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Persist the model Scikit-learn makes model persistence extraordinarily easily. Everything can be pickled via the "joblib" submodule. There are some exceptions:1. Classes that contain unbound methods2. Classes that contain instances of loggers3. Others...**In general, this is why we design our transformers to take stri...
from sklearn.externals import joblib import pickle import os model_location = "heart_disease_model.pkl" with open(model_location, "wb") as mod: joblib.dump(lgr_search.best_estimator_, mod, protocol=pickle.HIGHEST_PROTOCOL) assert os.path.exists(model_location) # demo how we can load and predict in one lin...
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MIT
code/Heart Disease.ipynb
PacktPublishing/Hands-On-Machine-Learning-with-Python-and-Scikit-Learn
We can also use a Jupyter "magic function" to see that the pkl file exists in the file system:
!ls | grep "heart_disease_model"
heart_disease_model.pkl
MIT
code/Heart Disease.ipynb
PacktPublishing/Hands-On-Machine-Learning-with-Python-and-Scikit-Learn
Accessing the REST APIOnce the Flask app is live, we can test its `predict` endpoint:
import requests # if you have a proxy... os.environ['NO_PROXY'] = 'localhost' # test if it's running url = "http://localhost:5000/predict" # print the GET result response = requests.get(url) print(response.json()['message'])
Send me a valid POST! I accept JSON data only: {data=[...]}
MIT
code/Heart Disease.ipynb
PacktPublishing/Hands-On-Machine-Learning-with-Python-and-Scikit-Learn
Sending data:Let's create a function that will accept a chunk of data, make it into a JSON and ship it to the REST API
import json headers = { 'Content-Type': 'application/json' } def get_predictions(data, url, headers): data = np.asarray(data) # if data is a vector and not a matrix, we need a vec... if len(data.shape) == 1: data = np.asarray([data.tolist()]) # make a JSON out of it jdata...
Valid POST (n_samples=10) [1, 1, 1, 1, 0, 0, 0, 0, 0, 0]
MIT
code/Heart Disease.ipynb
PacktPublishing/Hands-On-Machine-Learning-with-Python-and-Scikit-Learn
Protein structure prediction with AlphaFold2 and MMseqs2 Easy to use version of AlphaFold 2 (Jumper et al. 2021, Nature) using an API hosted at the Södinglab based on the MMseqs2 server (Mirdita et al. 2019, Bioinformatics) for the multiple sequence alignment creation. **Quickstart**1. Change the runtime type to GPU a...
#@title Input protein sequence here before you "Run all" query_sequence = 'MAKTIKITQTRSAIGRLPKHKATLLGLGLRRIGHTVEREDTPAIRGMINAVSFMVKVEE' #@param {type:"string"} # remove whitespaces query_sequence="".join(query_sequence.split()) jobname = 'RL30_ECOLI' #@param {type:"string"} # remove whitespaces jobname="".join(jobname...
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MIT
AlphaFold2PredictStructure.ipynb
hongqin/alphafold-local-sandbox
PySINDy Package Feature OverviewThis notebook provides a simple overview of the basic functionality of the PySINDy software package. In addition to demonstrating the basic usage for fitting a SINDy model, we demonstrate several means of customizing the SINDy fitting procedure. These include different forms of input da...
import warnings import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D import numpy as np from scipy.integrate import odeint from sklearn.linear_model import Lasso import pysindy as ps %matplotlib inline warnings.filterwarnings('ignore')
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MIT
example/feature_overview.ipynb
eigensteve/pysindy
Basic usage
def lorenz(z, t): return [ 10 * (z[1] - z[0]), z[0] * (28 - z[2]) - z[1], z[0] * z[1] - (8 / 3) * z[2] ]
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MIT
example/feature_overview.ipynb
eigensteve/pysindy
Train the model
dt = .002 t_train = np.arange(0, 10, dt) x0_train = [-8, 8, 27] x_train = odeint(lorenz, x0_train, t_train) model = ps.SINDy() model.fit(x_train, t=dt) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Assess results on a test trajectory
t_test = np.arange(0, 15, dt) x0_test = np.array([8, 7, 15]) x_test = odeint(lorenz, x0_test, t_test) x_test_sim = model.simulate(x0_test, t_test) x_dot_test_computed = model.differentiate(x_test, t=dt) x_dot_test_predicted = model.predict(x_test) print('Model score: %f' % model.score(x_test, t=dt))
Model score: 1.000000
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Predict derivatives with learned model
fig, axs = plt.subplots(x_test.shape[1], 1, sharex=True, figsize=(7, 9)) for i in range(x_test.shape[1]): axs[i].plot(t_test, x_dot_test_computed[:, i], 'k', label='numerical derivative') axs[i].plot(t_test, x_dot_test_predicted[:, i], 'r--', label='model prediction') axs[i]....
