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"""Lite version of scipy.linalg. |
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|
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Notes |
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----- |
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This module is a lite version of the linalg.py module in SciPy which |
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contains high-level Python interface to the LAPACK library. The lite |
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version only accesses the following LAPACK functions: dgesv, zgesv, |
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dgeev, zgeev, dgesdd, zgesdd, dgelsd, zgelsd, dsyevd, zheevd, dgetrf, |
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zgetrf, dpotrf, zpotrf, dgeqrf, zgeqrf, zungqr, dorgqr. |
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""" |
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|
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__all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv', |
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'cholesky', 'eigvals', 'eigvalsh', 'pinv', 'slogdet', 'det', |
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'svd', 'svdvals', 'eig', 'eigh', 'lstsq', 'norm', 'qr', 'cond', |
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'matrix_rank', 'LinAlgError', 'multi_dot', 'trace', 'diagonal', |
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'cross', 'outer', 'tensordot', 'matmul', 'matrix_transpose', |
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'matrix_norm', 'vector_norm', 'vecdot'] |
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|
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import functools |
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import operator |
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import warnings |
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from typing import NamedTuple, Any |
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|
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from numpy._utils import set_module |
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from numpy._core import ( |
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array, asarray, zeros, empty, empty_like, intc, single, double, |
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csingle, cdouble, inexact, complexfloating, newaxis, all, inf, dot, |
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add, multiply, sqrt, sum, isfinite, finfo, errstate, moveaxis, amin, |
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amax, prod, abs, atleast_2d, intp, asanyarray, object_, matmul, |
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swapaxes, divide, count_nonzero, isnan, sign, argsort, sort, |
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reciprocal, overrides, diagonal as _core_diagonal, trace as _core_trace, |
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cross as _core_cross, outer as _core_outer, tensordot as _core_tensordot, |
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matmul as _core_matmul, matrix_transpose as _core_matrix_transpose, |
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transpose as _core_transpose, vecdot as _core_vecdot, |
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) |
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from numpy._globals import _NoValue |
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from numpy.lib._twodim_base_impl import triu, eye |
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from numpy.lib.array_utils import normalize_axis_index, normalize_axis_tuple |
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from numpy.linalg import _umath_linalg |
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|
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from numpy._typing import NDArray |
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|
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class EigResult(NamedTuple): |
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eigenvalues: NDArray[Any] |
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eigenvectors: NDArray[Any] |
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|
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class EighResult(NamedTuple): |
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eigenvalues: NDArray[Any] |
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eigenvectors: NDArray[Any] |
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class QRResult(NamedTuple): |
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Q: NDArray[Any] |
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R: NDArray[Any] |
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class SlogdetResult(NamedTuple): |
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sign: NDArray[Any] |
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logabsdet: NDArray[Any] |
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|
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class SVDResult(NamedTuple): |
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U: NDArray[Any] |
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S: NDArray[Any] |
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Vh: NDArray[Any] |
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array_function_dispatch = functools.partial( |
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overrides.array_function_dispatch, module='numpy.linalg' |
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) |
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fortran_int = intc |
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@set_module('numpy.linalg') |
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class LinAlgError(ValueError): |
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""" |
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Generic Python-exception-derived object raised by linalg functions. |
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|
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General purpose exception class, derived from Python's ValueError |
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class, programmatically raised in linalg functions when a Linear |
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Algebra-related condition would prevent further correct execution of the |
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function. |
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Parameters |
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---------- |
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None |
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|
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Examples |
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-------- |
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>>> from numpy import linalg as LA |
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>>> LA.inv(np.zeros((2,2))) |
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Traceback (most recent call last): |
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File "<stdin>", line 1, in <module> |
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File "...linalg.py", line 350, |
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in inv return wrap(solve(a, identity(a.shape[0], dtype=a.dtype))) |
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File "...linalg.py", line 249, |
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in solve |
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raise LinAlgError('Singular matrix') |
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numpy.linalg.LinAlgError: Singular matrix |
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|
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""" |
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def _raise_linalgerror_singular(err, flag): |
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raise LinAlgError("Singular matrix") |
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def _raise_linalgerror_nonposdef(err, flag): |
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raise LinAlgError("Matrix is not positive definite") |
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def _raise_linalgerror_eigenvalues_nonconvergence(err, flag): |
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raise LinAlgError("Eigenvalues did not converge") |
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def _raise_linalgerror_svd_nonconvergence(err, flag): |
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raise LinAlgError("SVD did not converge") |
