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Carla Floricel
2022-08-02 09:52:52 -04:00
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"""
External, bundled dependencies.
"""

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"""
scikit-learn copy of scipy/sparse/linalg/eigen/lobpcg/lobpcg.py v1.8.0
to be deleted after scipy 1.3.0 becomes a dependency in scikit-lean
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG).
References
----------
.. [1] A. V. Knyazev (2001),
Toward the Optimal Preconditioned Eigensolver: Locally Optimal
Block Preconditioned Conjugate Gradient Method.
SIAM Journal on Scientific Computing 23, no. 2,
pp. 517-541. :doi:`10.1137/S1064827500366124`
.. [2] A. V. Knyazev, I. Lashuk, M. E. Argentati, and E. Ovchinnikov (2007),
Block Locally Optimal Preconditioned Eigenvalue Xolvers (BLOPEX)
in hypre and PETSc. :arxiv:`0705.2626`
.. [3] A. V. Knyazev's C and MATLAB implementations:
https://github.com/lobpcg/blopex
"""
import warnings
import numpy as np
from scipy.linalg import (inv, eigh, cho_factor, cho_solve,
cholesky, LinAlgError)
from scipy.sparse.linalg import aslinearoperator
from numpy import block as bmat
__all__ = ["lobpcg"]
def _report_nonhermitian(M, name):
"""
Report if `M` is not a Hermitian matrix given its type.
"""
from scipy.linalg import norm
md = M - M.T.conj()
nmd = norm(md, 1)
tol = 10 * np.finfo(M.dtype).eps
tol = max(tol, tol * norm(M, 1))
if nmd > tol:
warnings.warn(
f"Matrix {name} of the type {M.dtype} is not Hermitian: "
f"condition: {nmd} < {tol} fails.",
UserWarning, stacklevel=4
)
def _as2d(ar):
"""
If the input array is 2D return it, if it is 1D, append a dimension,
making it a column vector.
"""
if ar.ndim == 2:
return ar
else: # Assume 1!
aux = np.array(ar, copy=False)
aux.shape = (ar.shape[0], 1)
return aux
def _makeOperator(operatorInput, expectedShape):
"""Takes a dense numpy array or a sparse matrix or
a function and makes an operator performing matrix * blockvector
products."""
if operatorInput is None:
return None
else:
operator = aslinearoperator(operatorInput)
if operator.shape != expectedShape:
raise ValueError("operator has invalid shape")
return operator
def _applyConstraints(blockVectorV, factYBY, blockVectorBY, blockVectorY):
"""Changes blockVectorV in place."""
YBV = np.dot(blockVectorBY.T.conj(), blockVectorV)
tmp = cho_solve(factYBY, YBV)
blockVectorV -= np.dot(blockVectorY, tmp)
def _b_orthonormalize(B, blockVectorV, blockVectorBV=None, retInvR=False):
"""B-orthonormalize the given block vector using Cholesky."""
normalization = blockVectorV.max(axis=0) + np.finfo(blockVectorV.dtype).eps
blockVectorV = blockVectorV / normalization
if blockVectorBV is None:
if B is not None:
blockVectorBV = B(blockVectorV)
else:
blockVectorBV = blockVectorV # Shared data!!!
else:
blockVectorBV = blockVectorBV / normalization
VBV = blockVectorV.T.conj() @ blockVectorBV
try:
# VBV is a Cholesky factor from now on...
VBV = cholesky(VBV, overwrite_a=True)
VBV = inv(VBV, overwrite_a=True)
blockVectorV = blockVectorV @ VBV
# blockVectorV = (cho_solve((VBV.T, True), blockVectorV.T)).T
if B is not None:
blockVectorBV = blockVectorBV @ VBV
# blockVectorBV = (cho_solve((VBV.T, True), blockVectorBV.T)).T
else:
blockVectorBV = None
except LinAlgError:
# raise ValueError('Cholesky has failed')
blockVectorV = None
blockVectorBV = None
VBV = None
if retInvR:
return blockVectorV, blockVectorBV, VBV, normalization
else:
return blockVectorV, blockVectorBV
def _get_indx(_lambda, num, largest):
"""Get `num` indices into `_lambda` depending on `largest` option."""
ii = np.argsort(_lambda)
if largest:
ii = ii[:-num - 1:-1]
else:
ii = ii[:num]
return ii
def lobpcg(
A,
X,
B=None,
M=None,
Y=None,
tol=None,
maxiter=None,
largest=True,
verbosityLevel=0,
retLambdaHistory=False,
retResidualNormsHistory=False,
):
"""Locally Optimal Block Preconditioned Conjugate Gradient Method (LOBPCG)
LOBPCG is a preconditioned eigensolver for large symmetric positive
definite (SPD) generalized eigenproblems.
Parameters
----------
A : {sparse matrix, dense matrix, LinearOperator}
The symmetric linear operator of the problem, usually a
sparse matrix. Often called the "stiffness matrix".
X : ndarray, float32 or float64
Initial approximation to the ``k`` eigenvectors (non-sparse). If `A`
has ``shape=(n,n)`` then `X` should have shape ``shape=(n,k)``.
B : {dense matrix, sparse matrix, LinearOperator}, optional
The right hand side operator in a generalized eigenproblem.
By default, ``B = Identity``. Often called the "mass matrix".
M : {dense matrix, sparse matrix, LinearOperator}, optional
Preconditioner to `A`; by default ``M = Identity``.
`M` should approximate the inverse of `A`.
