b)
@pytest.mark.slow
@sup_sparse_efficiency
@pytest.mark.parametrize("n", [10, 10**2, 10**3])
@pytest.mark.parametrize("m", [1, 10])
@pytest.mark.parametrize("lower", [True, False])
@pytest.mark.parametrize("format", ["csr", "csc"])
@pytest.mark.parametrize("unit_diagonal", [False, True])
@pytest.mark.parametrize("choice_of_A", ["real", "complex"])
@pytest.mark.parametrize("choice_of_b", ["floats", "ints", "complexints"])
def test_random(self, n, m, lower, format, unit_diagonal, choice_of_A, choice_of_b):
def random_triangle_matrix(n, lower=True, format="csr", choice_of_A="real"):
if choice_of_A == "real":
dtype = np.float64
elif choice_of_A == "complex":
dtype = np.complex128
else:
raise ValueError("choice_of_A must be 'real' or 'complex'.")
rng = np.random.default_rng(789002319)
rvs = rng.random
A = scipy.sparse.random(n, n, density=0.1, format='lil', dtype=dtype,
random_state=rng, data_rvs=rvs)
if lower:
A = scipy.sparse.tril(A, format="lil")
else:
A = scipy.sparse.triu(A, format="lil")
for i in range(n):
A[i, i] = np.random.rand() + 1
if format == "csc":
A = A.tocsc(copy=False)
else:
A = A.tocsr(copy=False)
return A
np.random.seed(1234)
A = random_triangle_matrix(n, lower=lower)
if choice_of_b == "floats":
b = np.random.rand(n, m)
elif choice_of_b == "ints":
b = np.random.randint(-9, 9, (n, m))
elif choice_of_b == "complexints":
b = np.random.randint(-9, 9, (n, m)) + np.random.randint(-9, 9, (n, m)) * 1j
else:
raise ValueError(
"choice_of_b must be 'floats', 'ints', or 'complexints'.")
x = spsolve_triangular(A, b, lower=lower, unit_diagonal=unit_diagonal)
if unit_diagonal:
A.setdiag(1)
assert_allclose(A.dot(x), b, atol=1.5e-6)

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@ -0,0 +1,22 @@
"""
Sparse Eigenvalue Solvers
-------------------------
The submodules of sparse.linalg._eigen:
1. lobpcg: Locally Optimal Block Preconditioned Conjugate Gradient Method
"""
from .arpack import *
from .lobpcg import *
from ._svds import svds
from . import arpack
__all__ = [
'ArpackError', 'ArpackNoConvergence',
'eigs', 'eigsh', 'lobpcg', 'svds'
]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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@ -0,0 +1,546 @@
import math
import numpy as np
from .arpack import _arpack # type: ignore[attr-defined]
from . import eigsh
from scipy._lib._util import check_random_state
from scipy.sparse.linalg._interface import LinearOperator, aslinearoperator
from scipy.sparse.linalg._eigen.lobpcg import lobpcg # type: ignore[no-redef]
from scipy.sparse.linalg._svdp import _svdp
from scipy.linalg import svd
arpack_int = _arpack.timing.nbx.dtype
__all__ = ['svds']
def _herm(x):
return x.T.conj()
def _iv(A, k, ncv, tol, which, v0, maxiter,
return_singular, solver, random_state):
# input validation/standardization for `solver`
# out of order because it's needed for other parameters
solver = str(solver).lower()
solvers = {"arpack", "lobpcg", "propack"}
if solver not in solvers:
raise ValueError(f"solver must be one of {solvers}.")
# input validation/standardization for `A`
A = aslinearoperator(A) # this takes care of some input validation
if not (np.issubdtype(A.dtype, np.complexfloating)
or np.issubdtype(A.dtype, np.floating)):
message = "`A` must be of floating or complex floating data type."
raise ValueError(message)
if math.prod(A.shape) == 0:
message = "`A` must not be empty."
raise ValueError(message)
# input validation/standardization for `k`
kmax = min(A.shape) if solver == 'propack' else min(A.shape) - 1
if int(k) != k or not (0 < k <= kmax):
message = "`k` must be an integer satisfying `0 < k < min(A.shape)`."
raise ValueError(message)
k = int(k)
# input validation/standardization for `ncv`
if solver == "arpack" and ncv is not None:
if int(ncv) != ncv or not (k < ncv < min(A.shape)):
message = ("`ncv` must be an integer satisfying "
"`k < ncv < min(A.shape)`.")
raise ValueError(message)
ncv = int(ncv)
# input validation/standardization for `tol`
if tol < 0 or not np.isfinite(tol):
message = "`tol` must be a non-negative floating point value."
raise ValueError(message)
tol = float(tol)
# input validation/standardization for `which`
which = str(which).upper()
whichs = {'LM', 'SM'}
if which not in whichs:
raise ValueError(f"`which` must be in {whichs}.")
# input validation/standardization for `v0`
if v0 is not None:
v0 = np.atleast_1d(v0)
if not (np.issubdtype(v0.dtype, np.complexfloating)
or np.issubdtype(v0.dtype, np.floating)):
message = ("`v0` must be of floating or complex floating "
"data type.")
raise ValueError(message)
shape = (A.shape[0],) if solver == 'propack' else (min(A.shape),)
if v0.shape != shape:
message = f"`v0` must have shape {shape}."
raise ValueError(message)
# input validation/standardization for `maxiter`
if maxiter is not None and (int(maxiter) != maxiter or maxiter <= 0):
message = "`maxiter` must be a positive integer."
raise ValueError(message)
maxiter = int(maxiter) if maxiter is not None else maxiter
# input validation/standardization for `return_singular_vectors`
# not going to be flexible with this; too complicated for little gain
rs_options = {True, False, "vh", "u"}
if return_singular not in rs_options:
raise ValueError(f"`return_singular_vectors` must be in {rs_options}.")
random_state = check_random_state(random_state)
return (A, k, ncv, tol, which, v0, maxiter,
return_singular, solver, random_state)
def svds(A, k=6, ncv=None, tol=0, which='LM', v0=None,
maxiter=None, return_singular_vectors=True,
solver='arpack', random_state=None, options=None):
"""
Partial singular value decomposition of a sparse matrix.
Compute the largest or smallest `k` singular values and corresponding
singular vectors of a sparse matrix `A`. The order in which the singular
values are returned is not guaranteed.
In the descriptions below, let ``M, N = A.shape``.
Parameters
----------
A : ndarray, sparse matrix, or LinearOperator
Matrix to decompose of a floating point numeric dtype.
k : int, default: 6
Number of singular values and singular vectors to compute.
Must satisfy ``1 <= k <= kmax``, where ``kmax=min(M, N)`` for
``solver='propack'`` and ``kmax=min(M, N) - 1`` otherwise.
ncv : int, optional
When ``solver='arpack'``, this is the number of Lanczos vectors
generated. See :ref:`'arpack' <sparse.linalg.svds-arpack>` for details.
When ``solver='lobpcg'`` or ``solver='propack'``, this parameter is
ignored.
tol : float, optional
Tolerance for singular values. Zero (default) means machine precision.
which : {'LM', 'SM'}
Which `k` singular values to find: either the largest magnitude ('LM')
or smallest magnitude ('SM') singular values.
v0 : ndarray, optional
The starting vector for iteration; see method-specific
documentation (:ref:`'arpack' <sparse.linalg.svds-arpack>`,
:ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`), or
:ref:`'propack' <sparse.linalg.svds-propack>` for details.
maxiter : int, optional
Maximum number of iterations; see method-specific
documentation (:ref:`'arpack' <sparse.linalg.svds-arpack>`,
:ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`), or
:ref:`'propack' <sparse.linalg.svds-propack>` for details.
return_singular_vectors : {True, False, "u", "vh"}
Singular values are always computed and returned; this parameter
controls the computation and return of singular vectors.
- ``True``: return singular vectors.
- ``False``: do not return singular vectors.
- ``"u"``: if ``M <= N``, compute only the left singular vectors and
return ``None`` for the right singular vectors. Otherwise, compute
all singular vectors.
- ``"vh"``: if ``M > N``, compute only the right singular vectors and
return ``None`` for the left singular vectors. Otherwise, compute
all singular vectors.
If ``solver='propack'``, the option is respected regardless of the
matrix shape.
solver : {'arpack', 'propack', 'lobpcg'}, optional
The solver used.
:ref:`'arpack' <sparse.linalg.svds-arpack>`,
:ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`, and
:ref:`'propack' <sparse.linalg.svds-propack>` are supported.
Default: `'arpack'`.
random_state : {None, int, `numpy.random.Generator`,
`numpy.random.RandomState`}, optional
Pseudorandom number generator state used to generate resamples.
If `random_state` is ``None`` (or `np.random`), the
`numpy.random.RandomState` singleton is used.
If `random_state` is an int, a new ``RandomState`` instance is used,
seeded with `random_state`.
If `random_state` is already a ``Generator`` or ``RandomState``
instance then that instance is used.
options : dict, optional
A dictionary of solver-specific options. No solver-specific options
are currently supported; this parameter is reserved for future use.
Returns
-------
u : ndarray, shape=(M, k)
Unitary matrix having left singular vectors as columns.
s : ndarray, shape=(k,)
The singular values.
vh : ndarray, shape=(k, N)
Unitary matrix having right singular vectors as rows.
Notes
-----
This is a naive implementation using ARPACK or LOBPCG as an eigensolver
on the matrix ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on
which one is smaller size, followed by the Rayleigh-Ritz method
as postprocessing; see
Using the normal matrix, in Rayleigh-Ritz method, (2022, Nov. 19),
Wikipedia, https://w.wiki/4zms.
Alternatively, the PROPACK solver can be called.
Choices of the input matrix `A` numeric dtype may be limited.
Only ``solver="lobpcg"`` supports all floating point dtypes
real: 'np.float32', 'np.float64', 'np.longdouble' and
complex: 'np.complex64', 'np.complex128', 'np.clongdouble'.
The ``solver="arpack"`` supports only
'np.float32', 'np.float64', and 'np.complex128'.
Examples
--------
Construct a matrix `A` from singular values and vectors.
>>> import numpy as np
>>> from scipy import sparse, linalg, stats
>>> from scipy.sparse.linalg import svds, aslinearoperator, LinearOperator
Construct a dense matrix `A` from singular values and vectors.
>>> rng = np.random.default_rng(258265244568965474821194062361901728911)
>>> orthogonal = stats.ortho_group.rvs(10, random_state=rng)
>>> s = [1e-3, 1, 2, 3, 4] # non-zero singular values
>>> u = orthogonal[:, :5] # left singular vectors
>>> vT = orthogonal[:, 5:].T # right singular vectors
>>> A = u @ np.diag(s) @ vT
With only four singular values/vectors, the SVD approximates the original
matrix.
>>> u4, s4, vT4 = svds(A, k=4)
>>> A4 = u4 @ np.diag(s4) @ vT4
>>> np.allclose(A4, A, atol=1e-3)
True
With all five non-zero singular values/vectors, we can reproduce
the original matrix more accurately.
>>> u5, s5, vT5 = svds(A, k=5)
>>> A5 = u5 @ np.diag(s5) @ vT5
>>> np.allclose(A5, A)
True
The singular values match the expected singular values.
>>> np.allclose(s5, s)
True
Since the singular values are not close to each other in this example,
every singular vector matches as expected up to a difference in sign.
>>> (np.allclose(np.abs(u5), np.abs(u)) and
... np.allclose(np.abs(vT5), np.abs(vT)))
True
The singular vectors are also orthogonal.
>>> (np.allclose(u5.T @ u5, np.eye(5)) and
... np.allclose(vT5 @ vT5.T, np.eye(5)))
True
If there are (nearly) multiple singular values, the corresponding
individual singular vectors may be unstable, but the whole invariant
subspace containing all such singular vectors is computed accurately
as can be measured by angles between subspaces via 'subspace_angles'.
>>> rng = np.random.default_rng(178686584221410808734965903901790843963)
>>> s = [1, 1 + 1e-6] # non-zero singular values
>>> u, _ = np.linalg.qr(rng.standard_normal((99, 2)))
>>> v, _ = np.linalg.qr(rng.standard_normal((99, 2)))
>>> vT = v.T
>>> A = u @ np.diag(s) @ vT
>>> A = A.astype(np.float32)
>>> u2, s2, vT2 = svds(A, k=2, random_state=rng)
>>> np.allclose(s2, s)
True
The angles between the individual exact and computed singular vectors
may not be so small. To check use:
>>> (linalg.subspace_angles(u2[:, :1], u[:, :1]) +
... linalg.subspace_angles(u2[:, 1:], u[:, 1:]))
array([0.06562513]) # may vary
>>> (linalg.subspace_angles(vT2[:1, :].T, vT[:1, :].T) +
... linalg.subspace_angles(vT2[1:, :].T, vT[1:, :].T))
array([0.06562507]) # may vary
As opposed to the angles between the 2-dimensional invariant subspaces
that these vectors span, which are small for rights singular vectors
>>> linalg.subspace_angles(u2, u).sum() < 1e-6
True
as well as for left singular vectors.
>>> linalg.subspace_angles(vT2.T, vT.T).sum() < 1e-6
True
The next example follows that of 'sklearn.decomposition.TruncatedSVD'.
>>> rng = np.random.RandomState(0)
>>> X_dense = rng.random(size=(100, 100))
>>> X_dense[:, 2 * np.arange(50)] = 0
>>> X = sparse.csr_matrix(X_dense)
>>> _, singular_values, _ = svds(X, k=5, random_state=rng)
>>> print(singular_values)
[ 4.3293... 4.4491... 4.5420... 4.5987... 35.2410...]
The function can be called without the transpose of the input matrix
ever explicitly constructed.
>>> rng = np.random.default_rng(102524723947864966825913730119128190974)
>>> G = sparse.rand(8, 9, density=0.5, random_state=rng)
>>> Glo = aslinearoperator(G)
>>> _, singular_values_svds, _ = svds(Glo, k=5, random_state=rng)
>>> _, singular_values_svd, _ = linalg.svd(G.toarray())
>>> np.allclose(singular_values_svds, singular_values_svd[-4::-1])
True
The most memory efficient scenario is where neither
the original matrix, nor its transpose, is explicitly constructed.
Our example computes the smallest singular values and vectors
of 'LinearOperator' constructed from the numpy function 'np.diff' used
column-wise to be consistent with 'LinearOperator' operating on columns.
>>> diff0 = lambda a: np.diff(a, axis=0)
Let us create the matrix from 'diff0' to be used for validation only.
>>> n = 5 # The dimension of the space.
>>> M_from_diff0 = diff0(np.eye(n))
>>> print(M_from_diff0.astype(int))
[[-1 1 0 0 0]
[ 0 -1 1 0 0]
[ 0 0 -1 1 0]
[ 0 0 0 -1 1]]
The matrix 'M_from_diff0' is bi-diagonal and could be alternatively
created directly by
>>> M = - np.eye(n - 1, n, dtype=int)
>>> np.fill_diagonal(M[:,1:], 1)
>>> np.allclose(M, M_from_diff0)
True
Its transpose
>>> print(M.T)
[[-1 0 0 0]
[ 1 -1 0 0]
[ 0 1 -1 0]
[ 0 0 1 -1]
[ 0 0 0 1]]
can be viewed as the incidence matrix; see
Incidence matrix, (2022, Nov. 19), Wikipedia, https://w.wiki/5YXU,
of a linear graph with 5 vertices and 4 edges. The 5x5 normal matrix
``M.T @ M`` thus is
>>> print(M.T @ M)
[[ 1 -1 0 0 0]
[-1 2 -1 0 0]
[ 0 -1 2 -1 0]
[ 0 0 -1 2 -1]
[ 0 0 0 -1 1]]
the graph Laplacian, while the actually used in 'svds' smaller size
4x4 normal matrix ``M @ M.T``
>>> print(M @ M.T)
[[ 2 -1 0 0]
[-1 2 -1 0]
[ 0 -1 2 -1]
[ 0 0 -1 2]]
is the so-called edge-based Laplacian; see
Symmetric Laplacian via the incidence matrix, in Laplacian matrix,
(2022, Nov. 19), Wikipedia, https://w.wiki/5YXW.
The 'LinearOperator' setup needs the options 'rmatvec' and 'rmatmat'
of multiplication by the matrix transpose ``M.T``, but we want to be
matrix-free to save memory, so knowing how ``M.T`` looks like, we
manually construct the following function to be
used in ``rmatmat=diff0t``.
>>> def diff0t(a):
... if a.ndim == 1:
... a = a[:,np.newaxis] # Turn 1D into 2D array
... d = np.zeros((a.shape[0] + 1, a.shape[1]), dtype=a.dtype)
... d[0, :] = - a[0, :]
... d[1:-1, :] = a[0:-1, :] - a[1:, :]
... d[-1, :] = a[-1, :]
... return d
We check that our function 'diff0t' for the matrix transpose is valid.
>>> np.allclose(M.T, diff0t(np.eye(n-1)))
True
Now we setup our matrix-free 'LinearOperator' called 'diff0_func_aslo'
and for validation the matrix-based 'diff0_matrix_aslo'.
>>> def diff0_func_aslo_def(n):
... return LinearOperator(matvec=diff0,
... matmat=diff0,
... rmatvec=diff0t,
... rmatmat=diff0t,
... shape=(n - 1, n))
>>> diff0_func_aslo = diff0_func_aslo_def(n)
>>> diff0_matrix_aslo = aslinearoperator(M_from_diff0)
And validate both the matrix and its transpose in 'LinearOperator'.
>>> np.allclose(diff0_func_aslo(np.eye(n)),
... diff0_matrix_aslo(np.eye(n)))
True
>>> np.allclose(diff0_func_aslo.T(np.eye(n-1)),
... diff0_matrix_aslo.T(np.eye(n-1)))
True
Having the 'LinearOperator' setup validated, we run the solver.
>>> n = 100
>>> diff0_func_aslo = diff0_func_aslo_def(n)
>>> u, s, vT = svds(diff0_func_aslo, k=3, which='SM')
The singular values squared and the singular vectors are known
explicitly; see
Pure Dirichlet boundary conditions, in
Eigenvalues and eigenvectors of the second derivative,
(2022, Nov. 19), Wikipedia, https://w.wiki/5YX6,
since 'diff' corresponds to first
derivative, and its smaller size n-1 x n-1 normal matrix
``M @ M.T`` represent the discrete second derivative with the Dirichlet
boundary conditions. We use these analytic expressions for validation.
>>> se = 2. * np.sin(np.pi * np.arange(1, 4) / (2. * n))
>>> ue = np.sqrt(2 / n) * np.sin(np.pi * np.outer(np.arange(1, n),
... np.arange(1, 4)) / n)
>>> np.allclose(s, se, atol=1e-3)
True
>>> print(np.allclose(np.abs(u), np.abs(ue), atol=1e-6))
True
"""
args = _iv(A, k, ncv, tol, which, v0, maxiter, return_singular_vectors,
solver, random_state)
(A, k, ncv, tol, which, v0, maxiter,
return_singular_vectors, solver, random_state) = args
largest = (which == 'LM')
n, m = A.shape
if n >= m:
X_dot = A.matvec
X_matmat = A.matmat
XH_dot = A.rmatvec
XH_mat = A.rmatmat
transpose = False
else:
X_dot = A.rmatvec
X_matmat = A.rmatmat
XH_dot = A.matvec
XH_mat = A.matmat
transpose = True
dtype = getattr(A, 'dtype', None)
if dtype is None:
dtype = A.dot(np.zeros([m, 1])).dtype
def matvec_XH_X(x):
return XH_dot(X_dot(x))
def matmat_XH_X(x):
return XH_mat(X_matmat(x))
XH_X = LinearOperator(matvec=matvec_XH_X, dtype=A.dtype,
matmat=matmat_XH_X,
shape=(min(A.shape), min(A.shape)))
# Get a low rank approximation of the implicitly defined gramian matrix.
# This is not a stable way to approach the problem.
if solver == 'lobpcg':
if k == 1 and v0 is not None:
X = np.reshape(v0, (-1, 1))
else:
X = random_state.standard_normal(size=(min(A.shape), k))
_, eigvec = lobpcg(XH_X, X, tol=tol ** 2, maxiter=maxiter,
largest=largest)
elif solver == 'propack':
jobu = return_singular_vectors in {True, 'u'}
jobv = return_singular_vectors in {True, 'vh'}
irl_mode = (which == 'SM')
res = _svdp(A, k=k, tol=tol**2, which=which, maxiter=None,
compute_u=jobu, compute_v=jobv, irl_mode=irl_mode,
kmax=maxiter, v0=v0, random_state=random_state)
u, s, vh, _ = res # but we'll ignore bnd, the last output
# PROPACK order appears to be largest first. `svds` output order is not
# guaranteed, according to documentation, but for ARPACK and LOBPCG
# they actually are ordered smallest to largest, so reverse for
# consistency.
s = s[::-1]
u = u[:, ::-1]
vh = vh[::-1]
u = u if jobu else None
vh = vh if jobv else None
if return_singular_vectors:
return u, s, vh
else:
return s
elif solver == 'arpack' or solver is None:
if v0 is None:
v0 = random_state.standard_normal(size=(min(A.shape),))
_, eigvec = eigsh(XH_X, k=k, tol=tol ** 2, maxiter=maxiter,
ncv=ncv, which=which, v0=v0)
# arpack do not guarantee exactly orthonormal eigenvectors
# for clustered eigenvalues, especially in complex arithmetic
eigvec, _ = np.linalg.qr(eigvec)
# the eigenvectors eigvec must be orthonomal here; see gh-16712
Av = X_matmat(eigvec)
if not return_singular_vectors:
s = svd(Av, compute_uv=False, overwrite_a=True)
return s[::-1]
# compute the left singular vectors of X and update the right ones
# accordingly
u, s, vh = svd(Av, full_matrices=False, overwrite_a=True)
u = u[:, ::-1]
s = s[::-1]
vh = vh[::-1]
jobu = return_singular_vectors in {True, 'u'}
jobv = return_singular_vectors in {True, 'vh'}
if transpose:
u_tmp = eigvec @ _herm(vh) if jobu else None
vh = _herm(u) if jobv else None
u = u_tmp
else:
if not jobu:
u = None
vh = vh @ _herm(eigvec) if jobv else None
return u, s, vh

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def _svds_arpack_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
maxiter=None, return_singular_vectors=True,
solver='arpack', random_state=None):
"""
Partial singular value decomposition of a sparse matrix using ARPACK.
Compute the largest or smallest `k` singular values and corresponding
singular vectors of a sparse matrix `A`. The order in which the singular
values are returned is not guaranteed.
In the descriptions below, let ``M, N = A.shape``.
Parameters
----------
A : sparse matrix or LinearOperator
Matrix to decompose.
k : int, optional
Number of singular values and singular vectors to compute.
Must satisfy ``1 <= k <= min(M, N) - 1``.
Default is 6.
ncv : int, optional
The number of Lanczos vectors generated.
The default is ``min(n, max(2*k + 1, 20))``.
If specified, must satistify ``k + 1 < ncv < min(M, N)``; ``ncv > 2*k``
is recommended.
tol : float, optional
Tolerance for singular values. Zero (default) means machine precision.
which : {'LM', 'SM'}
Which `k` singular values to find: either the largest magnitude ('LM')
or smallest magnitude ('SM') singular values.
v0 : ndarray, optional
The starting vector for iteration:
an (approximate) left singular vector if ``N > M`` and a right singular
vector otherwise. Must be of length ``min(M, N)``.
Default: random
maxiter : int, optional
Maximum number of Arnoldi update iterations allowed;
default is ``min(M, N) * 10``.
return_singular_vectors : {True, False, "u", "vh"}
Singular values are always computed and returned; this parameter
controls the computation and return of singular vectors.
- ``True``: return singular vectors.
- ``False``: do not return singular vectors.
- ``"u"``: if ``M <= N``, compute only the left singular vectors and
return ``None`` for the right singular vectors. Otherwise, compute
all singular vectors.
- ``"vh"``: if ``M > N``, compute only the right singular vectors and
return ``None`` for the left singular vectors. Otherwise, compute
all singular vectors.
solver : {'arpack', 'propack', 'lobpcg'}, optional
This is the solver-specific documentation for ``solver='arpack'``.
:ref:`'lobpcg' <sparse.linalg.svds-lobpcg>` and
:ref:`'propack' <sparse.linalg.svds-propack>`
are also supported.
random_state : {None, int, `numpy.random.Generator`,
`numpy.random.RandomState`}, optional
Pseudorandom number generator state used to generate resamples.
If `random_state` is ``None`` (or `np.random`), the
`numpy.random.RandomState` singleton is used.
If `random_state` is an int, a new ``RandomState`` instance is used,
seeded with `random_state`.
If `random_state` is already a ``Generator`` or ``RandomState``
instance then that instance is used.
options : dict, optional
A dictionary of solver-specific options. No solver-specific options
are currently supported; this parameter is reserved for future use.
Returns
-------
u : ndarray, shape=(M, k)
Unitary matrix having left singular vectors as columns.
s : ndarray, shape=(k,)
The singular values.
vh : ndarray, shape=(k, N)
Unitary matrix having right singular vectors as rows.
Notes
-----
This is a naive implementation using ARPACK as an eigensolver
on ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on which one is more
efficient.
Examples
--------
Construct a matrix ``A`` from singular values and vectors.
>>> import numpy as np
>>> from scipy.stats import ortho_group
>>> from scipy.sparse import csc_matrix, diags
>>> from scipy.sparse.linalg import svds
>>> rng = np.random.default_rng()
>>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
>>> s = [0.0001, 0.001, 3, 4, 5] # singular values
>>> u = orthogonal[:, :5] # left singular vectors
>>> vT = orthogonal[:, 5:].T # right singular vectors
>>> A = u @ diags(s) @ vT
With only three singular values/vectors, the SVD approximates the original
matrix.
>>> u2, s2, vT2 = svds(A, k=3, solver='arpack')
>>> A2 = u2 @ np.diag(s2) @ vT2
>>> np.allclose(A2, A.toarray(), atol=1e-3)
True
With all five singular values/vectors, we can reproduce the original
matrix.
>>> u3, s3, vT3 = svds(A, k=5, solver='arpack')
>>> A3 = u3 @ np.diag(s3) @ vT3
>>> np.allclose(A3, A.toarray())
True
The singular values match the expected singular values, and the singular
vectors are as expected up to a difference in sign.
>>> (np.allclose(s3, s) and
... np.allclose(np.abs(u3), np.abs(u.toarray())) and
... np.allclose(np.abs(vT3), np.abs(vT.toarray())))
True
The singular vectors are also orthogonal.
>>> (np.allclose(u3.T @ u3, np.eye(5)) and
... np.allclose(vT3 @ vT3.T, np.eye(5)))
True
"""
pass
def _svds_lobpcg_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
maxiter=None, return_singular_vectors=True,
solver='lobpcg', random_state=None):
"""
Partial singular value decomposition of a sparse matrix using LOBPCG.
Compute the largest or smallest `k` singular values and corresponding
singular vectors of a sparse matrix `A`. The order in which the singular
values are returned is not guaranteed.
In the descriptions below, let ``M, N = A.shape``.
Parameters
----------
A : sparse matrix or LinearOperator
Matrix to decompose.
k : int, default: 6
Number of singular values and singular vectors to compute.
Must satisfy ``1 <= k <= min(M, N) - 1``.
ncv : int, optional
Ignored.
tol : float, optional
Tolerance for singular values. Zero (default) means machine precision.
which : {'LM', 'SM'}
Which `k` singular values to find: either the largest magnitude ('LM')
or smallest magnitude ('SM') singular values.
v0 : ndarray, optional
If `k` is 1, the starting vector for iteration:
an (approximate) left singular vector if ``N > M`` and a right singular
vector otherwise. Must be of length ``min(M, N)``.
Ignored otherwise.
Default: random
maxiter : int, default: 20
Maximum number of iterations.
return_singular_vectors : {True, False, "u", "vh"}
Singular values are always computed and returned; this parameter
controls the computation and return of singular vectors.
- ``True``: return singular vectors.
- ``False``: do not return singular vectors.
- ``"u"``: if ``M <= N``, compute only the left singular vectors and
return ``None`` for the right singular vectors. Otherwise, compute
all singular vectors.
- ``"vh"``: if ``M > N``, compute only the right singular vectors and
return ``None`` for the left singular vectors. Otherwise, compute
all singular vectors.
solver : {'arpack', 'propack', 'lobpcg'}, optional
This is the solver-specific documentation for ``solver='lobpcg'``.
:ref:`'arpack' <sparse.linalg.svds-arpack>` and
:ref:`'propack' <sparse.linalg.svds-propack>`
are also supported.
random_state : {None, int, `numpy.random.Generator`,
`numpy.random.RandomState`}, optional
Pseudorandom number generator state used to generate resamples.
If `random_state` is ``None`` (or `np.random`), the
`numpy.random.RandomState` singleton is used.
If `random_state` is an int, a new ``RandomState`` instance is used,
seeded with `random_state`.
If `random_state` is already a ``Generator`` or ``RandomState``
instance then that instance is used.
options : dict, optional
A dictionary of solver-specific options. No solver-specific options
are currently supported; this parameter is reserved for future use.
Returns
-------
u : ndarray, shape=(M, k)
Unitary matrix having left singular vectors as columns.
s : ndarray, shape=(k,)
The singular values.
vh : ndarray, shape=(k, N)
Unitary matrix having right singular vectors as rows.
Notes
-----
This is a naive implementation using LOBPCG as an eigensolver
on ``A.conj().T @ A`` or ``A @ A.conj().T``, depending on which one is more
efficient.
Examples
--------
Construct a matrix ``A`` from singular values and vectors.
>>> import numpy as np
>>> from scipy.stats import ortho_group
>>> from scipy.sparse import csc_matrix, diags
>>> from scipy.sparse.linalg import svds
>>> rng = np.random.default_rng()
>>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
>>> s = [0.0001, 0.001, 3, 4, 5] # singular values
>>> u = orthogonal[:, :5] # left singular vectors
>>> vT = orthogonal[:, 5:].T # right singular vectors
>>> A = u @ diags(s) @ vT
With only three singular values/vectors, the SVD approximates the original
matrix.
>>> u2, s2, vT2 = svds(A, k=3, solver='lobpcg')
>>> A2 = u2 @ np.diag(s2) @ vT2
>>> np.allclose(A2, A.toarray(), atol=1e-3)
True
With all five singular values/vectors, we can reproduce the original
matrix.
>>> u3, s3, vT3 = svds(A, k=5, solver='lobpcg')
>>> A3 = u3 @ np.diag(s3) @ vT3
>>> np.allclose(A3, A.toarray())
True
The singular values match the expected singular values, and the singular
vectors are as expected up to a difference in sign.
>>> (np.allclose(s3, s) and
... np.allclose(np.abs(u3), np.abs(u.todense())) and
... np.allclose(np.abs(vT3), np.abs(vT.todense())))
True
The singular vectors are also orthogonal.
>>> (np.allclose(u3.T @ u3, np.eye(5)) and
... np.allclose(vT3 @ vT3.T, np.eye(5)))
True
"""
pass
def _svds_propack_doc(A, k=6, ncv=None, tol=0, which='LM', v0=None,
maxiter=None, return_singular_vectors=True,
solver='propack', random_state=None):
"""
Partial singular value decomposition of a sparse matrix using PROPACK.
Compute the largest or smallest `k` singular values and corresponding
singular vectors of a sparse matrix `A`. The order in which the singular
values are returned is not guaranteed.
In the descriptions below, let ``M, N = A.shape``.
Parameters
----------
A : sparse matrix or LinearOperator
Matrix to decompose. If `A` is a ``LinearOperator``
object, it must define both ``matvec`` and ``rmatvec`` methods.
k : int, default: 6
Number of singular values and singular vectors to compute.
Must satisfy ``1 <= k <= min(M, N)``.
ncv : int, optional
Ignored.
tol : float, optional
The desired relative accuracy for computed singular values.
Zero (default) means machine precision.
which : {'LM', 'SM'}
Which `k` singular values to find: either the largest magnitude ('LM')
or smallest magnitude ('SM') singular values. Note that choosing
``which='SM'`` will force the ``irl`` option to be set ``True``.
v0 : ndarray, optional
Starting vector for iterations: must be of length ``A.shape[0]``.
If not specified, PROPACK will generate a starting vector.
maxiter : int, optional
Maximum number of iterations / maximal dimension of the Krylov
subspace. Default is ``10 * k``.
return_singular_vectors : {True, False, "u", "vh"}
Singular values are always computed and returned; this parameter
controls the computation and return of singular vectors.
- ``True``: return singular vectors.
- ``False``: do not return singular vectors.
- ``"u"``: compute only the left singular vectors; return ``None`` for
the right singular vectors.
- ``"vh"``: compute only the right singular vectors; return ``None``
for the left singular vectors.
solver : {'arpack', 'propack', 'lobpcg'}, optional
This is the solver-specific documentation for ``solver='propack'``.
:ref:`'arpack' <sparse.linalg.svds-arpack>` and
:ref:`'lobpcg' <sparse.linalg.svds-lobpcg>`
are also supported.
random_state : {None, int, `numpy.random.Generator`,
`numpy.random.RandomState`}, optional
Pseudorandom number generator state used to generate resamples.
If `random_state` is ``None`` (or `np.random`), the
`numpy.random.RandomState` singleton is used.
If `random_state` is an int, a new ``RandomState`` instance is used,
seeded with `random_state`.
If `random_state` is already a ``Generator`` or ``RandomState``
instance then that instance is used.
options : dict, optional
A dictionary of solver-specific options. No solver-specific options
are currently supported; this parameter is reserved for future use.
Returns
-------
u : ndarray, shape=(M, k)
Unitary matrix having left singular vectors as columns.
s : ndarray, shape=(k,)
The singular values.
vh : ndarray, shape=(k, N)
Unitary matrix having right singular vectors as rows.
Notes
-----
This is an interface to the Fortran library PROPACK [1]_.
The current default is to run with IRL mode disabled unless seeking the
smallest singular values/vectors (``which='SM'``).
References
----------
.. [1] Larsen, Rasmus Munk. "PROPACK-Software for large and sparse SVD
calculations." Available online. URL
http://sun.stanford.edu/~rmunk/PROPACK (2004): 2008-2009.
Examples
--------
Construct a matrix ``A`` from singular values and vectors.
>>> import numpy as np
>>> from scipy.stats import ortho_group
>>> from scipy.sparse import csc_matrix, diags
>>> from scipy.sparse.linalg import svds
>>> rng = np.random.default_rng()
>>> orthogonal = csc_matrix(ortho_group.rvs(10, random_state=rng))
>>> s = [0.0001, 0.001, 3, 4, 5] # singular values
>>> u = orthogonal[:, :5] # left singular vectors
>>> vT = orthogonal[:, 5:].T # right singular vectors
>>> A = u @ diags(s) @ vT
With only three singular values/vectors, the SVD approximates the original
matrix.
>>> u2, s2, vT2 = svds(A, k=3, solver='propack')
>>> A2 = u2 @ np.diag(s2) @ vT2
>>> np.allclose(A2, A.todense(), atol=1e-3)
True
With all five singular values/vectors, we can reproduce the original
matrix.
>>> u3, s3, vT3 = svds(A, k=5, solver='propack')
>>> A3 = u3 @ np.diag(s3) @ vT3
>>> np.allclose(A3, A.todense())
True
The singular values match the expected singular values, and the singular
vectors are as expected up to a difference in sign.
>>> (np.allclose(s3, s) and
... np.allclose(np.abs(u3), np.abs(u.toarray())) and
... np.allclose(np.abs(vT3), np.abs(vT.toarray())))
True
The singular vectors are also orthogonal.
>>> (np.allclose(u3.T @ u3, np.eye(5)) and
... np.allclose(vT3 @ vT3.T, np.eye(5)))
True
"""
pass

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BSD Software License
Pertains to ARPACK and P_ARPACK
Copyright (c) 1996-2008 Rice University.
Developed by D.C. Sorensen, R.B. Lehoucq, C. Yang, and K. Maschhoff.
All rights reserved.
Arpack has been renamed to arpack-ng.
Copyright (c) 2001-2011 - Scilab Enterprises
Updated by Allan Cornet, Sylvestre Ledru.
Copyright (c) 2010 - Jordi Gutiérrez Hermoso (Octave patch)
Copyright (c) 2007 - Sébastien Fabbro (gentoo patch)
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
- Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
- Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer listed
in this license in the documentation and/or other materials
provided with the distribution.
- Neither the name of the copyright holders nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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"""
Eigenvalue solver using iterative methods.
Find k eigenvectors and eigenvalues of a matrix A using the
Arnoldi/Lanczos iterative methods from ARPACK [1]_,[2]_.
These methods are most useful for large sparse matrices.
- eigs(A,k)
- eigsh(A,k)
References
----------
.. [1] ARPACK Software, http://www.caam.rice.edu/software/ARPACK/
.. [2] R. B. Lehoucq, D. C. Sorensen, and C. Yang, ARPACK USERS GUIDE:
Solution of Large Scale Eigenvalue Problems by Implicitly Restarted
Arnoldi Methods. SIAM, Philadelphia, PA, 1998.
"""
from .arpack import *

