linalg.py
87.4 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
1767
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
1778
1779
1780
1781
1782
1783
1784
1785
1786
1787
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
1800
1801
1802
1803
1804
1805
1806
1807
1808
1809
1810
1811
1812
1813
1814
1815
1816
1817
1818
1819
1820
1821
1822
1823
1824
1825
1826
1827
1828
1829
1830
1831
1832
1833
1834
1835
1836
1837
1838
1839
1840
1841
1842
1843
1844
1845
1846
1847
1848
1849
1850
1851
1852
1853
1854
1855
1856
1857
1858
1859
1860
1861
1862
1863
1864
1865
1866
1867
1868
1869
1870
1871
1872
1873
1874
1875
1876
1877
1878
1879
1880
1881
1882
1883
1884
1885
1886
1887
1888
1889
1890
1891
1892
1893
1894
1895
1896
1897
1898
1899
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
1920
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
1937
1938
1939
1940
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
2028
2029
2030
2031
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043
2044
2045
2046
2047
2048
2049
2050
2051
2052
2053
2054
2055
2056
2057
2058
2059
2060
2061
2062
2063
2064
2065
2066
2067
2068
2069
2070
2071
2072
2073
2074
2075
2076
2077
2078
2079
2080
2081
2082
2083
2084
2085
2086
2087
2088
2089
2090
2091
2092
2093
2094
2095
2096
2097
2098
2099
2100
2101
2102
2103
2104
2105
2106
2107
2108
2109
2110
2111
2112
2113
2114
2115
2116
2117
2118
2119
2120
2121
2122
2123
2124
2125
2126
2127
2128
2129
2130
2131
2132
2133
2134
2135
2136
2137
2138
2139
2140
2141
2142
2143
2144
2145
2146
2147
2148
2149
2150
2151
2152
2153
2154
2155
2156
2157
2158
2159
2160
2161
2162
2163
2164
2165
2166
2167
2168
2169
2170
2171
2172
2173
2174
2175
2176
2177
2178
2179
2180
2181
2182
2183
2184
2185
2186
2187
2188
2189
2190
2191
2192
2193
2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
2237
2238
2239
2240
2241
2242
2243
2244
2245
2246
2247
2248
2249
2250
2251
2252
2253
2254
2255
2256
2257
2258
2259
2260
2261
2262
2263
2264
2265
2266
2267
2268
2269
2270
2271
2272
2273
2274
2275
2276
2277
2278
2279
2280
2281
2282
2283
2284
2285
2286
2287
2288
2289
2290
2291
2292
2293
2294
2295
2296
2297
2298
2299
2300
2301
2302
2303
2304
2305
2306
2307
2308
2309
2310
2311
2312
2313
2314
2315
2316
2317
2318
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
2330
2331
2332
2333
2334
2335
2336
2337
2338
2339
2340
2341
2342
2343
2344
2345
2346
2347
2348
2349
2350
2351
2352
2353
2354
2355
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
2379
2380
2381
2382
2383
2384
2385
2386
2387
2388
2389
2390
2391
2392
2393
2394
2395
2396
2397
2398
2399
2400
2401
2402
2403
2404
2405
2406
2407
2408
2409
2410
2411
2412
2413
2414
2415
2416
2417
2418
2419
2420
2421
2422
2423
2424
2425
2426
2427
2428
2429
2430
2431
2432
2433
2434
2435
2436
2437
2438
2439
2440
2441
2442
2443
2444
2445
2446
2447
2448
2449
2450
2451
2452
2453
2454
2455
2456
2457
2458
2459
2460
2461
2462
2463
2464
2465
2466
2467
2468
2469
2470
2471
2472
2473
2474
2475
2476
2477
2478
2479
2480
2481
2482
2483
2484
2485
2486
2487
2488
2489
2490
2491
2492
2493
2494
2495
2496
2497
2498
2499
2500
2501
2502
2503
2504
2505
2506
2507
2508
2509
2510
2511
2512
2513
