| """Lite version of scipy.linalg. |
| |
| Notes |
| ----- |
| This module is a lite version of the linalg.py module in SciPy which |
| contains high-level Python interface to the LAPACK library. The lite |
| version only accesses the following LAPACK functions: dgesv, zgesv, |
| dgeev, zgeev, dgesdd, zgesdd, dgelsd, zgelsd, dsyevd, zheevd, dgetrf, |
| zgetrf, dpotrf, zpotrf, dgeqrf, zgeqrf, zungqr, dorgqr. |
| """ |
|
|
| __all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv', |
| 'cholesky', 'eigvals', 'eigvalsh', 'pinv', 'slogdet', 'det', |
| 'svd', 'svdvals', 'eig', 'eigh', 'lstsq', 'norm', 'qr', 'cond', |
| 'matrix_rank', 'LinAlgError', 'multi_dot', 'trace', 'diagonal', |
| 'cross', 'outer', 'tensordot', 'matmul', 'matrix_transpose', |
| 'matrix_norm', 'vector_norm', 'vecdot'] |
|
|
| import functools |
| import operator |
| import warnings |
| from typing import Any, NamedTuple |
|
|
| from numpy._core import ( |
| abs, |
| add, |
| all, |
| amax, |
| amin, |
| argsort, |
| array, |
| asanyarray, |
| asarray, |
| atleast_2d, |
| cdouble, |
| complexfloating, |
| count_nonzero, |
| cross as _core_cross, |
| csingle, |
| diagonal as _core_diagonal, |
| divide, |
| dot, |
| double, |
| empty, |
| empty_like, |
| errstate, |
| finfo, |
| inexact, |
| inf, |
| intc, |
| intp, |
| isfinite, |
| isnan, |
| matmul as _core_matmul, |
| matrix_transpose as _core_matrix_transpose, |
| moveaxis, |
| multiply, |
| newaxis, |
| object_, |
| outer as _core_outer, |
| overrides, |
| prod, |
| reciprocal, |
| sign, |
| single, |
| sort, |
| sqrt, |
| sum, |
| swapaxes, |
| tensordot as _core_tensordot, |
| trace as _core_trace, |
| transpose as _core_transpose, |
| vecdot as _core_vecdot, |
| zeros, |
| ) |
| from numpy._globals import _NoValue |
| from numpy._typing import NDArray |
| from numpy._utils import set_module |
| from numpy.lib._twodim_base_impl import eye, triu |
| from numpy.lib.array_utils import normalize_axis_index, normalize_axis_tuple |
| from numpy.linalg import _umath_linalg |
|
|
|
|
| class EigResult(NamedTuple): |
| eigenvalues: NDArray[Any] |
| eigenvectors: NDArray[Any] |
|
|
| class EighResult(NamedTuple): |
| eigenvalues: NDArray[Any] |
| eigenvectors: NDArray[Any] |
|
|
| class QRResult(NamedTuple): |
| Q: NDArray[Any] |
| R: NDArray[Any] |
|
|
| class SlogdetResult(NamedTuple): |
| sign: NDArray[Any] |
| logabsdet: NDArray[Any] |
|
|
| class SVDResult(NamedTuple): |
| U: NDArray[Any] |
| S: NDArray[Any] |
| Vh: NDArray[Any] |
|
|
|
|
| array_function_dispatch = functools.partial( |
| overrides.array_function_dispatch, module='numpy.linalg' |
| ) |
|
|
|
|
| fortran_int = intc |
|
|
|
|
| @set_module('numpy.linalg') |
| class LinAlgError(ValueError): |
| """ |
| Generic Python-exception-derived object raised by linalg functions. |
| |
| General purpose exception class, derived from Python's ValueError |
| class, programmatically raised in linalg functions when a Linear |
| Algebra-related condition would prevent further correct execution of the |
| function. |
| |
| Parameters |
| ---------- |
| None |
| |
| Examples |
| -------- |
| >>> from numpy import linalg as LA |
| >>> LA.inv(np.zeros((2,2))) |
| Traceback (most recent call last): |
| File "<stdin>", line 1, in <module> |
| File "...linalg.py", line 350, |
| in inv return wrap(solve(a, identity(a.shape[0], dtype=a.dtype))) |
| File "...linalg.py", line 249, |
| in solve |
| raise LinAlgError('Singular matrix') |
| numpy.linalg.LinAlgError: Singular matrix |
| |
| """ |
|
|
|
|
| def _raise_linalgerror_singular(err, flag): |
| raise LinAlgError("Singular matrix") |
|
|
| def _raise_linalgerror_nonposdef(err, flag): |
| raise LinAlgError("Matrix is not positive definite") |
|
|
| def _raise_linalgerror_eigenvalues_nonconvergence(err, flag): |
| raise LinAlgError("Eigenvalues did not converge") |
|
|
| def _raise_linalgerror_svd_nonconvergence(err, flag): |
| raise LinAlgError("SVD did not converge") |
|
|
| def _raise_linalgerror_lstsq(err, flag): |
| raise LinAlgError("SVD did not converge in Linear Least Squares") |
|
|
| def _raise_linalgerror_qr(err, flag): |
| raise LinAlgError("Incorrect argument found while performing " |
| "QR factorization") |
|
|
|
|
| def _makearray(a): |
| new = asarray(a) |
| wrap = getattr(a, "__array_wrap__", new.__array_wrap__) |
| return new, wrap |
|
|
| def isComplexType(t): |
| return issubclass(t, complexfloating) |
|
|
|
|
| _real_types_map = {single: single, |
| double: double, |
| csingle: single, |
| cdouble: double} |
|
|
| _complex_types_map = {single: csingle, |
| double: cdouble, |
| csingle: csingle, |
| cdouble: cdouble} |
|
|
| def _realType(t, default=double): |
| return _real_types_map.get(t, default) |
|
|
| def _complexType(t, default=cdouble): |
| return _complex_types_map.get(t, default) |
|
|
| def _commonType(*arrays): |
| |
| result_type = single |
| is_complex = False |
| for a in arrays: |
| type_ = a.dtype.type |
| if issubclass(type_, inexact): |
| if isComplexType(type_): |
| is_complex = True |
| rt = _realType(type_, default=None) |
| if rt is double: |
| result_type = double |
| elif rt is None: |
| |
| raise TypeError(f"array type {a.dtype.name} is unsupported in linalg") |
| else: |
| result_type = double |
| if is_complex: |
| result_type = _complex_types_map[result_type] |
| return cdouble, result_type |
| else: |
| return double, result_type |
|
|
|
|
| def _to_native_byte_order(*arrays): |
| ret = [] |
| for arr in arrays: |
| if arr.dtype.byteorder not in ('=', '|'): |
| ret.append(asarray(arr, dtype=arr.dtype.newbyteorder('='))) |
| else: |
| ret.append(arr) |
| if len(ret) == 1: |
| return ret[0] |
| else: |
| return ret |
|
|
|
|
| def _assert_2d(*arrays): |
| for a in arrays: |
| if a.ndim != 2: |
| raise LinAlgError('%d-dimensional array given. Array must be ' |
| 'two-dimensional' % a.ndim) |
|
|
| def _assert_stacked_2d(*arrays): |
| for a in arrays: |
| if a.ndim < 2: |
| raise LinAlgError('%d-dimensional array given. Array must be ' |
| 'at least two-dimensional' % a.ndim) |
|
|
| def _assert_stacked_square(*arrays): |
| for a in arrays: |
| try: |
| m, n = a.shape[-2:] |
| except ValueError: |
| raise LinAlgError('%d-dimensional array given. Array must be ' |
| 'at least two-dimensional' % a.ndim) |
| if m != n: |
| raise LinAlgError('Last 2 dimensions of the array must be square') |
|
|
| def _assert_finite(*arrays): |
| for a in arrays: |
| if not isfinite(a).all(): |
| raise LinAlgError("Array must not contain infs or NaNs") |
|
|
| def _is_empty_2d(arr): |
| |
| return arr.size == 0 and prod(arr.shape[-2:]) == 0 |
|
|
|
|
| def transpose(a): |
| """ |
| Transpose each matrix in a stack of matrices. |
| |
| Unlike np.transpose, this only swaps the last two axes, rather than all of |
| them |
| |
| Parameters |
| ---------- |
| a : (...,M,N) array_like |
| |
| Returns |
| ------- |
| aT : (...,N,M) ndarray |
| """ |
| return swapaxes(a, -1, -2) |
|
|
| |
|
|
| def _tensorsolve_dispatcher(a, b, axes=None): |
| return (a, b) |
|
|
|
|
| @array_function_dispatch(_tensorsolve_dispatcher) |
| def tensorsolve(a, b, axes=None): |
| """ |
| Solve the tensor equation ``a x = b`` for x. |
| |
| It is assumed that all indices of `x` are summed over in the product, |
| together with the rightmost indices of `a`, as is done in, for example, |
| ``tensordot(a, x, axes=x.ndim)``. |
| |
| Parameters |
| ---------- |
| a : array_like |
| Coefficient tensor, of shape ``b.shape + Q``. `Q`, a tuple, equals |
| the shape of that sub-tensor of `a` consisting of the appropriate |
| number of its rightmost indices, and must be such that |
| ``prod(Q) == prod(b.shape)`` (in which sense `a` is said to be |
| 'square'). |
| b : array_like |
| Right-hand tensor, which can be of any shape. |
| axes : tuple of ints, optional |
| Axes in `a` to reorder to the right, before inversion. |
| If None (default), no reordering is done. |
| |
| Returns |
| ------- |
| x : ndarray, shape Q |
| |
| Raises |
| ------ |
| LinAlgError |
| If `a` is singular or not 'square' (in the above sense). |
| |
| See Also |
| -------- |
| numpy.tensordot, tensorinv, numpy.einsum |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> a = np.eye(2*3*4).reshape((2*3, 4, 2, 3, 4)) |
| >>> rng = np.random.default_rng() |
| >>> b = rng.normal(size=(2*3, 4)) |
| >>> x = np.linalg.tensorsolve(a, b) |
| >>> x.shape |
| (2, 3, 4) |
| >>> np.allclose(np.tensordot(a, x, axes=3), b) |
| True |
| |
| """ |
| a, wrap = _makearray(a) |
| b = asarray(b) |
| an = a.ndim |
|
|
| if axes is not None: |
| allaxes = list(range(an)) |
| for k in axes: |
| allaxes.remove(k) |
| allaxes.insert(an, k) |
| a = a.transpose(allaxes) |
|
|
| oldshape = a.shape[-(an - b.ndim):] |
| prod = 1 |
| for k in oldshape: |
| prod *= k |
|
|
| if a.size != prod ** 2: |
| raise LinAlgError( |
| "Input arrays must satisfy the requirement \ |
| prod(a.shape[b.ndim:]) == prod(a.shape[:b.ndim])" |
| ) |
|
|
| a = a.reshape(prod, prod) |
| b = b.ravel() |
| res = wrap(solve(a, b)) |
| res.shape = oldshape |
| return res |
|
|
|
|
| def _solve_dispatcher(a, b): |
| return (a, b) |
|
|
|
|
| @array_function_dispatch(_solve_dispatcher) |
| def solve(a, b): |
| """ |
| Solve a linear matrix equation, or system of linear scalar equations. |
| |
| Computes the "exact" solution, `x`, of the well-determined, i.e., full |
| rank, linear matrix equation `ax = b`. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Coefficient matrix. |
| b : {(M,), (..., M, K)}, array_like |
| Ordinate or "dependent variable" values. |
| |
| Returns |
| ------- |
| x : {(..., M,), (..., M, K)} ndarray |
| Solution to the system a x = b. Returned shape is (..., M) if b is |
| shape (M,) and (..., M, K) if b is (..., M, K), where the "..." part is |
| broadcasted between a and b. |
| |
| Raises |
| ------ |
| LinAlgError |
| If `a` is singular or not square. |
| |
| See Also |
| -------- |
| scipy.linalg.solve : Similar function in SciPy. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The solutions are computed using LAPACK routine ``_gesv``. |
| |
| `a` must be square and of full-rank, i.e., all rows (or, equivalently, |
| columns) must be linearly independent; if either is not true, use |
| `lstsq` for the least-squares best "solution" of the |
| system/equation. |
| |
| .. versionchanged:: 2.0 |
| |
| The b array is only treated as a shape (M,) column vector if it is |
| exactly 1-dimensional. In all other instances it is treated as a stack |
| of (M, K) matrices. Previously b would be treated as a stack of (M,) |
| vectors if b.ndim was equal to a.ndim - 1. |
| |
| References |
| ---------- |
| .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, |
| FL, Academic Press, Inc., 1980, pg. 22. |
| |
| Examples |
| -------- |
| Solve the system of equations: |
| ``x0 + 2 * x1 = 1`` and |
| ``3 * x0 + 5 * x1 = 2``: |
| |
| >>> import numpy as np |
| >>> a = np.array([[1, 2], [3, 5]]) |
| >>> b = np.array([1, 2]) |
| >>> x = np.linalg.solve(a, b) |
| >>> x |
| array([-1., 1.]) |
| |
| Check that the solution is correct: |
| |
| >>> np.allclose(np.dot(a, x), b) |
| True |
| |
| """ |
| a, _ = _makearray(a) |
| _assert_stacked_square(a) |
| b, wrap = _makearray(b) |
| t, result_t = _commonType(a, b) |
|
|
| |
| |
| if b.ndim == 1: |
| gufunc = _umath_linalg.solve1 |
| else: |
| gufunc = _umath_linalg.solve |
|
|
| signature = 'DD->D' if isComplexType(t) else 'dd->d' |
| with errstate(call=_raise_linalgerror_singular, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| r = gufunc(a, b, signature=signature) |
|
|
| return wrap(r.astype(result_t, copy=False)) |
|
|
|
|
| def _tensorinv_dispatcher(a, ind=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_tensorinv_dispatcher) |
| def tensorinv(a, ind=2): |
| """ |
| Compute the 'inverse' of an N-dimensional array. |
| |
| The result is an inverse for `a` relative to the tensordot operation |
| ``tensordot(a, b, ind)``, i. e., up to floating-point accuracy, |
| ``tensordot(tensorinv(a), a, ind)`` is the "identity" tensor for the |
| tensordot operation. |
| |
| Parameters |
| ---------- |
| a : array_like |
| Tensor to 'invert'. Its shape must be 'square', i. e., |
| ``prod(a.shape[:ind]) == prod(a.shape[ind:])``. |
| ind : int, optional |
| Number of first indices that are involved in the inverse sum. |
| Must be a positive integer, default is 2. |
| |
| Returns |
| ------- |
| b : ndarray |
| `a`'s tensordot inverse, shape ``a.shape[ind:] + a.shape[:ind]``. |
| |
| Raises |
| ------ |
| LinAlgError |
| If `a` is singular or not 'square' (in the above sense). |
| |
| See Also |
| -------- |
| numpy.tensordot, tensorsolve |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> a = np.eye(4*6).reshape((4, 6, 8, 3)) |
| >>> ainv = np.linalg.tensorinv(a, ind=2) |
| >>> ainv.shape |
| (8, 3, 4, 6) |
| >>> rng = np.random.default_rng() |
| >>> b = rng.normal(size=(4, 6)) |
| >>> np.allclose(np.tensordot(ainv, b), np.linalg.tensorsolve(a, b)) |
| True |
| |
| >>> a = np.eye(4*6).reshape((24, 8, 3)) |
| >>> ainv = np.linalg.tensorinv(a, ind=1) |
| >>> ainv.shape |
| (8, 3, 24) |
| >>> rng = np.random.default_rng() |
| >>> b = rng.normal(size=24) |
| >>> np.allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b)) |
| True |
| |
| """ |
| a = asarray(a) |
| oldshape = a.shape |
| prod = 1 |
| if ind > 0: |
