-
Notifications
You must be signed in to change notification settings - Fork 111
/
strength.py
1033 lines (839 loc) · 34.7 KB
/
strength.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
"""
Strength of Connection functions
Requirements for the strength matrix C are:
1) Nonzero diagonal whenever A has a nonzero diagonal
2) Non-negative entries (float or bool) in [0,1]
3) Large entries denoting stronger connections
4) C denotes nodal connections, i.e., if A is an nxn BSR matrix with
row block size of m, then C is (n/m) x (n/m)
"""
from __future__ import print_function
from warnings import warn
import numpy as np
from pyamg.util.utils import scale_rows_by_largest_entry, amalgamate
from scipy import sparse
from pyamg import amg_core
from pyamg.relaxation.relaxation import jacobi
__all__ = ['classical_strength_of_connection',
'symmetric_strength_of_connection',
'evolution_strength_of_connection',
'distance_strength_of_connection',
'algebraic_distance',
'affinity_distance',
# deprecated:
'ode_strength_of_connection']
def distance_strength_of_connection(A, V, theta=2.0, relative_drop=True):
"""
Distance based strength-of-connection
Parameters
----------
A : csr_matrix or bsr_matrix
Square, sparse matrix in CSR or BSR format
V : array
Coordinates of the vertices of the graph of A
relative_drop : bool
If false, then a connection must be within a distance of theta
from a point to be strongly connected.
If true, then the closest connection is always strong, and other points
must be within theta times the smallest distance to be strong
Returns
-------
C : csr_matrix
C(i,j) = distance(point_i, point_j)
Strength of connection matrix where strength values are
distances, i.e. the smaller the value, the stronger the connection.
Sparsity pattern of C is copied from A.
Notes
-----
- theta is a drop tolerance that is applied row-wise
- If a BSR matrix given, then the return matrix is still CSR. The strength
is given between super nodes based on the BSR block size.
Examples
--------
>>> from pyamg.gallery import load_example
>>> from pyamg.strength import distance_strength_of_connection
>>> data = load_example('airfoil')
>>> A = data['A'].tocsr()
>>> S = distance_strength_of_connection(data['A'], data['vertices'])
"""
# Amalgamate for the supernode case
if sparse.isspmatrix_bsr(A):
sn = int(A.shape[0] / A.blocksize[0])
u = np.ones((A.data.shape[0],))
A = sparse.csr_matrix((u, A.indices, A.indptr), shape=(sn, sn))
if not sparse.isspmatrix_csr(A):
warn("Implicit conversion of A to csr", sparse.SparseEfficiencyWarning)
A = sparse.csr_matrix(A)
dim = V.shape[1]
# Create two arrays for differencing the different coordinates such
# that C(i,j) = distance(point_i, point_j)
cols = A.indices
rows = np.repeat(np.arange(A.shape[0]), A.indptr[1:] - A.indptr[0:-1])
# Insert difference for each coordinate into C
C = (V[rows, 0] - V[cols, 0])**2
for d in range(1, dim):
C += (V[rows, d] - V[cols, d])**2
C = np.sqrt(C)
C[C < 1e-6] = 1e-6
C = sparse.csr_matrix((C, A.indices.copy(), A.indptr.copy()),
shape=A.shape)
# Apply drop tolerance
if relative_drop is True:
if theta != np.inf:
amg_core.apply_distance_filter(C.shape[0], theta, C.indptr,
C.indices, C.data)
else:
amg_core.apply_absolute_distance_filter(C.shape[0], theta, C.indptr,
C.indices, C.data)
C.eliminate_zeros()
C = C + sparse.eye(C.shape[0], C.shape[1], format='csr')
# Standardized strength values require small values be weak and large
# values be strong. So, we invert the distances.
C.data = 1.0 / C.data
# Scale C by the largest magnitude entry in each row
C = scale_rows_by_largest_entry(C)
return C
def classical_strength_of_connection(A, theta=0.0, norm='abs'):
"""
Return a strength of connection matrix using the classical AMG measure
An off-diagonal entry A[i,j] is a strong connection iff::
A[i,j] >= theta * max(|A[i,k]|), where k != i (norm='abs')
-A[i,j] >= theta * max(-A[i,k]), where k != i (norm='min')
Parameters
----------
A : csr_matrix or bsr_matrix
Square, sparse matrix in CSR or BSR format
theta : float
Threshold parameter in [0,1].
norm: 'string'
'abs' : to use the absolute value,
'min' : to use the negative value (see above)
Returns
-------
S : csr_matrix
Matrix graph defining strong connections. S[i,j]=1 if vertex i
is strongly influenced by vertex j.
