import warnings import numpy as np from scipy.sparse.linalg._interface import LinearOperator from .utils import make_system from scipy.linalg import get_lapack_funcs from scipy._lib.deprecation import _NoValue, _deprecate_positional_args __all__ = ['bicg', 'bicgstab', 'cg', 'cgs', 'gmres', 'qmr'] def _get_atol_rtol(name, b_norm, tol=_NoValue, atol=0., rtol=1e-5): """ A helper function to handle tolerance deprecations and normalization """ if tol is not _NoValue: msg = (f"'scipy.sparse.linalg.{name}' keyword argument `tol` is " "deprecated in favor of `rtol` and will be removed in SciPy " "v1.14.0. Until then, if set, it will override `rtol`.") warnings.warn(msg, category=DeprecationWarning, stacklevel=4) rtol = float(tol) if tol is not None else rtol if atol == 'legacy': msg = (f"'scipy.sparse.linalg.{name}' called with `atol='legacy'`. " "This behavior is deprecated and will result in an error in " "SciPy v1.14.0. To preserve current behaviour, set `atol=0.0`.") warnings.warn(msg, category=DeprecationWarning, stacklevel=4) atol = 0 # this branch is only hit from gcrotmk/lgmres/tfqmr if atol is None: msg = (f"'scipy.sparse.linalg.{name}' called without specifying " "`atol`. This behavior is deprecated and will result in an " "error in SciPy v1.14.0. To preserve current behaviour, set " "`atol=rtol`, or, to adopt the future default, set `atol=0.0`.") warnings.warn(msg, category=DeprecationWarning, stacklevel=4) atol = rtol atol = max(float(atol), float(rtol) * float(b_norm)) return atol, rtol @_deprecate_positional_args(version="1.14") def bicg(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None, atol=0., rtol=1e-5): """Use BIConjugate Gradient 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`` and ``A^T x`` 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 ``atol=0.`` and ``rtol=1e-5``. 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. tol : float, optional, deprecated .. deprecated:: 1.12.0 `bicg` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0. Returns ------- x : ndarray The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : parameter breakdown Examples -------- >>> import numpy as np >>> from scipy.sparse import csc_matrix >>> from scipy.sparse.linalg import bicg >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1.]]) >>> b = np.array([2., 4., -1.]) >>> x, exitCode = bicg(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) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('bicg', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 n = len(b) dotprod = np.vdot if np.iscomplexobj(x) else np.dot if maxiter is None: maxiter = n*10 matvec, rmatvec = A.matvec, A.rmatvec psolve, rpsolve = M.matvec, M.rmatvec rhotol = np.finfo(x.dtype.char).eps**2 # Dummy values to initialize vars, silence linter warnings rho_prev, p, ptilde = None, None, None r = b - matvec(x) if x.any() else b.copy() rtilde = r.copy() for iteration in range(maxiter): if np.linalg.norm(r) < atol: # Are we done? return postprocess(x), 0 z = psolve(r) ztilde = rpsolve(rtilde) # order matters in this dot product rho_cur = dotprod(rtilde, z) if np.abs(rho_cur) < rhotol: # Breakdown case return postprocess, -10 if iteration > 0: beta = rho_cur / rho_prev p *= beta p += z ptilde *= beta.conj() ptilde += ztilde else: # First spin p = z.copy() ptilde = ztilde.copy() q = matvec(p) qtilde = rmatvec(ptilde) rv = dotprod(ptilde, q) if rv == 0: return postprocess(x), -11 alpha = rho_cur / rv x += alpha*p r -= alpha*q rtilde -= alpha.conj()*qtilde rho_prev = rho_cur if callback: callback(x) else: # for loop exhausted # Return incomplete progress return postprocess(x), maxiter @_deprecate_positional_args(version="1.14") def bicgstab(A, b, *, x0=None, tol=_NoValue, maxiter=None, M=None, callback=None, atol=0., rtol=1e-5): """Use BIConjugate Gradient STABilized 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`` and ``A^T x`` 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 ``atol=0.