peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/sparse
/linalg
/_matfuncs.py
""" | |
Sparse matrix functions | |
""" | |
# | |
# Authors: Travis Oliphant, March 2002 | |
# Anthony Scopatz, August 2012 (Sparse Updates) | |
# Jake Vanderplas, August 2012 (Sparse Updates) | |
# | |
__all__ = ['expm', 'inv', 'matrix_power'] | |
import numpy as np | |
from scipy.linalg._basic import solve, solve_triangular | |
from scipy.sparse._base import issparse | |
from scipy.sparse.linalg import spsolve | |
from scipy.sparse._sputils import is_pydata_spmatrix, isintlike | |
import scipy.sparse | |
import scipy.sparse.linalg | |
from scipy.sparse.linalg._interface import LinearOperator | |
from scipy.sparse._construct import eye | |
from ._expm_multiply import _ident_like, _exact_1_norm as _onenorm | |
UPPER_TRIANGULAR = 'upper_triangular' | |
def inv(A): | |
""" | |
Compute the inverse of a sparse matrix | |
Parameters | |
---------- | |
A : (M, M) sparse matrix | |
square matrix to be inverted | |
Returns | |
------- | |
Ainv : (M, M) sparse matrix | |
inverse of `A` | |
Notes | |
----- | |
This computes the sparse inverse of `A`. If the inverse of `A` is expected | |
to be non-sparse, it will likely be faster to convert `A` to dense and use | |
`scipy.linalg.inv`. | |
Examples | |
-------- | |
>>> from scipy.sparse import csc_matrix | |
>>> from scipy.sparse.linalg import inv | |
>>> A = csc_matrix([[1., 0.], [1., 2.]]) | |
>>> Ainv = inv(A) | |
>>> Ainv | |
<2x2 sparse matrix of type '<class 'numpy.float64'>' | |
with 3 stored elements in Compressed Sparse Column format> | |
>>> A.dot(Ainv) | |
<2x2 sparse matrix of type '<class 'numpy.float64'>' | |
with 2 stored elements in Compressed Sparse Column format> | |
>>> A.dot(Ainv).toarray() | |
array([[ 1., 0.], | |
[ 0., 1.]]) | |
.. versionadded:: 0.12.0 | |
""" | |
# Check input | |
if not (scipy.sparse.issparse(A) or is_pydata_spmatrix(A)): | |
raise TypeError('Input must be a sparse matrix') | |
# Use sparse direct solver to solve "AX = I" accurately | |
I = _ident_like(A) | |
Ainv = spsolve(A, I) | |
return Ainv | |
def _onenorm_matrix_power_nnm(A, p): | |
""" | |
Compute the 1-norm of a non-negative integer power of a non-negative matrix. | |
Parameters | |
---------- | |
A : a square ndarray or matrix or sparse matrix | |
Input matrix with non-negative entries. | |
p : non-negative integer | |
The power to which the matrix is to be raised. | |
Returns | |
------- | |
out : float | |
The 1-norm of the matrix power p of A. | |
""" | |
# Check input | |
if int(p) != p or p < 0: | |
raise ValueError('expected non-negative integer p') | |
p = int(p) | |
if len(A.shape) != 2 or A.shape[0] != A.shape[1]: | |
raise ValueError('expected A to be like a square matrix') | |
# Explicitly make a column vector so that this works when A is a | |
# numpy matrix (in addition to ndarray and sparse matrix). | |
v = np.ones((A.shape[0], 1), dtype=float) | |
M = A.T | |
for i in range(p): | |
v = M.dot(v) | |
return np.max(v) | |
def _is_upper_triangular(A): | |
# This function could possibly be of wider interest. | |
if issparse(A): | |
lower_part = scipy.sparse.tril(A, -1) | |
# Check structural upper triangularity, | |
# then coincidental upper triangularity if needed. | |
return lower_part.nnz == 0 or lower_part.count_nonzero() == 0 | |
elif is_pydata_spmatrix(A): | |
