peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/_decomp.py
# | |
# Author: Pearu Peterson, March 2002 | |
# | |
# additions by Travis Oliphant, March 2002 | |
# additions by Eric Jones, June 2002 | |
# additions by Johannes Loehnert, June 2006 | |
# additions by Bart Vandereycken, June 2006 | |
# additions by Andrew D Straw, May 2007 | |
# additions by Tiziano Zito, November 2008 | |
# | |
# April 2010: Functions for LU, QR, SVD, Schur, and Cholesky decompositions | |
# were moved to their own files. Still in this file are functions for | |
# eigenstuff and for the Hessenberg form. | |
__all__ = ['eig', 'eigvals', 'eigh', 'eigvalsh', | |
'eig_banded', 'eigvals_banded', | |
'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf'] | |
import warnings | |
import numpy | |
from numpy import (array, isfinite, inexact, nonzero, iscomplexobj, | |
flatnonzero, conj, asarray, argsort, empty, | |
iscomplex, zeros, einsum, eye, inf) | |
# Local imports | |
from scipy._lib._util import _asarray_validated | |
from ._misc import LinAlgError, _datacopied, norm | |
from .lapack import get_lapack_funcs, _compute_lwork | |
from scipy._lib.deprecation import _NoValue, _deprecate_positional_args | |
_I = numpy.array(1j, dtype='F') | |
def _make_complex_eigvecs(w, vin, dtype): | |
""" | |
Produce complex-valued eigenvectors from LAPACK DGGEV real-valued output | |
""" | |
# - see LAPACK man page DGGEV at ALPHAI | |
v = numpy.array(vin, dtype=dtype) | |
m = (w.imag > 0) | |
m[:-1] |= (w.imag[1:] < 0) # workaround for LAPACK bug, cf. ticket #709 | |
for i in flatnonzero(m): | |
v.imag[:, i] = vin[:, i+1] | |
conj(v[:, i], v[:, i+1]) | |
return v | |
def _make_eigvals(alpha, beta, homogeneous_eigvals): | |
if homogeneous_eigvals: | |
if beta is None: | |
return numpy.vstack((alpha, numpy.ones_like(alpha))) | |
else: | |
return numpy.vstack((alpha, beta)) | |
else: | |
if beta is None: | |
return alpha | |
else: | |
w = numpy.empty_like(alpha) | |
alpha_zero = (alpha == 0) | |
beta_zero = (beta == 0) | |
beta_nonzero = ~beta_zero | |
w[beta_nonzero] = alpha[beta_nonzero]/beta[beta_nonzero] | |
# Use numpy.inf for complex values too since | |
# 1/numpy.inf = 0, i.e., it correctly behaves as projective | |
# infinity. | |
w[~alpha_zero & beta_zero] = numpy.inf | |
if numpy.all(alpha.imag == 0): | |
w[alpha_zero & beta_zero] = numpy.nan | |
else: | |
w[alpha_zero & beta_zero] = complex(numpy.nan, numpy.nan) | |
return w | |
def _geneig(a1, b1, left, right, overwrite_a, overwrite_b, | |
homogeneous_eigvals): | |
ggev, = get_lapack_funcs(('ggev',), (a1, b1)) | |
cvl, cvr = left, right | |
res = ggev(a1, b1, lwork=-1) | |
lwork = res[-2][0].real.astype(numpy.int_) | |
if ggev.typecode in 'cz': | |
alpha, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, lwork, | |
overwrite_a, overwrite_b) | |
w = _make_eigvals(alpha, beta, homogeneous_eigvals) | |
else: | |
alphar, alphai, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, | |
lwork, overwrite_a, | |
overwrite_b) | |
alpha = alphar + _I * alphai | |
w = _make_eigvals(alpha, beta, homogeneous_eigvals) | |
_check_info(info, 'generalized eig algorithm (ggev)') | |
only_real = numpy.all(w.imag == 0.0) | |
if not (ggev.typecode in 'cz' or only_real): | |
t = w.dtype.char | |
if left: | |
vl = _make_complex_eigvecs(w, vl, t) | |
if right: | |
vr = _make_complex_eigvecs(w, vr, t) | |
# the eigenvectors returned by the lapack function are NOT normalized | |
for i in range(vr.shape[0]): | |
if right: | |
vr[:, i] /= norm(vr[:, i]) | |
if left: | |
vl[:, i] /= norm(vl[:, i]) | |
if not (left or right): | |
return w | |
if left: | |
if right: | |
return w, vl, vr | |
return w, vl | |
return w, vr | |
def eig(a, b=None, left=False, right=True, overwrite_a=False, | |
overwrite_b=False, check_finite=True, homogeneous_eigvals=False): | |
""" | |
Solve an ordinary or generalized eigenvalue problem of a square matrix. | |
Find eigenvalues w and right or left eigenvectors of a general matrix:: | |
a vr[:,i] = w[i] b vr[:,i] | |
a.H vl[:,i] = w[i].conj() b.H vl[:,i] | |
where ``.H`` is the Hermitian conjugation. | |
Parameters | |
---------- | |
a : (M, M) array_like | |
A complex or real matrix whose eigenvalues and eigenvectors | |
will be computed. | |
b : (M, M) array_like, optional | |
Right-hand side matrix in a generalized eigenvalue problem. | |
Default is None, identity matrix is assumed. | |
left : bool, optional | |
Whether to calculate and return left eigenvectors. Default is False. | |
right : bool, optional | |
Whether to calculate and return right eigenvectors. Default is True. | |
overwrite_a : bool, optional | |
Whether to overwrite `a`; may improve performance. Default is False. | |
overwrite_b : bool, optional | |
Whether to overwrite `b`; may improve performance. Default is False. | |
check_finite : bool, optional | |
Whether to check that the input matrices contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
homogeneous_eigvals : bool, optional | |
If True, return the eigenvalues in homogeneous coordinates. | |
In this case ``w`` is a (2, M) array so that:: | |
w[1,i] a vr[:,i] = w[0,i] b vr[:,i] | |
Default is False. | |
Returns | |
------- | |
w : (M,) or (2, M) double or complex ndarray | |
The eigenvalues, each repeated according to its | |
multiplicity. The shape is (M,) unless | |
``homogeneous_eigvals=True``. | |
vl : (M, M) double or complex ndarray | |
The left eigenvector corresponding to the eigenvalue | |
``w[i]`` is the column ``vl[:,i]``. Only returned if ``left=True``. | |
The left eigenvector is not normalized. | |
vr : (M, M) double or complex ndarray | |
The normalized right eigenvector corresponding to the eigenvalue | |
``w[i]`` is the column ``vr[:,i]``. Only returned if ``right=True``. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge. | |
See Also | |
-------- | |
eigvals : eigenvalues of general arrays | |
eigh : Eigenvalues and right eigenvectors for symmetric/Hermitian arrays. | |
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian | |
band matrices | |
eigh_tridiagonal : eigenvalues and right eiegenvectors for | |
symmetric/Hermitian tridiagonal matrices | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import linalg | |
>>> a = np.array([[0., -1.], [1., 0.]]) | |
>>> linalg.eigvals(a) | |
array([0.+1.j, 0.-1.j]) | |
>>> b = np.array([[0., 1.], [1., 1.]]) | |
>>> linalg.eigvals(a, b) | |
array([ 1.+0.j, -1.+0.j]) | |
>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]]) | |
>>> linalg.eigvals(a, homogeneous_eigvals=True) | |
array([[3.+0.j, 8.+0.j, 7.+0.j], | |
[1.+0.j, 1.+0.j, 1.+0.j]]) | |
>>> a = np.array([[0., -1.], [1., 0.]]) | |
>>> linalg.eigvals(a) == linalg.eig(a)[0] | |
array([ True, True]) | |
>>> linalg.eig(a, left=True, right=False)[1] # normalized left eigenvector | |
array([[-0.70710678+0.j , -0.70710678-0.j ], | |
