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- """Lite version of scipy.linalg.
- Notes
- -----
- This module is a lite version of the linalg.py module in SciPy which
- contains high-level Python interface to the LAPACK library. The lite
- version only accesses the following LAPACK functions: dgesv, zgesv,
- dgeev, zgeev, dgesdd, zgesdd, dgelsd, zgelsd, dsyevd, zheevd, dgetrf,
- zgetrf, dpotrf, zpotrf, dgeqrf, zgeqrf, zungqr, dorgqr.
- """
- __all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv',
- 'cholesky', 'eigvals', 'eigvalsh', 'pinv', 'slogdet', 'det',
- 'svd', 'eig', 'eigh', 'lstsq', 'norm', 'qr', 'cond', 'matrix_rank',
- 'LinAlgError', 'multi_dot']
- import functools
- import operator
- import warnings
- from numpy.core import (
- array, asarray, zeros, empty, empty_like, intc, single, double,
- csingle, cdouble, inexact, complexfloating, newaxis, all, Inf, dot,
- add, multiply, sqrt, sum, isfinite,
- finfo, errstate, geterrobj, moveaxis, amin, amax, product, abs,
- atleast_2d, intp, asanyarray, object_, matmul,
- swapaxes, divide, count_nonzero, isnan, sign, argsort, sort,
- reciprocal
- )
- from numpy.core.multiarray import normalize_axis_index
- from numpy.core.overrides import set_module
- from numpy.core import overrides
- from numpy.lib.twodim_base import triu, eye
- from numpy.linalg import _umath_linalg
- array_function_dispatch = functools.partial(
- overrides.array_function_dispatch, module='numpy.linalg')
- fortran_int = intc
- @set_module('numpy.linalg')
- class LinAlgError(Exception):
- """
- Generic Python-exception-derived object raised by linalg functions.
- General purpose exception class, derived from Python's exception.Exception
- class, programmatically raised in linalg functions when a Linear
- Algebra-related condition would prevent further correct execution of the
- function.
- Parameters
- ----------
- None
- Examples
- --------
- >>> from numpy import linalg as LA
- >>> LA.inv(np.zeros((2,2)))
- Traceback (most recent call last):
- File "<stdin>", line 1, in <module>
- File "...linalg.py", line 350,
- in inv return wrap(solve(a, identity(a.shape[0], dtype=a.dtype)))
- File "...linalg.py", line 249,
- in solve
- raise LinAlgError('Singular matrix')
- numpy.linalg.LinAlgError: Singular matrix
- """
- def _determine_error_states():
- errobj = geterrobj()
- bufsize = errobj[0]
- with errstate(invalid='call', over='ignore',
- divide='ignore', under='ignore'):
- invalid_call_errmask = geterrobj()[1]
- return [bufsize, invalid_call_errmask, None]
- # Dealing with errors in _umath_linalg
- _linalg_error_extobj = _determine_error_states()
- del _determine_error_states
- def _raise_linalgerror_singular(err, flag):
- raise LinAlgError("Singular matrix")
- def _raise_linalgerror_nonposdef(err, flag):
- raise LinAlgError("Matrix is not positive definite")
- def _raise_linalgerror_eigenvalues_nonconvergence(err, flag):
- raise LinAlgError("Eigenvalues did not converge")
- def _raise_linalgerror_svd_nonconvergence(err, flag):
- raise LinAlgError("SVD did not converge")
- def _raise_linalgerror_lstsq(err, flag):
- raise LinAlgError("SVD did not converge in Linear Least Squares")
- def _raise_linalgerror_qr(err, flag):
- raise LinAlgError("Incorrect argument found while performing "
- "QR factorization")
- def get_linalg_error_extobj(callback):
- extobj = list(_linalg_error_extobj) # make a copy
- extobj[2] = callback
- return extobj
- def _makearray(a):
- new = asarray(a)
