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  1. .gitattributes +2 -0
  2. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_basic.cpython-310.pyc +0 -0
  3. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp.cpython-310.pyc +0 -0
  4. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp_qr.cpython-310.pyc +0 -0
  5. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_expm_frechet.cpython-310.pyc +0 -0
  6. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_matfuncs.cpython-310.pyc +0 -0
  7. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_matfuncs_inv_ssq.cpython-310.pyc +0 -0
  8. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_matfuncs_sqrtm.cpython-310.pyc +0 -0
  9. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_procrustes.cpython-310.pyc +0 -0
  10. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/basic.cpython-310.pyc +0 -0
  11. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/blas.cpython-310.pyc +0 -0
  12. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp.cpython-310.pyc +0 -0
  13. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp_cholesky.cpython-310.pyc +0 -0
  14. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp_svd.cpython-310.pyc +0 -0
  15. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/matfuncs.cpython-310.pyc +0 -0
  16. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/special_matrices.cpython-310.pyc +0 -0
  17. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_blas_subroutines.h +164 -0
  18. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.cpython-310-x86_64-linux-gnu.so +0 -0
  19. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pxd +40 -0
  20. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp.py +1621 -0
  21. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_cholesky.py +356 -0
  22. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_ldl.py +353 -0
  23. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_qz.py +449 -0
  24. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_schur.py +300 -0
  25. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_update.cpython-310-x86_64-linux-gnu.so +0 -0
  26. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_fblas.cpython-310-x86_64-linux-gnu.so +0 -0
  27. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_flapack.cpython-310-x86_64-linux-gnu.so +3 -0
  28. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_lapack_subroutines.h +0 -0
  29. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs.py +861 -0
  30. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_expm.cpython-310-x86_64-linux-gnu.so +0 -0
  31. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_sqrtm.py +214 -0
  32. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_misc.py +191 -0
  33. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_procrustes.py +90 -0
  34. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_special_matrices.py +1257 -0
  35. env-llmeval/lib/python3.10/site-packages/scipy/linalg/basic.py +24 -0
  36. env-llmeval/lib/python3.10/site-packages/scipy/linalg/blas.py +484 -0
  37. env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.cpython-310-x86_64-linux-gnu.so +0 -0
  38. env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_lapack.cpython-310-x86_64-linux-gnu.so +0 -0
  39. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_lu.py +21 -0
  40. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_svd.py +21 -0
  41. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/__init__.py +0 -0
  42. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_blas.py +1114 -0
  43. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cython_blas.py +118 -0
  44. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cython_lapack.py +22 -0
  45. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cythonized_array_utils.py +121 -0
  46. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp.py +0 -0
  47. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_cholesky.py +219 -0
  48. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_cossin.py +157 -0
  49. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_polar.py +90 -0
  50. env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_update.py +1700 -0
.gitattributes CHANGED
@@ -158,3 +158,5 @@ env-llmeval/lib/python3.10/site-packages/nvidia/cuda_cupti/lib/libnvperf_host.so
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+ env-llmeval/lib/python3.10/site-packages/scipy/linalg/_flapack.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
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+ env-llmeval/lib/python3.10/site-packages/scipy/misc/face.dat filter=lfs diff=lfs merge=lfs -text
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+ /*
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+ This file was generated by _generate_pyx.py.
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+ Do not edit this file directly.
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+ */
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+
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+ #include "fortran_defs.h"
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+ #include "npy_cblas.h"
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+
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+ #ifdef __cplusplus
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+ extern "C" {
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+ #endif
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+
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+ void BLAS_FUNC(caxpy)(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
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+ void BLAS_FUNC(ccopy)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
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+ void (cdotcwrp_)(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
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+ void (cdotuwrp_)(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
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+ void BLAS_FUNC(cgbmv)(char *trans, int *m, int *n, int *kl, int *ku, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
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+ void BLAS_FUNC(cgemm)(char *transa, char *transb, int *m, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(cgemv)(char *trans, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
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+ void BLAS_FUNC(cgerc)(int *m, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
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+ void BLAS_FUNC(cgeru)(int *m, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
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+ void BLAS_FUNC(chbmv)(char *uplo, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
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+ void BLAS_FUNC(chemm)(char *side, char *uplo, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(chemv)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
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+ void BLAS_FUNC(cher)(char *uplo, int *n, float *alpha, npy_complex64 *x, int *incx, npy_complex64 *a, int *lda);
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+ void BLAS_FUNC(cher2)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *a, int *lda);
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+ void BLAS_FUNC(cher2k)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, float *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(cherk)(char *uplo, char *trans, int *n, int *k, float *alpha, npy_complex64 *a, int *lda, float *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(chpmv)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *ap, npy_complex64 *x, int *incx, npy_complex64 *beta, npy_complex64 *y, int *incy);
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+ void BLAS_FUNC(chpr)(char *uplo, int *n, float *alpha, npy_complex64 *x, int *incx, npy_complex64 *ap);
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+ void BLAS_FUNC(chpr2)(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *ap);
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+ void BLAS_FUNC(crotg)(npy_complex64 *ca, npy_complex64 *cb, float *c, npy_complex64 *s);
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+ void BLAS_FUNC(cscal)(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx);
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+ void BLAS_FUNC(csrot)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy, float *c, float *s);
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+ void BLAS_FUNC(csscal)(int *n, float *sa, npy_complex64 *cx, int *incx);
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+ void BLAS_FUNC(cswap)(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy);
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+ void BLAS_FUNC(csymm)(char *side, char *uplo, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(csyr2k)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, npy_complex64 *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(csyrk)(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *beta, npy_complex64 *c, int *ldc);
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+ void BLAS_FUNC(ctbmv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
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+ void BLAS_FUNC(ctbsv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
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+ void BLAS_FUNC(ctpmv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx);
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+ void BLAS_FUNC(ctpsv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx);
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+ void BLAS_FUNC(ctrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb);
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+ void BLAS_FUNC(ctrmv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
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+ void BLAS_FUNC(ctrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb);
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+ void BLAS_FUNC(ctrsv)(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx);
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+ double BLAS_FUNC(dasum)(int *n, double *dx, int *incx);
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+ void BLAS_FUNC(daxpy)(int *n, double *da, double *dx, int *incx, double *dy, int *incy);
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+ double BLAS_FUNC(dcabs1)(npy_complex128 *z);
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+ void BLAS_FUNC(dcopy)(int *n, double *dx, int *incx, double *dy, int *incy);
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+ double BLAS_FUNC(ddot)(int *n, double *dx, int *incx, double *dy, int *incy);
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+ void BLAS_FUNC(dgbmv)(char *trans, int *m, int *n, int *kl, int *ku, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
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+ void BLAS_FUNC(dgemm)(char *transa, char *transb, int *m, int *n, int *k, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
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+ void BLAS_FUNC(dgemv)(char *trans, int *m, int *n, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
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+ void BLAS_FUNC(dger)(int *m, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *a, int *lda);
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+ double BLAS_FUNC(dnrm2)(int *n, double *x, int *incx);
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+ void BLAS_FUNC(drot)(int *n, double *dx, int *incx, double *dy, int *incy, double *c, double *s);
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+ void BLAS_FUNC(drotg)(double *da, double *db, double *c, double *s);
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+ void BLAS_FUNC(drotm)(int *n, double *dx, int *incx, double *dy, int *incy, double *dparam);
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+ void BLAS_FUNC(drotmg)(double *dd1, double *dd2, double *dx1, double *dy1, double *dparam);
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+ void BLAS_FUNC(dsbmv)(char *uplo, int *n, int *k, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
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+ void BLAS_FUNC(dscal)(int *n, double *da, double *dx, int *incx);
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+ double BLAS_FUNC(dsdot)(int *n, float *sx, int *incx, float *sy, int *incy);
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+ void BLAS_FUNC(dspmv)(char *uplo, int *n, double *alpha, double *ap, double *x, int *incx, double *beta, double *y, int *incy);
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+ void BLAS_FUNC(dspr)(char *uplo, int *n, double *alpha, double *x, int *incx, double *ap);
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+ void BLAS_FUNC(dspr2)(char *uplo, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *ap);
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+ void BLAS_FUNC(dswap)(int *n, double *dx, int *incx, double *dy, int *incy);
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+ void BLAS_FUNC(dsymm)(char *side, char *uplo, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
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+ void BLAS_FUNC(dsymv)(char *uplo, int *n, double *alpha, double *a, int *lda, double *x, int *incx, double *beta, double *y, int *incy);
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+ void BLAS_FUNC(dsyr)(char *uplo, int *n, double *alpha, double *x, int *incx, double *a, int *lda);
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+ void BLAS_FUNC(dsyr2)(char *uplo, int *n, double *alpha, double *x, int *incx, double *y, int *incy, double *a, int *lda);
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+ void BLAS_FUNC(dsyr2k)(char *uplo, char *trans, int *n, int *k, double *alpha, double *a, int *lda, double *b, int *ldb, double *beta, double *c, int *ldc);
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+ void BLAS_FUNC(dsyrk)(char *uplo, char *trans, int *n, int *k, double *alpha, double *a, int *lda, double *beta, double *c, int *ldc);
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+ void BLAS_FUNC(dtbmv)(char *uplo, char *trans, char *diag, int *n, int *k, double *a, int *lda, double *x, int *incx);
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+ void BLAS_FUNC(dtbsv)(char *uplo, char *trans, char *diag, int *n, int *k, double *a, int *lda, double *x, int *incx);
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+ void BLAS_FUNC(dtpmv)(char *uplo, char *trans, char *diag, int *n, double *ap, double *x, int *incx);
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+ void BLAS_FUNC(dtpsv)(char *uplo, char *trans, char *diag, int *n, double *ap, double *x, int *incx);
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+ void BLAS_FUNC(dtrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb);
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+ void BLAS_FUNC(dtrmv)(char *uplo, char *trans, char *diag, int *n, double *a, int *lda, double *x, int *incx);
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+ void BLAS_FUNC(dtrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, double *alpha, double *a, int *lda, double *b, int *ldb);
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+ void BLAS_FUNC(dtrsv)(char *uplo, char *trans, char *diag, int *n, double *a, int *lda, double *x, int *incx);
83
+ double BLAS_FUNC(dzasum)(int *n, npy_complex128 *zx, int *incx);
84
+ double BLAS_FUNC(dznrm2)(int *n, npy_complex128 *x, int *incx);
85
+ int BLAS_FUNC(icamax)(int *n, npy_complex64 *cx, int *incx);
86
+ int BLAS_FUNC(idamax)(int *n, double *dx, int *incx);
87
+ int BLAS_FUNC(isamax)(int *n, float *sx, int *incx);
88
+ int BLAS_FUNC(izamax)(int *n, npy_complex128 *zx, int *incx);
89
+ int BLAS_FUNC(lsame)(char *ca, char *cb);
90
+ float BLAS_FUNC(sasum)(int *n, float *sx, int *incx);
91
+ void BLAS_FUNC(saxpy)(int *n, float *sa, float *sx, int *incx, float *sy, int *incy);
92
+ float BLAS_FUNC(scasum)(int *n, npy_complex64 *cx, int *incx);
93
+ float BLAS_FUNC(scnrm2)(int *n, npy_complex64 *x, int *incx);
94
+ void BLAS_FUNC(scopy)(int *n, float *sx, int *incx, float *sy, int *incy);
95
+ float BLAS_FUNC(sdot)(int *n, float *sx, int *incx, float *sy, int *incy);
96
+ float BLAS_FUNC(sdsdot)(int *n, float *sb, float *sx, int *incx, float *sy, int *incy);
97
+ void BLAS_FUNC(sgbmv)(char *trans, int *m, int *n, int *kl, int *ku, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
98
+ void BLAS_FUNC(sgemm)(char *transa, char *transb, int *m, int *n, int *k, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
99
+ void BLAS_FUNC(sgemv)(char *trans, int *m, int *n, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
100
+ void BLAS_FUNC(sger)(int *m, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *a, int *lda);
101
+ float BLAS_FUNC(snrm2)(int *n, float *x, int *incx);
102
+ void BLAS_FUNC(srot)(int *n, float *sx, int *incx, float *sy, int *incy, float *c, float *s);
103
+ void BLAS_FUNC(srotg)(float *sa, float *sb, float *c, float *s);
104
+ void BLAS_FUNC(srotm)(int *n, float *sx, int *incx, float *sy, int *incy, float *sparam);
105
+ void BLAS_FUNC(srotmg)(float *sd1, float *sd2, float *sx1, float *sy1, float *sparam);
106
+ void BLAS_FUNC(ssbmv)(char *uplo, int *n, int *k, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
107
+ void BLAS_FUNC(sscal)(int *n, float *sa, float *sx, int *incx);
108
+ void BLAS_FUNC(sspmv)(char *uplo, int *n, float *alpha, float *ap, float *x, int *incx, float *beta, float *y, int *incy);
109
+ void BLAS_FUNC(sspr)(char *uplo, int *n, float *alpha, float *x, int *incx, float *ap);
110
+ void BLAS_FUNC(sspr2)(char *uplo, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *ap);
111
+ void BLAS_FUNC(sswap)(int *n, float *sx, int *incx, float *sy, int *incy);
112
+ void BLAS_FUNC(ssymm)(char *side, char *uplo, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
113
+ void BLAS_FUNC(ssymv)(char *uplo, int *n, float *alpha, float *a, int *lda, float *x, int *incx, float *beta, float *y, int *incy);
114
+ void BLAS_FUNC(ssyr)(char *uplo, int *n, float *alpha, float *x, int *incx, float *a, int *lda);
115
+ void BLAS_FUNC(ssyr2)(char *uplo, int *n, float *alpha, float *x, int *incx, float *y, int *incy, float *a, int *lda);
116
+ void BLAS_FUNC(ssyr2k)(char *uplo, char *trans, int *n, int *k, float *alpha, float *a, int *lda, float *b, int *ldb, float *beta, float *c, int *ldc);
117
+ void BLAS_FUNC(ssyrk)(char *uplo, char *trans, int *n, int *k, float *alpha, float *a, int *lda, float *beta, float *c, int *ldc);
118
+ void BLAS_FUNC(stbmv)(char *uplo, char *trans, char *diag, int *n, int *k, float *a, int *lda, float *x, int *incx);
119
+ void BLAS_FUNC(stbsv)(char *uplo, char *trans, char *diag, int *n, int *k, float *a, int *lda, float *x, int *incx);
120
+ void BLAS_FUNC(stpmv)(char *uplo, char *trans, char *diag, int *n, float *ap, float *x, int *incx);
121
+ void BLAS_FUNC(stpsv)(char *uplo, char *trans, char *diag, int *n, float *ap, float *x, int *incx);
122
+ void BLAS_FUNC(strmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb);
123
+ void BLAS_FUNC(strmv)(char *uplo, char *trans, char *diag, int *n, float *a, int *lda, float *x, int *incx);
124
+ void BLAS_FUNC(strsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, float *alpha, float *a, int *lda, float *b, int *ldb);
125
+ void BLAS_FUNC(strsv)(char *uplo, char *trans, char *diag, int *n, float *a, int *lda, float *x, int *incx);
126
+ void BLAS_FUNC(zaxpy)(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
127
+ void BLAS_FUNC(zcopy)(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
128
+ void (zdotcwrp_)(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
129
+ void (zdotuwrp_)(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
130
+ void BLAS_FUNC(zdrot)(int *n, npy_complex128 *cx, int *incx, npy_complex128 *cy, int *incy, double *c, double *s);
131
+ void BLAS_FUNC(zdscal)(int *n, double *da, npy_complex128 *zx, int *incx);
132
+ void BLAS_FUNC(zgbmv)(char *trans, int *m, int *n, int *kl, int *ku, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
133
+ void BLAS_FUNC(zgemm)(char *transa, char *transb, int *m, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
134
+ void BLAS_FUNC(zgemv)(char *trans, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
135
+ void BLAS_FUNC(zgerc)(int *m, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
136
+ void BLAS_FUNC(zgeru)(int *m, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
137
+ void BLAS_FUNC(zhbmv)(char *uplo, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
138
+ void BLAS_FUNC(zhemm)(char *side, char *uplo, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
139
+ void BLAS_FUNC(zhemv)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
140
+ void BLAS_FUNC(zher)(char *uplo, int *n, double *alpha, npy_complex128 *x, int *incx, npy_complex128 *a, int *lda);
141
+ void BLAS_FUNC(zher2)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *a, int *lda);
142
+ void BLAS_FUNC(zher2k)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, double *beta, npy_complex128 *c, int *ldc);
143
+ void BLAS_FUNC(zherk)(char *uplo, char *trans, int *n, int *k, double *alpha, npy_complex128 *a, int *lda, double *beta, npy_complex128 *c, int *ldc);
144
+ void BLAS_FUNC(zhpmv)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *ap, npy_complex128 *x, int *incx, npy_complex128 *beta, npy_complex128 *y, int *incy);
145
+ void BLAS_FUNC(zhpr)(char *uplo, int *n, double *alpha, npy_complex128 *x, int *incx, npy_complex128 *ap);
146
+ void BLAS_FUNC(zhpr2)(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *ap);
147
+ void BLAS_FUNC(zrotg)(npy_complex128 *ca, npy_complex128 *cb, double *c, npy_complex128 *s);
148
+ void BLAS_FUNC(zscal)(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx);
149
+ void BLAS_FUNC(zswap)(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy);
150
+ void BLAS_FUNC(zsymm)(char *side, char *uplo, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
151
+ void BLAS_FUNC(zsyr2k)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, npy_complex128 *beta, npy_complex128 *c, int *ldc);
152
+ void BLAS_FUNC(zsyrk)(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *beta, npy_complex128 *c, int *ldc);
153
+ void BLAS_FUNC(ztbmv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
154
+ void BLAS_FUNC(ztbsv)(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
155
+ void BLAS_FUNC(ztpmv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx);
156
+ void BLAS_FUNC(ztpsv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx);
157
+ void BLAS_FUNC(ztrmm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb);
158
+ void BLAS_FUNC(ztrmv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
159
+ void BLAS_FUNC(ztrsm)(char *side, char *uplo, char *transa, char *diag, int *m, int *n, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb);
160
+ void BLAS_FUNC(ztrsv)(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx);
161
+
162
+ #ifdef __cplusplus
163
+ }
164
+ #endif
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (633 kB). View file
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pxd ADDED
@@ -0,0 +1,40 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ cimport numpy as cnp
2
+
3
+ ctypedef fused lapack_t:
4
+ float
5
+ double
6
+ (float complex)
7
+ (double complex)
8
+
9
+ ctypedef fused lapack_cz_t:
10
+ (float complex)
11
+ (double complex)
12
+
13
+ ctypedef fused lapack_sd_t:
14
+ float
15
+ double
16
+
17
+ ctypedef fused np_numeric_t:
18
+ cnp.int8_t
19
+ cnp.int16_t
20
+ cnp.int32_t
21
+ cnp.int64_t
22
+ cnp.uint8_t
23
+ cnp.uint16_t
24
+ cnp.uint32_t
25
+ cnp.uint64_t
26
+ cnp.float32_t
27
+ cnp.float64_t
28
+ cnp.longdouble_t
29
+ cnp.complex64_t
30
+ cnp.complex128_t
31
+
32
+ ctypedef fused np_complex_numeric_t:
33
+ cnp.complex64_t
34
+ cnp.complex128_t
35
+
36
+
37
+ cdef void swap_c_and_f_layout(lapack_t *a, lapack_t *b, int r, int c) noexcept nogil
38
+ cdef (int, int) band_check_internal_c(np_numeric_t[:, ::1]A) noexcept nogil
39
+ cdef bint is_sym_her_real_c_internal(np_numeric_t[:, ::1]A) noexcept nogil
40
+ cdef bint is_sym_her_complex_c_internal(np_complex_numeric_t[:, ::1]A) noexcept nogil
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp.py ADDED
@@ -0,0 +1,1621 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ #
2
+ # Author: Pearu Peterson, March 2002
3
+ #
4
+ # additions by Travis Oliphant, March 2002
5
+ # additions by Eric Jones, June 2002
6
+ # additions by Johannes Loehnert, June 2006
7
+ # additions by Bart Vandereycken, June 2006
8
+ # additions by Andrew D Straw, May 2007
9
+ # additions by Tiziano Zito, November 2008
10
+ #
11
+ # April 2010: Functions for LU, QR, SVD, Schur, and Cholesky decompositions
12
+ # were moved to their own files. Still in this file are functions for
13
+ # eigenstuff and for the Hessenberg form.
14
+
15
+ __all__ = ['eig', 'eigvals', 'eigh', 'eigvalsh',
16
+ 'eig_banded', 'eigvals_banded',
17
+ 'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf']
18
+
19
+ import warnings
20
+
21
+ import numpy
22
+ from numpy import (array, isfinite, inexact, nonzero, iscomplexobj,
23
+ flatnonzero, conj, asarray, argsort, empty,
24
+ iscomplex, zeros, einsum, eye, inf)
25
+ # Local imports
26
+ from scipy._lib._util import _asarray_validated
27
+ from ._misc import LinAlgError, _datacopied, norm
28
+ from .lapack import get_lapack_funcs, _compute_lwork
29
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
30
+
31
+
32
+ _I = numpy.array(1j, dtype='F')
33
+
34
+
35
+ def _make_complex_eigvecs(w, vin, dtype):
36
+ """
37
+ Produce complex-valued eigenvectors from LAPACK DGGEV real-valued output
38
+ """
39
+ # - see LAPACK man page DGGEV at ALPHAI
40
+ v = numpy.array(vin, dtype=dtype)
41
+ m = (w.imag > 0)
42
+ m[:-1] |= (w.imag[1:] < 0) # workaround for LAPACK bug, cf. ticket #709
43
+ for i in flatnonzero(m):
44
+ v.imag[:, i] = vin[:, i+1]
45
+ conj(v[:, i], v[:, i+1])
46
+ return v
47
+
48
+
49
+ def _make_eigvals(alpha, beta, homogeneous_eigvals):
50
+ if homogeneous_eigvals:
51
+ if beta is None:
52
+ return numpy.vstack((alpha, numpy.ones_like(alpha)))
53
+ else:
54
+ return numpy.vstack((alpha, beta))
55
+ else:
56
+ if beta is None:
57
+ return alpha
58
+ else:
59
+ w = numpy.empty_like(alpha)
60
+ alpha_zero = (alpha == 0)
61
+ beta_zero = (beta == 0)
62
+ beta_nonzero = ~beta_zero
63
+ w[beta_nonzero] = alpha[beta_nonzero]/beta[beta_nonzero]
64
+ # Use numpy.inf for complex values too since
65
+ # 1/numpy.inf = 0, i.e., it correctly behaves as projective
66
+ # infinity.
67
+ w[~alpha_zero & beta_zero] = numpy.inf
68
+ if numpy.all(alpha.imag == 0):
69
+ w[alpha_zero & beta_zero] = numpy.nan
70
+ else:
71
+ w[alpha_zero & beta_zero] = complex(numpy.nan, numpy.nan)
72
+ return w
73
+
74
+
75
+ def _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
76
+ homogeneous_eigvals):
77
+ ggev, = get_lapack_funcs(('ggev',), (a1, b1))
78
+ cvl, cvr = left, right
79
+ res = ggev(a1, b1, lwork=-1)
80
+ lwork = res[-2][0].real.astype(numpy.int_)
81
+ if ggev.typecode in 'cz':
82
+ alpha, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, lwork,
83
+ overwrite_a, overwrite_b)
84
+ w = _make_eigvals(alpha, beta, homogeneous_eigvals)
85
+ else:
86
+ alphar, alphai, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr,
87
+ lwork, overwrite_a,
88
+ overwrite_b)
89
+ alpha = alphar + _I * alphai
90
+ w = _make_eigvals(alpha, beta, homogeneous_eigvals)
91
+ _check_info(info, 'generalized eig algorithm (ggev)')
92
+
93
+ only_real = numpy.all(w.imag == 0.0)
94
+ if not (ggev.typecode in 'cz' or only_real):
95
+ t = w.dtype.char
96
+ if left:
97
+ vl = _make_complex_eigvecs(w, vl, t)
98
+ if right:
99
+ vr = _make_complex_eigvecs(w, vr, t)
100
+
101
+ # the eigenvectors returned by the lapack function are NOT normalized
102
+ for i in range(vr.shape[0]):
103
+ if right:
104
+ vr[:, i] /= norm(vr[:, i])
105
+ if left:
106
+ vl[:, i] /= norm(vl[:, i])
107
+
108
+ if not (left or right):
109
+ return w
110
+ if left:
111
+ if right:
112
+ return w, vl, vr
113
+ return w, vl
114
+ return w, vr
115
+
116
+
117
+ def eig(a, b=None, left=False, right=True, overwrite_a=False,
118
+ overwrite_b=False, check_finite=True, homogeneous_eigvals=False):
119
+ """
120
+ Solve an ordinary or generalized eigenvalue problem of a square matrix.
121
+
122
+ Find eigenvalues w and right or left eigenvectors of a general matrix::
123
+
124
+ a vr[:,i] = w[i] b vr[:,i]
125
+ a.H vl[:,i] = w[i].conj() b.H vl[:,i]
126
+
127
+ where ``.H`` is the Hermitian conjugation.
128
+
129
+ Parameters
130
+ ----------
131
+ a : (M, M) array_like
132
+ A complex or real matrix whose eigenvalues and eigenvectors
133
+ will be computed.
134
+ b : (M, M) array_like, optional
135
+ Right-hand side matrix in a generalized eigenvalue problem.
136
+ Default is None, identity matrix is assumed.
137
+ left : bool, optional
138
+ Whether to calculate and return left eigenvectors. Default is False.
139
+ right : bool, optional
140
+ Whether to calculate and return right eigenvectors. Default is True.
141
+ overwrite_a : bool, optional
142
+ Whether to overwrite `a`; may improve performance. Default is False.
143
+ overwrite_b : bool, optional
144
+ Whether to overwrite `b`; may improve performance. Default is False.
145
+ check_finite : bool, optional
146
+ Whether to check that the input matrices contain only finite numbers.
147
+ Disabling may give a performance gain, but may result in problems
148
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
149
+ homogeneous_eigvals : bool, optional
150
+ If True, return the eigenvalues in homogeneous coordinates.
151
+ In this case ``w`` is a (2, M) array so that::
152
+
153
+ w[1,i] a vr[:,i] = w[0,i] b vr[:,i]
154
+
155
+ Default is False.
156
+
157
+ Returns
158
+ -------
159
+ w : (M,) or (2, M) double or complex ndarray
160
+ The eigenvalues, each repeated according to its
161
+ multiplicity. The shape is (M,) unless
162
+ ``homogeneous_eigvals=True``.
163
+ vl : (M, M) double or complex ndarray
164
+ The left eigenvector corresponding to the eigenvalue
165
+ ``w[i]`` is the column ``vl[:,i]``. Only returned if ``left=True``.
166
+ The left eigenvector is not normalized.
167
+ vr : (M, M) double or complex ndarray
168
+ The normalized right eigenvector corresponding to the eigenvalue
169
+ ``w[i]`` is the column ``vr[:,i]``. Only returned if ``right=True``.
170
+
171
+ Raises
172
+ ------
173
+ LinAlgError
174
+ If eigenvalue computation does not converge.