Y : ndarray, float32 or float64, optional
n-by-sizeY matrix of constraints (non-sparse), sizeY < n
The iterations will be performed in the B-orthogonal complement
of the column-space of Y. Y must be full rank.
tol : scalar, optional
Solver tolerance (stopping criterion).
The default is ``tol=n*sqrt(eps)``.
maxiter : int, optional
Maximum number of iterations. The default is ``maxiter = 20``.
largest : bool, optional
When True, solve for the largest eigenvalues, otherwise the smallest.
verbosityLevel : int, optional
Controls solver output. The default is ``verbosityLevel=0``.
retLambdaHistory : bool, optional
Whether to return eigenvalue history. Default is False.
retResidualNormsHistory : bool, optional
Whether to return history of residual norms. Default is False.
Returns
-------
w : ndarray
Array of ``k`` eigenvalues
v : ndarray
An array of ``k`` eigenvectors. `v` has the same shape as `X`.
lambdas : list of ndarray, optional
The eigenvalue history, if `retLambdaHistory` is True.
rnorms : list of ndarray, optional
The history of residual norms, if `retResidualNormsHistory` is True.
Notes
-----
If both ``retLambdaHistory`` and ``retResidualNormsHistory`` are True,
the return tuple has the following format
``(lambda, V, lambda history, residual norms history)``.
In the following ``n`` denotes the matrix size and ``m`` the number
of required eigenvalues (smallest or largest).
The LOBPCG code internally solves eigenproblems of the size ``3m`` on every
iteration by calling the "standard" dense eigensolver, so if ``m`` is not
small enough compared to ``n``, it does not make sense to call the LOBPCG
code, but rather one should use the "standard" eigensolver, e.g. numpy or
scipy function in this case.
If one calls the LOBPCG algorithm for ``5m > n``, it will most likely break
internally, so the code tries to call the standard function instead.
It is not that ``n`` should be large for the LOBPCG to work, but rather the
ratio ``n / m`` should be large. It you call LOBPCG with ``m=1``
and ``n=10``, it works though ``n`` is small. The method is intended
for extremely large ``n / m``.
The convergence speed depends basically on two factors:
1. How well relatively separated the seeking eigenvalues are from the rest
of the eigenvalues. One can try to vary ``m`` to make this better.
2. How well conditioned the problem is. This can be changed by using proper
preconditioning. For example, a rod vibration test problem (under tests
directory) is ill-conditioned for large ``n``, so convergence will be
slow, unless efficient preconditioning is used. For this specific
problem, a good simple preconditioner function would be a linear solve
for `A`, which is easy to code since A is tridiagonal.
References
----------
.. [1] A. V. Knyazev (2001),
Toward the Optimal Preconditioned Eigensolver: Locally Optimal
Block Preconditioned Conjugate Gradient Method.
SIAM Journal on Scientific Computing 23, no. 2,
pp. 517-541. :doi:`10.1137/S1064827500366124`
.. [2] A. V. Knyazev, I. Lashuk, M. E. Argentati, and E. Ovchinnikov
(2007), Block Locally Optimal Preconditioned Eigenvalue Xolvers
(BLOPEX) in hypre and PETSc. :arxiv:`0705.2626`
.. [3] A. V. Knyazev's C and MATLAB implementations:
https://github.com/lobpcg/blopex
Examples
--------
Solve ``A x = lambda x`` with constraints and preconditioning.
>>> import numpy as np
>>> from scipy.sparse import spdiags, issparse
>>> from scipy.sparse.linalg import lobpcg, LinearOperator
>>> n = 100
>>> vals = np.arange(1, n + 1)
>>> A = spdiags(vals, 0, n, n)
>>> A.toarray()
array([[ 1., 0., 0., ..., 0., 0., 0.],
[ 0., 2., 0., ..., 0., 0., 0.],
[ 0., 0., 3., ..., 0., 0., 0.],
...,
[ 0., 0., 0., ..., 98., 0., 0.],
[ 0., 0., 0., ..., 0., 99., 0.],
[ 0., 0., 0., ..., 0., 0., 100.]])
Constraints:
>>> Y = np.eye(n, 3)
Initial guess for eigenvectors, should have linearly independent
columns. Column dimension = number of requested eigenvalues.
>>> rng = np.random.default_rng()
>>> X = rng.random((n, 3))
Preconditioner in the inverse of A in this example:
>>> invA = spdiags([1./vals], 0, n, n)
The preconditiner must be defined by a function:
>>> def precond( x ):
... return invA @ x
The argument x of the preconditioner function is a matrix inside `lobpcg`,
thus the use of matrix-matrix product ``@``.
The preconditioner function is passed to lobpcg as a `LinearOperator`:
>>> M = LinearOperator(matvec=precond, matmat=precond,
... shape=(n, n), dtype=np.float64)
Let us now solve the eigenvalue problem for the matrix A:
>>> eigenvalues, _ = lobpcg(A, X, Y=Y, M=M, largest=False)
>>> eigenvalues
array([4., 5., 6.])
Note that the vectors passed in Y are the eigenvectors of the 3 smallest
eigenvalues. The results returned are orthogonal to those.