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__usage__ = """
To run tests locally:
python tests/test_arpack.py [-l<int>] [-v<int>]
"""
import threading
import itertools
import numpy as np
from numpy.testing import assert_allclose, assert_equal, suppress_warnings
from pytest import raises as assert_raises
import pytest
from numpy import dot, conj, random
from scipy.linalg import eig, eigh
from scipy.sparse import csc_matrix, csr_matrix, diags, rand
from scipy.sparse.linalg import LinearOperator, aslinearoperator
from scipy.sparse.linalg._eigen.arpack import (eigs, eigsh, arpack,
ArpackNoConvergence)
from scipy._lib._gcutils import assert_deallocated, IS_PYPY
# precision for tests
_ndigits = {'f': 3, 'd': 11, 'F': 3, 'D': 11}
def _get_test_tolerance(type_char, mattype=None, D_type=None, which=None):
"""
Return tolerance values suitable for a given test:
Parameters
----------
type_char : {'f', 'd', 'F', 'D'}
Data type in ARPACK eigenvalue problem
mattype : {csr_matrix, aslinearoperator, asarray}, optional
Linear operator type
Returns
-------
tol
Tolerance to pass to the ARPACK routine
rtol
Relative tolerance for outputs
atol
Absolute tolerance for outputs
"""
rtol = {'f': 3000 * np.finfo(np.float32).eps,
'F': 3000 * np.finfo(np.float32).eps,
'd': 2000 * np.finfo(np.float64).eps,
'D': 2000 * np.finfo(np.float64).eps}[type_char]
atol = rtol
tol = 0
if mattype is aslinearoperator and type_char in ('f', 'F'):
# iterative methods in single precision: worse errors
# also: bump ARPACK tolerance so that the iterative method converges
tol = 30 * np.finfo(np.float32).eps
rtol *= 5
if mattype is csr_matrix and type_char in ('f', 'F'):
# sparse in single precision: worse errors
rtol *= 5
if (
which in ('LM', 'SM', 'LA')
and D_type.name == "gen-hermitian-Mc"
):
if type_char == 'F':
# missing case 1, 2, and more, from PR 14798
rtol *= 5
if type_char == 'D':
# missing more cases, from PR 14798
rtol *= 10
atol *= 10
return tol, rtol, atol
def generate_matrix(N, complex_=False, hermitian=False,
pos_definite=False, sparse=False):
M = np.random.random((N, N))
if complex_:
M = M + 1j * np.random.random((N, N))
if hermitian:
if pos_definite:
if sparse:
i = np.arange(N)
j = np.random.randint(N, size=N-2)
i, j = np.meshgrid(i, j)
M[i, j] = 0
M = np.dot(M.conj(), M.T)
else:
M = np.dot(M.conj(), M.T)
if sparse:
i = np.random.randint(N, size=N * N // 4)
j = np.random.randint(N, size=N * N // 4)
ind = np.nonzero(i == j)
j[ind] = (j[ind] + 1) % N
M[i, j] = 0
M[j, i] = 0
else:
if sparse:
i = np.random.randint(N, size=N * N // 2)
j = np.random.randint(N, size=N * N // 2)
M[i, j] = 0
return M
def generate_matrix_symmetric(N, pos_definite=False, sparse=False):
M = np.random.random((N, N))
M = 0.5 * (M + M.T) # Make M symmetric
if pos_definite:
Id = N * np.eye(N)
if sparse:
M = csr_matrix(M)
M += Id
else:
if sparse:
M = csr_matrix(M)
return M
def assert_allclose_cc(actual, desired, **kw):
"""Almost equal or complex conjugates almost equal"""
try:
assert_allclose(actual, desired, **kw)
except AssertionError:
assert_allclose(actual, conj(desired), **kw)
def argsort_which(eigenvalues, typ, k, which,
sigma=None, OPpart=None, mode=None):
"""Return sorted indices of eigenvalues using the "which" keyword
from eigs and eigsh"""
if sigma is None:
reval = np.round(eigenvalues, decimals=_ndigits[typ])
else:
if mode is None or mode == 'normal':
if OPpart is None:
reval = 1. / (eigenvalues - sigma)
elif OPpart == 'r':
reval = 0.5 * (1. / (eigenvalues - sigma)
+ 1. / (eigenvalues - np.conj(sigma)))
elif OPpart == 'i':
reval = -0.5j * (1. / (eigenvalues - sigma)
- 1. / (eigenvalues - np.conj(sigma)))
elif mode == 'cayley':
reval = (eigenvalues + sigma) / (eigenvalues - sigma)
elif mode == 'buckling':
reval = eigenvalues / (eigenvalues - sigma)
else:
raise ValueError("mode='%s' not recognized" % mode)
reval = np.round(reval, decimals=_ndigits[typ])
if which in ['LM', 'SM']:
ind = np.argsort(abs(reval))
elif which in ['LR', 'SR', 'LA', 'SA', 'BE']:
ind = np.argsort(np.real(reval))
elif which in ['LI', 'SI']:
# for LI,SI ARPACK returns largest,smallest abs(imaginary) why?
if typ.islower():
ind = np.argsort(abs(np.imag(reval)))
else:
ind = np.argsort(np.imag(reval))
else:
raise ValueError("which='%s' is unrecognized" % which)
if which in ['LM', 'LA', 'LR', 'LI']:
return ind[-k:]
elif which in ['SM', 'SA', 'SR', 'SI']:
return ind[:k]
elif which == 'BE':
return np.concatenate((ind[:k//2], ind[k//2-k:]))
def eval_evec(symmetric, d, typ, k, which, v0=None, sigma=None,
mattype=np.asarray, OPpart=None, mode='normal'):
general = ('bmat' in d)
if symmetric:
eigs_func = eigsh
else:
eigs_func = eigs
if general:
err = ("error for {}:general, typ={}, which={}, sigma={}, "
"mattype={}, OPpart={}, mode={}".format(eigs_func.__name__,
typ, which, sigma,
mattype.__name__,
OPpart, mode))
else:
err = ("error for {}:standard, typ={}, which={}, sigma={}, "
"mattype={}, OPpart={}, mode={}".format(eigs_func.__name__,
typ, which, sigma,
mattype.__name__,
OPpart, mode))
a = d['mat'].astype(typ)
ac = mattype(a)
if general:
b = d['bmat'].astype(typ)
bc = mattype(b)
# get exact eigenvalues
exact_eval = d['eval'].astype(typ.upper())
ind = argsort_which(exact_eval, typ, k, which,
sigma, OPpart, mode)
exact_eval = exact_eval[ind]
# compute arpack eigenvalues
kwargs = dict(which=which, v0=v0, sigma=sigma)
if eigs_func is eigsh:
kwargs['mode'] = mode
else:
kwargs['OPpart'] = OPpart
# compute suitable tolerances
kwargs['tol'], rtol, atol = _get_test_tolerance(typ, mattype, d, which)
# on rare occasions, ARPACK routines return results that are proper
# eigenvalues and -vectors, but not necessarily the ones requested in
# the parameter which. This is inherent to the Krylov methods, and
# should not be treated as a failure. If such a rare situation
# occurs, the calculation is tried again (but at most a few times).
ntries = 0
while ntries < 5:
# solve
if general:
try:
eigenvalues, evec = eigs_func(ac, k, bc, **kwargs)
except ArpackNoConvergence:
kwargs['maxiter'] = 20*a.shape[0]
eigenvalues, evec = eigs_func(ac, k, bc, **kwargs)
else:
try:
eigenvalues, evec = eigs_func(ac, k, **kwargs)
except ArpackNoConvergence:
kwargs['maxiter'] = 20*a.shape[0]
eigenvalues, evec = eigs_func(ac, k, **kwargs)
ind = argsort_which(eigenvalues, typ, k, which,
sigma, OPpart, mode)
eigenvalues = eigenvalues[ind]
evec = evec[:, ind]
try:
# check eigenvalues
assert_allclose_cc(eigenvalues, exact_eval, rtol=rtol, atol=atol,
err_msg=err)
check_evecs = True
except AssertionError:
check_evecs = False
ntries += 1
if check_evecs:
# check eigenvectors
LHS = np.dot(a, evec)
if general:
RHS = eigenvalues * np.dot(b, evec)
else:
RHS = eigenvalues * evec
assert_allclose(LHS, RHS, rtol=rtol, atol=atol, err_msg=err)
break
# check eigenvalues
assert_allclose_cc(eigenvalues, exact_eval, rtol=rtol, atol=atol, err_msg=err)
class DictWithRepr(dict):
def __init__(self, name):
self.name = name
def __repr__(self):
return "<%s>" % self.name
class SymmetricParams:
def __init__(self):
self.eigs = eigsh
self.which = ['LM', 'SM', 'LA', 'SA', 'BE']
self.mattypes = [csr_matrix, aslinearoperator, np.asarray]
self.sigmas_modes = {None: ['normal'],
0.5: ['normal', 'buckling', 'cayley']}
# generate matrices
# these should all be float32 so that the eigenvalues
# are the same in float32 and float64
N = 6
np.random.seed(2300)
Ar = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
M = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
Ac = generate_matrix(N, hermitian=True, pos_definite=True,
complex_=True).astype('F').astype('D')
Mc = generate_matrix(N, hermitian=True, pos_definite=True,
complex_=True).astype('F').astype('D')
v0 = np.random.random(N)
# standard symmetric problem
SS = DictWithRepr("std-symmetric")
SS['mat'] = Ar
SS['v0'] = v0
SS['eval'] = eigh(SS['mat'], eigvals_only=True)
# general symmetric problem
GS = DictWithRepr("gen-symmetric")
GS['mat'] = Ar
GS['bmat'] = M
GS['v0'] = v0
GS['eval'] = eigh(GS['mat'], GS['bmat'], eigvals_only=True)
# standard hermitian problem
SH = DictWithRepr("std-hermitian")
SH['mat'] = Ac
SH['v0'] = v0
SH['eval'] = eigh(SH['mat'], eigvals_only=True)
# general hermitian problem
GH = DictWithRepr("gen-hermitian")
GH['mat'] = Ac
GH['bmat'] = M
GH['v0'] = v0
GH['eval'] = eigh(GH['mat'], GH['bmat'], eigvals_only=True)
# general hermitian problem with hermitian M
GHc = DictWithRepr("gen-hermitian-Mc")
GHc['mat'] = Ac
GHc['bmat'] = Mc
GHc['v0'] = v0
GHc['eval'] = eigh(GHc['mat'], GHc['bmat'], eigvals_only=True)
self.real_test_cases = [SS, GS]
self.complex_test_cases = [SH, GH, GHc]
class NonSymmetricParams:
def __init__(self):
self.eigs = eigs
self.which = ['LM', 'LR', 'LI'] # , 'SM', 'LR', 'SR', 'LI', 'SI']
self.mattypes = [csr_matrix, aslinearoperator, np.asarray]
self.sigmas_OPparts = {None: [None],
0.1: ['r'],
0.1 + 0.1j: ['r', 'i']}
# generate matrices
# these should all be float32 so that the eigenvalues
# are the same in float32 and float64
N = 6
np.random.seed(2300)
Ar = generate_matrix(N).astype('f').astype('d')
M = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
Ac = generate_matrix(N, complex_=True).astype('F').astype('D')
v0 = np.random.random(N)
# standard real nonsymmetric problem
SNR = DictWithRepr("std-real-nonsym")
SNR['mat'] = Ar
SNR['v0'] = v0
SNR['eval'] = eig(SNR['mat'], left=False, right=False)
# general real nonsymmetric problem
GNR = DictWithRepr("gen-real-nonsym")
GNR['mat'] = Ar
GNR['bmat'] = M
GNR['v0'] = v0
GNR['eval'] = eig(GNR['mat'], GNR['bmat'], left=False, right=False)
# standard complex nonsymmetric problem
SNC = DictWithRepr("std-cmplx-nonsym")
SNC['mat'] = Ac
SNC['v0'] = v0
SNC['eval'] = eig(SNC['mat'], left=False, right=False)
# general complex nonsymmetric problem
GNC = DictWithRepr("gen-cmplx-nonsym")
GNC['mat'] = Ac
GNC['bmat'] = M
GNC['v0'] = v0
GNC['eval'] = eig(GNC['mat'], GNC['bmat'], left=False, right=False)
self.real_test_cases = [SNR, GNR]
self.complex_test_cases = [SNC, GNC]
def test_symmetric_modes():
params = SymmetricParams()
k = 2
symmetric = True
for D in params.real_test_cases:
for typ in 'fd':
for which in params.which:
for mattype in params.mattypes:
for (sigma, modes) in params.sigmas_modes.items():
for mode in modes:
eval_evec(symmetric, D, typ, k, which,
None, sigma, mattype, None, mode)
def test_hermitian_modes():
params = SymmetricParams()
k = 2
symmetric = True
for D in params.complex_test_cases:
for typ in 'FD':
for which in params.which:
if which == 'BE':
continue # BE invalid for complex
for mattype in params.mattypes:
for sigma in params.sigmas_modes:
eval_evec(symmetric, D, typ, k, which,
None, sigma, mattype)
def test_symmetric_starting_vector():
params = SymmetricParams()
symmetric = True
for k in [1, 2, 3, 4, 5]:
for D in params.real_test_cases:
for typ in 'fd':
v0 = random.rand(len(D['v0'])).astype(typ)
eval_evec(symmetric, D, typ, k, 'LM', v0)
def test_symmetric_no_convergence():
np.random.seed(1234)
m = generate_matrix(30, hermitian=True, pos_definite=True)
tol, rtol, atol = _get_test_tolerance('d')
try:
w, v = eigsh(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol, ncv=9)
raise AssertionError("Spurious no-error exit")
except ArpackNoConvergence as err:
k = len(err.eigenvalues)
if k <= 0:
raise AssertionError("Spurious no-eigenvalues-found case") from err
w, v = err.eigenvalues, err.eigenvectors
assert_allclose(dot(m, v), w * v, rtol=rtol, atol=atol)
def test_real_nonsymmetric_modes():
params = NonSymmetricParams()
k = 2
symmetric = False
for D in params.real_test_cases:
for typ in 'fd':
for which in params.which:
for mattype in params.mattypes:
for sigma, OPparts in params.sigmas_OPparts.items():
for OPpart in OPparts:
eval_evec(symmetric, D, typ, k, which,
None, sigma, mattype, OPpart)
def test_complex_nonsymmetric_modes():
params = NonSymmetricParams()
k = 2
symmetric = False
for D in params.complex_test_cases:
for typ in 'DF':
for which in params.which:
for mattype in params.mattypes:
for sigma in params.sigmas_OPparts:
eval_evec(symmetric, D, typ, k, which,
None, sigma, mattype)
def test_standard_nonsymmetric_starting_vector():
params = NonSymmetricParams()
sigma = None
symmetric = False
for k in [1, 2, 3, 4]:
for d in params.complex_test_cases:
for typ in 'FD':
A = d['mat']
n = A.shape[0]
v0 = random.rand(n).astype(typ)
eval_evec(symmetric, d, typ, k, "LM", v0, sigma)
def test_general_nonsymmetric_starting_vector():
params = NonSymmetricParams()
sigma = None
symmetric = False
for k in [1, 2, 3, 4]:
for d in params.complex_test_cases:
for typ in 'FD':
A = d['mat']
n = A.shape[0]
v0 = random.rand(n).astype(typ)
eval_evec(symmetric, d, typ, k, "LM", v0, sigma)
def test_standard_nonsymmetric_no_convergence():
np.random.seed(1234)
m = generate_matrix(30, complex_=True)
tol, rtol, atol = _get_test_tolerance('d')
try:
w, v = eigs(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol)
raise AssertionError("Spurious no-error exit")
except ArpackNoConvergence as err:
k = len(err.eigenvalues)
if k <= 0:
raise AssertionError("Spurious no-eigenvalues-found case") from err
w, v = err.eigenvalues, err.eigenvectors
for ww, vv in zip(w, v.T):
assert_allclose(dot(m, vv), ww * vv, rtol=rtol, atol=atol)
def test_eigen_bad_shapes():
# A is not square.
A = csc_matrix(np.zeros((2, 3)))
assert_raises(ValueError, eigs, A)
def test_eigen_bad_kwargs():
# Test eigen on wrong keyword argument
A = csc_matrix(np.zeros((8, 8)))
assert_raises(ValueError, eigs, A, which='XX')
def test_ticket_1459_arpack_crash():
for dtype in [np.float32, np.float64]:
# This test does not seem to catch the issue for float32,
# but we made the same fix there, just to be sure
N = 6
k = 2
np.random.seed(2301)
A = np.random.random((N, N)).astype(dtype)
v0 = np.array([-0.71063568258907849895, -0.83185111795729227424,
-0.34365925382227402451, 0.46122533684552280420,
-0.58001341115969040629, -0.78844877570084292984e-01],
dtype=dtype)
# Should not crash:
evals, evecs = eigs(A, k, v0=v0)
@pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy")
def test_linearoperator_deallocation():
# Check that the linear operators used by the Arpack wrappers are
# deallocatable by reference counting -- they are big objects, so
# Python's cyclic GC may not collect them fast enough before
# running out of memory if eigs/eigsh are called in a tight loop.
M_d = np.eye(10)
M_s = csc_matrix(M_d)
M_o = aslinearoperator(M_d)
with assert_deallocated(lambda: arpack.SpLuInv(M_s)):
pass
with assert_deallocated(lambda: arpack.LuInv(M_d)):
pass
with assert_deallocated(lambda: arpack.IterInv(M_s)):
pass
with assert_deallocated(lambda: arpack.IterOpInv(M_o, None, 0.3)):
pass
with assert_deallocated(lambda: arpack.IterOpInv(M_o, M_o, 0.3)):
pass
def test_parallel_threads():
results = []
v0 = np.random.rand(50)
def worker():
x = diags([1, -2, 1], [-1, 0, 1], shape=(50, 50))
w, v = eigs(x, k=3, v0=v0)
results.append(w)
w, v = eigsh(x, k=3, v0=v0)
results.append(w)
threads = [threading.Thread(target=worker) for k in range(10)]
for t in threads:
t.start()
for t in threads:
t.join()
worker()
for r in results:
assert_allclose(r, results[-1])
def test_reentering():
# Just some linear operator that calls eigs recursively
def A_matvec(x):
x = diags([1, -2, 1], [-1, 0, 1], shape=(50, 50))
w, v = eigs(x, k=1)
return v / w[0]
A = LinearOperator(matvec=A_matvec, dtype=float, shape=(50, 50))
# The Fortran code is not reentrant, so this fails (gracefully, not crashing)
assert_raises(RuntimeError, eigs, A, k=1)
assert_raises(RuntimeError, eigsh, A, k=1)
def test_regression_arpackng_1315():
# Check that issue arpack-ng/#1315 is not present.
# Adapted from arpack-ng/TESTS/bug_1315_single.c
# If this fails, then the installed ARPACK library is faulty.
for dtype in [np.float32, np.float64]:
np.random.seed(1234)
w0 = np.arange(1, 1000+1).astype(dtype)
A = diags([w0], [0], shape=(1000, 1000))
v0 = np.random.rand(1000).astype(dtype)
w, v = eigs(A, k=9, ncv=2*9+1, which="LM", v0=v0)
assert_allclose(np.sort(w), np.sort(w0[-9:]),
rtol=1e-4)
def test_eigs_for_k_greater():
# Test eigs() for k beyond limits.
A_sparse = diags([1, -2, 1], [-1, 0, 1], shape=(4, 4)) # sparse
A = generate_matrix(4, sparse=False)
M_dense = np.random.random((4, 4))
M_sparse = generate_matrix(4, sparse=True)
M_linop = aslinearoperator(M_dense)
eig_tuple1 = eig(A, b=M_dense)
eig_tuple2 = eig(A, b=M_sparse)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning)
assert_equal(eigs(A, M=M_dense, k=3), eig_tuple1)
assert_equal(eigs(A, M=M_dense, k=4), eig_tuple1)
assert_equal(eigs(A, M=M_dense, k=5), eig_tuple1)
assert_equal(eigs(A, M=M_sparse, k=5), eig_tuple2)
# M as LinearOperator
assert_raises(TypeError, eigs, A, M=M_linop, k=3)
# Test 'A' for different types
assert_raises(TypeError, eigs, aslinearoperator(A), k=3)
assert_raises(TypeError, eigs, A_sparse, k=3)
def test_eigsh_for_k_greater():
# Test eigsh() for k beyond limits.
A_sparse = diags([1, -2, 1], [-1, 0, 1], shape=(4, 4)) # sparse
A = generate_matrix(4, sparse=False)
M_dense = generate_matrix_symmetric(4, pos_definite=True)
M_sparse = generate_matrix_symmetric(4, pos_definite=True, sparse=True)
M_linop = aslinearoperator(M_dense)
eig_tuple1 = eigh(A, b=M_dense)
eig_tuple2 = eigh(A, b=M_sparse)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning)
assert_equal(eigsh(A, M=M_dense, k=4), eig_tuple1)
assert_equal(eigsh(A, M=M_dense, k=5), eig_tuple1)
assert_equal(eigsh(A, M=M_sparse, k=5), eig_tuple2)
# M as LinearOperator
assert_raises(TypeError, eigsh, A, M=M_linop, k=4)
# Test 'A' for different types
assert_raises(TypeError, eigsh, aslinearoperator(A), k=4)
assert_raises(TypeError, eigsh, A_sparse, M=M_dense, k=4)
def test_real_eigs_real_k_subset():
np.random.seed(1)
n = 10
A = rand(n, n, density=0.5)
A.data *= 2
A.data -= 1
v0 = np.ones(n)
whichs = ['LM', 'SM', 'LR', 'SR', 'LI', 'SI']
dtypes = [np.float32, np.float64]
for which, sigma, dtype in itertools.product(whichs, [None, 0, 5], dtypes):
prev_w = np.array([], dtype=dtype)
eps = np.finfo(dtype).eps
for k in range(1, 9):
w, z = eigs(A.astype(dtype), k=k, which=which, sigma=sigma,
v0=v0.astype(dtype), tol=0)
assert_allclose(np.linalg.norm(A.dot(z) - z * w), 0, atol=np.sqrt(eps))
# Check that the set of eigenvalues for `k` is a subset of that for `k+1`
dist = abs(prev_w[:,None] - w).min(axis=1)
assert_allclose(dist, 0, atol=np.sqrt(eps))
prev_w = w
# Check sort order
if sigma is None:
d = w
else:
d = 1 / (w - sigma)
if which == 'LM':
# ARPACK is systematic for 'LM', but sort order
# appears not well defined for other modes
assert np.all(np.diff(abs(d)) <= 1e-6)

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"""
Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG)
LOBPCG is a preconditioned eigensolver for large symmetric positive definite
(SPD) generalized eigenproblems.
Call the function lobpcg - see help for lobpcg.lobpcg.
"""
from .lobpcg import *
__all__ = [s for s in dir() if not s.startswith('_')]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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""" Test functions for the sparse.linalg._eigen.lobpcg module
"""
import itertools
import platform
import sys
import pytest
import numpy as np
from numpy import ones, r_, diag
from numpy.testing import (assert_almost_equal, assert_equal,
assert_allclose, assert_array_less)
from scipy import sparse
from scipy.linalg import eig, eigh, toeplitz, orth
from scipy.sparse import spdiags, diags, eye, csr_matrix
from scipy.sparse.linalg import eigs, LinearOperator
from scipy.sparse.linalg._eigen.lobpcg import lobpcg
from scipy.sparse.linalg._eigen.lobpcg.lobpcg import _b_orthonormalize
from scipy._lib._util import np_long, np_ulong
_IS_32BIT = (sys.maxsize < 2**32)
INT_DTYPES = {np.intc, np_long, np.longlong, np.uintc, np_ulong, np.ulonglong}
# np.half is unsupported on many test systems so excluded
REAL_DTYPES = {np.float32, np.float64, np.longdouble}
COMPLEX_DTYPES = {np.complex64, np.complex128, np.clongdouble}
# use sorted list to ensure fixed order of tests
VDTYPES = sorted(REAL_DTYPES ^ COMPLEX_DTYPES, key=str)
MDTYPES = sorted(INT_DTYPES ^ REAL_DTYPES ^ COMPLEX_DTYPES, key=str)
def sign_align(A, B):
"""Align signs of columns of A match those of B: column-wise remove
sign of A by multiplying with its sign then multiply in sign of B.
"""
return np.array([col_A * np.sign(col_A[0]) * np.sign(col_B[0])
for col_A, col_B in zip(A.T, B.T)]).T
def ElasticRod(n):
"""Build the matrices for the generalized eigenvalue problem of the
fixed-free elastic rod vibration model.
"""
L = 1.0
le = L/n
rho = 7.85e3
S = 1.e-4
E = 2.1e11
mass = rho*S*le/6.
k = E*S/le
A = k*(diag(r_[2.*ones(n-1), 1])-diag(ones(n-1), 1)-diag(ones(n-1), -1))
B = mass*(diag(r_[4.*ones(n-1), 2])+diag(ones(n-1), 1)+diag(ones(n-1), -1))
return A, B
def MikotaPair(n):
"""Build a pair of full diagonal matrices for the generalized eigenvalue
problem. The Mikota pair acts as a nice test since the eigenvalues are the
squares of the integers n, n=1,2,...
"""
x = np.arange(1, n+1)
B = diag(1./x)
y = np.arange(n-1, 0, -1)
z = np.arange(2*n-1, 0, -2)
A = diag(z)-diag(y, -1)-diag(y, 1)
return A, B
def compare_solutions(A, B, m):
"""Check eig vs. lobpcg consistency.
"""
n = A.shape[0]
rnd = np.random.RandomState(0)
V = rnd.random((n, m))
X = orth(V)
eigvals, _ = lobpcg(A, X, B=B, tol=1e-2, maxiter=50, largest=False)
eigvals.sort()
w, _ = eig(A, b=B)
w.sort()
assert_almost_equal(w[:int(m/2)], eigvals[:int(m/2)], decimal=2)
def test_Small():
A, B = ElasticRod(10)
with pytest.warns(UserWarning, match="The problem size"):
compare_solutions(A, B, 10)
A, B = MikotaPair(10)
with pytest.warns(UserWarning, match="The problem size"):
compare_solutions(A, B, 10)
def test_ElasticRod():
A, B = ElasticRod(20)
msg = "Exited at iteration.*|Exited postprocessing with accuracies.*"
with pytest.warns(UserWarning, match=msg):
compare_solutions(A, B, 2)
def test_MikotaPair():
A, B = MikotaPair(20)
compare_solutions(A, B, 2)
@pytest.mark.parametrize("n", [50])
@pytest.mark.parametrize("m", [1, 2, 10])
@pytest.mark.parametrize("Vdtype", sorted(REAL_DTYPES, key=str))
@pytest.mark.parametrize("Bdtype", sorted(REAL_DTYPES, key=str))
@pytest.mark.parametrize("BVdtype", sorted(REAL_DTYPES, key=str))
def test_b_orthonormalize(n, m, Vdtype, Bdtype, BVdtype):
"""Test B-orthonormalization by Cholesky with callable 'B'.
The function '_b_orthonormalize' is key in LOBPCG but may
lead to numerical instabilities. The input vectors are often
badly scaled, so the function needs scale-invariant Cholesky;
see https://netlib.org/lapack/lawnspdf/lawn14.pdf.
"""
rnd = np.random.RandomState(0)
X = rnd.standard_normal((n, m)).astype(Vdtype)
Xcopy = np.copy(X)
vals = np.arange(1, n+1, dtype=float)
B = diags([vals], [0], (n, n)).astype(Bdtype)
BX = B @ X
BX = BX.astype(BVdtype)
dtype = min(X.dtype, B.dtype, BX.dtype)
# np.longdouble tol cannot be achieved on most systems
atol = m * n * max(np.finfo(dtype).eps, np.finfo(np.float64).eps)
Xo, BXo, _ = _b_orthonormalize(lambda v: B @ v, X, BX)
# Check in-place.
assert_equal(X, Xo)
assert_equal(id(X), id(Xo))
assert_equal(BX, BXo)
assert_equal(id(BX), id(BXo))
# Check BXo.
assert_allclose(B @ Xo, BXo, atol=atol, rtol=atol)
# Check B-orthonormality
assert_allclose(Xo.T.conj() @ B @ Xo, np.identity(m),
atol=atol, rtol=atol)
# Repeat without BX in outputs
X = np.copy(Xcopy)
Xo1, BXo1, _ = _b_orthonormalize(lambda v: B @ v, X)
assert_allclose(Xo, Xo1, atol=atol, rtol=atol)
assert_allclose(BXo, BXo1, atol=atol, rtol=atol)
# Check in-place.
assert_equal(X, Xo1)
assert_equal(id(X), id(Xo1))
# Check BXo1.
assert_allclose(B @ Xo1, BXo1, atol=atol, rtol=atol)
# Introduce column-scaling in X.
scaling = 1.0 / np.geomspace(10, 1e10, num=m)
X = Xcopy * scaling
X = X.astype(Vdtype)
BX = B @ X
BX = BX.astype(BVdtype)
# Check scaling-invariance of Cholesky-based orthonormalization
Xo1, BXo1, _ = _b_orthonormalize(lambda v: B @ v, X, BX)
# The output should be the same, up the signs of the columns.
Xo1 = sign_align(Xo1, Xo)
assert_allclose(Xo, Xo1, atol=atol, rtol=atol)
BXo1 = sign_align(BXo1, BXo)
assert_allclose(BXo, BXo1, atol=atol, rtol=atol)
@pytest.mark.filterwarnings("ignore:Exited at iteration 0")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_nonhermitian_warning(capsys):
"""Check the warning of a Ritz matrix being not Hermitian
by feeding a non-Hermitian input matrix.
Also check stdout since verbosityLevel=1 and lack of stderr.
"""
n = 10
X = np.arange(n * 2).reshape(n, 2).astype(np.float32)
A = np.arange(n * n).reshape(n, n).astype(np.float32)
with pytest.warns(UserWarning, match="Matrix gramA"):
_, _ = lobpcg(A, X, verbosityLevel=1, maxiter=0)
out, err = capsys.readouterr() # Capture output
assert out.startswith("Solving standard eigenvalue") # Test stdout
assert err == '' # Test empty stderr
# Make the matrix symmetric and the UserWarning disappears.
A += A.T
_, _ = lobpcg(A, X, verbosityLevel=1, maxiter=0)
out, err = capsys.readouterr() # Capture output
assert out.startswith("Solving standard eigenvalue") # Test stdout
assert err == '' # Test empty stderr
def test_regression():
"""Check the eigenvalue of the identity matrix is one.
"""
# https://mail.python.org/pipermail/scipy-user/2010-October/026944.html
n = 10
X = np.ones((n, 1))
A = np.identity(n)
w, _ = lobpcg(A, X)
assert_allclose(w, [1])
@pytest.mark.filterwarnings("ignore:The problem size")
@pytest.mark.parametrize('n, m, m_excluded', [(30, 4, 3), (4, 2, 0)])
def test_diagonal(n, m, m_excluded):
"""Test ``m - m_excluded`` eigenvalues and eigenvectors of
diagonal matrices of the size ``n`` varying matrix formats:
dense array, spare matrix, and ``LinearOperator`` for both
matrixes in the generalized eigenvalue problem ``Av = cBv``
and for the preconditioner.
"""
rnd = np.random.RandomState(0)
# Define the generalized eigenvalue problem Av = cBv
# where (c, v) is a generalized eigenpair,
# A is the diagonal matrix whose entries are 1,...n,
# B is the identity matrix.
vals = np.arange(1, n+1, dtype=float)
A_s = diags([vals], [0], (n, n))
A_a = A_s.toarray()
def A_f(x):
return A_s @ x
A_lo = LinearOperator(matvec=A_f,
matmat=A_f,
shape=(n, n), dtype=float)
B_a = eye(n)
B_s = csr_matrix(B_a)
def B_f(x):
return B_a @ x
B_lo = LinearOperator(matvec=B_f,
matmat=B_f,
shape=(n, n), dtype=float)
# Let the preconditioner M be the inverse of A.
M_s = diags([1./vals], [0], (n, n))
M_a = M_s.toarray()
def M_f(x):
return M_s @ x
M_lo = LinearOperator(matvec=M_f,
matmat=M_f,
shape=(n, n), dtype=float)
# Pick random initial vectors.
X = rnd.normal(size=(n, m))
# Require that the returned eigenvectors be in the orthogonal complement
# of the first few standard basis vectors.
if m_excluded > 0:
Y = np.eye(n, m_excluded)
else:
Y = None
for A in [A_a, A_s, A_lo]:
for B in [B_a, B_s, B_lo]:
for M in [M_a, M_s, M_lo]:
eigvals, vecs = lobpcg(A, X, B, M=M, Y=Y,
maxiter=40, largest=False)
assert_allclose(eigvals, np.arange(1+m_excluded,
1+m_excluded+m))
_check_eigen(A, eigvals, vecs, rtol=1e-3, atol=1e-3)
def _check_eigen(M, w, V, rtol=1e-8, atol=1e-14):
"""Check if the eigenvalue residual is small.
"""
mult_wV = np.multiply(w, V)
dot_MV = M.dot(V)
assert_allclose(mult_wV, dot_MV, rtol=rtol, atol=atol)
def _check_fiedler(n, p):
"""Check the Fiedler vector computation.
"""
# This is not necessarily the recommended way to find the Fiedler vector.
col = np.zeros(n)
col[1] = 1
A = toeplitz(col)
D = np.diag(A.sum(axis=1))
L = D - A
# Compute the full eigendecomposition using tricks, e.g.
# http://www.cs.yale.edu/homes/spielman/561/2009/lect02-09.pdf
tmp = np.pi * np.arange(n) / n
analytic_w = 2 * (1 - np.cos(tmp))
analytic_V = np.cos(np.outer(np.arange(n) + 1/2, tmp))
_check_eigen(L, analytic_w, analytic_V)
# Compute the full eigendecomposition using eigh.
eigh_w, eigh_V = eigh(L)
_check_eigen(L, eigh_w, eigh_V)
# Check that the first eigenvalue is near zero and that the rest agree.
assert_array_less(np.abs([eigh_w[0], analytic_w[0]]), 1e-14)
assert_allclose(eigh_w[1:], analytic_w[1:])
# Check small lobpcg eigenvalues.
X = analytic_V[:, :p]
lobpcg_w, lobpcg_V = lobpcg(L, X, largest=False)
assert_equal(lobpcg_w.shape, (p,))
assert_equal(lobpcg_V.shape, (n, p))
_check_eigen(L, lobpcg_w, lobpcg_V)
assert_array_less(np.abs(np.min(lobpcg_w)), 1e-14)
assert_allclose(np.sort(lobpcg_w)[1:], analytic_w[1:p])
# Check large lobpcg eigenvalues.
X = analytic_V[:, -p:]
lobpcg_w, lobpcg_V = lobpcg(L, X, largest=True)
assert_equal(lobpcg_w.shape, (p,))
assert_equal(lobpcg_V.shape, (n, p))
_check_eigen(L, lobpcg_w, lobpcg_V)
assert_allclose(np.sort(lobpcg_w), analytic_w[-p:])
# Look for the Fiedler vector using good but not exactly correct guesses.
fiedler_guess = np.concatenate((np.ones(n//2), -np.ones(n-n//2)))
X = np.vstack((np.ones(n), fiedler_guess)).T
lobpcg_w, _ = lobpcg(L, X, largest=False)
# Mathematically, the smaller eigenvalue should be zero
# and the larger should be the algebraic connectivity.
lobpcg_w = np.sort(lobpcg_w)
assert_allclose(lobpcg_w, analytic_w[:2], atol=1e-14)
def test_fiedler_small_8():
"""Check the dense workaround path for small matrices.
"""
# This triggers the dense path because 8 < 2*5.
with pytest.warns(UserWarning, match="The problem size"):
_check_fiedler(8, 2)
def test_fiedler_large_12():
"""Check the dense workaround path avoided for non-small matrices.
"""
# This does not trigger the dense path, because 2*5 <= 12.
_check_fiedler(12, 2)
@pytest.mark.filterwarnings("ignore:Failed at iteration")
@pytest.mark.filterwarnings("ignore:Exited at iteration")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_failure_to_run_iterations():
"""Check that the code exits gracefully without breaking. Issue #10974.
The code may or not issue a warning, filtered out. Issue #15935, #17954.
"""
rnd = np.random.RandomState(0)
X = rnd.standard_normal((100, 10))
A = X @ X.T
Q = rnd.standard_normal((X.shape[0], 4))
eigenvalues, _ = lobpcg(A, Q, maxiter=40, tol=1e-12)
assert np.max(eigenvalues) > 0
def test_failure_to_run_iterations_nonsymmetric():
"""Check that the code exists gracefully without breaking
if the matrix in not symmetric.
"""
A = np.zeros((10, 10))
A[0, 1] = 1
Q = np.ones((10, 1))
msg = "Exited at iteration 2|Exited postprocessing with accuracies.*"
with pytest.warns(UserWarning, match=msg):
eigenvalues, _ = lobpcg(A, Q, maxiter=20)
assert np.max(eigenvalues) > 0
@pytest.mark.filterwarnings("ignore:The problem size")
def test_hermitian():
"""Check complex-value Hermitian cases.
"""
rnd = np.random.RandomState(0)
sizes = [3, 12]
ks = [1, 2]
gens = [True, False]
for s, k, gen, dh, dx, db in (
itertools.product(sizes, ks, gens, gens, gens, gens)
):
H = rnd.random((s, s)) + 1.j * rnd.random((s, s))
H = 10 * np.eye(s) + H + H.T.conj()
H = H.astype(np.complex128) if dh else H.astype(np.complex64)
X = rnd.standard_normal((s, k))
X = X + 1.j * rnd.standard_normal((s, k))
X = X.astype(np.complex128) if dx else X.astype(np.complex64)
if not gen:
B = np.eye(s)
w, v = lobpcg(H, X, maxiter=99, verbosityLevel=0)
# Also test mixing complex H with real B.
wb, _ = lobpcg(H, X, B, maxiter=99, verbosityLevel=0)
assert_allclose(w, wb, rtol=1e-6)
w0, _ = eigh(H)
else:
B = rnd.random((s, s)) + 1.j * rnd.random((s, s))
B = 10 * np.eye(s) + B.dot(B.T.conj())
B = B.astype(np.complex128) if db else B.astype(np.complex64)
w, v = lobpcg(H, X, B, maxiter=99, verbosityLevel=0)
w0, _ = eigh(H, B)
for wx, vx in zip(w, v.T):
# Check eigenvector
assert_allclose(np.linalg.norm(H.dot(vx) - B.dot(vx) * wx)
/ np.linalg.norm(H.dot(vx)),
0, atol=5e-2, rtol=0)
# Compare eigenvalues
j = np.argmin(abs(w0 - wx))
assert_allclose(wx, w0[j], rtol=1e-4)
# The n=5 case tests the alternative small matrix code path that uses eigh().
@pytest.mark.filterwarnings("ignore:The problem size")
@pytest.mark.parametrize('n, atol', [(20, 1e-3), (5, 1e-8)])
def test_eigs_consistency(n, atol):
"""Check eigs vs. lobpcg consistency.
"""
vals = np.arange(1, n+1, dtype=np.float64)
A = spdiags(vals, 0, n, n)
rnd = np.random.RandomState(0)
X = rnd.standard_normal((n, 2))
lvals, lvecs = lobpcg(A, X, largest=True, maxiter=100)
vals, _ = eigs(A, k=2)
_check_eigen(A, lvals, lvecs, atol=atol, rtol=0)
assert_allclose(np.sort(vals), np.sort(lvals), atol=1e-14)
def test_verbosity():
"""Check that nonzero verbosity level code runs.
"""
rnd = np.random.RandomState(0)
X = rnd.standard_normal((10, 10))
A = X @ X.T
Q = rnd.standard_normal((X.shape[0], 1))
msg = "Exited at iteration.*|Exited postprocessing with accuracies.*"
with pytest.warns(UserWarning, match=msg):
_, _ = lobpcg(A, Q, maxiter=3, verbosityLevel=9)
@pytest.mark.xfail(_IS_32BIT and sys.platform == 'win32',
reason="tolerance violation on windows")
@pytest.mark.xfail(platform.machine() == 'ppc64le',
reason="fails on ppc64le")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_tolerance_float32():
"""Check lobpcg for attainable tolerance in float32.
"""
rnd = np.random.RandomState(0)
n = 50
m = 3
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.float32)
X = rnd.standard_normal((n, m))
X = X.astype(np.float32)
eigvals, _ = lobpcg(A, X, tol=1.25e-5, maxiter=50, verbosityLevel=0)
assert_allclose(eigvals, -np.arange(1, 1 + m), atol=2e-5, rtol=1e-5)
@pytest.mark.parametrize("vdtype", VDTYPES)
@pytest.mark.parametrize("mdtype", MDTYPES)
@pytest.mark.parametrize("arr_type", [np.array,
sparse.csr_matrix,
sparse.coo_matrix])
def test_dtypes(vdtype, mdtype, arr_type):
"""Test lobpcg in various dtypes.
"""
rnd = np.random.RandomState(0)
n = 12
m = 2
A = arr_type(np.diag(np.arange(1, n + 1)).astype(mdtype))
X = rnd.random((n, m))
X = X.astype(vdtype)
eigvals, eigvecs = lobpcg(A, X, tol=1e-2, largest=False)
assert_allclose(eigvals, np.arange(1, 1 + m), atol=1e-1)
# eigenvectors must be nearly real in any case
assert_allclose(np.sum(np.abs(eigvecs - eigvecs.conj())), 0, atol=1e-2)
@pytest.mark.filterwarnings("ignore:Exited at iteration")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_inplace_warning():
"""Check lobpcg gives a warning in '_b_orthonormalize'
that in-place orthogonalization is impossible due to dtype mismatch.
"""
rnd = np.random.RandomState(0)
n = 6
m = 1
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.cdouble)
X = rnd.standard_normal((n, m))
with pytest.warns(UserWarning, match="Inplace update"):
eigvals, _ = lobpcg(A, X, maxiter=2, verbosityLevel=1)
def test_maxit():
"""Check lobpcg if maxit=maxiter runs maxiter iterations and
if maxit=None runs 20 iterations (the default)
by checking the size of the iteration history output, which should
be the number of iterations plus 3 (initial, final, and postprocessing)
typically when maxiter is small and the choice of the best is passive.
"""
rnd = np.random.RandomState(0)
n = 50
m = 4
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.float32)
X = rnd.standard_normal((n, m))
X = X.astype(np.float64)
msg = "Exited at iteration.*|Exited postprocessing with accuracies.*"
for maxiter in range(1, 4):
with pytest.warns(UserWarning, match=msg):
_, _, l_h, r_h = lobpcg(A, X, tol=1e-8, maxiter=maxiter,
retLambdaHistory=True,
retResidualNormsHistory=True)
assert_allclose(np.shape(l_h)[0], maxiter+3)
assert_allclose(np.shape(r_h)[0], maxiter+3)
with pytest.warns(UserWarning, match=msg):
l, _, l_h, r_h = lobpcg(A, X, tol=1e-8,
retLambdaHistory=True,
retResidualNormsHistory=True)
assert_allclose(np.shape(l_h)[0], 20+3)
assert_allclose(np.shape(r_h)[0], 20+3)
# Check that eigenvalue output is the last one in history
assert_allclose(l, l_h[-1])
# Make sure that both history outputs are lists
assert isinstance(l_h, list)
assert isinstance(r_h, list)
# Make sure that both history lists are arrays-like
assert_allclose(np.shape(l_h), np.shape(np.asarray(l_h)))
assert_allclose(np.shape(r_h), np.shape(np.asarray(r_h)))
@pytest.mark.slow
@pytest.mark.parametrize("n", [15])
@pytest.mark.parametrize("m", [1, 2])
@pytest.mark.filterwarnings("ignore:Exited at iteration")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_diagonal_data_types(n, m):
"""Check lobpcg for diagonal matrices for all matrix types.
Constraints are imposed, so a dense eigensolver eig cannot run.
"""
rnd = np.random.RandomState(0)
# Define the generalized eigenvalue problem Av = cBv
# where (c, v) is a generalized eigenpair,
# and where we choose A and B to be diagonal.
vals = np.arange(1, n + 1)
list_sparse_format = ['bsr', 'coo', 'csc', 'csr', 'dia', 'dok', 'lil']
for s_f_i, s_f in enumerate(list_sparse_format):
As64 = diags([vals * vals], [0], (n, n), format=s_f)
As32 = As64.astype(np.float32)
Af64 = As64.toarray()
Af32 = Af64.astype(np.float32)
def As32f(x):
return As32 @ x
As32LO = LinearOperator(matvec=As32f,
matmat=As32f,
shape=(n, n),
dtype=As32.dtype)
listA = [Af64, As64, Af32, As32, As32f, As32LO, lambda v: As32 @ v]
Bs64 = diags([vals], [0], (n, n), format=s_f)
Bf64 = Bs64.toarray()
Bs32 = Bs64.astype(np.float32)
def Bs32f(x):
return Bs32 @ x
Bs32LO = LinearOperator(matvec=Bs32f,
matmat=Bs32f,
shape=(n, n),
dtype=Bs32.dtype)
listB = [Bf64, Bs64, Bs32, Bs32f, Bs32LO, lambda v: Bs32 @ v]
# Define the preconditioner function as LinearOperator.
Ms64 = diags([1./vals], [0], (n, n), format=s_f)
def Ms64precond(x):
return Ms64 @ x
Ms64precondLO = LinearOperator(matvec=Ms64precond,
matmat=Ms64precond,
shape=(n, n),
dtype=Ms64.dtype)
Mf64 = Ms64.toarray()
def Mf64precond(x):
return Mf64 @ x
Mf64precondLO = LinearOperator(matvec=Mf64precond,
matmat=Mf64precond,
shape=(n, n),
dtype=Mf64.dtype)
Ms32 = Ms64.astype(np.float32)
def Ms32precond(x):
return Ms32 @ x
Ms32precondLO = LinearOperator(matvec=Ms32precond,
matmat=Ms32precond,
shape=(n, n),
dtype=Ms32.dtype)
Mf32 = Ms32.toarray()
def Mf32precond(x):
return Mf32 @ x
Mf32precondLO = LinearOperator(matvec=Mf32precond,
matmat=Mf32precond,
shape=(n, n),
dtype=Mf32.dtype)
listM = [None, Ms64, Ms64precondLO, Mf64precondLO, Ms64precond,
Ms32, Ms32precondLO, Mf32precondLO, Ms32precond]
# Setup matrix of the initial approximation to the eigenvectors
# (cannot be sparse array).
Xf64 = rnd.random((n, m))
Xf32 = Xf64.astype(np.float32)
listX = [Xf64, Xf32]
# Require that the returned eigenvectors be in the orthogonal complement
# of the first few standard basis vectors (cannot be sparse array).
m_excluded = 3
Yf64 = np.eye(n, m_excluded, dtype=float)
Yf32 = np.eye(n, m_excluded, dtype=np.float32)
listY = [Yf64, Yf32]
tests = list(itertools.product(listA, listB, listM, listX, listY))
for A, B, M, X, Y in tests:
# This is one of the slower tests because there are >1,000 configs
# to test here. Flip a biased coin to decide whether to run each
# test to get decent coverage in less time.
if rnd.random() < 0.98:
continue # too many tests
eigvals, _ = lobpcg(A, X, B=B, M=M, Y=Y, tol=1e-4,
maxiter=100, largest=False)
assert_allclose(eigvals,
np.arange(1 + m_excluded, 1 + m_excluded + m),
atol=1e-5)

