/usr/lib/python2.7/dist-packages/openopt/solvers/Standalone/lsqr_oo.py is in python-openopt 0.38+svn1589-1.1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 | from openopt.kernel.ooMisc import norm
from numpy import dot, asfarray, atleast_1d, zeros, ones, float64, where, inf, ndarray, flatnonzero
from openopt.kernel.baseSolver import baseSolver
from openopt.kernel.nonOptMisc import isspmatrix, scipyInstalled, scipyAbsentMsg, isPyPy
from lsqr import lsqr as LSQR
try:
from scipy.sparse import csc_matrix, csr_matrix
except:
pass
class lsqr(baseSolver):
__name__ = 'lsqr'
__license__ = "GPL?"
__authors__ = 'Michael P. Friedlander (University of British Columbia), Dominique Orban (Ecole Polytechnique de Montreal)'
__alg__ = 'an iterative (conjugate-gradient-like) method'
__info__ = """
Parameters: atol (default 1e-9), btol (1e-9), conlim ('autoselect', default 1e8 for LLSP and 1e12 for SLE)
For further information, see
1. C. C. Paige and M. A. Saunders (1982a).
LSQR: An algorithm for sparse linear equations and sparse least squares,
ACM TOMS 8(1), 43-71.
2. C. C. Paige and M. A. Saunders (1982b).
Algorithm 583. LSQR: Sparse linear equations and least squares problems,
ACM TOMS 8(2), 195-209.
3. M. A. Saunders (1995). Solution of sparse rectangular systems using
LSQR and CRAIG, BIT 35, 588-604."""
__optionalDataThatCanBeHandled__ = ['damp', 'X']
_canHandleScipySparse = True
atol = 1e-9
btol = 1e-9
conlim = 'autoselect'
def __init__(self): pass
def __solver__(self, p):
condX = hasattr(p, 'X') and any(p.X)
if condX:
p.err("sorry, the solver can't handle non-zero X data yet, but you can easily handle it by yourself")
C, d = p.C, p.d
m, n = C.shape[0], p.n
if scipyInstalled:
if isspmatrix(C) or 0.25* C.size > flatnonzero(C).size:
C = csc_matrix(C)
elif not isPyPy and 0.25* C.size > flatnonzero(C).size:
p.pWarn(scipyAbsentMsg)
# if isinstance(C, ndarray) and 0.25* C.size > flatnonzero(C).size:
# if not scipyInstalled:
# p.pWarn(scipyAbsentMsg)
# else:
# C = csc_matrix(C)
CT = C.T
def aprod(mode, m, n, x):
if mode == 1:
r = dot(C, x).flatten() if not isspmatrix(C) else C._mul_sparse_matrix(csr_matrix(x.reshape(x.size, 1))).A.flatten()
# It doesn't implemented properly yet
# f = p.norm(r-d)
# assert damp == 0
# if damp != 0:
# assert not condX
# p.iterfcn(x)
# if p.istop: raise isSolved
return r
elif mode == 2:
return dot(CT, x).flatten() if not isspmatrix(C) else CT._mul_sparse_matrix(csr_matrix(x.reshape(x.size, 1))).A.flatten()
if self.conlim == 'autoselect':
conlim = 1e12 if m == n else 1e8
damp = self.damp if hasattr(self, 'damp') and self.damp is not None else 0
show = False
[ x, istop, itn, r1norm, r2norm, anorm, acond, arnorm, xnorm, var ] = \
LSQR(m, n, aprod, d, damp, 1e-9, 1e-9, conlim, p.maxIter, show, wantvar = False, callback = p.iterfcn)
# ( m, n, aprod, b, damp, atol, btol, conlim, itnlim, show, wantvar = False )
#p.istop, p.msg, p.iter = istop, msg.rstrip(), iter
p.istop = 1000
p.debugmsg('lsqr iterations elapsed: %d' % itn)
#p.iter = 1 # itn
p.xf = x
#p.ff = p.fk = p.objFunc(x)
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