peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/_interpolative_backend.py
#****************************************************************************** | |
# Copyright (C) 2013 Kenneth L. Ho | |
# | |
# Redistribution and use in source and binary forms, with or without | |
# modification, are permitted provided that the following conditions are met: | |
# | |
# Redistributions of source code must retain the above copyright notice, this | |
# list of conditions and the following disclaimer. Redistributions in binary | |
# form must reproduce the above copyright notice, this list of conditions and | |
# the following disclaimer in the documentation and/or other materials | |
# provided with the distribution. | |
# | |
# None of the names of the copyright holders may be used to endorse or | |
# promote products derived from this software without specific prior written | |
# permission. | |
# | |
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" | |
# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE | |
# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE | |
# ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE | |
# LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR | |
# CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF | |
# SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS | |
# INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN | |
# CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) | |
# ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE | |
# POSSIBILITY OF SUCH DAMAGE. | |
#****************************************************************************** | |
""" | |
Direct wrappers for Fortran `id_dist` backend. | |
""" | |
import scipy.linalg._interpolative as _id | |
import numpy as np | |
_RETCODE_ERROR = RuntimeError("nonzero return code") | |
def _asfortranarray_copy(A): | |
""" | |
Same as np.asfortranarray, but ensure a copy | |
""" | |
A = np.asarray(A) | |
if A.flags.f_contiguous: | |
A = A.copy(order="F") | |
else: | |
A = np.asfortranarray(A) | |
return A | |
#------------------------------------------------------------------------------ | |
# id_rand.f | |
#------------------------------------------------------------------------------ | |
def id_srand(n): | |
""" | |
Generate standard uniform pseudorandom numbers via a very efficient lagged | |
Fibonacci method. | |
:param n: | |
Number of pseudorandom numbers to generate. | |
:type n: int | |
:return: | |
Pseudorandom numbers. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.id_srand(n) | |
def id_srandi(t): | |
""" | |
Initialize seed values for :func:`id_srand` (any appropriately random | |
numbers will do). | |
:param t: | |
Array of 55 seed values. | |
:type t: :class:`numpy.ndarray` | |
""" | |
t = np.asfortranarray(t) | |
_id.id_srandi(t) | |
def id_srando(): | |
""" | |
Reset seed values to their original values. | |
""" | |
_id.id_srando() | |
#------------------------------------------------------------------------------ | |
# idd_frm.f | |
#------------------------------------------------------------------------------ | |
def idd_frm(n, w, x): | |
""" | |
Transform real vector via a composition of Rokhlin's random transform, | |
random subselection, and an FFT. | |
In contrast to :func:`idd_sfrm`, this routine works best when the length of | |
the transformed vector is the power-of-two integer output by | |
:func:`idd_frmi`, or when the length is not specified but instead | |
determined a posteriori from the output. The returned transformed vector is | |
randomly permuted. | |
:param n: | |
Greatest power-of-two integer satisfying `n <= x.size` as obtained from | |
:func:`idd_frmi`; `n` is also the length of the output vector. | |
:type n: int | |
:param w: | |
Initialization array constructed by :func:`idd_frmi`. | |
:type w: :class:`numpy.ndarray` | |
:param x: | |
Vector to be transformed. | |
:type x: :class:`numpy.ndarray` | |
:return: | |
Transformed vector. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idd_frm(n, w, x) | |
def idd_sfrm(l, n, w, x): | |
""" | |
Transform real vector via a composition of Rokhlin's random transform, | |
random subselection, and an FFT. | |
In contrast to :func:`idd_frm`, this routine works best when the length of | |
the transformed vector is known a priori. | |
:param l: | |
Length of transformed vector, satisfying `l <= n`. | |
:type l: int | |
:param n: | |
Greatest power-of-two integer satisfying `n <= x.size` as obtained from | |
:func:`idd_sfrmi`. | |
:type n: int | |
:param w: | |
Initialization array constructed by :func:`idd_sfrmi`. | |
:type w: :class:`numpy.ndarray` | |
:param x: | |
Vector to be transformed. | |
:type x: :class:`numpy.ndarray` | |
:return: | |
Transformed vector. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idd_sfrm(l, n, w, x) | |
def idd_frmi(m): | |
""" | |
Initialize data for :func:`idd_frm`. | |
:param m: | |