175
+
176
+ See Also
177
+ --------
178
+ eigvals : eigenvalues of general arrays
179
+ eigh : Eigenvalues and right eigenvectors for symmetric/Hermitian arrays.
180
+ eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
181
+ band matrices
182
+ eigh_tridiagonal : eigenvalues and right eiegenvectors for
183
+ symmetric/Hermitian tridiagonal matrices
184
+
185
+ Examples
186
+ --------
187
+ >>> import numpy as np
188
+ >>> from scipy import linalg
189
+ >>> a = np.array([[0., -1.], [1., 0.]])
190
+ >>> linalg.eigvals(a)
191
+ array([0.+1.j, 0.-1.j])
192
+
193
+ >>> b = np.array([[0., 1.], [1., 1.]])
194
+ >>> linalg.eigvals(a, b)
195
+ array([ 1.+0.j, -1.+0.j])
196
+
197
+ >>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]])
198
+ >>> linalg.eigvals(a, homogeneous_eigvals=True)
199
+ array([[3.+0.j, 8.+0.j, 7.+0.j],
200
+ [1.+0.j, 1.+0.j, 1.+0.j]])
201
+
202
+ >>> a = np.array([[0., -1.], [1., 0.]])
203
+ >>> linalg.eigvals(a) == linalg.eig(a)[0]
204
+ array([ True, True])
205
+ >>> linalg.eig(a, left=True, right=False)[1] # normalized left eigenvector
206
+ array([[-0.70710678+0.j , -0.70710678-0.j ],
207
+ [-0. +0.70710678j, -0. -0.70710678j]])
208
+ >>> linalg.eig(a, left=False, right=True)[1] # normalized right eigenvector
209
+ array([[0.70710678+0.j , 0.70710678-0.j ],
210
+ [0. -0.70710678j, 0. +0.70710678j]])
211
+
212
+
213
+
214
+ """
215
+ a1 = _asarray_validated(a, check_finite=check_finite)
216
+ if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
217
+ raise ValueError('expected square matrix')
218
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
219
+ if b is not None:
220
+ b1 = _asarray_validated(b, check_finite=check_finite)
221
+ overwrite_b = overwrite_b or _datacopied(b1, b)
222
+ if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]:
223
+ raise ValueError('expected square matrix')
224
+ if b1.shape != a1.shape:
225
+ raise ValueError('a and b must have the same shape')
226
+ return _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
227
+ homogeneous_eigvals)
228
+
229
+ geev, geev_lwork = get_lapack_funcs(('geev', 'geev_lwork'), (a1,))
230
+ compute_vl, compute_vr = left, right
231
+
232
+ lwork = _compute_lwork(geev_lwork, a1.shape[0],
233
+ compute_vl=compute_vl,
234
+ compute_vr=compute_vr)
235
+
236
+ if geev.typecode in 'cz':
237
+ w, vl, vr, info = geev(a1, lwork=lwork,
238
+ compute_vl=compute_vl,
239
+ compute_vr=compute_vr,
240
+ overwrite_a=overwrite_a)
241
+ w = _make_eigvals(w, None, homogeneous_eigvals)
242
+ else:
243
+ wr, wi, vl, vr, info = geev(a1, lwork=lwork,
244
+ compute_vl=compute_vl,
245
+ compute_vr=compute_vr,
246
+ overwrite_a=overwrite_a)
247
+ t = {'f': 'F', 'd': 'D'}[wr.dtype.char]
248
+ w = wr + _I * wi
249
+ w = _make_eigvals(w, None, homogeneous_eigvals)
250
+
251
+ _check_info(info, 'eig algorithm (geev)',
252
+ positive='did not converge (only eigenvalues '
253
+ 'with order >= %d have converged)')
254
+
255
+ only_real = numpy.all(w.imag == 0.0)
256
+ if not (geev.typecode in 'cz' or only_real):
257
+ t = w.dtype.char
258
+ if left:
259
+ vl = _make_complex_eigvecs(w, vl, t)
260
+ if right:
261
+ vr = _make_complex_eigvecs(w, vr, t)
262
+ if not (left or right):
263
+ return w
264
+ if left:
265
+ if right:
266
+ return w, vl, vr
267
+ return w, vl
268
+ return w, vr
269
+
270
+
271
+ @_deprecate_positional_args(version="1.14.0")
272
+ def eigh(a, b=None, *, lower=True, eigvals_only=False, overwrite_a=False,
273
+ overwrite_b=False, turbo=_NoValue, eigvals=_NoValue, type=1,
274
+ check_finite=True, subset_by_index=None, subset_by_value=None,
275
+ driver=None):
276
+ """
277
+ Solve a standard or generalized eigenvalue problem for a complex
278
+ Hermitian or real symmetric matrix.
279
+
280
+ Find eigenvalues array ``w`` and optionally eigenvectors array ``v`` of
281
+ array ``a``, where ``b`` is positive definite such that for every
282
+ eigenvalue λ (i-th entry of w) and its eigenvector ``vi`` (i-th column of
283
+ ``v``) satisfies::
284
+
285
+ a @ vi = λ * b @ vi
286
+ vi.conj().T @ a @ vi = λ
287
+ vi.conj().T @ b @ vi = 1
288
+
289
+ In the standard problem, ``b`` is assumed to be the identity matrix.
290
+
291
+ Parameters
292
+ ----------
293
+ a : (M, M) array_like
294
+ A complex Hermitian or real symmetric matrix whose eigenvalues and
295
+ eigenvectors will be computed.
296
+ b : (M, M) array_like, optional
297
+ A complex Hermitian or real symmetric definite positive matrix in.
298
+ If omitted, identity matrix is assumed.
299
+ lower : bool, optional
300
+ Whether the pertinent array data is taken from the lower or upper
301
+ triangle of ``a`` and, if applicable, ``b``. (Default: lower)
302
+ eigvals_only : bool, optional
303
+ Whether to calculate only eigenvalues and no eigenvectors.
304
+ (Default: both are calculated)
305
+ subset_by_index : iterable, optional
306
+ If provided, this two-element iterable defines the start and the end
307
+ indices of the desired eigenvalues (ascending order and 0-indexed).
308
+ To return only the second smallest to fifth smallest eigenvalues,
309
+ ``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only
310
+ available with "evr", "evx", and "gvx" drivers. The entries are
311
+ directly converted to integers via ``int()``.
312
+ subset_by_value : iterable, optional
313
+ If provided, this two-element iterable defines the half-open interval
314
+ ``(a, b]`` that, if any, only the eigenvalues between these values
315
+ are returned. Only available with "evr", "evx", and "gvx" drivers. Use
316
+ ``np.inf`` for the unconstrained ends.
317
+ driver : str, optional
318
+ Defines which LAPACK driver should be used. Valid options are "ev",
319
+ "evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for
320
+ generalized (where b is not None) problems. See the Notes section.
321
+ The default for standard problems is "evr". For generalized problems,
322
+ "gvd" is used for full set, and "gvx" for subset requested cases.
323
+ type : int, optional
324
+ For the generalized problems, this keyword specifies the problem type
325
+ to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible
326
+ inputs)::
327
+
328
+ 1 => a @ v = w @ b @ v
329
+ 2 => a @ b @ v = w @ v
330
+ 3 => b @ a @ v = w @ v
331
+
332
+ This keyword is ignored for standard problems.
333
+ overwrite_a : bool, optional
334
+ Whether to overwrite data in ``a`` (may improve performance). Default
335
+ is False.
336
+ overwrite_b : bool, optional
337
+ Whether to overwrite data in ``b`` (may improve performance). Default
338
+ is False.
339
+ check_finite : bool, optional
340
+ Whether to check that the input matrices contain only finite numbers.
341
+ Disabling may give a performance gain, but may result in problems
342
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
343
+ turbo : bool, optional, deprecated
344
+ .. deprecated:: 1.5.0
345
+ `eigh` keyword argument `turbo` is deprecated in favour of
346
+ ``driver=gvd`` keyword instead and will be removed in SciPy
347
+ 1.14.0.
348
+ eigvals : tuple (lo, hi), optional, deprecated
349
+ .. deprecated:: 1.5.0
350
+ `eigh` keyword argument `eigvals` is deprecated in favour of
351
+ `subset_by_index` keyword instead and will be removed in SciPy
352
+ 1.14.0.
353
+
354
+ Returns
355
+ -------
356
+ w : (N,) ndarray
357
+ The N (N<=M) selected eigenvalues, in ascending order, each
358
+ repeated according to its multiplicity.
359
+ v : (M, N) ndarray
360
+ The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is
361
+ the column ``v[:,i]``. Only returned if ``eigvals_only=False``.
362
+
363
+ Raises
364
+ ------
365
+ LinAlgError
366
+ If eigenvalue computation does not converge, an error occurred, or
367
+ b matrix is not definite positive. Note that if input matrices are
368
+ not symmetric or Hermitian, no error will be reported but results will
369
+ be wrong.
370
+
371
+ See Also
372
+ --------
373
+ eigvalsh : eigenvalues of symmetric or Hermitian arrays
374
+ eig : eigenvalues and right eigenvectors for non-symmetric arrays
375
+ eigh_tridiagonal : eigenvalues and right eiegenvectors for
376
+ symmetric/Hermitian tridiagonal matrices
377
+
378
+ Notes
379
+ -----
380
+ This function does not check the input array for being Hermitian/symmetric
381
+ in order to allow for representing arrays with only their upper/lower
382
+ triangular parts. Also, note that even though not taken into account,
383
+ finiteness check applies to the whole array and unaffected by "lower"
384
+ keyword.
385
+
386
+ This function uses LAPACK drivers for computations in all possible keyword
387
+ combinations, prefixed with ``sy`` if arrays are real and ``he`` if
388
+ complex, e.g., a float array with "evr" driver is solved via
389
+ "syevr", complex arrays with "gvx" driver problem is solved via "hegvx"
390
+ etc.
391
+
392
+ As a brief summary, the slowest and the most robust driver is the
393
+ classical ``<sy/he>ev`` which uses symmetric QR. ``<sy/he>evr`` is seen as
394
+ the optimal choice for the most general cases. However, there are certain
395
+ occasions that ``<sy/he>evd`` computes faster at the expense of more
396
+ memory usage. ``<sy/he>evx``, while still being faster than ``<sy/he>ev``,
397
+ often performs worse than the rest except when very few eigenvalues are
398
+ requested for large arrays though there is still no performance guarantee.
399
+
400
+
401
+ For the generalized problem, normalization with respect to the given
402
+ type argument::
403
+
404
+ type 1 and 3 : v.conj().T @ a @ v = w
405
+ type 2 : inv(v).conj().T @ a @ inv(v) = w
406
+
407
+ type 1 or 2 : v.conj().T @ b @ v = I
408
+ type 3 : v.conj().T @ inv(b) @ v = I
409
+
410
+
411
+ Examples
412
+ --------
413
+ >>> import numpy as np
414
+ >>> from scipy.linalg import eigh
415
+ >>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]])
416
+ >>> w, v = eigh(A)
417
+ >>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
418
+ True
419
+
420
+ Request only the eigenvalues
421
+
422
+ >>> w = eigh(A, eigvals_only=True)
423
+
424
+ Request eigenvalues that are less than 10.
425
+
426
+ >>> A = np.array([[34, -4, -10, -7, 2],
427
+ ... [-4, 7, 2, 12, 0],
428
+ ... [-10, 2, 44, 2, -19],
429
+ ... [-7, 12, 2, 79, -34],
430
+ ... [2, 0, -19, -34, 29]])
431
+ >>> eigh(A, eigvals_only=True, subset_by_value=[-np.inf, 10])
432
+ array([6.69199443e-07, 9.11938152e+00])
433
+
434
+ Request the second smallest eigenvalue and its eigenvector
435
+
436
+ >>> w, v = eigh(A, subset_by_index=[1, 1])
437
+ >>> w
438
+ array([9.11938152])
439
+ >>> v.shape # only a single column is returned
440
+ (5, 1)
441
+
442
+ """
443
+ if turbo is not _NoValue:
444
+ warnings.warn("Keyword argument 'turbo' is deprecated in favour of '"
445
+ "driver=gvd' keyword instead and will be removed in "
446
+ "SciPy 1.14.0.",
447
+ DeprecationWarning, stacklevel=2)
448
+ if eigvals is not _NoValue:
449
+ warnings.warn("Keyword argument 'eigvals' is deprecated in favour of "
450
+ "'subset_by_index' keyword instead and will be removed "
451
+ "in SciPy 1.14.0.",
452
+ DeprecationWarning, stacklevel=2)
453
+
454
+ # set lower
455
+ uplo = 'L' if lower else 'U'
456
+ # Set job for Fortran routines
457
+ _job = 'N' if eigvals_only else 'V'
458
+
459
+ drv_str = [None, "ev", "evd", "evr", "evx", "gv", "gvd", "gvx"]
460
+ if driver not in drv_str:
461
+ raise ValueError('"{}" is unknown. Possible values are "None", "{}".'
462
+ ''.format(driver, '", "'.join(drv_str[1:])))
463
+
464
+ a1 = _asarray_validated(a, check_finite=check_finite)
465
+ if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
466
+ raise ValueError('expected square "a" matrix')
467
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
468
+ cplx = True if iscomplexobj(a1) else False
469
+ n = a1.shape[0]
470
+ drv_args = {'overwrite_a': overwrite_a}
471
+
472
+ if b is not None:
473
+ b1 = _asarray_validated(b, check_finite=check_finite)
474
+ overwrite_b = overwrite_b or _datacopied(b1, b)
475
+ if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]:
476
+ raise ValueError('expected square "b" matrix')
477
+
478
+ if b1.shape != a1.shape:
479
+ raise ValueError(f"wrong b dimensions {b1.shape}, should be {a1.shape}")
480
+
481
+ if type not in [1, 2, 3]:
482
+ raise ValueError('"type" keyword only accepts 1, 2, and 3.')
483
+
484
+ cplx = True if iscomplexobj(b1) else (cplx or False)
485
+ drv_args.update({'overwrite_b': overwrite_b, 'itype': type})
486
+
487
+ # backwards-compatibility handling
488
+ subset_by_index = subset_by_index if (eigvals in (None, _NoValue)) else eigvals
489
+
490
+ subset = (subset_by_index is not None) or (subset_by_value is not None)
491
+
492
+ # Both subsets can't be given
493
+ if subset_by_index and subset_by_value:
494
+ raise ValueError('Either index or value subset can be requested.')
495
+
496
+ # Take turbo into account if all conditions are met otherwise ignore
497
+ if turbo not in (None, _NoValue) and b is not None:
498
+ driver = 'gvx' if subset else 'gvd'
499
+
500
+ # Check indices if given
501
+ if subset_by_index:
502
+ lo, hi = (int(x) for x in subset_by_index)
503
+ if not (0 <= lo <= hi < n):
504
+ raise ValueError('Requested eigenvalue indices are not valid. '
505
+ f'Valid range is [0, {n-1}] and start <= end, but '
506
+ f'start={lo}, end={hi} is given')
507
+ # fortran is 1-indexed
508
+ drv_args.update({'range': 'I', 'il': lo + 1, 'iu': hi + 1})
509
+
510
+ if subset_by_value:
511
+ lo, hi = subset_by_value
512
+ if not (-inf <= lo < hi <= inf):
513
+ raise ValueError('Requested eigenvalue bounds are not valid. '
514
+ 'Valid range is (-inf, inf) and low < high, but '
515
+ f'low={lo}, high={hi} is given')
516
+
517
+ drv_args.update({'range': 'V', 'vl': lo, 'vu': hi})
518
+
519
+ # fix prefix for lapack routines
520
+ pfx = 'he' if cplx else 'sy'
521
+
522
+ # decide on the driver if not given
523
+ # first early exit on incompatible choice
524
+ if driver:
525
+ if b is None and (driver in ["gv", "gvd", "gvx"]):
526
+ raise ValueError(f'{driver} requires input b array to be supplied '
527
+ 'for generalized eigenvalue problems.')
528
+ if (b is not None) and (driver in ['ev', 'evd', 'evr', 'evx']):
529
+ raise ValueError(f'"{driver}" does not accept input b array '
530
+ 'for standard eigenvalue problems.')
531
+ if subset and (driver in ["ev", "evd", "gv", "gvd"]):
532
+ raise ValueError(f'"{driver}" cannot compute subsets of eigenvalues')
533
+
534
+ # Default driver is evr and gvd
535
+ else:
536
+ driver = "evr" if b is None else ("gvx" if subset else "gvd")
537
+
538
+ lwork_spec = {
539
+ 'syevd': ['lwork', 'liwork'],
540
+ 'syevr': ['lwork', 'liwork'],
541
+ 'heevd': ['lwork', 'liwork', 'lrwork'],
542
+ 'heevr': ['lwork', 'lrwork', 'liwork'],
543
+ }
544
+
545
+ if b is None: # Standard problem
546
+ drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'),
547
+ [a1])
548
+ clw_args = {'n': n, 'lower': lower}
549
+ if driver == 'evd':
550
+ clw_args.update({'compute_v': 0 if _job == "N" else 1})
551
+
552
+ lw = _compute_lwork(drvlw, **clw_args)
553
+ # Multiple lwork vars
554
+ if isinstance(lw, tuple):
555
+ lwork_args = dict(zip(lwork_spec[pfx+driver], lw))
556
+ else:
557
+ lwork_args = {'lwork': lw}
558
+
559
+ drv_args.update({'lower': lower, 'compute_v': 0 if _job == "N" else 1})
560
+ w, v, *other_args, info = drv(a=a1, **drv_args, **lwork_args)
561
+
562
+ else: # Generalized problem
563
+ # 'gvd' doesn't have lwork query
564
+ if driver == "gvd":
565
+ drv = get_lapack_funcs(pfx + "gvd", [a1, b1])
566
+ lwork_args = {}
567
+ else:
568
+ drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'),
569
+ [a1, b1])
570
+ # generalized drivers use uplo instead of lower
571
+ lw = _compute_lwork(drvlw, n, uplo=uplo)
572
+ lwork_args = {'lwork': lw}
573
+
574
+ drv_args.update({'uplo': uplo, 'jobz': _job})
575
+
576
+ w, v, *other_args, info = drv(a=a1, b=b1, **drv_args, **lwork_args)
577
+
578
+ # m is always the first extra argument
579
+ w = w[:other_args[0]] if subset else w
580
+ v = v[:, :other_args[0]] if (subset and not eigvals_only) else v
581
+
582
+ # Check if we had a successful exit
583
+ if info == 0:
584
+ if eigvals_only:
585
+ return w
586
+ else:
587
+ return w, v
588
+ else:
589
+ if info < -1:
590
+ raise LinAlgError('Illegal value in argument {} of internal {}'
591
+ ''.format(-info, drv.typecode + pfx + driver))
592
+ elif info > n:
593
+ raise LinAlgError(f'The leading minor of order {info-n} of B is not '
594
+ 'positive definite. The factorization of B '
595
+ 'could not be completed and no eigenvalues '
596
+ 'or eigenvectors were computed.')
597
+ else:
598
+ drv_err = {'ev': 'The algorithm failed to converge; {} '
599
+ 'off-diagonal elements of an intermediate '
600
+ 'tridiagonal form did not converge to zero.',
601
+ 'evx': '{} eigenvectors failed to converge.',
602
+ 'evd': 'The algorithm failed to compute an eigenvalue '
603
+ 'while working on the submatrix lying in rows '
604
+ 'and columns {0}/{1} through mod({0},{1}).',
605
+ 'evr': 'Internal Error.'
606
+ }
607
+ if driver in ['ev', 'gv']:
608
+ msg = drv_err['ev'].format(info)
609
+ elif driver in ['evx', 'gvx']:
610
+ msg = drv_err['evx'].format(info)
611
+ elif driver in ['evd', 'gvd']:
612
+ if eigvals_only:
613
+ msg = drv_err['ev'].format(info)
614
+ else:
615
+ msg = drv_err['evd'].format(info, n+1)
616
+ else:
617
+ msg = drv_err['evr']
618
+
619
+ raise LinAlgError(msg)
620
+
621
+
622
+ _conv_dict = {0: 0, 1: 1, 2: 2,
623
+ 'all': 0, 'value': 1, 'index': 2,
624
+ 'a': 0, 'v': 1, 'i': 2}
625
+
626
+
627
+ def _check_select(select, select_range, max_ev, max_len):
628
+ """Check that select is valid, convert to Fortran style."""
629
+ if isinstance(select, str):
630
+ select = select.lower()
631
+ try:
632
+ select = _conv_dict[select]
633
+ except KeyError as e:
634
+ raise ValueError('invalid argument for select') from e
635
+ vl, vu = 0., 1.
636
+ il = iu = 1
637
+ if select != 0: # (non-all)
638
+ sr = asarray(select_range)
639
+ if sr.ndim != 1 or sr.size != 2 or sr[1] < sr[0]:
640
+ raise ValueError('select_range must be a 2-element array-like '
641
+ 'in nondecreasing order')
642
+ if select == 1: # (value)
643
+ vl, vu = sr
644
+ if max_ev == 0:
645
+ max_ev = max_len
646
+ else: # 2 (index)
647
+ if sr.dtype.char.lower() not in 'hilqp':
648
+ raise ValueError(
649
+ f'when using select="i", select_range must '
650
+ f'contain integers, got dtype {sr.dtype} ({sr.dtype.char})'
651
+ )
652
+ # translate Python (0 ... N-1) into Fortran (1 ... N) with + 1
653
+ il, iu = sr + 1
654
+ if min(il, iu) < 1 or max(il, iu) > max_len:
655
+ raise ValueError('select_range out of bounds')
656
+ max_ev = iu - il + 1
657
+ return select, vl, vu, il, iu, max_ev
658
+
659
+
660
+ def eig_banded(a_band, lower=False, eigvals_only=False, overwrite_a_band=False,
661
+ select='a', select_range=None, max_ev=0, check_finite=True):
662
+ """
663
+ Solve real symmetric or complex Hermitian band matrix eigenvalue problem.
664
+
665
+ Find eigenvalues w and optionally right eigenvectors v of a::
666
+
667
+ a v[:,i] = w[i] v[:,i]
668
+ v.H v = identity
669
+
670
+ The matrix a is stored in a_band either in lower diagonal or upper
671
+ diagonal ordered form:
672
+
673
+ a_band[u + i - j, j] == a[i,j] (if upper form; i <= j)
674
+ a_band[ i - j, j] == a[i,j] (if lower form; i >= j)
675
+
676
+ where u is the number of bands above the diagonal.
677
+
678
+ Example of a_band (shape of a is (6,6), u=2)::
679
+
680
+ upper form:
681
+ * * a02 a13 a24 a35
682
+ * a01 a12 a23 a34 a45
683
+ a00 a11 a22 a33 a44 a55
684
+
685
+ lower form:
686
+ a00 a11 a22 a33 a44 a55
687
+ a10 a21 a32 a43 a54 *
688
+ a20 a31 a42 a53 * *
689
+
690
+ Cells marked with * are not used.
691
+
692
+ Parameters
693
+ ----------
694
+ a_band : (u+1, M) array_like
695
+ The bands of the M by M matrix a.
696
+ lower : bool, optional
697
+ Is the matrix in the lower form. (Default is upper form)
698
+ eigvals_only : bool, optional
699
+ Compute only the eigenvalues and no eigenvectors.
700
+ (Default: calculate also eigenvectors)
701
+ overwrite_a_band : bool, optional
702
+ Discard data in a_band (may enhance performance)
703
+ select : {'a', 'v', 'i'}, optional
704
+ Which eigenvalues to calculate
705
+
706
+ ====== ========================================
707
+ select calculated
708
+ ====== ========================================
709
+ 'a' All eigenvalues
710
+ 'v' Eigenvalues in the interval (min, max]
711
+ 'i' Eigenvalues with indices min <= i <= max
712
+ ====== ========================================
713
+ select_range : (min, max), optional
714
+ Range of selected eigenvalues
715
+ max_ev : int, optional
716
+ For select=='v', maximum number of eigenvalues expected.
717
+ For other values of select, has no meaning.
718
+
719
+ In doubt, leave this parameter untouched.
720
+
721
+ check_finite : bool, optional
722
+ Whether to check that the input matrix contains only finite numbers.
723
+ Disabling may give a performance gain, but may result in problems
724
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
725
+
726
+ Returns
727
+ -------
728
+ w : (M,) ndarray
729
+ The eigenvalues, in ascending order, each repeated according to its
730
+ multiplicity.
731
+ v : (M, M) float or complex ndarray
732
+ The normalized eigenvector corresponding to the eigenvalue w[i] is
733
+ the column v[:,i]. Only returned if ``eigvals_only=False``.
734
+
735
+ Raises
736
+ ------
737
+ LinAlgError
738
+ If eigenvalue computation does not converge.
739
+
740
+ See Also
741
+ --------
742
+ eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
743
+ eig : eigenvalues and right eigenvectors of general arrays.
744
+ eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
745
+ eigh_tridiagonal : eigenvalues and right eigenvectors for
746
+ symmetric/Hermitian tridiagonal matrices
747
+
748
+ Examples
749
+ --------
750
+ >>> import numpy as np
751
+ >>> from scipy.linalg import eig_banded
752
+ >>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]])
753
+ >>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]])
754
+ >>> w, v = eig_banded(Ab, lower=True)
755
+ >>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
756
+ True
757
+ >>> w = eig_banded(Ab, lower=True, eigvals_only=True)
758
+ >>> w
759
+ array([-4.26200532, -2.22987175, 3.95222349, 12.53965359])
760
+
761
+ Request only the eigenvalues between ``[-3, 4]``
762
+
763
+ >>> w, v = eig_banded(Ab, lower=True, select='v', select_range=[-3, 4])
764
+ >>> w
765
+ array([-2.22987175, 3.95222349])
766
+
767
+ """
768
+ if eigvals_only or overwrite_a_band:
769
+ a1 = _asarray_validated(a_band, check_finite=check_finite)
770
+ overwrite_a_band = overwrite_a_band or (_datacopied(a1, a_band))
771
+ else:
772
+ a1 = array(a_band)
773
+ if issubclass(a1.dtype.type, inexact) and not isfinite(a1).all():
774
+ raise ValueError("array must not contain infs or NaNs")
775
+ overwrite_a_band = 1
776
+
777
+ if len(a1.shape) != 2:
778
+ raise ValueError('expected a 2-D array')
779
+ select, vl, vu, il, iu, max_ev = _check_select(
780
+ select, select_range, max_ev, a1.shape[1])
781
+ del select_range
782
+ if select == 0:
783
+ if a1.dtype.char in 'GFD':
784
+ # FIXME: implement this somewhen, for now go with builtin values
785
+ # FIXME: calc optimal lwork by calling ?hbevd(lwork=-1)
786
+ # or by using calc_lwork.f ???