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@ -0,0 +1,862 @@
import re
import copy
import numpy as np
from numpy.testing import assert_allclose, assert_equal, assert_array_equal
import pytest
from scipy.linalg import svd, null_space
from scipy.sparse import csc_matrix, issparse, spdiags, random
from scipy.sparse.linalg import LinearOperator, aslinearoperator
from scipy.sparse.linalg import svds
from scipy.sparse.linalg._eigen.arpack import ArpackNoConvergence
# --- Helper Functions / Classes ---
def sorted_svd(m, k, which='LM'):
# Compute svd of a dense matrix m, and return singular vectors/values
# sorted.
if issparse(m):
m = m.toarray()
u, s, vh = svd(m)
if which == 'LM':
ii = np.argsort(s)[-k:]
elif which == 'SM':
ii = np.argsort(s)[:k]
else:
raise ValueError(f"unknown which={which!r}")
return u[:, ii], s[ii], vh[ii]
def _check_svds(A, k, u, s, vh, which="LM", check_usvh_A=False,
check_svd=True, atol=1e-10, rtol=1e-7):
n, m = A.shape
# Check shapes.
assert_equal(u.shape, (n, k))
assert_equal(s.shape, (k,))
assert_equal(vh.shape, (k, m))
# Check that the original matrix can be reconstituted.
A_rebuilt = (u*s).dot(vh)
assert_equal(A_rebuilt.shape, A.shape)
if check_usvh_A:
assert_allclose(A_rebuilt, A, atol=atol, rtol=rtol)
# Check that u is a semi-orthogonal matrix.
uh_u = np.dot(u.T.conj(), u)
assert_equal(uh_u.shape, (k, k))
assert_allclose(uh_u, np.identity(k), atol=atol, rtol=rtol)
# Check that vh is a semi-orthogonal matrix.
vh_v = np.dot(vh, vh.T.conj())
assert_equal(vh_v.shape, (k, k))
assert_allclose(vh_v, np.identity(k), atol=atol, rtol=rtol)
# Check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
if check_svd:
u2, s2, vh2 = sorted_svd(A, k, which)
assert_allclose(np.abs(u), np.abs(u2), atol=atol, rtol=rtol)
assert_allclose(s, s2, atol=atol, rtol=rtol)
assert_allclose(np.abs(vh), np.abs(vh2), atol=atol, rtol=rtol)
def _check_svds_n(A, k, u, s, vh, which="LM", check_res=True,
check_svd=True, atol=1e-10, rtol=1e-7):
n, m = A.shape
# Check shapes.
assert_equal(u.shape, (n, k))
assert_equal(s.shape, (k,))
assert_equal(vh.shape, (k, m))
# Check that u is a semi-orthogonal matrix.
uh_u = np.dot(u.T.conj(), u)
assert_equal(uh_u.shape, (k, k))
error = np.sum(np.abs(uh_u - np.identity(k))) / (k * k)
assert_allclose(error, 0.0, atol=atol, rtol=rtol)
# Check that vh is a semi-orthogonal matrix.
vh_v = np.dot(vh, vh.T.conj())
assert_equal(vh_v.shape, (k, k))
error = np.sum(np.abs(vh_v - np.identity(k))) / (k * k)
assert_allclose(error, 0.0, atol=atol, rtol=rtol)
# Check residuals
if check_res:
ru = A.T.conj() @ u - vh.T.conj() * s
rus = np.sum(np.abs(ru)) / (n * k)
rvh = A @ vh.T.conj() - u * s
rvhs = np.sum(np.abs(rvh)) / (m * k)
assert_allclose(rus, 0.0, atol=atol, rtol=rtol)
assert_allclose(rvhs, 0.0, atol=atol, rtol=rtol)
# Check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
if check_svd:
u2, s2, vh2 = sorted_svd(A, k, which)
assert_allclose(s, s2, atol=atol, rtol=rtol)
A_rebuilt_svd = (u2*s2).dot(vh2)
A_rebuilt = (u*s).dot(vh)
assert_equal(A_rebuilt.shape, A.shape)
error = np.sum(np.abs(A_rebuilt_svd - A_rebuilt)) / (k * k)
assert_allclose(error, 0.0, atol=atol, rtol=rtol)
class CheckingLinearOperator(LinearOperator):
def __init__(self, A):
self.A = A
self.dtype = A.dtype
self.shape = A.shape
def _matvec(self, x):
assert_equal(max(x.shape), np.size(x))
return self.A.dot(x)
def _rmatvec(self, x):
assert_equal(max(x.shape), np.size(x))
return self.A.T.conjugate().dot(x)
# --- Test Input Validation ---
# Tests input validation on parameters `k` and `which`.
# Needs better input validation checks for all other parameters.
class SVDSCommonTests:
solver = None
# some of these IV tests could run only once, say with solver=None
_A_empty_msg = "`A` must not be empty."
_A_dtype_msg = "`A` must be of floating or complex floating data type"
_A_type_msg = "type not understood"
_A_ndim_msg = "array must have ndim <= 2"
_A_validation_inputs = [
(np.asarray([[]]), ValueError, _A_empty_msg),
(np.asarray([[1, 2], [3, 4]]), ValueError, _A_dtype_msg),
("hi", TypeError, _A_type_msg),
(np.asarray([[[1., 2.], [3., 4.]]]), ValueError, _A_ndim_msg)]
@pytest.mark.parametrize("args", _A_validation_inputs)
def test_svds_input_validation_A(self, args):
A, error_type, message = args
with pytest.raises(error_type, match=message):
svds(A, k=1, solver=self.solver)
@pytest.mark.parametrize("k", [-1, 0, 3, 4, 5, 1.5, "1"])
def test_svds_input_validation_k_1(self, k):
rng = np.random.default_rng(0)
A = rng.random((4, 3))
# propack can do complete SVD
if self.solver == 'propack' and k == 3:
res = svds(A, k=k, solver=self.solver, random_state=0)
_check_svds(A, k, *res, check_usvh_A=True, check_svd=True)
return
message = ("`k` must be an integer satisfying")
with pytest.raises(ValueError, match=message):
svds(A, k=k, solver=self.solver)
def test_svds_input_validation_k_2(self):
# I think the stack trace is reasonable when `k` can't be converted
# to an int.
message = "int() argument must be a"
with pytest.raises(TypeError, match=re.escape(message)):
svds(np.eye(10), k=[], solver=self.solver)
message = "invalid literal for int()"
with pytest.raises(ValueError, match=message):
svds(np.eye(10), k="hi", solver=self.solver)
@pytest.mark.parametrize("tol", (-1, np.inf, np.nan))
def test_svds_input_validation_tol_1(self, tol):
message = "`tol` must be a non-negative floating point value."
with pytest.raises(ValueError, match=message):
svds(np.eye(10), tol=tol, solver=self.solver)
@pytest.mark.parametrize("tol", ([], 'hi'))
def test_svds_input_validation_tol_2(self, tol):
# I think the stack trace is reasonable here
message = "'<' not supported between instances"
with pytest.raises(TypeError, match=message):
svds(np.eye(10), tol=tol, solver=self.solver)
@pytest.mark.parametrize("which", ('LA', 'SA', 'ekki', 0))
def test_svds_input_validation_which(self, which):
# Regression test for a github issue.
# https://github.com/scipy/scipy/issues/4590
# Function was not checking for eigenvalue type and unintended
# values could be returned.
with pytest.raises(ValueError, match="`which` must be in"):
svds(np.eye(10), which=which, solver=self.solver)
@pytest.mark.parametrize("transpose", (True, False))
@pytest.mark.parametrize("n", range(4, 9))
def test_svds_input_validation_v0_1(self, transpose, n):
rng = np.random.default_rng(0)
A = rng.random((5, 7))
v0 = rng.random(n)
if transpose:
A = A.T
k = 2
message = "`v0` must have shape"
required_length = (A.shape[0] if self.solver == 'propack'
else min(A.shape))
if n != required_length:
with pytest.raises(ValueError, match=message):
svds(A, k=k, v0=v0, solver=self.solver)
def test_svds_input_validation_v0_2(self):
A = np.ones((10, 10))
v0 = np.ones((1, 10))
message = "`v0` must have shape"
with pytest.raises(ValueError, match=message):
svds(A, k=1, v0=v0, solver=self.solver)
@pytest.mark.parametrize("v0", ("hi", 1, np.ones(10, dtype=int)))
def test_svds_input_validation_v0_3(self, v0):
A = np.ones((10, 10))
message = "`v0` must be of floating or complex floating data type."
with pytest.raises(ValueError, match=message):
svds(A, k=1, v0=v0, solver=self.solver)
@pytest.mark.parametrize("maxiter", (-1, 0, 5.5))
def test_svds_input_validation_maxiter_1(self, maxiter):
message = ("`maxiter` must be a positive integer.")
with pytest.raises(ValueError, match=message):
svds(np.eye(10), maxiter=maxiter, solver=self.solver)
def test_svds_input_validation_maxiter_2(self):
# I think the stack trace is reasonable when `k` can't be converted
# to an int.
message = "int() argument must be a"
with pytest.raises(TypeError, match=re.escape(message)):
svds(np.eye(10), maxiter=[], solver=self.solver)
message = "invalid literal for int()"
with pytest.raises(ValueError, match=message):
svds(np.eye(10), maxiter="hi", solver=self.solver)
@pytest.mark.parametrize("rsv", ('ekki', 10))
def test_svds_input_validation_return_singular_vectors(self, rsv):
message = "`return_singular_vectors` must be in"
with pytest.raises(ValueError, match=message):
svds(np.eye(10), return_singular_vectors=rsv, solver=self.solver)
# --- Test Parameters ---
@pytest.mark.parametrize("k", [3, 5])
@pytest.mark.parametrize("which", ["LM", "SM"])
def test_svds_parameter_k_which(self, k, which):
# check that the `k` parameter sets the number of eigenvalues/
# eigenvectors returned.
# Also check that the `which` parameter sets whether the largest or
# smallest eigenvalues are returned
rng = np.random.default_rng(0)
A = rng.random((10, 10))
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
res = svds(A, k=k, which=which, solver=self.solver,
random_state=0)
else:
res = svds(A, k=k, which=which, solver=self.solver,
random_state=0)
_check_svds(A, k, *res, which=which, atol=1e-9, rtol=2e-13)
@pytest.mark.filterwarnings("ignore:Exited",
reason="Ignore LOBPCG early exit.")
# loop instead of parametrize for simplicity
def test_svds_parameter_tol(self):
# check the effect of the `tol` parameter on solver accuracy by solving
# the same problem with varying `tol` and comparing the eigenvalues
# against ground truth computed
n = 100 # matrix size
k = 3 # number of eigenvalues to check
# generate a random, sparse-ish matrix
# effect isn't apparent for matrices that are too small
rng = np.random.default_rng(0)
A = rng.random((n, n))
A[A > .1] = 0
A = A @ A.T
_, s, _ = svd(A) # calculate ground truth
# calculate the error as a function of `tol`
A = csc_matrix(A)
def err(tol):
_, s2, _ = svds(A, k=k, v0=np.ones(n), maxiter=1000,
solver=self.solver, tol=tol, random_state=0)
return np.linalg.norm((s2 - s[k-1::-1])/s[k-1::-1])
tols = [1e-4, 1e-2, 1e0] # tolerance levels to check
# for 'arpack' and 'propack', accuracies make discrete steps
accuracies = {'propack': [1e-12, 1e-6, 1e-4],
'arpack': [2.5e-15, 1e-10, 1e-10],
'lobpcg': [2e-12, 4e-2, 2]}
for tol, accuracy in zip(tols, accuracies[self.solver]):
error = err(tol)
assert error < accuracy
def test_svd_v0(self):
# check that the `v0` parameter affects the solution
n = 100
k = 1
# If k != 1, LOBPCG needs more initial vectors, which are generated
# with random_state, so it does not pass w/ k >= 2.
# For some other values of `n`, the AssertionErrors are not raised
# with different v0s, which is reasonable.
rng = np.random.default_rng(0)
A = rng.random((n, n))
# with the same v0, solutions are the same, and they are accurate
# v0 takes precedence over random_state
v0a = rng.random(n)
res1a = svds(A, k, v0=v0a, solver=self.solver, random_state=0)
res2a = svds(A, k, v0=v0a, solver=self.solver, random_state=1)
for idx in range(3):
assert_allclose(res1a[idx], res2a[idx], rtol=1e-15, atol=2e-16)
_check_svds(A, k, *res1a)
# with the same v0, solutions are the same, and they are accurate
v0b = rng.random(n)
res1b = svds(A, k, v0=v0b, solver=self.solver, random_state=2)
res2b = svds(A, k, v0=v0b, solver=self.solver, random_state=3)
for idx in range(3):
assert_allclose(res1b[idx], res2b[idx], rtol=1e-15, atol=2e-16)
_check_svds(A, k, *res1b)
# with different v0, solutions can be numerically different
message = "Arrays are not equal"
with pytest.raises(AssertionError, match=message):
assert_equal(res1a, res1b)
def test_svd_random_state(self):
# check that the `random_state` parameter affects the solution
# Admittedly, `n` and `k` are chosen so that all solver pass all
# these checks. That's a tall order, since LOBPCG doesn't want to
# achieve the desired accuracy and ARPACK often returns the same
# singular values/vectors for different v0.
n = 100
k = 1
rng = np.random.default_rng(0)
A = rng.random((n, n))
# with the same random_state, solutions are the same and accurate
res1a = svds(A, k, solver=self.solver, random_state=0)
res2a = svds(A, k, solver=self.solver, random_state=0)
for idx in range(3):
assert_allclose(res1a[idx], res2a[idx], rtol=1e-15, atol=2e-16)
_check_svds(A, k, *res1a)
# with the same random_state, solutions are the same and accurate
res1b = svds(A, k, solver=self.solver, random_state=1)
res2b = svds(A, k, solver=self.solver, random_state=1)
for idx in range(3):
assert_allclose(res1b[idx], res2b[idx], rtol=1e-15, atol=2e-16)
_check_svds(A, k, *res1b)
# with different random_state, solutions can be numerically different
message = "Arrays are not equal"
with pytest.raises(AssertionError, match=message):
assert_equal(res1a, res1b)
@pytest.mark.parametrize("random_state", (0, 1,
np.random.RandomState(0),
np.random.default_rng(0)))
def test_svd_random_state_2(self, random_state):
n = 100
k = 1
rng = np.random.default_rng(0)
A = rng.random((n, n))
random_state_2 = copy.deepcopy(random_state)
# with the same random_state, solutions are the same and accurate
res1a = svds(A, k, solver=self.solver, random_state=random_state)
res2a = svds(A, k, solver=self.solver, random_state=random_state_2)
for idx in range(3):
assert_allclose(res1a[idx], res2a[idx], rtol=1e-15, atol=2e-16)
_check_svds(A, k, *res1a)
@pytest.mark.parametrize("random_state", (None,
np.random.RandomState(0),
np.random.default_rng(0)))
@pytest.mark.filterwarnings("ignore:Exited",
reason="Ignore LOBPCG early exit.")
def test_svd_random_state_3(self, random_state):
n = 100
k = 5
rng = np.random.default_rng(0)
A = rng.random((n, n))
random_state = copy.deepcopy(random_state)
# random_state in different state produces accurate - but not
# not necessarily identical - results
res1a = svds(A, k, solver=self.solver, random_state=random_state, maxiter=1000)
res2a = svds(A, k, solver=self.solver, random_state=random_state, maxiter=1000)
_check_svds(A, k, *res1a, atol=2e-7)
_check_svds(A, k, *res2a, atol=2e-7)
message = "Arrays are not equal"
with pytest.raises(AssertionError, match=message):
assert_equal(res1a, res2a)
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_svd_maxiter(self):
# check that maxiter works as expected: should not return accurate
# solution after 1 iteration, but should with default `maxiter`
A = np.diag(np.arange(9)).astype(np.float64)
k = 1
u, s, vh = sorted_svd(A, k)
# Use default maxiter by default
maxiter = None
if self.solver == 'arpack':
message = "ARPACK error -1: No convergence"
with pytest.raises(ArpackNoConvergence, match=message):
svds(A, k, ncv=3, maxiter=1, solver=self.solver)
elif self.solver == 'lobpcg':
# Set maxiter higher so test passes without changing
# default and breaking backward compatibility (gh-20221)
maxiter = 30
with pytest.warns(UserWarning, match="Exited at iteration"):
svds(A, k, maxiter=1, solver=self.solver)
elif self.solver == 'propack':
message = "k=1 singular triplets did not converge within"
with pytest.raises(np.linalg.LinAlgError, match=message):
svds(A, k, maxiter=1, solver=self.solver)
ud, sd, vhd = svds(A, k, solver=self.solver, maxiter=maxiter,
random_state=0)
_check_svds(A, k, ud, sd, vhd, atol=1e-8)
assert_allclose(np.abs(ud), np.abs(u), atol=1e-8)
assert_allclose(np.abs(vhd), np.abs(vh), atol=1e-8)
assert_allclose(np.abs(sd), np.abs(s), atol=1e-9)
@pytest.mark.parametrize("rsv", (True, False, 'u', 'vh'))
@pytest.mark.parametrize("shape", ((5, 7), (6, 6), (7, 5)))
def test_svd_return_singular_vectors(self, rsv, shape):
# check that the return_singular_vectors parameter works as expected
rng = np.random.default_rng(0)
A = rng.random(shape)
k = 2
M, N = shape
u, s, vh = sorted_svd(A, k)
respect_u = True if self.solver == 'propack' else M <= N
respect_vh = True if self.solver == 'propack' else M > N
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
if rsv is False:
s2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert_allclose(s2, s)
elif rsv == 'u' and respect_u:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert_allclose(np.abs(u2), np.abs(u))
assert_allclose(s2, s)
assert vh2 is None
elif rsv == 'vh' and respect_vh:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert u2 is None
assert_allclose(s2, s)
assert_allclose(np.abs(vh2), np.abs(vh))
else:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
if u2 is not None:
assert_allclose(np.abs(u2), np.abs(u))
assert_allclose(s2, s)
if vh2 is not None:
assert_allclose(np.abs(vh2), np.abs(vh))
else:
if rsv is False:
s2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert_allclose(s2, s)
elif rsv == 'u' and respect_u:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert_allclose(np.abs(u2), np.abs(u))
assert_allclose(s2, s)
assert vh2 is None
elif rsv == 'vh' and respect_vh:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
assert u2 is None
assert_allclose(s2, s)
assert_allclose(np.abs(vh2), np.abs(vh))
else:
u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
solver=self.solver, random_state=rng)
if u2 is not None:
assert_allclose(np.abs(u2), np.abs(u))
assert_allclose(s2, s)
if vh2 is not None:
assert_allclose(np.abs(vh2), np.abs(vh))
# --- Test Basic Functionality ---
# Tests the accuracy of each solver for real and complex matrices provided
# as list, dense array, sparse matrix, and LinearOperator.
A1 = [[1, 2, 3], [3, 4, 3], [1 + 1j, 0, 2], [0, 0, 1]]
A2 = [[1, 2, 3, 8 + 5j], [3 - 2j, 4, 3, 5], [1, 0, 2, 3], [0, 0, 1, 0]]
@pytest.mark.filterwarnings("ignore:k >= N - 1",
reason="needed to demonstrate #16725")
@pytest.mark.parametrize('A', (A1, A2))
@pytest.mark.parametrize('k', range(1, 5))
# PROPACK fails a lot if @pytest.mark.parametrize('which', ("SM", "LM"))
@pytest.mark.parametrize('real', (True, False))
@pytest.mark.parametrize('transpose', (False, True))
# In gh-14299, it was suggested the `svds` should _not_ work with lists
@pytest.mark.parametrize('lo_type', (np.asarray, csc_matrix,
aslinearoperator))
def test_svd_simple(self, A, k, real, transpose, lo_type):
A = np.asarray(A)
A = np.real(A) if real else A
A = A.T if transpose else A
A2 = lo_type(A)
# could check for the appropriate errors, but that is tested above
if k > min(A.shape):
pytest.skip("`k` cannot be greater than `min(A.shape)`")
if self.solver != 'propack' and k >= min(A.shape):
pytest.skip("Only PROPACK supports complete SVD")
if self.solver == 'arpack' and not real and k == min(A.shape) - 1:
pytest.skip("#16725")
atol = 3e-10
if self.solver == 'propack':
atol = 3e-9 # otherwise test fails on Linux aarch64 (see gh-19855)
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
u, s, vh = svds(A2, k, solver=self.solver, random_state=0)
else:
u, s, vh = svds(A2, k, solver=self.solver, random_state=0)
_check_svds(A, k, u, s, vh, atol=atol)
def test_svd_linop(self):
solver = self.solver
nmks = [(6, 7, 3),
(9, 5, 4),
(10, 8, 5)]
def reorder(args):
U, s, VH = args
j = np.argsort(s)
return U[:, j], s[j], VH[j, :]
for n, m, k in nmks:
# Test svds on a LinearOperator.
A = np.random.RandomState(52).randn(n, m)
L = CheckingLinearOperator(A)
if solver == 'propack':
v0 = np.ones(n)
else:
v0 = np.ones(min(A.shape))
if solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
U1, s1, VH1 = reorder(svds(A, k, v0=v0, solver=solver,
random_state=0))
U2, s2, VH2 = reorder(svds(L, k, v0=v0, solver=solver,
random_state=0))
else:
U1, s1, VH1 = reorder(svds(A, k, v0=v0, solver=solver,
random_state=0))
U2, s2, VH2 = reorder(svds(L, k, v0=v0, solver=solver,
random_state=0))
assert_allclose(np.abs(U1), np.abs(U2))
assert_allclose(s1, s2)
assert_allclose(np.abs(VH1), np.abs(VH2))
assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
np.dot(U2, np.dot(np.diag(s2), VH2)))
# Try again with which="SM".
A = np.random.RandomState(1909).randn(n, m)
L = CheckingLinearOperator(A)
# TODO: arpack crashes when v0=v0, which="SM"
kwargs = {'v0': v0} if solver not in {None, 'arpack'} else {}
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
U1, s1, VH1 = reorder(svds(A, k, which="SM", solver=solver,
random_state=0, **kwargs))
U2, s2, VH2 = reorder(svds(L, k, which="SM", solver=solver,
random_state=0, **kwargs))
else:
U1, s1, VH1 = reorder(svds(A, k, which="SM", solver=solver,
random_state=0, **kwargs))
U2, s2, VH2 = reorder(svds(L, k, which="SM", solver=solver,
random_state=0, **kwargs))
assert_allclose(np.abs(U1), np.abs(U2))
assert_allclose(s1 + 1, s2 + 1)
assert_allclose(np.abs(VH1), np.abs(VH2))
assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
np.dot(U2, np.dot(np.diag(s2), VH2)))
if k < min(n, m) - 1:
# Complex input and explicit which="LM".
for (dt, eps) in [(complex, 1e-7), (np.complex64, 3e-3)]:
rng = np.random.RandomState(1648)
A = (rng.randn(n, m) + 1j * rng.randn(n, m)).astype(dt)
L = CheckingLinearOperator(A)
if self.solver == 'lobpcg':
with pytest.warns(UserWarning,
match="The problem size"):
U1, s1, VH1 = reorder(svds(A, k, which="LM",
solver=solver,
random_state=0))
U2, s2, VH2 = reorder(svds(L, k, which="LM",
solver=solver,
random_state=0))
else:
U1, s1, VH1 = reorder(svds(A, k, which="LM",
solver=solver,
random_state=0))
U2, s2, VH2 = reorder(svds(L, k, which="LM",
solver=solver,
random_state=0))
assert_allclose(np.abs(U1), np.abs(U2), rtol=eps)
assert_allclose(s1, s2, rtol=eps)
assert_allclose(np.abs(VH1), np.abs(VH2), rtol=eps)
assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
np.dot(U2, np.dot(np.diag(s2), VH2)),
rtol=eps)
SHAPES = ((100, 100), (100, 101), (101, 100))
@pytest.mark.filterwarnings("ignore:Exited at iteration")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
@pytest.mark.parametrize("shape", SHAPES)
# ARPACK supports only dtype float, complex, or np.float32
@pytest.mark.parametrize("dtype", (float, complex, np.float32))
def test_small_sigma_sparse(self, shape, dtype):
# https://github.com/scipy/scipy/pull/11829
solver = self.solver
# 2do: PROPACK fails orthogonality of singular vectors
# if dtype == complex and self.solver == 'propack':
# pytest.skip("PROPACK unsupported for complex dtype")
rng = np.random.default_rng(0)
k = 5
(m, n) = shape
S = random(m, n, density=0.1, random_state=rng)
if dtype == complex:
S = + 1j * random(m, n, density=0.1, random_state=rng)
e = np.ones(m)
e[0:5] *= 1e1 ** np.arange(-5, 0, 1)
S = spdiags(e, 0, m, m) @ S
S = S.astype(dtype)
u, s, vh = svds(S, k, which='SM', solver=solver, maxiter=1000,
random_state=0)
c_svd = False # partial SVD can be different from full SVD
_check_svds_n(S, k, u, s, vh, which="SM", check_svd=c_svd, atol=2e-1)
# --- Test Edge Cases ---
# Checks a few edge cases.
@pytest.mark.parametrize("shape", ((6, 5), (5, 5), (5, 6)))
@pytest.mark.parametrize("dtype", (float, complex))
def test_svd_LM_ones_matrix(self, shape, dtype):
# Check that svds can deal with matrix_rank less than k in LM mode.
k = 3
n, m = shape
A = np.ones((n, m), dtype=dtype)
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
U, s, VH = svds(A, k, solver=self.solver, random_state=0)
else:
U, s, VH = svds(A, k, solver=self.solver, random_state=0)
_check_svds(A, k, U, s, VH, check_usvh_A=True, check_svd=False)
# Check that the largest singular value is near sqrt(n*m)
# and the other singular values have been forced to zero.
assert_allclose(np.max(s), np.sqrt(n*m))
s = np.array(sorted(s)[:-1]) + 1
z = np.ones_like(s)
assert_allclose(s, z)
@pytest.mark.filterwarnings("ignore:k >= N - 1",
reason="needed to demonstrate #16725")
@pytest.mark.parametrize("shape", ((3, 4), (4, 4), (4, 3), (4, 2)))
@pytest.mark.parametrize("dtype", (float, complex))
def test_zero_matrix(self, shape, dtype):
# Check that svds can deal with matrices containing only zeros;
# see https://github.com/scipy/scipy/issues/3452/
# shape = (4, 2) is included because it is the particular case
# reported in the issue
k = 1
n, m = shape
A = np.zeros((n, m), dtype=dtype)
if (self.solver == 'arpack' and dtype is complex
and k == min(A.shape) - 1):
pytest.skip("#16725")
if self.solver == 'propack':
pytest.skip("PROPACK failures unrelated to PR #16712")
if self.solver == 'lobpcg':
with pytest.warns(UserWarning, match="The problem size"):
U, s, VH = svds(A, k, solver=self.solver, random_state=0)
else:
U, s, VH = svds(A, k, solver=self.solver, random_state=0)
# Check some generic properties of svd.
_check_svds(A, k, U, s, VH, check_usvh_A=True, check_svd=False)
# Check that the singular values are zero.
assert_array_equal(s, 0)
@pytest.mark.parametrize("shape", ((20, 20), (20, 21), (21, 20)))
# ARPACK supports only dtype float, complex, or np.float32
@pytest.mark.parametrize("dtype", (float, complex, np.float32))
@pytest.mark.filterwarnings("ignore:Exited",
reason="Ignore LOBPCG early exit.")
def test_small_sigma(self, shape, dtype):
rng = np.random.default_rng(179847540)
A = rng.random(shape).astype(dtype)
u, _, vh = svd(A, full_matrices=False)
if dtype == np.float32:
e = 10.0
else:
e = 100.0
t = e**(-np.arange(len(vh))).astype(dtype)
A = (u*t).dot(vh)
k = 4
u, s, vh = svds(A, k, solver=self.solver, maxiter=100, random_state=0)
t = np.sum(s > 0)
assert_equal(t, k)
# LOBPCG needs larger atol and rtol to pass
_check_svds_n(A, k, u, s, vh, atol=1e-3, rtol=1e0, check_svd=False)
# ARPACK supports only dtype float, complex, or np.float32
@pytest.mark.filterwarnings("ignore:The problem size")
@pytest.mark.parametrize("dtype", (float, complex, np.float32))
def test_small_sigma2(self, dtype):
rng = np.random.default_rng(179847540)
# create a 10x10 singular matrix with a 4-dim null space
dim = 4
size = 10
x = rng.random((size, size-dim))
y = x[:, :dim] * rng.random(dim)
mat = np.hstack((x, y))
mat = mat.astype(dtype)
nz = null_space(mat)
assert_equal(nz.shape[1], dim)
# Tolerances atol and rtol adjusted to pass np.float32
# Use non-sparse svd
u, s, vh = svd(mat)
# Singular values are 0:
assert_allclose(s[-dim:], 0, atol=1e-6, rtol=1e0)
# Smallest right singular vectors in null space:
assert_allclose(mat @ vh[-dim:, :].T, 0, atol=1e-6, rtol=1e0)
# Smallest singular values should be 0
sp_mat = csc_matrix(mat)
su, ss, svh = svds(sp_mat, k=dim, which='SM', solver=self.solver,
random_state=0)
# Smallest dim singular values are 0:
assert_allclose(ss, 0, atol=1e-5, rtol=1e0)
# Smallest singular vectors via svds in null space:
n, m = mat.shape
if n < m: # else the assert fails with some libraries unclear why
assert_allclose(sp_mat.transpose() @ su, 0, atol=1e-5, rtol=1e0)
assert_allclose(sp_mat @ svh.T, 0, atol=1e-5, rtol=1e0)
# --- Perform tests with each solver ---
class Test_SVDS_once:
@pytest.mark.parametrize("solver", ['ekki', object])
def test_svds_input_validation_solver(self, solver):
message = "solver must be one of"
with pytest.raises(ValueError, match=message):
svds(np.ones((3, 4)), k=2, solver=solver)
class Test_SVDS_ARPACK(SVDSCommonTests):
def setup_method(self):
self.solver = 'arpack'
@pytest.mark.parametrize("ncv", list(range(-1, 8)) + [4.5, "5"])
def test_svds_input_validation_ncv_1(self, ncv):
rng = np.random.default_rng(0)
A = rng.random((6, 7))
k = 3
if ncv in {4, 5}:
u, s, vh = svds(A, k=k, ncv=ncv, solver=self.solver, random_state=0)
# partial decomposition, so don't check that u@diag(s)@vh=A;
# do check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
_check_svds(A, k, u, s, vh)
else:
message = ("`ncv` must be an integer satisfying")
with pytest.raises(ValueError, match=message):
svds(A, k=k, ncv=ncv, solver=self.solver)
def test_svds_input_validation_ncv_2(self):
# I think the stack trace is reasonable when `ncv` can't be converted
# to an int.
message = "int() argument must be a"
with pytest.raises(TypeError, match=re.escape(message)):
svds(np.eye(10), ncv=[], solver=self.solver)
message = "invalid literal for int()"
with pytest.raises(ValueError, match=message):
svds(np.eye(10), ncv="hi", solver=self.solver)
# I can't see a robust relationship between `ncv` and relevant outputs
# (e.g. accuracy, time), so no test of the parameter.
class Test_SVDS_LOBPCG(SVDSCommonTests):
def setup_method(self):
self.solver = 'lobpcg'
class Test_SVDS_PROPACK(SVDSCommonTests):
def setup_method(self):
self.solver = 'propack'
def test_svd_LM_ones_matrix(self):
message = ("PROPACK does not return orthonormal singular vectors "
"associated with zero singular values.")
# There are some other issues with this matrix of all ones, e.g.
# `which='sm'` and `k=1` returns the largest singular value
pytest.xfail(message)
def test_svd_LM_zeros_matrix(self):
message = ("PROPACK does not return orthonormal singular vectors "
"associated with zero singular values.")
pytest.xfail(message)