- wrap = getattr(a, "__array_prepare__", new.__array_wrap__)
- return new, wrap
- def isComplexType(t):
- return issubclass(t, complexfloating)
- _real_types_map = {single : single,
- double : double,
- csingle : single,
- cdouble : double}
- _complex_types_map = {single : csingle,
- double : cdouble,
- csingle : csingle,
- cdouble : cdouble}
- def _realType(t, default=double):
- return _real_types_map.get(t, default)
- def _complexType(t, default=cdouble):
- return _complex_types_map.get(t, default)
- def _commonType(*arrays):
- # in lite version, use higher precision (always double or cdouble)
- result_type = single
- is_complex = False
- for a in arrays:
- if issubclass(a.dtype.type, inexact):
- if isComplexType(a.dtype.type):
- is_complex = True
- rt = _realType(a.dtype.type, default=None)
- if rt is None:
- # unsupported inexact scalar
- raise TypeError("array type %s is unsupported in linalg" %
- (a.dtype.name,))
- else:
- rt = double
- if rt is double:
- result_type = double
- if is_complex:
- t = cdouble
- result_type = _complex_types_map[result_type]
- else:
- t = double
- return t, result_type
- def _to_native_byte_order(*arrays):
- ret = []
- for arr in arrays:
- if arr.dtype.byteorder not in ('=', '|'):
- ret.append(asarray(arr, dtype=arr.dtype.newbyteorder('=')))
- else:
- ret.append(arr)
- if len(ret) == 1:
- return ret[0]
- else:
- return ret
- def _assert_2d(*arrays):
- for a in arrays:
- if a.ndim != 2:
- raise LinAlgError('%d-dimensional array given. Array must be '
- 'two-dimensional' % a.ndim)
- def _assert_stacked_2d(*arrays):
- for a in arrays:
- if a.ndim < 2:
- raise LinAlgError('%d-dimensional array given. Array must be '
- 'at least two-dimensional' % a.ndim)
- def _assert_stacked_square(*arrays):
- for a in arrays:
- m, n = a.shape[-2:]
- if m != n:
- raise LinAlgError('Last 2 dimensions of the array must be square')
- def _assert_finite(*arrays):
- for a in arrays:
- if not isfinite(a).all():
- raise LinAlgError("Array must not contain infs or NaNs")
- def _is_empty_2d(arr):
- # check size first for efficiency
- return arr.size == 0 and product(arr.shape[-2:]) == 0
- def transpose(a):
- """
- Transpose each matrix in a stack of matrices.
- Unlike np.transpose, this only swaps the last two axes, rather than all of
- them
- Parameters
- ----------
- a : (...,M,N) array_like
- Returns
- -------
- aT : (...,N,M) ndarray
- """
- return swapaxes(a, -1, -2)
- # Linear equations
- def _tensorsolve_dispatcher(a, b, axes=None):
- return (a, b)
- @array_function_dispatch(_tensorsolve_dispatcher)
- def tensorsolve(a, b, axes=None):
- """
- Solve the tensor equation ``a x = b`` for x.
- It is assumed that all indices of `x` are summed over in the product,
- together with the rightmost indices of `a`, as is done in, for example,
- ``tensordot(a, x, axes=x.ndim)``.
- Parameters
- ----------
- a : array_like
- Coefficient tensor, of shape ``b.shape + Q``. `Q`, a tuple, equals
- the shape of that sub-tensor of `a` consisting of the appropriate
- number of its rightmost indices, and must be such that
- ``prod(Q) == prod(b.shape)`` (in which sense `a` is said to be
- 'square').
- b : array_like
- Right-hand tensor, which can be of any shape.
- axes : tuple of ints, optional
- Axes in `a` to reorder to the right, before inversion.
- If None (default), no reordering is done.
- Returns
- -------
- x : ndarray, shape Q
- Raises
- ------
- LinAlgError
- If `a` is singular or not 'square' (in the above sense).
