B 0d @s dZddlZddlZddlmZmZmZmZm Z m Z ddlm Z m Z m Z ddlZddlZddlmZddlZddlmZddlmZmZd d d d d ddgZGdddeZddZddZddZddZe d!d!dZ"ddZ#dGd#d$Z$e#e$dHd'd(Z%Gd)d*d*Z&Gd+d,d,Z'Gd-d.d.Z(d/d0Z)Gd1d2d2e'Z*Gd3d4d4Z+d5!e"d6<Gd7d8d8e*Z,Gd9d:d:e,Z-Gd;d<dd>e*Z/Gd?d@d@e*Z0GdAdBdBe*Z1GdCdDdDe'Z2dEdFZ3e3d e,Z4e3d e-Z5e3d e.Z6e3d e0Z7e3d e/Z8e3de1Z9e3de2Z:dS)Ia Nonlinear solvers ----------------- .. currentmodule:: scipy.optimize This is a collection of general-purpose nonlinear multidimensional solvers. These solvers find *x* for which *F(x) = 0*. Both *x* and *F* can be multidimensional. Routines ~~~~~~~~ Large-scale nonlinear solvers: .. autosummary:: newton_krylov anderson General nonlinear solvers: .. autosummary:: broyden1 broyden2 Simple iterations: .. autosummary:: excitingmixing linearmixing diagbroyden Examples ~~~~~~~~ **Small problem** >>> def F(x): ... return np.cos(x) + x[::-1] - [1, 2, 3, 4] >>> import scipy.optimize >>> x = scipy.optimize.broyden1(F, [1,1,1,1], f_tol=1e-14) >>> x array([ 4.04674914, 3.91158389, 2.71791677, 1.61756251]) >>> np.cos(x) + x[::-1] array([ 1., 2., 3., 4.]) **Large problem** Suppose that we needed to solve the following integrodifferential equation on the square :math:`[0,1]\times[0,1]`: .. math:: \nabla^2 P = 10 \left(\int_0^1\int_0^1\cosh(P)\,dx\,dy\right)^2 with :math:`P(x,1) = 1` and :math:`P=0` elsewhere on the boundary of the square. The solution can be found using the `newton_krylov` solver: .. plot:: import numpy as np from scipy.optimize import newton_krylov from numpy import cosh, zeros_like, mgrid, zeros # parameters nx, ny = 75, 75 hx, hy = 1./(nx-1), 1./(ny-1) P_left, P_right = 0, 0 P_top, P_bottom = 1, 0 def residual(P): d2x = zeros_like(P) d2y = zeros_like(P) d2x[1:-1] = (P[2:] - 2*P[1:-1] + P[:-2]) / hx/hx d2x[0] = (P[1] - 2*P[0] + P_left)/hx/hx d2x[-1] = (P_right - 2*P[-1] + P[-2])/hx/hx d2y[:,1:-1] = (P[:,2:] - 2*P[:,1:-1] + P[:,:-2])/hy/hy d2y[:,0] = (P[:,1] - 2*P[:,0] + P_bottom)/hy/hy d2y[:,-1] = (P_top - 2*P[:,-1] + P[:,-2])/hy/hy return d2x + d2y - 10*cosh(P).mean()**2 # solve guess = zeros((nx, ny), float) sol = newton_krylov(residual, guess, method='lgmres', verbose=1) print('Residual: %g' % abs(residual(sol)).max()) # visualize import matplotlib.pyplot as plt x, y = mgrid[0:1:(nx*1j), 0:1:(ny*1j)] plt.pcolormesh(x, y, sol, shading='gouraud') plt.colorbar() plt.show() N)normsolveinvqrsvd LinAlgError)asarraydotvdot)get_blas_funcs)getfullargspec_no_self)scalar_search_wolfe1scalar_search_armijobroyden1broyden2anderson linearmixing diagbroydenexcitingmixing newton_krylovc@s eZdZdS) NoConvergenceN)__name__ __module__ __qualname__rrG/var/www/html/venv/lib/python3.7/site-packages/scipy/optimize/nonlin.pyrsrcCst|S)N)npabsolutemax)xrrrmaxnormsr!cCs*t|}t|jtjs&t|tjdS|S)z:Return `x` as an array, of either floats or complex floats)dtype)rrZ issubdtyper"Zinexactfloat_)r rrr _as_inexactsr$cCs(t|t|}t|d|j}||S)z;Return ndarray `x` as same array subclass and shape as `x0`__array_wrap__)rZreshapeshapegetattrr%)r x0wraprrr _array_likesr*cCs"t|sttjSt|S)N)risfiniteallarrayinfr)vrrr _safe_norms r0z F : function(x) -> f Function whose root to find; should take and return an array-like object. xin : array_like Initial guess for the solution a iter : int, optional Number of iterations to make. If omitted (default), make as many as required to meet tolerances. verbose : bool, optional Print status to stdout on every iteration. maxiter : int, optional Maximum number of iterations to make. If more are needed to meet convergence, `NoConvergence` is