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@ -0,0 +1,810 @@
"""Compute the action of the matrix exponential."""
from warnings import warn
import numpy as np
import scipy.linalg
import scipy.sparse.linalg
from scipy.linalg._decomp_qr import qr
from scipy.sparse._sputils import is_pydata_spmatrix
from scipy.sparse.linalg import aslinearoperator
from scipy.sparse.linalg._interface import IdentityOperator
from scipy.sparse.linalg._onenormest import onenormest
__all__ = ['expm_multiply']
def _exact_inf_norm(A):
# A compatibility function which should eventually disappear.
if scipy.sparse.issparse(A):
return max(abs(A).sum(axis=1).flat)
elif is_pydata_spmatrix(A):
return max(abs(A).sum(axis=1))
else:
return np.linalg.norm(A, np.inf)
def _exact_1_norm(A):
# A compatibility function which should eventually disappear.
if scipy.sparse.issparse(A):
return max(abs(A).sum(axis=0).flat)
elif is_pydata_spmatrix(A):
return max(abs(A).sum(axis=0))
else:
return np.linalg.norm(A, 1)
def _trace(A):
# A compatibility function which should eventually disappear.
if is_pydata_spmatrix(A):
return A.to_scipy_sparse().trace()
else:
return A.trace()
def traceest(A, m3, seed=None):
"""Estimate `np.trace(A)` using `3*m3` matrix-vector products.
The result is not deterministic.
Parameters
----------
A : LinearOperator
Linear operator whose trace will be estimated. Has to be square.
m3 : int
Number of matrix-vector products divided by 3 used to estimate the
trace.
seed : optional
Seed for `numpy.random.default_rng`.
Can be provided to obtain deterministic results.
Returns
-------
trace : LinearOperator.dtype
Estimate of the trace
Notes
-----
This is the Hutch++ algorithm given in [1]_.
References
----------
.. [1] Meyer, Raphael A., Cameron Musco, Christopher Musco, and David P.
Woodruff. "Hutch++: Optimal Stochastic Trace Estimation." In Symposium
on Simplicity in Algorithms (SOSA), pp. 142-155. Society for Industrial
and Applied Mathematics, 2021
https://doi.org/10.1137/1.9781611976496.16
"""
rng = np.random.default_rng(seed)
if len(A.shape) != 2 or A.shape[-1] != A.shape[-2]:
raise ValueError("Expected A to be like a square matrix.")
n = A.shape[-1]
S = rng.choice([-1.0, +1.0], [n, m3])
Q, _ = qr(A.matmat(S), overwrite_a=True, mode='economic')
trQAQ = np.trace(Q.conj().T @ A.matmat(Q))
G = rng.choice([-1, +1], [n, m3])
right = G - Q@(Q.conj().T @ G)
trGAG = np.trace(right.conj().T @ A.matmat(right))
return trQAQ + trGAG/m3
def _ident_like(A):
# A compatibility function which should eventually disappear.
if scipy.sparse.issparse(A):
# Creates a sparse matrix in dia format
out = scipy.sparse.eye(A.shape[0], A.shape[1], dtype=A.dtype)
if isinstance(A, scipy.sparse.spmatrix):
return out.asformat(A.format)
return scipy.sparse.dia_array(out).asformat(A.format)
elif is_pydata_spmatrix(A):
import sparse
return sparse.eye(A.shape[0], A.shape[1], dtype=A.dtype)
elif isinstance(A, scipy.sparse.linalg.LinearOperator):
return IdentityOperator(A.shape, dtype=A.dtype)
else:
return np.eye(A.shape[0], A.shape[1], dtype=A.dtype)
def expm_multiply(A, B, start=None, stop=None, num=None,
endpoint=None, traceA=None):
"""
Compute the action of the matrix exponential of A on B.
Parameters
----------
A : transposable linear operator
The operator whose exponential is of interest.
B : ndarray
The matrix or vector to be multiplied by the matrix exponential of A.
start : scalar, optional
The starting time point of the sequence.
stop : scalar, optional
The end time point of the sequence, unless `endpoint` is set to False.
In that case, the sequence consists of all but the last of ``num + 1``
evenly spaced time points, so that `stop` is excluded.
Note that the step size changes when `endpoint` is False.
num : int, optional
Number of time points to use.
endpoint : bool, optional
If True, `stop` is the last time point. Otherwise, it is not included.
traceA : scalar, optional
Trace of `A`. If not given the trace is estimated for linear operators,
or calculated exactly for sparse matrices. It is used to precondition
`A`, thus an approximate trace is acceptable.
For linear operators, `traceA` should be provided to ensure performance
as the estimation is not guaranteed to be reliable for all cases.
.. versionadded:: 1.9.0
Returns
-------
expm_A_B : ndarray
The result of the action :math:`e^{t_k A} B`.
Warns
-----
UserWarning
If `A` is a linear operator and ``traceA=None`` (default).
Notes
-----
The optional arguments defining the sequence of evenly spaced time points
are compatible with the arguments of `numpy.linspace`.
The output ndarray shape is somewhat complicated so I explain it here.
The ndim of the output could be either 1, 2, or 3.
It would be 1 if you are computing the expm action on a single vector
at a single time point.
It would be 2 if you are computing the expm action on a vector
at multiple time points, or if you are computing the expm action
on a matrix at a single time point.
It would be 3 if you want the action on a matrix with multiple
columns at multiple time points.
If multiple time points are requested, expm_A_B[0] will always
be the action of the expm at the first time point,
regardless of whether the action is on a vector or a matrix.
References
----------
.. [1] Awad H. Al-Mohy and Nicholas J. Higham (2011)
"Computing the Action of the Matrix Exponential,
with an Application to Exponential Integrators."
SIAM Journal on Scientific Computing,
33 (2). pp. 488-511. ISSN 1064-8275
http://eprints.ma.man.ac.uk/1591/
.. [2] Nicholas J. Higham and Awad H. Al-Mohy (2010)
"Computing Matrix Functions."
Acta Numerica,
19. 159-208. ISSN 0962-4929
http://eprints.ma.man.ac.uk/1451/
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import expm, expm_multiply
>>> A = csc_matrix([[1, 0], [0, 1]])
>>> A.toarray()
array([[1, 0],
[0, 1]], dtype=int64)
>>> B = np.array([np.exp(-1.), np.exp(-2.)])
>>> B
array([ 0.36787944, 0.13533528])
>>> expm_multiply(A, B, start=1, stop=2, num=3, endpoint=True)
array([[ 1. , 0.36787944],
[ 1.64872127, 0.60653066],
[ 2.71828183, 1. ]])
>>> expm(A).dot(B) # Verify 1st timestep
array([ 1. , 0.36787944])
>>> expm(1.5*A).dot(B) # Verify 2nd timestep
array([ 1.64872127, 0.60653066])
>>> expm(2*A).dot(B) # Verify 3rd timestep
array([ 2.71828183, 1. ])
"""
if all(arg is None for arg in (start, stop, num, endpoint)):
X = _expm_multiply_simple(A, B, traceA=traceA)
else:
X, status = _expm_multiply_interval(A, B, start, stop, num,
endpoint, traceA=traceA)
return X
def _expm_multiply_simple(A, B, t=1.0, traceA=None, balance=False):
"""
Compute the action of the matrix exponential at a single time point.
Parameters
----------
A : transposable linear operator
The operator whose exponential is of interest.
B : ndarray
The matrix to be multiplied by the matrix exponential of A.
t : float
A time point.
traceA : scalar, optional
Trace of `A`. If not given the trace is estimated for linear operators,
or calculated exactly for sparse matrices. It is used to precondition
`A`, thus an approximate trace is acceptable
balance : bool
Indicates whether or not to apply balancing.
Returns
-------
F : ndarray
:math:`e^{t A} B`
Notes
-----
This is algorithm (3.2) in Al-Mohy and Higham (2011).
"""
if balance:
raise NotImplementedError
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected A to be like a square matrix')
if A.shape[1] != B.shape[0]:
raise ValueError('shapes of matrices A {} and B {} are incompatible'
.format(A.shape, B.shape))
ident = _ident_like(A)
is_linear_operator = isinstance(A, scipy.sparse.linalg.LinearOperator)
n = A.shape[0]
if len(B.shape) == 1:
n0 = 1
elif len(B.shape) == 2:
n0 = B.shape[1]
else:
raise ValueError('expected B to be like a matrix or a vector')
u_d = 2**-53
tol = u_d
if traceA is None:
if is_linear_operator:
warn("Trace of LinearOperator not available, it will be estimated."
" Provide `traceA` to ensure performance.", stacklevel=3)
# m3=1 is bit arbitrary choice, a more accurate trace (larger m3) might
# speed up exponential calculation, but trace estimation is more costly
traceA = traceest(A, m3=1) if is_linear_operator else _trace(A)
mu = traceA / float(n)
A = A - mu * ident
A_1_norm = onenormest(A) if is_linear_operator else _exact_1_norm(A)
if t*A_1_norm == 0:
m_star, s = 0, 1
else:
ell = 2
norm_info = LazyOperatorNormInfo(t*A, A_1_norm=t*A_1_norm, ell=ell)
m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
return _expm_multiply_simple_core(A, B, t, mu, m_star, s, tol, balance)
def _expm_multiply_simple_core(A, B, t, mu, m_star, s, tol=None, balance=False):
"""
A helper function.
"""
if balance:
raise NotImplementedError
if tol is None:
u_d = 2 ** -53
tol = u_d
F = B
eta = np.exp(t*mu / float(s))
for i in range(s):
c1 = _exact_inf_norm(B)
for j in range(m_star):
coeff = t / float(s*(j+1))
B = coeff * A.dot(B)
c2 = _exact_inf_norm(B)
F = F + B
if c1 + c2 <= tol * _exact_inf_norm(F):
break
c1 = c2
F = eta * F
B = F
return F
# This table helps to compute bounds.
# They seem to have been difficult to calculate, involving symbolic
# manipulation of equations, followed by numerical root finding.
_theta = {
# The first 30 values are from table A.3 of Computing Matrix Functions.
1: 2.29e-16,
2: 2.58e-8,
3: 1.39e-5,
4: 3.40e-4,
5: 2.40e-3,
6: 9.07e-3,
7: 2.38e-2,
8: 5.00e-2,
9: 8.96e-2,
10: 1.44e-1,
# 11
11: 2.14e-1,
12: 3.00e-1,
13: 4.00e-1,
14: 5.14e-1,
15: 6.41e-1,
16: 7.81e-1,
17: 9.31e-1,
18: 1.09,
19: 1.26,
20: 1.44,
# 21
21: 1.62,
22: 1.82,
23: 2.01,
24: 2.22,
25: 2.43,
26: 2.64,
27: 2.86,
28: 3.08,
29: 3.31,
30: 3.54,
# The rest are from table 3.1 of
# Computing the Action of the Matrix Exponential.
35: 4.7,
40: 6.0,
45: 7.2,
50: 8.5,
55: 9.9,
}
def _onenormest_matrix_power(A, p,
t=2, itmax=5, compute_v=False, compute_w=False):
"""
Efficiently estimate the 1-norm of A^p.
Parameters
----------
A : ndarray
Matrix whose 1-norm of a power is to be computed.
p : int
Non-negative integer power.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
Larger values take longer and use more memory
but give more accurate output.
itmax : int, optional
Use at most this many iterations.
compute_v : bool, optional
Request a norm-maximizing linear operator input vector if True.
compute_w : bool, optional
Request a norm-maximizing linear operator output vector if True.
Returns
-------
est : float
An underestimate of the 1-norm of the sparse matrix.
v : ndarray, optional
The vector such that ||Av||_1 == est*||v||_1.
It can be thought of as an input to the linear operator
that gives an output with particularly large norm.
w : ndarray, optional
The vector Av which has relatively large 1-norm.
It can be thought of as an output of the linear operator
that is relatively large in norm compared to the input.
"""
#XXX Eventually turn this into an API function in the _onenormest module,
#XXX and remove its underscore,
#XXX but wait until expm_multiply goes into scipy.
from scipy.sparse.linalg._onenormest import onenormest
return onenormest(aslinearoperator(A) ** p)
class LazyOperatorNormInfo:
"""
Information about an operator is lazily computed.
The information includes the exact 1-norm of the operator,
in addition to estimates of 1-norms of powers of the operator.
This uses the notation of Computing the Action (2011).
This class is specialized enough to probably not be of general interest
outside of this module.
"""
def __init__(self, A, A_1_norm=None, ell=2, scale=1):
"""
Provide the operator and some norm-related information.
Parameters
----------
A : linear operator
The operator of interest.
A_1_norm : float, optional
The exact 1-norm of A.
ell : int, optional
A technical parameter controlling norm estimation quality.
scale : int, optional
If specified, return the norms of scale*A instead of A.
"""
self._A = A
self._A_1_norm = A_1_norm
self._ell = ell
self._d = {}
self._scale = scale
def set_scale(self,scale):
"""
Set the scale parameter.
"""
self._scale = scale
def onenorm(self):
"""
Compute the exact 1-norm.
"""
if self._A_1_norm is None:
self._A_1_norm = _exact_1_norm(self._A)
return self._scale*self._A_1_norm
def d(self, p):
"""
Lazily estimate :math:`d_p(A) ~= || A^p ||^(1/p)` where :math:`||.||` is the 1-norm.
"""
if p not in self._d:
est = _onenormest_matrix_power(self._A, p, self._ell)
self._d[p] = est ** (1.0 / p)
return self._scale*self._d[p]
def alpha(self, p):
"""
Lazily compute max(d(p), d(p+1)).
"""
return max(self.d(p), self.d(p+1))
def _compute_cost_div_m(m, p, norm_info):
"""
A helper function for computing bounds.
This is equation (3.10).
It measures cost in terms of the number of required matrix products.
Parameters
----------
m : int
A valid key of _theta.
p : int
A matrix power.
norm_info : LazyOperatorNormInfo
Information about 1-norms of related operators.
Returns
-------
cost_div_m : int
Required number of matrix products divided by m.
"""
return int(np.ceil(norm_info.alpha(p) / _theta[m]))
def _compute_p_max(m_max):
"""
Compute the largest positive integer p such that p*(p-1) <= m_max + 1.
Do this in a slightly dumb way, but safe and not too slow.
Parameters
----------
m_max : int
A count related to bounds.
"""
sqrt_m_max = np.sqrt(m_max)
p_low = int(np.floor(sqrt_m_max))
p_high = int(np.ceil(sqrt_m_max + 1))
return max(p for p in range(p_low, p_high+1) if p*(p-1) <= m_max + 1)
def _fragment_3_1(norm_info, n0, tol, m_max=55, ell=2):
"""
A helper function for the _expm_multiply_* functions.
Parameters
----------
norm_info : LazyOperatorNormInfo
Information about norms of certain linear operators of interest.
n0 : int
Number of columns in the _expm_multiply_* B matrix.
tol : float
Expected to be
:math:`2^{-24}` for single precision or
:math:`2^{-53}` for double precision.
m_max : int
A value related to a bound.
ell : int
The number of columns used in the 1-norm approximation.
This is usually taken to be small, maybe between 1 and 5.
Returns
-------
best_m : int
Related to bounds for error control.
best_s : int
Amount of scaling.
Notes
-----
This is code fragment (3.1) in Al-Mohy and Higham (2011).
The discussion of default values for m_max and ell
is given between the definitions of equation (3.11)
and the definition of equation (3.12).
"""
if ell < 1:
raise ValueError('expected ell to be a positive integer')
best_m = None
best_s = None
if _condition_3_13(norm_info.onenorm(), n0, m_max, ell):
for m, theta in _theta.items():
s = int(np.ceil(norm_info.onenorm() / theta))
if best_m is None or m * s < best_m * best_s:
best_m = m
best_s = s
else:
# Equation (3.11).
for p in range(2, _compute_p_max(m_max) + 1):
for m in range(p*(p-1)-1, m_max+1):
if m in _theta:
s = _compute_cost_div_m(m, p, norm_info)
if best_m is None or m * s < best_m * best_s:
best_m = m
best_s = s
best_s = max(best_s, 1)
return best_m, best_s
def _condition_3_13(A_1_norm, n0, m_max, ell):
"""
A helper function for the _expm_multiply_* functions.
Parameters
----------
A_1_norm : float
The precomputed 1-norm of A.
n0 : int
Number of columns in the _expm_multiply_* B matrix.
m_max : int
A value related to a bound.
ell : int
The number of columns used in the 1-norm approximation.
This is usually taken to be small, maybe between 1 and 5.
Returns
-------
value : bool
Indicates whether or not the condition has been met.
Notes
-----
This is condition (3.13) in Al-Mohy and Higham (2011).
"""
# This is the rhs of equation (3.12).
p_max = _compute_p_max(m_max)
a = 2 * ell * p_max * (p_max + 3)
# Evaluate the condition (3.13).
b = _theta[m_max] / float(n0 * m_max)
return A_1_norm <= a * b
def _expm_multiply_interval(A, B, start=None, stop=None, num=None,
endpoint=None, traceA=None, balance=False,
status_only=False):
"""
Compute the action of the matrix exponential at multiple time points.
Parameters
----------
A : transposable linear operator
The operator whose exponential is of interest.
B : ndarray
The matrix to be multiplied by the matrix exponential of A.
start : scalar, optional
The starting time point of the sequence.
stop : scalar, optional
The end time point of the sequence, unless `endpoint` is set to False.
In that case, the sequence consists of all but the last of ``num + 1``
evenly spaced time points, so that `stop` is excluded.
Note that the step size changes when `endpoint` is False.
num : int, optional
Number of time points to use.
traceA : scalar, optional
Trace of `A`. If not given the trace is estimated for linear operators,
or calculated exactly for sparse matrices. It is used to precondition
`A`, thus an approximate trace is acceptable
endpoint : bool, optional
If True, `stop` is the last time point. Otherwise, it is not included.
balance : bool
Indicates whether or not to apply balancing.
status_only : bool
A flag that is set to True for some debugging and testing operations.
Returns
-------
F : ndarray
:math:`e^{t_k A} B`
status : int
An integer status for testing and debugging.
Notes
-----
This is algorithm (5.2) in Al-Mohy and Higham (2011).
There seems to be a typo, where line 15 of the algorithm should be
moved to line 6.5 (between lines 6 and 7).
"""
if balance:
raise NotImplementedError
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected A to be like a square matrix')
if A.shape[1] != B.shape[0]:
raise ValueError('shapes of matrices A {} and B {} are incompatible'
.format(A.shape, B.shape))
ident = _ident_like(A)
is_linear_operator = isinstance(A, scipy.sparse.linalg.LinearOperator)
n = A.shape[0]
if len(B.shape) == 1:
n0 = 1
elif len(B.shape) == 2:
n0 = B.shape[1]
else:
raise ValueError('expected B to be like a matrix or a vector')
u_d = 2**-53
tol = u_d
if traceA is None:
if is_linear_operator:
warn("Trace of LinearOperator not available, it will be estimated."
" Provide `traceA` to ensure performance.", stacklevel=3)
# m3=5 is bit arbitrary choice, a more accurate trace (larger m3) might
# speed up exponential calculation, but trace estimation is also costly
# an educated guess would need to consider the number of time points
traceA = traceest(A, m3=5) if is_linear_operator else _trace(A)
mu = traceA / float(n)
# Get the linspace samples, attempting to preserve the linspace defaults.
linspace_kwargs = {'retstep': True}
if num is not None:
linspace_kwargs['num'] = num
if endpoint is not None:
linspace_kwargs['endpoint'] = endpoint
samples, step = np.linspace(start, stop, **linspace_kwargs)
# Convert the linspace output to the notation used by the publication.
nsamples = len(samples)
if nsamples < 2:
raise ValueError('at least two time points are required')
q = nsamples - 1
h = step
t_0 = samples[0]
t_q = samples[q]
# Define the output ndarray.
# Use an ndim=3 shape, such that the last two indices
# are the ones that may be involved in level 3 BLAS operations.
X_shape = (nsamples,) + B.shape
X = np.empty(X_shape, dtype=np.result_type(A.dtype, B.dtype, float))
t = t_q - t_0
A = A - mu * ident
A_1_norm = onenormest(A) if is_linear_operator else _exact_1_norm(A)
ell = 2
norm_info = LazyOperatorNormInfo(t*A, A_1_norm=t*A_1_norm, ell=ell)
if t*A_1_norm == 0:
m_star, s = 0, 1
else:
m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
# Compute the expm action up to the initial time point.
X[0] = _expm_multiply_simple_core(A, B, t_0, mu, m_star, s)
# Compute the expm action at the rest of the time points.
if q <= s:
if status_only:
return 0
else:
return _expm_multiply_interval_core_0(A, X,
h, mu, q, norm_info, tol, ell,n0)
elif not (q % s):
if status_only:
return 1
else:
return _expm_multiply_interval_core_1(A, X,
h, mu, m_star, s, q, tol)
elif (q % s):
if status_only:
return 2
else:
return _expm_multiply_interval_core_2(A, X,
h, mu, m_star, s, q, tol)
else:
raise Exception('internal error')
def _expm_multiply_interval_core_0(A, X, h, mu, q, norm_info, tol, ell, n0):
"""
A helper function, for the case q <= s.
"""
# Compute the new values of m_star and s which should be applied
# over intervals of size t/q
if norm_info.onenorm() == 0:
m_star, s = 0, 1
else:
norm_info.set_scale(1./q)
m_star, s = _fragment_3_1(norm_info, n0, tol, ell=ell)
norm_info.set_scale(1)
for k in range(q):
X[k+1] = _expm_multiply_simple_core(A, X[k], h, mu, m_star, s)
return X, 0
def _expm_multiply_interval_core_1(A, X, h, mu, m_star, s, q, tol):
"""
A helper function, for the case q > s and q % s == 0.
"""
d = q // s
input_shape = X.shape[1:]
K_shape = (m_star + 1, ) + input_shape
K = np.empty(K_shape, dtype=X.dtype)
for i in range(s):
Z = X[i*d]
K[0] = Z
high_p = 0
for k in range(1, d+1):
F = K[0]
c1 = _exact_inf_norm(F)
for p in range(1, m_star+1):
if p > high_p:
K[p] = h * A.dot(K[p-1]) / float(p)
coeff = float(pow(k, p))
F = F + coeff * K[p]
inf_norm_K_p_1 = _exact_inf_norm(K[p])
c2 = coeff * inf_norm_K_p_1
if c1 + c2 <= tol * _exact_inf_norm(F):
break
c1 = c2
X[k + i*d] = np.exp(k*h*mu) * F
return X, 1
def _expm_multiply_interval_core_2(A, X, h, mu, m_star, s, q, tol):
"""
A helper function, for the case q > s and q % s > 0.
"""
d = q // s
j = q // d
r = q - d * j
input_shape = X.shape[1:]
K_shape = (m_star + 1, ) + input_shape
K = np.empty(K_shape, dtype=X.dtype)
for i in range(j + 1):
Z = X[i*d]
K[0] = Z
high_p = 0
if i < j:
effective_d = d
else:
effective_d = r
for k in range(1, effective_d+1):
F = K[0]
c1 = _exact_inf_norm(F)
for p in range(1, m_star+1):
if p == high_p + 1:
K[p] = h * A.dot(K[p-1]) / float(p)
high_p = p
coeff = float(pow(k, p))
F = F + coeff * K[p]
inf_norm_K_p_1 = _exact_inf_norm(K[p])
c2 = coeff * inf_norm_K_p_1
if c1 + c2 <= tol * _exact_inf_norm(F):
break
c1 = c2
X[k + i*d] = np.exp(k*h*mu) * F
return X, 2

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@ -0,0 +1,896 @@
"""Abstract linear algebra library.
This module defines a class hierarchy that implements a kind of "lazy"
matrix representation, called the ``LinearOperator``. It can be used to do
linear algebra with extremely large sparse or structured matrices, without
representing those explicitly in memory. Such matrices can be added,
multiplied, transposed, etc.
As a motivating example, suppose you want have a matrix where almost all of
the elements have the value one. The standard sparse matrix representation
skips the storage of zeros, but not ones. By contrast, a LinearOperator is
able to represent such matrices efficiently. First, we need a compact way to
represent an all-ones matrix::
>>> import numpy as np
>>> from scipy.sparse.linalg._interface import LinearOperator
>>> class Ones(LinearOperator):
... def __init__(self, shape):
... super().__init__(dtype=None, shape=shape)
... def _matvec(self, x):
... return np.repeat(x.sum(), self.shape[0])
Instances of this class emulate ``np.ones(shape)``, but using a constant
amount of storage, independent of ``shape``. The ``_matvec`` method specifies
how this linear operator multiplies with (operates on) a vector. We can now
add this operator to a sparse matrix that stores only offsets from one::
>>> from scipy.sparse.linalg._interface import aslinearoperator
>>> from scipy.sparse import csr_matrix
>>> offsets = csr_matrix([[1, 0, 2], [0, -1, 0], [0, 0, 3]])
>>> A = aslinearoperator(offsets) + Ones(offsets.shape)
>>> A.dot([1, 2, 3])
array([13, 4, 15])
The result is the same as that given by its dense, explicitly-stored
counterpart::
>>> (np.ones(A.shape, A.dtype) + offsets.toarray()).dot([1, 2, 3])
array([13, 4, 15])
Several algorithms in the ``scipy.sparse`` library are able to operate on
``LinearOperator`` instances.
"""
import warnings
import numpy as np
from scipy.sparse import issparse
from scipy.sparse._sputils import isshape, isintlike, asmatrix, is_pydata_spmatrix
__all__ = ['LinearOperator', 'aslinearoperator']
class LinearOperator:
"""Common interface for performing matrix vector products
Many iterative methods (e.g. cg, gmres) do not need to know the
individual entries of a matrix to solve a linear system A*x=b.
Such solvers only require the computation of matrix vector
products, A*v where v is a dense vector. This class serves as
an abstract interface between iterative solvers and matrix-like
objects.
To construct a concrete LinearOperator, either pass appropriate
callables to the constructor of this class, or subclass it.
A subclass must implement either one of the methods ``_matvec``
and ``_matmat``, and the attributes/properties ``shape`` (pair of
integers) and ``dtype`` (may be None). It may call the ``__init__``
on this class to have these attributes validated. Implementing
``_matvec`` automatically implements ``_matmat`` (using a naive
algorithm) and vice-versa.
Optionally, a subclass may implement ``_rmatvec`` or ``_adjoint``
to implement the Hermitian adjoint (conjugate transpose). As with
``_matvec`` and ``_matmat``, implementing either ``_rmatvec`` or
``_adjoint`` implements the other automatically. Implementing
``_adjoint`` is preferable; ``_rmatvec`` is mostly there for
backwards compatibility.
Parameters
----------
shape : tuple
Matrix dimensions (M, N).
matvec : callable f(v)
Returns returns A * v.
rmatvec : callable f(v)
Returns A^H * v, where A^H is the conjugate transpose of A.
matmat : callable f(V)
Returns A * V, where V is a dense matrix with dimensions (N, K).
dtype : dtype
Data type of the matrix.
rmatmat : callable f(V)
Returns A^H * V, where V is a dense matrix with dimensions (M, K).
Attributes
----------
args : tuple
For linear operators describing products etc. of other linear
operators, the operands of the binary operation.
ndim : int
Number of dimensions (this is always 2)
See Also
--------
aslinearoperator : Construct LinearOperators
Notes
-----
The user-defined matvec() function must properly handle the case
where v has shape (N,) as well as the (N,1) case. The shape of
the return type is handled internally by LinearOperator.
LinearOperator instances can also be multiplied, added with each
other and exponentiated, all lazily: the result of these operations
is always a new, composite LinearOperator, that defers linear
operations to the original operators and combines the results.
More details regarding how to subclass a LinearOperator and several
examples of concrete LinearOperator instances can be found in the
external project `PyLops <https://pylops.readthedocs.io>`_.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse.linalg import LinearOperator
>>> def mv(v):
... return np.array([2*v[0], 3*v[1]])
...
>>> A = LinearOperator((2,2), matvec=mv)
>>> A
<2x2 _CustomLinearOperator with dtype=float64>
>>> A.matvec(np.ones(2))
array([ 2., 3.])
>>> A * np.ones(2)
array([ 2., 3.])
"""
ndim = 2
# Necessary for right matmul with numpy arrays.
__array_ufunc__ = None
def __new__(cls, *args, **kwargs):
if cls is LinearOperator:
# Operate as _CustomLinearOperator factory.
return super().__new__(_CustomLinearOperator)
else:
obj = super().__new__(cls)
if (type(obj)._matvec == LinearOperator._matvec
and type(obj)._matmat == LinearOperator._matmat):
warnings.warn("LinearOperator subclass should implement"
" at least one of _matvec and _matmat.",
category=RuntimeWarning, stacklevel=2)
return obj
def __init__(self, dtype, shape):
"""Initialize this LinearOperator.
To be called by subclasses. ``dtype`` may be None; ``shape`` should
be convertible to a length-2 tuple.
"""
if dtype is not None:
dtype = np.dtype(dtype)
shape = tuple(shape)
if not isshape(shape):
raise ValueError(f"invalid shape {shape!r} (must be 2-d)")
self.dtype = dtype
self.shape = shape
def _init_dtype(self):
"""Called from subclasses at the end of the __init__ routine.
"""
if self.dtype is None:
v = np.zeros(self.shape[-1])
self.dtype = np.asarray(self.matvec(v)).dtype
def _matmat(self, X):
"""Default matrix-matrix multiplication handler.
Falls back on the user-defined _matvec method, so defining that will
define matrix multiplication (though in a very suboptimal way).
"""
return np.hstack([self.matvec(col.reshape(-1,1)) for col in X.T])
def _matvec(self, x):
"""Default matrix-vector multiplication handler.
If self is a linear operator of shape (M, N), then this method will
be called on a shape (N,) or (N, 1) ndarray, and should return a
shape (M,) or (M, 1) ndarray.
This default implementation falls back on _matmat, so defining that
will define matrix-vector multiplication as well.
"""
return self.matmat(x.reshape(-1, 1))
def matvec(self, x):
"""Matrix-vector multiplication.
Performs the operation y=A*x where A is an MxN linear
operator and x is a column vector or 1-d array.
Parameters
----------
x : {matrix, ndarray}
An array with shape (N,) or (N,1).
Returns
-------
y : {matrix, ndarray}
A matrix or ndarray with shape (M,) or (M,1) depending
on the type and shape of the x argument.
Notes
-----
This matvec wraps the user-specified matvec routine or overridden
_matvec method to ensure that y has the correct shape and type.
"""
x = np.asanyarray(x)
M,N = self.shape
if x.shape != (N,) and x.shape != (N,1):
raise ValueError('dimension mismatch')
y = self._matvec(x)
if isinstance(x, np.matrix):
y = asmatrix(y)
else:
y = np.asarray(y)
if x.ndim == 1:
y = y.reshape(M)
elif x.ndim == 2:
y = y.reshape(M,1)
else:
raise ValueError('invalid shape returned by user-defined matvec()')
return y
def rmatvec(self, x):
"""Adjoint matrix-vector multiplication.
Performs the operation y = A^H * x where A is an MxN linear
operator and x is a column vector or 1-d array.
Parameters
----------
x : {matrix, ndarray}
An array with shape (M,) or (M,1).
Returns
-------
y : {matrix, ndarray}
A matrix or ndarray with shape (N,) or (N,1) depending
on the type and shape of the x argument.
Notes
-----
This rmatvec wraps the user-specified rmatvec routine or overridden
_rmatvec method to ensure that y has the correct shape and type.
"""
x = np.asanyarray(x)
M,N = self.shape
if x.shape != (M,) and x.shape != (M,1):
raise ValueError('dimension mismatch')
y = self._rmatvec(x)
if isinstance(x, np.matrix):
y = asmatrix(y)
else:
y = np.asarray(y)
if x.ndim == 1:
y = y.reshape(N)
elif x.ndim == 2:
y = y.reshape(N,1)
else:
raise ValueError('invalid shape returned by user-defined rmatvec()')
return y
def _rmatvec(self, x):
"""Default implementation of _rmatvec; defers to adjoint."""
if type(self)._adjoint == LinearOperator._adjoint:
# _adjoint not overridden, prevent infinite recursion
raise NotImplementedError
else:
return self.H.matvec(x)
def matmat(self, X):
"""Matrix-matrix multiplication.
Performs the operation y=A*X where A is an MxN linear
operator and X dense N*K matrix or ndarray.
Parameters
----------
X : {matrix, ndarray}
An array with shape (N,K).
Returns
-------
Y : {matrix, ndarray}
A matrix or ndarray with shape (M,K) depending on
the type of the X argument.
Notes
-----
This matmat wraps any user-specified matmat routine or overridden
_matmat method to ensure that y has the correct type.
"""
if not (issparse(X) or is_pydata_spmatrix(X)):
X = np.asanyarray(X)
if X.ndim != 2:
raise ValueError(f'expected 2-d ndarray or matrix, not {X.ndim}-d')
if X.shape[0] != self.shape[1]:
raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}')
try:
Y = self._matmat(X)
except Exception as e:
if issparse(X) or is_pydata_spmatrix(X):
raise TypeError(
"Unable to multiply a LinearOperator with a sparse matrix."
" Wrap the matrix in aslinearoperator first."
) from e
raise
if isinstance(Y, np.matrix):
Y = asmatrix(Y)
return Y
def rmatmat(self, X):
"""Adjoint matrix-matrix multiplication.
Performs the operation y = A^H * x where A is an MxN linear
operator and x is a column vector or 1-d array, or 2-d array.
The default implementation defers to the adjoint.
Parameters
----------
X : {matrix, ndarray}
A matrix or 2D array.
Returns
-------
Y : {matrix, ndarray}
A matrix or 2D array depending on the type of the input.
Notes
-----
This rmatmat wraps the user-specified rmatmat routine.
"""
if not (issparse(X) or is_pydata_spmatrix(X)):
X = np.asanyarray(X)
if X.ndim != 2:
raise ValueError('expected 2-d ndarray or matrix, not %d-d'
% X.ndim)
if X.shape[0] != self.shape[0]:
raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}')
try:
Y = self._rmatmat(X)
except Exception as e:
if issparse(X) or is_pydata_spmatrix(X):
raise TypeError(
"Unable to multiply a LinearOperator with a sparse matrix."
" Wrap the matrix in aslinearoperator() first."
) from e
raise
if isinstance(Y, np.matrix):
Y = asmatrix(Y)
return Y
def _rmatmat(self, X):
"""Default implementation of _rmatmat defers to rmatvec or adjoint."""
if type(self)._adjoint == LinearOperator._adjoint:
return np.hstack([self.rmatvec(col.reshape(-1, 1)) for col in X.T])
else:
return self.H.matmat(X)
def __call__(self, x):
return self*x
def __mul__(self, x):
return self.dot(x)
def __truediv__(self, other):
if not np.isscalar(other):
raise ValueError("Can only divide a linear operator by a scalar.")
return _ScaledLinearOperator(self, 1.0/other)
def dot(self, x):
"""Matrix-matrix or matrix-vector multiplication.
Parameters
----------
x : array_like
1-d or 2-d array, representing a vector or matrix.
Returns
-------
Ax : array
1-d or 2-d array (depending on the shape of x) that represents
the result of applying this linear operator on x.
"""
if isinstance(x, LinearOperator):
return _ProductLinearOperator(self, x)
elif np.isscalar(x):
return _ScaledLinearOperator(self, x)
else:
if not issparse(x) and not is_pydata_spmatrix(x):
# Sparse matrices shouldn't be converted to numpy arrays.
x = np.asarray(x)
if x.ndim == 1 or x.ndim == 2 and x.shape[1] == 1:
return self.matvec(x)
elif x.ndim == 2:
return self.matmat(x)
else:
raise ValueError('expected 1-d or 2-d array or matrix, got %r'
% x)
def __matmul__(self, other):
if np.isscalar(other):
raise ValueError("Scalar operands are not allowed, "
"use '*' instead")
return self.__mul__(other)
def __rmatmul__(self, other):
if np.isscalar(other):
raise ValueError("Scalar operands are not allowed, "
"use '*' instead")
return self.__rmul__(other)
def __rmul__(self, x):
if np.isscalar(x):
return _ScaledLinearOperator(self, x)
else:
return self._rdot(x)
def _rdot(self, x):
"""Matrix-matrix or matrix-vector multiplication from the right.
Parameters
----------
x : array_like
1-d or 2-d array, representing a vector or matrix.
Returns
-------
xA : array
1-d or 2-d array (depending on the shape of x) that represents
the result of applying this linear operator on x from the right.
Notes
-----
This is copied from dot to implement right multiplication.
"""
if isinstance(x, LinearOperator):
return _ProductLinearOperator(x, self)
elif np.isscalar(x):
return _ScaledLinearOperator(self, x)
else:
if not issparse(x) and not is_pydata_spmatrix(x):
# Sparse matrices shouldn't be converted to numpy arrays.
x = np.asarray(x)
# We use transpose instead of rmatvec/rmatmat to avoid
# unnecessary complex conjugation if possible.
if x.ndim == 1 or x.ndim == 2 and x.shape[0] == 1:
return self.T.matvec(x.T).T
elif x.ndim == 2:
return self.T.matmat(x.T).T
else:
raise ValueError('expected 1-d or 2-d array or matrix, got %r'
% x)
def __pow__(self, p):
if np.isscalar(p):
return _PowerLinearOperator(self, p)
else:
return NotImplemented
def __add__(self, x):
if isinstance(x, LinearOperator):
return _SumLinearOperator(self, x)
else:
return NotImplemented
def __neg__(self):
return _ScaledLinearOperator(self, -1)
def __sub__(self, x):
return self.__add__(-x)
def __repr__(self):
M,N = self.shape
if self.dtype is None:
dt = 'unspecified dtype'
else:
dt = 'dtype=' + str(self.dtype)
return '<%dx%d %s with %s>' % (M, N, self.__class__.__name__, dt)
def adjoint(self):
"""Hermitian adjoint.
Returns the Hermitian adjoint of self, aka the Hermitian
conjugate or Hermitian transpose. For a complex matrix, the
Hermitian adjoint is equal to the conjugate transpose.
Can be abbreviated self.H instead of self.adjoint().
Returns
-------
A_H : LinearOperator
Hermitian adjoint of self.
"""
return self._adjoint()
H = property(adjoint)
def transpose(self):
"""Transpose this linear operator.
Returns a LinearOperator that represents the transpose of this one.
Can be abbreviated self.T instead of self.transpose().
"""
return self._transpose()
T = property(transpose)
def _adjoint(self):
"""Default implementation of _adjoint; defers to rmatvec."""
return _AdjointLinearOperator(self)
def _transpose(self):
""" Default implementation of _transpose; defers to rmatvec + conj"""
return _TransposedLinearOperator(self)
class _CustomLinearOperator(LinearOperator):
"""Linear operator defined in terms of user-specified operations."""
def __init__(self, shape, matvec, rmatvec=None, matmat=None,
dtype=None, rmatmat=None):
super().__init__(dtype, shape)
self.args = ()
self.__matvec_impl = matvec
self.__rmatvec_impl = rmatvec
self.__rmatmat_impl = rmatmat
self.__matmat_impl = matmat
self._init_dtype()
def _matmat(self, X):
if self.__matmat_impl is not None:
return self.__matmat_impl(X)
else:
return super()._matmat(X)
def _matvec(self, x):
return self.__matvec_impl(x)
def _rmatvec(self, x):
func = self.__rmatvec_impl
if func is None:
raise NotImplementedError("rmatvec is not defined")
return self.__rmatvec_impl(x)
def _rmatmat(self, X):
if self.__rmatmat_impl is not None:
return self.__rmatmat_impl(X)
else:
return super()._rmatmat(X)
def _adjoint(self):
return _CustomLinearOperator(shape=(self.shape[1], self.shape[0]),
matvec=self.__rmatvec_impl,
rmatvec=self.__matvec_impl,
matmat=self.__rmatmat_impl,
rmatmat=self.__matmat_impl,
dtype=self.dtype)
class _AdjointLinearOperator(LinearOperator):
"""Adjoint of arbitrary Linear Operator"""
def __init__(self, A):
shape = (A.shape[1], A.shape[0])
super().__init__(dtype=A.dtype, shape=shape)
self.A = A
self.args = (A,)
def _matvec(self, x):
return self.A._rmatvec(x)
def _rmatvec(self, x):
return self.A._matvec(x)
def _matmat(self, x):
return self.A._rmatmat(x)
def _rmatmat(self, x):
return self.A._matmat(x)
class _TransposedLinearOperator(LinearOperator):
"""Transposition of arbitrary Linear Operator"""
def __init__(self, A):
shape = (A.shape[1], A.shape[0])
super().__init__(dtype=A.dtype, shape=shape)
self.A = A
self.args = (A,)
def _matvec(self, x):
# NB. np.conj works also on sparse matrices
return np.conj(self.A._rmatvec(np.conj(x)))
def _rmatvec(self, x):
return np.conj(self.A._matvec(np.conj(x)))
def _matmat(self, x):
# NB. np.conj works also on sparse matrices
return np.conj(self.A._rmatmat(np.conj(x)))
def _rmatmat(self, x):
return np.conj(self.A._matmat(np.conj(x)))
def _get_dtype(operators, dtypes=None):
if dtypes is None:
dtypes = []
for obj in operators:
if obj is not None and hasattr(obj, 'dtype'):
dtypes.append(obj.dtype)
return np.result_type(*dtypes)
class _SumLinearOperator(LinearOperator):
def __init__(self, A, B):
if not isinstance(A, LinearOperator) or \
not isinstance(B, LinearOperator):
raise ValueError('both operands have to be a LinearOperator')
if A.shape != B.shape:
raise ValueError(f'cannot add {A} and {B}: shape mismatch')
self.args = (A, B)
super().__init__(_get_dtype([A, B]), A.shape)
def _matvec(self, x):
return self.args[0].matvec(x) + self.args[1].matvec(x)
def _rmatvec(self, x):
return self.args[0].rmatvec(x) + self.args[1].rmatvec(x)
def _rmatmat(self, x):
return self.args[0].rmatmat(x) + self.args[1].rmatmat(x)
def _matmat(self, x):
return self.args[0].matmat(x) + self.args[1].matmat(x)
def _adjoint(self):
A, B = self.args
return A.H + B.H
class _ProductLinearOperator(LinearOperator):
def __init__(self, A, B):
if not isinstance(A, LinearOperator) or \
not isinstance(B, LinearOperator):
raise ValueError('both operands have to be a LinearOperator')
if A.shape[1] != B.shape[0]:
raise ValueError(f'cannot multiply {A} and {B}: shape mismatch')
super().__init__(_get_dtype([A, B]),
(A.shape[0], B.shape[1]))
self.args = (A, B)
def _matvec(self, x):
return self.args[0].matvec(self.args[1].matvec(x))
def _rmatvec(self, x):
return self.args[1].rmatvec(self.args[0].rmatvec(x))
def _rmatmat(self, x):
return self.args[1].rmatmat(self.args[0].rmatmat(x))
def _matmat(self, x):
return self.args[0].matmat(self.args[1].matmat(x))
def _adjoint(self):
A, B = self.args
return B.H * A.H
class _ScaledLinearOperator(LinearOperator):
def __init__(self, A, alpha):
if not isinstance(A, LinearOperator):
raise ValueError('LinearOperator expected as A')
if not np.isscalar(alpha):
raise ValueError('scalar expected as alpha')
if isinstance(A, _ScaledLinearOperator):
A, alpha_original = A.args
# Avoid in-place multiplication so that we don't accidentally mutate
# the original prefactor.
alpha = alpha * alpha_original
dtype = _get_dtype([A], [type(alpha)])
super().__init__(dtype, A.shape)
self.args = (A, alpha)
def _matvec(self, x):
return self.args[1] * self.args[0].matvec(x)
def _rmatvec(self, x):
return np.conj(self.args[1]) * self.args[0].rmatvec(x)
def _rmatmat(self, x):
return np.conj(self.args[1]) * self.args[0].rmatmat(x)
def _matmat(self, x):
return self.args[1] * self.args[0].matmat(x)
def _adjoint(self):
A, alpha = self.args
return A.H * np.conj(alpha)
class _PowerLinearOperator(LinearOperator):
def __init__(self, A, p):
if not isinstance(A, LinearOperator):
raise ValueError('LinearOperator expected as A')
if A.shape[0] != A.shape[1]:
raise ValueError('square LinearOperator expected, got %r' % A)
if not isintlike(p) or p < 0:
raise ValueError('non-negative integer expected as p')
super().__init__(_get_dtype([A]), A.shape)
self.args = (A, p)
def _power(self, fun, x):
res = np.array(x, copy=True)
for i in range(self.args[1]):
res = fun(res)
return res
def _matvec(self, x):
return self._power(self.args[0].matvec, x)
def _rmatvec(self, x):
return self._power(self.args[0].rmatvec, x)
def _rmatmat(self, x):
return self._power(self.args[0].rmatmat, x)
def _matmat(self, x):
return self._power(self.args[0].matmat, x)
def _adjoint(self):
A, p = self.args
return A.H ** p
class MatrixLinearOperator(LinearOperator):
def __init__(self, A):
super().__init__(A.dtype, A.shape)
self.A = A
self.__adj = None
self.args = (A,)
def _matmat(self, X):
return self.A.dot(X)
def _adjoint(self):
if self.__adj is None:
self.__adj = _AdjointMatrixOperator(self)
return self.__adj
class _AdjointMatrixOperator(MatrixLinearOperator):
def __init__(self, adjoint):
self.A = adjoint.A.T.conj()
self.__adjoint = adjoint
self.args = (adjoint,)
self.shape = adjoint.shape[1], adjoint.shape[0]
@property
def dtype(self):
return self.__adjoint.dtype
def _adjoint(self):
return self.__adjoint
class IdentityOperator(LinearOperator):
def __init__(self, shape, dtype=None):
super().__init__(dtype, shape)
def _matvec(self, x):
return x
def _rmatvec(self, x):
return x
def _rmatmat(self, x):
return x
def _matmat(self, x):
return x
def _adjoint(self):
return self
def aslinearoperator(A):
"""Return A as a LinearOperator.
'A' may be any of the following types:
- ndarray
- matrix
- sparse matrix (e.g. csr_matrix, lil_matrix, etc.)
- LinearOperator
- An object with .shape and .matvec attributes
See the LinearOperator documentation for additional information.
Notes
-----
If 'A' has no .dtype attribute, the data type is determined by calling
:func:`LinearOperator.matvec()` - set the .dtype attribute to prevent this
call upon the linear operator creation.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse.linalg import aslinearoperator
>>> M = np.array([[1,2,3],[4,5,6]], dtype=np.int32)
>>> aslinearoperator(M)
<2x3 MatrixLinearOperator with dtype=int32>
"""
if isinstance(A, LinearOperator):
return A
elif isinstance(A, np.ndarray) or isinstance(A, np.matrix):
if A.ndim > 2:
raise ValueError('array must have ndim <= 2')
A = np.atleast_2d(np.asarray(A))
return MatrixLinearOperator(A)
elif issparse(A) or is_pydata_spmatrix(A):
return MatrixLinearOperator(A)
else:
if hasattr(A, 'shape') and hasattr(A, 'matvec'):
rmatvec = None
rmatmat = None
dtype = None
if hasattr(A, 'rmatvec'):
rmatvec = A.rmatvec
if hasattr(A, 'rmatmat'):
rmatmat = A.rmatmat
if hasattr(A, 'dtype'):
dtype = A.dtype
return LinearOperator(A.shape, A.matvec, rmatvec=rmatvec,
rmatmat=rmatmat, dtype=dtype)
else:
raise TypeError('type not understood')

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@ -0,0 +1,20 @@
"Iterative Solvers for Sparse Linear Systems"
#from info import __doc__
from .iterative import *
from .minres import minres
from .lgmres import lgmres
from .lsqr import lsqr
from .lsmr import lsmr
from ._gcrotmk import gcrotmk
from .tfqmr import tfqmr
__all__ = [
'bicg', 'bicgstab', 'cg', 'cgs', 'gcrotmk', 'gmres',
'lgmres', 'lsmr', 'lsqr',
'minres', 'qmr', 'tfqmr'
]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester

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@ -0,0 +1,501 @@
# Copyright (C) 2015, Pauli Virtanen <pav@iki.fi>
# Distributed under the same license as SciPy.
import numpy as np
from numpy.linalg import LinAlgError
from scipy.linalg import (get_blas_funcs, qr, solve, svd, qr_insert, lstsq)
from .iterative import _get_atol_rtol
from scipy.sparse.linalg._isolve.utils import make_system
__all__ = ['gcrotmk']
def _fgmres(matvec, v0, m, atol, lpsolve=None, rpsolve=None, cs=(), outer_v=(),
prepend_outer_v=False):
"""
FGMRES Arnoldi process, with optional projection or augmentation
Parameters
----------
matvec : callable
Operation A*x
v0 : ndarray
Initial vector, normalized to nrm2(v0) == 1
m : int
Number of GMRES rounds
atol : float
Absolute tolerance for early exit
lpsolve : callable
Left preconditioner L
rpsolve : callable
Right preconditioner R
cs : list of (ndarray, ndarray)
Columns of matrices C and U in GCROT
outer_v : list of ndarrays
Augmentation vectors in LGMRES
prepend_outer_v : bool, optional
Whether augmentation vectors come before or after
Krylov iterates
Raises
------
LinAlgError
If nans encountered
Returns
-------
Q, R : ndarray
QR decomposition of the upper Hessenberg H=QR
B : ndarray
Projections corresponding to matrix C
vs : list of ndarray
Columns of matrix V
zs : list of ndarray
Columns of matrix Z
y : ndarray
Solution to ||H y - e_1||_2 = min!
res : float
The final (preconditioned) residual norm
"""
if lpsolve is None:
def lpsolve(x):
return x
if rpsolve is None:
def rpsolve(x):
return x
axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'], (v0,))
vs = [v0]
zs = []
y = None
res = np.nan
m = m + len(outer_v)
# Orthogonal projection coefficients
B = np.zeros((len(cs), m), dtype=v0.dtype)
# H is stored in QR factorized form
Q = np.ones((1, 1), dtype=v0.dtype)
R = np.zeros((1, 0), dtype=v0.dtype)
eps = np.finfo(v0.dtype).eps
breakdown = False
# FGMRES Arnoldi process
for j in range(m):
# L A Z = C B + V H
if prepend_outer_v and j < len(outer_v):
z, w = outer_v[j]
elif prepend_outer_v and j == len(outer_v):
z = rpsolve(v0)
w = None
elif not prepend_outer_v and j >= m - len(outer_v):
z, w = outer_v[j - (m - len(outer_v))]
else:
z = rpsolve(vs[-1])
w = None
if w is None:
w = lpsolve(matvec(z))
else:
# w is clobbered below
w = w.copy()
w_norm = nrm2(w)
# GCROT projection: L A -> (1 - C C^H) L A
# i.e. orthogonalize against C
for i, c in enumerate(cs):
alpha = dot(c, w)
B[i,j] = alpha
w = axpy(c, w, c.shape[0], -alpha) # w -= alpha*c
# Orthogonalize against V
hcur = np.zeros(j+2, dtype=Q.dtype)
for i, v in enumerate(vs):
alpha = dot(v, w)
hcur[i] = alpha
w = axpy(v, w, v.shape[0], -alpha) # w -= alpha*v
hcur[i+1] = nrm2(w)
with np.errstate(over='ignore', divide='ignore'):
# Careful with denormals
alpha = 1/hcur[-1]
if np.isfinite(alpha):
w = scal(alpha, w)
if not (hcur[-1] > eps * w_norm):
# w essentially in the span of previous vectors,
# or we have nans. Bail out after updating the QR
# solution.
breakdown = True
vs.append(w)
zs.append(z)
# Arnoldi LSQ problem
# Add new column to H=Q@R, padding other columns with zeros
Q2 = np.zeros((j+2, j+2), dtype=Q.dtype, order='F')
Q2[:j+1,:j+1] = Q
Q2[j+1,j+1] = 1
R2 = np.zeros((j+2, j), dtype=R.dtype, order='F')
R2[:j+1,:] = R
Q, R = qr_insert(Q2, R2, hcur, j, which='col',
overwrite_qru=True, check_finite=False)
# Transformed least squares problem
# || Q R y - inner_res_0 * e_1 ||_2 = min!
# Since R = [R'; 0], solution is y = inner_res_0 (R')^{-1} (Q^H)[:j,0]
# Residual is immediately known
res = abs(Q[0,-1])
# Check for termination
if res < atol or breakdown:
break
if not np.isfinite(R[j,j]):
# nans encountered, bail out
raise LinAlgError()
# -- Get the LSQ problem solution
# The problem is triangular, but the condition number may be
# bad (or in case of breakdown the last diagonal entry may be
# zero), so use lstsq instead of trtrs.
y, _, _, _, = lstsq(R[:j+1,:j+1], Q[0,:j+1].conj())
B = B[:,:j+1]
return Q, R, B, vs, zs, y, res
def gcrotmk(A, b, x0=None, *, rtol=1e-5, atol=0., maxiter=1000, M=None, callback=None,
m=20, k=None, CU=None, discard_C=False, truncate='oldest'):
"""
Solve a matrix equation using flexible GCROT(m,k) algorithm.
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
The real or complex N-by-N matrix of the linear system.
Alternatively, ``A`` can be a linear operator which can
produce ``Ax`` using, e.g.,
``scipy.sparse.linalg.LinearOperator``.
b : ndarray
Right hand side of the linear system. Has shape (N,) or (N,1).
x0 : ndarray
Starting guess for the solution.
rtol, atol : float, optional
Parameters for the convergence test. For convergence,
``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
The default is ``rtol=1e-5``, the default for ``atol`` is ``0.0``.
maxiter : int, optional
Maximum number of iterations. Iteration will stop after maxiter
steps even if the specified tolerance has not been achieved.
M : {sparse matrix, ndarray, LinearOperator}, optional
Preconditioner for A. The preconditioner should approximate the
inverse of A. gcrotmk is a 'flexible' algorithm and the preconditioner
can vary from iteration to iteration. Effective preconditioning
dramatically improves the rate of convergence, which implies that
fewer iterations are needed to reach a given error tolerance.
callback : function, optional
User-supplied function to call after each iteration. It is called
as callback(xk), where xk is the current solution vector.
m : int, optional
Number of inner FGMRES iterations per each outer iteration.
Default: 20
k : int, optional
Number of vectors to carry between inner FGMRES iterations.
According to [2]_, good values are around m.
Default: m
CU : list of tuples, optional
List of tuples ``(c, u)`` which contain the columns of the matrices
C and U in the GCROT(m,k) algorithm. For details, see [2]_.
The list given and vectors contained in it are modified in-place.
If not given, start from empty matrices. The ``c`` elements in the
tuples can be ``None``, in which case the vectors are recomputed
via ``c = A u`` on start and orthogonalized as described in [3]_.
discard_C : bool, optional
Discard the C-vectors at the end. Useful if recycling Krylov subspaces
for different linear systems.
truncate : {'oldest', 'smallest'}, optional
Truncation scheme to use. Drop: oldest vectors, or vectors with
smallest singular values using the scheme discussed in [1,2].
See [2]_ for detailed comparison.
Default: 'oldest'
Returns
-------
x : ndarray
The solution found.
info : int
Provides convergence information:
* 0 : successful exit
* >0 : convergence to tolerance not achieved, number of iterations
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import gcrotmk
>>> R = np.random.randn(5, 5)
>>> A = csc_matrix(R)
>>> b = np.random.randn(5)
>>> x, exit_code = gcrotmk(A, b, atol=1e-5)
>>> print(exit_code)
0
>>> np.allclose(A.dot(x), b)
True
References
----------
.. [1] E. de Sturler, ''Truncation strategies for optimal Krylov subspace
methods'', SIAM J. Numer. Anal. 36, 864 (1999).
.. [2] J.E. Hicken and D.W. Zingg, ''A simplified and flexible variant
of GCROT for solving nonsymmetric linear systems'',
SIAM J. Sci. Comput. 32, 172 (2010).
.. [3] M.L. Parks, E. de Sturler, G. Mackey, D.D. Johnson, S. Maiti,
''Recycling Krylov subspaces for sequences of linear systems'',
SIAM J. Sci. Comput. 28, 1651 (2006).
"""
A,M,x,b,postprocess = make_system(A,M,x0,b)
if not np.isfinite(b).all():
raise ValueError("RHS must contain only finite numbers")
if truncate not in ('oldest', 'smallest'):
raise ValueError(f"Invalid value for 'truncate': {truncate!r}")
matvec = A.matvec
psolve = M.matvec
if CU is None:
CU = []
if k is None:
k = m
axpy, dot, scal = None, None, None
if x0 is None:
r = b.copy()
else:
r = b - matvec(x)
axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'], (x, r))
b_norm = nrm2(b)
# we call this to get the right atol/rtol and raise errors as necessary
atol, rtol = _get_atol_rtol('gcrotmk', b_norm, atol, rtol)
if b_norm == 0:
x = b
return (postprocess(x), 0)
if discard_C:
CU[:] = [(None, u) for c, u in CU]
# Reorthogonalize old vectors
if CU:
# Sort already existing vectors to the front
CU.sort(key=lambda cu: cu[0] is not None)
# Fill-in missing ones
C = np.empty((A.shape[0], len(CU)), dtype=r.dtype, order='F')
us = []
j = 0
while CU:
# More memory-efficient: throw away old vectors as we go
c, u = CU.pop(0)
if c is None:
c = matvec(u)
C[:,j] = c
j += 1
us.append(u)
# Orthogonalize
Q, R, P = qr(C, overwrite_a=True, mode='economic', pivoting=True)
del C
# C := Q
cs = list(Q.T)
# U := U P R^-1, back-substitution
new_us = []
for j in range(len(cs)):
u = us[P[j]]
for i in range(j):
u = axpy(us[P[i]], u, u.shape[0], -R[i,j])
if abs(R[j,j]) < 1e-12 * abs(R[0,0]):
# discard rest of the vectors
break
u = scal(1.0/R[j,j], u)
new_us.append(u)
# Form the new CU lists
CU[:] = list(zip(cs, new_us))[::-1]
if CU:
axpy, dot = get_blas_funcs(['axpy', 'dot'], (r,))
# Solve first the projection operation with respect to the CU
# vectors. This corresponds to modifying the initial guess to
# be
#
# x' = x + U y
# y = argmin_y || b - A (x + U y) ||^2
#
# The solution is y = C^H (b - A x)
for c, u in CU:
yc = dot(c, r)
x = axpy(u, x, x.shape[0], yc)
r = axpy(c, r, r.shape[0], -yc)
# GCROT main iteration
for j_outer in range(maxiter):
# -- callback
if callback is not None:
callback(x)
beta = nrm2(r)
# -- check stopping condition
beta_tol = max(atol, rtol * b_norm)
if beta <= beta_tol and (j_outer > 0 or CU):
# recompute residual to avoid rounding error
r = b - matvec(x)
beta = nrm2(r)
if beta <= beta_tol:
j_outer = -1
break
ml = m + max(k - len(CU), 0)
cs = [c for c, u in CU]
try:
Q, R, B, vs, zs, y, pres = _fgmres(matvec,
r/beta,
ml,
rpsolve=psolve,
atol=max(atol, rtol*b_norm)/beta,
cs=cs)
y *= beta
except LinAlgError:
# Floating point over/underflow, non-finite result from
# matmul etc. -- report failure.
break
#
# At this point,
#
# [A U, A Z] = [C, V] G; G = [ I B ]
# [ 0 H ]
#
# where [C, V] has orthonormal columns, and r = beta v_0. Moreover,
#
# || b - A (x + Z y + U q) ||_2 = || r - C B y - V H y - C q ||_2 = min!
#
# from which y = argmin_y || beta e_1 - H y ||_2, and q = -B y
#
#
# GCROT(m,k) update
#
# Define new outer vectors
# ux := (Z - U B) y
ux = zs[0]*y[0]
for z, yc in zip(zs[1:], y[1:]):
ux = axpy(z, ux, ux.shape[0], yc) # ux += z*yc
by = B.dot(y)
for cu, byc in zip(CU, by):
c, u = cu
ux = axpy(u, ux, ux.shape[0], -byc) # ux -= u*byc
# cx := V H y
hy = Q.dot(R.dot(y))
cx = vs[0] * hy[0]
for v, hyc in zip(vs[1:], hy[1:]):
cx = axpy(v, cx, cx.shape[0], hyc) # cx += v*hyc
# Normalize cx, maintaining cx = A ux
# This new cx is orthogonal to the previous C, by construction
try:
alpha = 1/nrm2(cx)
if not np.isfinite(alpha):
raise FloatingPointError()
except (FloatingPointError, ZeroDivisionError):
# Cannot update, so skip it
continue
cx = scal(alpha, cx)
ux = scal(alpha, ux)
# Update residual and solution
gamma = dot(cx, r)
r = axpy(cx, r, r.shape[0], -gamma) # r -= gamma*cx
x = axpy(ux, x, x.shape[0], gamma) # x += gamma*ux
# Truncate CU
if truncate == 'oldest':
while len(CU) >= k and CU:
del CU[0]
elif truncate == 'smallest':
if len(CU) >= k and CU:
# cf. [1,2]
D = solve(R[:-1,:].T, B.T).T
W, sigma, V = svd(D)
# C := C W[:,:k-1], U := U W[:,:k-1]
new_CU = []
for j, w in enumerate(W[:,:k-1].T):
c, u = CU[0]
c = c * w[0]
u = u * w[0]
for cup, wp in zip(CU[1:], w[1:]):
cp, up = cup
c = axpy(cp, c, c.shape[0], wp)
u = axpy(up, u, u.shape[0], wp)
# Reorthogonalize at the same time; not necessary
# in exact arithmetic, but floating point error
# tends to accumulate here
for cp, up in new_CU:
alpha = dot(cp, c)
c = axpy(cp, c, c.shape[0], -alpha)
u = axpy(up, u, u.shape[0], -alpha)
alpha = nrm2(c)
c = scal(1.0/alpha, c)
u = scal(1.0/alpha, u)
new_CU.append((c, u))
CU[:] = new_CU
# Add new vector to CU
CU.append((cx, ux))
# Include the solution vector to the span
CU.append((None, x.copy()))
if discard_C:
CU[:] = [(None, uz) for cz, uz in CU]
return postprocess(x), j_outer + 1

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# Copyright (C) 2009, Pauli Virtanen <pav@iki.fi>
# Distributed under the same license as SciPy.
import numpy as np
from numpy.linalg import LinAlgError
from scipy.linalg import get_blas_funcs
from .iterative import _get_atol_rtol
from .utils import make_system
from ._gcrotmk import _fgmres
__all__ = ['lgmres']
def lgmres(A, b, x0=None, *, rtol=1e-5, atol=0., maxiter=1000, M=None, callback=None,
inner_m=30, outer_k=3, outer_v=None, store_outer_Av=True,
prepend_outer_v=False):
"""
Solve a matrix equation using the LGMRES algorithm.
The LGMRES algorithm [1]_ [2]_ is designed to avoid some problems
in the convergence in restarted GMRES, and often converges in fewer
iterations.
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
The real or complex N-by-N matrix of the linear system.
Alternatively, ``A`` can be a linear operator which can
produce ``Ax`` using, e.g.,
``scipy.sparse.linalg.LinearOperator``.
b : ndarray
Right hand side of the linear system. Has shape (N,) or (N,1).
x0 : ndarray
Starting guess for the solution.
rtol, atol : float, optional
Parameters for the convergence test. For convergence,
``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
The default is ``rtol=1e-5``, the default for ``atol`` is ``0.0``.
maxiter : int, optional
Maximum number of iterations. Iteration will stop after maxiter
steps even if the specified tolerance has not been achieved.
M : {sparse matrix, ndarray, LinearOperator}, optional
Preconditioner for A. The preconditioner should approximate the
inverse of A. Effective preconditioning dramatically improves the
rate of convergence, which implies that fewer iterations are needed
to reach a given error tolerance.
callback : function, optional
User-supplied function to call after each iteration. It is called
as callback(xk), where xk is the current solution vector.
inner_m : int, optional
Number of inner GMRES iterations per each outer iteration.
outer_k : int, optional
Number of vectors to carry between inner GMRES iterations.
According to [1]_, good values are in the range of 1...3.
However, note that if you want to use the additional vectors to
accelerate solving multiple similar problems, larger values may
be beneficial.
outer_v : list of tuples, optional
List containing tuples ``(v, Av)`` of vectors and corresponding
matrix-vector products, used to augment the Krylov subspace, and
carried between inner GMRES iterations. The element ``Av`` can
be `None` if the matrix-vector product should be re-evaluated.
This parameter is modified in-place by `lgmres`, and can be used
to pass "guess" vectors in and out of the algorithm when solving
similar problems.
store_outer_Av : bool, optional
Whether LGMRES should store also A@v in addition to vectors `v`
in the `outer_v` list. Default is True.
prepend_outer_v : bool, optional
Whether to put outer_v augmentation vectors before Krylov iterates.
In standard LGMRES, prepend_outer_v=False.
Returns
-------
x : ndarray
The converged solution.
info : int
Provides convergence information:
- 0 : successful exit
- >0 : convergence to tolerance not achieved, number of iterations
- <0 : illegal input or breakdown
Notes
-----
The LGMRES algorithm [1]_ [2]_ is designed to avoid the
slowing of convergence in restarted GMRES, due to alternating
residual vectors. Typically, it often outperforms GMRES(m) of
comparable memory requirements by some measure, or at least is not
much worse.
Another advantage in this algorithm is that you can supply it with
'guess' vectors in the `outer_v` argument that augment the Krylov
subspace. If the solution lies close to the span of these vectors,
the algorithm converges faster. This can be useful if several very
similar matrices need to be inverted one after another, such as in
Newton-Krylov iteration where the Jacobian matrix often changes
little in the nonlinear steps.
References
----------
.. [1] A.H. Baker and E.R. Jessup and T. Manteuffel, "A Technique for
Accelerating the Convergence of Restarted GMRES", SIAM J. Matrix
Anal. Appl. 26, 962 (2005).
.. [2] A.H. Baker, "On Improving the Performance of the Linear Solver
restarted GMRES", PhD thesis, University of Colorado (2003).
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import lgmres
>>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
>>> b = np.array([2, 4, -1], dtype=float)
>>> x, exitCode = lgmres(A, b, atol=1e-5)
>>> print(exitCode) # 0 indicates successful convergence
0
>>> np.allclose(A.dot(x), b)
True
"""
A,M,x,b,postprocess = make_system(A,M,x0,b)
if not np.isfinite(b).all():
raise ValueError("RHS must contain only finite numbers")
matvec = A.matvec
psolve = M.matvec
if outer_v is None:
outer_v = []
axpy, dot, scal = None, None, None
nrm2 = get_blas_funcs('nrm2', [b])
b_norm = nrm2(b)
# we call this to get the right atol/rtol and raise errors as necessary
atol, rtol = _get_atol_rtol('lgmres', b_norm, atol, rtol)
if b_norm == 0:
x = b
return (postprocess(x), 0)
ptol_max_factor = 1.0
for k_outer in range(maxiter):
r_outer = matvec(x) - b
# -- callback
if callback is not None:
callback(x)
# -- determine input type routines
if axpy is None:
if np.iscomplexobj(r_outer) and not np.iscomplexobj(x):
x = x.astype(r_outer.dtype)
axpy, dot, scal, nrm2 = get_blas_funcs(['axpy', 'dot', 'scal', 'nrm2'],
(x, r_outer))
# -- check stopping condition
r_norm = nrm2(r_outer)
if r_norm <= max(atol, rtol * b_norm):
break
# -- inner LGMRES iteration
v0 = -psolve(r_outer)
inner_res_0 = nrm2(v0)
if inner_res_0 == 0:
rnorm = nrm2(r_outer)
raise RuntimeError("Preconditioner returned a zero vector; "
"|v| ~ %.1g, |M v| = 0" % rnorm)
v0 = scal(1.0/inner_res_0, v0)
ptol = min(ptol_max_factor, max(atol, rtol*b_norm)/r_norm)
try:
Q, R, B, vs, zs, y, pres = _fgmres(matvec,
v0,
inner_m,
lpsolve=psolve,
atol=ptol,
outer_v=outer_v,
prepend_outer_v=prepend_outer_v)
y *= inner_res_0
if not np.isfinite(y).all():
# Overflow etc. in computation. There's no way to
# recover from this, so we have to bail out.
raise LinAlgError()
except LinAlgError:
# Floating point over/underflow, non-finite result from
# matmul etc. -- report failure.
return postprocess(x), k_outer + 1
# Inner loop tolerance control
if pres > ptol:
ptol_max_factor = min(1.0, 1.5 * ptol_max_factor)
else:
ptol_max_factor = max(1e-16, 0.25 * ptol_max_factor)
# -- GMRES terminated: eval solution
dx = zs[0]*y[0]
for w, yc in zip(zs[1:], y[1:]):
dx = axpy(w, dx, dx.shape[0], yc) # dx += w*yc
# -- Store LGMRES augmentation vectors
nx = nrm2(dx)
if nx > 0:
if store_outer_Av:
q = Q.dot(R.dot(y))
ax = vs[0]*q[0]
for v, qc in zip(vs[1:], q[1:]):
ax = axpy(v, ax, ax.shape[0], qc)
outer_v.append((dx/nx, ax/nx))
else:
outer_v.append((dx/nx, None))
# -- Retain only a finite number of augmentation vectors
while len(outer_v) > outer_k:
del outer_v[0]
# -- Apply step
x += dx
else:
# didn't converge ...
return postprocess(x), maxiter
return postprocess(x), 0

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"""
Copyright (C) 2010 David Fong and Michael Saunders
LSMR uses an iterative method.
07 Jun 2010: Documentation updated
03 Jun 2010: First release version in Python
David Chin-lung Fong clfong@stanford.edu
Institute for Computational and Mathematical Engineering
Stanford University
Michael Saunders saunders@stanford.edu
Systems Optimization Laboratory
Dept of MS&E, Stanford University.
"""
__all__ = ['lsmr']
from numpy import zeros, inf, atleast_1d, result_type
from numpy.linalg import norm
from math import sqrt
from scipy.sparse.linalg._interface import aslinearoperator
from scipy.sparse.linalg._isolve.lsqr import _sym_ortho
def lsmr(A, b, damp=0.0, atol=1e-6, btol=1e-6, conlim=1e8,
maxiter=None, show=False, x0=None):
"""Iterative solver for least-squares problems.
lsmr solves the system of linear equations ``Ax = b``. If the system
is inconsistent, it solves the least-squares problem ``min ||b - Ax||_2``.
``A`` is a rectangular matrix of dimension m-by-n, where all cases are
allowed: m = n, m > n, or m < n. ``b`` is a vector of length m.
The matrix A may be dense or sparse (usually sparse).
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
Matrix A in the linear system.
Alternatively, ``A`` can be a linear operator which can
produce ``Ax`` and ``A^H x`` using, e.g.,
``scipy.sparse.linalg.LinearOperator``.
b : array_like, shape (m,)
Vector ``b`` in the linear system.
damp : float
Damping factor for regularized least-squares. `lsmr` solves
the regularized least-squares problem::
min ||(b) - ( A )x||
||(0) (damp*I) ||_2
where damp is a scalar. If damp is None or 0, the system
is solved without regularization. Default is 0.
atol, btol : float, optional
Stopping tolerances. `lsmr` continues iterations until a
certain backward error estimate is smaller than some quantity
depending on atol and btol. Let ``r = b - Ax`` be the
residual vector for the current approximate solution ``x``.
If ``Ax = b`` seems to be consistent, `lsmr` terminates
when ``norm(r) <= atol * norm(A) * norm(x) + btol * norm(b)``.
Otherwise, `lsmr` terminates when ``norm(A^H r) <=
atol * norm(A) * norm(r)``. If both tolerances are 1.0e-6 (default),
the final ``norm(r)`` should be accurate to about 6
digits. (The final ``x`` will usually have fewer correct digits,
depending on ``cond(A)`` and the size of LAMBDA.) If `atol`
or `btol` is None, a default value of 1.0e-6 will be used.
Ideally, they should be estimates of the relative error in the
entries of ``A`` and ``b`` respectively. For example, if the entries
of ``A`` have 7 correct digits, set ``atol = 1e-7``. This prevents
the algorithm from doing unnecessary work beyond the
uncertainty of the input data.
conlim : float, optional
`lsmr` terminates if an estimate of ``cond(A)`` exceeds
`conlim`. For compatible systems ``Ax = b``, conlim could be
as large as 1.0e+12 (say). For least-squares problems,
`conlim` should be less than 1.0e+8. If `conlim` is None, the
default value is 1e+8. Maximum precision can be obtained by
setting ``atol = btol = conlim = 0``, but the number of
iterations may then be excessive. Default is 1e8.
maxiter : int, optional
`lsmr` terminates if the number of iterations reaches
`maxiter`. The default is ``maxiter = min(m, n)``. For
ill-conditioned systems, a larger value of `maxiter` may be
needed. Default is False.
show : bool, optional
Print iterations logs if ``show=True``. Default is False.
x0 : array_like, shape (n,), optional
Initial guess of ``x``, if None zeros are used. Default is None.
.. versionadded:: 1.0.0
Returns
-------
x : ndarray of float
Least-square solution returned.
istop : int
istop gives the reason for stopping::
istop = 0 means x=0 is a solution. If x0 was given, then x=x0 is a
solution.
= 1 means x is an approximate solution to A@x = B,
according to atol and btol.
= 2 means x approximately solves the least-squares problem
according to atol.
= 3 means COND(A) seems to be greater than CONLIM.
= 4 is the same as 1 with atol = btol = eps (machine
precision)
= 5 is the same as 2 with atol = eps.
= 6 is the same as 3 with CONLIM = 1/eps.
= 7 means ITN reached maxiter before the other stopping
conditions were satisfied.
itn : int
Number of iterations used.
normr : float
``norm(b-Ax)``
normar : float
``norm(A^H (b - Ax))``
norma : float
``norm(A)``
conda : float
Condition number of A.
normx : float
``norm(x)``
Notes
-----
.. versionadded:: 0.11.0
References
----------
.. [1] D. C.-L. Fong and M. A. Saunders,
"LSMR: An iterative algorithm for sparse least-squares problems",
SIAM J. Sci. Comput., vol. 33, pp. 2950-2971, 2011.
:arxiv:`1006.0758`
.. [2] LSMR Software, https://web.stanford.edu/group/SOL/software/lsmr/
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import lsmr
>>> A = csc_matrix([[1., 0.], [1., 1.], [0., 1.]], dtype=float)
The first example has the trivial solution ``[0, 0]``
>>> b = np.array([0., 0., 0.], dtype=float)
>>> x, istop, itn, normr = lsmr(A, b)[:4]
>>> istop
0
>>> x
array([0., 0.])
The stopping code `istop=0` returned indicates that a vector of zeros was
found as a solution. The returned solution `x` indeed contains
``[0., 0.]``. The next example has a non-trivial solution:
>>> b = np.array([1., 0., -1.], dtype=float)
>>> x, istop, itn, normr = lsmr(A, b)[:4]
>>> istop
1
>>> x
array([ 1., -1.])
>>> itn
1
>>> normr
4.440892098500627e-16
As indicated by `istop=1`, `lsmr` found a solution obeying the tolerance
limits. The given solution ``[1., -1.]`` obviously solves the equation. The
remaining return values include information about the number of iterations
(`itn=1`) and the remaining difference of left and right side of the solved
equation.
The final example demonstrates the behavior in the case where there is no
solution for the equation:
>>> b = np.array([1., 0.01, -1.], dtype=float)
>>> x, istop, itn, normr = lsmr(A, b)[:4]
>>> istop
2
>>> x
array([ 1.00333333, -0.99666667])
>>> A.dot(x)-b
array([ 0.00333333, -0.00333333, 0.00333333])
>>> normr
0.005773502691896255
`istop` indicates that the system is inconsistent and thus `x` is rather an
approximate solution to the corresponding least-squares problem. `normr`
contains the minimal distance that was found.
"""
A = aslinearoperator(A)
b = atleast_1d(b)
if b.ndim > 1:
b = b.squeeze()
msg = ('The exact solution is x = 0, or x = x0, if x0 was given ',
'Ax - b is small enough, given atol, btol ',
'The least-squares solution is good enough, given atol ',
'The estimate of cond(Abar) has exceeded conlim ',
'Ax - b is small enough for this machine ',
'The least-squares solution is good enough for this machine',
'Cond(Abar) seems to be too large for this machine ',
'The iteration limit has been reached ')
hdg1 = ' itn x(1) norm r norm Ar'
hdg2 = ' compatible LS norm A cond A'
pfreq = 20 # print frequency (for repeating the heading)
pcount = 0 # print counter
m, n = A.shape
# stores the num of singular values
minDim = min([m, n])
if maxiter is None:
maxiter = minDim
if x0 is None:
dtype = result_type(A, b, float)
else:
dtype = result_type(A, b, x0, float)
if show:
print(' ')
print('LSMR Least-squares solution of Ax = b\n')
print(f'The matrix A has {m} rows and {n} columns')
print('damp = %20.14e\n' % (damp))
print(f'atol = {atol:8.2e} conlim = {conlim:8.2e}\n')
print(f'btol = {btol:8.2e} maxiter = {maxiter:8g}\n')
u = b
normb = norm(b)
if x0 is None:
x = zeros(n, dtype)
beta = normb.copy()
else:
x = atleast_1d(x0.copy())
u = u - A.matvec(x)
beta = norm(u)
if beta > 0:
u = (1 / beta) * u
v = A.rmatvec(u)
alpha = norm(v)
else:
v = zeros(n, dtype)
alpha = 0
if alpha > 0:
v = (1 / alpha) * v
# Initialize variables for 1st iteration.
itn = 0
zetabar = alpha * beta
alphabar = alpha
rho = 1
rhobar = 1
cbar = 1
sbar = 0
h = v.copy()
hbar = zeros(n, dtype)
# Initialize variables for estimation of ||r||.
betadd = beta
betad = 0
rhodold = 1
tautildeold = 0
thetatilde = 0
zeta = 0
d = 0
# Initialize variables for estimation of ||A|| and cond(A)
normA2 = alpha * alpha
maxrbar = 0
minrbar = 1e+100
normA = sqrt(normA2)
condA = 1
normx = 0
# Items for use in stopping rules, normb set earlier
istop = 0
ctol = 0
if conlim > 0:
ctol = 1 / conlim
normr = beta
# Reverse the order here from the original matlab code because
# there was an error on return when arnorm==0
normar = alpha * beta
if normar == 0:
if show:
print(msg[0])
return x, istop, itn, normr, normar, normA, condA, normx
if normb == 0:
x[()] = 0
return x, istop, itn, normr, normar, normA, condA, normx
if show:
print(' ')
print(hdg1, hdg2)
test1 = 1
test2 = alpha / beta
str1 = f'{itn:6g} {x[0]:12.5e}'
str2 = f' {normr:10.3e} {normar:10.3e}'
str3 = f' {test1:8.1e} {test2:8.1e}'
print(''.join([str1, str2, str3]))
# Main iteration loop.
while itn < maxiter:
itn = itn + 1
# Perform the next step of the bidiagonalization to obtain the
# next beta, u, alpha, v. These satisfy the relations
# beta*u = A@v - alpha*u,
# alpha*v = A'@u - beta*v.
u *= -alpha
u += A.matvec(v)
beta = norm(u)
if beta > 0:
u *= (1 / beta)
v *= -beta
v += A.rmatvec(u)
alpha = norm(v)
if alpha > 0:
v *= (1 / alpha)
# At this point, beta = beta_{k+1}, alpha = alpha_{k+1}.
# Construct rotation Qhat_{k,2k+1}.
chat, shat, alphahat = _sym_ortho(alphabar, damp)
# Use a plane rotation (Q_i) to turn B_i to R_i
rhoold = rho
c, s, rho = _sym_ortho(alphahat, beta)
thetanew = s*alpha
alphabar = c*alpha
# Use a plane rotation (Qbar_i) to turn R_i^T to R_i^bar
rhobarold = rhobar
zetaold = zeta
thetabar = sbar * rho
rhotemp = cbar * rho
cbar, sbar, rhobar = _sym_ortho(cbar * rho, thetanew)
zeta = cbar * zetabar
zetabar = - sbar * zetabar
# Update h, h_hat, x.
hbar *= - (thetabar * rho / (rhoold * rhobarold))
hbar += h
x += (zeta / (rho * rhobar)) * hbar
h *= - (thetanew / rho)
h += v
# Estimate of ||r||.
# Apply rotation Qhat_{k,2k+1}.
betaacute = chat * betadd
betacheck = -shat * betadd
# Apply rotation Q_{k,k+1}.
betahat = c * betaacute
betadd = -s * betaacute
# Apply rotation Qtilde_{k-1}.
# betad = betad_{k-1} here.
thetatildeold = thetatilde
ctildeold, stildeold, rhotildeold = _sym_ortho(rhodold, thetabar)
thetatilde = stildeold * rhobar
rhodold = ctildeold * rhobar
betad = - stildeold * betad + ctildeold * betahat
# betad = betad_k here.
# rhodold = rhod_k here.
tautildeold = (zetaold - thetatildeold * tautildeold) / rhotildeold
taud = (zeta - thetatilde * tautildeold) / rhodold
d = d + betacheck * betacheck
normr = sqrt(d + (betad - taud)**2 + betadd * betadd)
# Estimate ||A||.
normA2 = normA2 + beta * beta
normA = sqrt(normA2)
normA2 = normA2 + alpha * alpha
# Estimate cond(A).
maxrbar = max(maxrbar, rhobarold)
if itn > 1:
minrbar = min(minrbar, rhobarold)
condA = max(maxrbar, rhotemp) / min(minrbar, rhotemp)
# Test for convergence.
# Compute norms for convergence testing.
normar = abs(zetabar)
normx = norm(x)
# Now use these norms to estimate certain other quantities,
# some of which will be small near a solution.
test1 = normr / normb
if (normA * normr) != 0:
test2 = normar / (normA * normr)
else:
test2 = inf
test3 = 1 / condA
t1 = test1 / (1 + normA * normx / normb)
rtol = btol + atol * normA * normx / normb
# The following tests guard against extremely small values of
# atol, btol or ctol. (The user may have set any or all of
# the parameters atol, btol, conlim to 0.)
# The effect is equivalent to the normAl tests using
# atol = eps, btol = eps, conlim = 1/eps.
if itn >= maxiter:
istop = 7
if 1 + test3 <= 1:
istop = 6
if 1 + test2 <= 1:
istop = 5
if 1 + t1 <= 1:
istop = 4
# Allow for tolerances set by the user.
if test3 <= ctol:
istop = 3
if test2 <= atol:
istop = 2
if test1 <= rtol:
istop = 1
# See if it is time to print something.
if show:
if (n <= 40) or (itn <= 10) or (itn >= maxiter - 10) or \
(itn % 10 == 0) or (test3 <= 1.1 * ctol) or \
(test2 <= 1.1 * atol) or (test1 <= 1.1 * rtol) or \
(istop != 0):
if pcount >= pfreq:
pcount = 0
print(' ')
print(hdg1, hdg2)
pcount = pcount + 1
str1 = f'{itn:6g} {x[0]:12.5e}'
str2 = f' {normr:10.3e} {normar:10.3e}'
str3 = f' {test1:8.1e} {test2:8.1e}'
str4 = f' {normA:8.1e} {condA:8.1e}'
print(''.join([str1, str2, str3, str4]))
if istop > 0:
break
# Print the stopping condition.
if show:
print(' ')
print('LSMR finished')
print(msg[istop])
print(f'istop ={istop:8g} normr ={normr:8.1e}')
print(f' normA ={normA:8.1e} normAr ={normar:8.1e}')
print(f'itn ={itn:8g} condA ={condA:8.1e}')
print(' normx =%8.1e' % (normx))
print(str1, str2)
print(str3, str4)
return x, istop, itn, normr, normar, normA, condA, normx