2514
2515
2516
2517
2518
2519
2520
2521
2522
2523
2524
2525
2526
2527
2528
2529
2530
2531
2532
2533
2534
2535
2536
2537
2538
2539
2540
2541
2542
2543
2544
2545
2546
2547
2548
2549
2550
2551
2552
2553
2554
2555
2556
2557
2558
2559
2560
2561
2562
2563
2564
2565
2566
2567
2568
2569
2570
2571
2572
2573
2574
2575
2576
2577
2578
2579
2580
2581
2582
2583
2584
2585
2586
2587
2588
2589
2590
2591
2592
2593
2594
2595
2596
2597
2598
2599
2600
2601
2602
2603
2604
2605
2606
2607
2608
2609
2610
2611
2612
2613
2614
2615
2616
2617
2618
2619
2620
2621
2622
2623
2624
2625
2626
2627
2628
2629
2630
2631
2632
2633
2634
2635
2636
2637
2638
2639
2640
2641
2642
2643
2644
2645
2646
2647
2648
2649
2650
2651
2652
2653
2654
2655
2656
2657
2658
2659
2660
2661
2662
2663
2664
2665
2666
2667
2668
2669
2670
2671
2672
2673
2674
2675
2676
2677
2678
2679
2680
2681
2682
2683
2684
2685
2686
2687
2688
2689
2690
2691
2692
2693
2694
2695
2696
2697
2698
2699
2700
2701
2702
2703
2704
2705
2706
2707
2708
2709
2710
2711
2712
2713
2714
2715
2716
2717
2718
2719
2720
2721
2722
2723
2724
2725
2726
2727
2728
2729
2730
2731
2732
2733
2734
2735
2736
2737
2738
2739
2740
2741
2742
2743
2744
2745
2746
2747
2748
2749
2750
2751
2752
2753
2754
2755
2756
2757
2758
2759
2760
2761
2762
2763
2764
2765
2766
2767
2768
2769
2770
2771
2772
2773
2774
2775
2776
2777
2778
2779
2780
2781
2782
2783
2784
2785
2786
2787
2788
2789
2790
2791
2792
2793
2794
2795
2796
2797
2798
2799
2800
2801
2802
2803
2804
2805
2806
2807
2808
2809
2810
2811
2812
2813
2814
"""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, fastCopyAndTranspose, sum, isfinite,
finfo, errstate, geterrobj, moveaxis, amin, amax, product, abs,
atleast_2d, intp, asanyarray, object_, matmul,
swapaxes, divide, count_nonzero, isnan, sign, argsort, sort
)
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 lapack_lite, _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 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 _linalgRealType(t):
"""Cast the type t to either double or cdouble."""
return double
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
# _fastCopyAndTranpose assumes the input is 2D (as all the calls in here are).
_fastCT = fastCopyAndTranspose
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 _fastCopyAndTranspose(type, *arrays):
cast_arrays = ()
for a in arrays:
if a.dtype.type is type:
cast_arrays = cast_arrays + (_fastCT(a),)
else:
cast_arrays = cast_arrays + (_fastCT(a.astype(type)),)
if len(cast_arrays) == 1:
return cast_arrays[0]
else:
return cast_arrays
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=b.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
a = a.reshape(-1, 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 ``3 * x0 + x1 = 9`` and ``x0 + 2 * x1 = 8``:
>>> a = np.array([[3,1], [1,2]])
>>> b = np.array([9,8])
>>> x = np.linalg.solve(a, b)
>>> x
array([2., 3.])
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
Upper or 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)
Matrix to be factored.
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.
r : ndarray of float or complex, optional
The upper-triangular matrix.