[-0. +0.70710678j, -0. -0.70710678j]]) | |
>>> linalg.eig(a, left=False, right=True)[1] # normalized right eigenvector | |
array([[0.70710678+0.j , 0.70710678-0.j ], | |
[0. -0.70710678j, 0. +0.70710678j]]) | |
""" | |
a1 = _asarray_validated(a, check_finite=check_finite) | |
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]: | |
raise ValueError('expected square matrix') | |
overwrite_a = overwrite_a or (_datacopied(a1, a)) | |
if b is not None: | |
b1 = _asarray_validated(b, check_finite=check_finite) | |
overwrite_b = overwrite_b or _datacopied(b1, b) | |
if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]: | |
raise ValueError('expected square matrix') | |
if b1.shape != a1.shape: | |
raise ValueError('a and b must have the same shape') | |
return _geneig(a1, b1, left, right, overwrite_a, overwrite_b, | |
homogeneous_eigvals) | |
geev, geev_lwork = get_lapack_funcs(('geev', 'geev_lwork'), (a1,)) | |
compute_vl, compute_vr = left, right | |
lwork = _compute_lwork(geev_lwork, a1.shape[0], | |
compute_vl=compute_vl, | |
compute_vr=compute_vr) | |
if geev.typecode in 'cz': | |
w, vl, vr, info = geev(a1, lwork=lwork, | |
compute_vl=compute_vl, | |
compute_vr=compute_vr, | |
overwrite_a=overwrite_a) | |
w = _make_eigvals(w, None, homogeneous_eigvals) | |
else: | |
wr, wi, vl, vr, info = geev(a1, lwork=lwork, | |
compute_vl=compute_vl, | |
compute_vr=compute_vr, | |
overwrite_a=overwrite_a) | |
t = {'f': 'F', 'd': 'D'}[wr.dtype.char] | |
w = wr + _I * wi | |
w = _make_eigvals(w, None, homogeneous_eigvals) | |
_check_info(info, 'eig algorithm (geev)', | |
positive='did not converge (only eigenvalues ' | |
'with order >= %d have converged)') | |
only_real = numpy.all(w.imag == 0.0) | |
if not (geev.typecode in 'cz' or only_real): | |
t = w.dtype.char | |
if left: | |
vl = _make_complex_eigvecs(w, vl, t) | |
if right: | |
vr = _make_complex_eigvecs(w, vr, t) | |
if not (left or right): | |
return w | |
if left: | |
if right: | |
return w, vl, vr | |
return w, vl | |
return w, vr | |
def eigh(a, b=None, *, lower=True, eigvals_only=False, overwrite_a=False, | |
overwrite_b=False, turbo=_NoValue, eigvals=_NoValue, type=1, | |
check_finite=True, subset_by_index=None, subset_by_value=None, | |
driver=None): | |
""" | |
Solve a standard or generalized eigenvalue problem for a complex | |
Hermitian or real symmetric matrix. | |
Find eigenvalues array ``w`` and optionally eigenvectors array ``v`` of | |
array ``a``, where ``b`` is positive definite such that for every | |
eigenvalue λ (i-th entry of w) and its eigenvector ``vi`` (i-th column of | |
``v``) satisfies:: | |
a @ vi = λ * b @ vi | |
vi.conj().T @ a @ vi = λ | |
vi.conj().T @ b @ vi = 1 | |
In the standard problem, ``b`` is assumed to be the identity matrix. | |
Parameters | |
---------- | |
a : (M, M) array_like | |
A complex Hermitian or real symmetric matrix whose eigenvalues and | |
eigenvectors will be computed. | |
b : (M, M) array_like, optional | |
A complex Hermitian or real symmetric definite positive matrix in. | |
If omitted, identity matrix is assumed. | |
lower : bool, optional | |
Whether the pertinent array data is taken from the lower or upper | |
triangle of ``a`` and, if applicable, ``b``. (Default: lower) | |
eigvals_only : bool, optional | |
Whether to calculate only eigenvalues and no eigenvectors. | |
(Default: both are calculated) | |
subset_by_index : iterable, optional | |
If provided, this two-element iterable defines the start and the end | |
indices of the desired eigenvalues (ascending order and 0-indexed). | |
To return only the second smallest to fifth smallest eigenvalues, | |
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only | |
available with "evr", "evx", and "gvx" drivers. The entries are | |
directly converted to integers via ``int()``. | |
subset_by_value : iterable, optional | |
If provided, this two-element iterable defines the half-open interval | |
``(a, b]`` that, if any, only the eigenvalues between these values | |
are returned. Only available with "evr", "evx", and "gvx" drivers. Use | |
``np.inf`` for the unconstrained ends. | |
driver : str, optional | |
Defines which LAPACK driver should be used. Valid options are "ev", | |
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for | |
generalized (where b is not None) problems. See the Notes section. | |
The default for standard problems is "evr". For generalized problems, | |
"gvd" is used for full set, and "gvx" for subset requested cases. | |
type : int, optional | |
For the generalized problems, this keyword specifies the problem type | |
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible | |
inputs):: | |
1 => a @ v = w @ b @ v | |
2 => a @ b @ v = w @ v | |
3 => b @ a @ v = w @ v | |
This keyword is ignored for standard problems. | |
overwrite_a : bool, optional | |
Whether to overwrite data in ``a`` (may improve performance). Default | |
is False. | |
overwrite_b : bool, optional | |
Whether to overwrite data in ``b`` (may improve performance). Default | |
is False. | |
check_finite : bool, optional | |
Whether to check that the input matrices contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
turbo : bool, optional, deprecated | |
.. deprecated:: 1.5.0 | |
`eigh` keyword argument `turbo` is deprecated in favour of | |
``driver=gvd`` keyword instead and will be removed in SciPy | |
1.14.0. | |
eigvals : tuple (lo, hi), optional, deprecated | |
.. deprecated:: 1.5.0 | |
`eigh` keyword argument `eigvals` is deprecated in favour of | |
`subset_by_index` keyword instead and will be removed in SciPy | |
1.14.0. | |
Returns | |
------- | |
w : (N,) ndarray | |
The N (N<=M) selected eigenvalues, in ascending order, each | |
repeated according to its multiplicity. | |
v : (M, N) ndarray | |
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is | |
the column ``v[:,i]``. Only returned if ``eigvals_only=False``. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge, an error occurred, or | |
b matrix is not definite positive. Note that if input matrices are | |
not symmetric or Hermitian, no error will be reported but results will | |
be wrong. | |
See Also | |
-------- | |
eigvalsh : eigenvalues of symmetric or Hermitian arrays | |
eig : eigenvalues and right eigenvectors for non-symmetric arrays | |
eigh_tridiagonal : eigenvalues and right eiegenvectors for | |
symmetric/Hermitian tridiagonal matrices | |
Notes | |
----- | |
This function does not check the input array for being Hermitian/symmetric | |
in order to allow for representing arrays with only their upper/lower | |
triangular parts. Also, note that even though not taken into account, | |
finiteness check applies to the whole array and unaffected by "lower" | |
keyword. | |
This function uses LAPACK drivers for computations in all possible keyword | |
