| from sympy.polys.matrices.exceptions import DMNonInvertibleMatrixError |
| from sympy.polys.domains import EX |
|
|
| from .exceptions import MatrixError, NonSquareMatrixError, NonInvertibleMatrixError |
| from .utilities import _iszero |
|
|
|
|
| def _pinv_full_rank(M): |
| """Subroutine for full row or column rank matrices. |
| |
| For full row rank matrices, inverse of ``A * A.H`` Exists. |
| For full column rank matrices, inverse of ``A.H * A`` Exists. |
| |
| This routine can apply for both cases by checking the shape |
| and have small decision. |
| """ |
|
|
| if M.is_zero_matrix: |
| return M.H |
|
|
| if M.rows >= M.cols: |
| return M.H.multiply(M).inv().multiply(M.H) |
| else: |
| return M.H.multiply(M.multiply(M.H).inv()) |
|
|
| def _pinv_rank_decomposition(M): |
| """Subroutine for rank decomposition |
| |
| With rank decompositions, `A` can be decomposed into two full- |
| rank matrices, and each matrix can take pseudoinverse |
| individually. |
| """ |
|
|
| if M.is_zero_matrix: |
| return M.H |
|
|
| B, C = M.rank_decomposition() |
|
|
| Bp = _pinv_full_rank(B) |
| Cp = _pinv_full_rank(C) |
|
|
| return Cp.multiply(Bp) |
|
|
| def _pinv_diagonalization(M): |
| """Subroutine using diagonalization |
| |
| This routine can sometimes fail if SymPy's eigenvalue |
| computation is not reliable. |
| """ |
|
|
| if M.is_zero_matrix: |
| return M.H |
|
|
| A = M |
| AH = M.H |
|
|
| try: |
| if M.rows >= M.cols: |
| P, D = AH.multiply(A).diagonalize(normalize=True) |
| D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x) |
|
|
| return P.multiply(D_pinv).multiply(P.H).multiply(AH) |
|
|
| else: |
| P, D = A.multiply(AH).diagonalize( |
| normalize=True) |
| D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x) |
|
|
| return AH.multiply(P).multiply(D_pinv).multiply(P.H) |
|
|
| except MatrixError: |
| raise NotImplementedError( |
| 'pinv for rank-deficient matrices where ' |
| 'diagonalization of A.H*A fails is not supported yet.') |
|
|
| def _pinv(M, method='RD'): |
| """Calculate the Moore-Penrose pseudoinverse of the matrix. |
| |
| The Moore-Penrose pseudoinverse exists and is unique for any matrix. |
| If the matrix is invertible, the pseudoinverse is the same as the |
| inverse. |
| |
| Parameters |
| ========== |
| |
| method : String, optional |
| Specifies the method for computing the pseudoinverse. |
| |
| If ``'RD'``, Rank-Decomposition will be used. |
| |
| If ``'ED'``, Diagonalization will be used. |
| |
| Examples |
| ======== |
| |
| Computing pseudoinverse by rank decomposition : |
| |
| >>> from sympy import Matrix |
| >>> A = Matrix([[1, 2, 3], [4, 5, 6]]) |
| >>> A.pinv() |
| Matrix([ |
| [-17/18, 4/9], |
| [ -1/9, 1/9], |
| [ 13/18, -2/9]]) |
| |
| Computing pseudoinverse by diagonalization : |
| |
| >>> B = A.pinv(method='ED') |
| >>> B.simplify() |
| >>> B |
| Matrix([ |
| [-17/18, 4/9], |
| [ -1/9, 1/9], |
| [ 13/18, -2/9]]) |
| |
| See Also |
| ======== |
| |
| inv |
| pinv_solve |
| |
| References |
| ========== |
| |
| .. [1] https://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse |
| |
| """ |
|
|
| |
| if M.is_zero_matrix: |
| return M.H |
|
|
| if method == 'RD': |
| return _pinv_rank_decomposition(M) |
| elif method == 'ED': |
| return _pinv_diagonalization(M) |
| else: |
| raise ValueError('invalid pinv method %s' % repr(method)) |
|
|
|
|
| def _verify_invertible(M, iszerofunc=_iszero): |
| """Initial check to see if a matrix is invertible. Raises or returns |
| determinant for use in _inv_ADJ.""" |
|
|
| if not M.is_square: |
| raise NonSquareMatrixError("A Matrix must be square to invert.") |
|
|
| d = M.det(method='berkowitz') |
| zero = d.equals(0) |
|
|
| if zero is None: |
| ok = M.rref(simplify=True)[0] |
| zero = any(iszerofunc(ok[j, j]) for j in range(ok.rows)) |
|
|
| if zero: |
| raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") |
|
|
| return d |
|
|
| def _inv_ADJ(M, iszerofunc=_iszero): |
| """Calculates the inverse using the adjugate matrix and a determinant. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_GE |
