'''What's the origin of this file? It is not ours.
Does not run because of missing mtx files, now included

changes: JP corrections to imports so it runs, comment out print
'''
from __future__ import print_function
import numpy as np
from numpy import dot,  outer, random
from scipy import io, linalg, optimize
from scipy.sparse import eye as speye
import matplotlib.pyplot as plt

def R(v):
    rq = dot(v.T,A*v)/dot(v.T,B*v)
    res = (A*v-rq*B*v)/linalg.norm(B*v)
    data.append(linalg.norm(res))
    return rq

def Rp(v):
    """ Gradient """
    result = 2*(A*v-R(v)*B*v)/dot(v.T,B*v)
    #print "Rp: ", result
    return result

def Rpp(v):
    """ Hessian """
    result = 2*(A-R(v)*B-outer(B*v,Rp(v))-outer(Rp(v),B*v))/dot(v.T,B*v)
    #print "Rpp: ", result
    return result


A = io.mmread('nos4.mtx') # clustered eigenvalues
#B = io.mmread('bcsstm02.mtx.gz')
#A = io.mmread('bcsstk06.mtx.gz') # clustered eigenvalues
#B = io.mmread('bcsstm06.mtx.gz')
n = A.shape[0]
B = speye(n,n)
random.seed(1)
v_0=random.rand(n)

print("try fmin_bfgs")
full_output = 1
data=[]
v,fopt, gopt, Hopt, func_calls, grad_calls, warnflag, allvecs = \
        optimize.fmin_bfgs(R,v_0,fprime=Rp,full_output=full_output,retall=1)
if warnflag == 0:
    plt.semilogy(np.arange(0,len(data)),data)
    print('Rayleigh quotient BFGS',R(v))


print("fmin_bfgs OK")

print("try fmin_ncg")

#
# WARNING: the program may hangs if fmin_ncg is used
#
data=[]
v,fopt, fcalls, gcalls, hcalls, warnflag, allvecs = \
        optimize.fmin_ncg(R,v_0,fprime=Rp,fhess=Rpp,full_output=full_output,retall=1)
if warnflag==0:
    plt.figure()
    plt.semilogy(np.arange(0,len(data)),data)
    print('Rayleigh quotient NCG',R(v))