787
+ # lwork = calc_lwork.hbevd(bevd.typecode, a1.shape[0], lower)
788
+ internal_name = 'hbevd'
789
+ else: # a1.dtype.char in 'fd':
790
+ # FIXME: implement this somewhen, for now go with builtin values
791
+ # see above
792
+ # lwork = calc_lwork.sbevd(bevd.typecode, a1.shape[0], lower)
793
+ internal_name = 'sbevd'
794
+ bevd, = get_lapack_funcs((internal_name,), (a1,))
795
+ w, v, info = bevd(a1, compute_v=not eigvals_only,
796
+ lower=lower, overwrite_ab=overwrite_a_band)
797
+ else: # select in [1, 2]
798
+ if eigvals_only:
799
+ max_ev = 1
800
+ # calculate optimal abstol for dsbevx (see manpage)
801
+ if a1.dtype.char in 'fF': # single precision
802
+ lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='f'),))
803
+ else:
804
+ lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='d'),))
805
+ abstol = 2 * lamch('s')
806
+ if a1.dtype.char in 'GFD':
807
+ internal_name = 'hbevx'
808
+ else: # a1.dtype.char in 'gfd'
809
+ internal_name = 'sbevx'
810
+ bevx, = get_lapack_funcs((internal_name,), (a1,))
811
+ w, v, m, ifail, info = bevx(
812
+ a1, vl, vu, il, iu, compute_v=not eigvals_only, mmax=max_ev,
813
+ range=select, lower=lower, overwrite_ab=overwrite_a_band,
814
+ abstol=abstol)
815
+ # crop off w and v
816
+ w = w[:m]
817
+ if not eigvals_only:
818
+ v = v[:, :m]
819
+ _check_info(info, internal_name)
820
+
821
+ if eigvals_only:
822
+ return w
823
+ return w, v
824
+
825
+
826
+ def eigvals(a, b=None, overwrite_a=False, check_finite=True,
827
+ homogeneous_eigvals=False):
828
+ """
829
+ Compute eigenvalues from an ordinary or generalized eigenvalue problem.
830
+
831
+ Find eigenvalues of a general matrix::
832
+
833
+ a vr[:,i] = w[i] b vr[:,i]
834
+
835
+ Parameters
836
+ ----------
837
+ a : (M, M) array_like
838
+ A complex or real matrix whose eigenvalues and eigenvectors
839
+ will be computed.
840
+ b : (M, M) array_like, optional
841
+ Right-hand side matrix in a generalized eigenvalue problem.
842
+ If omitted, identity matrix is assumed.
843
+ overwrite_a : bool, optional
844
+ Whether to overwrite data in a (may improve performance)
845
+ check_finite : bool, optional
846
+ Whether to check that the input matrices contain only finite numbers.
847
+ Disabling may give a performance gain, but may result in problems
848
+ (crashes, non-termination) if the inputs do contain infinities
849
+ or NaNs.
850
+ homogeneous_eigvals : bool, optional
851
+ If True, return the eigenvalues in homogeneous coordinates.
852
+ In this case ``w`` is a (2, M) array so that::
853
+
854
+ w[1,i] a vr[:,i] = w[0,i] b vr[:,i]
855
+
856
+ Default is False.
857
+
858
+ Returns
859
+ -------
860
+ w : (M,) or (2, M) double or complex ndarray
861
+ The eigenvalues, each repeated according to its multiplicity
862
+ but not in any specific order. The shape is (M,) unless
863
+ ``homogeneous_eigvals=True``.
864
+
865
+ Raises
866
+ ------
867
+ LinAlgError
868
+ If eigenvalue computation does not converge
869
+
870
+ See Also
871
+ --------
872
+ eig : eigenvalues and right eigenvectors of general arrays.
873
+ eigvalsh : eigenvalues of symmetric or Hermitian arrays
874
+ eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
875
+ eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
876
+ matrices
877
+
878
+ Examples
879
+ --------
880
+ >>> import numpy as np
881
+ >>> from scipy import linalg
882
+ >>> a = np.array([[0., -1.], [1., 0.]])
883
+ >>> linalg.eigvals(a)
884
+ array([0.+1.j, 0.-1.j])
885
+
886
+ >>> b = np.array([[0., 1.], [1., 1.]])
887
+ >>> linalg.eigvals(a, b)
888
+ array([ 1.+0.j, -1.+0.j])
889
+
890
+ >>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]])
891
+ >>> linalg.eigvals(a, homogeneous_eigvals=True)
892
+ array([[3.+0.j, 8.+0.j, 7.+0.j],
893
+ [1.+0.j, 1.+0.j, 1.+0.j]])
894
+
895
+ """
896
+ return eig(a, b=b, left=0, right=0, overwrite_a=overwrite_a,
897
+ check_finite=check_finite,
898
+ homogeneous_eigvals=homogeneous_eigvals)
899
+
900
+
901
+ @_deprecate_positional_args(version="1.14.0")
902
+ def eigvalsh(a, b=None, *, lower=True, overwrite_a=False,
903
+ overwrite_b=False, turbo=_NoValue, eigvals=_NoValue, type=1,
904
+ check_finite=True, subset_by_index=None, subset_by_value=None,
905
+ driver=None):
906
+ """
907
+ Solves a standard or generalized eigenvalue problem for a complex
908
+ Hermitian or real symmetric matrix.
909
+
910
+ Find eigenvalues array ``w`` of array ``a``, where ``b`` is positive
911
+ definite such that for every eigenvalue λ (i-th entry of w) and its
912
+ eigenvector vi (i-th column of v) satisfies::
913
+
914
+ a @ vi = λ * b @ vi
915
+ vi.conj().T @ a @ vi = λ
916
+ vi.conj().T @ b @ vi = 1
917
+
918
+ In the standard problem, b is assumed to be the identity matrix.
919
+
920
+ Parameters
921
+ ----------
922
+ a : (M, M) array_like
923
+ A complex Hermitian or real symmetric matrix whose eigenvalues will
924
+ be computed.
925
+ b : (M, M) array_like, optional
926
+ A complex Hermitian or real symmetric definite positive matrix in.
927
+ If omitted, identity matrix is assumed.
928
+ lower : bool, optional
929
+ Whether the pertinent array data is taken from the lower or upper
930
+ triangle of ``a`` and, if applicable, ``b``. (Default: lower)
931
+ overwrite_a : bool, optional
932
+ Whether to overwrite data in ``a`` (may improve performance). Default
933
+ is False.
934
+ overwrite_b : bool, optional
935
+ Whether to overwrite data in ``b`` (may improve performance). Default
936
+ is False.
937
+ type : int, optional
938
+ For the generalized problems, this keyword specifies the problem type
939
+ to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible
940
+ inputs)::
941
+
942
+ 1 => a @ v = w @ b @ v
943
+ 2 => a @ b @ v = w @ v
944
+ 3 => b @ a @ v = w @ v
945
+
946
+ This keyword is ignored for standard problems.
947
+ check_finite : bool, optional
948
+ Whether to check that the input matrices contain only finite numbers.
949
+ Disabling may give a performance gain, but may result in problems
950
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
951
+ subset_by_index : iterable, optional
952
+ If provided, this two-element iterable defines the start and the end
953
+ indices of the desired eigenvalues (ascending order and 0-indexed).
954
+ To return only the second smallest to fifth smallest eigenvalues,
955
+ ``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only
956
+ available with "evr", "evx", and "gvx" drivers. The entries are
957
+ directly converted to integers via ``int()``.
958
+ subset_by_value : iterable, optional
959
+ If provided, this two-element iterable defines the half-open interval
960
+ ``(a, b]`` that, if any, only the eigenvalues between these values
961
+ are returned. Only available with "evr", "evx", and "gvx" drivers. Use
962
+ ``np.inf`` for the unconstrained ends.
963
+ driver : str, optional
964
+ Defines which LAPACK driver should be used. Valid options are "ev",
965
+ "evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for
966
+ generalized (where b is not None) problems. See the Notes section of
967
+ `scipy.linalg.eigh`.
968
+ turbo : bool, optional, deprecated
969
+ .. deprecated:: 1.5.0
970
+ 'eigvalsh' keyword argument `turbo` is deprecated in favor of
971
+ ``driver=gvd`` option and will be removed in SciPy 1.14.0.
972
+
973
+ eigvals : tuple (lo, hi), optional
974
+ .. deprecated:: 1.5.0
975
+ 'eigvalsh' keyword argument `eigvals` is deprecated in favor of
976
+ `subset_by_index` option and will be removed in SciPy 1.14.0.
977
+
978
+ Returns
979
+ -------
980
+ w : (N,) ndarray
981
+ The N (N<=M) selected eigenvalues, in ascending order, each
982
+ repeated according to its multiplicity.
983
+
984
+ Raises
985
+ ------
986
+ LinAlgError
987
+ If eigenvalue computation does not converge, an error occurred, or
988
+ b matrix is not definite positive. Note that if input matrices are
989
+ not symmetric or Hermitian, no error will be reported but results will
990
+ be wrong.
991
+
992
+ See Also
993
+ --------
994
+ eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
995
+ eigvals : eigenvalues of general arrays
996
+ eigvals_banded : eigenvalues for symmetric/Hermitian band matrices
997
+ eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
998
+ matrices
999
+
1000
+ Notes
1001
+ -----
1002
+ This function does not check the input array for being Hermitian/symmetric
1003
+ in order to allow for representing arrays with only their upper/lower
1004
+ triangular parts.
1005
+
1006
+ This function serves as a one-liner shorthand for `scipy.linalg.eigh` with
1007
+ the option ``eigvals_only=True`` to get the eigenvalues and not the
1008
+ eigenvectors. Here it is kept as a legacy convenience. It might be
1009
+ beneficial to use the main function to have full control and to be a bit
1010
+ more pythonic.
1011
+
1012
+ Examples
1013
+ --------
1014
+ For more examples see `scipy.linalg.eigh`.
1015
+
1016
+ >>> import numpy as np
1017
+ >>> from scipy.linalg import eigvalsh
1018
+ >>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]])
1019
+ >>> w = eigvalsh(A)
1020
+ >>> w
1021
+ array([-3.74637491, -0.76263923, 6.08502336, 12.42399079])
1022
+
1023
+ """
1024
+ return eigh(a, b=b, lower=lower, eigvals_only=True,
1025
+ overwrite_a=overwrite_a, overwrite_b=overwrite_b,
1026
+ turbo=turbo, eigvals=eigvals, type=type,
1027
+ check_finite=check_finite, subset_by_index=subset_by_index,
1028
+ subset_by_value=subset_by_value, driver=driver)
1029
+
1030
+
1031
+ def eigvals_banded(a_band, lower=False, overwrite_a_band=False,
1032
+ select='a', select_range=None, check_finite=True):
1033
+ """
1034
+ Solve real symmetric or complex Hermitian band matrix eigenvalue problem.
1035
+
1036
+ Find eigenvalues w of a::
1037
+
1038
+ a v[:,i] = w[i] v[:,i]
1039
+ v.H v = identity
1040
+
1041
+ The matrix a is stored in a_band either in lower diagonal or upper
1042
+ diagonal ordered form:
1043
+
1044
+ a_band[u + i - j, j] == a[i,j] (if upper form; i <= j)
1045
+ a_band[ i - j, j] == a[i,j] (if lower form; i >= j)
1046
+
1047
+ where u is the number of bands above the diagonal.
1048
+
1049
+ Example of a_band (shape of a is (6,6), u=2)::
1050
+
1051
+ upper form:
1052
+ * * a02 a13 a24 a35
1053
+ * a01 a12 a23 a34 a45
1054
+ a00 a11 a22 a33 a44 a55
1055
+
1056
+ lower form:
1057
+ a00 a11 a22 a33 a44 a55
1058
+ a10 a21 a32 a43 a54 *
1059
+ a20 a31 a42 a53 * *
1060
+
1061
+ Cells marked with * are not used.
1062
+
1063
+ Parameters
1064
+ ----------
1065
+ a_band : (u+1, M) array_like
1066
+ The bands of the M by M matrix a.
1067
+ lower : bool, optional
1068
+ Is the matrix in the lower form. (Default is upper form)
1069
+ overwrite_a_band : bool, optional
1070
+ Discard data in a_band (may enhance performance)
1071
+ select : {'a', 'v', 'i'}, optional
1072
+ Which eigenvalues to calculate
1073
+
1074
+ ====== ========================================
1075
+ select calculated
1076
+ ====== ========================================
1077
+ 'a' All eigenvalues
1078
+ 'v' Eigenvalues in the interval (min, max]
1079
+ 'i' Eigenvalues with indices min <= i <= max
1080
+ ====== ========================================
1081
+ select_range : (min, max), optional
1082
+ Range of selected eigenvalues
1083
+ check_finite : bool, optional
1084
+ Whether to check that the input matrix contains only finite numbers.
1085
+ Disabling may give a performance gain, but may result in problems
1086
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1087
+
1088
+ Returns
1089
+ -------
1090
+ w : (M,) ndarray
1091
+ The eigenvalues, in ascending order, each repeated according to its
1092
+ multiplicity.
1093
+
1094
+ Raises
1095
+ ------
1096
+ LinAlgError
1097
+ If eigenvalue computation does not converge.
1098
+
1099
+ See Also
1100
+ --------
1101
+ eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
1102
+ band matrices
1103
+ eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
1104
+ matrices
1105
+ eigvals : eigenvalues of general arrays
1106
+ eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
1107
+ eig : eigenvalues and right eigenvectors for non-symmetric arrays
1108
+
1109
+ Examples
1110
+ --------
1111
+ >>> import numpy as np
1112
+ >>> from scipy.linalg import eigvals_banded
1113
+ >>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]])
1114
+ >>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]])
1115
+ >>> w = eigvals_banded(Ab, lower=True)
1116
+ >>> w
1117
+ array([-4.26200532, -2.22987175, 3.95222349, 12.53965359])
1118
+ """
1119
+ return eig_banded(a_band, lower=lower, eigvals_only=1,
1120
+ overwrite_a_band=overwrite_a_band, select=select,
1121
+ select_range=select_range, check_finite=check_finite)
1122
+
1123
+
1124
+ def eigvalsh_tridiagonal(d, e, select='a', select_range=None,
1125
+ check_finite=True, tol=0., lapack_driver='auto'):
1126
+ """
1127
+ Solve eigenvalue problem for a real symmetric tridiagonal matrix.
1128
+
1129
+ Find eigenvalues `w` of ``a``::
1130
+
1131
+ a v[:,i] = w[i] v[:,i]
1132
+ v.H v = identity
1133
+
1134
+ For a real symmetric matrix ``a`` with diagonal elements `d` and
1135
+ off-diagonal elements `e`.
1136
+
1137
+ Parameters
1138
+ ----------
1139
+ d : ndarray, shape (ndim,)
1140
+ The diagonal elements of the array.
1141
+ e : ndarray, shape (ndim-1,)
1142
+ The off-diagonal elements of the array.
1143
+ select : {'a', 'v', 'i'}, optional
1144
+ Which eigenvalues to calculate
1145
+
1146
+ ====== ========================================
1147
+ select calculated
1148
+ ====== ========================================
1149
+ 'a' All eigenvalues
1150
+ 'v' Eigenvalues in the interval (min, max]
1151
+ 'i' Eigenvalues with indices min <= i <= max
1152
+ ====== ========================================
1153
+ select_range : (min, max), optional
1154
+ Range of selected eigenvalues
1155
+ check_finite : bool, optional
1156
+ Whether to check that the input matrix contains only finite numbers.
1157
+ Disabling may give a performance gain, but may result in problems
1158
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1159
+ tol : float
1160
+ The absolute tolerance to which each eigenvalue is required
1161
+ (only used when ``lapack_driver='stebz'``).
1162
+ An eigenvalue (or cluster) is considered to have converged if it
1163
+ lies in an interval of this width. If <= 0. (default),
1164
+ the value ``eps*|a|`` is used where eps is the machine precision,
1165
+ and ``|a|`` is the 1-norm of the matrix ``a``.
1166
+ lapack_driver : str
1167
+ LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf',
1168
+ or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'``
1169
+ and 'stebz' otherwise. 'sterf' and 'stev' can only be used when
1170
+ ``select='a'``.
1171
+
1172
+ Returns
1173
+ -------
1174
+ w : (M,) ndarray
1175
+ The eigenvalues, in ascending order, each repeated according to its
1176
+ multiplicity.
1177
+
1178
+ Raises
1179
+ ------
1180
+ LinAlgError
1181
+ If eigenvalue computation does not converge.
1182
+
1183
+ See Also
1184
+ --------
1185
+ eigh_tridiagonal : eigenvalues and right eiegenvectors for
1186
+ symmetric/Hermitian tridiagonal matrices
1187
+
1188
+ Examples
1189
+ --------
1190
+ >>> import numpy as np
1191
+ >>> from scipy.linalg import eigvalsh_tridiagonal, eigvalsh
1192
+ >>> d = 3*np.ones(4)
1193
+ >>> e = -1*np.ones(3)
1194
+ >>> w = eigvalsh_tridiagonal(d, e)
1195
+ >>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1)
1196
+ >>> w2 = eigvalsh(A) # Verify with other eigenvalue routines
1197
+ >>> np.allclose(w - w2, np.zeros(4))
1198
+ True
1199
+ """
1200
+ return eigh_tridiagonal(
1201
+ d, e, eigvals_only=True, select=select, select_range=select_range,
1202
+ check_finite=check_finite, tol=tol, lapack_driver=lapack_driver)
1203
+
1204
+
1205
+ def eigh_tridiagonal(d, e, eigvals_only=False, select='a', select_range=None,
1206
+ check_finite=True, tol=0., lapack_driver='auto'):
1207
+ """
1208
+ Solve eigenvalue problem for a real symmetric tridiagonal matrix.
1209
+
1210
+ Find eigenvalues `w` and optionally right eigenvectors `v` of ``a``::
1211
+
1212
+ a v[:,i] = w[i] v[:,i]
1213
+ v.H v = identity
1214
+
1215
+ For a real symmetric matrix ``a`` with diagonal elements `d` and
1216
+ off-diagonal elements `e`.
1217
+
1218
+ Parameters
1219
+ ----------
1220
+ d : ndarray, shape (ndim,)
1221
+ The diagonal elements of the array.
1222
+ e : ndarray, shape (ndim-1,)
1223
+ The off-diagonal elements of the array.
1224
+ eigvals_only : bool, optional
1225
+ Compute only the eigenvalues and no eigenvectors.
1226
+ (Default: calculate also eigenvectors)
1227
+ select : {'a', 'v', 'i'}, optional
1228
+ Which eigenvalues to calculate
1229
+
1230
+ ====== ========================================
1231
+ select calculated
1232
+ ====== ========================================
1233
+ 'a' All eigenvalues
1234
+ 'v' Eigenvalues in the interval (min, max]
1235
+ 'i' Eigenvalues with indices min <= i <= max
1236
+ ====== ========================================
1237
+ select_range : (min, max), optional
1238
+ Range of selected eigenvalues
1239
+ check_finite : bool, optional
1240
+ Whether to check that the input matrix contains only finite numbers.
1241
+ Disabling may give a performance gain, but may result in problems
1242
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1243
+ tol : float
1244
+ The absolute tolerance to which each eigenvalue is required
1245
+ (only used when 'stebz' is the `lapack_driver`).
1246
+ An eigenvalue (or cluster) is considered to have converged if it
1247
+ lies in an interval of this width. If <= 0. (default),
1248
+ the value ``eps*|a|`` is used where eps is the machine precision,
1249
+ and ``|a|`` is the 1-norm of the matrix ``a``.
1250
+ lapack_driver : str
1251
+ LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf',
1252
+ or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'``
1253
+ and 'stebz' otherwise. When 'stebz' is used to find the eigenvalues and
1254
+ ``eigvals_only=False``, then a second LAPACK call (to ``?STEIN``) is
1255
+ used to find the corresponding eigenvectors. 'sterf' can only be
1256
+ used when ``eigvals_only=True`` and ``select='a'``. 'stev' can only
1257
+ be used when ``select='a'``.
1258
+
1259
+ Returns
1260
+ -------
1261
+ w : (M,) ndarray
1262
+ The eigenvalues, in ascending order, each repeated according to its
1263
+ multiplicity.
1264
+ v : (M, M) ndarray
1265
+ The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is
1266
+ the column ``v[:,i]``. Only returned if ``eigvals_only=False``.
1267
+
1268
+ Raises
1269
+ ------
1270
+ LinAlgError
1271
+ If eigenvalue computation does not converge.
1272
+
1273
+ See Also
1274
+ --------
1275
+ eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal
1276
+ matrices
1277
+ eig : eigenvalues and right eigenvectors for non-symmetric arrays
1278
+ eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays
1279
+ eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
1280
+ band matrices
1281
+
1282
+ Notes
1283
+ -----
1284
+ This function makes use of LAPACK ``S/DSTEMR`` routines.
1285
+
1286
+ Examples
1287
+ --------
1288
+ >>> import numpy as np
1289
+ >>> from scipy.linalg import eigh_tridiagonal
1290
+ >>> d = 3*np.ones(4)
1291
+ >>> e = -1*np.ones(3)
1292
+ >>> w, v = eigh_tridiagonal(d, e)
1293
+ >>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1)
1294
+ >>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4)))
1295
+ True
1296
+ """
1297
+ d = _asarray_validated(d, check_finite=check_finite)
1298
+ e = _asarray_validated(e, check_finite=check_finite)
1299
+ for check in (d, e):
1300
+ if check.ndim != 1:
1301
+ raise ValueError('expected a 1-D array')
1302
+ if check.dtype.char in 'GFD': # complex
1303
+ raise TypeError('Only real arrays currently supported')
1304
+ if d.size != e.size + 1:
1305
+ raise ValueError(f'd ({d.size}) must have one more element than e ({e.size})')
1306
+ select, vl, vu, il, iu, _ = _check_select(
1307
+ select, select_range, 0, d.size)
1308
+ if not isinstance(lapack_driver, str):
1309
+ raise TypeError('lapack_driver must be str')
1310
+ drivers = ('auto', 'stemr', 'sterf', 'stebz', 'stev')
1311
+ if lapack_driver not in drivers:
1312
+ raise ValueError(f'lapack_driver must be one of {drivers}, '
1313
+ f'got {lapack_driver}')
1314
+ if lapack_driver == 'auto':
1315
+ lapack_driver = 'stemr' if select == 0 else 'stebz'
1316
+
1317
+ # Quick exit for 1x1 case
1318
+ if len(d) == 1:
1319
+ if select == 1 and (not (vl < d[0] <= vu)): # request by value
1320
+ w = array([])
1321
+ v = empty([1, 0], dtype=d.dtype)
1322
+ else: # all and request by index
1323
+ w = array([d[0]], dtype=d.dtype)
1324
+ v = array([[1.]], dtype=d.dtype)
1325
+
1326
+ if eigvals_only:
1327
+ return w
1328
+ else:
1329
+ return w, v
1330
+
1331
+ func, = get_lapack_funcs((lapack_driver,), (d, e))
1332
+ compute_v = not eigvals_only
1333
+ if lapack_driver == 'sterf':
1334
+ if select != 0:
1335
+ raise ValueError('sterf can only be used when select == "a"')
1336
+ if not eigvals_only:
1337
+ raise ValueError('sterf can only be used when eigvals_only is '
1338
+ 'True')
1339
+ w, info = func(d, e)
1340
+ m = len(w)
1341
+ elif lapack_driver == 'stev':
1342
+ if select != 0:
1343
+ raise ValueError('stev can only be used when select == "a"')
1344
+ w, v, info = func(d, e, compute_v=compute_v)
1345
+ m = len(w)
1346
+ elif lapack_driver == 'stebz':
1347
+ tol = float(tol)
1348
+ internal_name = 'stebz'
1349
+ stebz, = get_lapack_funcs((internal_name,), (d, e))
1350
+ # If getting eigenvectors, needs to be block-ordered (B) instead of
1351
+ # matrix-ordered (E), and we will reorder later
1352
+ order = 'E' if eigvals_only else 'B'
1353
+ m, w, iblock, isplit, info = stebz(d, e, select, vl, vu, il, iu, tol,
1354
+ order)
1355
+ else: # 'stemr'
1356
+ # ?STEMR annoyingly requires size N instead of N-1
1357
+ e_ = empty(e.size+1, e.dtype)
1358
+ e_[:-1] = e
1359
+ stemr_lwork, = get_lapack_funcs(('stemr_lwork',), (d, e))
1360
+ lwork, liwork, info = stemr_lwork(d, e_, select, vl, vu, il, iu,
1361
+ compute_v=compute_v)
1362
+ _check_info(info, 'stemr_lwork')
1363
+ m, w, v, info = func(d, e_, select, vl, vu, il, iu,
1364
+ compute_v=compute_v, lwork=lwork, liwork=liwork)
1365
+ _check_info(info, lapack_driver + ' (eigh_tridiagonal)')
1366
+ w = w[:m]
1367
+ if eigvals_only:
1368
+ return w
1369
+ else:
1370
+ # Do we still need to compute the eigenvalues?
1371
+ if lapack_driver == 'stebz':
1372
+ func, = get_lapack_funcs(('stein',), (d, e))
1373
+ v, info = func(d, e, w, iblock, isplit)
1374
+ _check_info(info, 'stein (eigh_tridiagonal)',
1375
+ positive='%d eigenvectors failed to converge')
1376
+ # Convert block-order to matrix-order
1377
+ order = argsort(w)
1378
+ w, v = w[order], v[:, order]
1379
+ else:
1380
+ v = v[:, :m]
1381
+ return w, v
1382
+
1383
+
1384
+ def _check_info(info, driver, positive='did not converge (LAPACK info=%d)'):
1385
+ """Check info return value."""
1386
+ if info < 0:
1387
+ raise ValueError('illegal value in argument %d of internal %s'
1388
+ % (-info, driver))
1389
+ if info > 0 and positive:
1390
+ raise LinAlgError(("%s " + positive) % (driver, info,))
1391
+
1392
+
1393
+ def hessenberg(a, calc_q=False, overwrite_a=False, check_finite=True):
1394
+ """
1395
+ Compute Hessenberg form of a matrix.
1396
+
1397
+ The Hessenberg decomposition is::
1398
+
1399
+ A = Q H Q^H
1400
+
1401
+ where `Q` is unitary/orthogonal and `H` has only zero elements below
1402
+ the first sub-diagonal.
1403
+
1404
+ Parameters
1405
+ ----------
1406
+ a : (M, M) array_like
1407
+ Matrix to bring into Hessenberg form.
1408
+ calc_q : bool, optional
1409
+ Whether to compute the transformation matrix. Default is False.
1410
+ overwrite_a : bool, optional
1411
+ Whether to overwrite `a`; may improve performance.
1412
+ Default is False.
1413
+ check_finite : bool, optional
1414
+ Whether to check that the input matrix contains only finite numbers.
1415
+ Disabling may give a performance gain, but may result in problems
1416
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1417
+
1418
+ Returns
1419
+ -------
1420
+ H : (M, M) ndarray
1421
+ Hessenberg form of `a`.
1422
+ Q : (M, M) ndarray
1423
+ Unitary/orthogonal similarity transformation matrix ``A = Q H Q^H``.
1424
+ Only returned if ``calc_q=True``.