`` and ``rtol=1e-5``. 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. tol : float, optional, deprecated .. deprecated:: 1.12.0 `bicgstab` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0. Returns ------- x : ndarray The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : parameter breakdown Examples -------- >>> import numpy as np >>> from scipy.sparse import csc_matrix >>> from scipy.sparse.linalg import bicgstab >>> R = np.array([[4, 2, 0, 1], ... [3, 0, 0, 2], ... [0, 1, 1, 1], ... [0, 2, 1, 0]]) >>> A = csc_matrix(R) >>> b = np.array([-1, -0.5, -1, 2]) >>> x, exit_code = bicgstab(A, b, atol=1e-5) >>> print(exit_code) # 0 indicates successful convergence 0 >>> np.allclose(A.dot(x), b) True """ A, M, x, b, postprocess = make_system(A, M, x0, b) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('bicgstab', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 n = len(b) dotprod = np.vdot if np.iscomplexobj(x) else np.dot if maxiter is None: maxiter = n*10 matvec = A.matvec psolve = M.matvec # These values make no sense but coming from original Fortran code # sqrt might have been meant instead. rhotol = np.finfo(x.dtype.char).eps**2 omegatol = rhotol # Dummy values to initialize vars, silence linter warnings rho_prev, omega, alpha, p, v = None, None, None, None, None r = b - matvec(x) if x.any() else b.copy() rtilde = r.copy() for iteration in range(maxiter): if np.linalg.norm(r) < atol: # Are we done? return postprocess(x), 0 rho = dotprod(rtilde, r) if np.abs(rho) < rhotol: # rho breakdown return postprocess(x), -10 if iteration > 0: if np.abs(omega) < omegatol: # omega breakdown return postprocess(x), -11 beta = (rho / rho_prev) * (alpha / omega) p -= omega*v p *= beta p += r else: # First spin s = np.empty_like(r) p = r.copy() phat = psolve(p) v = matvec(phat) rv = dotprod(rtilde, v) if rv == 0: return postprocess(x), -11 alpha = rho / rv r -= alpha*v s[:] = r[:] if np.linalg.norm(s) < atol: x += alpha*phat return postprocess(x), 0 shat = psolve(s) t = matvec(shat) omega = dotprod(t, s) / dotprod(t, t) x += alpha*phat x += omega*shat r -= omega*t rho_prev = rho if callback: callback(x) else: # for loop exhausted # Return incomplete progress return postprocess(x), maxiter @_deprecate_positional_args(version="1.14") def cg(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None, atol=0., rtol=1e-5): """Use Conjugate Gradient iteration to solve ``Ax = b``. Parameters ---------- A : {sparse matrix, ndarray, LinearOperator} The real or complex N-by-N matrix of the linear system. ``A`` must represent a hermitian, positive definite matrix. 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 ``atol=0.`` and ``rtol=1e-5``. 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. tol : float, optional, deprecated .. deprecated:: 1.12.0 `cg` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0. Returns ------- x : ndarray The converged solution. info : integer 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 cg >>> P = np.array([[4, 0, 1, 0], ... [0, 5, 0, 0], ... [1, 0, 3, 2], ... [0, 0, 2, 4]]) >>> A = csc_matrix(P) >>> b = np.array([-1, -0.5, -1, 2]) >>> x, exit_code = cg(A, b, atol=1e-5) >>> print(exit_code) # 0 indicates successful convergence 0 >>> np.allclose(A.dot(x), b) True """ A, M, x, b, postprocess = make_system(A, M, x0, b) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('cg', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 n = len(b) if maxiter is None: maxiter = n*10 dotprod = np.vdot if np.iscomplexobj(x) else np.dot matvec = A.matvec psolve = M.matvec r = b - matvec(x) if x.any() else b.copy() # Dummy value to initialize var, silences warnings rho_prev, p = None, None for iteration in range(maxiter): if np.linalg.norm(r) < atol: # Are we done? return postprocess(x), 0 z = psolve(r) rho_cur = dotprod(r, z) if