| invshape = oldshape[ind:] + oldshape[:ind] |
| for k in oldshape[ind:]: |
| prod *= k |
| else: |
| raise ValueError("Invalid ind argument.") |
| a = a.reshape(prod, -1) |
| ia = inv(a) |
| return ia.reshape(*invshape) |
|
|
|
|
| |
|
|
| def _unary_dispatcher(a): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_unary_dispatcher) |
| def inv(a): |
| """ |
| Compute the inverse of a matrix. |
| |
| Given a square matrix `a`, return the matrix `ainv` satisfying |
| ``a @ ainv = ainv @ a = eye(a.shape[0])``. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Matrix to be inverted. |
| |
| Returns |
| ------- |
| ainv : (..., M, M) ndarray or matrix |
| Inverse of the matrix `a`. |
| |
| Raises |
| ------ |
| LinAlgError |
| If `a` is not square or inversion fails. |
| |
| See Also |
| -------- |
| scipy.linalg.inv : Similar function in SciPy. |
| numpy.linalg.cond : Compute the condition number of a matrix. |
| numpy.linalg.svd : Compute the singular value decomposition of a matrix. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| If `a` is detected to be singular, a `LinAlgError` is raised. If `a` is |
| ill-conditioned, a `LinAlgError` may or may not be raised, and results may |
| be inaccurate due to floating-point errors. |
| |
| References |
| ---------- |
| .. [1] Wikipedia, "Condition number", |
| https://en.wikipedia.org/wiki/Condition_number |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy.linalg import inv |
| >>> a = np.array([[1., 2.], [3., 4.]]) |
| >>> ainv = inv(a) |
| >>> np.allclose(a @ ainv, np.eye(2)) |
| True |
| >>> np.allclose(ainv @ a, np.eye(2)) |
| True |
| |
| If a is a matrix object, then the return value is a matrix as well: |
| |
| >>> ainv = inv(np.matrix(a)) |
| >>> ainv |
| matrix([[-2. , 1. ], |
| [ 1.5, -0.5]]) |
| |
| Inverses of several matrices can be computed at once: |
| |
| >>> a = np.array([[[1., 2.], [3., 4.]], [[1, 3], [3, 5]]]) |
| >>> inv(a) |
| array([[[-2. , 1. ], |
| [ 1.5 , -0.5 ]], |
| [[-1.25, 0.75], |
| [ 0.75, -0.25]]]) |
| |
| If a matrix is close to singular, the computed inverse may not satisfy |
| ``a @ ainv = ainv @ a = eye(a.shape[0])`` even if a `LinAlgError` |
| is not raised: |
| |
| >>> a = np.array([[2,4,6],[2,0,2],[6,8,14]]) |
| >>> inv(a) # No errors raised |
| array([[-1.12589991e+15, -5.62949953e+14, 5.62949953e+14], |
| [-1.12589991e+15, -5.62949953e+14, 5.62949953e+14], |
| [ 1.12589991e+15, 5.62949953e+14, -5.62949953e+14]]) |
| >>> a @ inv(a) |
| array([[ 0. , -0.5 , 0. ], # may vary |
| [-0.5 , 0.625, 0.25 ], |
| [ 0. , 0. , 1. ]]) |
| |
| To detect ill-conditioned matrices, you can use `numpy.linalg.cond` to |
| compute its *condition number* [1]_. The larger the condition number, the |
| more ill-conditioned the matrix is. As a rule of thumb, if the condition |
| number ``cond(a) = 10**k``, then you may lose up to ``k`` digits of |
| accuracy on top of what would be lost to the numerical method due to loss |
| of precision from arithmetic methods. |
| |
| >>> from numpy.linalg import cond |
| >>> cond(a) |
| np.float64(8.659885634118668e+17) # may vary |
| |
| It is also possible to detect ill-conditioning by inspecting the matrix's |
| singular values directly. The ratio between the largest and the smallest |
| singular value is the condition number: |
| |
| >>> from numpy.linalg import svd |
| >>> sigma = svd(a, compute_uv=False) # Do not compute singular vectors |
| >>> sigma.max()/sigma.min() |
| 8.659885634118668e+17 # may vary |
| |
| """ |
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
|
|
| signature = 'D->D' if isComplexType(t) else 'd->d' |
| with errstate(call=_raise_linalgerror_singular, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| ainv = _umath_linalg.inv(a, signature=signature) |
| return wrap(ainv.astype(result_t, copy=False)) |
|
|
|
|
| def _matrix_power_dispatcher(a, n): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_matrix_power_dispatcher) |
| def matrix_power(a, n): |
| """ |
| Raise a square matrix to the (integer) power `n`. |
| |
| For positive integers `n`, the power is computed by repeated matrix |
| squarings and matrix multiplications. If ``n == 0``, the identity matrix |
| of the same shape as M is returned. If ``n < 0``, the inverse |
| is computed and then raised to the ``abs(n)``. |
| |
| .. note:: Stacks of object matrices are not currently supported. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Matrix to be "powered". |
| n : int |
| The exponent can be any integer or long integer, positive, |
| negative, or zero. |
| |
| Returns |
| ------- |
| a**n : (..., M, M) ndarray or matrix object |
| The return value is the same shape and type as `M`; |
| if the exponent is positive or zero then the type of the |
| elements is the same as those of `M`. If the exponent is |
| negative the elements are floating-point. |
| |
| Raises |
| ------ |
| LinAlgError |
| For matrices that are not square or that (for negative powers) cannot |
| be inverted numerically. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy.linalg import matrix_power |
| >>> i = np.array([[0, 1], [-1, 0]]) # matrix equiv. of the imaginary unit |
| >>> matrix_power(i, 3) # should = -i |
| array([[ 0, -1], |
| [ 1, 0]]) |
| >>> matrix_power(i, 0) |
| array([[1, 0], |
| [0, 1]]) |
| >>> matrix_power(i, -3) # should = 1/(-i) = i, but w/ f.p. elements |
| array([[ 0., 1.], |
| [-1., 0.]]) |
| |
| Somewhat more sophisticated example |
| |
| >>> q = np.zeros((4, 4)) |
| >>> q[0:2, 0:2] = -i |
| >>> q[2:4, 2:4] = i |
| >>> q # one of the three quaternion units not equal to 1 |
| array([[ 0., -1., 0., 0.], |
| [ 1., 0., 0., 0.], |
| [ 0., 0., 0., 1.], |
| [ 0., 0., -1., 0.]]) |
| >>> matrix_power(q, 2) # = -np.eye(4) |
| array([[-1., 0., 0., 0.], |
| [ 0., -1., 0., 0.], |
| [ 0., 0., -1., 0.], |
| [ 0., 0., 0., -1.]]) |
| |
| """ |
| a = asanyarray(a) |
| _assert_stacked_square(a) |
|
|
| try: |
| n = operator.index(n) |
| except TypeError as e: |
| raise TypeError("exponent must be an integer") from e |
|
|
| |
| |
| if a.dtype != object: |
| fmatmul = matmul |
| elif a.ndim == 2: |
| fmatmul = dot |
| else: |
| raise NotImplementedError( |
| "matrix_power not supported for stacks of object arrays") |
|
|
| if n == 0: |
| a = empty_like(a) |
| a[...] = eye(a.shape[-2], dtype=a.dtype) |
| return a |
|
|
| elif n < 0: |
| a = inv(a) |
| n = abs(n) |
|
|
| |
| if n == 1: |
| return a |
|
|
| elif n == 2: |
| return fmatmul(a, a) |
|
|
| elif n == 3: |
| return fmatmul(fmatmul(a, a), a) |
|
|
| |
| |
| |
| z = result = None |
| while n > 0: |
| z = a if z is None else fmatmul(z, z) |
| n, bit = divmod(n, 2) |
| if bit: |
| result = z if result is None else fmatmul(result, z) |
|
|
| return result |
|
|
|
|
| |
|
|
| def _cholesky_dispatcher(a, /, *, upper=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_cholesky_dispatcher) |
| def cholesky(a, /, *, upper=False): |
| """ |
| Cholesky decomposition. |
| |
| Return the lower or upper Cholesky decomposition, ``L * L.H`` or |
| ``U.H * U``, of the square matrix ``a``, where ``L`` is lower-triangular, |
| ``U`` is upper-triangular, and ``.H`` is the conjugate transpose operator |
| (which is the ordinary transpose if ``a`` is real-valued). ``a`` must be |
| Hermitian (symmetric if real-valued) and positive-definite. No checking is |
| performed to verify whether ``a`` is Hermitian or not. In addition, only |
| the lower or upper-triangular and diagonal elements of ``a`` are used. |
| Only ``L`` or ``U`` is actually returned. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Hermitian (symmetric if all elements are real), positive-definite |
| input matrix. |
| upper : bool |
| If ``True``, the result must be the upper-triangular Cholesky factor. |
| If ``False``, the result must be the lower-triangular Cholesky factor. |
| Default: ``False``. |
| |
| Returns |
| ------- |
| L : (..., M, M) array_like |
| Lower or upper-triangular Cholesky factor of `a`. Returns a matrix |
| object if `a` is a matrix object. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the decomposition fails, for example, if `a` is not |
| positive-definite. |
| |
| See Also |
| -------- |
| scipy.linalg.cholesky : Similar function in SciPy. |
| scipy.linalg.cholesky_banded : Cholesky decompose a banded Hermitian |
| positive-definite matrix. |
| scipy.linalg.cho_factor : Cholesky decomposition of a matrix, to use in |
| `scipy.linalg.cho_solve`. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The Cholesky decomposition is often used as a fast way of solving |
| |
| .. math:: A \\mathbf{x} = \\mathbf{b} |
| |
| (when `A` is both Hermitian/symmetric and positive-definite). |
| |
| First, we solve for :math:`\\mathbf{y}` in |
| |
| .. math:: L \\mathbf{y} = \\mathbf{b}, |
| |
| and then for :math:`\\mathbf{x}` in |
| |
| .. math:: L^{H} \\mathbf{x} = \\mathbf{y}. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> A = np.array([[1,-2j],[2j,5]]) |
| >>> A |
| array([[ 1.+0.j, -0.-2.j], |
| [ 0.+2.j, 5.+0.j]]) |
| >>> L = np.linalg.cholesky(A) |
| >>> L |
| array([[1.+0.j, 0.+0.j], |
| [0.+2.j, 1.+0.j]]) |
| >>> np.dot(L, L.T.conj()) # verify that L * L.H = A |
| array([[1.+0.j, 0.-2.j], |
| [0.+2.j, 5.+0.j]]) |
| >>> A = [[1,-2j],[2j,5]] # what happens if A is only array_like? |
| >>> np.linalg.cholesky(A) # an ndarray object is returned |
| array([[1.+0.j, 0.+0.j], |
| [0.+2.j, 1.+0.j]]) |
| >>> # But a matrix object is returned if A is a matrix object |
| >>> np.linalg.cholesky(np.matrix(A)) |
| matrix([[ 1.+0.j, 0.+0.j], |
| [ 0.+2.j, 1.+0.j]]) |
| >>> # The upper-triangular Cholesky factor can also be obtained. |
| >>> np.linalg.cholesky(A, upper=True) |
| array([[1.-0.j, 0.-2.j], |
| [0.-0.j, 1.-0.j]]) |
| |
| """ |
| gufunc = _umath_linalg.cholesky_up if upper else _umath_linalg.cholesky_lo |
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
| signature = 'D->D' if isComplexType(t) else 'd->d' |
| with errstate(call=_raise_linalgerror_nonposdef, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| r = gufunc(a, signature=signature) |
| return wrap(r.astype(result_t, copy=False)) |
|
|
|
|
| |
|
|
|
|
| def _outer_dispatcher(x1, x2): |
| return (x1, x2) |
|
|
|
|
| @array_function_dispatch(_outer_dispatcher) |
| def outer(x1, x2, /): |
| """ |
| Compute the outer product of two vectors. |
| |
| This function is Array API compatible. Compared to ``np.outer`` |
| it accepts 1-dimensional inputs only. |
| |
| Parameters |
| ---------- |
| x1 : (M,) array_like |
| One-dimensional input array of size ``N``. |
| Must have a numeric data type. |
| x2 : (N,) array_like |
| One-dimensional input array of size ``M``. |
| Must have a numeric data type. |
| |
| Returns |
| ------- |
| out : (M, N) ndarray |
| ``out[i, j] = a[i] * b[j]`` |
| |
| See also |
| -------- |
| outer |
| |
| Examples |
| -------- |
| Make a (*very* coarse) grid for computing a Mandelbrot set: |
| |
| >>> rl = np.linalg.outer(np.ones((5,)), np.linspace(-2, 2, 5)) |
| >>> rl |
| array([[-2., -1., 0., 1., 2.], |
| [-2., -1., 0., 1., 2.], |
| [-2., -1., 0., 1., 2.], |
| [-2., -1., 0., 1., 2.], |
| [-2., -1., 0., 1., 2.]]) |
| >>> im = np.linalg.outer(1j*np.linspace(2, -2, 5), np.ones((5,))) |
| >>> im |
| array([[0.+2.j, 0.+2.j, 0.+2.j, 0.+2.j, 0.+2.j], |
| [0.+1.j, 0.+1.j, 0.+1.j, 0.+1.j, 0.+1.j], |
| [0.+0.j, 0.+0.j, 0.+0.j, 0.+0.j, 0.+0.j], |
| [0.-1.j, 0.-1.j, 0.-1.j, 0.-1.j, 0.-1.j], |
| [0.-2.j, 0.-2.j, 0.-2.j, 0.-2.j, 0.-2.j]]) |
| >>> grid = rl + im |
| >>> grid |
| array([[-2.+2.j, -1.+2.j, 0.+2.j, 1.+2.j, 2.+2.j], |
| [-2.+1.j, -1.+1.j, 0.+1.j, 1.+1.j, 2.+1.j], |
| [-2.+0.j, -1.+0.j, 0.+0.j, 1.+0.j, 2.+0.j], |
| [-2.-1.j, -1.-1.j, 0.-1.j, 1.-1.j, 2.-1.j], |
| [-2.-2.j, -1.-2.j, 0.-2.j, 1.-2.j, 2.-2.j]]) |
| |
| An example using a "vector" of letters: |
| |
| >>> x = np.array(['a', 'b', 'c'], dtype=object) |
| >>> np.linalg.outer(x, [1, 2, 3]) |
| array([['a', 'aa', 'aaa'], |
| ['b', 'bb', 'bbb'], |
| ['c', 'cc', 'ccc']], dtype=object) |
| |
| """ |
| x1 = asanyarray(x1) |
| x2 = asanyarray(x2) |
| if x1.ndim != 1 or x2.ndim != 1: |
| raise ValueError( |
| "Input arrays must be one-dimensional, but they are " |
| f"{x1.ndim=} and {x2.ndim=}." |
| ) |
| return _core_outer(x1, x2, out=None) |
|
|
|
|
| |
|
|
|
|
| def _qr_dispatcher(a, mode=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_qr_dispatcher) |
| def qr(a, mode='reduced'): |
| """ |
| Compute the qr factorization of a matrix. |
| |
| Factor the matrix `a` as *qr*, where `q` is orthonormal and `r` is |
| upper-triangular. |
| |
| Parameters |
| ---------- |
| a : array_like, shape (..., M, N) |
| An array-like object with the dimensionality of at least 2. |
| mode : {'reduced', 'complete', 'r', 'raw'}, optional, default: 'reduced' |
| If K = min(M, N), then |
| |
| * 'reduced' : returns Q, R with dimensions (..., M, K), (..., K, N) |
| * 'complete' : returns Q, R with dimensions (..., M, M), (..., M, N) |
| * 'r' : returns R only with dimensions (..., K, N) |
| * 'raw' : returns h, tau with dimensions (..., N, M), (..., K,) |
| |
| The options 'reduced', 'complete, and 'raw' are new in numpy 1.8, |
| see the notes for more information. The default is 'reduced', and to |
| maintain backward compatibility with earlier versions of numpy both |
| it and the old default 'full' can be omitted. Note that array h |
| returned in 'raw' mode is transposed for calling Fortran. The |
