Add files using upload-large-folder tool
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x1x5.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x1x7.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x3x5.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-11x1x10.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-15x10x22.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x1.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x5.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x7.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x3x5.dat +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/invalid_pointer.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/null_pointer.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_byte.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_byte_descr.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_complex32.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_complex64.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_float32.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_float64.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_heap_pointer.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int16.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int32.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int64.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_string.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint16.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint32.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint64.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_byte_idl80.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_replicated.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_replicated_3d.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_inherit.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays_replicated.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays_replicated_3d.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers_replicated.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers_replicated_3d.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars_replicated.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars_replicated_3d.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/various_compressed.sav +0 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/__init__.pxd +1 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/__init__.py +236 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_basic.py +2119 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_blas_subroutines.h +164 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pxd +40 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pyi +16 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp.py +1632 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_cholesky.py +398 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_cossin.py +221 -0
- miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_ldl.py +353 -0
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x1x5.dat
ADDED
|
Binary file (48 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x1x7.dat
ADDED
|
Binary file (64 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-sf8-1x3x5.dat
ADDED
|
Binary file (128 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-11x1x10.dat
ADDED
|
Binary file (448 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-15x10x22.dat
ADDED
|
Binary file (13.2 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x1.dat
ADDED
|
Binary file (12 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x5.dat
ADDED
|
Binary file (28 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x1x7.dat
ADDED
|
Binary file (36 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/fortran-si4-1x3x5.dat
ADDED
|
Binary file (68 Bytes). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/invalid_pointer.sav
ADDED
|
Binary file (1.28 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/null_pointer.sav
ADDED
|
Binary file (2.18 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_byte.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_byte_descr.sav
ADDED
|
Binary file (2.12 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_complex32.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_complex64.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_float32.sav
ADDED
|
Binary file (2.07 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_float64.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_heap_pointer.sav
ADDED
|
Binary file (2.2 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int16.sav
ADDED
|
Binary file (2.07 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int32.sav
ADDED
|
Binary file (2.07 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_int64.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_string.sav
ADDED
|
Binary file (2.12 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint16.sav
ADDED
|
Binary file (2.07 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint32.sav
ADDED
|
Binary file (2.07 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/scalar_uint64.sav
ADDED
|
Binary file (2.08 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays.sav
ADDED
|
Binary file (2.58 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_byte_idl80.sav
ADDED
|
Binary file (1.39 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_replicated.sav
ADDED
|
Binary file (2.94 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_arrays_replicated_3d.sav
ADDED
|
Binary file (4.61 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_inherit.sav
ADDED
|
Binary file (2.4 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays.sav
ADDED
|
Binary file (2.41 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays_replicated.sav
ADDED
|
Binary file (2.49 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointer_arrays_replicated_3d.sav
ADDED
|
Binary file (2.87 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers.sav
ADDED
|
Binary file (2.27 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers_replicated.sav
ADDED
|
Binary file (2.3 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_pointers_replicated_3d.sav
ADDED
|
Binary file (2.46 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars.sav
ADDED
|
Binary file (2.32 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars_replicated.sav
ADDED
|
Binary file (2.48 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/struct_scalars_replicated_3d.sav
ADDED
|
Binary file (3.24 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/io/tests/data/various_compressed.sav
ADDED
|
Binary file (1.02 kB). View file
|
|
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/__init__.pxd
ADDED
|
@@ -0,0 +1 @@
|
|
|
|
|
|
|
| 1 |
+
from scipy.linalg cimport cython_blas, cython_lapack
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/__init__.py
ADDED
|
@@ -0,0 +1,236 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
====================================
|
| 3 |
+
Linear algebra (:mod:`scipy.linalg`)
|
| 4 |
+
====================================
|
| 5 |
+
|
| 6 |
+
.. currentmodule:: scipy.linalg
|
| 7 |
+
|
| 8 |
+
.. toctree::
|
| 9 |
+
:hidden:
|
| 10 |
+
|
| 11 |
+
linalg.blas
|
| 12 |
+
linalg.cython_blas
|
| 13 |
+
linalg.cython_lapack
|
| 14 |
+
linalg.interpolative
|
| 15 |
+
linalg.lapack
|
| 16 |
+
|
| 17 |
+
Linear algebra functions.
|
| 18 |
+
|
| 19 |
+
.. eventually, we should replace the numpy.linalg HTML link with just `numpy.linalg`
|
| 20 |
+
|
| 21 |
+
.. seealso::
|
| 22 |
+
|
| 23 |
+
`numpy.linalg <https://www.numpy.org/devdocs/reference/routines.linalg.html>`__
|
| 24 |
+
for more linear algebra functions. Note that
|
| 25 |
+
although `scipy.linalg` imports most of them, identically named
|
| 26 |
+
functions from `scipy.linalg` may offer more or slightly differing
|
| 27 |
+
functionality.
|
| 28 |
+
|
| 29 |
+
|
| 30 |
+
Basics
|
| 31 |
+
======
|
| 32 |
+
|
| 33 |
+
.. autosummary::
|
| 34 |
+
:toctree: generated/
|
| 35 |
+
|
| 36 |
+
inv - Find the inverse of a square matrix
|
| 37 |
+
solve - Solve a linear system of equations
|
| 38 |
+
solve_banded - Solve a banded linear system
|
| 39 |
+
solveh_banded - Solve a Hermitian or symmetric banded system
|
| 40 |
+
solve_circulant - Solve a circulant system
|
| 41 |
+
solve_triangular - Solve a triangular matrix
|
| 42 |
+
solve_toeplitz - Solve a toeplitz matrix
|
| 43 |
+
matmul_toeplitz - Multiply a Toeplitz matrix with an array.
|
| 44 |
+
det - Find the determinant of a square matrix
|
| 45 |
+
norm - Matrix and vector norm
|
| 46 |
+
lstsq - Solve a linear least-squares problem
|
| 47 |
+
pinv - Pseudo-inverse (Moore-Penrose) using lstsq
|
| 48 |
+
pinvh - Pseudo-inverse of hermitian matrix
|
| 49 |
+
kron - Kronecker product of two arrays
|
| 50 |
+
khatri_rao - Khatri-Rao product of two arrays
|
| 51 |
+
orthogonal_procrustes - Solve an orthogonal Procrustes problem
|
| 52 |
+
matrix_balance - Balance matrix entries with a similarity transformation
|
| 53 |
+
subspace_angles - Compute the subspace angles between two matrices
|
| 54 |
+
bandwidth - Return the lower and upper bandwidth of an array
|
| 55 |
+
issymmetric - Check if a square 2D array is symmetric
|
| 56 |
+
ishermitian - Check if a square 2D array is Hermitian
|
| 57 |
+
LinAlgError
|
| 58 |
+
LinAlgWarning
|
| 59 |
+
|
| 60 |
+
Eigenvalue Problems
|
| 61 |
+
===================
|
| 62 |
+
|
| 63 |
+
.. autosummary::
|
| 64 |
+
:toctree: generated/
|
| 65 |
+
|
| 66 |
+
eig - Find the eigenvalues and eigenvectors of a square matrix
|
| 67 |
+
eigvals - Find just the eigenvalues of a square matrix
|
| 68 |
+
eigh - Find the e-vals and e-vectors of a Hermitian or symmetric matrix
|
| 69 |
+
eigvalsh - Find just the eigenvalues of a Hermitian or symmetric matrix
|
| 70 |
+
eig_banded - Find the eigenvalues and eigenvectors of a banded matrix
|
| 71 |
+
eigvals_banded - Find just the eigenvalues of a banded matrix
|
| 72 |
+
eigh_tridiagonal - Find the eigenvalues and eigenvectors of a tridiagonal matrix
|
| 73 |
+
eigvalsh_tridiagonal - Find just the eigenvalues of a tridiagonal matrix
|
| 74 |
+
|
| 75 |
+
Decompositions
|
| 76 |
+
==============
|
| 77 |
+
|
| 78 |
+
.. autosummary::
|
| 79 |
+
:toctree: generated/
|
| 80 |
+
|
| 81 |
+
lu - LU decomposition of a matrix
|
| 82 |
+
lu_factor - LU decomposition returning unordered matrix and pivots
|
| 83 |
+
lu_solve - Solve Ax=b using back substitution with output of lu_factor
|
| 84 |
+
svd - Singular value decomposition of a matrix
|
| 85 |
+
svdvals - Singular values of a matrix
|
| 86 |
+
diagsvd - Construct matrix of singular values from output of svd
|
| 87 |
+
orth - Construct orthonormal basis for the range of A using svd
|
| 88 |
+
null_space - Construct orthonormal basis for the null space of A using svd
|
| 89 |
+
ldl - LDL.T decomposition of a Hermitian or a symmetric matrix.
|
| 90 |
+
cholesky - Cholesky decomposition of a matrix
|
| 91 |
+
cholesky_banded - Cholesky decomp. of a sym. or Hermitian banded matrix
|
| 92 |
+
cho_factor - Cholesky decomposition for use in solving a linear system
|
| 93 |
+
cho_solve - Solve previously factored linear system
|
| 94 |
+
cho_solve_banded - Solve previously factored banded linear system
|
| 95 |
+
polar - Compute the polar decomposition.
|
| 96 |
+
qr - QR decomposition of a matrix
|
| 97 |
+
qr_multiply - QR decomposition and multiplication by Q
|
| 98 |
+
qr_update - Rank k QR update
|
| 99 |
+
qr_delete - QR downdate on row or column deletion
|
| 100 |
+
qr_insert - QR update on row or column insertion
|
| 101 |
+
rq - RQ decomposition of a matrix
|
| 102 |
+
qz - QZ decomposition of a pair of matrices
|
| 103 |
+
ordqz - QZ decomposition of a pair of matrices with reordering
|
| 104 |
+
schur - Schur decomposition of a matrix
|
| 105 |
+
rsf2csf - Real to complex Schur form
|
| 106 |
+
hessenberg - Hessenberg form of a matrix
|
| 107 |
+
cdf2rdf - Complex diagonal form to real diagonal block form
|
| 108 |
+
cossin - Cosine sine decomposition of a unitary or orthogonal matrix
|
| 109 |
+
|
| 110 |
+
.. seealso::
|
| 111 |
+
|
| 112 |
+
`scipy.linalg.interpolative` -- Interpolative matrix decompositions
|
| 113 |
+
|
| 114 |
+
|
| 115 |
+
Matrix Functions
|
| 116 |
+
================
|
| 117 |
+
|
| 118 |
+
.. autosummary::
|
| 119 |
+
:toctree: generated/
|
| 120 |
+
|
| 121 |
+
expm - Matrix exponential
|
| 122 |
+
logm - Matrix logarithm
|
| 123 |
+
cosm - Matrix cosine
|
| 124 |
+
sinm - Matrix sine
|
| 125 |
+
tanm - Matrix tangent
|
| 126 |
+
coshm - Matrix hyperbolic cosine
|
| 127 |
+
sinhm - Matrix hyperbolic sine
|
| 128 |
+
tanhm - Matrix hyperbolic tangent
|
| 129 |
+
signm - Matrix sign
|
| 130 |
+
sqrtm - Matrix square root
|
| 131 |
+
funm - Evaluating an arbitrary matrix function
|
| 132 |
+
expm_frechet - Frechet derivative of the matrix exponential
|
| 133 |
+
expm_cond - Relative condition number of expm in the Frobenius norm
|
| 134 |
+
fractional_matrix_power - Fractional matrix power
|
| 135 |
+
|
| 136 |
+
|
| 137 |
+
Matrix Equation Solvers
|
| 138 |
+
=======================
|
| 139 |
+
|
| 140 |
+
.. autosummary::
|
| 141 |
+
:toctree: generated/
|
| 142 |
+
|
| 143 |
+
solve_sylvester - Solve the Sylvester matrix equation
|
| 144 |
+
solve_continuous_are - Solve the continuous-time algebraic Riccati equation
|
| 145 |
+
solve_discrete_are - Solve the discrete-time algebraic Riccati equation
|
| 146 |
+
solve_continuous_lyapunov - Solve the continuous-time Lyapunov equation
|
| 147 |
+
solve_discrete_lyapunov - Solve the discrete-time Lyapunov equation
|
| 148 |
+
|
| 149 |
+
|
| 150 |
+
Sketches and Random Projections
|
| 151 |
+
===============================
|
| 152 |
+
|
| 153 |
+
.. autosummary::
|
| 154 |
+
:toctree: generated/
|
| 155 |
+
|
| 156 |
+
clarkson_woodruff_transform - Applies the Clarkson Woodruff Sketch (a.k.a CountMin Sketch)
|
| 157 |
+
|
| 158 |
+
Special Matrices
|
| 159 |
+
================
|
| 160 |
+
|
| 161 |
+
.. autosummary::
|
| 162 |
+
:toctree: generated/
|
| 163 |
+
|
| 164 |
+
block_diag - Construct a block diagonal matrix from submatrices
|
| 165 |
+
circulant - Circulant matrix
|
| 166 |
+
companion - Companion matrix
|
| 167 |
+
convolution_matrix - Convolution matrix
|
| 168 |
+
dft - Discrete Fourier transform matrix
|
| 169 |
+
fiedler - Fiedler matrix
|
| 170 |
+
fiedler_companion - Fiedler companion matrix
|
| 171 |
+
hadamard - Hadamard matrix of order 2**n
|
| 172 |
+
hankel - Hankel matrix
|
| 173 |
+
helmert - Helmert matrix
|
| 174 |
+
hilbert - Hilbert matrix
|
| 175 |
+
invhilbert - Inverse Hilbert matrix
|
| 176 |
+
leslie - Leslie matrix
|
| 177 |
+
pascal - Pascal matrix
|
| 178 |
+
invpascal - Inverse Pascal matrix
|
| 179 |
+
toeplitz - Toeplitz matrix
|
| 180 |
+
|
| 181 |
+
Low-level routines
|
| 182 |
+
==================
|
| 183 |
+
|
| 184 |
+
.. autosummary::
|
| 185 |
+
:toctree: generated/
|
| 186 |
+
|
| 187 |
+
get_blas_funcs
|
| 188 |
+
get_lapack_funcs
|
| 189 |
+
find_best_blas_type
|
| 190 |
+
|
| 191 |
+
.. seealso::
|
| 192 |
+
|
| 193 |
+
`scipy.linalg.blas` -- Low-level BLAS functions
|
| 194 |
+
|
| 195 |
+
`scipy.linalg.lapack` -- Low-level LAPACK functions
|
| 196 |
+
|
| 197 |
+
`scipy.linalg.cython_blas` -- Low-level BLAS functions for Cython
|
| 198 |
+
|
| 199 |
+
`scipy.linalg.cython_lapack` -- Low-level LAPACK functions for Cython
|
| 200 |
+
|
| 201 |
+
""" # noqa: E501
|
| 202 |
+
|
| 203 |
+
from ._misc import *
|
| 204 |
+
from ._cythonized_array_utils import *
|
| 205 |
+
from ._basic import *
|
| 206 |
+
from ._decomp import *
|
| 207 |
+
from ._decomp_lu import *
|
| 208 |
+
from ._decomp_ldl import *
|
| 209 |
+
from ._decomp_cholesky import *
|
| 210 |
+
from ._decomp_qr import *
|
| 211 |
+
from ._decomp_qz import *
|
| 212 |
+
from ._decomp_svd import *
|
| 213 |
+
from ._decomp_schur import *
|
| 214 |
+
from ._decomp_polar import *
|
| 215 |
+
from ._matfuncs import *
|
| 216 |
+
from .blas import *
|
| 217 |
+
from .lapack import *
|
| 218 |
+
from ._special_matrices import *
|
| 219 |
+
from ._solvers import *
|
| 220 |
+
from ._procrustes import *
|
| 221 |
+
from ._decomp_update import *
|
| 222 |
+
from ._sketches import *
|
| 223 |
+
from ._decomp_cossin import *
|
| 224 |
+
|
| 225 |
+
# Deprecated namespaces, to be removed in v2.0.0
|
| 226 |
+
from . import (
|
| 227 |
+
decomp, decomp_cholesky, decomp_lu, decomp_qr, decomp_svd, decomp_schur,
|
| 228 |
+
basic, misc, special_matrices, matfuncs,
|
| 229 |
+
)
|
| 230 |
+
|
| 231 |
+
__all__ = [s for s in dir() if not s.startswith('_')]
|
| 232 |
+
|
| 233 |
+
|
| 234 |
+
from scipy._lib._testutils import PytestTester
|
| 235 |
+
test = PytestTester(__name__)
|
| 236 |
+
del PytestTester
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_basic.py
ADDED
|
@@ -0,0 +1,2119 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#
|
| 2 |
+
# Author: Pearu Peterson, March 2002
|
| 3 |
+
#
|
| 4 |
+
# w/ additions by Travis Oliphant, March 2002
|
| 5 |
+
# and Jake Vanderplas, August 2012
|
| 6 |
+
|
| 7 |
+
import warnings
|
| 8 |
+
from warnings import warn
|
| 9 |
+
from itertools import product
|
| 10 |
+
import numpy as np
|
| 11 |
+
from numpy import atleast_1d, atleast_2d
|
| 12 |
+
from .lapack import get_lapack_funcs, _compute_lwork
|
| 13 |
+
from ._misc import LinAlgError, _datacopied, LinAlgWarning
|
| 14 |
+
from ._decomp import _asarray_validated
|
| 15 |
+
from . import _decomp, _decomp_svd
|
| 16 |
+
from ._solve_toeplitz import levinson
|
| 17 |
+
from ._cythonized_array_utils import (find_det_from_lu, bandwidth, issymmetric,
|
| 18 |
+
ishermitian)
|
| 19 |
+
|
| 20 |
+
__all__ = ['solve', 'solve_triangular', 'solveh_banded', 'solve_banded',
|
| 21 |
+
'solve_toeplitz', 'solve_circulant', 'inv', 'det', 'lstsq',
|
| 22 |
+
'pinv', 'pinvh', 'matrix_balance', 'matmul_toeplitz']
|
| 23 |
+
|
| 24 |
+
|
| 25 |
+
# The numpy facilities for type-casting checks are too slow for small sized
|
| 26 |
+
# arrays and eat away the time budget for the checkups. Here we set a
|
| 27 |
+
# precomputed dict container of the numpy.can_cast() table.
|
| 28 |
+
|
| 29 |
+
# It can be used to determine quickly what a dtype can be cast to LAPACK
|
| 30 |
+
# compatible types, i.e., 'float32, float64, complex64, complex128'.
|
| 31 |
+
# Then it can be checked via "casting_dict[arr.dtype.char]"
|
| 32 |
+
lapack_cast_dict = {x: ''.join([y for y in 'fdFD' if np.can_cast(x, y)])
|
| 33 |
+
for x in np.typecodes['All']}
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
# Linear equations
|
| 37 |
+
def _solve_check(n, info, lamch=None, rcond=None):
|
| 38 |
+
""" Check arguments during the different steps of the solution phase """
|
| 39 |
+
if info < 0:
|
| 40 |
+
raise ValueError(f'LAPACK reported an illegal value in {-info}-th argument.')
|
| 41 |
+
elif 0 < info:
|
| 42 |
+
raise LinAlgError('Matrix is singular.')
|
| 43 |
+
|
| 44 |
+
if lamch is None:
|
| 45 |
+
return
|
| 46 |
+
E = lamch('E')
|
| 47 |
+
if rcond < E:
|
| 48 |
+
warn(f'Ill-conditioned matrix (rcond={rcond:.6g}): '
|
| 49 |
+
'result may not be accurate.',
|
| 50 |
+
LinAlgWarning, stacklevel=3)
|
| 51 |
+
|
| 52 |
+
|
| 53 |
+
def _find_matrix_structure(a):
|
| 54 |
+
n = a.shape[0]
|
| 55 |
+
n_below, n_above = bandwidth(a)
|
| 56 |
+
|
| 57 |
+
if n_below == n_above == 0:
|
| 58 |
+
kind = 'diagonal'
|
| 59 |
+
elif n_above == 0:
|
| 60 |
+
kind = 'lower triangular'
|
| 61 |
+
elif n_below == 0:
|
| 62 |
+
kind = 'upper triangular'
|
| 63 |
+
elif n_above <= 1 and n_below <= 1 and n > 3:
|
| 64 |
+
kind = 'tridiagonal'
|
| 65 |
+
elif np.issubdtype(a.dtype, np.complexfloating) and ishermitian(a):
|
| 66 |
+
kind = 'hermitian'
|
| 67 |
+
elif issymmetric(a):
|
| 68 |
+
kind = 'symmetric'
|
| 69 |
+
else:
|
| 70 |
+
kind = 'general'
|
| 71 |
+
|
| 72 |
+
return kind, n_below, n_above
|
| 73 |
+
|
| 74 |
+
|
| 75 |
+
def solve(a, b, lower=False, overwrite_a=False,
|
| 76 |
+
overwrite_b=False, check_finite=True, assume_a=None,
|
| 77 |
+
transposed=False):
|
| 78 |
+
"""
|
| 79 |
+
Solves the linear equation set ``a @ x == b`` for the unknown ``x``
|
| 80 |
+
for square `a` matrix.
|
| 81 |
+
|
| 82 |
+
If the data matrix is known to be a particular type then supplying the
|
| 83 |
+
corresponding string to ``assume_a`` key chooses the dedicated solver.
|
| 84 |
+
The available options are
|
| 85 |
+
|
| 86 |
+
=================== ================================
|
| 87 |
+
diagonal 'diagonal'
|
| 88 |
+
tridiagonal 'tridiagonal'
|
| 89 |
+
banded 'banded'
|
| 90 |
+
upper triangular 'upper triangular'
|
| 91 |
+
lower triangular 'lower triangular'
|
| 92 |
+
symmetric 'symmetric' (or 'sym')
|
| 93 |
+
hermitian 'hermitian' (or 'her')
|
| 94 |
+
positive definite 'positive definite' (or 'pos')
|
| 95 |
+
general 'general' (or 'gen')
|
| 96 |
+
=================== ================================
|
| 97 |
+
|
| 98 |
+
Parameters
|
| 99 |
+
----------
|
| 100 |
+
a : (N, N) array_like
|
| 101 |
+
Square input data
|
| 102 |
+
b : (N, NRHS) array_like
|
| 103 |
+
Input data for the right hand side.
|
| 104 |
+
lower : bool, default: False
|
| 105 |
+
Ignored unless ``assume_a`` is one of ``'sym'``, ``'her'``, or ``'pos'``.
|
| 106 |
+
If True, the calculation uses only the data in the lower triangle of `a`;
|
| 107 |
+
entries above the diagonal are ignored. If False (default), the
|
| 108 |
+
calculation uses only the data in the upper triangle of `a`; entries
|
| 109 |
+
below the diagonal are ignored.
|
| 110 |
+
overwrite_a : bool, default: False
|
| 111 |
+
Allow overwriting data in `a` (may enhance performance).
|
| 112 |
+
overwrite_b : bool, default: False
|
| 113 |
+
Allow overwriting data in `b` (may enhance performance).
|
| 114 |
+
check_finite : bool, default: True
|
| 115 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 116 |
+
Disabling may give a performance gain, but may result in problems
|
| 117 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 118 |
+
assume_a : str, optional
|
| 119 |
+
Valid entries are described above.
|
| 120 |
+
If omitted or ``None``, checks are performed to identify structure so the
|
| 121 |
+
appropriate solver can be called.
|
| 122 |
+
transposed : bool, default: False
|
| 123 |
+
If True, solve ``a.T @ x == b``. Raises `NotImplementedError`
|
| 124 |
+
for complex `a`.
|
| 125 |
+
|
| 126 |
+
Returns
|
| 127 |
+
-------
|
| 128 |
+
x : (N, NRHS) ndarray
|
| 129 |
+
The solution array.
|
| 130 |
+
|
| 131 |
+
Raises
|
| 132 |
+
------
|
| 133 |
+
ValueError
|
| 134 |
+
If size mismatches detected or input a is not square.
|
| 135 |
+
LinAlgError
|
| 136 |
+
If the matrix is singular.
|
| 137 |
+
LinAlgWarning
|
| 138 |
+
If an ill-conditioned input a is detected.
|
| 139 |
+
NotImplementedError
|
| 140 |
+
If transposed is True and input a is a complex matrix.
|
| 141 |
+
|
| 142 |
+
Notes
|
| 143 |
+
-----
|
| 144 |
+
If the input b matrix is a 1-D array with N elements, when supplied
|
| 145 |
+
together with an NxN input a, it is assumed as a valid column vector
|
| 146 |
+
despite the apparent size mismatch. This is compatible with the
|
| 147 |
+
numpy.dot() behavior and the returned result is still 1-D array.
|
| 148 |
+
|
| 149 |
+
The general, symmetric, Hermitian and positive definite solutions are
|
| 150 |
+
obtained via calling ?GESV, ?SYSV, ?HESV, and ?POSV routines of
|
| 151 |
+
LAPACK respectively.
|
| 152 |
+
|
| 153 |
+
The datatype of the arrays define which solver is called regardless
|
| 154 |
+
of the values. In other words, even when the complex array entries have
|
| 155 |
+
precisely zero imaginary parts, the complex solver will be called based
|
| 156 |
+
on the data type of the array.
|
| 157 |
+
|
| 158 |
+
Examples
|
| 159 |
+
--------
|
| 160 |
+
Given `a` and `b`, solve for `x`:
|
| 161 |
+
|
| 162 |
+
>>> import numpy as np
|
| 163 |
+
>>> a = np.array([[3, 2, 0], [1, -1, 0], [0, 5, 1]])
|
| 164 |
+
>>> b = np.array([2, 4, -1])
|
| 165 |
+
>>> from scipy import linalg
|
| 166 |
+
>>> x = linalg.solve(a, b)
|
| 167 |
+
>>> x
|
| 168 |
+
array([ 2., -2., 9.])
|
| 169 |
+
>>> np.dot(a, x) == b
|
| 170 |
+
array([ True, True, True], dtype=bool)
|
| 171 |
+
|
| 172 |
+
"""
|
| 173 |
+
# Flags for 1-D or N-D right-hand side
|
| 174 |
+
b_is_1D = False
|
| 175 |
+
|
| 176 |
+
# check finite after determining structure
|
| 177 |
+
a1 = atleast_2d(_asarray_validated(a, check_finite=False))
|
| 178 |
+
b1 = atleast_1d(_asarray_validated(b, check_finite=False))
|
| 179 |
+
a1, b1 = _ensure_dtype_cdsz(a1, b1)
|
| 180 |
+
n = a1.shape[0]
|
| 181 |
+
|
| 182 |
+
overwrite_a = overwrite_a or _datacopied(a1, a)
|
| 183 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 184 |
+
|
| 185 |
+
if a1.shape[0] != a1.shape[1]:
|
| 186 |
+
raise ValueError('Input a needs to be a square matrix.')
|
| 187 |
+
|
| 188 |
+
if n != b1.shape[0]:
|
| 189 |
+
# Last chance to catch 1x1 scalar a and 1-D b arrays
|
| 190 |
+
if not (n == 1 and b1.size != 0):
|
| 191 |
+
raise ValueError('Input b has to have same number of rows as '
|
| 192 |
+
'input a')
|
| 193 |
+
|
| 194 |
+
# accommodate empty arrays
|
| 195 |
+
if b1.size == 0:
|
| 196 |
+
dt = solve(np.eye(2, dtype=a1.dtype), np.ones(2, dtype=b1.dtype)).dtype
|
| 197 |
+
return np.empty_like(b1, dtype=dt)
|
| 198 |
+
|
| 199 |
+
# regularize 1-D b arrays to 2D
|
| 200 |
+
if b1.ndim == 1:
|
| 201 |
+
if n == 1:
|
| 202 |
+
b1 = b1[None, :]
|
| 203 |
+
else:
|
| 204 |
+
b1 = b1[:, None]
|
| 205 |
+
b_is_1D = True
|
| 206 |
+
|
| 207 |
+
if assume_a not in {None, 'diagonal', 'tridiagonal', 'banded', 'lower triangular',
|
| 208 |
+
'upper triangular', 'symmetric', 'hermitian',
|
| 209 |
+
'positive definite', 'general', 'sym', 'her', 'pos', 'gen'}:
|
| 210 |
+
raise ValueError(f'{assume_a} is not a recognized matrix structure')
|
| 211 |
+
|
| 212 |
+
# for a real matrix, describe it as "symmetric", not "hermitian"
|
| 213 |
+
# (lapack doesn't know what to do with real hermitian matrices)
|
| 214 |
+
if assume_a in {'hermitian', 'her'} and not np.iscomplexobj(a1):
|
| 215 |
+
assume_a = 'symmetric'
|
| 216 |
+
|
| 217 |
+
n_below, n_above = None, None
|
| 218 |
+
if assume_a is None:
|
| 219 |
+
assume_a, n_below, n_above = _find_matrix_structure(a1)
|
| 220 |
+
|
| 221 |
+
# Get the correct lamch function.
|
| 222 |
+
# The LAMCH functions only exists for S and D
|
| 223 |
+
# So for complex values we have to convert to real/double.
|
| 224 |
+
if a1.dtype.char in 'fF': # single precision
|
| 225 |
+
lamch = get_lapack_funcs('lamch', dtype='f')
|
| 226 |
+
else:
|
| 227 |
+
lamch = get_lapack_funcs('lamch', dtype='d')
|
| 228 |
+
|
| 229 |
+
# Currently we do not have the other forms of the norm calculators
|
| 230 |
+
# lansy, lanpo, lanhe.
|
| 231 |
+
# However, in any case they only reduce computations slightly...
|
| 232 |
+
if assume_a == 'diagonal':
|
| 233 |
+
_matrix_norm = _matrix_norm_diagonal
|
| 234 |
+
elif assume_a == 'tridiagonal':
|
| 235 |
+
_matrix_norm = _matrix_norm_tridiagonal
|
| 236 |
+
elif assume_a in {'lower triangular', 'upper triangular'}:
|
| 237 |
+
_matrix_norm = _matrix_norm_triangular(assume_a)
|
| 238 |
+
else:
|
| 239 |
+
_matrix_norm = _matrix_norm_general
|
| 240 |
+
|
| 241 |
+
# Since the I-norm and 1-norm are the same for symmetric matrices
|
| 242 |
+
# we can collect them all in this one call
|
| 243 |
+
# Note however, that when issuing 'gen' and form!='none', then
|
| 244 |
+
# the I-norm should be used
|
| 245 |
+
if transposed:
|
| 246 |
+
trans = 1
|
| 247 |
+
norm = 'I'
|
| 248 |
+
if np.iscomplexobj(a1):
|
| 249 |
+
raise NotImplementedError('scipy.linalg.solve can currently '
|
| 250 |
+
'not solve a^T x = b or a^H x = b '
|
| 251 |
+
'for complex matrices.')
|
| 252 |
+
else:
|
| 253 |
+
trans = 0
|
| 254 |
+
norm = '1'
|
| 255 |
+
|
| 256 |
+
anorm = _matrix_norm(norm, a1, check_finite)
|
| 257 |
+
|
| 258 |
+
info, rcond = 0, np.inf
|
| 259 |
+
|
| 260 |
+
# Generalized case 'gesv'
|
| 261 |
+
if assume_a in {'general', 'gen'}:
|
| 262 |
+
gecon, getrf, getrs = get_lapack_funcs(('gecon', 'getrf', 'getrs'),
|
| 263 |
+
(a1, b1))
|
| 264 |
+
lu, ipvt, info = getrf(a1, overwrite_a=overwrite_a)
|
| 265 |
+
_solve_check(n, info)
|
| 266 |
+
x, info = getrs(lu, ipvt, b1,
|
| 267 |
+
trans=trans, overwrite_b=overwrite_b)
|
| 268 |
+
_solve_check(n, info)
|
| 269 |
+
rcond, info = gecon(lu, anorm, norm=norm)
|
| 270 |
+
# Hermitian case 'hesv'
|
| 271 |
+
elif assume_a in {'hermitian', 'her'}:
|
| 272 |
+
hecon, hesv, hesv_lw = get_lapack_funcs(('hecon', 'hesv',
|
| 273 |
+
'hesv_lwork'), (a1, b1))
|
| 274 |
+
lwork = _compute_lwork(hesv_lw, n, lower)
|
| 275 |
+
lu, ipvt, x, info = hesv(a1, b1, lwork=lwork,
|
| 276 |
+
lower=lower,
|
| 277 |
+
overwrite_a=overwrite_a,
|
| 278 |
+
overwrite_b=overwrite_b)
|
| 279 |
+
_solve_check(n, info)
|
| 280 |
+
rcond, info = hecon(lu, ipvt, anorm)
|
| 281 |
+
# Symmetric case 'sysv'
|
| 282 |
+
elif assume_a in {'symmetric', 'sym'}:
|
| 283 |
+
sycon, sysv, sysv_lw = get_lapack_funcs(('sycon', 'sysv',
|
| 284 |
+
'sysv_lwork'), (a1, b1))
|
| 285 |
+
lwork = _compute_lwork(sysv_lw, n, lower)
|
| 286 |
+
lu, ipvt, x, info = sysv(a1, b1, lwork=lwork,
|
| 287 |
+
lower=lower,
|
| 288 |
+
overwrite_a=overwrite_a,
|
| 289 |
+
overwrite_b=overwrite_b)
|
| 290 |
+
_solve_check(n, info)
|
| 291 |
+
rcond, info = sycon(lu, ipvt, anorm)
|
| 292 |
+
# Diagonal case
|
| 293 |
+
elif assume_a == 'diagonal':
|
| 294 |
+
diag_a = np.diag(a1)
|
| 295 |
+
x = (b1.T / diag_a).T
|
| 296 |
+
abs_diag_a = np.abs(diag_a)
|
| 297 |
+
rcond = abs_diag_a.min() / abs_diag_a.max()
|
| 298 |
+
# Tri-diagonal case
|
| 299 |
+
elif assume_a == 'tridiagonal':
|
| 300 |
+
a1 = a1.T if transposed else a1
|
| 301 |
+
dl, d, du = np.diag(a1, -1), np.diag(a1, 0), np.diag(a1, 1)
|
| 302 |
+
_gttrf, _gttrs, _gtcon = get_lapack_funcs(('gttrf', 'gttrs', 'gtcon'), (a1, b1))
|
| 303 |
+
dl, d, du, du2, ipiv, info = _gttrf(dl, d, du)
|
| 304 |
+
_solve_check(n, info)
|
| 305 |
+
x, info = _gttrs(dl, d, du, du2, ipiv, b1, overwrite_b=overwrite_b)
|
| 306 |
+
_solve_check(n, info)
|
| 307 |
+
rcond, info = _gtcon(dl, d, du, du2, ipiv, anorm)
|
| 308 |
+
# Banded case
|
| 309 |
+
elif assume_a == 'banded':
|
| 310 |
+
a1, n_below, n_above = ((a1.T, n_above, n_below) if transposed
|
| 311 |
+
else (a1, n_below, n_above))
|
| 312 |
+
n_below, n_above = bandwidth(a1) if n_below is None else (n_below, n_above)
|
| 313 |
+
ab = _to_banded(n_below, n_above, a1)
|
| 314 |
+
gbsv, = get_lapack_funcs(('gbsv',), (a1, b1))
|
| 315 |
+
# Next two lines copied from `solve_banded`
|
| 316 |
+
a2 = np.zeros((2*n_below + n_above + 1, ab.shape[1]), dtype=gbsv.dtype)
|
| 317 |
+
a2[n_below:, :] = ab
|
| 318 |
+
_, _, x, info = gbsv(n_below, n_above, a2, b1,
|
| 319 |
+
overwrite_ab=True, overwrite_b=overwrite_b)
|
| 320 |
+
_solve_check(n, info)
|
| 321 |
+
# TODO: wrap gbcon and use to get rcond
|
| 322 |
+
# Triangular case
|
| 323 |
+
elif assume_a in {'lower triangular', 'upper triangular'}:
|
| 324 |
+
lower = assume_a == 'lower triangular'
|
| 325 |
+
x, info = _solve_triangular(a1, b1, lower=lower, overwrite_b=overwrite_b,
|
| 326 |
+
trans=transposed)
|
| 327 |
+
_solve_check(n, info)
|
| 328 |
+
_trcon = get_lapack_funcs(('trcon'), (a1, b1))
|
| 329 |
+
rcond, info = _trcon(a1, uplo='L' if lower else 'U')
|
| 330 |
+
# Positive definite case 'posv'
|
| 331 |
+
else:
|
| 332 |
+
pocon, posv = get_lapack_funcs(('pocon', 'posv'),
|
| 333 |
+
(a1, b1))
|
| 334 |
+
lu, x, info = posv(a1, b1, lower=lower,
|
| 335 |
+
overwrite_a=overwrite_a,
|
| 336 |
+
overwrite_b=overwrite_b)
|
| 337 |
+
_solve_check(n, info)
|
| 338 |
+
rcond, info = pocon(lu, anorm)
|
| 339 |
+
|
| 340 |
+
_solve_check(n, info, lamch, rcond)
|
| 341 |
+
|
| 342 |
+
if b_is_1D:
|
| 343 |
+
x = x.ravel()
|
| 344 |
+
|
| 345 |
+
return x
|
| 346 |
+
|
| 347 |
+
|
| 348 |
+
def _matrix_norm_diagonal(_, a, check_finite):
|
| 349 |
+
# Equivalent of dlange for diagonal matrix, assuming
|
| 350 |
+
# norm is either 'I' or '1' (really just not the Frobenius norm)
|
| 351 |
+
d = np.diag(a)
|
| 352 |
+
d = np.asarray_chkfinite(d) if check_finite else d
|
| 353 |
+
return np.abs(d).max()
|
| 354 |
+
|
| 355 |
+
|
| 356 |
+
def _matrix_norm_tridiagonal(norm, a, check_finite):
|
| 357 |
+
# Equivalent of dlange for tridiagonal matrix, assuming
|
| 358 |
+
# norm is either 'I' or '1'
|
| 359 |
+
if norm == 'I':
|
| 360 |
+
a = a.T
|
| 361 |
+
# Context to avoid warning before error in cases like -inf + inf
|
| 362 |
+
with np.errstate(invalid='ignore'):
|
| 363 |
+
d = np.abs(np.diag(a))
|
| 364 |
+
d[1:] += np.abs(np.diag(a, 1))
|
| 365 |
+
d[:-1] += np.abs(np.diag(a, -1))
|
| 366 |
+
d = np.asarray_chkfinite(d) if check_finite else d
|
| 367 |
+
return d.max()
|
| 368 |
+
|
| 369 |
+
|
| 370 |
+
def _matrix_norm_triangular(structure):
|
| 371 |
+
def fun(norm, a, check_finite):
|
| 372 |
+
a = np.asarray_chkfinite(a) if check_finite else a
|
| 373 |
+
lantr = get_lapack_funcs('lantr', (a,))
|
| 374 |
+
return lantr(norm, a, 'L' if structure == 'lower triangular' else 'U' )
|
| 375 |
+
return fun
|
| 376 |
+
|
| 377 |
+
|
| 378 |
+
def _matrix_norm_general(norm, a, check_finite):
|
| 379 |
+
a = np.asarray_chkfinite(a) if check_finite else a
|
| 380 |
+
lange = get_lapack_funcs('lange', (a,))
|
| 381 |
+
return lange(norm, a)
|
| 382 |
+
|
| 383 |
+
|
| 384 |
+
def _to_banded(n_below, n_above, a):
|
| 385 |
+
n = a.shape[0]
|
| 386 |
+
rows = n_above + n_below + 1
|
| 387 |
+
ab = np.zeros((rows, n), dtype=a.dtype)
|
| 388 |
+
ab[n_above] = np.diag(a)
|
| 389 |
+
for i in range(1, n_above + 1):
|
| 390 |
+
ab[n_above - i, i:] = np.diag(a, i)
|
| 391 |
+
for i in range(1, n_below + 1):
|
| 392 |
+
ab[n_above + i, :-i] = np.diag(a, -i)
|
| 393 |
+
return ab
|
| 394 |
+
|
| 395 |
+
|
| 396 |
+
def _ensure_dtype_cdsz(*arrays):
|
| 397 |
+
# Ensure that the dtype of arrays is one of the standard types
|
| 398 |
+
# compatible with LAPACK functions (single or double precision
|
| 399 |
+
# real or complex).
|
| 400 |
+
dtype = np.result_type(*arrays)
|
| 401 |
+
if not np.issubdtype(dtype, np.inexact):
|
| 402 |
+
return (array.astype(np.float64) for array in arrays)
|
| 403 |
+
complex = np.issubdtype(dtype, np.complexfloating)
|
| 404 |
+
if np.finfo(dtype).bits <= 32:
|
| 405 |
+
dtype = np.complex64 if complex else np.float32
|
| 406 |
+
elif np.finfo(dtype).bits >= 64:
|
| 407 |
+
dtype = np.complex128 if complex else np.float64
|
| 408 |
+
return (array.astype(dtype, copy=False) for array in arrays)
|
| 409 |
+
|
| 410 |
+
|
| 411 |
+
def solve_triangular(a, b, trans=0, lower=False, unit_diagonal=False,
|
| 412 |
+
overwrite_b=False, check_finite=True):
|
| 413 |
+
"""
|
| 414 |
+
Solve the equation ``a x = b`` for `x`, assuming a is a triangular matrix.
