peacock-data-public-datasets-idc-llm_eval
/
env-llmeval
/lib
/python3.10
/site-packages
/sympy
/matrices
/inverse.py
from sympy.core.numbers import mod_inverse | |
from .common import MatrixError, NonSquareMatrixError, NonInvertibleMatrixError | |
from .utilities import _iszero | |
def _pinv_full_rank(M): | |
"""Subroutine for full row or column rank matrices. | |
For full row rank matrices, inverse of ``A * A.H`` Exists. | |
For full column rank matrices, inverse of ``A.H * A`` Exists. | |
This routine can apply for both cases by checking the shape | |
and have small decision. | |
""" | |
if M.is_zero_matrix: | |
return M.H | |
if M.rows >= M.cols: | |
return M.H.multiply(M).inv().multiply(M.H) | |
else: | |
return M.H.multiply(M.multiply(M.H).inv()) | |
def _pinv_rank_decomposition(M): | |
"""Subroutine for rank decomposition | |
With rank decompositions, `A` can be decomposed into two full- | |
rank matrices, and each matrix can take pseudoinverse | |
individually. | |
""" | |
if M.is_zero_matrix: | |
return M.H | |
B, C = M.rank_decomposition() | |
Bp = _pinv_full_rank(B) | |
Cp = _pinv_full_rank(C) | |
return Cp.multiply(Bp) | |
def _pinv_diagonalization(M): | |
"""Subroutine using diagonalization | |
This routine can sometimes fail if SymPy's eigenvalue | |
computation is not reliable. | |
""" | |
if M.is_zero_matrix: | |
return M.H | |
A = M | |
AH = M.H | |
try: | |
if M.rows >= M.cols: | |
P, D = AH.multiply(A).diagonalize(normalize=True) | |
D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x) | |
return P.multiply(D_pinv).multiply(P.H).multiply(AH) | |
else: | |
P, D = A.multiply(AH).diagonalize( | |
normalize=True) | |
D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x) | |
return AH.multiply(P).multiply(D_pinv).multiply(P.H) | |
except MatrixError: | |
raise NotImplementedError( | |
'pinv for rank-deficient matrices where ' | |
'diagonalization of A.H*A fails is not supported yet.') | |
def _pinv(M, method='RD'): | |
"""Calculate the Moore-Penrose pseudoinverse of the matrix. | |
The Moore-Penrose pseudoinverse exists and is unique for any matrix. | |
If the matrix is invertible, the pseudoinverse is the same as the | |
inverse. | |
Parameters | |
========== | |
method : String, optional | |
Specifies the method for computing the pseudoinverse. | |
If ``'RD'``, Rank-Decomposition will be used. | |
If ``'ED'``, Diagonalization will be used. | |
Examples | |
======== | |
Computing pseudoinverse by rank decomposition : | |
>>> from sympy import Matrix | |
>>> A = Matrix([[1, 2, 3], [4, 5, 6]]) | |
>>> A.pinv() | |
Matrix([ | |
[-17/18, 4/9], | |
[ -1/9, 1/9], | |
[ 13/18, -2/9]]) | |
Computing pseudoinverse by diagonalization : | |
>>> B = A.pinv(method='ED') | |
>>> B.simplify() | |
>>> B | |
Matrix([ | |
[-17/18, 4/9], | |
[ -1/9, 1/9], | |
[ 13/18, -2/9]]) | |
See Also | |
======== | |
inv | |
pinv_solve | |
References | |
========== | |
.. [1] https://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse | |
""" | |
# Trivial case: pseudoinverse of all-zero matrix is its transpose. | |
if M.is_zero_matrix: | |
return M.H | |
if method == 'RD': | |
return _pinv_rank_decomposition(M) | |
elif method == 'ED': | |
return _pinv_diagonalization(M) | |
else: | |
raise ValueError('invalid pinv method %s' % repr(method)) | |
def _inv_mod(M, m): | |
r""" | |
Returns the inverse of the matrix `K` (mod `m`), if it exists. | |
Method to find the matrix inverse of `K` (mod `m`) implemented in this function: | |
* Compute `\mathrm{adj}(K) = \mathrm{cof}(K)^t`, the adjoint matrix of `K`. | |
* Compute `r = 1/\mathrm{det}(K) \pmod m`. | |
* `K^{-1} = r\cdot \mathrm{adj}(K) \pmod m`. | |
Examples | |
======== | |