See Also
--------
symmetric_strength_of_connection : symmetric measure used in SA
evolution_strength_of_connection : relaxation based strength measure
Notes
-----
- A symmetric A does not necessarily yield a symmetric strength matrix S
- Calls C++ function classical_strength_of_connection
- The version as implemented is designed form M-matrices. Trottenberg et
al. use max A[i,k] over all negative entries, which is the same. A
positive edge weight never indicates a strong connection.
- See [2000BrHeMc]_ and [2001bTrOoSc]_
References
----------
.. [2000BrHeMc] Briggs, W. L., Henson, V. E., McCormick, S. F., "A multigrid
tutorial", Second edition. Society for Industrial and Applied
Mathematics (SIAM), Philadelphia, PA, 2000. xii+193 pp.
.. [2001bTrOoSc] Trottenberg, U., Oosterlee, C. W., Schuller, A., "Multigrid",
Academic Press, Inc., San Diego, CA, 2001. xvi+631 pp.
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import classical_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = classical_strength_of_connection(A, 0.0)
"""
if sparse.isspmatrix_bsr(A):
blocksize = A.blocksize[0]
else:
blocksize = 1
if not sparse.isspmatrix_csr(A):
warn("Implicit conversion of A to csr", sparse.SparseEfficiencyWarning)
A = sparse.csr_matrix(A)
if (theta < 0 or theta > 1):
raise ValueError('expected theta in [0,1]')
Sp = np.empty_like(A.indptr)
Sj = np.empty_like(A.indices)
Sx = np.empty_like(A.data)
if norm == 'abs':
amg_core.classical_strength_of_connection_abs(A.shape[0], theta,
A.indptr, A.indices, A.data,
Sp, Sj, Sx)
elif norm == 'min':
amg_core.classical_strength_of_connection_min(A.shape[0], theta,
A.indptr, A.indices, A.data,
Sp, Sj, Sx)
else:
raise ValueError('Unknown norm')
S = sparse.csr_matrix((Sx, Sj, Sp), shape=A.shape)
if blocksize > 1:
S = amalgamate(S, blocksize)
# Strength represents "distance", so take the magnitude
S.data = np.abs(S.data)
# Scale S by the largest magnitude entry in each row
S = scale_rows_by_largest_entry(S)
return S
def symmetric_strength_of_connection(A, theta=0):
"""
Compute strength of connection matrix using the standard symmetric measure
An off-diagonal connection A[i,j] is strong iff::
abs(A[i,j]) >= theta * sqrt( abs(A[i,i]) * abs(A[j,j]) )
Parameters
----------
A : csr_matrix
Matrix graph defined in sparse format. Entry A[i,j] describes the
strength of edge [i,j]
theta : float
Threshold parameter (positive).
Returns
-------
S : csr_matrix
Matrix graph defining strong connections. S[i,j]=1 if vertex i
is strongly influenced by vertex j.
See Also
--------
symmetric_strength_of_connection : symmetric measure used in SA
evolution_strength_of_connection : relaxation based strength measure
Notes
-----
- For vector problems, standard strength measures may produce
undesirable aggregates. A "block approach" from Vanek et al. is used
to replace vertex comparisons with block-type comparisons. A
connection between nodes i and j in the block case is strong if::
||AB[i,j]|| >= theta * sqrt( ||AB[i,i]||*||AB[j,j]|| ) where AB[k,l]
is the matrix block (degrees of freedom) associated with nodes k and
l and ||.|| is a matrix norm, such a Frobenius.