combinations, prefixed with ``sy`` if arrays are real and ``he`` if | |
complex, e.g., a float array with "evr" driver is solved via | |
"syevr", complex arrays with "gvx" driver problem is solved via "hegvx" | |
etc. | |
As a brief summary, the slowest and the most robust driver is the | |
classical ``<sy/he>ev`` which uses symmetric QR. ``<sy/he>evr`` is seen as | |
the optimal choice for the most general cases. However, there are certain | |
occasions that ``<sy/he>evd`` computes faster at the expense of more | |
memory usage. ``<sy/he>evx``, while still being faster than ``<sy/he>ev``, | |
often performs worse than the rest except when very few eigenvalues are | |
requested for large arrays though there is still no performance guarantee. | |
For the generalized problem, normalization with respect to the given | |
type argument:: | |
type 1 and 3 : v.conj().T @ a @ v = w | |
type 2 : inv(v).conj().T @ a @ inv(v) = w | |
type 1 or 2 : v.conj().T @ b @ v = I | |
type 3 : v.conj().T @ inv(b) @ v = I | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import eigh | |
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]]) | |
>>> w, v = eigh(A) | |
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) | |
True | |
Request only the eigenvalues | |
>>> w = eigh(A, eigvals_only=True) | |
Request eigenvalues that are less than 10. | |
>>> A = np.array([[34, -4, -10, -7, 2], | |
... [-4, 7, 2, 12, 0], | |
... [-10, 2, 44, 2, -19], | |
... [-7, 12, 2, 79, -34], | |
... [2, 0, -19, -34, 29]]) | |
>>> eigh(A, eigvals_only=True, subset_by_value=[-np.inf, 10]) | |
array([6.69199443e-07, 9.11938152e+00]) | |
Request the second smallest eigenvalue and its eigenvector | |
>>> w, v = eigh(A, subset_by_index=[1, 1]) | |
>>> w | |
array([9.11938152]) | |
>>> v.shape # only a single column is returned | |
(5, 1) | |
""" | |
if turbo is not _NoValue: | |
warnings.warn("Keyword argument 'turbo' is deprecated in favour of '" | |
"driver=gvd' keyword instead and will be removed in " | |
"SciPy 1.14.0.", | |
DeprecationWarning, stacklevel=2) | |
if eigvals is not _NoValue: | |
warnings.warn("Keyword argument 'eigvals' is deprecated in favour of " | |
"'subset_by_index' keyword instead and will be removed " | |
"in SciPy 1.14.0.", | |
DeprecationWarning, stacklevel=2) | |
# set lower | |
uplo = 'L' if lower else 'U' | |
# Set job for Fortran routines | |
_job = 'N' if eigvals_only else 'V' | |
drv_str = [None, "ev", "evd", "evr", "evx", "gv", "gvd", "gvx"] | |
if driver not in drv_str: | |
raise ValueError('"{}" is unknown. Possible values are "None", "{}".' | |
''.format(driver, '", "'.join(drv_str[1:]))) | |
a1 = _asarray_validated(a, check_finite=check_finite) | |
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]: | |
raise ValueError('expected square "a" matrix') | |
overwrite_a = overwrite_a or (_datacopied(a1, a)) | |
cplx = True if iscomplexobj(a1) else False | |
n = a1.shape[0] | |
drv_args = {'overwrite_a': overwrite_a} | |
if b is not None: | |
b1 = _asarray_validated(b, check_finite=check_finite) | |
overwrite_b = overwrite_b or _datacopied(b1, b) | |
if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]: | |
raise ValueError('expected square "b" matrix') | |
if b1.shape != a1.shape: | |
raise ValueError(f"wrong b dimensions {b1.shape}, should be {a1.shape}") | |
if type not in [1, 2, 3]: | |
raise ValueError('"type" keyword only accepts 1, 2, and 3.') | |
cplx = True if iscomplexobj(b1) else (cplx or False) | |
drv_args.update({'overwrite_b': overwrite_b, 'itype': type}) | |
# backwards-compatibility handling | |
subset_by_index = subset_by_index if (eigvals in (None, _NoValue)) else eigvals | |
subset = (subset_by_index is not None) or (subset_by_value is not None) | |
# Both subsets can't be given | |
if subset_by_index and subset_by_value: | |
raise ValueError('Either index or value subset can be requested.') | |
# Take turbo into account if all conditions are met otherwise ignore | |
if turbo not in (None, _NoValue) and b is not None: | |
driver = 'gvx' if subset else 'gvd' | |
# Check indices if given | |
if subset_by_index: | |
lo, hi = (int(x) for x in subset_by_index) | |
if not (0 <= lo <= hi < n): | |
raise ValueError('Requested eigenvalue indices are not valid. ' | |
f'Valid range is [0, {n-1}] and start <= end, but ' | |
f'start={lo}, end={hi} is given') | |
# fortran is 1-indexed | |
drv_args.update({'range': 'I', 'il': lo + 1, 'iu': hi + 1}) | |
if subset_by_value: | |
lo, hi = subset_by_value | |
if not (-inf <= lo < hi <= inf): | |
raise ValueError('Requested eigenvalue bounds are not valid. ' | |
'Valid range is (-inf, inf) and low < high, but ' | |
f'low={lo}, high={hi} is given') | |
drv_args.update({'range': 'V', 'vl': lo, 'vu': hi}) | |
# fix prefix for lapack routines | |
pfx = 'he' if cplx else 'sy' | |
# decide on the driver if not given | |
# first early exit on incompatible choice | |
if driver: | |
if b is None and (driver in ["gv", "gvd", "gvx"]): | |
raise ValueError(f'{driver} requires input b array to be supplied ' | |
'for generalized eigenvalue problems.') | |
if (b is not None) and (driver in ['ev', 'evd', 'evr', 'evx']): | |
raise ValueError(f'"{driver}" does not accept input b array ' | |
'for standard eigenvalue problems.') | |
if subset and (driver in ["ev", "evd", "gv", "gvd"]): | |
raise ValueError(f'"{driver}" cannot compute subsets of eigenvalues') | |
# Default driver is evr and gvd | |
else: | |
driver = "evr" if b is None else ("gvx" if subset else "gvd") | |
lwork_spec = { | |
'syevd': ['lwork', 'liwork'], | |
'syevr': ['lwork', 'liwork'], | |
'heevd': ['lwork', 'liwork', 'lrwork'], | |
'heevr': ['lwork', 'lrwork', 'liwork'], | |
} | |
if b is None: # Standard problem | |
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'), | |
[a1]) | |
clw_args = {'n': n, 'lower': lower} | |
if driver == 'evd': | |
clw_args.update({'compute_v': 0 if _job == "N" else 1}) | |
lw = _compute_lwork(drvlw, **clw_args) | |
# Multiple lwork vars | |
if isinstance(lw, tuple): | |
lwork_args = dict(zip(lwork_spec[pfx+driver], lw)) | |
else: | |
lwork_args = {'lwork': lw} | |
drv_args.update({'lower': lower, 'compute_v': 0 if _job == "N" else 1}) | |
w, v, *other_args, info = drv(a=a1, **drv_args, **lwork_args) | |
else: # Generalized problem | |
# 'gvd' doesn't have lwork query | |
if driver == "gvd": | |
drv = get_lapack_funcs(pfx + "gvd", [a1, b1]) | |
lwork_args = {} | |
else: | |
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'), | |
[a1, b1]) | |
# generalized drivers use uplo instead of lower | |
lw = _compute_lwork(drvlw, n, uplo=uplo) | |
lwork_args = {'lwork': lw} | |
drv_args.update({'uplo': uplo, 'jobz': _job}) | |
w, v, *other_args, info = drv(a=a1, b=b1, **drv_args, **lwork_args) | |
# m is always the first extra argument | |
w = w[:other_args[0]] if subset else w | |