|
| 415 |
+
|
| 416 |
+
Parameters
|
| 417 |
+
----------
|
| 418 |
+
a : (M, M) array_like
|
| 419 |
+
A triangular matrix
|
| 420 |
+
b : (M,) or (M, N) array_like
|
| 421 |
+
Right-hand side matrix in ``a x = b``
|
| 422 |
+
lower : bool, optional
|
| 423 |
+
Use only data contained in the lower triangle of `a`.
|
| 424 |
+
Default is to use upper triangle.
|
| 425 |
+
trans : {0, 1, 2, 'N', 'T', 'C'}, optional
|
| 426 |
+
Type of system to solve:
|
| 427 |
+
|
| 428 |
+
======== =========
|
| 429 |
+
trans system
|
| 430 |
+
======== =========
|
| 431 |
+
0 or 'N' a x = b
|
| 432 |
+
1 or 'T' a^T x = b
|
| 433 |
+
2 or 'C' a^H x = b
|
| 434 |
+
======== =========
|
| 435 |
+
unit_diagonal : bool, optional
|
| 436 |
+
If True, diagonal elements of `a` are assumed to be 1 and
|
| 437 |
+
will not be referenced.
|
| 438 |
+
overwrite_b : bool, optional
|
| 439 |
+
Allow overwriting data in `b` (may enhance performance)
|
| 440 |
+
check_finite : bool, optional
|
| 441 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 442 |
+
Disabling may give a performance gain, but may result in problems
|
| 443 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 444 |
+
|
| 445 |
+
Returns
|
| 446 |
+
-------
|
| 447 |
+
x : (M,) or (M, N) ndarray
|
| 448 |
+
Solution to the system ``a x = b``. Shape of return matches `b`.
|
| 449 |
+
|
| 450 |
+
Raises
|
| 451 |
+
------
|
| 452 |
+
LinAlgError
|
| 453 |
+
If `a` is singular
|
| 454 |
+
|
| 455 |
+
Notes
|
| 456 |
+
-----
|
| 457 |
+
.. versionadded:: 0.9.0
|
| 458 |
+
|
| 459 |
+
Examples
|
| 460 |
+
--------
|
| 461 |
+
Solve the lower triangular system a x = b, where::
|
| 462 |
+
|
| 463 |
+
[3 0 0 0] [4]
|
| 464 |
+
a = [2 1 0 0] b = [2]
|
| 465 |
+
[1 0 1 0] [4]
|
| 466 |
+
[1 1 1 1] [2]
|
| 467 |
+
|
| 468 |
+
>>> import numpy as np
|
| 469 |
+
>>> from scipy.linalg import solve_triangular
|
| 470 |
+
>>> a = np.array([[3, 0, 0, 0], [2, 1, 0, 0], [1, 0, 1, 0], [1, 1, 1, 1]])
|
| 471 |
+
>>> b = np.array([4, 2, 4, 2])
|
| 472 |
+
>>> x = solve_triangular(a, b, lower=True)
|
| 473 |
+
>>> x
|
| 474 |
+
array([ 1.33333333, -0.66666667, 2.66666667, -1.33333333])
|
| 475 |
+
>>> a.dot(x) # Check the result
|
| 476 |
+
array([ 4., 2., 4., 2.])
|
| 477 |
+
|
| 478 |
+
"""
|
| 479 |
+
|
| 480 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 481 |
+
b1 = _asarray_validated(b, check_finite=check_finite)
|
| 482 |
+
|
| 483 |
+
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
|
| 484 |
+
raise ValueError('expected square matrix')
|
| 485 |
+
|
| 486 |
+
if a1.shape[0] != b1.shape[0]:
|
| 487 |
+
raise ValueError(f'shapes of a {a1.shape} and b {b1.shape} are incompatible')
|
| 488 |
+
|
| 489 |
+
# accommodate empty arrays
|
| 490 |
+
if b1.size == 0:
|
| 491 |
+
dt_nonempty = solve_triangular(
|
| 492 |
+
np.eye(2, dtype=a1.dtype), np.ones(2, dtype=b1.dtype)
|
| 493 |
+
).dtype
|
| 494 |
+
return np.empty_like(b1, dtype=dt_nonempty)
|
| 495 |
+
|
| 496 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 497 |
+
|
| 498 |
+
x, _ = _solve_triangular(a1, b1, trans, lower, unit_diagonal, overwrite_b)
|
| 499 |
+
return x
|
| 500 |
+
|
| 501 |
+
|
| 502 |
+
# solve_triangular without the input validation
|
| 503 |
+
def _solve_triangular(a1, b1, trans=0, lower=False, unit_diagonal=False,
|
| 504 |
+
overwrite_b=False):
|
| 505 |
+
|
| 506 |
+
trans = {'N': 0, 'T': 1, 'C': 2}.get(trans, trans)
|
| 507 |
+
trtrs, = get_lapack_funcs(('trtrs',), (a1, b1))
|
| 508 |
+
if a1.flags.f_contiguous or trans == 2:
|
| 509 |
+
x, info = trtrs(a1, b1, overwrite_b=overwrite_b, lower=lower,
|
| 510 |
+
trans=trans, unitdiag=unit_diagonal)
|
| 511 |
+
else:
|
| 512 |
+
# transposed system is solved since trtrs expects Fortran ordering
|
| 513 |
+
x, info = trtrs(a1.T, b1, overwrite_b=overwrite_b, lower=not lower,
|
| 514 |
+
trans=not trans, unitdiag=unit_diagonal)
|
| 515 |
+
|
| 516 |
+
if info == 0:
|
| 517 |
+
return x, info
|
| 518 |
+
if info > 0:
|
| 519 |
+
raise LinAlgError("singular matrix: resolution failed at diagonal %d" %
|
| 520 |
+
(info-1))
|
| 521 |
+
raise ValueError('illegal value in %dth argument of internal trtrs' %
|
| 522 |
+
(-info))
|
| 523 |
+
|
| 524 |
+
|
| 525 |
+
def solve_banded(l_and_u, ab, b, overwrite_ab=False, overwrite_b=False,
|
| 526 |
+
check_finite=True):
|
| 527 |
+
"""
|
| 528 |
+
Solve the equation a x = b for x, assuming a is banded matrix.
|
| 529 |
+
|
| 530 |
+
The matrix a is stored in `ab` using the matrix diagonal ordered form::
|
| 531 |
+
|
| 532 |
+
ab[u + i - j, j] == a[i,j]
|
| 533 |
+
|
| 534 |
+
Example of `ab` (shape of a is (6,6), `u` =1, `l` =2)::
|
| 535 |
+
|
| 536 |
+
* a01 a12 a23 a34 a45
|
| 537 |
+
a00 a11 a22 a33 a44 a55
|
| 538 |
+
a10 a21 a32 a43 a54 *
|
| 539 |
+
a20 a31 a42 a53 * *
|
| 540 |
+
|
| 541 |
+
Parameters
|
| 542 |
+
----------
|
| 543 |
+
(l, u) : (integer, integer)
|
| 544 |
+
Number of non-zero lower and upper diagonals
|
| 545 |
+
ab : (`l` + `u` + 1, M) array_like
|
| 546 |
+
Banded matrix
|
| 547 |
+
b : (M,) or (M, K) array_like
|
| 548 |
+
Right-hand side
|
| 549 |
+
overwrite_ab : bool, optional
|
| 550 |
+
Discard data in `ab` (may enhance performance)
|
| 551 |
+
overwrite_b : bool, optional
|
| 552 |
+
Discard data in `b` (may enhance performance)
|
| 553 |
+
check_finite : bool, optional
|
| 554 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 555 |
+
Disabling may give a performance gain, but may result in problems
|
| 556 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 557 |
+
|
| 558 |
+
Returns
|
| 559 |
+
-------
|
| 560 |
+
x : (M,) or (M, K) ndarray
|
| 561 |
+
The solution to the system a x = b. Returned shape depends on the
|
| 562 |
+
shape of `b`.
|
| 563 |
+
|
| 564 |
+
Examples
|
| 565 |
+
--------
|
| 566 |
+
Solve the banded system a x = b, where::
|
| 567 |
+
|
| 568 |
+
[5 2 -1 0 0] [0]
|
| 569 |
+
[1 4 2 -1 0] [1]
|
| 570 |
+
a = [0 1 3 2 -1] b = [2]
|
| 571 |
+
[0 0 1 2 2] [2]
|
| 572 |
+
[0 0 0 1 1] [3]
|
| 573 |
+
|
| 574 |
+
There is one nonzero diagonal below the main diagonal (l = 1), and
|
| 575 |
+
two above (u = 2). The diagonal banded form of the matrix is::
|
| 576 |
+
|
| 577 |
+
[* * -1 -1 -1]
|
| 578 |
+
ab = [* 2 2 2 2]
|
| 579 |
+
[5 4 3 2 1]
|
| 580 |
+
[1 1 1 1 *]
|
| 581 |
+
|
| 582 |
+
>>> import numpy as np
|
| 583 |
+
>>> from scipy.linalg import solve_banded
|
| 584 |
+
>>> ab = np.array([[0, 0, -1, -1, -1],
|
| 585 |
+
... [0, 2, 2, 2, 2],
|
| 586 |
+
... [5, 4, 3, 2, 1],
|
| 587 |
+
... [1, 1, 1, 1, 0]])
|
| 588 |
+
>>> b = np.array([0, 1, 2, 2, 3])
|
| 589 |
+
>>> x = solve_banded((1, 2), ab, b)
|
| 590 |
+
>>> x
|
| 591 |
+
array([-2.37288136, 3.93220339, -4. , 4.3559322 , -1.3559322 ])
|
| 592 |
+
|
| 593 |
+
"""
|
| 594 |
+
|
| 595 |
+
a1 = _asarray_validated(ab, check_finite=check_finite, as_inexact=True)
|
| 596 |
+
b1 = _asarray_validated(b, check_finite=check_finite, as_inexact=True)
|
| 597 |
+
|
| 598 |
+
# Validate shapes.
|
| 599 |
+
if a1.shape[-1] != b1.shape[0]:
|
| 600 |
+
raise ValueError("shapes of ab and b are not compatible.")
|
| 601 |
+
|
| 602 |
+
(nlower, nupper) = l_and_u
|
| 603 |
+
if nlower + nupper + 1 != a1.shape[0]:
|
| 604 |
+
raise ValueError("invalid values for the number of lower and upper "
|
| 605 |
+
"diagonals: l+u+1 (%d) does not equal ab.shape[0] "
|
| 606 |
+
"(%d)" % (nlower + nupper + 1, ab.shape[0]))
|
| 607 |
+
|
| 608 |
+
# accommodate empty arrays
|
| 609 |
+
if b1.size == 0:
|
| 610 |
+
dt = solve(np.eye(1, dtype=a1.dtype), np.ones(1, dtype=b1.dtype)).dtype
|
| 611 |
+
return np.empty_like(b1, dtype=dt)
|
| 612 |
+
|
| 613 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 614 |
+
if a1.shape[-1] == 1:
|
| 615 |
+
b2 = np.array(b1, copy=(not overwrite_b))
|
| 616 |
+
# a1.shape[-1] == 1 -> original matrix is 1x1. Typically, the user
|
| 617 |
+
# will pass u = l = 0 and `a1` will be 1x1. However, the rest of the
|
| 618 |
+
# function works with unnecessary rows in `a1` as long as
|
| 619 |
+
# `a1[u + i - j, j] == a[i,j]`. In the 1x1 case, we want i = j = 0,
|
| 620 |
+
# so the diagonal is in row `u` of `a1`. See gh-8906.
|
| 621 |
+
b2 /= a1[nupper, 0]
|
| 622 |
+
return b2
|
| 623 |
+
if nlower == nupper == 1:
|
| 624 |
+
overwrite_ab = overwrite_ab or _datacopied(a1, ab)
|
| 625 |
+
gtsv, = get_lapack_funcs(('gtsv',), (a1, b1))
|
| 626 |
+
du = a1[0, 1:]
|
| 627 |
+
d = a1[1, :]
|
| 628 |
+
dl = a1[2, :-1]
|
| 629 |
+
du2, d, du, x, info = gtsv(dl, d, du, b1, overwrite_ab, overwrite_ab,
|
| 630 |
+
overwrite_ab, overwrite_b)
|
| 631 |
+
else:
|
| 632 |
+
gbsv, = get_lapack_funcs(('gbsv',), (a1, b1))
|
| 633 |
+
a2 = np.zeros((2*nlower + nupper + 1, a1.shape[1]), dtype=gbsv.dtype)
|
| 634 |
+
a2[nlower:, :] = a1
|
| 635 |
+
lu, piv, x, info = gbsv(nlower, nupper, a2, b1, overwrite_ab=True,
|
| 636 |
+
overwrite_b=overwrite_b)
|
| 637 |
+
if info == 0:
|
| 638 |
+
return x
|
| 639 |
+
if info > 0:
|
| 640 |
+
raise LinAlgError("singular matrix")
|
| 641 |
+
raise ValueError('illegal value in %d-th argument of internal '
|
| 642 |
+
'gbsv/gtsv' % -info)
|
| 643 |
+
|
| 644 |
+
|
| 645 |
+
def solveh_banded(ab, b, overwrite_ab=False, overwrite_b=False, lower=False,
|
| 646 |
+
check_finite=True):
|
| 647 |
+
"""
|
| 648 |
+
Solve equation a x = b. a is Hermitian positive-definite banded matrix.
|
| 649 |
+
|
| 650 |
+
Uses Thomas' Algorithm, which is more efficient than standard LU
|
| 651 |
+
factorization, but should only be used for Hermitian positive-definite
|
| 652 |
+
matrices.
|
| 653 |
+
|
| 654 |
+
The matrix ``a`` is stored in `ab` either in lower diagonal or upper
|
| 655 |
+
diagonal ordered form:
|
| 656 |
+
|
| 657 |
+
ab[u + i - j, j] == a[i,j] (if upper form; i <= j)
|
| 658 |
+
ab[ i - j, j] == a[i,j] (if lower form; i >= j)
|
| 659 |
+
|
| 660 |
+
Example of `ab` (shape of ``a`` is (6, 6), number of upper diagonals,
|
| 661 |
+
``u`` =2)::
|
| 662 |
+
|
| 663 |
+
upper form:
|
| 664 |
+
* * a02 a13 a24 a35
|
| 665 |
+
* a01 a12 a23 a34 a45
|
| 666 |
+
a00 a11 a22 a33 a44 a55
|
| 667 |
+
|
| 668 |
+
lower form:
|
| 669 |
+
a00 a11 a22 a33 a44 a55
|
| 670 |
+
a10 a21 a32 a43 a54 *
|
| 671 |
+
a20 a31 a42 a53 * *
|
| 672 |
+
|
| 673 |
+
Cells marked with * are not used.
|
| 674 |
+
|
| 675 |
+
Parameters
|
| 676 |
+
----------
|
| 677 |
+
ab : (``u`` + 1, M) array_like
|
| 678 |
+
Banded matrix
|
| 679 |
+
b : (M,) or (M, K) array_like
|
| 680 |
+
Right-hand side
|
| 681 |
+
overwrite_ab : bool, optional
|
| 682 |
+
Discard data in `ab` (may enhance performance)
|
| 683 |
+
overwrite_b : bool, optional
|
| 684 |
+
Discard data in `b` (may enhance performance)
|
| 685 |
+
lower : bool, optional
|
| 686 |
+
Is the matrix in the lower form. (Default is upper form)
|
| 687 |
+
check_finite : bool, optional
|
| 688 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 689 |
+
Disabling may give a performance gain, but may result in problems
|
| 690 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 691 |
+
|
| 692 |
+
Returns
|
| 693 |
+
-------
|
| 694 |
+
x : (M,) or (M, K) ndarray
|
| 695 |
+
The solution to the system ``a x = b``. Shape of return matches shape
|
| 696 |
+
of `b`.
|
| 697 |
+
|
| 698 |
+
Notes
|
| 699 |
+
-----
|
| 700 |
+
In the case of a non-positive definite matrix ``a``, the solver
|
| 701 |
+
`solve_banded` may be used.
|
| 702 |
+
|
| 703 |
+
Examples
|
| 704 |
+
--------
|
| 705 |
+
Solve the banded system ``A x = b``, where::
|
| 706 |
+
|
| 707 |
+
[ 4 2 -1 0 0 0] [1]
|
| 708 |
+
[ 2 5 2 -1 0 0] [2]
|
| 709 |
+
A = [-1 2 6 2 -1 0] b = [2]
|
| 710 |
+
[ 0 -1 2 7 2 -1] [3]
|
| 711 |
+
[ 0 0 -1 2 8 2] [3]
|
| 712 |
+
[ 0 0 0 -1 2 9] [3]
|
| 713 |
+
|
| 714 |
+
>>> import numpy as np
|
| 715 |
+
>>> from scipy.linalg import solveh_banded
|
| 716 |
+
|
| 717 |
+
``ab`` contains the main diagonal and the nonzero diagonals below the
|
| 718 |
+
main diagonal. That is, we use the lower form:
|
| 719 |
+
|
| 720 |
+
>>> ab = np.array([[ 4, 5, 6, 7, 8, 9],
|
| 721 |
+
... [ 2, 2, 2, 2, 2, 0],
|
| 722 |
+
... [-1, -1, -1, -1, 0, 0]])
|
| 723 |
+
>>> b = np.array([1, 2, 2, 3, 3, 3])
|
| 724 |
+
>>> x = solveh_banded(ab, b, lower=True)
|
| 725 |
+
>>> x
|
| 726 |
+
array([ 0.03431373, 0.45938375, 0.05602241, 0.47759104, 0.17577031,
|
| 727 |
+
0.34733894])
|
| 728 |
+
|
| 729 |
+
|
| 730 |
+
Solve the Hermitian banded system ``H x = b``, where::
|
| 731 |
+
|
| 732 |
+
[ 8 2-1j 0 0 ] [ 1 ]
|
| 733 |
+
H = [2+1j 5 1j 0 ] b = [1+1j]
|
| 734 |
+
[ 0 -1j 9 -2-1j] [1-2j]
|
| 735 |
+
[ 0 0 -2+1j 6 ] [ 0 ]
|
| 736 |
+
|
| 737 |
+
In this example, we put the upper diagonals in the array ``hb``:
|
| 738 |
+
|
| 739 |
+
>>> hb = np.array([[0, 2-1j, 1j, -2-1j],
|
| 740 |
+
... [8, 5, 9, 6 ]])
|
| 741 |
+
>>> b = np.array([1, 1+1j, 1-2j, 0])
|
| 742 |
+
>>> x = solveh_banded(hb, b)
|
| 743 |
+
>>> x
|
| 744 |
+
array([ 0.07318536-0.02939412j, 0.11877624+0.17696461j,
|
| 745 |
+
0.10077984-0.23035393j, -0.00479904-0.09358128j])
|
| 746 |
+
|
| 747 |
+
"""
|
| 748 |
+
a1 = _asarray_validated(ab, check_finite=check_finite)
|
| 749 |
+
b1 = _asarray_validated(b, check_finite=check_finite)
|
| 750 |
+
|
| 751 |
+
# Validate shapes.
|
| 752 |
+
if a1.shape[-1] != b1.shape[0]:
|
| 753 |
+
raise ValueError("shapes of ab and b are not compatible.")
|
| 754 |
+
|
| 755 |
+
# accommodate empty arrays
|
| 756 |
+
if b1.size == 0:
|
| 757 |
+
dt = solve(np.eye(1, dtype=a1.dtype), np.ones(1, dtype=b1.dtype)).dtype
|
| 758 |
+
return np.empty_like(b1, dtype=dt)
|
| 759 |
+
|
| 760 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 761 |
+
overwrite_ab = overwrite_ab or _datacopied(a1, ab)
|
| 762 |
+
|
| 763 |
+
if a1.shape[0] == 2:
|
| 764 |
+
ptsv, = get_lapack_funcs(('ptsv',), (a1, b1))
|
| 765 |
+
if lower:
|
| 766 |
+
d = a1[0, :].real
|
| 767 |
+
e = a1[1, :-1]
|
| 768 |
+
else:
|
| 769 |
+
d = a1[1, :].real
|
| 770 |
+
e = a1[0, 1:].conj()
|
| 771 |
+
d, du, x, info = ptsv(d, e, b1, overwrite_ab, overwrite_ab,
|
| 772 |
+
overwrite_b)
|
| 773 |
+
else:
|
| 774 |
+
pbsv, = get_lapack_funcs(('pbsv',), (a1, b1))
|
| 775 |
+
c, x, info = pbsv(a1, b1, lower=lower, overwrite_ab=overwrite_ab,
|
| 776 |
+
overwrite_b=overwrite_b)
|
| 777 |
+
if info > 0:
|
| 778 |
+
raise LinAlgError("%dth leading minor not positive definite" % info)
|
| 779 |
+
if info < 0:
|
| 780 |
+
raise ValueError('illegal value in %dth argument of internal '
|
| 781 |
+
'pbsv' % -info)
|
| 782 |
+
return x
|
| 783 |
+
|
| 784 |
+
|
| 785 |
+
def solve_toeplitz(c_or_cr, b, check_finite=True):
|
| 786 |
+
r"""Solve a Toeplitz system using Levinson Recursion
|
| 787 |
+
|
| 788 |
+
The Toeplitz matrix has constant diagonals, with c as its first column
|
| 789 |
+
and r as its first row. If r is not given, ``r == conjugate(c)`` is
|
| 790 |
+
assumed.
|
| 791 |
+
|
| 792 |
+
.. warning::
|
| 793 |
+
|
| 794 |
+
Beginning in SciPy 1.17, multidimensional input will be treated as a batch,
|
| 795 |
+
not ``ravel``\ ed. To preserve the existing behavior, ``ravel`` arguments
|
| 796 |
+
before passing them to `solve_toeplitz`.
|
| 797 |
+
|
| 798 |
+
Parameters
|
| 799 |
+
----------
|
| 800 |
+
c_or_cr : array_like or tuple of (array_like, array_like)
|
| 801 |
+
The vector ``c``, or a tuple of arrays (``c``, ``r``). If not
|
| 802 |
+
supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
|
| 803 |
+
real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
|
| 804 |
+
of the Toeplitz matrix is ``[c[0], r[1:]]``.
|
| 805 |
+
b : (M,) or (M, K) array_like
|
| 806 |
+
Right-hand side in ``T x = b``.
|
| 807 |
+
check_finite : bool, optional
|
| 808 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 809 |
+
Disabling may give a performance gain, but may result in problems
|
| 810 |
+
(result entirely NaNs) if the inputs do contain infinities or NaNs.
|
| 811 |
+
|
| 812 |
+
Returns
|
| 813 |
+
-------
|
| 814 |
+
x : (M,) or (M, K) ndarray
|
| 815 |
+
The solution to the system ``T x = b``. Shape of return matches shape
|
| 816 |
+
of `b`.
|
| 817 |
+
|
| 818 |
+
See Also
|
| 819 |
+
--------
|
| 820 |
+
toeplitz : Toeplitz matrix
|
| 821 |
+
|
| 822 |
+
Notes
|
| 823 |
+
-----
|
| 824 |
+
The solution is computed using Levinson-Durbin recursion, which is faster
|
| 825 |
+
than generic least-squares methods, but can be less numerically stable.
|
| 826 |
+
|
| 827 |
+
Examples
|
| 828 |
+
--------
|
| 829 |
+
Solve the Toeplitz system T x = b, where::
|
| 830 |
+
|
| 831 |
+
[ 1 -1 -2 -3] [1]
|
| 832 |
+
T = [ 3 1 -1 -2] b = [2]
|
| 833 |
+
[ 6 3 1 -1] [2]
|
| 834 |
+
[10 6 3 1] [5]
|
| 835 |
+
|
| 836 |
+
To specify the Toeplitz matrix, only the first column and the first
|
| 837 |
+
row are needed.
|
| 838 |
+
|
| 839 |
+
>>> import numpy as np
|
| 840 |
+
>>> c = np.array([1, 3, 6, 10]) # First column of T
|
| 841 |
+
>>> r = np.array([1, -1, -2, -3]) # First row of T
|
| 842 |
+
>>> b = np.array([1, 2, 2, 5])
|
| 843 |
+
|
| 844 |
+
>>> from scipy.linalg import solve_toeplitz, toeplitz
|
| 845 |
+
>>> x = solve_toeplitz((c, r), b)
|
| 846 |
+
>>> x
|
| 847 |
+
array([ 1.66666667, -1. , -2.66666667, 2.33333333])
|
| 848 |
+
|
| 849 |
+
Check the result by creating the full Toeplitz matrix and
|
| 850 |
+
multiplying it by `x`. We should get `b`.
|
| 851 |
+
|
| 852 |
+
>>> T = toeplitz(c, r)
|
| 853 |
+
>>> T.dot(x)
|
| 854 |
+
array([ 1., 2., 2., 5.])
|
| 855 |
+
|
| 856 |
+
"""
|
| 857 |
+
# If numerical stability of this algorithm is a problem, a future
|
| 858 |
+
# developer might consider implementing other O(N^2) Toeplitz solvers,
|
| 859 |
+
# such as GKO (https://www.jstor.org/stable/2153371) or Bareiss.
|
| 860 |
+
|
| 861 |
+
r, c, b, dtype, b_shape = _validate_args_for_toeplitz_ops(
|
| 862 |
+
c_or_cr, b, check_finite, keep_b_shape=True)
|
| 863 |
+
|
| 864 |
+
# accommodate empty arrays
|
| 865 |
+
if b.size == 0:
|
| 866 |
+
return np.empty_like(b)
|
| 867 |
+
|
| 868 |
+
# Form a 1-D array of values to be used in the matrix, containing a
|
| 869 |
+
# reversed copy of r[1:], followed by c.
|
| 870 |
+
vals = np.concatenate((r[-1:0:-1], c))
|
| 871 |
+
if b is None:
|
| 872 |
+
raise ValueError('illegal value, `b` is a required argument')
|
| 873 |
+
|
| 874 |
+
if b.ndim == 1:
|
| 875 |
+
x, _ = levinson(vals, np.ascontiguousarray(b))
|
| 876 |
+
else:
|
| 877 |
+
x = np.column_stack([levinson(vals, np.ascontiguousarray(b[:, i]))[0]
|
| 878 |
+
for i in range(b.shape[1])])
|
| 879 |
+
x = x.reshape(*b_shape)
|
| 880 |
+
|
| 881 |
+
return x
|
| 882 |
+
|
| 883 |
+
|
| 884 |
+
def _get_axis_len(aname, a, axis):
|
| 885 |
+
ax = axis
|
| 886 |
+
if ax < 0:
|
| 887 |
+
ax += a.ndim
|
| 888 |
+
if 0 <= ax < a.ndim:
|
| 889 |
+
return a.shape[ax]
|
| 890 |
+
raise ValueError(f"'{aname}axis' entry is out of bounds")
|
| 891 |
+
|
| 892 |
+
|
| 893 |
+
def solve_circulant(c, b, singular='raise', tol=None,
|
| 894 |
+
caxis=-1, baxis=0, outaxis=0):
|
| 895 |
+
"""Solve C x = b for x, where C is a circulant matrix.
|
| 896 |
+
|
| 897 |
+
`C` is the circulant matrix associated with the vector `c`.
|
| 898 |
+
|
| 899 |
+
The system is solved by doing division in Fourier space. The
|
| 900 |
+
calculation is::
|
| 901 |
+
|
| 902 |
+
x = ifft(fft(b) / fft(c))
|
| 903 |
+
|
| 904 |
+
where `fft` and `ifft` are the fast Fourier transform and its inverse,
|
| 905 |
+
respectively. For a large vector `c`, this is *much* faster than
|
| 906 |
+
solving the system with the full circulant matrix.
|
| 907 |
+
|
| 908 |
+
Parameters
|
| 909 |
+
----------
|
| 910 |
+
c : array_like
|
| 911 |
+
The coefficients of the circulant matrix.
|
| 912 |
+
b : array_like
|
| 913 |
+
Right-hand side matrix in ``a x = b``.
|
| 914 |
+
singular : str, optional
|
| 915 |
+
This argument controls how a near singular circulant matrix is
|
| 916 |
+
handled. If `singular` is "raise" and the circulant matrix is
|
| 917 |
+
near singular, a `LinAlgError` is raised. If `singular` is
|
| 918 |
+
"lstsq", the least squares solution is returned. Default is "raise".
|
| 919 |
+
tol : float, optional
|
| 920 |
+
If any eigenvalue of the circulant matrix has an absolute value
|
| 921 |
+
that is less than or equal to `tol`, the matrix is considered to be
|
| 922 |
+
near singular. If not given, `tol` is set to::
|
| 923 |
+
|
| 924 |
+
tol = abs_eigs.max() * abs_eigs.size * np.finfo(np.float64).eps
|
| 925 |
+
|
| 926 |
+
where `abs_eigs` is the array of absolute values of the eigenvalues
|
| 927 |
+
of the circulant matrix.
|
| 928 |
+
caxis : int
|
| 929 |
+
When `c` has dimension greater than 1, it is viewed as a collection
|
| 930 |
+
of circulant vectors. In this case, `caxis` is the axis of `c` that
|
| 931 |
+
holds the vectors of circulant coefficients.
|
| 932 |
+
baxis : int
|
| 933 |
+
When `b` has dimension greater than 1, it is viewed as a collection
|
| 934 |
+
of vectors. In this case, `baxis` is the axis of `b` that holds the
|
| 935 |
+
right-hand side vectors.
|
| 936 |
+
outaxis : int
|
| 937 |
+
When `c` or `b` are multidimensional, the value returned by
|
| 938 |
+
`solve_circulant` is multidimensional. In this case, `outaxis` is
|
| 939 |
+
the axis of the result that holds the solution vectors.
|
| 940 |
+
|
| 941 |
+
Returns
|
| 942 |
+
-------
|
| 943 |
+
x : ndarray
|
| 944 |
+
Solution to the system ``C x = b``.
|
| 945 |
+
|
| 946 |
+
Raises
|
| 947 |
+
------
|
| 948 |
+
LinAlgError
|
| 949 |
+
If the circulant matrix associated with `c` is near singular.
|
| 950 |
+
|
| 951 |
+
See Also
|
| 952 |
+
--------
|
| 953 |
+
circulant : circulant matrix
|
| 954 |
+
|
| 955 |
+
Notes
|
| 956 |
+
-----
|
| 957 |
+
For a 1-D vector `c` with length `m`, and an array `b`
|
| 958 |
+
with shape ``(m, ...)``,
|
| 959 |
+
|
| 960 |
+
solve_circulant(c, b)
|
| 961 |
+
|
| 962 |
+
returns the same result as
|
| 963 |
+
|
| 964 |
+
solve(circulant(c), b)
|
| 965 |
+
|
| 966 |
+
where `solve` and `circulant` are from `scipy.linalg`.
|
| 967 |
+
|
| 968 |
+
.. versionadded:: 0.16.0
|
| 969 |
+
|
| 970 |
+
Examples
|
| 971 |
+
--------
|
| 972 |
+
>>> import numpy as np
|
| 973 |
+
>>> from scipy.linalg import solve_circulant, solve, circulant, lstsq
|
| 974 |
+
|
| 975 |
+
>>> c = np.array([2, 2, 4])
|
| 976 |
+
>>> b = np.array([1, 2, 3])
|
| 977 |
+
>>> solve_circulant(c, b)
|
| 978 |
+
array([ 0.75, -0.25, 0.25])
|
| 979 |
+
|
| 980 |
+
Compare that result to solving the system with `scipy.linalg.solve`:
|
| 981 |
+
|
| 982 |
+
>>> solve(circulant(c), b)
|
| 983 |
+
array([ 0.75, -0.25, 0.25])
|
| 984 |
+
|
| 985 |
+
A singular example:
|
| 986 |
+
|
| 987 |
+
>>> c = np.array([1, 1, 0, 0])
|
| 988 |
+
>>> b = np.array([1, 2, 3, 4])
|
| 989 |
+
|
| 990 |
+
Calling ``solve_circulant(c, b)`` will raise a `LinAlgError`. For the
|
| 991 |
+
least square solution, use the option ``singular='lstsq'``:
|
| 992 |
+
|
| 993 |
+
>>> solve_circulant(c, b, singular='lstsq')
|
| 994 |
+
array([ 0.25, 1.25, 2.25, 1.25])
|
| 995 |
+
|
| 996 |
+
Compare to `scipy.linalg.lstsq`:
|
| 997 |
+
|
| 998 |
+
>>> x, resid, rnk, s = lstsq(circulant(c), b)
|
| 999 |
+
>>> x
|
| 1000 |
+
array([ 0.25, 1.25, 2.25, 1.25])
|
| 1001 |
+
|
| 1002 |
+
A broadcasting example:
|
| 1003 |
+
|
| 1004 |
+
Suppose we have the vectors of two circulant matrices stored in an array
|
| 1005 |
+
with shape (2, 5), and three `b` vectors stored in an array with shape
|
| 1006 |
+
(3, 5). For example,
|
| 1007 |
+
|
| 1008 |
+
>>> c = np.array([[1.5, 2, 3, 0, 0], [1, 1, 4, 3, 2]])
|
| 1009 |
+
>>> b = np.arange(15).reshape(-1, 5)
|
| 1010 |
+
|
| 1011 |
+
We want to solve all combinations of circulant matrices and `b` vectors,
|
| 1012 |
+
with the result stored in an array with shape (2, 3, 5). When we
|
| 1013 |
+
disregard the axes of `c` and `b` that hold the vectors of coefficients,
|
| 1014 |
+
the shapes of the collections are (2,) and (3,), respectively, which are
|
| 1015 |
+
not compatible for broadcasting. To have a broadcast result with shape
|
| 1016 |
+
(2, 3), we add a trivial dimension to `c`: ``c[:, np.newaxis, :]`` has
|
| 1017 |
+
shape (2, 1, 5). The last dimension holds the coefficients of the
|
| 1018 |
+
circulant matrices, so when we call `solve_circulant`, we can use the
|
| 1019 |
+
default ``caxis=-1``. The coefficients of the `b` vectors are in the last
|
| 1020 |
+
dimension of the array `b`, so we use ``baxis=-1``. If we use the
|
| 1021 |
+
default `outaxis`, the result will have shape (5, 2, 3), so we'll use
|
| 1022 |
+
``outaxis=-1`` to put the solution vectors in the last dimension.
|
| 1023 |
+
|
| 1024 |
+
>>> x = solve_circulant(c[:, np.newaxis, :], b, baxis=-1, outaxis=-1)
|
| 1025 |
+
>>> x.shape
|
| 1026 |
+
(2, 3, 5)
|
| 1027 |
+
>>> np.set_printoptions(precision=3) # For compact output of numbers.