- See [1996bVaMaBr]_ for more details.
References
----------
.. [1996bVaMaBr] Vanek, P. and Mandel, J. and Brezina, M.,
"Algebraic Multigrid by Smoothed Aggregation for
Second and Fourth Order Elliptic Problems",
Computing, vol. 56, no. 3, pp. 179--196, 1996.
http://citeseer.ist.psu.edu/vanek96algebraic.html
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import symmetric_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = symmetric_strength_of_connection(A, 0.0)
"""
if theta < 0:
raise ValueError('expected a positive theta')
if sparse.isspmatrix_csr(A):
# if theta == 0:
# return A
Sp = np.empty_like(A.indptr)
Sj = np.empty_like(A.indices)
Sx = np.empty_like(A.data)
fn = amg_core.symmetric_strength_of_connection
fn(A.shape[0], theta, A.indptr, A.indices, A.data, Sp, Sj, Sx)
S = sparse.csr_matrix((Sx, Sj, Sp), shape=A.shape)
elif sparse.isspmatrix_bsr(A):
M, N = A.shape
R, C = A.blocksize
if R != C:
raise ValueError('matrix must have square blocks')
if theta == 0:
data = np.ones(len(A.indices), dtype=A.dtype)
S = sparse.csr_matrix((data, A.indices.copy(), A.indptr.copy()),
shape=(int(M / R), int(N / C)))
else:
# the strength of connection matrix is based on the
# Frobenius norms of the blocks
data = (np.conjugate(A.data) * A.data).reshape(-1, R * C)
data = data.sum(axis=1)
A = sparse.csr_matrix((data, A.indices, A.indptr),
shape=(int(M / R), int(N / C)))
return symmetric_strength_of_connection(A, theta)
else:
raise TypeError('expected csr_matrix or bsr_matrix')
# Strength represents "distance", so take the magnitude
S.data = np.abs(S.data)
# Scale S by the largest magnitude entry in each row
S = scale_rows_by_largest_entry(S)
return S
def energy_based_strength_of_connection(A, theta=0.0, k=2):
"""
Compute a strength of connection matrix using an energy-based measure.
Parameters
----------
A : {sparse-matrix}
matrix from which to generate strength of connection information
theta : {float}
Threshold parameter in [0,1]
k : {int}
Number of relaxation steps used to generate strength information
Returns
-------
S : {csr_matrix}
Matrix graph defining strong connections. The sparsity pattern
of S matches that of A. For BSR matrices, S is a reduced strength
of connection matrix that describes connections between supernodes.
Notes
-----
This method relaxes with weighted-Jacobi in order to approximate the
matrix inverse. A normalized change of energy is then used to define
point-wise strength of connection values. Specifically, let v be the
approximation to the i-th column of the inverse, then
(S_ij)^2 = <v_j, v_j>_A / <v, v>_A,
where v_j = v, such that entry j in v has been zeroed out. As is common,
larger values imply a stronger connection.
Current implementation is a very slow pure-python implementation for
experimental purposes, only.
See [2006BrBrMaMaMc]_ for more details.
References
----------
.. [2006BrBrMaMaMc] Brannick, Brezina, MacLachlan, Manteuffel, McCormick.
"An Energy-Based AMG Coarsening Strategy",
Numerical Linear Algebra with Applications,
vol. 13, pp. 133-148, 2006.