iteration > 0: beta = rho_cur / rho_prev p *= beta p += z else: # First spin p = np.empty_like(r) p[:] = z[:] q = matvec(p) alpha = rho_cur / dotprod(p, q) x += alpha*p r -= alpha*q rho_prev = rho_cur if callback: callback(x) else: # for loop exhausted # Return incomplete progress return postprocess(x), maxiter @_deprecate_positional_args(version="1.14") def cgs(A, b, x0=None, *, tol=_NoValue, maxiter=None, M=None, callback=None, atol=0., rtol=1e-5): """Use Conjugate Gradient Squared iteration to solve ``Ax = b``. Parameters ---------- A : {sparse matrix, ndarray, LinearOperator} The real-valued 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 ``atol=0.`` and ``rtol=1e-5``. 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. tol : float, optional, deprecated .. deprecated:: 1.12.0 `cgs` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0. Returns ------- x : ndarray The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : parameter breakdown Examples -------- >>> import numpy as np >>> from scipy.sparse import csc_matrix >>> from scipy.sparse.linalg import cgs >>> R = np.array([[4, 2, 0, 1], ... [3, 0, 0, 2], ... [0, 1, 1, 1], ... [0, 2, 1, 0]]) >>> A = csc_matrix(R) >>> b = np.array([-1, -0.5, -1, 2]) >>> x, exit_code = cgs(A, b) >>> print(exit_code) # 0 indicates successful convergence 0 >>> np.allclose(A.dot(x), b) True """ A, M, x, b, postprocess = make_system(A, M, x0, b) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('cgs', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 n = len(b) dotprod = np.vdot if np.iscomplexobj(x) else np.dot if maxiter is None: maxiter = n*10 matvec = A.matvec psolve = M.matvec rhotol = np.finfo(x.dtype.char).eps**2 r = b - matvec(x) if x.any() else b.copy() rtilde = r.copy() bnorm = np.linalg.norm(b) if bnorm == 0: bnorm = 1 # Dummy values to initialize vars, silence linter warnings rho_prev, p, u, q = None, None, None, None for iteration in range(maxiter): rnorm = np.linalg.norm(r) if rnorm < atol: # Are we done? return postprocess(x), 0 rho_cur = dotprod(rtilde, r) if np.abs(rho_cur) < rhotol: # Breakdown case return postprocess, -10 if iteration > 0: beta = rho_cur / rho_prev # u = r + beta * q # p = u + beta * (q + beta * p); u[:] = r[:] u += beta*q p *= beta p += q p *= beta p += u else: # First spin p = r.copy() u = r.copy() q = np.empty_like(r) phat = psolve(p) vhat = matvec(phat) rv = dotprod(rtilde, vhat) if rv == 0: # Dot product breakdown return postprocess(x), -11 alpha = rho_cur / rv q[:] = u[:] q -= alpha*vhat uhat = psolve(u + q) x += alpha*uhat # Due to numerical error build-up the actual residual is computed # instead of the following two lines that were in the original # FORTRAN templates, still using a single matvec. # qhat = matvec(uhat) # r -= alpha*qhat r = b - matvec(x) rho_prev = rho_cur if callback: callback(x) else: # for loop exhausted # Return incomplete progress return postprocess(x), maxiter @_deprecate_positional_args(version="1.14") def gmres(A, b, x0=None, *, tol=_NoValue, restart=None, maxiter=None, M=None, callback=None, restrt=_NoValue, atol=0., callback_type=None, rtol=1e-5): """ Use Generalized 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 (a vector of zeros by default). atol, rtol : float Parameters for the convergence test. For convergence, ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied. The default is ``atol=0.`` and ``rtol=1e-5``. restart : int, optional Number of iterations between restarts. Larger values increase iteration cost, but may be necessary for convergence. If omitted, ``min(20, n)`` is used. maxiter : int, optional Maximum number of iterations (restart cycles). Iteration will stop after maxiter steps even if the specified tolerance has not been achieved. See `callback_type`. 