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- from warnings import warn
- import numpy as np
- from numpy import asarray
- from scipy.sparse import (isspmatrix_csc, isspmatrix_csr, isspmatrix,
- SparseEfficiencyWarning, csc_matrix, csr_matrix)
- from scipy.sparse._sputils import is_pydata_spmatrix
- from scipy.linalg import LinAlgError
- import copy
- from . import _superlu
- noScikit = False
- try:
- import scikits.umfpack as umfpack
- except ImportError:
- noScikit = True
- useUmfpack = not noScikit
- __all__ = ['use_solver', 'spsolve', 'splu', 'spilu', 'factorized',
- 'MatrixRankWarning', 'spsolve_triangular']
- class MatrixRankWarning(UserWarning):
- pass
- def use_solver(**kwargs):
- """
- Select default sparse direct solver to be used.
- Parameters
- ----------
- useUmfpack : bool, optional
- Use UMFPACK [1]_, [2]_, [3]_, [4]_. over SuperLU. Has effect only
- if ``scikits.umfpack`` is installed. Default: True
- assumeSortedIndices : bool, optional
- Allow UMFPACK to skip the step of sorting indices for a CSR/CSC matrix.
- Has effect only if useUmfpack is True and ``scikits.umfpack`` is
- installed. Default: False
- Notes
- -----
- The default sparse solver is UMFPACK when available
- (``scikits.umfpack`` is installed). This can be changed by passing
- useUmfpack = False, which then causes the always present SuperLU
- based solver to be used.
- UMFPACK requires a CSR/CSC matrix to have sorted column/row indices. If
- sure that the matrix fulfills this, pass ``assumeSortedIndices=True``
- to gain some speed.
- References
- ----------
- .. [1] T. A. Davis, Algorithm 832: UMFPACK - an unsymmetric-pattern
- multifrontal method with a column pre-ordering strategy, ACM
- Trans. on Mathematical Software, 30(2), 2004, pp. 196--199.
- https://dl.acm.org/doi/abs/10.1145/992200.992206
- .. [2] T. A. Davis, A column pre-ordering strategy for the
- unsymmetric-pattern multifrontal method, ACM Trans.
- on Mathematical Software, 30(2), 2004, pp. 165--195.
- https://dl.acm.org/doi/abs/10.1145/992200.992205
- .. [3] T. A. Davis and I. S. Duff, A combined unifrontal/multifrontal
- method for unsymmetric sparse matrices, ACM Trans. on
- Mathematical Software, 25(1), 1999, pp. 1--19.
- https://doi.org/10.1145/305658.287640
- .. [4] T. A. Davis and I. S. Duff, An unsymmetric-pattern multifrontal
- method for sparse LU factorization, SIAM J. Matrix Analysis and
- Computations, 18(1), 1997, pp. 140--158.
- https://doi.org/10.1137/S0895479894246905T.
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse.linalg import use_solver, spsolve
- >>> from scipy.sparse import csc_matrix
- >>> R = np.random.randn(5, 5)
- >>> A = csc_matrix(R)
- >>> b = np.random.randn(5)
- >>> use_solver(useUmfpack=False) # enforce superLU over UMFPACK
- >>> x = spsolve(A, b)
- >>> np.allclose(A.dot(x), b)
- True
- >>> use_solver(useUmfpack=True) # reset umfPack usage to default
- """
- if 'useUmfpack' in kwargs:
- globals()['useUmfpack'] = kwargs['useUmfpack']
- if useUmfpack and 'assumeSortedIndices' in kwargs:
- umfpack.configure(assumeSortedIndices=kwargs['assumeSortedIndices'])
- def _get_umf_family(A):
- """Get umfpack family string given the sparse matrix dtype."""
- _families = {
- (np.float64, np.int32): 'di',
- (np.complex128, np.int32): 'zi',
- (np.float64, np.int64): 'dl',
- (np.complex128, np.int64): 'zl'
- }
- f_type = np.sctypeDict[A.dtype.name]
- i_type = np.sctypeDict[A.indices.dtype.name]
- try:
- family = _families[(f_type, i_type)]
- except KeyError as e:
- msg = 'only float64 or complex128 matrices with int32 or int64' \
- ' indices are supported! (got: matrix: %s, indices: %s)' \
- % (f_type, i_type)
- raise ValueError(msg) from e
- # See gh-8278. Considered converting only if
- # A.shape[0]*A.shape[1] > np.iinfo(np.int32).max,
- # but that didn't always fix the issue.
