Refactoring and more parallel stuff
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parent
23df9f37f2
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219570e4f1
71
src/cg.py
71
src/cg.py
@ -1,58 +1,35 @@
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from mpi4py import MPI
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from matrix_mpi import MatrixMPI as Matrix
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from matrix_mpi import MatrixMPI as Matrix
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from vector_mpi import VectorMPI as Vector
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from vector_mpi import VectorMPI as Vector
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comm = MPI.COMM_WORLD
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# from matrix import Matrix
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size = comm.Get_size()
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# from vector import Vector
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rank = comm.Get_rank()
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def cg(n: int, A: Matrix, f: Vector, tol: float):
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def cg(A: Matrix, x0: Vector, b: Vector, tolerance: float = 1e-3, max_iterations: int = 1_000):
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# Intialisierung des Startvektors x
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"""
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x = Vector([1] * n)
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Solves a system of linear equations of the form Ax = b numerically.
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# Anzahl der Schritte
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:param A: The transformation matrix A
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count = 0
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:param x0: A vector to start the algorithm with
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:param b: The solution vector of the system of linear equations, the right hand side
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:param tolerance: The tolerance at which to stop the algorithm, default is 0.001
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:param max_iterations: Maximum number of iterations, default is 1000
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"""
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iterations = 0
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# Anfangswerte berechnen
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x = x0
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r = f - A * x # Anfangsresiduum
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r = b - A * x
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p = r # Anfangsabstiegsrichtung
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d = r
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while r.norm() > tol and count < 1000:
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while r.norm() >= tolerance and iterations < max_iterations:
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print(f"{count}. Iterationsschritt:\n")
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z = A * d
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# print("Iterierte:", x)
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# print("Residuumsnorm: ", r.norm())
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z = A * p # Matrix-Vektorprodukt berechnen und speichern
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alpha = (r.T() * d) / (d.T() * z)
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x = x + alpha * d
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r = r - alpha * z
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# Minimiere phi in Richung p um neue Iterierte x zu finden
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beta = -(r.T() * z) / (d.T() * z)
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alpha = (r.T() * p) / (p.T() * z) # (np.dot(r , p)) / (np.dot(p , z))
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d = r + beta * d
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# print(alpha)
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x = x + alpha * p # neue Itterierte x
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iterations = iterations + 1
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r = r - alpha * z # neues Residuum
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return x
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# Bestimmung der neuen Suchrichtung
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beta = - (r.T() * z) / (p.T() * z) # (np.dot(r , z)) / (np.dot(p , z))
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p = r + beta * p # neue konjugierte Abstiegsrichtung
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count = count + 1
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print(f"{rank} APFELSTRUDEL")
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# if rank == 0:
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# # Vergleich mit numpy-interner Lsg
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# u = np.linalg.solve(np.array(A.get_data()), np.array(f.get_data()))
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#
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# print("Lösung mit CG-Verfahren:", x)
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# print("Numpy interne Lösung:", u)
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#
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# if (Vector(u) - x).norm() > eps:
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# print("Der CG-Algorithmus hat nicht richtig funktioniert!")
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# else:
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# print("Der CG-Algorithmus war erfolgreich.")