| 'economic' mode is deprecated. The modes 'full' and 'economic' may |
| be passed using only the first letter for backwards compatibility, |
| but all others must be spelled out. See the Notes for more |
| explanation. |
| |
| |
| Returns |
| ------- |
| Q : ndarray of float or complex, optional |
| A matrix with orthonormal columns. When mode = 'complete' the |
| result is an orthogonal/unitary matrix depending on whether or not |
| a is real/complex. The determinant may be either +/- 1 in that |
| case. In case the number of dimensions in the input array is |
| greater than 2 then a stack of the matrices with above properties |
| is returned. |
| R : ndarray of float or complex, optional |
| The upper-triangular matrix or a stack of upper-triangular |
| matrices if the number of dimensions in the input array is greater |
| than 2. |
| (h, tau) : ndarrays of np.double or np.cdouble, optional |
| The array h contains the Householder reflectors that generate q |
| along with r. The tau array contains scaling factors for the |
| reflectors. In the deprecated 'economic' mode only h is returned. |
| |
| Raises |
| ------ |
| LinAlgError |
| If factoring fails. |
| |
| See Also |
| -------- |
| scipy.linalg.qr : Similar function in SciPy. |
| scipy.linalg.rq : Compute RQ decomposition of a matrix. |
| |
| Notes |
| ----- |
| When mode is 'reduced' or 'complete', the result will be a namedtuple with |
| the attributes ``Q`` and ``R``. |
| |
| This is an interface to the LAPACK routines ``dgeqrf``, ``zgeqrf``, |
| ``dorgqr``, and ``zungqr``. |
| |
| For more information on the qr factorization, see for example: |
| https://en.wikipedia.org/wiki/QR_factorization |
| |
| Subclasses of `ndarray` are preserved except for the 'raw' mode. So if |
| `a` is of type `matrix`, all the return values will be matrices too. |
| |
| New 'reduced', 'complete', and 'raw' options for mode were added in |
| NumPy 1.8.0 and the old option 'full' was made an alias of 'reduced'. In |
| addition the options 'full' and 'economic' were deprecated. Because |
| 'full' was the previous default and 'reduced' is the new default, |
| backward compatibility can be maintained by letting `mode` default. |
| The 'raw' option was added so that LAPACK routines that can multiply |
| arrays by q using the Householder reflectors can be used. Note that in |
| this case the returned arrays are of type np.double or np.cdouble and |
| the h array is transposed to be FORTRAN compatible. No routines using |
| the 'raw' return are currently exposed by numpy, but some are available |
| in lapack_lite and just await the necessary work. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> rng = np.random.default_rng() |
| >>> a = rng.normal(size=(9, 6)) |
| >>> Q, R = np.linalg.qr(a) |
| >>> np.allclose(a, np.dot(Q, R)) # a does equal QR |
| True |
| >>> R2 = np.linalg.qr(a, mode='r') |
| >>> np.allclose(R, R2) # mode='r' returns the same R as mode='full' |
| True |
| >>> a = np.random.normal(size=(3, 2, 2)) # Stack of 2 x 2 matrices as input |
| >>> Q, R = np.linalg.qr(a) |
| >>> Q.shape |
| (3, 2, 2) |
| >>> R.shape |
| (3, 2, 2) |
| >>> np.allclose(a, np.matmul(Q, R)) |
| True |
| |
| Example illustrating a common use of `qr`: solving of least squares |
| problems |
| |
| What are the least-squares-best `m` and `y0` in ``y = y0 + mx`` for |
| the following data: {(0,1), (1,0), (1,2), (2,1)}. (Graph the points |
| and you'll see that it should be y0 = 0, m = 1.) The answer is provided |
| by solving the over-determined matrix equation ``Ax = b``, where:: |
| |
| A = array([[0, 1], [1, 1], [1, 1], [2, 1]]) |
| x = array([[y0], [m]]) |
| b = array([[1], [0], [2], [1]]) |
| |
| If A = QR such that Q is orthonormal (which is always possible via |
| Gram-Schmidt), then ``x = inv(R) * (Q.T) * b``. (In numpy practice, |
| however, we simply use `lstsq`.) |
| |
| >>> A = np.array([[0, 1], [1, 1], [1, 1], [2, 1]]) |
| >>> A |
| array([[0, 1], |
| [1, 1], |
| [1, 1], |
| [2, 1]]) |
| >>> b = np.array([1, 2, 2, 3]) |
| >>> Q, R = np.linalg.qr(A) |
| >>> p = np.dot(Q.T, b) |
| >>> np.dot(np.linalg.inv(R), p) |
| array([ 1., 1.]) |
| |
| """ |
| if mode not in ('reduced', 'complete', 'r', 'raw'): |
| if mode in ('f', 'full'): |
| |
| msg = ( |
| "The 'full' option is deprecated in favor of 'reduced'.\n" |
| "For backward compatibility let mode default." |
| ) |
| warnings.warn(msg, DeprecationWarning, stacklevel=2) |
| mode = 'reduced' |
| elif mode in ('e', 'economic'): |
| |
| msg = "The 'economic' option is deprecated." |
| warnings.warn(msg, DeprecationWarning, stacklevel=2) |
| mode = 'economic' |
| else: |
| raise ValueError(f"Unrecognized mode '{mode}'") |
|
|
| a, wrap = _makearray(a) |
| _assert_stacked_2d(a) |
| m, n = a.shape[-2:] |
| t, result_t = _commonType(a) |
| a = a.astype(t, copy=True) |
| a = _to_native_byte_order(a) |
| mn = min(m, n) |
|
|
| signature = 'D->D' if isComplexType(t) else 'd->d' |
| with errstate(call=_raise_linalgerror_qr, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| tau = _umath_linalg.qr_r_raw(a, signature=signature) |
|
|
| |
| if mode == 'r': |
| r = triu(a[..., :mn, :]) |
| r = r.astype(result_t, copy=False) |
| return wrap(r) |
|
|
| if mode == 'raw': |
| q = transpose(a) |
| q = q.astype(result_t, copy=False) |
| tau = tau.astype(result_t, copy=False) |
| return wrap(q), tau |
|
|
| if mode == 'economic': |
| a = a.astype(result_t, copy=False) |
| return wrap(a) |
|
|
| |
| |
| |
| |
| if mode == 'complete' and m > n: |
| mc = m |
| gufunc = _umath_linalg.qr_complete |
| else: |
| mc = mn |
| gufunc = _umath_linalg.qr_reduced |
|
|
| signature = 'DD->D' if isComplexType(t) else 'dd->d' |
| with errstate(call=_raise_linalgerror_qr, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| q = gufunc(a, tau, signature=signature) |
| r = triu(a[..., :mc, :]) |
|
|
| q = q.astype(result_t, copy=False) |
| r = r.astype(result_t, copy=False) |
|
|
| return QRResult(wrap(q), wrap(r)) |
|
|
| |
|
|
|
|
| @array_function_dispatch(_unary_dispatcher) |
| def eigvals(a): |
| """ |
| Compute the eigenvalues of a general matrix. |
| |
| Main difference between `eigvals` and `eig`: the eigenvectors aren't |
| returned. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| A complex- or real-valued matrix whose eigenvalues will be computed. |
| |
| Returns |
| ------- |
| w : (..., M,) ndarray |
| The eigenvalues, each repeated according to its multiplicity. |
| They are not necessarily ordered, nor are they necessarily |
| real for real matrices. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the eigenvalue computation does not converge. |
| |
| See Also |
| -------- |
| eig : eigenvalues and right eigenvectors of general arrays |
| eigvalsh : eigenvalues of real symmetric or complex Hermitian |
| (conjugate symmetric) arrays. |
| eigh : eigenvalues and eigenvectors of real symmetric or complex |
| Hermitian (conjugate symmetric) arrays. |
| scipy.linalg.eigvals : Similar function in SciPy. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| This is implemented using the ``_geev`` LAPACK routines which compute |
| the eigenvalues and eigenvectors of general square arrays. |
| |
| Examples |
| -------- |
| Illustration, using the fact that the eigenvalues of a diagonal matrix |
| are its diagonal elements, that multiplying a matrix on the left |
| by an orthogonal matrix, `Q`, and on the right by `Q.T` (the transpose |
| of `Q`), preserves the eigenvalues of the "middle" matrix. In other words, |
| if `Q` is orthogonal, then ``Q * A * Q.T`` has the same eigenvalues as |
| ``A``: |
| |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| >>> x = np.random.random() |
| >>> Q = np.array([[np.cos(x), -np.sin(x)], [np.sin(x), np.cos(x)]]) |
| >>> LA.norm(Q[0, :]), LA.norm(Q[1, :]), np.dot(Q[0, :],Q[1, :]) |
| (1.0, 1.0, 0.0) |
| |
| Now multiply a diagonal matrix by ``Q`` on one side and |
| by ``Q.T`` on the other: |
| |
| >>> D = np.diag((-1,1)) |
| >>> LA.eigvals(D) |
| array([-1., 1.]) |
| >>> A = np.dot(Q, D) |
| >>> A = np.dot(A, Q.T) |
| >>> LA.eigvals(A) |
| array([ 1., -1.]) # random |
| |
| """ |
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| _assert_finite(a) |
| t, result_t = _commonType(a) |
|
|
| signature = 'D->D' if isComplexType(t) else 'd->D' |
| with errstate(call=_raise_linalgerror_eigenvalues_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| w = _umath_linalg.eigvals(a, signature=signature) |
|
|
| if not isComplexType(t): |
| if all(w.imag == 0): |
| w = w.real |
| result_t = _realType(result_t) |
| else: |
| result_t = _complexType(result_t) |
|
|
| return w.astype(result_t, copy=False) |
|
|
|
|
| def _eigvalsh_dispatcher(a, UPLO=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_eigvalsh_dispatcher) |
| def eigvalsh(a, UPLO='L'): |
| """ |
| Compute the eigenvalues of a complex Hermitian or real symmetric matrix. |
| |
| Main difference from eigh: the eigenvectors are not computed. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| A complex- or real-valued matrix whose eigenvalues are to be |
| computed. |
| UPLO : {'L', 'U'}, optional |
| Specifies whether the calculation is done with the lower triangular |
| part of `a` ('L', default) or the upper triangular part ('U'). |
| Irrespective of this value only the real parts of the diagonal will |
| be considered in the computation to preserve the notion of a Hermitian |
| matrix. It therefore follows that the imaginary part of the diagonal |
| will always be treated as zero. |
| |
| Returns |
| ------- |
| w : (..., M,) ndarray |
| The eigenvalues in ascending order, each repeated according to |
| its multiplicity. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the eigenvalue computation does not converge. |
| |
| See Also |
| -------- |
| eigh : eigenvalues and eigenvectors of real symmetric or complex Hermitian |
| (conjugate symmetric) arrays. |
| eigvals : eigenvalues of general real or complex arrays. |
| eig : eigenvalues and right eigenvectors of general real or complex |
| arrays. |
| scipy.linalg.eigvalsh : Similar function in SciPy. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The eigenvalues are computed using LAPACK routines ``_syevd``, ``_heevd``. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| >>> a = np.array([[1, -2j], [2j, 5]]) |
| >>> LA.eigvalsh(a) |
| array([ 0.17157288, 5.82842712]) # may vary |
| |
| >>> # demonstrate the treatment of the imaginary part of the diagonal |
| >>> a = np.array([[5+2j, 9-2j], [0+2j, 2-1j]]) |
| >>> a |
| array([[5.+2.j, 9.-2.j], |
| [0.+2.j, 2.-1.j]]) |
| >>> # with UPLO='L' this is numerically equivalent to using LA.eigvals() |
| >>> # with: |
| >>> b = np.array([[5.+0.j, 0.-2.j], [0.+2.j, 2.-0.j]]) |
| >>> b |
| array([[5.+0.j, 0.-2.j], |
| [0.+2.j, 2.+0.j]]) |
| >>> wa = LA.eigvalsh(a) |
| >>> wb = LA.eigvals(b) |
| >>> wa |
| array([1., 6.]) |
| >>> wb |
| array([6.+0.j, 1.+0.j]) |
| |
| """ |
| UPLO = UPLO.upper() |
| if UPLO not in ('L', 'U'): |
| raise ValueError("UPLO argument must be 'L' or 'U'") |
|
|
| if UPLO == 'L': |
| gufunc = _umath_linalg.eigvalsh_lo |
| else: |
| gufunc = _umath_linalg.eigvalsh_up |
|
|
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
| signature = 'D->d' if isComplexType(t) else 'd->d' |
| with errstate(call=_raise_linalgerror_eigenvalues_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| w = gufunc(a, signature=signature) |
| return w.astype(_realType(result_t), copy=False) |
|
|
|
|
| |
|
|
|
|
| @array_function_dispatch(_unary_dispatcher) |
| def eig(a): |
| """ |
| Compute the eigenvalues and right eigenvectors of a square array. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array |
| Matrices for which the eigenvalues and right eigenvectors will |
| be computed |
| |
| Returns |
| ------- |
| A namedtuple with the following attributes: |
| |
| eigenvalues : (..., M) array |
| The eigenvalues, each repeated according to its multiplicity. |
| The eigenvalues are not necessarily ordered. The resulting |
| array will be of complex type, unless the imaginary part is |
| zero in which case it will be cast to a real type. When `a` |
| is real the resulting eigenvalues will be real (0 imaginary |
| part) or occur in conjugate pairs |
| |
| eigenvectors : (..., M, M) array |
| The normalized (unit "length") eigenvectors, such that the |
| column ``eigenvectors[:,i]`` is the eigenvector corresponding to the |
| eigenvalue ``eigenvalues[i]``. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the eigenvalue computation does not converge. |
| |
| See Also |
| -------- |
| eigvals : eigenvalues of a non-symmetric array. |
| eigh : eigenvalues and eigenvectors of a real symmetric or complex |
| Hermitian (conjugate symmetric) array. |
| eigvalsh : eigenvalues of a real symmetric or complex Hermitian |
| (conjugate symmetric) array. |
| scipy.linalg.eig : Similar function in SciPy that also solves the |
| generalized eigenvalue problem. |
| scipy.linalg.schur : Best choice for unitary and other non-Hermitian |
| normal matrices. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| This is implemented using the ``_geev`` LAPACK routines which compute |
| the eigenvalues and eigenvectors of general square arrays. |
| |
| The number `w` is an eigenvalue of `a` if there exists a vector `v` such |