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. In this implementation, left preconditioning is used, and the preconditioned residual is minimized. However, the final convergence is tested with respect to the ``b - A @ x`` residual. callback : function User-supplied function to call after each iteration. It is called as `callback(args)`, where `args` are selected by `callback_type`. callback_type : {'x', 'pr_norm', 'legacy'}, optional Callback function argument requested: - ``x``: current iterate (ndarray), called on every restart - ``pr_norm``: relative (preconditioned) residual norm (float), called on every inner iteration - ``legacy`` (default): same as ``pr_norm``, but also changes the meaning of `maxiter` to count inner iterations instead of restart cycles. This keyword has no effect if `callback` is not set. restrt : int, optional, deprecated .. deprecated:: 0.11.0 `gmres` keyword argument ``restrt`` is deprecated in favor of ``restart`` and will be removed in SciPy 1.14.0. tol : float, optional, deprecated .. deprecated:: 1.12.0 `gmres` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0 Returns ------- x : ndarray The converged solution. info : int Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations See Also -------- LinearOperator Notes ----- A preconditioner, P, is chosen such that P is close to A but easy to solve for. The preconditioner parameter required by this routine is ``M = P^-1``. The inverse should preferably not be calculated explicitly. Rather, use the following template to produce M:: # Construct a linear operator that computes P^-1 @ x. import scipy.sparse.linalg as spla M_x = lambda x: spla.spsolve(P, x) M = spla.LinearOperator((n, n), M_x) Examples -------- >>> import numpy as np >>> from scipy.sparse import csc_matrix >>> from scipy.sparse.linalg import gmres >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float) >>> b = np.array([2, 4, -1], dtype=float) >>> x, exitCode = gmres(A, b, atol=1e-5) >>> print(exitCode) # 0 indicates successful convergence 0 >>> np.allclose(A.dot(x), b) True """ # Handle the deprecation frenzy if restrt not in (None, _NoValue) and restart: raise ValueError("Cannot specify both 'restart' and 'restrt'" " keywords. Also 'rstrt' is deprecated." " and will be removed in SciPy 1.14.0. Use " "'restart' instead.") if restrt is not _NoValue: msg = ("'gmres' keyword argument 'restrt' is deprecated " "in favor of 'restart' and will be removed in SciPy" " 1.14.0. Until then, if set, 'rstrt' will override 'restart'." ) warnings.warn(msg, DeprecationWarning, stacklevel=3) restart = restrt if callback is not None and callback_type is None: # Warn about 'callback_type' semantic changes. # Probably should be removed only in far future, Scipy 2.0 or so. msg = ("scipy.sparse.linalg.gmres called without specifying " "`callback_type`. The default value will be changed in" " a future release. For compatibility, specify a value " "for `callback_type` explicitly, e.g., " "``gmres(..., callback_type='pr_norm')``, or to retain the " "old behavior ``gmres(..., callback_type='legacy')``" ) warnings.warn(msg, category=DeprecationWarning, stacklevel=3) if callback_type is None: callback_type = 'legacy' if callback_type not in ('x', 'pr_norm', 'legacy'): raise ValueError(f"Unknown callback_type: {callback_type!r}") if callback is None: callback_type = None A, M, x, b, postprocess = make_system(A, M, x0, b) matvec = A.matvec psolve = M.matvec n = len(b) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('gmres', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 eps = np.finfo(x.dtype.char).eps dotprod = np.vdot if np.iscomplexobj(x) else np.dot if maxiter is None: maxiter = n*10 if restart is None: restart = 20 restart = min(restart, n) Mb_nrm2 = np.linalg.norm(psolve(b)) # ==================================================== # =========== Tolerance control from gh-8400 ========= # ==================================================== # Tolerance passed to GMRESREVCOM