- See Also
- --------
- numpy.tensordot, tensorinv, numpy.einsum
- Examples
- --------
- >>> a = np.eye(2*3*4)
- >>> a.shape = (2*3, 4, 2, 3, 4)
- >>> b = np.random.randn(2*3, 4)
- >>> x = np.linalg.tensorsolve(a, b)
- >>> x.shape
- (2, 3, 4)
- >>> np.allclose(np.tensordot(a, x, axes=3), b)
- True
- """
- a, wrap = _makearray(a)
- b = asarray(b)
- an = a.ndim
- if axes is not None:
- allaxes = list(range(0, an))
- for k in axes:
- allaxes.remove(k)
- allaxes.insert(an, k)
- a = a.transpose(allaxes)
- oldshape = a.shape[-(an-b.ndim):]
- prod = 1
- for k in oldshape:
- prod *= k
- if a.size != prod ** 2:
- raise LinAlgError(
- "Input arrays must satisfy the requirement \
- prod(a.shape[b.ndim:]) == prod(a.shape[:b.ndim])"
- )
- a = a.reshape(prod, prod)
- b = b.ravel()
- res = wrap(solve(a, b))
- res.shape = oldshape
- return res
- def _solve_dispatcher(a, b):
- return (a, b)
- @array_function_dispatch(_solve_dispatcher)
- def solve(a, b):
- """
- Solve a linear matrix equation, or system of linear scalar equations.
- Computes the "exact" solution, `x`, of the well-determined, i.e., full
- rank, linear matrix equation `ax = b`.
- Parameters
- ----------
- a : (..., M, M) array_like
- Coefficient matrix.
- b : {(..., M,), (..., M, K)}, array_like
- Ordinate or "dependent variable" values.
- Returns
- -------
- x : {(..., M,), (..., M, K)} ndarray
- Solution to the system a x = b. Returned shape is identical to `b`.
- Raises
- ------
- LinAlgError
- If `a` is singular or not square.
- See Also
- --------
- scipy.linalg.solve : Similar function in SciPy.
- Notes
- -----
- .. versionadded:: 1.8.0
- Broadcasting rules apply, see the `numpy.linalg` documentation for
- details.
- The solutions are computed using LAPACK routine ``_gesv``.
- `a` must be square and of full-rank, i.e., all rows (or, equivalently,
- columns) must be linearly independent; if either is not true, use
- `lstsq` for the least-squares best "solution" of the
- system/equation.
- References
- ----------
- .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando,
- FL, Academic Press, Inc., 1980, pg. 22.
- Examples
- --------
- Solve the system of equations ``x0 + 2 * x1 = 1`` and ``3 * x0 + 5 * x1 = 2``:
- >>> a = np.array([[1, 2], [3, 5]])
- >>> b = np.array([1, 2])
- >>> x = np.linalg.solve(a, b)
- >>> x
- array([-1., 1.])
- Check that the solution is correct:
- >>> np.allclose(np.dot(a, x), b)
- True
- """
- a, _ = _makearray(a)
- _assert_stacked_2d(a)
- _assert_stacked_square(a)
- b, wrap = _makearray(b)
- t, result_t = _commonType(a, b)
- # We use the b = (..., M,) logic, only if the number of extra dimensions
- # match exactly
- if b.ndim == a.ndim - 1:
- gufunc = _umath_linalg.solve1
- else:
- gufunc = _umath_linalg.solve
- signature = 'DD->D' if isComplexType(t) else 'dd->d'
- extobj = get_linalg_error_extobj(_raise_linalgerror_singular)
- r = gufunc(a, b, signature=signature, extobj=extobj)
- return wrap(r.astype(result_t, copy=False))
- def _tensorinv_dispatcher(a, ind=None):
- return (a,)
- @array_function_dispatch(_tensorinv_dispatcher)
- def tensorinv(a, ind=2):
- """
- Compute the 'inverse' of an N-dimensional array.
- The result is an inverse for `a` relative to the tensordot operation
- ``tensordot(a, b, ind)``, i. e., up to floating-point accuracy,
- ``tensordot(tensorinv(a), a, ind)`` is the "identity" tensor for the
- tensordot operation.
- Parameters
- ----------
- a : array_like
- Tensor to 'invert'. Its shape must be 'square', i. e.,
- ``prod(a.shape[:ind]) == prod(a.shape[ind:])``.
- ind : int, optional
- Number of first indices that are involved in the inverse sum.
- Must be a positive integer, default is 2.