| that ``a @ v = w * v``. Thus, the arrays `a`, `eigenvalues`, and |
| `eigenvectors` satisfy the equations ``a @ eigenvectors[:,i] = |
| eigenvalues[i] * eigenvectors[:,i]`` for :math:`i \\in \\{0,...,M-1\\}`. |
| |
| The array `eigenvectors` may not be of maximum rank, that is, some of the |
| columns may be linearly dependent, although round-off error may obscure |
| that fact. If the eigenvalues are all different, then theoretically the |
| eigenvectors are linearly independent and `a` can be diagonalized by a |
| similarity transformation using `eigenvectors`, i.e, ``inv(eigenvectors) @ |
| a @ eigenvectors`` is diagonal. |
| |
| For non-Hermitian normal matrices the SciPy function `scipy.linalg.schur` |
| is preferred because the matrix `eigenvectors` is guaranteed to be |
| unitary, which is not the case when using `eig`. The Schur factorization |
| produces an upper triangular matrix rather than a diagonal matrix, but for |
| normal matrices only the diagonal of the upper triangular matrix is |
| needed, the rest is roundoff error. |
| |
| Finally, it is emphasized that `eigenvectors` consists of the *right* (as |
| in right-hand side) eigenvectors of `a`. A vector `y` satisfying ``y.T @ a |
| = z * y.T`` for some number `z` is called a *left* eigenvector of `a`, |
| and, in general, the left and right eigenvectors of a matrix are not |
| necessarily the (perhaps conjugate) transposes of each other. |
| |
| References |
| ---------- |
| G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL, |
| Academic Press, Inc., 1980, Various pp. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| |
| (Almost) trivial example with real eigenvalues and eigenvectors. |
| |
| >>> eigenvalues, eigenvectors = LA.eig(np.diag((1, 2, 3))) |
| >>> eigenvalues |
| array([1., 2., 3.]) |
| >>> eigenvectors |
| array([[1., 0., 0.], |
| [0., 1., 0.], |
| [0., 0., 1.]]) |
| |
| Real matrix possessing complex eigenvalues and eigenvectors; |
| note that the eigenvalues are complex conjugates of each other. |
| |
| >>> eigenvalues, eigenvectors = LA.eig(np.array([[1, -1], [1, 1]])) |
| >>> eigenvalues |
| array([1.+1.j, 1.-1.j]) |
| >>> eigenvectors |
| array([[0.70710678+0.j , 0.70710678-0.j ], |
| [0. -0.70710678j, 0. +0.70710678j]]) |
| |
| Complex-valued matrix with real eigenvalues (but complex-valued |
| eigenvectors); note that ``a.conj().T == a``, i.e., `a` is Hermitian. |
| |
| >>> a = np.array([[1, 1j], [-1j, 1]]) |
| >>> eigenvalues, eigenvectors = LA.eig(a) |
| >>> eigenvalues |
| array([2.+0.j, 0.+0.j]) |
| >>> eigenvectors |
| array([[ 0. +0.70710678j, 0.70710678+0.j ], # may vary |
| [ 0.70710678+0.j , -0. +0.70710678j]]) |
| |
| Be careful about round-off error! |
| |
| >>> a = np.array([[1 + 1e-9, 0], [0, 1 - 1e-9]]) |
| >>> # Theor. eigenvalues are 1 +/- 1e-9 |
| >>> eigenvalues, eigenvectors = LA.eig(a) |
| >>> eigenvalues |
| array([1., 1.]) |
| >>> eigenvectors |
| array([[1., 0.], |
| [0., 1.]]) |
| |
| """ |
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| _assert_finite(a) |
| t, result_t = _commonType(a) |
|
|
| signature = 'D->DD' if isComplexType(t) else 'd->DD' |
| with errstate(call=_raise_linalgerror_eigenvalues_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| w, vt = _umath_linalg.eig(a, signature=signature) |
|
|
| if not isComplexType(t) and all(w.imag == 0.0): |
| w = w.real |
| vt = vt.real |
| result_t = _realType(result_t) |
| else: |
| result_t = _complexType(result_t) |
|
|
| vt = vt.astype(result_t, copy=False) |
| return EigResult(w.astype(result_t, copy=False), wrap(vt)) |
|
|
|
|
| @array_function_dispatch(_eigvalsh_dispatcher) |
| def eigh(a, UPLO='L'): |
| """ |
| Return the eigenvalues and eigenvectors of a complex Hermitian |
| (conjugate symmetric) or a real symmetric matrix. |
| |
| Returns two objects, a 1-D array containing the eigenvalues of `a`, and |
| a 2-D square array or matrix (depending on the input type) of the |
| corresponding eigenvectors (in columns). |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array |
| Hermitian or real symmetric matrices whose eigenvalues and |
| eigenvectors are to be computed. |
| UPLO : {'L', 'U'}, optional |
| Specifies whether the calculation is done with the lower triangular |
| part of `a` ('L', default) or the upper triangular part ('U'). |
| Irrespective of this value only the real parts of the diagonal will |
| be considered in the computation to preserve the notion of a Hermitian |
| matrix. It therefore follows that the imaginary part of the diagonal |
| will always be treated as zero. |
| |
| Returns |
| ------- |
| A namedtuple with the following attributes: |
| |
| eigenvalues : (..., M) ndarray |
| The eigenvalues in ascending order, each repeated according to |
| its multiplicity. |
| eigenvectors : {(..., M, M) ndarray, (..., M, M) matrix} |
| The column ``eigenvectors[:, i]`` is the normalized eigenvector |
| corresponding to the eigenvalue ``eigenvalues[i]``. Will return a |
| matrix object if `a` is a matrix object. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the eigenvalue computation does not converge. |
| |
| See Also |
| -------- |
| eigvalsh : eigenvalues of real symmetric or complex Hermitian |
| (conjugate symmetric) arrays. |
| eig : eigenvalues and right eigenvectors for non-symmetric arrays. |
| eigvals : eigenvalues of non-symmetric arrays. |
| scipy.linalg.eigh : Similar function in SciPy (but also solves the |
| generalized eigenvalue problem). |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The eigenvalues/eigenvectors are computed using LAPACK routines ``_syevd``, |
| ``_heevd``. |
| |
| The eigenvalues of real symmetric or complex Hermitian matrices are always |
| real. [1]_ The array `eigenvalues` of (column) eigenvectors is unitary and |
| `a`, `eigenvalues`, and `eigenvectors` satisfy the equations ``dot(a, |
| eigenvectors[:, i]) = eigenvalues[i] * eigenvectors[:, i]``. |
| |
| References |
| ---------- |
| .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, |
| FL, Academic Press, Inc., 1980, pg. 222. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| >>> a = np.array([[1, -2j], [2j, 5]]) |
| >>> a |
| array([[ 1.+0.j, -0.-2.j], |
| [ 0.+2.j, 5.+0.j]]) |
| >>> eigenvalues, eigenvectors = LA.eigh(a) |
| >>> eigenvalues |
| array([0.17157288, 5.82842712]) |
| >>> eigenvectors |
| array([[-0.92387953+0.j , -0.38268343+0.j ], # may vary |
| [ 0. +0.38268343j, 0. -0.92387953j]]) |
| |
| >>> (np.dot(a, eigenvectors[:, 0]) - |
| ... eigenvalues[0] * eigenvectors[:, 0]) # verify 1st eigenval/vec pair |
| array([5.55111512e-17+0.0000000e+00j, 0.00000000e+00+1.2490009e-16j]) |
| >>> (np.dot(a, eigenvectors[:, 1]) - |
| ... eigenvalues[1] * eigenvectors[:, 1]) # verify 2nd eigenval/vec pair |
| array([0.+0.j, 0.+0.j]) |
| |
| >>> A = np.matrix(a) # what happens if input is a matrix object |
| >>> A |
| matrix([[ 1.+0.j, -0.-2.j], |
| [ 0.+2.j, 5.+0.j]]) |
| >>> eigenvalues, eigenvectors = LA.eigh(A) |
| >>> eigenvalues |
| array([0.17157288, 5.82842712]) |
| >>> eigenvectors |
| matrix([[-0.92387953+0.j , -0.38268343+0.j ], # may vary |
| [ 0. +0.38268343j, 0. -0.92387953j]]) |
| |
| >>> # demonstrate the treatment of the imaginary part of the diagonal |
| >>> a = np.array([[5+2j, 9-2j], [0+2j, 2-1j]]) |
| >>> a |
| array([[5.+2.j, 9.-2.j], |
| [0.+2.j, 2.-1.j]]) |
| >>> # with UPLO='L' this is numerically equivalent to using LA.eig() with: |
| >>> b = np.array([[5.+0.j, 0.-2.j], [0.+2.j, 2.-0.j]]) |
| >>> b |
| array([[5.+0.j, 0.-2.j], |
| [0.+2.j, 2.+0.j]]) |
| >>> wa, va = LA.eigh(a) |
| >>> wb, vb = LA.eig(b) |
| >>> wa |
| array([1., 6.]) |
| >>> wb |
| array([6.+0.j, 1.+0.j]) |
| >>> va |
| array([[-0.4472136 +0.j , -0.89442719+0.j ], # may vary |
| [ 0. +0.89442719j, 0. -0.4472136j ]]) |
| >>> vb |
| array([[ 0.89442719+0.j , -0. +0.4472136j], |
| [-0. +0.4472136j, 0.89442719+0.j ]]) |
| |
| """ |
| UPLO = UPLO.upper() |
| if UPLO not in ('L', 'U'): |
| raise ValueError("UPLO argument must be 'L' or 'U'") |
|
|
| a, wrap = _makearray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
|
|
| if UPLO == 'L': |
| gufunc = _umath_linalg.eigh_lo |
| else: |
| gufunc = _umath_linalg.eigh_up |
|
|
| signature = 'D->dD' if isComplexType(t) else 'd->dd' |
| with errstate(call=_raise_linalgerror_eigenvalues_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| w, vt = gufunc(a, signature=signature) |
| w = w.astype(_realType(result_t), copy=False) |
| vt = vt.astype(result_t, copy=False) |
| return EighResult(w, wrap(vt)) |
|
|
|
|
| |
|
|
| def _svd_dispatcher(a, full_matrices=None, compute_uv=None, hermitian=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_svd_dispatcher) |
| def svd(a, full_matrices=True, compute_uv=True, hermitian=False): |
| """ |
| Singular Value Decomposition. |
| |
| When `a` is a 2D array, and ``full_matrices=False``, then it is |
| factorized as ``u @ np.diag(s) @ vh = (u * s) @ vh``, where |
| `u` and the Hermitian transpose of `vh` are 2D arrays with |
| orthonormal columns and `s` is a 1D array of `a`'s singular |
| values. When `a` is higher-dimensional, SVD is applied in |
| stacked mode as explained below. |
| |
| Parameters |
| ---------- |
| a : (..., M, N) array_like |
| A real or complex array with ``a.ndim >= 2``. |
| full_matrices : bool, optional |
| If True (default), `u` and `vh` have the shapes ``(..., M, M)`` and |
| ``(..., N, N)``, respectively. Otherwise, the shapes are |
| ``(..., M, K)`` and ``(..., K, N)``, respectively, where |
| ``K = min(M, N)``. |
| compute_uv : bool, optional |
| Whether or not to compute `u` and `vh` in addition to `s`. True |
| by default. |
| hermitian : bool, optional |
| If True, `a` is assumed to be Hermitian (symmetric if real-valued), |
| enabling a more efficient method for finding singular values. |
| Defaults to False. |
| |
| Returns |
| ------- |
| U : { (..., M, M), (..., M, K) } array |
| Unitary array(s). The first ``a.ndim - 2`` dimensions have the same |
| size as those of the input `a`. The size of the last two dimensions |
| depends on the value of `full_matrices`. Only returned when |
| `compute_uv` is True. |
| S : (..., K) array |
| Vector(s) with the singular values, within each vector sorted in |
| descending order. The first ``a.ndim - 2`` dimensions have the same |
| size as those of the input `a`. |
| Vh : { (..., N, N), (..., K, N) } array |
| Unitary array(s). The first ``a.ndim - 2`` dimensions have the same |
| size as those of the input `a`. The size of the last two dimensions |
| depends on the value of `full_matrices`. Only returned when |
| `compute_uv` is True. |
| |
| Raises |
| ------ |
| LinAlgError |
| If SVD computation does not converge. |
| |
| See Also |
| -------- |
| scipy.linalg.svd : Similar function in SciPy. |
| scipy.linalg.svdvals : Compute singular values of a matrix. |
| |
| Notes |
| ----- |
| When `compute_uv` is True, the result is a namedtuple with the following |
| attribute names: `U`, `S`, and `Vh`. |
| |
| The decomposition is performed using LAPACK routine ``_gesdd``. |
| |
| SVD is usually described for the factorization of a 2D matrix :math:`A`. |
| The higher-dimensional case will be discussed below. In the 2D case, SVD is |
| written as :math:`A = U S V^H`, where :math:`A = a`, :math:`U= u`, |
| :math:`S= \\mathtt{np.diag}(s)` and :math:`V^H = vh`. The 1D array `s` |
| contains the singular values of `a` and `u` and `vh` are unitary. The rows |
| of `vh` are the eigenvectors of :math:`A^H A` and the columns of `u` are |
| the eigenvectors of :math:`A A^H`. In both cases the corresponding |
| (possibly non-zero) eigenvalues are given by ``s**2``. |
| |
| If `a` has more than two dimensions, then broadcasting rules apply, as |
| explained in :ref:`routines.linalg-broadcasting`. This means that SVD is |
| working in "stacked" mode: it iterates over all indices of the first |
| ``a.ndim - 2`` dimensions and for each combination SVD is applied to the |
| last two indices. The matrix `a` can be reconstructed from the |
| decomposition with either ``(u * s[..., None, :]) @ vh`` or |
| ``u @ (s[..., None] * vh)``. (The ``@`` operator can be replaced by the |
| function ``np.matmul`` for python versions below 3.5.) |
| |
| If `a` is a ``matrix`` object (as opposed to an ``ndarray``), then so are |
| all the return values. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> rng = np.random.default_rng() |
| >>> a = rng.normal(size=(9, 6)) + 1j*rng.normal(size=(9, 6)) |
| >>> b = rng.normal(size=(2, 7, 8, 3)) + 1j*rng.normal(size=(2, 7, 8, 3)) |
| |
| |
| Reconstruction based on full SVD, 2D case: |
| |
| >>> U, S, Vh = np.linalg.svd(a, full_matrices=True) |
| >>> U.shape, S.shape, Vh.shape |
| ((9, 9), (6,), (6, 6)) |
| >>> np.allclose(a, np.dot(U[:, :6] * S, Vh)) |
| True |
| >>> smat = np.zeros((9, 6), dtype=complex) |
| >>> smat[:6, :6] = np.diag(S) |
| >>> np.allclose(a, np.dot(U, np.dot(smat, Vh))) |
| True |
| |
| Reconstruction based on reduced SVD, 2D case: |
| |
| >>> U, S, Vh = np.linalg.svd(a, full_matrices=False) |
| >>> U.shape, S.shape, Vh.shape |
| ((9, 6), (6,), (6, 6)) |
| >>> np.allclose(a, np.dot(U * S, Vh)) |
| True |
| >>> smat = np.diag(S) |
| >>> np.allclose(a, np.dot(U, np.dot(smat, Vh))) |
| True |
| |
| Reconstruction based on full SVD, 4D case: |
| |
| >>> U, S, Vh = np.linalg.svd(b, full_matrices=True) |
| >>> U.shape, S.shape, Vh.shape |