"""
blockVectorX = X
blockVectorY = Y
residualTolerance = tol
if maxiter is None:
maxiter = 20
if blockVectorY is not None:
sizeY = blockVectorY.shape[1]
else:
sizeY = 0
# Block size.
if len(blockVectorX.shape) != 2:
raise ValueError("expected rank-2 array for argument X")
n, sizeX = blockVectorX.shape
if verbosityLevel:
aux = "Solving "
if B is None:
aux += "standard"
else:
aux += "generalized"
aux += " eigenvalue problem with"
if M is None:
aux += "out"
aux += " preconditioning\n\n"
aux += "matrix size %d\n" % n
aux += "block size %d\n\n" % sizeX
if blockVectorY is None:
aux += "No constraints\n\n"
else:
if sizeY > 1:
aux += "%d constraints\n\n" % sizeY
else:
aux += "%d constraint\n\n" % sizeY
print(aux)
A = _makeOperator(A, (n, n))
B = _makeOperator(B, (n, n))
M = _makeOperator(M, (n, n))
if (n - sizeY) < (5 * sizeX):
warnings.warn(
f"The problem size {n} minus the constraints size {sizeY} "
f"is too small relative to the block size {sizeX}. "
f"Using a dense eigensolver instead of LOBPCG.",
UserWarning, stacklevel=2
)
sizeX = min(sizeX, n)
if blockVectorY is not None:
raise NotImplementedError(
"The dense eigensolver does not support constraints."
)
# Define the closed range of indices of eigenvalues to return.
if largest:
eigvals = (n - sizeX, n - 1)
else:
eigvals = (0, sizeX - 1)
A_dense = A(np.eye(n, dtype=A.dtype))
B_dense = None if B is None else B(np.eye(n, dtype=B.dtype))
vals, vecs = eigh(A_dense,
B_dense,
eigvals=eigvals,
check_finite=False)
if largest:
# Reverse order to be compatible with eigs() in 'LM' mode.
vals = vals[::-1]
vecs = vecs[:, ::-1]
return vals, vecs
if (residualTolerance is None) or (residualTolerance <= 0.0):
residualTolerance = np.sqrt(1e-15) * n
# Apply constraints to X.
if blockVectorY is not None:
if B is not None:
blockVectorBY = B(blockVectorY)
else:
blockVectorBY = blockVectorY
# gramYBY is a dense array.
gramYBY = np.dot(blockVectorY.T.conj(), blockVectorBY)
try:
# gramYBY is a Cholesky factor from now on...
gramYBY = cho_factor(gramYBY)
except LinAlgError as e:
raise ValueError("Linearly dependent constraints") from e
_applyConstraints(blockVectorX, gramYBY, blockVectorBY, blockVectorY)
##
# B-orthonormalize X.
blockVectorX, blockVectorBX = _b_orthonormalize(B, blockVectorX)
if blockVectorX is None:
raise ValueError("Linearly dependent initial approximations")
##
# Compute the initial Ritz vectors: solve the eigenproblem.
blockVectorAX = A(blockVectorX)
gramXAX = np.dot(blockVectorX.T.conj(), blockVectorAX)
_lambda, eigBlockVector = eigh(gramXAX, check_finite=False)
ii = _get_indx(_lambda, sizeX, largest)
_lambda = _lambda[ii]
eigBlockVector = np.asarray(eigBlockVector[:, ii])
blockVectorX = np.dot(blockVectorX, eigBlockVector)
blockVectorAX = np.dot(blockVectorAX, eigBlockVector)
if B is not None:
blockVectorBX = np.dot(blockVectorBX, eigBlockVector)
##
# Active index set.
activeMask = np.ones((sizeX,), dtype=bool)
lambdaHistory = [_lambda]
residualNormsHistory = []
previousBlockSize = sizeX
ident = np.eye(sizeX, dtype=A.dtype)
ident0 = np.eye(sizeX, dtype=A.dtype)
##
# Main iteration loop.
blockVectorP = None # set during iteration
blockVectorAP = None
blockVectorBP = None
iterationNumber = -1
restart = True
explicitGramFlag = False
while iterationNumber < maxiter:
iterationNumber += 1
if verbosityLevel > 0:
print("-"*50)
print(f"iteration {iterationNumber}")
if B is not None:
aux = blockVectorBX * _lambda[np.newaxis, :]
else:
aux = blockVectorX * _lambda[np.newaxis, :]
blockVectorR = blockVectorAX - aux
aux = np.sum(blockVectorR.conj() * blockVectorR, 0)
residualNorms = np.sqrt(aux)
residualNormsHistory.append(residualNorms)
ii = np.where(residualNorms > residualTolerance, True, False)
activeMask = activeMask & ii
if verbosityLevel > 2:
print(activeMask)
currentBlockSize = activeMask.sum()
if currentBlockSize != previousBlockSize:
previousBlockSize = currentBlockSize
ident = np.eye(currentBlockSize, dtype=A.dtype)
if currentBlockSize == 0:
break
if verbosityLevel > 0:
print(f"current block size: {currentBlockSize}")
print(f"eigenvalue(s):\n{_lambda}")
print(f"residual norm(s):\n{residualNorms}")
if verbosityLevel > 10:
print(eigBlockVector)
activeBlockVectorR = _as2d(blockVectorR[:, activeMask])
if iterationNumber > 0:
activeBlockVectorP = _as2d(blockVectorP[:, activeMask])
activeBlockVectorAP = _as2d(blockVectorAP[:, activeMask])
if B is not None:
activeBlockVectorBP = _as2d(blockVectorBP[:, activeMask])
if M is not None:
# Apply preconditioner T to the active residuals.
activeBlockVectorR = M(activeBlockVectorR)
