8000 Added demo for mc29 module · PythonOptimizers/HSL.py@b8aeaef · GitHub
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syarrasyarra
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Added demo for mc29 module
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‎doc/source/contents.rst

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introduction
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installation
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ordering
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scaling
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solvers
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examples
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‎doc/source/scaling.rst

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.. Description of scaling module
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.. _scaling-page:
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===================================
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Scaling method for sparse matrices
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===================================
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The :mod:`mc29` Module
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======================
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.. _mc29-section:
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Example
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-------
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.. literalinclude:: ../../examples/demo_mc29.py
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:linenos:
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Output
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.. code-block:: python
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orignal values:
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[ 1.60000000e+04 1.00000000e+02 1.40000000e+04 6.00000000e+00
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9.00000000e+02 1.10000000e+05]
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row scaling factors:
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[ 2.17526613e+00 5.55712076e+02 7.35847733e-02 3.90868730e-01]
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column scaling factors:
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[ 0.0083316 0.00023411 0.00014055]
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scaled values
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[ 0.87899243 1.81234539 1.28108793 0.78058654 0.55177121 1.13766623]

‎examples/demo_mc29.py

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"Exemple from MC29 spec sheet: http://www.hsl.rl.ac.uk/specs/mc29.pdf"
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from hsl.scaling._mc29 import mc29ad
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import numpy as np
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irow = np.array([3,0,3,1,2,2], dtype=np.int32)
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jcol = np.array([2,0,1,1,0,2], dtype=np.int32)
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values = np.array([16000, 100, 14000, 6, 900, 110000], dtype=np.float64)
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print 'orignal values:'
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print values
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# Obtain row and column scaling
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row_scale, col_scale, ifail = mc29ad(4, 3, values, irow+1, jcol+1)
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if ifail==-1:
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raise ValueError("m < 1 or n < 1")
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elif ifail==-2:
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raise ValueError("number of non zero elemnts < 1")
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# row_scale and col_scale contain in fact the logarithms of the
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# scaling factors.
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row_scale = np.exp(row_scale)
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col_scale = np.exp(col_scale)
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print '\nrow scaling factors:'
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print row_scale
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print '\ncolumn scaling factors:'
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print col_scale
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# Apply row and column scaling to constraint matrix A.
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values *= row_scale[irow]
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values *= col_scale[jcol]
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print '\nscaled values'
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print values

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