raised. f_tol : float, optional Absolute tolerance (in max-norm) for the residual. If omitted, default is 6e-6. f_rtol : float, optional Relative tolerance for the residual. If omitted, not used. x_tol : float, optional Absolute minimum step size, as determined from the Jacobian approximation. If the step size is smaller than this, optimization is terminated as successful. If omitted, not used. x_rtol : float, optional Relative minimum step size. If omitted, not used. tol_norm : function(vector) -> scalar, optional Norm to use in convergence check. Default is the maximum norm. line_search : {None, 'armijo' (default), 'wolfe'}, optional Which type of a line search to use to determine the step size in the direction given by the Jacobian approximation. Defaults to 'armijo'. callback : function, optional Optional callback function. It is called on every iteration as ``callback(x, f)`` where `x` is the current solution and `f` the corresponding residual. Returns ------- sol : ndarray An array (of similar array type as `x0`) containing the final solution. Raises ------ NoConvergence When a solution was not found. )Z params_basicZ params_extracCs|jr|jt|_dS)N)__doc__ _doc_parts)objrrr_set_docsr4krylovFarmijoTc sj| dkr tn| } t|||| || d}tfdd}}t|tj}||}t|}t|}| | |||dkr|dk r|d}nd|j d}| dkrd} n | d krd} | d krt d d }d }d}d}xHt |D] }||||}|rPt|||}|j||d }t|dkr8t d| rXt||||| \}}}}nd}||}||}t|}|| || r| ||||d|d}||d|krt||}nt|t|||d}|}|rtjd|| ||ftjqW|r$tt|nd}| r\|j|||dkddd|d}t||fSt|SdS)a Find a root of a function, in a way suitable for large-scale problems. Parameters ---------- %(params_basic)s jacobian : Jacobian A Jacobian approximation: `Jacobian` object or something that `asjacobian` can transform to one. Alternatively, a string specifying which of the builtin Jacobian approximations to use: krylov, broyden1, broyden2, anderson diagbroyden, linearmixing, excitingmixing %(params_extra)s full_output : bool If true, returns a dictionary `info` containing convergence information. raise_exception : bool If True, a `NoConvergence` exception is raise if no solution is found. See Also -------- asjacobian, Jacobian Notes ----- This algorithm implements the inexact Newton method, with backtracking or full line searches. Several Jacobian approximations are available, including Krylov and Quasi-Newton methods. References ---------- .. [KIM] C. T. Kelley, "Iterative Methods for Linear and Nonlinear Equations". Society for Industrial and Applied Mathematics. (1995) https://archive.siam.org/books/kelley/fr16/ N)f_tolf_rtolx_tolx_rtoliterrcstt|S)N)r$r*flatten)z)Fr(rrznonlin_solve..r dTr6F)Nr6wolfezInvalid line searchg?gH.?g?gMbP?)tolrz[Jacobian inversion yielded zero vector. This indicates a bug in the Jacobian approximation.g?z%d: |F(x)| = %g; step %g z0A solution was found at the specified tolerance.z:The maximum number of iterations allowed has been reached.)r rD)nitZfunstatussuccessmessage)r!TerminationConditionr$r<rZ full_liker.r asjacobiansetupcopysize ValueErrorrangecheckminr_nonlin_line_searchupdatersysstdoutwriteflushrr* iteration) r>r(jacobianr;verbosemaxiterr7r8r9r:Ztol_normZ line_searchcallbackZ full_outputZraise_exception conditionfuncr dxFxFx_normgammaZeta_maxZ eta_tresholdetanrFrCsZ Fx_norm_newZeta_Ainfor)r>r(r nonlin_solves-      rg:0yE>{Gz?c sdg|gt|dgttdfdd fdd}|dkrxt|dd |d \}} } n&|d krtdd |d \}} |dkrd }||dkr̈d}n}t|} ||| fS)NrrDTcsT|dkrdS|}|}t|d}|rP|d<|d<|d<|S)NrrD)r0)restoreZxtr/p)r_r^tmp_Fxtmp_phitmp_sr rrphiys   z _nonlin_line_search..phics0t|d}||dd||S)Nr F)rj)abs)reds)rordiffs_normrrderphisz#_nonlin_line_search..derphirBg{Gz?)Zxtolaminr6)rug?)T)rrr) r^r r`r_Z search_typerrZsminrtreZphi1Zphi0rar) r_r^rorrrsrlrmrnr rrRrs(      rRc@s.eZdZdZdddddefddZddZdS)rIz Termination condition for an iteration. It is terminated if - |F| < f_rtol*|F_0|, AND - |F| < f_tol AND - |dx| < x_rtol*|x|, AND - |dx| < x_tol NcCsx|dkrttjjd}|dkr(tj}|dkr6tj}|dkrDtj}||_||_||_||_||_ ||_ d|_ d|_ dS)NgUUUUUU?r) rfinfor#epsr.r9r:r7r8rr;f0_normrX)selfr7r8r9r:r;rrrr__init__s zTerminationCondition.