import sparse | |
lower_part = sparse.tril(A, -1) | |
return lower_part.nnz == 0 | |
else: | |
return not np.tril(A, -1).any() | |
def _smart_matrix_product(A, B, alpha=None, structure=None): | |
""" | |
A matrix product that knows about sparse and structured matrices. | |
Parameters | |
---------- | |
A : 2d ndarray | |
First matrix. | |
B : 2d ndarray | |
Second matrix. | |
alpha : float | |
The matrix product will be scaled by this constant. | |
structure : str, optional | |
A string describing the structure of both matrices `A` and `B`. | |
Only `upper_triangular` is currently supported. | |
Returns | |
------- | |
M : 2d ndarray | |
Matrix product of A and B. | |
""" | |
if len(A.shape) != 2: | |
raise ValueError('expected A to be a rectangular matrix') | |
if len(B.shape) != 2: | |
raise ValueError('expected B to be a rectangular matrix') | |
f = None | |
if structure == UPPER_TRIANGULAR: | |
if (not issparse(A) and not issparse(B) | |
and not is_pydata_spmatrix(A) and not is_pydata_spmatrix(B)): | |
f, = scipy.linalg.get_blas_funcs(('trmm',), (A, B)) | |
if f is not None: | |
if alpha is None: | |
alpha = 1. | |
out = f(alpha, A, B) | |
else: | |
if alpha is None: | |
out = A.dot(B) | |
else: | |
out = alpha * A.dot(B) | |
return out | |
class MatrixPowerOperator(LinearOperator): | |
def __init__(self, A, p, structure=None): | |
if A.ndim != 2 or A.shape[0] != A.shape[1]: | |
raise ValueError('expected A to be like a square matrix') | |
if p < 0: | |
raise ValueError('expected p to be a non-negative integer') | |
self._A = A | |
self._p = p | |
self._structure = structure | |
self.dtype = A.dtype | |
self.ndim = A.ndim | |
self.shape = A.shape | |
def _matvec(self, x): | |
for i in range(self._p): | |
x = self._A.dot(x) | |
return x | |
def _rmatvec(self, x): | |
A_T = self._A.T | |
x = x.ravel() | |
for i in range(self._p): | |
x = A_T.dot(x) | |
return x | |
def _matmat(self, X): | |
for i in range(self._p): | |
X = _smart_matrix_product(self._A, X, structure=self._structure) | |
return X | |
def T(self): | |
return MatrixPowerOperator(self._A.T, self._p) | |
class ProductOperator(LinearOperator): | |
""" | |
For now, this is limited to products of multiple square matrices. | |
""" | |
def __init__(self, *args, **kwargs): | |
self._structure = kwargs.get('structure', None) | |
for A in args: | |
if len(A.shape) != 2 or A.shape[0] != A.shape[1]: | |
raise ValueError( | |
'For now, the ProductOperator implementation is ' | |
'limited to the product of multiple square matrices.') | |
if args: | |
n = args[0].shape[0] | |
for A in args: | |
for d in A.shape: | |
if d != n: | |
raise ValueError( | |
'The square matrices of the ProductOperator ' | |
'must all have the same shape.') | |
self.shape = (n, n) | |
self.ndim = len(self.shape) | |
self.dtype = np.result_type(*[x.dtype for x in args]) | |
self._operator_sequence = args | |
def _matvec(self, x): | |
for A in reversed(self._operator_sequence): | |
x = A.dot(x) | |
return x | |
def _rmatvec(self, x): | |
x = x.ravel() | |
for A in self._operator_sequence: | |
x = A.T.dot(x) | |
return x | |
def _matmat(self, X): | |
for A in reversed(self._operator_sequence): | |
X = _smart_matrix_product(A, X, structure=self._structure) | |
return X | |
def T(self): | |
T_args = [A.T for A in reversed(self._operator_sequence)] | |
return ProductOperator(*T_args) | |
