[SciPy-user] 2 more sparse questions

[William Hunter]

On 01/08/06, Robert Cimrman <cimrman3 at ntc.zcu.cz> wrote:
> Ed Schofield wrote:
> > [CC to list]
> >
> > William Hunter wrote:
> >> Ed;
> >>
> >> I'm still chipping away at this, ... <snip>
> >> Thought I'd respond off-list as it might be too specific, but I'll add
> >> it to the scipy wiki once I've figured it out.
> >>
> >> System: {U} = [K]{F}
> >> Q1) For a sparse symmetric banded K, and an extremely sparse F (one to
> >> five entries in a vector of length > 1200), what is the best solver to
> >> use?
> >>
> > I don't know. SciPy only has wrappers for SuperLU and UMFPACK, so I
> > suggest you read the documentation for those (e.g.
> > http://www.cise.ufl.edu/research/sparse/umfpack/v5.0/UMFPACK/Doc/UserGuide.pdf)
> > to find out what cases the routines are designed to handle. If you need
> > something more specialized, try Roman Geus's PySparse. It's not yet been
> > ported from Numeric to NumPy, although I did port the basic matrix
> > objects a while ago (in the SciPy sandbox), and that went fine. And
> > there's Tim Davis's CSparse
> > (http://www.cise.ufl.edu/research/sparse/CSparse/), which could be
> > wrapped with ctypes ...
>
> Just note that UMFPACK is also written by Tim Davis (a part of UFsparse
> package), it is imho more heavy-weight than the sparse solvers in
> CSparse. Otherwise CSparse contains lots of good stuff that I would like
> to see wrapped.
>
> > Perhaps Robert Cimrman can give you more specific advice ... he wrote
> > the UMFPACK wrapper and knows more about sparse solvers than I do.
>
> I am also just a user of sparse solvers. And I am not aware of a solver
> using information on the sparsity of the right-hand side. Google is
> silent. Maybe we should all read Tim's 'Direct Methods for Sparse Linear
> Systems' :)
>
> >> Q2) At the moment I'm just using linsolve.spsolve, but I also see that
> >> there is a linsolve.splu. No docstring, obviously LU factorisation, but
> >> what does one use then?
> >>
> >> I'll create an example 3 demonstrating the use.
> >>
> >
> > Yeah, we need a docstring for this. I've never used it before either.
> > But it's a wrapper for the SuperLU factorization functions like
> > dgstrf(), and you could figure it out by reading the source and the
> > SuperLU docs. If you could contribute a docstring I'd be very happy to
> > commit it :)
>
> you can use the umfpack module directly (import scipy.linsolve.umfpack
> as um) to do LU, and than solve e.g. more right-hand sides - see
> scipy/linsolve/umfpack/umfpack.py docstring.
>
> hmm, help( um ) does not show it - just look into the source file.
>
> The wrapper is not complete for now, there are functions in the UMFPACK
> library to get the L, U factors as sparse matrices etc. - I will update
> it if there is enough interest.
>
> r.
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Thanks again, I have some reading to do...

As an aside, I was pondering whether it would be worthwhile to create
a Tentative Index for the Scipy_Tutorial, because at the moment it
seems (for newcomers - like myself) as though it's only dealing with
sparse matrices? I also think that the numpy and scipy wiki should
look the same, for newcomers it may seem a bit strange that they're
different, unless they know how wikis work. However, I might annoy
some users if I go and change there wikis for the sake of looks...
-- 
Regards,
WH