##
# Apply constraints to the preconditioned residuals.
if blockVectorY is not None:
_applyConstraints(activeBlockVectorR,
gramYBY,
blockVectorBY,
blockVectorY)
##
# B-orthogonalize the preconditioned residuals to X.
if B is not None:
activeBlockVectorR = activeBlockVectorR - (
blockVectorX @
(blockVectorBX.T.conj() @ activeBlockVectorR)
)
else:
activeBlockVectorR = activeBlockVectorR - (
blockVectorX @
(blockVectorX.T.conj() @ activeBlockVectorR)
)
##
# B-orthonormalize the preconditioned residuals.
aux = _b_orthonormalize(B, activeBlockVectorR)
activeBlockVectorR, activeBlockVectorBR = aux
if activeBlockVectorR is None:
warnings.warn(
f"Failed at iteration {iterationNumber} with accuracies "
f"{residualNorms}\n not reaching the requested "
f"tolerance {residualTolerance}.",
UserWarning, stacklevel=2
)
break
activeBlockVectorAR = A(activeBlockVectorR)
if iterationNumber > 0:
if B is not None:
aux = _b_orthonormalize(
B, activeBlockVectorP, activeBlockVectorBP, retInvR=True
)
activeBlockVectorP, activeBlockVectorBP, invR, normal = aux
else:
aux = _b_orthonormalize(B, activeBlockVectorP, retInvR=True)
activeBlockVectorP, _, invR, normal = aux
# Function _b_orthonormalize returns None if Cholesky fails
if activeBlockVectorP is not None:
activeBlockVectorAP = activeBlockVectorAP / normal
activeBlockVectorAP = np.dot(activeBlockVectorAP, invR)
restart = False
else:
restart = True
##
# Perform the Rayleigh Ritz Procedure:
# Compute symmetric Gram matrices:
if activeBlockVectorAR.dtype == "float32":
myeps = 1
elif activeBlockVectorR.dtype == "float32":
myeps = 1e-4
else:
myeps = 1e-8
if residualNorms.max() > myeps and not explicitGramFlag:
explicitGramFlag = False
else:
# Once explicitGramFlag, forever explicitGramFlag.
explicitGramFlag = True
# Shared memory assingments to simplify the code
if B is None:
blockVectorBX = blockVectorX
activeBlockVectorBR = activeBlockVectorR
if not restart:
activeBlockVectorBP = activeBlockVectorP
# Common submatrices:
gramXAR = np.dot(blockVectorX.T.conj(), activeBlockVectorAR)
gramRAR = np.dot(activeBlockVectorR.T.conj(), activeBlockVectorAR)
if explicitGramFlag:
gramRAR = (gramRAR + gramRAR.T.conj()) / 2
gramXAX = np.dot(blockVectorX.T.conj(), blockVectorAX)
gramXAX = (gramXAX + gramXAX.T.conj()) / 2
gramXBX = np.dot(blockVectorX.T.conj(), blockVectorBX)
gramRBR = np.dot(activeBlockVectorR.T.conj(), activeBlockVectorBR)
gramXBR = np.dot(blockVectorX.T.conj(), activeBlockVectorBR)
else:
gramXAX = np.diag(_lambda)
gramXBX = ident0
gramRBR = ident
gramXBR = np.zeros((sizeX, currentBlockSize), dtype=A.dtype)
def _handle_gramA_gramB_verbosity(gramA, gramB):
if verbosityLevel > 0:
_report_nonhermitian(gramA, "gramA")
_report_nonhermitian(gramB, "gramB")
if verbosityLevel > 10:
# Note: not documented, but leave it in here for now
np.savetxt("gramA.txt", gramA)
np.savetxt("gramB.txt", gramB)
if not restart:
gramXAP = np.dot(blockVectorX.T.conj(), activeBlockVectorAP)
gramRAP = np.dot(activeBlockVectorR.T.conj(), activeBlockVectorAP)
gramPAP = np.dot(activeBlockVectorP.T.conj(), activeBlockVectorAP)
gramXBP = np.dot(blockVectorX.T.conj(), activeBlockVectorBP)
gramRBP = np.dot(activeBlockVectorR.T.conj(), activeBlockVectorBP)
if explicitGramFlag:
gramPAP = (gramPAP + gramPAP.T.conj()) / 2
gramPBP = np.dot(activeBlockVectorP.T.conj(),
activeBlockVectorBP)
else:
gramPBP = ident
gramA = bmat(
[
[gramXAX, gramXAR, gramXAP],
[gramXAR.T.conj(), gramRAR, gramRAP],
[gramXAP.T.conj(), gramRAP.T.conj(), gramPAP],
]
)
gramB = bmat(
[
[gramXBX, gramXBR, gramXBP],
[gramXBR.T.conj(), gramRBR, gramRBP],
[gramXBP.T.conj(), gramRBP.T.conj(), gramPBP],
]
)
_handle_gramA_gramB_verbosity(gramA, gramB)
try:
_lambda, eigBlockVector = eigh(gramA,
gramB,
check_finite=False)
except LinAlgError:
# try again after dropping the direction vectors P from RR
restart = True
if restart:
gramA = bmat([[gramXAX, gramXAR], [gramXAR.T.conj(), gramRAR]])
gramB = bmat([[gramXBX, gramXBR], [gramXBR.T.conj(), gramRBR]])
_handle_gramA_gramB_verbosity(gramA, gramB)
try:
_lambda, eigBlockVector = eigh(gramA,
gramB,
check_finite=False)
except LinAlgError as e:
raise ValueError("eigh has failed in lobpcg iterations") from e
ii = _get_indx(_lambda, sizeX, largest)
if verbosityLevel > 10:
print(ii)
print(f"lambda:\n{_lambda}")
_lambda = _lambda[ii]
eigBlockVector = eigBlockVector[:, ii]
lambdaHistory.append(_lambda)
if verbosityLevel > 10:
print(f"lambda:\n{_lambda}")