v = v[:, :other_args[0]] if (subset and not eigvals_only) else v | |
# Check if we had a successful exit | |
if info == 0: | |
if eigvals_only: | |
return w | |
else: | |
return w, v | |
else: | |
if info < -1: | |
raise LinAlgError('Illegal value in argument {} of internal {}' | |
''.format(-info, drv.typecode + pfx + driver)) | |
elif info > n: | |
raise LinAlgError(f'The leading minor of order {info-n} of B is not ' | |
'positive definite. The factorization of B ' | |
'could not be completed and no eigenvalues ' | |
'or eigenvectors were computed.') | |
else: | |
drv_err = {'ev': 'The algorithm failed to converge; {} ' | |
'off-diagonal elements of an intermediate ' | |
'tridiagonal form did not converge to zero.', | |
'evx': '{} eigenvectors failed to converge.', | |
'evd': 'The algorithm failed to compute an eigenvalue ' | |
'while working on the submatrix lying in rows ' | |
'and columns {0}/{1} through mod({0},{1}).', | |
'evr': 'Internal Error.' | |
} | |
if driver in ['ev', 'gv']: | |
msg = drv_err['ev'].format(info) | |
elif driver in ['evx', 'gvx']: | |
msg = drv_err['evx'].format(info) | |
elif driver in ['evd', 'gvd']: | |
if eigvals_only: | |
msg = drv_err['ev'].format(info) | |
else: | |
msg = drv_err['evd'].format(info, n+1) | |
else: | |
msg = drv_err['evr'] | |
raise LinAlgError(msg) | |
_conv_dict = {0: 0, 1: 1, 2: 2, | |
'all': 0, 'value': 1, 'index': 2, | |
'a': 0, 'v': 1, 'i': 2} | |
def _check_select(select, select_range, max_ev, max_len): | |
"""Check that select is valid, convert to Fortran style.""" | |
if isinstance(select, str): | |
select = select.lower() | |
try: | |
select = _conv_dict[select] | |
except KeyError as e: | |
raise ValueError('invalid argument for select') from e | |
vl, vu = 0., 1. | |
il = iu = 1 | |
if select != 0: # (non-all) | |
sr = asarray(select_range) | |
if sr.ndim != 1 or sr.size != 2 or sr[1] < sr[0]: | |
raise ValueError('select_range must be a 2-element array-like ' | |
'in nondecreasing order') | |
if select == 1: # (value) | |
vl, vu = sr | |
if max_ev == 0: | |
max_ev = max_len | |
else: # 2 (index) | |
if sr.dtype.char.lower() not in 'hilqp': | |
raise ValueError( | |
f'when using select="i", select_range must ' | |
f'contain integers, got dtype {sr.dtype} ({sr.dtype.char})' | |
) | |
# translate Python (0 ... N-1) into Fortran (1 ... N) with + 1 | |
il, iu = sr + 1 | |
if min(il, iu) < 1 or max(il, iu) > max_len: | |
raise ValueError('select_range out of bounds') | |
max_ev = iu - il + 1 | |
return select, vl, vu, il, iu, max_ev | |
def eig_banded(a_band, lower=False, eigvals_only=False, overwrite_a_band=False, | |
select='a', select_range=None, max_ev=0, check_finite=True): | |
""" | |
Solve real symmetric or complex Hermitian band matrix eigenvalue problem. | |
Find eigenvalues w and optionally right eigenvectors v of a:: | |
a v[:,i] = w[i] v[:,i] | |
v.H v = identity | |
The matrix a is stored in a_band either in lower diagonal or upper | |
diagonal ordered form: | |
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j) | |
a_band[ i - j, j] == a[i,j] (if lower form; i >= j) | |
where u is the number of bands above the diagonal. | |
Example of a_band (shape of a is (6,6), u=2):: | |
upper form: | |
* * a02 a13 a24 a35 | |
* a01 a12 a23 a34 a45 | |
a00 a11 a22 a33 a44 a55 | |
lower form: | |
a00 a11 a22 a33 a44 a55 | |
a10 a21 a32 a43 a54 * | |
a20 a31 a42 a53 * * | |
Cells marked with * are not used. | |
Parameters | |
---------- | |
a_band : (u+1, M) array_like | |
The bands of the M by M matrix a. | |
lower : bool, optional | |
Is the matrix in the lower form. (Default is upper form) | |
eigvals_only : bool, optional | |
Compute only the eigenvalues and no eigenvectors. | |
(Default: calculate also eigenvectors) | |
overwrite_a_band : bool, optional | |
Discard data in a_band (may enhance performance) | |
select : {'a', 'v', 'i'}, optional | |
Which eigenvalues to calculate | |
====== ======================================== | |
select calculated | |
====== ======================================== | |
'a' All eigenvalues | |
'v' Eigenvalues in the interval (min, max] | |
'i' Eigenvalues with indices min <= i <= max | |
====== ======================================== | |
select_range : (min, max), optional | |
Range of selected eigenvalues | |
max_ev : int, optional | |
For select=='v', maximum number of eigenvalues expected. | |
For other values of select, has no meaning. | |
In doubt, leave this parameter untouched. | |
check_finite : bool, optional | |
Whether to check that the input matrix contains only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Returns | |
------- | |
w : (M,) ndarray | |
The eigenvalues, in ascending order, each repeated according to its | |
multiplicity. | |
v : (M, M) float or complex ndarray | |
The normalized eigenvector corresponding to the eigenvalue w[i] is | |
the column v[:,i]. Only returned if ``eigvals_only=False``. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge. | |
See Also | |
-------- | |
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices | |
eig : eigenvalues and right eigenvectors of general arrays. | |
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays | |
eigh_tridiagonal : eigenvalues and right eigenvectors for | |
symmetric/Hermitian tridiagonal matrices | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import eig_banded | |
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]]) | |
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]]) | |
>>> w, v = eig_banded(Ab, lower=True) | |
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) | |
True | |
>>> w = eig_banded(Ab, lower=True, eigvals_only=True) | |
>>> w | |
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359]) | |
Request only the eigenvalues between ``[-3, 4]`` | |
>>> w, v = eig_banded(Ab, lower=True, select='v', select_range=[-3, 4]) | |
>>> w | |
array([-2.22987175, 3.95222349]) | |
""" | |
if eigvals_only or overwrite_a_band: | |
a1 = _asarray_validated(a_band, check_finite=check_finite) | |
overwrite_a_band = overwrite_a_band or (_datacopied(a1, a_band)) | |
else: | |
a1 = array(a_band) | |
if issubclass(a1.dtype.type, inexact) and not isfinite(a1).all(): | |
raise ValueError("array must not contain infs or NaNs") | |
overwrite_a_band = 1 | |
if len(a1.shape) != 2: | |
raise ValueError('expected a 2-D array') | |
select, vl, vu, il, iu, max_ev = _check_select( | |
select, select_range, max_ev, a1.shape[1]) | |
del select_range | |
if select == 0: | |
if a1.dtype.char in 'GFD': | |
# FIXME: implement this somewhen, for now go with builtin values | |
# FIXME: calc optimal lwork by calling ?hbevd(lwork=-1) | |
# or by using calc_lwork.f ??? | |
# lwork = calc_lwork.hbevd(bevd.typecode, a1.shape[0], lower) | |
internal_name = 'hbevd' | |
else: # a1.dtype.char in 'fd': | |