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import energy_based_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = energy_based_strength_of_connection(A, 0.0)
"""
if (theta < 0):
raise ValueError('expected a positive theta')
if not sparse.isspmatrix(A):
raise ValueError('expected sparse matrix')
if (k < 0):
raise ValueError('expected positive number of steps')
if not isinstance(k, int):
raise ValueError('expected integer')
if sparse.isspmatrix_bsr(A):
bsr_flag = True
numPDEs = A.blocksize[0]
if A.blocksize[0] != A.blocksize[1]:
raise ValueError('expected square blocks in BSR matrix A')
else:
bsr_flag = False
# Convert A to csc and Atilde to csr
if sparse.isspmatrix_csr(A):
Atilde = A.copy()
A = A.tocsc()
else:
A = A.tocsc()
Atilde = A.copy()
Atilde = Atilde.tocsr()
# Calculate the weighted-Jacobi parameter
from pyamg.util.linalg import approximate_spectral_radius
D = A.diagonal()
Dinv = 1.0 / D
Dinv[D == 0] = 0.0
Dinv = sparse.csc_matrix((Dinv, (np.arange(A.shape[0]),
np.arange(A.shape[1]))), shape=A.shape)
DinvA = Dinv * A
omega = 1.0 / approximate_spectral_radius(DinvA)
del DinvA
# Approximate A-inverse with k steps of w-Jacobi and a zero initial guess
S = sparse.csc_matrix(A.shape, dtype=A.dtype) # empty matrix
Id = sparse.eye(A.shape[0], A.shape[1], format='csc')
for i in range(k + 1):
S = S + omega * (Dinv * (Id - A * S))
# Calculate the strength entries in S column-wise, but only strength
# values at the sparsity pattern of A
for i in range(Atilde.shape[0]):
v = np.mat(S[:, i].todense())
Av = np.mat(A * v)
denom = np.sqrt(np.conjugate(v).T * Av)
# replace entries in row i with strength values
for j in range(Atilde.indptr[i], Atilde.indptr[i + 1]):
col = Atilde.indices[j]
vj = v[col].copy()
v[col] = 0.0
# = (||v_j||_A - ||v||_A) / ||v||_A
val = np.sqrt(np.conjugate(v).T * A * v) / denom - 1.0
# Negative values generally imply a weak connection
if val > -0.01:
Atilde.data[j] = abs(val)
else:
Atilde.data[j] = 0.0
v[col] = vj
# Apply drop tolerance
Atilde = classical_strength_of_connection(Atilde, theta=theta)
Atilde.eliminate_zeros()
# Put ones on the diagonal
Atilde = Atilde + Id.tocsr()
Atilde.sort_indices()
# Amalgamate Atilde for the BSR case, using ones for all strong connections
if bsr_flag:
Atilde = Atilde.tobsr(blocksize=(numPDEs, numPDEs))
nblocks = Atilde.indices.shape[0]
uone = np.ones((nblocks,))
Atilde = sparse.csr_matrix((uone, Atilde.indices, Atilde.indptr),
shape=(
int(Atilde.shape[0] / numPDEs),
int(Atilde.shape[1] / numPDEs)))
# Scale C by the largest magnitude entry in each row
Atilde = scale_rows_by_largest_entry(Atilde)
return Atilde
@np.deprecate
def ode_strength_of_connection(A, B=None, epsilon=4.0, k=2, proj_type="l2",
block_flag=False, symmetrize_measure=True):
"""Use evolution_strength_of_connection instead"""
return evolution_strength_of_connection(A, B, epsilon, k, proj_type,
block_flag, symmetrize_measure)
def evolution_strength_of_connection(A, B=None, epsilon=4.0, k=2,
proj_type="l2", block_flag=False,
symmetrize_measure=True):
"""
Construct strength of connection matrix using an Evolution-based measure
Parameters
----------
A : {csr_matrix, bsr_matrix}
Sparse NxN matrix
B : {string, array}
If B=None, then the near nullspace vector used is all ones. If B is
an (NxK) array, then B is taken to be the near nullspace vectors.
epsilon : scalar
Drop tolerance
k : integer
ODE num time steps, step size is assumed to be 1/rho(DinvA)
proj_type : {'l2','D_A'}
Define norm for constrained min prob, i.e. define projection
block_flag : {boolean}
If True, use a block D inverse as preconditioner for A during
weighted-Jacobi
Returns
-------
Atilde : {csr_matrix}
Sparse matrix of strength values
See [2008OlScTu]_ for more details.
References
----------
.. [2008OlScTu] Olson, L. N., Schroder, J., Tuminaro, R. S.,
"A New Perspective on Strength Measures in Algebraic Multigrid",
submitted, June, 2008.