def _onenormest_matrix_power(A, p, | |
t=2, itmax=5, compute_v=False, compute_w=False, structure=None): | |
""" | |
Efficiently estimate the 1-norm of A^p. | |
Parameters | |
---------- | |
A : ndarray | |
Matrix whose 1-norm of a power is to be computed. | |
p : int | |
Non-negative integer power. | |
t : int, optional | |
A positive parameter controlling the tradeoff between | |
accuracy versus time and memory usage. | |
Larger values take longer and use more memory | |
but give more accurate output. | |
itmax : int, optional | |
Use at most this many iterations. | |
compute_v : bool, optional | |
Request a norm-maximizing linear operator input vector if True. | |
compute_w : bool, optional | |
Request a norm-maximizing linear operator output vector if True. | |
Returns | |
------- | |
est : float | |
An underestimate of the 1-norm of the sparse matrix. | |
v : ndarray, optional | |
The vector such that ||Av||_1 == est*||v||_1. | |
It can be thought of as an input to the linear operator | |
that gives an output with particularly large norm. | |
w : ndarray, optional | |
The vector Av which has relatively large 1-norm. | |
It can be thought of as an output of the linear operator | |
that is relatively large in norm compared to the input. | |
""" | |
return scipy.sparse.linalg.onenormest( | |
MatrixPowerOperator(A, p, structure=structure)) | |
def _onenormest_product(operator_seq, | |
t=2, itmax=5, compute_v=False, compute_w=False, structure=None): | |
""" | |
Efficiently estimate the 1-norm of the matrix product of the args. | |
Parameters | |
---------- | |
operator_seq : linear operator sequence | |
Matrices whose 1-norm of product is to be computed. | |
t : int, optional | |
A positive parameter controlling the tradeoff between | |
accuracy versus time and memory usage. | |
Larger values take longer and use more memory | |
but give more accurate output. | |
itmax : int, optional | |
Use at most this many iterations. | |
compute_v : bool, optional | |
Request a norm-maximizing linear operator input vector if True. | |
compute_w : bool, optional | |
Request a norm-maximizing linear operator output vector if True. | |
structure : str, optional | |
A string describing the structure of all operators. | |
Only `upper_triangular` is currently supported. | |
Returns | |
------- | |
est : float | |
An underestimate of the 1-norm of the sparse matrix. | |
v : ndarray, optional | |
The vector such that ||Av||_1 == est*||v||_1. | |
It can be thought of as an input to the linear operator | |
that gives an output with particularly large norm. | |
w : ndarray, optional | |
The vector Av which has relatively large 1-norm. | |
It can be thought of as an output of the linear operator | |
that is relatively large in norm compared to the input. | |
""" | |
return scipy.sparse.linalg.onenormest( | |
ProductOperator(*operator_seq, structure=structure)) | |
class _ExpmPadeHelper: | |
""" | |
Help lazily evaluate a matrix exponential. | |
The idea is to not do more work than we need for high expm precision, | |
so we lazily compute matrix powers and store or precompute | |
other properties of the matrix. | |
""" | |
def __init__(self, A, structure=None, use_exact_onenorm=False): | |
""" | |
Initialize the object. | |
Parameters | |
---------- | |
A : a dense or sparse square numpy matrix or ndarray | |