__init__cCs|jd7_||}||}||}|jdkr<||_|dkrHdS|jdk rbd|j|jkSt||jko||j|jko||jko||j|kS)Nr rrD) rXrrxr;intr7r8r9r:)ryfr r_Zf_normZx_normdx_normrrrrPs       zTerminationCondition.check)rrrr1r!rzrPrrrrrIs rIc@s:eZdZdZddZddZdddZd d Zd d Zd S)Jacobiana Common interface for Jacobians or Jacobian approximations. The optional methods come useful when implementing trust region etc., algorithms that often require evaluating transposes of the Jacobian. Methods ------- solve Returns J^-1 * v update Updates Jacobian to point `x` (where the function has residual `Fx`) matvec : optional Returns J * v rmatvec : optional Returns A^H * v rsolve : optional Returns A^-H * v matmat : optional Returns A * V, where V is a dense matrix with dimensions (N,K). todense : optional Form the dense Jacobian matrix. Necessary for dense trust region algorithms, and useful for testing. Attributes ---------- shape Matrix dimensions (M, N) dtype Data type of the matrix. func : callable, optional Function the Jacobian corresponds to c stddddddddd g }x@|D]4\}}||kr.)itemsrNsetattrhasattr __array__)rykwnamesnamevaluer)ryrrzs    zJacobian.__init__cCst|S)N)InverseJacobian)ryrrraspreconditionerszJacobian.aspreconditionerrcCstdS)N)NotImplementedError)ryr/rCrrrrszJacobian.solvecCsdS)Nr)ryr r>rrrrSszJacobian.updatecCs:||_|j|jf|_|j|_|jjtjkr6|||dS)N)r^rMr&r" __class__rKr~rS)ryr r>r^rrrrKs zJacobian.setupN)r) rrrr1rzrrrSrKrrrrr~s $  r~c@s,eZdZddZeddZeddZdS)rcCs>||_|j|_|j|_t|dr(|j|_t|dr:|j|_dS)NrKr)rYrrrSrrKrr)ryrYrrrrz$s  zInverseJacobian.__init__cCs|jjS)N)rYr&)ryrrrr&-szInverseJacobian.shapecCs|jjS)N)rYr")ryrrrr"1szInverseJacobian.dtypeN)rrrrzpropertyr&r"rrrrr#s rc stjjjttrStr2ttr2Stt j rj dkrPt dt t jdjdkr|t dtfddfddfd dfd djjd Stjrjdjdkrt d tfd dfddfddfddjjd StdrztdrztdrzttdtdjtdtdtdjjdStrGfdddt}|SttrttttttttdStddS)zE Convert given object to one suitable for use as a Jacobian. rDzarray must have rank <= 2rr zarray must be squarecs t|S)N)r )r/)Jrrr?Fr@zasjacobian..cstj|S)N)r conjT)r/)rrrr?Gr@cs t|S)N)r)r/)rrrr?Hr@cstj|S)N)rrr)r/)rrrr?Ir@)rrrrr"r&zmatrix must be squarecs|S)Nr)r/)rrrr?Nr@csj|S)N)rr)r/)rrrr?Or@cs |S)Nr)r/)rspsolverrr?Pr@csj|S)N)rr)r/)rrrrr?Qr@r&r"rrrrrSrK)rrrrrSrKr"r&csLeZdZddZd fdd ZfddZdfdd Zfd d Zd S)zasjacobian..JaccSs ||_dS)N)r )ryr r>rrrrS_szasjacobian..Jac.updatercsB|j}t|tjr t||Stj|r6||StddS)NzUnknown matrix type) r isinstancerndarrayrscipysparse isspmatrixrN)ryr/rCm)rrrrrbs      zasjacobian..Jac.solvecs@|j}t|tjr t||Stj|r4||StddS)NzUnknown matrix type) r rrrr rrrrN)ryr/r)rrrrks     zasjacobian..Jac.matveccsN|j}t|tjr&t|j|Stj |rB|j|St ddS)NzUnknown matrix type) r rrrrrrrrrrN)ryr/rCr)rrrrrts    zasjacobian..Jac.rsolvecsL|j}t|tjr&t|j|Stj |r@|j|St ddS)NzUnknown matrix type) r rrrr rrrrrrN)ryr/r)rrrr}s    zasjacobian..Jac.rmatvecN)r)r)rrrrSrrrrr)rrrrJac^s   r)rrrrrrr5z#Cannot convert object to a JacobianN) rrlinalgrrr~inspectisclass issubclassrrndimrNZ atleast_2drr&r"rrr'rcallablestrdict BroydenFirst BroydenSecondAnderson DiagBroyden LinearMixingExcitingMixingKrylovJacobian TypeError)rrr)rrrrJ6sZ            $   ' rJc@s$eZdZddZddZddZdS)GenericBroydencCs`t||||||_||_t|dr\|jdkr\t|}|rVdtt|d||_nd|_dS)Nalphag?r g?)r~rKlast_flast_xrrrr)ryr(f0r^Znormf0rrrrKszGenericBroyden.setupcCstdS)N)r)ryr r|r_dfr}df_normrrr_updateszGenericBroyden._updatec Cs@||j}||j}|||||t|t|||_||_dS)N)rrrr)ryr r|rr_rrrrSs   zGenericBroyden.updateN)rrrrKrrSrrrrrsrc@seZdZdZddZeddZeddZdd Zd d Z dd dZ dddZ ddZ ddZ ddZddZddZd ddZdS)! LowRankMatrixz A matrix represented as .. math:: \alpha I + \sum_{n=0}^{n=M} c_n d_n^\dagger However, if the rank of the matrix reaches the dimension of the vectors, full matrix representation will be used thereon. cCs(||_g|_g|_||_||_d|_dS)N)rcsrqrdr" collapsed)ryrrdr"rrrrzs zLowRankMatrix.__init__c Csbtdddg|dd|g\}}}||}x0t||D]"\}} || |} ||||j| }q8W|S)Naxpyscaldotcr )r ziprM) r/rrrqrrrwcdarrr_matvecs  zLowRankMatrix._matveccCst|dkr||Stddg|dd|g\}}|d}|tjt||jd}xDt|D]8\}} x.t|D]"\} } ||| f|| | 7<qpWq^Wtjt||jd} x"t|D]\} } || || | <qW| |} t|| } ||} x(t|| D]\} }|| | | j | } qW| S)zEvaluate w = M^-1 vrrrNr )r") lenr ridentityr" enumeratezerosrrrM)r/rrrqrrZc0AirjrqrZqcrrr_solves"  " zLowRankMatrix._solvecCs.|jdk rt|j|St||j|j|jS)zEvaluate w = M vN)rrr rrrrrq)ryr/rrrrs zLowRankMatrix.matveccCs:|jdk rt|jj|St|t|j|j|j S)zEvaluate w = M^H vN) rrr rrrrrrqr)ryr/rrrrs zLowRankMatrix.rmatvecrcCs,|jdk rt|j|St||j|j|jS)zEvaluate w = M^-1 vN)rrrrrrrq)ryr/rCrrrrs  zLowRankMatrix.solvecCs8|jdk rt|jj|St|t|j|j|j S)zEvaluate w = M^-H vN) rrrrrrrrrqr)ryr/rCrrrrs zLowRankMatrix.rsolvecCsp|jdk r<|j|dddf|dddf7_dS|j||j|t|j|jkrl|dS)N)rrrappendrqrrMcollapse)ryrrrrrrs .  zLowRankMatrix.appendcCsp|jdk r|jS|jtj|j|jd}xBt|j|jD]0\}}||dddf|dddf 7}q8W|S)N)r") rrrrrdr"rrrqr)ryGmrrrrrr s  ,zLowRankMatrix.__array__cCs"t||_d|_d|_d|_dS)z0Collapse the low-rank matrix to a full-rank one.N)rr-rrrqr)ryrrrrs zLowRankMatrix.collapsecCsD|jdk rdS|dkstt|j|kr@|jdd=|jdd=dS)zH Reduce the rank of the matrix by dropping all vectors. Nr)rAssertionErrorrrrq)ryrankrrrrestart_reduces    zLowRankMatrix.restart_reducecCsB|jdk rdS|dkstx"t|j|kr<|jd=|jd=qWdS)zK Reduce the rank of the matrix by dropping oldest vectors. Nr)rrrrrq)ryrrrr simple_reduce's   zLowRankMatrix.simple_reduceNc Cs<|jdk rdS|}|dk r |}n|d}|jrBt|t|jd}tdt||d}t|j}||krldSt|jj}t|jj}t |dd\}}t ||j }t |ddd \} } } t |t | }t || j }xDt|D]8} |dd| f|j| <|dd| f|j| <qW|j|d=|j|d=dS) a Reduce the rank of the matrix by retaining some SVD components. This corresponds to the "Broyden Rank Reduction Inverse" algorithm described in [1]_. Note that the SVD decomposition can be done by solving only a problem whose size is the effective rank of this matrix, which is viable even for large problems. Parameters ---------- max_rank : int Maximum rank of this matrix after reduction. to_retain : int, optional Number of SVD components to retain when reduction is done (ie. rank > max_rank). Default is ``max_rank - 2``. References ---------- .. [1] B.A. van der Rotten, PhD thesis, "A limited memory Broyden method to solve high-dimensional systems of nonlinear equations". Mathematisch Instituut, Universiteit Leiden, The Netherlands (2003). https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf NrDrr Zeconomic)modeFT)Z full_matricesZ compute_uv)rrrQrrrr-rrqrr rrrrOrL) rymax_rankZ to_retainrkrrCDRUSZWHkrrr svd_reduce2s0   zLowRankMatrix.svd_reduce)r)r)N)rrrr1rz staticmethodrrrrrrrrrrrrrrrrrs        ra alpha : float, optional Initial guess for the Jacobian is ``(-1/alpha)``. reduction_method : str or tuple, optional Method used in ensuring that the rank of the Broyden matrix stays low. Can either be a string giving the name of the method, or a tuple of the form ``(method, param1, param2, ...)