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MIT
example/feature_overview.ipynb
eigensteve/pysindy
Simulate forward in time
fig, axs = plt.subplots(x_test.shape[1], 1, sharex=True, figsize=(7, 9)) for i in range(x_test.shape[1]): axs[i].plot(t_test, x_test[:, i], 'k', label='true simulation') axs[i].plot(t_test, x_test_sim[:, i], 'r--', label='model simulation') axs[i].legend() axs[i].set(xlabel='t', ylabel='$x_{}$'.format(i...
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MIT
example/feature_overview.ipynb
eigensteve/pysindy
Different forms of input data Single trajectory, pass in collection times
model = ps.SINDy() model.fit(x_train, t=t_train) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Single trajectory, pass in pre-computed derivatives
x_dot_true = np.zeros(x_train.shape) for i in range(t_train.size): x_dot_true[i] = lorenz(x_train[i], t_train[i]) model = ps.SINDy() model.fit(x_train, t=t_train, x_dot=x_dot_true) model.print()
x0' = -10.000 x0 + 10.000 x1 x1' = 28.000 x0 + -1.000 x1 + -1.000 x0 x2 x2' = -2.667 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Multiple trajectories
n_trajectories = 20 x0s = np.array([36, 48, 41]) * ( np.random.rand(n_trajectories, 3) - 0.5 ) + np.array([0, 0, 25]) x_train_multi = [] for i in range(n_trajectories): x_train_multi.append(odeint(lorenz, x0s[i], t_train)) model = ps.SINDy() model.fit(x_train_multi, t=dt, multiple_trajectories=True) model.prin...
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Multiple trajectories, different lengths of time
n_trajectories = 20 x0s = np.array([36, 48, 41]) * ( np.random.rand(n_trajectories, 3) - 0.5 ) + np.array([0, 0, 25]) x_train_multi = [] t_train_multi = [] for i in range(n_trajectories): n_samples = np.random.randint(500, 1500) t = np.arange(0, n_samples * dt, dt) x_train_multi.append(odeint(lorenz, x0...
x0' = -10.000 x0 + 10.000 x1 x1' = 27.993 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Discrete time dynamical system (map)
def f(x): return 3.6 * x * (1 - x) n_steps = 1000 eps = 0.001 x_train_map = np.zeros((n_steps)) x_train_map[0] = 0.5 for i in range(1, n_steps): x_train_map[i] = f(x_train_map[i - 1]) + eps * np.random.randn() model = ps.SINDy(discrete_time=True) model.fit(x_train_map) model.print()
x0[k+1] = 3.600 x0[k] + -3.600 x0[k]^2
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Optimization options STLSQ - change parameters
stlsq_optimizer = ps.STLSQ(threshold=.01, alpha=.5) model = ps.SINDy(optimizer=stlsq_optimizer) model.fit(x_train, t=dt) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
SR3
sr3_optimizer = ps.SR3(threshold=0.1, nu=1) model = ps.SINDy(optimizer=sr3_optimizer) model.fit(x_train, t=dt) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
LASSO
lasso_optimizer = Lasso(alpha=100, fit_intercept=False) model = ps.SINDy(optimizer=lasso_optimizer) model.fit(x_train, t=dt) model.print()
x0' = -0.310 x0 x2 + 0.342 x1 x2 + -0.002 x2^2 x1' = 15.952 x1 + 0.009 x0 x1 + -0.219 x0 x2 + -0.474 x1 x2 + 0.007 x2^2 x2' = 0.711 x0^2 + 0.533 x0 x1 + -0.005 x1 x2 + -0.119 x2^2
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Differentiation options Pass in pre-computed derivatives
x_dot_precomputed = ps.FiniteDifference()._differentiate(x_train, t_train) model = ps.SINDy() model.fit(x_train, t=t_train, x_dot=x_dot_precomputed) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Drop end points from finite difference computation
fd_dropEndpoints = ps.FiniteDifference(drop_endpoints=True) model = ps.SINDy(differentiation_method=fd_dropEndpoints) model.fit(x_train, t=t_train) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.998 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Smoothed finite difference
smoothedFD = ps.SmoothedFiniteDifference() model = ps.SINDy(differentiation_method=smoothedFD) model.fit(x_train, t=t_train) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = 27.992 x0 + -0.998 x1 + -1.000 x0 x2 x2' = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Feature libraries Custom feature names
feature_names = ['x', 'y', 'z'] model = ps.SINDy(feature_names=feature_names) model.fit(x_train, t=dt) model.print()
x' = -9.999 x + 9.999 y y' = 27.992 x + -0.999 y + -1.000 x z z' = -2.666 z + 1.000 x y
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Custom left hand side when printing the model
model = ps.SINDy() model.fit(x_train, t=dt) model.print(lhs=['dx0/dt', 'dx1/dt', 'dx2/dt'])
dx0/dt = -9.999 x0 + 9.999 x1 dx1/dt = 27.992 x0 + -0.999 x1 + -1.000 x0 x2 dx2/dt = -2.666 x2 + 1.000 x0 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Customize polynomial library
poly_library = ps.PolynomialLibrary(include_interaction=False) model = ps.SINDy(feature_library=poly_library) model.fit(x_train, t=dt) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = -72.092 1 + -13.015 x0 + 9.230 x1 + 9.452 x2 + 0.598 x0^2 + -0.289 x1^2 + -0.247 x2^2 x2' = -41.053 1 + 0.624 x0 + -0.558 x1 + 2.866 x2 + 1.001 x0^2 + 0.260 x1^2 + -0.176 x2^2
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Fourier library
fourier_library = ps.FourierLibrary(n_frequencies=3) model = ps.SINDy(feature_library=fourier_library) model.fit(x_train, t=dt) model.print()
x0' = 0.361 sin(1 x0) + 1.015 cos(1 x0) + 6.068 cos(1 x1) + -2.618 sin(1 x2) + 4.012 cos(1 x2) + -0.468 cos(2 x0) + -0.326 sin(2 x1) + -0.883 cos(2 x1) + 0.353 sin(2 x2) + 0.281 cos(2 x2) + 0.436 sin(3 x0) + 0.134 cos(3 x0) + 2.860 sin(3 x1) + 0.780 cos(3 x1) + 2.413 sin(3 x2) + -1.869 cos(3 x2) x1' = -2.693 sin(1 x0) ...