Examples
--------
>>> import numpy as np
>>> from pyamg.gallery import stencil_grid
>>> from pyamg.strength import evolution_strength_of_connection
>>> n=3
>>> stencil = np.array([[-1.0,-1.0,-1.0],
... [-1.0, 8.0,-1.0],
... [-1.0,-1.0,-1.0]])
>>> A = stencil_grid(stencil, (n,n), format='csr')
>>> S = evolution_strength_of_connection(A, np.ones((A.shape[0],1)))
"""
# local imports for evolution_strength_of_connection
from pyamg.util.utils import scale_rows, get_block_diag, scale_columns
from pyamg.util.linalg import approximate_spectral_radius
# ====================================================================
# Check inputs
if epsilon < 1.0:
raise ValueError("expected epsilon > 1.0")
if k <= 0:
raise ValueError("number of time steps must be > 0")
if proj_type not in ['l2', 'D_A']:
raise ValueError("proj_type must be 'l2' or 'D_A'")
if (not sparse.isspmatrix_csr(A)) and (not sparse.isspmatrix_bsr(A)):
raise TypeError("expected csr_matrix or bsr_matrix")
# ====================================================================
# Format A and B correctly.
# B must be in mat format, this isn't a deep copy
if B is None:
Bmat = np.mat(np.ones((A.shape[0], 1), dtype=A.dtype))
else:
Bmat = np.mat(B)
# Pre-process A. We need A in CSR, to be devoid of explicit 0's and have
# sorted indices
if (not sparse.isspmatrix_csr(A)):
csrflag = False
numPDEs = A.blocksize[0]
D = A.diagonal()
# Calculate Dinv*A
if block_flag:
Dinv = get_block_diag(A, blocksize=numPDEs, inv_flag=True)
Dinv = sparse.bsr_matrix((Dinv, np.arange(Dinv.shape[0]),
np.arange(Dinv.shape[0] + 1)),
shape=A.shape)
Dinv_A = (Dinv * A).tocsr()
else:
Dinv = np.zeros_like(D)
mask = (D != 0.0)
Dinv[mask] = 1.0 / D[mask]
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
A = A.tocsr()
else:
csrflag = True
numPDEs = 1
D = A.diagonal()
Dinv = np.zeros_like(D)
mask = (D != 0.0)
Dinv[mask] = 1.0 / D[mask]
Dinv[D == 0] = 1.0
Dinv_A = scale_rows(A, Dinv, copy=True)
A.eliminate_zeros()
A.sort_indices()
# Handle preliminaries for the algorithm
dimen = A.shape[1]
NullDim = Bmat.shape[1]
# Get spectral radius of Dinv*A, this will be used to scale the time step
# size for the ODE
rho_DinvA = approximate_spectral_radius(Dinv_A)
# Calculate D_A for later use in the minimization problem
if proj_type == "D_A":
D_A = sparse.spdiags([D], [0], dimen, dimen, format='csr')
else:
D_A = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
# Calculate (I - delta_t Dinv A)^k
# In order to later access columns, we calculate the transpose in
# CSR format so that columns will be accessed efficiently
# Calculate the number of time steps that can be done by squaring, and
# the number of time steps that must be done incrementally
nsquare = int(np.log2(k))
ninc = k - 2**nsquare
# Calculate one time step
Id = sparse.eye(dimen, dimen, format="csr", dtype=A.dtype)
Atilde = (Id - (1.0 / rho_DinvA) * Dinv_A)
Atilde = Atilde.T.tocsr()
# Construct a sparsity mask for Atilde that will restrict Atilde^T to the
# nonzero pattern of A, with the added constraint that row i of Atilde^T
# retains only the nonzeros that are also in the same PDE as i.
mask = A.copy()
# Restrict to same PDE
if numPDEs > 1:
row_length = np.diff(mask.indptr)
my_pde = np.mod(np.arange(dimen), numPDEs)
my_pde = np.repeat(my_pde, row_length)
mask.data[np.mod(mask.indices, numPDEs) != my_pde] = 0.0
del row_length, my_pde
mask.eliminate_zeros()
# If the total number of time steps is a power of two, then there is
# a very efficient computational short-cut. Otherwise, we support
# other numbers of time steps, through an inefficient algorithm.
if ninc > 0:
warn("The most efficient time stepping for the Evolution Strength\
Method is done in powers of two.\nYou have chosen " + str(k) +
" time steps.")