`` that gives the name of the method and values for additional parameters. Methods available: - ``restart``: drop all matrix columns. Has no extra parameters. - ``simple``: drop oldest matrix column. Has no extra parameters. - ``svd``: keep only the most significant SVD components. Takes an extra parameter, ``to_retain``, which determines the number of SVD components to retain when rank reduction is done. Default is ``max_rank - 2``. max_rank : int, optional Maximum rank for the Broyden matrix. Default is infinity (i.e., no rank reduction). Zbroyden_paramsc@sVeZdZdZdddZddZdd Zdd d Zd dZdddZ ddZ ddZ dS)ra Find a root of a function, using Broyden's first Jacobian approximation. This method is also known as \"Broyden's good method\". Parameters ---------- %(params_basic)s %(broyden_params)s %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='broyden1'`` in particular. Notes ----- This algorithm implements the inverse Jacobian Quasi-Newton update .. math:: H_+ = H + (dx - H df) dx^\dagger H / ( dx^\dagger H df) which corresponds to Broyden's first Jacobian update .. math:: J_+ = J + (df - J dx) dx^\dagger / dx^\dagger dx References ---------- .. [1] B.A. van der Rotten, PhD thesis, \"A limited memory Broyden method to solve high-dimensional systems of nonlinear equations\". Mathematisch Instituut, Universiteit Leiden, The Netherlands (2003). https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf Examples -------- The following functions define a system of nonlinear equations >>> def fun(x): ... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, ... 0.5 * (x[1] - x[0])**3 + x[1]] A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.broyden1(fun, [0, 0]) >>> sol array([0.84116396, 0.15883641]) Nrestartcst|_d_|dkr$tj}|_t|tr:dn|dd|d}|df|dkrvfdd_ n@|dkrfdd_ n&|d krfd d_ n t d |dS) Nrr rrcs jjS)N)rrr) reduce_paramsryrrr?r@z'BroydenFirst.__init__..simplecs jjS)N)rrr)rryrrr?r@rcs jjS)N)rrr)rryrrr?r@z"Unknown rank reduction method '%s') rrzrrrr.rrr_reducerN)ryrZreduction_methodrr)rryrrzs&   zBroydenFirst.__init__cCs.t||||t|j |jd|j|_dS)Nr)rrKrrr&r"r)ryr r>r^rrrrKszBroydenFirst.setupcCs t|jS)N)rr)ryrrrrszBroydenFirst.todensercCs:|j|}t|s.||j|j|j|j|S)N) rrrr+r,rKrrr^)ryr|rCrrrrrs zBroydenFirst.solvecCs |j|S)N)rr)ryr|rrrrszBroydenFirst.matveccCs |j|S)N)rr)ryr|rCrrrrszBroydenFirst.rsolvecCs |j|S)N)rr)ryr|rrrrszBroydenFirst.rmatvecc CsD||j|}||j|}|t||} |j|| dS)N)rrrrr r) ryr r|r_rr}rr/rrrrrrs  zBroydenFirst._update)NrN)r)r) rrrr1rzrKrrrrrrrrrrrs4   rc@seZdZdZddZdS)raL Find a root of a function, using Broyden's second Jacobian approximation. This method is also known as "Broyden's bad method". Parameters ---------- %(params_basic)s %(broyden_params)s %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='broyden2'`` in particular. Notes ----- This algorithm implements the inverse Jacobian Quasi-Newton update .. math:: H_+ = H + (dx - H df) df^\dagger / ( df^\dagger df) corresponding to Broyden's second method. References ---------- .. [1] B.A. van der Rotten, PhD thesis, "A limited memory Broyden method to solve high-dimensional systems of nonlinear equations". Mathematisch Instituut, Universiteit Leiden, The Netherlands (2003). https://web.archive.org/web/20161022015821/http://www.math.leidenuniv.nl/scripties/Rotten.pdf Examples -------- The following functions define a system of nonlinear equations >>> def fun(x): ... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, ... 