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Fully custom library
library_functions = [ lambda x : np.exp(x), lambda x : 1./x, lambda x : x, lambda x,y : np.sin(x+y) ] library_function_names = [ lambda x : 'exp(' + x + ')', lambda x : '1/' + x, lambda x : x, lambda x,y : 'sin(' + x + ',' + y + ')' ] custom_library = ps.CustomLibrary( library_functi...
x0' = -9.999 x0 + 9.999 x1 x1' = 1.407 1/x0 + -48.091 1/x2 + -12.472 x0 + 9.296 x1 + 0.381 x2 + 0.879 sin(x0,x1) + 1.896 sin(x0,x2) + -0.468 sin(x1,x2) x2' = 1.094 1/x0 + -7.674 1/x2 + 0.102 x0 + 0.157 x1 + 3.603 sin(x0,x1) + -3.323 sin(x0,x2) + -3.047 sin(x1,x2)
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Fully custom library, default function names
library_functions = [ lambda x : np.exp(x), lambda x : 1./x, lambda x : x, lambda x,y : np.sin(x+y) ] custom_library = ps.CustomLibrary(library_functions=library_functions) model = ps.SINDy(feature_library=custom_library) model.fit(x_train, t=dt) model.print()
x0' = -9.999 f2(x0) + 9.999 f2(x1) x1' = 1.407 f1(x0) + -48.091 f1(x2) + -12.472 f2(x0) + 9.296 f2(x1) + 0.381 f2(x2) + 0.879 f3(x0,x1) + 1.896 f3(x0,x2) + -0.468 f3(x1,x2) x2' = 1.094 f1(x0) + -7.674 f1(x2) + 0.102 f2(x0) + 0.157 f2(x1) + 3.603 f3(x0,x1) + -3.323 f3(x0,x2) + -3.047 f3(x1,x2)
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Identity library
identity_library = ps.IdentityLibrary() model = ps.SINDy(feature_library=identity_library) model.fit(x_train, t=dt) model.print()
x0' = -9.999 x0 + 9.999 x1 x1' = -12.451 x0 + 9.314 x1 + 0.299 x2 x2' = 0.159 x0 + 0.101 x1
MIT
example/feature_overview.ipynb
eigensteve/pysindy
Data cleaning* Data cleaning is the process of fixing or removing incorrect, corrupted, incorrectly formatted, duplicate, or incomplete data within a dataset...
# Task: # Delete unnecessary Rows and Columns # Clean Rank with value '0'. # Clean '-' values with column mean # Clean '.' with column mean # Convert Lending Asset Size = Category like 0, 1, 2 etc based on levels available # Make sure every column in its respective data type. # Save the model as csv file import pandas ...
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-1
# Delete unnecessary Rows and Columns del df['Unnamed: 10'] #Here all values are NaN. #Here i used drop(),in order to delete the rows #I need to mention index name, after that i need to delete row wise,so i put axis=0 df=df.drop([0,94,95,96],axis=0) df.head() df.tail()
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-2
# Clean Rank with value '0' df["Rank"]=df["Rank"].replace("NR",0) df.tail()
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-3
# Clean '-' values with column mean import numpy as np df=df.replace('-', np.nan) df=df.replace(' - ', np.nan) df.tail() df['Amount ($1,000)'].unique() #Here you can see like there is some "," in between integers.i need to remove that df.columns columns=['TA Ratio1','TBL Ratio1','Amount ($1,000)','Number ',"Amount ($...
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-4
# Clean '.' with column mean df['CC Amount/TA1'].unique() df['CC Amount/TA1']=df['CC Amount/TA1'].replace(' . ',np.nan) df.tail() df['CC Amount/TA1']=pd.to_numeric(df['CC Amount/TA1']) df['CC Amount/TA1']=df['CC Amount/TA1'].fillna(df['CC Amount/TA1'].mean()) df.tail()
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-5
# Convert Lending Asset Size = Category like 0, 1, 2 etc based on levels available df['Lender Asset Size'].unique() #Here i used lamda function to conver these to Category df['Lender Asset Size']=df['Lender Asset Size'].apply(lambda x:0 if x=='>$10B ' ...