# FIXME: implement this somewhen, for now go with builtin values | |
# see above | |
# lwork = calc_lwork.sbevd(bevd.typecode, a1.shape[0], lower) | |
internal_name = 'sbevd' | |
bevd, = get_lapack_funcs((internal_name,), (a1,)) | |
w, v, info = bevd(a1, compute_v=not eigvals_only, | |
lower=lower, overwrite_ab=overwrite_a_band) | |
else: # select in [1, 2] | |
if eigvals_only: | |
max_ev = 1 | |
# calculate optimal abstol for dsbevx (see manpage) | |
if a1.dtype.char in 'fF': # single precision | |
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='f'),)) | |
else: | |
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='d'),)) | |
abstol = 2 * lamch('s') | |
if a1.dtype.char in 'GFD': | |
internal_name = 'hbevx' | |
else: # a1.dtype.char in 'gfd' | |
internal_name = 'sbevx' | |
bevx, = get_lapack_funcs((internal_name,), (a1,)) | |
w, v, m, ifail, info = bevx( | |
a1, vl, vu, il, iu, compute_v=not eigvals_only, mmax=max_ev, | |
range=select, lower=lower, overwrite_ab=overwrite_a_band, | |
abstol=abstol) | |
# crop off w and v | |
w = w[:m] | |
if not eigvals_only: | |
v = v[:, :m] | |
_check_info(info, internal_name) | |
if eigvals_only: | |
return w | |
return w, v | |
def eigvals(a, b=None, overwrite_a=False, check_finite=True, | |
homogeneous_eigvals=False): | |
""" | |
Compute eigenvalues from an ordinary or generalized eigenvalue problem. | |
Find eigenvalues of a general matrix:: | |
a vr[:,i] = w[i] b vr[:,i] | |
Parameters | |
---------- | |
a : (M, M) array_like | |
A complex or real matrix whose eigenvalues and eigenvectors | |
will be computed. | |
b : (M, M) array_like, optional | |
Right-hand side matrix in a generalized eigenvalue problem. | |
If omitted, identity matrix is assumed. | |
overwrite_a : bool, optional | |
Whether to overwrite data in a (may improve performance) | |
check_finite : bool, optional | |
Whether to check that the input matrices contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities | |
or NaNs. | |
homogeneous_eigvals : bool, optional | |
If True, return the eigenvalues in homogeneous coordinates. | |
In this case ``w`` is a (2, M) array so that:: | |
w[1,i] a vr[:,i] = w[0,i] b vr[:,i] | |
Default is False. | |
Returns | |
------- | |
w : (M,) or (2, M) double or complex ndarray | |
The eigenvalues, each repeated according to its multiplicity | |
but not in any specific order. The shape is (M,) unless | |
``homogeneous_eigvals=True``. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge | |
See Also | |
-------- | |
eig : eigenvalues and right eigenvectors of general arrays. | |
eigvalsh : eigenvalues of symmetric or Hermitian arrays | |
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices | |
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal | |
matrices | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import linalg | |
>>> a = np.array([[0., -1.], [1., 0.]]) | |
>>> linalg.eigvals(a) | |
array([0.+1.j, 0.-1.j]) | |
>>> b = np.array([[0., 1.], [1., 1.]]) | |
>>> linalg.eigvals(a, b) | |
array([ 1.+0.j, -1.+0.j]) | |
>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]]) | |
>>> linalg.eigvals(a, homogeneous_eigvals=True) | |
array([[3.+0.j, 8.+0.j, 7.+0.j], | |
[1.+0.j, 1.+0.j, 1.+0.j]]) | |
""" | |
return eig(a, b=b, left=0, right=0, overwrite_a=overwrite_a, | |
check_finite=check_finite, | |
homogeneous_eigvals=homogeneous_eigvals) | |
def eigvalsh(a, b=None, *, lower=True, overwrite_a=False, | |
overwrite_b=False, turbo=_NoValue, eigvals=_NoValue, type=1, | |
check_finite=True, subset_by_index=None, subset_by_value=None, | |
driver=None): | |
""" | |
Solves a standard or generalized eigenvalue problem for a complex | |
Hermitian or real symmetric matrix. | |
Find eigenvalues array ``w`` of array ``a``, where ``b`` is positive | |
definite such that for every eigenvalue λ (i-th entry of w) and its | |
eigenvector vi (i-th column of v) satisfies:: | |
a @ vi = λ * b @ vi | |
vi.conj().T @ a @ vi = λ | |
vi.conj().T @ b @ vi = 1 | |
In the standard problem, b is assumed to be the identity matrix. | |
Parameters | |
---------- | |
a : (M, M) array_like | |
A complex Hermitian or real symmetric matrix whose eigenvalues will | |
be computed. | |
b : (M, M) array_like, optional | |
A complex Hermitian or real symmetric definite positive matrix in. | |
If omitted, identity matrix is assumed. | |
lower : bool, optional | |
Whether the pertinent array data is taken from the lower or upper | |
triangle of ``a`` and, if applicable, ``b``. (Default: lower) | |
overwrite_a : bool, optional | |
Whether to overwrite data in ``a`` (may improve performance). Default | |
is False. | |
overwrite_b : bool, optional | |
Whether to overwrite data in ``b`` (may improve performance). Default | |
is False. | |
type : int, optional | |
For the generalized problems, this keyword specifies the problem type | |
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible | |
inputs):: | |
1 => a @ v = w @ b @ v | |
2 => a @ b @ v = w @ v | |
3 => b @ a @ v = w @ v | |
This keyword is ignored for standard problems. | |
check_finite : bool, optional | |
Whether to check that the input matrices contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
subset_by_index : iterable, optional | |
If provided, this two-element iterable defines the start and the end | |
indices of the desired eigenvalues (ascending order and 0-indexed). | |
To return only the second smallest to fifth smallest eigenvalues, | |
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only | |
available with "evr", "evx", and "gvx" drivers. The entries are | |
directly converted to integers via ``int()``. | |
subset_by_value : iterable, optional | |
If provided, this two-element iterable defines the half-open interval | |
``(a, b]`` that, if any, only the eigenvalues between these values | |
are returned. Only available with "evr", "evx", and "gvx" drivers. Use | |
``np.inf`` for the unconstrained ends. | |
driver : str, optional | |
Defines which LAPACK driver should be used. Valid options are "ev", | |
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for | |
generalized (where b is not None) problems. See the Notes section of | |
`scipy.linalg.eigh`. | |
turbo : bool, optional, deprecated | |
.. deprecated:: 1.5.0 | |
'eigvalsh' keyword argument `turbo` is deprecated in favor of | |
``driver=gvd`` option and will be removed in SciPy 1.14.0. | |
eigvals : tuple (lo, hi), optional | |
.. deprecated:: 1.5.0 | |
'eigvalsh' keyword argument `eigvals` is deprecated in favor of | |
`subset_by_index` option and will be removed in SciPy 1.14.0. | |
Returns | |
------- | |
w : (N,) ndarray | |
The N (N<=M) selected eigenvalues, in ascending order, each | |
repeated according to its multiplicity. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge, an error occurred, or | |
b matrix is not definite positive. Note that if input matrices are | |