# # Normalize eigenvectors!
# aux = np.sum( eigBlockVector.conj() * eigBlockVector, 0 )
# eigVecNorms = np.sqrt( aux )
# eigBlockVector = eigBlockVector / eigVecNorms[np.newaxis, :]
# eigBlockVector, aux = _b_orthonormalize( B, eigBlockVector )
if verbosityLevel > 10:
print(eigBlockVector)
# Compute Ritz vectors.
if B is not None:
if not restart:
eigBlockVectorX = eigBlockVector[:sizeX]
eigBlockVectorR = eigBlockVector[sizeX:
sizeX + currentBlockSize]
eigBlockVectorP = eigBlockVector[sizeX + currentBlockSize:]
pp = np.dot(activeBlockVectorR, eigBlockVectorR)
pp += np.dot(activeBlockVectorP, eigBlockVectorP)
app = np.dot(activeBlockVectorAR, eigBlockVectorR)
app += np.dot(activeBlockVectorAP, eigBlockVectorP)
bpp = np.dot(activeBlockVectorBR, eigBlockVectorR)
bpp += np.dot(activeBlockVectorBP, eigBlockVectorP)
else:
eigBlockVectorX = eigBlockVector[:sizeX]
eigBlockVectorR = eigBlockVector[sizeX:]
pp = np.dot(activeBlockVectorR, eigBlockVectorR)
app = np.dot(activeBlockVectorAR, eigBlockVectorR)
bpp = np.dot(activeBlockVectorBR, eigBlockVectorR)
if verbosityLevel > 10:
print(pp)
print(app)
print(bpp)
blockVectorX = np.dot(blockVectorX, eigBlockVectorX) + pp
blockVectorAX = np.dot(blockVectorAX, eigBlockVectorX) + app
blockVectorBX = np.dot(blockVectorBX, eigBlockVectorX) + bpp
blockVectorP, blockVectorAP, blockVectorBP = pp, app, bpp
else:
if not restart:
eigBlockVectorX = eigBlockVector[:sizeX]
eigBlockVectorR = eigBlockVector[sizeX:
sizeX + currentBlockSize]
eigBlockVectorP = eigBlockVector[sizeX + currentBlockSize:]
pp = np.dot(activeBlockVectorR, eigBlockVectorR)
pp += np.dot(activeBlockVectorP, eigBlockVectorP)
app = np.dot(activeBlockVectorAR, eigBlockVectorR)
app += np.dot(activeBlockVectorAP, eigBlockVectorP)
else:
eigBlockVectorX = eigBlockVector[:sizeX]
eigBlockVectorR = eigBlockVector[sizeX:]
pp = np.dot(activeBlockVectorR, eigBlockVectorR)
app = np.dot(activeBlockVectorAR, eigBlockVectorR)
if verbosityLevel > 10:
print(pp)
print(app)
blockVectorX = np.dot(blockVectorX, eigBlockVectorX) + pp
blockVectorAX = np.dot(blockVectorAX, eigBlockVectorX) + app
blockVectorP, blockVectorAP = pp, app
if B is not None:
aux = blockVectorBX * _lambda[np.newaxis, :]
else:
aux = blockVectorX * _lambda[np.newaxis, :]
blockVectorR = blockVectorAX - aux
aux = np.sum(blockVectorR.conj() * blockVectorR, 0)
residualNorms = np.sqrt(aux)
if np.max(residualNorms) > residualTolerance:
warnings.warn(
f"Exited at iteration {iterationNumber} with accuracies \n"
f"{residualNorms}\n"
f"not reaching the requested tolerance {residualTolerance}.",
UserWarning, stacklevel=2
)
# Future work: Need to add Postprocessing here:
# Making sure eigenvectors "exactly" satisfy the blockVectorY constrains?
# Making sure eigenvecotrs are "exactly" othonormalized by final "exact" RR
# Keeping the best iterates in case of divergence
if verbosityLevel > 0:
print(f"Final eigenvalue(s):\n{_lambda}")
print(f"Final residual norm(s):\n{residualNorms}")
if retLambdaHistory:
if retResidualNormsHistory:
return _lambda, blockVectorX, lambdaHistory, residualNormsHistory
else:
return _lambda, blockVectorX, lambdaHistory
else:
if retResidualNormsHistory:
return _lambda, blockVectorX, residualNormsHistory
else:
return _lambda, blockVectorX

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# Copyright (c) 2005-2022, NumPy Developers.
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# 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 the NumPy Developers nor the names of any
# 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.
import os
import sys
import subprocess
import re
from distutils.errors import DistutilsExecError
from numpy.distutils import log
def is_sequence(seq):
if isinstance(seq, str):
return False
try:
len(seq)
except Exception:
return False
return True
def forward_bytes_to_stdout(val):
"""
Forward bytes from a subprocess call to the console, without attempting to
decode them.
The assumption is that the subprocess call already returned bytes in
a suitable encoding.