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@ -0,0 +1,587 @@
"""Sparse Equations and Least Squares.
The original Fortran code was written by C. C. Paige and M. A. Saunders as
described in
C. C. Paige and M. A. Saunders, LSQR: An algorithm for sparse linear
equations and sparse least squares, TOMS 8(1), 43--71 (1982).
C. C. Paige and M. A. Saunders, Algorithm 583; LSQR: Sparse linear
equations and least-squares problems, TOMS 8(2), 195--209 (1982).
It is licensed under the following BSD license:
Copyright (c) 2006, Systems Optimization Laboratory
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above
copyright notice, this list of conditions and the following
disclaimer in the documentation and/or other materials provided
with the distribution.
* Neither the name of Stanford University nor the names of its
contributors may be used to endorse or promote products derived
from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
The Fortran code was translated to Python for use in CVXOPT by Jeffery
Kline with contributions by Mridul Aanjaneya and Bob Myhill.
Adapted for SciPy by Stefan van der Walt.
"""
__all__ = ['lsqr']
import numpy as np
from math import sqrt
from scipy.sparse.linalg._interface import aslinearoperator
eps = np.finfo(np.float64).eps
def _sym_ortho(a, b):
"""
Stable implementation of Givens rotation.
Notes
-----
The routine 'SymOrtho' was added for numerical stability. This is
recommended by S.-C. Choi in [1]_. It removes the unpleasant potential of
``1/eps`` in some important places (see, for example text following
"Compute the next plane rotation Qk" in minres.py).
References
----------
.. [1] S.-C. Choi, "Iterative Methods for Singular Linear Equations
and Least-Squares Problems", Dissertation,
http://www.stanford.edu/group/SOL/dissertations/sou-cheng-choi-thesis.pdf
"""
if b == 0:
return np.sign(a), 0, abs(a)
elif a == 0:
return 0, np.sign(b), abs(b)
elif abs(b) > abs(a):
tau = a / b
s = np.sign(b) / sqrt(1 + tau * tau)
c = s * tau
r = b / s
else:
tau = b / a
c = np.sign(a) / sqrt(1+tau*tau)
s = c * tau
r = a / c
return c, s, r
def lsqr(A, b, damp=0.0, atol=1e-6, btol=1e-6, conlim=1e8,
iter_lim=None, show=False, calc_var=False, x0=None):
"""Find the least-squares solution to a large, sparse, linear system
of equations.
The function solves ``Ax = b`` or ``min ||Ax - b||^2`` or
``min ||Ax - b||^2 + d^2 ||x - x0||^2``.
The matrix A may be square or rectangular (over-determined or
under-determined), and may have any rank.
::
1. Unsymmetric equations -- solve Ax = b
2. Linear least squares -- solve Ax = b
in the least-squares sense
3. Damped least squares -- solve ( A )*x = ( b )
( damp*I ) ( damp*x0 )
in the least-squares sense
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
Representation of an m-by-n matrix.
Alternatively, ``A`` can be a linear operator which can
produce ``Ax`` and ``A^T x`` using, e.g.,
``scipy.sparse.linalg.LinearOperator``.
b : array_like, shape (m,)
Right-hand side vector ``b``.
damp : float
Damping coefficient. Default is 0.
atol, btol : float, optional
Stopping tolerances. `lsqr` continues iterations until a
certain backward error estimate is smaller than some quantity
depending on atol and btol. Let ``r = b - Ax`` be the
residual vector for the current approximate solution ``x``.
If ``Ax = b`` seems to be consistent, `lsqr` terminates
when ``norm(r) <= atol * norm(A) * norm(x) + btol * norm(b)``.
Otherwise, `lsqr` terminates when ``norm(A^H r) <=
atol * norm(A) * norm(r)``. If both tolerances are 1.0e-6 (default),
the final ``norm(r)`` should be accurate to about 6
digits. (The final ``x`` will usually have fewer correct digits,
depending on ``cond(A)`` and the size of LAMBDA.) If `atol`
or `btol` is None, a default value of 1.0e-6 will be used.
Ideally, they should be estimates of the relative error in the
entries of ``A`` and ``b`` respectively. For example, if the entries
of ``A`` have 7 correct digits, set ``atol = 1e-7``. This prevents
the algorithm from doing unnecessary work beyond the
uncertainty of the input data.
conlim : float, optional
Another stopping tolerance. lsqr terminates if an estimate of
``cond(A)`` exceeds `conlim`. For compatible systems ``Ax =
b``, `conlim` could be as large as 1.0e+12 (say). For
least-squares problems, conlim should be less than 1.0e+8.
Maximum precision can be obtained by setting ``atol = btol =
conlim = zero``, but the number of iterations may then be
excessive. Default is 1e8.
iter_lim : int, optional
Explicit limitation on number of iterations (for safety).
show : bool, optional
Display an iteration log. Default is False.
calc_var : bool, optional
Whether to estimate diagonals of ``(A'A + damp^2*I)^{-1}``.
x0 : array_like, shape (n,), optional
Initial guess of x, if None zeros are used. Default is None.
.. versionadded:: 1.0.0
Returns
-------
x : ndarray of float
The final solution.
istop : int
Gives the reason for termination.
1 means x is an approximate solution to Ax = b.
2 means x approximately solves the least-squares problem.
itn : int
Iteration number upon termination.
r1norm : float
``norm(r)``, where ``r = b - Ax``.
r2norm : float
``sqrt( norm(r)^2 + damp^2 * norm(x - x0)^2 )``. Equal to `r1norm`
if ``damp == 0``.
anorm : float
Estimate of Frobenius norm of ``Abar = [[A]; [damp*I]]``.
acond : float
Estimate of ``cond(Abar)``.
arnorm : float
Estimate of ``norm(A'@r - damp^2*(x - x0))``.
xnorm : float
``norm(x)``
var : ndarray of float
If ``calc_var`` is True, estimates all diagonals of
``(A'A)^{-1}`` (if ``damp == 0``) or more generally ``(A'A +
damp^2*I)^{-1}``. This is well defined if A has full column
rank or ``damp > 0``. (Not sure what var means if ``rank(A)
< n`` and ``damp = 0.``)
Notes
-----
LSQR uses an iterative method to approximate the solution. The
number of iterations required to reach a certain accuracy depends
strongly on the scaling of the problem. Poor scaling of the rows
or columns of A should therefore be avoided where possible.
For example, in problem 1 the solution is unaltered by
row-scaling. If a row of A is very small or large compared to
the other rows of A, the corresponding row of ( A b ) should be
scaled up or down.
In problems 1 and 2, the solution x is easily recovered
following column-scaling. Unless better information is known,
the nonzero columns of A should be scaled so that they all have
the same Euclidean norm (e.g., 1.0).
In problem 3, there is no freedom to re-scale if damp is
nonzero. However, the value of damp should be assigned only
after attention has been paid to the scaling of A.
The parameter damp is intended to help regularize
ill-conditioned systems, by preventing the true solution from
being very large. Another aid to regularization is provided by
the parameter acond, which may be used to terminate iterations
before the computed solution becomes very large.
If some initial estimate ``x0`` is known and if ``damp == 0``,
one could proceed as follows:
1. Compute a residual vector ``r0 = b - A@x0``.
2. Use LSQR to solve the system ``A@dx = r0``.
3. Add the correction dx to obtain a final solution ``x = x0 + dx``.
This requires that ``x0`` be available before and after the call
to LSQR. To judge the benefits, suppose LSQR takes k1 iterations
to solve A@x = b and k2 iterations to solve A@dx = r0.
If x0 is "good", norm(r0) will be smaller than norm(b).
If the same stopping tolerances atol and btol are used for each
system, k1 and k2 will be similar, but the final solution x0 + dx
should be more accurate. The only way to reduce the total work
is to use a larger stopping tolerance for the second system.
If some value btol is suitable for A@x = b, the larger value
btol*norm(b)/norm(r0) should be suitable for A@dx = r0.
Preconditioning is another way to reduce the number of iterations.
If it is possible to solve a related system ``M@x = b``
efficiently, where M approximates A in some helpful way (e.g. M -
A has low rank or its elements are small relative to those of A),
LSQR may converge more rapidly on the system ``A@M(inverse)@z =
b``, after which x can be recovered by solving M@x = z.
If A is symmetric, LSQR should not be used!
Alternatives are the symmetric conjugate-gradient method (cg)
and/or SYMMLQ. SYMMLQ is an implementation of symmetric cg that
applies to any symmetric A and will converge more rapidly than
LSQR. If A is positive definite, there are other implementations
of symmetric cg that require slightly less work per iteration than
SYMMLQ (but will take the same number of iterations).
References
----------
.. [1] C. C. Paige and M. A. Saunders (1982a).
"LSQR: An algorithm for sparse linear equations and
sparse least squares", ACM TOMS 8(1), 43-71.
.. [2] C. C. Paige and M. A. Saunders (1982b).
"Algorithm 583. LSQR: Sparse linear equations and least
squares problems", ACM TOMS 8(2), 195-209.
.. [3] M. A. Saunders (1995). "Solution of sparse rectangular
systems using LSQR and CRAIG", BIT 35, 588-604.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import lsqr
>>> A = csc_matrix([[1., 0.], [1., 1.], [0., 1.]], dtype=float)
The first example has the trivial solution ``[0, 0]``
>>> b = np.array([0., 0., 0.], dtype=float)
>>> x, istop, itn, normr = lsqr(A, b)[:4]
>>> istop
0
>>> x
array([ 0., 0.])
The stopping code `istop=0` returned indicates that a vector of zeros was
found as a solution. The returned solution `x` indeed contains
``[0., 0.]``. The next example has a non-trivial solution:
>>> b = np.array([1., 0., -1.], dtype=float)
>>> x, istop, itn, r1norm = lsqr(A, b)[:4]
>>> istop
1
>>> x
array([ 1., -1.])
>>> itn
1
>>> r1norm
4.440892098500627e-16
As indicated by `istop=1`, `lsqr` found a solution obeying the tolerance
limits. The given solution ``[1., -1.]`` obviously solves the equation. The
remaining return values include information about the number of iterations
(`itn=1`) and the remaining difference of left and right side of the solved
equation.
The final example demonstrates the behavior in the case where there is no
solution for the equation:
>>> b = np.array([1., 0.01, -1.], dtype=float)
>>> x, istop, itn, r1norm = lsqr(A, b)[:4]
>>> istop
2
>>> x
array([ 1.00333333, -0.99666667])
>>> A.dot(x)-b
array([ 0.00333333, -0.00333333, 0.00333333])
>>> r1norm
0.005773502691896255
`istop` indicates that the system is inconsistent and thus `x` is rather an
approximate solution to the corresponding least-squares problem. `r1norm`
contains the norm of the minimal residual that was found.
"""
A = aslinearoperator(A)
b = np.atleast_1d(b)
if b.ndim > 1:
b = b.squeeze()
m, n = A.shape
if iter_lim is None:
iter_lim = 2 * n
var = np.zeros(n)
msg = ('The exact solution is x = 0 ',
'Ax - b is small enough, given atol, btol ',
'The least-squares solution is good enough, given atol ',
'The estimate of cond(Abar) has exceeded conlim ',
'Ax - b is small enough for this machine ',
'The least-squares solution is good enough for this machine',
'Cond(Abar) seems to be too large for this machine ',
'The iteration limit has been reached ')
if show:
print(' ')
print('LSQR Least-squares solution of Ax = b')
str1 = f'The matrix A has {m} rows and {n} columns'
str2 = f'damp = {damp:20.14e} calc_var = {calc_var:8g}'
str3 = f'atol = {atol:8.2e} conlim = {conlim:8.2e}'
str4 = f'btol = {btol:8.2e} iter_lim = {iter_lim:8g}'
print(str1)
print(str2)
print(str3)
print(str4)
itn = 0
istop = 0
ctol = 0
if conlim > 0:
ctol = 1/conlim
anorm = 0
acond = 0
dampsq = damp**2
ddnorm = 0
res2 = 0
xnorm = 0
xxnorm = 0
z = 0
cs2 = -1
sn2 = 0
# Set up the first vectors u and v for the bidiagonalization.
# These satisfy beta*u = b - A@x, alfa*v = A'@u.
u = b
bnorm = np.linalg.norm(b)
if x0 is None:
x = np.zeros(n)
beta = bnorm.copy()
else:
x = np.asarray(x0)
u = u - A.matvec(x)
beta = np.linalg.norm(u)
if beta > 0:
u = (1/beta) * u
v = A.rmatvec(u)
alfa = np.linalg.norm(v)
else:
v = x.copy()
alfa = 0
if alfa > 0:
v = (1/alfa) * v
w = v.copy()
rhobar = alfa
phibar = beta
rnorm = beta
r1norm = rnorm
r2norm = rnorm
# Reverse the order here from the original matlab code because
# there was an error on return when arnorm==0
arnorm = alfa * beta
if arnorm == 0:
if show:
print(msg[0])
return x, istop, itn, r1norm, r2norm, anorm, acond, arnorm, xnorm, var
head1 = ' Itn x[0] r1norm r2norm '
head2 = ' Compatible LS Norm A Cond A'
if show:
print(' ')
print(head1, head2)
test1 = 1
test2 = alfa / beta
str1 = f'{itn:6g} {x[0]:12.5e}'
str2 = f' {r1norm:10.3e} {r2norm:10.3e}'
str3 = f' {test1:8.1e} {test2:8.1e}'
print(str1, str2, str3)
# Main iteration loop.
while itn < iter_lim:
itn = itn + 1
# Perform the next step of the bidiagonalization to obtain the
# next beta, u, alfa, v. These satisfy the relations
# beta*u = a@v - alfa*u,
# alfa*v = A'@u - beta*v.
u = A.matvec(v) - alfa * u
beta = np.linalg.norm(u)
if beta > 0:
u = (1/beta) * u
anorm = sqrt(anorm**2 + alfa**2 + beta**2 + dampsq)
v = A.rmatvec(u) - beta * v
alfa = np.linalg.norm(v)
if alfa > 0:
v = (1 / alfa) * v
# Use a plane rotation to eliminate the damping parameter.
# This alters the diagonal (rhobar) of the lower-bidiagonal matrix.
if damp > 0:
rhobar1 = sqrt(rhobar**2 + dampsq)
cs1 = rhobar / rhobar1
sn1 = damp / rhobar1
psi = sn1 * phibar
phibar = cs1 * phibar
else:
# cs1 = 1 and sn1 = 0
rhobar1 = rhobar
psi = 0.
# Use a plane rotation to eliminate the subdiagonal element (beta)
# of the lower-bidiagonal matrix, giving an upper-bidiagonal matrix.
cs, sn, rho = _sym_ortho(rhobar1, beta)
theta = sn * alfa
rhobar = -cs * alfa
phi = cs * phibar
phibar = sn * phibar
tau = sn * phi
# Update x and w.
t1 = phi / rho
t2 = -theta / rho
dk = (1 / rho) * w
x = x + t1 * w
w = v + t2 * w
ddnorm = ddnorm + np.linalg.norm(dk)**2
if calc_var:
var = var + dk**2
# Use a plane rotation on the right to eliminate the
# super-diagonal element (theta) of the upper-bidiagonal matrix.
# Then use the result to estimate norm(x).
delta = sn2 * rho
gambar = -cs2 * rho
rhs = phi - delta * z
zbar = rhs / gambar
xnorm = sqrt(xxnorm + zbar**2)
gamma = sqrt(gambar**2 + theta**2)
cs2 = gambar / gamma
sn2 = theta / gamma
z = rhs / gamma
xxnorm = xxnorm + z**2
# Test for convergence.
# First, estimate the condition of the matrix Abar,
# and the norms of rbar and Abar'rbar.
acond = anorm * sqrt(ddnorm)
res1 = phibar**2
res2 = res2 + psi**2
rnorm = sqrt(res1 + res2)
arnorm = alfa * abs(tau)
# Distinguish between
# r1norm = ||b - Ax|| and
# r2norm = rnorm in current code
# = sqrt(r1norm^2 + damp^2*||x - x0||^2).
# Estimate r1norm from
# r1norm = sqrt(r2norm^2 - damp^2*||x - x0||^2).
# Although there is cancellation, it might be accurate enough.
if damp > 0:
r1sq = rnorm**2 - dampsq * xxnorm
r1norm = sqrt(abs(r1sq))
if r1sq < 0:
r1norm = -r1norm
else:
r1norm = rnorm
r2norm = rnorm
# Now use these norms to estimate certain other quantities,
# some of which will be small near a solution.
test1 = rnorm / bnorm
test2 = arnorm / (anorm * rnorm + eps)
test3 = 1 / (acond + eps)
t1 = test1 / (1 + anorm * xnorm / bnorm)
rtol = btol + atol * anorm * xnorm / bnorm
# The following tests guard against extremely small values of
# atol, btol or ctol. (The user may have set any or all of
# the parameters atol, btol, conlim to 0.)
# The effect is equivalent to the normal tests using
# atol = eps, btol = eps, conlim = 1/eps.
if itn >= iter_lim:
istop = 7
if 1 + test3 <= 1:
istop = 6
if 1 + test2 <= 1:
istop = 5
if 1 + t1 <= 1:
istop = 4
# Allow for tolerances set by the user.
if test3 <= ctol:
istop = 3
if test2 <= atol:
istop = 2
if test1 <= rtol:
istop = 1
if show:
# See if it is time to print something.
prnt = False
if n <= 40:
prnt = True
if itn <= 10:
prnt = True
if itn >= iter_lim-10:
prnt = True
# if itn%10 == 0: prnt = True
if test3 <= 2*ctol:
prnt = True
if test2 <= 10*atol:
prnt = True
if test1 <= 10*rtol:
prnt = True
if istop != 0:
prnt = True
if prnt:
str1 = f'{itn:6g} {x[0]:12.5e}'
str2 = f' {r1norm:10.3e} {r2norm:10.3e}'
str3 = f' {test1:8.1e} {test2:8.1e}'
str4 = f' {anorm:8.1e} {acond:8.1e}'
print(str1, str2, str3, str4)
if istop != 0:
break
# End of iteration loop.
# Print the stopping condition.
if show:
print(' ')
print('LSQR finished')
print(msg[istop])
print(' ')
str1 = f'istop ={istop:8g} r1norm ={r1norm:8.1e}'
str2 = f'anorm ={anorm:8.1e} arnorm ={arnorm:8.1e}'
str3 = f'itn ={itn:8g} r2norm ={r2norm:8.1e}'
str4 = f'acond ={acond:8.1e} xnorm ={xnorm:8.1e}'
print(str1 + ' ' + str2)
print(str3 + ' ' + str4)
print(' ')
return x, istop, itn, r1norm, r2norm, anorm, acond, arnorm, xnorm, var

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@ -0,0 +1,372 @@
from numpy import inner, zeros, inf, finfo
from numpy.linalg import norm
from math import sqrt
from .utils import make_system
__all__ = ['minres']
def minres(A, b, x0=None, *, rtol=1e-5, shift=0.0, maxiter=None,
M=None, callback=None, show=False, check=False):
"""
Use MINimum RESidual iteration to solve Ax=b
MINRES minimizes norm(Ax - b) for a real symmetric matrix A. Unlike
the Conjugate Gradient method, A can be indefinite or singular.
If shift != 0 then the method solves (A - shift*I)x = b
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
The real symmetric N-by-N matrix of the linear system
Alternatively, ``A`` can be a linear operator which can
produce ``Ax`` using, e.g.,
``scipy.sparse.linalg.LinearOperator``.
b : ndarray
Right hand side of the linear system. Has shape (N,) or (N,1).
Returns
-------
x : ndarray
The converged solution.
info : integer
Provides convergence information:
0 : successful exit
>0 : convergence to tolerance not achieved, number of iterations
<0 : illegal input or breakdown
Other Parameters
----------------
x0 : ndarray
Starting guess for the solution.
shift : float
Value to apply to the system ``(A - shift * I)x = b``. Default is 0.
rtol : float
Tolerance to achieve. The algorithm terminates when the relative
residual is below ``rtol``.
maxiter : integer
Maximum number of iterations. Iteration will stop after maxiter
steps even if the specified tolerance has not been achieved.
M : {sparse matrix, ndarray, LinearOperator}
Preconditioner for A. The preconditioner should approximate the
inverse of A. Effective preconditioning dramatically improves the
rate of convergence, which implies that fewer iterations are needed
to reach a given error tolerance.
callback : function
User-supplied function to call after each iteration. It is called
as callback(xk), where xk is the current solution vector.
show : bool
If ``True``, print out a summary and metrics related to the solution
during iterations. Default is ``False``.
check : bool
If ``True``, run additional input validation to check that `A` and
`M` (if specified) are symmetric. Default is ``False``.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import minres
>>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
>>> A = A + A.T
>>> b = np.array([2, 4, -1], dtype=float)
>>> x, exitCode = minres(A, b)
>>> print(exitCode) # 0 indicates successful convergence
0
>>> np.allclose(A.dot(x), b)
True
References
----------
Solution of sparse indefinite systems of linear equations,
C. C. Paige and M. A. Saunders (1975),
SIAM J. Numer. Anal. 12(4), pp. 617-629.
https://web.stanford.edu/group/SOL/software/minres/
This file is a translation of the following MATLAB implementation:
https://web.stanford.edu/group/SOL/software/minres/minres-matlab.zip
"""
A, M, x, b, postprocess = make_system(A, M, x0, b)
matvec = A.matvec
psolve = M.matvec
first = 'Enter minres. '
last = 'Exit minres. '
n = A.shape[0]
if maxiter is None:
maxiter = 5 * n
msg = [' beta2 = 0. If M = I, b and x are eigenvectors ', # -1
' beta1 = 0. The exact solution is x0 ', # 0
' A solution to Ax = b was found, given rtol ', # 1
' A least-squares solution was found, given rtol ', # 2
' Reasonable accuracy achieved, given eps ', # 3
' x has converged to an eigenvector ', # 4
' acond has exceeded 0.1/eps ', # 5
' The iteration limit was reached ', # 6
' A does not define a symmetric matrix ', # 7
' M does not define a symmetric matrix ', # 8
' M does not define a pos-def preconditioner '] # 9
if show:
print(first + 'Solution of symmetric Ax = b')
print(first + f'n = {n:3g} shift = {shift:23.14e}')
print(first + f'itnlim = {maxiter:3g} rtol = {rtol:11.2e}')
print()
istop = 0
itn = 0
Anorm = 0
Acond = 0
rnorm = 0
ynorm = 0
xtype = x.dtype
eps = finfo(xtype).eps
# Set up y and v for the first Lanczos vector v1.
# y = beta1 P' v1, where P = C**(-1).
# v is really P' v1.
if x0 is None:
r1 = b.copy()
else:
r1 = b - A@x
y = psolve(r1)
beta1 = inner(r1, y)
if beta1 < 0:
raise ValueError('indefinite preconditioner')
elif beta1 == 0:
return (postprocess(x), 0)
bnorm = norm(b)
if bnorm == 0:
x = b
return (postprocess(x), 0)
beta1 = sqrt(beta1)
if check:
# are these too strict?
# see if A is symmetric
w = matvec(y)
r2 = matvec(w)
s = inner(w,w)
t = inner(y,r2)
z = abs(s - t)
epsa = (s + eps) * eps**(1.0/3.0)
if z > epsa:
raise ValueError('non-symmetric matrix')
# see if M is symmetric
r2 = psolve(y)
s = inner(y,y)
t = inner(r1,r2)
z = abs(s - t)
epsa = (s + eps) * eps**(1.0/3.0)
if z > epsa:
raise ValueError('non-symmetric preconditioner')
# Initialize other quantities
oldb = 0
beta = beta1
dbar = 0
epsln = 0
qrnorm = beta1
phibar = beta1
rhs1 = beta1
rhs2 = 0
tnorm2 = 0
gmax = 0
gmin = finfo(xtype).max
cs = -1
sn = 0
w = zeros(n, dtype=xtype)
w2 = zeros(n, dtype=xtype)
r2 = r1
if show:
print()
print()
print(' Itn x(1) Compatible LS norm(A) cond(A) gbar/|A|')
while itn < maxiter:
itn += 1
s = 1.0/beta
v = s*y
y = matvec(v)
y = y - shift * v
if itn >= 2:
y = y - (beta/oldb)*r1
alfa = inner(v,y)
y = y - (alfa/beta)*r2
r1 = r2
r2 = y
y = psolve(r2)
oldb = beta
beta = inner(r2,y)
if beta < 0:
raise ValueError('non-symmetric matrix')
beta = sqrt(beta)
tnorm2 += alfa**2 + oldb**2 + beta**2
if itn == 1:
if beta/beta1 <= 10*eps:
istop = -1 # Terminate later
# Apply previous rotation Qk-1 to get
# [deltak epslnk+1] = [cs sn][dbark 0 ]
# [gbar k dbar k+1] [sn -cs][alfak betak+1].
oldeps = epsln
delta = cs * dbar + sn * alfa # delta1 = 0 deltak
gbar = sn * dbar - cs * alfa # gbar 1 = alfa1 gbar k
epsln = sn * beta # epsln2 = 0 epslnk+1
dbar = - cs * beta # dbar 2 = beta2 dbar k+1
root = norm([gbar, dbar])
Arnorm = phibar * root
# Compute the next plane rotation Qk
gamma = norm([gbar, beta]) # gammak
gamma = max(gamma, eps)
cs = gbar / gamma # ck
sn = beta / gamma # sk
phi = cs * phibar # phik
phibar = sn * phibar # phibark+1
# Update x.
denom = 1.0/gamma
w1 = w2
w2 = w
w = (v - oldeps*w1 - delta*w2) * denom
x = x + phi*w
# Go round again.
gmax = max(gmax, gamma)
gmin = min(gmin, gamma)
z = rhs1 / gamma
rhs1 = rhs2 - delta*z
rhs2 = - epsln*z
# Estimate various norms and test for convergence.
Anorm = sqrt(tnorm2)
ynorm = norm(x)
epsa = Anorm * eps
epsx = Anorm * ynorm * eps
epsr = Anorm * ynorm * rtol
diag = gbar
if diag == 0:
diag = epsa
qrnorm = phibar
rnorm = qrnorm
if ynorm == 0 or Anorm == 0:
test1 = inf
else:
test1 = rnorm / (Anorm*ynorm) # ||r|| / (||A|| ||x||)
if Anorm == 0:
test2 = inf
else:
test2 = root / Anorm # ||Ar|| / (||A|| ||r||)
# Estimate cond(A).
# In this version we look at the diagonals of R in the
# factorization of the lower Hessenberg matrix, Q @ H = R,
# where H is the tridiagonal matrix from Lanczos with one
# extra row, beta(k+1) e_k^T.
Acond = gmax/gmin
# See if any of the stopping criteria are satisfied.
# In rare cases, istop is already -1 from above (Abar = const*I).
if istop == 0:
t1 = 1 + test1 # These tests work if rtol < eps
t2 = 1 + test2
if t2 <= 1:
istop = 2
if t1 <= 1:
istop = 1
if itn >= maxiter:
istop = 6
if Acond >= 0.1/eps:
istop = 4
if epsx >= beta1:
istop = 3
# if rnorm <= epsx : istop = 2
# if rnorm <= epsr : istop = 1
if test2 <= rtol:
istop = 2
if test1 <= rtol:
istop = 1
# See if it is time to print something.
prnt = False
if n <= 40:
prnt = True
if itn <= 10:
prnt = True
if itn >= maxiter-10:
prnt = True
if itn % 10 == 0:
prnt = True
if qrnorm <= 10*epsx:
prnt = True
if qrnorm <= 10*epsr:
prnt = True
if Acond <= 1e-2/eps:
prnt = True
if istop != 0:
prnt = True
if show and prnt:
str1 = f'{itn:6g} {x[0]:12.5e} {test1:10.3e}'
str2 = f' {test2:10.3e}'
str3 = f' {Anorm:8.1e} {Acond:8.1e} {gbar/Anorm:8.1e}'
print(str1 + str2 + str3)
if itn % 10 == 0:
print()
if callback is not None:
callback(x)
if istop != 0:
break # TODO check this
if show:
print()
print(last + f' istop = {istop:3g} itn ={itn:5g}')
print(last + f' Anorm = {Anorm:12.4e} Acond = {Acond:12.4e}')
print(last + f' rnorm = {rnorm:12.4e} ynorm = {ynorm:12.4e}')
print(last + f' Arnorm = {Arnorm:12.4e}')
print(last + msg[istop+1])
if istop == 6:
info = maxiter
else:
info = 0
return (postprocess(x),info)

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#!/usr/bin/env python
"""Tests for the linalg._isolve.gcrotmk module
"""
from numpy.testing import (assert_, assert_allclose, assert_equal,
suppress_warnings)
import numpy as np
from numpy import zeros, array, allclose
from scipy.linalg import norm
from scipy.sparse import csr_matrix, eye, rand
from scipy.sparse.linalg._interface import LinearOperator
from scipy.sparse.linalg import splu
from scipy.sparse.linalg._isolve import gcrotmk, gmres
Am = csr_matrix(array([[-2,1,0,0,0,9],
[1,-2,1,0,5,0],
[0,1,-2,1,0,0],
[0,0,1,-2,1,0],
[0,3,0,1,-2,1],
[1,0,0,0,1,-2]]))
b = array([1,2,3,4,5,6])
count = [0]
def matvec(v):
count[0] += 1
return Am@v
A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
def do_solve(**kw):
count[0] = 0
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x0, flag = gcrotmk(A, b, x0=zeros(A.shape[0]), rtol=1e-14, **kw)
count_0 = count[0]
assert_(allclose(A@x0, b, rtol=1e-12, atol=1e-12), norm(A@x0-b))
return x0, count_0
class TestGCROTMK:
def test_preconditioner(self):
# Check that preconditioning works
pc = splu(Am.tocsc())
M = LinearOperator(matvec=pc.solve, shape=A.shape, dtype=A.dtype)
x0, count_0 = do_solve()
x1, count_1 = do_solve(M=M)
assert_equal(count_1, 3)
assert_(count_1 < count_0/2)
assert_(allclose(x1, x0, rtol=1e-14))
def test_arnoldi(self):
np.random.seed(1)
A = eye(2000) + rand(2000, 2000, density=5e-4)
b = np.random.rand(2000)
# The inner arnoldi should be equivalent to gmres
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x0, flag0 = gcrotmk(A, b, x0=zeros(A.shape[0]), m=15, k=0, maxiter=1)
x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]), restart=15, maxiter=1)
assert_equal(flag0, 1)
assert_equal(flag1, 1)
assert np.linalg.norm(A.dot(x0) - b) > 1e-3
assert_allclose(x0, x1)
def test_cornercase(self):
np.random.seed(1234)
# Rounding error may prevent convergence with tol=0 --- ensure
# that the return values in this case are correct, and no
# exceptions are raised
for n in [3, 5, 10, 100]:
A = 2*eye(n)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
b = np.ones(n)
x, info = gcrotmk(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
b = np.random.rand(n)
x, info = gcrotmk(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
def test_nans(self):
A = eye(3, format='lil')
A[1,1] = np.nan
b = np.ones(3)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x, info = gcrotmk(A, b, rtol=0, maxiter=10)
assert_equal(info, 1)
def test_truncate(self):
np.random.seed(1234)
A = np.random.rand(30, 30) + np.eye(30)
b = np.random.rand(30)
for truncate in ['oldest', 'smallest']:
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x, info = gcrotmk(A, b, m=10, k=10, truncate=truncate,
rtol=1e-4, maxiter=200)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-3)
def test_CU(self):
for discard_C in (True, False):
# Check that C,U behave as expected
CU = []
x0, count_0 = do_solve(CU=CU, discard_C=discard_C)
assert_(len(CU) > 0)
assert_(len(CU) <= 6)
if discard_C:
for c, u in CU:
assert_(c is None)
# should converge immediately
x1, count_1 = do_solve(CU=CU, discard_C=discard_C)
if discard_C:
assert_equal(count_1, 2 + len(CU))
else:
assert_equal(count_1, 3)
assert_(count_1 <= count_0/2)
assert_allclose(x1, x0, atol=1e-14)
def test_denormals(self):
# Check that no warnings are emitted if the matrix contains
# numbers for which 1/x has no float representation, and that
# the solver behaves properly.
A = np.array([[1, 2], [3, 4]], dtype=float)
A *= 100 * np.nextafter(0, 1)
b = np.array([1, 1])
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
xp, info = gcrotmk(A, b)
if info == 0:
assert_allclose(A.dot(xp), b)

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""" Test functions for the sparse.linalg._isolve module
"""
import itertools
import platform
import sys
import pytest
import numpy as np
from numpy.testing import assert_array_equal, assert_allclose
from numpy import zeros, arange, array, ones, eye, iscomplexobj
from numpy.linalg import norm
from scipy.sparse import spdiags, csr_matrix, kronsum
from scipy.sparse.linalg import LinearOperator, aslinearoperator
from scipy.sparse.linalg._isolve import (bicg, bicgstab, cg, cgs,
gcrotmk, gmres, lgmres,
minres, qmr, tfqmr)
# TODO check that method preserve shape and type
# TODO test both preconditioner methods
# list of all solvers under test
_SOLVERS = [bicg, bicgstab, cg, cgs, gcrotmk, gmres, lgmres,
minres, qmr, tfqmr]
CB_TYPE_FILTER = ".*called without specifying `callback_type`.*"
# create parametrized fixture for easy reuse in tests
@pytest.fixture(params=_SOLVERS, scope="session")
def solver(request):
"""
Fixture for all solvers in scipy.sparse.linalg._isolve
"""
return request.param
class Case:
def __init__(self, name, A, b=None, skip=None, nonconvergence=None):
self.name = name
self.A = A
if b is None:
self.b = arange(A.shape[0], dtype=float)
else:
self.b = b
if skip is None:
self.skip = []
else:
self.skip = skip
if nonconvergence is None:
self.nonconvergence = []
else:
self.nonconvergence = nonconvergence
class SingleTest:
def __init__(self, A, b, solver, casename, convergence=True):
self.A = A
self.b = b
self.solver = solver
self.name = casename + '-' + solver.__name__
self.convergence = convergence
def __repr__(self):
return f"<{self.name}>"
class IterativeParams:
def __init__(self):
sym_solvers = [minres, cg]
posdef_solvers = [cg]
real_solvers = [minres]
# list of Cases
self.cases = []
# Symmetric and Positive Definite
N = 40
data = ones((3, N))
data[0, :] = 2
data[1, :] = -1
data[2, :] = -1
Poisson1D = spdiags(data, [0, -1, 1], N, N, format='csr')
self.cases.append(Case("poisson1d", Poisson1D))
# note: minres fails for single precision
self.cases.append(Case("poisson1d-F", Poisson1D.astype('f'),
skip=[minres]))
# Symmetric and Negative Definite
self.cases.append(Case("neg-poisson1d", -Poisson1D,
skip=posdef_solvers))
# note: minres fails for single precision
self.cases.append(Case("neg-poisson1d-F", (-Poisson1D).astype('f'),
skip=posdef_solvers + [minres]))
# 2-dimensional Poisson equations
Poisson2D = kronsum(Poisson1D, Poisson1D)
# note: minres fails for 2-d poisson problem,
# it will be fixed in the future PR
self.cases.append(Case("poisson2d", Poisson2D, skip=[minres]))
# note: minres fails for single precision
self.cases.append(Case("poisson2d-F", Poisson2D.astype('f'),
skip=[minres]))
# Symmetric and Indefinite
data = array([[6, -5, 2, 7, -1, 10, 4, -3, -8, 9]], dtype='d')
RandDiag = spdiags(data, [0], 10, 10, format='csr')
self.cases.append(Case("rand-diag", RandDiag, skip=posdef_solvers))
self.cases.append(Case("rand-diag-F", RandDiag.astype('f'),
skip=posdef_solvers))
# Random real-valued
np.random.seed(1234)
data = np.random.rand(4, 4)
self.cases.append(Case("rand", data,
skip=posdef_solvers + sym_solvers))
self.cases.append(Case("rand-F", data.astype('f'),
skip=posdef_solvers + sym_solvers))
# Random symmetric real-valued
np.random.seed(1234)
data = np.random.rand(4, 4)
data = data + data.T
self.cases.append(Case("rand-sym", data, skip=posdef_solvers))
self.cases.append(Case("rand-sym-F", data.astype('f'),
skip=posdef_solvers))
# Random pos-def symmetric real
np.random.seed(1234)
data = np.random.rand(9, 9)
data = np.dot(data.conj(), data.T)
self.cases.append(Case("rand-sym-pd", data))
# note: minres fails for single precision
self.cases.append(Case("rand-sym-pd-F", data.astype('f'),
skip=[minres]))
# Random complex-valued
np.random.seed(1234)
data = np.random.rand(4, 4) + 1j * np.random.rand(4, 4)
skip_cmplx = posdef_solvers + sym_solvers + real_solvers
self.cases.append(Case("rand-cmplx", data, skip=skip_cmplx))
self.cases.append(Case("rand-cmplx-F", data.astype('F'),
skip=skip_cmplx))
# Random hermitian complex-valued
np.random.seed(1234)
data = np.random.rand(4, 4) + 1j * np.random.rand(4, 4)
data = data + data.T.conj()
self.cases.append(Case("rand-cmplx-herm", data,
skip=posdef_solvers + real_solvers))
self.cases.append(Case("rand-cmplx-herm-F", data.astype('F'),
skip=posdef_solvers + real_solvers))
# Random pos-def hermitian complex-valued
np.random.seed(1234)
data = np.random.rand(9, 9) + 1j * np.random.rand(9, 9)
data = np.dot(data.conj(), data.T)
self.cases.append(Case("rand-cmplx-sym-pd", data, skip=real_solvers))
self.cases.append(Case("rand-cmplx-sym-pd-F", data.astype('F'),
skip=real_solvers))
# Non-symmetric and Positive Definite
#
# cgs, qmr, bicg and tfqmr fail to converge on this one
# -- algorithmic limitation apparently
data = ones((2, 10))
data[0, :] = 2
data[1, :] = -1
A = spdiags(data, [0, -1], 10, 10, format='csr')
self.cases.append(Case("nonsymposdef", A,
skip=sym_solvers + [cgs, qmr, bicg, tfqmr]))
self.cases.append(Case("nonsymposdef-F", A.astype('F'),
skip=sym_solvers + [cgs, qmr, bicg, tfqmr]))
# Symmetric, non-pd, hitting cgs/bicg/bicgstab/qmr/tfqmr breakdown
A = np.array([[0, 0, 0, 0, 0, 1, -1, -0, -0, -0, -0],
[0, 0, 0, 0, 0, 2, -0, -1, -0, -0, -0],
[0, 0, 0, 0, 0, 2, -0, -0, -1, -0, -0],
[0, 0, 0, 0, 0, 2, -0, -0, -0, -1, -0],
[0, 0, 0, 0, 0, 1, -0, -0, -0, -0, -1],
[1, 2, 2, 2, 1, 0, -0, -0, -0, -0, -0],
[-1, 0, 0, 0, 0, 0, -1, -0, -0, -0, -0],
[0, -1, 0, 0, 0, 0, -0, -1, -0, -0, -0],
[0, 0, -1, 0, 0, 0, -0, -0, -1, -0, -0],
[0, 0, 0, -1, 0, 0, -0, -0, -0, -1, -0],
[0, 0, 0, 0, -1, 0, -0, -0, -0, -0, -1]], dtype=float)
b = np.array([0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0], dtype=float)
assert (A == A.T).all()
self.cases.append(Case("sym-nonpd", A, b,
skip=posdef_solvers,
nonconvergence=[cgs, bicg, bicgstab, qmr, tfqmr]
)
)
def generate_tests(self):
# generate test cases with skips applied
tests = []
for case in self.cases:
for solver in _SOLVERS:
if (solver in case.skip):
continue
if solver in case.nonconvergence:
tests += [SingleTest(case.A, case.b, solver, case.name,
convergence=False)]
else:
tests += [SingleTest(case.A, case.b, solver, case.name)]
return tests
cases = IterativeParams().generate_tests()
@pytest.fixture(params=cases, ids=[x.name for x in cases], scope="module")
def case(request):
"""
Fixture for all cases in IterativeParams
"""
return request.param
def test_maxiter(case):
if not case.convergence:
pytest.skip("Solver - Breakdown case, see gh-8829")
A = case.A
rtol = 1e-12
b = case.b
x0 = 0 * b
residuals = []
def callback(x):
residuals.append(norm(b - case.A * x))
if case.solver == gmres:
with pytest.warns(DeprecationWarning, match=CB_TYPE_FILTER):
x, info = case.solver(A, b, x0=x0, rtol=rtol, maxiter=1, callback=callback)
else:
x, info = case.solver(A, b, x0=x0, rtol=rtol, maxiter=1, callback=callback)
assert len(residuals) == 1
assert info == 1
def test_convergence(case):
A = case.A
if A.dtype.char in "dD":
rtol = 1e-8
else:
rtol = 1e-2
b = case.b
x0 = 0 * b
x, info = case.solver(A, b, x0=x0, rtol=rtol)
assert_array_equal(x0, 0 * b) # ensure that x0 is not overwritten
if case.convergence:
assert info == 0
assert norm(A @ x - b) <= norm(b) * rtol
else:
assert info != 0
assert norm(A @ x - b) <= norm(b)
def test_precond_dummy(case):
if not case.convergence:
pytest.skip("Solver - Breakdown case, see gh-8829")
rtol = 1e-8
def identity(b, which=None):
"""trivial preconditioner"""
return b
A = case.A
M, N = A.shape
# Ensure the diagonal elements of A are non-zero before calculating
# 1.0/A.diagonal()
diagOfA = A.diagonal()
if np.count_nonzero(diagOfA) == len(diagOfA):
spdiags([1.0 / diagOfA], [0], M, N)
b = case.b
x0 = 0 * b
precond = LinearOperator(A.shape, identity, rmatvec=identity)
if case.solver is qmr:
x, info = case.solver(A, b, M1=precond, M2=precond, x0=x0, rtol=rtol)
else:
x, info = case.solver(A, b, M=precond, x0=x0, rtol=rtol)
assert info == 0
assert norm(A @ x - b) <= norm(b) * rtol
A = aslinearoperator(A)
A.psolve = identity
A.rpsolve = identity
x, info = case.solver(A, b, x0=x0, rtol=rtol)
assert info == 0
assert norm(A @ x - b) <= norm(b) * rtol
# Specific test for poisson1d and poisson2d cases
@pytest.mark.fail_slow(5)
@pytest.mark.parametrize('case', [x for x in IterativeParams().cases
if x.name in ('poisson1d', 'poisson2d')],
ids=['poisson1d', 'poisson2d'])
def test_precond_inverse(case):
for solver in _SOLVERS:
if solver in case.skip or solver is qmr:
continue
rtol = 1e-8
def inverse(b, which=None):
"""inverse preconditioner"""
A = case.A
if not isinstance(A, np.ndarray):
A = A.toarray()
return np.linalg.solve(A, b)
def rinverse(b, which=None):
"""inverse preconditioner"""
A = case.A
if not isinstance(A, np.ndarray):
A = A.toarray()
return np.linalg.solve(A.T, b)
matvec_count = [0]
def matvec(b):
matvec_count[0] += 1
return case.A @ b
def rmatvec(b):
matvec_count[0] += 1
return case.A.T @ b
b = case.b
x0 = 0 * b
A = LinearOperator(case.A.shape, matvec, rmatvec=rmatvec)
precond = LinearOperator(case.A.shape, inverse, rmatvec=rinverse)
# Solve with preconditioner
matvec_count = [0]
x, info = solver(A, b, M=precond, x0=x0, rtol=rtol)
assert info == 0
assert norm(case.A @ x - b) <= norm(b) * rtol
# Solution should be nearly instant
assert matvec_count[0] <= 3
def test_atol(solver):
# TODO: minres / tfqmr. It didn't historically use absolute tolerances, so
# fixing it is less urgent.
if solver in (minres, tfqmr):
pytest.skip("TODO: Add atol to minres/tfqmr")
# Historically this is tested as below, all pass but for some reason
# gcrotmk is over-sensitive to difference between random.seed/rng.random
# Hence tol lower bound is changed from -10 to -9
# np.random.seed(1234)
# A = np.random.rand(10, 10)
# A = A @ A.T + 10 * np.eye(10)
# b = 1e3*np.random.rand(10)
rng = np.random.default_rng(168441431005389)
A = rng.uniform(size=[10, 10])
A = A @ A.T + 10*np.eye(10)
b = 1e3 * rng.uniform(size=10)
b_norm = np.linalg.norm(b)
tols = np.r_[0, np.logspace(-9, 2, 7), np.inf]
# Check effect of badly scaled preconditioners
M0 = rng.standard_normal(size=(10, 10))
M0 = M0 @ M0.T
Ms = [None, 1e-6 * M0, 1e6 * M0]
for M, rtol, atol in itertools.product(Ms, tols, tols):
if rtol == 0 and atol == 0:
continue
if solver is qmr:
if M is not None:
M = aslinearoperator(M)
M2 = aslinearoperator(np.eye(10))
else:
M2 = None
x, info = solver(A, b, M1=M, M2=M2, rtol=rtol, atol=atol)
else:
x, info = solver(A, b, M=M, rtol=rtol, atol=atol)
assert info == 0
residual = A @ x - b
err = np.linalg.norm(residual)
atol2 = rtol * b_norm
# Added 1.00025 fudge factor because of `err` exceeding `atol` just
# very slightly on s390x (see gh-17839)
assert err <= 1.00025 * max(atol, atol2)
def test_zero_rhs(solver):
rng = np.random.default_rng(1684414984100503)
A = rng.random(size=[10, 10])
A = A @ A.T + 10 * np.eye(10)
b = np.zeros(10)
tols = np.r_[np.logspace(-10, 2, 7)]
for tol in tols:
x, info = solver(A, b, rtol=tol)
assert info == 0
assert_allclose(x, 0., atol=1e-15)
x, info = solver(A, b, rtol=tol, x0=ones(10))
assert info == 0
assert_allclose(x, 0., atol=tol)
if solver is not minres:
x, info = solver(A, b, rtol=tol, atol=0, x0=ones(10))
if info == 0:
assert_allclose(x, 0)
x, info = solver(A, b, rtol=tol, atol=tol)
assert info == 0
assert_allclose(x, 0, atol=1e-300)
x, info = solver(A, b, rtol=tol, atol=0)
assert info == 0
assert_allclose(x, 0, atol=1e-300)
@pytest.mark.xfail(reason="see gh-18697")
def test_maxiter_worsening(solver):
if solver not in (gmres, lgmres, qmr):
# these were skipped from the very beginning, see gh-9201; gh-14160
pytest.skip("Solver breakdown case")
# Check error does not grow (boundlessly) with increasing maxiter.
# This can occur due to the solvers hitting close to breakdown,
# which they should detect and halt as necessary.
# cf. gh-9100
if (solver is gmres and platform.machine() == 'aarch64'
and sys.version_info[1] == 9):
pytest.xfail(reason="gh-13019")
if (solver is lgmres and
platform.machine() not in ['x86_64' 'x86', 'aarch64', 'arm64']):
# see gh-17839
pytest.xfail(reason="fails on at least ppc64le, ppc64 and riscv64")
# Singular matrix, rhs numerically not in range
A = np.array([[-0.1112795288033378, 0, 0, 0.16127952880333685],
[0, -0.13627952880333782 + 6.283185307179586j, 0, 0],
[0, 0, -0.13627952880333782 - 6.283185307179586j, 0],
[0.1112795288033368, 0j, 0j, -0.16127952880333785]])
v = np.ones(4)
best_error = np.inf
# Unable to match the Fortran code tolerance levels with this example
# Original tolerance values
# slack_tol = 7 if platform.machine() == 'aarch64' else 5
slack_tol = 9
for maxiter in range(1, 20):
x, info = solver(A, v, maxiter=maxiter, rtol=1e-8, atol=0)
if info == 0:
assert norm(A @ x - v) <= 1e-8 * norm(v)
error = np.linalg.norm(A @ x - v)
best_error = min(best_error, error)
# Check with slack
assert error <= slack_tol * best_error
def test_x0_working(solver):
# Easy problem
rng = np.random.default_rng(1685363802304750)
n = 10
A = rng.random(size=[n, n])
A = A @ A.T
b = rng.random(n)
x0 = rng.random(n)
if solver is minres:
kw = dict(rtol=1e-6)
else:
kw = dict(atol=0, rtol=1e-6)
x, info = solver(A, b, **kw)
assert info == 0
assert norm(A @ x - b) <= 1e-6 * norm(b)
x, info = solver(A, b, x0=x0, **kw)
assert info == 0
assert norm(A @ x - b) <= 3e-6*norm(b)
def test_x0_equals_Mb(case):
if (case.solver is bicgstab) and (case.name == 'nonsymposdef-bicgstab'):
pytest.skip("Solver fails due to numerical noise "
"on some architectures (see gh-15533).")
if case.solver is tfqmr:
pytest.skip("Solver does not support x0='Mb'")
A = case.A
b = case.b
x0 = 'Mb'
rtol = 1e-8
x, info = case.solver(A, b, x0=x0, rtol=rtol)
assert_array_equal(x0, 'Mb') # ensure that x0 is not overwritten
assert info == 0
assert norm(A @ x - b) <= rtol * norm(b)
@pytest.mark.parametrize('solver', _SOLVERS)
def test_x0_solves_problem_exactly(solver):
# See gh-19948
mat = np.eye(2)
rhs = np.array([-1., -1.])
sol, info = solver(mat, rhs, x0=rhs)
assert_allclose(sol, rhs)
assert info == 0
# Specific tfqmr test
@pytest.mark.parametrize('case', IterativeParams().cases)
def test_show(case, capsys):
def cb(x):
pass
x, info = tfqmr(case.A, case.b, callback=cb, show=True)
out, err = capsys.readouterr()
if case.name == "sym-nonpd":
# no logs for some reason
exp = ""
elif case.name in ("nonsymposdef", "nonsymposdef-F"):
# Asymmetric and Positive Definite
exp = "TFQMR: Linear solve not converged due to reach MAXIT iterations"
else: # all other cases
exp = "TFQMR: Linear solve converged due to reach TOL iterations"
assert out.startswith(exp)
assert err == ""
def test_positional_error(solver):
# from test_x0_working
rng = np.random.default_rng(1685363802304750)
n = 10
A = rng.random(size=[n, n])
A = A @ A.T
b = rng.random(n)
x0 = rng.random(n)
with pytest.raises(TypeError):
solver(A, b, x0, 1e-5)
@pytest.mark.parametrize("atol", ["legacy", None, -1])
def test_invalid_atol(solver, atol):
if solver == minres:
pytest.skip("minres has no `atol` argument")
# from test_x0_working
rng = np.random.default_rng(1685363802304750)
n = 10
A = rng.random(size=[n, n])
A = A @ A.T
b = rng.random(n)
x0 = rng.random(n)
with pytest.raises(ValueError):
solver(A, b, x0, atol=atol)
class TestQMR:
@pytest.mark.filterwarnings('ignore::scipy.sparse.SparseEfficiencyWarning')
def test_leftright_precond(self):
"""Check that QMR works with left and right preconditioners"""
from scipy.sparse.linalg._dsolve import splu
from scipy.sparse.linalg._interface import LinearOperator
n = 100
dat = ones(n)
A = spdiags([-2 * dat, 4 * dat, -dat], [-1, 0, 1], n, n)
b = arange(n, dtype='d')
L = spdiags([-dat / 2, dat], [-1, 0], n, n)
U = spdiags([4 * dat, -dat], [0, 1], n, n)
L_solver = splu(L)
U_solver = splu(U)
def L_solve(b):
return L_solver.solve(b)
def U_solve(b):
return U_solver.solve(b)
def LT_solve(b):
return L_solver.solve(b, 'T')
def UT_solve(b):
return U_solver.solve(b, 'T')
M1 = LinearOperator((n, n), matvec=L_solve, rmatvec=LT_solve)
M2 = LinearOperator((n, n), matvec=U_solve, rmatvec=UT_solve)
rtol = 1e-8
x, info = qmr(A, b, rtol=rtol, maxiter=15, M1=M1, M2=M2)
assert info == 0
assert norm(A @ x - b) <= rtol * norm(b)
class TestGMRES:
def test_basic(self):
A = np.vander(np.arange(10) + 1)[:, ::-1]
b = np.zeros(10)
b[0] = 1
x_gm, err = gmres(A, b, restart=5, maxiter=1)
assert_allclose(x_gm[0], 0.359, rtol=1e-2)
@pytest.mark.filterwarnings(f"ignore:{CB_TYPE_FILTER}:DeprecationWarning")
def test_callback(self):
def store_residual(r, rvec):
rvec[rvec.nonzero()[0].max() + 1] = r
# Define, A,b
A = csr_matrix(array([[-2, 1, 0, 0, 0, 0],
[1, -2, 1, 0, 0, 0],
[0, 1, -2, 1, 0, 0],
[0, 0, 1, -2, 1, 0],
[0, 0, 0, 1, -2, 1],
[0, 0, 0, 0, 1, -2]]))
b = ones((A.shape[0],))
maxiter = 1
rvec = zeros(maxiter + 1)
rvec[0] = 1.0
def callback(r):
return store_residual(r, rvec)
x, flag = gmres(A, b, x0=zeros(A.shape[0]), rtol=1e-16,
maxiter=maxiter, callback=callback)
# Expected output from SciPy 1.0.0
assert_allclose(rvec, array([1.0, 0.81649658092772603]), rtol=1e-10)
# Test preconditioned callback
M = 1e-3 * np.eye(A.shape[0])
rvec = zeros(maxiter + 1)
rvec[0] = 1.0
x, flag = gmres(A, b, M=M, rtol=1e-16, maxiter=maxiter,
callback=callback)
# Expected output from SciPy 1.0.0
# (callback has preconditioned residual!)
assert_allclose(rvec, array([1.0, 1e-3 * 0.81649658092772603]),
rtol=1e-10)
def test_abi(self):
# Check we don't segfault on gmres with complex argument
A = eye(2)
b = ones(2)
r_x, r_info = gmres(A, b)
r_x = r_x.astype(complex)
x, info = gmres(A.astype(complex), b.astype(complex))
assert iscomplexobj(x)
assert_allclose(r_x, x)
assert r_info == info
@pytest.mark.fail_slow(5)
def test_atol_legacy(self):
A = eye(2)
b = ones(2)
x, info = gmres(A, b, rtol=1e-5)
assert np.linalg.norm(A @ x - b) <= 1e-5 * np.linalg.norm(b)
assert_allclose(x, b, atol=0, rtol=1e-8)
rndm = np.random.RandomState(12345)
A = rndm.rand(30, 30)
b = 1e-6 * ones(30)
x, info = gmres(A, b, rtol=1e-7, restart=20)
assert np.linalg.norm(A @ x - b) > 1e-7
A = eye(2)
b = 1e-10 * ones(2)
x, info = gmres(A, b, rtol=1e-8, atol=0)
assert np.linalg.norm(A @ x - b) <= 1e-8 * np.linalg.norm(b)
def test_defective_precond_breakdown(self):
# Breakdown due to defective preconditioner
M = np.eye(3)
M[2, 2] = 0
b = np.array([0, 1, 1])
x = np.array([1, 0, 0])
A = np.diag([2, 3, 4])
x, info = gmres(A, b, x0=x, M=M, rtol=1e-15, atol=0)
# Should not return nans, nor terminate with false success
assert not np.isnan(x).any()
if info == 0:
assert np.linalg.norm(A @ x - b) <= 1e-15 * np.linalg.norm(b)
# The solution should be OK outside null space of M
assert_allclose(M @ (A @ x), M @ b)
def test_defective_matrix_breakdown(self):
# Breakdown due to defective matrix
A = np.array([[0, 1, 0], [1, 0, 0], [0, 0, 0]])
b = np.array([1, 0, 1])
rtol = 1e-8
x, info = gmres(A, b, rtol=rtol, atol=0)
# Should not return nans, nor terminate with false success
assert not np.isnan(x).any()
if info == 0:
assert np.linalg.norm(A @ x - b) <= rtol * np.linalg.norm(b)
# The solution should be OK outside null space of A
assert_allclose(A @ (A @ x), A @ b)
@pytest.mark.filterwarnings(f"ignore:{CB_TYPE_FILTER}:DeprecationWarning")
def test_callback_type(self):
# The legacy callback type changes meaning of 'maxiter'
np.random.seed(1)
A = np.random.rand(20, 20)
b = np.random.rand(20)
cb_count = [0]
def pr_norm_cb(r):
cb_count[0] += 1
assert isinstance(r, float)
def x_cb(x):
cb_count[0] += 1
assert isinstance(x, np.ndarray)
# 2 iterations is not enough to solve the problem
cb_count = [0]
x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
maxiter=2, restart=50)
assert info == 2
assert cb_count[0] == 2
# With `callback_type` specified, no warning should be raised
cb_count = [0]
x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
maxiter=2, restart=50, callback_type='legacy')
assert info == 2
assert cb_count[0] == 2
# 2 restart cycles is enough to solve the problem
cb_count = [0]
x, info = gmres(A, b, rtol=1e-6, atol=0, callback=pr_norm_cb,
maxiter=2, restart=50, callback_type='pr_norm')
assert info == 0
assert cb_count[0] > 2
# 2 restart cycles is enough to solve the problem
cb_count = [0]
x, info = gmres(A, b, rtol=1e-6, atol=0, callback=x_cb, maxiter=2,
restart=50, callback_type='x')
assert info == 0
assert cb_count[0] == 1
def test_callback_x_monotonic(self):
# Check that callback_type='x' gives monotonic norm decrease
np.random.seed(1)
A = np.random.rand(20, 20) + np.eye(20)
b = np.random.rand(20)
prev_r = [np.inf]
count = [0]
def x_cb(x):
r = np.linalg.norm(A @ x - b)
assert r <= prev_r[0]
prev_r[0] = r
count[0] += 1
x, info = gmres(A, b, rtol=1e-6, atol=0, callback=x_cb, maxiter=20,
restart=10, callback_type='x')
assert info == 20
assert count[0] == 20

