Convenience wrapper module for the PyAMG library.
Requires a Python installation with `scipy`

and `pyamg`

.
If an Anconda distribution is used (including the `Conda.jl`

package manager)
then `pyamg`

should be automatically installed on first use. Otherwise, follow
the straightforward instructions.

In all examples it is assumed that `A`

is a sparse matrix
and `b`

a vector and `amg`

is an `AMGSolver`

instance constructed from `A`

.
The classical example would be the Dirichlet problem on a square,

```
using SparseArrays, LinearAlgebra
N = 100
L1 = spdiagm( -1 => -ones(N-1),
0 => 2*ones(N),
1 => -ones(N-1) ) * N^2
Id = sparse(1.0*I, N, N)
A = kron(Id, L1) + kron(L1, Id)
b = ones(size(A,1))
```

```
using PyAMG
x = PyAMG.solve(A, b)
```

To initialise, call

```
using PyAMG
amg = RugeStubenSolver(A)
```

Then the system Ax=b can be solved using

```
x = amg \ b
x = solve(amg, b; tol=1e-6)
```

or, one can specify a different 'outer solver'

```
x = solve(amg, b; tol=1e-6, accel="cg")
```

see `?solve`

for more options. In particular, note the that default keyword
arguments can be set via `set_kwargs!`

or in the construction of the AMG
solver, which will then be used by both `\`

and `solve`

. E.g.,

```
amg = RugeStubenSolver(A, tol=1e-6, accel="cg")
x = amg \ b
```

After initialising, we can construct a preconditioner via

```
M = aspreconditioner(amg)
```

The line `M \ b`

then performes a single MG cycle.
This is e.g. compatible with the `IterativeSolvers`

package:

```
using PyAMG, IterativeSolvers
TOL = 1e-3
M = aspreconditioner(RugeStubenSolver(A))
IterativeSolvers.cg(A, b, M; tol=TOL)
```

To extract the solver history as a vector of residuals, use

```
amg = RugeStubenSolver(A)
r = Float64[]
x = PyAMG.solve(amg, b, residuals=r)
@show r
```

Since version `3.2.1.dev0+2227b77`

the residuals can also be returned for
the blackbox solver variant.

(NOTE: although `pyamg`

needs residuals to be a *list*, `PyAMG.jl`

will detect
if `residuals`

is a `numpy`

vector and replace it with a list, then
convert back to a types Julia vector.)

(this section is incomplete)

`AMGSolver{T}`

: encapsulates the pyamg solver PyObject`RugeStubenSolver`

: typealias for`AMGSolver{RugeStuben}`

`SmoothedAggregationSolver`

: typealias for`AMGSolver{SmoothedAggregation}`

`AMGPreconditioner`

: encapsulates the output of`aspreconditioner`

to use PyAMG as a preconditioner for iterative linear algebra.

05/19/2016

5 months ago

68 commits