>>> from sympy import Matrix | |
>>> A = Matrix(2, 2, [1, 2, 3, 4]) | |
>>> A.inv_mod(5) | |
Matrix([ | |
[3, 1], | |
[4, 2]]) | |
>>> A.inv_mod(3) | |
Matrix([ | |
[1, 1], | |
[0, 1]]) | |
""" | |
if not M.is_square: | |
raise NonSquareMatrixError() | |
N = M.cols | |
det_K = M.det() | |
det_inv = None | |
try: | |
det_inv = mod_inverse(det_K, m) | |
except ValueError: | |
raise NonInvertibleMatrixError('Matrix is not invertible (mod %d)' % m) | |
K_adj = M.adjugate() | |
K_inv = M.__class__(N, N, | |
[det_inv * K_adj[i, j] % m for i in range(N) for j in range(N)]) | |
return K_inv | |
def _verify_invertible(M, iszerofunc=_iszero): | |
"""Initial check to see if a matrix is invertible. Raises or returns | |
determinant for use in _inv_ADJ.""" | |
if not M.is_square: | |
raise NonSquareMatrixError("A Matrix must be square to invert.") | |
d = M.det(method='berkowitz') | |
zero = d.equals(0) | |
if zero is None: # if equals() can't decide, will rref be able to? | |
ok = M.rref(simplify=True)[0] | |
zero = any(iszerofunc(ok[j, j]) for j in range(ok.rows)) | |
if zero: | |
raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") | |
return d | |
def _inv_ADJ(M, iszerofunc=_iszero): | |
"""Calculates the inverse using the adjugate matrix and a determinant. | |
See Also | |
======== | |
inv | |
inverse_GE | |
inverse_LU | |
inverse_CH | |
inverse_LDL | |
""" | |
d = _verify_invertible(M, iszerofunc=iszerofunc) | |
return M.adjugate() / d | |
def _inv_GE(M, iszerofunc=_iszero): | |
"""Calculates the inverse using Gaussian elimination. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_LU | |
inverse_CH | |
inverse_LDL | |
""" | |
from .dense import Matrix | |
if not M.is_square: | |
raise NonSquareMatrixError("A Matrix must be square to invert.") | |
big = Matrix.hstack(M.as_mutable(), Matrix.eye(M.rows)) | |
red = big.rref(iszerofunc=iszerofunc, simplify=True)[0] | |
if any(iszerofunc(red[j, j]) for j in range(red.rows)): | |
raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") | |
return M._new(red[:, big.rows:]) | |
def _inv_LU(M, iszerofunc=_iszero): | |
"""Calculates the inverse using LU decomposition. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_GE | |
inverse_CH | |
inverse_LDL | |
""" | |
if not M.is_square: | |
raise NonSquareMatrixError("A Matrix must be square to invert.") | |
if M.free_symbols: | |
_verify_invertible(M, iszerofunc=iszerofunc) | |
return M.LUsolve(M.eye(M.rows), iszerofunc=_iszero) | |
def _inv_CH(M, iszerofunc=_iszero): | |
"""Calculates the inverse using cholesky decomposition. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_GE | |
inverse_LU | |
inverse_LDL | |
""" | |
_verify_invertible(M, iszerofunc=iszerofunc) | |
return M.cholesky_solve(M.eye(M.rows)) | |
def _inv_LDL(M, iszerofunc=_iszero): | |
"""Calculates the inverse using LDL decomposition. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_GE | |
inverse_LU | |
inverse_CH | |
""" | |
_verify_invertible(M, iszerofunc=iszerofunc) | |
return M.LDLsolve(M.eye(M.rows)) | |
def _inv_QR(M, iszerofunc=_iszero): | |
"""Calculates the inverse using QR decomposition. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_GE | |
inverse_CH | |
inverse_LDL | |
""" | |
_verify_invertible(M, iszerofunc=iszerofunc) | |
return M.QRsolve(M.eye(M.rows)) | |
def _inv_block(M, iszerofunc=_iszero): | |
"""Calculates the inverse using BLOCKWISE inversion. | |
See Also | |
======== | |
inv | |
inverse_ADJ | |
inverse_GE | |
inverse_CH | |
inverse_LDL | |
""" | |
from sympy.matrices.expressions.blockmatrix import BlockMatrix | |
i = M.shape[0] | |
if i <= 20 : | |
return M.inv(method="LU", iszerofunc=_iszero) | |
A = M[:i // 2, :i //2] | |