1425
+
1426
+ Examples
1427
+ --------
1428
+ >>> import numpy as np
1429
+ >>> from scipy.linalg import hessenberg
1430
+ >>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
1431
+ >>> H, Q = hessenberg(A, calc_q=True)
1432
+ >>> H
1433
+ array([[ 2. , -11.65843866, 1.42005301, 0.25349066],
1434
+ [ -9.94987437, 14.53535354, -5.31022304, 2.43081618],
1435
+ [ 0. , -1.83299243, 0.38969961, -0.51527034],
1436
+ [ 0. , 0. , -3.83189513, 1.07494686]])
1437
+ >>> np.allclose(Q @ H @ Q.conj().T - A, np.zeros((4, 4)))
1438
+ True
1439
+ """
1440
+ a1 = _asarray_validated(a, check_finite=check_finite)
1441
+ if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]):
1442
+ raise ValueError('expected square matrix')
1443
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
1444
+
1445
+ # if 2x2 or smaller: already in Hessenberg
1446
+ if a1.shape[0] <= 2:
1447
+ if calc_q:
1448
+ return a1, eye(a1.shape[0])
1449
+ return a1
1450
+
1451
+ gehrd, gebal, gehrd_lwork = get_lapack_funcs(('gehrd', 'gebal',
1452
+ 'gehrd_lwork'), (a1,))
1453
+ ba, lo, hi, pivscale, info = gebal(a1, permute=0, overwrite_a=overwrite_a)
1454
+ _check_info(info, 'gebal (hessenberg)', positive=False)
1455
+ n = len(a1)
1456
+
1457
+ lwork = _compute_lwork(gehrd_lwork, ba.shape[0], lo=lo, hi=hi)
1458
+
1459
+ hq, tau, info = gehrd(ba, lo=lo, hi=hi, lwork=lwork, overwrite_a=1)
1460
+ _check_info(info, 'gehrd (hessenberg)', positive=False)
1461
+ h = numpy.triu(hq, -1)
1462
+ if not calc_q:
1463
+ return h
1464
+
1465
+ # use orghr/unghr to compute q
1466
+ orghr, orghr_lwork = get_lapack_funcs(('orghr', 'orghr_lwork'), (a1,))
1467
+ lwork = _compute_lwork(orghr_lwork, n, lo=lo, hi=hi)
1468
+
1469
+ q, info = orghr(a=hq, tau=tau, lo=lo, hi=hi, lwork=lwork, overwrite_a=1)
1470
+ _check_info(info, 'orghr (hessenberg)', positive=False)
1471
+ return h, q
1472
+
1473
+
1474
+ def cdf2rdf(w, v):
1475
+ """
1476
+ Converts complex eigenvalues ``w`` and eigenvectors ``v`` to real
1477
+ eigenvalues in a block diagonal form ``wr`` and the associated real
1478
+ eigenvectors ``vr``, such that::
1479
+
1480
+ vr @ wr = X @ vr
1481
+
1482
+ continues to hold, where ``X`` is the original array for which ``w`` and
1483
+ ``v`` are the eigenvalues and eigenvectors.
1484
+
1485
+ .. versionadded:: 1.1.0
1486
+
1487
+ Parameters
1488
+ ----------
1489
+ w : (..., M) array_like
1490
+ Complex or real eigenvalues, an array or stack of arrays
1491
+
1492
+ Conjugate pairs must not be interleaved, else the wrong result
1493
+ will be produced. So ``[1+1j, 1, 1-1j]`` will give a correct result,
1494
+ but ``[1+1j, 2+1j, 1-1j, 2-1j]`` will not.
1495
+
1496
+ v : (..., M, M) array_like
1497
+ Complex or real eigenvectors, a square array or stack of square arrays.
1498
+
1499
+ Returns
1500
+ -------
1501
+ wr : (..., M, M) ndarray
1502
+ Real diagonal block form of eigenvalues
1503
+ vr : (..., M, M) ndarray
1504
+ Real eigenvectors associated with ``wr``
1505
+
1506
+ See Also
1507
+ --------
1508
+ eig : Eigenvalues and right eigenvectors for non-symmetric arrays
1509
+ rsf2csf : Convert real Schur form to complex Schur form
1510
+
1511
+ Notes
1512
+ -----
1513
+ ``w``, ``v`` must be the eigenstructure for some *real* matrix ``X``.
1514
+ For example, obtained by ``w, v = scipy.linalg.eig(X)`` or
1515
+ ``w, v = numpy.linalg.eig(X)`` in which case ``X`` can also represent
1516
+ stacked arrays.
1517
+
1518
+ .. versionadded:: 1.1.0
1519
+
1520
+ Examples
1521
+ --------
1522
+ >>> import numpy as np
1523
+ >>> X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
1524
+ >>> X
1525
+ array([[ 1, 2, 3],
1526
+ [ 0, 4, 5],
1527
+ [ 0, -5, 4]])
1528
+
1529
+ >>> from scipy import linalg
1530
+ >>> w, v = linalg.eig(X)
1531
+ >>> w
1532
+ array([ 1.+0.j, 4.+5.j, 4.-5.j])
1533
+ >>> v
1534
+ array([[ 1.00000+0.j , -0.01906-0.40016j, -0.01906+0.40016j],
1535
+ [ 0.00000+0.j , 0.00000-0.64788j, 0.00000+0.64788j],
1536
+ [ 0.00000+0.j , 0.64788+0.j , 0.64788-0.j ]])
1537
+
1538
+ >>> wr, vr = linalg.cdf2rdf(w, v)
1539
+ >>> wr
1540
+ array([[ 1., 0., 0.],
1541
+ [ 0., 4., 5.],
1542
+ [ 0., -5., 4.]])
1543
+ >>> vr
1544
+ array([[ 1. , 0.40016, -0.01906],
1545
+ [ 0. , 0.64788, 0. ],
1546
+ [ 0. , 0. , 0.64788]])
1547
+
1548
+ >>> vr @ wr
1549
+ array([[ 1. , 1.69593, 1.9246 ],
1550
+ [ 0. , 2.59153, 3.23942],
1551
+ [ 0. , -3.23942, 2.59153]])
1552
+ >>> X @ vr
1553
+ array([[ 1. , 1.69593, 1.9246 ],
1554
+ [ 0. , 2.59153, 3.23942],
1555
+ [ 0. , -3.23942, 2.59153]])
1556
+ """
1557
+ w, v = _asarray_validated(w), _asarray_validated(v)
1558
+
1559
+ # check dimensions
1560
+ if w.ndim < 1:
1561
+ raise ValueError('expected w to be at least 1D')
1562
+ if v.ndim < 2:
1563
+ raise ValueError('expected v to be at least 2D')
1564
+ if v.ndim != w.ndim + 1:
1565
+ raise ValueError('expected eigenvectors array to have exactly one '
1566
+ 'dimension more than eigenvalues array')
1567
+
1568
+ # check shapes
1569
+ n = w.shape[-1]
1570
+ M = w.shape[:-1]
1571
+ if v.shape[-2] != v.shape[-1]:
1572
+ raise ValueError('expected v to be a square matrix or stacked square '
1573
+ 'matrices: v.shape[-2] = v.shape[-1]')
1574
+ if v.shape[-1] != n:
1575
+ raise ValueError('expected the same number of eigenvalues as '
1576
+ 'eigenvectors')
1577
+
1578
+ # get indices for each first pair of complex eigenvalues
1579
+ complex_mask = iscomplex(w)
1580
+ n_complex = complex_mask.sum(axis=-1)
1581
+
1582
+ # check if all complex eigenvalues have conjugate pairs
1583
+ if not (n_complex % 2 == 0).all():
1584
+ raise ValueError('expected complex-conjugate pairs of eigenvalues')
1585
+
1586
+ # find complex indices
1587
+ idx = nonzero(complex_mask)
1588
+ idx_stack = idx[:-1]
1589
+ idx_elem = idx[-1]
1590
+
1591
+ # filter them to conjugate indices, assuming pairs are not interleaved
1592
+ j = idx_elem[0::2]
1593
+ k = idx_elem[1::2]
1594
+ stack_ind = ()
1595
+ for i in idx_stack:
1596
+ # should never happen, assuming nonzero orders by the last axis
1597
+ assert (i[0::2] == i[1::2]).all(), \
1598
+ "Conjugate pair spanned different arrays!"
1599
+ stack_ind += (i[0::2],)
1600
+
1601
+ # all eigenvalues to diagonal form
1602
+ wr = zeros(M + (n, n), dtype=w.real.dtype)
1603
+ di = range(n)
1604
+ wr[..., di, di] = w.real
1605
+
1606
+ # complex eigenvalues to real block diagonal form
1607
+ wr[stack_ind + (j, k)] = w[stack_ind + (j,)].imag
1608
+ wr[stack_ind + (k, j)] = w[stack_ind + (k,)].imag
1609
+
1610
+ # compute real eigenvectors associated with real block diagonal eigenvalues
1611
+ u = zeros(M + (n, n), dtype=numpy.cdouble)
1612
+ u[..., di, di] = 1.0
1613
+ u[stack_ind + (j, j)] = 0.5j
1614
+ u[stack_ind + (j, k)] = 0.5
1615
+ u[stack_ind + (k, j)] = -0.5j
1616
+ u[stack_ind + (k, k)] = 0.5
1617
+
1618
+ # multiply matrices v and u (equivalent to v @ u)
1619
+ vr = einsum('...ij,...jk->...ik', v, u).real
1620
+
1621
+ return wr, vr
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_cholesky.py ADDED
@@ -0,0 +1,356 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Cholesky decomposition functions."""
2
+
3
+ from numpy import asarray_chkfinite, asarray, atleast_2d
4
+
5
+ # Local imports
6
+ from ._misc import LinAlgError, _datacopied
7
+ from .lapack import get_lapack_funcs
8
+
9
+ __all__ = ['cholesky', 'cho_factor', 'cho_solve', 'cholesky_banded',
10
+ 'cho_solve_banded']
11
+
12
+
13
+ def _cholesky(a, lower=False, overwrite_a=False, clean=True,
14
+ check_finite=True):
15
+ """Common code for cholesky() and cho_factor()."""
16
+
17
+ a1 = asarray_chkfinite(a) if check_finite else asarray(a)
18
+ a1 = atleast_2d(a1)
19
+
20
+ # Dimension check
21
+ if a1.ndim != 2:
22
+ raise ValueError(f'Input array needs to be 2D but received a {a1.ndim}d-array.')
23
+ # Squareness check
24
+ if a1.shape[0] != a1.shape[1]:
25
+ raise ValueError('Input array is expected to be square but has '
26
+ f'the shape: {a1.shape}.')
27
+
28
+ # Quick return for square empty array
29
+ if a1.size == 0:
30
+ return a1.copy(), lower
31
+
32
+ overwrite_a = overwrite_a or _datacopied(a1, a)
33
+ potrf, = get_lapack_funcs(('potrf',), (a1,))
34
+ c, info = potrf(a1, lower=lower, overwrite_a=overwrite_a, clean=clean)
35
+ if info > 0:
36
+ raise LinAlgError("%d-th leading minor of the array is not positive "
37
+ "definite" % info)
38
+ if info < 0:
39
+ raise ValueError(f'LAPACK reported an illegal value in {-info}-th argument'
40
+ 'on entry to "POTRF".')
41
+ return c, lower
42
+
43
+
44
+ def cholesky(a, lower=False, overwrite_a=False, check_finite=True):
45
+ """
46
+ Compute the Cholesky decomposition of a matrix.
47
+
48
+ Returns the Cholesky decomposition, :math:`A = L L^*` or
49
+ :math:`A = U^* U` of a Hermitian positive-definite matrix A.
50
+
51
+ Parameters
52
+ ----------
53
+ a : (M, M) array_like
54
+ Matrix to be decomposed
55
+ lower : bool, optional
56
+ Whether to compute the upper- or lower-triangular Cholesky
57
+ factorization. Default is upper-triangular.
58
+ overwrite_a : bool, optional
59
+ Whether to overwrite data in `a` (may improve performance).
60
+ check_finite : bool, optional
61
+ Whether to check that the input matrix contains only finite numbers.
62
+ Disabling may give a performance gain, but may result in problems
63
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
64
+
65
+ Returns
66
+ -------
67
+ c : (M, M) ndarray
68
+ Upper- or lower-triangular Cholesky factor of `a`.
69
+
70
+ Raises
71
+ ------
72
+ LinAlgError : if decomposition fails.
73
+
74
+ Examples
75
+ --------
76
+ >>> import numpy as np
77
+ >>> from scipy.linalg import cholesky
78
+ >>> a = np.array([[1,-2j],[2j,5]])
79
+ >>> L = cholesky(a, lower=True)
80
+ >>> L
81
+ array([[ 1.+0.j, 0.+0.j],
82
+ [ 0.+2.j, 1.+0.j]])
83
+ >>> L @ L.T.conj()
84
+ array([[ 1.+0.j, 0.-2.j],
85
+ [ 0.+2.j, 5.+0.j]])
86
+
87
+ """
88
+ c, lower = _cholesky(a, lower=lower, overwrite_a=overwrite_a, clean=True,
89
+ check_finite=check_finite)
90
+ return c
91
+
92
+
93
+ def cho_factor(a, lower=False, overwrite_a=False, check_finite=True):
94
+ """
95
+ Compute the Cholesky decomposition of a matrix, to use in cho_solve
96
+
97
+ Returns a matrix containing the Cholesky decomposition,
98
+ ``A = L L*`` or ``A = U* U`` of a Hermitian positive-definite matrix `a`.
99
+ The return value can be directly used as the first parameter to cho_solve.
100
+
101
+ .. warning::
102
+ The returned matrix also contains random data in the entries not
103
+ used by the Cholesky decomposition. If you need to zero these
104
+ entries, use the function `cholesky` instead.
105
+
106
+ Parameters
107
+ ----------
108
+ a : (M, M) array_like
109
+ Matrix to be decomposed
110
+ lower : bool, optional
111
+ Whether to compute the upper or lower triangular Cholesky factorization
112
+ (Default: upper-triangular)
113
+ overwrite_a : bool, optional
114
+ Whether to overwrite data in a (may improve performance)
115
+ check_finite : bool, optional
116
+ Whether to check that the input matrix contains only finite numbers.
117
+ Disabling may give a performance gain, but may result in problems
118
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
119
+
120
+ Returns
121
+ -------
122
+ c : (M, M) ndarray
123
+ Matrix whose upper or lower triangle contains the Cholesky factor
124
+ of `a`. Other parts of the matrix contain random data.
125
+ lower : bool
126
+ Flag indicating whether the factor is in the lower or upper triangle
127
+
128
+ Raises
129
+ ------
130
+ LinAlgError
131
+ Raised if decomposition fails.
132
+
133
+ See Also
134
+ --------
135
+ cho_solve : Solve a linear set equations using the Cholesky factorization
136
+ of a matrix.
137
+
138
+ Examples
139
+ --------
140
+ >>> import numpy as np
141
+ >>> from scipy.linalg import cho_factor
142
+ >>> A = np.array([[9, 3, 1, 5], [3, 7, 5, 1], [1, 5, 9, 2], [5, 1, 2, 6]])
143
+ >>> c, low = cho_factor(A)
144
+ >>> c
145
+ array([[3. , 1. , 0.33333333, 1.66666667],
146
+ [3. , 2.44948974, 1.90515869, -0.27216553],
147
+ [1. , 5. , 2.29330749, 0.8559528 ],
148
+ [5. , 1. , 2. , 1.55418563]])
149
+ >>> np.allclose(np.triu(c).T @ np. triu(c) - A, np.zeros((4, 4)))
150
+ True
151
+
152
+ """
153
+ c, lower = _cholesky(a, lower=lower, overwrite_a=overwrite_a, clean=False,
154
+ check_finite=check_finite)
155
+ return c, lower
156
+
157
+
158
+ def cho_solve(c_and_lower, b, overwrite_b=False, check_finite=True):
159
+ """Solve the linear equations A x = b, given the Cholesky factorization of A.
160
+
161
+ Parameters
162
+ ----------
163
+ (c, lower) : tuple, (array, bool)
164
+ Cholesky factorization of a, as given by cho_factor
165
+ b : array
166
+ Right-hand side
167
+ overwrite_b : bool, optional
168
+ Whether to overwrite data in b (may improve performance)
169
+ check_finite : bool, optional
170
+ Whether to check that the input matrices contain only finite numbers.
171
+ Disabling may give a performance gain, but may result in problems
172
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
173
+
174
+ Returns
175
+ -------
176
+ x : array
177
+ The solution to the system A x = b
178
+
179
+ See Also
180
+ --------
181
+ cho_factor : Cholesky factorization of a matrix
182
+
183
+ Examples
184
+ --------
185
+ >>> import numpy as np
186
+ >>> from scipy.linalg import cho_factor, cho_solve
187
+ >>> A = np.array([[9, 3, 1, 5], [3, 7, 5, 1], [1, 5, 9, 2], [5, 1, 2, 6]])
188
+ >>> c, low = cho_factor(A)
189
+ >>> x = cho_solve((c, low), [1, 1, 1, 1])
190
+ >>> np.allclose(A @ x - [1, 1, 1, 1], np.zeros(4))
191
+ True
192
+
193
+ """
194
+ (c, lower) = c_and_lower
195
+ if check_finite:
196
+ b1 = asarray_chkfinite(b)
197
+ c = asarray_chkfinite(c)
198
+ else:
199
+ b1 = asarray(b)
200
+ c = asarray(c)
201
+ if c.ndim != 2 or c.shape[0] != c.shape[1]:
202
+ raise ValueError("The factored matrix c is not square.")
203
+ if c.shape[1] != b1.shape[0]:
204
+ raise ValueError(f"incompatible dimensions ({c.shape} and {b1.shape})")
205
+
206
+ overwrite_b = overwrite_b or _datacopied(b1, b)
207
+
208
+ potrs, = get_lapack_funcs(('potrs',), (c, b1))
209
+ x, info = potrs(c, b1, lower=lower, overwrite_b=overwrite_b)
210
+ if info != 0:
211
+ raise ValueError('illegal value in %dth argument of internal potrs'
212
+ % -info)
213
+ return x
214
+
215
+
216
+ def cholesky_banded(ab, overwrite_ab=False, lower=False, check_finite=True):
217
+ """
218
+ Cholesky decompose a banded Hermitian positive-definite matrix
219
+
220
+ The matrix a is stored in ab either in lower-diagonal or upper-
221
+ diagonal ordered form::
222
+
223
+ ab[u + i - j, j] == a[i,j] (if upper form; i <= j)
224
+ ab[ i - j, j] == a[i,j] (if lower form; i >= j)
225
+
226
+ Example of ab (shape of a is (6,6), u=2)::
227
+
228
+ upper form:
229
+ * * a02 a13 a24 a35
230
+ * a01 a12 a23 a34 a45
231
+ a00 a11 a22 a33 a44 a55
232
+
233
+ lower form:
234
+ a00 a11 a22 a33 a44 a55
235
+ a10 a21 a32 a43 a54 *
236
+ a20 a31 a42 a53 * *
237
+
238
+ Parameters
239
+ ----------
240
+ ab : (u + 1, M) array_like
241
+ Banded matrix
242
+ overwrite_ab : bool, optional
243
+ Discard data in ab (may enhance performance)
244
+ lower : bool, optional
245
+ Is the matrix in the lower form. (Default is upper form)
246
+ check_finite : bool, optional
247
+ Whether to check that the input matrix contains only finite numbers.
248
+ Disabling may give a performance gain, but may result in problems
249
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
250
+
251
+ Returns
252
+ -------
253
+ c : (u + 1, M) ndarray
254
+ Cholesky factorization of a, in the same banded format as ab
255
+
256
+ See Also
257
+ --------
258
+ cho_solve_banded :
259
+ Solve a linear set equations, given the Cholesky factorization
260
+ of a banded Hermitian.
261
+
262
+ Examples
263
+ --------
264
+ >>> import numpy as np
265
+ >>> from scipy.linalg import cholesky_banded
266
+ >>> from numpy import allclose, zeros, diag
267
+ >>> Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
268
+ >>> A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
269
+ >>> A = A + A.conj().T + np.diag(Ab[2, :])
270
+ >>> c = cholesky_banded(Ab)
271
+ >>> C = np.diag(c[0, 2:], k=2) + np.diag(c[1, 1:], k=1) + np.diag(c[2, :])
272
+ >>> np.allclose(C.conj().T @ C - A, np.zeros((5, 5)))
273
+ True
274
+
275
+ """
276
+ if check_finite:
277
+ ab = asarray_chkfinite(ab)
278
+ else:
279
+ ab = asarray(ab)
280
+
281
+ pbtrf, = get_lapack_funcs(('pbtrf',), (ab,))
282
+ c, info = pbtrf(ab, lower=lower, overwrite_ab=overwrite_ab)
283
+ if info > 0:
284
+ raise LinAlgError("%d-th leading minor not positive definite" % info)
285
+ if info < 0:
286
+ raise ValueError('illegal value in %d-th argument of internal pbtrf'
287
+ % -info)
288
+ return c
289
+
290
+
291
+ def cho_solve_banded(cb_and_lower, b, overwrite_b=False, check_finite=True):
292
+ """
293
+ Solve the linear equations ``A x = b``, given the Cholesky factorization of
294
+ the banded Hermitian ``A``.
295
+
296
+ Parameters
297
+ ----------
298
+ (cb, lower) : tuple, (ndarray, bool)
299
+ `cb` is the Cholesky factorization of A, as given by cholesky_banded.
300
+ `lower` must be the same value that was given to cholesky_banded.
301
+ b : array_like
302
+ Right-hand side
303
+ overwrite_b : bool, optional
304
+ If True, the function will overwrite the values in `b`.
305
+ check_finite : bool, optional
306
+ Whether to check that the input matrices contain only finite numbers.
307
+ Disabling may give a performance gain, but may result in problems
308
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
309
+
310
+ Returns
311
+ -------
312
+ x : array
313
+ The solution to the system A x = b
314
+
315
+ See Also
316
+ --------
317
+ cholesky_banded : Cholesky factorization of a banded matrix
318
+
319
+ Notes
320
+ -----
321
+
322
+ .. versionadded:: 0.8.0
323
+
324
+ Examples
325
+ --------
326
+ >>> import numpy as np
327
+ >>> from scipy.linalg import cholesky_banded, cho_solve_banded
328
+ >>> Ab = np.array([[0, 0, 1j, 2, 3j], [0, -1, -2, 3, 4], [9, 8, 7, 6, 9]])
329
+ >>> A = np.diag(Ab[0,2:], k=2) + np.diag(Ab[1,1:], k=1)
330
+ >>> A = A + A.conj().T + np.diag(Ab[2, :])
331
+ >>> c = cholesky_banded(Ab)
332
+ >>> x = cho_solve_banded((c, False), np.ones(5))
333
+ >>> np.allclose(A @ x - np.ones(5), np.zeros(5))
334
+ True
335
+
336
+ """
337
+ (cb, lower) = cb_and_lower
338
+ if check_finite:
339
+ cb = asarray_chkfinite(cb)
340
+ b = asarray_chkfinite(b)
341
+ else:
342
+ cb = asarray(cb)
343
+ b = asarray(b)
344
+
345
+ # Validate shapes.
346
+ if cb.shape[-1] != b.shape[0]:
347
+ raise ValueError("shapes of cb and b are not compatible.")
348
+
349
+ pbtrs, = get_lapack_funcs(('pbtrs',), (cb, b))
350
+ x, info = pbtrs(cb, b, lower=lower, overwrite_b=overwrite_b)
351
+ if info > 0:
352
+ raise LinAlgError("%dth leading minor not positive definite" % info)
353
+ if info < 0:
354
+ raise ValueError('illegal value in %dth argument of internal pbtrs'
355
+ % -info)
356
+ return x
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_ldl.py ADDED
@@ -0,0 +1,353 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from warnings import warn
2
+
3
+ import numpy as np
4
+ from numpy import (atleast_2d, arange, zeros_like, imag, diag,
5
+ iscomplexobj, tril, triu, argsort, empty_like)
6
+ from scipy._lib._util import ComplexWarning
7
+ from ._decomp import _asarray_validated
8
+ from .lapack import get_lapack_funcs, _compute_lwork
9
+
10
+ __all__ = ['ldl']
11
+
12
+
13
+ def ldl(A, lower=True, hermitian=True, overwrite_a=False, check_finite=True):
14
+ """ Computes the LDLt or Bunch-Kaufman factorization of a symmetric/
15
+ hermitian matrix.
16
+
17
+ This function returns a block diagonal matrix D consisting blocks of size
18
+ at most 2x2 and also a possibly permuted unit lower triangular matrix
19
+ ``L`` such that the factorization ``A = L D L^H`` or ``A = L D L^T``
20
+ holds. If `lower` is False then (again possibly permuted) upper
21
+ triangular matrices are returned as outer factors.
22
+
23
+ The permutation array can be used to triangularize the outer factors
24
+ simply by a row shuffle, i.e., ``lu[perm, :]`` is an upper/lower
25
+ triangular matrix. This is also equivalent to multiplication with a
26
+ permutation matrix ``P.dot(lu)``, where ``P`` is a column-permuted
27
+ identity matrix ``I[:, perm]``.
28
+
29
+ Depending on the value of the boolean `lower`, only upper or lower
30
+ triangular part of the input array is referenced. Hence, a triangular
31
+ matrix on entry would give the same result as if the full matrix is
32
+ supplied.
33
+
34
+ Parameters
35
+ ----------
36
+ A : array_like
37
+ Square input array
38
+ lower : bool, optional
39
+ This switches between the lower and upper triangular outer factors of
40
+ the factorization. Lower triangular (``lower=True``) is the default.
41
+ hermitian : bool, optional
42
+ For complex-valued arrays, this defines whether ``A = A.conj().T`` or
43
+ ``A = A.T`` is assumed. For real-valued arrays, this switch has no
44
+ effect.
45
+ overwrite_a : bool, optional
46
+ Allow overwriting data in `A` (may enhance performance). The default
47
+ is False.
48
+ check_finite : bool, optional
49
+ Whether to check that the input matrices contain only finite numbers.
50
+ Disabling may give a performance gain, but may result in problems
51
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
52
+
53
+ Returns
54
+ -------
55
+ lu : ndarray
56
+ The (possibly) permuted upper/lower triangular outer factor of the
57
+ factorization.
58
+ d : ndarray
59
+ The block diagonal multiplier of the factorization.
60
+ perm : ndarray
61
+ The row-permutation index array that brings lu into triangular form.
62
+
63
+ Raises
64
+ ------
65
+ ValueError
66
+ If input array is not square.
67
+ ComplexWarning
68
+ If a complex-valued array with nonzero imaginary parts on the
69
+ diagonal is given and hermitian is set to True.
70
+
71
+ See Also
72
+ --------
73
+ cholesky, lu
74
+
75
+ Notes
76
+ -----
77
+ This function uses ``?SYTRF`` routines for symmetric matrices and
78
+ ``?HETRF`` routines for Hermitian matrices from LAPACK. See [1]_ for
79
+ the algorithm details.
80
+
81
+ Depending on the `lower` keyword value, only lower or upper triangular
82
+ part of the input array is referenced. Moreover, this keyword also defines
83
+ the structure of the outer factors of the factorization.