- family = family[0] + "l"
- A_new = copy.copy(A)
- A_new.indptr = np.array(A.indptr, copy=False, dtype=np.int64)
- A_new.indices = np.array(A.indices, copy=False, dtype=np.int64)
- return family, A_new
- def spsolve(A, b, permc_spec=None, use_umfpack=True):
- """Solve the sparse linear system Ax=b, where b may be a vector or a matrix.
- Parameters
- ----------
- A : ndarray or sparse matrix
- The square matrix A will be converted into CSC or CSR form
- b : ndarray or sparse matrix
- The matrix or vector representing the right hand side of the equation.
- If a vector, b.shape must be (n,) or (n, 1).
- permc_spec : str, optional
- How to permute the columns of the matrix for sparsity preservation.
- (default: 'COLAMD')
- - ``NATURAL``: natural ordering.
- - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
- - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
- - ``COLAMD``: approximate minimum degree column ordering [1]_, [2]_.
- use_umfpack : bool, optional
- if True (default) then use UMFPACK for the solution [3]_, [4]_, [5]_,
- [6]_ . This is only referenced if b is a vector and
- ``scikits.umfpack`` is installed.
- Returns
- -------
- x : ndarray or sparse matrix
- the solution of the sparse linear equation.
- If b is a vector, then x is a vector of size A.shape[1]
- If b is a matrix, then x is a matrix of size (A.shape[1], b.shape[1])
- Notes
- -----
- For solving the matrix expression AX = B, this solver assumes the resulting
- matrix X is sparse, as is often the case for very sparse inputs. If the
- resulting X is dense, the construction of this sparse result will be
- relatively expensive. In that case, consider converting A to a dense
- matrix and using scipy.linalg.solve or its variants.
- References
- ----------
- .. [1] T. A. Davis, J. R. Gilbert, S. Larimore, E. Ng, Algorithm 836:
- COLAMD, an approximate column minimum degree ordering algorithm,
- ACM Trans. on Mathematical Software, 30(3), 2004, pp. 377--380.
- :doi:`10.1145/1024074.1024080`
- .. [2] T. A. Davis, J. R. Gilbert, S. Larimore, E. Ng, A column approximate
- minimum degree ordering algorithm, ACM Trans. on Mathematical
- Software, 30(3), 2004, pp. 353--376. :doi:`10.1145/1024074.1024079`
- .. [3] T. A. Davis, Algorithm 832: UMFPACK - an unsymmetric-pattern
- multifrontal method with a column pre-ordering strategy, ACM
- Trans. on Mathematical Software, 30(2), 2004, pp. 196--199.
- https://dl.acm.org/doi/abs/10.1145/992200.992206
- .. [4] T. A. Davis, A column pre-ordering strategy for the
- unsymmetric-pattern multifrontal method, ACM Trans.
- on Mathematical Software, 30(2), 2004, pp. 165--195.
- https://dl.acm.org/doi/abs/10.1145/992200.992205
- .. [5] T. A. Davis and I. S. Duff, A combined unifrontal/multifrontal
- method for unsymmetric sparse matrices, ACM Trans. on
- Mathematical Software, 25(1), 1999, pp. 1--19.
- https://doi.org/10.1145/305658.287640
- .. [6] T. A. Davis and I. S. Duff, An unsymmetric-pattern multifrontal
- method for sparse LU factorization, SIAM J. Matrix Analysis and
- Computations, 18(1), 1997, pp. 140--158.
- https://doi.org/10.1137/S0895479894246905T.