not symmetric or Hermitian, no error will be reported but results will | |
be wrong. | |
See Also | |
-------- | |
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays | |
eigvals : eigenvalues of general arrays | |
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices | |
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal | |
matrices | |
Notes | |
----- | |
This function does not check the input array for being Hermitian/symmetric | |
in order to allow for representing arrays with only their upper/lower | |
triangular parts. | |
This function serves as a one-liner shorthand for `scipy.linalg.eigh` with | |
the option ``eigvals_only=True`` to get the eigenvalues and not the | |
eigenvectors. Here it is kept as a legacy convenience. It might be | |
beneficial to use the main function to have full control and to be a bit | |
more pythonic. | |
Examples | |
-------- | |
For more examples see `scipy.linalg.eigh`. | |
>>> import numpy as np | |
>>> from scipy.linalg import eigvalsh | |
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]]) | |
>>> w = eigvalsh(A) | |
>>> w | |
array([-3.74637491, -0.76263923, 6.08502336, 12.42399079]) | |
""" | |
return eigh(a, b=b, lower=lower, eigvals_only=True, | |
overwrite_a=overwrite_a, overwrite_b=overwrite_b, | |
turbo=turbo, eigvals=eigvals, type=type, | |
check_finite=check_finite, subset_by_index=subset_by_index, | |
subset_by_value=subset_by_value, driver=driver) | |
def eigvals_banded(a_band, lower=False, overwrite_a_band=False, | |
select='a', select_range=None, check_finite=True): | |
""" | |
Solve real symmetric or complex Hermitian band matrix eigenvalue problem. | |
Find eigenvalues w of a:: | |
a v[:,i] = w[i] v[:,i] | |
v.H v = identity | |
The matrix a is stored in a_band either in lower diagonal or upper | |
diagonal ordered form: | |
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j) | |
a_band[ i - j, j] == a[i,j] (if lower form; i >= j) | |
where u is the number of bands above the diagonal. | |
Example of a_band (shape of a is (6,6), u=2):: | |
upper form: | |
* * a02 a13 a24 a35 | |
* a01 a12 a23 a34 a45 | |
a00 a11 a22 a33 a44 a55 | |
lower form: | |
a00 a11 a22 a33 a44 a55 | |
a10 a21 a32 a43 a54 * | |
a20 a31 a42 a53 * * | |
Cells marked with * are not used. | |
Parameters | |
---------- | |
a_band : (u+1, M) array_like | |
The bands of the M by M matrix a. | |
lower : bool, optional | |
Is the matrix in the lower form. (Default is upper form) | |
overwrite_a_band : bool, optional | |
Discard data in a_band (may enhance performance) | |
select : {'a', 'v', 'i'}, optional | |
Which eigenvalues to calculate | |
====== ======================================== | |
select calculated | |
====== ======================================== | |
'a' All eigenvalues | |
'v' Eigenvalues in the interval (min, max] | |
'i' Eigenvalues with indices min <= i <= max | |
====== ======================================== | |
select_range : (min, max), optional | |
Range of selected eigenvalues | |
check_finite : bool, optional | |
Whether to check that the input matrix contains only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Returns | |
------- | |
w : (M,) ndarray | |
The eigenvalues, in ascending order, each repeated according to its | |
multiplicity. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge. | |
See Also | |
-------- | |
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian | |
band matrices | |
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal | |
matrices | |
eigvals : eigenvalues of general arrays | |
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays | |
eig : eigenvalues and right eigenvectors for non-symmetric arrays | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import eigvals_banded | |
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]]) | |
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]]) | |
>>> w = eigvals_banded(Ab, lower=True) | |
>>> w | |
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359]) | |
""" | |
return eig_banded(a_band, lower=lower, eigvals_only=1, | |
overwrite_a_band=overwrite_a_band, select=select, | |
select_range=select_range, check_finite=check_finite) | |
def eigvalsh_tridiagonal(d, e, select='a', select_range=None, | |
check_finite=True, tol=0., lapack_driver='auto'): | |
""" | |
Solve eigenvalue problem for a real symmetric tridiagonal matrix. | |
Find eigenvalues `w` of ``a``:: | |
a v[:,i] = w[i] v[:,i] | |
v.H v = identity | |
For a real symmetric matrix ``a`` with diagonal elements `d` and | |
off-diagonal elements `e`. | |
Parameters | |
---------- | |
d : ndarray, shape (ndim,) | |
The diagonal elements of the array. | |
e : ndarray, shape (ndim-1,) | |
The off-diagonal elements of the array. | |
select : {'a', 'v', 'i'}, optional | |
Which eigenvalues to calculate | |
====== ======================================== | |
select calculated | |
====== ======================================== | |
'a' All eigenvalues | |
'v' Eigenvalues in the interval (min, max] | |
'i' Eigenvalues with indices min <= i <= max | |
====== ======================================== | |
select_range : (min, max), optional | |
Range of selected eigenvalues | |
check_finite : bool, optional | |
Whether to check that the input matrix contains only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
tol : float | |
The absolute tolerance to which each eigenvalue is required | |
(only used when ``lapack_driver='stebz'``). | |
An eigenvalue (or cluster) is considered to have converged if it | |
lies in an interval of this width. If <= 0. (default), | |
the value ``eps*|a|`` is used where eps is the machine precision, | |
and ``|a|`` is the 1-norm of the matrix ``a``. | |
lapack_driver : str | |
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf', | |
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'`` | |
and 'stebz' otherwise. 'sterf' and 'stev' can only be used when | |
``select='a'``. | |
Returns | |
------- | |
w : (M,) ndarray | |
The eigenvalues, in ascending order, each repeated according to its | |
multiplicity. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge. | |
See Also | |
-------- | |
eigh_tridiagonal : eigenvalues and right eiegenvectors for | |
symmetric/Hermitian tridiagonal matrices | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import eigvalsh_tridiagonal, eigvalsh | |
>>> d = 3*np.ones(4) | |
>>> e = -1*np.ones(3) | |
>>> w = eigvalsh_tridiagonal(d, e) | |
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1) | |
>>> w2 = eigvalsh(A) # Verify with other eigenvalue routines | |
>>> np.allclose(w - w2, np.zeros(4)) | |
True | |
""" | |
return eigh_tridiagonal( | |
d, e, eigvals_only=True, select=select, select_range=select_range, | |
check_finite=check_finite, tol=tol, lapack_driver=lapack_driver) | |