Length of vector to be transformed. | |
:type m: int | |
:return: | |
Greatest power-of-two integer `n` satisfying `n <= m`. | |
:rtype: int | |
:return: | |
Initialization array to be used by :func:`idd_frm`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idd_frmi(m) | |
def idd_sfrmi(l, m): | |
""" | |
Initialize data for :func:`idd_sfrm`. | |
:param l: | |
Length of output transformed vector. | |
:type l: int | |
:param m: | |
Length of the vector to be transformed. | |
:type m: int | |
:return: | |
Greatest power-of-two integer `n` satisfying `n <= m`. | |
:rtype: int | |
:return: | |
Initialization array to be used by :func:`idd_sfrm`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idd_sfrmi(l, m) | |
#------------------------------------------------------------------------------ | |
# idd_id.f | |
#------------------------------------------------------------------------------ | |
def iddp_id(eps, A): | |
""" | |
Compute ID of a real matrix to a specified relative precision. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = _asfortranarray_copy(A) | |
k, idx, rnorms = _id.iddp_id(eps, A) | |
n = A.shape[1] | |
proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def iddr_id(A, k): | |
""" | |
Compute ID of a real matrix to a specified rank. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = _asfortranarray_copy(A) | |
idx, rnorms = _id.iddr_id(A, k) | |
n = A.shape[1] | |
proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F') | |
return idx, proj | |
def idd_reconid(B, idx, proj): | |
""" | |
Reconstruct matrix from real ID. | |
:param B: | |
Skeleton matrix. | |
:type B: :class:`numpy.ndarray` | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Reconstructed matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
B = np.asfortranarray(B) | |
if proj.size > 0: | |
return _id.idd_reconid(B, idx, proj) | |
else: | |
return B[:, np.argsort(idx)] | |
def idd_reconint(idx, proj): | |
""" | |
Reconstruct interpolation matrix from real ID. | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Interpolation matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idd_reconint(idx, proj) | |
def idd_copycols(A, k, idx): | |
""" | |
Reconstruct skeleton matrix from real ID. | |
:param A: | |
Original matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:return: | |
Skeleton matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
return _id.idd_copycols(A, k, idx) | |
#------------------------------------------------------------------------------ | |
# idd_id2svd.f | |
#------------------------------------------------------------------------------ | |
def idd_id2svd(B, idx, proj): | |
""" | |
Convert real ID to SVD. | |
:param B: | |
Skeleton matrix. | |
:type B: :class:`numpy.ndarray` | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
B = np.asfortranarray(B) | |
U, V, S, ier = _id.idd_id2svd(B, idx, proj) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idd_snorm.f | |
#------------------------------------------------------------------------------ | |
def idd_snorm(m, n, matvect, matvec, its=20): | |
""" | |
Estimate spectral norm of a real matrix by the randomized power method. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param its: | |
Number of power method iterations. | |
:type its: int | |
:return: | |
Spectral norm estimate. | |
:rtype: float | |
""" | |
snorm, v = _id.idd_snorm(m, n, matvect, matvec, its) | |
return snorm | |
def idd_diffsnorm(m, n, matvect, matvect2, matvec, matvec2, its=20): | |
""" | |
Estimate spectral norm of the difference of two real matrices by the | |
randomized power method. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the transpose of the first matrix to a vector, with | |
call signature `y = matvect(x)`, where `x` and `y` are the input and | |
output vectors, respectively. | |
:type matvect: function | |
:param matvect2: | |
Function to apply the transpose of the second matrix to a vector, with | |
call signature `y = matvect2(x)`, where `x` and `y` are the input and | |
output vectors, respectively. | |
:type matvect2: function | |
:param matvec: | |
Function to apply the first matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param matvec2: | |
Function to apply the second matrix to a vector, with call signature | |
`y = matvec2(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec2: function | |
:param its: | |
Number of power method iterations. | |
:type its: int | |
:return: | |
Spectral norm estimate of matrix difference. | |
:rtype: float | |
""" | |
return _id.idd_diffsnorm(m, n, matvect, matvect2, matvec, matvec2, its) | |
#------------------------------------------------------------------------------ | |
# idd_svd.f | |
#------------------------------------------------------------------------------ | |
def iddr_svd(A, k): | |
""" | |
Compute SVD of a real matrix to a specified rank. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