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def _raise_linalgerror_lstsq(err, flag): |
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raise LinAlgError("SVD did not converge in Linear Least Squares") |
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def _raise_linalgerror_qr(err, flag): |
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raise LinAlgError("Incorrect argument found while performing " |
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"QR factorization") |
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def _makearray(a): |
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new = asarray(a) |
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wrap = getattr(a, "__array_wrap__", new.__array_wrap__) |
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return new, wrap |
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def isComplexType(t): |
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return issubclass(t, complexfloating) |
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_real_types_map = {single: single, |
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double: double, |
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csingle: single, |
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cdouble: double} |
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_complex_types_map = {single: csingle, |
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double: cdouble, |
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csingle: csingle, |
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cdouble: cdouble} |
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def _realType(t, default=double): |
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return _real_types_map.get(t, default) |
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def _complexType(t, default=cdouble): |
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return _complex_types_map.get(t, default) |
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def _commonType(*arrays): |
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result_type = single |
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is_complex = False |
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for a in arrays: |
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type_ = a.dtype.type |
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if issubclass(type_, inexact): |
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if isComplexType(type_): |
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is_complex = True |
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rt = _realType(type_, default=None) |
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if rt is double: |
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result_type = double |
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elif rt is None: |
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raise TypeError("array type %s is unsupported in linalg" % |
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(a.dtype.name,)) |
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else: |
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result_type = double |
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if is_complex: |
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result_type = _complex_types_map[result_type] |
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return cdouble, result_type |
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else: |
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return double, result_type |
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def _to_native_byte_order(*arrays): |
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ret = [] |
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for arr in arrays: |
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if arr.dtype.byteorder not in ('=', '|'): |
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ret.append(asarray(arr, dtype=arr.dtype.newbyteorder('='))) |
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else: |
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ret.append(arr) |
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if len(ret) == 1: |
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return ret[0] |
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else: |
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return ret |
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def _assert_2d(*arrays): |
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for a in arrays: |
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if a.ndim != 2: |
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raise LinAlgError('%d-dimensional array given. Array must be ' |
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'two-dimensional' % a.ndim) |
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|
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def _assert_stacked_2d(*arrays): |
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for a in arrays: |
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if a.ndim < 2: |
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raise LinAlgError('%d-dimensional array given. Array must be ' |
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'at least two-dimensional' % a.ndim) |
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def _assert_stacked_square(*arrays): |
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for a in arrays: |
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m, n = a.shape[-2:] |
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if m != n: |
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raise LinAlgError('Last 2 dimensions of the array must be square') |
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def _assert_finite(*arrays): |
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for a in arrays: |
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if not isfinite(a).all(): |
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raise LinAlgError("Array must not contain infs or NaNs") |
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def _is_empty_2d(arr): |
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return arr.size == 0 and prod(arr.shape[-2:]) == 0 |
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def transpose(a): |
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""" |
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Transpose each matrix in a stack of matrices. |
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Unlike np.transpose, this only swaps the last two axes, rather than all of |
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them |
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Parameters |
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---------- |
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a : (...,M,N) array_like |
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Returns |
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------- |
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aT : (...,N,M) ndarray |
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""" |
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return swapaxes(a, -1, -2) |
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def _tensorsolve_dispatcher(a, b, axes=None): |
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return (a, b) |
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@array_function_dispatch(_tensorsolve_dispatcher) |
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def tensorsolve(a, b, axes=None): |
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""" |
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Solve the tensor equation ``a x = b`` for x. |
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It is assumed that all indices of `x` are summed over in the product, |
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together with the rightmost indices of `a`, as is done in, for example, |
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``tensordot(a, x, axes=x.ndim)``. |
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Parameters |
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---------- |
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a : array_like |
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Coefficient tensor, of shape ``b.shape + Q``. `Q`, a tuple, equals |
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the shape of that sub-tensor of `a` consisting of the appropriate |
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number of its rightmost indices, and must be such that |