0.5 * (x[1] - x[0])**3 + x[1]] A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.broyden2(fun, [0, 0]) >>> sol array([0.84116365, 0.15883529]) c Cs:||}||j|}||d} |j|| dS)NrD)rrrr) ryr r|r_rr}rr/rrrrrr0s  zBroydenSecond._updateN)rrrr1rrrrrrs1rc@s4eZdZdZdddZddd Zd d Zd d ZdS)ra Find a root of a function, using (extended) Anderson mixing. The Jacobian is formed by for a 'best' solution in the space spanned by last `M` vectors. As a result, only a MxM matrix inversions and MxN multiplications are required. [Ey]_ Parameters ---------- %(params_basic)s alpha : float, optional Initial guess for the Jacobian is (-1/alpha). M : float, optional Number of previous vectors to retain. Defaults to 5. w0 : float, optional Regularization parameter for numerical stability. Compared to unity, good values of the order of 0.01. %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='anderson'`` in particular. References ---------- .. [Ey] V. Eyert, J. Comp. Phys., 124, 271 (1996). Examples -------- The following functions define a system of nonlinear equations >>> def fun(x): ... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, ... 0.5 * (x[1] - x[0])**3 + x[1]] A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.anderson(fun, [0, 0]) >>> sol array([0.84116588, 0.15883789]) N{Gz?cCs2t|||_||_g|_g|_d|_||_dS)N)rrzrMr_rrbw0)ryrrrrrrrzs zAnderson.__init__rc Cs|j |}t|j}|dkr"|Stj||jd}x$t|D]}t|j||||<q| |j}t|j}|dkr"|Stj||jd}x$t|D]}t|j||||<q ,zAnderson.matvecc Cs|jdkrdS|j||j|x,t|j|jkrR|jd|jdq(Wt|j}tj||f|jd}xbt |D]V} xPt | |D]B} | | kr|j d} nd} d| t |j| |j| || | f<qWq|W|t |dj 7}||_dS)Nr)r"rDr )rr_rrrpoprrr"rOrr Ztriurrr) ryr r|r_rr}rrdrrrwdrrrrs"      .zAnderson._update)Nrr)r)rrrr1rzrrrrrrrr=s , rc@sVeZdZdZdddZddZddd Zd d Zdd d ZddZ ddZ ddZ dS)ra- Find a root of a function, using diagonal Broyden Jacobian approximation. The Jacobian approximation is derived from previous iterations, by retaining only the diagonal of Broyden matrices. .. warning:: This algorithm may be useful for specific problems, but whether it will work may depend strongly on the problem. Parameters ---------- %(params_basic)s alpha : float, optional Initial guess for the Jacobian is (-1/alpha). %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='diagbroyden'`` in particular. Examples -------- The following functions define a system of nonlinear equations >>> def fun(x): ... return [x[0] + 0.5 * (x[0] - x[1])**3 - 1.0, ... 0.5 * (x[1] - x[0])**3 + x[1]] A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.diagbroyden(fun, [0, 0]) >>> sol array([0.84116403, 0.15883384]) NcCst|||_dS)N)rrzr)ryrrrrrzs zDiagBroyden.__init__cCs6t||||tj|jdfd|j|jd|_dS)Nrr )r")rrKrfullr&rr"r)ryr r>r^rrrrKszDiagBroyden.setuprcCs | |jS)N)r)ryr|rCrrrr szDiagBroyden.solvecCs | |jS)N)r)ryr|rrrr szDiagBroyden.matveccCs| |jS)N)rr)ryr|rCrrrrszDiagBroyden.rsolvecCs| |jS)N)rr)ryr|rrrrszDiagBroyden.rmatveccCst|j S)N)rdiagr)ryrrrrszDiagBroyden.todensecCs(|j||j|||d8_dS)NrD)r)ryr r|r_rr}rrrrrszDiagBroyden._update)N)r)r) rrrr1rzrKrrrrrrrrrrrs'   rc@sNeZdZdZdddZdddZdd Zdd d Zd d ZddZ ddZ dS)ra Find a root of a function, using a scalar Jacobian approximation. .. warning:: This algorithm may be useful for specific problems, but whether it will work may depend strongly on the problem. Parameters ---------- %(params_basic)s alpha : float, optional The Jacobian approximation is (-1/alpha). %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='linearmixing'`` in particular. NcCst|||_dS)N)rrzr)ryrrrrrz4s zLinearMixing.