# Calculate (Atilde^nsquare)^T = (Atilde^T)^nsquare
for i in range(nsquare):
Atilde = Atilde * Atilde
JacobiStep = (Id - (1.0 / rho_DinvA) * Dinv_A).T.tocsr()
for i in range(ninc):
Atilde = Atilde * JacobiStep
del JacobiStep
# Apply mask to Atilde, zeros in mask have already been eliminated at
# start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
elif nsquare == 0:
if numPDEs > 1:
# Apply mask to Atilde, zeros in mask have already been eliminated
# at start of routine.
mask.data[:] = 1.0
Atilde = Atilde.multiply(mask)
Atilde.eliminate_zeros()
Atilde.sort_indices()
else:
# Use computational short-cut for case (ninc == 0) and (nsquare > 0)
# Calculate Atilde^k only at the sparsity pattern of mask.
for i in range(nsquare - 1):
Atilde = Atilde * Atilde
# Call incomplete mat-mat mult
AtildeCSC = Atilde.tocsc()
AtildeCSC.sort_indices()
mask.sort_indices()
Atilde.sort_indices()
amg_core.incomplete_mat_mult_csr(Atilde.indptr, Atilde.indices,
Atilde.data, AtildeCSC.indptr,
AtildeCSC.indices, AtildeCSC.data,
mask.indptr, mask.indices, mask.data,
dimen)
del AtildeCSC, Atilde
Atilde = mask
Atilde.eliminate_zeros()
Atilde.sort_indices()
del Dinv, Dinv_A, mask
# Calculate strength based on constrained min problem of
# min( z - B*x ), such that
# (B*x)|_i = z|_i, i.e. they are equal at point i
# z = (I - (t/k) Dinv A)^k delta_i
#
# Strength is defined as the relative point-wise approx. error between
# B*x and z. We don't use the full z in this problem, only that part of
# z that is in the sparsity pattern of A.
#
# Can use either the D-norm, and inner product, or l2-norm and inner-prod
# to solve the constrained min problem. Using D gives scale invariance.
#
# This is a quadratic minimization problem with a linear constraint, so
# we can build a linear system and solve it to find the critical point,
# i.e. minimum.
#
# We exploit a known shortcut for the case of NullDim = 1. The shortcut is
# mathematically equivalent to the longer constrained min. problem
if NullDim == 1:
# Use shortcut to solve constrained min problem if B is only a vector
# Strength(i,j) = | 1 - (z(i)/b(j))/(z(j)/b(i)) |
# These ratios can be calculated by diagonal row and column scalings
# Create necessary vectors for scaling Atilde
# Its not clear what to do where B == 0. This is an
# an easy programming solution, that may make sense.
Bmat_forscaling = np.ravel(Bmat)
Bmat_forscaling[Bmat_forscaling == 0] = 1.0
DAtilde = Atilde.diagonal()
DAtildeDivB = np.ravel(DAtilde) / Bmat_forscaling
# Calculate best approximation, z_tilde, in span(B)
# Importantly, scale_rows and scale_columns leave zero entries
# in the matrix. For previous implementations this was useful
# because we assume data and Atilde.data are the same length below
data = Atilde.data.copy()
Atilde.data[:] = 1.0
Atilde = scale_rows(Atilde, DAtildeDivB)
Atilde = scale_columns(Atilde, np.ravel(Bmat_forscaling))