|
| 1028 |
+
>>> x
|
| 1029 |
+
array([[[-0.118, 0.22 , 1.277, -0.142, 0.302],
|
| 1030 |
+
[ 0.651, 0.989, 2.046, 0.627, 1.072],
|
| 1031 |
+
[ 1.42 , 1.758, 2.816, 1.396, 1.841]],
|
| 1032 |
+
[[ 0.401, 0.304, 0.694, -0.867, 0.377],
|
| 1033 |
+
[ 0.856, 0.758, 1.149, -0.412, 0.831],
|
| 1034 |
+
[ 1.31 , 1.213, 1.603, 0.042, 1.286]]])
|
| 1035 |
+
|
| 1036 |
+
Check by solving one pair of `c` and `b` vectors (cf. ``x[1, 1, :]``):
|
| 1037 |
+
|
| 1038 |
+
>>> solve_circulant(c[1], b[1, :])
|
| 1039 |
+
array([ 0.856, 0.758, 1.149, -0.412, 0.831])
|
| 1040 |
+
|
| 1041 |
+
"""
|
| 1042 |
+
c = np.atleast_1d(c)
|
| 1043 |
+
nc = _get_axis_len("c", c, caxis)
|
| 1044 |
+
b = np.atleast_1d(b)
|
| 1045 |
+
nb = _get_axis_len("b", b, baxis)
|
| 1046 |
+
if nc != nb:
|
| 1047 |
+
raise ValueError(f'Shapes of c {c.shape} and b {b.shape} are incompatible')
|
| 1048 |
+
|
| 1049 |
+
# accommodate empty arrays
|
| 1050 |
+
if b.size == 0:
|
| 1051 |
+
dt = solve_circulant(np.arange(3, dtype=c.dtype),
|
| 1052 |
+
np.ones(3, dtype=b.dtype)).dtype
|
| 1053 |
+
return np.empty_like(b, dtype=dt)
|
| 1054 |
+
|
| 1055 |
+
fc = np.fft.fft(np.moveaxis(c, caxis, -1), axis=-1)
|
| 1056 |
+
abs_fc = np.abs(fc)
|
| 1057 |
+
if tol is None:
|
| 1058 |
+
# This is the same tolerance as used in np.linalg.matrix_rank.
|
| 1059 |
+
tol = abs_fc.max(axis=-1) * nc * np.finfo(np.float64).eps
|
| 1060 |
+
if tol.shape != ():
|
| 1061 |
+
tol.shape = tol.shape + (1,)
|
| 1062 |
+
else:
|
| 1063 |
+
tol = np.atleast_1d(tol)
|
| 1064 |
+
|
| 1065 |
+
near_zeros = abs_fc <= tol
|
| 1066 |
+
is_near_singular = np.any(near_zeros)
|
| 1067 |
+
if is_near_singular:
|
| 1068 |
+
if singular == 'raise':
|
| 1069 |
+
raise LinAlgError("near singular circulant matrix.")
|
| 1070 |
+
else:
|
| 1071 |
+
# Replace the small values with 1 to avoid errors in the
|
| 1072 |
+
# division fb/fc below.
|
| 1073 |
+
fc[near_zeros] = 1
|
| 1074 |
+
|
| 1075 |
+
fb = np.fft.fft(np.moveaxis(b, baxis, -1), axis=-1)
|
| 1076 |
+
|
| 1077 |
+
q = fb / fc
|
| 1078 |
+
|
| 1079 |
+
if is_near_singular:
|
| 1080 |
+
# `near_zeros` is a boolean array, same shape as `c`, that is
|
| 1081 |
+
# True where `fc` is (near) zero. `q` is the broadcasted result
|
| 1082 |
+
# of fb / fc, so to set the values of `q` to 0 where `fc` is near
|
| 1083 |
+
# zero, we use a mask that is the broadcast result of an array
|
| 1084 |
+
# of True values shaped like `b` with `near_zeros`.
|
| 1085 |
+
mask = np.ones_like(b, dtype=bool) & near_zeros
|
| 1086 |
+
q[mask] = 0
|
| 1087 |
+
|
| 1088 |
+
x = np.fft.ifft(q, axis=-1)
|
| 1089 |
+
if not (np.iscomplexobj(c) or np.iscomplexobj(b)):
|
| 1090 |
+
x = x.real
|
| 1091 |
+
if outaxis != -1:
|
| 1092 |
+
x = np.moveaxis(x, -1, outaxis)
|
| 1093 |
+
return x
|
| 1094 |
+
|
| 1095 |
+
|
| 1096 |
+
# matrix inversion
|
| 1097 |
+
def inv(a, overwrite_a=False, check_finite=True):
|
| 1098 |
+
"""
|
| 1099 |
+
Compute the inverse of a matrix.
|
| 1100 |
+
|
| 1101 |
+
Parameters
|
| 1102 |
+
----------
|
| 1103 |
+
a : array_like
|
| 1104 |
+
Square matrix to be inverted.
|
| 1105 |
+
overwrite_a : bool, optional
|
| 1106 |
+
Discard data in `a` (may improve performance). Default is False.
|
| 1107 |
+
check_finite : bool, optional
|
| 1108 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1109 |
+
Disabling may give a performance gain, but may result in problems
|
| 1110 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1111 |
+
|
| 1112 |
+
Returns
|
| 1113 |
+
-------
|
| 1114 |
+
ainv : ndarray
|
| 1115 |
+
Inverse of the matrix `a`.
|
| 1116 |
+
|
| 1117 |
+
Raises
|
| 1118 |
+
------
|
| 1119 |
+
LinAlgError
|
| 1120 |
+
If `a` is singular.
|
| 1121 |
+
ValueError
|
| 1122 |
+
If `a` is not square, or not 2D.
|
| 1123 |
+
|
| 1124 |
+
Examples
|
| 1125 |
+
--------
|
| 1126 |
+
>>> import numpy as np
|
| 1127 |
+
>>> from scipy import linalg
|
| 1128 |
+
>>> a = np.array([[1., 2.], [3., 4.]])
|
| 1129 |
+
>>> linalg.inv(a)
|
| 1130 |
+
array([[-2. , 1. ],
|
| 1131 |
+
[ 1.5, -0.5]])
|
| 1132 |
+
>>> np.dot(a, linalg.inv(a))
|
| 1133 |
+
array([[ 1., 0.],
|
| 1134 |
+
[ 0., 1.]])
|
| 1135 |
+
|
| 1136 |
+
"""
|
| 1137 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 1138 |
+
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
|
| 1139 |
+
raise ValueError('expected square matrix')
|
| 1140 |
+
|
| 1141 |
+
# accommodate empty square matrices
|
| 1142 |
+
if a1.size == 0:
|
| 1143 |
+
dt = inv(np.eye(2, dtype=a1.dtype)).dtype
|
| 1144 |
+
return np.empty_like(a1, dtype=dt)
|
| 1145 |
+
|
| 1146 |
+
overwrite_a = overwrite_a or _datacopied(a1, a)
|
| 1147 |
+
getrf, getri, getri_lwork = get_lapack_funcs(('getrf', 'getri',
|
| 1148 |
+
'getri_lwork'),
|
| 1149 |
+
(a1,))
|
| 1150 |
+
lu, piv, info = getrf(a1, overwrite_a=overwrite_a)
|
| 1151 |
+
if info == 0:
|
| 1152 |
+
lwork = _compute_lwork(getri_lwork, a1.shape[0])
|
| 1153 |
+
|
| 1154 |
+
# XXX: the following line fixes curious SEGFAULT when
|
| 1155 |
+
# benchmarking 500x500 matrix inverse. This seems to
|
| 1156 |
+
# be a bug in LAPACK ?getri routine because if lwork is
|
| 1157 |
+
# minimal (when using lwork[0] instead of lwork[1]) then
|
| 1158 |
+
# all tests pass. Further investigation is required if
|
| 1159 |
+
# more such SEGFAULTs occur.
|
| 1160 |
+
lwork = int(1.01 * lwork)
|
| 1161 |
+
inv_a, info = getri(lu, piv, lwork=lwork, overwrite_lu=1)
|
| 1162 |
+
if info > 0:
|
| 1163 |
+
raise LinAlgError("singular matrix")
|
| 1164 |
+
if info < 0:
|
| 1165 |
+
raise ValueError('illegal value in %d-th argument of internal '
|
| 1166 |
+
'getrf|getri' % -info)
|
| 1167 |
+
return inv_a
|
| 1168 |
+
|
| 1169 |
+
|
| 1170 |
+
# Determinant
|
| 1171 |
+
|
| 1172 |
+
def det(a, overwrite_a=False, check_finite=True):
|
| 1173 |
+
"""
|
| 1174 |
+
Compute the determinant of a matrix
|
| 1175 |
+
|
| 1176 |
+
The determinant is a scalar that is a function of the associated square
|
| 1177 |
+
matrix coefficients. The determinant value is zero for singular matrices.
|
| 1178 |
+
|
| 1179 |
+
Parameters
|
| 1180 |
+
----------
|
| 1181 |
+
a : (..., M, M) array_like
|
| 1182 |
+
Input array to compute determinants for.
|
| 1183 |
+
overwrite_a : bool, optional
|
| 1184 |
+
Allow overwriting data in a (may enhance performance).
|
| 1185 |
+
check_finite : bool, optional
|
| 1186 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1187 |
+
Disabling may give a performance gain, but may result in problems
|
| 1188 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1189 |
+
|
| 1190 |
+
Returns
|
| 1191 |
+
-------
|
| 1192 |
+
det : (...) float or complex
|
| 1193 |
+
Determinant of `a`. For stacked arrays, a scalar is returned for each
|
| 1194 |
+
(m, m) slice in the last two dimensions of the input. For example, an
|
| 1195 |
+
input of shape (p, q, m, m) will produce a result of shape (p, q). If
|
| 1196 |
+
all dimensions are 1 a scalar is returned regardless of ndim.
|
| 1197 |
+
|
| 1198 |
+
Notes
|
| 1199 |
+
-----
|
| 1200 |
+
The determinant is computed by performing an LU factorization of the
|
| 1201 |
+
input with LAPACK routine 'getrf', and then calculating the product of
|
| 1202 |
+
diagonal entries of the U factor.
|
| 1203 |
+
|
| 1204 |
+
Even if the input array is single precision (float32 or complex64), the
|
| 1205 |
+
result will be returned in double precision (float64 or complex128) to
|
| 1206 |
+
prevent overflows.
|
| 1207 |
+
|
| 1208 |
+
Examples
|
| 1209 |
+
--------
|
| 1210 |
+
>>> import numpy as np
|
| 1211 |
+
>>> from scipy import linalg
|
| 1212 |
+
>>> a = np.array([[1,2,3], [4,5,6], [7,8,9]]) # A singular matrix
|
| 1213 |
+
>>> linalg.det(a)
|
| 1214 |
+
0.0
|
| 1215 |
+
>>> b = np.array([[0,2,3], [4,5,6], [7,8,9]])
|
| 1216 |
+
>>> linalg.det(b)
|
| 1217 |
+
3.0
|
| 1218 |
+
>>> # An array with the shape (3, 2, 2, 2)
|
| 1219 |
+
>>> c = np.array([[[[1., 2.], [3., 4.]],
|
| 1220 |
+
... [[5., 6.], [7., 8.]]],
|
| 1221 |
+
... [[[9., 10.], [11., 12.]],
|
| 1222 |
+
... [[13., 14.], [15., 16.]]],
|
| 1223 |
+
... [[[17., 18.], [19., 20.]],
|
| 1224 |
+
... [[21., 22.], [23., 24.]]]])
|
| 1225 |
+
>>> linalg.det(c) # The resulting shape is (3, 2)
|
| 1226 |
+
array([[-2., -2.],
|
| 1227 |
+
[-2., -2.],
|
| 1228 |
+
[-2., -2.]])
|
| 1229 |
+
>>> linalg.det(c[0, 0]) # Confirm the (0, 0) slice, [[1, 2], [3, 4]]
|
| 1230 |
+
-2.0
|
| 1231 |
+
"""
|
| 1232 |
+
# The goal is to end up with a writable contiguous array to pass to Cython
|
| 1233 |
+
|
| 1234 |
+
# First we check and make arrays.
|
| 1235 |
+
a1 = np.asarray_chkfinite(a) if check_finite else np.asarray(a)
|
| 1236 |
+
if a1.ndim < 2:
|
| 1237 |
+
raise ValueError('The input array must be at least two-dimensional.')
|
| 1238 |
+
if a1.shape[-1] != a1.shape[-2]:
|
| 1239 |
+
raise ValueError('Last 2 dimensions of the array must be square'
|
| 1240 |
+
f' but received shape {a1.shape}.')
|
| 1241 |
+
|
| 1242 |
+
# Also check if dtype is LAPACK compatible
|
| 1243 |
+
if a1.dtype.char not in 'fdFD':
|
| 1244 |
+
dtype_char = lapack_cast_dict[a1.dtype.char]
|
| 1245 |
+
if not dtype_char: # No casting possible
|
| 1246 |
+
raise TypeError(f'The dtype "{a1.dtype.name}" cannot be cast '
|
| 1247 |
+
'to float(32, 64) or complex(64, 128).')
|
| 1248 |
+
|
| 1249 |
+
a1 = a1.astype(dtype_char[0]) # makes a copy, free to scratch
|
| 1250 |
+
overwrite_a = True
|
| 1251 |
+
|
| 1252 |
+
# Empty array has determinant 1 because math.
|
| 1253 |
+
if min(*a1.shape) == 0:
|
| 1254 |
+
dtyp = np.float64 if a1.dtype.char not in 'FD' else np.complex128
|
| 1255 |
+
if a1.ndim == 2:
|
| 1256 |
+
return dtyp(1.0)
|
| 1257 |
+
else:
|
| 1258 |
+
return np.ones(shape=a1.shape[:-2], dtype=dtyp)
|
| 1259 |
+
|
| 1260 |
+
# Scalar case
|
| 1261 |
+
if a1.shape[-2:] == (1, 1):
|
| 1262 |
+
a1 = a1[..., 0, 0]
|
| 1263 |
+
if a1.ndim == 0:
|
| 1264 |
+
a1 = a1[()]
|
| 1265 |
+
# Convert float32 to float64, and complex64 to complex128.
|
| 1266 |
+
if a1.dtype.char in 'dD':
|
| 1267 |
+
return a1
|
| 1268 |
+
return a1.astype('d') if a1.dtype.char == 'f' else a1.astype('D')
|
| 1269 |
+
|
| 1270 |
+
# Then check overwrite permission
|
| 1271 |
+
if not _datacopied(a1, a): # "a" still alive through "a1"
|
| 1272 |
+
if not overwrite_a:
|
| 1273 |
+
# Data belongs to "a" so make a copy
|
| 1274 |
+
a1 = a1.copy(order='C')
|
| 1275 |
+
# else: Do nothing we'll use "a" if possible
|
| 1276 |
+
# else: a1 has its own data thus free to scratch
|
| 1277 |
+
|
| 1278 |
+
# Then layout checks, might happen that overwrite is allowed but original
|
| 1279 |
+
# array was read-only or non-C-contiguous.
|
| 1280 |
+
if not (a1.flags['C_CONTIGUOUS'] and a1.flags['WRITEABLE']):
|
| 1281 |
+
a1 = a1.copy(order='C')
|
| 1282 |
+
|
| 1283 |
+
if a1.ndim == 2:
|
| 1284 |
+
det = find_det_from_lu(a1)
|
| 1285 |
+
# Convert float, complex to NumPy scalars
|
| 1286 |
+
return (np.float64(det) if np.isrealobj(det) else np.complex128(det))
|
| 1287 |
+
|
| 1288 |
+
# loop over the stacked array, and avoid overflows for single precision
|
| 1289 |
+
# Cf. np.linalg.det(np.diag([1e+38, 1e+38]).astype(np.float32))
|
| 1290 |
+
dtype_char = a1.dtype.char
|
| 1291 |
+
if dtype_char in 'fF':
|
| 1292 |
+
dtype_char = 'd' if dtype_char.islower() else 'D'
|
| 1293 |
+
|
| 1294 |
+
det = np.empty(a1.shape[:-2], dtype=dtype_char)
|
| 1295 |
+
for ind in product(*[range(x) for x in a1.shape[:-2]]):
|
| 1296 |
+
det[ind] = find_det_from_lu(a1[ind])
|
| 1297 |
+
return det
|
| 1298 |
+
|
| 1299 |
+
|
| 1300 |
+
# Linear Least Squares
|
| 1301 |
+
def lstsq(a, b, cond=None, overwrite_a=False, overwrite_b=False,
|
| 1302 |
+
check_finite=True, lapack_driver=None):
|
| 1303 |
+
"""
|
| 1304 |
+
Compute least-squares solution to equation Ax = b.
|
| 1305 |
+
|
| 1306 |
+
Compute a vector x such that the 2-norm ``|b - A x|`` is minimized.
|
| 1307 |
+
|
| 1308 |
+
Parameters
|
| 1309 |
+
----------
|
| 1310 |
+
a : (M, N) array_like
|
| 1311 |
+
Left-hand side array
|
| 1312 |
+
b : (M,) or (M, K) array_like
|
| 1313 |
+
Right hand side array
|
| 1314 |
+
cond : float, optional
|
| 1315 |
+
Cutoff for 'small' singular values; used to determine effective
|
| 1316 |
+
rank of a. Singular values smaller than
|
| 1317 |
+
``cond * largest_singular_value`` are considered zero.
|
| 1318 |
+
overwrite_a : bool, optional
|
| 1319 |
+
Discard data in `a` (may enhance performance). Default is False.
|
| 1320 |
+
overwrite_b : bool, optional
|
| 1321 |
+
Discard data in `b` (may enhance performance). Default is False.
|
| 1322 |
+
check_finite : bool, optional
|
| 1323 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 1324 |
+
Disabling may give a performance gain, but may result in problems
|
| 1325 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1326 |
+
lapack_driver : str, optional
|
| 1327 |
+
Which LAPACK driver is used to solve the least-squares problem.
|
| 1328 |
+
Options are ``'gelsd'``, ``'gelsy'``, ``'gelss'``. Default
|
| 1329 |
+
(``'gelsd'``) is a good choice. However, ``'gelsy'`` can be slightly
|
| 1330 |
+
faster on many problems. ``'gelss'`` was used historically. It is
|
| 1331 |
+
generally slow but uses less memory.
|
| 1332 |
+
|
| 1333 |
+
.. versionadded:: 0.17.0
|
| 1334 |
+
|
| 1335 |
+
Returns
|
| 1336 |
+
-------
|
| 1337 |
+
x : (N,) or (N, K) ndarray
|
| 1338 |
+
Least-squares solution.
|
| 1339 |
+
residues : (K,) ndarray or float
|
| 1340 |
+
Square of the 2-norm for each column in ``b - a x``, if ``M > N`` and
|
| 1341 |
+
``rank(A) == n`` (returns a scalar if ``b`` is 1-D). Otherwise a
|
| 1342 |
+
(0,)-shaped array is returned.
|
| 1343 |
+
rank : int
|
| 1344 |
+
Effective rank of `a`.
|
| 1345 |
+
s : (min(M, N),) ndarray or None
|
| 1346 |
+
Singular values of `a`. The condition number of ``a`` is
|
| 1347 |
+
``s[0] / s[-1]``.
|
| 1348 |
+
|
| 1349 |
+
Raises
|
| 1350 |
+
------
|
| 1351 |
+
LinAlgError
|
| 1352 |
+
If computation does not converge.
|
| 1353 |
+
|
| 1354 |
+
ValueError
|
| 1355 |
+
When parameters are not compatible.
|
| 1356 |
+
|
| 1357 |
+
See Also
|
| 1358 |
+
--------
|
| 1359 |
+
scipy.optimize.nnls : linear least squares with non-negativity constraint
|
| 1360 |
+
|
| 1361 |
+
Notes
|
| 1362 |
+
-----
|
| 1363 |
+
When ``'gelsy'`` is used as a driver, `residues` is set to a (0,)-shaped
|
| 1364 |
+
array and `s` is always ``None``.
|
| 1365 |
+
|
| 1366 |
+
Examples
|
| 1367 |
+
--------
|
| 1368 |
+
>>> import numpy as np
|
| 1369 |
+
>>> from scipy.linalg import lstsq
|
| 1370 |
+
>>> import matplotlib.pyplot as plt
|
| 1371 |
+
|
| 1372 |
+
Suppose we have the following data:
|
| 1373 |
+
|
| 1374 |
+
>>> x = np.array([1, 2.5, 3.5, 4, 5, 7, 8.5])
|
| 1375 |
+
>>> y = np.array([0.3, 1.1, 1.5, 2.0, 3.2, 6.6, 8.6])
|
| 1376 |
+
|
| 1377 |
+
We want to fit a quadratic polynomial of the form ``y = a + b*x**2``
|
| 1378 |
+
to this data. We first form the "design matrix" M, with a constant
|
| 1379 |
+
column of 1s and a column containing ``x**2``:
|
| 1380 |
+
|
| 1381 |
+
>>> M = x[:, np.newaxis]**[0, 2]
|
| 1382 |
+
>>> M
|
| 1383 |
+
array([[ 1. , 1. ],
|
| 1384 |
+
[ 1. , 6.25],
|
| 1385 |
+
[ 1. , 12.25],
|
| 1386 |
+
[ 1. , 16. ],
|
| 1387 |
+
[ 1. , 25. ],
|
| 1388 |
+
[ 1. , 49. ],
|
| 1389 |
+
[ 1. , 72.25]])
|
| 1390 |
+
|
| 1391 |
+
We want to find the least-squares solution to ``M.dot(p) = y``,
|
| 1392 |
+
where ``p`` is a vector with length 2 that holds the parameters
|
| 1393 |
+
``a`` and ``b``.
|
| 1394 |
+
|
| 1395 |
+
>>> p, res, rnk, s = lstsq(M, y)
|
| 1396 |
+
>>> p
|
| 1397 |
+
array([ 0.20925829, 0.12013861])
|
| 1398 |
+
|
| 1399 |
+
Plot the data and the fitted curve.
|
| 1400 |
+
|
| 1401 |
+
>>> plt.plot(x, y, 'o', label='data')
|
| 1402 |
+
>>> xx = np.linspace(0, 9, 101)
|
| 1403 |
+
>>> yy = p[0] + p[1]*xx**2
|
| 1404 |
+
>>> plt.plot(xx, yy, label='least squares fit, $y = a + bx^2$')
|
| 1405 |
+
>>> plt.xlabel('x')
|
| 1406 |
+
>>> plt.ylabel('y')
|
| 1407 |
+
>>> plt.legend(framealpha=1, shadow=True)
|
| 1408 |
+
>>> plt.grid(alpha=0.25)
|
| 1409 |
+
>>> plt.show()
|
| 1410 |
+
|
| 1411 |
+
"""
|
| 1412 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 1413 |
+
b1 = _asarray_validated(b, check_finite=check_finite)
|
| 1414 |
+
if len(a1.shape) != 2:
|
| 1415 |
+
raise ValueError('Input array a should be 2D')
|
| 1416 |
+
m, n = a1.shape
|
| 1417 |
+
if len(b1.shape) == 2:
|
| 1418 |
+
nrhs = b1.shape[1]
|
| 1419 |
+
else:
|
| 1420 |
+
nrhs = 1
|
| 1421 |
+
if m != b1.shape[0]:
|
| 1422 |
+
raise ValueError('Shape mismatch: a and b should have the same number'
|
| 1423 |
+
f' of rows ({m} != {b1.shape[0]}).')
|
| 1424 |
+
if m == 0 or n == 0: # Zero-sized problem, confuses LAPACK
|
| 1425 |
+
x = np.zeros((n,) + b1.shape[1:], dtype=np.common_type(a1, b1))
|
| 1426 |
+
if n == 0:
|
| 1427 |
+
residues = np.linalg.norm(b1, axis=0)**2
|
| 1428 |
+
else:
|
| 1429 |
+
residues = np.empty((0,))
|
| 1430 |
+
return x, residues, 0, np.empty((0,))
|
| 1431 |
+
|
| 1432 |
+
driver = lapack_driver
|
| 1433 |
+
if driver is None:
|
| 1434 |
+
driver = lstsq.default_lapack_driver
|
| 1435 |
+
if driver not in ('gelsd', 'gelsy', 'gelss'):
|
| 1436 |
+
raise ValueError(f'LAPACK driver "{driver}" is not found')
|
| 1437 |
+
|
| 1438 |
+
lapack_func, lapack_lwork = get_lapack_funcs((driver,
|
| 1439 |
+
f'{driver}_lwork'),
|
| 1440 |
+
(a1, b1))
|
| 1441 |
+
real_data = True if (lapack_func.dtype.kind == 'f') else False
|
| 1442 |
+
|
| 1443 |
+
if m < n:
|
| 1444 |
+
# need to extend b matrix as it will be filled with
|
| 1445 |
+
# a larger solution matrix
|
| 1446 |
+
if len(b1.shape) == 2:
|
| 1447 |
+
b2 = np.zeros((n, nrhs), dtype=lapack_func.dtype)
|
| 1448 |
+
b2[:m, :] = b1
|
| 1449 |
+
else:
|
| 1450 |
+
b2 = np.zeros(n, dtype=lapack_func.dtype)
|
| 1451 |
+
b2[:m] = b1
|
| 1452 |
+
b1 = b2
|
| 1453 |
+
|
| 1454 |
+
overwrite_a = overwrite_a or _datacopied(a1, a)
|
| 1455 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 1456 |
+
|
| 1457 |
+
if cond is None:
|
| 1458 |
+
cond = np.finfo(lapack_func.dtype).eps
|
| 1459 |
+
|
| 1460 |
+
if driver in ('gelss', 'gelsd'):
|
| 1461 |
+
if driver == 'gelss':
|
| 1462 |
+
lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
|
| 1463 |
+
v, x, s, rank, work, info = lapack_func(a1, b1, cond, lwork,
|
| 1464 |
+
overwrite_a=overwrite_a,
|
| 1465 |
+
overwrite_b=overwrite_b)
|
| 1466 |
+
|
| 1467 |
+
elif driver == 'gelsd':
|
| 1468 |
+
if real_data:
|
| 1469 |
+
lwork, iwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
|
| 1470 |
+
x, s, rank, info = lapack_func(a1, b1, lwork,
|
| 1471 |
+
iwork, cond, False, False)
|
| 1472 |
+
else: # complex data
|
| 1473 |
+
lwork, rwork, iwork = _compute_lwork(lapack_lwork, m, n,
|
| 1474 |
+
nrhs, cond)
|
| 1475 |
+
x, s, rank, info = lapack_func(a1, b1, lwork, rwork, iwork,
|
| 1476 |
+
cond, False, False)
|
| 1477 |
+
if info > 0:
|
| 1478 |
+
raise LinAlgError("SVD did not converge in Linear Least Squares")
|
| 1479 |
+
if info < 0:
|
| 1480 |
+
raise ValueError('illegal value in %d-th argument of internal %s'
|
| 1481 |
+
% (-info, lapack_driver))
|
| 1482 |
+
resids = np.asarray([], dtype=x.dtype)
|
| 1483 |
+
if m > n:
|
| 1484 |
+
x1 = x[:n]
|
| 1485 |
+
if rank == n:
|
| 1486 |
+
resids = np.sum(np.abs(x[n:])**2, axis=0)
|
| 1487 |
+
x = x1
|
| 1488 |
+
return x, resids, rank, s
|
| 1489 |
+
|
| 1490 |
+
elif driver == 'gelsy':
|
| 1491 |
+
lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
|
| 1492 |
+
jptv = np.zeros((a1.shape[1], 1), dtype=np.int32)
|
| 1493 |
+
v, x, j, rank, info = lapack_func(a1, b1, jptv, cond,
|
| 1494 |
+
lwork, False, False)
|
| 1495 |
+
if info < 0:
|
| 1496 |
+
raise ValueError("illegal value in %d-th argument of internal "
|
| 1497 |
+
"gelsy" % -info)
|
| 1498 |
+
if m > n:
|
| 1499 |
+
x1 = x[:n]
|
| 1500 |
+
x = x1
|
| 1501 |
+
return x, np.array([], x.dtype), rank, None
|
| 1502 |
+
|
| 1503 |
+
|
| 1504 |
+
lstsq.default_lapack_driver = 'gelsd'
|
| 1505 |
+
|
| 1506 |
+
|
| 1507 |
+
def pinv(a, *, atol=None, rtol=None, return_rank=False, check_finite=True):
|
| 1508 |
+
"""
|
| 1509 |
+
Compute the (Moore-Penrose) pseudo-inverse of a matrix.
|
| 1510 |
+
|
| 1511 |
+
Calculate a generalized inverse of a matrix using its
|
| 1512 |
+
singular-value decomposition ``U @ S @ V`` in the economy mode and picking
|
| 1513 |
+
up only the columns/rows that are associated with significant singular
|
| 1514 |
+
values.
|
| 1515 |
+
|
| 1516 |
+
If ``s`` is the maximum singular value of ``a``, then the
|
| 1517 |
+
significance cut-off value is determined by ``atol + rtol * s``. Any
|
| 1518 |
+
singular value below this value is assumed insignificant.
|
| 1519 |
+
|
| 1520 |
+
Parameters
|
| 1521 |
+
----------
|
| 1522 |
+
a : (M, N) array_like
|
| 1523 |
+
Matrix to be pseudo-inverted.
|
| 1524 |
+
atol : float, optional
|
| 1525 |
+
Absolute threshold term, default value is 0.
|
| 1526 |
+
|
| 1527 |
+
.. versionadded:: 1.7.0
|
| 1528 |
+
|
| 1529 |
+
rtol : float, optional
|
| 1530 |
+
Relative threshold term, default value is ``max(M, N) * eps`` where
|
| 1531 |
+
``eps`` is the machine precision value of the datatype of ``a``.
|
| 1532 |
+
|
| 1533 |
+
.. versionadded:: 1.7.0
|
| 1534 |
+
|
| 1535 |
+
return_rank : bool, optional
|
| 1536 |
+
If True, return the effective rank of the matrix.
|
| 1537 |
+
check_finite : bool, optional
|
| 1538 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1539 |
+
Disabling may give a performance gain, but may result in problems
|
| 1540 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1541 |
+
|
| 1542 |
+
Returns
|
| 1543 |
+
-------
|
| 1544 |
+
B : (N, M) ndarray
|
| 1545 |
+
The pseudo-inverse of matrix `a`.
|
| 1546 |
+
rank : int
|
| 1547 |
+
The effective rank of the matrix. Returned if `return_rank` is True.
|
| 1548 |
+
|
| 1549 |
+
Raises
|
| 1550 |
+
------
|
| 1551 |
+
LinAlgError
|
| 1552 |
+
If SVD computation does not converge.
|
| 1553 |
+
|
| 1554 |
+
See Also
|
| 1555 |
+
--------
|
| 1556 |
+
pinvh : Moore-Penrose pseudoinverse of a hermitian matrix.
|
| 1557 |
+
|
| 1558 |
+
Notes
|
| 1559 |
+
-----
|
| 1560 |
+
If ``A`` is invertible then the Moore-Penrose pseudoinverse is exactly
|
| 1561 |
+
the inverse of ``A`` [1]_. If ``A`` is not invertible then the
|
| 1562 |
+
Moore-Penrose pseudoinverse computes the ``x`` solution to ``Ax = b`` such
|
| 1563 |
+
that ``||Ax - b||`` is minimized [1]_.
|
| 1564 |
+
|
| 1565 |
+
References
|
| 1566 |
+
----------
|
| 1567 |
+
.. [1] Penrose, R. (1956). On best approximate solutions of linear matrix
|
| 1568 |
+
equations. Mathematical Proceedings of the Cambridge Philosophical
|
| 1569 |
+
Society, 52(1), 17-19. doi:10.1017/S0305004100030929
|
| 1570 |
+
|
| 1571 |
+
Examples
|
| 1572 |
+
--------
|
| 1573 |
+
|
| 1574 |
+
Given an ``m x n`` matrix ``A`` and an ``n x m`` matrix ``B`` the four
|
| 1575 |
+
Moore-Penrose conditions are:
|
| 1576 |
+
|
| 1577 |
+
1. ``ABA = A`` (``B`` is a generalized inverse of ``A``),
|
| 1578 |
+
2. ``BAB = B`` (``A`` is a generalized inverse of ``B``),
|
| 1579 |
+
3. ``(AB)* = AB`` (``AB`` is hermitian),
|
| 1580 |
+
4. ``(BA)* = BA`` (``BA`` is hermitian) [1]_.
|
| 1581 |
+
|
| 1582 |
+
Here, ``A*`` denotes the conjugate transpose. The Moore-Penrose
|
| 1583 |
+
pseudoinverse is a unique ``B`` that satisfies all four of these
|
| 1584 |
+
conditions and exists for any ``A``. Note that, unlike the standard
|
| 1585 |
+
matrix inverse, ``A`` does not have to be a square matrix or have
|
| 1586 |
+
linearly independent columns/rows.
|
| 1587 |
+
|
| 1588 |
+
As an example, we can calculate the Moore-Penrose pseudoinverse of a
|
| 1589 |
+
random non-square matrix and verify it satisfies the four conditions.
|
| 1590 |
+
|
| 1591 |
+
>>> import numpy as np
|
| 1592 |
+
>>> from scipy import linalg
|
| 1593 |
+
>>> rng = np.random.default_rng()
|
| 1594 |
+
>>> A = rng.standard_normal((9, 6))
|
| 1595 |
+
>>> B = linalg.pinv(A)
|
| 1596 |
+
>>> np.allclose(A @ B @ A, A) # Condition 1
|
| 1597 |
+
True
|
| 1598 |
+
>>> np.allclose(B @ A @ B, B) # Condition 2
|
| 1599 |
+
True
|
| 1600 |
+
>>> np.allclose((A @ B).conj().T, A @ B) # Condition 3
|
| 1601 |
+
True
|
| 1602 |
+
>>> np.allclose((B @ A).conj().T, B @ A) # Condition 4
|
| 1603 |
+
True
|
| 1604 |
+
|
| 1605 |
+
"""
|
| 1606 |
+
a = _asarray_validated(a, check_finite=check_finite)
|
| 1607 |
+
u, s, vh = _decomp_svd.svd(a, full_matrices=False, check_finite=False)
|
| 1608 |
+
t = u.dtype.char.lower()
|
| 1609 |
+
maxS = np.max(s, initial=0.)
|
| 1610 |
+
|
| 1611 |
+
atol = 0. if atol is None else atol
|
| 1612 |
+
rtol = max(a.shape) * np.finfo(t).eps if (rtol is None) else rtol
|
| 1613 |
+
|
| 1614 |
+
if (atol < 0.) or (rtol < 0.):
|
| 1615 |
+
raise ValueError("atol and rtol values must be positive.")
|
| 1616 |
+
|
| 1617 |
+
val = atol + maxS * rtol
|
| 1618 |
+
rank = np.sum(s > val)
|
| 1619 |
+
|
| 1620 |
+
u = u[:, :rank]
|
| 1621 |
+
u /= s[:rank]
|
| 1622 |
+
B = (u @ vh[:rank]).conj().T
|
| 1623 |
+
|
| 1624 |
+
if return_rank:
|
| 1625 |
+
return B, rank
|
| 1626 |
+
else:
|
| 1627 |
+
return B
|
| 1628 |
+
|
| 1629 |
+
|
| 1630 |
+
def pinvh(a, atol=None, rtol=None, lower=True, return_rank=False,
|
| 1631 |
+
check_finite=True):
|
| 1632 |
+
"""
|
| 1633 |
+
Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix.
|
| 1634 |
+
|
| 1635 |
+
Calculate a generalized inverse of a complex Hermitian/real symmetric
|
| 1636 |
+
matrix using its eigenvalue decomposition and including all eigenvalues
|
| 1637 |
+
with 'large' absolute value.
|
| 1638 |
+
|
| 1639 |
+
Parameters
|
| 1640 |
+
----------
|
| 1641 |
+
a : (N, N) array_like
|
| 1642 |
+
Real symmetric or complex hermetian matrix to be pseudo-inverted
|
| 1643 |
+
|
| 1644 |
+
atol : float, optional
|
| 1645 |
+
Absolute threshold term, default value is 0.
|
| 1646 |
+
|
| 1647 |
+
.. versionadded:: 1.7.0
|
| 1648 |
+
|
| 1649 |
+
rtol : float, optional
|
| 1650 |
+
Relative threshold term, default value is ``N * eps`` where
|
| 1651 |
+
``eps`` is the machine precision value of the datatype of ``a``.
|
| 1652 |
+
|
| 1653 |
+
.. versionadded:: 1.7.0
|
| 1654 |
+
|
| 1655 |
+
lower : bool, optional
|
| 1656 |
+
Whether the pertinent array data is taken from the lower or upper
|
| 1657 |
+
triangle of `a`. (Default: lower)
|
| 1658 |
+
return_rank : bool, optional
|
| 1659 |
+
If True, return the effective rank of the matrix.
|
| 1660 |
+
check_finite : bool, optional
|
| 1661 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1662 |
+
Disabling may give a performance gain, but may result in problems
|
| 1663 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1664 |
+
|
| 1665 |
+
Returns
|
| 1666 |
+
-------
|
| 1667 |
+
B : (N, N) ndarray
|
| 1668 |
+
The pseudo-inverse of matrix `a`.
|
| 1669 |
+
rank : int
|
| 1670 |
+
The effective rank of the matrix. Returned if `return_rank` is True.
|
| 1671 |
+
|
| 1672 |
+
Raises
|
| 1673 |
+
------
|
| 1674 |
+
LinAlgError
|
| 1675 |
+
If eigenvalue algorithm does not converge.
|
| 1676 |
+
|
| 1677 |
+
See Also
|
| 1678 |
+
--------
|
| 1679 |
+
pinv : Moore-Penrose pseudoinverse of a matrix.
|
| 1680 |
+
|
| 1681 |
+
Examples
|
| 1682 |
+
--------
|
| 1683 |
+
|
| 1684 |
+
For a more detailed example see `pinv`.
|
| 1685 |
+
|
| 1686 |
+
>>> import numpy as np
|
| 1687 |
+
>>> from scipy.linalg import pinvh
|
| 1688 |
+
>>> rng = np.random.default_rng()
|
| 1689 |
+
>>> a = rng.standard_normal((9, 6))
|
| 1690 |
+
>>> a = np.dot(a, a.T)
|
| 1691 |
+
>>> B = pinvh(a)
|
| 1692 |
+
>>> np.allclose(a, a @ B @ a)
|
| 1693 |
+
True
|
| 1694 |
+
>>> np.allclose(B, B @ a @ B)
|
| 1695 |
+
True
|
| 1696 |
+
|
| 1697 |
+
"""
|
| 1698 |
+
a = _asarray_validated(a, check_finite=check_finite)
|
| 1699 |
+
s, u = _decomp.eigh(a, lower=lower, check_finite=False, driver='ev')
|
| 1700 |
+
t = u.dtype.char.lower()
|
| 1701 |
+
maxS = np.max(np.abs(s), initial=0.)
|
| 1702 |
+
|
| 1703 |
+
atol = 0. if atol is None else atol
|
| 1704 |
+
rtol = max(a.shape) * np.finfo(t).eps if (rtol is None) else rtol
|
| 1705 |
+
|
| 1706 |
+
if (atol < 0.) or (rtol < 0.):
|
| 1707 |
+
raise ValueError("atol and rtol values must be positive.")
|
| 1708 |
+
|
| 1709 |
+
val = atol + maxS * rtol
|
| 1710 |
+
above_cutoff = (abs(s) > val)
|
| 1711 |
+
|
| 1712 |
+
psigma_diag = 1.0 / s[above_cutoff]
|
| 1713 |
+
u = u[:, above_cutoff]
|
| 1714 |
+
|
| 1715 |
+
B = (u * psigma_diag) @ u.conj().T
|
| 1716 |
+
|
| 1717 |
+
if return_rank:
|
| 1718 |
+
return B, len(psigma_diag)
|
| 1719 |
+
else:
|
| 1720 |
+
return B
|
| 1721 |
+
|
| 1722 |
+
|
| 1723 |
+
def matrix_balance(A, permute=True, scale=True, separate=False,
|
| 1724 |
+
overwrite_a=False):
|
| 1725 |
+
"""
|
| 1726 |
+
Compute a diagonal similarity transformation for row/column balancing.