__init__rcCs | |jS)N)r)ryr|rCrrrr8szLinearMixing.solvecCs | |jS)N)r)ryr|rrrr;szLinearMixing.matveccCs| t|jS)N)rrr)ryr|rCrrrr>szLinearMixing.rsolvecCs| t|jS)N)rrr)ryr|rrrrAszLinearMixing.rmatveccCstt|jdd|jS)Nr)rrrr&r)ryrrrrDszLinearMixing.todensecCsdS)Nr)ryr r|r_rr}rrrrrGszLinearMixing._update)N)r)r) rrrr1rzrrrrrrrrrrrs   rc@sVeZdZdZdddZddZdd d Zd d Zdd dZddZ ddZ ddZ dS)ra Find a root of a function, using a tuned diagonal Jacobian approximation. The Jacobian matrix is diagonal and is tuned on each iteration. .. warning:: This algorithm may be useful for specific problems, but whether it will work may depend strongly on the problem. See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='excitingmixing'`` in particular. Parameters ---------- %(params_basic)s alpha : float, optional Initial Jacobian approximation is (-1/alpha). alphamax : float, optional The entries of the diagonal Jacobian are kept in the range ``[alpha, alphamax]``. %(params_extra)s N?cCs t|||_||_d|_dS)N)rrzralphamaxbeta)ryrrrrrrzfs zExcitingMixing.__init__cCs2t||||tj|jdf|j|jd|_dS)Nr)r")rrKrrr&rr"r)ryr r>r^rrrrKlszExcitingMixing.setuprcCs | |jS)N)r)ryr|rCrrrrpszExcitingMixing.solvecCs | |jS)N)r)ryr|rrrrsszExcitingMixing.matveccCs| |jS)N)rr)ryr|rCrrrrvszExcitingMixing.rsolvecCs| |jS)N)rr)ryr|rrrryszExcitingMixing.rmatveccCstd|jS)Nr)rrr)ryrrrr|szExcitingMixing.todensecCsL||jdk}|j||j7<|j|j|<tj|jd|j|jddS)Nr)out)rrrrZclipr)ryr r|r_rr}rincrrrrrszExcitingMixing._update)Nr)r)r) rrrr1rzrKrrrrrrrrrrrKs   rc@sDeZdZdZdddZdd Zd d Zdd dZddZddZ dS)ra Find a root of a function, using Krylov approximation for inverse Jacobian. This method is suitable for solving large-scale problems. Parameters ---------- %(params_basic)s rdiff : float, optional Relative step size to use in numerical differentiation. method : {'lgmres', 'gmres', 'bicgstab', 'cgs', 'minres'} or function Krylov method to use to approximate the Jacobian. Can be a string, or a function implementing the same interface as the iterative solvers in `scipy.sparse.linalg`. The default is `scipy.sparse.linalg.lgmres`. inner_maxiter : int, optional Parameter to pass to the "inner" Krylov solver: maximum number of iterations. Iteration will stop after maxiter steps even if the specified tolerance has not been achieved. inner_M : LinearOperator or InverseJacobian Preconditioner for the inner Krylov iteration. Note that you can use also inverse Jacobians as (adaptive) preconditioners. For example, >>> from scipy.optimize.nonlin import BroydenFirst, KrylovJacobian >>> from scipy.optimize.nonlin import InverseJacobian >>> jac = BroydenFirst() >>> kjac = KrylovJacobian(inner_M=InverseJacobian(jac)) If the preconditioner has a method named 'update', it will be called as ``update(x, f)`` after each nonlinear step, with ``x`` giving the current point, and ``f`` the current function value. outer_k : int, optional Size of the subspace kept across LGMRES nonlinear iterations. See `scipy.sparse.linalg.lgmres` for details. inner_kwargs : kwargs Keyword parameters for the "inner" Krylov solver (defined with `method`). Parameter names must start with the `inner_` prefix which will be stripped before passing on the inner method. See, e.g., `scipy.sparse.linalg.gmres` for details. %(params_extra)s See Also -------- root : Interface to root finding algorithms for multivariate functions. See ``method=='krylov'`` in particular. scipy.sparse.linalg.gmres scipy.sparse.linalg.lgmres Notes ----- This function implements a Newton-Krylov solver. The basic idea is to compute the inverse of the Jacobian with an