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#
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# plt.plot(x.get_data(), linewidth=2)
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# plt.plot(u, linewidth=2)
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#
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# plt.show()
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21
src/main.py
21
src/main.py
@ -1,18 +1,25 @@
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import numpy as np
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from mpi4py import MPI
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import cg
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import cg
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from matrix_mpi import MatrixMPI as Matrix
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from matrix_mpi import MatrixMPI as Matrix
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from vector_mpi import VectorMPI as Vector
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from vector_mpi import VectorMPI as Vector
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# from matrix import Matrix
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# from vector import Vector
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comm = MPI.COMM_WORLD
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size = comm.Get_size()
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rank = comm.Get_rank()
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n = 1_00
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n = 1_00
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h = 1 / (n - 1)
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h = 1 / (n - 1)
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# Initialisierung der Matrix A und des Vektor f für LGS Au = f
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A = Matrix([-1, 2, -1], structure="tridiagonal", n=n)
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A = Matrix(np.diag(-1 * np.ones(n - 1), k=1) + np.diag(2 * np.ones(n), k=0) + np.diag(-1 * np.ones(n - 1), k=-1))
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x0 = Vector([1] * n)
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f = Vector([h ** 2 * 2] * n)
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b = Vector([h**2 * 2] * n)
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# Toleranz epsilon
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x = cg.cg(A, x0, b)
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tol = 0.001
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cg.cg(n, A, f, tol)
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if rank == 0:
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print(x)
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@ -22,7 +22,6 @@ class Matrix:
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- ``Matrix(list, str, int)``: will create a new square matrix of given size and structure of either \"unity\", \"diagonal\" or \"tridiagonal\"
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- ``Matrix(list, str, int)``: will create a new square matrix of given size and structure of either \"unity\", \"diagonal\" or \"tridiagonal\"
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- ``Matrix(str, int)``: will create a new square matrix of given size and TODO
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- ``Matrix(str, int)``: will create a new square matrix of given size and TODO
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:param data: Either a list or an numpy ndarray
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:param data: Either a list or an numpy ndarray
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:param shape: A tuple containing the amount of rows and columns
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:param shape: A tuple containing the amount of rows and columns
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:param structure: Either \"unity\", \"diagonal\" or \"tridiagonal\"
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:param structure: Either \"unity\", \"diagonal\" or \"tridiagonal\"
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@ -84,6 +83,16 @@ class Matrix:
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"""
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"""
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return self.__data__
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return self.__data__
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@staticmethod
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def flatten_internal(matrices):
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flattened_data = []
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rows = 0
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for matrix in matrices:
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flattened_data.extend(matrix.get_data())
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rows += matrix.__shape__[0]
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cols = matrices[0].__shape__[1]
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return flattened_data, (rows, cols)
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@staticmethod
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@staticmethod
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def flatten(matrices: list):
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def flatten(matrices: list):
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"""
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"""
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@ -95,13 +104,8 @@ class Matrix:
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:return: A ``Matrix`` extended by all matrices in the list.
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:return: A ``Matrix`` extended by all matrices in the list.
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:rtype: ``Matrix``
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:rtype: ``Matrix``
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"""
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"""
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flattened_data = []
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flattened_data, shape = Matrix.flatten_internal(matrices)
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rows = 0
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return Matrix(flattened_data, shape)
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for matrix in matrices:
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flattened_data.extend(matrix.get_matrix())
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rows += matrix.__shape__[0]
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cols = matrices[0].__shape__[1]
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return Matrix(flattened_data, (rows, cols))
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def shape(self):
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def shape(self):
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"""
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"""
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@ -247,6 +251,9 @@ class Matrix:
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def __rmul__(self, other):
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def __rmul__(self, other):
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return self * other
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return self * other
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def get_abs_sum_of_squares(self):
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return self.__abs_sum_of_squares__()
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def __abs_sum_of_squares__(self):
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def __abs_sum_of_squares__(self):
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rows = self.__shape__[0]
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rows = self.__shape__[0]
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cols = self.__shape__[1]
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cols = self.__shape__[1]
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@ -1,3 +1,5 @@
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import math
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import numpy
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import numpy
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from mpi4py import MPI
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from mpi4py import MPI
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@ -9,39 +11,75 @@ class MatrixMPI:
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__mpi_size__ = __mpi_comm__.Get_size()
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__mpi_size__ = __mpi_comm__.Get_size()
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__mpi_rank__ = __mpi_comm__.Get_rank()
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__mpi_rank__ = __mpi_comm__.Get_rank()
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__data__: Matrix = None
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__data__ = None
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__rank_subdata__ = None
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__chunk__: list = None
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__chunk__: list = None
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def __init__(self, data=None, shape=None, structure=None, model=None, offset=None, n=None):
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def __init__(self, data=None, shape=None, structure=None, model=None, offset=None, n=None):
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"""
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Creates a new matrix.
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The type of the matrix depends on the signature and arguments.
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- ``MatrixMPI(list)``: will create a new matrix with the given data in the list and its shape.
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- ``MatrixMPI(numpy.ndarray)``: will create a new matrix with the given data in ndarray and its shape.
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- ``MatrixMPI(list, (int,int))``: will create a new nxm matrix with the given rows and columns and data in list.