The matrix to be exponentiated. | |
structure : str, optional | |
A string describing the structure of matrix `A`. | |
Only `upper_triangular` is currently supported. | |
use_exact_onenorm : bool, optional | |
If True then only the exact one-norm of matrix powers and products | |
will be used. Otherwise, the one-norm of powers and products | |
may initially be estimated. | |
""" | |
self.A = A | |
self._A2 = None | |
self._A4 = None | |
self._A6 = None | |
self._A8 = None | |
self._A10 = None | |
self._d4_exact = None | |
self._d6_exact = None | |
self._d8_exact = None | |
self._d10_exact = None | |
self._d4_approx = None | |
self._d6_approx = None | |
self._d8_approx = None | |
self._d10_approx = None | |
self.ident = _ident_like(A) | |
self.structure = structure | |
self.use_exact_onenorm = use_exact_onenorm | |
def A2(self): | |
if self._A2 is None: | |
self._A2 = _smart_matrix_product( | |
self.A, self.A, structure=self.structure) | |
return self._A2 | |
def A4(self): | |
if self._A4 is None: | |
self._A4 = _smart_matrix_product( | |
self.A2, self.A2, structure=self.structure) | |
return self._A4 | |
def A6(self): | |
if self._A6 is None: | |
self._A6 = _smart_matrix_product( | |
self.A4, self.A2, structure=self.structure) | |
return self._A6 | |
def A8(self): | |
if self._A8 is None: | |
self._A8 = _smart_matrix_product( | |
self.A6, self.A2, structure=self.structure) | |
return self._A8 | |
def A10(self): | |
if self._A10 is None: | |
self._A10 = _smart_matrix_product( | |
self.A4, self.A6, structure=self.structure) | |
return self._A10 | |
def d4_tight(self): | |
if self._d4_exact is None: | |
self._d4_exact = _onenorm(self.A4)**(1/4.) | |
return self._d4_exact | |
def d6_tight(self): | |
if self._d6_exact is None: | |
self._d6_exact = _onenorm(self.A6)**(1/6.) | |
return self._d6_exact | |
def d8_tight(self): | |
if self._d8_exact is None: | |
self._d8_exact = _onenorm(self.A8)**(1/8.) | |
return self._d8_exact | |
def d10_tight(self): | |
if self._d10_exact is None: | |
self._d10_exact = _onenorm(self.A10)**(1/10.) | |
return self._d10_exact | |
def d4_loose(self): | |
if self.use_exact_onenorm: | |
return self.d4_tight | |
if self._d4_exact is not None: | |
return self._d4_exact | |
else: | |
if self._d4_approx is None: | |
self._d4_approx = _onenormest_matrix_power(self.A2, 2, | |
structure=self.structure)**(1/4.) | |
return self._d4_approx | |
def d6_loose(self): | |
if self.use_exact_onenorm: | |
return self.d6_tight | |
if self._d6_exact is not None: | |
return self._d6_exact | |
else: | |
if self._d6_approx is None: | |
self._d6_approx = _onenormest_matrix_power(self.A2, 3, | |
structure=self.structure)**(1/6.) | |
return self._d6_approx | |
def d8_loose(self): | |
if self.use_exact_onenorm: | |
return self.d8_tight | |
if self._d8_exact is not None: | |
return self._d8_exact | |
else: | |
if self._d8_approx is None: | |
self._d8_approx = _onenormest_matrix_power(self.A4, 2, | |
structure=self.structure)**(1/8.) | |
return self._d8_approx | |
def d10_loose(self): | |
if self.use_exact_onenorm: | |
return self.d10_tight | |
if self._d10_exact is not None: | |
return self._d10_exact | |
else: | |
if self._d10_approx is None: | |
self._d10_approx = _onenormest_product((self.A4, self.A6), | |
structure=self.structure)**(1/10.) | |
return self._d10_approx | |
def pade3(self): | |
b = (120., 60., 12., 1.) | |