applies to the inner # iteration and deals with the left-preconditioned # residual. ptol_max_factor = 1. ptol = Mb_nrm2 * min(ptol_max_factor, atol / bnrm2) presid = 0. # ==================================================== lartg = get_lapack_funcs('lartg', dtype=x.dtype) # allocate internal variables v = np.empty([restart+1, n], dtype=x.dtype) h = np.zeros([restart, restart+1], dtype=x.dtype) givens = np.zeros([restart, 2], dtype=x.dtype) # legacy iteration count inner_iter = 0 for iteration in range(maxiter): if iteration == 0: r = b - matvec(x) if x.any() else b.copy() if np.linalg.norm(r) < atol: # Are we done? return postprocess(x), 0 v[0, :] = psolve(r) tmp = np.linalg.norm(v[0, :]) v[0, :] *= (1 / tmp) # RHS of the Hessenberg problem S = np.zeros(restart+1, dtype=x.dtype) S[0] = tmp breakdown = False for col in range(restart): av = matvec(v[col, :]) w = psolve(av) # Modified Gram-Schmidt h0 = np.linalg.norm(w) for k in range(col+1): tmp = dotprod(v[k, :], w) h[col, k] = tmp w -= tmp*v[k, :] h1 = np.linalg.norm(w) h[col, col + 1] = h1 v[col + 1, :] = w[:] # Exact solution indicator if h1 <= eps*h0: h[col, col + 1] = 0 breakdown = True else: v[col + 1, :] *= (1 / h1) # apply past Givens rotations to current h column for k in range(col): c, s = givens[k, 0], givens[k, 1] n0, n1 = h[col, [k, k+1]] h[col, [k, k + 1]] = [c*n0 + s*n1, -s.conj()*n0 + c*n1] # get and apply current rotation to h and S c, s, mag = lartg(h[col, col], h[col, col+1]) givens[col, :] = [c, s] h[col, [col, col+1]] = mag, 0 # S[col+1] component is always 0 tmp = -np.conjugate(s)*S[col] S[[col, col + 1]] = [c*S[col], tmp] presid = np.abs(tmp) inner_iter += 1 if callback_type in ('legacy', 'pr_norm'): callback(presid / bnrm2) # Legacy behavior if callback_type == 'legacy' and inner_iter == maxiter: break if presid <= ptol or breakdown: break # Solve h(col, col) upper triangular system and allow pseudo-solve # singular cases as in (but without the f2py copies): # y = trsv(h[:col+1, :col+1].T, S[:col+1]) if h[col, col] == 0: S[col] = 0 y = np.zeros([col+1], dtype=x.dtype) y[:] = S[:col+1] for k in range(col, 0, -1): if y[k] != 0: y[k] /= h[k, k] tmp = y[k] y[:k] -= tmp*h[k, :k] if y[0] != 0: y[0] /= h[0, 0] x += y @ v[:col+1, :] r = b - matvec(x) rnorm = np.linalg.norm(r) # Legacy exit if callback_type == 'legacy' and inner_iter == maxiter: return postprocess(x), 0 if rnorm <= atol else maxiter if callback_type == 'x': callback(x) if rnorm <= atol: break elif breakdown: # Reached breakdown (= exact solution), but the external # tolerance check failed. Bail out with failure. break elif presid <= ptol: # Inner loop passed but outer didn't ptol_max_factor = max(eps, 0.25 * ptol_max_factor) else: ptol_max_factor = min(1.0, 1.5 * ptol_max_factor) ptol = presid * min(ptol_max_factor, atol / rnorm) info = 0 if (rnorm <= atol) else maxiter return postprocess(x), info @_deprecate_positional_args(version="1.14") def qmr(A, b, x0=None, *, tol=_NoValue, maxiter=None, M1=None, M2=None, callback=None, atol=0., rtol=1e-5): """Use Quasi-Minimal Residual iteration to solve ``Ax = b``. Parameters ---------- A : {sparse matrix, ndarray, LinearOperator} The real-valued N-by-N matrix of the linear system. Alternatively, ``A`` can be a linear operator which can produce ``Ax`` and ``A^T x`` 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. atol, rtol : float, optional Parameters for the convergence test. For convergence, ``norm(b - A @ x) <= max(rtol*norm(b), atol)`` should be satisfied. The default is ``atol=0.