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"""Tests for the linalg._isolve.lgmres module
"""
from numpy.testing import (assert_, assert_allclose, assert_equal,
suppress_warnings)
import pytest
from platform import python_implementation
import numpy as np
from numpy import zeros, array, allclose
from scipy.linalg import norm
from scipy.sparse import csr_matrix, eye, rand
from scipy.sparse.linalg._interface import LinearOperator
from scipy.sparse.linalg import splu
from scipy.sparse.linalg._isolve import lgmres, gmres
Am = csr_matrix(array([[-2, 1, 0, 0, 0, 9],
[1, -2, 1, 0, 5, 0],
[0, 1, -2, 1, 0, 0],
[0, 0, 1, -2, 1, 0],
[0, 3, 0, 1, -2, 1],
[1, 0, 0, 0, 1, -2]]))
b = array([1, 2, 3, 4, 5, 6])
count = [0]
def matvec(v):
count[0] += 1
return Am@v
A = LinearOperator(matvec=matvec, shape=Am.shape, dtype=Am.dtype)
def do_solve(**kw):
count[0] = 0
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x0, flag = lgmres(A, b, x0=zeros(A.shape[0]),
inner_m=6, rtol=1e-14, **kw)
count_0 = count[0]
assert_(allclose(A@x0, b, rtol=1e-12, atol=1e-12), norm(A@x0-b))
return x0, count_0
class TestLGMRES:
def test_preconditioner(self):
# Check that preconditioning works
pc = splu(Am.tocsc())
M = LinearOperator(matvec=pc.solve, shape=A.shape, dtype=A.dtype)
x0, count_0 = do_solve()
x1, count_1 = do_solve(M=M)
assert_(count_1 == 3)
assert_(count_1 < count_0/2)
assert_(allclose(x1, x0, rtol=1e-14))
def test_outer_v(self):
# Check that the augmentation vectors behave as expected
outer_v = []
x0, count_0 = do_solve(outer_k=6, outer_v=outer_v)
assert_(len(outer_v) > 0)
assert_(len(outer_v) <= 6)
x1, count_1 = do_solve(outer_k=6, outer_v=outer_v,
prepend_outer_v=True)
assert_(count_1 == 2, count_1)
assert_(count_1 < count_0/2)
assert_(allclose(x1, x0, rtol=1e-14))
# ---
outer_v = []
x0, count_0 = do_solve(outer_k=6, outer_v=outer_v,
store_outer_Av=False)
assert_(array([v[1] is None for v in outer_v]).all())
assert_(len(outer_v) > 0)
assert_(len(outer_v) <= 6)
x1, count_1 = do_solve(outer_k=6, outer_v=outer_v,
prepend_outer_v=True)
assert_(count_1 == 3, count_1)
assert_(count_1 < count_0/2)
assert_(allclose(x1, x0, rtol=1e-14))
@pytest.mark.skipif(python_implementation() == 'PyPy',
reason="Fails on PyPy CI runs. See #9507")
def test_arnoldi(self):
np.random.seed(1234)
A = eye(2000) + rand(2000, 2000, density=5e-4)
b = np.random.rand(2000)
# The inner arnoldi should be equivalent to gmres
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x0, flag0 = lgmres(A, b, x0=zeros(A.shape[0]),
inner_m=15, maxiter=1)
x1, flag1 = gmres(A, b, x0=zeros(A.shape[0]),
restart=15, maxiter=1)
assert_equal(flag0, 1)
assert_equal(flag1, 1)
norm = np.linalg.norm(A.dot(x0) - b)
assert_(norm > 1e-4)
assert_allclose(x0, x1)
def test_cornercase(self):
np.random.seed(1234)
# Rounding error may prevent convergence with tol=0 --- ensure
# that the return values in this case are correct, and no
# exceptions are raised
for n in [3, 5, 10, 100]:
A = 2*eye(n)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
b = np.ones(n)
x, info = lgmres(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = lgmres(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
b = np.random.rand(n)
x, info = lgmres(A, b, maxiter=10)
assert_equal(info, 0)
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
x, info = lgmres(A, b, rtol=0, maxiter=10)
if info == 0:
assert_allclose(A.dot(x) - b, 0, atol=1e-14)
def test_nans(self):
A = eye(3, format='lil')
A[1, 1] = np.nan
b = np.ones(3)
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
x, info = lgmres(A, b, rtol=0, maxiter=10)
assert_equal(info, 1)
def test_breakdown_with_outer_v(self):
A = np.array([[1, 2], [3, 4]], dtype=float)
b = np.array([1, 2])
x = np.linalg.solve(A, b)
v0 = np.array([1, 0])
# The inner iteration should converge to the correct solution,
# since it's in the outer vector list
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
xp, info = lgmres(A, b, outer_v=[(v0, None), (x, None)], maxiter=1)
assert_allclose(xp, x, atol=1e-12)
def test_breakdown_underdetermined(self):
# Should find LSQ solution in the Krylov span in one inner
# iteration, despite solver breakdown from nilpotent A.
A = np.array([[0, 1, 1, 1],
[0, 0, 1, 1],
[0, 0, 0, 1],
[0, 0, 0, 0]], dtype=float)
bs = [
np.array([1, 1, 1, 1]),
np.array([1, 1, 1, 0]),
np.array([1, 1, 0, 0]),
np.array([1, 0, 0, 0]),
]
for b in bs:
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
xp, info = lgmres(A, b, maxiter=1)
resp = np.linalg.norm(A.dot(xp) - b)
K = np.c_[b, A.dot(b), A.dot(A.dot(b)), A.dot(A.dot(A.dot(b)))]
y, _, _, _ = np.linalg.lstsq(A.dot(K), b, rcond=-1)
x = K.dot(y)
res = np.linalg.norm(A.dot(x) - b)
assert_allclose(resp, res, err_msg=repr(b))
def test_denormals(self):
# Check that no warnings are emitted if the matrix contains
# numbers for which 1/x has no float representation, and that
# the solver behaves properly.
A = np.array([[1, 2], [3, 4]], dtype=float)
A *= 100 * np.nextafter(0, 1)
b = np.array([1, 1])
with suppress_warnings() as sup:
sup.filter(DeprecationWarning, ".*called without specifying.*")
xp, info = lgmres(A, b)
if info == 0:
assert_allclose(A.dot(xp), b)

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"""
Copyright (C) 2010 David Fong and Michael Saunders
Distributed under the same license as SciPy
Testing Code for LSMR.
03 Jun 2010: First version release with lsmr.py
David Chin-lung Fong clfong@stanford.edu
Institute for Computational and Mathematical Engineering
Stanford University
Michael Saunders saunders@stanford.edu
Systems Optimization Laboratory
Dept of MS&E, Stanford University.
"""
from numpy import array, arange, eye, zeros, ones, transpose, hstack
from numpy.linalg import norm
from numpy.testing import assert_allclose
import pytest
from scipy.sparse import coo_matrix
from scipy.sparse.linalg._interface import aslinearoperator
from scipy.sparse.linalg import lsmr
from .test_lsqr import G, b
class TestLSMR:
def setup_method(self):
self.n = 10
self.m = 10
def assertCompatibleSystem(self, A, xtrue):
Afun = aslinearoperator(A)
b = Afun.matvec(xtrue)
x = lsmr(A, b)[0]
assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
def testIdentityACase1(self):
A = eye(self.n)
xtrue = zeros((self.n, 1))
self.assertCompatibleSystem(A, xtrue)
def testIdentityACase2(self):
A = eye(self.n)
xtrue = ones((self.n,1))
self.assertCompatibleSystem(A, xtrue)
def testIdentityACase3(self):
A = eye(self.n)
xtrue = transpose(arange(self.n,0,-1))
self.assertCompatibleSystem(A, xtrue)
def testBidiagonalA(self):
A = lowerBidiagonalMatrix(20,self.n)
xtrue = transpose(arange(self.n,0,-1))
self.assertCompatibleSystem(A,xtrue)
def testScalarB(self):
A = array([[1.0, 2.0]])
b = 3.0
x = lsmr(A, b)[0]
assert norm(A.dot(x) - b) == pytest.approx(0)
def testComplexX(self):
A = eye(self.n)
xtrue = transpose(arange(self.n, 0, -1) * (1 + 1j))
self.assertCompatibleSystem(A, xtrue)
def testComplexX0(self):
A = 4 * eye(self.n) + ones((self.n, self.n))
xtrue = transpose(arange(self.n, 0, -1))
b = aslinearoperator(A).matvec(xtrue)
x0 = zeros(self.n, dtype=complex)
x = lsmr(A, b, x0=x0)[0]
assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
def testComplexA(self):
A = 4 * eye(self.n) + 1j * ones((self.n, self.n))
xtrue = transpose(arange(self.n, 0, -1).astype(complex))
self.assertCompatibleSystem(A, xtrue)
def testComplexB(self):
A = 4 * eye(self.n) + ones((self.n, self.n))
xtrue = transpose(arange(self.n, 0, -1) * (1 + 1j))
b = aslinearoperator(A).matvec(xtrue)
x = lsmr(A, b)[0]
assert norm(x - xtrue) == pytest.approx(0, abs=1e-5)
def testColumnB(self):
A = eye(self.n)
b = ones((self.n, 1))
x = lsmr(A, b)[0]
assert norm(A.dot(x) - b.ravel()) == pytest.approx(0)
def testInitialization(self):
# Test that the default setting is not modified
x_ref, _, itn_ref, normr_ref, *_ = lsmr(G, b)
assert_allclose(norm(b - G@x_ref), normr_ref, atol=1e-6)
# Test passing zeros yields similar result
x0 = zeros(b.shape)
x = lsmr(G, b, x0=x0)[0]
assert_allclose(x, x_ref)
# Test warm-start with single iteration
x0 = lsmr(G, b, maxiter=1)[0]
x, _, itn, normr, *_ = lsmr(G, b, x0=x0)
assert_allclose(norm(b - G@x), normr, atol=1e-6)
# NOTE(gh-12139): This doesn't always converge to the same value as
# ref because error estimates will be slightly different when calculated
# from zeros vs x0 as a result only compare norm and itn (not x).
# x generally converges 1 iteration faster because it started at x0.
# itn == itn_ref means that lsmr(x0) took an extra iteration see above.
# -1 is technically possible but is rare (1 in 100000) so it's more
# likely to be an error elsewhere.
assert itn - itn_ref in (0, 1)
# If an extra iteration is performed normr may be 0, while normr_ref
# may be much larger.
assert normr < normr_ref * (1 + 1e-6)
class TestLSMRReturns:
def setup_method(self):
self.n = 10
self.A = lowerBidiagonalMatrix(20, self.n)
self.xtrue = transpose(arange(self.n, 0, -1))
self.Afun = aslinearoperator(self.A)
self.b = self.Afun.matvec(self.xtrue)
self.x0 = ones(self.n)
self.x00 = self.x0.copy()
self.returnValues = lsmr(self.A, self.b)
self.returnValuesX0 = lsmr(self.A, self.b, x0=self.x0)
def test_unchanged_x0(self):
x, istop, itn, normr, normar, normA, condA, normx = self.returnValuesX0
assert_allclose(self.x00, self.x0)
def testNormr(self):
x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
assert norm(self.b - self.Afun.matvec(x)) == pytest.approx(normr)
def testNormar(self):
x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
assert (norm(self.Afun.rmatvec(self.b - self.Afun.matvec(x)))
== pytest.approx(normar))
def testNormx(self):
x, istop, itn, normr, normar, normA, condA, normx = self.returnValues
assert norm(x) == pytest.approx(normx)
def lowerBidiagonalMatrix(m, n):
# This is a simple example for testing LSMR.
# It uses the leading m*n submatrix from
# A = [ 1
# 1 2
# 2 3
# 3 4
# ...
# n ]
# suitably padded by zeros.
#
# 04 Jun 2010: First version for distribution with lsmr.py
if m <= n:
row = hstack((arange(m, dtype=int),
arange(1, m, dtype=int)))
col = hstack((arange(m, dtype=int),
arange(m-1, dtype=int)))
data = hstack((arange(1, m+1, dtype=float),
arange(1,m, dtype=float)))
return coo_matrix((data, (row, col)), shape=(m,n))
else:
row = hstack((arange(n, dtype=int),
arange(1, n+1, dtype=int)))
col = hstack((arange(n, dtype=int),
arange(n, dtype=int)))
data = hstack((arange(1, n+1, dtype=float),
arange(1,n+1, dtype=float)))
return coo_matrix((data,(row, col)), shape=(m,n))

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import numpy as np
from numpy.testing import assert_allclose, assert_array_equal, assert_equal
import pytest
import scipy.sparse
import scipy.sparse.linalg
from scipy.sparse.linalg import lsqr
# Set up a test problem
n = 35
G = np.eye(n)
normal = np.random.normal
norm = np.linalg.norm
for jj in range(5):
gg = normal(size=n)
hh = gg * gg.T
G += (hh + hh.T) * 0.5
G += normal(size=n) * normal(size=n)
b = normal(size=n)
# tolerance for atol/btol keywords of lsqr()
tol = 2e-10
# tolerances for testing the results of the lsqr() call with assert_allclose
# These tolerances are a bit fragile - see discussion in gh-15301.
atol_test = 4e-10
rtol_test = 2e-8
show = False
maxit = None
def test_lsqr_basic():
b_copy = b.copy()
xo, *_ = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit)
assert_array_equal(b_copy, b)
svx = np.linalg.solve(G, b)
assert_allclose(xo, svx, atol=atol_test, rtol=rtol_test)
# Now the same but with damp > 0.
# This is equivalent to solving the extended system:
# ( G ) @ x = ( b )
# ( damp*I ) ( 0 )
damp = 1.5
xo, *_ = lsqr(
G, b, damp=damp, show=show, atol=tol, btol=tol, iter_lim=maxit)
Gext = np.r_[G, damp * np.eye(G.shape[1])]
bext = np.r_[b, np.zeros(G.shape[1])]
svx, *_ = np.linalg.lstsq(Gext, bext, rcond=None)
assert_allclose(xo, svx, atol=atol_test, rtol=rtol_test)
def test_gh_2466():
row = np.array([0, 0])
col = np.array([0, 1])
val = np.array([1, -1])
A = scipy.sparse.coo_matrix((val, (row, col)), shape=(1, 2))
b = np.asarray([4])
lsqr(A, b)
def test_well_conditioned_problems():
# Test that sparse the lsqr solver returns the right solution
# on various problems with different random seeds.
# This is a non-regression test for a potential ZeroDivisionError
# raised when computing the `test2` & `test3` convergence conditions.
n = 10
A_sparse = scipy.sparse.eye(n, n)
A_dense = A_sparse.toarray()
with np.errstate(invalid='raise'):
for seed in range(30):
rng = np.random.RandomState(seed + 10)
beta = rng.rand(n)
beta[beta == 0] = 0.00001 # ensure that all the betas are not null
b = A_sparse @ beta[:, np.newaxis]
output = lsqr(A_sparse, b, show=show)
# Check that the termination condition corresponds to an approximate
# solution to Ax = b
assert_equal(output[1], 1)
solution = output[0]
# Check that we recover the ground truth solution
assert_allclose(solution, beta)
# Sanity check: compare to the dense array solver
reference_solution = np.linalg.solve(A_dense, b).ravel()
assert_allclose(solution, reference_solution)
def test_b_shapes():
# Test b being a scalar.
A = np.array([[1.0, 2.0]])
b = 3.0
x = lsqr(A, b)[0]
assert norm(A.dot(x) - b) == pytest.approx(0)
# Test b being a column vector.
A = np.eye(10)
b = np.ones((10, 1))
x = lsqr(A, b)[0]
assert norm(A.dot(x) - b.ravel()) == pytest.approx(0)
def test_initialization():
# Test the default setting is the same as zeros
b_copy = b.copy()
x_ref = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit)
x0 = np.zeros(x_ref[0].shape)
x = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit, x0=x0)
assert_array_equal(b_copy, b)
assert_allclose(x_ref[0], x[0])
# Test warm-start with single iteration
x0 = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=1)[0]
x = lsqr(G, b, show=show, atol=tol, btol=tol, iter_lim=maxit, x0=x0)
assert_allclose(x_ref[0], x[0])
assert_array_equal(b_copy, b)

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import numpy as np
from numpy.linalg import norm
from numpy.testing import assert_equal, assert_allclose, assert_
from scipy.sparse.linalg._isolve import minres
from pytest import raises as assert_raises
def get_sample_problem():
# A random 10 x 10 symmetric matrix
np.random.seed(1234)
matrix = np.random.rand(10, 10)
matrix = matrix + matrix.T
# A random vector of length 10
vector = np.random.rand(10)
return matrix, vector
def test_singular():
A, b = get_sample_problem()
A[0, ] = 0
b[0] = 0
xp, info = minres(A, b)
assert_equal(info, 0)
assert norm(A @ xp - b) <= 1e-5 * norm(b)
def test_x0_is_used_by():
A, b = get_sample_problem()
# Random x0 to feed minres
np.random.seed(12345)
x0 = np.random.rand(10)
trace = []
def trace_iterates(xk):
trace.append(xk)
minres(A, b, x0=x0, callback=trace_iterates)
trace_with_x0 = trace
trace = []
minres(A, b, callback=trace_iterates)
assert_(not np.array_equal(trace_with_x0[0], trace[0]))
def test_shift():
A, b = get_sample_problem()
shift = 0.5
shifted_A = A - shift * np.eye(10)
x1, info1 = minres(A, b, shift=shift)
x2, info2 = minres(shifted_A, b)
assert_equal(info1, 0)
assert_allclose(x1, x2, rtol=1e-5)
def test_asymmetric_fail():
"""Asymmetric matrix should raise `ValueError` when check=True"""
A, b = get_sample_problem()
A[1, 2] = 1
A[2, 1] = 2
with assert_raises(ValueError):
xp, info = minres(A, b, check=True)
def test_minres_non_default_x0():
np.random.seed(1234)
rtol = 1e-6
a = np.random.randn(5, 5)
a = np.dot(a, a.T)
b = np.random.randn(5)
c = np.random.randn(5)
x = minres(a, b, x0=c, rtol=rtol)[0]
assert norm(a @ x - b) <= rtol * norm(b)
def test_minres_precond_non_default_x0():
np.random.seed(12345)
rtol = 1e-6
a = np.random.randn(5, 5)
a = np.dot(a, a.T)
b = np.random.randn(5)
c = np.random.randn(5)
m = np.random.randn(5, 5)
m = np.dot(m, m.T)
x = minres(a, b, M=m, x0=c, rtol=rtol)[0]
assert norm(a @ x - b) <= rtol * norm(b)
def test_minres_precond_exact_x0():
np.random.seed(1234)
rtol = 1e-6
a = np.eye(10)
b = np.ones(10)
c = np.ones(10)
m = np.random.randn(10, 10)
m = np.dot(m, m.T)
x = minres(a, b, M=m, x0=c, rtol=rtol)[0]
assert norm(a @ x - b) <= rtol * norm(b)

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import numpy as np
from pytest import raises as assert_raises
import scipy.sparse.linalg._isolve.utils as utils
def test_make_system_bad_shape():
assert_raises(ValueError,
utils.make_system, np.zeros((5,3)), None, np.zeros(4), np.zeros(4))

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import numpy as np
from .iterative import _get_atol_rtol
from .utils import make_system
__all__ = ['tfqmr']
def tfqmr(A, b, x0=None, *, rtol=1e-5, atol=0., maxiter=None, M=None,
callback=None, show=False):
"""
Use Transpose-Free Quasi-Minimal Residual iteration to solve ``Ax = b``.
Parameters
----------
A : {sparse matrix, ndarray, LinearOperator}
The real or complex N-by-N matrix of the linear system.
Alternatively, `A` can be a linear operator which can
produce ``Ax`` using, e.g.,
`scipy.sparse.linalg.LinearOperator`.
b : {ndarray}
Right hand side of the linear system. Has shape (N,) or (N,1).
x0 : {ndarray}
Starting guess for the solution.
rtol, atol : float, optional
Parameters for the convergence test. For convergence,
``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied.
The default is ``rtol=1e-5``, the default for ``atol`` is ``0.0``.
maxiter : int, optional
Maximum number of iterations. Iteration will stop after maxiter
steps even if the specified tolerance has not been achieved.
Default is ``min(10000, ndofs * 10)``, where ``ndofs = A.shape[0]``.
M : {sparse matrix, ndarray, LinearOperator}
Inverse of the preconditioner of A. M should approximate the
inverse of A and be easy to solve for (see Notes). Effective
preconditioning dramatically improves the rate of convergence,
which implies that fewer iterations are needed to reach a given
error tolerance. By default, no preconditioner is used.
callback : function, optional
User-supplied function to call after each iteration. It is called
as `callback(xk)`, where `xk` is the current solution vector.
show : bool, optional
Specify ``show = True`` to show the convergence, ``show = False`` is
to close the output of the convergence.
Default is `False`.
Returns
-------
x : ndarray
The converged solution.
info : int
Provides convergence information:
- 0 : successful exit
- >0 : convergence to tolerance not achieved, number of iterations
- <0 : illegal input or breakdown
Notes
-----
The Transpose-Free QMR algorithm is derived from the CGS algorithm.
However, unlike CGS, the convergence curves for the TFQMR method is
smoothed by computing a quasi minimization of the residual norm. The
implementation supports left preconditioner, and the "residual norm"
to compute in convergence criterion is actually an upper bound on the
actual residual norm ``||b - Axk||``.
References
----------
.. [1] R. W. Freund, A Transpose-Free Quasi-Minimal Residual Algorithm for
Non-Hermitian Linear Systems, SIAM J. Sci. Comput., 14(2), 470-482,
1993.
.. [2] Y. Saad, Iterative Methods for Sparse Linear Systems, 2nd edition,
SIAM, Philadelphia, 2003.
.. [3] C. T. Kelley, Iterative Methods for Linear and Nonlinear Equations,
number 16 in Frontiers in Applied Mathematics, SIAM, Philadelphia,
1995.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import tfqmr
>>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
>>> b = np.array([2, 4, -1], dtype=float)
>>> x, exitCode = tfqmr(A, b, atol=0.0)
>>> print(exitCode) # 0 indicates successful convergence
0
>>> np.allclose(A.dot(x), b)
True
"""
# Check data type
dtype = A.dtype
if np.issubdtype(dtype, np.int64):
dtype = float
A = A.astype(dtype)
if np.issubdtype(b.dtype, np.int64):
b = b.astype(dtype)
A, M, x, b, postprocess = make_system(A, M, x0, b)
# Check if the R.H.S is a zero vector
if np.linalg.norm(b) == 0.:
x = b.copy()
return (postprocess(x), 0)
ndofs = A.shape[0]
if maxiter is None:
maxiter = min(10000, ndofs * 10)
if x0 is None:
r = b.copy()
else:
r = b - A.matvec(x)
u = r
w = r.copy()
# Take rstar as b - Ax0, that is rstar := r = b - Ax0 mathematically
rstar = r
v = M.matvec(A.matvec(r))
uhat = v
d = theta = eta = 0.
# at this point we know rstar == r, so rho is always real
rho = np.inner(rstar.conjugate(), r).real
rhoLast = rho
r0norm = np.sqrt(rho)
tau = r0norm
if r0norm == 0:
return (postprocess(x), 0)
# we call this to get the right atol and raise errors as necessary
atol, _ = _get_atol_rtol('tfqmr', r0norm, atol, rtol)
for iter in range(maxiter):
even = iter % 2 == 0
if (even):
vtrstar = np.inner(rstar.conjugate(), v)
# Check breakdown
if vtrstar == 0.:
return (postprocess(x), -1)
alpha = rho / vtrstar
uNext = u - alpha * v # [1]-(5.6)
w -= alpha * uhat # [1]-(5.8)
d = u + (theta**2 / alpha) * eta * d # [1]-(5.5)
# [1]-(5.2)
theta = np.linalg.norm(w) / tau
c = np.sqrt(1. / (1 + theta**2))
tau *= theta * c
# Calculate step and direction [1]-(5.4)
eta = (c**2) * alpha
z = M.matvec(d)
x += eta * z
if callback is not None:
callback(x)
# Convergence criterion
if tau * np.sqrt(iter+1) < atol:
if (show):
print("TFQMR: Linear solve converged due to reach TOL "
f"iterations {iter+1}")
return (postprocess(x), 0)
if (not even):
# [1]-(5.7)
rho = np.inner(rstar.conjugate(), w)
beta = rho / rhoLast
u = w + beta * u
v = beta * uhat + (beta**2) * v
uhat = M.matvec(A.matvec(u))
v += uhat
else:
uhat = M.matvec(A.matvec(uNext))
u = uNext
rhoLast = rho
if (show):
print("TFQMR: Linear solve not converged due to reach MAXIT "
f"iterations {iter+1}")
return (postprocess(x), maxiter)

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__docformat__ = "restructuredtext en"
__all__ = []
from numpy import asanyarray, asarray, array, zeros
from scipy.sparse.linalg._interface import aslinearoperator, LinearOperator, \
IdentityOperator
_coerce_rules = {('f','f'):'f', ('f','d'):'d', ('f','F'):'F',
('f','D'):'D', ('d','f'):'d', ('d','d'):'d',
('d','F'):'D', ('d','D'):'D', ('F','f'):'F',
('F','d'):'D', ('F','F'):'F', ('F','D'):'D',
('D','f'):'D', ('D','d'):'D', ('D','F'):'D',
('D','D'):'D'}
def coerce(x,y):
if x not in 'fdFD':
x = 'd'
if y not in 'fdFD':
y = 'd'
return _coerce_rules[x,y]
def id(x):
return x
def make_system(A, M, x0, b):
"""Make a linear system Ax=b
Parameters
----------
A : LinearOperator
sparse or dense matrix (or any valid input to aslinearoperator)
M : {LinearOperator, Nones}
preconditioner
sparse or dense matrix (or any valid input to aslinearoperator)
x0 : {array_like, str, None}
initial guess to iterative method.
``x0 = 'Mb'`` means using the nonzero initial guess ``M @ b``.
Default is `None`, which means using the zero initial guess.
b : array_like
right hand side
Returns
-------
(A, M, x, b, postprocess)
A : LinearOperator
matrix of the linear system
M : LinearOperator
preconditioner
x : rank 1 ndarray
initial guess
b : rank 1 ndarray
right hand side
postprocess : function
converts the solution vector to the appropriate
type and dimensions (e.g. (N,1) matrix)
"""
A_ = A
A = aslinearoperator(A)
if A.shape[0] != A.shape[1]:
raise ValueError(f'expected square matrix, but got shape={(A.shape,)}')
N = A.shape[0]
b = asanyarray(b)
if not (b.shape == (N,1) or b.shape == (N,)):
raise ValueError(f'shapes of A {A.shape} and b {b.shape} are '
'incompatible')
if b.dtype.char not in 'fdFD':
b = b.astype('d') # upcast non-FP types to double
def postprocess(x):
return x
if hasattr(A,'dtype'):
xtype = A.dtype.char
else:
xtype = A.matvec(b).dtype.char
xtype = coerce(xtype, b.dtype.char)
b = asarray(b,dtype=xtype) # make b the same type as x
b = b.ravel()
# process preconditioner
if M is None:
if hasattr(A_,'psolve'):
psolve = A_.psolve
else:
psolve = id
if hasattr(A_,'rpsolve'):
rpsolve = A_.rpsolve
else:
rpsolve = id
if psolve is id and rpsolve is id:
M = IdentityOperator(shape=A.shape, dtype=A.dtype)
else:
M = LinearOperator(A.shape, matvec=psolve, rmatvec=rpsolve,
dtype=A.dtype)
else:
M = aslinearoperator(M)
if A.shape != M.shape:
raise ValueError('matrix and preconditioner have different shapes')
# set initial guess
if x0 is None:
x = zeros(N, dtype=xtype)
elif isinstance(x0, str):
if x0 == 'Mb': # use nonzero initial guess ``M @ b``
bCopy = b.copy()
x = M.matvec(bCopy)
else:
x = array(x0, dtype=xtype)
if not (x.shape == (N, 1) or x.shape == (N,)):
raise ValueError(f'shapes of A {A.shape} and '
f'x0 {x.shape} are incompatible')
x = x.ravel()
return A, M, x, b, postprocess