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse import csc_matrix
- >>> from scipy.sparse.linalg import spsolve
- >>> A = csc_matrix([[3, 2, 0], [1, -1, 0], [0, 5, 1]], dtype=float)
- >>> B = csc_matrix([[2, 0], [-1, 0], [2, 0]], dtype=float)
- >>> x = spsolve(A, B)
- >>> np.allclose(A.dot(x).toarray(), B.toarray())
- True
- """
- if is_pydata_spmatrix(A):
- A = A.to_scipy_sparse().tocsc()
- if not (isspmatrix_csc(A) or isspmatrix_csr(A)):
- A = csc_matrix(A)
- warn('spsolve requires A be CSC or CSR matrix format',
- SparseEfficiencyWarning)
- # b is a vector only if b have shape (n,) or (n, 1)
- b_is_sparse = isspmatrix(b) or is_pydata_spmatrix(b)
- if not b_is_sparse:
- b = asarray(b)
- b_is_vector = ((b.ndim == 1) or (b.ndim == 2 and b.shape[1] == 1))
- # sum duplicates for non-canonical format
- A.sum_duplicates()
- A = A.asfptype() # upcast to a floating point format
- result_dtype = np.promote_types(A.dtype, b.dtype)
- if A.dtype != result_dtype:
- A = A.astype(result_dtype)
- if b.dtype != result_dtype:
- b = b.astype(result_dtype)
- # validate input shapes
- M, N = A.shape
- if (M != N):
- raise ValueError("matrix must be square (has shape %s)" % ((M, N),))
- if M != b.shape[0]:
- raise ValueError("matrix - rhs dimension mismatch (%s - %s)"
- % (A.shape, b.shape[0]))
- use_umfpack = use_umfpack and useUmfpack
- if b_is_vector and use_umfpack:
- if b_is_sparse:
- b_vec = b.toarray()
- else:
- b_vec = b
- b_vec = asarray(b_vec, dtype=A.dtype).ravel()
- if noScikit:
- raise RuntimeError('Scikits.umfpack not installed.')
- if A.dtype.char not in 'dD':
- raise ValueError("convert matrix data to double, please, using"
- " .astype(), or set linsolve.useUmfpack = False")
- umf_family, A = _get_umf_family(A)
- umf = umfpack.UmfpackContext(umf_family)
- x = umf.linsolve(umfpack.UMFPACK_A, A, b_vec,
- autoTranspose=True)
- else:
- if b_is_vector and b_is_sparse:
- b = b.toarray()
- b_is_sparse = False
- if not b_is_sparse:
- if isspmatrix_csc(A):
- flag = 1 # CSC format
- else:
- flag = 0 # CSR format
- options = dict(ColPerm=permc_spec)
- x, info = _superlu.gssv(N, A.nnz, A.data, A.indices, A.indptr,
- b, flag, options=options)
- if info != 0:
- warn("Matrix is exactly singular", MatrixRankWarning)
- x.fill(np.nan)
- if b_is_vector:
- x = x.ravel()
- else:
- # b is sparse
- Afactsolve = factorized(A)
- if not (isspmatrix_csc(b) or is_pydata_spmatrix(b)):
- warn('spsolve is more efficient when sparse b '
- 'is in the CSC matrix format', SparseEfficiencyWarning)
- b = csc_matrix(b)
- # Create a sparse output matrix by repeatedly applying
- # the sparse factorization to solve columns of b.
- data_segs = []
- row_segs = []
- col_segs = []
- for j in range(b.shape[1]):
- # TODO: replace this with
- # bj = b[:, j].toarray().ravel()
- # once 1D sparse arrays are supported.
- # That is a slightly faster code path.
- bj = b[:, [j]].toarray().ravel()
- xj = Afactsolve(bj)
- w = np.flatnonzero(xj)
- segment_length = w.shape[0]
- row_segs.append(w)
- col_segs.append(np.full(segment_length, j, dtype=int))
- data_segs.append(np.asarray(xj[w], dtype=A.dtype))
- sparse_data = np.concatenate(data_segs)
- sparse_row = np.concatenate(row_segs)
- sparse_col = np.concatenate(col_segs)
- x = A.__class__((sparse_data, (sparse_row, sparse_col)),
- shape=b.shape, dtype=A.dtype)
- if is_pydata_spmatrix(b):
- x = b.__class__(x)
- return x
- def splu(A, permc_spec=None, diag_pivot_thresh=None,
- relax=None, panel_size=None, options=dict()):
- """
- Compute the LU decomposition of a sparse, square matrix.
- Parameters
- ----------
- A : sparse matrix
- Sparse matrix to factorize. Most efficient when provided in CSC
- format. Other formats will be converted to CSC before factorization.
- permc_spec : str, optional
- How to permute the columns of the matrix for sparsity preservation.
- (default: 'COLAMD')
- - ``NATURAL``: natural ordering.
- - ``MMD_ATA``: minimum degree ordering on the structure of A^T A.