(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
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, 0, 2, 1])
>>> q, r = np.linalg.qr(A)
>>> p = np.dot(q.T, b)
>>> np.dot(np.linalg.inv(r), p)
array([ 1.1e-16, 1.0e+00])
"""
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("Unrecognized mode '%s'" % mode)
a, wrap = _makearray(a)
_assert_2d(a)
m, n = a.shape
t, result_t = _commonType(a)
a = _fastCopyAndTranspose(t, a)
a = _to_native_byte_order(a)
mn = min(m, n)
tau = zeros((mn,), t)
if isComplexType(t):
lapack_routine = lapack_lite.zgeqrf
routine_name = 'zgeqrf'
else:
lapack_routine = lapack_lite.dgeqrf
routine_name = 'dgeqrf'
# calculate optimal size of work data 'work'
lwork = 1
work = zeros((lwork,), t)
results = lapack_routine(m, n, a, max(1, m), tau, work, -1, 0)
if results['info'] != 0:
raise LinAlgError('%s returns %d' % (routine_name, results['info']))
# do qr decomposition
lwork = max(1, n, int(abs(work[0])))
work = zeros((lwork,), t)
results = lapack_routine(m, n, a, max(1, m), tau, work, lwork, 0)
if results['info'] != 0:
raise LinAlgError('%s returns %d' % (routine_name, results['info']))
# handle modes that don't return q
if mode == 'r':
r = _fastCopyAndTranspose(result_t, a[:, :mn])
return wrap(triu(r))
if mode == 'raw':
return a, tau
if mode == 'economic':
if t != result_t :
a = a.astype(result_t, copy=False)
return wrap(a.T)
# generate q from a
if mode == 'complete' and m > n:
mc = m
q = empty((m, m), t)
else:
mc = mn
q = empty((n, m), t)
q[:n] = a
if isComplexType(t):
lapack_routine = lapack_lite.zungqr
routine_name = 'zungqr'
else:
lapack_routine = lapack_lite.dorgqr
routine_name = 'dorgqr'
# determine optimal lwork
lwork = 1
work = zeros((lwork,), t)
results = lapack_routine(m, mc, mn, q, max(1, m), tau, work, -1, 0)
if results['info'] != 0:
raise LinAlgError('%s returns %d' % (routine_name, results['info']))
# compute q
lwork = max(1, n, int(abs(work[0])))
work = zeros((lwork,), t)
results = lapack_routine(m, mc, mn, q, max(1, m), tau, work, lwork, 0)
if results['info'] != 0:
raise LinAlgError('%s returns %d' % (routine_name, results['info']))
q = _fastCopyAndTranspose(result_t, q[:mc])
r = _fastCopyAndTranspose(result_t, a[:, :mc])
return wrap(q), wrap(triu(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 = _fastCT(a.astype(t))
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, it is factorized as ``u @ np.diag(s) @ vh
= (u * s) @ vh``, where `u` and `vh` are 2D unitary arrays 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 = s[..., ::-1]
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:
===== ============================
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(M, tol=None, hermitian=None):
return (M,)
@array_function_dispatch(_matrix_rank_dispatcher)
def matrix_rank(M, 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
----------
M : {(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.shape) * eps``.
.. versionchanged:: 1.14
Broadcasted against the stack of matrices
hermitian : bool, optional
If True, `M` 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 M.
Notes
-----
The default threshold to detect rank deficiency is a test on the magnitude
of the singular values of `M`. By default, we identify singular values less
than ``S.max() * max(M.shape) * 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 `M` that is an exact (in floating point) linear combination of other
columns in `M`. Computing the SVD on `M` 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 `M` rank deficient even if
the linear combination of some columns of `M` is not exactly equal to
another column of `M` but only numerically very close to another column of
`M`.
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(M.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 `M` 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 documention, "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
"""
M = asarray(M)
if M.ndim < 2:
return int(not all(M==0))
S = svd(M, compute_uv=False, hermitian=hermitian)
if tol is None:
tol = S.max(axis=-1, keepdims=True) * max(M.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.pinv2 : Similar function in SciPy (SVD-based).
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 approximatively 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 - a x ||`.
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 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)
# FIXME: real_t is unused
real_t = _linalgRealType(t)
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):
sqnorm = dot(x.real, x.real) + dot(x.imag, x.imag)
else:
sqnorm = dot(x, 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 **= (1 / ord)
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
--------
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)