U = _smart_matrix_product(self.A, | |
b[3]*self.A2 + b[1]*self.ident, | |
structure=self.structure) | |
V = b[2]*self.A2 + b[0]*self.ident | |
return U, V | |
def pade5(self): | |
b = (30240., 15120., 3360., 420., 30., 1.) | |
U = _smart_matrix_product(self.A, | |
b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident, | |
structure=self.structure) | |
V = b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident | |
return U, V | |
def pade7(self): | |
b = (17297280., 8648640., 1995840., 277200., 25200., 1512., 56., 1.) | |
U = _smart_matrix_product(self.A, | |
b[7]*self.A6 + b[5]*self.A4 + b[3]*self.A2 + b[1]*self.ident, | |
structure=self.structure) | |
V = b[6]*self.A6 + b[4]*self.A4 + b[2]*self.A2 + b[0]*self.ident | |
return U, V | |
def pade9(self): | |
b = (17643225600., 8821612800., 2075673600., 302702400., 30270240., | |
2162160., 110880., 3960., 90., 1.) | |
U = _smart_matrix_product(self.A, | |
(b[9]*self.A8 + b[7]*self.A6 + b[5]*self.A4 + | |
b[3]*self.A2 + b[1]*self.ident), | |
structure=self.structure) | |
V = (b[8]*self.A8 + b[6]*self.A6 + b[4]*self.A4 + | |
b[2]*self.A2 + b[0]*self.ident) | |
return U, V | |
def pade13_scaled(self, s): | |
b = (64764752532480000., 32382376266240000., 7771770303897600., | |
1187353796428800., 129060195264000., 10559470521600., | |
670442572800., 33522128640., 1323241920., 40840800., 960960., | |
16380., 182., 1.) | |
B = self.A * 2**-s | |
B2 = self.A2 * 2**(-2*s) | |
B4 = self.A4 * 2**(-4*s) | |
B6 = self.A6 * 2**(-6*s) | |
U2 = _smart_matrix_product(B6, | |
b[13]*B6 + b[11]*B4 + b[9]*B2, | |
structure=self.structure) | |
U = _smart_matrix_product(B, | |
(U2 + b[7]*B6 + b[5]*B4 + | |
b[3]*B2 + b[1]*self.ident), | |
structure=self.structure) | |
V2 = _smart_matrix_product(B6, | |
b[12]*B6 + b[10]*B4 + b[8]*B2, | |
structure=self.structure) | |
V = V2 + b[6]*B6 + b[4]*B4 + b[2]*B2 + b[0]*self.ident | |
return U, V | |
def expm(A): | |
""" | |
Compute the matrix exponential using Pade approximation. | |
Parameters | |
---------- | |
A : (M,M) array_like or sparse matrix | |
2D Array or Matrix (sparse or dense) to be exponentiated | |
Returns | |
------- | |
expA : (M,M) ndarray | |
Matrix exponential of `A` | |
Notes | |
----- | |
This is algorithm (6.1) which is a simplification of algorithm (5.1). | |
.. versionadded:: 0.12.0 | |
References | |
---------- | |
.. [1] Awad H. Al-Mohy and Nicholas J. Higham (2009) | |
"A New Scaling and Squaring Algorithm for the Matrix Exponential." | |
SIAM Journal on Matrix Analysis and Applications. | |
31 (3). pp. 970-989. ISSN 1095-7162 | |
Examples | |
-------- | |
>>> from scipy.sparse import csc_matrix | |
>>> from scipy.sparse.linalg import expm | |
>>> A = csc_matrix([[1, 0, 0], [0, 2, 0], [0, 0, 3]]) | |
>>> A.toarray() | |
array([[1, 0, 0], | |
[0, 2, 0], | |
[0, 0, 3]], dtype=int64) | |
>>> Aexp = expm(A) | |
>>> Aexp | |
<3x3 sparse matrix of type '<class 'numpy.float64'>' | |
with 3 stored elements in Compressed Sparse Column format> | |
>>> Aexp.toarray() | |
array([[ 2.71828183, 0. , 0. ], | |
[ 0. , 7.3890561 , 0. ], | |
[ 0. , 0. , 20.08553692]]) | |
""" | |
return _expm(A, use_exact_onenorm='auto') | |
def _expm(A, use_exact_onenorm): | |
# Core of expm, separated to allow testing exact and approximate | |
# algorithms. | |
# Avoid indiscriminate asarray() to allow sparse or other strange arrays. | |
if isinstance(A, (list, tuple, np.matrix)): | |