U, V, S, ier = _id.iddr_svd(A, k) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |
def iddp_svd(eps, A): | |
""" | |
Compute SVD of a real matrix to a specified relative precision. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
k, iU, iV, iS, w, ier = _id.iddp_svd(eps, A) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# iddp_aid.f | |
#------------------------------------------------------------------------------ | |
def iddp_aid(eps, A): | |
""" | |
Compute ID of a real matrix to a specified relative precision using random | |
sampling. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, w = idd_frmi(m) | |
proj = np.empty(n*(2*n2 + 1) + n2 + 1, order='F') | |
k, idx, proj = _id.iddp_aid(eps, A, w, proj) | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def idd_estrank(eps, A): | |
""" | |
Estimate rank of a real matrix to a specified relative precision using | |
random sampling. | |
The output rank is typically about 8 higher than the actual rank. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank estimate. | |
:rtype: int | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, w = idd_frmi(m) | |
ra = np.empty(n*n2 + (n + 1)*(n2 + 1), order='F') | |
k, ra = _id.idd_estrank(eps, A, w, ra) | |
return k | |
#------------------------------------------------------------------------------ | |
# iddp_asvd.f | |
#------------------------------------------------------------------------------ | |
def iddp_asvd(eps, A): | |
""" | |
Compute SVD of a real matrix to a specified relative precision using random | |
sampling. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, winit = _id.idd_frmi(m) | |
w = np.empty( | |
max((min(m, n) + 1)*(3*m + 5*n + 1) + 25*min(m, n)**2, | |
(2*n + 1)*(n2 + 1)), | |
order='F') | |
k, iU, iV, iS, w, ier = _id.iddp_asvd(eps, A, winit, w) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# iddp_rid.f | |
#------------------------------------------------------------------------------ | |
def iddp_rid(eps, m, n, matvect): | |
""" | |
Compute ID of a real matrix to a specified relative precision using random | |
matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
proj = np.empty(m + 1 + 2*n*(min(m, n) + 1), order='F') | |
k, idx, proj, ier = _id.iddp_rid(eps, m, n, matvect, proj) | |
if ier != 0: | |
raise _RETCODE_ERROR | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def idd_findrank(eps, m, n, matvect): | |
""" | |
Estimate rank of a real matrix to a specified relative precision using | |
random matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:return: | |
Rank estimate. | |
:rtype: int | |
""" | |
k, ra, ier = _id.idd_findrank(eps, m, n, matvect) | |
if ier: | |
raise _RETCODE_ERROR | |
return k | |
#------------------------------------------------------------------------------ | |
# iddp_rsvd.f | |
#------------------------------------------------------------------------------ | |
def iddp_rsvd(eps, m, n, matvect, matvec): | |
""" | |
Compute SVD of a real matrix to a specified relative precision using random | |
matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
k, iU, iV, iS, w, ier = _id.iddp_rsvd(eps, m, n, matvect, matvec) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# iddr_aid.f | |
#------------------------------------------------------------------------------ | |
def iddr_aid(A, k): | |
""" | |
Compute ID of a real matrix to a specified rank using random sampling. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
w = iddr_aidi(m, n, k) | |
idx, proj = _id.iddr_aid(A, k, w) | |
if k == n: | |
proj = np.empty((k, n-k), dtype='float64', order='F') | |
else: | |
proj = proj.reshape((k, n-k), order='F') | |
return idx, proj | |
def iddr_aidi(m, n, k): | |
""" | |
Initialize array for :func:`iddr_aid`. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Initialization array to be used by :func:`iddr_aid`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.iddr_aidi(m, n, k) | |
#------------------------------------------------------------------------------ | |
# iddr_asvd.f | |
#------------------------------------------------------------------------------ | |
def iddr_asvd(A, k): | |
""" | |
Compute SVD of a real matrix to a specified rank using random sampling. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
w = np.empty((2*k + 28)*m + (6*k + 21)*n + 25*k**2 + 100, order='F') | |
w_ = iddr_aidi(m, n, k) | |
w[:w_.size] = w_ | |
U, V, S, ier = _id.iddr_asvd(A, k, w) | |
if ier != 0: | |
raise _RETCODE_ERROR | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# iddr_rid.f | |
#------------------------------------------------------------------------------ | |
def iddr_rid(m, n, matvect, k): | |
""" | |
Compute ID of a real matrix to a specified rank using random matrix-vector | |
multiplication. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
idx, proj = _id.iddr_rid(m, n, matvect, k) | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return idx, proj | |
