Source code for pyomo.contrib.pynumero.linalg.scipy_interface

#  ___________________________________________________________________________
#
#  Pyomo: Python Optimization Modeling Objects
#  Copyright (c) 2008-2024
#  National Technology and Engineering Solutions of Sandia, LLC
#  Under the terms of Contract DE-NA0003525 with National Technology and
#  Engineering Solutions of Sandia, LLC, the U.S. Government retains certain
#  rights in this software.
#  This software is distributed under the 3-clause BSD License.
#  ___________________________________________________________________________

from .base import (
    DirectLinearSolverInterface,
    LinearSolverStatus,
    LinearSolverResults,
    LinearSolverInterface,
)
from scipy.sparse.linalg import splu, LinearOperator
from scipy.linalg import eigvals
from scipy.sparse import isspmatrix_csc, spmatrix
from pyomo.contrib.pynumero.sparse import BlockVector, BlockMatrix
import numpy as np
from typing import Union, Tuple, Optional, Callable


[docs] class ScipyLU(DirectLinearSolverInterface):
[docs] def __init__(self): self._lu = None
def do_symbolic_factorization( self, matrix: Union[spmatrix, BlockMatrix], raise_on_error: bool = True ) -> LinearSolverResults: res = LinearSolverResults() res.status = LinearSolverStatus.successful return res def do_numeric_factorization( self, matrix: Union[spmatrix, BlockMatrix], raise_on_error: bool = True ) -> LinearSolverResults: if not isspmatrix_csc(matrix): matrix = matrix.tocsc() res = LinearSolverResults() try: self._lu = splu(matrix) res.status = LinearSolverStatus.successful except RuntimeError as err: if raise_on_error: raise err if "Factor is exactly singular" in str(err): res.status = LinearSolverStatus.singular else: res.status = LinearSolverStatus.error return res def do_back_solve( self, rhs: Union[np.ndarray, BlockVector], raise_on_error: bool = True ) -> Tuple[Optional[Union[np.ndarray, BlockVector]], LinearSolverResults]: if isinstance(rhs, BlockVector): _rhs = rhs.flatten() else: _rhs = rhs result = self._lu.solve(_rhs) if isinstance(rhs, BlockVector): _result = rhs.copy_structure() _result.copyfrom(result) result = _result return result, LinearSolverResults(LinearSolverStatus.successful)
class _LinearOperator(LinearOperator): def __init__(self, matrix: Union[spmatrix, BlockMatrix]): self._matrix = matrix shape = self._matrix.shape dtype = self._matrix.dtype super(_LinearOperator, self).__init__(shape=shape, dtype=dtype) def _matvec(self, x): return self._matrix * x def _adjoint(self): return _LinearOperator(self._matrix.transpose())
[docs] class ScipyIterative(LinearSolverInterface):
[docs] def __init__(self, method: Callable, options=None): self.method = method if options is None: self.options = dict() else: self.options = dict(options)
def solve( self, matrix: Union[spmatrix, BlockMatrix], rhs: Union[np.ndarray, BlockVector], raise_on_error: bool = True, ) -> Tuple[Optional[Union[np.ndarray, BlockVector]], LinearSolverResults]: # eventually, we will want to remove the .tocoo(), but we would have to first # figure out how to deal with np.asarray for BlockVector and MPIBlockVector # np.asarray is used on rhs within the scipy iterative solvers linear_operator = _LinearOperator(matrix.tocoo()) if isinstance(rhs, BlockVector): _rhs = rhs.flatten() else: _rhs = rhs result, info = self.method(linear_operator, _rhs, **self.options) if info == 0: stat = LinearSolverStatus.successful else: stat = LinearSolverStatus.error if isinstance(rhs, BlockVector): _result = rhs.copy_structure() _result.copyfrom(result) result = _result return result, LinearSolverResults(stat)