`` and ``rtol=1e-5``. maxiter : integer Maximum number of iterations. Iteration will stop after maxiter steps even if the specified tolerance has not been achieved. M1 : {sparse matrix, ndarray, LinearOperator} Left preconditioner for A. M2 : {sparse matrix, ndarray, LinearOperator} Right preconditioner for A. Used together with the left preconditioner M1. The matrix M1@A@M2 should have better conditioned than A alone. callback : function User-supplied function to call after each iteration. It is called as callback(xk), where xk is the current solution vector. tol : float, optional, deprecated .. deprecated:: 1.12.0 `qmr` keyword argument ``tol`` is deprecated in favor of ``rtol`` and will be removed in SciPy 1.14.0. Returns ------- x : ndarray The converged solution. info : integer Provides convergence information: 0 : successful exit >0 : convergence to tolerance not achieved, number of iterations <0 : parameter breakdown See Also -------- LinearOperator Examples -------- >>> import numpy as np >>> from scipy.sparse import csc_matrix >>> from scipy.sparse.linalg import qmr >>> A = csc_matrix([[3., 2., 0.], [1., -1., 0.], [0., 5., 1.]]) >>> b = np.array([2., 4., -1.]) >>> x, exitCode = qmr(A, b, atol=1e-5) >>> print(exitCode) # 0 indicates successful convergence 0 >>> np.allclose(A.dot(x), b) True """ A_ = A A, M, x, b, postprocess = make_system(A, None, x0, b) bnrm2 = np.linalg.norm(b) atol, _ = _get_atol_rtol('qmr', bnrm2, tol, atol, rtol) if bnrm2 == 0: return postprocess(b), 0 if M1 is None and M2 is None: if hasattr(A_, 'psolve'): def left_psolve(b): return A_.psolve(b, 'left') def right_psolve(b): return A_.psolve(b, 'right') def left_rpsolve(b): return A_.rpsolve(b, 'left') def right_rpsolve(b): return A_.rpsolve(b, 'right') M1 = LinearOperator(A.shape, matvec=left_psolve, rmatvec=left_rpsolve) M2 = LinearOperator(A.shape, matvec=right_psolve, rmatvec=right_rpsolve) else: def id(b): return b M1 = LinearOperator(A.shape, matvec=id, rmatvec=id) M2 = LinearOperator(A.shape, matvec=id, rmatvec=id) n = len(b) if maxiter is None: maxiter = n*10 dotprod = np.vdot if np.iscomplexobj(x) else np.dot rhotol = np.finfo(x.dtype.char).eps betatol = rhotol gammatol = rhotol deltatol = rhotol epsilontol = rhotol xitol = rhotol r = b - A.matvec(x) if x.any() else b.copy() vtilde = r.copy() y = M1.matvec(vtilde) rho = np.linalg.norm(y) wtilde = r.copy() z = M2.rmatvec(wtilde) xi = np.linalg.norm(z) gamma, eta, theta = 1, -1, 0 v = np.empty_like(vtilde) w = np.empty_like(wtilde) # Dummy values to initialize vars, silence linter warnings epsilon, q, d, p, s = None, None, None, None, None for iteration in range(maxiter): if np.linalg.norm(r) < atol: # Are we done? return postprocess(x), 0 if np.abs(rho) < rhotol: # rho breakdown return postprocess(x), -10 if np.abs(xi) < xitol: # xi breakdown return postprocess(x), -15 v[:] = vtilde[:] v *= (1 / rho) y *= (1 / rho) w[:] = wtilde[:] w *= (1 / xi) z *= (1 / xi) delta = dotprod(z, y) if np.abs(delta) < deltatol: # delta breakdown return postprocess(x), -13 ytilde = M2.matvec(y) ztilde = M1.rmatvec(z) if iteration > 0: ytilde -= (xi * delta / epsilon) * p p[:] = ytilde[:] ztilde -= (rho * (delta / epsilon).conj()) * q q[:] = ztilde[:] else: # First spin p = ytilde.copy() q = ztilde.copy() ptilde = A.matvec(p) epsilon = dotprod(q, ptilde) if np.abs(epsilon) < epsilontol: # epsilon breakdown return postprocess(x), -14 beta = epsilon / delta if np.abs(beta) < betatol: # beta breakdown return postprocess(x), -11 vtilde[:] = ptilde[:] vtilde -= beta*v y = M1.matvec(vtilde) rho_prev = rho rho = np.linalg.norm(y) wtilde[:] = w[:] wtilde *= - beta.conj() wtilde += A.rmatvec(q) z = M2.rmatvec(wtilde) xi = np.linalg.norm(z) gamma_prev = gamma theta_prev = theta theta = rho / (gamma_prev * np.abs(beta)) gamma = 1 / np.sqrt(1 + theta**2) if np.abs(gamma) < gammatol: # gamma breakdown return postprocess(x), -12 eta *= -(rho_prev / beta) * (gamma / gamma_prev)**2 if iteration > 0: d *= (theta_prev * gamma) ** 2 d += eta*p s *= (theta_prev * gamma) ** 2 s += eta*ptilde else: d = p.copy() d *= eta s = ptilde.copy() s *= eta x += d r -= s if callback: callback(x) else: # for loop exhausted # Return incomplete progress return postprocess(x), maxiter