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-6
# Make sure every column in its respective data type. df.info() df['Rank']=pd.to_numeric(df['Rank']) df['Lender Asset Size']=df['Lender Asset Size'].astype("object") df.info()
<class 'pandas.core.frame.DataFrame'> Int64Index: 93 entries, 1 to 93 Data columns (total 13 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Name of Lending Institution 93 non-null object 1 HQ State 93 non-nu...
Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Task-7
# Save this model df.to_csv(r"C:\Users\Jyotiranjan padhi\Desktop\data folder\updated_Lending_Data.csv")
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Apache-2.0
Data Cleaning(Part-1).ipynb
Jyotiranjan404/data_cleaning-part-1-
Some Experimentation with Tensorflow Probability
import pandas as pd from tensorflow_probability import edward2 as ed import tensorflow_probability as tfp import tensorflow as tf import numpy as np import sys sys.executable data = pd.read_csv('fatal_airline_accidents.csv') y = np.array(data['accidents']) y = tf.convert_to_tensor(y, dtype=tf.float32) alpha=tf.convert...
pct accepted: 0.9999 [array([[ 6.746139 , 7.760075 , 9.008763 , ..., 5.072694 , 4.4772816, 6.278378 ], [ 6.7090974, 7.7435775, 8.994854 , ..., 5.026912 , 4.548915 , 6.35964 ], [ 6.674753 , 7.727055 , 9.020736 , ..., 5.053764 , 4.6378536, 6.350527 ], ..., ...
MIT
exploring_tensorflow_probability.ipynb
sselonick/tensorflow-probability-fun
The ``JPG`` pane embeds a ``.jpg`` or ``.jpeg`` image file in a panel if provided a local path, or it will link to a remote image if provided a URL. Parameters:For layout and styling related parameters see the [customization user guide](../../user_guide/Customization.ipynb).* **``embed``** (boolean, default=False): If ...
jpg_pane = pn.pane.JPG('https://upload.wikimedia.org/wikipedia/commons/b/b2/JPEG_compression_Example.jpg', width=500) jpg_pane
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BSD-3-Clause
examples/reference/panes/JPG.ipynb
rupakgoyal/panel-
Like any other pane, the ``JPG`` pane can be updated by setting the ``object`` parameter:
jpg_pane.object = 'https://upload.wikimedia.org/wikipedia/commons/3/38/JPEG_example_JPG_RIP_001.jpg'
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BSD-3-Clause
examples/reference/panes/JPG.ipynb
rupakgoyal/panel-
Lecture 10: Solving equations [Download on GitHub](https://github.com/NumEconCopenhagen/lectures-2021)[](https://mybinder.org/v2/gh/NumEconCopenhagen/lectures-2021/master?urlpath=lab/tree/10/Solving_equations.ipynb) 1. [Systems of linear equations](Systems-of-linear-equations)2. [Symbolically](Symbolically)3. [Non-lin...
import numpy as np import matplotlib.pyplot as plt plt.style.use('seaborn-whitegrid') import ipywidgets as widgets import time from scipy import linalg from scipy import optimize import sympy as sm from IPython.display import display # local module for linear algebra %load_ext autoreload %autoreload 2 import numecon_l...
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MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
1. Systems of linear equations 1.1 Introduction We consider **matrix equations** with $n$ equations and $n$ unknowns:$$\begin{aligned}Ax = b \Leftrightarrow\begin{bmatrix}a_{11} & a_{12} & \cdots & a_{1n}\\a_{21} & a_{22} & \cdots & a_{2n}\\\vdots & \vdots & \ddots & \vdots\\a_{n1} & a_{n2} & \cdots & a_{nn}\end{bmat...
A = np.array([[3.0, 2.0, 0.0], [1.0, -1.0, 0], [0.0, 5.0, 1.0]]) b = np.array([2.0, 4.0, -1.0])
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MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
Trial-and-error:
Ax = A@[2,-1,9] # @ is matrix multiplication print('A@x: ',Ax) if np.allclose(Ax,b): print('solution found') else: print('solution not found')
A@x: [4. 3. 4.] solution not found
MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
**Various matrix operations:**
A.T # transpose np.diag(A) # diagonal np.tril(A) # lower triangular matrix np.triu(A) # upper triangular matrix B = A.copy() np.fill_diagonal(B,0) # fill diagonal with zeros print(B) linalg.inv(A) # inverse linalg.eigvals(A) # eigen values
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MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
1.2 Direct solution with Gauss-Jordan elimination Consider the column stacked matrix:$$X=[A\,|\,b]=\begin{bmatrix}a_{11} & a_{12} & \cdots & a_{1n} & b_{1}\\a_{21} & a_{22} & \cdots & a_{2n} & b_{2}\\\vdots & \vdots & \ddots & \vdots & \vdots\\a_{n1} & a_{n2} & \cdots & a_{nn} & b_{n}\end{bmatrix}$$ Find the **row red...