def eigh_tridiagonal(d, e, eigvals_only=False, select='a', select_range=None, | |
check_finite=True, tol=0., lapack_driver='auto'): | |
""" | |
Solve eigenvalue problem for a real symmetric tridiagonal matrix. | |
Find eigenvalues `w` and optionally right eigenvectors `v` of ``a``:: | |
a v[:,i] = w[i] v[:,i] | |
v.H v = identity | |
For a real symmetric matrix ``a`` with diagonal elements `d` and | |
off-diagonal elements `e`. | |
Parameters | |
---------- | |
d : ndarray, shape (ndim,) | |
The diagonal elements of the array. | |
e : ndarray, shape (ndim-1,) | |
The off-diagonal elements of the array. | |
eigvals_only : bool, optional | |
Compute only the eigenvalues and no eigenvectors. | |
(Default: calculate also eigenvectors) | |
select : {'a', 'v', 'i'}, optional | |
Which eigenvalues to calculate | |
====== ======================================== | |
select calculated | |
====== ======================================== | |
'a' All eigenvalues | |
'v' Eigenvalues in the interval (min, max] | |
'i' Eigenvalues with indices min <= i <= max | |
====== ======================================== | |
select_range : (min, max), optional | |
Range of selected eigenvalues | |
check_finite : bool, optional | |
Whether to check that the input matrix contains only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
tol : float | |
The absolute tolerance to which each eigenvalue is required | |
(only used when 'stebz' is the `lapack_driver`). | |
An eigenvalue (or cluster) is considered to have converged if it | |
lies in an interval of this width. If <= 0. (default), | |
the value ``eps*|a|`` is used where eps is the machine precision, | |
and ``|a|`` is the 1-norm of the matrix ``a``. | |
lapack_driver : str | |
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf', | |
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'`` | |
and 'stebz' otherwise. When 'stebz' is used to find the eigenvalues and | |
``eigvals_only=False``, then a second LAPACK call (to ``?STEIN``) is | |
used to find the corresponding eigenvectors. 'sterf' can only be | |
used when ``eigvals_only=True`` and ``select='a'``. 'stev' can only | |
be used when ``select='a'``. | |
Returns | |
------- | |
w : (M,) ndarray | |
The eigenvalues, in ascending order, each repeated according to its | |
multiplicity. | |
v : (M, M) ndarray | |
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is | |
the column ``v[:,i]``. Only returned if ``eigvals_only=False``. | |
Raises | |
------ | |
LinAlgError | |
If eigenvalue computation does not converge. | |
See Also | |
-------- | |
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal | |
matrices | |
eig : eigenvalues and right eigenvectors for non-symmetric arrays | |
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays | |
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian | |
band matrices | |
Notes | |
----- | |
This function makes use of LAPACK ``S/DSTEMR`` routines. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import eigh_tridiagonal | |
>>> d = 3*np.ones(4) | |
>>> e = -1*np.ones(3) | |
>>> w, v = eigh_tridiagonal(d, e) | |
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1) | |
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) | |
True | |
""" | |
d = _asarray_validated(d, check_finite=check_finite) | |
e = _asarray_validated(e, check_finite=check_finite) | |
for check in (d, e): | |
if check.ndim != 1: | |
raise ValueError('expected a 1-D array') | |
if check.dtype.char in 'GFD': # complex | |
raise TypeError('Only real arrays currently supported') | |
if d.size != e.size + 1: | |
raise ValueError(f'd ({d.size}) must have one more element than e ({e.size})') | |
select, vl, vu, il, iu, _ = _check_select( | |
select, select_range, 0, d.size) | |
if not isinstance(lapack_driver, str): | |
raise TypeError('lapack_driver must be str') | |
drivers = ('auto', 'stemr', 'sterf', 'stebz', 'stev') | |
if lapack_driver not in drivers: | |
raise ValueError(f'lapack_driver must be one of {drivers}, ' | |
f'got {lapack_driver}') | |
if lapack_driver == 'auto': | |
lapack_driver = 'stemr' if select == 0 else 'stebz' | |
# Quick exit for 1x1 case | |
if len(d) == 1: | |
if select == 1 and (not (vl < d[0] <= vu)): # request by value | |
w = array([]) | |
v = empty([1, 0], dtype=d.dtype) | |
else: # all and request by index | |
w = array([d[0]], dtype=d.dtype) | |
v = array([[1.]], dtype=d.dtype) | |
if eigvals_only: | |
return w | |
else: | |
return w, v | |
func, = get_lapack_funcs((lapack_driver,), (d, e)) | |
compute_v = not eigvals_only | |
if lapack_driver == 'sterf': | |
if select != 0: | |
raise ValueError('sterf can only be used when select == "a"') | |
if not eigvals_only: | |
raise ValueError('sterf can only be used when eigvals_only is ' | |
'True') | |
w, info = func(d, e) | |
m = len(w) | |
elif lapack_driver == 'stev': | |
if select != 0: | |
raise ValueError('stev can only be used when select == "a"') | |
w, v, info = func(d, e, compute_v=compute_v) | |
m = len(w) | |
elif lapack_driver == 'stebz': | |
tol = float(tol) | |
internal_name = 'stebz' | |
stebz, = get_lapack_funcs((internal_name,), (d, e)) | |
# If getting eigenvectors, needs to be block-ordered (B) instead of | |
# matrix-ordered (E), and we will reorder later | |
order = 'E' if eigvals_only else 'B' | |
m, w, iblock, isplit, info = stebz(d, e, select, vl, vu, il, iu, tol, | |
order) | |
else: # 'stemr' | |
# ?STEMR annoyingly requires size N instead of N-1 | |
e_ = empty(e.size+1, e.dtype) | |
e_[:-1] = e | |
stemr_lwork, = get_lapack_funcs(('stemr_lwork',), (d, e)) | |
lwork, liwork, info = stemr_lwork(d, e_, select, vl, vu, il, iu, | |
compute_v=compute_v) | |
_check_info(info, 'stemr_lwork') | |
m, w, v, info = func(d, e_, select, vl, vu, il, iu, | |
compute_v=compute_v, lwork=lwork, liwork=liwork) | |
_check_info(info, lapack_driver + ' (eigh_tridiagonal)') | |
w = w[:m] | |
if eigvals_only: | |
return w | |
else: | |
# Do we still need to compute the eigenvalues? | |
if lapack_driver == 'stebz': | |
func, = get_lapack_funcs(('stein',), (d, e)) | |
v, info = func(d, e, w, iblock, isplit) | |
_check_info(info, 'stein (eigh_tridiagonal)', | |
positive='%d eigenvectors failed to converge') | |
# Convert block-order to matrix-order | |
order = argsort(w) | |
w, v = w[order], v[:, order] | |
else: | |
v = v[:, :m] | |
return w, v | |
def _check_info(info, driver, positive='did not converge (LAPACK info=%d)'): | |
"""Check info return value.""" | |
if info < 0: | |
raise ValueError('illegal value in argument %d of internal %s' | |
% (-info, driver)) | |
if info > 0 and positive: | |
raise LinAlgError(("%s " + positive) % (driver, info,)) | |
def hessenberg(a, calc_q=False, overwrite_a=False, check_finite=True): | |
""" | |
Compute Hessenberg form of a matrix. | |
The Hessenberg decomposition is:: | |
A = Q H Q^H | |