A = np.asarray(A) | |
if len(A.shape) != 2 or A.shape[0] != A.shape[1]: | |
raise ValueError('expected a square matrix') | |
# gracefully handle size-0 input, | |
# carefully handling sparse scenario | |
if A.shape == (0, 0): | |
out = np.zeros([0, 0], dtype=A.dtype) | |
if issparse(A) or is_pydata_spmatrix(A): | |
return A.__class__(out) | |
return out | |
# Trivial case | |
if A.shape == (1, 1): | |
out = [[np.exp(A[0, 0])]] | |
# Avoid indiscriminate casting to ndarray to | |
# allow for sparse or other strange arrays | |
if issparse(A) or is_pydata_spmatrix(A): | |
return A.__class__(out) | |
return np.array(out) | |
# Ensure input is of float type, to avoid integer overflows etc. | |
if ((isinstance(A, np.ndarray) or issparse(A) or is_pydata_spmatrix(A)) | |
and not np.issubdtype(A.dtype, np.inexact)): | |
A = A.astype(float) | |
# Detect upper triangularity. | |
structure = UPPER_TRIANGULAR if _is_upper_triangular(A) else None | |
if use_exact_onenorm == "auto": | |
# Hardcode a matrix order threshold for exact vs. estimated one-norms. | |
use_exact_onenorm = A.shape[0] < 200 | |
# Track functions of A to help compute the matrix exponential. | |
h = _ExpmPadeHelper( | |
A, structure=structure, use_exact_onenorm=use_exact_onenorm) | |
# Try Pade order 3. | |
eta_1 = max(h.d4_loose, h.d6_loose) | |
if eta_1 < 1.495585217958292e-002 and _ell(h.A, 3) == 0: | |
U, V = h.pade3() | |
return _solve_P_Q(U, V, structure=structure) | |
# Try Pade order 5. | |
eta_2 = max(h.d4_tight, h.d6_loose) | |
if eta_2 < 2.539398330063230e-001 and _ell(h.A, 5) == 0: | |
U, V = h.pade5() | |
return _solve_P_Q(U, V, structure=structure) | |
# Try Pade orders 7 and 9. | |
eta_3 = max(h.d6_tight, h.d8_loose) | |
if eta_3 < 9.504178996162932e-001 and _ell(h.A, 7) == 0: | |
U, V = h.pade7() | |
return _solve_P_Q(U, V, structure=structure) | |
if eta_3 < 2.097847961257068e+000 and _ell(h.A, 9) == 0: | |
U, V = h.pade9() | |
return _solve_P_Q(U, V, structure=structure) | |
# Use Pade order 13. | |
eta_4 = max(h.d8_loose, h.d10_loose) | |
eta_5 = min(eta_3, eta_4) | |
theta_13 = 4.25 | |
# Choose smallest s>=0 such that 2**(-s) eta_5 <= theta_13 | |
if eta_5 == 0: | |
# Nilpotent special case | |
s = 0 | |
else: | |
s = max(int(np.ceil(np.log2(eta_5 / theta_13))), 0) | |
s = s + _ell(2**-s * h.A, 13) | |
U, V = h.pade13_scaled(s) | |
X = _solve_P_Q(U, V, structure=structure) | |
if structure == UPPER_TRIANGULAR: | |
# Invoke Code Fragment 2.1. | |
X = _fragment_2_1(X, h.A, s) | |
else: | |
# X = r_13(A)^(2^s) by repeated squaring. | |
for i in range(s): | |
X = X.dot(X) | |
return X | |
def _solve_P_Q(U, V, structure=None): | |
""" | |
A helper function for expm_2009. | |
Parameters | |
---------- | |
U : ndarray | |
Pade numerator. | |
V : ndarray | |
Pade denominator. | |
structure : str, optional | |
A string describing the structure of both matrices `U` and `V`. | |
Only `upper_triangular` is currently supported. | |
Notes | |
----- | |
The `structure` argument is inspired by similar args | |
for theano and cvxopt functions. | |
""" | |
P = U + V | |
Q = -U + V | |
if issparse(U) or is_pydata_spmatrix(U): | |
return spsolve(Q, P) | |
elif structure is None: | |
return solve(Q, P) | |
elif structure == UPPER_TRIANGULAR: | |
return solve_triangular(Q, P) | |
