Sparse SVD

idaes/core/util/model_diagnostics.py

@@ -124,6 +124,8 @@
     ParameterSweepBase,
     is_psweepspec,
 )
+from idaes.core.util.linalg import svd_rayleigh_ritz
+
 import idaes.logger as idaeslog
 
 _log = idaeslog.getLogger(__name__)
@@ -200,6 +202,29 @@
     return u, s, vT.transpose()
 
 
+def svd_rayleigh_ritz_callback(jacobian, number_singular_values, **kwargs):
+    """
+    Callback for performing SVD analysis using idaes.core.util.linalg.svd_rayleigh_ritz
+
+    Args:
+        jacobian: Jacobian to be analysed
+        number_singular_values: number of singular values to compute
+        **kwargs: Dictionary of keyword arguments to pass to svd_rayleigh_ritz
+
+    Returns:
+        u, s and v numpy arrays
+
+    """
+    # This method also returns the null space, which is not used by
+    # the model diagnostics at present
+    m, n = jacobian.shape
+    if m != n:
+        u, s, v, _ = svd_rayleigh_ritz(jacobian, number_singular_values, **kwargs)
+    else:
+        u, s, v = svd_rayleigh_ritz(jacobian, number_singular_values, **kwargs)
+    return u, s, v
+
+
 CONFIG = ConfigDict()
 CONFIG.declare(
     "variable_bounds_absolute_tolerance",
@@ -363,10 +388,10 @@
 SVDCONFIG.declare(
     "svd_callback",
     ConfigValue(
-        default=svd_dense,
+        default=svd_rayleigh_ritz_callback,
         domain=svd_callback_validator,
-        description="Callback to SVD method of choice (default = svd_dense)",
-        doc="Callback to SVD method of choice (default = svd_dense). "
+        description="Callback to SVD method of choice (default = svd_rayleigh_ritz_callback)",
+        doc="Callback to SVD method of choice (default = svd_rayleigh_ritz_callback). "
         "Callbacks should take the Jacobian and number of singular values "
         "to compute as options, plus any method specific arguments, and should "
         "return the u, s and v matrices as numpy arrays.",