# If angle in the complex plane between z and z_tilde is
# greater than 90 degrees, then weak. We can just look at the
# dot product to determine if angle is greater than 90 degrees.
angle = np.real(Atilde.data) * np.real(data) +\
np.imag(Atilde.data) * np.imag(data)
angle = angle < 0.0
angle = np.array(angle, dtype=bool)
# Calculate Approximation ratio
Atilde.data = Atilde.data / data
# If approximation ratio is less than tol, then weak connection
weak_ratio = (np.abs(Atilde.data) < 1e-4)
# Calculate Approximation error
Atilde.data = abs(1.0 - Atilde.data)
# Set small ratios and large angles to weak
Atilde.data[weak_ratio] = 0.0
Atilde.data[angle] = 0.0
# Set near perfect connections to 1e-4
Atilde.eliminate_zeros()
Atilde.data[Atilde.data < np.sqrt(np.finfo(float).eps)] = 1e-4
del data, weak_ratio, angle
else:
# For use in computing local B_i^H*B, precompute the element-wise
# multiply of each column of B with each other column. We also scale
# by 2.0 to account for BDB's eventual use in a constrained
# minimization problem
BDBCols = int(np.sum(np.arange(NullDim + 1)))
BDB = np.zeros((dimen, BDBCols), dtype=A.dtype)
counter = 0
for i in range(NullDim):
for j in range(i, NullDim):
BDB[:, counter] = 2.0 *\
(np.conjugate(np.ravel(np.asarray(B[:, i]))) *
np.ravel(np.asarray(D_A * B[:, j])))
counter = counter + 1
# Choose tolerance for dropping "numerically zero" values later
t = Atilde.dtype.char
eps = np.finfo(np.float).eps
feps = np.finfo(np.single).eps
geps = np.finfo(np.longfloat).eps
_array_precision = {'f': 0, 'd': 1, 'g': 2, 'F': 0, 'D': 1, 'G': 2}
tol = {0: feps * 1e3, 1: eps * 1e6, 2: geps * 1e6}[_array_precision[t]]
# Use constrained min problem to define strength
amg_core.evolution_strength_helper(Atilde.data,
Atilde.indptr,
Atilde.indices,
Atilde.shape[0],
np.ravel(np.asarray(B)),
np.ravel(np.asarray(
(D_A * np.conjugate(B)).T)),
np.ravel(np.asarray(BDB)),
BDBCols, NullDim, tol)
Atilde.eliminate_zeros()
# All of the strength values are real by this point, so ditch the complex
# part
Atilde.data = np.array(np.real(Atilde.data), dtype=float)
# Apply drop tolerance
if epsilon != np.inf:
amg_core.apply_distance_filter(dimen, epsilon, Atilde.indptr,
Atilde.indices, Atilde.data)
Atilde.eliminate_zeros()
# Symmetrize
if symmetrize_measure:
Atilde = 0.5 * (Atilde + Atilde.T)
# Set diagonal to 1.0, as each point is strongly connected to itself.
Id = sparse.eye(dimen, dimen, format="csr")
Id.data -= Atilde.diagonal()
Atilde = Atilde + Id
# If converted BSR to CSR, convert back and return amalgamated matrix,
# i.e. the sparsity structure of the blocks of Atilde
if not csrflag:
Atilde = Atilde.tobsr(blocksize=(numPDEs, numPDEs))
n_blocks = Atilde.indices.shape[0]
blocksize = Atilde.blocksize[0] * Atilde.blocksize[1]
CSRdata = np.zeros((n_blocks,))
amg_core.min_blocks(n_blocks, blocksize,
np.ravel(np.asarray(Atilde.data)), CSRdata)
# Atilde = sparse.csr_matrix((data, row, col), shape=(*,*))
Atilde = sparse.csr_matrix((CSRdata, Atilde.indices, Atilde.indptr),
shape=(int(Atilde.shape[0] / numPDEs),
int(Atilde.shape[1] / numPDEs)))
# Standardized strength values require small values be weak and large
# values be strong. So, we invert the algebraic distances computed here
Atilde.data = 1.0 / Atilde.data
# Scale C by the largest magnitude entry in each row
Atilde = scale_rows_by_largest_entry(Atilde)
return Atilde
def relaxation_vectors(A, R, k, alpha):
"""Generate test vectors by relaxing on Ax=0 for some random vectors x.