84
+
85
+ .. versionadded:: 1.1.0
86
+
87
+ References
88
+ ----------
89
+ .. [1] J.R. Bunch, L. Kaufman, Some stable methods for calculating
90
+ inertia and solving symmetric linear systems, Math. Comput. Vol.31,
91
+ 1977. :doi:`10.2307/2005787`
92
+
93
+ Examples
94
+ --------
95
+ Given an upper triangular array ``a`` that represents the full symmetric
96
+ array with its entries, obtain ``l``, 'd' and the permutation vector `perm`:
97
+
98
+ >>> import numpy as np
99
+ >>> from scipy.linalg import ldl
100
+ >>> a = np.array([[2, -1, 3], [0, 2, 0], [0, 0, 1]])
101
+ >>> lu, d, perm = ldl(a, lower=0) # Use the upper part
102
+ >>> lu
103
+ array([[ 0. , 0. , 1. ],
104
+ [ 0. , 1. , -0.5],
105
+ [ 1. , 1. , 1.5]])
106
+ >>> d
107
+ array([[-5. , 0. , 0. ],
108
+ [ 0. , 1.5, 0. ],
109
+ [ 0. , 0. , 2. ]])
110
+ >>> perm
111
+ array([2, 1, 0])
112
+ >>> lu[perm, :]
113
+ array([[ 1. , 1. , 1.5],
114
+ [ 0. , 1. , -0.5],
115
+ [ 0. , 0. , 1. ]])
116
+ >>> lu.dot(d).dot(lu.T)
117
+ array([[ 2., -1., 3.],
118
+ [-1., 2., 0.],
119
+ [ 3., 0., 1.]])
120
+
121
+ """
122
+ a = atleast_2d(_asarray_validated(A, check_finite=check_finite))
123
+ if a.shape[0] != a.shape[1]:
124
+ raise ValueError('The input array "a" should be square.')
125
+ # Return empty arrays for empty square input
126
+ if a.size == 0:
127
+ return empty_like(a), empty_like(a), np.array([], dtype=int)
128
+
129
+ n = a.shape[0]
130
+ r_or_c = complex if iscomplexobj(a) else float
131
+
132
+ # Get the LAPACK routine
133
+ if r_or_c is complex and hermitian:
134
+ s, sl = 'hetrf', 'hetrf_lwork'
135
+ if np.any(imag(diag(a))):
136
+ warn('scipy.linalg.ldl():\nThe imaginary parts of the diagonal'
137
+ 'are ignored. Use "hermitian=False" for factorization of'
138
+ 'complex symmetric arrays.', ComplexWarning, stacklevel=2)
139
+ else:
140
+ s, sl = 'sytrf', 'sytrf_lwork'
141
+
142
+ solver, solver_lwork = get_lapack_funcs((s, sl), (a,))
143
+ lwork = _compute_lwork(solver_lwork, n, lower=lower)
144
+ ldu, piv, info = solver(a, lwork=lwork, lower=lower,
145
+ overwrite_a=overwrite_a)
146
+ if info < 0:
147
+ raise ValueError(f'{s.upper()} exited with the internal error "illegal value '
148
+ f'in argument number {-info}". See LAPACK documentation '
149
+ 'for the error codes.')
150
+
151
+ swap_arr, pivot_arr = _ldl_sanitize_ipiv(piv, lower=lower)
152
+ d, lu = _ldl_get_d_and_l(ldu, pivot_arr, lower=lower, hermitian=hermitian)
153
+ lu, perm = _ldl_construct_tri_factor(lu, swap_arr, pivot_arr, lower=lower)
154
+
155
+ return lu, d, perm
156
+
157
+
158
+ def _ldl_sanitize_ipiv(a, lower=True):
159
+ """
160
+ This helper function takes the rather strangely encoded permutation array
161
+ returned by the LAPACK routines ?(HE/SY)TRF and converts it into
162
+ regularized permutation and diagonal pivot size format.
163
+
164
+ Since FORTRAN uses 1-indexing and LAPACK uses different start points for
165
+ upper and lower formats there are certain offsets in the indices used
166
+ below.
167
+
168
+ Let's assume a result where the matrix is 6x6 and there are two 2x2
169
+ and two 1x1 blocks reported by the routine. To ease the coding efforts,
170
+ we still populate a 6-sized array and fill zeros as the following ::
171
+
172
+ pivots = [2, 0, 2, 0, 1, 1]
173
+
174
+ This denotes a diagonal matrix of the form ::
175
+
176
+ [x x ]
177
+ [x x ]
178
+ [ x x ]
179
+ [ x x ]
180
+ [ x ]
181
+ [ x]
182
+
183
+ In other words, we write 2 when the 2x2 block is first encountered and
184
+ automatically write 0 to the next entry and skip the next spin of the
185
+ loop. Thus, a separate counter or array appends to keep track of block
186
+ sizes are avoided. If needed, zeros can be filtered out later without
187
+ losing the block structure.
188
+
189
+ Parameters
190
+ ----------
191
+ a : ndarray
192
+ The permutation array ipiv returned by LAPACK
193
+ lower : bool, optional
194
+ The switch to select whether upper or lower triangle is chosen in
195
+ the LAPACK call.
196
+
197
+ Returns
198
+ -------
199
+ swap_ : ndarray
200
+ The array that defines the row/column swap operations. For example,
201
+ if row two is swapped with row four, the result is [0, 3, 2, 3].
202
+ pivots : ndarray
203
+ The array that defines the block diagonal structure as given above.
204
+
205
+ """
206
+ n = a.size
207
+ swap_ = arange(n)
208
+ pivots = zeros_like(swap_, dtype=int)
209
+ skip_2x2 = False
210
+
211
+ # Some upper/lower dependent offset values
212
+ # range (s)tart, r(e)nd, r(i)ncrement
213
+ x, y, rs, re, ri = (1, 0, 0, n, 1) if lower else (-1, -1, n-1, -1, -1)
214
+
215
+ for ind in range(rs, re, ri):
216
+ # If previous spin belonged already to a 2x2 block
217
+ if skip_2x2:
218
+ skip_2x2 = False
219
+ continue
220
+
221
+ cur_val = a[ind]
222
+ # do we have a 1x1 block or not?
223
+ if cur_val > 0:
224
+ if cur_val != ind+1:
225
+ # Index value != array value --> permutation required
226
+ swap_[ind] = swap_[cur_val-1]
227
+ pivots[ind] = 1
228
+ # Not.
229
+ elif cur_val < 0 and cur_val == a[ind+x]:
230
+ # first neg entry of 2x2 block identifier
231
+ if -cur_val != ind+2:
232
+ # Index value != array value --> permutation required
233
+ swap_[ind+x] = swap_[-cur_val-1]
234
+ pivots[ind+y] = 2
235
+ skip_2x2 = True
236
+ else: # Doesn't make sense, give up
237
+ raise ValueError('While parsing the permutation array '
238
+ 'in "scipy.linalg.ldl", invalid entries '
239
+ 'found. The array syntax is invalid.')
240
+ return swap_, pivots
241
+
242
+
243
+ def _ldl_get_d_and_l(ldu, pivs, lower=True, hermitian=True):
244
+ """
245
+ Helper function to extract the diagonal and triangular matrices for
246
+ LDL.T factorization.
247
+
248
+ Parameters
249
+ ----------
250
+ ldu : ndarray
251
+ The compact output returned by the LAPACK routing
252
+ pivs : ndarray
253
+ The sanitized array of {0, 1, 2} denoting the sizes of the pivots. For
254
+ every 2 there is a succeeding 0.
255
+ lower : bool, optional
256
+ If set to False, upper triangular part is considered.
257
+ hermitian : bool, optional
258
+ If set to False a symmetric complex array is assumed.
259
+
260
+ Returns
261
+ -------
262
+ d : ndarray
263
+ The block diagonal matrix.
264
+ lu : ndarray
265
+ The upper/lower triangular matrix
266
+ """
267
+ is_c = iscomplexobj(ldu)
268
+ d = diag(diag(ldu))
269
+ n = d.shape[0]
270
+ blk_i = 0 # block index
271
+
272
+ # row/column offsets for selecting sub-, super-diagonal
273
+ x, y = (1, 0) if lower else (0, 1)
274
+
275
+ lu = tril(ldu, -1) if lower else triu(ldu, 1)
276
+ diag_inds = arange(n)
277
+ lu[diag_inds, diag_inds] = 1
278
+
279
+ for blk in pivs[pivs != 0]:
280
+ # increment the block index and check for 2s
281
+ # if 2 then copy the off diagonals depending on uplo
282
+ inc = blk_i + blk
283
+
284
+ if blk == 2:
285
+ d[blk_i+x, blk_i+y] = ldu[blk_i+x, blk_i+y]
286
+ # If Hermitian matrix is factorized, the cross-offdiagonal element
287
+ # should be conjugated.
288
+ if is_c and hermitian:
289
+ d[blk_i+y, blk_i+x] = ldu[blk_i+x, blk_i+y].conj()
290
+ else:
291
+ d[blk_i+y, blk_i+x] = ldu[blk_i+x, blk_i+y]
292
+
293
+ lu[blk_i+x, blk_i+y] = 0.
294
+ blk_i = inc
295
+
296
+ return d, lu
297
+
298
+
299
+ def _ldl_construct_tri_factor(lu, swap_vec, pivs, lower=True):
300
+ """
301
+ Helper function to construct explicit outer factors of LDL factorization.
302
+
303
+ If lower is True the permuted factors are multiplied as L(1)*L(2)*...*L(k).
304
+ Otherwise, the permuted factors are multiplied as L(k)*...*L(2)*L(1). See
305
+ LAPACK documentation for more details.
306
+
307
+ Parameters
308
+ ----------
309
+ lu : ndarray
310
+ The triangular array that is extracted from LAPACK routine call with
311
+ ones on the diagonals.
312
+ swap_vec : ndarray
313
+ The array that defines the row swapping indices. If the kth entry is m
314
+ then rows k,m are swapped. Notice that the mth entry is not necessarily
315
+ k to avoid undoing the swapping.
316
+ pivs : ndarray
317
+ The array that defines the block diagonal structure returned by
318
+ _ldl_sanitize_ipiv().
319
+ lower : bool, optional
320
+ The boolean to switch between lower and upper triangular structure.
321
+
322
+ Returns
323
+ -------
324
+ lu : ndarray
325
+ The square outer factor which satisfies the L * D * L.T = A
326
+ perm : ndarray
327
+ The permutation vector that brings the lu to the triangular form
328
+
329
+ Notes
330
+ -----
331
+ Note that the original argument "lu" is overwritten.
332
+
333
+ """
334
+ n = lu.shape[0]
335
+ perm = arange(n)
336
+ # Setup the reading order of the permutation matrix for upper/lower
337
+ rs, re, ri = (n-1, -1, -1) if lower else (0, n, 1)
338
+
339
+ for ind in range(rs, re, ri):
340
+ s_ind = swap_vec[ind]
341
+ if s_ind != ind:
342
+ # Column start and end positions
343
+ col_s = ind if lower else 0
344
+ col_e = n if lower else ind+1
345
+
346
+ # If we stumble upon a 2x2 block include both cols in the perm.
347
+ if pivs[ind] == (0 if lower else 2):
348
+ col_s += -1 if lower else 0
349
+ col_e += 0 if lower else 1
350
+ lu[[s_ind, ind], col_s:col_e] = lu[[ind, s_ind], col_s:col_e]
351
+ perm[[s_ind, ind]] = perm[[ind, s_ind]]
352
+
353
+ return lu, argsort(perm)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_qz.py ADDED
@@ -0,0 +1,449 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import warnings
2
+
3
+ import numpy as np
4
+ from numpy import asarray_chkfinite
5
+ from ._misc import LinAlgError, _datacopied, LinAlgWarning
6
+ from .lapack import get_lapack_funcs
7
+
8
+
9
+ __all__ = ['qz', 'ordqz']
10
+
11
+ _double_precision = ['i', 'l', 'd']
12
+
13
+
14
+ def _select_function(sort):
15
+ if callable(sort):
16
+ # assume the user knows what they're doing
17
+ sfunction = sort
18
+ elif sort == 'lhp':
19
+ sfunction = _lhp
20
+ elif sort == 'rhp':
21
+ sfunction = _rhp
22
+ elif sort == 'iuc':
23
+ sfunction = _iuc
24
+ elif sort == 'ouc':
25
+ sfunction = _ouc
26
+ else:
27
+ raise ValueError("sort parameter must be None, a callable, or "
28
+ "one of ('lhp','rhp','iuc','ouc')")
29
+
30
+ return sfunction
31
+
32
+
33
+ def _lhp(x, y):
34
+ out = np.empty_like(x, dtype=bool)
35
+ nonzero = (y != 0)
36
+ # handles (x, y) = (0, 0) too
37
+ out[~nonzero] = False
38
+ out[nonzero] = (np.real(x[nonzero]/y[nonzero]) < 0.0)
39
+ return out
40
+
41
+
42
+ def _rhp(x, y):
43
+ out = np.empty_like(x, dtype=bool)
44
+ nonzero = (y != 0)
45
+ # handles (x, y) = (0, 0) too
46
+ out[~nonzero] = False
47
+ out[nonzero] = (np.real(x[nonzero]/y[nonzero]) > 0.0)
48
+ return out
49
+
50
+
51
+ def _iuc(x, y):
52
+ out = np.empty_like(x, dtype=bool)
53
+ nonzero = (y != 0)
54
+ # handles (x, y) = (0, 0) too
55
+ out[~nonzero] = False
56
+ out[nonzero] = (abs(x[nonzero]/y[nonzero]) < 1.0)
57
+ return out
58
+
59
+
60
+ def _ouc(x, y):
61
+ out = np.empty_like(x, dtype=bool)
62
+ xzero = (x == 0)
63
+ yzero = (y == 0)
64
+ out[xzero & yzero] = False
65
+ out[~xzero & yzero] = True
66
+ out[~yzero] = (abs(x[~yzero]/y[~yzero]) > 1.0)
67
+ return out
68
+
69
+
70
+ def _qz(A, B, output='real', lwork=None, sort=None, overwrite_a=False,
71
+ overwrite_b=False, check_finite=True):
72
+ if sort is not None:
73
+ # Disabled due to segfaults on win32, see ticket 1717.
74
+ raise ValueError("The 'sort' input of qz() has to be None and will be "
75
+ "removed in a future release. Use ordqz instead.")
76
+
77
+ if output not in ['real', 'complex', 'r', 'c']:
78
+ raise ValueError("argument must be 'real', or 'complex'")
79
+
80
+ if check_finite:
81
+ a1 = asarray_chkfinite(A)
82
+ b1 = asarray_chkfinite(B)
83
+ else:
84
+ a1 = np.asarray(A)
85
+ b1 = np.asarray(B)
86
+
87
+ a_m, a_n = a1.shape
88
+ b_m, b_n = b1.shape
89
+ if not (a_m == a_n == b_m == b_n):
90
+ raise ValueError("Array dimensions must be square and agree")
91
+
92
+ typa = a1.dtype.char
93
+ if output in ['complex', 'c'] and typa not in ['F', 'D']:
94
+ if typa in _double_precision:
95
+ a1 = a1.astype('D')
96
+ typa = 'D'
97
+ else:
98
+ a1 = a1.astype('F')
99
+ typa = 'F'
100
+ typb = b1.dtype.char
101
+ if output in ['complex', 'c'] and typb not in ['F', 'D']:
102
+ if typb in _double_precision:
103
+ b1 = b1.astype('D')
104
+ typb = 'D'
105
+ else:
106
+ b1 = b1.astype('F')
107
+ typb = 'F'
108
+
109
+ overwrite_a = overwrite_a or (_datacopied(a1, A))
110
+ overwrite_b = overwrite_b or (_datacopied(b1, B))
111
+
112
+ gges, = get_lapack_funcs(('gges',), (a1, b1))
113
+
114
+ if lwork is None or lwork == -1:
115
+ # get optimal work array size
116
+ result = gges(lambda x: None, a1, b1, lwork=-1)
117
+ lwork = result[-2][0].real.astype(int)
118
+
119
+ def sfunction(x):
120
+ return None
121
+ result = gges(sfunction, a1, b1, lwork=lwork, overwrite_a=overwrite_a,
122
+ overwrite_b=overwrite_b, sort_t=0)
123
+
124
+ info = result[-1]
125
+ if info < 0:
126
+ raise ValueError(f"Illegal value in argument {-info} of gges")
127
+ elif info > 0 and info <= a_n:
128
+ warnings.warn("The QZ iteration failed. (a,b) are not in Schur "
129
+ "form, but ALPHAR(j), ALPHAI(j), and BETA(j) should be "
130
+ f"correct for J={info-1},...,N", LinAlgWarning,
131
+ stacklevel=3)
132
+ elif info == a_n+1:
133
+ raise LinAlgError("Something other than QZ iteration failed")
134
+ elif info == a_n+2:
135
+ raise LinAlgError("After reordering, roundoff changed values of some "
136
+ "complex eigenvalues so that leading eigenvalues "
137
+ "in the Generalized Schur form no longer satisfy "
138
+ "sort=True. This could also be due to scaling.")
139
+ elif info == a_n+3:
140
+ raise LinAlgError("Reordering failed in <s,d,c,z>tgsen")
141
+
142
+ return result, gges.typecode
143
+
144
+
145
+ def qz(A, B, output='real', lwork=None, sort=None, overwrite_a=False,
146
+ overwrite_b=False, check_finite=True):
147
+ """
148
+ QZ decomposition for generalized eigenvalues of a pair of matrices.
149
+
150
+ The QZ, or generalized Schur, decomposition for a pair of n-by-n
151
+ matrices (A,B) is::
152
+
153
+ (A,B) = (Q @ AA @ Z*, Q @ BB @ Z*)
154
+
155
+ where AA, BB is in generalized Schur form if BB is upper-triangular
156
+ with non-negative diagonal and AA is upper-triangular, or for real QZ
157
+ decomposition (``output='real'``) block upper triangular with 1x1
158
+ and 2x2 blocks. In this case, the 1x1 blocks correspond to real
159
+ generalized eigenvalues and 2x2 blocks are 'standardized' by making
160
+ the corresponding elements of BB have the form::
161
+
162
+ [ a 0 ]
163
+ [ 0 b ]
164
+
165
+ and the pair of corresponding 2x2 blocks in AA and BB will have a complex
166
+ conjugate pair of generalized eigenvalues. If (``output='complex'``) or
167
+ A and B are complex matrices, Z' denotes the conjugate-transpose of Z.
168
+ Q and Z are unitary matrices.
169
+
170
+ Parameters
171
+ ----------
172
+ A : (N, N) array_like
173
+ 2-D array to decompose
174
+ B : (N, N) array_like
175
+ 2-D array to decompose
176
+ output : {'real', 'complex'}, optional
177
+ Construct the real or complex QZ decomposition for real matrices.
178
+ Default is 'real'.
179
+ lwork : int, optional
180
+ Work array size. If None or -1, it is automatically computed.
181
+ sort : {None, callable, 'lhp', 'rhp', 'iuc', 'ouc'}, optional
182
+ NOTE: THIS INPUT IS DISABLED FOR NOW. Use ordqz instead.
183
+
184
+ Specifies whether the upper eigenvalues should be sorted. A callable
185
+ may be passed that, given a eigenvalue, returns a boolean denoting
186
+ whether the eigenvalue should be sorted to the top-left (True). For
187
+ real matrix pairs, the sort function takes three real arguments
188
+ (alphar, alphai, beta). The eigenvalue
189
+ ``x = (alphar + alphai*1j)/beta``. For complex matrix pairs or
190
+ output='complex', the sort function takes two complex arguments
191
+ (alpha, beta). The eigenvalue ``x = (alpha/beta)``. Alternatively,
192
+ string parameters may be used:
193
+
194
+ - 'lhp' Left-hand plane (x.real < 0.0)
195
+ - 'rhp' Right-hand plane (x.real > 0.0)
196
+ - 'iuc' Inside the unit circle (x*x.conjugate() < 1.0)
197
+ - 'ouc' Outside the unit circle (x*x.conjugate() > 1.0)
198
+
199
+ Defaults to None (no sorting).
200
+ overwrite_a : bool, optional
201
+ Whether to overwrite data in a (may improve performance)
202
+ overwrite_b : bool, optional
203
+ Whether to overwrite data in b (may improve performance)
204
+ check_finite : bool, optional
205
+ If true checks the elements of `A` and `B` are finite numbers. If
206
+ false does no checking and passes matrix through to
207
+ underlying algorithm.
208
+
209
+ Returns
210
+ -------
211
+ AA : (N, N) ndarray
212
+ Generalized Schur form of A.
213
+ BB : (N, N) ndarray
214
+ Generalized Schur form of B.
215
+ Q : (N, N) ndarray
216
+ The left Schur vectors.
217
+ Z : (N, N) ndarray
218
+ The right Schur vectors.
219
+
220
+ See Also
221
+ --------
222
+ ordqz
223
+
224
+ Notes
225
+ -----
226
+ Q is transposed versus the equivalent function in Matlab.
227
+
228
+ .. versionadded:: 0.11.0
229
+
230
+ Examples
231
+ --------
232
+ >>> import numpy as np
233
+ >>> from scipy.linalg import qz
234
+
235
+ >>> A = np.array([[1, 2, -1], [5, 5, 5], [2, 4, -8]])
236
+ >>> B = np.array([[1, 1, -3], [3, 1, -1], [5, 6, -2]])
237
+
238
+ Compute the decomposition. The QZ decomposition is not unique, so
239
+ depending on the underlying library that is used, there may be
240
+ differences in the signs of coefficients in the following output.
241
+
242
+ >>> AA, BB, Q, Z = qz(A, B)
243
+ >>> AA
244
+ array([[-1.36949157, -4.05459025, 7.44389431],
245
+ [ 0. , 7.65653432, 5.13476017],
246
+ [ 0. , -0.65978437, 2.4186015 ]]) # may vary
247
+ >>> BB
248
+ array([[ 1.71890633, -1.64723705, -0.72696385],
249
+ [ 0. , 8.6965692 , -0. ],
250
+ [ 0. , 0. , 2.27446233]]) # may vary
251
+ >>> Q
252
+ array([[-0.37048362, 0.1903278 , 0.90912992],
253
+ [-0.90073232, 0.16534124, -0.40167593],
254
+ [ 0.22676676, 0.96769706, -0.11017818]]) # may vary
255
+ >>> Z
256
+ array([[-0.67660785, 0.63528924, -0.37230283],
257
+ [ 0.70243299, 0.70853819, -0.06753907],
258
+ [ 0.22088393, -0.30721526, -0.92565062]]) # may vary
259
+
260
+ Verify the QZ decomposition. With real output, we only need the
261
+ transpose of ``Z`` in the following expressions.
262
+
263
+ >>> Q @ AA @ Z.T # Should be A
264
+ array([[ 1., 2., -1.],
265
+ [ 5., 5., 5.],
266
+ [ 2., 4., -8.]])
267
+ >>> Q @ BB @ Z.T # Should be B
268
+ array([[ 1., 1., -3.],
269
+ [ 3., 1., -1.],
270
+ [ 5., 6., -2.]])
271
+
272
+ Repeat the decomposition, but with ``output='complex'``.
273
+
274
+ >>> AA, BB, Q, Z = qz(A, B, output='complex')
275
+
276
+ For conciseness in the output, we use ``np.set_printoptions()`` to set
277
+ the output precision of NumPy arrays to 3 and display tiny values as 0.
278
+
279
+ >>> np.set_printoptions(precision=3, suppress=True)
280
+ >>> AA
281
+ array([[-1.369+0.j , 2.248+4.237j, 4.861-5.022j],
282
+ [ 0. +0.j , 7.037+2.922j, 0.794+4.932j],
283
+ [ 0. +0.j , 0. +0.j , 2.655-1.103j]]) # may vary
284
+ >>> BB
285
+ array([[ 1.719+0.j , -1.115+1.j , -0.763-0.646j],
286
+ [ 0. +0.j , 7.24 +0.j , -3.144+3.322j],
287
+ [ 0. +0.j , 0. +0.j , 2.732+0.j ]]) # may vary
288
+ >>> Q
289
+ array([[ 0.326+0.175j, -0.273-0.029j, -0.886-0.052j],
290
+ [ 0.794+0.426j, -0.093+0.134j, 0.402-0.02j ],
291
+ [-0.2 -0.107j, -0.816+0.482j, 0.151-0.167j]]) # may vary
292
+ >>> Z
293
+ array([[ 0.596+0.32j , -0.31 +0.414j, 0.393-0.347j],
294
+ [-0.619-0.332j, -0.479+0.314j, 0.154-0.393j],
295
+ [-0.195-0.104j, 0.576+0.27j , 0.715+0.187j]]) # may vary
296
+
297
+ With complex arrays, we must use ``Z.conj().T`` in the following
298
+ expressions to verify the decomposition.
299
+
300
+ >>> Q @ AA @ Z.conj().T # Should be A
301
+ array([[ 1.-0.j, 2.-0.j, -1.-0.j],
302
+ [ 5.+0.j, 5.+0.j, 5.-0.j],
303
+ [ 2.+0.j, 4.+0.j, -8.+0.j]])
304
+ >>> Q @ BB @ Z.conj().T # Should be B
305
+ array([[ 1.+0.j, 1.+0.j, -3.+0.j],
306
+ [ 3.-0.j, 1.-0.j, -1.+0.j],
307
+ [ 5.+0.j, 6.+0.j, -2.+0.j]])
308
+
309
+ """
310
+ # output for real
311
+ # AA, BB, sdim, alphar, alphai, beta, vsl, vsr, work, info
312
+ # output for complex
313
+ # AA, BB, sdim, alpha, beta, vsl, vsr, work, info
314
+ result, _ = _qz(A, B, output=output, lwork=lwork, sort=sort,
315
+ overwrite_a=overwrite_a, overwrite_b=overwrite_b,
316
+ check_finite=check_finite)
317
+ return result[0], result[1], result[-4], result[-3]
318
+
319
+
320
+ def ordqz(A, B, sort='lhp', output='real', overwrite_a=False,
321
+ overwrite_b=False, check_finite=True):
322
+ """QZ decomposition for a pair of matrices with reordering.
323
+
324
+ Parameters
325
+ ----------
326
+ A : (N, N) array_like
327
+ 2-D array to decompose
328
+ B : (N, N) array_like
329
+ 2-D array to decompose
330
+ sort : {callable, 'lhp', 'rhp', 'iuc', 'ouc'}, optional
331
+ Specifies whether the upper eigenvalues should be sorted. A
332
+ callable may be passed that, given an ordered pair ``(alpha,
333
+ beta)`` representing the eigenvalue ``x = (alpha/beta)``,
334
+ returns a boolean denoting whether the eigenvalue should be
335
+ sorted to the top-left (True). For the real matrix pairs
336
+ ``beta`` is real while ``alpha`` can be complex, and for
337
+ complex matrix pairs both ``alpha`` and ``beta`` can be
338
+ complex. The callable must be able to accept a NumPy
339
+ array. Alternatively, string parameters may be used:
340
+
341
+ - 'lhp' Left-hand plane (x.real < 0.0)
342
+ - 'rhp' Right-hand plane (x.real > 0.0)
343
+ - 'iuc' Inside the unit circle (x*x.conjugate() < 1.0)
344
+ - 'ouc' Outside the unit circle (x*x.conjugate() > 1.0)
345
+
346
+ With the predefined sorting functions, an infinite eigenvalue
347
+ (i.e., ``alpha != 0`` and ``beta = 0``) is considered to lie in
348
+ neither the left-hand nor the right-hand plane, but it is
349
+ considered to lie outside the unit circle. For the eigenvalue
350
+ ``(alpha, beta) = (0, 0)``, the predefined sorting functions
351
+ all return `False`.
