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/usr/share/pyshared/openopt/solvers/Standalone/defaultSLEsolver_oo.py is in python-openopt 0.38+svn1589-1.

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from numpy.linalg import norm
from numpy import dot, asfarray, atleast_1d,  zeros, ones, int, float64, where, inf, linalg, ndarray, prod
from openopt.kernel.baseSolver import baseSolver
from openopt.kernel.nonOptMisc import scipyAbsentMsg, isspmatrix

try:
    import scipy
    scipyInstalled = True
    from scipy.sparse import linalg
except:
    scipyInstalled = False
    


class defaultSLEsolver(baseSolver):
    __name__ = 'defaultSLEsolver'
    __license__ = "BSD"
    __authors__ = 'Dmitrey'
    __alg__ = ''
    __info__ = ''
    matrixSLEsolver = 'autoselect'
    sparseSolvers = ['bicg', 'bicgstab', 'cg', 'cgs', 'gmres', 'minres', 'qmr', 'spsolve']
    denseSolvers = ['numpy_linalg_solve']
    defaultSparseSolver = 'spsolve'
    defaultDenseSolver = 'numpy_linalg_solve'
    #__optionalDataThatCanBeHandled__ = []

    def __init__(self): pass

    def __solver__(self, p):
        #p.debug = 1
        # TODO: code clean up
        solver = self.matrixSLEsolver
        if solver in self.denseSolvers:
            useDense = True
        elif solver in self.sparseSolvers:
            useDense = False
        elif solver == 'autoselect':
            if not scipyInstalled:
                useDense = True
                if isspmatrix(p.C) and prod(p.C.shape)>100000:
                        s = """You have no scipy installed .
                        Thus the SLE will be solved as dense. 
                        """
                        p.pWarn(s)
                    
                solver = self.defaultDenseSolver
                self.matrixSLEsolver = solver
                
            else:
                solver = self.defaultSparseSolver
                self.matrixSLEsolver = solver
                useDense = False
        else:
            p.err('Incorrect SLE solver (%s)' % solver)
                
        if isinstance(solver, str): 
            if solver == 'numpy_linalg_solve':
                solver = linalg.solve
            else:
                solver = getattr(scipy.sparse.linalg, solver)
            
        if useDense:
            #p.debugmsg('dense SLE solver')
            try:
                C = p.C.toarray() if not isinstance(p.C, ndarray) else p.C
                if self.matrixSLEsolver == 'autoselect': 
                    self.matrixSLEsolver = linalg.solve
                xf = solver(C, p.d)
                istop, msg = 10, 'solved'
                p.xf = xf
                p.ff = norm(dot(C, xf)-p.d, inf)
            except linalg.LinAlgError:
                istop, msg = -10, 'singular matrix'
        else: # is sparse
            #p.debugmsg('sparse SLE solver')
            try:
                if not hasattr(p, 'C_as_csc'):p.C_as_csc = scipy.sparse.csc_matrix(p.C)
                xf = solver(p.C_as_csc, p.d)#, maxiter=10000)
                solver_istop = 0
                if solver_istop == 0:
                    istop, msg = 10, 'solved'
                else:
                    istop, msg = -104, 'the solver involved failed to solve the SLE'
                    if solver_istop < 0: msg += ', matter: illegal input or breakdown'
                    else: msg += ', matter: convergence to tolerance not achieved, number of iterations: %d' % solver_istop
                p.xf = xf                
                p.ff = norm(p.C_as_csc._mul_sparse_matrix(scipy.sparse.csr_matrix(xf.reshape(-1, 1))).toarray().flatten()-p.d, inf)                
            except:
                istop, msg = -100, 'unimplemented exception while solving sparse SLE'
        p.istop, p.msg = istop, msg