Parameters
----------
A : {csr_matrix}
Sparse NxN matrix
alpha : scalar
Weight for Jacobi
R : integer
Number of random vectors
k : integer
Number of relaxation passes
Returns
-------
x : {array}
Dense array N x k array of relaxation vectors
"""
# random n x R block in column ordering
n = A.shape[0]
x = np.random.rand(n * R) - 0.5
x = np.reshape(x, (n, R), order='F')
# for i in range(R):
# x[:,i] = x[:,i] - np.mean(x[:,i])
b = np.zeros((n, 1))
for r in range(0, R):
jacobi(A, x[:, r], b, iterations=k, omega=alpha)
# x[:,r] = x[:,r]/norm(x[:,r])
return x
def affinity_distance(A, alpha=0.5, R=5, k=20, epsilon=4.0):
"""Construct an AMG strength of connection matrix using an affinity
distance measure.
Parameters
----------
A : {csr_matrix}
Sparse NxN matrix
alpha : scalar
Weight for Jacobi
R : integer
Number of random vectors
k : integer
Number of relaxation passes
epsilon : scalar
Drop tolerance
Returns
-------
C : {csr_matrix}
Sparse matrix of strength values
References
----------
.. [LiBr] Oren E. Livne and Achi Brandt, "Lean Algebraic Multigrid
(LAMG): Fast Graph Laplacian Linear Solver"
Notes
-----
No unit testing yet.
Does not handle BSR matrices yet.
See [LiBr]_ for more details.
"""
if not sparse.isspmatrix_csr(A):
A = sparse.csr_matrix(A)
if alpha < 0:
raise ValueError('expected alpha>0')
if R <= 0 or not isinstance(R, int):
raise ValueError('expected integer R>0')
if k <= 0 or not isinstance(k, int):
raise ValueError('expected integer k>0')
if epsilon < 1:
raise ValueError('expected epsilon>1.0')
def distance(x):
(rows, cols) = A.nonzero()
return 1 - np.sum(x[rows] * x[cols], axis=1)**2 / \
(np.sum(x[rows]**2, axis=1) * np.sum(x[cols]**2, axis=1))
return distance_measure_common(A, distance, alpha, R, k, epsilon)
def algebraic_distance(A, alpha=0.5, R=5, k=20, epsilon=2.0, p=2):
"""Construct an AMG strength of connection matrix using an algebraic
distance measure.
Parameters
----------
A : {csr_matrix}
Sparse NxN matrix
alpha : scalar
Weight for Jacobi
R : integer
Number of random vectors
k : integer
Number of relaxation passes
epsilon : scalar
Drop tolerance
p : scalar or inf
p-norm of the measure
Returns
-------
C : {csr_matrix}
Sparse matrix of strength values
References
----------
.. [SaSaSc] Ilya Safro, Peter Sanders, and Christian Schulz,
"Advanced Coarsening Schemes for Graph Partitioning"
Notes
-----
No unit testing yet.
Does not handle BSR matrices yet.
See [SaSaSc]_ for more details.
"""
if not sparse.isspmatrix_csr(A):
A = sparse.csr_matrix(A)
if alpha < 0:
raise ValueError('expected alpha>0')
if R <= 0 or not isinstance(R, int):
raise ValueError('expected integer R>0')
if k <= 0 or not isinstance(k, int):
raise ValueError('expected integer k>0')
if epsilon < 1:
raise ValueError('expected epsilon>1.0')
if p < 1:
raise ValueError('expected p>1 or equal to numpy.inf')
def distance(x):
(rows, cols) = A.nonzero()
if p != np.inf:
avg = np.sum(np.abs(x[rows] - x[cols])**p, axis=1) / R
return (avg)**(1.0 / p)
else:
return np.abs(x[rows] - x[cols]).max(axis=1)
return distance_measure_common(A, distance, alpha, R, k, epsilon)
def distance_measure_common(A, func, alpha, R, k, epsilon):
"""