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``prod(Q) == prod(b.shape)`` (in which sense `a` is said to be |
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'square'). |
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b : array_like |
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Right-hand tensor, which can be of any shape. |
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axes : tuple of ints, optional |
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Axes in `a` to reorder to the right, before inversion. |
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If None (default), no reordering is done. |
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Returns |
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------- |
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x : ndarray, shape Q |
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Raises |
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------ |
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LinAlgError |
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If `a` is singular or not 'square' (in the above sense). |
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See Also |
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-------- |
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numpy.tensordot, tensorinv, numpy.einsum |
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|
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Examples |
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-------- |
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>>> import numpy as np |
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>>> a = np.eye(2*3*4) |
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>>> a.shape = (2*3, 4, 2, 3, 4) |
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>>> rng = np.random.default_rng() |
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>>> b = rng.normal(size=(2*3, 4)) |
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>>> x = np.linalg.tensorsolve(a, b) |
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>>> x.shape |
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(2, 3, 4) |
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>>> np.allclose(np.tensordot(a, x, axes=3), b) |
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True |
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""" |
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a, wrap = _makearray(a) |
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b = asarray(b) |
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an = a.ndim |
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if axes is not None: |
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allaxes = list(range(0, an)) |
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for k in axes: |
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allaxes.remove(k) |
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allaxes.insert(an, k) |
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a = a.transpose(allaxes) |
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oldshape = a.shape[-(an-b.ndim):] |
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prod = 1 |
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for k in oldshape: |
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prod *= k |
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if a.size != prod ** 2: |
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raise LinAlgError( |
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"Input arrays must satisfy the requirement \ |
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prod(a.shape[b.ndim:]) == prod(a.shape[:b.ndim])" |
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) |
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a = a.reshape(prod, prod) |
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b = b.ravel() |
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res = wrap(solve(a, b)) |
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res.shape = oldshape |
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return res |
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|
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def _solve_dispatcher(a, b): |
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return (a, b) |
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@array_function_dispatch(_solve_dispatcher) |
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def solve(a, b): |
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""" |
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Solve a linear matrix equation, or system of linear scalar equations. |
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Computes the "exact" solution, `x`, of the well-determined, i.e., full |
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rank, linear matrix equation `ax = b`. |
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Parameters |
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---------- |
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a : (..., M, M) array_like |
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Coefficient matrix. |
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b : {(M,), (..., M, K)}, array_like |
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Ordinate or "dependent variable" values. |
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Returns |
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------- |
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x : {(..., M,), (..., M, K)} ndarray |
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Solution to the system a x = b. Returned shape is (..., M) if b is |
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shape (M,) and (..., M, K) if b is (..., M, K), where the "..." part is |
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broadcasted between a and b. |
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|
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Raises |
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------ |
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LinAlgError |
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If `a` is singular or not square. |
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|
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See Also |
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-------- |
|
scipy.linalg.solve : Similar function in SciPy. |
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|
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Notes |
|
----- |
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|
|
.. versionadded:: 1.8.0 |
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|
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Broadcasting rules apply, see the `numpy.linalg` documentation for |
|
details. |
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|
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The solutions are computed using LAPACK routine ``_gesv``. |
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|
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`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 |
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`lstsq` for the least-squares best "solution" of the |
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system/equation. |
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|
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.. versionchanged:: 2.0 |
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|
|
The b array is only treated as a shape (M,) column vector if it is |
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exactly 1-dimensional. In all other instances it is treated as a stack |
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of (M, K) matrices. Previously b would be treated as a stack of (M,) |
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vectors if b.ndim was equal to a.ndim - 1. |
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|
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References |
|
---------- |
|
.. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, |
|
FL, Academic Press, Inc., 1980, pg. 22. |
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|
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Examples |
|
-------- |
|
Solve the system of equations: |
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``x0 + 2 * x1 = 1`` and |
|
``3 * x0 + 5 * x1 = 2``: |
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|
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>>> import numpy as np |
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>>> a = np.array([[1, 2], [3, 5]]) |