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- ``MatrixMPI(list, str, int, int)``: will create a new square matrix of given size and structure of \"diagonal\"
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- ``MatrixMPI(list, str, int)``: will create a new square matrix of given size and structure of either \"unity\", \"diagonal\" or \"tridiagonal\"
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- ``MatrixMPI(str, int)``: will create a new square matrix of given size and TODO
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:param data: Either a list or an numpy ndarray
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:param shape: A tuple containing the amount of rows and columns
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:param structure: Either \"unity\", \"diagonal\" or \"tridiagonal\"
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:param model: TODO
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:param offset: Offset to diagonal axis
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:param n: Amount of rows of a square matrix or offset in case of diagonal structure
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:type data: Matrix | list | numpy.ndarray
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:type shape: (int, int)
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:type structure: str
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:type model: str
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:type offset: int
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:type n: int
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:rtype: MatrixMPI
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"""
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if isinstance(data, Matrix):
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self.__data__ = data
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else:
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self.__data__ = Matrix(data=data, shape=shape, structure=structure, model=model, offset=offset, n=n)
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self.__data__ = Matrix(data=data, shape=shape, structure=structure, model=model, offset=offset, n=n)
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# Calculate how much rows are delegated to the rank
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total_amount_of_rows = self.__data__.shape()[0]
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total_amount_of_rows = self.__data__.shape()[0]
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chunks = numpy.array_split(list(range(total_amount_of_rows)), self.__mpi_size__)
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chunks = numpy.array_split(list(range(total_amount_of_rows)), self.__mpi_size__)
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self.__chunk__ = chunks[self.__mpi_rank__].tolist()
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self.__chunk__ = chunks[self.__mpi_rank__].tolist()
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# Store the delegated rows explicitly for calculations
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rows = len(self.__chunk__)
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cols = self.__data__.shape()[1]
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self.__rank_subdata__ = Matrix(self.__data__[self.__chunk__], (rows, cols))
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@staticmethod
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@staticmethod
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def of(matrix: Matrix):
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def of(matrix: Matrix):
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return MatrixMPI(matrix.get_data(), matrix.shape())
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return MatrixMPI(matrix)
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def __str__(self):
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return str(self.__data__)
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def shape(self):
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def shape(self):
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return self.__data__.shape()
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return self.__data__.shape()
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def get_rank_submatrix(self):
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def get_rank_subdata(self):
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rows = len(self.__chunk__)
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cols = self.__data__.shape()[1]
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return Matrix(self.__data__[self.__chunk__], (rows, cols))
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def get_matrix(self):
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"""
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"""
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Returns the ``Matrix`` that is used internally
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Returns only the delegated rows of the rank as ``Matrix``
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:return: The delegated rows as ``Matrix``
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"""
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return self.__rank_subdata__
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def get_data(self):
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"""
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Returns the whole ``Matrix`` that is used internally
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:return: The ``Matrix`` that is used internally
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:return: The ``Matrix`` that is used internally
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"""
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"""
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return self.__data__
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return self.__data__
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def get_data(self):
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def get_internal_data(self):
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"""
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"""
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Returns the raw data of the internal data structure
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Returns the raw data of the internal data structure
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:return: The raw data of the internal data structure
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:return: The raw data of the internal data structure