|
| 1727 |
+
|
| 1728 |
+
The balancing tries to equalize the row and column 1-norms by applying
|
| 1729 |
+
a similarity transformation such that the magnitude variation of the
|
| 1730 |
+
matrix entries is reflected to the scaling matrices.
|
| 1731 |
+
|
| 1732 |
+
Moreover, if enabled, the matrix is first permuted to isolate the upper
|
| 1733 |
+
triangular parts of the matrix and, again if scaling is also enabled,
|
| 1734 |
+
only the remaining subblocks are subjected to scaling.
|
| 1735 |
+
|
| 1736 |
+
The balanced matrix satisfies the following equality
|
| 1737 |
+
|
| 1738 |
+
.. math::
|
| 1739 |
+
|
| 1740 |
+
B = T^{-1} A T
|
| 1741 |
+
|
| 1742 |
+
The scaling coefficients are approximated to the nearest power of 2
|
| 1743 |
+
to avoid round-off errors.
|
| 1744 |
+
|
| 1745 |
+
Parameters
|
| 1746 |
+
----------
|
| 1747 |
+
A : (n, n) array_like
|
| 1748 |
+
Square data matrix for the balancing.
|
| 1749 |
+
permute : bool, optional
|
| 1750 |
+
The selector to define whether permutation of A is also performed
|
| 1751 |
+
prior to scaling.
|
| 1752 |
+
scale : bool, optional
|
| 1753 |
+
The selector to turn on and off the scaling. If False, the matrix
|
| 1754 |
+
will not be scaled.
|
| 1755 |
+
separate : bool, optional
|
| 1756 |
+
This switches from returning a full matrix of the transformation
|
| 1757 |
+
to a tuple of two separate 1-D permutation and scaling arrays.
|
| 1758 |
+
overwrite_a : bool, optional
|
| 1759 |
+
This is passed to xGEBAL directly. Essentially, overwrites the result
|
| 1760 |
+
to the data. It might increase the space efficiency. See LAPACK manual
|
| 1761 |
+
for details. This is False by default.
|
| 1762 |
+
|
| 1763 |
+
Returns
|
| 1764 |
+
-------
|
| 1765 |
+
B : (n, n) ndarray
|
| 1766 |
+
Balanced matrix
|
| 1767 |
+
T : (n, n) ndarray
|
| 1768 |
+
A possibly permuted diagonal matrix whose nonzero entries are
|
| 1769 |
+
integer powers of 2 to avoid numerical truncation errors.
|
| 1770 |
+
scale, perm : (n,) ndarray
|
| 1771 |
+
If ``separate`` keyword is set to True then instead of the array
|
| 1772 |
+
``T`` above, the scaling and the permutation vectors are given
|
| 1773 |
+
separately as a tuple without allocating the full array ``T``.
|
| 1774 |
+
|
| 1775 |
+
Notes
|
| 1776 |
+
-----
|
| 1777 |
+
This algorithm is particularly useful for eigenvalue and matrix
|
| 1778 |
+
decompositions and in many cases it is already called by various
|
| 1779 |
+
LAPACK routines.
|
| 1780 |
+
|
| 1781 |
+
The algorithm is based on the well-known technique of [1]_ and has
|
| 1782 |
+
been modified to account for special cases. See [2]_ for details
|
| 1783 |
+
which have been implemented since LAPACK v3.5.0. Before this version
|
| 1784 |
+
there are corner cases where balancing can actually worsen the
|
| 1785 |
+
conditioning. See [3]_ for such examples.
|
| 1786 |
+
|
| 1787 |
+
The code is a wrapper around LAPACK's xGEBAL routine family for matrix
|
| 1788 |
+
balancing.
|
| 1789 |
+
|
| 1790 |
+
.. versionadded:: 0.19.0
|
| 1791 |
+
|
| 1792 |
+
References
|
| 1793 |
+
----------
|
| 1794 |
+
.. [1] B.N. Parlett and C. Reinsch, "Balancing a Matrix for
|
| 1795 |
+
Calculation of Eigenvalues and Eigenvectors", Numerische Mathematik,
|
| 1796 |
+
Vol.13(4), 1969, :doi:`10.1007/BF02165404`
|
| 1797 |
+
.. [2] R. James, J. Langou, B.R. Lowery, "On matrix balancing and
|
| 1798 |
+
eigenvector computation", 2014, :arxiv:`1401.5766`
|
| 1799 |
+
.. [3] D.S. Watkins. A case where balancing is harmful.
|
| 1800 |
+
Electron. Trans. Numer. Anal, Vol.23, 2006.
|
| 1801 |
+
|
| 1802 |
+
Examples
|
| 1803 |
+
--------
|
| 1804 |
+
>>> import numpy as np
|
| 1805 |
+
>>> from scipy import linalg
|
| 1806 |
+
>>> x = np.array([[1,2,0], [9,1,0.01], [1,2,10*np.pi]])
|
| 1807 |
+
|
| 1808 |
+
>>> y, permscale = linalg.matrix_balance(x)
|
| 1809 |
+
>>> np.abs(x).sum(axis=0) / np.abs(x).sum(axis=1)
|
| 1810 |
+
array([ 3.66666667, 0.4995005 , 0.91312162])
|
| 1811 |
+
|
| 1812 |
+
>>> np.abs(y).sum(axis=0) / np.abs(y).sum(axis=1)
|
| 1813 |
+
array([ 1.2 , 1.27041742, 0.92658316]) # may vary
|
| 1814 |
+
|
| 1815 |
+
>>> permscale # only powers of 2 (0.5 == 2^(-1))
|
| 1816 |
+
array([[ 0.5, 0. , 0. ], # may vary
|
| 1817 |
+
[ 0. , 1. , 0. ],
|
| 1818 |
+
[ 0. , 0. , 1. ]])
|
| 1819 |
+
|
| 1820 |
+
"""
|
| 1821 |
+
|
| 1822 |
+
A = np.atleast_2d(_asarray_validated(A, check_finite=True))
|
| 1823 |
+
|
| 1824 |
+
if not np.equal(*A.shape):
|
| 1825 |
+
raise ValueError('The data matrix for balancing should be square.')
|
| 1826 |
+
|
| 1827 |
+
# accommodate empty arrays
|
| 1828 |
+
if A.size == 0:
|
| 1829 |
+
b_n, t_n = matrix_balance(np.eye(2, dtype=A.dtype))
|
| 1830 |
+
B = np.empty_like(A, dtype=b_n.dtype)
|
| 1831 |
+
if separate:
|
| 1832 |
+
scaling = np.ones_like(A, shape=len(A))
|
| 1833 |
+
perm = np.arange(len(A))
|
| 1834 |
+
return B, (scaling, perm)
|
| 1835 |
+
return B, np.empty_like(A, dtype=t_n.dtype)
|
| 1836 |
+
|
| 1837 |
+
gebal = get_lapack_funcs(('gebal'), (A,))
|
| 1838 |
+
B, lo, hi, ps, info = gebal(A, scale=scale, permute=permute,
|
| 1839 |
+
overwrite_a=overwrite_a)
|
| 1840 |
+
|
| 1841 |
+
if info < 0:
|
| 1842 |
+
raise ValueError('xGEBAL exited with the internal error '
|
| 1843 |
+
f'"illegal value in argument number {-info}.". See '
|
| 1844 |
+
'LAPACK documentation for the xGEBAL error codes.')
|
| 1845 |
+
|
| 1846 |
+
# Separate the permutations from the scalings and then convert to int
|
| 1847 |
+
scaling = np.ones_like(ps, dtype=float)
|
| 1848 |
+
scaling[lo:hi+1] = ps[lo:hi+1]
|
| 1849 |
+
|
| 1850 |
+
# gebal uses 1-indexing
|
| 1851 |
+
ps = ps.astype(int, copy=False) - 1
|
| 1852 |
+
n = A.shape[0]
|
| 1853 |
+
perm = np.arange(n)
|
| 1854 |
+
|
| 1855 |
+
# LAPACK permutes with the ordering n --> hi, then 0--> lo
|
| 1856 |
+
if hi < n:
|
| 1857 |
+
for ind, x in enumerate(ps[hi+1:][::-1], 1):
|
| 1858 |
+
if n-ind == x:
|
| 1859 |
+
continue
|
| 1860 |
+
perm[[x, n-ind]] = perm[[n-ind, x]]
|
| 1861 |
+
|
| 1862 |
+
if lo > 0:
|
| 1863 |
+
for ind, x in enumerate(ps[:lo]):
|
| 1864 |
+
if ind == x:
|
| 1865 |
+
continue
|
| 1866 |
+
perm[[x, ind]] = perm[[ind, x]]
|
| 1867 |
+
|
| 1868 |
+
if separate:
|
| 1869 |
+
return B, (scaling, perm)
|
| 1870 |
+
|
| 1871 |
+
# get the inverse permutation
|
| 1872 |
+
iperm = np.empty_like(perm)
|
| 1873 |
+
iperm[perm] = np.arange(n)
|
| 1874 |
+
|
| 1875 |
+
return B, np.diag(scaling)[iperm, :]
|
| 1876 |
+
|
| 1877 |
+
|
| 1878 |
+
def _validate_args_for_toeplitz_ops(c_or_cr, b, check_finite, keep_b_shape,
|
| 1879 |
+
enforce_square=True):
|
| 1880 |
+
"""Validate arguments and format inputs for toeplitz functions
|
| 1881 |
+
|
| 1882 |
+
Parameters
|
| 1883 |
+
----------
|
| 1884 |
+
c_or_cr : array_like or tuple of (array_like, array_like)
|
| 1885 |
+
The vector ``c``, or a tuple of arrays (``c``, ``r``). Whatever the
|
| 1886 |
+
actual shape of ``c``, it will be converted to a 1-D array. If not
|
| 1887 |
+
supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
|
| 1888 |
+
real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
|
| 1889 |
+
of the Toeplitz matrix is ``[c[0], r[1:]]``. Whatever the actual shape
|
| 1890 |
+
of ``r``, it will be converted to a 1-D array.
|
| 1891 |
+
b : (M,) or (M, K) array_like
|
| 1892 |
+
Right-hand side in ``T x = b``.
|
| 1893 |
+
check_finite : bool
|
| 1894 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 1895 |
+
Disabling may give a performance gain, but may result in problems
|
| 1896 |
+
(result entirely NaNs) if the inputs do contain infinities or NaNs.
|
| 1897 |
+
keep_b_shape : bool
|
| 1898 |
+
Whether to convert a (M,) dimensional b into a (M, 1) dimensional
|
| 1899 |
+
matrix.
|
| 1900 |
+
enforce_square : bool, optional
|
| 1901 |
+
If True (default), this verifies that the Toeplitz matrix is square.
|
| 1902 |
+
|
| 1903 |
+
Returns
|
| 1904 |
+
-------
|
| 1905 |
+
r : array
|
| 1906 |
+
1d array corresponding to the first row of the Toeplitz matrix.
|
| 1907 |
+
c: array
|
| 1908 |
+
1d array corresponding to the first column of the Toeplitz matrix.
|
| 1909 |
+
b: array
|
| 1910 |
+
(M,), (M, 1) or (M, K) dimensional array, post validation,
|
| 1911 |
+
corresponding to ``b``.
|
| 1912 |
+
dtype: numpy datatype
|
| 1913 |
+
``dtype`` stores the datatype of ``r``, ``c`` and ``b``. If any of
|
| 1914 |
+
``r``, ``c`` or ``b`` are complex, ``dtype`` is ``np.complex128``,
|
| 1915 |
+
otherwise, it is ``np.float``.
|
| 1916 |
+
b_shape: tuple
|
| 1917 |
+
Shape of ``b`` after passing it through ``_asarray_validated``.
|
| 1918 |
+
|
| 1919 |
+
"""
|
| 1920 |
+
|
| 1921 |
+
if isinstance(c_or_cr, tuple):
|
| 1922 |
+
c, r = c_or_cr
|
| 1923 |
+
c = _asarray_validated(c, check_finite=check_finite)
|
| 1924 |
+
r = _asarray_validated(r, check_finite=check_finite)
|
| 1925 |
+
else:
|
| 1926 |
+
c = _asarray_validated(c_or_cr, check_finite=check_finite)
|
| 1927 |
+
r = c.conjugate()
|
| 1928 |
+
|
| 1929 |
+
if c.ndim > 1 or r.ndim > 1:
|
| 1930 |
+
msg = ("Beginning in SciPy 1.17, multidimensional input will be treated as a "
|
| 1931 |
+
"batch, not `ravel`ed. To preserve the existing behavior and silence "
|
| 1932 |
+
"this warning, `ravel` arguments before passing them to "
|
| 1933 |
+
"`toeplitz`, `matmul_toeplitz`, and `solve_toeplitz`.")
|
| 1934 |
+
warnings.warn(msg, FutureWarning, stacklevel=2)
|
| 1935 |
+
c = c.ravel()
|
| 1936 |
+
r = r.ravel()
|
| 1937 |
+
|
| 1938 |
+
if b is None:
|
| 1939 |
+
raise ValueError('`b` must be an array, not None.')
|
| 1940 |
+
|
| 1941 |
+
b = _asarray_validated(b, check_finite=check_finite)
|
| 1942 |
+
b_shape = b.shape
|
| 1943 |
+
|
| 1944 |
+
is_not_square = r.shape[0] != c.shape[0]
|
| 1945 |
+
if (enforce_square and is_not_square) or b.shape[0] != r.shape[0]:
|
| 1946 |
+
raise ValueError('Incompatible dimensions.')
|
| 1947 |
+
|
| 1948 |
+
is_cmplx = np.iscomplexobj(r) or np.iscomplexobj(c) or np.iscomplexobj(b)
|
| 1949 |
+
dtype = np.complex128 if is_cmplx else np.float64
|
| 1950 |
+
r, c, b = (np.asarray(i, dtype=dtype) for i in (r, c, b))
|
| 1951 |
+
|
| 1952 |
+
if b.ndim == 1 and not keep_b_shape:
|
| 1953 |
+
b = b.reshape(-1, 1)
|
| 1954 |
+
elif b.ndim != 1:
|
| 1955 |
+
b = b.reshape(b.shape[0], -1 if b.size > 0 else 0)
|
| 1956 |
+
|
| 1957 |
+
return r, c, b, dtype, b_shape
|
| 1958 |
+
|
| 1959 |
+
|
| 1960 |
+
def matmul_toeplitz(c_or_cr, x, check_finite=False, workers=None):
|
| 1961 |
+
r"""Efficient Toeplitz Matrix-Matrix Multiplication using FFT
|
| 1962 |
+
|
| 1963 |
+
This function returns the matrix multiplication between a Toeplitz
|
| 1964 |
+
matrix and a dense matrix.
|
| 1965 |
+
|
| 1966 |
+
The Toeplitz matrix has constant diagonals, with c as its first column
|
| 1967 |
+
and r as its first row. If r is not given, ``r == conjugate(c)`` is
|
| 1968 |
+
assumed.
|
| 1969 |
+
|
| 1970 |
+
.. warning::
|
| 1971 |
+
|
| 1972 |
+
Beginning in SciPy 1.17, multidimensional input will be treated as a batch,
|
| 1973 |
+
not ``ravel``\ ed. To preserve the existing behavior, ``ravel`` arguments
|
| 1974 |
+
before passing them to `matmul_toeplitz`.
|
| 1975 |
+
|
| 1976 |
+
Parameters
|
| 1977 |
+
----------
|
| 1978 |
+
c_or_cr : array_like or tuple of (array_like, array_like)
|
| 1979 |
+
The vector ``c``, or a tuple of arrays (``c``, ``r``). If not
|
| 1980 |
+
supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
|
| 1981 |
+
real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
|
| 1982 |
+
of the Toeplitz matrix is ``[c[0], r[1:]]``.
|
| 1983 |
+
x : (M,) or (M, K) array_like
|
| 1984 |
+
Matrix with which to multiply.
|
| 1985 |
+
check_finite : bool, optional
|
| 1986 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 1987 |
+
Disabling may give a performance gain, but may result in problems
|
| 1988 |
+
(result entirely NaNs) if the inputs do contain infinities or NaNs.
|
| 1989 |
+
workers : int, optional
|
| 1990 |
+
To pass to scipy.fft.fft and ifft. Maximum number of workers to use
|
| 1991 |
+
for parallel computation. If negative, the value wraps around from
|
| 1992 |
+
``os.cpu_count()``. See scipy.fft.fft for more details.
|
| 1993 |
+
|
| 1994 |
+
Returns
|
| 1995 |
+
-------
|
| 1996 |
+
T @ x : (M,) or (M, K) ndarray
|
| 1997 |
+
The result of the matrix multiplication ``T @ x``. Shape of return
|
| 1998 |
+
matches shape of `x`.
|
| 1999 |
+
|
| 2000 |
+
See Also
|
| 2001 |
+
--------
|
| 2002 |
+
toeplitz : Toeplitz matrix
|
| 2003 |
+
solve_toeplitz : Solve a Toeplitz system using Levinson Recursion
|
| 2004 |
+
|
| 2005 |
+
Notes
|
| 2006 |
+
-----
|
| 2007 |
+
The Toeplitz matrix is embedded in a circulant matrix and the FFT is used
|
| 2008 |
+
to efficiently calculate the matrix-matrix product.
|
| 2009 |
+
|
| 2010 |
+
Because the computation is based on the FFT, integer inputs will
|
| 2011 |
+
result in floating point outputs. This is unlike NumPy's `matmul`,
|
| 2012 |
+
which preserves the data type of the input.
|
| 2013 |
+
|
| 2014 |
+
This is partly based on the implementation that can be found in [1]_,
|
| 2015 |
+
licensed under the MIT license. More information about the method can be
|
| 2016 |
+
found in reference [2]_. References [3]_ and [4]_ have more reference
|
| 2017 |
+
implementations in Python.
|
| 2018 |
+
|
| 2019 |
+
.. versionadded:: 1.6.0
|
| 2020 |
+
|
| 2021 |
+
References
|
| 2022 |
+
----------
|
| 2023 |
+
.. [1] Jacob R Gardner, Geoff Pleiss, David Bindel, Kilian
|
| 2024 |
+
Q Weinberger, Andrew Gordon Wilson, "GPyTorch: Blackbox Matrix-Matrix
|
| 2025 |
+
Gaussian Process Inference with GPU Acceleration" with contributions
|
| 2026 |
+
from Max Balandat and Ruihan Wu. Available online:
|
| 2027 |
+
https://github.com/cornellius-gp/gpytorch
|
| 2028 |
+
|
| 2029 |
+
.. [2] J. Demmel, P. Koev, and X. Li, "A Brief Survey of Direct Linear
|
| 2030 |
+
Solvers". In Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der
|
| 2031 |
+
Vorst, editors. Templates for the Solution of Algebraic Eigenvalue
|
| 2032 |
+
Problems: A Practical Guide. SIAM, Philadelphia, 2000. Available at:
|
| 2033 |
+
http://www.netlib.org/utk/people/JackDongarra/etemplates/node384.html
|
| 2034 |
+
|
| 2035 |
+
.. [3] R. Scheibler, E. Bezzam, I. Dokmanic, Pyroomacoustics: A Python
|
| 2036 |
+
package for audio room simulations and array processing algorithms,
|
| 2037 |
+
Proc. IEEE ICASSP, Calgary, CA, 2018.
|
| 2038 |
+
https://github.com/LCAV/pyroomacoustics/blob/pypi-release/
|
| 2039 |
+
pyroomacoustics/adaptive/util.py
|
| 2040 |
+
|
| 2041 |
+
.. [4] Marano S, Edwards B, Ferrari G and Fah D (2017), "Fitting
|
| 2042 |
+
Earthquake Spectra: Colored Noise and Incomplete Data", Bulletin of
|
| 2043 |
+
the Seismological Society of America., January, 2017. Vol. 107(1),
|
| 2044 |
+
pp. 276-291.
|
| 2045 |
+
|
| 2046 |
+
Examples
|
| 2047 |
+
--------
|
| 2048 |
+
Multiply the Toeplitz matrix T with matrix x::
|
| 2049 |
+
|
| 2050 |
+
[ 1 -1 -2 -3] [1 10]
|
| 2051 |
+
T = [ 3 1 -1 -2] x = [2 11]
|
| 2052 |
+
[ 6 3 1 -1] [2 11]
|
| 2053 |
+
[10 6 3 1] [5 19]
|
| 2054 |
+
|
| 2055 |
+
To specify the Toeplitz matrix, only the first column and the first
|
| 2056 |
+
row are needed.
|
| 2057 |
+
|
| 2058 |
+
>>> import numpy as np
|
| 2059 |
+
>>> c = np.array([1, 3, 6, 10]) # First column of T
|
| 2060 |
+
>>> r = np.array([1, -1, -2, -3]) # First row of T
|
| 2061 |
+
>>> x = np.array([[1, 10], [2, 11], [2, 11], [5, 19]])
|
| 2062 |
+
|
| 2063 |
+
>>> from scipy.linalg import toeplitz, matmul_toeplitz
|
| 2064 |
+
>>> matmul_toeplitz((c, r), x)
|
| 2065 |
+
array([[-20., -80.],
|
| 2066 |
+
[ -7., -8.],
|
| 2067 |
+
[ 9., 85.],
|
| 2068 |
+
[ 33., 218.]])
|
| 2069 |
+
|
| 2070 |
+
Check the result by creating the full Toeplitz matrix and
|
| 2071 |
+
multiplying it by ``x``.
|
| 2072 |
+
|
| 2073 |
+
>>> toeplitz(c, r) @ x
|
| 2074 |
+
array([[-20, -80],
|
| 2075 |
+
[ -7, -8],
|
| 2076 |
+
[ 9, 85],
|
| 2077 |
+
[ 33, 218]])
|
| 2078 |
+
|
| 2079 |
+
The full matrix is never formed explicitly, so this routine
|
| 2080 |
+
is suitable for very large Toeplitz matrices.
|
| 2081 |
+
|
| 2082 |
+
>>> n = 1000000
|
| 2083 |
+
>>> matmul_toeplitz([1] + [0]*(n-1), np.ones(n))
|
| 2084 |
+
array([1., 1., 1., ..., 1., 1., 1.], shape=(1000000,))
|
| 2085 |
+
|
| 2086 |
+
"""
|
| 2087 |
+
|
| 2088 |
+
from ..fft import fft, ifft, rfft, irfft
|
| 2089 |
+
|
| 2090 |
+
r, c, x, dtype, x_shape = _validate_args_for_toeplitz_ops(
|
| 2091 |
+
c_or_cr, x, check_finite, keep_b_shape=False, enforce_square=False)
|
| 2092 |
+
n, m = x.shape
|
| 2093 |
+
|
| 2094 |
+
T_nrows = len(c)
|
| 2095 |
+
T_ncols = len(r)
|
| 2096 |
+
p = T_nrows + T_ncols - 1 # equivalent to len(embedded_col)
|
| 2097 |
+
return_shape = (T_nrows,) if len(x_shape) == 1 else (T_nrows, m)
|
| 2098 |
+
|
| 2099 |
+
# accommodate empty arrays
|
| 2100 |
+
if x.size == 0:
|
| 2101 |
+
return np.empty_like(x, shape=return_shape)
|
| 2102 |
+
|
| 2103 |
+
embedded_col = np.concatenate((c, r[-1:0:-1]))
|
| 2104 |
+
|
| 2105 |
+
if np.iscomplexobj(embedded_col) or np.iscomplexobj(x):
|
| 2106 |
+
fft_mat = fft(embedded_col, axis=0, workers=workers).reshape(-1, 1)
|
| 2107 |
+
fft_x = fft(x, n=p, axis=0, workers=workers)
|
| 2108 |
+
|
| 2109 |
+
mat_times_x = ifft(fft_mat*fft_x, axis=0,
|
| 2110 |
+
workers=workers)[:T_nrows, :]
|
| 2111 |
+
else:
|
| 2112 |
+
# Real inputs; using rfft is faster
|
| 2113 |
+
fft_mat = rfft(embedded_col, axis=0, workers=workers).reshape(-1, 1)
|
| 2114 |
+
fft_x = rfft(x, n=p, axis=0, workers=workers)
|
| 2115 |
+
|
| 2116 |
+
mat_times_x = irfft(fft_mat*fft_x, axis=0,
|
| 2117 |
+
workers=workers, n=p)[:T_nrows, :]
|
| 2118 |
+
|
| 2119 |
+
return mat_times_x.reshape(*return_shape)
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_blas_subroutines.h
ADDED
|
@@ -0,0 +1,164 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
/*
|
| 2 |
+
This file was generated by _generate_pyx.py.
|
| 3 |
+
Do not edit this file directly.
|
| 4 |
+
*/
|
| 5 |
+
|
| 6 |
+
#include "npy_cblas.h"
|
| 7 |
+
#include "fortran_defs.h"
|
| 8 |
+
|
| 9 |
+
#ifdef __cplusplus
|
| 10 |
+
extern "C" {
|
| 11 |
+
#endif
|
| 12 |
+
|
| 13 |
+
void BLAS_FUNC(caxpy)(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
|
| 14 |
+
void BLAS_FUNC(ccopy)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
|
| 15 |
+
void F_FUNC(cdotcwrp,CDOTCWRP)(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
|
| 16 |
+
void F_FUNC(cdotuwrp,CDOTUWRP)(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
|
| 17 |
+
void BLAS_FUNC(cgbmv)(char *trans, int *m, int *n, int *kl, int *ku, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
|
| 18 |
+
void BLAS_FUNC(cgemm)(char *transa, char *transb, int *m, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
|
| 19 |
+
void BLAS_FUNC(cgemv)(char *trans, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
|
| 20 |
+
void BLAS_FUNC(cgerc)(int *m, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
|
| 21 |
+
void BLAS_FUNC(cgeru)(int *m, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
|
| 22 |
+
void BLAS_FUNC(chbmv)(char *uplo, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
|
| 23 |
+
void BLAS_FUNC(chemm)(char *side, char *uplo, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
|
| 24 |
+
void BLAS_FUNC(chemv)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
|
| 25 |
+
void BLAS_FUNC(cher)(char *uplo, int *n, float *alpha, npy_complex64 *x, int *incx, npy_complex64 *a, int *lda);
|
| 26 |
+
void BLAS_FUNC(cher2)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
|
| 27 |
+
void BLAS_FUNC(cher2k)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, float *beta, npy_complex64 *c, int *ldc);
|
| 28 |
+
void BLAS_FUNC(cherk)(char *uplo, char *trans, int *n, int *k, float *alpha, npy_complex64 *a, int *lda, float *beta, npy_complex64 *c, int *ldc);
|
| 29 |
+
void BLAS_FUNC(chpmv)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *ap, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
|
| 30 |
+
void BLAS_FUNC(chpr)(char *uplo, int *n, float *alpha, npy_complex64 *x, int *incx, npy_complex64 *ap);
|
| 31 |
+
void BLAS_FUNC(chpr2)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *ap);
|
| 32 |
+
void BLAS_FUNC(crotg)(npy_complex64 *ca, npy_complex64 *cb, float *c, npy_complex64 *s);
|
| 33 |
+
void BLAS_FUNC(cscal)(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx);
|
| 34 |
+
void BLAS_FUNC(csrot)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy, float *c, float *s);
|
| 35 |
+
void BLAS_FUNC(csscal)(int *n, float *sa, npy_complex64 *cx, int *incx);
|
| 36 |
+
void BLAS_FUNC(cswap)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
|
| 37 |
+
void BLAS_FUNC(csymm)(char *side, char *uplo, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
|
| 38 |
+
void BLAS_FUNC(csyr2k)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
|
| 39 |
+
void BLAS_FUNC(csyrk)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *beta, npy_complex64 *c, int *ldc);
|
| 40 |
+
void BLAS_FUNC(ctbmv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
|
| 41 |
+
void BLAS_FUNC(ctbsv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
|
| 42 |
+
void BLAS_FUNC(ctpmv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx);
|
| 43 |
+
void BLAS_FUNC(ctpsv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx);
|
| 44 |
+
void BLAS_FUNC(ctrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb);
|
| 45 |
+
void BLAS_FUNC(ctrmv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
|
| 46 |
+
void BLAS_FUNC(ctrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb);
|
| 47 |
+
void BLAS_FUNC(ctrsv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
|
| 48 |
+
double BLAS_FUNC(dasum)(int *n, double *dx, int *incx);
|
| 49 |
+
void BLAS_FUNC(daxpy)(int *n, double *da, double *dx, int *incx, double *dy, int *incy);
|
| 50 |
+
double BLAS_FUNC(dcabs1)(npy_complex128 *z);
|
| 51 |
+
void BLAS_FUNC(dcopy)(int *n, double *dx, int *incx, double *dy, int *incy);
|
| 52 |
+
double BLAS_FUNC(ddot)(int *n, double *dx, int *incx, double *dy, int *incy);
|
| 53 |
+
void BLAS_FUNC(dgbmv)(char *trans, int *m, int *n, int *kl, int *ku, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
|
| 54 |
+
void BLAS_FUNC(dgemm)(char *transa, char *transb, int *m, int *n, int *k, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
|
| 55 |
+
void BLAS_FUNC(dgemv)(char *trans, int *m, int *n, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
|
| 56 |
+
void BLAS_FUNC(dger)(int *m, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *a, int *lda);
|
| 57 |
+
double BLAS_FUNC(dnrm2)(int *n, double *x, int *incx);
|
| 58 |
+
void BLAS_FUNC(drot)(int *n, double *dx, int *incx, double *dy, int *incy, double *c, double *s);
|
| 59 |
+
void BLAS_FUNC(drotg)(double *da, double *db, double *c, double *s);
|
| 60 |
+
void BLAS_FUNC(drotm)(int *n, double *dx, int *incx, double *dy, int *incy, double *dparam);
|
| 61 |
+
void BLAS_FUNC(drotmg)(double *dd1, double *dd2, double *dx1, double *dy1, double *dparam);
|
| 62 |
+
void BLAS_FUNC(dsbmv)(char *uplo, int *n, int *k, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
|
| 63 |
+
void BLAS_FUNC(dscal)(int *n, double *da, double *dx, int *incx);
|
| 64 |
+
double BLAS_FUNC(dsdot)(int *n, float *sx, int *incx, float *sy, int *incy);
|
| 65 |
+
void BLAS_FUNC(dspmv)(char *uplo, int *n, double *alpha, double *ap, double *x, int *incx, double *beta, double *y, int *incy);
|
| 66 |
+
void BLAS_FUNC(dspr)(char *uplo, int *n, double *alpha, double *x, int *incx, double *ap);
|
| 67 |
+
void BLAS_FUNC(dspr2)(char *uplo, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *ap);
|
| 68 |
+
void BLAS_FUNC(dswap)(int *n, double *dx, int *incx, double *dy, int *incy);
|
| 69 |
+
void BLAS_FUNC(dsymm)(char *side, char *uplo, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
|
| 70 |
+
void BLAS_FUNC(dsymv)(char *uplo, int *n, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
|
| 71 |
+
void BLAS_FUNC(dsyr)(char *uplo, int *n, double *alpha, double *x, int *incx, double *a, int *lda);
|
| 72 |
+
void BLAS_FUNC(dsyr2)(char *uplo, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *a, int *lda);
|
| 73 |
+
void BLAS_FUNC(dsyr2k)(char *uplo, char *trans, int *n, int *k, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
|
| 74 |
+
void BLAS_FUNC(dsyrk)(char *uplo, char *trans, int *n, int *k, double *alpha, double *a, int *lda, double *beta, double *c, int *ldc);
|
| 75 |
+
void BLAS_FUNC(dtbmv)(char *uplo, char *trans, char *diag, int *n, int *k, double *a, int *lda, double *x, int *incx);
|
| 76 |
+
void BLAS_FUNC(dtbsv)(char *uplo, char *trans, char *diag, int *n, int *k, double *a, int *lda, double *x, int *incx);
|
| 77 |
+
void BLAS_FUNC(dtpmv)(char *uplo, char *trans, char *diag, int *n, double *ap, double *x, int *incx);
|
| 78 |
+
void BLAS_FUNC(dtpsv)(char *uplo, char *trans, char *diag, int *n, double *ap, double *x, int *incx);
|
| 79 |
+
void BLAS_FUNC(dtrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb);
|
| 80 |
+
void BLAS_FUNC(dtrmv)(char *uplo, char *trans, char *diag, int *n, double *a, int *lda, double *x, int *incx);
|
| 81 |
+
void BLAS_FUNC(dtrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb);
|
| 82 |
+
void BLAS_FUNC(dtrsv)(char *uplo, char *trans, char *diag, int *n, double *a, int *lda, double *x, int *incx);
|
| 83 |
+
double BLAS_FUNC(dzasum)(int *n, npy_complex128 *zx, int *incx);
|
| 84 |
+
double BLAS_FUNC(dznrm2)(int *n, npy_complex128 *x, int *incx);
|
| 85 |
+
int BLAS_FUNC(icamax)(int *n, npy_complex64 *cx, int *incx);
|
| 86 |
+
int BLAS_FUNC(idamax)(int *n, double *dx, int *incx);
|
| 87 |
+
int BLAS_FUNC(isamax)(int *n, float *sx, int *incx);
|
| 88 |
+
int BLAS_FUNC(izamax)(int *n, npy_complex128 *zx, int *incx);
|
| 89 |
+
int BLAS_FUNC(lsame)(char *ca, char *cb);
|
| 90 |
+
float BLAS_FUNC(sasum)(int *n, float *sx, int *incx);
|
| 91 |
+
void BLAS_FUNC(saxpy)(int *n, float *sa, float *sx, int *incx, float *sy, int *incy);
|
| 92 |
+
float BLAS_FUNC(scasum)(int *n, npy_complex64 *cx, int *incx);
|
| 93 |
+
float BLAS_FUNC(scnrm2)(int *n, npy_complex64 *x, int *incx);
|
| 94 |
+
void BLAS_FUNC(scopy)(int *n, float *sx, int *incx, float *sy, int *incy);
|
| 95 |
+
float BLAS_FUNC(sdot)(int *n, float *sx, int *incx, float *sy, int *incy);
|
| 96 |
+
float BLAS_FUNC(sdsdot)(int *n, float *sb, float *sx, int *incx, float *sy, int *incy);
|
| 97 |
+
void BLAS_FUNC(sgbmv)(char *trans, int *m, int *n, int *kl, int *ku, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
|
| 98 |
+
void BLAS_FUNC(sgemm)(char *transa, char *transb, int *m, int *n, int *k, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
|
| 99 |
+
void BLAS_FUNC(sgemv)(char *trans, int *m, int *n, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
|
| 100 |
+
void BLAS_FUNC(sger)(int *m, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *a, int *lda);
|
| 101 |
+
float BLAS_FUNC(snrm2)(int *n, float *x, int *incx);
|
| 102 |
+
void BLAS_FUNC(srot)(int *n, float *sx, int *incx, float *sy, int *incy, float *c, float *s);
|
| 103 |
+
void BLAS_FUNC(srotg)(float *sa, float *sb, float *c, float *s);
|
| 104 |
+
void BLAS_FUNC(srotm)(int *n, float *sx, int *incx, float *sy, int *incy, float *sparam);
|
| 105 |
+
void BLAS_FUNC(srotmg)(float *sd1, float *sd2, float *sx1, float *sy1, float *sparam);
|
| 106 |
+
void BLAS_FUNC(ssbmv)(char *uplo, int *n, int *k, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
|
| 107 |
+
void BLAS_FUNC(sscal)(int *n, float *sa, float *sx, int *incx);
|
| 108 |
+
void BLAS_FUNC(sspmv)(char *uplo, int *n, float *alpha, float *ap, float *x, int *incx, float *beta, float *y, int *incy);
|
| 109 |
+
void BLAS_FUNC(sspr)(char *uplo, int *n, float *alpha, float *x, int *incx, float *ap);
|
| 110 |
+
void BLAS_FUNC(sspr2)(char *uplo, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *ap);
|
| 111 |
+
void BLAS_FUNC(sswap)(int *n, float *sx, int *incx, float *sy, int *incy);
|
| 112 |
+
void BLAS_FUNC(ssymm)(char *side, char *uplo, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
|
| 113 |
+
void BLAS_FUNC(ssymv)(char *uplo, int *n, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
|
| 114 |
+
void BLAS_FUNC(ssyr)(char *uplo, int *n, float *alpha, float *x, int *incx, float *a, int *lda);
|
| 115 |
+
void BLAS_FUNC(ssyr2)(char *uplo, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *a, int *lda);
|
| 116 |
+
void BLAS_FUNC(ssyr2k)(char *uplo, char *trans, int *n, int *k, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
|
| 117 |
+
void BLAS_FUNC(ssyrk)(char *uplo, char *trans, int *n, int *k, float *alpha, float *a, int *lda, float *beta, float *c, int *ldc);
|
| 118 |
+
void BLAS_FUNC(stbmv)(char *uplo, char *trans, char *diag, int *n, int *k, float *a, int *lda, float *x, int *incx);
|
| 119 |
+
void BLAS_FUNC(stbsv)(char *uplo, char *trans, char *diag, int *n, int *k, float *a, int *lda, float *x, int *incx);
|
| 120 |
+
void BLAS_FUNC(stpmv)(char *uplo, char *trans, char *diag, int *n, float *ap, float *x, int *incx);
|
| 121 |
+
void BLAS_FUNC(stpsv)(char *uplo, char *trans, char *diag, int *n, float *ap, float *x, int *incx);
|
| 122 |
+
void BLAS_FUNC(strmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb);
|
| 123 |
+
void BLAS_FUNC(strmv)(char *uplo, char *trans, char *diag, int *n, float *a, int *lda, float *x, int *incx);
|
| 124 |
+
void BLAS_FUNC(strsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb);
|
| 125 |
+
void BLAS_FUNC(strsv)(char *uplo, char *trans, char *diag, int *n, float *a, int *lda, float *x, int *incx);
|
| 126 |
+
void BLAS_FUNC(zaxpy)(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
|
| 127 |
+
void BLAS_FUNC(zcopy)(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
|
| 128 |
+
void F_FUNC(zdotcwrp,ZDOTCWRP)(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
|
| 129 |
+
void F_FUNC(zdotuwrp,ZDOTUWRP)(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
|
| 130 |
+
void BLAS_FUNC(zdrot)(int *n, npy_complex128 *cx, int *incx, npy_complex128 *cy, int *incy, double *c, double *s);
|
| 131 |
+
void BLAS_FUNC(zdscal)(int *n, double *da, npy_complex128 *zx, int *incx);
|
| 132 |
+
void BLAS_FUNC(zgbmv)(char *trans, int *m, int *n, int *kl, int *ku, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
|
| 133 |
+
void BLAS_FUNC(zgemm)(char *transa, char *transb, int *m, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
|
| 134 |
+
void BLAS_FUNC(zgemv)(char *trans, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
|
| 135 |
+
void BLAS_FUNC(zgerc)(int *m, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
|
| 136 |
+
void BLAS_FUNC(zgeru)(int *m, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
|
| 137 |
+
void BLAS_FUNC(zhbmv)(char *uplo, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
|
| 138 |
+
void BLAS_FUNC(zhemm)(char *side, char *uplo, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
|
| 139 |
+
void BLAS_FUNC(zhemv)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
|
| 140 |
+
void BLAS_FUNC(zher)(char *uplo, int *n, double *alpha, npy_complex128 *x, int *incx, npy_complex128 *a, int *lda);
|
| 141 |
+
void BLAS_FUNC(zher2)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
|
| 142 |
+
void BLAS_FUNC(zher2k)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, double *beta, npy_complex128 *c, int *ldc);
|
| 143 |
+
void BLAS_FUNC(zherk)(char *uplo, char *trans, int *n, int *k, double *alpha, npy_complex128 *a, int *lda, double *beta, npy_complex128 *c, int *ldc);
|
| 144 |
+
void BLAS_FUNC(zhpmv)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *ap, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
|
| 145 |
+
void BLAS_FUNC(zhpr)(char *uplo, int *n, double *alpha, npy_complex128 *x, int *incx, npy_complex128 *ap);
|
| 146 |
+
void BLAS_FUNC(zhpr2)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *ap);
|
| 147 |
+
void BLAS_FUNC(zrotg)(npy_complex128 *ca, npy_complex128 *cb, double *c, npy_complex128 *s);
|
| 148 |
+
void BLAS_FUNC(zscal)(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx);
|
| 149 |
+
void BLAS_FUNC(zswap)(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
|
| 150 |
+
void BLAS_FUNC(zsymm)(char *side, char *uplo, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
|
| 151 |
+
void BLAS_FUNC(zsyr2k)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
|
| 152 |
+
void BLAS_FUNC(zsyrk)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *beta, npy_complex128 *c, int *ldc);
|
| 153 |
+
void BLAS_FUNC(ztbmv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
|
| 154 |
+
void BLAS_FUNC(ztbsv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
|
| 155 |
+
void BLAS_FUNC(ztpmv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx);
|
| 156 |
+
void BLAS_FUNC(ztpsv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx);
|
| 157 |
+
void BLAS_FUNC(ztrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb);
|
| 158 |
+
void BLAS_FUNC(ztrmv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
|
| 159 |
+
void BLAS_FUNC(ztrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb);
|
| 160 |
+
void BLAS_FUNC(ztrsv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
|
| 161 |
+
|
| 162 |
+
#ifdef __cplusplus
|
| 163 |
+
}
|
| 164 |
+
#endif
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pxd
ADDED
|
@@ -0,0 +1,40 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
cimport numpy as cnp
|
| 2 |
+
|
| 3 |
+
ctypedef fused lapack_t:
|
| 4 |
+
float
|
| 5 |
+
double
|
| 6 |
+
(float complex)
|
| 7 |
+
(double complex)
|
| 8 |
+
|
| 9 |
+
ctypedef fused lapack_cz_t:
|
| 10 |
+
(float complex)
|
| 11 |
+
(double complex)
|
| 12 |
+
|
| 13 |
+
ctypedef fused lapack_sd_t:
|
| 14 |
+
float
|
| 15 |
+
double
|
| 16 |
+
|
| 17 |
+
ctypedef fused np_numeric_t:
|
| 18 |
+
cnp.int8_t
|
| 19 |
+
cnp.int16_t
|
| 20 |
+
cnp.int32_t
|
| 21 |
+
cnp.int64_t
|
| 22 |
+
cnp.uint8_t
|
| 23 |
+
cnp.uint16_t
|
| 24 |
+
cnp.uint32_t
|
| 25 |
+
cnp.uint64_t
|
| 26 |
+
cnp.float32_t
|
| 27 |
+
cnp.float64_t
|
| 28 |
+
cnp.longdouble_t
|
| 29 |
+
cnp.complex64_t
|
| 30 |
+
cnp.complex128_t
|
| 31 |
+
|
| 32 |
+
ctypedef fused np_complex_numeric_t:
|
| 33 |
+
cnp.complex64_t
|
| 34 |
+
cnp.complex128_t
|
| 35 |
+
|
| 36 |
+
|
| 37 |
+
cdef void swap_c_and_f_layout(lapack_t *a, lapack_t *b, int r, int c) noexcept nogil
|
| 38 |
+
cdef (int, int) band_check_internal_c(np_numeric_t[:, ::1]A) noexcept nogil
|
| 39 |
+
cdef bint is_sym_her_real_c_internal(np_numeric_t[:, ::1]A) noexcept nogil
|
| 40 |
+
cdef bint is_sym_her_complex_c_internal(np_complex_numeric_t[:, ::1]A) noexcept nogil
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pyi
ADDED
|
@@ -0,0 +1,16 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from numpy.typing import NDArray
|
| 2 |
+
from typing import Any
|
| 3 |
+
|
| 4 |
+
def bandwidth(a: NDArray[Any]) -> tuple[int, int]: ...