# a. stack X = np.column_stack((A,b)) print('stacked:\n',X) # b. row operations X[0,:] += 2*X[1,:] X[0,:] /= 5.0 X[1,:] -= X[0,:] X[1,:] *= -1 X[2,:] -= 5*X[1,:] print('row reduced echelon form:\n',X) # c. print result (the last column in X in row reduced echelon form) print('solution',X[:,-1])
stacked: [[ 3. 2. 0. 2.] [ 1. -1. 0. 4.] [ 0. 5. 1. -1.]] row reduced echelon form: [[ 1. 0. 0. 2.] [-0. 1. -0. -2.] [ 0. 0. 1. 9.]] solution [ 2. -2. 9.]
MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
**General function:**
Y = np.column_stack((A,b)) numecon_linalg.gauss_jordan(Y) print('solution',Y[:,-1])
solution [ 2. -2. 9.]
MIT
web/10/Solving_equations.ipynb
lnc394/lectures-2021
which can also be used to find the inverse if we stack with the identity matrix instead,
# a. construct stacked matrix Z = np.hstack((A,np.eye(3))) print('stacked:\n',Z) # b. apply gauss jordan elimination numecon_linalg.gauss_jordan(Z) # b. find inverse inv_Z = Z[:,3:] # last 3 columns of Z in row reduced echelon form print('inverse:\n',inv_Z) assert np.allclose(Z[:,3:]@A,np.eye(3))
stacked: [[ 3. 2. 0. 1. 0. 0.] [ 1. -1. 0. 0. 1. 0.] [ 0. 5. 1. 0. 0. 1.]] inverse: [[ 0.2 0.4 0. ] [ 0.2 -0.6 0. ] [-1. 3. 1. ]]
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1.3 Iteative Gauss-Seidel (+) We can always decompose $A$ into additive lower and upper triangular matrices,$$A=L+U=\begin{bmatrix}a_{11} & 0 & \cdots & 0\\a_{21} & a_{22} & \cdots & 0\\\vdots & \vdots & \ddots & \vdots\\a_{n1} & a_{n2} & \cdots & a_{nn}\end{bmatrix}+\begin{bmatrix}0 & a_{12} & \cdots & a_{1n}\\0 & 0 ...
x0 = np.array([1,1,1]) x = numecon_linalg.gauss_seidel(A,b,x0) print('solution',x)
solution [ 2. -2. 9.]
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> **Note:** Convergence is not ensured unless the matrix is *diagonally dominant* or *symmetric* and *positive definite*.
x = numecon_linalg.gauss_seidel(A,b,x0,do_print=True)
[1 1 1] 0: [ 0.00000000 -4.00000000 19.00000000] 1: [ 3.33333333 -0.66666667 2.33333333] 2: [ 1.11111111 -2.88888889 13.44444444] 3: [ 2.59259259 -1.40740741 6.03703704] 4: [ 1.60493827 -2.39506173 10.97530864] 5: [ 2.26337449 -1.73662551 7.68312757] 6: [ 1.82441701 -2.17558299 ...
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1.4 Scipy functions **Option 1:** Use `.solve()` (scipy chooses what happens).
x1 = linalg.solve(A, b) print(x1) assert np.all(A@x1 == b)
[ 2. -2. 9.]
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**Option 2:** Compute `.inv()` first and then solve.
Ainv = linalg.inv(A) x2 = Ainv@b print(x2)
[ 2. -2. 9.]
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> **Note:** Computing the inverse is normally not a good idea due to numerical stability. **Option 3:** Compute LU decomposition and then solve.
LU,piv = linalg.lu_factor(A) # decomposition (factorization) x3 = linalg.lu_solve((LU,piv),b) print(x3)
[ 2. -2. 9.]
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**Detail:** `piv` contains information on a numerical stable reordering. 1.5 Comparisons1. `linalg.solve()` is the best choice for solving once.2. `linalg.lu_solve()` is the best choice when solving for multipe $b$'s for a fixed $A$ (the LU decomposition only needs to be done once).3. Gauss-Seidel is an alternative wh...
L,U = numecon_linalg.lu_decomposition(A) # step 1 y = numecon_linalg.solve_with_forward_substitution(L,b) # step 2 x = numecon_linalg.solve_with_backward_substitution(U,y) # step 3 print('L:\n',L) print('\nU:\n',U) print('\nsolution:',x)
L: [[ 1. 0. 0. ] [ 0.33333333 1. 0. ] [ 0. -3. 1. ]] U: [[ 3. 2. 0. ] [ 0. -1.66666667 0. ] [ 0. 0. 1. ]] solution: [ 2. -2. 9.]