#------------------------------------------------------------------------------ | |
# iddr_rsvd.f | |
#------------------------------------------------------------------------------ | |
def iddr_rsvd(m, n, matvect, matvec, k): | |
""" | |
Compute SVD of a real matrix to a specified rank using random matrix-vector | |
multiplication. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matvect: | |
Function to apply the matrix transpose to a vector, with call signature | |
`y = matvect(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvect: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
U, V, S, ier = _id.iddr_rsvd(m, n, matvect, matvec, k) | |
if ier != 0: | |
raise _RETCODE_ERROR | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idz_frm.f | |
#------------------------------------------------------------------------------ | |
def idz_frm(n, w, x): | |
""" | |
Transform complex vector via a composition of Rokhlin's random transform, | |
random subselection, and an FFT. | |
In contrast to :func:`idz_sfrm`, this routine works best when the length of | |
the transformed vector is the power-of-two integer output by | |
:func:`idz_frmi`, or when the length is not specified but instead | |
determined a posteriori from the output. The returned transformed vector is | |
randomly permuted. | |
:param n: | |
Greatest power-of-two integer satisfying `n <= x.size` as obtained from | |
:func:`idz_frmi`; `n` is also the length of the output vector. | |
:type n: int | |
:param w: | |
Initialization array constructed by :func:`idz_frmi`. | |
:type w: :class:`numpy.ndarray` | |
:param x: | |
Vector to be transformed. | |
:type x: :class:`numpy.ndarray` | |
:return: | |
Transformed vector. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idz_frm(n, w, x) | |
def idz_sfrm(l, n, w, x): | |
""" | |
Transform complex vector via a composition of Rokhlin's random transform, | |
random subselection, and an FFT. | |
In contrast to :func:`idz_frm`, this routine works best when the length of | |
the transformed vector is known a priori. | |
:param l: | |
Length of transformed vector, satisfying `l <= n`. | |
:type l: int | |
:param n: | |
Greatest power-of-two integer satisfying `n <= x.size` as obtained from | |
:func:`idz_sfrmi`. | |
:type n: int | |
:param w: | |
Initialization array constructed by :func:`idd_sfrmi`. | |
:type w: :class:`numpy.ndarray` | |
:param x: | |
Vector to be transformed. | |
:type x: :class:`numpy.ndarray` | |
:return: | |
Transformed vector. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idz_sfrm(l, n, w, x) | |
def idz_frmi(m): | |
""" | |
Initialize data for :func:`idz_frm`. | |
:param m: | |
Length of vector to be transformed. | |
:type m: int | |
:return: | |
Greatest power-of-two integer `n` satisfying `n <= m`. | |
:rtype: int | |
:return: | |
Initialization array to be used by :func:`idz_frm`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idz_frmi(m) | |
def idz_sfrmi(l, m): | |
""" | |
Initialize data for :func:`idz_sfrm`. | |
:param l: | |
Length of output transformed vector. | |
:type l: int | |
:param m: | |
Length of the vector to be transformed. | |
:type m: int | |
:return: | |
Greatest power-of-two integer `n` satisfying `n <= m`. | |
:rtype: int | |
:return: | |
Initialization array to be used by :func:`idz_sfrm`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idz_sfrmi(l, m) | |
#------------------------------------------------------------------------------ | |
# idz_id.f | |
#------------------------------------------------------------------------------ | |
def idzp_id(eps, A): | |
""" | |
Compute ID of a complex matrix to a specified relative precision. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = _asfortranarray_copy(A) | |
k, idx, rnorms = _id.idzp_id(eps, A) | |
n = A.shape[1] | |
proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def idzr_id(A, k): | |
""" | |
Compute ID of a complex matrix to a specified rank. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = _asfortranarray_copy(A) | |
idx, rnorms = _id.idzr_id(A, k) | |
n = A.shape[1] | |
proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F') | |
return idx, proj | |
def idz_reconid(B, idx, proj): | |
""" | |
Reconstruct matrix from complex ID. | |
:param B: | |
Skeleton matrix. | |
:type B: :class:`numpy.ndarray` | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Reconstructed matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
B = np.asfortranarray(B) | |
if proj.size > 0: | |
return _id.idz_reconid(B, idx, proj) | |
else: | |
return B[:, np.argsort(idx)] | |
def idz_reconint(idx, proj): | |
""" | |
Reconstruct interpolation matrix from complex ID. | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Interpolation matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idz_reconint(idx, proj) | |
def idz_copycols(A, k, idx): | |
""" | |
Reconstruct skeleton matrix from complex ID. | |
:param A: | |
