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add random_state and seed arguments to rrf and adaptive_rrf #1564

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add random_state and seed arguments to rrf and adaptive_rrf #1564

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51e5add
add seed argument to rrf function
artpelling Feb 9, 2022
98edeb2
fix indentation
artpelling Feb 10, 2022
a3c31c3
fix typo in docstring
artpelling Feb 10, 2022
f05fcc6
add random_state
artpelling Feb 10, 2022
e4f889b
add random_range and seed to adaptive_rrf
artpelling Feb 10, 2022
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10 changes: 7 additions & 3 deletions src/pymor/algorithms/randrangefinder.py
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Original file line number Diff line number Diff line change
Expand Up @@ -94,7 +94,7 @@ def mvinv(v):


@defaults('q', 'l')
def rrf(A, source_product=None, range_product=None, q=2, l=8, iscomplex=False):
def rrf(A, source_product=None, range_product=None, q=2, l=8, iscomplex=False, seed=None):
"""Randomized range approximation of `A`.

This is an implementation of Algorithm 4.4 in :cite:`HMT11`.
Expand All @@ -116,6 +116,8 @@ def rrf(A, source_product=None, range_product=None, q=2, l=8, iscomplex=False):
The block size of the normalized power iterations.
iscomplex
If `True`, the random vectors are chosen complex.
seed
The seed to use for the random samples, defaults to `None`.
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Returns
-------
Expand All @@ -126,9 +128,11 @@ def rrf(A, source_product=None, range_product=None, q=2, l=8, iscomplex=False):
assert range_product is None or isinstance(range_product, Operator)
assert isinstance(A, Operator)

R = A.source.random(l, distribution='normal')
if iscomplex:
R += 1j*A.source.random(l, distribution='normal')
R = A.source.random(2*l, distribution='normal', seed=seed)
R = R[:l] + 1j * R[l:]
else:
R = A.source.random(l, distribution='normal', seed=seed)
Q = A.apply(R)
gram_schmidt(Q, range_product, atol=0, rtol=0, copy=False)

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