iterative Krylov method. These methods require only evaluating the Jacobian-vector products, which are conveniently approximated by a finite difference: .. math:: J v \approx (f(x + \omega*v/|v|) - f(x)) / \omega Due to the use of iterative matrix inverses, these methods can deal with large nonlinear problems. SciPy's `scipy.sparse.linalg` module offers a selection of Krylov solvers to choose from. The default here is `lgmres`, which is a variant of restarted GMRES iteration that reuses some of the information obtained in the previous Newton steps to invert Jacobians in subsequent steps. For a review on Newton-Krylov methods, see for example [1]_, and for the LGMRES sparse inverse method, see [2]_. References ---------- .. [1] D.A. Knoll and D.E. Keyes, J. Comp. Phys. 193, 357 (2004). :doi:`10.1016/j.jcp.2003.08.010` .. [2] A.H. Baker and E.R. Jessup and T. Manteuffel, SIAM J. Matrix Anal. Appl. 26, 962 (2005). :doi:`10.1137/S0895479803422014` Examples -------- The following functions define a system of nonlinear equations >>> def fun(x): ... return [x[0] + 0.5 * x[1] - 1.0, ... 0.5 * (x[1] - x[0]) ** 2] A solution can be obtained as follows. >>> from scipy import optimize >>> sol = optimize.newton_krylov(fun, [0, 0]) >>> sol array([0.66731771, 0.66536458]) Nlgmres c KsN||_||_ttjjjtjjjtjjjtjjj tjjj d |||_ t||jd|_ |j tjjjkr||j d<d|j d<|j ddn~|j tjjjkr|j ddn^|j tjjjkr||j d<d|j d<|j d g|j d d |j d d |j ddx@|D]4\}}|ds2td|||j |dd<qWdS)N)bicgstabgmresrcgsminres)r[rZrestrtr r[Zatolrouter_kZouter_vZprepend_outer_vTZstore_outer_AvFZinner_zUnknown parameter %s)preconditionerrrrrrrrrrrrgetmethod method_kw setdefaultZgcrotmkr startswithrN) ryrrrZ inner_maxiterZinner_Mrrkeyrrrrrzs6       zKrylovJacobian.__init__cCs<t|j}t|j}|jtd|td||_dS)Nr )rpr(rrrromega)ryZmxmfrrr_update_diff_stepsz KrylovJacobian._update_diff_stepcCslt|}|dkrd|S|j|}||j|||j|}tt|shtt|rhtd|S)Nrz$Function returned non-finite results) rrr^r(rrr,r+rN)ryr/nvscrrrrrs  zKrylovJacobian.matvecrcCsHd|jkr$|j|j|f|j\}}n |j|j|fd|i|j\}}|S)NrC)rrop)ryrhsrCZsolrfrrrr$s  zKrylovJacobian.solvecCs<||_||_||jdk r8t|jdr8|j||dS)NrS)r(rrrrrS)ryr r|rrrrS+s   zKrylovJacobian.updatecCs|t||||||_||_tjj||_|j dkrJt |j j d|_ ||jdk rxt|jdrx|j|||dS)Ng?rK)r~rKr(rrrrZaslinearoperatorrrrrrvr"rwrrr)ryr r|r^rrrrK5s   zKrylovJacobian.setup)NrrNr)r) rrrr1rzrrrrSrKrrrrrs_ )  rcCst|j}|\}}}}}}} tt|t| d|} ddd| D} | rXd| } ddd| D} | rx| d} |rtd|d} | t|| |j| d} i}| t t | |||}|j |_ t ||S) a Construct a solver wrapper with given name and Jacobian approx. It inspects the keyword arguments of ``jac.__init__``, and allows to use the same arguments in the wrapper function, in addition to the keyword arguments of `nonlin_solve` Nz, cSsg|]\}}d||fqS)z%s=%rr).0rr/rrr Vsz#_nonlin_wrapper..cSsg|]\}}d||fqS)z%s=%sr)rrr/rrrrYszUnexpected signature %sa def %(name)s(F, xin, iter=None %(kw)s, verbose=False, maxiter=None, f_tol=None, f_rtol=None, x_tol=None, x_rtol=None, tol_norm=None, line_search='armijo', callback=None, **kw): jac = %(jac)s(%(kwkw)s **kw) return nonlin_solve(F, xin, jac, iter, verbose, maxiter, f_tol, f_rtol, x_tol, x_rtol, tol_norm, line_search, callback) )rrjacZkwkw)_getfullargspecrzlistrrjoinrNrrrSglobalsexecr1r4)rr signatureargsvarargsvarkwdefaults kwonlyargs kwdefaults_kwargsZkw_strZkwkw_strwrappernsr^rrr_nonlin_wrapperJs*      r) r5NFNNNNNNr6NFT)r6rhri);r1rTnumpyrZ scipy.linalgrrrrrrrr r Zscipy.sparse.linalgrZ scipy.sparser rZscipy._lib._utilr r Z linesearchrr__all__ Exceptionrr!r$r*r0rstripr2r4rgrRrIr~rrJrrrrrrrrrrrrrrrrrrrrrjsl     )   ,@D`Z q@D.?A,