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return self.__data__ == other
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return self.__data__ == other
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def __neg__(self):
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def __neg__(self):
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gathered_data = self.__mpi_comm__.gather(-self.get_rank_submatrix())
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return MatrixMPI.of(Matrix.flatten(self.__mpi_comm__.allgather(-self.__rank_subdata__)))
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data = self.__mpi_comm__.bcast(gathered_data)
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return MatrixMPI.of(Matrix.flatten(data))
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def __add__(self, other):
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def __add__(self, other):
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if isinstance(other, MatrixMPI):
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if isinstance(other, MatrixMPI):
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other = other.get_rank_submatrix()
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other = other.__rank_subdata__
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gathered_data = self.__mpi_comm__.gather(self.get_rank_submatrix() + other)
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return MatrixMPI.of(Matrix.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ + other)))
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data = self.__mpi_comm__.bcast(gathered_data)
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return MatrixMPI.of(Matrix.flatten(data))
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def __radd__(self, other):
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def __radd__(self, other):
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return self + other
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return self + other
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@ -96,16 +130,12 @@ class MatrixMPI:
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return -self + other
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return -self + other
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def __truediv__(self, other):
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def __truediv__(self, other):
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gathered_data = self.__mpi_comm__.gather(self.get_rank_submatrix() / other)
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return MatrixMPI.of(Matrix.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ / other)))
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data = self.__mpi_comm__.bcast(gathered_data)
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return MatrixMPI.of(Matrix.flatten(data))
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def __mul__(self, other):
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def __mul__(self, other):
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if isinstance(other, MatrixMPI):
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if isinstance(other, MatrixMPI):
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other = other.get_matrix()
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other = other.get_data()
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gathered_data = self.__mpi_comm__.gather(self.get_rank_submatrix() * other)
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return MatrixMPI.of(Matrix.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ * other)))
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data = self.__mpi_comm__.bcast(gathered_data)
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return MatrixMPI.of(Matrix.flatten(data))
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def __rmul__(self, other):
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def __rmul__(self, other):
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return self * other
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return self * other
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@ -121,6 +151,10 @@ class MatrixMPI:
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:return: the norm as a number
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:return: the norm as a number
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"""
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"""
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if f == "frobenius":
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return math.sqrt(self.__mpi_comm__.allreduce(self.__rank_subdata__.get_abs_sum_of_squares()))
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elif f == "row sum":
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return max(self.__mpi_comm__.allgather(self.__rank_subdata__.norm(f)))
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return self.__data__.norm(f)
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return self.__data__.norm(f)
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def __getitem__(self, key):
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def __getitem__(self, key):
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@ -24,6 +24,19 @@ class Vector(Matrix):
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else:
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else:
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raise ValueError("data must be a ``list``, a ``numpy.ndarray`` or an integer for dimension")
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raise ValueError("data must be a ``list``, a ``numpy.ndarray`` or an integer for dimension")
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@staticmethod
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def flatten(vectors: list):
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"""
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Flattens a list of matrices into one bigger matrix.
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The columns must match the first ``Matrix`` in the list and the rows can be arbitrarily.
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:param vectors: A list of vectors.
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:type vectors: list
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:return: A ``Vector`` extended by all matrices in the list.
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"""
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flattened_data, shape = Matrix.flatten_internal(vectors)
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return Vector(flattened_data, shape)