- - ``MMD_AT_PLUS_A``: minimum degree ordering on the structure of A^T+A.
- - ``COLAMD``: approximate minimum degree column ordering
- diag_pivot_thresh : float, optional
- Threshold used for a diagonal entry to be an acceptable pivot.
- See SuperLU user's guide for details [1]_
- relax : int, optional
- Expert option for customizing the degree of relaxing supernodes.
- See SuperLU user's guide for details [1]_
- panel_size : int, optional
- Expert option for customizing the panel size.
- See SuperLU user's guide for details [1]_
- options : dict, optional
- Dictionary containing additional expert options to SuperLU.
- See SuperLU user guide [1]_ (section 2.4 on the 'Options' argument)
- for more details. For example, you can specify
- ``options=dict(Equil=False, IterRefine='SINGLE'))``
- to turn equilibration off and perform a single iterative refinement.
- Returns
- -------
- invA : scipy.sparse.linalg.SuperLU
- Object, which has a ``solve`` method.
- See also
- --------
- spilu : incomplete LU decomposition
- Notes
- -----
- This function uses the SuperLU library.
- References
- ----------
- .. [1] SuperLU https://portal.nersc.gov/project/sparse/superlu/
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse import csc_matrix
- >>> from scipy.sparse.linalg import splu
- >>> A = csc_matrix([[1., 0., 0.], [5., 0., 2.], [0., -1., 0.]], dtype=float)
- >>> B = splu(A)
- >>> x = np.array([1., 2., 3.], dtype=float)
- >>> B.solve(x)
- array([ 1. , -3. , -1.5])
- >>> A.dot(B.solve(x))
- array([ 1., 2., 3.])
- >>> B.solve(A.dot(x))
- array([ 1., 2., 3.])
- """
- if is_pydata_spmatrix(A):
- csc_construct_func = lambda *a, cls=type(A): cls(csc_matrix(*a))
- A = A.to_scipy_sparse().tocsc()
- else:
- csc_construct_func = csc_matrix
- if not isspmatrix_csc(A):
- A = csc_matrix(A)
- warn('splu converted its input to CSC format', SparseEfficiencyWarning)
- # sum duplicates for non-canonical format
- A.sum_duplicates()
- A = A.asfptype() # upcast to a floating point format
- M, N = A.shape
- if (M != N):
- raise ValueError("can only factor square matrices") # is this true?
- _options = dict(DiagPivotThresh=diag_pivot_thresh, ColPerm=permc_spec,
- PanelSize=panel_size, Relax=relax)
- if options is not None:
- _options.update(options)
- # Ensure that no column permutations are applied
- if (_options["ColPerm"] == "NATURAL"):
- _options["SymmetricMode"] = True
- return _superlu.gstrf(N, A.nnz, A.data, A.indices, A.indptr,
- csc_construct_func=csc_construct_func,
- ilu=False, options=_options)
- def spilu(A, drop_tol=None, fill_factor=None, drop_rule=None, permc_spec=None,
- diag_pivot_thresh=None, relax=None, panel_size=None, options=None):
- """
- Compute an incomplete LU decomposition for a sparse, square matrix.
- The resulting object is an approximation to the inverse of `A`.
- Parameters
- ----------
- A : (N, N) array_like
- Sparse matrix to factorize. Most efficient when provided in CSC format.
- Other formats will be converted to CSC before factorization.
- drop_tol : float, optional
- Drop tolerance (0 <= tol <= 1) for an incomplete LU decomposition.
- (default: 1e-4)
- fill_factor : float, optional
- Specifies the fill ratio upper bound (>= 1.0) for ILU. (default: 10)
- drop_rule : str, optional
- Comma-separated string of drop rules to use.
- Available rules: ``basic``, ``prows``, ``column``, ``area``,
- ``secondary``, ``dynamic``, ``interp``. (Default: ``basic,area``)
- See SuperLU documentation for details.
- Remaining other options
- Same as for `splu`
- Returns
- -------
- invA_approx : scipy.sparse.linalg.SuperLU
- Object, which has a ``solve`` method.
- See also
- --------
- splu : complete LU decomposition
- Notes
- -----
- To improve the better approximation to the inverse, you may need to
- increase `fill_factor` AND decrease `drop_tol`.
- This function uses the SuperLU library.