where `Q` is unitary/orthogonal and `H` has only zero elements below | |
the first sub-diagonal. | |
Parameters | |
---------- | |
a : (M, M) array_like | |
Matrix to bring into Hessenberg form. | |
calc_q : bool, optional | |
Whether to compute the transformation matrix. Default is False. | |
overwrite_a : bool, optional | |
Whether to overwrite `a`; may improve performance. | |
Default is False. | |
check_finite : bool, optional | |
Whether to check that the input matrix contains only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Returns | |
------- | |
H : (M, M) ndarray | |
Hessenberg form of `a`. | |
Q : (M, M) ndarray | |
Unitary/orthogonal similarity transformation matrix ``A = Q H Q^H``. | |
Only returned if ``calc_q=True``. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import hessenberg | |
>>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]]) | |
>>> H, Q = hessenberg(A, calc_q=True) | |
>>> H | |
array([[ 2. , -11.65843866, 1.42005301, 0.25349066], | |
[ -9.94987437, 14.53535354, -5.31022304, 2.43081618], | |
[ 0. , -1.83299243, 0.38969961, -0.51527034], | |
[ 0. , 0. , -3.83189513, 1.07494686]]) | |
>>> np.allclose(Q @ H @ Q.conj().T - A, np.zeros((4, 4))) | |
True | |
""" | |
a1 = _asarray_validated(a, check_finite=check_finite) | |
if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]): | |
raise ValueError('expected square matrix') | |
overwrite_a = overwrite_a or (_datacopied(a1, a)) | |
# if 2x2 or smaller: already in Hessenberg | |
if a1.shape[0] <= 2: | |
if calc_q: | |
return a1, eye(a1.shape[0]) | |
return a1 | |
gehrd, gebal, gehrd_lwork = get_lapack_funcs(('gehrd', 'gebal', | |
'gehrd_lwork'), (a1,)) | |
ba, lo, hi, pivscale, info = gebal(a1, permute=0, overwrite_a=overwrite_a) | |
_check_info(info, 'gebal (hessenberg)', positive=False) | |
n = len(a1) | |
lwork = _compute_lwork(gehrd_lwork, ba.shape[0], lo=lo, hi=hi) | |
hq, tau, info = gehrd(ba, lo=lo, hi=hi, lwork=lwork, overwrite_a=1) | |
_check_info(info, 'gehrd (hessenberg)', positive=False) | |
h = numpy.triu(hq, -1) | |
if not calc_q: | |
return h | |
# use orghr/unghr to compute q | |
orghr, orghr_lwork = get_lapack_funcs(('orghr', 'orghr_lwork'), (a1,)) | |
lwork = _compute_lwork(orghr_lwork, n, lo=lo, hi=hi) | |
q, info = orghr(a=hq, tau=tau, lo=lo, hi=hi, lwork=lwork, overwrite_a=1) | |
_check_info(info, 'orghr (hessenberg)', positive=False) | |
return h, q | |
def cdf2rdf(w, v): | |
""" | |
Converts complex eigenvalues ``w`` and eigenvectors ``v`` to real | |
eigenvalues in a block diagonal form ``wr`` and the associated real | |
eigenvectors ``vr``, such that:: | |
vr @ wr = X @ vr | |
continues to hold, where ``X`` is the original array for which ``w`` and | |
``v`` are the eigenvalues and eigenvectors. | |
.. versionadded:: 1.1.0 | |
Parameters | |
---------- | |
w : (..., M) array_like | |
Complex or real eigenvalues, an array or stack of arrays | |
Conjugate pairs must not be interleaved, else the wrong result | |
will be produced. So ``[1+1j, 1, 1-1j]`` will give a correct result, | |
but ``[1+1j, 2+1j, 1-1j, 2-1j]`` will not. | |
v : (..., M, M) array_like | |
Complex or real eigenvectors, a square array or stack of square arrays. | |
Returns | |
------- | |
wr : (..., M, M) ndarray | |
Real diagonal block form of eigenvalues | |
vr : (..., M, M) ndarray | |
Real eigenvectors associated with ``wr`` | |
See Also | |
-------- | |
eig : Eigenvalues and right eigenvectors for non-symmetric arrays | |
rsf2csf : Convert real Schur form to complex Schur form | |
Notes | |
----- | |
``w``, ``v`` must be the eigenstructure for some *real* matrix ``X``. | |
For example, obtained by ``w, v = scipy.linalg.eig(X)`` or | |
``w, v = numpy.linalg.eig(X)`` in which case ``X`` can also represent | |
stacked arrays. | |
.. versionadded:: 1.1.0 | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]]) | |
>>> X | |
array([[ 1, 2, 3], | |
[ 0, 4, 5], | |
[ 0, -5, 4]]) | |
>>> from scipy import linalg | |
>>> w, v = linalg.eig(X) | |
>>> w | |
array([ 1.+0.j, 4.+5.j, 4.-5.j]) | |
>>> v | |
array([[ 1.00000+0.j , -0.01906-0.40016j, -0.01906+0.40016j], | |
[ 0.00000+0.j , 0.00000-0.64788j, 0.00000+0.64788j], | |
[ 0.00000+0.j , 0.64788+0.j , 0.64788-0.j ]]) | |
>>> wr, vr = linalg.cdf2rdf(w, v) | |
>>> wr | |
array([[ 1., 0., 0.], | |
[ 0., 4., 5.], | |
[ 0., -5., 4.]]) | |
>>> vr | |
array([[ 1. , 0.40016, -0.01906], | |
[ 0. , 0.64788, 0. ], | |
[ 0. , 0. , 0.64788]]) | |
>>> vr @ wr | |
array([[ 1. , 1.69593, 1.9246 ], | |
[ 0. , 2.59153, 3.23942], | |
[ 0. , -3.23942, 2.59153]]) | |
>>> X @ vr | |
array([[ 1. , 1.69593, 1.9246 ], | |
[ 0. , 2.59153, 3.23942], | |
[ 0. , -3.23942, 2.59153]]) | |
""" | |
w, v = _asarray_validated(w), _asarray_validated(v) | |
# check dimensions | |
if w.ndim < 1: | |
raise ValueError('expected w to be at least 1D') | |
if v.ndim < 2: | |
raise ValueError('expected v to be at least 2D') | |
if v.ndim != w.ndim + 1: | |
raise ValueError('expected eigenvectors array to have exactly one ' | |
'dimension more than eigenvalues array') | |
# check shapes | |
n = w.shape[-1] | |
M = w.shape[:-1] | |
if v.shape[-2] != v.shape[-1]: | |
raise ValueError('expected v to be a square matrix or stacked square ' | |
'matrices: v.shape[-2] = v.shape[-1]') | |
if v.shape[-1] != n: | |
raise ValueError('expected the same number of eigenvalues as ' | |
'eigenvectors') | |
# get indices for each first pair of complex eigenvalues | |
complex_mask = iscomplex(w) | |
n_complex = complex_mask.sum(axis=-1) | |
# check if all complex eigenvalues have conjugate pairs | |
if not (n_complex % 2 == 0).all(): | |
raise ValueError('expected complex-conjugate pairs of eigenvalues') | |
# find complex indices | |
idx = nonzero(complex_mask) | |
idx_stack = idx[:-1] | |
idx_elem = idx[-1] | |
# filter them to conjugate indices, assuming pairs are not interleaved | |
j = idx_elem[0::2] | |
k = idx_elem[1::2] | |
stack_ind = () | |
for i in idx_stack: | |
# should never happen, assuming nonzero orders by the last axis | |
assert (i[0::2] == i[1::2]).all(), \ | |
"Conjugate pair spanned different arrays!" | |
stack_ind += (i[0::2],) | |
# all eigenvalues to diagonal form | |
wr = zeros(M + (n, n), dtype=w.real.dtype) | |
di = range(n) | |
wr[..., di, di] = w.real | |
# complex eigenvalues to real block diagonal form | |
wr[stack_ind + (j, k)] = w[stack_ind + (j,)].imag | |
wr[stack_ind + (k, j)] = w[stack_ind + (k,)].imag | |
# compute real eigenvectors associated with real block diagonal eigenvalues | |
u = zeros(M + (n, n), dtype=numpy.cdouble) | |
u[..., di, di] = 1.0 | |
u[stack_ind + (j, j)] = 0.5j | |
u[stack_ind + (j, k)] = 0.5 | |
u[stack_ind + (k, j)] = -0.5j | |
u[stack_ind + (k, k)] = 0.5 | |
# multiply matrices v and u (equivalent to v @ u) | |
vr = einsum('...ij,...jk->...ik', v, u).real | |
return wr, vr | |