"""
if hasattr(sys.stdout, "buffer"):
# use the underlying binary output if there is one
sys.stdout.buffer.write(val)
elif hasattr(sys.stdout, "encoding"):
# round-trip the encoding if necessary
sys.stdout.write(val.decode(sys.stdout.encoding))
else:
# make a best-guess at the encoding
sys.stdout.write(val.decode("utf8", errors="replace"))
def CCompiler_spawn(self, cmd, display=None, env=None):
"""
Execute a command in a sub-process.
Parameters
----------
cmd : str
The command to execute.
display : str or sequence of str, optional
The text to add to the log file kept by `numpy.distutils`.
If not given, `display` is equal to `cmd`.
env: a dictionary for environment variables, optional
Returns
-------
None
Raises
------
DistutilsExecError
If the command failed, i.e. the exit status was not 0.
"""
env = env if env is not None else dict(os.environ)
if display is None:
display = cmd
if is_sequence(display):
display = " ".join(list(display))
log.info(display)
try:
if self.verbose:
subprocess.check_output(cmd, env=env)
else:
subprocess.check_output(cmd, stderr=subprocess.STDOUT, env=env)
except subprocess.CalledProcessError as exc:
o = exc.output
s = exc.returncode
except OSError as e:
# OSError doesn't have the same hooks for the exception
# output, but exec_command() historically would use an
# empty string for EnvironmentError (base class for
# OSError)
# o = b''
# still that would make the end-user lost in translation!
o = f"\n\n{e}\n\n\n"
try:
o = o.encode(sys.stdout.encoding)
except AttributeError:
o = o.encode("utf8")
# status previously used by exec_command() for parent
# of OSError
s = 127
else:
# use a convenience return here so that any kind of
# caught exception will execute the default code after the
# try / except block, which handles various exceptions
return None
if is_sequence(cmd):
cmd = " ".join(list(cmd))
if self.verbose:
forward_bytes_to_stdout(o)
if re.search(b"Too many open files", o):
msg = "\nTry rerunning setup command until build succeeds."
else:
msg = ""
raise DistutilsExecError(
'Command "%s" failed with exit status %d%s' % (cmd, s, msg)
)

View File

@@ -0,0 +1,90 @@
"""Vendoered from
https://github.com/pypa/packaging/blob/main/packaging/_structures.py
"""
# Copyright (c) Donald Stufft and individual contributors.
# All rights reserved.
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are met:
# 1. Redistributions of source code must retain the above copyright notice,
# this list of conditions and the following disclaimer.
# 2. 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.
# 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 HOLDER 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.
class InfinityType:
def __repr__(self) -> str:
return "Infinity"
def __hash__(self) -> int:
return hash(repr(self))
def __lt__(self, other: object) -> bool:
return False
def __le__(self, other: object) -> bool:
return False
def __eq__(self, other: object) -> bool:
return isinstance(other, self.__class__)
def __ne__(self, other: object) -> bool:
return not isinstance(other, self.__class__)
def __gt__(self, other: object) -> bool:
return True
def __ge__(self, other: object) -> bool:
return True
def __neg__(self: object) -> "NegativeInfinityType":
return NegativeInfinity
Infinity = InfinityType()
class NegativeInfinityType:
def __repr__(self) -> str:
return "-Infinity"
def __hash__(self) -> int:
return hash(repr(self))
def __lt__(self, other: object) -> bool:
return True
def __le__(self, other: object) -> bool:
return True
def __eq__(self, other: object) -> bool:
return isinstance(other, self.__class__)
def __ne__(self, other: object) -> bool:
return not isinstance(other, self.__class__)
def __gt__(self, other: object) -> bool:
return False
def __ge__(self, other: object) -> bool:
return False
def __neg__(self: object) -> InfinityType:
return Infinity
NegativeInfinity = NegativeInfinityType()

View File

@@ -0,0 +1,527 @@
"""Vendoered from
https://github.com/pypa/packaging/blob/main/packaging/version.py
"""
# Copyright (c) Donald Stufft and individual contributors.
# All rights reserved.
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions are met:
# 1. Redistributions of source code must retain the above copyright notice,
# this list of conditions and the following disclaimer.
# 2. 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.
# 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 HOLDER 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.
import collections
import itertools
import re
import warnings
from typing import Callable, Iterator, List, Optional, SupportsInt, Tuple, Union
from ._structures import Infinity, InfinityType, NegativeInfinity, NegativeInfinityType
__all__ = ["parse", "Version", "LegacyVersion", "InvalidVersion", "VERSION_PATTERN"]
InfiniteTypes = Union[InfinityType, NegativeInfinityType]
PrePostDevType = Union[InfiniteTypes, Tuple[str, int]]
SubLocalType = Union[InfiniteTypes, int, str]
LocalType = Union[
NegativeInfinityType,
Tuple[
Union[
SubLocalType,
Tuple[SubLocalType, str],
Tuple[NegativeInfinityType, SubLocalType],
],
...,
],
]
CmpKey = Tuple[
int, Tuple[int, ...], PrePostDevType, PrePostDevType, PrePostDevType, LocalType
]
LegacyCmpKey = Tuple[int, Tuple[str, ...]]
VersionComparisonMethod = Callable[
[Union[CmpKey, LegacyCmpKey], Union[CmpKey, LegacyCmpKey]], bool
]
_Version = collections.namedtuple(
"_Version", ["epoch", "release", "dev", "pre", "post", "local"]
)
def parse(version: str) -> Union["LegacyVersion", "Version"]:
"""
Parse the given version string and return either a :class:`Version` object
or a :class:`LegacyVersion` object depending on if the given version is
a valid PEP 440 version or a legacy version.