352
+ output : str {'real','complex'}, optional
353
+ Construct the real or complex QZ decomposition for real matrices.
354
+ Default is 'real'.
355
+ overwrite_a : bool, optional
356
+ If True, the contents of A are overwritten.
357
+ overwrite_b : bool, optional
358
+ If True, the contents of B are overwritten.
359
+ check_finite : bool, optional
360
+ If true checks the elements of `A` and `B` are finite numbers. If
361
+ false does no checking and passes matrix through to
362
+ underlying algorithm.
363
+
364
+ Returns
365
+ -------
366
+ AA : (N, N) ndarray
367
+ Generalized Schur form of A.
368
+ BB : (N, N) ndarray
369
+ Generalized Schur form of B.
370
+ alpha : (N,) ndarray
371
+ alpha = alphar + alphai * 1j. See notes.
372
+ beta : (N,) ndarray
373
+ See notes.
374
+ Q : (N, N) ndarray
375
+ The left Schur vectors.
376
+ Z : (N, N) ndarray
377
+ The right Schur vectors.
378
+
379
+ See Also
380
+ --------
381
+ qz
382
+
383
+ Notes
384
+ -----
385
+ On exit, ``(ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N``, will be the
386
+ generalized eigenvalues. ``ALPHAR(j) + ALPHAI(j)*i`` and
387
+ ``BETA(j),j=1,...,N`` are the diagonals of the complex Schur form (S,T)
388
+ that would result if the 2-by-2 diagonal blocks of the real generalized
389
+ Schur form of (A,B) were further reduced to triangular form using complex
390
+ unitary transformations. If ALPHAI(j) is zero, then the jth eigenvalue is
391
+ real; if positive, then the ``j``\\ th and ``(j+1)``\\ st eigenvalues are a
392
+ complex conjugate pair, with ``ALPHAI(j+1)`` negative.
393
+
394
+ .. versionadded:: 0.17.0
395
+
396
+ Examples
397
+ --------
398
+ >>> import numpy as np
399
+ >>> from scipy.linalg import ordqz
400
+ >>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
401
+ >>> B = np.array([[0, 6, 0, 0], [5, 0, 2, 1], [5, 2, 6, 6], [4, 7, 7, 7]])
402
+ >>> AA, BB, alpha, beta, Q, Z = ordqz(A, B, sort='lhp')
403
+
404
+ Since we have sorted for left half plane eigenvalues, negatives come first
405
+
406
+ >>> (alpha/beta).real < 0
407
+ array([ True, True, False, False], dtype=bool)
408
+
409
+ """
410
+ (AA, BB, _, *ab, Q, Z, _, _), typ = _qz(A, B, output=output, sort=None,
411
+ overwrite_a=overwrite_a,
412
+ overwrite_b=overwrite_b,
413
+ check_finite=check_finite)
414
+
415
+ if typ == 's':
416
+ alpha, beta = ab[0] + ab[1]*np.complex64(1j), ab[2]
417
+ elif typ == 'd':
418
+ alpha, beta = ab[0] + ab[1]*1.j, ab[2]
419
+ else:
420
+ alpha, beta = ab
421
+
422
+ sfunction = _select_function(sort)
423
+ select = sfunction(alpha, beta)
424
+
425
+ tgsen = get_lapack_funcs('tgsen', (AA, BB))
426
+ # the real case needs 4n + 16 lwork
427
+ lwork = 4*AA.shape[0] + 16 if typ in 'sd' else 1
428
+ AAA, BBB, *ab, QQ, ZZ, _, _, _, _, info = tgsen(select, AA, BB, Q, Z,
429
+ ijob=0,
430
+ lwork=lwork, liwork=1)
431
+
432
+ # Once more for tgsen output
433
+ if typ == 's':
434
+ alpha, beta = ab[0] + ab[1]*np.complex64(1j), ab[2]
435
+ elif typ == 'd':
436
+ alpha, beta = ab[0] + ab[1]*1.j, ab[2]
437
+ else:
438
+ alpha, beta = ab
439
+
440
+ if info < 0:
441
+ raise ValueError(f"Illegal value in argument {-info} of tgsen")
442
+ elif info == 1:
443
+ raise ValueError("Reordering of (A, B) failed because the transformed"
444
+ " matrix pair (A, B) would be too far from "
445
+ "generalized Schur form; the problem is very "
446
+ "ill-conditioned. (A, B) may have been partially "
447
+ "reordered.")
448
+
449
+ return AAA, BBB, alpha, beta, QQ, ZZ
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_schur.py ADDED
@@ -0,0 +1,300 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Schur decomposition functions."""
2
+ import numpy
3
+ from numpy import asarray_chkfinite, single, asarray, array
4
+ from numpy.linalg import norm
5
+
6
+
7
+ # Local imports.
8
+ from ._misc import LinAlgError, _datacopied
9
+ from .lapack import get_lapack_funcs
10
+ from ._decomp import eigvals
11
+
12
+ __all__ = ['schur', 'rsf2csf']
13
+
14
+ _double_precision = ['i', 'l', 'd']
15
+
16
+
17
+ def schur(a, output='real', lwork=None, overwrite_a=False, sort=None,
18
+ check_finite=True):
19
+ """
20
+ Compute Schur decomposition of a matrix.
21
+
22
+ The Schur decomposition is::
23
+
24
+ A = Z T Z^H
25
+
26
+ where Z is unitary and T is either upper-triangular, or for real
27
+ Schur decomposition (output='real'), quasi-upper triangular. In
28
+ the quasi-triangular form, 2x2 blocks describing complex-valued
29
+ eigenvalue pairs may extrude from the diagonal.
30
+
31
+ Parameters
32
+ ----------
33
+ a : (M, M) array_like
34
+ Matrix to decompose
35
+ output : {'real', 'complex'}, optional
36
+ Construct the real or complex Schur decomposition (for real matrices).
37
+ lwork : int, optional
38
+ Work array size. If None or -1, it is automatically computed.
39
+ overwrite_a : bool, optional
40
+ Whether to overwrite data in a (may improve performance).
41
+ sort : {None, callable, 'lhp', 'rhp', 'iuc', 'ouc'}, optional
42
+ Specifies whether the upper eigenvalues should be sorted. A callable
43
+ may be passed that, given a eigenvalue, returns a boolean denoting
44
+ whether the eigenvalue should be sorted to the top-left (True).
45
+ Alternatively, string parameters may be used::
46
+
47
+ 'lhp' Left-hand plane (x.real < 0.0)
48
+ 'rhp' Right-hand plane (x.real > 0.0)
49
+ 'iuc' Inside the unit circle (x*x.conjugate() <= 1.0)
50
+ 'ouc' Outside the unit circle (x*x.conjugate() > 1.0)
51
+
52
+ Defaults to None (no sorting).
53
+ check_finite : bool, optional
54
+ Whether to check that the input matrix contains only finite numbers.
55
+ Disabling may give a performance gain, but may result in problems
56
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
57
+
58
+ Returns
59
+ -------
60
+ T : (M, M) ndarray
61
+ Schur form of A. It is real-valued for the real Schur decomposition.
62
+ Z : (M, M) ndarray
63
+ An unitary Schur transformation matrix for A.
64
+ It is real-valued for the real Schur decomposition.
65
+ sdim : int
66
+ If and only if sorting was requested, a third return value will
67
+ contain the number of eigenvalues satisfying the sort condition.
68
+
69
+ Raises
70
+ ------
71
+ LinAlgError
72
+ Error raised under three conditions:
73
+
74
+ 1. The algorithm failed due to a failure of the QR algorithm to
75
+ compute all eigenvalues.
76
+ 2. If eigenvalue sorting was requested, the eigenvalues could not be
77
+ reordered due to a failure to separate eigenvalues, usually because
78
+ of poor conditioning.
79
+ 3. If eigenvalue sorting was requested, roundoff errors caused the
80
+ leading eigenvalues to no longer satisfy the sorting condition.
81
+
82
+ See Also
83
+ --------
84
+ rsf2csf : Convert real Schur form to complex Schur form
85
+
86
+ Examples
87
+ --------
88
+ >>> import numpy as np
89
+ >>> from scipy.linalg import schur, eigvals
90
+ >>> A = np.array([[0, 2, 2], [0, 1, 2], [1, 0, 1]])
91
+ >>> T, Z = schur(A)
92
+ >>> T
93
+ array([[ 2.65896708, 1.42440458, -1.92933439],
94
+ [ 0. , -0.32948354, -0.49063704],
95
+ [ 0. , 1.31178921, -0.32948354]])
96
+ >>> Z
97
+ array([[0.72711591, -0.60156188, 0.33079564],
98
+ [0.52839428, 0.79801892, 0.28976765],
99
+ [0.43829436, 0.03590414, -0.89811411]])
100
+
101
+ >>> T2, Z2 = schur(A, output='complex')
102
+ >>> T2
103
+ array([[ 2.65896708, -1.22839825+1.32378589j, 0.42590089+1.51937378j], # may vary
104
+ [ 0. , -0.32948354+0.80225456j, -0.59877807+0.56192146j],
105
+ [ 0. , 0. , -0.32948354-0.80225456j]])
106
+ >>> eigvals(T2)
107
+ array([2.65896708, -0.32948354+0.80225456j, -0.32948354-0.80225456j])
108
+
109
+ An arbitrary custom eig-sorting condition, having positive imaginary part,
110
+ which is satisfied by only one eigenvalue
111
+
112
+ >>> T3, Z3, sdim = schur(A, output='complex', sort=lambda x: x.imag > 0)
113
+ >>> sdim
114
+ 1
115
+
116
+ """
117
+ if output not in ['real', 'complex', 'r', 'c']:
118
+ raise ValueError("argument must be 'real', or 'complex'")
119
+ if check_finite:
120
+ a1 = asarray_chkfinite(a)
121
+ else:
122
+ a1 = asarray(a)
123
+ if numpy.issubdtype(a1.dtype, numpy.integer):
124
+ a1 = asarray(a, dtype=numpy.dtype("long"))
125
+ if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]):
126
+ raise ValueError('expected square matrix')
127
+ typ = a1.dtype.char
128
+ if output in ['complex', 'c'] and typ not in ['F', 'D']:
129
+ if typ in _double_precision:
130
+ a1 = a1.astype('D')
131
+ typ = 'D'
132
+ else:
133
+ a1 = a1.astype('F')
134
+ typ = 'F'
135
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
136
+ gees, = get_lapack_funcs(('gees',), (a1,))
137
+ if lwork is None or lwork == -1:
138
+ # get optimal work array
139
+ result = gees(lambda x: None, a1, lwork=-1)
140
+ lwork = result[-2][0].real.astype(numpy.int_)
141
+
142
+ if sort is None:
143
+ sort_t = 0
144
+ def sfunction(x):
145
+ return None
146
+ else:
147
+ sort_t = 1
148
+ if callable(sort):
149
+ sfunction = sort
150
+ elif sort == 'lhp':
151
+ def sfunction(x):
152
+ return x.real < 0.0
153
+ elif sort == 'rhp':
154
+ def sfunction(x):
155
+ return x.real >= 0.0
156
+ elif sort == 'iuc':
157
+ def sfunction(x):
158
+ return abs(x) <= 1.0
159
+ elif sort == 'ouc':
160
+ def sfunction(x):
161
+ return abs(x) > 1.0
162
+ else:
163
+ raise ValueError("'sort' parameter must either be 'None', or a "
164
+ "callable, or one of ('lhp','rhp','iuc','ouc')")
165
+
166
+ result = gees(sfunction, a1, lwork=lwork, overwrite_a=overwrite_a,
167
+ sort_t=sort_t)
168
+
169
+ info = result[-1]
170
+ if info < 0:
171
+ raise ValueError(f'illegal value in {-info}-th argument of internal gees')
172
+ elif info == a1.shape[0] + 1:
173
+ raise LinAlgError('Eigenvalues could not be separated for reordering.')
174
+ elif info == a1.shape[0] + 2:
175
+ raise LinAlgError('Leading eigenvalues do not satisfy sort condition.')
176
+ elif info > 0:
177
+ raise LinAlgError("Schur form not found. Possibly ill-conditioned.")
178
+
179
+ if sort_t == 0:
180
+ return result[0], result[-3]
181
+ else:
182
+ return result[0], result[-3], result[1]
183
+
184
+
185
+ eps = numpy.finfo(float).eps
186
+ feps = numpy.finfo(single).eps
187
+
188
+ _array_kind = {'b': 0, 'h': 0, 'B': 0, 'i': 0, 'l': 0,
189
+ 'f': 0, 'd': 0, 'F': 1, 'D': 1}
190
+ _array_precision = {'i': 1, 'l': 1, 'f': 0, 'd': 1, 'F': 0, 'D': 1}
191
+ _array_type = [['f', 'd'], ['F', 'D']]
192
+
193
+
194
+ def _commonType(*arrays):
195
+ kind = 0
196
+ precision = 0
197
+ for a in arrays:
198
+ t = a.dtype.char
199
+ kind = max(kind, _array_kind[t])
200
+ precision = max(precision, _array_precision[t])
201
+ return _array_type[kind][precision]
202
+
203
+
204
+ def _castCopy(type, *arrays):
205
+ cast_arrays = ()
206
+ for a in arrays:
207
+ if a.dtype.char == type:
208
+ cast_arrays = cast_arrays + (a.copy(),)
209
+ else:
210
+ cast_arrays = cast_arrays + (a.astype(type),)
211
+ if len(cast_arrays) == 1:
212
+ return cast_arrays[0]
213
+ else:
214
+ return cast_arrays
215
+
216
+
217
+ def rsf2csf(T, Z, check_finite=True):
218
+ """
219
+ Convert real Schur form to complex Schur form.
220
+
221
+ Convert a quasi-diagonal real-valued Schur form to the upper-triangular
222
+ complex-valued Schur form.
223
+
224
+ Parameters
225
+ ----------
226
+ T : (M, M) array_like
227
+ Real Schur form of the original array
228
+ Z : (M, M) array_like
229
+ Schur transformation matrix
230
+ check_finite : bool, optional
231
+ Whether to check that the input arrays contain only finite numbers.
232
+ Disabling may give a performance gain, but may result in problems
233
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
234
+
235
+ Returns
236
+ -------
237
+ T : (M, M) ndarray
238
+ Complex Schur form of the original array
239
+ Z : (M, M) ndarray
240
+ Schur transformation matrix corresponding to the complex form
241
+
242
+ See Also
243
+ --------
244
+ schur : Schur decomposition of an array
245
+
246
+ Examples
247
+ --------
248
+ >>> import numpy as np
249
+ >>> from scipy.linalg import schur, rsf2csf
250
+ >>> A = np.array([[0, 2, 2], [0, 1, 2], [1, 0, 1]])
251
+ >>> T, Z = schur(A)
252
+ >>> T
253
+ array([[ 2.65896708, 1.42440458, -1.92933439],
254
+ [ 0. , -0.32948354, -0.49063704],
255
+ [ 0. , 1.31178921, -0.32948354]])
256
+ >>> Z
257
+ array([[0.72711591, -0.60156188, 0.33079564],
258
+ [0.52839428, 0.79801892, 0.28976765],
259
+ [0.43829436, 0.03590414, -0.89811411]])
260
+ >>> T2 , Z2 = rsf2csf(T, Z)
261
+ >>> T2
262
+ array([[2.65896708+0.j, -1.64592781+0.743164187j, -1.21516887+1.00660462j],
263
+ [0.+0.j , -0.32948354+8.02254558e-01j, -0.82115218-2.77555756e-17j],
264
+ [0.+0.j , 0.+0.j, -0.32948354-0.802254558j]])
265
+ >>> Z2
266
+ array([[0.72711591+0.j, 0.28220393-0.31385693j, 0.51319638-0.17258824j],
267
+ [0.52839428+0.j, 0.24720268+0.41635578j, -0.68079517-0.15118243j],
268
+ [0.43829436+0.j, -0.76618703+0.01873251j, -0.03063006+0.46857912j]])
269
+
270
+ """
271
+ if check_finite:
272
+ Z, T = map(asarray_chkfinite, (Z, T))
273
+ else:
274
+ Z, T = map(asarray, (Z, T))
275
+
276
+ for ind, X in enumerate([Z, T]):
277
+ if X.ndim != 2 or X.shape[0] != X.shape[1]:
278
+ raise ValueError("Input '{}' must be square.".format('ZT'[ind]))
279
+
280
+ if T.shape[0] != Z.shape[0]:
281
+ message = f"Input array shapes must match: Z: {Z.shape} vs. T: {T.shape}"
282
+ raise ValueError(message)
283
+ N = T.shape[0]
284
+ t = _commonType(Z, T, array([3.0], 'F'))
285
+ Z, T = _castCopy(t, Z, T)
286
+
287
+ for m in range(N-1, 0, -1):
288
+ if abs(T[m, m-1]) > eps*(abs(T[m-1, m-1]) + abs(T[m, m])):
289
+ mu = eigvals(T[m-1:m+1, m-1:m+1]) - T[m, m]
290
+ r = norm([mu[0], T[m, m-1]])
291
+ c = mu[0] / r
292
+ s = T[m, m-1] / r
293
+ G = array([[c.conj(), s], [-s, c]], dtype=t)
294
+
295
+ T[m-1:m+1, m-1:] = G.dot(T[m-1:m+1, m-1:])
296
+ T[:m+1, m-1:m+1] = T[:m+1, m-1:m+1].dot(G.conj().T)
297
+ Z[:, m-1:m+1] = Z[:, m-1:m+1].dot(G.conj().T)
298
+
299
+ T[m, m-1] = 0.0
300
+ return T, Z
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1
+ #
2
+ # Author: Travis Oliphant, March 2002
3
+ #
4
+ from itertools import product
5
+
6
+ import numpy as np
7
+ from numpy import (dot, diag, prod, logical_not, ravel, transpose,
8
+ conjugate, absolute, amax, sign, isfinite, triu)
9
+
10
+ # Local imports
11
+ from scipy.linalg import LinAlgError, bandwidth
12
+ from ._misc import norm
13
+ from ._basic import solve, inv
14
+ from ._decomp_svd import svd
15
+ from ._decomp_schur import schur, rsf2csf
16
+ from ._expm_frechet import expm_frechet, expm_cond
17
+ from ._matfuncs_sqrtm import sqrtm
18
+ from ._matfuncs_expm import pick_pade_structure, pade_UV_calc
19
+
20
+ # deprecated imports to be removed in SciPy 1.13.0
21
+ from numpy import single # noqa: F401
22
+
23
+ __all__ = ['expm', 'cosm', 'sinm', 'tanm', 'coshm', 'sinhm', 'tanhm', 'logm',
24
+ 'funm', 'signm', 'sqrtm', 'fractional_matrix_power', 'expm_frechet',
25
+ 'expm_cond', 'khatri_rao']
26
+
27
+ eps = np.finfo('d').eps
28
+ feps = np.finfo('f').eps
29
+
30
+ _array_precision = {'i': 1, 'l': 1, 'f': 0, 'd': 1, 'F': 0, 'D': 1}
31
+
32
+
33
+ ###############################################################################
34
+ # Utility functions.
35
+
36
+
37
+ def _asarray_square(A):
38
+ """
39
+ Wraps asarray with the extra requirement that the input be a square matrix.
40
+
41
+ The motivation is that the matfuncs module has real functions that have
42
+ been lifted to square matrix functions.
43
+
44
+ Parameters
45
+ ----------
46
+ A : array_like
47
+ A square matrix.
48
+
49
+ Returns
50
+ -------
51
+ out : ndarray
52
+ An ndarray copy or view or other representation of A.
53
+
54
+ """
55
+ A = np.asarray(A)
56
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
57
+ raise ValueError('expected square array_like input')
58
+ return A
59
+
60
+
61
+ def _maybe_real(A, B, tol=None):
62
+ """
63
+ Return either B or the real part of B, depending on properties of A and B.
64
+
65
+ The motivation is that B has been computed as a complicated function of A,
66
+ and B may be perturbed by negligible imaginary components.
67
+ If A is real and B is complex with small imaginary components,
68
+ then return a real copy of B. The assumption in that case would be that
69
+ the imaginary components of B are numerical artifacts.
70
+
71
+ Parameters
72
+ ----------
73
+ A : ndarray
74
+ Input array whose type is to be checked as real vs. complex.
75
+ B : ndarray
76
+ Array to be returned, possibly without its imaginary part.
77
+ tol : float
78
+ Absolute tolerance.
79
+
80
+ Returns
81
+ -------
82
+ out : real or complex array
83
+ Either the input array B or only the real part of the input array B.
84
+
85
+ """
86
+ # Note that booleans and integers compare as real.
87
+ if np.isrealobj(A) and np.iscomplexobj(B):
88
+ if tol is None:
89
+ tol = {0: feps*1e3, 1: eps*1e6}[_array_precision[B.dtype.char]]
90
+ if np.allclose(B.imag, 0.0, atol=tol):
91
+ B = B.real
92
+ return B
93
+
94
+
95
+ ###############################################################################
96
+ # Matrix functions.
97
+
98
+
99
+ def fractional_matrix_power(A, t):
100
+ """
101
+ Compute the fractional power of a matrix.
102
+
103
+ Proceeds according to the discussion in section (6) of [1]_.
104
+
105
+ Parameters
106
+ ----------
107
+ A : (N, N) array_like
108
+ Matrix whose fractional power to evaluate.
109
+ t : float
110
+ Fractional power.
111
+
112
+ Returns
113
+ -------
114
+ X : (N, N) array_like
115
+ The fractional power of the matrix.
116
+
117
+ References
118
+ ----------
119
+ .. [1] Nicholas J. Higham and Lijing lin (2011)
120
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
121
+ SIAM Journal on Matrix Analysis and Applications,
122
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
123
+
124
+ Examples
125
+ --------
126
+ >>> import numpy as np
127
+ >>> from scipy.linalg import fractional_matrix_power
128
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
129
+ >>> b = fractional_matrix_power(a, 0.5)
130
+ >>> b
131
+ array([[ 0.75592895, 1.13389342],
132
+ [ 0.37796447, 1.88982237]])
133
+ >>> np.dot(b, b) # Verify square root
134
+ array([[ 1., 3.],
135
+ [ 1., 4.]])
136
+
137
+ """
138
+ # This fixes some issue with imports;
139
+ # this function calls onenormest which is in scipy.sparse.
140
+ A = _asarray_square(A)
141
+ import scipy.linalg._matfuncs_inv_ssq
142
+ return scipy.linalg._matfuncs_inv_ssq._fractional_matrix_power(A, t)
143
+
144
+
145
+ def logm(A, disp=True):
146
+ """
147
+ Compute matrix logarithm.
148
+
149
+ The matrix logarithm is the inverse of
150
+ expm: expm(logm(`A`)) == `A`
151
+
152
+ Parameters
153
+ ----------
154
+ A : (N, N) array_like
155
+ Matrix whose logarithm to evaluate
156
+ disp : bool, optional
157
+ Print warning if error in the result is estimated large
158
+ instead of returning estimated error. (Default: True)
159
+
160
+ Returns
161
+ -------
162
+ logm : (N, N) ndarray
163
+ Matrix logarithm of `A`
164
+ errest : float
165
+ (if disp == False)
166
+
167
+ 1-norm of the estimated error, ||err||_1 / ||A||_1
168
+
169
+ References
170
+ ----------
171
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham (2012)
172
+ "Improved Inverse Scaling and Squaring Algorithms
173
+ for the Matrix Logarithm."
174
+ SIAM Journal on Scientific Computing, 34 (4). C152-C169.
175
+ ISSN 1095-7197
176
+
177
+ .. [2] Nicholas J. Higham (2008)
178
+ "Functions of Matrices: Theory and Computation"
179
+ ISBN 978-0-898716-46-7
180
+
181
+ .. [3] Nicholas J. Higham and Lijing lin (2011)
182
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
183
+ SIAM Journal on Matrix Analysis and Applications,
184
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
185
+
186
+ Examples
187
+ --------
188
+ >>> import numpy as np
189
+ >>> from scipy.linalg import logm, expm
190
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
191
+ >>> b = logm(a)
192
+ >>> b
193
+ array([[-1.02571087, 2.05142174],
194
+ [ 0.68380725, 1.02571087]])
195
+ >>> expm(b) # Verify expm(logm(a)) returns a
196
+ array([[ 1., 3.],
197
+ [ 1., 4.]])
198
+
199
+ """
200
+ A = _asarray_square(A)
201
+ # Avoid circular import ... this is OK, right?
202
+ import scipy.linalg._matfuncs_inv_ssq
203
+ F = scipy.linalg._matfuncs_inv_ssq._logm(A)
204
+ F = _maybe_real(A, F)
205
+ errtol = 1000*eps
206
+ # TODO use a better error approximation
207
+ errest = norm(expm(F)-A, 1) / norm(A, 1)
208
+ if disp:
209
+ if not isfinite(errest) or errest >= errtol:
210
+ print("logm result may be inaccurate, approximate err =", errest)
211
+ return F
212
+ else:
213
+ return F, errest
214
+
215
+
216
+ def expm(A):
217
+ """Compute the matrix exponential of an array.
218
+
219
+ Parameters
220
+ ----------
221
+ A : ndarray
222
+ Input with last two dimensions are square ``(..., n, n)``.
223
+
224
+ Returns
225
+ -------
226
+ eA : ndarray
227
+ The resulting matrix exponential with the same shape of ``A``
228
+
229
+ Notes
230
+ -----
231
+ Implements the algorithm given in [1], which is essentially a Pade
232
+ approximation with a variable order that is decided based on the array
233
+ data.
234
+
235
+ For input with size ``n``, the memory usage is in the worst case in the
236
+ order of ``8*(n**2)``. If the input data is not of single and double
237
+ precision of real and complex dtypes, it is copied to a new array.
238
+
239
+ For cases ``n >= 400``, the exact 1-norm computation cost, breaks even with
240
+ 1-norm estimation and from that point on the estimation scheme given in
241
+ [2] is used to decide on the approximation order.
242
+
243
+ References
244
+ ----------
245
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham, (2009), "A New Scaling
246
+ and Squaring Algorithm for the Matrix Exponential", SIAM J. Matrix
247
+ Anal. Appl. 31(3):970-989, :doi:`10.1137/09074721X`
248
+
249
+ .. [2] Nicholas J. Higham and Francoise Tisseur (2000), "A Block Algorithm
250
+ for Matrix 1-Norm Estimation, with an Application to 1-Norm
251
+ Pseudospectra." SIAM J. Matrix Anal. Appl. 21(4):1185-1201,
252
+ :doi:`10.1137/S0895479899356080`
253
+
254
+ Examples
255
+ --------
256
+ >>> import numpy as np
257
+ >>> from scipy.linalg import expm, sinm, cosm
258
+
259
+ Matrix version of the formula exp(0) = 1:
260
+
261
+ >>> expm(np.zeros((3, 2, 2)))
262
+ array([[[1., 0.],
263
+ [0., 1.]],
264
+ <BLANKLINE>
265
+ [[1., 0.],
266
+ [0., 1.]],
267
+ <BLANKLINE>
268
+ [[1., 0.],
269
+ [0., 1.]]])