|
| 5 |
+
|
| 6 |
+
def issymmetric(
|
| 7 |
+
a: NDArray[Any],
|
| 8 |
+
atol: None | float = ...,
|
| 9 |
+
rtol: None | float = ...,
|
| 10 |
+
) -> bool: ...
|
| 11 |
+
|
| 12 |
+
def ishermitian(
|
| 13 |
+
a: NDArray[Any],
|
| 14 |
+
atol: None | float = ...,
|
| 15 |
+
rtol: None | float = ...,
|
| 16 |
+
) -> bool: ...
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp.py
ADDED
|
@@ -0,0 +1,1632 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
#
|
| 2 |
+
# Author: Pearu Peterson, March 2002
|
| 3 |
+
#
|
| 4 |
+
# additions by Travis Oliphant, March 2002
|
| 5 |
+
# additions by Eric Jones, June 2002
|
| 6 |
+
# additions by Johannes Loehnert, June 2006
|
| 7 |
+
# additions by Bart Vandereycken, June 2006
|
| 8 |
+
# additions by Andrew D Straw, May 2007
|
| 9 |
+
# additions by Tiziano Zito, November 2008
|
| 10 |
+
#
|
| 11 |
+
# April 2010: Functions for LU, QR, SVD, Schur, and Cholesky decompositions
|
| 12 |
+
# were moved to their own files. Still in this file are functions for
|
| 13 |
+
# eigenstuff and for the Hessenberg form.
|
| 14 |
+
|
| 15 |
+
__all__ = ['eig', 'eigvals', 'eigh', 'eigvalsh',
|
| 16 |
+
'eig_banded', 'eigvals_banded',
|
| 17 |
+
'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf']
|
| 18 |
+
|
| 19 |
+
import numpy as np
|
| 20 |
+
from numpy import (array, isfinite, inexact, nonzero, iscomplexobj,
|
| 21 |
+
flatnonzero, conj, asarray, argsort, empty,
|
| 22 |
+
iscomplex, zeros, einsum, eye, inf)
|
| 23 |
+
# Local imports
|
| 24 |
+
from scipy._lib._util import _asarray_validated
|
| 25 |
+
from ._misc import LinAlgError, _datacopied, norm
|
| 26 |
+
from .lapack import get_lapack_funcs, _compute_lwork
|
| 27 |
+
|
| 28 |
+
|
| 29 |
+
_I = np.array(1j, dtype='F')
|
| 30 |
+
|
| 31 |
+
|
| 32 |
+
def _make_complex_eigvecs(w, vin, dtype):
|
| 33 |
+
"""
|
| 34 |
+
Produce complex-valued eigenvectors from LAPACK DGGEV real-valued output
|
| 35 |
+
"""
|
| 36 |
+
# - see LAPACK man page DGGEV at ALPHAI
|
| 37 |
+
v = np.array(vin, dtype=dtype)
|
| 38 |
+
m = (w.imag > 0)
|
| 39 |
+
m[:-1] |= (w.imag[1:] < 0) # workaround for LAPACK bug, cf. ticket #709
|
| 40 |
+
for i in flatnonzero(m):
|
| 41 |
+
v.imag[:, i] = vin[:, i+1]
|
| 42 |
+
conj(v[:, i], v[:, i+1])
|
| 43 |
+
return v
|
| 44 |
+
|
| 45 |
+
|
| 46 |
+
def _make_eigvals(alpha, beta, homogeneous_eigvals):
|
| 47 |
+
if homogeneous_eigvals:
|
| 48 |
+
if beta is None:
|
| 49 |
+
return np.vstack((alpha, np.ones_like(alpha)))
|
| 50 |
+
else:
|
| 51 |
+
return np.vstack((alpha, beta))
|
| 52 |
+
else:
|
| 53 |
+
if beta is None:
|
| 54 |
+
return alpha
|
| 55 |
+
else:
|
| 56 |
+
w = np.empty_like(alpha)
|
| 57 |
+
alpha_zero = (alpha == 0)
|
| 58 |
+
beta_zero = (beta == 0)
|
| 59 |
+
beta_nonzero = ~beta_zero
|
| 60 |
+
w[beta_nonzero] = alpha[beta_nonzero]/beta[beta_nonzero]
|
| 61 |
+
# Use np.inf for complex values too since
|
| 62 |
+
# 1/np.inf = 0, i.e., it correctly behaves as projective
|
| 63 |
+
# infinity.
|
| 64 |
+
w[~alpha_zero & beta_zero] = np.inf
|
| 65 |
+
if np.all(alpha.imag == 0):
|
| 66 |
+
w[alpha_zero & beta_zero] = np.nan
|
| 67 |
+
else:
|
| 68 |
+
w[alpha_zero & beta_zero] = complex(np.nan, np.nan)
|
| 69 |
+
return w
|
| 70 |
+
|
| 71 |
+
|
| 72 |
+
def _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
|
| 73 |
+
homogeneous_eigvals):
|
| 74 |
+
ggev, = get_lapack_funcs(('ggev',), (a1, b1))
|
| 75 |
+
cvl, cvr = left, right
|
| 76 |
+
res = ggev(a1, b1, lwork=-1)
|
| 77 |
+
lwork = res[-2][0].real.astype(np.int_)
|
| 78 |
+
if ggev.typecode in 'cz':
|
| 79 |
+
alpha, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, lwork,
|
| 80 |
+
overwrite_a, overwrite_b)
|
| 81 |
+
w = _make_eigvals(alpha, beta, homogeneous_eigvals)
|
| 82 |
+
else:
|
| 83 |
+
alphar, alphai, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr,
|
| 84 |
+
lwork, overwrite_a,
|
| 85 |
+
overwrite_b)
|
| 86 |
+
alpha = alphar + _I * alphai
|
| 87 |
+
w = _make_eigvals(alpha, beta, homogeneous_eigvals)
|
| 88 |
+
_check_info(info, 'generalized eig algorithm (ggev)')
|
| 89 |
+
|
| 90 |
+
only_real = np.all(w.imag == 0.0)
|
| 91 |
+
if not (ggev.typecode in 'cz' or only_real):
|
| 92 |
+
t = w.dtype.char
|
| 93 |
+
if left:
|
| 94 |
+
vl = _make_complex_eigvecs(w, vl, t)
|
| 95 |
+
if right:
|
| 96 |
+
vr = _make_complex_eigvecs(w, vr, t)
|
| 97 |
+
|
| 98 |
+
# the eigenvectors returned by the lapack function are NOT normalized
|
| 99 |
+
for i in range(vr.shape[0]):
|
| 100 |
+
if right:
|
| 101 |
+
vr[:, i] /= norm(vr[:, i])
|
| 102 |
+
if left:
|
| 103 |
+
vl[:, i] /= norm(vl[:, i])
|
| 104 |
+
|
| 105 |
+
if not (left or right):
|
| 106 |
+
return w
|
| 107 |
+
if left:
|
| 108 |
+
if right:
|
| 109 |
+
return w, vl, vr
|
| 110 |
+
return w, vl
|
| 111 |
+
return w, vr
|
| 112 |
+
|
| 113 |
+
|
| 114 |
+
def eig(a, b=None, left=False, right=True, overwrite_a=False,
|
| 115 |
+
overwrite_b=False, check_finite=True, homogeneous_eigvals=False):
|
| 116 |
+
"""
|
| 117 |
+
Solve an ordinary or generalized eigenvalue problem of a square matrix.
|
| 118 |
+
|
| 119 |
+
Find eigenvalues w and right or left eigenvectors of a general matrix::
|
| 120 |
+
|
| 121 |
+
a vr[:,i] = w[i] b vr[:,i]
|
| 122 |
+
a.H vl[:,i] = w[i].conj() b.H vl[:,i]
|
| 123 |
+
|
| 124 |
+
where ``.H`` is the Hermitian conjugation.
|
| 125 |
+
|
| 126 |
+
Parameters
|
| 127 |
+
----------
|
| 128 |
+
a : (M, M) array_like
|
| 129 |
+
A complex or real matrix whose eigenvalues and eigenvectors
|
| 130 |
+
will be computed.
|
| 131 |
+
b : (M, M) array_like, optional
|
| 132 |
+
Right-hand side matrix in a generalized eigenvalue problem.
|
| 133 |
+
Default is None, identity matrix is assumed.
|
| 134 |
+
left : bool, optional
|
| 135 |
+
Whether to calculate and return left eigenvectors. Default is False.
|
| 136 |
+
right : bool, optional
|
| 137 |
+
Whether to calculate and return right eigenvectors. Default is True.
|
| 138 |
+
overwrite_a : bool, optional
|
| 139 |
+
Whether to overwrite `a`; may improve performance. Default is False.
|
| 140 |
+
overwrite_b : bool, optional
|
| 141 |
+
Whether to overwrite `b`; may improve performance. Default is False.
|
| 142 |
+
check_finite : bool, optional
|
| 143 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 144 |
+
Disabling may give a performance gain, but may result in problems
|
| 145 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 146 |
+
homogeneous_eigvals : bool, optional
|
| 147 |
+
If True, return the eigenvalues in homogeneous coordinates.
|
| 148 |
+
In this case ``w`` is a (2, M) array so that::
|
| 149 |
+
|
| 150 |
+
w[1,i] a vr[:,i] = w[0,i] b vr[:,i]
|
| 151 |
+
|
| 152 |
+
Default is False.
|
| 153 |
+
|
| 154 |
+
Returns
|
| 155 |
+
-------
|
| 156 |
+
w : (M,) or (2, M) double or complex ndarray
|
| 157 |
+
The eigenvalues, each repeated according to its
|
| 158 |
+
multiplicity. The shape is (M,) unless
|
| 159 |
+
``homogeneous_eigvals=True``.
|
| 160 |
+
vl : (M, M) double or complex ndarray
|
| 161 |
+
The left eigenvector corresponding to the eigenvalue
|
| 162 |
+
``w[i]`` is the column ``vl[:,i]``. Only returned if ``left=True``.
|
| 163 |
+
The left eigenvector is not normalized.
|
| 164 |
+
vr : (M, M) double or complex ndarray
|
| 165 |
+
The normalized right eigenvector corresponding to the eigenvalue
|
| 166 |
+
``w[i]`` is the column ``vr[:,i]``. Only returned if ``right=True``.
|
| 167 |
+
|
| 168 |
+
Raises
|
| 169 |
+
------
|
| 170 |
+
LinAlgError
|
| 171 |
+
If eigenvalue computation does not converge.
|
| 172 |
+
|
| 173 |
+
See Also
|
| 174 |
+
--------
|
| 175 |
+
eigvals : eigenvalues of general arrays
|
| 176 |
+
eigh : Eigenvalues and right eigenvectors for symmetric/Hermitian arrays.
|
| 177 |
+
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
|
| 178 |
+
band matrices
|
| 179 |
+
eigh_tridiagonal : eigenvalues and right eiegenvectors for
|
| 180 |
+
symmetric/Hermitian tridiagonal matrices
|
| 181 |
+
|
| 182 |
+
Examples
|
| 183 |
+
--------
|
| 184 |
+
>>> import numpy as np
|
| 185 |
+
>>> from scipy import linalg
|
| 186 |
+
>>> a = np.array([[0., -1.], [1., 0.]])
|
| 187 |
+
>>> linalg.eigvals(a)
|
| 188 |
+
array([0.+1.j, 0.-1.j])
|
| 189 |
+
|
| 190 |
+
>>> b = np.array([[0., 1.], [1., 1.]])
|
| 191 |
+
>>> linalg.eigvals(a, b)
|
| 192 |
+
array([ 1.+0.j, -1.+0.j])
|
| 193 |
+
|
| 194 |
+
>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]])
|
| 195 |
+
>>> linalg.eigvals(a, homogeneous_eigvals=True)
|
| 196 |
+
array([[3.+0.j, 8.+0.j, 7.+0.j],
|
| 197 |
+
[1.+0.j, 1.+0.j, 1.+0.j]])
|
| 198 |
+
|
| 199 |
+
>>> a = np.array([[0., -1.], [1., 0.]])
|
| 200 |
+
>>> linalg.eigvals(a) == linalg.eig(a)[0]
|
| 201 |
+
array([ True, True])
|
| 202 |
+
>>> linalg.eig(a, left=True, right=False)[1] # normalized left eigenvector
|
| 203 |
+
array([[-0.70710678+0.j , -0.70710678-0.j ],
|
| 204 |
+
[-0. +0.70710678j, -0. -0.70710678j]])
|
| 205 |
+
>>> linalg.eig(a, left=False, right=True)[1] # normalized right eigenvector
|
| 206 |
+
array([[0.70710678+0.j , 0.70710678-0.j ],
|
| 207 |
+
[0. -0.70710678j, 0. +0.70710678j]])
|
| 208 |
+
|
| 209 |
+
|
| 210 |
+
|
| 211 |
+
"""
|
| 212 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 213 |
+
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
|
| 214 |
+
raise ValueError('expected square matrix')
|
| 215 |
+
|
| 216 |
+
# accommodate square empty matrices
|
| 217 |
+
if a1.size == 0:
|
| 218 |
+
w_n, vr_n = eig(np.eye(2, dtype=a1.dtype))
|
| 219 |
+
w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype)
|
| 220 |
+
w = _make_eigvals(w, None, homogeneous_eigvals)
|
| 221 |
+
vl = np.empty_like(a1, shape=(0, 0), dtype=vr_n.dtype)
|
| 222 |
+
vr = np.empty_like(a1, shape=(0, 0), dtype=vr_n.dtype)
|
| 223 |
+
if not (left or right):
|
| 224 |
+
return w
|
| 225 |
+
if left:
|
| 226 |
+
if right:
|
| 227 |
+
return w, vl, vr
|
| 228 |
+
return w, vl
|
| 229 |
+
return w, vr
|
| 230 |
+
|
| 231 |
+
overwrite_a = overwrite_a or (_datacopied(a1, a))
|
| 232 |
+
if b is not None:
|
| 233 |
+
b1 = _asarray_validated(b, check_finite=check_finite)
|
| 234 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 235 |
+
if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]:
|
| 236 |
+
raise ValueError('expected square matrix')
|
| 237 |
+
if b1.shape != a1.shape:
|
| 238 |
+
raise ValueError('a and b must have the same shape')
|
| 239 |
+
return _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
|
| 240 |
+
homogeneous_eigvals)
|
| 241 |
+
|
| 242 |
+
geev, geev_lwork = get_lapack_funcs(('geev', 'geev_lwork'), (a1,))
|
| 243 |
+
compute_vl, compute_vr = left, right
|
| 244 |
+
|
| 245 |
+
lwork = _compute_lwork(geev_lwork, a1.shape[0],
|
| 246 |
+
compute_vl=compute_vl,
|
| 247 |
+
compute_vr=compute_vr)
|
| 248 |
+
|
| 249 |
+
if geev.typecode in 'cz':
|
| 250 |
+
w, vl, vr, info = geev(a1, lwork=lwork,
|
| 251 |
+
compute_vl=compute_vl,
|
| 252 |
+
compute_vr=compute_vr,
|
| 253 |
+
overwrite_a=overwrite_a)
|
| 254 |
+
w = _make_eigvals(w, None, homogeneous_eigvals)
|
| 255 |
+
else:
|
| 256 |
+
wr, wi, vl, vr, info = geev(a1, lwork=lwork,
|
| 257 |
+
compute_vl=compute_vl,
|
| 258 |
+
compute_vr=compute_vr,
|
| 259 |
+
overwrite_a=overwrite_a)
|
| 260 |
+
w = wr + _I * wi
|
| 261 |
+
w = _make_eigvals(w, None, homogeneous_eigvals)
|
| 262 |
+
|
| 263 |
+
_check_info(info, 'eig algorithm (geev)',
|
| 264 |
+
positive='did not converge (only eigenvalues '
|
| 265 |
+
'with order >= %d have converged)')
|
| 266 |
+
|
| 267 |
+
only_real = np.all(w.imag == 0.0)
|
| 268 |
+
if not (geev.typecode in 'cz' or only_real):
|
| 269 |
+
t = w.dtype.char
|
| 270 |
+
if left:
|
| 271 |
+
vl = _make_complex_eigvecs(w, vl, t)
|
| 272 |
+
if right:
|
| 273 |
+
vr = _make_complex_eigvecs(w, vr, t)
|
| 274 |
+
if not (left or right):
|
| 275 |
+
return w
|
| 276 |
+
if left:
|
| 277 |
+
if right:
|
| 278 |
+
return w, vl, vr
|
| 279 |
+
return w, vl
|
| 280 |
+
return w, vr
|
| 281 |
+
|
| 282 |
+
|
| 283 |
+
def eigh(a, b=None, *, lower=True, eigvals_only=False, overwrite_a=False,
|
| 284 |
+
overwrite_b=False, type=1, check_finite=True, subset_by_index=None,
|
| 285 |
+
subset_by_value=None, driver=None):
|
| 286 |
+
"""
|
| 287 |
+
Solve a standard or generalized eigenvalue problem for a complex
|
| 288 |
+
Hermitian or real symmetric matrix.
|
| 289 |
+
|
| 290 |
+
Find eigenvalues array ``w`` and optionally eigenvectors array ``v`` of
|
| 291 |
+
array ``a``, where ``b`` is positive definite such that for every
|
| 292 |
+
eigenvalue λ (i-th entry of w) and its eigenvector ``vi`` (i-th column of
|
| 293 |
+
``v``) satisfies::
|
| 294 |
+
|
| 295 |
+
a @ vi = λ * b @ vi
|
| 296 |
+
vi.conj().T @ a @ vi = λ
|
| 297 |
+
vi.conj().T @ b @ vi = 1
|
| 298 |
+
|
| 299 |
+
In the standard problem, ``b`` is assumed to be the identity matrix.
|
| 300 |
+
|
| 301 |
+
Parameters
|
| 302 |
+
----------
|
| 303 |
+
a : (M, M) array_like
|
| 304 |
+
A complex Hermitian or real symmetric matrix whose eigenvalues and
|
| 305 |
+
eigenvectors will be computed.
|
| 306 |
+
b : (M, M) array_like, optional
|
| 307 |
+
A complex Hermitian or real symmetric definite positive matrix in.
|
| 308 |
+
If omitted, identity matrix is assumed.
|
| 309 |
+
lower : bool, optional
|
| 310 |
+
Whether the pertinent array data is taken from the lower or upper
|
| 311 |
+
triangle of ``a`` and, if applicable, ``b``. (Default: lower)
|
| 312 |
+
eigvals_only : bool, optional
|
| 313 |
+
Whether to calculate only eigenvalues and no eigenvectors.
|
| 314 |
+
(Default: both are calculated)
|
| 315 |
+
subset_by_index : iterable, optional
|
| 316 |
+
If provided, this two-element iterable defines the start and the end
|
| 317 |
+
indices of the desired eigenvalues (ascending order and 0-indexed).
|
| 318 |
+
To return only the second smallest to fifth smallest eigenvalues,
|
| 319 |
+
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only
|
| 320 |
+
available with "evr", "evx", and "gvx" drivers. The entries are
|
| 321 |
+
directly converted to integers via ``int()``.
|
| 322 |
+
subset_by_value : iterable, optional
|
| 323 |
+
If provided, this two-element iterable defines the half-open interval
|
| 324 |
+
``(a, b]`` that, if any, only the eigenvalues between these values
|
| 325 |
+
are returned. Only available with "evr", "evx", and "gvx" drivers. Use
|
| 326 |
+
``np.inf`` for the unconstrained ends.
|
| 327 |
+
driver : str, optional
|
| 328 |
+
Defines which LAPACK driver should be used. Valid options are "ev",
|
| 329 |
+
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for
|
| 330 |
+
generalized (where b is not None) problems. See the Notes section.
|
| 331 |
+
The default for standard problems is "evr". For generalized problems,
|
| 332 |
+
"gvd" is used for full set, and "gvx" for subset requested cases.
|
| 333 |
+
type : int, optional
|
| 334 |
+
For the generalized problems, this keyword specifies the problem type
|
| 335 |
+
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible
|
| 336 |
+
inputs)::
|
| 337 |
+
|
| 338 |
+
1 => a @ v = w @ b @ v
|
| 339 |
+
2 => a @ b @ v = w @ v
|
| 340 |
+
3 => b @ a @ v = w @ v
|
| 341 |
+
|
| 342 |
+
This keyword is ignored for standard problems.
|
| 343 |
+
overwrite_a : bool, optional
|
| 344 |
+
Whether to overwrite data in ``a`` (may improve performance). Default
|
| 345 |
+
is False.
|
| 346 |
+
overwrite_b : bool, optional
|
| 347 |
+
Whether to overwrite data in ``b`` (may improve performance). Default
|
| 348 |
+
is False.
|
| 349 |
+
check_finite : bool, optional
|
| 350 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 351 |
+
Disabling may give a performance gain, but may result in problems
|
| 352 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 353 |
+
|
| 354 |
+
Returns
|
| 355 |
+
-------
|
| 356 |
+
w : (N,) ndarray
|
| 357 |
+
The N (N<=M) selected eigenvalues, in ascending order, each
|
| 358 |
+
repeated according to its multiplicity.
|
| 359 |
+
v : (M, N) ndarray
|
| 360 |
+
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is
|
| 361 |
+
the column ``v[:,i]``. Only returned if ``eigvals_only=False``.
|
| 362 |
+
|
| 363 |
+
Raises
|
| 364 |
+
------
|
| 365 |
+
LinAlgError
|
| 366 |
+
If eigenvalue computation does not converge, an error occurred, or
|
| 367 |
+
b matrix is not definite positive. Note that if input matrices are
|
| 368 |
+
not symmetric or Hermitian, no error will be reported but results will
|
| 369 |
+
be wrong.
|
| 370 |
+
|
| 371 |
+
See Also
|
| 372 |
+
--------
|
| 373 |
+
eigvalsh : eigenvalues of symmetric or Hermitian arrays
|
| 374 |
+
eig : eigenvalues and right eigenvectors for non-symmetric arrays
|
| 375 |
+
eigh_tridiagonal : eigenvalues and right eiegenvectors for
|
| 376 |
+
symmetric/Hermitian tridiagonal matrices
|
| 377 |
+
|
| 378 |
+
Notes
|
| 379 |
+
-----
|
| 380 |
+
This function does not check the input array for being Hermitian/symmetric
|
| 381 |
+
in order to allow for representing arrays with only their upper/lower
|
| 382 |
+
triangular parts. Also, note that even though not taken into account,
|
| 383 |
+
finiteness check applies to the whole array and unaffected by "lower"
|
| 384 |
+
keyword.
|
| 385 |
+
|
| 386 |
+
This function uses LAPACK drivers for computations in all possible keyword
|
| 387 |
+
combinations, prefixed with ``sy`` if arrays are real and ``he`` if
|
| 388 |
+
complex, e.g., a float array with "evr" driver is solved via
|
| 389 |
+
"syevr", complex arrays with "gvx" driver problem is solved via "hegvx"
|
| 390 |
+
etc.
|
| 391 |
+
|
| 392 |
+
As a brief summary, the slowest and the most robust driver is the
|
| 393 |
+
classical ``<sy/he>ev`` which uses symmetric QR. ``<sy/he>evr`` is seen as
|
| 394 |
+
the optimal choice for the most general cases. However, there are certain
|
| 395 |
+
occasions that ``<sy/he>evd`` computes faster at the expense of more
|
| 396 |
+
memory usage. ``<sy/he>evx``, while still being faster than ``<sy/he>ev``,
|
| 397 |
+
often performs worse than the rest except when very few eigenvalues are
|
| 398 |
+
requested for large arrays though there is still no performance guarantee.
|
| 399 |
+
|
| 400 |
+
Note that the underlying LAPACK algorithms are different depending on whether
|
| 401 |
+
`eigvals_only` is True or False --- thus the eigenvalues may differ
|
| 402 |
+
depending on whether eigenvectors are requested or not. The difference is
|
| 403 |
+
generally of the order of machine epsilon times the largest eigenvalue,
|
| 404 |
+
so is likely only visible for zero or nearly zero eigenvalues.
|
| 405 |
+
|
| 406 |
+
For the generalized problem, normalization with respect to the given
|
| 407 |
+
type argument::
|
| 408 |
+
|
| 409 |
+
type 1 and 3 : v.conj().T @ a @ v = w
|
| 410 |
+
type 2 : inv(v).conj().T @ a @ inv(v) = w
|
| 411 |
+
|
| 412 |
+
type 1 or 2 : v.conj().T @ b @ v = I
|
| 413 |
+
type 3 : v.conj().T @ inv(b) @ v = I
|
| 414 |
+
|
| 415 |
+
|
| 416 |
+
Examples
|
| 417 |
+
--------
|
| 418 |
+
>>> import numpy as np
|
| 419 |
+
>>> from scipy.linalg import eigh
|
| 420 |
+
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]])
|
| 421 |
+
>>> w, v = eigh(A)
|
| 422 |
+
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
|
| 423 |
+
True
|
| 424 |
+
|
| 425 |
+
Request only the eigenvalues
|
| 426 |
+
|
| 427 |
+
>>> w = eigh(A, eigvals_only=True)
|
| 428 |
+
|
| 429 |
+
Request eigenvalues that are less than 10.
|
| 430 |
+
|
| 431 |
+
>>> A = np.array([[34, -4, -10, -7, 2],
|
| 432 |
+
... [-4, 7, 2, 12, 0],
|
| 433 |
+
... [-10, 2, 44, 2, -19],
|
| 434 |
+
... [-7, 12, 2, 79, -34],
|
| 435 |
+
... [2, 0, -19, -34, 29]])
|
| 436 |
+
>>> eigh(A, eigvals_only=True, subset_by_value=[-np.inf, 10])
|
| 437 |
+
array([6.69199443e-07, 9.11938152e+00])
|
| 438 |
+
|
| 439 |
+
Request the second smallest eigenvalue and its eigenvector
|
| 440 |
+
|
| 441 |
+
>>> w, v = eigh(A, subset_by_index=[1, 1])
|
| 442 |
+
>>> w
|
| 443 |
+
array([9.11938152])
|
| 444 |
+
>>> v.shape # only a single column is returned
|
| 445 |
+
(5, 1)
|
| 446 |
+
|
| 447 |
+
"""
|
| 448 |
+
# set lower
|
| 449 |
+
uplo = 'L' if lower else 'U'
|
| 450 |
+
# Set job for Fortran routines
|
| 451 |
+
_job = 'N' if eigvals_only else 'V'
|
| 452 |
+
|
| 453 |
+
drv_str = [None, "ev", "evd", "evr", "evx", "gv", "gvd", "gvx"]
|
| 454 |
+
if driver not in drv_str:
|
| 455 |
+
raise ValueError('"{}" is unknown. Possible values are "None", "{}".'
|
| 456 |
+
''.format(driver, '", "'.join(drv_str[1:])))
|
| 457 |
+
|
| 458 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 459 |
+
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
|
| 460 |
+
raise ValueError('expected square "a" matrix')
|
| 461 |
+
|
| 462 |
+
# accommodate square empty matrices
|
| 463 |
+
if a1.size == 0:
|
| 464 |
+
w_n, v_n = eigh(np.eye(2, dtype=a1.dtype))
|
| 465 |
+
|
| 466 |
+
w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype)
|
| 467 |
+
v = np.empty_like(a1, shape=(0, 0), dtype=v_n.dtype)
|
| 468 |
+
if eigvals_only:
|
| 469 |
+
return w
|
| 470 |
+
else:
|
| 471 |
+
return w, v
|
| 472 |
+
|
| 473 |
+
overwrite_a = overwrite_a or (_datacopied(a1, a))
|
| 474 |
+
cplx = True if iscomplexobj(a1) else False
|
| 475 |
+
n = a1.shape[0]
|
| 476 |
+
drv_args = {'overwrite_a': overwrite_a}
|
| 477 |
+
|
| 478 |
+
if b is not None:
|
| 479 |
+
b1 = _asarray_validated(b, check_finite=check_finite)
|
| 480 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 481 |
+
if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]:
|
| 482 |
+
raise ValueError('expected square "b" matrix')
|
| 483 |
+
|
| 484 |
+
if b1.shape != a1.shape:
|
| 485 |
+
raise ValueError(f"wrong b dimensions {b1.shape}, should be {a1.shape}")
|
| 486 |
+
|
| 487 |
+
if type not in [1, 2, 3]:
|
| 488 |
+
raise ValueError('"type" keyword only accepts 1, 2, and 3.')
|
| 489 |
+
|
| 490 |
+
cplx = True if iscomplexobj(b1) else (cplx or False)
|
| 491 |
+
drv_args.update({'overwrite_b': overwrite_b, 'itype': type})
|
| 492 |
+
|
| 493 |
+
subset = (subset_by_index is not None) or (subset_by_value is not None)
|
| 494 |
+
|
| 495 |
+
# Both subsets can't be given
|
| 496 |
+
if subset_by_index and subset_by_value:
|
| 497 |
+
raise ValueError('Either index or value subset can be requested.')
|
| 498 |
+
|
| 499 |
+
# Check indices if given
|
| 500 |
+
if subset_by_index:
|
| 501 |
+
lo, hi = (int(x) for x in subset_by_index)
|
| 502 |
+
if not (0 <= lo <= hi < n):
|
| 503 |
+
raise ValueError('Requested eigenvalue indices are not valid. '
|
| 504 |
+
f'Valid range is [0, {n-1}] and start <= end, but '
|
| 505 |
+
f'start={lo}, end={hi} is given')
|
| 506 |
+
# fortran is 1-indexed
|
| 507 |
+
drv_args.update({'range': 'I', 'il': lo + 1, 'iu': hi + 1})
|
| 508 |
+
|
| 509 |
+
if subset_by_value:
|
| 510 |
+
lo, hi = subset_by_value
|
| 511 |
+
if not (-inf <= lo < hi <= inf):
|
| 512 |
+
raise ValueError('Requested eigenvalue bounds are not valid. '
|
| 513 |
+
'Valid range is (-inf, inf) and low < high, but '
|
| 514 |
+
f'low={lo}, high={hi} is given')
|
| 515 |
+
|
| 516 |
+
drv_args.update({'range': 'V', 'vl': lo, 'vu': hi})
|
| 517 |
+
|
| 518 |
+
# fix prefix for lapack routines
|
| 519 |
+
pfx = 'he' if cplx else 'sy'
|
| 520 |
+
|
| 521 |
+
# decide on the driver if not given
|
| 522 |
+
# first early exit on incompatible choice
|
| 523 |
+
if driver:
|
| 524 |
+
if b is None and (driver in ["gv", "gvd", "gvx"]):
|
| 525 |
+
raise ValueError(f'{driver} requires input b array to be supplied '
|
| 526 |
+
'for generalized eigenvalue problems.')
|
| 527 |
+
if (b is not None) and (driver in ['ev', 'evd', 'evr', 'evx']):
|
| 528 |
+
raise ValueError(f'"{driver}" does not accept input b array '
|
| 529 |
+
'for standard eigenvalue problems.')
|
| 530 |
+
if subset and (driver in ["ev", "evd", "gv", "gvd"]):
|
| 531 |
+
raise ValueError(f'"{driver}" cannot compute subsets of eigenvalues')
|
| 532 |
+
|
| 533 |
+
# Default driver is evr and gvd
|
| 534 |
+
else:
|
| 535 |
+
driver = "evr" if b is None else ("gvx" if subset else "gvd")
|
| 536 |
+
|
| 537 |
+
lwork_spec = {
|
| 538 |
+
'syevd': ['lwork', 'liwork'],
|
| 539 |
+
'syevr': ['lwork', 'liwork'],
|
| 540 |
+
'heevd': ['lwork', 'liwork', 'lrwork'],
|
| 541 |
+
'heevr': ['lwork', 'lrwork', 'liwork'],
|
| 542 |
+
}
|
| 543 |
+
|
| 544 |
+
if b is None: # Standard problem
|
| 545 |
+
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'),
|
| 546 |
+
[a1])
|
| 547 |
+
clw_args = {'n': n, 'lower': lower}
|
| 548 |
+
if driver == 'evd':
|
| 549 |
+
clw_args.update({'compute_v': 0 if _job == "N" else 1})
|
| 550 |
+
|
| 551 |
+
lw = _compute_lwork(drvlw, **clw_args)
|
| 552 |
+
# Multiple lwork vars
|
| 553 |
+
if isinstance(lw, tuple):
|
| 554 |
+
lwork_args = dict(zip(lwork_spec[pfx+driver], lw))
|
| 555 |
+
else:
|
| 556 |
+
lwork_args = {'lwork': lw}
|
| 557 |
+
|
| 558 |
+
drv_args.update({'lower': lower, 'compute_v': 0 if _job == "N" else 1})
|
| 559 |
+
w, v, *other_args, info = drv(a=a1, **drv_args, **lwork_args)
|
| 560 |
+
|
| 561 |
+
else: # Generalized problem
|
| 562 |
+
# 'gvd' doesn't have lwork query
|
| 563 |
+
if driver == "gvd":
|
| 564 |
+
drv = get_lapack_funcs(pfx + "gvd", [a1, b1])
|
| 565 |
+
lwork_args = {}
|
| 566 |
+
else:
|
| 567 |
+
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'),
|
| 568 |
+
[a1, b1])
|
| 569 |
+
# generalized drivers use uplo instead of lower
|
| 570 |
+
lw = _compute_lwork(drvlw, n, uplo=uplo)
|
| 571 |
+
lwork_args = {'lwork': lw}
|
| 572 |
+
|
| 573 |
+
drv_args.update({'uplo': uplo, 'jobz': _job})
|
| 574 |
+
|
| 575 |
+
w, v, *other_args, info = drv(a=a1, b=b1, **drv_args, **lwork_args)
|
| 576 |
+
|
| 577 |
+
# m is always the first extra argument
|
| 578 |
+
w = w[:other_args[0]] if subset else w
|
| 579 |
+
v = v[:, :other_args[0]] if (subset and not eigvals_only) else v
|
| 580 |
+
|
| 581 |
+
# Check if we had a successful exit
|
| 582 |
+
if info == 0:
|
| 583 |
+
if eigvals_only:
|
| 584 |
+
return w
|
| 585 |
+
else:
|
| 586 |
+
return w, v
|
| 587 |
+
else:
|
| 588 |
+
if info < -1:
|
| 589 |
+
raise LinAlgError(f'Illegal value in argument {-info} of internal '
|
| 590 |
+
f'{drv.typecode + pfx + driver}')
|
| 591 |
+
elif info > n:
|
| 592 |
+
raise LinAlgError(f'The leading minor of order {info-n} of B is not '
|
| 593 |
+
'positive definite. The factorization of B '
|
| 594 |
+
'could not be completed and no eigenvalues '
|
| 595 |
+
'or eigenvectors were computed.')