- Returns
- -------
- b : ndarray
- `a`'s tensordot inverse, shape ``a.shape[ind:] + a.shape[:ind]``.
- Raises
- ------
- LinAlgError
- If `a` is singular or not 'square' (in the above sense).
- See Also
- --------
- numpy.tensordot, tensorsolve
- Examples
- --------
- >>> a = np.eye(4*6)
- >>> a.shape = (4, 6, 8, 3)
- >>> ainv = np.linalg.tensorinv(a, ind=2)
- >>> ainv.shape
- (8, 3, 4, 6)
- >>> b = np.random.randn(4, 6)
- >>> np.allclose(np.tensordot(ainv, b), np.linalg.tensorsolve(a, b))
- True
- >>> a = np.eye(4*6)
- >>> a.shape = (24, 8, 3)
- >>> ainv = np.linalg.tensorinv(a, ind=1)
- >>> ainv.shape
- (8, 3, 24)
- >>> b = np.random.randn(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)
- # Matrix inversion
- def _unary_dispatcher(a):
- return (a,)
- @array_function_dispatch(_unary_dispatcher)
- def inv(a):
- """
- Compute the (multiplicative) inverse of a matrix.
- Given a square matrix `a`, return the matrix `ainv` satisfying
- ``dot(a, ainv) = dot(ainv, a) = eye(a.shape[0])``.
- Parameters
- ----------
- a : (..., M, M) array_like
- Matrix to be inverted.
- Returns
- -------
- ainv : (..., M, M) ndarray or matrix
- (Multiplicative) inverse of the matrix `a`.
- Raises
- ------
- LinAlgError
- If `a` is not square or inversion fails.
- See Also
- --------
- scipy.linalg.inv : Similar function in SciPy.
- Notes
- -----
- .. versionadded:: 1.8.0
- Broadcasting rules apply, see the `numpy.linalg` documentation for
- details.
- Examples
- --------
- >>> from numpy.linalg import inv
- >>> a = np.array([[1., 2.], [3., 4.]])
- >>> ainv = inv(a)
- >>> np.allclose(np.dot(a, ainv), np.eye(2))
- True
- >>> np.allclose(np.dot(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]]])
- """
- 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'
- extobj = get_linalg_error_extobj(_raise_linalgerror_singular)
- ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj)
- 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
- --------
- >>> 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
- # Fall back on dot for object arrays. Object arrays are not supported by
- # the current implementation of matmul using einsum
- 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)
- # short-cuts.
- if n == 1:
- return a
- elif n == 2:
- return fmatmul(a, a)
- elif n == 3:
- return fmatmul(fmatmul(a, a), a)
- # Use binary decomposition to reduce the number of matrix multiplications.
- # Here, we iterate over the bits of n, from LSB to MSB, raise `a` to
- # increasing powers of 2, and multiply into the result as needed.
- 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
- # Cholesky decomposition
- @array_function_dispatch(_unary_dispatcher)
- def cholesky(a):
- """
- Cholesky decomposition.
- Return the Cholesky decomposition, `L * L.H`, of the square matrix `a`,
- where `L` is lower-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-triangular and diagonal elements of `a`
- are used. Only `L` is actually returned.
- Parameters
- ----------
- a : (..., M, M) array_like
- Hermitian (symmetric if all elements are real), positive-definite
- input matrix.
- Returns
- -------
- L : (..., M, M) array_like
- Lower-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
- --------
- >>> 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]])
- """
- extobj = get_linalg_error_extobj(_raise_linalgerror_nonposdef)
- gufunc = _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'
- r = gufunc(a, signature=signature, extobj=extobj)
- return wrap(r.astype(result_t, copy=False))
- # QR decomposition
- 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
- If K = min(M, N), then
- * 'reduced' : returns q, r with dimensions
- (..., M, K), (..., K, N) (default)
- * 'complete' : returns q, r with dimensions (..., M, M), (..., M, N)
- * 'r' : returns r only with dimensions (..., K, N)
- * 'raw' : returns h, tau with dimensions (..., N, M), (..., K,)
- The options 'reduced', 'complete, and 'raw' are new in numpy 1.8,
- see the notes for more information. The default is 'reduced', and to
- maintain backward compatibility with earlier versions of numpy both
- it and the old default 'full' can be omitted. Note that array h
- returned in 'raw' mode is transposed for calling Fortran. The
- 'economic' mode is deprecated. The modes 'full' and 'economic' may
- be passed using only the first letter for backwards compatibility,
- but all others must be spelled out. See the Notes for more
- explanation.