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def __eq__(self, other):
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def __eq__(self, other):
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"""
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"""
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Return ``self==value``
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Return ``self==value``
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import math
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import numpy
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from mpi4py import MPI
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from matrix_mpi import MatrixMPI
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from matrix_mpi import MatrixMPI
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from vector import Vector
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from vector import Vector
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class VectorMPI(MatrixMPI):
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class VectorMPI(MatrixMPI):
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__data__: Vector = None
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def __init__(self, data=None, shape=None):
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def __init__(self, data=None, shape=None):
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if isinstance(data, Vector):
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self.__data__ = data
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else:
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self.__data__ = Vector(data=data, shape=shape)
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self.__data__ = Vector(data=data, shape=shape)
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|
||||||
|
# Calculate how much rows are delegated to the rank
|
||||||
|
total_amount_of_rows = self.__data__.shape()[0]
|
||||||
|
chunks = numpy.array_split(list(range(total_amount_of_rows)), self.__mpi_size__)
|
||||||
|
self.__chunk__ = chunks[self.__mpi_rank__].tolist()
|
||||||
|
|
||||||
|
# Store the delegated rows explicitly for calculations
|
||||||
|
self.__rank_subdata__ = Vector(self.__data__[self.__chunk__])
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def of(vector: Vector):
|
def of(vector: Vector):
|
||||||
return VectorMPI(vector.get_data(), vector.shape())
|
return VectorMPI(vector)
|
||||||
|
|
||||||
def get_vector(self):
|
|
||||||
"""
|
|
||||||
Returns the ``Vector`` that is used internally
|
|
||||||
:return: The ``Vector`` that is used internally
|
|
||||||
"""
|
|
||||||
return self.__data__
|
|
||||||
|
|
||||||
def get_data(self):
|
|
||||||
"""
|
|
||||||
Returns the raw data of the internal data structure
|
|
||||||
:return: The raw data of the internal data structure
|
|
||||||
"""
|
|
||||||
return self.__data__.get_data()
|
|
||||||
|
|
||||||
def shape(self):
|
|
||||||
return self.__data__.shape()
|
|
||||||
|
|
||||||
def __eq__(self, other):
|
|
||||||
"""
|
|
||||||
Return ``self==value``
|
|
||||||
|
|
||||||
:param other: The object to compare to; must be either a ``Vector``, a ``list`` or a ``numpy.ndarray``
|
|
||||||
:return: True if data in the same-shaped vectors are equal to the given data in other for each component otherwise False
|
|
||||||
"""
|
|
||||||
if isinstance(other, VectorMPI):
|
|
||||||
return self.__data__ == other.__data__
|
|
||||||
else:
|
|
||||||
return self.__data__ == other
|
|
||||||
|
|
||||||
def transpose(self):
|
def transpose(self):
|
||||||
"""
|
"""
|
||||||
@ -50,29 +35,36 @@ class VectorMPI(MatrixMPI):
|
|||||||
def T(self):
|
def T(self):
|
||||||
return self.transpose()
|
return self.transpose()
|
||||||
|
|
||||||
|
def __str__(self):
|
||||||
|
return str(self.__data__)
|
||||||
|
|
||||||
def __neg__(self):
|
def __neg__(self):
|
||||||
return VectorMPI.of(-self.__data__)
|
return VectorMPI.of(-self.__data__)
|
||||||
|
|
||||||
def __add__(self, other):
|
def __add__(self, other):
|
||||||
if isinstance(other, VectorMPI):
|
if isinstance(other, VectorMPI):
|
||||||
other = other.__data__
|
other = other.__rank_subdata__
|
||||||
return VectorMPI.of(self.__data__ + other)
|
return VectorMPI.of(Vector.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ + other)))
|
||||||
|
|
||||||
def __mul__(self, other):
|
def __mul__(self, other):
|
||||||
if isinstance(other, VectorMPI):
|
if isinstance(other, VectorMPI):
|
||||||
other = other.__data__
|
other = other.__data__
|
||||||
|
|
||||||
|
if isinstance(other, int) or isinstance(other, float):
|
||||||
|
result = Vector.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ * other))
|
||||||
|
else:
|
||||||
result = self.__data__ * other
|
result = self.__data__ * other
|
||||||
return VectorMPI.of(result) if isinstance(result, Vector) else result
|
return VectorMPI.of(result) if isinstance(result, Vector) else result
|
||||||
|
|
||||||
def __rmul__(self, other):
|
def __rmul__(self, other):
|
||||||
if isinstance(other, MatrixMPI):
|
if isinstance(other, MatrixMPI):
|
||||||
return VectorMPI.of(other.get_matrix() * self.get_vector())
|
return VectorMPI.of(Vector.flatten(self.__mpi_comm__.allgather(other.get_rank_subdata() * self.get_data())))
|
||||||
return self * other
|
return self * other
|
||||||
|
|
||||||
def __truediv__(self, other):
|
def __truediv__(self, other):
|
||||||
if isinstance(other, VectorMPI):
|
if isinstance(other, VectorMPI):
|
||||||
other = other.__data__
|
other = other.__rank_subdata__
|
||||||
return VectorMPI.of(self.__data__ / other)
|
return VectorMPI.of(Vector.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ / other)))
|
||||||
|
|
||||||
def norm(self, **kwargs):
|
def norm(self, **kwargs):
|
||||||
"""
|
"""
|
||||||
@ -81,7 +73,7 @@ class VectorMPI(MatrixMPI):
|
|||||||
:param kwargs: ignored
|
:param kwargs: ignored
|
||||||
:return: the 2-norm of the vector
|
:return: the 2-norm of the vector
|
||||||
"""
|
"""
|
||||||
return self.__data__.norm()
|
return math.sqrt(self.__mpi_comm__.allreduce(self.__rank_subdata__.get_abs_sum_of_squares()))
|
||||||
|
|
||||||
def normalize(self):
|
def normalize(self):
|
||||||
"""
|
"""
|
||||||
@ -90,10 +82,4 @@ class VectorMPI(MatrixMPI):
|
|||||||
|
|
||||||
:return: the normalized vector
|
:return: the normalized vector
|
||||||
"""
|
"""
|
||||||
return VectorMPI.of(self.__data__ / self.norm())
|
return VectorMPI.of(Vector.flatten(self.__mpi_comm__.allgather(self.__rank_subdata__ / self.norm())))
|
||||||
|
|
||||||
def __getitem__(self, key):
|
|
||||||
return self.__data__[key]
|
|
||||||
|
|
||||||
def __setitem__(self, key, value):
|
|
||||||
self.__data__[key] = value
|
|
||||||
|
Loading…
x
Reference in New Issue
Block a user