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**Relation to scipy:**1. Scipy use pivoting to improve numerical stability.2. Scipy is implemented much much better than here. 1.7 Sparse matrices (+) **Sparse matrix:** A matrix with many zeros. Letting the computer know where they are is extremely valuable.**Documentation:** [basics](https://docs.scipy.org/doc/scipy...
from scipy import sparse import scipy.sparse.linalg S = sparse.lil_matrix((1000, 1000)) # 1000x1000 matrix with zeroes S.setdiag(np.random.rand(1000)) # some values on the diagonal S[200, :100] = np.random.rand(100) # some values in a row S[200:210, 100:200] = S[200, :100] # and the same value in some other rows
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Create a plot of the values in the matrix:
S_np = S.toarray() # conversion to numpy fig = plt.figure() ax = fig.add_subplot(1,1,1) ax.matshow(S_np,cmap=plt.cm.binary);
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**Solve it in four different ways:**1. Like it was not sparse2. Using the sparsity3. Using the sparsity + explicit factorization4. Iterative solver (similar to Gauss-Seidel)
k = np.random.rand(1000) # random RHS # a. solve t0 = time.time() x = linalg.solve(S_np,k) print(f'{"solve":12s}: {time.time()-t0:.5f} secs') # b. solve with spsolve t0 = time.time() x_alt = sparse.linalg.spsolve(S.tocsr(), k) print(f'{"spsolve":12s}: {time.time()-t0:.5f} secs') assert np.allclose(x,x_alt) # c...
solve : 0.02707 secs spsolve : 0.00201 secs factorized : 0.00100 secs bicgstab : 0.12334 secs
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**Conclusion:** 1. Using the sparsity can be very important.2. Iterative solvers can be very very slow. 2. Symbolically 2.1 Solve consumer problem Consider solving the following problem:$$ \max_{x_1,x_2} x_1^{\alpha} x_2^{\beta} \text{ s.t. } p_1x_1 + p_2x_2 = I $$ Define all symbols:
x1 = sm.symbols('x_1') # x1 is a Python variable representing the symbol x_1 x2 = sm.symbols('x_2') alpha = sm.symbols('alpha') beta = sm.symbols('beta') p1 = sm.symbols('p_1') p2 = sm.symbols('p_2') I = sm.symbols('I')
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Define objective and budget constraint:
objective = x1**alpha*x2**beta objective budget_constraint = sm.Eq(p1*x1+p2*x2,I) budget_constraint
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Solve in **four steps**:1. **Isolate** $x_2$ from the budget constraint2. **Substitute** in $x_2$3. **Take the derivative** wrt. $x_1$4. **Solve the FOC** for $x_1$ **Step 1: Isolate**
x2_from_con = sm.solve(budget_constraint,x2) x2_from_con[0]
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**Step 2: Substitute**
objective_subs = objective.subs(x2,x2_from_con[0]) objective_subs
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**Step 3: Take the derivative**
foc = sm.diff(objective_subs,x1) foc
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**Step 4: Solve the FOC**
sol = sm.solve(sm.Eq(foc,0),x1) sol[0]
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> An alternative is `sm.solveset()`, which will be the default in the future, but it is still a bit immature in my view. **Task:** Solve the consumer problem with quasi-linear preferences,$$ \max_{x_1,x_2} \sqrt{x_1} + \gamma x_2 \text{ s.t. } p_1x_1 + p_2x_2 = I $$
# write your code here gamma = sm.symbols('gamma') objective_alt = sm.sqrt(x1) + gamma*x2 objective_alt_subs = objective_alt.subs(x2,x2_from_con[0]) foc_alt = sm.diff(objective_alt_subs,x1) sol_alt = sm.solve(foc_alt,x1) sol_alt[0]
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2.2 Use solution **LaTex:** Print in LaTex format:
print(sm.latex(sol[0]))
\frac{I \alpha}{p_{1} \left(\alpha + \beta\right)}
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**Turn into Python function:**
_sol_func = sm.lambdify((p1,I,alpha,beta),sol[0]) def sol_func(p1,I=10,alpha=1,beta=1): return _sol_func(p1,I,alpha,beta) # test p1_vec = np.array([1.2,3,5,9]) demand_p1 = sol_func(p1_vec) print(demand_p1)
[4.16666667 1.66666667 1. 0.55555556]
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**Is demand always positive?** Give the computer the **information** we have. I.e. that $p_1$, $p_2$, $\alpha$, $\beta$, $I$ are all strictly positive:
for var in [p1,p2,alpha,beta,I]: sm.assumptions.assume.global_assumptions.add(sm.Q.positive(var)) sm.assumptions.assume.global_assumptions
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**Ask** the computer a **question**:
answer = sm.ask(sm.Q.positive(sol[0])) print(answer)
True
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We need the assumption that $p_1 > 0$:
sm.assumptions.assume.global_assumptions.remove(sm.Q.positive(p1)) answer = sm.ask(sm.Q.positive(sol[0])) print(answer)
None
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To clear all assumptions we can use:
sm.assumptions.assume.global_assumptions.clear()
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2.3 Solving matrix equations (+) $$ Ax = b $$ **Remember:**
print('A:\n',A) print('b:',b)
A: [[ 3. 2. 0.] [ 1. -1. 0.] [ 0. 5. 1.]] b: [ 2. 4. -1.]