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"""
Sparse matrix functions
"""
#
# Authors: Travis Oliphant, March 2002
# Anthony Scopatz, August 2012 (Sparse Updates)
# Jake Vanderplas, August 2012 (Sparse Updates)
#
__all__ = ['expm', 'inv', 'matrix_power']
import numpy as np
from scipy.linalg._basic import solve, solve_triangular
from scipy.sparse._base import issparse
from scipy.sparse.linalg import spsolve
from scipy.sparse._sputils import is_pydata_spmatrix, isintlike
import scipy.sparse
import scipy.sparse.linalg
from scipy.sparse.linalg._interface import LinearOperator
from scipy.sparse._construct import eye
from ._expm_multiply import _ident_like, _exact_1_norm as _onenorm
UPPER_TRIANGULAR = 'upper_triangular'
def inv(A):
"""
Compute the inverse of a sparse matrix
Parameters
----------
A : (M, M) sparse matrix
square matrix to be inverted
Returns
-------
Ainv : (M, M) sparse matrix
inverse of `A`
Notes
-----
This computes the sparse inverse of `A`. If the inverse of `A` is expected
to be non-sparse, it will likely be faster to convert `A` to dense and use
`scipy.linalg.inv`.
Examples
--------
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import inv
>>> A = csc_matrix([[1., 0.], [1., 2.]])
>>> Ainv = inv(A)
>>> Ainv
<Compressed Sparse Column sparse matrix of dtype 'float64'
with 3 stored elements and shape (2, 2)>
>>> A.dot(Ainv)
<Compressed Sparse Column sparse matrix of dtype 'float64'
with 2 stored elements and shape (2, 2)>
>>> A.dot(Ainv).toarray()
array([[ 1., 0.],
[ 0., 1.]])
.. versionadded:: 0.12.0
"""
# Check input
if not (scipy.sparse.issparse(A) or is_pydata_spmatrix(A)):
raise TypeError('Input must be a sparse matrix')
# Use sparse direct solver to solve "AX = I" accurately
I = _ident_like(A)
Ainv = spsolve(A, I)
return Ainv
def _onenorm_matrix_power_nnm(A, p):
"""
Compute the 1-norm of a non-negative integer power of a non-negative matrix.
Parameters
----------
A : a square ndarray or matrix or sparse matrix
Input matrix with non-negative entries.
p : non-negative integer
The power to which the matrix is to be raised.
Returns
-------
out : float
The 1-norm of the matrix power p of A.
"""
# Check input
if int(p) != p or p < 0:
raise ValueError('expected non-negative integer p')
p = int(p)
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected A to be like a square matrix')
# Explicitly make a column vector so that this works when A is a
# numpy matrix (in addition to ndarray and sparse matrix).
v = np.ones((A.shape[0], 1), dtype=float)
M = A.T
for i in range(p):
v = M.dot(v)
return np.max(v)
def _is_upper_triangular(A):
# This function could possibly be of wider interest.
if issparse(A):
lower_part = scipy.sparse.tril(A, -1)
# Check structural upper triangularity,
# then coincidental upper triangularity if needed.
return lower_part.nnz == 0 or lower_part.count_nonzero() == 0
elif is_pydata_spmatrix(A):
import sparse
lower_part = sparse.tril(A, -1)
return lower_part.nnz == 0
else:
return not np.tril(A, -1).any()
def _smart_matrix_product(A, B, alpha=None, structure=None):
"""
A matrix product that knows about sparse and structured matrices.
Parameters
----------
A : 2d ndarray
First matrix.
B : 2d ndarray
Second matrix.
alpha : float
The matrix product will be scaled by this constant.
structure : str, optional
A string describing the structure of both matrices `A` and `B`.
Only `upper_triangular` is currently supported.
Returns
-------
M : 2d ndarray
Matrix product of A and B.
"""
if len(A.shape) != 2:
raise ValueError('expected A to be a rectangular matrix')
if len(B.shape) != 2:
raise ValueError('expected B to be a rectangular matrix')
f = None
if structure == UPPER_TRIANGULAR:
if (not issparse(A) and not issparse(B)
and not is_pydata_spmatrix(A) and not is_pydata_spmatrix(B)):
f, = scipy.linalg.get_blas_funcs(('trmm',), (A, B))
if f is not None:
if alpha is None:
alpha = 1.
out = f(alpha, A, B)
else:
if alpha is None:
out = A.dot(B)
else:
out = alpha * A.dot(B)
return out
class MatrixPowerOperator(LinearOperator):
def __init__(self, A, p, structure=None):
if A.ndim != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected A to be like a square matrix')
if p < 0:
raise ValueError('expected p to be a non-negative integer')
self._A = A
self._p = p
self._structure = structure
self.dtype = A.dtype
self.ndim = A.ndim
self.shape = A.shape
def _matvec(self, x):
for i in range(self._p):
x = self._A.dot(x)
return x
def _rmatvec(self, x):
A_T = self._A.T
x = x.ravel()
for i in range(self._p):
x = A_T.dot(x)
return x
def _matmat(self, X):
for i in range(self._p):
X = _smart_matrix_product(self._A, X, structure=self._structure)
return X
@property
def T(self):
return MatrixPowerOperator(self._A.T, self._p)
class ProductOperator(LinearOperator):
"""
For now, this is limited to products of multiple square matrices.
"""
def __init__(self, *args, **kwargs):
self._structure = kwargs.get('structure', None)
for A in args:
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError(
'For now, the ProductOperator implementation is '
'limited to the product of multiple square matrices.')
if args:
n = args[0].shape[0]
for A in args:
for d in A.shape:
if d != n:
raise ValueError(
'The square matrices of the ProductOperator '
'must all have the same shape.')
self.shape = (n, n)
self.ndim = len(self.shape)
self.dtype = np.result_type(*[x.dtype for x in args])
self._operator_sequence = args
def _matvec(self, x):
for A in reversed(self._operator_sequence):
x = A.dot(x)
return x
def _rmatvec(self, x):
x = x.ravel()
for A in self._operator_sequence:
x = A.T.dot(x)
return x
def _matmat(self, X):
for A in reversed(self._operator_sequence):
X = _smart_matrix_product(A, X, structure=self._structure)
return X
@property
def T(self):
T_args = [A.T for A in reversed(self._operator_sequence)]
return ProductOperator(*T_args)
def _onenormest_matrix_power(A, p,
t=2, itmax=5, compute_v=False, compute_w=False, structure=None):
"""
Efficiently estimate the 1-norm of A^p.
Parameters
----------
A : ndarray
Matrix whose 1-norm of a power is to be computed.
p : int
Non-negative integer power.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
Larger values take longer and use more memory
but give more accurate output.
itmax : int, optional
Use at most this many iterations.
compute_v : bool, optional
Request a norm-maximizing linear operator input vector if True.
compute_w : bool, optional
Request a norm-maximizing linear operator output vector if True.
Returns
-------
est : float
An underestimate of the 1-norm of the sparse matrix.
v : ndarray, optional
The vector such that ||Av||_1 == est*||v||_1.
It can be thought of as an input to the linear operator
that gives an output with particularly large norm.
w : ndarray, optional
The vector Av which has relatively large 1-norm.
It can be thought of as an output of the linear operator
that is relatively large in norm compared to the input.
"""
return scipy.sparse.linalg.onenormest(
MatrixPowerOperator(A, p, structure=structure))
def _onenormest_product(operator_seq,
t=2, itmax=5, compute_v=False, compute_w=False, structure=None):
"""
Efficiently estimate the 1-norm of the matrix product of the args.
Parameters
----------
operator_seq : linear operator sequence
Matrices whose 1-norm of product is to be computed.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
Larger values take longer and use more memory
but give more accurate output.
itmax : int, optional
Use at most this many iterations.
compute_v : bool, optional
Request a norm-maximizing linear operator input vector if True.
compute_w : bool, optional
Request a norm-maximizing linear operator output vector if True.
structure : str, optional
A string describing the structure of all operators.
Only `upper_triangular` is currently supported.
Returns
-------
est : float
An underestimate of the 1-norm of the sparse matrix.
v : ndarray, optional
The vector such that ||Av||_1 == est*||v||_1.
It can be thought of as an input to the linear operator
that gives an output with particularly large norm.
w : ndarray, optional
The vector Av which has relatively large 1-norm.
It can be thought of as an output of the linear operator
that is relatively large in norm compared to the input.
"""
return scipy.sparse.linalg.onenormest(
ProductOperator(*operator_seq, structure=structure))
class _ExpmPadeHelper:
"""
Help lazily evaluate a matrix exponential.
The idea is to not do more work than we need for high expm precision,
so we lazily compute matrix powers and store or precompute
other properties of the matrix.
"""
def __init__(self, A, structure=None, use_exact_onenorm=False):
"""
Initialize the object.
Parameters
----------
A : a dense or sparse square numpy matrix or ndarray
The matrix to be exponentiated.
structure : str, optional
A string describing the structure of matrix `A`.
Only `upper_triangular` is currently supported.
use_exact_onenorm : bool, optional
If True then only the exact one-norm of matrix powers and products
will be used. Otherwise, the one-norm of powers and products
may initially be estimated.
"""
self.A = A
self._A2 = None
self._A4 = None
self._A6 = None
self._A8 = None
self._A10 = None
self._d4_exact = None
self._d6_exact = None
self._d8_exact = None
self._d10_exact = None
self._d4_approx = None
self._d6_approx = None
self._d8_approx = None
self._d10_approx = None
self.ident = _ident_like(A)
self.structure = structure
self.use_exact_onenorm = use_exact_onenorm
@property
def A2(self):
if self._A2 is None:
self._A2 = _smart_matrix_product(
self.A, self.A, structure=self.structure)
return self._A2
@property
def A4(self):
if self._A4 is None:
self._A4 = _smart_matrix_product(
self.A2, self.A2, structure=self.structure)
return self._A4
@property
def A6(self):
if self._A6 is None:
self._A6 = _smart_matrix_product(
self.A4, self.A2, structure=self.structure)
return self._A6
@property
def A8(self):
if self._A8 is None:
self._A8 = _smart_matrix_product(
self.A6, self.A2, structure=self.structure)
return self._A8
@property
def A10(self):
if self._A10 is None:
self._A10 = _smart_matrix_product(
self.A4, self.A6, structure=self.structure)
return self._A10
@property
def d4_tight(self):
if self._d4_exact is None:
self._d4_exact = _onenorm(self.A4)**(1/4.)
return self._d4_exact
@property
def d6_tight(self):
if self._d6_exact is None:
self._d6_exact = _onenorm(self.A6)**(1/6.)
return self._d6_exact
@property
def d8_tight(self):
if self._d8_exact is None:
self._d8_exact = _onenorm(self.A8)**(1/8.)
return self._d8_exact
@property
def d10_tight(self):
if self._d10_exact is None:
self._d10_exact = _onenorm(self.A10)**(1/10.)
return self._d10_exact
@property
def d4_loose(self):
if self.use_exact_onenorm:
return self.d4_tight
if self._d4_exact is not None:
return self._d4_exact
else:
if self._d4_approx is None:
self._d4_approx = _onenormest_matrix_power(self.A2, 2,
structure=self.structure)**(1/4.)
return self._d4_approx
@property
def d6_loose(self):
if self.use_exact_onenorm:
return self.d6_tight
if self._d6_exact is not None:
return self._d6_exact
else:
if self._d6_approx is None:
self._d6_approx = _onenormest_matrix_power(self.A2, 3,
structure=self.structure)**(1/6.)
return self._d6_approx
@property
def d8_loose(self):
if self.use_exact_onenorm:
return self.d8_tight
if self._d8_exact is not None:
return self._d8_exact
else:
if self._d8_approx is None:
self._d8_approx = _onenormest_matrix_power(self.A4, 2,
structure=self.structure)**(1/8.)
return self._d8_approx
@property
def d10_loose(self):
if self.use_exact_onenorm:
return self.d10_tight
if self._d10_exact is not None:
return self._d10_exact
else:
if self._d10_approx is None:
self._d10_approx = _onenormest_product((self.A4, self.A6),
structure=self.structure)**(1/10.)
return self._d10_approx
def pade3(self):
b = (120., 60., 12., 1.)
U = _smart_matrix_product(self.A,
b[3]*self.A2 + b[1]*self.ident,
structure=self.structure)
V = b[2]*self.A2 + b[0]*self.ident
return U, V
def pade5(self):
b = (30240., 15120., 3360., 420., 30., 1.)
U = _smart_matrix_product(self.A,
b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident,
structure=self.structure)
V = b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident
return U, V
def pade7(self):
b = (17297280., 8648640., 1995840., 277200., 25200., 1512., 56., 1.)
U = _smart_matrix_product(self.A,
b[7]*self.A6 + b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident,
structure=self.structure)
V = b[6]*self.A6 + b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident
return U, V
def pade9(self):
b = (17643225600., 8821612800., 2075673600., 302702400., 30270240.,
2162160., 110880., 3960., 90., 1.)
U = _smart_matrix_product(self.A,
(b[9]*self.A8 + b[7]*self.A6 + b[5]*self.A4 +
b[3]*self.A2 + b[1]*self.ident),
structure=self.structure)
V = (b[8]*self.A8 + b[6]*self.A6 + b[4]*self.A4 +
b[2]*self.A2 + b[0]*self.ident)
return U, V
def pade13_scaled(self, s):
b = (64764752532480000., 32382376266240000., 7771770303897600.,
1187353796428800., 129060195264000., 10559470521600.,
670442572800., 33522128640., 1323241920., 40840800., 960960.,
16380., 182., 1.)
B = self.A * 2**-s
B2 = self.A2 * 2**(-2*s)
B4 = self.A4 * 2**(-4*s)
B6 = self.A6 * 2**(-6*s)
U2 = _smart_matrix_product(B6,
b[13]*B6 + b[11]*B4 + b[9]*B2,
structure=self.structure)
U = _smart_matrix_product(B,
(U2 + b[7]*B6 + b[5]*B4 +
b[3]*B2 + b[1]*self.ident),
structure=self.structure)
V2 = _smart_matrix_product(B6,
b[12]*B6 + b[10]*B4 + b[8]*B2,
structure=self.structure)
V = V2 + b[6]*B6 + b[4]*B4 + b[2]*B2 + b[0]*self.ident
return U, V
def expm(A):
"""
Compute the matrix exponential using Pade approximation.
Parameters
----------
A : (M,M) array_like or sparse matrix
2D Array or Matrix (sparse or dense) to be exponentiated
Returns
-------
expA : (M,M) ndarray
Matrix exponential of `A`
Notes
-----
This is algorithm (6.1) which is a simplification of algorithm (5.1).
.. versionadded:: 0.12.0
References
----------
.. [1] Awad H. Al-Mohy and Nicholas J. Higham (2009)
"A New Scaling and Squaring Algorithm for the Matrix Exponential."
SIAM Journal on Matrix Analysis and Applications.
31 (3). pp. 970-989. ISSN 1095-7162
Examples
--------
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import expm
>>> A = csc_matrix([[1, 0, 0], [0, 2, 0], [0, 0, 3]])
>>> A.toarray()
array([[1, 0, 0],
[0, 2, 0],
[0, 0, 3]], dtype=int64)
>>> Aexp = expm(A)
>>> Aexp
<Compressed Sparse Column sparse matrix of dtype 'float64'
with 3 stored elements and shape (3, 3)>
>>> Aexp.toarray()
array([[ 2.71828183, 0. , 0. ],
[ 0. , 7.3890561 , 0. ],
[ 0. , 0. , 20.08553692]])
"""
return _expm(A, use_exact_onenorm='auto')
def _expm(A, use_exact_onenorm):
# Core of expm, separated to allow testing exact and approximate
# algorithms.
# Avoid indiscriminate asarray() to allow sparse or other strange arrays.
if isinstance(A, (list, tuple, np.matrix)):
A = np.asarray(A)
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected a square matrix')
# gracefully handle size-0 input,
# carefully handling sparse scenario
if A.shape == (0, 0):
out = np.zeros([0, 0], dtype=A.dtype)
if issparse(A) or is_pydata_spmatrix(A):
return A.__class__(out)
return out
# Trivial case
if A.shape == (1, 1):
out = [[np.exp(A[0, 0])]]
# Avoid indiscriminate casting to ndarray to
# allow for sparse or other strange arrays
if issparse(A) or is_pydata_spmatrix(A):
return A.__class__(out)
return np.array(out)
# Ensure input is of float type, to avoid integer overflows etc.
if ((isinstance(A, np.ndarray) or issparse(A) or is_pydata_spmatrix(A))
and not np.issubdtype(A.dtype, np.inexact)):
A = A.astype(float)
# Detect upper triangularity.
structure = UPPER_TRIANGULAR if _is_upper_triangular(A) else None
if use_exact_onenorm == "auto":
# Hardcode a matrix order threshold for exact vs. estimated one-norms.
use_exact_onenorm = A.shape[0] < 200
# Track functions of A to help compute the matrix exponential.
h = _ExpmPadeHelper(
A, structure=structure, use_exact_onenorm=use_exact_onenorm)
# Try Pade order 3.
eta_1 = max(h.d4_loose, h.d6_loose)
if eta_1 < 1.495585217958292e-002 and _ell(h.A, 3) == 0:
U, V = h.pade3()
return _solve_P_Q(U, V, structure=structure)
# Try Pade order 5.
eta_2 = max(h.d4_tight, h.d6_loose)
if eta_2 < 2.539398330063230e-001 and _ell(h.A, 5) == 0:
U, V = h.pade5()
return _solve_P_Q(U, V, structure=structure)
# Try Pade orders 7 and 9.
eta_3 = max(h.d6_tight, h.d8_loose)
if eta_3 < 9.504178996162932e-001 and _ell(h.A, 7) == 0:
U, V = h.pade7()
return _solve_P_Q(U, V, structure=structure)
if eta_3 < 2.097847961257068e+000 and _ell(h.A, 9) == 0:
U, V = h.pade9()
return _solve_P_Q(U, V, structure=structure)
# Use Pade order 13.
eta_4 = max(h.d8_loose, h.d10_loose)
eta_5 = min(eta_3, eta_4)
theta_13 = 4.25
# Choose smallest s>=0 such that 2**(-s) eta_5 <= theta_13
if eta_5 == 0:
# Nilpotent special case
s = 0
else:
s = max(int(np.ceil(np.log2(eta_5 / theta_13))), 0)
s = s + _ell(2**-s * h.A, 13)
U, V = h.pade13_scaled(s)
X = _solve_P_Q(U, V, structure=structure)
if structure == UPPER_TRIANGULAR:
# Invoke Code Fragment 2.1.
X = _fragment_2_1(X, h.A, s)
else:
# X = r_13(A)^(2^s) by repeated squaring.
for i in range(s):
X = X.dot(X)
return X
def _solve_P_Q(U, V, structure=None):
"""
A helper function for expm_2009.
Parameters
----------
U : ndarray
Pade numerator.
V : ndarray
Pade denominator.
structure : str, optional
A string describing the structure of both matrices `U` and `V`.
Only `upper_triangular` is currently supported.
Notes
-----
The `structure` argument is inspired by similar args
for theano and cvxopt functions.
"""
P = U + V
Q = -U + V
if issparse(U) or is_pydata_spmatrix(U):
return spsolve(Q, P)
elif structure is None:
return solve(Q, P)
elif structure == UPPER_TRIANGULAR:
return solve_triangular(Q, P)
else:
raise ValueError('unsupported matrix structure: ' + str(structure))
def _exp_sinch(a, x):
"""
Stably evaluate exp(a)*sinh(x)/x
Notes
-----
The strategy of falling back to a sixth order Taylor expansion
was suggested by the Spallation Neutron Source docs
which was found on the internet by google search.
http://www.ornl.gov/~t6p/resources/xal/javadoc/gov/sns/tools/math/ElementaryFunction.html
The details of the cutoff point and the Horner-like evaluation
was picked without reference to anything in particular.
Note that sinch is not currently implemented in scipy.special,
whereas the "engineer's" definition of sinc is implemented.
The implementation of sinc involves a scaling factor of pi
that distinguishes it from the "mathematician's" version of sinc.
"""
# If x is small then use sixth order Taylor expansion.
# How small is small? I am using the point where the relative error
# of the approximation is less than 1e-14.
# If x is large then directly evaluate sinh(x) / x.
if abs(x) < 0.0135:
x2 = x*x
return np.exp(a) * (1 + (x2/6.)*(1 + (x2/20.)*(1 + (x2/42.))))
else:
return (np.exp(a + x) - np.exp(a - x)) / (2*x)
def _eq_10_42(lam_1, lam_2, t_12):
"""
Equation (10.42) of Functions of Matrices: Theory and Computation.
Notes
-----
This is a helper function for _fragment_2_1 of expm_2009.
Equation (10.42) is on page 251 in the section on Schur algorithms.
In particular, section 10.4.3 explains the Schur-Parlett algorithm.
expm([[lam_1, t_12], [0, lam_1])
=
[[exp(lam_1), t_12*exp((lam_1 + lam_2)/2)*sinch((lam_1 - lam_2)/2)],
[0, exp(lam_2)]
"""
# The plain formula t_12 * (exp(lam_2) - exp(lam_2)) / (lam_2 - lam_1)
# apparently suffers from cancellation, according to Higham's textbook.
# A nice implementation of sinch, defined as sinh(x)/x,
# will apparently work around the cancellation.
a = 0.5 * (lam_1 + lam_2)
b = 0.5 * (lam_1 - lam_2)
return t_12 * _exp_sinch(a, b)
def _fragment_2_1(X, T, s):
"""
A helper function for expm_2009.
Notes
-----
The argument X is modified in-place, but this modification is not the same
as the returned value of the function.
This function also takes pains to do things in ways that are compatible
with sparse matrices, for example by avoiding fancy indexing
and by using methods of the matrices whenever possible instead of
using functions of the numpy or scipy libraries themselves.
"""
# Form X = r_m(2^-s T)
# Replace diag(X) by exp(2^-s diag(T)).
n = X.shape[0]
diag_T = np.ravel(T.diagonal().copy())
# Replace diag(X) by exp(2^-s diag(T)).
scale = 2 ** -s
exp_diag = np.exp(scale * diag_T)
for k in range(n):
X[k, k] = exp_diag[k]
for i in range(s-1, -1, -1):
X = X.dot(X)
# Replace diag(X) by exp(2^-i diag(T)).
scale = 2 ** -i
exp_diag = np.exp(scale * diag_T)
for k in range(n):
X[k, k] = exp_diag[k]
# Replace (first) superdiagonal of X by explicit formula
# for superdiagonal of exp(2^-i T) from Eq (10.42) of
# the author's 2008 textbook
# Functions of Matrices: Theory and Computation.
for k in range(n-1):
lam_1 = scale * diag_T[k]
lam_2 = scale * diag_T[k+1]
t_12 = scale * T[k, k+1]
value = _eq_10_42(lam_1, lam_2, t_12)
X[k, k+1] = value
# Return the updated X matrix.
return X
def _ell(A, m):
"""
A helper function for expm_2009.
Parameters
----------
A : linear operator
A linear operator whose norm of power we care about.
m : int
The power of the linear operator
Returns
-------
value : int
A value related to a bound.
"""
if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
raise ValueError('expected A to be like a square matrix')
# The c_i are explained in (2.2) and (2.6) of the 2005 expm paper.
# They are coefficients of terms of a generating function series expansion.
c_i = {3: 100800.,
5: 10059033600.,
7: 4487938430976000.,
9: 5914384781877411840000.,
13: 113250775606021113483283660800000000.
}
abs_c_recip = c_i[m]
# This is explained after Eq. (1.2) of the 2009 expm paper.
# It is the "unit roundoff" of IEEE double precision arithmetic.
u = 2**-53
# Compute the one-norm of matrix power p of abs(A).
A_abs_onenorm = _onenorm_matrix_power_nnm(abs(A), 2*m + 1)
# Treat zero norm as a special case.
if not A_abs_onenorm:
return 0
alpha = A_abs_onenorm / (_onenorm(A) * abs_c_recip)
log2_alpha_div_u = np.log2(alpha/u)
value = int(np.ceil(log2_alpha_div_u / (2 * m)))
return max(value, 0)
def matrix_power(A, power):
"""
Raise a square matrix to the integer power, `power`.
For non-negative integers, ``A**power`` is computed using repeated
matrix multiplications. Negative integers are not supported.
Parameters
----------
A : (M, M) square sparse array or matrix
sparse array that will be raised to power `power`
power : int
Exponent used to raise sparse array `A`
Returns
-------
A**power : (M, M) sparse array or matrix
The output matrix will be the same shape as A, and will preserve
the class of A, but the format of the output may be changed.
Notes
-----
This uses a recursive implementation of the matrix power. For computing
the matrix power using a reasonably large `power`, this may be less efficient
than computing the product directly, using A @ A @ ... @ A.
This is contingent upon the number of nonzero entries in the matrix.
.. versionadded:: 1.12.0
Examples
--------
>>> from scipy import sparse
>>> A = sparse.csc_array([[0,1,0],[1,0,1],[0,1,0]])
>>> A.todense()
array([[0, 1, 0],
[1, 0, 1],
[0, 1, 0]])
>>> (A @ A).todense()
array([[1, 0, 1],
[0, 2, 0],
[1, 0, 1]])
>>> A2 = sparse.linalg.matrix_power(A, 2)
>>> A2.todense()
array([[1, 0, 1],
[0, 2, 0],
[1, 0, 1]])
>>> A4 = sparse.linalg.matrix_power(A, 4)
>>> A4.todense()
array([[2, 0, 2],
[0, 4, 0],
[2, 0, 2]])
"""
M, N = A.shape
if M != N:
raise TypeError('sparse matrix is not square')
if isintlike(power):
power = int(power)
if power < 0:
raise ValueError('exponent must be >= 0')
if power == 0:
return eye(M, dtype=A.dtype)
if power == 1:
return A.copy()
tmp = matrix_power(A, power // 2)
if power % 2:
return A @ tmp @ tmp
else:
return tmp @ tmp
else:
raise ValueError("exponent must be an integer")

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"""Sparse matrix norms.
"""
import numpy as np
from scipy.sparse import issparse
from scipy.sparse.linalg import svds
import scipy.sparse as sp
from numpy import sqrt, abs
__all__ = ['norm']
def _sparse_frobenius_norm(x):
data = sp._sputils._todata(x)
return np.linalg.norm(data)
def norm(x, ord=None, axis=None):
"""
Norm of a sparse matrix
This function is able to return one of seven different matrix norms,
depending on the value of the ``ord`` parameter.
Parameters
----------
x : a sparse matrix
Input sparse matrix.
ord : {non-zero int, inf, -inf, 'fro'}, optional
Order of the norm (see table under ``Notes``). inf means numpy's
`inf` object.
axis : {int, 2-tuple of ints, None}, optional
If `axis` is an integer, it specifies the axis of `x` along which to
compute the vector norms. If `axis` is a 2-tuple, it specifies the
axes that hold 2-D matrices, and the matrix norms of these matrices
are computed. If `axis` is None then either a vector norm (when `x`
is 1-D) or a matrix norm (when `x` is 2-D) is returned.
Returns
-------
n : float or ndarray
Notes
-----
Some of the ord are not implemented because some associated functions like,
_multi_svd_norm, are not yet available for sparse matrix.
This docstring is modified based on numpy.linalg.norm.
https://github.com/numpy/numpy/blob/main/numpy/linalg/linalg.py
The following norms can be calculated:
===== ============================
ord norm for sparse matrices
===== ============================
None Frobenius norm
'fro' Frobenius norm
inf max(sum(abs(x), axis=1))
-inf min(sum(abs(x), axis=1))
0 abs(x).sum(axis=axis)
1 max(sum(abs(x), axis=0))
-1 min(sum(abs(x), axis=0))
2 Spectral norm (the largest singular value)
-2 Not implemented
other Not implemented
===== ============================
The Frobenius norm is given by [1]_:
:math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
References
----------
.. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
Examples
--------
>>> from scipy.sparse import *
>>> import numpy as np
>>> from scipy.sparse.linalg import norm
>>> a = np.arange(9) - 4
>>> a
array([-4, -3, -2, -1, 0, 1, 2, 3, 4])
>>> b = a.reshape((3, 3))
>>> b
array([[-4, -3, -2],
[-1, 0, 1],
[ 2, 3, 4]])
>>> b = csr_matrix(b)
>>> norm(b)
7.745966692414834
>>> norm(b, 'fro')
7.745966692414834
>>> norm(b, np.inf)
9
>>> norm(b, -np.inf)
2
>>> norm(b, 1)
7
>>> norm(b, -1)
6
The matrix 2-norm or the spectral norm is the largest singular
value, computed approximately and with limitations.
>>> b = diags([-1, 1], [0, 1], shape=(9, 10))
>>> norm(b, 2)
1.9753...
"""
if not issparse(x):
raise TypeError("input is not sparse. use numpy.linalg.norm")
# Check the default case first and handle it immediately.
if axis is None and ord in (None, 'fro', 'f'):
return _sparse_frobenius_norm(x)
# Some norms require functions that are not implemented for all types.
x = x.tocsr()
if axis is None:
axis = (0, 1)
elif not isinstance(axis, tuple):
msg = "'axis' must be None, an integer or a tuple of integers"
try:
int_axis = int(axis)
except TypeError as e:
raise TypeError(msg) from e
if axis != int_axis:
raise TypeError(msg)
axis = (int_axis,)
nd = 2
if len(axis) == 2:
row_axis, col_axis = axis
if not (-nd <= row_axis < nd and -nd <= col_axis < nd):
message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
raise ValueError(message)
if row_axis % nd == col_axis % nd:
raise ValueError('Duplicate axes given.')
if ord == 2:
# Only solver="lobpcg" supports all numpy dtypes
_, s, _ = svds(x, k=1, solver="lobpcg")
return s[0]
elif ord == -2:
raise NotImplementedError
#return _multi_svd_norm(x, row_axis, col_axis, amin)
elif ord == 1:
return abs(x).sum(axis=row_axis).max(axis=col_axis)[0,0]
elif ord == np.inf:
return abs(x).sum(axis=col_axis).max(axis=row_axis)[0,0]
elif ord == -1:
return abs(x).sum(axis=row_axis).min(axis=col_axis)[0,0]
elif ord == -np.inf:
return abs(x).sum(axis=col_axis).min(axis=row_axis)[0,0]
elif ord in (None, 'f', 'fro'):
# The axis order does not matter for this norm.
return _sparse_frobenius_norm(x)
else:
raise ValueError("Invalid norm order for matrices.")
elif len(axis) == 1:
a, = axis
if not (-nd <= a < nd):
message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
raise ValueError(message)
if ord == np.inf:
M = abs(x).max(axis=a)
elif ord == -np.inf:
M = abs(x).min(axis=a)
elif ord == 0:
# Zero norm
M = (x != 0).sum(axis=a)
elif ord == 1:
# special case for speedup
M = abs(x).sum(axis=a)
elif ord in (2, None):
M = sqrt(abs(x).power(2).sum(axis=a))
else:
try:
ord + 1
except TypeError as e:
raise ValueError('Invalid norm order for vectors.') from e
M = np.power(abs(x).power(ord).sum(axis=a), 1 / ord)
if hasattr(M, 'toarray'):
return M.toarray().ravel()
elif hasattr(M, 'A'):
return M.A.ravel()
else:
return M.ravel()
else:
raise ValueError("Improper number of dimensions to norm.")

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"""Sparse block 1-norm estimator.
"""
import numpy as np
from scipy.sparse.linalg import aslinearoperator
__all__ = ['onenormest']
def onenormest(A, t=2, itmax=5, compute_v=False, compute_w=False):
"""
Compute a lower bound of the 1-norm of a sparse matrix.
Parameters
----------
A : ndarray or other linear operator
A linear operator that can be transposed and that can
produce matrix products.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
Larger values take longer and use more memory
but give more accurate output.
itmax : int, optional
Use at most this many iterations.
compute_v : bool, optional
Request a norm-maximizing linear operator input vector if True.
compute_w : bool, optional
Request a norm-maximizing linear operator output vector if True.
Returns
-------
est : float
An underestimate of the 1-norm of the sparse matrix.
v : ndarray, optional
The vector such that ||Av||_1 == est*||v||_1.
It can be thought of as an input to the linear operator
that gives an output with particularly large norm.
w : ndarray, optional
The vector Av which has relatively large 1-norm.
It can be thought of as an output of the linear operator
that is relatively large in norm compared to the input.
Notes
-----
This is algorithm 2.4 of [1].
In [2] it is described as follows.
"This algorithm typically requires the evaluation of
about 4t matrix-vector products and almost invariably
produces a norm estimate (which is, in fact, a lower
bound on the norm) correct to within a factor 3."
.. versionadded:: 0.13.0
References
----------
.. [1] Nicholas J. Higham and Francoise Tisseur (2000),
"A Block Algorithm for Matrix 1-Norm Estimation,
with an Application to 1-Norm Pseudospectra."
SIAM J. Matrix Anal. Appl. Vol. 21, No. 4, pp. 1185-1201.
.. [2] Awad H. Al-Mohy and Nicholas J. Higham (2009),
"A new scaling and squaring algorithm for the matrix exponential."
SIAM J. Matrix Anal. Appl. Vol. 31, No. 3, pp. 970-989.
Examples
--------
>>> import numpy as np
>>> from scipy.sparse import csc_matrix
>>> from scipy.sparse.linalg import onenormest
>>> A = csc_matrix([[1., 0., 0.], [5., 8., 2.], [0., -1., 0.]], dtype=float)
>>> A.toarray()
array([[ 1., 0., 0.],
[ 5., 8., 2.],
[ 0., -1., 0.]])
>>> onenormest(A)
9.0
>>> np.linalg.norm(A.toarray(), ord=1)
9.0
"""
# Check the input.
A = aslinearoperator(A)
if A.shape[0] != A.shape[1]:
raise ValueError('expected the operator to act like a square matrix')
# If the operator size is small compared to t,
# then it is easier to compute the exact norm.
# Otherwise estimate the norm.
n = A.shape[1]
if t >= n:
A_explicit = np.asarray(aslinearoperator(A).matmat(np.identity(n)))
if A_explicit.shape != (n, n):
raise Exception('internal error: ',
'unexpected shape ' + str(A_explicit.shape))
col_abs_sums = abs(A_explicit).sum(axis=0)
if col_abs_sums.shape != (n, ):
raise Exception('internal error: ',
'unexpected shape ' + str(col_abs_sums.shape))
argmax_j = np.argmax(col_abs_sums)
v = elementary_vector(n, argmax_j)
w = A_explicit[:, argmax_j]
est = col_abs_sums[argmax_j]
else:
est, v, w, nmults, nresamples = _onenormest_core(A, A.H, t, itmax)
# Report the norm estimate along with some certificates of the estimate.
if compute_v or compute_w:
result = (est,)
if compute_v:
result += (v,)
if compute_w:
result += (w,)
return result
else:
return est
def _blocked_elementwise(func):
"""
Decorator for an elementwise function, to apply it blockwise along
first dimension, to avoid excessive memory usage in temporaries.
"""
block_size = 2**20
def wrapper(x):
if x.shape[0] < block_size:
return func(x)
else:
y0 = func(x[:block_size])
y = np.zeros((x.shape[0],) + y0.shape[1:], dtype=y0.dtype)
y[:block_size] = y0
del y0
for j in range(block_size, x.shape[0], block_size):
y[j:j+block_size] = func(x[j:j+block_size])
return y
return wrapper
@_blocked_elementwise
def sign_round_up(X):
"""
This should do the right thing for both real and complex matrices.
From Higham and Tisseur:
"Everything in this section remains valid for complex matrices
provided that sign(A) is redefined as the matrix (aij / |aij|)
(and sign(0) = 1) transposes are replaced by conjugate transposes."
"""
Y = X.copy()
Y[Y == 0] = 1
Y /= np.abs(Y)
return Y
@_blocked_elementwise
def _max_abs_axis1(X):
return np.max(np.abs(X), axis=1)
def _sum_abs_axis0(X):
block_size = 2**20
r = None
for j in range(0, X.shape[0], block_size):
y = np.sum(np.abs(X[j:j+block_size]), axis=0)
if r is None:
r = y
else:
r += y
return r
def elementary_vector(n, i):
v = np.zeros(n, dtype=float)
v[i] = 1
return v
def vectors_are_parallel(v, w):
# Columns are considered parallel when they are equal or negative.
# Entries are required to be in {-1, 1},
# which guarantees that the magnitudes of the vectors are identical.
if v.ndim != 1 or v.shape != w.shape:
raise ValueError('expected conformant vectors with entries in {-1,1}')
n = v.shape[0]
return np.dot(v, w) == n
def every_col_of_X_is_parallel_to_a_col_of_Y(X, Y):
for v in X.T:
if not any(vectors_are_parallel(v, w) for w in Y.T):
return False
return True
def column_needs_resampling(i, X, Y=None):
# column i of X needs resampling if either
# it is parallel to a previous column of X or
# it is parallel to a column of Y
n, t = X.shape
v = X[:, i]
if any(vectors_are_parallel(v, X[:, j]) for j in range(i)):
return True
if Y is not None:
if any(vectors_are_parallel(v, w) for w in Y.T):
return True
return False
def resample_column(i, X):
X[:, i] = np.random.randint(0, 2, size=X.shape[0])*2 - 1
def less_than_or_close(a, b):
return np.allclose(a, b) or (a < b)
def _algorithm_2_2(A, AT, t):
"""
This is Algorithm 2.2.
Parameters
----------
A : ndarray or other linear operator
A linear operator that can produce matrix products.
AT : ndarray or other linear operator
The transpose of A.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
Returns
-------
g : sequence
A non-negative decreasing vector
such that g[j] is a lower bound for the 1-norm
of the column of A of jth largest 1-norm.
The first entry of this vector is therefore a lower bound
on the 1-norm of the linear operator A.
This sequence has length t.
ind : sequence
The ith entry of ind is the index of the column A whose 1-norm
is given by g[i].
This sequence of indices has length t, and its entries are
chosen from range(n), possibly with repetition,
where n is the order of the operator A.
Notes
-----
This algorithm is mainly for testing.
It uses the 'ind' array in a way that is similar to
its usage in algorithm 2.4. This algorithm 2.2 may be easier to test,
so it gives a chance of uncovering bugs related to indexing
which could have propagated less noticeably to algorithm 2.4.
"""
A_linear_operator = aslinearoperator(A)
AT_linear_operator = aslinearoperator(AT)
n = A_linear_operator.shape[0]
# Initialize the X block with columns of unit 1-norm.
X = np.ones((n, t))
if t > 1:
X[:, 1:] = np.random.randint(0, 2, size=(n, t-1))*2 - 1
X /= float(n)
# Iteratively improve the lower bounds.
# Track extra things, to assert invariants for debugging.
g_prev = None
h_prev = None
k = 1
ind = range(t)
while True:
Y = np.asarray(A_linear_operator.matmat(X))
g = _sum_abs_axis0(Y)
best_j = np.argmax(g)
g.sort()
g = g[::-1]
S = sign_round_up(Y)
Z = np.asarray(AT_linear_operator.matmat(S))
h = _max_abs_axis1(Z)
# If this algorithm runs for fewer than two iterations,
# then its return values do not have the properties indicated
# in the description of the algorithm.
# In particular, the entries of g are not 1-norms of any
# column of A until the second iteration.
# Therefore we will require the algorithm to run for at least
# two iterations, even though this requirement is not stated
# in the description of the algorithm.
if k >= 2:
if less_than_or_close(max(h), np.dot(Z[:, best_j], X[:, best_j])):
break
ind = np.argsort(h)[::-1][:t]
h = h[ind]
for j in range(t):
X[:, j] = elementary_vector(n, ind[j])
# Check invariant (2.2).
if k >= 2:
if not less_than_or_close(g_prev[0], h_prev[0]):
raise Exception('invariant (2.2) is violated')
if not less_than_or_close(h_prev[0], g[0]):
raise Exception('invariant (2.2) is violated')
# Check invariant (2.3).
if k >= 3:
for j in range(t):
if not less_than_or_close(g[j], g_prev[j]):
raise Exception('invariant (2.3) is violated')
# Update for the next iteration.
g_prev = g
h_prev = h
k += 1
# Return the lower bounds and the corresponding column indices.
return g, ind
def _onenormest_core(A, AT, t, itmax):
"""
Compute a lower bound of the 1-norm of a sparse matrix.
Parameters
----------
A : ndarray or other linear operator
A linear operator that can produce matrix products.
AT : ndarray or other linear operator
The transpose of A.
t : int, optional
A positive parameter controlling the tradeoff between
accuracy versus time and memory usage.
itmax : int, optional
Use at most this many iterations.
Returns
-------
est : float
An underestimate of the 1-norm of the sparse matrix.
v : ndarray, optional
The vector such that ||Av||_1 == est*||v||_1.
It can be thought of as an input to the linear operator
that gives an output with particularly large norm.
w : ndarray, optional
The vector Av which has relatively large 1-norm.
It can be thought of as an output of the linear operator
that is relatively large in norm compared to the input.
nmults : int, optional
The number of matrix products that were computed.
nresamples : int, optional
The number of times a parallel column was observed,
necessitating a re-randomization of the column.
Notes
-----
This is algorithm 2.4.
"""
# This function is a more or less direct translation
# of Algorithm 2.4 from the Higham and Tisseur (2000) paper.
A_linear_operator = aslinearoperator(A)
AT_linear_operator = aslinearoperator(AT)
if itmax < 2:
raise ValueError('at least two iterations are required')
if t < 1:
raise ValueError('at least one column is required')
n = A.shape[0]
if t >= n:
raise ValueError('t should be smaller than the order of A')
# Track the number of big*small matrix multiplications
# and the number of resamplings.
nmults = 0
nresamples = 0
# "We now explain our choice of starting matrix. We take the first
# column of X to be the vector of 1s [...] This has the advantage that
# for a matrix with nonnegative elements the algorithm converges
# with an exact estimate on the second iteration, and such matrices
# arise in applications [...]"
X = np.ones((n, t), dtype=float)
# "The remaining columns are chosen as rand{-1,1},
# with a check for and correction of parallel columns,
# exactly as for S in the body of the algorithm."
if t > 1:
for i in range(1, t):
# These are technically initial samples, not resamples,
# so the resampling count is not incremented.
resample_column(i, X)
for i in range(t):
while column_needs_resampling(i, X):
resample_column(i, X)
nresamples += 1
# "Choose starting matrix X with columns of unit 1-norm."
X /= float(n)
# "indices of used unit vectors e_j"
ind_hist = np.zeros(0, dtype=np.intp)
est_old = 0
S = np.zeros((n, t), dtype=float)
k = 1
ind = None
while True:
Y = np.asarray(A_linear_operator.matmat(X))
nmults += 1
mags = _sum_abs_axis0(Y)
est = np.max(mags)
best_j = np.argmax(mags)
if est > est_old or k == 2:
if k >= 2:
ind_best = ind[best_j]
w = Y[:, best_j]
# (1)
if k >= 2 and est <= est_old:
est = est_old
break
est_old = est
S_old = S
if k > itmax:
break
S = sign_round_up(Y)
del Y
# (2)
if every_col_of_X_is_parallel_to_a_col_of_Y(S, S_old):
break
if t > 1:
# "Ensure that no column of S is parallel to another column of S
# or to a column of S_old by replacing columns of S by rand{-1,1}."
for i in range(t):
while column_needs_resampling(i, S, S_old):
resample_column(i, S)
nresamples += 1
del S_old
# (3)
Z = np.asarray(AT_linear_operator.matmat(S))
nmults += 1
h = _max_abs_axis1(Z)
del Z
# (4)
if k >= 2 and max(h) == h[ind_best]:
break
# "Sort h so that h_first >= ... >= h_last
# and re-order ind correspondingly."
#
# Later on, we will need at most t+len(ind_hist) largest
# entries, so drop the rest
ind = np.argsort(h)[::-1][:t+len(ind_hist)].copy()
del h
if t > 1:
# (5)
# Break if the most promising t vectors have been visited already.
if np.isin(ind[:t], ind_hist).all():
break
# Put the most promising unvisited vectors at the front of the list
# and put the visited vectors at the end of the list.
# Preserve the order of the indices induced by the ordering of h.
seen = np.isin(ind, ind_hist)
ind = np.concatenate((ind[~seen], ind[seen]))
for j in range(t):
X[:, j] = elementary_vector(n, ind[j])
new_ind = ind[:t][~np.isin(ind[:t], ind_hist)]
ind_hist = np.concatenate((ind_hist, new_ind))
k += 1
v = elementary_vector(n, ind_best)
return est, v, w, nmults, nresamples

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