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November 27, 2021 09:30
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import numpy as onp | |
import mindspore.scipy as msp | |
import mindspore.numpy as mnp | |
from mindspore import context, nn, ms_function | |
from mindspore.ops import functional as F | |
from mindspore.common import Tensor | |
# from mindspore.scipy.sparse.linalg import IterativeGmres | |
from mindspore.scipy.utils import _to_tensor | |
onp.random.seed(0) | |
def rotate_vectors(H, i, cs, sn): | |
x1 = H[i] | |
y1 = H[i + 1] | |
x2 = cs * x1 - sn * y1 | |
y2 = sn * x1 + cs * y1 | |
H[i] = x2 | |
H[i + 1] = y2 | |
return H | |
class GivensRotation(nn.Cell): | |
""" do the Givens Rotation""" | |
def __init__(self): | |
super(GivensRotation, self).__init__() | |
def construct(self, H_row, givens, k): | |
i = 0 | |
while i < k: | |
H_row = rotate_vectors(H_row, i, givens[i, 0], givens[i, 1]) | |
i = i + 1 | |
print(H_row) | |
t = -H_row[k] / H_row[k + 1] | |
givens[k, 0] = t | |
givens[k, 1] = 1 / t | |
R_row = rotate_vectors(H_row, k, givens[k, 0], givens[k, 1]) | |
return R_row, givens | |
# def rotate_vectors(self, H, i, cs, sn): | |
# x1 = H[i] | |
# y1 = H[i + 1] | |
# x2 = cs * x1 - sn * y1 | |
# y2 = sn * x1 + cs * y1 | |
# H[i] = x2 | |
# H[i + 1] = y2 | |
# return H | |
class IterativeGmres(nn.Cell): | |
""" | |
Implements a iterative GMRES. While building the ``restart``-dimensional | |
Krylov subspace iteratively using Givens Rotation method, the algorithm | |
constructs a Triangular matrix R which could be more easily solved. | |
""" | |
def __init__(self): | |
super(IterativeGmres, self).__init__() | |
self.givens_rotation = GivensRotation() | |
def construct(self, R, givens, restart): | |
k = 0 | |
while k < restart: | |
R[k, :], givens = self.givens_rotation(R[k, :], givens, k) | |
print(givens[0, 1]) | |
k += 1 | |
return R | |
if __name__ == '__main__': | |
preconditioner = 'identity' | |
n = 5 | |
restart = 5 | |
# dtype = onp.float64 | |
# A = create_full_rank_matrix((n, n), dtype) | |
# b = onp.random.rand(n).astype(dtype) | |
# x0 = onp.zeros_like(b).astype(dtype) | |
R = onp.random.random((restart, restart + 1)) | |
givens = onp.zeros((restart, 2), dtype=R.dtype) | |
context.set_context(mode=context.PYNATIVE_MODE) | |
native_x = IterativeGmres()(Tensor(R), Tensor(givens), restart) | |
context.set_context(mode=context.GRAPH_MODE) | |
graph_x = IterativeGmres()(Tensor(R), Tensor(givens), restart) | |
onp.testing.assert_almost_equal(native_x.asnumpy(), graph_x.asnumpy(), decimal=7) |
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