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**Construct symbolic matrix:**
A_sm = numecon_linalg.construct_sympy_matrix(['11','12','21','22','32','33']) # somewhat complicated function A_sm
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**Find the inverse symbolically:**
A_sm_inv = A_sm.inv() A_sm_inv
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**Fill in the numeric values:**
A_inv_num = numecon_linalg.fill_sympy_matrix(A_sm_inv,A) # somewhat complicated function x = A_inv_num@b print('solution:',x)
solution: [ 2. -2. 9.]
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**Note:** The inverse multiplied by the determinant looks nicer...
A_sm_det = A_sm.det() A_sm_det A_sm_inv_raw = sm.simplify(A_sm_inv*A_sm_det) A_sm_inv_raw
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2.4 More features (mixed goodies)
x = sm.symbols('x')
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**Derivatives:** Higher order derivatives are also availible
sm.Derivative('x**4',x,x) sm.diff('x**4',x,x)
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Alternatively,
expr = sm.Derivative('x**4',x,x) expr.doit()
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**Integrals:**
sm.Integral(sm.exp(-x), (x, 0, sm.oo)) sm.integrate(sm.exp(-x), (x, 0, sm.oo))
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**Limits:**
c = sm.symbols('c') rho = sm.symbols('rho') sm.Limit((c**(1-rho)-1)/(1-rho),rho,1) sm.limit((c**(1-rho)-1)/(1-rho),rho,1)
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**Integers:**
X = sm.Integer(7)/sm.Integer(3) Y = sm.Integer(3)/sm.Integer(8) display(X) display(Y) Z = 3 (X*Y)**Z
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**Simplify:**
expr = sm.sin(x)**2 + sm.cos(x)**2 display(expr) sm.simplify(expr)
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**Solve multiple equations at once:**
x = sm.symbols('x') y = sm.symbols('y') Eq1 = sm.Eq(x**2+y-2,0) Eq2 = sm.Eq(y**2-4,0) sol = sm.solve([Eq1,Eq2],[x,y]) # print all solutions for xy in sol: print(f'(x,y) = ({xy[0]},{xy[1]})')
(x,y) = (-2,-2) (x,y) = (0,2) (x,y) = (0,2) (x,y) = (2,-2)
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3. Non-linear equations - one dimensional 3.1 Introduction We consider **solving non-linear equations** on the form,$$ f(x) = 0, x \in \mathbb{R} $$This is also called **root-finding**. A specific **example** is:$$f(x) = 10x^3 - x^2 -1$$ 3.2 Derivative based methods **Newton methods:** Assume you know the function v...
def find_root(x0,f,fp,fpp=None,method='newton',max_iter=500,tol=1e-8,full_info=False): """ find root Args: x0 (float): initial value f (callable): function fp (callable): derivative fp (callable): second derivative method (str): newton or halley max_...
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**Note:** The cell below contains a function for plotting the convergence.
def plot_find_root(x0,f,fp,fpp=None,method='newton',xmin=-8,xmax=8,xn=100): # a. find root and return all information x,max_iter,fx,fpx,fppx = find_root(x0,f,fp,fpp=fpp,method=method,full_info=True) # b. compute function on grid xvec = np.linspace(xmin,xmax,xn) fxvec = f(xvec) # ...
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3.3 Example
f = lambda x: 10*x**3-x**2-1 fp = lambda x: 30*x**2-2*x fpp = lambda x: 60*x-2 x,i = find_root(-5,f,fp,method='newton') print(i,x,f(x)) plot_find_root(-5,f,fp,method='newton') x,i = find_root(-5,f,fp,fpp,method='halley') print(i,x,f(x)) plot_find_root(-5,f,fp,fpp,method='halley')
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3.4 Numerical derivative Sometimes, you might not have the **analytical derivative**. Then, you can instead use the **numerical derivative**.
# a. function f = lambda x: 10*x**3 - x**2 -1 # b. numerical derivative (forward) stepsize = 1e-8 fp_approx = lambda x: (f(x+stepsize)-f(x))/stepsize # b. find root x0 = -5 x,i = find_root(x0,f,fp_approx,method='newton') print(i,x,f(x))
17 0.5000000000000091 5.928590951498336e-14
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**Question:** What happens if you increase the stepsize? 3.5 Another example
g = lambda x: np.sin(x) gp = lambda x: np.cos(x) gpp = lambda x: -np.sin(x) x0 = -4.0 plot_find_root(x0,g,gp,gpp,method='newton')
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**Question:** Is the initial value important? **Sympy** can actually tell us that there are many solutions:
x = sm.symbols('x') sm.solveset(sm.sin(x),)
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3.6 Derivative free methods: Bisection **Algorithm:** `bisection()`1. Set $a_0 = a$ and $b_0 = b$ where $f(a)$ and $f(b)$ has oposite sign, $f(a_0)f(b_0)<0$2. Compute $f(m_0)$ where $m_0 = (a_0 + b_0)/2$ is the midpoint.3. Determine the next sub-interval $[a_1,b_1]$: * If $f(a_0)f(m_0) < 0$ (different signs) then $a_...
def bisection(f,a,b,max_iter=500,tol=1e-6,full_info=False): """ bisection Solve equation f(x) = 0 for a <= x <= b. Args: f (callable): function a (float): left bound b (float): right bound max_iter (int): maximum number of iterations tol (float): tolera...