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse import csc_matrix
- >>> from scipy.sparse.linalg import spilu
- >>> A = csc_matrix([[1., 0., 0.], [5., 0., 2.], [0., -1., 0.]], dtype=float)
- >>> B = spilu(A)
- >>> x = np.array([1., 2., 3.], dtype=float)
- >>> B.solve(x)
- array([ 1. , -3. , -1.5])
- >>> A.dot(B.solve(x))
- array([ 1., 2., 3.])
- >>> B.solve(A.dot(x))
- array([ 1., 2., 3.])
- """
- if is_pydata_spmatrix(A):
- csc_construct_func = lambda *a, cls=type(A): cls(csc_matrix(*a))
- A = A.to_scipy_sparse().tocsc()
- else:
- csc_construct_func = csc_matrix
- if not isspmatrix_csc(A):
- A = csc_matrix(A)
- warn('spilu converted its input to CSC format',
- SparseEfficiencyWarning)
- # sum duplicates for non-canonical format
- A.sum_duplicates()
- A = A.asfptype() # upcast to a floating point format
- M, N = A.shape
- if (M != N):
- raise ValueError("can only factor square matrices") # is this true?
- _options = dict(ILU_DropRule=drop_rule, ILU_DropTol=drop_tol,
- ILU_FillFactor=fill_factor,
- DiagPivotThresh=diag_pivot_thresh, ColPerm=permc_spec,
- PanelSize=panel_size, Relax=relax)
- if options is not None:
- _options.update(options)
- # Ensure that no column permutations are applied
- if (_options["ColPerm"] == "NATURAL"):
- _options["SymmetricMode"] = True
- return _superlu.gstrf(N, A.nnz, A.data, A.indices, A.indptr,
- csc_construct_func=csc_construct_func,
- ilu=True, options=_options)
- def factorized(A):
- """
- Return a function for solving a sparse linear system, with A pre-factorized.
- Parameters
- ----------
- A : (N, N) array_like
- Input. A in CSC format is most efficient. A CSR format matrix will
- be converted to CSC before factorization.
- Returns
- -------
- solve : callable
- To solve the linear system of equations given in `A`, the `solve`
- callable should be passed an ndarray of shape (N,).
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse.linalg import factorized
- >>> A = np.array([[ 3. , 2. , -1. ],
- ... [ 2. , -2. , 4. ],
- ... [-1. , 0.5, -1. ]])
- >>> solve = factorized(A) # Makes LU decomposition.
- >>> rhs1 = np.array([1, -2, 0])
- >>> solve(rhs1) # Uses the LU factors.
- array([ 1., -2., -2.])
- """
- if is_pydata_spmatrix(A):
- A = A.to_scipy_sparse().tocsc()
- if useUmfpack:
- if noScikit:
- raise RuntimeError('Scikits.umfpack not installed.')
- if not isspmatrix_csc(A):
- A = csc_matrix(A)
- warn('splu converted its input to CSC format',
- SparseEfficiencyWarning)
- A = A.asfptype() # upcast to a floating point format
- if A.dtype.char not in 'dD':
- raise ValueError("convert matrix data to double, please, using"
- " .astype(), or set linsolve.useUmfpack = False")
- umf_family, A = _get_umf_family(A)
- umf = umfpack.UmfpackContext(umf_family)
- # Make LU decomposition.
- umf.numeric(A)
- def solve(b):
- with np.errstate(divide="ignore", invalid="ignore"):
- # Ignoring warnings with numpy >= 1.23.0, see gh-16523
- result = umf.solve(umfpack.UMFPACK_A, A, b, autoTranspose=True)
- return result
- return solve
- else:
- return splu(A).solve
- def spsolve_triangular(A, b, lower=True, overwrite_A=False, overwrite_b=False,
- unit_diagonal=False):
- """
- Solve the equation ``A x = b`` for `x`, assuming A is a triangular matrix.
- Parameters
- ----------
- A : (M, M) sparse matrix
- A sparse square triangular matrix. Should be in CSR format.
- b : (M,) or (M, N) array_like
- Right-hand side matrix in ``A x = b``
- lower : bool, optional
- Whether `A` is a lower or upper triangular matrix.
- Default is lower triangular matrix.
- overwrite_A : bool, optional
- Allow changing `A`. The indices of `A` are going to be sorted and zero
- entries are going to be removed.
- Enabling gives a performance gain. Default is False.