Original matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:return: | |
Skeleton matrix. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
return _id.idz_copycols(A, k, idx) | |
#------------------------------------------------------------------------------ | |
# idz_id2svd.f | |
#------------------------------------------------------------------------------ | |
def idz_id2svd(B, idx, proj): | |
""" | |
Convert complex ID to SVD. | |
:param B: | |
Skeleton matrix. | |
:type B: :class:`numpy.ndarray` | |
:param idx: | |
Column index array. | |
:type idx: :class:`numpy.ndarray` | |
:param proj: | |
Interpolation coefficients. | |
:type proj: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
B = np.asfortranarray(B) | |
U, V, S, ier = _id.idz_id2svd(B, idx, proj) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idz_snorm.f | |
#------------------------------------------------------------------------------ | |
def idz_snorm(m, n, matveca, matvec, its=20): | |
""" | |
Estimate spectral norm of a complex matrix by the randomized power method. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param its: | |
Number of power method iterations. | |
:type its: int | |
:return: | |
Spectral norm estimate. | |
:rtype: float | |
""" | |
snorm, v = _id.idz_snorm(m, n, matveca, matvec, its) | |
return snorm | |
def idz_diffsnorm(m, n, matveca, matveca2, matvec, matvec2, its=20): | |
""" | |
Estimate spectral norm of the difference of two complex matrices by the | |
randomized power method. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the adjoint of the first matrix to a vector, with | |
call signature `y = matveca(x)`, where `x` and `y` are the input and | |
output vectors, respectively. | |
:type matveca: function | |
:param matveca2: | |
Function to apply the adjoint of the second matrix to a vector, with | |
call signature `y = matveca2(x)`, where `x` and `y` are the input and | |
output vectors, respectively. | |
:type matveca2: function | |
:param matvec: | |
Function to apply the first matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param matvec2: | |
Function to apply the second matrix to a vector, with call signature | |
`y = matvec2(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec2: function | |
:param its: | |
Number of power method iterations. | |
:type its: int | |
:return: | |
Spectral norm estimate of matrix difference. | |
:rtype: float | |
""" | |
return _id.idz_diffsnorm(m, n, matveca, matveca2, matvec, matvec2, its) | |
#------------------------------------------------------------------------------ | |
# idz_svd.f | |
#------------------------------------------------------------------------------ | |
def idzr_svd(A, k): | |
""" | |
Compute SVD of a complex matrix to a specified rank. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
U, V, S, ier = _id.idzr_svd(A, k) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |
def idzp_svd(eps, A): | |
""" | |
Compute SVD of a complex matrix to a specified relative precision. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
k, iU, iV, iS, w, ier = _id.idzp_svd(eps, A) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idzp_aid.f | |
#------------------------------------------------------------------------------ | |
def idzp_aid(eps, A): | |
""" | |
Compute ID of a complex matrix to a specified relative precision using | |
random sampling. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, w = idz_frmi(m) | |
proj = np.empty(n*(2*n2 + 1) + n2 + 1, dtype='complex128', order='F') | |
k, idx, proj = _id.idzp_aid(eps, A, w, proj) | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def idz_estrank(eps, A): | |
""" | |
Estimate rank of a complex matrix to a specified relative precision using | |
random sampling. | |
The output rank is typically about 8 higher than the actual rank. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Rank estimate. | |
:rtype: int | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, w = idz_frmi(m) | |
ra = np.empty(n*n2 + (n + 1)*(n2 + 1), dtype='complex128', order='F') | |
k, ra = _id.idz_estrank(eps, A, w, ra) | |
return k | |
#------------------------------------------------------------------------------ | |
# idzp_asvd.f | |
#------------------------------------------------------------------------------ | |
def idzp_asvd(eps, A): | |
""" | |
Compute SVD of a complex matrix to a specified relative precision using | |
random sampling. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
n2, winit = _id.idz_frmi(m) | |
w = np.empty( | |
max((min(m, n) + 1)*(3*m + 5*n + 11) + 8*min(m, n)**2, | |
(2*n + 1)*(n2 + 1)), | |
dtype=np.complex128, order='F') | |
k, iU, iV, iS, w, ier = _id.idzp_asvd(eps, A, winit, w) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idzp_rid.f | |
#------------------------------------------------------------------------------ | |
def idzp_rid(eps, m, n, matveca): | |
""" | |
Compute ID of a complex matrix to a specified relative precision using | |
random matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:return: | |
Rank of ID. | |
:rtype: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
proj = np.empty( | |
m + 1 + 2*n*(min(m, n) + 1), | |
dtype=np.complex128, order='F') | |
k, idx, proj, ier = _id.idzp_rid(eps, m, n, matveca, proj) | |
if ier: | |
raise _RETCODE_ERROR | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return k, idx, proj | |
def idz_findrank(eps, m, n, matveca): | |
""" | |
Estimate rank of a complex matrix to a specified relative precision using | |
random matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:return: | |
Rank estimate. | |
:rtype: int | |
""" | |
k, ra, ier = _id.idz_findrank(eps, m, n, matveca) | |
if ier: | |
raise _RETCODE_ERROR | |
return k | |
#------------------------------------------------------------------------------ | |
# idzp_rsvd.f | |
#------------------------------------------------------------------------------ | |
def idzp_rsvd(eps, m, n, matveca, matvec): | |
""" | |
Compute SVD of a complex matrix to a specified relative precision using | |
random matrix-vector multiplication. | |
:param eps: | |
Relative precision. | |
:type eps: float | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
k, iU, iV, iS, w, ier = _id.idzp_rsvd(eps, m, n, matveca, matvec) | |
if ier: | |
raise _RETCODE_ERROR | |
U = w[iU-1:iU+m*k-1].reshape((m, k), order='F') | |
V = w[iV-1:iV+n*k-1].reshape((n, k), order='F') | |
S = w[iS-1:iS+k-1] | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idzr_aid.f | |
#------------------------------------------------------------------------------ | |
def idzr_aid(A, k): | |
""" | |
Compute ID of a complex matrix to a specified rank using random sampling. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
w = idzr_aidi(m, n, k) | |
idx, proj = _id.idzr_aid(A, k, w) | |
if k == n: | |
proj = np.empty((k, n-k), dtype='complex128', order='F') | |
else: | |
proj = proj.reshape((k, n-k), order='F') | |
return idx, proj | |
def idzr_aidi(m, n, k): | |
""" | |
Initialize array for :func:`idzr_aid`. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Initialization array to be used by :func:`idzr_aid`. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
return _id.idzr_aidi(m, n, k) | |
#------------------------------------------------------------------------------ | |
# idzr_asvd.f | |
#------------------------------------------------------------------------------ | |
def idzr_asvd(A, k): | |
""" | |
Compute SVD of a complex matrix to a specified rank using random sampling. | |
:param A: | |
Matrix. | |
:type A: :class:`numpy.ndarray` | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
A = np.asfortranarray(A) | |
m, n = A.shape | |
w = np.empty( | |
(2*k + 22)*m + (6*k + 21)*n + 8*k**2 + 10*k + 90, | |
dtype='complex128', order='F') | |
w_ = idzr_aidi(m, n, k) | |
w[:w_.size] = w_ | |
U, V, S, ier = _id.idzr_asvd(A, k, w) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |
#------------------------------------------------------------------------------ | |
# idzr_rid.f | |
#------------------------------------------------------------------------------ | |
def idzr_rid(m, n, matveca, k): | |
""" | |
Compute ID of a complex matrix to a specified rank using random | |
matrix-vector multiplication. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:param k: | |
Rank of ID. | |
:type k: int | |
:return: | |
Column index array. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Interpolation coefficients. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
idx, proj = _id.idzr_rid(m, n, matveca, k) | |
proj = proj[:k*(n-k)].reshape((k, n-k), order='F') | |
return idx, proj | |
#------------------------------------------------------------------------------ | |
# idzr_rsvd.f | |
#------------------------------------------------------------------------------ | |
def idzr_rsvd(m, n, matveca, matvec, k): | |
""" | |
Compute SVD of a complex matrix to a specified rank using random | |
matrix-vector multiplication. | |
:param m: | |
Matrix row dimension. | |
:type m: int | |
:param n: | |
Matrix column dimension. | |
:type n: int | |
:param matveca: | |
Function to apply the matrix adjoint to a vector, with call signature | |
`y = matveca(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matveca: function | |
:param matvec: | |
Function to apply the matrix to a vector, with call signature | |
`y = matvec(x)`, where `x` and `y` are the input and output vectors, | |
respectively. | |
:type matvec: function | |
:param k: | |
Rank of SVD. | |
:type k: int | |
:return: | |
Left singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Right singular vectors. | |
:rtype: :class:`numpy.ndarray` | |
:return: | |
Singular values. | |
:rtype: :class:`numpy.ndarray` | |
""" | |
U, V, S, ier = _id.idzr_rsvd(m, n, matveca, matvec, k) | |
if ier: | |
raise _RETCODE_ERROR | |
return U, V, S | |