| inverse_LU |
| inverse_CH |
| inverse_LDL |
| """ |
|
|
| d = _verify_invertible(M, iszerofunc=iszerofunc) |
|
|
| return M.adjugate() / d |
|
|
| def _inv_GE(M, iszerofunc=_iszero): |
| """Calculates the inverse using Gaussian elimination. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_LU |
| inverse_CH |
| inverse_LDL |
| """ |
|
|
| from .dense import Matrix |
|
|
| if not M.is_square: |
| raise NonSquareMatrixError("A Matrix must be square to invert.") |
|
|
| big = Matrix.hstack(M.as_mutable(), Matrix.eye(M.rows)) |
| red = big.rref(iszerofunc=iszerofunc, simplify=True)[0] |
|
|
| if any(iszerofunc(red[j, j]) for j in range(red.rows)): |
| raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") |
|
|
| return M._new(red[:, big.rows:]) |
|
|
| def _inv_LU(M, iszerofunc=_iszero): |
| """Calculates the inverse using LU decomposition. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_CH |
| inverse_LDL |
| """ |
|
|
| if not M.is_square: |
| raise NonSquareMatrixError("A Matrix must be square to invert.") |
| if M.free_symbols: |
| _verify_invertible(M, iszerofunc=iszerofunc) |
|
|
| return M.LUsolve(M.eye(M.rows), iszerofunc=_iszero) |
|
|
| def _inv_CH(M, iszerofunc=_iszero): |
| """Calculates the inverse using cholesky decomposition. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_LU |
| inverse_LDL |
| """ |
|
|
| _verify_invertible(M, iszerofunc=iszerofunc) |
|
|
| return M.cholesky_solve(M.eye(M.rows)) |
|
|
| def _inv_LDL(M, iszerofunc=_iszero): |
| """Calculates the inverse using LDL decomposition. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_LU |
| inverse_CH |
| """ |
|
|
| _verify_invertible(M, iszerofunc=iszerofunc) |
|
|
| return M.LDLsolve(M.eye(M.rows)) |
|
|
| def _inv_QR(M, iszerofunc=_iszero): |
| """Calculates the inverse using QR decomposition. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_CH |
| inverse_LDL |
| """ |
|
|
| _verify_invertible(M, iszerofunc=iszerofunc) |
|
|
| return M.QRsolve(M.eye(M.rows)) |
|
|
| def _try_DM(M, use_EX=False): |
| """Try to convert a matrix to a ``DomainMatrix``.""" |
| dM = M.to_DM() |
| K = dM.domain |
|
|
| |
| if not use_EX and K.is_EXRAW: |
| return None |
| elif K.is_EXRAW: |
| return dM.convert_to(EX) |
| else: |
| return dM |
|
|
|
|
| def _use_exact_domain(dom): |
| """Check whether to convert to an exact domain.""" |
| |
| |
| |
| if dom.is_RR or dom.is_CC: |
| return False |
| else: |
| return not dom.is_Exact |
|
|
|
|
| def _inv_DM(dM, cancel=True): |
| """Calculates the inverse using ``DomainMatrix``. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_CH |
| inverse_LDL |
| sympy.polys.matrices.domainmatrix.DomainMatrix.inv |
| """ |
| m, n = dM.shape |
| dom = dM.domain |
|
|
| if m != n: |
| raise NonSquareMatrixError("A Matrix must be square to invert.") |
|
|
| |
| use_exact = _use_exact_domain(dom) |
|
|
| if use_exact: |
| dom_exact = dom.get_exact() |
| dM = dM.convert_to(dom_exact) |
|
|
| try: |
| dMi, den = dM.inv_den() |
| except DMNonInvertibleMatrixError: |
| raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") |
|
|
| if use_exact: |
| dMi = dMi.convert_to(dom) |
| den = dom.convert_from(den, dom_exact) |
|
|
| if cancel: |
| |
| if not dMi.domain.is_Field: |
| dMi = dMi.to_field() |
| Mi = (dMi / den).to_Matrix() |
| else: |
| |
| Mi = dMi.to_Matrix() / dMi.domain.to_sympy(den) |
|
|
| return Mi |
|
|
| def _inv_block(M, iszerofunc=_iszero): |
| """Calculates the inverse using BLOCKWISE inversion. |
| |
| See Also |
| ======== |
| |
| inv |
| inverse_ADJ |
| inverse_GE |
| inverse_CH |
| inverse_LDL |
| """ |
| from sympy.matrices.expressions.blockmatrix import BlockMatrix |
| i = M.shape[0] |
| if i <= 20 : |
| return M.inv(method="LU", iszerofunc=_iszero) |
| A = M[:i // 2, :i //2] |
| B = M[:i // 2, i // 2:] |
| C = M[i // 2:, :i // 2] |
| D = M[i // 2:, i // 2:] |
| try: |
| D_inv = _inv_block(D) |
| except NonInvertibleMatrixError: |
| return M.inv(method="LU", iszerofunc=_iszero) |
| B_D_i = B*D_inv |
| BDC = B_D_i*C |
| A_n = A - BDC |
| try: |
| A_n = _inv_block(A_n) |