| ((2, 7, 8, 8), (2, 7, 3), (2, 7, 3, 3)) |
| >>> np.allclose(b, np.matmul(U[..., :3] * S[..., None, :], Vh)) |
| True |
| >>> np.allclose(b, np.matmul(U[..., :3], S[..., None] * Vh)) |
| True |
| |
| Reconstruction based on reduced SVD, 4D case: |
| |
| >>> U, S, Vh = np.linalg.svd(b, full_matrices=False) |
| >>> U.shape, S.shape, Vh.shape |
| ((2, 7, 8, 3), (2, 7, 3), (2, 7, 3, 3)) |
| >>> np.allclose(b, np.matmul(U * S[..., None, :], Vh)) |
| True |
| >>> np.allclose(b, np.matmul(U, S[..., None] * Vh)) |
| True |
| |
| """ |
| import numpy as np |
| a, wrap = _makearray(a) |
|
|
| if hermitian: |
| |
| |
| |
| if compute_uv: |
| s, u = eigh(a) |
| sgn = sign(s) |
| s = abs(s) |
| sidx = argsort(s)[..., ::-1] |
| sgn = np.take_along_axis(sgn, sidx, axis=-1) |
| s = np.take_along_axis(s, sidx, axis=-1) |
| u = np.take_along_axis(u, sidx[..., None, :], axis=-1) |
| |
| vt = transpose(u * sgn[..., None, :]).conjugate() |
| return SVDResult(wrap(u), s, wrap(vt)) |
| else: |
| s = eigvalsh(a) |
| s = abs(s) |
| return sort(s)[..., ::-1] |
|
|
| _assert_stacked_2d(a) |
| t, result_t = _commonType(a) |
|
|
| m, n = a.shape[-2:] |
| if compute_uv: |
| if full_matrices: |
| gufunc = _umath_linalg.svd_f |
| else: |
| gufunc = _umath_linalg.svd_s |
|
|
| signature = 'D->DdD' if isComplexType(t) else 'd->ddd' |
| with errstate(call=_raise_linalgerror_svd_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| u, s, vh = gufunc(a, signature=signature) |
| u = u.astype(result_t, copy=False) |
| s = s.astype(_realType(result_t), copy=False) |
| vh = vh.astype(result_t, copy=False) |
| return SVDResult(wrap(u), s, wrap(vh)) |
| else: |
| signature = 'D->d' if isComplexType(t) else 'd->d' |
| with errstate(call=_raise_linalgerror_svd_nonconvergence, |
| invalid='call', over='ignore', divide='ignore', |
| under='ignore'): |
| s = _umath_linalg.svd(a, signature=signature) |
| s = s.astype(_realType(result_t), copy=False) |
| return s |
|
|
|
|
| def _svdvals_dispatcher(x): |
| return (x,) |
|
|
|
|
| @array_function_dispatch(_svdvals_dispatcher) |
| def svdvals(x, /): |
| """ |
| Returns the singular values of a matrix (or a stack of matrices) ``x``. |
| When x is a stack of matrices, the function will compute the singular |
| values for each matrix in the stack. |
| |
| This function is Array API compatible. |
| |
| Calling ``np.svdvals(x)`` to get singular values is the same as |
| ``np.svd(x, compute_uv=False, hermitian=False)``. |
| |
| Parameters |
| ---------- |
| x : (..., M, N) array_like |
| Input array having shape (..., M, N) and whose last two |
| dimensions form matrices on which to perform singular value |
| decomposition. Should have a floating-point data type. |
| |
| Returns |
| ------- |
| out : ndarray |
| An array with shape (..., K) that contains the vector(s) |
| of singular values of length K, where K = min(M, N). |
| |
| See Also |
| -------- |
| scipy.linalg.svdvals : Compute singular values of a matrix. |
| |
| Examples |
| -------- |
| |
| >>> np.linalg.svdvals([[1, 2, 3, 4, 5], |
| ... [1, 4, 9, 16, 25], |
| ... [1, 8, 27, 64, 125]]) |
| array([146.68862757, 5.57510612, 0.60393245]) |
| |
| Determine the rank of a matrix using singular values: |
| |
| >>> s = np.linalg.svdvals([[1, 2, 3], |
| ... [2, 4, 6], |
| ... [-1, 1, -1]]); s |
| array([8.38434191e+00, 1.64402274e+00, 2.31534378e-16]) |
| >>> np.count_nonzero(s > 1e-10) # Matrix of rank 2 |
| 2 |
| |
| """ |
| return svd(x, compute_uv=False, hermitian=False) |
|
|
|
|
| def _cond_dispatcher(x, p=None): |
| return (x,) |
|
|
|
|
| @array_function_dispatch(_cond_dispatcher) |
| def cond(x, p=None): |
| """ |
| Compute the condition number of a matrix. |
| |
| This function is capable of returning the condition number using |
| one of seven different norms, depending on the value of `p` (see |
| Parameters below). |
| |
| Parameters |
| ---------- |
| x : (..., M, N) array_like |
| The matrix whose condition number is sought. |
| p : {None, 1, -1, 2, -2, inf, -inf, 'fro'}, optional |
| Order of the norm used in the condition number computation: |
| |
| ===== ============================ |
| p norm for matrices |
| ===== ============================ |
| None 2-norm, computed directly using the ``SVD`` |
| 'fro' Frobenius norm |
| inf max(sum(abs(x), axis=1)) |
| -inf min(sum(abs(x), axis=1)) |
| 1 max(sum(abs(x), axis=0)) |
| -1 min(sum(abs(x), axis=0)) |
| 2 2-norm (largest sing. value) |
| -2 smallest singular value |
| ===== ============================ |
| |
| inf means the `numpy.inf` object, and the Frobenius norm is |
| the root-of-sum-of-squares norm. |
| |
| Returns |
| ------- |
| c : {float, inf} |
| The condition number of the matrix. May be infinite. |
| |
| See Also |
| -------- |
| numpy.linalg.norm |
| |
| Notes |
| ----- |
| The condition number of `x` is defined as the norm of `x` times the |
| norm of the inverse of `x` [1]_; the norm can be the usual L2-norm |
| (root-of-sum-of-squares) or one of a number of other matrix norms. |
| |
| References |
| ---------- |
| .. [1] G. Strang, *Linear Algebra and Its Applications*, Orlando, FL, |
| Academic Press, Inc., 1980, pg. 285. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| >>> a = np.array([[1, 0, -1], [0, 1, 0], [1, 0, 1]]) |
| >>> a |
| array([[ 1, 0, -1], |
| [ 0, 1, 0], |
| [ 1, 0, 1]]) |
| >>> LA.cond(a) |
| 1.4142135623730951 |
| >>> LA.cond(a, 'fro') |
| 3.1622776601683795 |
| >>> LA.cond(a, np.inf) |
| 2.0 |
| >>> LA.cond(a, -np.inf) |
| 1.0 |
| >>> LA.cond(a, 1) |
| 2.0 |
| >>> LA.cond(a, -1) |
| 1.0 |
| >>> LA.cond(a, 2) |
| 1.4142135623730951 |
| >>> LA.cond(a, -2) |
| 0.70710678118654746 # may vary |
| >>> (min(LA.svd(a, compute_uv=False)) * |
| ... min(LA.svd(LA.inv(a), compute_uv=False))) |
| 0.70710678118654746 # may vary |
| |
| """ |
| x = asarray(x) |
| if _is_empty_2d(x): |
| raise LinAlgError("cond is not defined on empty arrays") |
| if p is None or p in {2, -2}: |
| s = svd(x, compute_uv=False) |
| with errstate(all='ignore'): |
| if p == -2: |
| r = s[..., -1] / s[..., 0] |
| else: |
| r = s[..., 0] / s[..., -1] |
| else: |
| |
| |
| _assert_stacked_square(x) |
| t, result_t = _commonType(x) |
| result_t = _realType(result_t) |
| signature = 'D->D' if isComplexType(t) else 'd->d' |
| with errstate(all='ignore'): |
| invx = _umath_linalg.inv(x, signature=signature) |
| r = norm(x, p, axis=(-2, -1)) * norm(invx, p, axis=(-2, -1)) |
| r = r.astype(result_t, copy=False) |
|
|
| |
| nan_mask = isnan(r) |
| if nan_mask.any(): |
| nan_mask &= ~isnan(x).any(axis=(-2, -1)) |
| if r.ndim > 0: |
| r[nan_mask] = inf |
| elif nan_mask: |
| |
| r = r.dtype.type(inf) |
|
|
| return r |
|
|
|
|
| def _matrix_rank_dispatcher(A, tol=None, hermitian=None, *, rtol=None): |
| return (A,) |
|
|
|
|
| @array_function_dispatch(_matrix_rank_dispatcher) |
| def matrix_rank(A, tol=None, hermitian=False, *, rtol=None): |
| """ |
| Return matrix rank of array using SVD method |
| |
| Rank of the array is the number of singular values of the array that are |
| greater than `tol`. |
| |
| Parameters |
| ---------- |
| A : {(M,), (..., M, N)} array_like |
| Input vector or stack of matrices. |
| tol : (...) array_like, float, optional |
| Threshold below which SVD values are considered zero. If `tol` is |
| None, and ``S`` is an array with singular values for `M`, and |
| ``eps`` is the epsilon value for datatype of ``S``, then `tol` is |
| set to ``S.max() * max(M, N) * eps``. |
| hermitian : bool, optional |
| If True, `A` is assumed to be Hermitian (symmetric if real-valued), |
| enabling a more efficient method for finding singular values. |
| Defaults to False. |
| rtol : (...) array_like, float, optional |
| Parameter for the relative tolerance component. Only ``tol`` or |
| ``rtol`` can be set at a time. Defaults to ``max(M, N) * eps``. |
| |
| .. versionadded:: 2.0.0 |
| |
| Returns |
| ------- |
| rank : (...) array_like |
| Rank of A. |
| |
| Notes |
| ----- |
| The default threshold to detect rank deficiency is a test on the magnitude |
| of the singular values of `A`. By default, we identify singular values |
| less than ``S.max() * max(M, N) * eps`` as indicating rank deficiency |
| (with the symbols defined above). This is the algorithm MATLAB uses [1]_. |
| It also appears in *Numerical recipes* in the discussion of SVD solutions |
| for linear least squares [2]_. |
| |
| This default threshold is designed to detect rank deficiency accounting |
| for the numerical errors of the SVD computation. Imagine that there |
| is a column in `A` that is an exact (in floating point) linear combination |
| of other columns in `A`. Computing the SVD on `A` will not produce |
| a singular value exactly equal to 0 in general: any difference of |
| the smallest SVD value from 0 will be caused by numerical imprecision |
| in the calculation of the SVD. Our threshold for small SVD values takes |
| this numerical imprecision into account, and the default threshold will |
| detect such numerical rank deficiency. The threshold may declare a matrix |
| `A` rank deficient even if the linear combination of some columns of `A` |
| is not exactly equal to another column of `A` but only numerically very |
| close to another column of `A`. |
| |
| We chose our default threshold because it is in wide use. Other thresholds |
| are possible. For example, elsewhere in the 2007 edition of *Numerical |
| recipes* there is an alternative threshold of ``S.max() * |
| np.finfo(A.dtype).eps / 2. * np.sqrt(m + n + 1.)``. The authors describe |
| this threshold as being based on "expected roundoff error" (p 71). |
| |
| The thresholds above deal with floating point roundoff error in the |
| calculation of the SVD. However, you may have more information about |
| the sources of error in `A` that would make you consider other tolerance |
| values to detect *effective* rank deficiency. The most useful measure |
| of the tolerance depends on the operations you intend to use on your |
| matrix. For example, if your data come from uncertain measurements with |
| uncertainties greater than floating point epsilon, choosing a tolerance |
| near that uncertainty may be preferable. The tolerance may be absolute |
| if the uncertainties are absolute rather than relative. |
| |
| References |
| ---------- |
| .. [1] MATLAB reference documentation, "Rank" |
| https://www.mathworks.com/help/techdoc/ref/rank.html |
| .. [2] W. H. Press, S. A. Teukolsky, W. T. Vetterling and B. P. Flannery, |
| "Numerical Recipes (3rd edition)", Cambridge University Press, 2007, |
| page 795. |
| |
| Examples |
| -------- |
| >>> import numpy as np |
| >>> from numpy.linalg import matrix_rank |
| >>> matrix_rank(np.eye(4)) # Full rank matrix |
| 4 |
| >>> I=np.eye(4); I[-1,-1] = 0. # rank deficient matrix |
| >>> matrix_rank(I) |
| 3 |
| >>> matrix_rank(np.ones((4,))) # 1 dimension - rank 1 unless all 0 |
| 1 |
| >>> matrix_rank(np.zeros((4,))) |
| 0 |
| """ |
| if rtol is not None and tol is not None: |
| raise ValueError("`tol` and `rtol` can't be both set.") |
|
|
| A = asarray(A) |
| if A.ndim < 2: |
| return int(not all(A == 0)) |
| S = svd(A, compute_uv=False, hermitian=hermitian) |
|
|
| if tol is None: |
| if rtol is None: |
| rtol = max(A.shape[-2:]) * finfo(S.dtype).eps |
| else: |
| rtol = asarray(rtol)[..., newaxis] |
| tol = S.max(axis=-1, keepdims=True) * rtol |
| else: |
| tol = asarray(tol)[..., newaxis] |
|
|
| return count_nonzero(S > tol, axis=-1) |
|
|
|
|
| |
|
|
| def _pinv_dispatcher(a, rcond=None, hermitian=None, *, rtol=None): |
| return (a,) |
|
|
|
|
| @array_function_dispatch(_pinv_dispatcher) |
| def pinv(a, rcond=None, hermitian=False, *, rtol=_NoValue): |
| """ |
| Compute the (Moore-Penrose) pseudo-inverse of a matrix. |
| |
| Calculate the generalized inverse of a matrix using its |
| singular-value decomposition (SVD) and including all |
| *large* singular values. |
| |
| Parameters |
| ---------- |
| a : (..., M, N) array_like |
| Matrix or stack of matrices to be pseudo-inverted. |
| rcond : (...) array_like of float, optional |
| Cutoff for small singular values. |
| Singular values less than or equal to |
| ``rcond * largest_singular_value`` are set to zero. |
| Broadcasts against the stack of matrices. Default: ``1e-15``. |
| hermitian : bool, optional |
| If True, `a` is assumed to be Hermitian (symmetric if real-valued), |
| enabling a more efficient method for finding singular values. |
| Defaults to False. |
| rtol : (...) array_like of float, optional |
| Same as `rcond`, but it's an Array API compatible parameter name. |
| Only `rcond` or `rtol` can be set at a time. If none of them are |
| provided then NumPy's ``1e-15`` default is used. If ``rtol=None`` |
| is passed then the API standard default is used. |
| |
| .. versionadded:: 2.0.0 |
| |
| Returns |
| ------- |
| B : (..., N, M) ndarray |
| The pseudo-inverse of `a`. If `a` is a `matrix` instance, then so |
| is `B`. |
| |
| Raises |
| ------ |
| LinAlgError |
| If the SVD computation does not converge. |
| |
| See Also |
| -------- |
| scipy.linalg.pinv : Similar function in SciPy. |
| scipy.linalg.pinvh : Compute the (Moore-Penrose) pseudo-inverse of a |
| Hermitian matrix. |
| |
| Notes |
| ----- |
| The pseudo-inverse of a matrix A, denoted :math:`A^+`, is |
| defined as: "the matrix that 'solves' [the least-squares problem] |
