Source code for shenfun.optimization.numba.pdma

import numba as nb
import numpy as np
from .la import Solve_axis_2D, Solve_axis_3D, Solve_axis_4D

__all__ = ['PDMA_LU', 'PDMA_Solve', 'PDMA_inner_solve']

[docs] @nb.jit(nopython=True, fastmath=True, cache=True) def PDMA_LU(data): """LU decomposition""" a = data[0, :-4] b = data[1, :-2] d = data[2, :] e = data[3, 2:] f = data[4, 4:] n = d.shape[0] m = e.shape[0] k = n - m for i in range(n-2*k): lam = b[i]/d[i] d[i+k] -= lam*e[i] e[i+k] -= lam*f[i] b[i] = lam lam = a[i]/d[i] b[i+k] -= lam*e[i] d[i+2*k] -= lam*f[i] a[i] = lam i = n-4 lam = b[i]/d[i] d[i+k] -= lam*e[i] b[i] = lam i = n-3 lam = b[i]/d[i] d[i+k] -= lam*e[i] b[i] = lam
[docs] def PDMA_Solve(x, data, axis=0): n = x.ndim if n == 1: PDMA_inner_solve(x, data) elif n == 2: Solve_axis_2D(data, x, PDMA_inner_solve, axis) elif n == 3: Solve_axis_3D(data, x, PDMA_inner_solve, axis) elif n == 4: Solve_axis_4D(data, x, PDMA_inner_solve, axis) else: if axis > 0: x = np.moveaxis(x, axis, 0) PDMA_inner_solve(x, data) if axis > 0: x = np.moveaxis(x, 0, axis)
[docs] @nb.jit(nopython=True, fastmath=True, cache=True) def PDMA_inner_solve(u, data): a = data[0, :-4] b = data[1, :-2] d = data[2, :] e = data[3, 2:] f = data[4, 4:] n = d.shape[0] u[2] -= b[0]*u[0] u[3] -= b[1]*u[1] for k in range(4, n): u[k] -= (b[k-2]*u[k-2] + a[k-4]*u[k-4]) u[n-1] /= d[n-1] u[n-2] /= d[n-2] u[n-3] = (u[n-3]-e[n-3]*u[n-1])/d[n-3] u[n-4] = (u[n-4]-e[n-4]*u[n-2])/d[n-4] for k in range(n-5, -1, -1): u[k] = (u[k]-e[k]*u[k+2]-f[k]*u[k+4])/d[k]