270
+
271
+ Euler's identity (exp(i*theta) = cos(theta) + i*sin(theta))
272
+ applied to a matrix:
273
+
274
+ >>> a = np.array([[1.0, 2.0], [-1.0, 3.0]])
275
+ >>> expm(1j*a)
276
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
277
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
278
+ >>> cosm(a) + 1j*sinm(a)
279
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
280
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
281
+
282
+ """
283
+ a = np.asarray(A)
284
+ if a.size == 1 and a.ndim < 2:
285
+ return np.array([[np.exp(a.item())]])
286
+
287
+ if a.ndim < 2:
288
+ raise LinAlgError('The input array must be at least two-dimensional')
289
+ if a.shape[-1] != a.shape[-2]:
290
+ raise LinAlgError('Last 2 dimensions of the array must be square')
291
+ n = a.shape[-1]
292
+ # Empty array
293
+ if min(*a.shape) == 0:
294
+ return np.empty_like(a)
295
+
296
+ # Scalar case
297
+ if a.shape[-2:] == (1, 1):
298
+ return np.exp(a)
299
+
300
+ if not np.issubdtype(a.dtype, np.inexact):
301
+ a = a.astype(np.float64)
302
+ elif a.dtype == np.float16:
303
+ a = a.astype(np.float32)
304
+
305
+ # An explicit formula for 2x2 case exists (formula (2.2) in [1]). However, without
306
+ # Kahan's method, numerical instabilities can occur (See gh-19584). Hence removed
307
+ # here until we have a more stable implementation.
308
+
309
+ n = a.shape[-1]
310
+ eA = np.empty(a.shape, dtype=a.dtype)
311
+ # working memory to hold intermediate arrays
312
+ Am = np.empty((5, n, n), dtype=a.dtype)
313
+
314
+ # Main loop to go through the slices of an ndarray and passing to expm
315
+ for ind in product(*[range(x) for x in a.shape[:-2]]):
316
+ aw = a[ind]
317
+
318
+ lu = bandwidth(aw)
319
+ if not any(lu): # a is diagonal?
320
+ eA[ind] = np.diag(np.exp(np.diag(aw)))
321
+ continue
322
+
323
+ # Generic/triangular case; copy the slice into scratch and send.
324
+ # Am will be mutated by pick_pade_structure
325
+ Am[0, :, :] = aw
326
+ m, s = pick_pade_structure(Am)
327
+
328
+ if s != 0: # scaling needed
329
+ Am[:4] *= [[[2**(-s)]], [[4**(-s)]], [[16**(-s)]], [[64**(-s)]]]
330
+
331
+ pade_UV_calc(Am, n, m)
332
+ eAw = Am[0]
333
+
334
+ if s != 0: # squaring needed
335
+
336
+ if (lu[1] == 0) or (lu[0] == 0): # lower/upper triangular
337
+ # This branch implements Code Fragment 2.1 of [1]
338
+
339
+ diag_aw = np.diag(aw)
340
+ # einsum returns a writable view
341
+ np.einsum('ii->i', eAw)[:] = np.exp(diag_aw * 2**(-s))
342
+ # super/sub diagonal
343
+ sd = np.diag(aw, k=-1 if lu[1] == 0 else 1)
344
+
345
+ for i in range(s-1, -1, -1):
346
+ eAw = eAw @ eAw
347
+
348
+ # diagonal
349
+ np.einsum('ii->i', eAw)[:] = np.exp(diag_aw * 2.**(-i))
350
+ exp_sd = _exp_sinch(diag_aw * (2.**(-i))) * (sd * 2**(-i))
351
+ if lu[1] == 0: # lower
352
+ np.einsum('ii->i', eAw[1:, :-1])[:] = exp_sd
353
+ else: # upper
354
+ np.einsum('ii->i', eAw[:-1, 1:])[:] = exp_sd
355
+
356
+ else: # generic
357
+ for _ in range(s):
358
+ eAw = eAw @ eAw
359
+
360
+ # Zero out the entries from np.empty in case of triangular input
361
+ if (lu[0] == 0) or (lu[1] == 0):
362
+ eA[ind] = np.triu(eAw) if lu[0] == 0 else np.tril(eAw)
363
+ else:
364
+ eA[ind] = eAw
365
+
366
+ return eA
367
+
368
+
369
+ def _exp_sinch(x):
370
+ # Higham's formula (10.42), might overflow, see GH-11839
371
+ lexp_diff = np.diff(np.exp(x))
372
+ l_diff = np.diff(x)
373
+ mask_z = l_diff == 0.
374
+ lexp_diff[~mask_z] /= l_diff[~mask_z]
375
+ lexp_diff[mask_z] = np.exp(x[:-1][mask_z])
376
+ return lexp_diff
377
+
378
+
379
+ def cosm(A):
380
+ """
381
+ Compute the matrix cosine.
382
+
383
+ This routine uses expm to compute the matrix exponentials.
384
+
385
+ Parameters
386
+ ----------
387
+ A : (N, N) array_like
388
+ Input array
389
+
390
+ Returns
391
+ -------
392
+ cosm : (N, N) ndarray
393
+ Matrix cosine of A
394
+
395
+ Examples
396
+ --------
397
+ >>> import numpy as np
398
+ >>> from scipy.linalg import expm, sinm, cosm
399
+
400
+ Euler's identity (exp(i*theta) = cos(theta) + i*sin(theta))
401
+ applied to a matrix:
402
+
403
+ >>> a = np.array([[1.0, 2.0], [-1.0, 3.0]])
404
+ >>> expm(1j*a)
405
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
406
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
407
+ >>> cosm(a) + 1j*sinm(a)
408
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
409
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
410
+
411
+ """
412
+ A = _asarray_square(A)
413
+ if np.iscomplexobj(A):
414
+ return 0.5*(expm(1j*A) + expm(-1j*A))
415
+ else:
416
+ return expm(1j*A).real
417
+
418
+
419
+ def sinm(A):
420
+ """
421
+ Compute the matrix sine.
422
+
423
+ This routine uses expm to compute the matrix exponentials.
424
+
425
+ Parameters
426
+ ----------
427
+ A : (N, N) array_like
428
+ Input array.
429
+
430
+ Returns
431
+ -------
432
+ sinm : (N, N) ndarray
433
+ Matrix sine of `A`
434
+
435
+ Examples
436
+ --------
437
+ >>> import numpy as np
438
+ >>> from scipy.linalg import expm, sinm, cosm
439
+
440
+ Euler's identity (exp(i*theta) = cos(theta) + i*sin(theta))
441
+ applied to a matrix:
442
+
443
+ >>> a = np.array([[1.0, 2.0], [-1.0, 3.0]])
444
+ >>> expm(1j*a)
445
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
446
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
447
+ >>> cosm(a) + 1j*sinm(a)
448
+ array([[ 0.42645930+1.89217551j, -2.13721484-0.97811252j],
449
+ [ 1.06860742+0.48905626j, -1.71075555+0.91406299j]])
450
+
451
+ """
452
+ A = _asarray_square(A)
453
+ if np.iscomplexobj(A):
454
+ return -0.5j*(expm(1j*A) - expm(-1j*A))
455
+ else:
456
+ return expm(1j*A).imag
457
+
458
+
459
+ def tanm(A):
460
+ """
461
+ Compute the matrix tangent.
462
+
463
+ This routine uses expm to compute the matrix exponentials.
464
+
465
+ Parameters
466
+ ----------
467
+ A : (N, N) array_like
468
+ Input array.
469
+
470
+ Returns
471
+ -------
472
+ tanm : (N, N) ndarray
473
+ Matrix tangent of `A`
474
+
475
+ Examples
476
+ --------
477
+ >>> import numpy as np
478
+ >>> from scipy.linalg import tanm, sinm, cosm
479
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
480
+ >>> t = tanm(a)
481
+ >>> t
482
+ array([[ -2.00876993, -8.41880636],
483
+ [ -2.80626879, -10.42757629]])
484
+
485
+ Verify tanm(a) = sinm(a).dot(inv(cosm(a)))
486
+
487
+ >>> s = sinm(a)
488
+ >>> c = cosm(a)
489
+ >>> s.dot(np.linalg.inv(c))
490
+ array([[ -2.00876993, -8.41880636],
491
+ [ -2.80626879, -10.42757629]])
492
+
493
+ """
494
+ A = _asarray_square(A)
495
+ return _maybe_real(A, solve(cosm(A), sinm(A)))
496
+
497
+
498
+ def coshm(A):
499
+ """
500
+ Compute the hyperbolic matrix cosine.
501
+
502
+ This routine uses expm to compute the matrix exponentials.
503
+
504
+ Parameters
505
+ ----------
506
+ A : (N, N) array_like
507
+ Input array.
508
+
509
+ Returns
510
+ -------
511
+ coshm : (N, N) ndarray
512
+ Hyperbolic matrix cosine of `A`
513
+
514
+ Examples
515
+ --------
516
+ >>> import numpy as np
517
+ >>> from scipy.linalg import tanhm, sinhm, coshm
518
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
519
+ >>> c = coshm(a)
520
+ >>> c
521
+ array([[ 11.24592233, 38.76236492],
522
+ [ 12.92078831, 50.00828725]])
523
+
524
+ Verify tanhm(a) = sinhm(a).dot(inv(coshm(a)))
525
+
526
+ >>> t = tanhm(a)
527
+ >>> s = sinhm(a)
528
+ >>> t - s.dot(np.linalg.inv(c))
529
+ array([[ 2.72004641e-15, 4.55191440e-15],
530
+ [ 0.00000000e+00, -5.55111512e-16]])
531
+
532
+ """
533
+ A = _asarray_square(A)
534
+ return _maybe_real(A, 0.5 * (expm(A) + expm(-A)))
535
+
536
+
537
+ def sinhm(A):
538
+ """
539
+ Compute the hyperbolic matrix sine.
540
+
541
+ This routine uses expm to compute the matrix exponentials.
542
+
543
+ Parameters
544
+ ----------
545
+ A : (N, N) array_like
546
+ Input array.
547
+
548
+ Returns
549
+ -------
550
+ sinhm : (N, N) ndarray
551
+ Hyperbolic matrix sine of `A`
552
+
553
+ Examples
554
+ --------
555
+ >>> import numpy as np
556
+ >>> from scipy.linalg import tanhm, sinhm, coshm
557
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
558
+ >>> s = sinhm(a)
559
+ >>> s
560
+ array([[ 10.57300653, 39.28826594],
561
+ [ 13.09608865, 49.86127247]])
562
+
563
+ Verify tanhm(a) = sinhm(a).dot(inv(coshm(a)))
564
+
565
+ >>> t = tanhm(a)
566
+ >>> c = coshm(a)
567
+ >>> t - s.dot(np.linalg.inv(c))
568
+ array([[ 2.72004641e-15, 4.55191440e-15],
569
+ [ 0.00000000e+00, -5.55111512e-16]])
570
+
571
+ """
572
+ A = _asarray_square(A)
573
+ return _maybe_real(A, 0.5 * (expm(A) - expm(-A)))
574
+
575
+
576
+ def tanhm(A):
577
+ """
578
+ Compute the hyperbolic matrix tangent.
579
+
580
+ This routine uses expm to compute the matrix exponentials.
581
+
582
+ Parameters
583
+ ----------
584
+ A : (N, N) array_like
585
+ Input array
586
+
587
+ Returns
588
+ -------
589
+ tanhm : (N, N) ndarray
590
+ Hyperbolic matrix tangent of `A`
591
+
592
+ Examples
593
+ --------
594
+ >>> import numpy as np
595
+ >>> from scipy.linalg import tanhm, sinhm, coshm
596
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
597
+ >>> t = tanhm(a)
598
+ >>> t
599
+ array([[ 0.3428582 , 0.51987926],
600
+ [ 0.17329309, 0.86273746]])
601
+
602
+ Verify tanhm(a) = sinhm(a).dot(inv(coshm(a)))
603
+
604
+ >>> s = sinhm(a)
605
+ >>> c = coshm(a)
606
+ >>> t - s.dot(np.linalg.inv(c))
607
+ array([[ 2.72004641e-15, 4.55191440e-15],
608
+ [ 0.00000000e+00, -5.55111512e-16]])
609
+
610
+ """
611
+ A = _asarray_square(A)
612
+ return _maybe_real(A, solve(coshm(A), sinhm(A)))
613
+
614
+
615
+ def funm(A, func, disp=True):
616
+ """
617
+ Evaluate a matrix function specified by a callable.
618
+
619
+ Returns the value of matrix-valued function ``f`` at `A`. The
620
+ function ``f`` is an extension of the scalar-valued function `func`
621
+ to matrices.
622
+
623
+ Parameters
624
+ ----------
625
+ A : (N, N) array_like
626
+ Matrix at which to evaluate the function
627
+ func : callable
628
+ Callable object that evaluates a scalar function f.
629
+ Must be vectorized (eg. using vectorize).
630
+ disp : bool, optional
631
+ Print warning if error in the result is estimated large
632
+ instead of returning estimated error. (Default: True)
633
+
634
+ Returns
635
+ -------
636
+ funm : (N, N) ndarray
637
+ Value of the matrix function specified by func evaluated at `A`
638
+ errest : float
639
+ (if disp == False)
640
+
641
+ 1-norm of the estimated error, ||err||_1 / ||A||_1
642
+
643
+ Notes
644
+ -----
645
+ This function implements the general algorithm based on Schur decomposition
646
+ (Algorithm 9.1.1. in [1]_).
647
+
648
+ If the input matrix is known to be diagonalizable, then relying on the
649
+ eigendecomposition is likely to be faster. For example, if your matrix is
650
+ Hermitian, you can do
651
+
652
+ >>> from scipy.linalg import eigh
653
+ >>> def funm_herm(a, func, check_finite=False):
654
+ ... w, v = eigh(a, check_finite=check_finite)
655
+ ... ## if you further know that your matrix is positive semidefinite,
656
+ ... ## you can optionally guard against precision errors by doing
657
+ ... # w = np.maximum(w, 0)
658
+ ... w = func(w)
659
+ ... return (v * w).dot(v.conj().T)
660
+
661
+ References
662
+ ----------
663
+ .. [1] Gene H. Golub, Charles F. van Loan, Matrix Computations 4th ed.
664
+
665
+ Examples
666
+ --------
667
+ >>> import numpy as np
668
+ >>> from scipy.linalg import funm
669
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
670
+ >>> funm(a, lambda x: x*x)
671
+ array([[ 4., 15.],
672
+ [ 5., 19.]])
673
+ >>> a.dot(a)
674
+ array([[ 4., 15.],
675
+ [ 5., 19.]])
676
+
677
+ """
678
+ A = _asarray_square(A)
679
+ # Perform Shur decomposition (lapack ?gees)
680
+ T, Z = schur(A)
681
+ T, Z = rsf2csf(T, Z)
682
+ n, n = T.shape
683
+ F = diag(func(diag(T))) # apply function to diagonal elements
684
+ F = F.astype(T.dtype.char) # e.g., when F is real but T is complex
685
+
686
+ minden = abs(T[0, 0])
687
+
688
+ # implement Algorithm 11.1.1 from Golub and Van Loan
689
+ # "matrix Computations."
690
+ for p in range(1, n):
691
+ for i in range(1, n-p+1):
692
+ j = i + p
693
+ s = T[i-1, j-1] * (F[j-1, j-1] - F[i-1, i-1])
694
+ ksl = slice(i, j-1)
695
+ val = dot(T[i-1, ksl], F[ksl, j-1]) - dot(F[i-1, ksl], T[ksl, j-1])
696
+ s = s + val
697
+ den = T[j-1, j-1] - T[i-1, i-1]
698
+ if den != 0.0:
699
+ s = s / den
700
+ F[i-1, j-1] = s
701
+ minden = min(minden, abs(den))
702
+
703
+ F = dot(dot(Z, F), transpose(conjugate(Z)))
704
+ F = _maybe_real(A, F)
705
+
706
+ tol = {0: feps, 1: eps}[_array_precision[F.dtype.char]]
707
+ if minden == 0.0:
708
+ minden = tol
709
+ err = min(1, max(tol, (tol/minden)*norm(triu(T, 1), 1)))
710
+ if prod(ravel(logical_not(isfinite(F))), axis=0):
711
+ err = np.inf
712
+ if disp:
713
+ if err > 1000*tol:
714
+ print("funm result may be inaccurate, approximate err =", err)
715
+ return F
716
+ else:
717
+ return F, err
718
+
719
+
720
+ def signm(A, disp=True):
721
+ """
722
+ Matrix sign function.
723
+
724
+ Extension of the scalar sign(x) to matrices.
725
+
726
+ Parameters
727
+ ----------
728
+ A : (N, N) array_like
729
+ Matrix at which to evaluate the sign function
730
+ disp : bool, optional
731
+ Print warning if error in the result is estimated large
732
+ instead of returning estimated error. (Default: True)
733
+
734
+ Returns
735
+ -------
736
+ signm : (N, N) ndarray
737
+ Value of the sign function at `A`
738
+ errest : float
739
+ (if disp == False)
740
+
741
+ 1-norm of the estimated error, ||err||_1 / ||A||_1
742
+
743
+ Examples
744
+ --------
745
+ >>> from scipy.linalg import signm, eigvals
746
+ >>> a = [[1,2,3], [1,2,1], [1,1,1]]
747
+ >>> eigvals(a)
748
+ array([ 4.12488542+0.j, -0.76155718+0.j, 0.63667176+0.j])
749
+ >>> eigvals(signm(a))
750
+ array([-1.+0.j, 1.+0.j, 1.+0.j])
751
+
752
+ """
753
+ A = _asarray_square(A)
754
+
755
+ def rounded_sign(x):
756
+ rx = np.real(x)
757
+ if rx.dtype.char == 'f':
758
+ c = 1e3*feps*amax(x)
759
+ else:
760
+ c = 1e3*eps*amax(x)
761
+ return sign((absolute(rx) > c) * rx)
762
+ result, errest = funm(A, rounded_sign, disp=0)
763
+ errtol = {0: 1e3*feps, 1: 1e3*eps}[_array_precision[result.dtype.char]]
764
+ if errest < errtol:
765
+ return result
766
+
767
+ # Handle signm of defective matrices:
768
+
769
+ # See "E.D.Denman and J.Leyva-Ramos, Appl.Math.Comp.,
770
+ # 8:237-250,1981" for how to improve the following (currently a
771
+ # rather naive) iteration process:
772
+
773
+ # a = result # sometimes iteration converges faster but where??
774
+
775
+ # Shifting to avoid zero eigenvalues. How to ensure that shifting does
776
+ # not change the spectrum too much?
777
+ vals = svd(A, compute_uv=False)
778
+ max_sv = np.amax(vals)
779
+ # min_nonzero_sv = vals[(vals>max_sv*errtol).tolist().count(1)-1]
780
+ # c = 0.5/min_nonzero_sv
781
+ c = 0.5/max_sv
782
+ S0 = A + c*np.identity(A.shape[0])
783
+ prev_errest = errest
784
+ for i in range(100):
785
+ iS0 = inv(S0)
786
+ S0 = 0.5*(S0 + iS0)
787
+ Pp = 0.5*(dot(S0, S0)+S0)
788
+ errest = norm(dot(Pp, Pp)-Pp, 1)
789
+ if errest < errtol or prev_errest == errest:
790
+ break
791
+ prev_errest = errest
792
+ if disp:
793
+ if not isfinite(errest) or errest >= errtol:
794
+ print("signm result may be inaccurate, approximate err =", errest)
795
+ return S0
796
+ else:
797
+ return S0, errest
798
+
799
+
800
+ def khatri_rao(a, b):
801
+ r"""
802
+ Khatri-rao product
803
+
804
+ A column-wise Kronecker product of two matrices
805
+
806
+ Parameters
807
+ ----------
808
+ a : (n, k) array_like
809
+ Input array
810
+ b : (m, k) array_like
811
+ Input array
812
+
813
+ Returns
814
+ -------
815
+ c: (n*m, k) ndarray
816
+ Khatri-rao product of `a` and `b`.
817
+
818
+ See Also
819
+ --------
820
+ kron : Kronecker product
821
+
822
+ Notes
823
+ -----
824
+ The mathematical definition of the Khatri-Rao product is:
825
+
826
+ .. math::
827
+
828
+ (A_{ij} \bigotimes B_{ij})_{ij}
829
+
830
+ which is the Kronecker product of every column of A and B, e.g.::
831
+
832
+ c = np.vstack([np.kron(a[:, k], b[:, k]) for k in range(b.shape[1])]).T
833
+
834
+ Examples
835
+ --------
836
+ >>> import numpy as np
837
+ >>> from scipy import linalg
838
+ >>> a = np.array([[1, 2, 3], [4, 5, 6]])
839
+ >>> b = np.array([[3, 4, 5], [6, 7, 8], [2, 3, 9]])
840
+ >>> linalg.khatri_rao(a, b)
841
+ array([[ 3, 8, 15],
842
+ [ 6, 14, 24],
843
+ [ 2, 6, 27],
844
+ [12, 20, 30],
845
+ [24, 35, 48],
846
+ [ 8, 15, 54]])
847
+
848
+ """
849
+ a = np.asarray(a)
850
+ b = np.asarray(b)
851
+
852
+ if not (a.ndim == 2 and b.ndim == 2):
853
+ raise ValueError("The both arrays should be 2-dimensional.")
854
+
855
+ if not a.shape[1] == b.shape[1]:
856
+ raise ValueError("The number of columns for both arrays "
857
+ "should be equal.")
858
+
859
+ # c = np.vstack([np.kron(a[:, k], b[:, k]) for k in range(b.shape[1])]).T
860
+ c = a[..., :, np.newaxis, :] * b[..., np.newaxis, :, :]
861
+ return c.reshape((-1,) + c.shape[2:])
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_expm.cpython-310-x86_64-linux-gnu.so ADDED
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env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_sqrtm.py ADDED
@@ -0,0 +1,214 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Matrix square root for general matrices and for upper triangular matrices.
3
+
4
+ This module exists to avoid cyclic imports.
5
+
6
+ """
7
+ __all__ = ['sqrtm']
8
+
9
+ import numpy as np
10
+
11
+ from scipy._lib._util import _asarray_validated
12
+
13
+ # Local imports
14
+ from ._misc import norm
15
+ from .lapack import ztrsyl, dtrsyl
16
+ from ._decomp_schur import schur, rsf2csf
17
+
18
+
19
+
20
+ class SqrtmError(np.linalg.LinAlgError):
21
+ pass
22
+
23
+
24
+ from ._matfuncs_sqrtm_triu import within_block_loop # noqa: E402
25
+
26
+
27
+ def _sqrtm_triu(T, blocksize=64):
28
+ """
29
+ Matrix square root of an upper triangular matrix.
30
+
31
+ This is a helper function for `sqrtm` and `logm`.
32
+
33
+ Parameters
34
+ ----------
35
+ T : (N, N) array_like upper triangular
36
+ Matrix whose square root to evaluate
37
+ blocksize : int, optional
38
+ If the blocksize is not degenerate with respect to the
39
+ size of the input array, then use a blocked algorithm. (Default: 64)
40
+
41
+ Returns
42
+ -------
43
+ sqrtm : (N, N) ndarray
44
+ Value of the sqrt function at `T`
45
+
46
+ References
47
+ ----------
48
+ .. [1] Edvin Deadman, Nicholas J. Higham, Rui Ralha (2013)
49
+ "Blocked Schur Algorithms for Computing the Matrix Square Root,
50
+ Lecture Notes in Computer Science, 7782. pp. 171-182.
51
+
52
+ """
53
+ T_diag = np.diag(T)
54
+ keep_it_real = np.isrealobj(T) and np.min(T_diag) >= 0
55
+
56
+ # Cast to complex as necessary + ensure double precision
57
+ if not keep_it_real:
58
+ T = np.asarray(T, dtype=np.complex128, order="C")
59
+ T_diag = np.asarray(T_diag, dtype=np.complex128)
60
+ else:
61
+ T = np.asarray(T, dtype=np.float64, order="C")
62
+ T_diag = np.asarray(T_diag, dtype=np.float64)
63
+
64
+ R = np.diag(np.sqrt(T_diag))
65
+
66
+ # Compute the number of blocks to use; use at least one block.
67
+ n, n = T.shape
68
+ nblocks = max(n // blocksize, 1)
69
+
70
+ # Compute the smaller of the two sizes of blocks that
71
+ # we will actually use, and compute the number of large blocks.
72
+ bsmall, nlarge = divmod(n, nblocks)
73
+ blarge = bsmall + 1
74
+ nsmall = nblocks - nlarge
75
+ if nsmall * bsmall + nlarge * blarge != n:
76
+ raise Exception('internal inconsistency')
77
+
78
+ # Define the index range covered by each block.
79
+ start_stop_pairs = []
80
+ start = 0
81
+ for count, size in ((nsmall, bsmall), (nlarge, blarge)):
82
+ for i in range(count):
83
+ start_stop_pairs.append((start, start + size))
84
+ start += size
85
+
86
+ # Within-block interactions (Cythonized)
87
+ try:
88
+ within_block_loop(R, T, start_stop_pairs, nblocks)
89
+ except RuntimeError as e:
90
+ raise SqrtmError(*e.args) from e
91
+
92
+ # Between-block interactions (Cython would give no significant speedup)
93
+ for j in range(nblocks):
94
+ jstart, jstop = start_stop_pairs[j]
95
+ for i in range(j-1, -1, -1):
96
+ istart, istop = start_stop_pairs[i]
97
+ S = T[istart:istop, jstart:jstop]
98
+ if j - i > 1:
99
+ S = S - R[istart:istop, istop:jstart].dot(R[istop:jstart,
100
+ jstart:jstop])
101
+
102
+ # Invoke LAPACK.
103
+ # For more details, see the solve_sylvester implementation
104
+ # and the fortran dtrsyl and ztrsyl docs.
105
+ Rii = R[istart:istop, istart:istop]
106
+ Rjj = R[jstart:jstop, jstart:jstop]
107
+ if keep_it_real:
108
+ x, scale, info = dtrsyl(Rii, Rjj, S)
109
+ else:
110
+ x, scale, info = ztrsyl(Rii, Rjj, S)
111
+ R[istart:istop, jstart:jstop] = x * scale
112
+
113
+ # Return the matrix square root.
114
+ return R
115
+
116
+
117
+ def sqrtm(A, disp=True, blocksize=64):
118
+ """
119
+ Matrix square root.
120
+
121
+ Parameters
122
+ ----------
123
+ A : (N, N) array_like
124
+ Matrix whose square root to evaluate
125
+ disp : bool, optional
126
+ Print warning if error in the result is estimated large
127
+ instead of returning estimated error. (Default: True)
128
+ blocksize : integer, optional
129
+ If the blocksize is not degenerate with respect to the
130
+ size of the input array, then use a blocked algorithm. (Default: 64)
131
+
132
+ Returns
133
+ -------
134
+ sqrtm : (N, N) ndarray
135
+ Value of the sqrt function at `A`. The dtype is float or complex.
136
+ The precision (data size) is determined based on the precision of
137
+ input `A`. When the dtype is float, the precision is the same as `A`.
138
+ When the dtype is complex, the precision is double that of `A`. The
139
+ precision might be clipped by each dtype precision range.