- Returns
- -------
- q : ndarray of float or complex, optional
- A matrix with orthonormal columns. When mode = 'complete' the
- result is an orthogonal/unitary matrix depending on whether or not
- a is real/complex. The determinant may be either +/- 1 in that
- case. In case the number of dimensions in the input array is
- greater than 2 then a stack of the matrices with above properties
- is returned.
- r : ndarray of float or complex, optional
- The upper-triangular matrix or a stack of upper-triangular
- matrices if the number of dimensions in the input array is greater
- than 2.
- (h, tau) : ndarrays of np.double or np.cdouble, optional
- The array h contains the Householder reflectors that generate q
- along with r. The tau array contains scaling factors for the
- reflectors. In the deprecated 'economic' mode only h is returned.
- Raises
- ------
- LinAlgError
- If factoring fails.
- See Also
- --------
- scipy.linalg.qr : Similar function in SciPy.
- scipy.linalg.rq : Compute RQ decomposition of a matrix.
- Notes
- -----
- 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
- --------
- >>> a = np.random.randn(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'):
- # 2013-04-01, 1.8
- msg = "".join((
- "The 'full' option is deprecated in favor of 'reduced'.\n",
- "For backward compatibility let mode default."))
- warnings.warn(msg, DeprecationWarning, stacklevel=3)
- mode = 'reduced'
- elif mode in ('e', 'economic'):
- # 2013-04-01, 1.8
- msg = "The 'economic' option is deprecated."
- warnings.warn(msg, DeprecationWarning, stacklevel=3)
- 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)
- if m <= n:
- gufunc = _umath_linalg.qr_r_raw_m
- else:
- gufunc = _umath_linalg.qr_r_raw_n
- signature = 'D->D' if isComplexType(t) else 'd->d'
- extobj = get_linalg_error_extobj(_raise_linalgerror_qr)
- tau = gufunc(a, signature=signature, extobj=extobj)
- # handle modes that don't return q
- 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)
- # mc is the number of columns in the resulting q
- # matrix. If the mode is complete then it is
- # same as number of rows, and if the mode is reduced,
- # then it is the minimum of number of rows and columns.
- 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'
- extobj = get_linalg_error_extobj(_raise_linalgerror_qr)
- q = gufunc(a, tau, signature=signature, extobj=extobj)
- r = triu(a[..., :mc, :])
- q = q.astype(result_t, copy=False)
- r = r.astype(result_t, copy=False)
- return wrap(q), wrap(r)
- # Eigenvalues
- @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``:
- >>> 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)
- extobj = get_linalg_error_extobj(
- _raise_linalgerror_eigenvalues_nonconvergence)
- signature = 'D->D' if isComplexType(t) else 'd->D'
- w = _umath_linalg.eigvals(a, signature=signature, extobj=extobj)
- 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
- --------
- >>> 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'")
- extobj = get_linalg_error_extobj(
- _raise_linalgerror_eigenvalues_nonconvergence)
- 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'
- w = gufunc(a, signature=signature, extobj=extobj)
- 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
- # Eigenvectors
- @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
- -------
- w : (..., 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
- v : (..., M, M) array
- The normalized (unit "length") eigenvectors, such that the
- column ``v[:,i]`` is the eigenvector corresponding to the
- eigenvalue ``w[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`, `w`, and
- `v` satisfy the equations ``a @ v[:,i] = w[i] * v[:,i]``
- for :math:`i \\in \\{0,...,M-1\\}`.
- The array `v` of 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 `v`, i.e, ``inv(v) @ a @ v`` is diagonal.