| :math:`Ax = b`," i.e., if :math:`\\bar{x}` is said solution, then |
| :math:`A^+` is that matrix such that :math:`\\bar{x} = A^+b`. |
| |
| It can be shown that if :math:`Q_1 \\Sigma Q_2^T = A` is the singular |
| value decomposition of A, then |
| :math:`A^+ = Q_2 \\Sigma^+ Q_1^T`, where :math:`Q_{1,2}` are |
| orthogonal matrices, :math:`\\Sigma` is a diagonal matrix consisting |
| of A's so-called singular values, (followed, typically, by |
| zeros), and then :math:`\\Sigma^+` is simply the diagonal matrix |
| consisting of the reciprocals of A's singular values |
| (again, followed by zeros). [1]_ |
| |
| References |
| ---------- |
| .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, |
| FL, Academic Press, Inc., 1980, pp. 139-142. |
| |
| Examples |
| -------- |
| The following example checks that ``a * a+ * a == a`` and |
| ``a+ * a * a+ == a+``: |
| |
| >>> import numpy as np |
| >>> rng = np.random.default_rng() |
| >>> a = rng.normal(size=(9, 6)) |
| >>> B = np.linalg.pinv(a) |
| >>> np.allclose(a, np.dot(a, np.dot(B, a))) |
| True |
| >>> np.allclose(B, np.dot(B, np.dot(a, B))) |
| True |
| |
| """ |
| a, wrap = _makearray(a) |
| if rcond is None: |
| if rtol is _NoValue: |
| rcond = 1e-15 |
| elif rtol is None: |
| rcond = max(a.shape[-2:]) * finfo(a.dtype).eps |
| else: |
| rcond = rtol |
| elif rtol is not _NoValue: |
| raise ValueError("`rtol` and `rcond` can't be both set.") |
| else: |
| |
| pass |
|
|
| rcond = asarray(rcond) |
| if _is_empty_2d(a): |
| m, n = a.shape[-2:] |
| res = empty(a.shape[:-2] + (n, m), dtype=a.dtype) |
| return wrap(res) |
| a = a.conjugate() |
| u, s, vt = svd(a, full_matrices=False, hermitian=hermitian) |
|
|
| |
| cutoff = rcond[..., newaxis] * amax(s, axis=-1, keepdims=True) |
| large = s > cutoff |
| s = divide(1, s, where=large, out=s) |
| s[~large] = 0 |
|
|
| res = matmul(transpose(vt), multiply(s[..., newaxis], transpose(u))) |
| return wrap(res) |
|
|
|
|
| |
|
|
|
|
| @array_function_dispatch(_unary_dispatcher) |
| def slogdet(a): |
| """ |
| Compute the sign and (natural) logarithm of the determinant of an array. |
| |
| If an array has a very small or very large determinant, then a call to |
| `det` may overflow or underflow. This routine is more robust against such |
| issues, because it computes the logarithm of the determinant rather than |
| the determinant itself. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Input array, has to be a square 2-D array. |
| |
| Returns |
| ------- |
| A namedtuple with the following attributes: |
| |
| sign : (...) array_like |
| A number representing the sign of the determinant. For a real matrix, |
| this is 1, 0, or -1. For a complex matrix, this is a complex number |
| with absolute value 1 (i.e., it is on the unit circle), or else 0. |
| logabsdet : (...) array_like |
| The natural log of the absolute value of the determinant. |
| |
| If the determinant is zero, then `sign` will be 0 and `logabsdet` |
| will be -inf. In all cases, the determinant is equal to |
| ``sign * np.exp(logabsdet)``. |
| |
| See Also |
| -------- |
| det |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The determinant is computed via LU factorization using the LAPACK |
| routine ``z/dgetrf``. |
| |
| Examples |
| -------- |
| The determinant of a 2-D array ``[[a, b], [c, d]]`` is ``ad - bc``: |
| |
| >>> import numpy as np |
| >>> a = np.array([[1, 2], [3, 4]]) |
| >>> (sign, logabsdet) = np.linalg.slogdet(a) |
| >>> (sign, logabsdet) |
| (-1, 0.69314718055994529) # may vary |
| >>> sign * np.exp(logabsdet) |
| -2.0 |
| |
| Computing log-determinants for a stack of matrices: |
| |
| >>> a = np.array([ [[1, 2], [3, 4]], [[1, 2], [2, 1]], [[1, 3], [3, 1]] ]) |
| >>> a.shape |
| (3, 2, 2) |
| >>> sign, logabsdet = np.linalg.slogdet(a) |
| >>> (sign, logabsdet) |
| (array([-1., -1., -1.]), array([ 0.69314718, 1.09861229, 2.07944154])) |
| >>> sign * np.exp(logabsdet) |
| array([-2., -3., -8.]) |
| |
| This routine succeeds where ordinary `det` does not: |
| |
| >>> np.linalg.det(np.eye(500) * 0.1) |
| 0.0 |
| >>> np.linalg.slogdet(np.eye(500) * 0.1) |
| (1, -1151.2925464970228) |
| |
| """ |
| a = asarray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
| real_t = _realType(result_t) |
| signature = 'D->Dd' if isComplexType(t) else 'd->dd' |
| sign, logdet = _umath_linalg.slogdet(a, signature=signature) |
| sign = sign.astype(result_t, copy=False) |
| logdet = logdet.astype(real_t, copy=False) |
| return SlogdetResult(sign, logdet) |
|
|
|
|
| @array_function_dispatch(_unary_dispatcher) |
| def det(a): |
| """ |
| Compute the determinant of an array. |
| |
| Parameters |
| ---------- |
| a : (..., M, M) array_like |
| Input array to compute determinants for. |
| |
| Returns |
| ------- |
| det : (...) array_like |
| Determinant of `a`. |
| |
| See Also |
| -------- |
| slogdet : Another way to represent the determinant, more suitable |
| for large matrices where underflow/overflow may occur. |
| scipy.linalg.det : Similar function in SciPy. |
| |
| Notes |
| ----- |
| Broadcasting rules apply, see the `numpy.linalg` documentation for |
| details. |
| |
| The determinant is computed via LU factorization using the LAPACK |
| routine ``z/dgetrf``. |
| |
| Examples |
| -------- |
| The determinant of a 2-D array [[a, b], [c, d]] is ad - bc: |
| |
| >>> import numpy as np |
| >>> a = np.array([[1, 2], [3, 4]]) |
| >>> np.linalg.det(a) |
| -2.0 # may vary |
| |
| Computing determinants for a stack of matrices: |
| |
| >>> a = np.array([ [[1, 2], [3, 4]], [[1, 2], [2, 1]], [[1, 3], [3, 1]] ]) |
| >>> a.shape |
| (3, 2, 2) |
| >>> np.linalg.det(a) |
| array([-2., -3., -8.]) |
| |
| """ |
| a = asarray(a) |
| _assert_stacked_square(a) |
| t, result_t = _commonType(a) |
| signature = 'D->D' if isComplexType(t) else 'd->d' |
| r = _umath_linalg.det(a, signature=signature) |
| r = r.astype(result_t, copy=False) |
| return r |
|
|
|
|
| |
|
|
| def _lstsq_dispatcher(a, b, rcond=None): |
| return (a, b) |
|
|
|
|
| @array_function_dispatch(_lstsq_dispatcher) |
| def lstsq(a, b, rcond=None): |
| r""" |
| Return the least-squares solution to a linear matrix equation. |
| |
| Computes the vector `x` that approximately solves the equation |
| ``a @ x = b``. The equation may be under-, well-, or over-determined |
| (i.e., the number of linearly independent rows of `a` can be less than, |
| equal to, or greater than its number of linearly independent columns). |
| If `a` is square and of full rank, then `x` (but for round-off error) |
| is the "exact" solution of the equation. Else, `x` minimizes the |
| Euclidean 2-norm :math:`||b - ax||`. If there are multiple minimizing |
| solutions, the one with the smallest 2-norm :math:`||x||` is returned. |
| |
| Parameters |
| ---------- |
| a : (M, N) array_like |
| "Coefficient" matrix. |
| b : {(M,), (M, K)} array_like |
| Ordinate or "dependent variable" values. If `b` is two-dimensional, |
| the least-squares solution is calculated for each of the `K` columns |
| of `b`. |
| rcond : float, optional |
| Cut-off ratio for small singular values of `a`. |
| For the purposes of rank determination, singular values are treated |
| as zero if they are smaller than `rcond` times the largest singular |
| value of `a`. |
| The default uses the machine precision times ``max(M, N)``. Passing |
| ``-1`` will use machine precision. |
| |
| .. versionchanged:: 2.0 |
| Previously, the default was ``-1``, but a warning was given that |
| this would change. |
| |
| Returns |
| ------- |
| x : {(N,), (N, K)} ndarray |
| Least-squares solution. If `b` is two-dimensional, |
| the solutions are in the `K` columns of `x`. |
| residuals : {(1,), (K,), (0,)} ndarray |
| Sums of squared residuals: Squared Euclidean 2-norm for each column in |
| ``b - a @ x``. |
| If the rank of `a` is < N or M <= N, this is an empty array. |
| If `b` is 1-dimensional, this is a (1,) shape array. |
| Otherwise the shape is (K,). |
| rank : int |
| Rank of matrix `a`. |
| s : (min(M, N),) ndarray |
| Singular values of `a`. |
| |
| Raises |
| ------ |
| LinAlgError |
| If computation does not converge. |
| |
| See Also |
| -------- |
| scipy.linalg.lstsq : Similar function in SciPy. |
| |
| Notes |
| ----- |
| If `b` is a matrix, then all array results are returned as matrices. |
| |
| Examples |
| -------- |
| Fit a line, ``y = mx + c``, through some noisy data-points: |
| |
| >>> import numpy as np |
| >>> x = np.array([0, 1, 2, 3]) |
| >>> y = np.array([-1, 0.2, 0.9, 2.1]) |
| |
| By examining the coefficients, we see that the line should have a |
| gradient of roughly 1 and cut the y-axis at, more or less, -1. |
| |
| We can rewrite the line equation as ``y = Ap``, where ``A = [[x 1]]`` |
| and ``p = [[m], [c]]``. Now use `lstsq` to solve for `p`: |
| |
| >>> A = np.vstack([x, np.ones(len(x))]).T |
| >>> A |
| array([[ 0., 1.], |
| [ 1., 1.], |
| [ 2., 1.], |
| [ 3., 1.]]) |
| |
| >>> m, c = np.linalg.lstsq(A, y)[0] |
| >>> m, c |
| (1.0 -0.95) # may vary |
| |
| Plot the data along with the fitted line: |
| |
| >>> import matplotlib.pyplot as plt |
| >>> _ = plt.plot(x, y, 'o', label='Original data', markersize=10) |
| >>> _ = plt.plot(x, m*x + c, 'r', label='Fitted line') |
| >>> _ = plt.legend() |
| >>> plt.show() |
| |
| """ |
| a, _ = _makearray(a) |
| b, wrap = _makearray(b) |
| is_1d = b.ndim == 1 |
| if is_1d: |
| b = b[:, newaxis] |
| _assert_2d(a, b) |
| m, n = a.shape[-2:] |
| m2, n_rhs = b.shape[-2:] |
| if m != m2: |
| raise LinAlgError('Incompatible dimensions') |
|
|
| t, result_t = _commonType(a, b) |
| result_real_t = _realType(result_t) |
|
|
| if rcond is None: |
| rcond = finfo(t).eps * max(n, m) |
|
|
| signature = 'DDd->Ddid' if isComplexType(t) else 'ddd->ddid' |
| if n_rhs == 0: |
| |
| |
| b = zeros(b.shape[:-2] + (m, n_rhs + 1), dtype=b.dtype) |
|
|
| with errstate(call=_raise_linalgerror_lstsq, invalid='call', |
| over='ignore', divide='ignore', under='ignore'): |
| x, resids, rank, s = _umath_linalg.lstsq(a, b, rcond, |
| signature=signature) |
| if m == 0: |
| x[...] = 0 |
| if n_rhs == 0: |
| |
| x = x[..., :n_rhs] |
| resids = resids[..., :n_rhs] |
|
|
| |
| if is_1d: |
| x = x.squeeze(axis=-1) |
| |
| |
|
|
| |
| if rank != n or m <= n: |
| resids = array([], result_real_t) |
|
|
| |
| s = s.astype(result_real_t, copy=False) |
| resids = resids.astype(result_real_t, copy=False) |
| |
| x = x.astype(result_t, copy=True) |
| return wrap(x), wrap(resids), rank, s |
|
|
|
|
| def _multi_svd_norm(x, row_axis, col_axis, op, initial=None): |
| """Compute a function of the singular values of the 2-D matrices in `x`. |
| |
| This is a private utility function used by `numpy.linalg.norm()`. |
| |
| Parameters |
| ---------- |
| x : ndarray |
| row_axis, col_axis : int |
| The axes of `x` that hold the 2-D matrices. |
| op : callable |
| This should be either numpy.amin or `numpy.amax` or `numpy.sum`. |
| |
| Returns |
| ------- |
| result : float or ndarray |
| If `x` is 2-D, the return values is a float. |
| Otherwise, it is an array with ``x.ndim - 2`` dimensions. |
| The return values are either the minimum or maximum or sum of the |
| singular values of the matrices, depending on whether `op` |
| is `numpy.amin` or `numpy.amax` or `numpy.sum`. |
| |
| """ |
| y = moveaxis(x, (row_axis, col_axis), (-2, -1)) |
| result = op(svd(y, compute_uv=False), axis=-1, initial=initial) |
| return result |
|
|
|
|
| def _norm_dispatcher(x, ord=None, axis=None, keepdims=None): |
| return (x,) |
|
|
|
|
| @array_function_dispatch(_norm_dispatcher) |
| def norm(x, ord=None, axis=None, keepdims=False): |
| """ |
| Matrix or vector norm. |
| |
| This function is able to return one of eight different matrix norms, |
| or one of an infinite number of vector norms (described below), depending |
| on the value of the ``ord`` parameter. |
| |
| Parameters |
| ---------- |
| x : array_like |
| Input array. If `axis` is None, `x` must be 1-D or 2-D, unless `ord` |
| is None. If both `axis` and `ord` are None, the 2-norm of |
| ``x.ravel`` will be returned. |
| ord : {int, float, inf, -inf, 'fro', 'nuc'}, optional |
| Order of the norm (see table under ``Notes`` for what values are |
| supported for matrices and vectors respectively). inf means numpy's |
| `inf` object. The default is None. |
| axis : {None, int, 2-tuple of ints}, optional. |
| If `axis` is an integer, it specifies the axis of `x` along which to |
| compute the vector norms. If `axis` is a 2-tuple, it specifies the |
| axes that hold 2-D matrices, and the matrix norms of these matrices |
| are computed. If `axis` is None then either a vector norm (when `x` |
| is 1-D) or a matrix norm (when `x` is 2-D) is returned. The default |
| is None. |
| |
| keepdims : bool, optional |
| If this is set to True, the axes which are normed over are left in the |
| result as dimensions with size one. With this option the result will |
| broadcast correctly against the original `x`. |
| |
| Returns |
| ------- |
| n : float or ndarray |
| Norm of the matrix or vector(s). |
| |
| See Also |
| -------- |
| scipy.linalg.norm : Similar function in SciPy. |
| |
| Notes |
| ----- |
| For values of ``ord < 1``, the result is, strictly speaking, not a |
| mathematical 'norm', but it may still be useful for various numerical |
| purposes. |
| |
| The following norms can be calculated: |
| |