"""
try:
return Version(version)
except InvalidVersion:
return LegacyVersion(version)
class InvalidVersion(ValueError):
"""
An invalid version was found, users should refer to PEP 440.
"""
class _BaseVersion:
_key: Union[CmpKey, LegacyCmpKey]
def __hash__(self) -> int:
return hash(self._key)
# Please keep the duplicated `isinstance` check
# in the six comparisons hereunder
# unless you find a way to avoid adding overhead function calls.
def __lt__(self, other: "_BaseVersion") -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key < other._key
def __le__(self, other: "_BaseVersion") -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key <= other._key
def __eq__(self, other: object) -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key == other._key
def __ge__(self, other: "_BaseVersion") -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key >= other._key
def __gt__(self, other: "_BaseVersion") -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key > other._key
def __ne__(self, other: object) -> bool:
if not isinstance(other, _BaseVersion):
return NotImplemented
return self._key != other._key
class LegacyVersion(_BaseVersion):
def __init__(self, version: str) -> None:
self._version = str(version)
self._key = _legacy_cmpkey(self._version)
warnings.warn(
"Creating a LegacyVersion has been deprecated and will be "
"removed in the next major release",
DeprecationWarning,
)
def __str__(self) -> str:
return self._version
def __repr__(self) -> str:
return f"<LegacyVersion('{self}')>"
@property
def public(self) -> str:
return self._version
@property
def base_version(self) -> str:
return self._version
@property
def epoch(self) -> int:
return -1
@property
def release(self) -> None:
return None
@property
def pre(self) -> None:
return None
@property
def post(self) -> None:
return None
@property
def dev(self) -> None:
return None
@property
def local(self) -> None:
return None
@property
def is_prerelease(self) -> bool:
return False
@property
def is_postrelease(self) -> bool:
return False
@property
def is_devrelease(self) -> bool:
return False
_legacy_version_component_re = re.compile(r"(\d+ | [a-z]+ | \.| -)", re.VERBOSE)
_legacy_version_replacement_map = {
"pre": "c",
"preview": "c",
"-": "final-",
"rc": "c",
"dev": "@",
}
def _parse_version_parts(s: str) -> Iterator[str]:
for part in _legacy_version_component_re.split(s):
part = _legacy_version_replacement_map.get(part, part)
if not part or part == ".":
continue
if part[:1] in "0123456789":
# pad for numeric comparison
yield part.zfill(8)
else:
yield "*" + part
# ensure that alpha/beta/candidate are before final
yield "*final"
def _legacy_cmpkey(version: str) -> LegacyCmpKey:
# We hardcode an epoch of -1 here. A PEP 440 version can only have a epoch
# greater than or equal to 0. This will effectively put the LegacyVersion,
# which uses the defacto standard originally implemented by setuptools,
# as before all PEP 440 versions.
epoch = -1
# This scheme is taken from pkg_resources.parse_version setuptools prior to
# it's adoption of the packaging library.
parts: List[str] = []
for part in _parse_version_parts(version.lower()):
if part.startswith("*"):
# remove "-" before a prerelease tag
if part < "*final":
while parts and parts[-1] == "*final-":
parts.pop()
# remove trailing zeros from each series of numeric parts
while parts and parts[-1] == "00000000":
parts.pop()
parts.append(part)
return epoch, tuple(parts)
# Deliberately not anchored to the start and end of the string, to make it
# easier for 3rd party code to reuse
VERSION_PATTERN = r"""
v?
(?:
(?:(?P<epoch>[0-9]+)!)? # epoch
(?P<release>[0-9]+(?:\.[0-9]+)*) # release segment
(?P<pre> # pre-release
[-_\.]?
(?P<pre_l>(a|b|c|rc|alpha|beta|pre|preview))
[-_\.]?
(?P<pre_n>[0-9]+)?
)?
(?P<post> # post release
(?:-(?P<post_n1>[0-9]+))
|
(?:
[-_\.]?
(?P<post_l>post|rev|r)
[-_\.]?
(?P<post_n2>[0-9]+)?
)
)?
(?P<dev> # dev release
[-_\.]?
(?P<dev_l>dev)
[-_\.]?
(?P<dev_n>[0-9]+)?
)?
)
(?:\+(?P<local>[a-z0-9]+(?:[-_\.][a-z0-9]+)*))? # local version
"""
class Version(_BaseVersion):
_regex = re.compile(r"^\s*" + VERSION_PATTERN + r"\s*$", re.VERBOSE | re.IGNORECASE)
def __init__(self, version: str) -> None:
# Validate the version and parse it into pieces
match = self._regex.search(version)
if not match:
raise InvalidVersion(f"Invalid version: '{version}'")
# Store the parsed out pieces of the version
self._version = _Version(
epoch=int(match.group("epoch")) if match.group("epoch") else 0,
release=tuple(int(i) for i in match.group("release").split(".")),
pre=_parse_letter_version(match.group("pre_l"), match.group("pre_n")),
post=_parse_letter_version(
match.group("post_l"), match.group("post_n1") or match.group("post_n2")
),
dev=_parse_letter_version(match.group("dev_l"), match.group("dev_n")),
local=_parse_local_version(match.group("local")),
)
# Generate a key which will be used for sorting
self._key = _cmpkey(
self._version.epoch,
self._version.release,
self._version.pre,
self._version.post,
self._version.dev,
self._version.local,
)
def __repr__(self) -> str:
return f"<Version('{self}')>"
def __str__(self) -> str:
parts = []
# Epoch
if self.epoch != 0:
parts.append(f"{self.epoch}!")