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**Same result** as before, but **trade-off** between more iterations and no evaluation of derivatives.
m,i = bisection(f,-8,7) print(i,m,f(m))
23 0.4999999403953552 -3.8743014130204756e-07
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**Note:** The cell below contains a function for plotting the convergence.
def plot_bisection(f,a,b,xmin=-8,xmax=8,xn=100): # a. find root and return all information res = bisection(f,a,b,full_info=True) if res == None: return else: m,max_iter,a,b,fm = res # b. compute function on grid xvec = np.linspace(xmin,xmax,xn) fxvec = f(xvec) ...
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**Note:** Bisection is not good at the final convergence steps. Generally true for methods not using derivatives. 3.7 Scipy Scipy, naturally, has better implementations of the above algorithms. **Newton:**
result = optimize.root_scalar(f,x0=-4,fprime=fp,method='newton') print(result)
converged: True flag: 'converged' function_calls: 30 iterations: 15 root: 0.5
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**Halley:**
result = optimize.root_scalar(f,x0=-4,fprime=fp,fprime2=fpp,method='halley') print(result)
converged: True flag: 'converged' function_calls: 27 iterations: 9 root: 0.5
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**Bisect:**
result = optimize.root_scalar(f,bracket=[-8,7],method='bisect') print(result)
converged: True flag: 'converged' function_calls: 45 iterations: 43 root: 0.5000000000007958
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The **best choice** is the more advanced **Brent-method**:
result = optimize.root_scalar(f,bracket=[-8,7],method='brentq') print(result)
converged: True flag: 'converged' function_calls: 16 iterations: 15 root: 0.5000000000002526
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4. Solving non-linear equations (multi-dimensional) 4.1 Introduction We consider **solving non-linear equations** on the form,$$ f(\boldsymbol{x}) = f(x_1,x_2,\dots,x_k) = \boldsymbol{0}, \boldsymbol{x} \in \mathbb{R}^k$$ A specific **example** is:$$ h(\boldsymbol{x})=h(x_{1,}x_{2})=\begin{bmatrix}h_{1}(x_{1},x_{2})\...
def h(x): y = np.zeros(2) y[0] = x[0]+0.5*(x[0]-x[1])**3-1.0 y[1] = x[1]+0.5*(x[1]-x[0])**3 return y def hp(x): y = np.zeros((2,2)) y[0,0] = 1+1.5*(x[0]-x[1])**2 y[0,1] = -1.5*(x[0]-x[1])**2 y[1,0] = -1.5*(x[1]-x[0])**2 y[1,1] = 1+1.5*(x[1]-x[0])**2 return y
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4.2 Newton's method Same as Newton's method in one dimension, but with the following **update step**:$$ \boldsymbol{x}_{n+1} = \boldsymbol{x_n} - [ \nabla h(\boldsymbol{x_n})]^{-1} f(\boldsymbol{x_n})$$
def find_root_multidim(x0,f,fp,max_iter=500,tol=1e-8): """ find root Args: x0 (float): initial value f (callable): function fp (callable): derivative max_iter (int): maximum number of iterations tol (float): tolerance Returns: x (fl...
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**Test algorithm:**
x0 = np.array([0,0]) x,i = find_root_multidim(x0,h,hp) print(i,x,h(x))
5 [0.8411639 0.1588361] [ 1.41997525e-10 -1.41997469e-10]
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4.3 Scipy There exist a lot of efficient algorithms for finding roots in multiple dimensions. The default scipy choice is something called *hybr*. **With the Jacobian:**
result = optimize.root(h,x0,jac=hp) print(result) print('\nx =',result.x,', h(x) =',h(result.x))
fjac: array([[ 0.89914291, -0.43765515], [ 0.43765515, 0.89914291]]) fun: array([-1.11022302e-16, 0.00000000e+00]) message: 'The solution converged.' nfev: 10 njev: 1 qtf: array([-1.19565972e-11, 4.12770392e-12]) r: array([ 2.16690469, -1.03701789, 1.10605417]) status: 1 succ...
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**Without the Jacobian:**
result = optimize.root(h,x0) print(result) print('\nx =',result.x,', h(x) =',h(result.x))
fjac: array([[-0.89914291, 0.43765515], [-0.43765515, -0.89914291]]) fun: array([-1.11022302e-16, 0.00000000e+00]) message: 'The solution converged.' nfev: 12 qtf: array([ 1.19565972e-11, -4.12770392e-12]) r: array([-2.16690469, 1.03701789, -1.10605417]) status: 1 success: True ...
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