- overwrite_b : bool, optional
- Allow overwriting data in `b`.
- Enabling gives a performance gain. Default is False.
- If `overwrite_b` is True, it should be ensured that
- `b` has an appropriate dtype to be able to store the result.
- unit_diagonal : bool, optional
- If True, diagonal elements of `a` are assumed to be 1 and will not be
- referenced.
- .. versionadded:: 1.4.0
- Returns
- -------
- x : (M,) or (M, N) ndarray
- Solution to the system ``A x = b``. Shape of return matches shape
- of `b`.
- Raises
- ------
- LinAlgError
- If `A` is singular or not triangular.
- ValueError
- If shape of `A` or shape of `b` do not match the requirements.
- Notes
- -----
- .. versionadded:: 0.19.0
- Examples
- --------
- >>> import numpy as np
- >>> from scipy.sparse import csr_matrix
- >>> from scipy.sparse.linalg import spsolve_triangular
- >>> A = csr_matrix([[3, 0, 0], [1, -1, 0], [2, 0, 1]], dtype=float)
- >>> B = np.array([[2, 0], [-1, 0], [2, 0]], dtype=float)
- >>> x = spsolve_triangular(A, B)
- >>> np.allclose(A.dot(x), B)
- True
- """
- if is_pydata_spmatrix(A):
- A = A.to_scipy_sparse().tocsr()
- # Check the input for correct type and format.
- if not isspmatrix_csr(A):
- warn('CSR matrix format is required. Converting to CSR matrix.',
- SparseEfficiencyWarning)
- A = csr_matrix(A)
- elif not overwrite_A:
- A = A.copy()
- if A.shape[0] != A.shape[1]:
- raise ValueError(
- 'A must be a square matrix but its shape is {}.'.format(A.shape))
- # sum duplicates for non-canonical format
- A.sum_duplicates()
- b = np.asanyarray(b)
- if b.ndim not in [1, 2]:
- raise ValueError(
- 'b must have 1 or 2 dims but its shape is {}.'.format(b.shape))
- if A.shape[0] != b.shape[0]:
- raise ValueError(
- 'The size of the dimensions of A must be equal to '
- 'the size of the first dimension of b but the shape of A is '
- '{} and the shape of b is {}.'.format(A.shape, b.shape))
- # Init x as (a copy of) b.
- x_dtype = np.result_type(A.data, b, np.float64)
- if overwrite_b:
- if np.can_cast(b.dtype, x_dtype, casting='same_kind'):
- x = b
- else:
- raise ValueError(
- 'Cannot overwrite b (dtype {}) with result '
- 'of type {}.'.format(b.dtype, x_dtype))
- else:
- x = b.astype(x_dtype, copy=True)
- # Choose forward or backward order.
- if lower:
- row_indices = range(len(b))
- else:
- row_indices = range(len(b) - 1, -1, -1)
- # Fill x iteratively.
- for i in row_indices:
- # Get indices for i-th row.
- indptr_start = A.indptr[i]
- indptr_stop = A.indptr[i + 1]
- if lower:
- A_diagonal_index_row_i = indptr_stop - 1
- A_off_diagonal_indices_row_i = slice(indptr_start, indptr_stop - 1)
- else:
- A_diagonal_index_row_i = indptr_start
- A_off_diagonal_indices_row_i = slice(indptr_start + 1, indptr_stop)
- # Check regularity and triangularity of A.
- if not unit_diagonal and (indptr_stop <= indptr_start
- or A.indices[A_diagonal_index_row_i] < i):
- raise LinAlgError(
- 'A is singular: diagonal {} is zero.'.format(i))
- if not unit_diagonal and A.indices[A_diagonal_index_row_i] > i:
- raise LinAlgError(
- 'A is not triangular: A[{}, {}] is nonzero.'
- ''.format(i, A.indices[A_diagonal_index_row_i]))
- # Incorporate off-diagonal entries.
- A_column_indices_in_row_i = A.indices[A_off_diagonal_indices_row_i]
- A_values_in_row_i = A.data[A_off_diagonal_indices_row_i]
- x[i] -= np.dot(x[A_column_indices_in_row_i].T, A_values_in_row_i)
- # Compute i-th entry of x.
- if not unit_diagonal:
- x[i] /= A.data[A_diagonal_index_row_i]
- return x
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