Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Power method: fix #211 #212

Merged
merged 7 commits into from
Jun 9, 2022
Merged

Power method: fix #211 #212

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
7 commits
Select commit Hold shift + click to select a range
c633a30
Correct the norm update for Power Method
paquiteau Jan 29, 2022
6459291
fix test value
paquiteau Jan 29, 2022
b271d30
fix WPS350
paquiteau Jan 29, 2022
d7d917f
fix test value for unconverged case
paquiteau Jan 30, 2022
cacc999
Merge branch 'develop' into power_method
sfarrens Feb 7, 2022
909a1d6
Merge branch 'develop' into power_method
sfarrens Mar 21, 2022
10c87c2
Merge branch 'develop' into power_method
paquiteau Jun 9, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
17 changes: 11 additions & 6 deletions modopt/math/matrix.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -285,9 +285,9 @@ class PowerMethod(object):
>>> np.random.seed(1)
>>> pm = PowerMethod(lambda x: x.dot(x.T), (3, 3))
>>> np.around(pm.spec_rad, 6)
0.904292
1.0
>>> np.around(pm.inv_spec_rad, 6)
1.105837
1.0

Notes
-----
Expand Down Expand Up @@ -348,17 +348,21 @@ def get_spec_rad(self, tolerance=1e-6, max_iter=20, extra_factor=1.0):
# Set (or reset) values of x.
x_old = self._set_initial_x()

xp = get_array_module(x_old)
x_old_norm = xp.linalg.norm(x_old)

x_old /= x_old_norm

# Iterate until the L2 norm of x converges.
for i_elem in range(max_iter):

xp = get_array_module(x_old)

x_old_norm = xp.linalg.norm(x_old)

x_new = self._operator(x_old) / x_old_norm
x_new = self._operator(x_old)

x_new_norm = xp.linalg.norm(x_new)

x_new /= x_new_norm

if (xp.abs(x_new_norm - x_old_norm) < tolerance):
message = (
' - Power Method converged after {0} iterations!'
Expand All @@ -374,6 +378,7 @@ def get_spec_rad(self, tolerance=1e-6, max_iter=20, extra_factor=1.0):
print(message.format(max_iter))

xp.copyto(x_old, x_new)
x_old_norm = x_new_norm

self.spec_rad = x_new_norm * extra_factor
self.inv_spec_rad = 1.0 / self.spec_rad
8 changes: 4 additions & 4 deletions modopt/tests/test_math.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -234,27 +234,27 @@ def test_powermethod_converged(self):
"""Test PowerMethod converged."""
npt.assert_almost_equal(
self.pmInstance1.spec_rad,
0.90429242629600837,
1.0,
err_msg='Incorrect spectral radius: converged',
)

npt.assert_almost_equal(
self.pmInstance1.inv_spec_rad,
1.1058369736612865,
1.0,
err_msg='Incorrect inverse spectral radius: converged',
)

def test_powermethod_unconverged(self):
"""Test PowerMethod unconverged."""
npt.assert_almost_equal(
self.pmInstance2.spec_rad,
0.92048833577059219,
0.8675467477372257,
err_msg='Incorrect spectral radius: unconverged',
)

npt.assert_almost_equal(
self.pmInstance2.inv_spec_rad,
1.0863798715741946,
1.152675636913221,
err_msg='Incorrect inverse spectral radius: unconverged',
)

Expand Down