|
| 596 |
+
else:
|
| 597 |
+
drv_err = {'ev': 'The algorithm failed to converge; {} '
|
| 598 |
+
'off-diagonal elements of an intermediate '
|
| 599 |
+
'tridiagonal form did not converge to zero.',
|
| 600 |
+
'evx': '{} eigenvectors failed to converge.',
|
| 601 |
+
'evd': 'The algorithm failed to compute an eigenvalue '
|
| 602 |
+
'while working on the submatrix lying in rows '
|
| 603 |
+
'and columns {0}/{1} through mod({0},{1}).',
|
| 604 |
+
'evr': 'Internal Error.'
|
| 605 |
+
}
|
| 606 |
+
if driver in ['ev', 'gv']:
|
| 607 |
+
msg = drv_err['ev'].format(info)
|
| 608 |
+
elif driver in ['evx', 'gvx']:
|
| 609 |
+
msg = drv_err['evx'].format(info)
|
| 610 |
+
elif driver in ['evd', 'gvd']:
|
| 611 |
+
if eigvals_only:
|
| 612 |
+
msg = drv_err['ev'].format(info)
|
| 613 |
+
else:
|
| 614 |
+
msg = drv_err['evd'].format(info, n+1)
|
| 615 |
+
else:
|
| 616 |
+
msg = drv_err['evr']
|
| 617 |
+
|
| 618 |
+
raise LinAlgError(msg)
|
| 619 |
+
|
| 620 |
+
|
| 621 |
+
_conv_dict = {0: 0, 1: 1, 2: 2,
|
| 622 |
+
'all': 0, 'value': 1, 'index': 2,
|
| 623 |
+
'a': 0, 'v': 1, 'i': 2}
|
| 624 |
+
|
| 625 |
+
|
| 626 |
+
def _check_select(select, select_range, max_ev, max_len):
|
| 627 |
+
"""Check that select is valid, convert to Fortran style."""
|
| 628 |
+
if isinstance(select, str):
|
| 629 |
+
select = select.lower()
|
| 630 |
+
try:
|
| 631 |
+
select = _conv_dict[select]
|
| 632 |
+
except KeyError as e:
|
| 633 |
+
raise ValueError('invalid argument for select') from e
|
| 634 |
+
vl, vu = 0., 1.
|
| 635 |
+
il = iu = 1
|
| 636 |
+
if select != 0: # (non-all)
|
| 637 |
+
sr = asarray(select_range)
|
| 638 |
+
if sr.ndim != 1 or sr.size != 2 or sr[1] < sr[0]:
|
| 639 |
+
raise ValueError('select_range must be a 2-element array-like '
|
| 640 |
+
'in nondecreasing order')
|
| 641 |
+
if select == 1: # (value)
|
| 642 |
+
vl, vu = sr
|
| 643 |
+
if max_ev == 0:
|
| 644 |
+
max_ev = max_len
|
| 645 |
+
else: # 2 (index)
|
| 646 |
+
if sr.dtype.char.lower() not in 'hilqp':
|
| 647 |
+
raise ValueError(
|
| 648 |
+
f'when using select="i", select_range must '
|
| 649 |
+
f'contain integers, got dtype {sr.dtype} ({sr.dtype.char})'
|
| 650 |
+
)
|
| 651 |
+
# translate Python (0 ... N-1) into Fortran (1 ... N) with + 1
|
| 652 |
+
il, iu = sr + 1
|
| 653 |
+
if min(il, iu) < 1 or max(il, iu) > max_len:
|
| 654 |
+
raise ValueError('select_range out of bounds')
|
| 655 |
+
max_ev = iu - il + 1
|
| 656 |
+
return select, vl, vu, il, iu, max_ev
|
| 657 |
+
|
| 658 |
+
|
| 659 |
+
def eig_banded(a_band, lower=False, eigvals_only=False, overwrite_a_band=False,
|
| 660 |
+
select='a', select_range=None, max_ev=0, check_finite=True):
|
| 661 |
+
"""
|
| 662 |
+
Solve real symmetric or complex Hermitian band matrix eigenvalue problem.
|
| 663 |
+
|
| 664 |
+
Find eigenvalues w and optionally right eigenvectors v of a::
|
| 665 |
+
|
| 666 |
+
a v[:,i] = w[i] v[:,i]
|
| 667 |
+
v.H v = identity
|
| 668 |
+
|
| 669 |
+
The matrix a is stored in a_band either in lower diagonal or upper
|
| 670 |
+
diagonal ordered form:
|
| 671 |
+
|
| 672 |
+
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j)
|
| 673 |
+
a_band[ i - j, j] == a[i,j] (if lower form; i >= j)
|
| 674 |
+
|
| 675 |
+
where u is the number of bands above the diagonal.
|
| 676 |
+
|
| 677 |
+
Example of a_band (shape of a is (6,6), u=2)::
|
| 678 |
+
|
| 679 |
+
upper form:
|
| 680 |
+
* * a02 a13 a24 a35
|
| 681 |
+
* a01 a12 a23 a34 a45
|
| 682 |
+
a00 a11 a22 a33 a44 a55
|
| 683 |
+
|
| 684 |
+
lower form:
|
| 685 |
+
a00 a11 a22 a33 a44 a55
|
| 686 |
+
a10 a21 a32 a43 a54 *
|
| 687 |
+
a20 a31 a42 a53 * *
|
| 688 |
+
|
| 689 |
+
Cells marked with * are not used.
|
| 690 |
+
|
| 691 |
+
Parameters
|
| 692 |
+
----------
|
| 693 |
+
a_band : (u+1, M) array_like
|
| 694 |
+
The bands of the M by M matrix a.
|
| 695 |
+
lower : bool, optional
|
| 696 |
+
Is the matrix in the lower form. (Default is upper form)
|
| 697 |
+
eigvals_only : bool, optional
|
| 698 |
+
Compute only the eigenvalues and no eigenvectors.
|
| 699 |
+
(Default: calculate also eigenvectors)
|
| 700 |
+
overwrite_a_band : bool, optional
|
| 701 |
+
Discard data in a_band (may enhance performance)
|
| 702 |
+
select : {'a', 'v', 'i'}, optional
|
| 703 |
+
Which eigenvalues to calculate
|
| 704 |
+
|
| 705 |
+
====== ========================================
|
| 706 |
+
select calculated
|
| 707 |
+
====== ========================================
|
| 708 |
+
'a' All eigenvalues
|
| 709 |
+
'v' Eigenvalues in the interval (min, max]
|
| 710 |
+
'i' Eigenvalues with indices min <= i <= max
|
| 711 |
+
====== ========================================
|
| 712 |
+
select_range : (min, max), optional
|
| 713 |
+
Range of selected eigenvalues
|
| 714 |
+
max_ev : int, optional
|
| 715 |
+
For select=='v', maximum number of eigenvalues expected.
|
| 716 |
+
For other values of select, has no meaning.
|
| 717 |
+
|
| 718 |
+
In doubt, leave this parameter untouched.
|
| 719 |
+
|
| 720 |
+
check_finite : bool, optional
|
| 721 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 722 |
+
Disabling may give a performance gain, but may result in problems
|
| 723 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 724 |
+
|
| 725 |
+
Returns
|
| 726 |
+
-------
|
| 727 |
+
w : (M,) ndarray
|
| 728 |
+
The eigenvalues, in ascending order, each repeated according to its
|
| 729 |
+
multiplicity.
|
| 730 |
+
v : (M, M) float or complex ndarray
|
| 731 |
+
The normalized eigenvector corresponding to the eigenvalue w[i] is
|
| 732 |
+
the column v[:,i]. Only returned if ``eigvals_only=False``.
|
| 733 |
+
|
| 734 |
+
Raises
|
| 735 |
+
------
|
| 736 |
+
LinAlgError
|
| 737 |
+
If eigenvalue computation does not converge.
|
| 738 |
+
|
| 739 |
+
See Also
|
| 740 |
+
--------
|
| 741 |
+
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
|
| 742 |
+
eig : eigenvalues and right eigenvectors of general arrays.
|
| 743 |
+
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
|
| 744 |
+
eigh_tridiagonal : eigenvalues and right eigenvectors for
|
| 745 |
+
symmetric/Hermitian tridiagonal matrices
|
| 746 |
+
|
| 747 |
+
Examples
|
| 748 |
+
--------
|
| 749 |
+
>>> import numpy as np
|
| 750 |
+
>>> from scipy.linalg import eig_banded
|
| 751 |
+
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]])
|
| 752 |
+
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]])
|
| 753 |
+
>>> w, v = eig_banded(Ab, lower=True)
|
| 754 |
+
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
|
| 755 |
+
True
|
| 756 |
+
>>> w = eig_banded(Ab, lower=True, eigvals_only=True)
|
| 757 |
+
>>> w
|
| 758 |
+
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359])
|
| 759 |
+
|
| 760 |
+
Request only the eigenvalues between ``[-3, 4]``
|
| 761 |
+
|
| 762 |
+
>>> w, v = eig_banded(Ab, lower=True, select='v', select_range=[-3, 4])
|
| 763 |
+
>>> w
|
| 764 |
+
array([-2.22987175, 3.95222349])
|
| 765 |
+
|
| 766 |
+
"""
|
| 767 |
+
if eigvals_only or overwrite_a_band:
|
| 768 |
+
a1 = _asarray_validated(a_band, check_finite=check_finite)
|
| 769 |
+
overwrite_a_band = overwrite_a_band or (_datacopied(a1, a_band))
|
| 770 |
+
else:
|
| 771 |
+
a1 = array(a_band)
|
| 772 |
+
if issubclass(a1.dtype.type, inexact) and not isfinite(a1).all():
|
| 773 |
+
raise ValueError("array must not contain infs or NaNs")
|
| 774 |
+
overwrite_a_band = 1
|
| 775 |
+
|
| 776 |
+
if len(a1.shape) != 2:
|
| 777 |
+
raise ValueError('expected a 2-D array')
|
| 778 |
+
|
| 779 |
+
# accommodate square empty matrices
|
| 780 |
+
if a1.size == 0:
|
| 781 |
+
w_n, v_n = eig_banded(np.array([[0, 0], [1, 1]], dtype=a1.dtype))
|
| 782 |
+
|
| 783 |
+
w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype)
|
| 784 |
+
v = np.empty_like(a1, shape=(0, 0), dtype=v_n.dtype)
|
| 785 |
+
if eigvals_only:
|
| 786 |
+
return w
|
| 787 |
+
else:
|
| 788 |
+
return w, v
|
| 789 |
+
|
| 790 |
+
select, vl, vu, il, iu, max_ev = _check_select(
|
| 791 |
+
select, select_range, max_ev, a1.shape[1])
|
| 792 |
+
|
| 793 |
+
del select_range
|
| 794 |
+
if select == 0:
|
| 795 |
+
if a1.dtype.char in 'GFD':
|
| 796 |
+
# FIXME: implement this somewhen, for now go with builtin values
|
| 797 |
+
# FIXME: calc optimal lwork by calling ?hbevd(lwork=-1)
|
| 798 |
+
# or by using calc_lwork.f ???
|
| 799 |
+
# lwork = calc_lwork.hbevd(bevd.typecode, a1.shape[0], lower)
|
| 800 |
+
internal_name = 'hbevd'
|
| 801 |
+
else: # a1.dtype.char in 'fd':
|
| 802 |
+
# FIXME: implement this somewhen, for now go with builtin values
|
| 803 |
+
# see above
|
| 804 |
+
# lwork = calc_lwork.sbevd(bevd.typecode, a1.shape[0], lower)
|
| 805 |
+
internal_name = 'sbevd'
|
| 806 |
+
bevd, = get_lapack_funcs((internal_name,), (a1,))
|
| 807 |
+
w, v, info = bevd(a1, compute_v=not eigvals_only,
|
| 808 |
+
lower=lower, overwrite_ab=overwrite_a_band)
|
| 809 |
+
else: # select in [1, 2]
|
| 810 |
+
if eigvals_only:
|
| 811 |
+
max_ev = 1
|
| 812 |
+
# calculate optimal abstol for dsbevx (see manpage)
|
| 813 |
+
if a1.dtype.char in 'fF': # single precision
|
| 814 |
+
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='f'),))
|
| 815 |
+
else:
|
| 816 |
+
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='d'),))
|
| 817 |
+
abstol = 2 * lamch('s')
|
| 818 |
+
if a1.dtype.char in 'GFD':
|
| 819 |
+
internal_name = 'hbevx'
|
| 820 |
+
else: # a1.dtype.char in 'gfd'
|
| 821 |
+
internal_name = 'sbevx'
|
| 822 |
+
bevx, = get_lapack_funcs((internal_name,), (a1,))
|
| 823 |
+
w, v, m, ifail, info = bevx(
|
| 824 |
+
a1, vl, vu, il, iu, compute_v=not eigvals_only, mmax=max_ev,
|
| 825 |
+
range=select, lower=lower, overwrite_ab=overwrite_a_band,
|
| 826 |
+
abstol=abstol)
|
| 827 |
+
# crop off w and v
|
| 828 |
+
w = w[:m]
|
| 829 |
+
if not eigvals_only:
|
| 830 |
+
v = v[:, :m]
|
| 831 |
+
_check_info(info, internal_name)
|
| 832 |
+
|
| 833 |
+
if eigvals_only:
|
| 834 |
+
return w
|
| 835 |
+
return w, v
|
| 836 |
+
|
| 837 |
+
|
| 838 |
+
def eigvals(a, b=None, overwrite_a=False, check_finite=True,
|
| 839 |
+
homogeneous_eigvals=False):
|
| 840 |
+
"""
|
| 841 |
+
Compute eigenvalues from an ordinary or generalized eigenvalue problem.
|
| 842 |
+
|
| 843 |
+
Find eigenvalues of a general matrix::
|
| 844 |
+
|
| 845 |
+
a vr[:,i] = w[i] b vr[:,i]
|
| 846 |
+
|
| 847 |
+
Parameters
|
| 848 |
+
----------
|
| 849 |
+
a : (M, M) array_like
|
| 850 |
+
A complex or real matrix whose eigenvalues and eigenvectors
|
| 851 |
+
will be computed.
|
| 852 |
+
b : (M, M) array_like, optional
|
| 853 |
+
Right-hand side matrix in a generalized eigenvalue problem.
|
| 854 |
+
If omitted, identity matrix is assumed.
|
| 855 |
+
overwrite_a : bool, optional
|
| 856 |
+
Whether to overwrite data in a (may improve performance)
|
| 857 |
+
check_finite : bool, optional
|
| 858 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 859 |
+
Disabling may give a performance gain, but may result in problems
|
| 860 |
+
(crashes, non-termination) if the inputs do contain infinities
|
| 861 |
+
or NaNs.
|
| 862 |
+
homogeneous_eigvals : bool, optional
|
| 863 |
+
If True, return the eigenvalues in homogeneous coordinates.
|
| 864 |
+
In this case ``w`` is a (2, M) array so that::
|
| 865 |
+
|
| 866 |
+
w[1,i] a vr[:,i] = w[0,i] b vr[:,i]
|
| 867 |
+
|
| 868 |
+
Default is False.
|
| 869 |
+
|
| 870 |
+
Returns
|
| 871 |
+
-------
|
| 872 |
+
w : (M,) or (2, M) double or complex ndarray
|
| 873 |
+
The eigenvalues, each repeated according to its multiplicity
|
| 874 |
+
but not in any specific order. The shape is (M,) unless
|
| 875 |
+
``homogeneous_eigvals=True``.
|
| 876 |
+
|
| 877 |
+
Raises
|
| 878 |
+
------
|
| 879 |
+
LinAlgError
|
| 880 |
+
If eigenvalue computation does not converge
|
| 881 |
+
|
| 882 |
+
See Also
|
| 883 |
+
--------
|
| 884 |
+
eig : eigenvalues and right eigenvectors of general arrays.
|
| 885 |
+
eigvalsh : eigenvalues of symmetric or Hermitian arrays
|
| 886 |
+
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
|
| 887 |
+
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
|
| 888 |
+
matrices
|
| 889 |
+
|
| 890 |
+
Examples
|
| 891 |
+
--------
|
| 892 |
+
>>> import numpy as np
|
| 893 |
+
>>> from scipy import linalg
|
| 894 |
+
>>> a = np.array([[0., -1.], [1., 0.]])
|
| 895 |
+
>>> linalg.eigvals(a)
|
| 896 |
+
array([0.+1.j, 0.-1.j])
|
| 897 |
+
|
| 898 |
+
>>> b = np.array([[0., 1.], [1., 1.]])
|
| 899 |
+
>>> linalg.eigvals(a, b)
|
| 900 |
+
array([ 1.+0.j, -1.+0.j])
|
| 901 |
+
|
| 902 |
+
>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]])
|
| 903 |
+
>>> linalg.eigvals(a, homogeneous_eigvals=True)
|
| 904 |
+
array([[3.+0.j, 8.+0.j, 7.+0.j],
|
| 905 |
+
[1.+0.j, 1.+0.j, 1.+0.j]])
|
| 906 |
+
|
| 907 |
+
"""
|
| 908 |
+
return eig(a, b=b, left=0, right=0, overwrite_a=overwrite_a,
|
| 909 |
+
check_finite=check_finite,
|
| 910 |
+
homogeneous_eigvals=homogeneous_eigvals)
|
| 911 |
+
|
| 912 |
+
|
| 913 |
+
def eigvalsh(a, b=None, *, lower=True, overwrite_a=False,
|
| 914 |
+
overwrite_b=False, type=1, check_finite=True, subset_by_index=None,
|
| 915 |
+
subset_by_value=None, driver=None):
|
| 916 |
+
"""
|
| 917 |
+
Solves a standard or generalized eigenvalue problem for a complex
|
| 918 |
+
Hermitian or real symmetric matrix.
|
| 919 |
+
|
| 920 |
+
Find eigenvalues array ``w`` of array ``a``, where ``b`` is positive
|
| 921 |
+
definite such that for every eigenvalue λ (i-th entry of w) and its
|
| 922 |
+
eigenvector vi (i-th column of v) satisfies::
|
| 923 |
+
|
| 924 |
+
a @ vi = λ * b @ vi
|
| 925 |
+
vi.conj().T @ a @ vi = λ
|
| 926 |
+
vi.conj().T @ b @ vi = 1
|
| 927 |
+
|
| 928 |
+
In the standard problem, b is assumed to be the identity matrix.
|
| 929 |
+
|
| 930 |
+
Parameters
|
| 931 |
+
----------
|
| 932 |
+
a : (M, M) array_like
|
| 933 |
+
A complex Hermitian or real symmetric matrix whose eigenvalues will
|
| 934 |
+
be computed.
|
| 935 |
+
b : (M, M) array_like, optional
|
| 936 |
+
A complex Hermitian or real symmetric definite positive matrix in.
|
| 937 |
+
If omitted, identity matrix is assumed.
|
| 938 |
+
lower : bool, optional
|
| 939 |
+
Whether the pertinent array data is taken from the lower or upper
|
| 940 |
+
triangle of ``a`` and, if applicable, ``b``. (Default: lower)
|
| 941 |
+
overwrite_a : bool, optional
|
| 942 |
+
Whether to overwrite data in ``a`` (may improve performance). Default
|
| 943 |
+
is False.
|
| 944 |
+
overwrite_b : bool, optional
|
| 945 |
+
Whether to overwrite data in ``b`` (may improve performance). Default
|
| 946 |
+
is False.
|
| 947 |
+
type : int, optional
|
| 948 |
+
For the generalized problems, this keyword specifies the problem type
|
| 949 |
+
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible
|
| 950 |
+
inputs)::
|
| 951 |
+
|
| 952 |
+
1 => a @ v = w @ b @ v
|
| 953 |
+
2 => a @ b @ v = w @ v
|
| 954 |
+
3 => b @ a @ v = w @ v
|
| 955 |
+
|
| 956 |
+
This keyword is ignored for standard problems.
|
| 957 |
+
check_finite : bool, optional
|
| 958 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 959 |
+
Disabling may give a performance gain, but may result in problems
|
| 960 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 961 |
+
subset_by_index : iterable, optional
|
| 962 |
+
If provided, this two-element iterable defines the start and the end
|
| 963 |
+
indices of the desired eigenvalues (ascending order and 0-indexed).
|
| 964 |
+
To return only the second smallest to fifth smallest eigenvalues,
|
| 965 |
+
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only
|
| 966 |
+
available with "evr", "evx", and "gvx" drivers. The entries are
|
| 967 |
+
directly converted to integers via ``int()``.
|
| 968 |
+
subset_by_value : iterable, optional
|
| 969 |
+
If provided, this two-element iterable defines the half-open interval
|
| 970 |
+
``(a, b]`` that, if any, only the eigenvalues between these values
|
| 971 |
+
are returned. Only available with "evr", "evx", and "gvx" drivers. Use
|
| 972 |
+
``np.inf`` for the unconstrained ends.
|
| 973 |
+
driver : str, optional
|
| 974 |
+
Defines which LAPACK driver should be used. Valid options are "ev",
|
| 975 |
+
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for
|
| 976 |
+
generalized (where b is not None) problems. See the Notes section of
|
| 977 |
+
`scipy.linalg.eigh`.
|
| 978 |
+
|
| 979 |
+
Returns
|
| 980 |
+
-------
|
| 981 |
+
w : (N,) ndarray
|
| 982 |
+
The N (N<=M) selected eigenvalues, in ascending order, each
|
| 983 |
+
repeated according to its multiplicity.
|
| 984 |
+
|
| 985 |
+
Raises
|
| 986 |
+
------
|
| 987 |
+
LinAlgError
|
| 988 |
+
If eigenvalue computation does not converge, an error occurred, or
|
| 989 |
+
b matrix is not definite positive. Note that if input matrices are
|
| 990 |
+
not symmetric or Hermitian, no error will be reported but results will
|
| 991 |
+
be wrong.
|
| 992 |
+
|
| 993 |
+
See Also
|
| 994 |
+
--------
|
| 995 |
+
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
|
| 996 |
+
eigvals : eigenvalues of general arrays
|
| 997 |
+
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
|
| 998 |
+
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
|
| 999 |
+
matrices
|
| 1000 |
+
|
| 1001 |
+
Notes
|
| 1002 |
+
-----
|
| 1003 |
+
This function does not check the input array for being Hermitian/symmetric
|
| 1004 |
+
in order to allow for representing arrays with only their upper/lower
|
| 1005 |
+
triangular parts.
|
| 1006 |
+
|
| 1007 |
+
This function serves as a one-liner shorthand for `scipy.linalg.eigh` with
|
| 1008 |
+
the option ``eigvals_only=True`` to get the eigenvalues and not the
|
| 1009 |
+
eigenvectors. Here it is kept as a legacy convenience. It might be
|
| 1010 |
+
beneficial to use the main function to have full control and to be a bit
|
| 1011 |
+
more pythonic.
|
| 1012 |
+
|
| 1013 |
+
Examples
|
| 1014 |
+
--------
|
| 1015 |
+
For more examples see `scipy.linalg.eigh`.
|
| 1016 |
+
|
| 1017 |
+
>>> import numpy as np
|
| 1018 |
+
>>> from scipy.linalg import eigvalsh
|
| 1019 |
+
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]])
|
| 1020 |
+
>>> w = eigvalsh(A)
|
| 1021 |
+
>>> w
|
| 1022 |
+
array([-3.74637491, -0.76263923, 6.08502336, 12.42399079])
|
| 1023 |
+
|
| 1024 |
+
"""
|
| 1025 |
+
return eigh(a, b=b, lower=lower, eigvals_only=True, overwrite_a=overwrite_a,
|
| 1026 |
+
overwrite_b=overwrite_b, type=type, check_finite=check_finite,
|
| 1027 |
+
subset_by_index=subset_by_index, subset_by_value=subset_by_value,
|
| 1028 |
+
driver=driver)
|
| 1029 |
+
|
| 1030 |
+
|
| 1031 |
+
def eigvals_banded(a_band, lower=False, overwrite_a_band=False,
|
| 1032 |
+
select='a', select_range=None, check_finite=True):
|
| 1033 |
+
"""
|
| 1034 |
+
Solve real symmetric or complex Hermitian band matrix eigenvalue problem.
|
| 1035 |
+
|
| 1036 |
+
Find eigenvalues w of a::
|
| 1037 |
+
|
| 1038 |
+
a v[:,i] = w[i] v[:,i]
|
| 1039 |
+
v.H v = identity
|
| 1040 |
+
|
| 1041 |
+
The matrix a is stored in a_band either in lower diagonal or upper
|
| 1042 |
+
diagonal ordered form:
|
| 1043 |
+
|
| 1044 |
+
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j)
|
| 1045 |
+
a_band[ i - j, j] == a[i,j] (if lower form; i >= j)
|
| 1046 |
+
|
| 1047 |
+
where u is the number of bands above the diagonal.
|
| 1048 |
+
|
| 1049 |
+
Example of a_band (shape of a is (6,6), u=2)::
|
| 1050 |
+
|
| 1051 |
+
upper form:
|
| 1052 |
+
* * a02 a13 a24 a35
|
| 1053 |
+
* a01 a12 a23 a34 a45
|
| 1054 |
+
a00 a11 a22 a33 a44 a55
|
| 1055 |
+
|
| 1056 |
+
lower form:
|
| 1057 |
+
a00 a11 a22 a33 a44 a55
|
| 1058 |
+
a10 a21 a32 a43 a54 *
|
| 1059 |
+
a20 a31 a42 a53 * *
|
| 1060 |
+
|
| 1061 |
+
Cells marked with * are not used.
|
| 1062 |
+
|
| 1063 |
+
Parameters
|
| 1064 |
+
----------
|
| 1065 |
+
a_band : (u+1, M) array_like
|
| 1066 |
+
The bands of the M by M matrix a.
|
| 1067 |
+
lower : bool, optional
|
| 1068 |
+
Is the matrix in the lower form. (Default is upper form)
|
| 1069 |
+
overwrite_a_band : bool, optional
|
| 1070 |
+
Discard data in a_band (may enhance performance)
|
| 1071 |
+
select : {'a', 'v', 'i'}, optional
|
| 1072 |
+
Which eigenvalues to calculate
|
| 1073 |
+
|
| 1074 |
+
====== ========================================
|
| 1075 |
+
select calculated
|
| 1076 |
+
====== ========================================
|
| 1077 |
+
'a' All eigenvalues
|
| 1078 |
+
'v' Eigenvalues in the interval (min, max]
|
| 1079 |
+
'i' Eigenvalues with indices min <= i <= max
|
| 1080 |
+
====== ========================================
|
| 1081 |
+
select_range : (min, max), optional
|
| 1082 |
+
Range of selected eigenvalues
|
| 1083 |
+
check_finite : bool, optional
|
| 1084 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1085 |
+
Disabling may give a performance gain, but may result in problems
|
| 1086 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1087 |
+
|
| 1088 |
+
Returns
|
| 1089 |
+
-------
|
| 1090 |
+
w : (M,) ndarray
|
| 1091 |
+
The eigenvalues, in ascending order, each repeated according to its
|
| 1092 |
+
multiplicity.
|
| 1093 |
+
|
| 1094 |
+
Raises
|
| 1095 |
+
------
|
| 1096 |
+
LinAlgError
|
| 1097 |
+
If eigenvalue computation does not converge.
|
| 1098 |
+
|
| 1099 |
+
See Also
|
| 1100 |
+
--------
|
| 1101 |
+
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
|
| 1102 |
+
band matrices
|
| 1103 |
+
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
|
| 1104 |
+
matrices
|
| 1105 |
+
eigvals : eigenvalues of general arrays
|
| 1106 |
+
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
|
| 1107 |
+
eig : eigenvalues and right eigenvectors for non-symmetric arrays
|
| 1108 |
+
|
| 1109 |
+
Examples
|
| 1110 |
+
--------
|
| 1111 |
+
>>> import numpy as np
|
| 1112 |
+
>>> from scipy.linalg import eigvals_banded
|
| 1113 |
+
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]])
|
| 1114 |
+
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]])
|
| 1115 |
+
>>> w = eigvals_banded(Ab, lower=True)
|
| 1116 |
+
>>> w
|
| 1117 |
+
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359])
|
| 1118 |
+
"""
|
| 1119 |
+
return eig_banded(a_band, lower=lower, eigvals_only=1,
|
| 1120 |
+
overwrite_a_band=overwrite_a_band, select=select,
|
| 1121 |
+
select_range=select_range, check_finite=check_finite)
|
| 1122 |
+
|
| 1123 |
+
|
| 1124 |
+
def eigvalsh_tridiagonal(d, e, select='a', select_range=None,
|
| 1125 |
+
check_finite=True, tol=0., lapack_driver='auto'):
|
| 1126 |
+
"""
|
| 1127 |
+
Solve eigenvalue problem for a real symmetric tridiagonal matrix.
|
| 1128 |
+
|
| 1129 |
+
Find eigenvalues `w` of ``a``::
|
| 1130 |
+
|
| 1131 |
+
a v[:,i] = w[i] v[:,i]
|
| 1132 |
+
v.H v = identity
|
| 1133 |
+
|
| 1134 |
+
For a real symmetric matrix ``a`` with diagonal elements `d` and
|
| 1135 |
+
off-diagonal elements `e`.
|
| 1136 |
+
|
| 1137 |
+
Parameters
|
| 1138 |
+
----------
|
| 1139 |
+
d : ndarray, shape (ndim,)
|
| 1140 |
+
The diagonal elements of the array.
|
| 1141 |
+
e : ndarray, shape (ndim-1,)
|
| 1142 |
+
The off-diagonal elements of the array.
|
| 1143 |
+
select : {'a', 'v', 'i'}, optional
|
| 1144 |
+
Which eigenvalues to calculate
|
| 1145 |
+
|
| 1146 |
+
====== ========================================
|
| 1147 |
+
select calculated
|
| 1148 |
+
====== ========================================
|
| 1149 |
+
'a' All eigenvalues
|
| 1150 |
+
'v' Eigenvalues in the interval (min, max]
|
| 1151 |
+
'i' Eigenvalues with indices min <= i <= max
|
| 1152 |
+
====== ========================================
|
| 1153 |
+
select_range : (min, max), optional
|
| 1154 |
+
Range of selected eigenvalues
|
| 1155 |
+
check_finite : bool, optional
|
| 1156 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1157 |
+
Disabling may give a performance gain, but may result in problems
|
| 1158 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1159 |
+
tol : float
|
| 1160 |
+
The absolute tolerance to which each eigenvalue is required
|
| 1161 |
+
(only used when ``lapack_driver='stebz'``).
|
| 1162 |
+
An eigenvalue (or cluster) is considered to have converged if it
|
| 1163 |
+
lies in an interval of this width. If <= 0. (default),
|
| 1164 |
+
the value ``eps*|a|`` is used where eps is the machine precision,
|
| 1165 |
+
and ``|a|`` is the 1-norm of the matrix ``a``.
|
| 1166 |
+
lapack_driver : str
|
| 1167 |
+
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf',
|
| 1168 |
+
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'``
|
| 1169 |
+
and 'stebz' otherwise. 'sterf' and 'stev' can only be used when
|
| 1170 |
+
``select='a'``.
|
| 1171 |
+
|
| 1172 |
+
Returns
|
| 1173 |
+
-------
|
| 1174 |
+
w : (M,) ndarray
|
| 1175 |
+
The eigenvalues, in ascending order, each repeated according to its
|
| 1176 |
+
multiplicity.
|
| 1177 |
+
|
| 1178 |
+
Raises
|
| 1179 |
+
------
|
| 1180 |
+
LinAlgError
|
| 1181 |
+
If eigenvalue computation does not converge.
|
| 1182 |
+
|
| 1183 |
+
See Also
|
| 1184 |
+
--------
|
| 1185 |
+
eigh_tridiagonal : eigenvalues and right eiegenvectors for
|
| 1186 |
+
symmetric/Hermitian tridiagonal matrices
|
| 1187 |
+
|
| 1188 |
+
Examples
|
| 1189 |
+
--------
|
| 1190 |
+
>>> import numpy as np
|
| 1191 |
+
>>> from scipy.linalg import eigvalsh_tridiagonal, eigvalsh
|
| 1192 |
+
>>> d = 3*np.ones(4)
|
| 1193 |
+
>>> e = -1*np.ones(3)
|
| 1194 |
+
>>> w = eigvalsh_tridiagonal(d, e)
|
| 1195 |
+
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1)
|
| 1196 |
+
>>> w2 = eigvalsh(A) # Verify with other eigenvalue routines
|
| 1197 |
+
>>> np.allclose(w - w2, np.zeros(4))
|
| 1198 |
+
True
|
| 1199 |
+
"""
|
| 1200 |
+
return eigh_tridiagonal(
|
| 1201 |
+
d, e, eigvals_only=True, select=select, select_range=select_range,
|
| 1202 |
+
check_finite=check_finite, tol=tol, lapack_driver=lapack_driver)
|
| 1203 |
+
|
| 1204 |
+
|
| 1205 |
+
def eigh_tridiagonal(d, e, eigvals_only=False, select='a', select_range=None,
|
| 1206 |
+
check_finite=True, tol=0., lapack_driver='auto'):
|
| 1207 |
+
"""
|
| 1208 |
+
Solve eigenvalue problem for a real symmetric tridiagonal matrix.
|
| 1209 |
+
|
| 1210 |
+
Find eigenvalues `w` and optionally right eigenvectors `v` of ``a``::
|
| 1211 |
+
|
| 1212 |
+
a v[:,i] = w[i] v[:,i]
|
| 1213 |
+
v.H v = identity
|
| 1214 |
+
|
| 1215 |
+
For a real symmetric matrix ``a`` with diagonal elements `d` and
|
| 1216 |
+
off-diagonal elements `e`.
|
| 1217 |
+
|
| 1218 |
+
Parameters
|
| 1219 |
+
----------
|
| 1220 |
+
d : ndarray, shape (ndim,)
|
| 1221 |
+
The diagonal elements of the array.
|
| 1222 |
+
e : ndarray, shape (ndim-1,)
|
| 1223 |
+
The off-diagonal elements of the array.
|
| 1224 |
+
eigvals_only : bool, optional
|
| 1225 |
+
Compute only the eigenvalues and no eigenvectors.
|
| 1226 |
+
(Default: calculate also eigenvectors)
|
| 1227 |
+
select : {'a', 'v', 'i'}, optional
|
| 1228 |
+
Which eigenvalues to calculate
|
| 1229 |
+
|
| 1230 |
+
====== ========================================
|
| 1231 |
+
select calculated
|
| 1232 |
+
====== ========================================
|
| 1233 |
+
'a' All eigenvalues
|
| 1234 |
+
'v' Eigenvalues in the interval (min, max]
|
| 1235 |
+
'i' Eigenvalues with indices min <= i <= max
|
| 1236 |
+
====== ========================================
|
| 1237 |
+
select_range : (min, max), optional
|
| 1238 |
+
Range of selected eigenvalues
|
| 1239 |
+
check_finite : bool, optional
|
| 1240 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1241 |
+
Disabling may give a performance gain, but may result in problems
|
| 1242 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1243 |
+
tol : float
|
| 1244 |
+
The absolute tolerance to which each eigenvalue is required
|
| 1245 |
+
(only used when 'stebz' is the `lapack_driver`).
|
| 1246 |
+
An eigenvalue (or cluster) is considered to have converged if it
|
| 1247 |
+
lies in an interval of this width. If <= 0. (default),
|
| 1248 |
+
the value ``eps*|a|`` is used where eps is the machine precision,
|
| 1249 |
+
and ``|a|`` is the 1-norm of the matrix ``a``.
|
| 1250 |
+
lapack_driver : str
|
| 1251 |
+
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf',
|
| 1252 |
+
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'``
|
| 1253 |
+
and 'stebz' otherwise. When 'stebz' is used to find the eigenvalues and
|
| 1254 |
+
``eigvals_only=False``, then a second LAPACK call (to ``?STEIN``) is
|
| 1255 |
+
used to find the corresponding eigenvectors. 'sterf' can only be
|
| 1256 |
+
used when ``eigvals_only=True`` and ``select='a'``. 'stev' can only
|
| 1257 |
+
be used when ``select='a'``.
|
| 1258 |
+
|
| 1259 |
+
Returns
|
| 1260 |
+
-------
|
| 1261 |
+
w : (M,) ndarray
|
| 1262 |
+
The eigenvalues, in ascending order, each repeated according to its
|
| 1263 |
+
multiplicity.
|
| 1264 |
+
v : (M, M) ndarray
|
| 1265 |
+
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is
|
| 1266 |
+
the column ``v[:,i]``. Only returned if ``eigvals_only=False``.
|
| 1267 |
+
|
| 1268 |
+
Raises
|
| 1269 |
+
------
|
| 1270 |
+
LinAlgError
|
| 1271 |
+
If eigenvalue computation does not converge.
|
| 1272 |
+
|
| 1273 |
+
See Also
|
| 1274 |
+
--------
|
| 1275 |
+
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
|
| 1276 |
+
matrices
|
| 1277 |
+
eig : eigenvalues and right eigenvectors for non-symmetric arrays
|
| 1278 |
+
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
|
| 1279 |
+
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
|
| 1280 |
+
band matrices
|
| 1281 |
+
|
| 1282 |
+
Notes
|
| 1283 |
+
-----
|
| 1284 |
+
This function makes use of LAPACK ``S/DSTEMR`` routines.