| except NonInvertibleMatrixError: |
| return M.inv(method="LU", iszerofunc=_iszero) |
| B_n = -A_n*B_D_i |
| dc = D_inv*C |
| C_n = -dc*A_n |
| D_n = D_inv + dc*-B_n |
| nn = BlockMatrix([[A_n, B_n], [C_n, D_n]]).as_explicit() |
| return nn |
|
|
| def _inv(M, method=None, iszerofunc=_iszero, try_block_diag=False): |
| """ |
| Return the inverse of a matrix using the method indicated. The default |
| is DM if a suitable domain is found or otherwise GE for dense matrices |
| LDL for sparse matrices. |
| |
| Parameters |
| ========== |
| |
| method : ('DM', 'DMNC', 'GE', 'LU', 'ADJ', 'CH', 'LDL', 'QR') |
| |
| iszerofunc : function, optional |
| Zero-testing function to use. |
| |
| try_block_diag : bool, optional |
| If True then will try to form block diagonal matrices using the |
| method get_diag_blocks(), invert these individually, and then |
| reconstruct the full inverse matrix. |
| |
| Examples |
| ======== |
| |
| >>> from sympy import SparseMatrix, Matrix |
| >>> A = SparseMatrix([ |
| ... [ 2, -1, 0], |
| ... [-1, 2, -1], |
| ... [ 0, 0, 2]]) |
| >>> A.inv('CH') |
| Matrix([ |
| [2/3, 1/3, 1/6], |
| [1/3, 2/3, 1/3], |
| [ 0, 0, 1/2]]) |
| >>> A.inv(method='LDL') # use of 'method=' is optional |
| Matrix([ |
| [2/3, 1/3, 1/6], |
| [1/3, 2/3, 1/3], |
| [ 0, 0, 1/2]]) |
| >>> A * _ |
| Matrix([ |
| [1, 0, 0], |
| [0, 1, 0], |
| [0, 0, 1]]) |
| >>> A = Matrix(A) |
| >>> A.inv('CH') |
| Matrix([ |
| [2/3, 1/3, 1/6], |
| [1/3, 2/3, 1/3], |
| [ 0, 0, 1/2]]) |
| >>> A.inv('ADJ') == A.inv('GE') == A.inv('LU') == A.inv('CH') == A.inv('LDL') == A.inv('QR') |
| True |
| |
| Notes |
| ===== |
| |
| According to the ``method`` keyword, it calls the appropriate method: |
| |
| DM .... Use DomainMatrix ``inv_den`` method |
| DMNC .... Use DomainMatrix ``inv_den`` method without cancellation |
| GE .... inverse_GE(); default for dense matrices |
| LU .... inverse_LU() |
| ADJ ... inverse_ADJ() |
| CH ... inverse_CH() |
| LDL ... inverse_LDL(); default for sparse matrices |
| QR ... inverse_QR() |
| |
| Note, the GE and LU methods may require the matrix to be simplified |
| before it is inverted in order to properly detect zeros during |
| pivoting. In difficult cases a custom zero detection function can |
| be provided by setting the ``iszerofunc`` argument to a function that |
| should return True if its argument is zero. The ADJ routine computes |
| the determinant and uses that to detect singular matrices in addition |
| to testing for zeros on the diagonal. |
| |
| See Also |
| ======== |
| |
| inverse_ADJ |
| inverse_GE |
| inverse_LU |
| inverse_CH |
| inverse_LDL |
| |
| Raises |
| ====== |
| |
| ValueError |
| If the determinant of the matrix is zero. |
| """ |
|
|
| from sympy.matrices import diag, SparseMatrix |
|
|
| if not M.is_square: |
| raise NonSquareMatrixError("A Matrix must be square to invert.") |
|
|
| if try_block_diag: |
| blocks = M.get_diag_blocks() |
| r = [] |
|
|
| for block in blocks: |
| r.append(block.inv(method=method, iszerofunc=iszerofunc)) |
|
|
| return diag(*r) |
|
|
| |
| |
| if method is None and iszerofunc is _iszero: |
| dM = _try_DM(M, use_EX=False) |
| if dM is not None: |
| method = 'DM' |
| elif method in ("DM", "DMNC"): |
| dM = _try_DM(M, use_EX=True) |
|
|
| |
| |
| if method is None: |
| if isinstance(M, SparseMatrix): |
| method = 'LDL' |
| else: |
| method = 'GE' |
|
|
| if method == "DM": |
| rv = _inv_DM(dM) |
| elif method == "DMNC": |
| rv = _inv_DM(dM, cancel=False) |
| elif method == "GE": |
| rv = M.inverse_GE(iszerofunc=iszerofunc) |
| elif method == "LU": |
| rv = M.inverse_LU(iszerofunc=iszerofunc) |
| elif method == "ADJ": |
| rv = M.inverse_ADJ(iszerofunc=iszerofunc) |
| elif method == "CH": |
| rv = M.inverse_CH(iszerofunc=iszerofunc) |
| elif method == "LDL": |
| rv = M.inverse_LDL(iszerofunc=iszerofunc) |
| elif method == "QR": |
| rv = M.inverse_QR(iszerofunc=iszerofunc) |
| elif method == "BLOCK": |
| rv = M.inverse_BLOCK(iszerofunc=iszerofunc) |
| else: |
| raise ValueError("Inversion method unrecognized") |
|
|
| return M._new(rv) |
|
|