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>>> b = np.array([1, 2]) |
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>>> x = np.linalg.solve(a, b) |
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>>> x |
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array([-1., 1.]) |
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|
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Check that the solution is correct: |
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|
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>>> np.allclose(np.dot(a, x), b) |
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True |
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|
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""" |
|
a, _ = _makearray(a) |
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_assert_stacked_2d(a) |
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_assert_stacked_square(a) |
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b, wrap = _makearray(b) |
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t, result_t = _commonType(a, b) |
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|
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if b.ndim == 1: |
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gufunc = _umath_linalg.solve1 |
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else: |
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gufunc = _umath_linalg.solve |
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|
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signature = 'DD->D' if isComplexType(t) else 'dd->d' |
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with errstate(call=_raise_linalgerror_singular, invalid='call', |
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over='ignore', divide='ignore', under='ignore'): |
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r = gufunc(a, b, signature=signature) |
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|
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return wrap(r.astype(result_t, copy=False)) |
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|
|
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def _tensorinv_dispatcher(a, ind=None): |
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return (a,) |
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|
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|
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@array_function_dispatch(_tensorinv_dispatcher) |
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def tensorinv(a, ind=2): |
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""" |
|
Compute the 'inverse' of an N-dimensional array. |
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|
|
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. |
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Must be a positive integer, default is 2. |
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|
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Returns |
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------- |
|
b : ndarray |
|
`a`'s tensordot inverse, shape ``a.shape[ind:] + a.shape[:ind]``. |
|
|
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Raises |
|
------ |
|
LinAlgError |
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If `a` is singular or not 'square' (in the above sense). |
|
|
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See Also |
|
-------- |
|
numpy.tensordot, tensorsolve |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
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>>> a = np.eye(4*6) |
|
>>> a.shape = (4, 6, 8, 3) |
|
>>> ainv = np.linalg.tensorinv(a, ind=2) |
|
>>> ainv.shape |
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(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 |
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|
|
>>> a = np.eye(4*6) |
|
>>> a.shape = (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) |
|
|
|
|
|
|
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|
|
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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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_2d(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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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 |
|
------- |
|
When mode is 'reduced' or 'complete', the result will be a namedtuple with |
|
the attributes `Q` and `R`. |
|
|
|
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 |
|
----- |
|
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 = "".join(( |
|
"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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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; wb |
|
array([1., 6.]) |
|
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_2d(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) |
|
|
|
def _convertarray(a): |
|
t, result_t = _commonType(a) |
|
a = a.astype(t).T.copy() |
|
return a, t, result_t |
|
|
|
|
|
|
|
|
|
|
|
@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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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. |
|
|
|
.. versionadded:: 1.17.0 |
|
|
|
Returns |
|
------- |
|
When `compute_uv` is True, the result is a namedtuple with the following |
|
attribute names: |
|
|
|
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 |
|
----- |
|
|
|
.. versionchanged:: 1.8.0 |
|
Broadcasting rules apply, see the `numpy.linalg` documentation for |
|
details. |
|
|
|
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 _nx |
|
a, wrap = _makearray(a) |
|
|
|
if hermitian: |
|
|
|
|
|
|
|
if compute_uv: |
|
s, u = eigh(a) |
|
sgn = sign(s) |
|
s = abs(s) |
|
sidx = argsort(s)[..., ::-1] |
|
sgn = _nx.take_along_axis(sgn, sidx, axis=-1) |
|
s = _nx.take_along_axis(s, sidx, axis=-1) |
|
u = _nx.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 == 2 or p == -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_2d(x) |
|
_assert_stacked_square(x) |
|
t, result_t = _commonType(x) |
|
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) |
|
|
|
|
|
r = asarray(r) |
|
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[()] = inf |
|
|
|
|
|
if r.ndim == 0: |
|
r = r[()] |
|
|
|
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`. |
|
|
|
.. versionchanged:: 1.14 |
|
Can now operate on stacks of matrices |
|
|
|
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``. |
|
|
|
.. versionchanged:: 1.14 |
|
Broadcasted against the stack of matrices |
|
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. |
|
|
|
.. versionadded:: 1.14 |
|
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. |
|
|
|
.. versionchanged:: 1.14 |
|
Can now operate on stacks of matrices |
|
|
|
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. |
|
|
|
.. versionadded:: 1.17.0 |
|
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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
Broadcasting rules apply, see the `numpy.linalg` documentation for |
|
details. |
|
|
|
.. versionadded:: 1.6.0 |
|
|
|
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_2d(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 |
|
----- |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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_2d(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): |
|
"""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) |
|
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 : {non-zero int, inf, -inf, 'fro', 'nuc'}, optional |
|
Order of the norm (see table under ``Notes``). 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. |
|
|
|
.. versionadded:: 1.8.0 |
|
|
|
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`. |
|
|
|
.. versionadded:: 1.10.0 |
|
|
|
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) |
|
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) |
|
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) |
|
elif ord == inf: |
|
if row_axis > col_axis: |
|
row_axis -= 1 |
|
ret = add.reduce(abs(x), axis=col_axis).max(axis=row_axis) |
|
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) |
|
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. |
|
|
|
.. versionadded:: 1.19.0 |
|
|
|
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_{10x100}, B_{100x5}, C_{5x50}`. |
|
|
|
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__ = _core_matrix_transpose.__doc__ |
|
|
|
|
|
|
|
|
|
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 : {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) + 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=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) |
|
|