B = M[:i // 2, i // 2:] | |
C = M[i // 2:, :i // 2] | |
D = M[i // 2:, i // 2:] | |
try: | |
D_inv = _inv_block(D) | |
except NonInvertibleMatrixError: | |
return M.inv(method="LU", iszerofunc=_iszero) | |
B_D_i = B*D_inv | |
BDC = B_D_i*C | |
A_n = A - BDC | |
try: | |
A_n = _inv_block(A_n) | |
except NonInvertibleMatrixError: | |
return M.inv(method="LU", iszerofunc=_iszero) | |
B_n = -A_n*B_D_i | |
dc = D_inv*C | |
C_n = -dc*A_n | |
D_n = D_inv + dc*-B_n | |
nn = BlockMatrix([[A_n, B_n], [C_n, D_n]]).as_explicit() | |
return nn | |
def _inv(M, method=None, iszerofunc=_iszero, try_block_diag=False): | |
""" | |
Return the inverse of a matrix using the method indicated. Default for | |
dense matrices is is Gauss elimination, default for sparse matrices is LDL. | |
Parameters | |
========== | |
method : ('GE', 'LU', 'ADJ', 'CH', 'LDL') | |
iszerofunc : function, optional | |
Zero-testing function to use. | |
try_block_diag : bool, optional | |
If True then will try to form block diagonal matrices using the | |
method get_diag_blocks(), invert these individually, and then | |
reconstruct the full inverse matrix. | |
Examples | |
======== | |
>>> from sympy import SparseMatrix, Matrix | |
>>> A = SparseMatrix([ | |
... [ 2, -1, 0], | |
... [-1, 2, -1], | |
... [ 0, 0, 2]]) | |
>>> A.inv('CH') | |
Matrix([ | |
[2/3, 1/3, 1/6], | |
[1/3, 2/3, 1/3], | |
[ 0, 0, 1/2]]) | |
>>> A.inv(method='LDL') # use of 'method=' is optional | |
Matrix([ | |
[2/3, 1/3, 1/6], | |
[1/3, 2/3, 1/3], | |
[ 0, 0, 1/2]]) | |
>>> A * _ | |
Matrix([ | |
[1, 0, 0], | |
[0, 1, 0], | |
[0, 0, 1]]) | |
>>> A = Matrix(A) | |
>>> A.inv('CH') | |
Matrix([ | |
[2/3, 1/3, 1/6], | |
[1/3, 2/3, 1/3], | |
[ 0, 0, 1/2]]) | |
>>> A.inv('ADJ') == A.inv('GE') == A.inv('LU') == A.inv('CH') == A.inv('LDL') == A.inv('QR') | |
True | |
Notes | |
===== | |
According to the ``method`` keyword, it calls the appropriate method: | |
GE .... inverse_GE(); default for dense matrices | |
LU .... inverse_LU() | |
ADJ ... inverse_ADJ() | |
CH ... inverse_CH() | |
LDL ... inverse_LDL(); default for sparse matrices | |
QR ... inverse_QR() | |
Note, the GE and LU methods may require the matrix to be simplified | |
before it is inverted in order to properly detect zeros during | |
pivoting. In difficult cases a custom zero detection function can | |
be provided by setting the ``iszerofunc`` argument to a function that | |
should return True if its argument is zero. The ADJ routine computes | |
the determinant and uses that to detect singular matrices in addition | |
to testing for zeros on the diagonal. | |
See Also | |
======== | |
inverse_ADJ | |
inverse_GE | |
inverse_LU | |
inverse_CH | |
inverse_LDL | |
Raises | |
====== | |
ValueError | |
If the determinant of the matrix is zero. | |
""" | |
from sympy.matrices import diag, SparseMatrix | |
if method is None: | |
method = 'LDL' if isinstance(M, SparseMatrix) else 'GE' | |
if try_block_diag: | |
blocks = M.get_diag_blocks() | |
r = [] | |
for block in blocks: | |
r.append(block.inv(method=method, iszerofunc=iszerofunc)) | |
return diag(*r) | |
if method == "GE": | |
rv = M.inverse_GE(iszerofunc=iszerofunc) | |
elif method == "LU": | |
rv = M.inverse_LU(iszerofunc=iszerofunc) | |
elif method == "ADJ": | |
rv = M.inverse_ADJ(iszerofunc=iszerofunc) | |
elif method == "CH": | |
rv = M.inverse_CH(iszerofunc=iszerofunc) | |
elif method == "LDL": | |
rv = M.inverse_LDL(iszerofunc=iszerofunc) | |
elif method == "QR": | |
rv = M.inverse_QR(iszerofunc=iszerofunc) | |
elif method == "BLOCK": | |
rv = M.inverse_BLOCK(iszerofunc=iszerofunc) | |
else: | |
raise ValueError("Inversion method unrecognized") | |
return M._new(rv) | |