peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/_decomp_polar.py
import numpy as np | |
from scipy.linalg import svd | |
__all__ = ['polar'] | |
def polar(a, side="right"): | |
""" | |
Compute the polar decomposition. | |
Returns the factors of the polar decomposition [1]_ `u` and `p` such | |
that ``a = up`` (if `side` is "right") or ``a = pu`` (if `side` is | |
"left"), where `p` is positive semidefinite. Depending on the shape | |
of `a`, either the rows or columns of `u` are orthonormal. When `a` | |
is a square array, `u` is a square unitary array. When `a` is not | |
square, the "canonical polar decomposition" [2]_ is computed. | |
Parameters | |
---------- | |
a : (m, n) array_like | |
The array to be factored. | |
side : {'left', 'right'}, optional | |
Determines whether a right or left polar decomposition is computed. | |
If `side` is "right", then ``a = up``. If `side` is "left", then | |
``a = pu``. The default is "right". | |
Returns | |
------- | |
u : (m, n) ndarray | |
If `a` is square, then `u` is unitary. If m > n, then the columns | |
of `a` are orthonormal, and if m < n, then the rows of `u` are | |
orthonormal. | |
p : ndarray | |
`p` is Hermitian positive semidefinite. If `a` is nonsingular, `p` | |
is positive definite. The shape of `p` is (n, n) or (m, m), depending | |
on whether `side` is "right" or "left", respectively. | |
References | |
---------- | |
.. [1] R. A. Horn and C. R. Johnson, "Matrix Analysis", Cambridge | |
University Press, 1985. | |
.. [2] N. J. Higham, "Functions of Matrices: Theory and Computation", | |
SIAM, 2008. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import polar | |
>>> a = np.array([[1, -1], [2, 4]]) | |
>>> u, p = polar(a) | |
>>> u | |
array([[ 0.85749293, -0.51449576], | |
[ 0.51449576, 0.85749293]]) | |
>>> p | |
array([[ 1.88648444, 1.2004901 ], | |
[ 1.2004901 , 3.94446746]]) | |
A non-square example, with m < n: | |
>>> b = np.array([[0.5, 1, 2], [1.5, 3, 4]]) | |
>>> u, p = polar(b) | |
>>> u | |
array([[-0.21196618, -0.42393237, 0.88054056], | |
[ 0.39378971, 0.78757942, 0.4739708 ]]) | |
>>> p | |
array([[ 0.48470147, 0.96940295, 1.15122648], | |
[ 0.96940295, 1.9388059 , 2.30245295], | |
[ 1.15122648, 2.30245295, 3.65696431]]) | |
>>> u.dot(p) # Verify the decomposition. | |
array([[ 0.5, 1. , 2. ], | |
[ 1.5, 3. , 4. ]]) | |
>>> u.dot(u.T) # The rows of u are orthonormal. | |
array([[ 1.00000000e+00, -2.07353665e-17], | |
[ -2.07353665e-17, 1.00000000e+00]]) | |
Another non-square example, with m > n: | |
>>> c = b.T | |
>>> u, p = polar(c) | |
>>> u | |
array([[-0.21196618, 0.39378971], | |
[-0.42393237, 0.78757942], | |
[ 0.88054056, 0.4739708 ]]) | |
>>> p | |
array([[ 1.23116567, 1.93241587], | |
[ 1.93241587, 4.84930602]]) | |
>>> u.dot(p) # Verify the decomposition. | |
array([[ 0.5, 1.5], | |
[ 1. , 3. ], | |
[ 2. , 4. ]]) | |
>>> u.T.dot(u) # The columns of u are orthonormal. | |
array([[ 1.00000000e+00, -1.26363763e-16], | |
[ -1.26363763e-16, 1.00000000e+00]]) | |
""" | |
if side not in ['right', 'left']: | |
raise ValueError("`side` must be either 'right' or 'left'") | |
a = np.asarray(a) | |
if a.ndim != 2: | |
raise ValueError("`a` must be a 2-D array.") | |
w, s, vh = svd(a, full_matrices=False) | |
u = w.dot(vh) | |
if side == 'right': | |
# a = up | |
p = (vh.T.conj() * s).dot(vh) | |
else: | |
# a = pu | |
p = (w * s).dot(w.T.conj()) | |
return u, p | |