# Release segment
parts.append(".".join(str(x) for x in self.release))
# Pre-release
if self.pre is not None:
parts.append("".join(str(x) for x in self.pre))
# Post-release
if self.post is not None:
parts.append(f".post{self.post}")
# Development release
if self.dev is not None:
parts.append(f".dev{self.dev}")
# Local version segment
if self.local is not None:
parts.append(f"+{self.local}")
return "".join(parts)
@property
def epoch(self) -> int:
_epoch: int = self._version.epoch
return _epoch
@property
def release(self) -> Tuple[int, ...]:
_release: Tuple[int, ...] = self._version.release
return _release
@property
def pre(self) -> Optional[Tuple[str, int]]:
_pre: Optional[Tuple[str, int]] = self._version.pre
return _pre
@property
def post(self) -> Optional[int]:
return self._version.post[1] if self._version.post else None
@property
def dev(self) -> Optional[int]:
return self._version.dev[1] if self._version.dev else None
@property
def local(self) -> Optional[str]:
if self._version.local:
return ".".join(str(x) for x in self._version.local)
else:
return None
@property
def public(self) -> str:
return str(self).split("+", 1)[0]
@property
def base_version(self) -> str:
parts = []
# Epoch
if self.epoch != 0:
parts.append(f"{self.epoch}!")
# Release segment
parts.append(".".join(str(x) for x in self.release))
return "".join(parts)
@property
def is_prerelease(self) -> bool:
return self.dev is not None or self.pre is not None
@property
def is_postrelease(self) -> bool:
return self.post is not None
@property
def is_devrelease(self) -> bool:
return self.dev is not None
@property
def major(self) -> int:
return self.release[0] if len(self.release) >= 1 else 0
@property
def minor(self) -> int:
return self.release[1] if len(self.release) >= 2 else 0
@property
def micro(self) -> int:
return self.release[2] if len(self.release) >= 3 else 0
def _parse_letter_version(
letter: str, number: Union[str, bytes, SupportsInt]
) -> Optional[Tuple[str, int]]:
if letter:
# We consider there to be an implicit 0 in a pre-release if there is
# not a numeral associated with it.
if number is None:
number = 0
# We normalize any letters to their lower case form
letter = letter.lower()
# We consider some words to be alternate spellings of other words and
# in those cases we want to normalize the spellings to our preferred
# spelling.
if letter == "alpha":
letter = "a"
elif letter == "beta":
letter = "b"
elif letter in ["c", "pre", "preview"]:
letter = "rc"
elif letter in ["rev", "r"]:
letter = "post"
return letter, int(number)
if not letter and number:
# We assume if we are given a number, but we are not given a letter
# then this is using the implicit post release syntax (e.g. 1.0-1)
letter = "post"
return letter, int(number)
return None
_local_version_separators = re.compile(r"[\._-]")
def _parse_local_version(local: str) -> Optional[LocalType]:
"""
Takes a string like abc.1.twelve and turns it into ("abc", 1, "twelve").
"""
if local is not None:
return tuple(
part.lower() if not part.isdigit() else int(part)
for part in _local_version_separators.split(local)
)
return None
def _cmpkey(
epoch: int,
release: Tuple[int, ...],
pre: Optional[Tuple[str, int]],
post: Optional[Tuple[str, int]],
dev: Optional[Tuple[str, int]],
local: Optional[Tuple[SubLocalType]],
) -> CmpKey:
# When we compare a release version, we want to compare it with all of the
# trailing zeros removed. So we'll use a reverse the list, drop all the now
# leading zeros until we come to something non zero, then take the rest
# re-reverse it back into the correct order and make it a tuple and use
# that for our sorting key.
_release = tuple(
reversed(list(itertools.dropwhile(lambda x: x == 0, reversed(release))))
)
# We need to "trick" the sorting algorithm to put 1.0.dev0 before 1.0a0.
# We'll do this by abusing the pre segment, but we _only_ want to do this
# if there is not a pre or a post segment. If we have one of those then
# the normal sorting rules will handle this case correctly.
if pre is None and post is None and dev is not None:
_pre: PrePostDevType = NegativeInfinity
# Versions without a pre-release (except as noted above) should sort after
# those with one.
elif pre is None:
_pre = Infinity
else:
_pre = pre
# Versions without a post segment should sort before those with one.
if post is None:
_post: PrePostDevType = NegativeInfinity
else:
_post = post
# Versions without a development segment should sort after those with one.
if dev is None:
_dev: PrePostDevType = Infinity
else:
_dev = dev
if local is None:
# Versions without a local segment should sort before those with one.
_local: LocalType = NegativeInfinity
else:
# Versions with a local segment need that segment parsed to implement
# the sorting rules in PEP440.
# - Alpha numeric segments sort before numeric segments
# - Alpha numeric segments sort lexicographically
# - Numeric segments sort numerically
# - Shorter versions sort before longer versions when the prefixes
# match exactly
_local = tuple(
(i, "") if isinstance(i, int) else (NegativeInfinity, i) for i in local
)
return epoch, _release, _pre, _post, _dev, _local

View File

@@ -0,0 +1,7 @@
# Do not collect any tests in externals. This is more robust than using
# --ignore because --ignore needs a path and it is not convenient to pass in
# the externals path (very long install-dependent path in site-packages) when
# using --pyargs
def pytest_ignore_collect(path, config):
return True