else: | |
raise ValueError('unsupported matrix structure: ' + str(structure)) | |
def _exp_sinch(a, x): | |
""" | |
Stably evaluate exp(a)*sinh(x)/x | |
Notes | |
----- | |
The strategy of falling back to a sixth order Taylor expansion | |
was suggested by the Spallation Neutron Source docs | |
which was found on the internet by google search. | |
http://www.ornl.gov/~t6p/resources/xal/javadoc/gov/sns/tools/math/ElementaryFunction.html | |
The details of the cutoff point and the Horner-like evaluation | |
was picked without reference to anything in particular. | |
Note that sinch is not currently implemented in scipy.special, | |
whereas the "engineer's" definition of sinc is implemented. | |
The implementation of sinc involves a scaling factor of pi | |
that distinguishes it from the "mathematician's" version of sinc. | |
""" | |
# If x is small then use sixth order Taylor expansion. | |
# How small is small? I am using the point where the relative error | |
# of the approximation is less than 1e-14. | |
# If x is large then directly evaluate sinh(x) / x. | |
if abs(x) < 0.0135: | |
x2 = x*x | |
return np.exp(a) * (1 + (x2/6.)*(1 + (x2/20.)*(1 + (x2/42.)))) | |
else: | |
return (np.exp(a + x) - np.exp(a - x)) / (2*x) | |
def _eq_10_42(lam_1, lam_2, t_12): | |
""" | |
Equation (10.42) of Functions of Matrices: Theory and Computation. | |
Notes | |
----- | |
This is a helper function for _fragment_2_1 of expm_2009. | |
Equation (10.42) is on page 251 in the section on Schur algorithms. | |
In particular, section 10.4.3 explains the Schur-Parlett algorithm. | |
expm([[lam_1, t_12], [0, lam_1]) | |
= | |
[[exp(lam_1), t_12*exp((lam_1 + lam_2)/2)*sinch((lam_1 - lam_2)/2)], | |
[0, exp(lam_2)] | |
""" | |
# The plain formula t_12 * (exp(lam_2) - exp(lam_2)) / (lam_2 - lam_1) | |
# apparently suffers from cancellation, according to Higham's textbook. | |
# A nice implementation of sinch, defined as sinh(x)/x, | |
# will apparently work around the cancellation. | |
a = 0.5 * (lam_1 + lam_2) | |
b = 0.5 * (lam_1 - lam_2) | |
return t_12 * _exp_sinch(a, b) | |
def _fragment_2_1(X, T, s): | |
""" | |
A helper function for expm_2009. | |
Notes | |
----- | |
The argument X is modified in-place, but this modification is not the same | |
as the returned value of the function. | |
This function also takes pains to do things in ways that are compatible | |
with sparse matrices, for example by avoiding fancy indexing | |
and by using methods of the matrices whenever possible instead of | |
using functions of the numpy or scipy libraries themselves. | |
""" | |
# Form X = r_m(2^-s T) | |
# Replace diag(X) by exp(2^-s diag(T)). | |
n = X.shape[0] | |
diag_T = np.ravel(T.diagonal().copy()) | |
# Replace diag(X) by exp(2^-s diag(T)). | |
scale = 2 ** -s | |
exp_diag = np.exp(scale * diag_T) | |
for k in range(n): | |
X[k, k] = exp_diag[k] | |
for i in range(s-1, -1, -1): | |
X = X.dot(X) | |
# Replace diag(X) by exp(2^-i diag(T)). | |
scale = 2 ** -i | |
exp_diag = np.exp(scale * diag_T) | |
for k in range(n): | |
X[k, k] = exp_diag[k] | |
# Replace (first) superdiagonal of X by explicit formula | |
# for superdiagonal of exp(2^-i T) from Eq (10.42) of | |
# the author's 2008 textbook | |
# Functions of Matrices: Theory and Computation. | |
for k in range(n-1): | |
lam_1 = scale * diag_T[k] | |
lam_2 = scale * diag_T[k+1] | |