- For non-Hermitian normal matrices the SciPy function `scipy.linalg.schur`
- is preferred because the matrix `v` 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 `v` 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
- --------
- >>> from numpy import linalg as LA
- (Almost) trivial example with real e-values and e-vectors.
- >>> w, v = LA.eig(np.diag((1, 2, 3)))
- >>> w; v
- array([1., 2., 3.])
- array([[1., 0., 0.],
- [0., 1., 0.],
- [0., 0., 1.]])
- Real matrix possessing complex e-values and e-vectors; note that the
- e-values are complex conjugates of each other.
- >>> w, v = LA.eig(np.array([[1, -1], [1, 1]]))
- >>> w; v
- array([1.+1.j, 1.-1.j])
- array([[0.70710678+0.j , 0.70710678-0.j ],
- [0. -0.70710678j, 0. +0.70710678j]])
- Complex-valued matrix with real e-values (but complex-valued e-vectors);
- note that ``a.conj().T == a``, i.e., `a` is Hermitian.
- >>> a = np.array([[1, 1j], [-1j, 1]])
- >>> w, v = LA.eig(a)
- >>> w; v
- array([2.+0.j, 0.+0.j])
- 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. e-values are 1 +/- 1e-9
- >>> w, v = LA.eig(a)
- >>> w; v
- array([1., 1.])
- 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)
- extobj = get_linalg_error_extobj(
- _raise_linalgerror_eigenvalues_nonconvergence)
- signature = 'D->DD' if isComplexType(t) else 'd->DD'
- w, vt = _umath_linalg.eig(a, signature=signature, extobj=extobj)
- 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 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
- -------
- w : (..., M) ndarray
- The eigenvalues in ascending order, each repeated according to
- its multiplicity.
- v : {(..., M, M) ndarray, (..., M, M) matrix}
- The column ``v[:, i]`` is the normalized eigenvector corresponding
- to the eigenvalue ``w[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 `v` of (column) eigenvectors is unitary
- and `a`, `w`, and `v` satisfy the equations
- ``dot(a, v[:, i]) = w[i] * v[:, i]``.
- References
- ----------
- .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando,
- FL, Academic Press, Inc., 1980, pg. 222.
- Examples
- --------
- >>> 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]])
- >>> w, v = LA.eigh(a)
- >>> w; v
- array([0.17157288, 5.82842712])
- array([[-0.92387953+0.j , -0.38268343+0.j ], # may vary
- [ 0. +0.38268343j, 0. -0.92387953j]])
- >>> np.dot(a, v[:, 0]) - w[0] * v[:, 0] # verify 1st e-val/vec pair
- array([5.55111512e-17+0.0000000e+00j, 0.00000000e+00+1.2490009e-16j])
- >>> np.dot(a, v[:, 1]) - w[1] * v[:, 1] # verify 2nd e-val/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]])
- >>> w, v = LA.eigh(A)
- >>> w; v
- array([0.17157288, 5.82842712])
- 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; wb
- array([1., 6.])