|
| 1285 |
+
|
| 1286 |
+
Examples
|
| 1287 |
+
--------
|
| 1288 |
+
>>> import numpy as np
|
| 1289 |
+
>>> from scipy.linalg import eigh_tridiagonal
|
| 1290 |
+
>>> d = 3*np.ones(4)
|
| 1291 |
+
>>> e = -1*np.ones(3)
|
| 1292 |
+
>>> w, v = eigh_tridiagonal(d, e)
|
| 1293 |
+
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1)
|
| 1294 |
+
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
|
| 1295 |
+
True
|
| 1296 |
+
"""
|
| 1297 |
+
d = _asarray_validated(d, check_finite=check_finite)
|
| 1298 |
+
e = _asarray_validated(e, check_finite=check_finite)
|
| 1299 |
+
for check in (d, e):
|
| 1300 |
+
if check.ndim != 1:
|
| 1301 |
+
raise ValueError('expected a 1-D array')
|
| 1302 |
+
if check.dtype.char in 'GFD': # complex
|
| 1303 |
+
raise TypeError('Only real arrays currently supported')
|
| 1304 |
+
if d.size != e.size + 1:
|
| 1305 |
+
raise ValueError(f'd ({d.size}) must have one more element than e ({e.size})')
|
| 1306 |
+
select, vl, vu, il, iu, _ = _check_select(
|
| 1307 |
+
select, select_range, 0, d.size)
|
| 1308 |
+
if not isinstance(lapack_driver, str):
|
| 1309 |
+
raise TypeError('lapack_driver must be str')
|
| 1310 |
+
drivers = ('auto', 'stemr', 'sterf', 'stebz', 'stev')
|
| 1311 |
+
if lapack_driver not in drivers:
|
| 1312 |
+
raise ValueError(f'lapack_driver must be one of {drivers}, '
|
| 1313 |
+
f'got {lapack_driver}')
|
| 1314 |
+
if lapack_driver == 'auto':
|
| 1315 |
+
lapack_driver = 'stemr' if select == 0 else 'stebz'
|
| 1316 |
+
|
| 1317 |
+
# Quick exit for 1x1 case
|
| 1318 |
+
if len(d) == 1:
|
| 1319 |
+
if select == 1 and (not (vl < d[0] <= vu)): # request by value
|
| 1320 |
+
w = array([])
|
| 1321 |
+
v = empty([1, 0], dtype=d.dtype)
|
| 1322 |
+
else: # all and request by index
|
| 1323 |
+
w = array([d[0]], dtype=d.dtype)
|
| 1324 |
+
v = array([[1.]], dtype=d.dtype)
|
| 1325 |
+
|
| 1326 |
+
if eigvals_only:
|
| 1327 |
+
return w
|
| 1328 |
+
else:
|
| 1329 |
+
return w, v
|
| 1330 |
+
|
| 1331 |
+
func, = get_lapack_funcs((lapack_driver,), (d, e))
|
| 1332 |
+
compute_v = not eigvals_only
|
| 1333 |
+
if lapack_driver == 'sterf':
|
| 1334 |
+
if select != 0:
|
| 1335 |
+
raise ValueError('sterf can only be used when select == "a"')
|
| 1336 |
+
if not eigvals_only:
|
| 1337 |
+
raise ValueError('sterf can only be used when eigvals_only is '
|
| 1338 |
+
'True')
|
| 1339 |
+
w, info = func(d, e)
|
| 1340 |
+
m = len(w)
|
| 1341 |
+
elif lapack_driver == 'stev':
|
| 1342 |
+
if select != 0:
|
| 1343 |
+
raise ValueError('stev can only be used when select == "a"')
|
| 1344 |
+
w, v, info = func(d, e, compute_v=compute_v)
|
| 1345 |
+
m = len(w)
|
| 1346 |
+
elif lapack_driver == 'stebz':
|
| 1347 |
+
tol = float(tol)
|
| 1348 |
+
internal_name = 'stebz'
|
| 1349 |
+
stebz, = get_lapack_funcs((internal_name,), (d, e))
|
| 1350 |
+
# If getting eigenvectors, needs to be block-ordered (B) instead of
|
| 1351 |
+
# matrix-ordered (E), and we will reorder later
|
| 1352 |
+
order = 'E' if eigvals_only else 'B'
|
| 1353 |
+
m, w, iblock, isplit, info = stebz(d, e, select, vl, vu, il, iu, tol,
|
| 1354 |
+
order)
|
| 1355 |
+
else: # 'stemr'
|
| 1356 |
+
# ?STEMR annoyingly requires size N instead of N-1
|
| 1357 |
+
e_ = empty(e.size+1, e.dtype)
|
| 1358 |
+
e_[:-1] = e
|
| 1359 |
+
stemr_lwork, = get_lapack_funcs(('stemr_lwork',), (d, e))
|
| 1360 |
+
lwork, liwork, info = stemr_lwork(d, e_, select, vl, vu, il, iu,
|
| 1361 |
+
compute_v=compute_v)
|
| 1362 |
+
_check_info(info, 'stemr_lwork')
|
| 1363 |
+
m, w, v, info = func(d, e_, select, vl, vu, il, iu,
|
| 1364 |
+
compute_v=compute_v, lwork=lwork, liwork=liwork)
|
| 1365 |
+
_check_info(info, lapack_driver + ' (eigh_tridiagonal)')
|
| 1366 |
+
w = w[:m]
|
| 1367 |
+
if eigvals_only:
|
| 1368 |
+
return w
|
| 1369 |
+
else:
|
| 1370 |
+
# Do we still need to compute the eigenvalues?
|
| 1371 |
+
if lapack_driver == 'stebz':
|
| 1372 |
+
func, = get_lapack_funcs(('stein',), (d, e))
|
| 1373 |
+
v, info = func(d, e, w, iblock, isplit)
|
| 1374 |
+
_check_info(info, 'stein (eigh_tridiagonal)',
|
| 1375 |
+
positive='%d eigenvectors failed to converge')
|
| 1376 |
+
# Convert block-order to matrix-order
|
| 1377 |
+
order = argsort(w)
|
| 1378 |
+
w, v = w[order], v[:, order]
|
| 1379 |
+
else:
|
| 1380 |
+
v = v[:, :m]
|
| 1381 |
+
return w, v
|
| 1382 |
+
|
| 1383 |
+
|
| 1384 |
+
def _check_info(info, driver, positive='did not converge (LAPACK info=%d)'):
|
| 1385 |
+
"""Check info return value."""
|
| 1386 |
+
if info < 0:
|
| 1387 |
+
raise ValueError('illegal value in argument %d of internal %s'
|
| 1388 |
+
% (-info, driver))
|
| 1389 |
+
if info > 0 and positive:
|
| 1390 |
+
raise LinAlgError(("%s " + positive) % (driver, info,))
|
| 1391 |
+
|
| 1392 |
+
|
| 1393 |
+
def hessenberg(a, calc_q=False, overwrite_a=False, check_finite=True):
|
| 1394 |
+
"""
|
| 1395 |
+
Compute Hessenberg form of a matrix.
|
| 1396 |
+
|
| 1397 |
+
The Hessenberg decomposition is::
|
| 1398 |
+
|
| 1399 |
+
A = Q H Q^H
|
| 1400 |
+
|
| 1401 |
+
where `Q` is unitary/orthogonal and `H` has only zero elements below
|
| 1402 |
+
the first sub-diagonal.
|
| 1403 |
+
|
| 1404 |
+
Parameters
|
| 1405 |
+
----------
|
| 1406 |
+
a : (M, M) array_like
|
| 1407 |
+
Matrix to bring into Hessenberg form.
|
| 1408 |
+
calc_q : bool, optional
|
| 1409 |
+
Whether to compute the transformation matrix. Default is False.
|
| 1410 |
+
overwrite_a : bool, optional
|
| 1411 |
+
Whether to overwrite `a`; may improve performance.
|
| 1412 |
+
Default is False.
|
| 1413 |
+
check_finite : bool, optional
|
| 1414 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 1415 |
+
Disabling may give a performance gain, but may result in problems
|
| 1416 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 1417 |
+
|
| 1418 |
+
Returns
|
| 1419 |
+
-------
|
| 1420 |
+
H : (M, M) ndarray
|
| 1421 |
+
Hessenberg form of `a`.
|
| 1422 |
+
Q : (M, M) ndarray
|
| 1423 |
+
Unitary/orthogonal similarity transformation matrix ``A = Q H Q^H``.
|
| 1424 |
+
Only returned if ``calc_q=True``.
|
| 1425 |
+
|
| 1426 |
+
Examples
|
| 1427 |
+
--------
|
| 1428 |
+
>>> import numpy as np
|
| 1429 |
+
>>> from scipy.linalg import hessenberg
|
| 1430 |
+
>>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
|
| 1431 |
+
>>> H, Q = hessenberg(A, calc_q=True)
|
| 1432 |
+
>>> H
|
| 1433 |
+
array([[ 2. , -11.65843866, 1.42005301, 0.25349066],
|
| 1434 |
+
[ -9.94987437, 14.53535354, -5.31022304, 2.43081618],
|
| 1435 |
+
[ 0. , -1.83299243, 0.38969961, -0.51527034],
|
| 1436 |
+
[ 0. , 0. , -3.83189513, 1.07494686]])
|
| 1437 |
+
>>> np.allclose(Q @ H @ Q.conj().T - A, np.zeros((4, 4)))
|
| 1438 |
+
True
|
| 1439 |
+
"""
|
| 1440 |
+
a1 = _asarray_validated(a, check_finite=check_finite)
|
| 1441 |
+
if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]):
|
| 1442 |
+
raise ValueError('expected square matrix')
|
| 1443 |
+
overwrite_a = overwrite_a or (_datacopied(a1, a))
|
| 1444 |
+
|
| 1445 |
+
if a1.size == 0:
|
| 1446 |
+
h3 = hessenberg(np.eye(3, dtype=a1.dtype))
|
| 1447 |
+
h = np.empty(a1.shape, dtype=h3.dtype)
|
| 1448 |
+
if not calc_q:
|
| 1449 |
+
return h
|
| 1450 |
+
else:
|
| 1451 |
+
h3, q3 = hessenberg(np.eye(3, dtype=a1.dtype), calc_q=True)
|
| 1452 |
+
q = np.empty(a1.shape, dtype=q3.dtype)
|
| 1453 |
+
h = np.empty(a1.shape, dtype=h3.dtype)
|
| 1454 |
+
return h, q
|
| 1455 |
+
|
| 1456 |
+
# if 2x2 or smaller: already in Hessenberg
|
| 1457 |
+
if a1.shape[0] <= 2:
|
| 1458 |
+
if calc_q:
|
| 1459 |
+
return a1, eye(a1.shape[0])
|
| 1460 |
+
return a1
|
| 1461 |
+
|
| 1462 |
+
gehrd, gebal, gehrd_lwork = get_lapack_funcs(('gehrd', 'gebal',
|
| 1463 |
+
'gehrd_lwork'), (a1,))
|
| 1464 |
+
ba, lo, hi, pivscale, info = gebal(a1, permute=0, overwrite_a=overwrite_a)
|
| 1465 |
+
_check_info(info, 'gebal (hessenberg)', positive=False)
|
| 1466 |
+
n = len(a1)
|
| 1467 |
+
|
| 1468 |
+
lwork = _compute_lwork(gehrd_lwork, ba.shape[0], lo=lo, hi=hi)
|
| 1469 |
+
|
| 1470 |
+
hq, tau, info = gehrd(ba, lo=lo, hi=hi, lwork=lwork, overwrite_a=1)
|
| 1471 |
+
_check_info(info, 'gehrd (hessenberg)', positive=False)
|
| 1472 |
+
h = np.triu(hq, -1)
|
| 1473 |
+
if not calc_q:
|
| 1474 |
+
return h
|
| 1475 |
+
|
| 1476 |
+
# use orghr/unghr to compute q
|
| 1477 |
+
orghr, orghr_lwork = get_lapack_funcs(('orghr', 'orghr_lwork'), (a1,))
|
| 1478 |
+
lwork = _compute_lwork(orghr_lwork, n, lo=lo, hi=hi)
|
| 1479 |
+
|
| 1480 |
+
q, info = orghr(a=hq, tau=tau, lo=lo, hi=hi, lwork=lwork, overwrite_a=1)
|
| 1481 |
+
_check_info(info, 'orghr (hessenberg)', positive=False)
|
| 1482 |
+
return h, q
|
| 1483 |
+
|
| 1484 |
+
|
| 1485 |
+
def cdf2rdf(w, v):
|
| 1486 |
+
"""
|
| 1487 |
+
Converts complex eigenvalues ``w`` and eigenvectors ``v`` to real
|
| 1488 |
+
eigenvalues in a block diagonal form ``wr`` and the associated real
|
| 1489 |
+
eigenvectors ``vr``, such that::
|
| 1490 |
+
|
| 1491 |
+
vr @ wr = X @ vr
|
| 1492 |
+
|
| 1493 |
+
continues to hold, where ``X`` is the original array for which ``w`` and
|
| 1494 |
+
``v`` are the eigenvalues and eigenvectors.
|
| 1495 |
+
|
| 1496 |
+
.. versionadded:: 1.1.0
|
| 1497 |
+
|
| 1498 |
+
Parameters
|
| 1499 |
+
----------
|
| 1500 |
+
w : (..., M) array_like
|
| 1501 |
+
Complex or real eigenvalues, an array or stack of arrays
|
| 1502 |
+
|
| 1503 |
+
Conjugate pairs must not be interleaved, else the wrong result
|
| 1504 |
+
will be produced. So ``[1+1j, 1, 1-1j]`` will give a correct result,
|
| 1505 |
+
but ``[1+1j, 2+1j, 1-1j, 2-1j]`` will not.
|
| 1506 |
+
|
| 1507 |
+
v : (..., M, M) array_like
|
| 1508 |
+
Complex or real eigenvectors, a square array or stack of square arrays.
|
| 1509 |
+
|
| 1510 |
+
Returns
|
| 1511 |
+
-------
|
| 1512 |
+
wr : (..., M, M) ndarray
|
| 1513 |
+
Real diagonal block form of eigenvalues
|
| 1514 |
+
vr : (..., M, M) ndarray
|
| 1515 |
+
Real eigenvectors associated with ``wr``
|
| 1516 |
+
|
| 1517 |
+
See Also
|
| 1518 |
+
--------
|
| 1519 |
+
eig : Eigenvalues and right eigenvectors for non-symmetric arrays
|
| 1520 |
+
rsf2csf : Convert real Schur form to complex Schur form
|
| 1521 |
+
|
| 1522 |
+
Notes
|
| 1523 |
+
-----
|
| 1524 |
+
``w``, ``v`` must be the eigenstructure for some *real* matrix ``X``.
|
| 1525 |
+
For example, obtained by ``w, v = scipy.linalg.eig(X)`` or
|
| 1526 |
+
``w, v = numpy.linalg.eig(X)`` in which case ``X`` can also represent
|
| 1527 |
+
stacked arrays.
|
| 1528 |
+
|
| 1529 |
+
.. versionadded:: 1.1.0
|
| 1530 |
+
|
| 1531 |
+
Examples
|
| 1532 |
+
--------
|
| 1533 |
+
>>> import numpy as np
|
| 1534 |
+
>>> X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
|
| 1535 |
+
>>> X
|
| 1536 |
+
array([[ 1, 2, 3],
|
| 1537 |
+
[ 0, 4, 5],
|
| 1538 |
+
[ 0, -5, 4]])
|
| 1539 |
+
|
| 1540 |
+
>>> from scipy import linalg
|
| 1541 |
+
>>> w, v = linalg.eig(X)
|
| 1542 |
+
>>> w
|
| 1543 |
+
array([ 1.+0.j, 4.+5.j, 4.-5.j])
|
| 1544 |
+
>>> v
|
| 1545 |
+
array([[ 1.00000+0.j , -0.01906-0.40016j, -0.01906+0.40016j],
|
| 1546 |
+
[ 0.00000+0.j , 0.00000-0.64788j, 0.00000+0.64788j],
|
| 1547 |
+
[ 0.00000+0.j , 0.64788+0.j , 0.64788-0.j ]])
|
| 1548 |
+
|
| 1549 |
+
>>> wr, vr = linalg.cdf2rdf(w, v)
|
| 1550 |
+
>>> wr
|
| 1551 |
+
array([[ 1., 0., 0.],
|
| 1552 |
+
[ 0., 4., 5.],
|
| 1553 |
+
[ 0., -5., 4.]])
|
| 1554 |
+
>>> vr
|
| 1555 |
+
array([[ 1. , 0.40016, -0.01906],
|
| 1556 |
+
[ 0. , 0.64788, 0. ],
|
| 1557 |
+
[ 0. , 0. , 0.64788]])
|
| 1558 |
+
|
| 1559 |
+
>>> vr @ wr
|
| 1560 |
+
array([[ 1. , 1.69593, 1.9246 ],
|
| 1561 |
+
[ 0. , 2.59153, 3.23942],
|
| 1562 |
+
[ 0. , -3.23942, 2.59153]])
|
| 1563 |
+
>>> X @ vr
|
| 1564 |
+
array([[ 1. , 1.69593, 1.9246 ],
|
| 1565 |
+
[ 0. , 2.59153, 3.23942],
|
| 1566 |
+
[ 0. , -3.23942, 2.59153]])
|
| 1567 |
+
"""
|
| 1568 |
+
w, v = _asarray_validated(w), _asarray_validated(v)
|
| 1569 |
+
|
| 1570 |
+
# check dimensions
|
| 1571 |
+
if w.ndim < 1:
|
| 1572 |
+
raise ValueError('expected w to be at least 1D')
|
| 1573 |
+
if v.ndim < 2:
|
| 1574 |
+
raise ValueError('expected v to be at least 2D')
|
| 1575 |
+
if v.ndim != w.ndim + 1:
|
| 1576 |
+
raise ValueError('expected eigenvectors array to have exactly one '
|
| 1577 |
+
'dimension more than eigenvalues array')
|
| 1578 |
+
|
| 1579 |
+
# check shapes
|
| 1580 |
+
n = w.shape[-1]
|
| 1581 |
+
M = w.shape[:-1]
|
| 1582 |
+
if v.shape[-2] != v.shape[-1]:
|
| 1583 |
+
raise ValueError('expected v to be a square matrix or stacked square '
|
| 1584 |
+
'matrices: v.shape[-2] = v.shape[-1]')
|
| 1585 |
+
if v.shape[-1] != n:
|
| 1586 |
+
raise ValueError('expected the same number of eigenvalues as '
|
| 1587 |
+
'eigenvectors')
|
| 1588 |
+
|
| 1589 |
+
# get indices for each first pair of complex eigenvalues
|
| 1590 |
+
complex_mask = iscomplex(w)
|
| 1591 |
+
n_complex = complex_mask.sum(axis=-1)
|
| 1592 |
+
|
| 1593 |
+
# check if all complex eigenvalues have conjugate pairs
|
| 1594 |
+
if not (n_complex % 2 == 0).all():
|
| 1595 |
+
raise ValueError('expected complex-conjugate pairs of eigenvalues')
|
| 1596 |
+
|
| 1597 |
+
# find complex indices
|
| 1598 |
+
idx = nonzero(complex_mask)
|
| 1599 |
+
idx_stack = idx[:-1]
|
| 1600 |
+
idx_elem = idx[-1]
|
| 1601 |
+
|
| 1602 |
+
# filter them to conjugate indices, assuming pairs are not interleaved
|
| 1603 |
+
j = idx_elem[0::2]
|
| 1604 |
+
k = idx_elem[1::2]
|
| 1605 |
+
stack_ind = ()
|
| 1606 |
+
for i in idx_stack:
|
| 1607 |
+
# should never happen, assuming nonzero orders by the last axis
|
| 1608 |
+
assert (i[0::2] == i[1::2]).all(), \
|
| 1609 |
+
"Conjugate pair spanned different arrays!"
|
| 1610 |
+
stack_ind += (i[0::2],)
|
| 1611 |
+
|
| 1612 |
+
# all eigenvalues to diagonal form
|
| 1613 |
+
wr = zeros(M + (n, n), dtype=w.real.dtype)
|
| 1614 |
+
di = range(n)
|
| 1615 |
+
wr[..., di, di] = w.real
|
| 1616 |
+
|
| 1617 |
+
# complex eigenvalues to real block diagonal form
|
| 1618 |
+
wr[stack_ind + (j, k)] = w[stack_ind + (j,)].imag
|
| 1619 |
+
wr[stack_ind + (k, j)] = w[stack_ind + (k,)].imag
|
| 1620 |
+
|
| 1621 |
+
# compute real eigenvectors associated with real block diagonal eigenvalues
|
| 1622 |
+
u = zeros(M + (n, n), dtype=np.cdouble)
|
| 1623 |
+
u[..., di, di] = 1.0
|
| 1624 |
+
u[stack_ind + (j, j)] = 0.5j
|
| 1625 |
+
u[stack_ind + (j, k)] = 0.5
|
| 1626 |
+
u[stack_ind + (k, j)] = -0.5j
|
| 1627 |
+
u[stack_ind + (k, k)] = 0.5
|
| 1628 |
+
|
| 1629 |
+
# multiply matrices v and u (equivalent to v @ u)
|
| 1630 |
+
vr = einsum('...ij,...jk->...ik', v, u).real
|
| 1631 |
+
|
| 1632 |
+
return wr, vr
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_cholesky.py
ADDED
|
@@ -0,0 +1,398 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""Cholesky decomposition functions."""
|
| 2 |
+
|
| 3 |
+
import numpy as np
|
| 4 |
+
from numpy import asarray_chkfinite, asarray, atleast_2d, empty_like
|
| 5 |
+
|
| 6 |
+
# Local imports
|
| 7 |
+
from ._misc import LinAlgError, _datacopied
|
| 8 |
+
from .lapack import get_lapack_funcs
|
| 9 |
+
|
| 10 |
+
__all__ = ['cholesky', 'cho_factor', 'cho_solve', 'cholesky_banded',
|
| 11 |
+
'cho_solve_banded']
|
| 12 |
+
|
| 13 |
+
|
| 14 |
+
def _cholesky(a, lower=False, overwrite_a=False, clean=True,
|
| 15 |
+
check_finite=True):
|
| 16 |
+
"""Common code for cholesky() and cho_factor()."""
|
| 17 |
+
|
| 18 |
+
a1 = asarray_chkfinite(a) if check_finite else asarray(a)
|
| 19 |
+
a1 = atleast_2d(a1)
|
| 20 |
+
|
| 21 |
+
# Dimension check
|
| 22 |
+
if a1.ndim != 2:
|
| 23 |
+
raise ValueError(f'Input array needs to be 2D but received a {a1.ndim}d-array.')
|
| 24 |
+
# Squareness check
|
| 25 |
+
if a1.shape[0] != a1.shape[1]:
|
| 26 |
+
raise ValueError('Input array is expected to be square but has '
|
| 27 |
+
f'the shape: {a1.shape}.')
|
| 28 |
+
|
| 29 |
+
# Quick return for square empty array
|
| 30 |
+
if a1.size == 0:
|
| 31 |
+
dt = cholesky(np.eye(1, dtype=a1.dtype)).dtype
|
| 32 |
+
return empty_like(a1, dtype=dt), lower
|
| 33 |
+
|
| 34 |
+
overwrite_a = overwrite_a or _datacopied(a1, a)
|
| 35 |
+
potrf, = get_lapack_funcs(('potrf',), (a1,))
|
| 36 |
+
c, info = potrf(a1, lower=lower, overwrite_a=overwrite_a, clean=clean)
|
| 37 |
+
if info > 0:
|
| 38 |
+
raise LinAlgError("%d-th leading minor of the array is not positive "
|
| 39 |
+
"definite" % info)
|
| 40 |
+
if info < 0:
|
| 41 |
+
raise ValueError(f'LAPACK reported an illegal value in {-info}-th argument'
|
| 42 |
+
'on entry to "POTRF".')
|
| 43 |
+
return c, lower
|
| 44 |
+
|
| 45 |
+
|
| 46 |
+
def cholesky(a, lower=False, overwrite_a=False, check_finite=True):
|
| 47 |
+
"""
|
| 48 |
+
Compute the Cholesky decomposition of a matrix.
|
| 49 |
+
|
| 50 |
+
Returns the Cholesky decomposition, :math:`A = L L^*` or
|
| 51 |
+
:math:`A = U^* U` of a Hermitian positive-definite matrix A.
|
| 52 |
+
|
| 53 |
+
Parameters
|
| 54 |
+
----------
|
| 55 |
+
a : (M, M) array_like
|
| 56 |
+
Matrix to be decomposed
|
| 57 |
+
lower : bool, optional
|
| 58 |
+
Whether to compute the upper- or lower-triangular Cholesky
|
| 59 |
+
factorization. During decomposition, only the selected half of the
|
| 60 |
+
matrix is referenced. Default is upper-triangular.
|
| 61 |
+
overwrite_a : bool, optional
|
| 62 |
+
Whether to overwrite data in `a` (may improve performance).
|
| 63 |
+
check_finite : bool, optional
|
| 64 |
+
Whether to check that the entire input matrix contains only finite numbers.
|
| 65 |
+
Disabling may give a performance gain, but may result in problems
|
| 66 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 67 |
+
|
| 68 |
+
Returns
|
| 69 |
+
-------
|
| 70 |
+
c : (M, M) ndarray
|
| 71 |
+
Upper- or lower-triangular Cholesky factor of `a`.
|
| 72 |
+
|
| 73 |
+
Raises
|
| 74 |
+
------
|
| 75 |
+
LinAlgError : if decomposition fails.
|
| 76 |
+
|
| 77 |
+
Notes
|
| 78 |
+
-----
|
| 79 |
+
During the finiteness check (if selected), the entire matrix `a` is
|
| 80 |
+
checked. During decomposition, `a` is assumed to be symmetric or Hermitian
|
| 81 |
+
(as applicable), and only the half selected by option `lower` is referenced.
|
| 82 |
+
Consequently, if `a` is asymmetric/non-Hermitian, `cholesky` may still
|
| 83 |
+
succeed if the symmetric/Hermitian matrix represented by the selected half
|
| 84 |
+
is positive definite, yet it may fail if an element in the other half is
|
| 85 |
+
non-finite.
|
| 86 |
+
|
| 87 |
+
Examples
|
| 88 |
+
--------
|
| 89 |
+
>>> import numpy as np
|
| 90 |
+
>>> from scipy.linalg import cholesky
|
| 91 |
+
>>> a = np.array([[1,-2j],[2j,5]])
|
| 92 |
+
>>> L = cholesky(a, lower=True)
|
| 93 |
+
>>> L
|
| 94 |
+
array([[ 1.+0.j, 0.+0.j],
|
| 95 |
+
[ 0.+2.j, 1.+0.j]])
|
| 96 |
+
>>> L @ L.T.conj()
|
| 97 |
+
array([[ 1.+0.j, 0.-2.j],
|
| 98 |
+
[ 0.+2.j, 5.+0.j]])
|
| 99 |
+
|
| 100 |
+
"""
|
| 101 |
+
c, lower = _cholesky(a, lower=lower, overwrite_a=overwrite_a, clean=True,
|
| 102 |
+
check_finite=check_finite)
|
| 103 |
+
return c
|
| 104 |
+
|
| 105 |
+
|
| 106 |
+
def cho_factor(a, lower=False, overwrite_a=False, check_finite=True):
|
| 107 |
+
"""
|
| 108 |
+
Compute the Cholesky decomposition of a matrix, to use in cho_solve
|
| 109 |
+
|
| 110 |
+
Returns a matrix containing the Cholesky decomposition,
|
| 111 |
+
``A = L L*`` or ``A = U* U`` of a Hermitian positive-definite matrix `a`.
|
| 112 |
+
The return value can be directly used as the first parameter to cho_solve.
|
| 113 |
+
|
| 114 |
+
.. warning::
|
| 115 |
+
The returned matrix also contains random data in the entries not
|
| 116 |
+
used by the Cholesky decomposition. If you need to zero these
|
| 117 |
+
entries, use the function `cholesky` instead.
|
| 118 |
+
|
| 119 |
+
Parameters
|
| 120 |
+
----------
|
| 121 |
+
a : (M, M) array_like
|
| 122 |
+
Matrix to be decomposed
|
| 123 |
+
lower : bool, optional
|
| 124 |
+
Whether to compute the upper or lower triangular Cholesky factorization.
|
| 125 |
+
During decomposition, only the selected half of the matrix is referenced.
|
| 126 |
+
(Default: upper-triangular)
|
| 127 |
+
overwrite_a : bool, optional
|
| 128 |
+
Whether to overwrite data in a (may improve performance)
|
| 129 |
+
check_finite : bool, optional
|
| 130 |
+
Whether to check that the entire input matrix contains only finite numbers.
|
| 131 |
+
Disabling may give a performance gain, but may result in problems
|
| 132 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 133 |
+
|
| 134 |
+
Returns
|
| 135 |
+
-------
|
| 136 |
+
c : (M, M) ndarray
|
| 137 |
+
Matrix whose upper or lower triangle contains the Cholesky factor
|
| 138 |
+
of `a`. Other parts of the matrix contain random data.
|
| 139 |
+
lower : bool
|
| 140 |
+
Flag indicating whether the factor is in the lower or upper triangle
|
| 141 |
+
|
| 142 |
+
Raises
|
| 143 |
+
------
|
| 144 |
+
LinAlgError
|
| 145 |
+
Raised if decomposition fails.
|
| 146 |
+
|
| 147 |
+
See Also
|
| 148 |
+
--------
|
| 149 |
+
cho_solve : Solve a linear set equations using the Cholesky factorization
|
| 150 |
+
of a matrix.
|
| 151 |
+
|
| 152 |
+
Notes
|
| 153 |
+
-----
|
| 154 |
+
During the finiteness check (if selected), the entire matrix `a` is
|
| 155 |
+
checked. During decomposition, `a` is assumed to be symmetric or Hermitian
|
| 156 |
+
(as applicable), and only the half selected by option `lower` is referenced.
|
| 157 |
+
Consequently, if `a` is asymmetric/non-Hermitian, `cholesky` may still
|
| 158 |
+
succeed if the symmetric/Hermitian matrix represented by the selected half
|
| 159 |
+
is positive definite, yet it may fail if an element in the other half is
|
| 160 |
+
non-finite.
|
| 161 |
+
|
| 162 |
+
Examples
|
| 163 |
+
--------
|
| 164 |
+
>>> import numpy as np
|
| 165 |
+
>>> from scipy.linalg import cho_factor
|
| 166 |
+
>>> A = np.array([[9, 3, 1, 5], [3, 7, 5, 1], [1, 5, 9, 2], [5, 1, 2, 6]])
|
| 167 |
+
>>> c, low = cho_factor(A)
|
| 168 |
+
>>> c
|
| 169 |
+
array([[3. , 1. , 0.33333333, 1.66666667],
|
| 170 |
+
[3. , 2.44948974, 1.90515869, -0.27216553],
|
| 171 |
+
[1. , 5. , 2.29330749, 0.8559528 ],
|
| 172 |
+
[5. , 1. , 2. , 1.55418563]])
|
| 173 |
+
>>> np.allclose(np.triu(c).T @ np. triu(c) - A, np.zeros((4, 4)))
|
| 174 |
+
True
|
| 175 |
+
|
| 176 |
+
"""
|
| 177 |
+
c, lower = _cholesky(a, lower=lower, overwrite_a=overwrite_a, clean=False,
|
| 178 |
+
check_finite=check_finite)
|
| 179 |
+
return c, lower
|
| 180 |
+
|
| 181 |
+
|
| 182 |
+
def cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True):
|
| 183 |
+
"""Solve the linear equations A x = b, given the Cholesky factorization of A.
|
| 184 |
+
|
| 185 |
+
Parameters
|
| 186 |
+
----------
|
| 187 |
+
(c, lower) : tuple, (array, bool)
|
| 188 |
+
Cholesky factorization of a, as given by cho_factor
|
| 189 |
+
b : array
|
| 190 |
+
Right-hand side
|
| 191 |
+
overwrite_b : bool, optional
|
| 192 |
+
Whether to overwrite data in b (may improve performance)
|
| 193 |
+
check_finite : bool, optional
|
| 194 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 195 |
+
Disabling may give a performance gain, but may result in problems
|
| 196 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 197 |
+
|
| 198 |
+
Returns
|
| 199 |
+
-------
|
| 200 |
+
x : array
|
| 201 |
+
The solution to the system A x = b
|
| 202 |
+
|
| 203 |
+
See Also
|
| 204 |
+
--------
|
| 205 |
+
cho_factor : Cholesky factorization of a matrix
|
| 206 |
+
|
| 207 |
+
Examples
|
| 208 |
+
--------
|
| 209 |
+
>>> import numpy as np
|
| 210 |
+
>>> from scipy.linalg import cho_factor, cho_solve
|
| 211 |
+
>>> A = np.array([[9, 3, 1, 5], [3, 7, 5, 1], [1, 5, 9, 2], [5, 1, 2, 6]])
|
| 212 |
+
>>> c, low = cho_factor(A)
|
| 213 |
+
>>> x = cho_solve((c, low), [1, 1, 1, 1])
|
| 214 |
+
>>> np.allclose(A @ x - [1, 1, 1, 1], np.zeros(4))
|
| 215 |
+
True
|
| 216 |
+
|
| 217 |
+
"""
|
| 218 |
+
(c, lower) = c_and_lower
|
| 219 |
+
if check_finite:
|
| 220 |
+
b1 = asarray_chkfinite(b)
|
| 221 |
+
c = asarray_chkfinite(c)
|
| 222 |
+
else:
|
| 223 |
+
b1 = asarray(b)
|
| 224 |
+
c = asarray(c)
|
| 225 |
+
|
| 226 |
+
if c.ndim != 2 or c.shape[0] != c.shape[1]:
|
| 227 |
+
raise ValueError("The factored matrix c is not square.")
|
| 228 |
+
if c.shape[1] != b1.shape[0]:
|
| 229 |
+
raise ValueError(f"incompatible dimensions ({c.shape} and {b1.shape})")
|
| 230 |
+
|
| 231 |
+
# accommodate empty arrays
|
| 232 |
+
if b1.size == 0:
|
| 233 |
+
dt = cho_solve((np.eye(2, dtype=b1.dtype), True),
|
| 234 |
+
np.ones(2, dtype=c.dtype)).dtype
|
| 235 |
+
return empty_like(b1, dtype=dt)
|
| 236 |
+
|
| 237 |
+
overwrite_b = overwrite_b or _datacopied(b1, b)
|
| 238 |
+
|
| 239 |
+
potrs, = get_lapack_funcs(('potrs',), (c, b1))
|
| 240 |
+
x, info = potrs(c, b1, lower=lower, overwrite_b=overwrite_b)
|
| 241 |
+
if info != 0:
|
| 242 |
+
raise ValueError('illegal value in %dth argument of internal potrs'
|
| 243 |
+
% -info)
|
| 244 |
+
return x
|
| 245 |
+
|
| 246 |
+
|
| 247 |
+
def cholesky_banded(ab, overwrite_ab=False, lower=False, check_finite=True):
|
| 248 |
+
"""
|
| 249 |
+
Cholesky decompose a banded Hermitian positive-definite matrix
|
| 250 |
+
|
| 251 |
+
The matrix a is stored in ab either in lower-diagonal or upper-
|
| 252 |
+
diagonal ordered form::
|
| 253 |
+
|
| 254 |
+
ab[u + i - j, j] == a[i,j] (if upper form; i <= j)
|
| 255 |
+
ab[ i - j, j] == a[i,j] (if lower form; i >= j)
|
| 256 |
+
|
| 257 |
+
Example of ab (shape of a is (6,6), u=2)::
|
| 258 |
+
|
| 259 |
+
upper form:
|
| 260 |
+
* * a02 a13 a24 a35
|
| 261 |
+
* a01 a12 a23 a34 a45
|
| 262 |
+
a00 a11 a22 a33 a44 a55
|
| 263 |
+
|
| 264 |
+
lower form:
|
| 265 |
+
a00 a11 a22 a33 a44 a55
|
| 266 |
+
a10 a21 a32 a43 a54 *
|
| 267 |
+
a20 a31 a42 a53 * *
|
| 268 |
+
|
| 269 |
+
Parameters
|
| 270 |
+
----------
|
| 271 |
+
ab : (u + 1, M) array_like
|
| 272 |
+
Banded matrix
|
| 273 |
+
overwrite_ab : bool, optional
|
| 274 |
+
Discard data in ab (may enhance performance)
|
| 275 |
+
lower : bool, optional
|
| 276 |
+
Is the matrix in the lower form. (Default is upper form)
|
| 277 |
+
check_finite : bool, optional
|
| 278 |
+
Whether to check that the input matrix contains only finite numbers.
|
| 279 |
+
Disabling may give a performance gain, but may result in problems
|
| 280 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 281 |
+
|
| 282 |
+
Returns
|
| 283 |
+
-------
|
| 284 |
+
c : (u + 1, M) ndarray
|
| 285 |
+
Cholesky factorization of a, in the same banded format as ab
|
| 286 |
+
|
| 287 |
+
See Also
|
| 288 |
+
--------
|
| 289 |
+
cho_solve_banded :
|
| 290 |
+
Solve a linear set equations, given the Cholesky factorization
|
| 291 |
+
of a banded Hermitian.
|
| 292 |
+
|
| 293 |
+
Examples
|
| 294 |
+
--------
|
| 295 |
+
>>> import numpy as np
|
| 296 |
+
>>> from scipy.linalg import cholesky_banded
|
| 297 |
+
>>> from numpy import allclose, zeros, diag
|
| 298 |
+
>>> Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
|
| 299 |
+
>>> A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
|
| 300 |
+
>>> A = A + A.conj().T + np.diag(Ab[2, :])
|
| 301 |
+
>>> c = cholesky_banded(Ab)
|
| 302 |
+
>>> C = np.diag(c[0, 2:], k=2) + np.diag(c[1, 1:], k=1) + np.diag(c[2, :])
|
| 303 |
+
>>> np.allclose(C.conj().T @ C - A, np.zeros((5, 5)))
|
| 304 |
+
True
|
| 305 |
+
|
| 306 |
+
"""
|
| 307 |
+
if check_finite:
|
| 308 |
+
ab = asarray_chkfinite(ab)
|
| 309 |
+
else:
|
| 310 |
+
ab = asarray(ab)
|
| 311 |
+
|
| 312 |
+
# accommodate square empty matrices
|
| 313 |
+
if ab.size == 0:
|
| 314 |
+
dt = cholesky_banded(np.array([[0, 0], [1, 1]], dtype=ab.dtype)).dtype
|
| 315 |
+
return empty_like(ab, dtype=dt)
|
| 316 |
+
|
| 317 |
+
pbtrf, = get_lapack_funcs(('pbtrf',), (ab,))
|
| 318 |
+
c, info = pbtrf(ab, lower=lower, overwrite_ab=overwrite_ab)
|
| 319 |
+
if info > 0:
|
| 320 |
+
raise LinAlgError("%d-th leading minor not positive definite" % info)
|
| 321 |
+
if info < 0:
|
| 322 |
+
raise ValueError('illegal value in %d-th argument of internal pbtrf'
|
| 323 |
+
% -info)
|
| 324 |
+
return c
|
| 325 |
+
|
| 326 |
+
|
| 327 |
+
def cho_solve_banded(cb_and_lower, b, overwrite_b=False, check_finite=True):
|
| 328 |
+
"""
|
| 329 |
+
Solve the linear equations ``A x = b``, given the Cholesky factorization of
|
| 330 |
+
the banded Hermitian ``A``.