| ===== ============================ ========================== |
| ord norm for matrices norm for vectors |
| ===== ============================ ========================== |
| None Frobenius norm 2-norm |
| 'fro' Frobenius norm -- |
| 'nuc' nuclear norm -- |
| inf max(sum(abs(x), axis=1)) max(abs(x)) |
| -inf min(sum(abs(x), axis=1)) min(abs(x)) |
| 0 -- sum(x != 0) |
| 1 max(sum(abs(x), axis=0)) as below |
| -1 min(sum(abs(x), axis=0)) as below |
| 2 2-norm (largest sing. value) as below |
| -2 smallest singular value as below |
| other -- sum(abs(x)**ord)**(1./ord) |
| ===== ============================ ========================== |
| |
| The Frobenius norm is given by [1]_: |
| |
| :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}` |
| |
| The nuclear norm is the sum of the singular values. |
| |
| Both the Frobenius and nuclear norm orders are only defined for |
| matrices and raise a ValueError when ``x.ndim != 2``. |
| |
| References |
| ---------- |
| .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*, |
| Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15 |
| |
| Examples |
| -------- |
| |
| >>> import numpy as np |
| >>> from numpy import linalg as LA |
| >>> a = np.arange(9) - 4 |
| >>> a |
| array([-4, -3, -2, ..., 2, 3, 4]) |
| >>> b = a.reshape((3, 3)) |
| >>> b |
| array([[-4, -3, -2], |
| [-1, 0, 1], |
| [ 2, 3, 4]]) |
| |
| >>> LA.norm(a) |
| 7.745966692414834 |
| >>> LA.norm(b) |
| 7.745966692414834 |
| >>> LA.norm(b, 'fro') |
| 7.745966692414834 |
| >>> LA.norm(a, np.inf) |
| 4.0 |
| >>> LA.norm(b, np.inf) |
| 9.0 |
| >>> LA.norm(a, -np.inf) |
| 0.0 |
| >>> LA.norm(b, -np.inf) |
| 2.0 |
| |
| >>> LA.norm(a, 1) |
| 20.0 |
| >>> LA.norm(b, 1) |
| 7.0 |
| >>> LA.norm(a, -1) |
| -4.6566128774142013e-010 |
| >>> LA.norm(b, -1) |
| 6.0 |
| >>> LA.norm(a, 2) |
| 7.745966692414834 |
| >>> LA.norm(b, 2) |
| 7.3484692283495345 |
| |
| >>> LA.norm(a, -2) |
| 0.0 |
| >>> LA.norm(b, -2) |
| 1.8570331885190563e-016 # may vary |
| >>> LA.norm(a, 3) |
| 5.8480354764257312 # may vary |
| >>> LA.norm(a, -3) |
| 0.0 |
| |
| Using the `axis` argument to compute vector norms: |
| |
| >>> c = np.array([[ 1, 2, 3], |
| ... [-1, 1, 4]]) |
| >>> LA.norm(c, axis=0) |
| array([ 1.41421356, 2.23606798, 5. ]) |
| >>> LA.norm(c, axis=1) |
| array([ 3.74165739, 4.24264069]) |
| >>> LA.norm(c, ord=1, axis=1) |
| array([ 6., 6.]) |
| |
| Using the `axis` argument to compute matrix norms: |
| |
| >>> m = np.arange(8).reshape(2,2,2) |
| >>> LA.norm(m, axis=(1,2)) |
| array([ 3.74165739, 11.22497216]) |
| >>> LA.norm(m[0, :, :]), LA.norm(m[1, :, :]) |
| (3.7416573867739413, 11.224972160321824) |
| |
| """ |
| x = asarray(x) |
|
|
| if not issubclass(x.dtype.type, (inexact, object_)): |
| x = x.astype(float) |
|
|
| |
| if axis is None: |
| ndim = x.ndim |
| if ( |
| (ord is None) or |
| (ord in ('f', 'fro') and ndim == 2) or |
| (ord == 2 and ndim == 1) |
| ): |
| x = x.ravel(order='K') |
| if isComplexType(x.dtype.type): |
| x_real = x.real |
| x_imag = x.imag |
| sqnorm = x_real.dot(x_real) + x_imag.dot(x_imag) |
| else: |
| sqnorm = x.dot(x) |
| ret = sqrt(sqnorm) |
| if keepdims: |
| ret = ret.reshape(ndim * [1]) |
| return ret |
|
|
| |
| nd = x.ndim |
| if axis is None: |
| axis = tuple(range(nd)) |
| elif not isinstance(axis, tuple): |
| try: |
| axis = int(axis) |
| except Exception as e: |
| raise TypeError( |
| "'axis' must be None, an integer or a tuple of integers" |
| ) from e |
| axis = (axis,) |
|
|
| if len(axis) == 1: |
| if ord == inf: |
| return abs(x).max(axis=axis, keepdims=keepdims, initial=0) |
| elif ord == -inf: |
| return abs(x).min(axis=axis, keepdims=keepdims) |
| elif ord == 0: |
| |
| return ( |
| (x != 0) |
| .astype(x.real.dtype) |
| .sum(axis=axis, keepdims=keepdims) |
| ) |
| elif ord == 1: |
| |
| return add.reduce(abs(x), axis=axis, keepdims=keepdims) |
| elif ord is None or ord == 2: |
| |
| s = (x.conj() * x).real |
| return sqrt(add.reduce(s, axis=axis, keepdims=keepdims)) |
| |
| |
| elif isinstance(ord, str): |
| raise ValueError(f"Invalid norm order '{ord}' for vectors") |
| else: |
| absx = abs(x) |
| absx **= ord |
| ret = add.reduce(absx, axis=axis, keepdims=keepdims) |
| ret **= reciprocal(ord, dtype=ret.dtype) |
| return ret |
| elif len(axis) == 2: |
| row_axis, col_axis = axis |
| row_axis = normalize_axis_index(row_axis, nd) |
| col_axis = normalize_axis_index(col_axis, nd) |
| if row_axis == col_axis: |
| raise ValueError('Duplicate axes given.') |
| if ord == 2: |
| ret = _multi_svd_norm(x, row_axis, col_axis, amax, 0) |
| elif ord == -2: |
| ret = _multi_svd_norm(x, row_axis, col_axis, amin) |
| elif ord == 1: |
| if col_axis > row_axis: |
| col_axis -= 1 |
| ret = add.reduce(abs(x), axis=row_axis).max(axis=col_axis, initial=0) |
| elif ord == inf: |
| if row_axis > col_axis: |
| row_axis -= 1 |
| ret = add.reduce(abs(x), axis=col_axis).max(axis=row_axis, initial=0) |
| elif ord == -1: |
| if col_axis > row_axis: |
| col_axis -= 1 |
| ret = add.reduce(abs(x), axis=row_axis).min(axis=col_axis) |
| elif ord == -inf: |
| if row_axis > col_axis: |
| row_axis -= 1 |
| ret = add.reduce(abs(x), axis=col_axis).min(axis=row_axis) |
| elif ord in [None, 'fro', 'f']: |
| ret = sqrt(add.reduce((x.conj() * x).real, axis=axis)) |
| elif ord == 'nuc': |
| ret = _multi_svd_norm(x, row_axis, col_axis, sum, 0) |
| else: |
| raise ValueError("Invalid norm order for matrices.") |
| if keepdims: |
| ret_shape = list(x.shape) |
| ret_shape[axis[0]] = 1 |
| ret_shape[axis[1]] = 1 |
| ret = ret.reshape(ret_shape) |
| return ret |
| else: |
| raise ValueError("Improper number of dimensions to norm.") |
|
|
|
|
| |
|
|
| def _multidot_dispatcher(arrays, *, out=None): |
| yield from arrays |
| yield out |
|
|
|
|
| @array_function_dispatch(_multidot_dispatcher) |
| def multi_dot(arrays, *, out=None): |
| """ |
| Compute the dot product of two or more arrays in a single function call, |
| while automatically selecting the fastest evaluation order. |
| |
| `multi_dot` chains `numpy.dot` and uses optimal parenthesization |
| of the matrices [1]_ [2]_. Depending on the shapes of the matrices, |
| this can speed up the multiplication a lot. |
| |
| If the first argument is 1-D it is treated as a row vector. |
| If the last argument is 1-D it is treated as a column vector. |
| The other arguments must be 2-D. |
| |
| Think of `multi_dot` as:: |
| |
| def multi_dot(arrays): return functools.reduce(np.dot, arrays) |
| |
| |
| Parameters |
| ---------- |
| arrays : sequence of array_like |
| If the first argument is 1-D it is treated as row vector. |
| If the last argument is 1-D it is treated as column vector. |
| The other arguments must be 2-D. |
| out : ndarray, optional |
| Output argument. This must have the exact kind that would be returned |
| if it was not used. In particular, it must have the right type, must be |
| C-contiguous, and its dtype must be the dtype that would be returned |
| for `dot(a, b)`. This is a performance feature. Therefore, if these |
| conditions are not met, an exception is raised, instead of attempting |
| to be flexible. |
| |
| Returns |
| ------- |
| output : ndarray |
| Returns the dot product of the supplied arrays. |
| |
| See Also |
| -------- |
| numpy.dot : dot multiplication with two arguments. |
| |
| References |
| ---------- |
| |
| .. [1] Cormen, "Introduction to Algorithms", Chapter 15.2, p. 370-378 |
| .. [2] https://en.wikipedia.org/wiki/Matrix_chain_multiplication |
| |
| Examples |
| -------- |
| `multi_dot` allows you to write:: |
| |
| >>> import numpy as np |
| >>> from numpy.linalg import multi_dot |
| >>> # Prepare some data |
| >>> A = np.random.random((10000, 100)) |
| >>> B = np.random.random((100, 1000)) |
| >>> C = np.random.random((1000, 5)) |
| >>> D = np.random.random((5, 333)) |
| >>> # the actual dot multiplication |
| >>> _ = multi_dot([A, B, C, D]) |
| |
| instead of:: |
| |
| >>> _ = np.dot(np.dot(np.dot(A, B), C), D) |
| >>> # or |
| >>> _ = A.dot(B).dot(C).dot(D) |
| |
| Notes |
| ----- |
| The cost for a matrix multiplication can be calculated with the |
| following function:: |
| |
| def cost(A, B): |
| return A.shape[0] * A.shape[1] * B.shape[1] |
| |
| Assume we have three matrices |
| :math:`A_{10 \\times 100}, B_{100 \\times 5}, C_{5 \\times 50}`. |
| |
| The costs for the two different parenthesizations are as follows:: |
| |
| cost((AB)C) = 10*100*5 + 10*5*50 = 5000 + 2500 = 7500 |
| cost(A(BC)) = 10*100*50 + 100*5*50 = 50000 + 25000 = 75000 |
| |
| """ |
| n = len(arrays) |
| |
| if n < 2: |
| raise ValueError("Expecting at least two arrays.") |
| elif n == 2: |
| return dot(arrays[0], arrays[1], out=out) |
|
|
| arrays = [asanyarray(a) for a in arrays] |
|
|
| |
| ndim_first, ndim_last = arrays[0].ndim, arrays[-1].ndim |
| |
| |
| if arrays[0].ndim == 1: |
| arrays[0] = atleast_2d(arrays[0]) |
| if arrays[-1].ndim == 1: |
| arrays[-1] = atleast_2d(arrays[-1]).T |
| _assert_2d(*arrays) |
|
|
| |
| if n == 3: |
| result = _multi_dot_three(arrays[0], arrays[1], arrays[2], out=out) |
| else: |
| order = _multi_dot_matrix_chain_order(arrays) |
| result = _multi_dot(arrays, order, 0, n - 1, out=out) |
|
|
| |
| if ndim_first == 1 and ndim_last == 1: |
| return result[0, 0] |
| elif ndim_first == 1 or ndim_last == 1: |
| return result.ravel() |
| else: |
| return result |
|
|
|
|
| def _multi_dot_three(A, B, C, out=None): |
| """ |
| Find the best order for three arrays and do the multiplication. |
| |
| For three arguments `_multi_dot_three` is approximately 15 times faster |
| than `_multi_dot_matrix_chain_order` |
| |
| """ |
| a0, a1b0 = A.shape |
| b1c0, c1 = C.shape |
| |
| cost1 = a0 * b1c0 * (a1b0 + c1) |
| |
| cost2 = a1b0 * c1 * (a0 + b1c0) |
|
|
| if cost1 < cost2: |
| return dot(dot(A, B), C, out=out) |
| else: |
| return dot(A, dot(B, C), out=out) |
|
|
|
|
| def _multi_dot_matrix_chain_order(arrays, return_costs=False): |
| """ |
| Return a np.array that encodes the optimal order of multiplications. |
| |
| The optimal order array is then used by `_multi_dot()` to do the |
| multiplication. |
| |
| Also return the cost matrix if `return_costs` is `True` |
| |
| The implementation CLOSELY follows Cormen, "Introduction to Algorithms", |
| Chapter 15.2, p. 370-378. Note that Cormen uses 1-based indices. |
| |
| cost[i, j] = min([ |
| cost[prefix] + cost[suffix] + cost_mult(prefix, suffix) |
| for k in range(i, j)]) |
| |
| """ |
| n = len(arrays) |
| |
| |
| p = [a.shape[0] for a in arrays] + [arrays[-1].shape[1]] |
| |
| |
| m = zeros((n, n), dtype=double) |
| |
| |
| s = empty((n, n), dtype=intp) |
|
|
| for l in range(1, n): |
| for i in range(n - l): |
| j = i + l |
| m[i, j] = inf |
| for k in range(i, j): |
| q = m[i, k] + m[k + 1, j] + p[i] * p[k + 1] * p[j + 1] |
| if q < m[i, j]: |
| m[i, j] = q |
| s[i, j] = k |
|
|
| return (s, m) if return_costs else s |
|
|
|
|
| def _multi_dot(arrays, order, i, j, out=None): |
| """Actually do the multiplication with the given order.""" |
| if i == j: |
| |
| assert out is None |
|
|
| return arrays[i] |
| else: |
| return dot(_multi_dot(arrays, order, i, order[i, j]), |
| _multi_dot(arrays, order, order[i, j] + 1, j), |
| out=out) |
|
|
|
|
| |
|
|
| def _diagonal_dispatcher(x, /, *, offset=None): |
| return (x,) |
|
|
|
|
| @array_function_dispatch(_diagonal_dispatcher) |
| def diagonal(x, /, *, offset=0): |
| """ |
| Returns specified diagonals of a matrix (or a stack of matrices) ``x``. |
| |
| This function is Array API compatible, contrary to |
| :py:func:`numpy.diagonal`, the matrix is assumed |
| to be defined by the last two dimensions. |
| |
| Parameters |
| ---------- |
| x : (...,M,N) array_like |
| Input array having shape (..., M, N) and whose innermost two |
| dimensions form MxN matrices. |
| offset : int, optional |
| Offset specifying the off-diagonal relative to the main diagonal, |
| where:: |
| |
| * offset = 0: the main diagonal. |
| * offset > 0: off-diagonal above the main diagonal. |
| * offset < 0: off-diagonal below the main diagonal. |
| |
| Returns |
| ------- |
| out : (...,min(N,M)) ndarray |
| An array containing the diagonals and whose shape is determined by |
| removing the last two dimensions and appending a dimension equal to |
| the size of the resulting diagonals. The returned array must have |
| the same data type as ``x``. |
| |
| See Also |
| -------- |
| numpy.diagonal |
| |
| Examples |
| -------- |
| >>> a = np.arange(4).reshape(2, 2); a |
| array([[0, 1], |
| [2, 3]]) |
| >>> np.linalg.diagonal(a) |
| array([0, 3]) |
| |
| A 3-D example: |
| |
| >>> a = np.arange(8).reshape(2, 2, 2); a |
| array([[[0, 1], |
| [2, 3]], |
| [[4, 5], |
| [6, 7]]]) |
| >>> np.linalg.diagonal(a) |
| array([[0, 3], |
| [4, 7]]) |
| |
| Diagonals adjacent to the main diagonal can be obtained by using the |
| `offset` argument: |
| |
| >>> a = np.arange(9).reshape(3, 3) |
| >>> a |
| array([[0, 1, 2], |
| [3, 4, 5], |
| [6, 7, 8]]) |
| >>> np.linalg.diagonal(a, offset=1) # First superdiagonal |
| array([1, 5]) |
| >>> np.linalg.diagonal(a, offset=2) # Second superdiagonal |
| array([2]) |
| >>> np.linalg.diagonal(a, offset=-1) # First subdiagonal |
| array([3, 7]) |
| >>> np.linalg.diagonal(a, offset=-2) # Second subdiagonal |
| array([6]) |
| |
| The anti-diagonal can be obtained by reversing the order of elements |