- array([6.+0.j, 1.+0.j])
- >>> va; vb
- array([[-0.4472136 +0.j , -0.89442719+0.j ], # may vary
- [ 0. +0.89442719j, 0. -0.4472136j ]])
- 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)
- extobj = get_linalg_error_extobj(
- _raise_linalgerror_eigenvalues_nonconvergence)
- if UPLO == 'L':
- gufunc = _umath_linalg.eigh_lo
- else:
- gufunc = _umath_linalg.eigh_up
- signature = 'D->dD' if isComplexType(t) else 'd->dd'
- w, vt = gufunc(a, signature=signature, extobj=extobj)
- w = w.astype(_realType(result_t), copy=False)
- vt = vt.astype(result_t, copy=False)
- return w, wrap(vt)
- # Singular value decomposition
- 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
- -------
- 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
- --------
- >>> a = np.random.randn(9, 6) + 1j*np.random.randn(9, 6)
- >>> b = np.random.randn(2, 7, 8, 3) + 1j*np.random.randn(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:
- # note: lapack svd returns eigenvalues with s ** 2 sorted descending,
- # but eig returns s sorted ascending, so we re-order the eigenvalues
- # and related arrays to have the correct order
- 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)
- # singular values are unsigned, move the sign into v
- vt = transpose(u * sgn[..., None, :]).conjugate()
- return 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)
- extobj = get_linalg_error_extobj(_raise_linalgerror_svd_nonconvergence)
- m, n = a.shape[-2:]
- if compute_uv:
- if full_matrices:
- if m < n:
- gufunc = _umath_linalg.svd_m_f
- else:
- gufunc = _umath_linalg.svd_n_f
- else:
- if m < n:
- gufunc = _umath_linalg.svd_m_s
- else:
- gufunc = _umath_linalg.svd_n_s
- signature = 'D->DdD' if isComplexType(t) else 'd->ddd'
- u, s, vh = gufunc(a, signature=signature, extobj=extobj)
- u = u.astype(result_t, copy=False)
- s = s.astype(_realType(result_t), copy=False)
- vh = vh.astype(result_t, copy=False)
- return wrap(u), s, wrap(vh)
- else:
- if m < n:
- gufunc = _umath_linalg.svd_m
- else:
- gufunc = _umath_linalg.svd_n
- signature = 'D->d' if isComplexType(t) else 'd->d'
- s = gufunc(a, signature=signature, extobj=extobj)
- s = s.astype(_realType(result_t), copy=False)
- return s
- 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
- --------
- >>> 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) # in case we have a matrix
- 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:
- # Call inv(x) ignoring errors. The result array will
- # contain nans in the entries where inversion failed.
- _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)
- # Convert nans to infs unless the original array had nan entries
- 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
- # Convention is to return scalars instead of 0d arrays
- if r.ndim == 0:
- r = r[()]
- return r
- def _matrix_rank_dispatcher(A, tol=None, hermitian=None):
- return (A,)
- @array_function_dispatch(_matrix_rank_dispatcher)
- def matrix_rank(A, tol=None, hermitian=False):
- """
- 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
- 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
- --------
- >>> 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
- """
- 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:
- tol = S.max(axis=-1, keepdims=True) * max(A.shape[-2:]) * finfo(S.dtype).eps
- else:
- tol = asarray(tol)[..., newaxis]
- return count_nonzero(S > tol, axis=-1)
- # Generalized inverse
- def _pinv_dispatcher(a, rcond=None, hermitian=None):
- return (a,)
- @array_function_dispatch(_pinv_dispatcher)
- def pinv(a, rcond=1e-15, hermitian=False):
- """
- 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
- 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.
- 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
- -------
- 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+``:
- >>> a = np.random.randn(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)
- 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)
- # discard small singular values
- 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)
- # Determinant
- @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
- -------
- 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.
- logdet : (...) array_like
- The natural log of the absolute value of the determinant.
- If the determinant is zero, then `sign` will be 0 and `logdet` will be
- -Inf. In all cases, the determinant is equal to ``sign * np.exp(logdet)``.
- 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``:
- >>> a = np.array([[1, 2], [3, 4]])
- >>> (sign, logdet) = np.linalg.slogdet(a)
- >>> (sign, logdet)
- (-1, 0.69314718055994529) # may vary
- >>> sign * np.exp(logdet)
- -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, logdet = np.linalg.slogdet(a)
- >>> (sign, logdet)
- (array([-1., -1., -1.]), array([ 0.69314718, 1.09861229, 2.07944154]))
- >>> sign * np.exp(logdet)
- 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 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:
- >>> 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
- # Linear Least Squares
- def _lstsq_dispatcher(a, b, rcond=None):
- return (a, b)
- @array_function_dispatch(_lstsq_dispatcher)
- def lstsq(a, b, rcond="warn"):
- 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`.
- .. versionchanged:: 1.14.0
- If not set, a FutureWarning is given. The previous default
- of ``-1`` will use the machine precision as `rcond` parameter,
- the new default will use the machine precision times `max(M, N)`.
- To silence the warning and use the new default, use ``rcond=None``,
- to keep using the old behavior, use ``rcond=-1``.