t_12 = scale * T[k, k+1] | |
value = _eq_10_42(lam_1, lam_2, t_12) | |
X[k, k+1] = value | |
# Return the updated X matrix. | |
return X | |
def _ell(A, m): | |
""" | |
A helper function for expm_2009. | |
Parameters | |
---------- | |
A : linear operator | |
A linear operator whose norm of power we care about. | |
m : int | |
The power of the linear operator | |
Returns | |
------- | |
value : int | |
A value related to a bound. | |
""" | |
if len(A.shape) != 2 or A.shape[0] != A.shape[1]: | |
raise ValueError('expected A to be like a square matrix') | |
# The c_i are explained in (2.2) and (2.6) of the 2005 expm paper. | |
# They are coefficients of terms of a generating function series expansion. | |
c_i = {3: 100800., | |
5: 10059033600., | |
7: 4487938430976000., | |
9: 5914384781877411840000., | |
13: 113250775606021113483283660800000000. | |
} | |
abs_c_recip = c_i[m] | |
# This is explained after Eq. (1.2) of the 2009 expm paper. | |
# It is the "unit roundoff" of IEEE double precision arithmetic. | |
u = 2**-53 | |
# Compute the one-norm of matrix power p of abs(A). | |
A_abs_onenorm = _onenorm_matrix_power_nnm(abs(A), 2*m + 1) | |
# Treat zero norm as a special case. | |
if not A_abs_onenorm: | |
return 0 | |
alpha = A_abs_onenorm / (_onenorm(A) * abs_c_recip) | |
log2_alpha_div_u = np.log2(alpha/u) | |
value = int(np.ceil(log2_alpha_div_u / (2 * m))) | |
return max(value, 0) | |
def matrix_power(A, power): | |
""" | |
Raise a square matrix to the integer power, `power`. | |
For non-negative integers, ``A**power`` is computed using repeated | |
matrix multiplications. Negative integers are not supported. | |
Parameters | |
---------- | |
A : (M, M) square sparse array or matrix | |
sparse array that will be raised to power `power` | |
power : int | |
Exponent used to raise sparse array `A` | |
Returns | |
------- | |
A**power : (M, M) sparse array or matrix | |
The output matrix will be the same shape as A, and will preserve | |
the class of A, but the format of the output may be changed. | |
Notes | |
----- | |
This uses a recursive implementation of the matrix power. For computing | |
the matrix power using a reasonably large `power`, this may be less efficient | |
than computing the product directly, using A @ A @ ... @ A. | |
This is contingent upon the number of nonzero entries in the matrix. | |
.. versionadded:: 1.12.0 | |
Examples | |
-------- | |
>>> from scipy import sparse | |
>>> A = sparse.csc_array([[0,1,0],[1,0,1],[0,1,0]]) | |
>>> A.todense() | |
array([[0, 1, 0], | |
[1, 0, 1], | |
[0, 1, 0]]) | |
>>> (A @ A).todense() | |
array([[1, 0, 1], | |
[0, 2, 0], | |
[1, 0, 1]]) | |
>>> A2 = sparse.linalg.matrix_power(A, 2) | |
>>> A2.todense() | |
array([[1, 0, 1], | |
[0, 2, 0], | |
[1, 0, 1]]) | |
>>> A4 = sparse.linalg.matrix_power(A, 4) | |
>>> A4.todense() | |
array([[2, 0, 2], | |
[0, 4, 0], | |
[2, 0, 2]]) | |
""" | |
M, N = A.shape | |
if M != N: | |
raise TypeError('sparse matrix is not square') | |
if isintlike(power): | |
power = int(power) | |
if power < 0: | |
raise ValueError('exponent must be >= 0') | |
if power == 0: | |
return eye(M, dtype=A.dtype) | |
if power == 1: | |
return A.copy() | |
tmp = matrix_power(A, power // 2) | |
if power % 2: | |
return A @ tmp @ tmp | |
else: | |
return tmp @ tmp | |
else: | |
raise ValueError("exponent must be an integer") | |