| using either `numpy.flipud` or `numpy.fliplr`. |
| |
| >>> a = np.arange(9).reshape(3, 3) |
| >>> a |
| array([[0, 1, 2], |
| [3, 4, 5], |
| [6, 7, 8]]) |
| >>> np.linalg.diagonal(np.fliplr(a)) # Horizontal flip |
| array([2, 4, 6]) |
| >>> np.linalg.diagonal(np.flipud(a)) # Vertical flip |
| array([6, 4, 2]) |
| |
| Note that the order in which the diagonal is retrieved varies depending |
| on the flip function. |
| |
| """ |
| return _core_diagonal(x, offset, axis1=-2, axis2=-1) |
|
|
|
|
| |
|
|
| def _trace_dispatcher(x, /, *, offset=None, dtype=None): |
| return (x,) |
|
|
|
|
| @array_function_dispatch(_trace_dispatcher) |
| def trace(x, /, *, offset=0, dtype=None): |
| """ |
| Returns the sum along the specified diagonals of a matrix |
| (or a stack of matrices) ``x``. |
| |
| This function is Array API compatible, contrary to |
| :py:func:`numpy.trace`. |
| |
| Parameters |
| ---------- |
| x : (...,M,N) array_like |
| Input array having shape (..., M, N) and whose innermost two |
| dimensions form MxN matrices. |
| offset : int, optional |
| Offset specifying the off-diagonal relative to the main diagonal, |
| where:: |
| |
| * offset = 0: the main diagonal. |
| * offset > 0: off-diagonal above the main diagonal. |
| * offset < 0: off-diagonal below the main diagonal. |
| |
| dtype : dtype, optional |
| Data type of the returned array. |
| |
| Returns |
| ------- |
| out : ndarray |
| An array containing the traces and whose shape is determined by |
| removing the last two dimensions and storing the traces in the last |
| array dimension. For example, if x has rank k and shape: |
| (I, J, K, ..., L, M, N), then an output array has rank k-2 and shape: |
| (I, J, K, ..., L) where:: |
| |
| out[i, j, k, ..., l] = trace(a[i, j, k, ..., l, :, :]) |
| |
| The returned array must have a data type as described by the dtype |
| parameter above. |
| |
| See Also |
| -------- |
| numpy.trace |
| |
| Examples |
| -------- |
| >>> np.linalg.trace(np.eye(3)) |
| 3.0 |
| >>> a = np.arange(8).reshape((2, 2, 2)) |
| >>> np.linalg.trace(a) |
| array([3, 11]) |
| |
| Trace is computed with the last two axes as the 2-d sub-arrays. |
| This behavior differs from :py:func:`numpy.trace` which uses the first two |
| axes by default. |
| |
| >>> a = np.arange(24).reshape((3, 2, 2, 2)) |
| >>> np.linalg.trace(a).shape |
| (3, 2) |
| |
| Traces adjacent to the main diagonal can be obtained by using the |
| `offset` argument: |
| |
| >>> a = np.arange(9).reshape((3, 3)); a |
| array([[0, 1, 2], |
| [3, 4, 5], |
| [6, 7, 8]]) |
| >>> np.linalg.trace(a, offset=1) # First superdiagonal |
| 6 |
| >>> np.linalg.trace(a, offset=2) # Second superdiagonal |
| 2 |
| >>> np.linalg.trace(a, offset=-1) # First subdiagonal |
| 10 |
| >>> np.linalg.trace(a, offset=-2) # Second subdiagonal |
| 6 |
| |
| """ |
| return _core_trace(x, offset, axis1=-2, axis2=-1, dtype=dtype) |
|
|
|
|
| |
|
|
| def _cross_dispatcher(x1, x2, /, *, axis=None): |
| return (x1, x2,) |
|
|
|
|
| @array_function_dispatch(_cross_dispatcher) |
| def cross(x1, x2, /, *, axis=-1): |
| """ |
| Returns the cross product of 3-element vectors. |
| |
| If ``x1`` and/or ``x2`` are multi-dimensional arrays, then |
| the cross-product of each pair of corresponding 3-element vectors |
| is independently computed. |
| |
| This function is Array API compatible, contrary to |
| :func:`numpy.cross`. |
| |
| Parameters |
| ---------- |
| x1 : array_like |
| The first input array. |
| x2 : array_like |
| The second input array. Must be compatible with ``x1`` for all |
| non-compute axes. The size of the axis over which to compute |
| the cross-product must be the same size as the respective axis |
| in ``x1``. |
| axis : int, optional |
| The axis (dimension) of ``x1`` and ``x2`` containing the vectors for |
| which to compute the cross-product. Default: ``-1``. |
| |
| Returns |
| ------- |
| out : ndarray |
| An array containing the cross products. |
| |
| See Also |
| -------- |
| numpy.cross |
| |
| Examples |
| -------- |
| Vector cross-product. |
| |
| >>> x = np.array([1, 2, 3]) |
| >>> y = np.array([4, 5, 6]) |
| >>> np.linalg.cross(x, y) |
| array([-3, 6, -3]) |
| |
| Multiple vector cross-products. Note that the direction of the cross |
| product vector is defined by the *right-hand rule*. |
| |
| >>> x = np.array([[1,2,3], [4,5,6]]) |
| >>> y = np.array([[4,5,6], [1,2,3]]) |
| >>> np.linalg.cross(x, y) |
| array([[-3, 6, -3], |
| [ 3, -6, 3]]) |
| |
| >>> x = np.array([[1, 2], [3, 4], [5, 6]]) |
| >>> y = np.array([[4, 5], [6, 1], [2, 3]]) |
| >>> np.linalg.cross(x, y, axis=0) |
| array([[-24, 6], |
| [ 18, 24], |
| [-6, -18]]) |
| |
| """ |
| x1 = asanyarray(x1) |
| x2 = asanyarray(x2) |
|
|
| if x1.shape[axis] != 3 or x2.shape[axis] != 3: |
| raise ValueError( |
| "Both input arrays must be (arrays of) 3-dimensional vectors, " |
| f"but they are {x1.shape[axis]} and {x2.shape[axis]} " |
| "dimensional instead." |
| ) |
|
|
| return _core_cross(x1, x2, axis=axis) |
|
|
|
|
| |
|
|
| def _matmul_dispatcher(x1, x2, /): |
| return (x1, x2) |
|
|
|
|
| @array_function_dispatch(_matmul_dispatcher) |
| def matmul(x1, x2, /): |
| """ |
| Computes the matrix product. |
| |
| This function is Array API compatible, contrary to |
| :func:`numpy.matmul`. |
| |
| Parameters |
| ---------- |
| x1 : array_like |
| The first input array. |
| x2 : array_like |
| The second input array. |
| |
| Returns |
| ------- |
| out : ndarray |
| The matrix product of the inputs. |
| This is a scalar only when both ``x1``, ``x2`` are 1-d vectors. |
| |
| Raises |
| ------ |
| ValueError |
| If the last dimension of ``x1`` is not the same size as |
| the second-to-last dimension of ``x2``. |
| |
| If a scalar value is passed in. |
| |
| See Also |
| -------- |
| numpy.matmul |
| |
| Examples |
| -------- |
| For 2-D arrays it is the matrix product: |
| |
| >>> a = np.array([[1, 0], |
| ... [0, 1]]) |
| >>> b = np.array([[4, 1], |
| ... [2, 2]]) |
| >>> np.linalg.matmul(a, b) |
| array([[4, 1], |
| [2, 2]]) |
| |
| For 2-D mixed with 1-D, the result is the usual. |
| |
| >>> a = np.array([[1, 0], |
| ... [0, 1]]) |
| >>> b = np.array([1, 2]) |
| >>> np.linalg.matmul(a, b) |
| array([1, 2]) |
| >>> np.linalg.matmul(b, a) |
| array([1, 2]) |
| |
| |
| Broadcasting is conventional for stacks of arrays |
| |
| >>> a = np.arange(2 * 2 * 4).reshape((2, 2, 4)) |
| >>> b = np.arange(2 * 2 * 4).reshape((2, 4, 2)) |
| >>> np.linalg.matmul(a,b).shape |
| (2, 2, 2) |
| >>> np.linalg.matmul(a, b)[0, 1, 1] |
| 98 |
| >>> sum(a[0, 1, :] * b[0 , :, 1]) |
| 98 |
| |
| Vector, vector returns the scalar inner product, but neither argument |
| is complex-conjugated: |
| |
| >>> np.linalg.matmul([2j, 3j], [2j, 3j]) |
| (-13+0j) |
| |
| Scalar multiplication raises an error. |
| |
| >>> np.linalg.matmul([1,2], 3) |
| Traceback (most recent call last): |
| ... |
| ValueError: matmul: Input operand 1 does not have enough dimensions ... |
| |
| """ |
| return _core_matmul(x1, x2) |
|
|
|
|
| |
|
|
| def _tensordot_dispatcher(x1, x2, /, *, axes=None): |
| return (x1, x2) |
|
|
|
|
| @array_function_dispatch(_tensordot_dispatcher) |
| def tensordot(x1, x2, /, *, axes=2): |
| return _core_tensordot(x1, x2, axes=axes) |
|
|
|
|
| tensordot.__doc__ = _core_tensordot.__doc__ |
|
|
|
|
| |
|
|
| def _matrix_transpose_dispatcher(x): |
| return (x,) |
|
|
| @array_function_dispatch(_matrix_transpose_dispatcher) |
| def matrix_transpose(x, /): |
| return _core_matrix_transpose(x) |
|
|
|
|
| matrix_transpose.__doc__ = f"""{_core_matrix_transpose.__doc__} |
| |
| Notes |
| ----- |
| This function is an alias of `numpy.matrix_transpose`. |
| """ |
|
|
|
|
| |
|
|
| def _matrix_norm_dispatcher(x, /, *, keepdims=None, ord=None): |
| return (x,) |
|
|
| @array_function_dispatch(_matrix_norm_dispatcher) |
| def matrix_norm(x, /, *, keepdims=False, ord="fro"): |
| """ |
| Computes the matrix norm of a matrix (or a stack of matrices) ``x``. |
| |
| This function is Array API compatible. |
| |
| Parameters |
| ---------- |
| x : array_like |
| Input array having shape (..., M, N) and whose two innermost |
| dimensions form ``MxN`` matrices. |
| keepdims : bool, optional |
| If this is set to True, the axes which are normed over are left in |
| the result as dimensions with size one. Default: False. |
| ord : {1, -1, 2, -2, inf, -inf, 'fro', 'nuc'}, optional |
| The order of the norm. For details see the table under ``Notes`` |
| in `numpy.linalg.norm`. |
| |
| See Also |
| -------- |
| numpy.linalg.norm : Generic norm function |
| |
| Examples |
| -------- |
| >>> from numpy import linalg as LA |
| >>> a = np.arange(9) - 4 |
| >>> a |
| array([-4, -3, -2, ..., 2, 3, 4]) |
| >>> b = a.reshape((3, 3)) |
| >>> b |
| array([[-4, -3, -2], |
| [-1, 0, 1], |
| [ 2, 3, 4]]) |
| |
| >>> LA.matrix_norm(b) |
| 7.745966692414834 |
| >>> LA.matrix_norm(b, ord='fro') |
| 7.745966692414834 |
| >>> LA.matrix_norm(b, ord=np.inf) |
| 9.0 |
| >>> LA.matrix_norm(b, ord=-np.inf) |
| 2.0 |
| |
| >>> LA.matrix_norm(b, ord=1) |
| 7.0 |
| >>> LA.matrix_norm(b, ord=-1) |
| 6.0 |
| >>> LA.matrix_norm(b, ord=2) |
| 7.3484692283495345 |
| >>> LA.matrix_norm(b, ord=-2) |
| 1.8570331885190563e-016 # may vary |
| |
| """ |
| x = asanyarray(x) |
| return norm(x, axis=(-2, -1), keepdims=keepdims, ord=ord) |
|
|
|
|
| |
|
|
| def _vector_norm_dispatcher(x, /, *, axis=None, keepdims=None, ord=None): |
| return (x,) |
|
|
| @array_function_dispatch(_vector_norm_dispatcher) |
| def vector_norm(x, /, *, axis=None, keepdims=False, ord=2): |
| """ |
| Computes the vector norm of a vector (or batch of vectors) ``x``. |
| |
| This function is Array API compatible. |
| |
| Parameters |
| ---------- |
| x : array_like |
| Input array. |
| axis : {None, int, 2-tuple of ints}, optional |
| If an integer, ``axis`` specifies the axis (dimension) along which |
| to compute vector norms. If an n-tuple, ``axis`` specifies the axes |
| (dimensions) along which to compute batched vector norms. If ``None``, |
| the vector norm must be computed over all array values (i.e., |
| equivalent to computing the vector norm of a flattened array). |
| Default: ``None``. |
| keepdims : bool, optional |
| If this is set to True, the axes which are normed over are left in |
| the result as dimensions with size one. Default: False. |
| ord : {int, float, inf, -inf}, optional |
| The order of the norm. For details see the table under ``Notes`` |
| in `numpy.linalg.norm`. |
| |
| See Also |
| -------- |
| numpy.linalg.norm : Generic norm function |
| |
| Examples |
| -------- |
| >>> from numpy import linalg as LA |
| >>> a = np.arange(9) + 1 |
| >>> a |
| array([1, 2, 3, 4, 5, 6, 7, 8, 9]) |
| >>> b = a.reshape((3, 3)) |
| >>> b |
| array([[1, 2, 3], |
| [4, 5, 6], |
| [7, 8, 9]]) |
| |
| >>> LA.vector_norm(b) |
| 16.881943016134134 |
| >>> LA.vector_norm(b, ord=np.inf) |
| 9.0 |
| >>> LA.vector_norm(b, ord=-np.inf) |
| 1.0 |
| |
| >>> LA.vector_norm(b, ord=0) |
| 9.0 |
| >>> LA.vector_norm(b, ord=1) |
| 45.0 |
| >>> LA.vector_norm(b, ord=-1) |
| 0.3534857623790153 |
| >>> LA.vector_norm(b, ord=2) |
| 16.881943016134134 |
| >>> LA.vector_norm(b, ord=-2) |
| 0.8058837395885292 |
| |
| """ |
| x = asanyarray(x) |
| shape = list(x.shape) |
| if axis is None: |
| |
| x = x.ravel() |
| _axis = 0 |
| elif isinstance(axis, tuple): |
| |
| |
| normalized_axis = normalize_axis_tuple(axis, x.ndim) |
| rest = tuple(i for i in range(x.ndim) if i not in normalized_axis) |
| newshape = axis + rest |
| x = _core_transpose(x, newshape).reshape( |
| ( |
| prod([x.shape[i] for i in axis], dtype=int), |
| *[x.shape[i] for i in rest] |
| ) |
| ) |
| _axis = 0 |
| else: |
| _axis = axis |
|
|
| res = norm(x, axis=_axis, ord=ord) |
|
|
| if keepdims: |
| |
| |
| _axis = normalize_axis_tuple( |
| range(len(shape)) if axis is None else axis, len(shape) |
| ) |
| for i in _axis: |
| shape[i] = 1 |
| res = res.reshape(tuple(shape)) |
|
|
| return res |
|
|
|
|
| |
|
|
| def _vecdot_dispatcher(x1, x2, /, *, axis=None): |
| return (x1, x2) |
|
|
| @array_function_dispatch(_vecdot_dispatcher) |
| def vecdot(x1, x2, /, *, axis=-1): |
| """ |
| Computes the vector dot product. |
| |
| This function is restricted to arguments compatible with the Array API, |
| contrary to :func:`numpy.vecdot`. |
| |
| Let :math:`\\mathbf{a}` be a vector in ``x1`` and :math:`\\mathbf{b}` be |
| a corresponding vector in ``x2``. The dot product is defined as: |
| |
| .. math:: |
| \\mathbf{a} \\cdot \\mathbf{b} = \\sum_{i=0}^{n-1} \\overline{a_i}b_i |
| |
| over the dimension specified by ``axis`` and where :math:`\\overline{a_i}` |
| denotes the complex conjugate if :math:`a_i` is complex and the identity |
| otherwise. |
| |
| Parameters |
| ---------- |
| x1 : array_like |
| First input array. |
| x2 : array_like |
| Second input array. |
| axis : int, optional |
| Axis over which to compute the dot product. Default: ``-1``. |
| |
| Returns |
| ------- |
| output : ndarray |
| The vector dot product of the input. |
| |
| See Also |
| -------- |
| numpy.vecdot |
| |
| Examples |
| -------- |
| Get the projected size along a given normal for an array of vectors. |
| |
| >>> v = np.array([[0., 5., 0.], [0., 0., 10.], [0., 6., 8.]]) |
| >>> n = np.array([0., 0.6, 0.8]) |
| >>> np.linalg.vecdot(v, n) |
| array([ 3., 8., 10.]) |
| |
| """ |
| return _core_vecdot(x1, x2, axis=axis) |
|
|