- 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:
- >>> 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, rcond=None)[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)
- # Determine default rcond value
- if rcond == "warn":
- # 2017-08-19, 1.14.0
- warnings.warn("`rcond` parameter will change to the default of "
- "machine precision times ``max(M, N)`` where M and N "
- "are the input matrix dimensions.\n"
- "To use the future default and silence this warning "
- "we advise to pass `rcond=None`, to keep using the old, "
- "explicitly pass `rcond=-1`.",
- FutureWarning, stacklevel=3)
- rcond = -1
- if rcond is None:
- rcond = finfo(t).eps * max(n, m)
- if m <= n:
- gufunc = _umath_linalg.lstsq_m
- else:
- gufunc = _umath_linalg.lstsq_n
- signature = 'DDd->Ddid' if isComplexType(t) else 'ddd->ddid'
- extobj = get_linalg_error_extobj(_raise_linalgerror_lstsq)
- if n_rhs == 0:
- # lapack can't handle n_rhs = 0 - so allocate the array one larger in that axis
- b = zeros(b.shape[:-2] + (m, n_rhs + 1), dtype=b.dtype)
- x, resids, rank, s = gufunc(a, b, rcond, signature=signature, extobj=extobj)
- if m == 0:
- x[...] = 0
- if n_rhs == 0:
- # remove the item we added
- x = x[..., :n_rhs]
- resids = resids[..., :n_rhs]
- # remove the axis we added
- if is_1d:
- x = x.squeeze(axis=-1)
- # we probably should squeeze resids too, but we can't
- # without breaking compatibility.
- # as documented
- if rank != n or m <= n:
- resids = array([], result_real_t)
- # coerce output arrays
- s = s.astype(result_real_t, copy=False)
- resids = resids.astype(result_real_t, copy=False)
- x = x.astype(result_t, copy=True) # Copying lets the memory in r_parts be freed
- 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
- --------
- >>> 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)
- # Immediately handle some default, simple, fast, and common cases.
- 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
- # Normalize the `axis` argument to a tuple.
- 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:
- # Zero norm
- return (x != 0).astype(x.real.dtype).sum(axis=axis, keepdims=keepdims)
- elif ord == 1:
- # special case for speedup
- return add.reduce(abs(x), axis=axis, keepdims=keepdims)
- elif ord is None or ord == 2:
- # special case for speedup
- s = (x.conj() * x).real
- return sqrt(add.reduce(s, axis=axis, keepdims=keepdims))
- # None of the str-type keywords for ord ('fro', 'nuc')
- # are valid for vectors
- 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.")
- # multi_dot
- 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::
- >>> 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)
- # optimization only makes sense for len(arrays) > 2
- 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]
- # save original ndim to reshape the result array into the proper form later
- ndim_first, ndim_last = arrays[0].ndim, arrays[-1].ndim
- # Explicitly convert vectors to 2D arrays to keep the logic of the internal
- # _multi_dot_* functions as simple as possible.
- 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)
- # _multi_dot_three is much faster than _multi_dot_matrix_chain_order
- 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)
- # return proper shape
- if ndim_first == 1 and ndim_last == 1:
- return result[0, 0] # scalar
- elif ndim_first == 1 or ndim_last == 1:
- return result.ravel() # 1-D
- 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 = cost((AB)C) = a0*a1b0*b1c0 + a0*b1c0*c1
- cost1 = a0 * b1c0 * (a1b0 + c1)
- # cost2 = cost(A(BC)) = a1b0*b1c0*c1 + a0*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 mutiplications.
- 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 stores the dimensions of the matrices
- # Example for p: A_{10x100}, B_{100x5}, C_{5x50} --> p = [10, 100, 5, 50]
- p = [a.shape[0] for a in arrays] + [arrays[-1].shape[1]]
- # m is a matrix of costs of the subproblems
- # m[i,j]: min number of scalar multiplications needed to compute A_{i..j}
- m = zeros((n, n), dtype=double)
- # s is the actual ordering
- # s[i, j] is the value of k at which we split the product A_i..A_j
- 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 # Note that Cormen uses 1-based index
- 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:
- # the initial call with non-None out should never get here
- 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)
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