|
| 331 |
+
|
| 332 |
+
Parameters
|
| 333 |
+
----------
|
| 334 |
+
(cb, lower) : tuple, (ndarray, bool)
|
| 335 |
+
`cb` is the Cholesky factorization of A, as given by cholesky_banded.
|
| 336 |
+
`lower` must be the same value that was given to cholesky_banded.
|
| 337 |
+
b : array_like
|
| 338 |
+
Right-hand side
|
| 339 |
+
overwrite_b : bool, optional
|
| 340 |
+
If True, the function will overwrite the values in `b`.
|
| 341 |
+
check_finite : bool, optional
|
| 342 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 343 |
+
Disabling may give a performance gain, but may result in problems
|
| 344 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 345 |
+
|
| 346 |
+
Returns
|
| 347 |
+
-------
|
| 348 |
+
x : array
|
| 349 |
+
The solution to the system A x = b
|
| 350 |
+
|
| 351 |
+
See Also
|
| 352 |
+
--------
|
| 353 |
+
cholesky_banded : Cholesky factorization of a banded matrix
|
| 354 |
+
|
| 355 |
+
Notes
|
| 356 |
+
-----
|
| 357 |
+
|
| 358 |
+
.. versionadded:: 0.8.0
|
| 359 |
+
|
| 360 |
+
Examples
|
| 361 |
+
--------
|
| 362 |
+
>>> import numpy as np
|
| 363 |
+
>>> from scipy.linalg import cholesky_banded, cho_solve_banded
|
| 364 |
+
>>> Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
|
| 365 |
+
>>> A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
|
| 366 |
+
>>> A = A + A.conj().T + np.diag(Ab[2, :])
|
| 367 |
+
>>> c = cholesky_banded(Ab)
|
| 368 |
+
>>> x = cho_solve_banded((c, False), np.ones(5))
|
| 369 |
+
>>> np.allclose(A @ x - np.ones(5), np.zeros(5))
|
| 370 |
+
True
|
| 371 |
+
|
| 372 |
+
"""
|
| 373 |
+
(cb, lower) = cb_and_lower
|
| 374 |
+
if check_finite:
|
| 375 |
+
cb = asarray_chkfinite(cb)
|
| 376 |
+
b = asarray_chkfinite(b)
|
| 377 |
+
else:
|
| 378 |
+
cb = asarray(cb)
|
| 379 |
+
b = asarray(b)
|
| 380 |
+
|
| 381 |
+
# Validate shapes.
|
| 382 |
+
if cb.shape[-1] != b.shape[0]:
|
| 383 |
+
raise ValueError("shapes of cb and b are not compatible.")
|
| 384 |
+
|
| 385 |
+
# accommodate empty arrays
|
| 386 |
+
if b.size == 0:
|
| 387 |
+
m = cholesky_banded(np.array([[0, 0], [1, 1]], dtype=cb.dtype))
|
| 388 |
+
dt = cho_solve_banded((m, True), np.ones(2, dtype=b.dtype)).dtype
|
| 389 |
+
return empty_like(b, dtype=dt)
|
| 390 |
+
|
| 391 |
+
pbtrs, = get_lapack_funcs(('pbtrs',), (cb, b))
|
| 392 |
+
x, info = pbtrs(cb, b, lower=lower, overwrite_b=overwrite_b)
|
| 393 |
+
if info > 0:
|
| 394 |
+
raise LinAlgError("%dth leading minor not positive definite" % info)
|
| 395 |
+
if info < 0:
|
| 396 |
+
raise ValueError('illegal value in %dth argument of internal pbtrs'
|
| 397 |
+
% -info)
|
| 398 |
+
return x
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_cossin.py
ADDED
|
@@ -0,0 +1,221 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from collections.abc import Iterable
|
| 2 |
+
import numpy as np
|
| 3 |
+
|
| 4 |
+
from scipy._lib._util import _asarray_validated
|
| 5 |
+
from scipy.linalg import block_diag, LinAlgError
|
| 6 |
+
from .lapack import _compute_lwork, get_lapack_funcs
|
| 7 |
+
|
| 8 |
+
__all__ = ['cossin']
|
| 9 |
+
|
| 10 |
+
|
| 11 |
+
def cossin(X, p=None, q=None, separate=False,
|
| 12 |
+
swap_sign=False, compute_u=True, compute_vh=True):
|
| 13 |
+
"""
|
| 14 |
+
Compute the cosine-sine (CS) decomposition of an orthogonal/unitary matrix.
|
| 15 |
+
|
| 16 |
+
X is an ``(m, m)`` orthogonal/unitary matrix, partitioned as the following
|
| 17 |
+
where upper left block has the shape of ``(p, q)``::
|
| 18 |
+
|
| 19 |
+
┌ ┐
|
| 20 |
+
│ I 0 0 │ 0 0 0 │
|
| 21 |
+
┌ ┐ ┌ ┐│ 0 C 0 │ 0 -S 0 │┌ ┐*
|
| 22 |
+
│ X11 │ X12 │ │ U1 │ ││ 0 0 0 │ 0 0 -I ││ V1 │ │
|
| 23 |
+
│ ────┼──── │ = │────┼────││─────────┼─────────││────┼────│
|
| 24 |
+
│ X21 │ X22 │ │ │ U2 ││ 0 0 0 │ I 0 0 ││ │ V2 │
|
| 25 |
+
└ ┘ └ ┘│ 0 S 0 │ 0 C 0 │└ ┘
|
| 26 |
+
│ 0 0 I │ 0 0 0 │
|
| 27 |
+
└ ┘
|
| 28 |
+
|
| 29 |
+
``U1``, ``U2``, ``V1``, ``V2`` are square orthogonal/unitary matrices of
|
| 30 |
+
dimensions ``(p,p)``, ``(m-p,m-p)``, ``(q,q)``, and ``(m-q,m-q)``
|
| 31 |
+
respectively, and ``C`` and ``S`` are ``(r, r)`` nonnegative diagonal
|
| 32 |
+
matrices satisfying ``C^2 + S^2 = I`` where ``r = min(p, m-p, q, m-q)``.
|
| 33 |
+
|
| 34 |
+
Moreover, the rank of the identity matrices are ``min(p, q) - r``,
|
| 35 |
+
``min(p, m - q) - r``, ``min(m - p, q) - r``, and ``min(m - p, m - q) - r``
|
| 36 |
+
respectively.
|
| 37 |
+
|
| 38 |
+
X can be supplied either by itself and block specifications p, q or its
|
| 39 |
+
subblocks in an iterable from which the shapes would be derived. See the
|
| 40 |
+
examples below.
|
| 41 |
+
|
| 42 |
+
Parameters
|
| 43 |
+
----------
|
| 44 |
+
X : array_like, iterable
|
| 45 |
+
complex unitary or real orthogonal matrix to be decomposed, or iterable
|
| 46 |
+
of subblocks ``X11``, ``X12``, ``X21``, ``X22``, when ``p``, ``q`` are
|
| 47 |
+
omitted.
|
| 48 |
+
p : int, optional
|
| 49 |
+
Number of rows of the upper left block ``X11``, used only when X is
|
| 50 |
+
given as an array.
|
| 51 |
+
q : int, optional
|
| 52 |
+
Number of columns of the upper left block ``X11``, used only when X is
|
| 53 |
+
given as an array.
|
| 54 |
+
separate : bool, optional
|
| 55 |
+
if ``True``, the low level components are returned instead of the
|
| 56 |
+
matrix factors, i.e. ``(u1,u2)``, ``theta``, ``(v1h,v2h)`` instead of
|
| 57 |
+
``u``, ``cs``, ``vh``.
|
| 58 |
+
swap_sign : bool, optional
|
| 59 |
+
if ``True``, the ``-S``, ``-I`` block will be the bottom left,
|
| 60 |
+
otherwise (by default) they will be in the upper right block.
|
| 61 |
+
compute_u : bool, optional
|
| 62 |
+
if ``False``, ``u`` won't be computed and an empty array is returned.
|
| 63 |
+
compute_vh : bool, optional
|
| 64 |
+
if ``False``, ``vh`` won't be computed and an empty array is returned.
|
| 65 |
+
|
| 66 |
+
Returns
|
| 67 |
+
-------
|
| 68 |
+
u : ndarray
|
| 69 |
+
When ``compute_u=True``, contains the block diagonal orthogonal/unitary
|
| 70 |
+
matrix consisting of the blocks ``U1`` (``p`` x ``p``) and ``U2``
|
| 71 |
+
(``m-p`` x ``m-p``) orthogonal/unitary matrices. If ``separate=True``,
|
| 72 |
+
this contains the tuple of ``(U1, U2)``.
|
| 73 |
+
cs : ndarray
|
| 74 |
+
The cosine-sine factor with the structure described above.
|
| 75 |
+
If ``separate=True``, this contains the ``theta`` array containing the
|
| 76 |
+
angles in radians.
|
| 77 |
+
vh : ndarray
|
| 78 |
+
When ``compute_vh=True`, contains the block diagonal orthogonal/unitary
|
| 79 |
+
matrix consisting of the blocks ``V1H`` (``q`` x ``q``) and ``V2H``
|
| 80 |
+
(``m-q`` x ``m-q``) orthogonal/unitary matrices. If ``separate=True``,
|
| 81 |
+
this contains the tuple of ``(V1H, V2H)``.
|
| 82 |
+
|
| 83 |
+
References
|
| 84 |
+
----------
|
| 85 |
+
.. [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
|
| 86 |
+
Algorithms, 50(1):33-65, 2009.
|
| 87 |
+
|
| 88 |
+
Examples
|
| 89 |
+
--------
|
| 90 |
+
>>> import numpy as np
|
| 91 |
+
>>> from scipy.linalg import cossin
|
| 92 |
+
>>> from scipy.stats import unitary_group
|
| 93 |
+
>>> x = unitary_group.rvs(4)
|
| 94 |
+
>>> u, cs, vdh = cossin(x, p=2, q=2)
|
| 95 |
+
>>> np.allclose(x, u @ cs @ vdh)
|
| 96 |
+
True
|
| 97 |
+
|
| 98 |
+
Same can be entered via subblocks without the need of ``p`` and ``q``. Also
|
| 99 |
+
let's skip the computation of ``u``
|
| 100 |
+
|
| 101 |
+
>>> ue, cs, vdh = cossin((x[:2, :2], x[:2, 2:], x[2:, :2], x[2:, 2:]),
|
| 102 |
+
... compute_u=False)
|
| 103 |
+
>>> print(ue)
|
| 104 |
+
[]
|
| 105 |
+
>>> np.allclose(x, u @ cs @ vdh)
|
| 106 |
+
True
|
| 107 |
+
|
| 108 |
+
"""
|
| 109 |
+
|
| 110 |
+
if p or q:
|
| 111 |
+
p = 1 if p is None else int(p)
|
| 112 |
+
q = 1 if q is None else int(q)
|
| 113 |
+
X = _asarray_validated(X, check_finite=True)
|
| 114 |
+
if not np.equal(*X.shape):
|
| 115 |
+
raise ValueError("Cosine Sine decomposition only supports square"
|
| 116 |
+
f" matrices, got {X.shape}")
|
| 117 |
+
m = X.shape[0]
|
| 118 |
+
if p >= m or p <= 0:
|
| 119 |
+
raise ValueError(f"invalid p={p}, 0<p<{X.shape[0]} must hold")
|
| 120 |
+
if q >= m or q <= 0:
|
| 121 |
+
raise ValueError(f"invalid q={q}, 0<q<{X.shape[0]} must hold")
|
| 122 |
+
|
| 123 |
+
x11, x12, x21, x22 = X[:p, :q], X[:p, q:], X[p:, :q], X[p:, q:]
|
| 124 |
+
elif not isinstance(X, Iterable):
|
| 125 |
+
raise ValueError("When p and q are None, X must be an Iterable"
|
| 126 |
+
" containing the subblocks of X")
|
| 127 |
+
else:
|
| 128 |
+
if len(X) != 4:
|
| 129 |
+
raise ValueError("When p and q are None, exactly four arrays"
|
| 130 |
+
f" should be in X, got {len(X)}")
|
| 131 |
+
|
| 132 |
+
x11, x12, x21, x22 = (np.atleast_2d(x) for x in X)
|
| 133 |
+
for name, block in zip(["x11", "x12", "x21", "x22"],
|
| 134 |
+
[x11, x12, x21, x22]):
|
| 135 |
+
if block.shape[1] == 0:
|
| 136 |
+
raise ValueError(f"{name} can't be empty")
|
| 137 |
+
p, q = x11.shape
|
| 138 |
+
mmp, mmq = x22.shape
|
| 139 |
+
|
| 140 |
+
if x12.shape != (p, mmq):
|
| 141 |
+
raise ValueError(f"Invalid x12 dimensions: desired {(p, mmq)}, "
|
| 142 |
+
f"got {x12.shape}")
|
| 143 |
+
|
| 144 |
+
if x21.shape != (mmp, q):
|
| 145 |
+
raise ValueError(f"Invalid x21 dimensions: desired {(mmp, q)}, "
|
| 146 |
+
f"got {x21.shape}")
|
| 147 |
+
|
| 148 |
+
if p + mmp != q + mmq:
|
| 149 |
+
raise ValueError("The subblocks have compatible sizes but "
|
| 150 |
+
"don't form a square array (instead they form a"
|
| 151 |
+
f" {p + mmp}x{q + mmq} array). This might be "
|
| 152 |
+
"due to missing p, q arguments.")
|
| 153 |
+
|
| 154 |
+
m = p + mmp
|
| 155 |
+
|
| 156 |
+
cplx = any([np.iscomplexobj(x) for x in [x11, x12, x21, x22]])
|
| 157 |
+
driver = "uncsd" if cplx else "orcsd"
|
| 158 |
+
csd, csd_lwork = get_lapack_funcs([driver, driver + "_lwork"],
|
| 159 |
+
[x11, x12, x21, x22])
|
| 160 |
+
lwork = _compute_lwork(csd_lwork, m=m, p=p, q=q)
|
| 161 |
+
lwork_args = ({'lwork': lwork[0], 'lrwork': lwork[1]} if cplx else
|
| 162 |
+
{'lwork': lwork})
|
| 163 |
+
*_, theta, u1, u2, v1h, v2h, info = csd(x11=x11, x12=x12, x21=x21, x22=x22,
|
| 164 |
+
compute_u1=compute_u,
|
| 165 |
+
compute_u2=compute_u,
|
| 166 |
+
compute_v1t=compute_vh,
|
| 167 |
+
compute_v2t=compute_vh,
|
| 168 |
+
trans=False, signs=swap_sign,
|
| 169 |
+
**lwork_args)
|
| 170 |
+
|
| 171 |
+
method_name = csd.typecode + driver
|
| 172 |
+
if info < 0:
|
| 173 |
+
raise ValueError(f'illegal value in argument {-info} '
|
| 174 |
+
f'of internal {method_name}')
|
| 175 |
+
if info > 0:
|
| 176 |
+
raise LinAlgError(f"{method_name} did not converge: {info}")
|
| 177 |
+
|
| 178 |
+
if separate:
|
| 179 |
+
return (u1, u2), theta, (v1h, v2h)
|
| 180 |
+
|
| 181 |
+
U = block_diag(u1, u2)
|
| 182 |
+
VDH = block_diag(v1h, v2h)
|
| 183 |
+
|
| 184 |
+
# Construct the middle factor CS
|
| 185 |
+
c = np.diag(np.cos(theta))
|
| 186 |
+
s = np.diag(np.sin(theta))
|
| 187 |
+
r = min(p, q, m - p, m - q)
|
| 188 |
+
n11 = min(p, q) - r
|
| 189 |
+
n12 = min(p, m - q) - r
|
| 190 |
+
n21 = min(m - p, q) - r
|
| 191 |
+
n22 = min(m - p, m - q) - r
|
| 192 |
+
Id = np.eye(np.max([n11, n12, n21, n22, r]), dtype=theta.dtype)
|
| 193 |
+
CS = np.zeros((m, m), dtype=theta.dtype)
|
| 194 |
+
|
| 195 |
+
CS[:n11, :n11] = Id[:n11, :n11]
|
| 196 |
+
|
| 197 |
+
xs = n11 + r
|
| 198 |
+
xe = n11 + r + n12
|
| 199 |
+
ys = n11 + n21 + n22 + 2 * r
|
| 200 |
+
ye = n11 + n21 + n22 + 2 * r + n12
|
| 201 |
+
CS[xs: xe, ys:ye] = Id[:n12, :n12] if swap_sign else -Id[:n12, :n12]
|
| 202 |
+
|
| 203 |
+
xs = p + n22 + r
|
| 204 |
+
xe = p + n22 + r + + n21
|
| 205 |
+
ys = n11 + r
|
| 206 |
+
ye = n11 + r + n21
|
| 207 |
+
CS[xs:xe, ys:ye] = -Id[:n21, :n21] if swap_sign else Id[:n21, :n21]
|
| 208 |
+
|
| 209 |
+
CS[p:p + n22, q:q + n22] = Id[:n22, :n22]
|
| 210 |
+
CS[n11:n11 + r, n11:n11 + r] = c
|
| 211 |
+
CS[p + n22:p + n22 + r, n11 + r + n21 + n22:2 * r + n11 + n21 + n22] = c
|
| 212 |
+
|
| 213 |
+
xs = n11
|
| 214 |
+
xe = n11 + r
|
| 215 |
+
ys = n11 + n21 + n22 + r
|
| 216 |
+
ye = n11 + n21 + n22 + 2 * r
|
| 217 |
+
CS[xs:xe, ys:ye] = s if swap_sign else -s
|
| 218 |
+
|
| 219 |
+
CS[p + n22:p + n22 + r, n11:n11 + r] = -s if swap_sign else s
|
| 220 |
+
|
| 221 |
+
return U, CS, VDH
|
miniconda3/envs/ladir/lib/python3.10/site-packages/scipy/linalg/_decomp_ldl.py
ADDED
|
@@ -0,0 +1,353 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from warnings import warn
|
| 2 |
+
|
| 3 |
+
import numpy as np
|
| 4 |
+
from numpy import (atleast_2d, arange, zeros_like, imag, diag,
|
| 5 |
+
iscomplexobj, tril, triu, argsort, empty_like)
|
| 6 |
+
from scipy._lib._util import ComplexWarning
|
| 7 |
+
from ._decomp import _asarray_validated
|
| 8 |
+
from .lapack import get_lapack_funcs, _compute_lwork
|
| 9 |
+
|
| 10 |
+
__all__ = ['ldl']
|
| 11 |
+
|
| 12 |
+
|
| 13 |
+
def ldl(A, lower=True, hermitian=True, overwrite_a=False, check_finite=True):
|
| 14 |
+
""" Computes the LDLt or Bunch-Kaufman factorization of a symmetric/
|
| 15 |
+
hermitian matrix.
|
| 16 |
+
|
| 17 |
+
This function returns a block diagonal matrix D consisting blocks of size
|
| 18 |
+
at most 2x2 and also a possibly permuted unit lower triangular matrix
|
| 19 |
+
``L`` such that the factorization ``A = L D L^H`` or ``A = L D L^T``
|
| 20 |
+
holds. If `lower` is False then (again possibly permuted) upper
|
| 21 |
+
triangular matrices are returned as outer factors.
|
| 22 |
+
|
| 23 |
+
The permutation array can be used to triangularize the outer factors
|
| 24 |
+
simply by a row shuffle, i.e., ``lu[perm, :]`` is an upper/lower
|
| 25 |
+
triangular matrix. This is also equivalent to multiplication with a
|
| 26 |
+
permutation matrix ``P.dot(lu)``, where ``P`` is a column-permuted
|
| 27 |
+
identity matrix ``I[:, perm]``.
|
| 28 |
+
|
| 29 |
+
Depending on the value of the boolean `lower`, only upper or lower
|
| 30 |
+
triangular part of the input array is referenced. Hence, a triangular
|
| 31 |
+
matrix on entry would give the same result as if the full matrix is
|
| 32 |
+
supplied.
|
| 33 |
+
|
| 34 |
+
Parameters
|
| 35 |
+
----------
|
| 36 |
+
A : array_like
|
| 37 |
+
Square input array
|
| 38 |
+
lower : bool, optional
|
| 39 |
+
This switches between the lower and upper triangular outer factors of
|
| 40 |
+
the factorization. Lower triangular (``lower=True``) is the default.
|
| 41 |
+
hermitian : bool, optional
|
| 42 |
+
For complex-valued arrays, this defines whether ``A = A.conj().T`` or
|
| 43 |
+
``A = A.T`` is assumed. For real-valued arrays, this switch has no
|
| 44 |
+
effect.
|
| 45 |
+
overwrite_a : bool, optional
|
| 46 |
+
Allow overwriting data in `A` (may enhance performance). The default
|
| 47 |
+
is False.
|
| 48 |
+
check_finite : bool, optional
|
| 49 |
+
Whether to check that the input matrices contain only finite numbers.
|
| 50 |
+
Disabling may give a performance gain, but may result in problems
|
| 51 |
+
(crashes, non-termination) if the inputs do contain infinities or NaNs.
|
| 52 |
+
|
| 53 |
+
Returns
|
| 54 |
+
-------
|
| 55 |
+
lu : ndarray
|
| 56 |
+
The (possibly) permuted upper/lower triangular outer factor of the
|
| 57 |
+
factorization.
|
| 58 |
+
d : ndarray
|
| 59 |
+
The block diagonal multiplier of the factorization.
|
| 60 |
+
perm : ndarray
|
| 61 |
+
The row-permutation index array that brings lu into triangular form.
|
| 62 |
+
|
| 63 |
+
Raises
|
| 64 |
+
------
|
| 65 |
+
ValueError
|
| 66 |
+
If input array is not square.
|
| 67 |
+
ComplexWarning
|
| 68 |
+
If a complex-valued array with nonzero imaginary parts on the
|
| 69 |
+
diagonal is given and hermitian is set to True.
|
| 70 |
+
|
| 71 |
+
See Also
|
| 72 |
+
--------
|
| 73 |
+
cholesky, lu
|
| 74 |
+
|
| 75 |
+
Notes
|
| 76 |
+
-----
|
| 77 |
+
This function uses ``?SYTRF`` routines for symmetric matrices and
|
| 78 |
+
``?HETRF`` routines for Hermitian matrices from LAPACK. See [1]_ for
|
| 79 |
+
the algorithm details.
|
| 80 |
+
|
| 81 |
+
Depending on the `lower` keyword value, only lower or upper triangular
|
| 82 |
+
part of the input array is referenced. Moreover, this keyword also defines
|
| 83 |
+
the structure of the outer factors of the factorization.
|
| 84 |
+
|
| 85 |
+
.. versionadded:: 1.1.0
|
| 86 |
+
|
| 87 |
+
References
|
| 88 |
+
----------
|
| 89 |
+
.. [1] J.R. Bunch, L. Kaufman, Some stable methods for calculating
|
| 90 |
+
inertia and solving symmetric linear systems, Math. Comput. Vol.31,
|
| 91 |
+
1977. :doi:`10.2307/2005787`
|
| 92 |
+
|
| 93 |
+
Examples
|
| 94 |
+
--------
|
| 95 |
+
Given an upper triangular array ``a`` that represents the full symmetric
|
| 96 |
+
array with its entries, obtain ``l``, 'd' and the permutation vector `perm`:
|
| 97 |
+
|
| 98 |
+
>>> import numpy as np
|
| 99 |
+
>>> from scipy.linalg import ldl
|
| 100 |
+
>>> a = np.array([[2, -1, 3], [0, 2, 0], [0, 0, 1]])
|
| 101 |
+
>>> lu, d, perm = ldl(a, lower=0) # Use the upper part
|
| 102 |
+
>>> lu
|
| 103 |
+
array([[ 0. , 0. , 1. ],
|
| 104 |
+
[ 0. , 1. , -0.5],
|
| 105 |
+
[ 1. , 1. , 1.5]])
|
| 106 |
+
>>> d
|
| 107 |
+
array([[-5. , 0. , 0. ],
|
| 108 |
+
[ 0. , 1.5, 0. ],
|
| 109 |
+
[ 0. , 0. , 2. ]])
|
| 110 |
+
>>> perm
|
| 111 |
+
array([2, 1, 0])
|
| 112 |
+
>>> lu[perm, :]
|
| 113 |
+
array([[ 1. , 1. , 1.5],
|
| 114 |
+
[ 0. , 1. , -0.5],
|
| 115 |
+
[ 0. , 0. , 1. ]])
|
| 116 |
+
>>> lu.dot(d).dot(lu.T)
|
| 117 |
+
array([[ 2., -1., 3.],
|
| 118 |
+
[-1., 2., 0.],
|
| 119 |
+
[ 3., 0., 1.]])
|
| 120 |
+
|
| 121 |
+
"""
|
| 122 |
+
a = atleast_2d(_asarray_validated(A, check_finite=check_finite))
|
| 123 |
+
if a.shape[0] != a.shape[1]:
|
| 124 |
+
raise ValueError('The input array "a" should be square.')
|
| 125 |
+
# Return empty arrays for empty square input
|
| 126 |
+
if a.size == 0:
|
| 127 |
+
return empty_like(a), empty_like(a), np.array([], dtype=int)
|
| 128 |
+
|
| 129 |
+
n = a.shape[0]
|
| 130 |
+
r_or_c = complex if iscomplexobj(a) else float
|
| 131 |
+
|
| 132 |
+
# Get the LAPACK routine
|
| 133 |
+
if r_or_c is complex and hermitian:
|
| 134 |
+
s, sl = 'hetrf', 'hetrf_lwork'
|
| 135 |
+
if np.any(imag(diag(a))):
|
| 136 |
+
warn('scipy.linalg.ldl():\nThe imaginary parts of the diagonal'
|
| 137 |
+
'are ignored. Use "hermitian=False" for factorization of'
|
| 138 |
+
'complex symmetric arrays.', ComplexWarning, stacklevel=2)
|
| 139 |
+
else:
|
| 140 |
+
s, sl = 'sytrf', 'sytrf_lwork'
|
| 141 |
+
|
| 142 |
+
solver, solver_lwork = get_lapack_funcs((s, sl), (a,))
|
| 143 |
+
lwork = _compute_lwork(solver_lwork, n, lower=lower)
|
| 144 |
+
ldu, piv, info = solver(a, lwork=lwork, lower=lower,
|
| 145 |
+
overwrite_a=overwrite_a)
|
| 146 |
+
if info < 0:
|
| 147 |
+
raise ValueError(f'{s.upper()} exited with the internal error "illegal value '
|
| 148 |
+
f'in argument number {-info}". See LAPACK documentation '
|
| 149 |
+
'for the error codes.')
|
| 150 |
+
|
| 151 |
+
swap_arr, pivot_arr = _ldl_sanitize_ipiv(piv, lower=lower)
|
| 152 |
+
d, lu = _ldl_get_d_and_l(ldu, pivot_arr, lower=lower, hermitian=hermitian)
|
| 153 |
+
lu, perm = _ldl_construct_tri_factor(lu, swap_arr, pivot_arr, lower=lower)
|
| 154 |
+
|
| 155 |
+
return lu, d, perm
|
| 156 |
+
|
| 157 |
+
|
| 158 |
+
def _ldl_sanitize_ipiv(a, lower=True):
|
| 159 |
+
"""
|
| 160 |
+
This helper function takes the rather strangely encoded permutation array
|
| 161 |
+
returned by the LAPACK routines ?(HE/SY)TRF and converts it into
|
| 162 |
+
regularized permutation and diagonal pivot size format.
|
| 163 |
+
|
| 164 |
+
Since FORTRAN uses 1-indexing and LAPACK uses different start points for
|
| 165 |
+
upper and lower formats there are certain offsets in the indices used
|
| 166 |
+
below.
|
| 167 |
+
|
| 168 |
+
Let's assume a result where the matrix is 6x6 and there are two 2x2
|
| 169 |
+
and two 1x1 blocks reported by the routine. To ease the coding efforts,
|
| 170 |
+
we still populate a 6-sized array and fill zeros as the following ::
|
| 171 |
+
|
| 172 |
+
pivots = [2, 0, 2, 0, 1, 1]
|
| 173 |
+
|
| 174 |
+
This denotes a diagonal matrix of the form ::
|
| 175 |
+
|
| 176 |
+
[x x ]
|
| 177 |
+
[x x ]
|
| 178 |
+
[ x x ]
|
| 179 |
+
[ x x ]
|
| 180 |
+
[ x ]
|
| 181 |
+
[ x]
|
| 182 |
+
|
| 183 |
+
In other words, we write 2 when the 2x2 block is first encountered and
|
| 184 |
+
automatically write 0 to the next entry and skip the next spin of the
|
| 185 |
+
loop. Thus, a separate counter or array appends to keep track of block
|
| 186 |
+
sizes are avoided. If needed, zeros can be filtered out later without
|
| 187 |
+
losing the block structure.
|
| 188 |
+
|
| 189 |
+
Parameters
|
| 190 |
+
----------
|
| 191 |
+
a : ndarray
|
| 192 |
+
The permutation array ipiv returned by LAPACK
|
| 193 |
+
lower : bool, optional
|
| 194 |
+
The switch to select whether upper or lower triangle is chosen in
|
| 195 |
+
the LAPACK call.
|
| 196 |
+
|
| 197 |
+
Returns
|
| 198 |
+
-------
|
| 199 |
+
swap_ : ndarray
|
| 200 |
+
The array that defines the row/column swap operations. For example,
|
| 201 |
+
if row two is swapped with row four, the result is [0, 3, 2, 3].
|
| 202 |
+
pivots : ndarray
|
| 203 |
+
The array that defines the block diagonal structure as given above.
|
| 204 |
+
|
| 205 |
+
"""
|
| 206 |
+
n = a.size
|
| 207 |
+
swap_ = arange(n)
|
| 208 |
+
pivots = zeros_like(swap_, dtype=int)
|
| 209 |
+
skip_2x2 = False
|
| 210 |
+
|
| 211 |
+
# Some upper/lower dependent offset values
|
| 212 |
+
# range (s)tart, r(e)nd, r(i)ncrement
|
| 213 |
+
x, y, rs, re, ri = (1, 0, 0, n, 1) if lower else (-1, -1, n-1, -1, -1)
|
| 214 |
+
|
| 215 |
+
for ind in range(rs, re, ri):
|
| 216 |
+
# If previous spin belonged already to a 2x2 block
|
| 217 |
+
if skip_2x2:
|
| 218 |
+
skip_2x2 = False
|
| 219 |
+
continue
|
| 220 |
+
|
| 221 |
+
cur_val = a[ind]
|
| 222 |
+
# do we have a 1x1 block or not?
|
| 223 |
+
if cur_val > 0:
|
| 224 |
+
if cur_val != ind+1:
|
| 225 |
+
# Index value != array value --> permutation required
|
| 226 |
+
swap_[ind] = swap_[cur_val-1]
|
| 227 |
+
pivots[ind] = 1
|
| 228 |
+
# Not.
|
| 229 |
+
elif cur_val < 0 and cur_val == a[ind+x]:
|
| 230 |
+
# first neg entry of 2x2 block identifier
|
| 231 |
+
if -cur_val != ind+2:
|
| 232 |
+
# Index value != array value --> permutation required
|
| 233 |
+
swap_[ind+x] = swap_[-cur_val-1]
|
| 234 |
+
pivots[ind+y] = 2
|
| 235 |
+
skip_2x2 = True
|
| 236 |
+
else: # Doesn't make sense, give up
|
| 237 |
+
raise ValueError('While parsing the permutation array '
|
| 238 |
+
'in "scipy.linalg.ldl", invalid entries '
|
| 239 |
+
'found. The array syntax is invalid.')
|
| 240 |
+
return swap_, pivots
|
| 241 |
+
|
| 242 |
+
|
| 243 |
+
def _ldl_get_d_and_l(ldu, pivs, lower=True, hermitian=True):
|
| 244 |
+
"""
|
| 245 |
+
Helper function to extract the diagonal and triangular matrices for
|
| 246 |
+
LDL.T factorization.
|
| 247 |
+
|
| 248 |
+
Parameters
|
| 249 |
+
----------
|
| 250 |
+
ldu : ndarray
|
| 251 |
+
The compact output returned by the LAPACK routing
|
| 252 |
+
pivs : ndarray
|
| 253 |
+
The sanitized array of {0, 1, 2} denoting the sizes of the pivots. For
|
| 254 |
+
every 2 there is a succeeding 0.
|
| 255 |
+
lower : bool, optional
|
| 256 |
+
If set to False, upper triangular part is considered.
|
| 257 |
+
hermitian : bool, optional
|
| 258 |
+
If set to False a symmetric complex array is assumed.
|
| 259 |
+
|
| 260 |
+
Returns
|
| 261 |
+
-------
|
| 262 |
+
d : ndarray
|
| 263 |
+
The block diagonal matrix.
|
| 264 |
+
lu : ndarray
|
| 265 |
+
The upper/lower triangular matrix
|
| 266 |
+
"""
|
| 267 |
+
is_c = iscomplexobj(ldu)
|
| 268 |
+
d = diag(diag(ldu))
|
| 269 |
+
n = d.shape[0]
|
| 270 |
+
blk_i = 0 # block index
|
| 271 |
+
|
| 272 |
+
# row/column offsets for selecting sub-, super-diagonal
|
| 273 |
+
x, y = (1, 0) if lower else (0, 1)
|
| 274 |
+
|
| 275 |
+
lu = tril(ldu, -1) if lower else triu(ldu, 1)
|
| 276 |
+
diag_inds = arange(n)
|
| 277 |
+
lu[diag_inds, diag_inds] = 1
|
| 278 |
+
|
| 279 |
+
for blk in pivs[pivs != 0]:
|
| 280 |
+
# increment the block index and check for 2s
|
| 281 |
+
# if 2 then copy the off diagonals depending on uplo
|
| 282 |
+
inc = blk_i + blk
|
| 283 |
+
|
| 284 |
+
if blk == 2:
|
| 285 |
+
d[blk_i+x, blk_i+y] = ldu[blk_i+x, blk_i+y]
|
| 286 |
+
# If Hermitian matrix is factorized, the cross-offdiagonal element
|
| 287 |
+
# should be conjugated.
|
| 288 |
+
if is_c and hermitian:
|
| 289 |
+
d[blk_i+y, blk_i+x] = ldu[blk_i+x, blk_i+y].conj()
|
| 290 |
+
else:
|
| 291 |
+
d[blk_i+y, blk_i+x] = ldu[blk_i+x, blk_i+y]
|
| 292 |
+
|
| 293 |
+
lu[blk_i+x, blk_i+y] = 0.
|
| 294 |
+
blk_i = inc
|
| 295 |
+
|
| 296 |
+
return d, lu
|
| 297 |
+
|
| 298 |
+
|
| 299 |
+
def _ldl_construct_tri_factor(lu, swap_vec, pivs, lower=True):
|
| 300 |
+
"""
|
| 301 |
+
Helper function to construct explicit outer factors of LDL factorization.
|
| 302 |
+
|
| 303 |
+
If lower is True the permuted factors are multiplied as L(1)*L(2)*...*L(k).
|
| 304 |
+
Otherwise, the permuted factors are multiplied as L(k)*...*L(2)*L(1). See
|
| 305 |
+
LAPACK documentation for more details.
|
| 306 |
+
|
| 307 |
+
Parameters
|
| 308 |
+
----------
|
| 309 |
+
lu : ndarray
|
| 310 |
+
The triangular array that is extracted from LAPACK routine call with
|
| 311 |
+
ones on the diagonals.
|
| 312 |
+
swap_vec : ndarray
|
| 313 |
+
The array that defines the row swapping indices. If the kth entry is m
|
| 314 |
+
then rows k,m are swapped. Notice that the mth entry is not necessarily
|
| 315 |
+
k to avoid undoing the swapping.
|
| 316 |
+
pivs : ndarray
|
| 317 |
+
The array that defines the block diagonal structure returned by
|
| 318 |
+
_ldl_sanitize_ipiv().
|
| 319 |
+
lower : bool, optional
|
| 320 |
+
The boolean to switch between lower and upper triangular structure.
|
| 321 |
+
|
| 322 |
+
Returns
|
| 323 |
+
-------
|
| 324 |
+
lu : ndarray
|
| 325 |
+
The square outer factor which satisfies the L * D * L.T = A
|
| 326 |
+
perm : ndarray
|
| 327 |
+
The permutation vector that brings the lu to the triangular form
|
| 328 |
+
|
| 329 |
+
Notes
|
| 330 |
+
-----
|
| 331 |
+
Note that the original argument "lu" is overwritten.
|
| 332 |
+
|
| 333 |
+
"""
|
| 334 |
+
n = lu.shape[0]
|
| 335 |
+
perm = arange(n)
|
| 336 |
+
# Setup the reading order of the permutation matrix for upper/lower
|
| 337 |
+
rs, re, ri = (n-1, -1, -1) if lower else (0, n, 1)
|
| 338 |
+
|
| 339 |
+
for ind in range(rs, re, ri):
|
| 340 |
+
s_ind = swap_vec[ind]
|
| 341 |
+
if s_ind != ind:
|
| 342 |
+
# Column start and end positions
|
| 343 |
+
col_s = ind if lower else 0
|
| 344 |
+
col_e = n if lower else ind+1
|
| 345 |
+
|
| 346 |
+
# If we stumble upon a 2x2 block include both cols in the perm.
|
| 347 |
+
if pivs[ind] == (0 if lower else 2):
|
| 348 |
+
col_s += -1 if lower else 0
|
| 349 |
+
col_e += 0 if lower else 1
|
| 350 |
+
lu[[s_ind, ind], col_s:col_e] = lu[[ind, s_ind], col_s:col_e]
|
| 351 |
+
perm[[s_ind, ind]] = perm[[ind, s_ind]]
|
| 352 |
+
|
| 353 |
+
return lu, argsort(perm)
|