140
+
141
+ errest : float
142
+ (if disp == False)
143
+
144
+ Frobenius norm of the estimated error, ||err||_F / ||A||_F
145
+
146
+ References
147
+ ----------
148
+ .. [1] Edvin Deadman, Nicholas J. Higham, Rui Ralha (2013)
149
+ "Blocked Schur Algorithms for Computing the Matrix Square Root,
150
+ Lecture Notes in Computer Science, 7782. pp. 171-182.
151
+
152
+ Examples
153
+ --------
154
+ >>> import numpy as np
155
+ >>> from scipy.linalg import sqrtm
156
+ >>> a = np.array([[1.0, 3.0], [1.0, 4.0]])
157
+ >>> r = sqrtm(a)
158
+ >>> r
159
+ array([[ 0.75592895, 1.13389342],
160
+ [ 0.37796447, 1.88982237]])
161
+ >>> r.dot(r)
162
+ array([[ 1., 3.],
163
+ [ 1., 4.]])
164
+
165
+ """
166
+ byte_size = np.asarray(A).dtype.itemsize
167
+ A = _asarray_validated(A, check_finite=True, as_inexact=True)
168
+ if len(A.shape) != 2:
169
+ raise ValueError("Non-matrix input to matrix function.")
170
+ if blocksize < 1:
171
+ raise ValueError("The blocksize should be at least 1.")
172
+ keep_it_real = np.isrealobj(A)
173
+ if keep_it_real:
174
+ T, Z = schur(A)
175
+ d0 = np.diagonal(T)
176
+ d1 = np.diagonal(T, -1)
177
+ eps = np.finfo(T.dtype).eps
178
+ needs_conversion = abs(d1) > eps * (abs(d0[1:]) + abs(d0[:-1]))
179
+ if needs_conversion.any():
180
+ T, Z = rsf2csf(T, Z)
181
+ else:
182
+ T, Z = schur(A, output='complex')
183
+ failflag = False
184
+ try:
185
+ R = _sqrtm_triu(T, blocksize=blocksize)
186
+ ZH = np.conjugate(Z).T
187
+ X = Z.dot(R).dot(ZH)
188
+ if not np.iscomplexobj(X):
189
+ # float byte size range: f2 ~ f16
190
+ X = X.astype(f"f{np.clip(byte_size, 2, 16)}", copy=False)
191
+ else:
192
+ # complex byte size range: c8 ~ c32.
193
+ # c32(complex256) might not be supported in some environments.
194
+ if hasattr(np, 'complex256'):
195
+ X = X.astype(f"c{np.clip(byte_size*2, 8, 32)}", copy=False)
196
+ else:
197
+ X = X.astype(f"c{np.clip(byte_size*2, 8, 16)}", copy=False)
198
+ except SqrtmError:
199
+ failflag = True
200
+ X = np.empty_like(A)
201
+ X.fill(np.nan)
202
+
203
+ if disp:
204
+ if failflag:
205
+ print("Failed to find a square root.")
206
+ return X
207
+ else:
208
+ try:
209
+ arg2 = norm(X.dot(X) - A, 'fro')**2 / norm(A, 'fro')
210
+ except ValueError:
211
+ # NaNs in matrix
212
+ arg2 = np.inf
213
+
214
+ return X, arg2
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_misc.py ADDED
@@ -0,0 +1,191 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.linalg import LinAlgError
3
+ from .blas import get_blas_funcs
4
+ from .lapack import get_lapack_funcs
5
+
6
+ __all__ = ['LinAlgError', 'LinAlgWarning', 'norm']
7
+
8
+
9
+ class LinAlgWarning(RuntimeWarning):
10
+ """
11
+ The warning emitted when a linear algebra related operation is close
12
+ to fail conditions of the algorithm or loss of accuracy is expected.
13
+ """
14
+ pass
15
+
16
+
17
+ def norm(a, ord=None, axis=None, keepdims=False, check_finite=True):
18
+ """
19
+ Matrix or vector norm.
20
+
21
+ This function is able to return one of eight different matrix norms,
22
+ or one of an infinite number of vector norms (described below), depending
23
+ on the value of the ``ord`` parameter. For tensors with rank different from
24
+ 1 or 2, only `ord=None` is supported.
25
+
26
+ Parameters
27
+ ----------
28
+ a : array_like
29
+ Input array. If `axis` is None, `a` must be 1-D or 2-D, unless `ord`
30
+ is None. If both `axis` and `ord` are None, the 2-norm of
31
+ ``a.ravel`` will be returned.
32
+ ord : {int, inf, -inf, 'fro', 'nuc', None}, optional
33
+ Order of the norm (see table under ``Notes``). inf means NumPy's
34
+ `inf` object.
35
+ axis : {int, 2-tuple of ints, None}, optional
36
+ If `axis` is an integer, it specifies the axis of `a` along which to
37
+ compute the vector norms. If `axis` is a 2-tuple, it specifies the
38
+ axes that hold 2-D matrices, and the matrix norms of these matrices
39
+ are computed. If `axis` is None then either a vector norm (when `a`
40
+ is 1-D) or a matrix norm (when `a` is 2-D) is returned.
41
+ keepdims : bool, optional
42
+ If this is set to True, the axes which are normed over are left in the
43
+ result as dimensions with size one. With this option the result will
44
+ broadcast correctly against the original `a`.
45
+ check_finite : bool, optional
46
+ Whether to check that the input matrix contains only finite numbers.
47
+ Disabling may give a performance gain, but may result in problems
48
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
49
+
50
+ Returns
51
+ -------
52
+ n : float or ndarray
53
+ Norm of the matrix or vector(s).
54
+
55
+ Notes
56
+ -----
57
+ For values of ``ord <= 0``, the result is, strictly speaking, not a
58
+ mathematical 'norm', but it may still be useful for various numerical
59
+ purposes.
60
+
61
+ The following norms can be calculated:
62
+
63
+ ===== ============================ ==========================
64
+ ord norm for matrices norm for vectors
65
+ ===== ============================ ==========================
66
+ None Frobenius norm 2-norm
67
+ 'fro' Frobenius norm --
68
+ 'nuc' nuclear norm --
69
+ inf max(sum(abs(a), axis=1)) max(abs(a))
70
+ -inf min(sum(abs(a), axis=1)) min(abs(a))
71
+ 0 -- sum(a != 0)
72
+ 1 max(sum(abs(a), axis=0)) as below
73
+ -1 min(sum(abs(a), axis=0)) as below
74
+ 2 2-norm (largest sing. value) as below
75
+ -2 smallest singular value as below
76
+ other -- sum(abs(a)**ord)**(1./ord)
77
+ ===== ============================ ==========================
78
+
79
+ The Frobenius norm is given by [1]_:
80
+
81
+ :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
82
+
83
+ The nuclear norm is the sum of the singular values.
84
+
85
+ Both the Frobenius and nuclear norm orders are only defined for
86
+ matrices.
87
+
88
+ References
89
+ ----------
90
+ .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
91
+ Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
92
+
93
+ Examples
94
+ --------
95
+ >>> import numpy as np
96
+ >>> from scipy.linalg import norm
97
+ >>> a = np.arange(9) - 4.0
98
+ >>> a
99
+ array([-4., -3., -2., -1., 0., 1., 2., 3., 4.])
100
+ >>> b = a.reshape((3, 3))
101
+ >>> b
102
+ array([[-4., -3., -2.],
103
+ [-1., 0., 1.],
104
+ [ 2., 3., 4.]])
105
+
106
+ >>> norm(a)
107
+ 7.745966692414834
108
+ >>> norm(b)
109
+ 7.745966692414834
110
+ >>> norm(b, 'fro')
111
+ 7.745966692414834
112
+ >>> norm(a, np.inf)
113
+ 4
114
+ >>> norm(b, np.inf)
115
+ 9
116
+ >>> norm(a, -np.inf)
117
+ 0
118
+ >>> norm(b, -np.inf)
119
+ 2
120
+
121
+ >>> norm(a, 1)
122
+ 20
123
+ >>> norm(b, 1)
124
+ 7
125
+ >>> norm(a, -1)
126
+ -4.6566128774142013e-010
127
+ >>> norm(b, -1)
128
+ 6
129
+ >>> norm(a, 2)
130
+ 7.745966692414834
131
+ >>> norm(b, 2)
132
+ 7.3484692283495345
133
+
134
+ >>> norm(a, -2)
135
+ 0
136
+ >>> norm(b, -2)
137
+ 1.8570331885190563e-016
138
+ >>> norm(a, 3)
139
+ 5.8480354764257312
140
+ >>> norm(a, -3)
141
+ 0
142
+
143
+ """
144
+ # Differs from numpy only in non-finite handling and the use of blas.
145
+ if check_finite:
146
+ a = np.asarray_chkfinite(a)
147
+ else:
148
+ a = np.asarray(a)
149
+
150
+ if a.size and a.dtype.char in 'fdFD' and axis is None and not keepdims:
151
+
152
+ if ord in (None, 2) and (a.ndim == 1):
153
+ # use blas for fast and stable euclidean norm
154
+ nrm2 = get_blas_funcs('nrm2', dtype=a.dtype, ilp64='preferred')
155
+ return nrm2(a)
156
+
157
+ if a.ndim == 2:
158
+ # Use lapack for a couple fast matrix norms.
159
+ # For some reason the *lange frobenius norm is slow.
160
+ lange_args = None
161
+ # Make sure this works if the user uses the axis keywords
162
+ # to apply the norm to the transpose.
163
+ if ord == 1:
164
+ if np.isfortran(a):
165
+ lange_args = '1', a
166
+ elif np.isfortran(a.T):
167
+ lange_args = 'i', a.T
168
+ elif ord == np.inf:
169
+ if np.isfortran(a):
170
+ lange_args = 'i', a
171
+ elif np.isfortran(a.T):
172
+ lange_args = '1', a.T
173
+ if lange_args:
174
+ lange = get_lapack_funcs('lange', dtype=a.dtype, ilp64='preferred')
175
+ return lange(*lange_args)
176
+
177
+ # fall back to numpy in every other case
178
+ return np.linalg.norm(a, ord=ord, axis=axis, keepdims=keepdims)
179
+
180
+
181
+ def _datacopied(arr, original):
182
+ """
183
+ Strict check for `arr` not sharing any data with `original`,
184
+ under the assumption that arr = asarray(original)
185
+
186
+ """
187
+ if arr is original:
188
+ return False
189
+ if not isinstance(original, np.ndarray) and hasattr(original, '__array__'):
190
+ return False
191
+ return arr.base is None
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_procrustes.py ADDED
@@ -0,0 +1,90 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Solve the orthogonal Procrustes problem.
3
+
4
+ """
5
+ import numpy as np
6
+ from ._decomp_svd import svd
7
+
8
+
9
+ __all__ = ['orthogonal_procrustes']
10
+
11
+
12
+ def orthogonal_procrustes(A, B, check_finite=True):
13
+ """
14
+ Compute the matrix solution of the orthogonal Procrustes problem.
15
+
16
+ Given matrices A and B of equal shape, find an orthogonal matrix R
17
+ that most closely maps A to B using the algorithm given in [1]_.
18
+
19
+ Parameters
20
+ ----------
21
+ A : (M, N) array_like
22
+ Matrix to be mapped.
23
+ B : (M, N) array_like
24
+ Target matrix.
25
+ check_finite : bool, optional
26
+ Whether to check that the input matrices contain only finite numbers.
27
+ Disabling may give a performance gain, but may result in problems
28
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
29
+
30
+ Returns
31
+ -------
32
+ R : (N, N) ndarray
33
+ The matrix solution of the orthogonal Procrustes problem.
34
+ Minimizes the Frobenius norm of ``(A @ R) - B``, subject to
35
+ ``R.T @ R = I``.
36
+ scale : float
37
+ Sum of the singular values of ``A.T @ B``.
38
+
39
+ Raises
40
+ ------
41
+ ValueError
42
+ If the input array shapes don't match or if check_finite is True and
43
+ the arrays contain Inf or NaN.
44
+
45
+ Notes
46
+ -----
47
+ Note that unlike higher level Procrustes analyses of spatial data, this
48
+ function only uses orthogonal transformations like rotations and
49
+ reflections, and it does not use scaling or translation.
50
+
51
+ .. versionadded:: 0.15.0
52
+
53
+ References
54
+ ----------
55
+ .. [1] Peter H. Schonemann, "A generalized solution of the orthogonal
56
+ Procrustes problem", Psychometrica -- Vol. 31, No. 1, March, 1966.
57
+ :doi:`10.1007/BF02289451`
58
+
59
+ Examples
60
+ --------
61
+ >>> import numpy as np
62
+ >>> from scipy.linalg import orthogonal_procrustes
63
+ >>> A = np.array([[ 2, 0, 1], [-2, 0, 0]])
64
+
65
+ Flip the order of columns and check for the anti-diagonal mapping
66
+
67
+ >>> R, sca = orthogonal_procrustes(A, np.fliplr(A))
68
+ >>> R
69
+ array([[-5.34384992e-17, 0.00000000e+00, 1.00000000e+00],
70
+ [ 0.00000000e+00, 1.00000000e+00, 0.00000000e+00],
71
+ [ 1.00000000e+00, 0.00000000e+00, -7.85941422e-17]])
72
+ >>> sca
73
+ 9.0
74
+
75
+ """
76
+ if check_finite:
77
+ A = np.asarray_chkfinite(A)
78
+ B = np.asarray_chkfinite(B)
79
+ else:
80
+ A = np.asanyarray(A)
81
+ B = np.asanyarray(B)
82
+ if A.ndim != 2:
83
+ raise ValueError('expected ndim to be 2, but observed %s' % A.ndim)
84
+ if A.shape != B.shape:
85
+ raise ValueError(f'the shapes of A and B differ ({A.shape} vs {B.shape})')
86
+ # Be clever with transposes, with the intention to save memory.
87
+ u, w, vt = svd(B.T.dot(A).T)
88
+ R = u.dot(vt)
89
+ scale = w.sum()
90
+ return R, scale
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_special_matrices.py ADDED
@@ -0,0 +1,1257 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+
3
+ import numpy as np
4
+ from numpy.lib.stride_tricks import as_strided
5
+
6
+ __all__ = ['toeplitz', 'circulant', 'hankel',
7
+ 'hadamard', 'leslie', 'kron', 'block_diag', 'companion',
8
+ 'helmert', 'hilbert', 'invhilbert', 'pascal', 'invpascal', 'dft',
9
+ 'fiedler', 'fiedler_companion', 'convolution_matrix']
10
+
11
+
12
+ # -----------------------------------------------------------------------------
13
+ # matrix construction functions
14
+ # -----------------------------------------------------------------------------
15
+
16
+
17
+ def toeplitz(c, r=None):
18
+ """
19
+ Construct a Toeplitz matrix.
20
+
21
+ The Toeplitz matrix has constant diagonals, with c as its first column
22
+ and r as its first row. If r is not given, ``r == conjugate(c)`` is
23
+ assumed.
24
+
25
+ Parameters
26
+ ----------
27
+ c : array_like
28
+ First column of the matrix. Whatever the actual shape of `c`, it
29
+ will be converted to a 1-D array.
30
+ r : array_like, optional
31
+ First row of the matrix. If None, ``r = conjugate(c)`` is assumed;
32
+ in this case, if c[0] is real, the result is a Hermitian matrix.
33
+ r[0] is ignored; the first row of the returned matrix is
34
+ ``[c[0], r[1:]]``. Whatever the actual shape of `r`, it will be
35
+ converted to a 1-D array.
36
+
37
+ Returns
38
+ -------
39
+ A : (len(c), len(r)) ndarray
40
+ The Toeplitz matrix. Dtype is the same as ``(c[0] + r[0]).dtype``.
41
+
42
+ See Also
43
+ --------
44
+ circulant : circulant matrix
45
+ hankel : Hankel matrix
46
+ solve_toeplitz : Solve a Toeplitz system.
47
+
48
+ Notes
49
+ -----
50
+ The behavior when `c` or `r` is a scalar, or when `c` is complex and
51
+ `r` is None, was changed in version 0.8.0. The behavior in previous
52
+ versions was undocumented and is no longer supported.
53
+
54
+ Examples
55
+ --------
56
+ >>> from scipy.linalg import toeplitz
57
+ >>> toeplitz([1,2,3], [1,4,5,6])
58
+ array([[1, 4, 5, 6],
59
+ [2, 1, 4, 5],
60
+ [3, 2, 1, 4]])
61
+ >>> toeplitz([1.0, 2+3j, 4-1j])
62
+ array([[ 1.+0.j, 2.-3.j, 4.+1.j],
63
+ [ 2.+3.j, 1.+0.j, 2.-3.j],
64
+ [ 4.-1.j, 2.+3.j, 1.+0.j]])
65
+
66
+ """
67
+ c = np.asarray(c).ravel()
68
+ if r is None:
69
+ r = c.conjugate()
70
+ else:
71
+ r = np.asarray(r).ravel()
72
+ # Form a 1-D array containing a reversed c followed by r[1:] that could be
73
+ # strided to give us toeplitz matrix.
74
+ vals = np.concatenate((c[::-1], r[1:]))
75
+ out_shp = len(c), len(r)
76
+ n = vals.strides[0]
77
+ return as_strided(vals[len(c)-1:], shape=out_shp, strides=(-n, n)).copy()
78
+
79
+
80
+ def circulant(c):
81
+ """
82
+ Construct a circulant matrix.
83
+
84
+ Parameters
85
+ ----------
86
+ c : (N,) array_like
87
+ 1-D array, the first column of the matrix.
88
+
89
+ Returns
90
+ -------
91
+ A : (N, N) ndarray
92
+ A circulant matrix whose first column is `c`.
93
+
94
+ See Also
95
+ --------
96
+ toeplitz : Toeplitz matrix
97
+ hankel : Hankel matrix
98
+ solve_circulant : Solve a circulant system.
99
+
100
+ Notes
101
+ -----
102
+ .. versionadded:: 0.8.0
103
+
104
+ Examples
105
+ --------
106
+ >>> from scipy.linalg import circulant
107
+ >>> circulant([1, 2, 3])
108
+ array([[1, 3, 2],
109
+ [2, 1, 3],
110
+ [3, 2, 1]])
111
+
112
+ """
113
+ c = np.asarray(c).ravel()
114
+ # Form an extended array that could be strided to give circulant version
115
+ c_ext = np.concatenate((c[::-1], c[:0:-1]))
116
+ L = len(c)
117
+ n = c_ext.strides[0]
118
+ return as_strided(c_ext[L-1:], shape=(L, L), strides=(-n, n)).copy()
119
+
120
+
121
+ def hankel(c, r=None):
122
+ """
123
+ Construct a Hankel matrix.
124
+
125
+ The Hankel matrix has constant anti-diagonals, with `c` as its
126
+ first column and `r` as its last row. If `r` is not given, then
127
+ `r = zeros_like(c)` is assumed.
128
+
129
+ Parameters
130
+ ----------
131
+ c : array_like
132
+ First column of the matrix. Whatever the actual shape of `c`, it
133
+ will be converted to a 1-D array.
134
+ r : array_like, optional
135
+ Last row of the matrix. If None, ``r = zeros_like(c)`` is assumed.
136
+ r[0] is ignored; the last row of the returned matrix is
137
+ ``[c[-1], r[1:]]``. Whatever the actual shape of `r`, it will be
138
+ converted to a 1-D array.
139
+
140
+ Returns
141
+ -------
142
+ A : (len(c), len(r)) ndarray
143
+ The Hankel matrix. Dtype is the same as ``(c[0] + r[0]).dtype``.
144
+
145
+ See Also
146
+ --------
147
+ toeplitz : Toeplitz matrix
148
+ circulant : circulant matrix
149
+
150
+ Examples
151
+ --------
152
+ >>> from scipy.linalg import hankel
153
+ >>> hankel([1, 17, 99])
154
+ array([[ 1, 17, 99],
155
+ [17, 99, 0],
156
+ [99, 0, 0]])
157
+ >>> hankel([1,2,3,4], [4,7,7,8,9])
158
+ array([[1, 2, 3, 4, 7],
159
+ [2, 3, 4, 7, 7],
160
+ [3, 4, 7, 7, 8],
161
+ [4, 7, 7, 8, 9]])
162
+
163
+ """
164
+ c = np.asarray(c).ravel()
165
+ if r is None:
166
+ r = np.zeros_like(c)
167
+ else:
168
+ r = np.asarray(r).ravel()
169
+ # Form a 1-D array of values to be used in the matrix, containing `c`
170
+ # followed by r[1:].
171
+ vals = np.concatenate((c, r[1:]))
172
+ # Stride on concatenated array to get hankel matrix
173
+ out_shp = len(c), len(r)
174
+ n = vals.strides[0]
175
+ return as_strided(vals, shape=out_shp, strides=(n, n)).copy()
176
+
177
+
178
+ def hadamard(n, dtype=int):
179
+ """
180
+ Construct an Hadamard matrix.
181
+
182
+ Constructs an n-by-n Hadamard matrix, using Sylvester's
183
+ construction. `n` must be a power of 2.
184
+
185
+ Parameters
186
+ ----------
187
+ n : int
188
+ The order of the matrix. `n` must be a power of 2.
189
+ dtype : dtype, optional
190
+ The data type of the array to be constructed.
191
+
192
+ Returns
193
+ -------
194
+ H : (n, n) ndarray
195
+ The Hadamard matrix.
196
+
197
+ Notes
198
+ -----
199
+ .. versionadded:: 0.8.0
200
+
201
+ Examples
202
+ --------
203
+ >>> from scipy.linalg import hadamard
204
+ >>> hadamard(2, dtype=complex)
205
+ array([[ 1.+0.j, 1.+0.j],
206
+ [ 1.+0.j, -1.-0.j]])
207
+ >>> hadamard(4)
208
+ array([[ 1, 1, 1, 1],
209
+ [ 1, -1, 1, -1],
210
+ [ 1, 1, -1, -1],
211
+ [ 1, -1, -1, 1]])
212
+
213
+ """
214
+
215
+ # This function is a slightly modified version of the
216
+ # function contributed by Ivo in ticket #675.
217
+
218
+ if n < 1:
219
+ lg2 = 0
220
+ else:
221
+ lg2 = int(math.log(n, 2))
222
+ if 2 ** lg2 != n:
223
+ raise ValueError("n must be an positive integer, and n must be "
224
+ "a power of 2")
225
+
226
+ H = np.array([[1]], dtype=dtype)
227
+
228
+ # Sylvester's construction
229
+ for i in range(0, lg2):
230
+ H = np.vstack((np.hstack((H, H)), np.hstack((H, -H))))
231
+
232
+ return H
233
+
234
+
235
+ def leslie(f, s):
236
+ """
237
+ Create a Leslie matrix.
238
+
239
+ Given the length n array of fecundity coefficients `f` and the length
240
+ n-1 array of survival coefficients `s`, return the associated Leslie
241
+ matrix.
242
+
243
+ Parameters
244
+ ----------
245
+ f : (N,) array_like
246
+ The "fecundity" coefficients.
247
+ s : (N-1,) array_like
248
+ The "survival" coefficients, has to be 1-D. The length of `s`
249
+ must be one less than the length of `f`, and it must be at least 1.
250
+
251
+ Returns
252
+ -------
253
+ L : (N, N) ndarray
254
+ The array is zero except for the first row,
255
+ which is `f`, and the first sub-diagonal, which is `s`.
256
+ The data-type of the array will be the data-type of ``f[0]+s[0]``.
257
+
258
+ Notes
259
+ -----
260
+ .. versionadded:: 0.8.0
261
+
262
+ The Leslie matrix is used to model discrete-time, age-structured
263
+ population growth [1]_ [2]_. In a population with `n` age classes, two sets
264
+ of parameters define a Leslie matrix: the `n` "fecundity coefficients",
265
+ which give the number of offspring per-capita produced by each age
266
+ class, and the `n` - 1 "survival coefficients", which give the
267
+ per-capita survival rate of each age class.
268
+
269
+ References
270
+ ----------
271
+ .. [1] P. H. Leslie, On the use of matrices in certain population
272
+ mathematics, Biometrika, Vol. 33, No. 3, 183--212 (Nov. 1945)
273
+ .. [2] P. H. Leslie, Some further notes on the use of matrices in
274
+ population mathematics, Biometrika, Vol. 35, No. 3/4, 213--245
275
+ (Dec. 1948)
276
+
277
+ Examples
278
+ --------
279
+ >>> from scipy.linalg import leslie
280
+ >>> leslie([0.1, 2.0, 1.0, 0.1], [0.2, 0.8, 0.7])
281
+ array([[ 0.1, 2. , 1. , 0.1],
282
+ [ 0.2, 0. , 0. , 0. ],
283
+ [ 0. , 0.8, 0. , 0. ],
284
+ [ 0. , 0. , 0.7, 0. ]])
285
+
286
+ """
287
+ f = np.atleast_1d(f)
288
+ s = np.atleast_1d(s)
289
+ if f.ndim != 1:
290
+ raise ValueError("Incorrect shape for f. f must be 1D")
291
+ if s.ndim != 1:
292
+ raise ValueError("Incorrect shape for s. s must be 1D")
293
+ if f.size != s.size + 1:
294
+ raise ValueError("Incorrect lengths for f and s. The length"
295
+ " of s must be one less than the length of f.")
296
+ if s.size == 0:
297
+ raise ValueError("The length of s must be at least 1.")
298
+
299
+ tmp = f[0] + s[0]
300
+ n = f.size
301
+ a = np.zeros((n, n), dtype=tmp.dtype)
302
+ a[0] = f
303
+ a[list(range(1, n)), list(range(0, n - 1))] = s
304
+ return a
305
+
306
+
307
+ def kron(a, b):
308
+ """
309
+ Kronecker product.
310
+
311
+ The result is the block matrix::
312
+
313
+ a[0,0]*b a[0,1]*b ... a[0,-1]*b
314
+ a[1,0]*b a[1,1]*b ... a[1,-1]*b
315
+ ...
316
+ a[-1,0]*b a[-1,1]*b ... a[-1,-1]*b
317
+
318
+ Parameters
319
+ ----------
320
+ a : (M, N) ndarray
321
+ Input array
322
+ b : (P, Q) ndarray
323
+ Input array
324
+
325
+ Returns
326
+ -------
327
+ A : (M*P, N*Q) ndarray
328
+ Kronecker product of `a` and `b`.
329
+
330
+ Examples
331
+ --------
332
+ >>> from numpy import array
333
+ >>> from scipy.linalg import kron
334
+ >>> kron(array([[1,2],[3,4]]), array([[1,1,1]]))
335
+ array([[1, 1, 1, 2, 2, 2],
336
+ [3, 3, 3, 4, 4, 4]])
337
+
338
+ """
339
+ if not a.flags['CONTIGUOUS']:
340
+ a = np.reshape(a, a.shape)
341
+ if not b.flags['CONTIGUOUS']:
342
+ b = np.reshape(b, b.shape)
343
+ o = np.outer(a, b)
344
+ o = o.reshape(a.shape + b.shape)
345
+ return np.concatenate(np.concatenate(o, axis=1), axis=1)
346
+
347
+
348
+ def block_diag(*arrs):
349
+ """
350
+ Create a block diagonal matrix from provided arrays.
351
+
352
+ Given the inputs `A`, `B` and `C`, the output will have these
353
+ arrays arranged on the diagonal::
354
+
355
+ [[A, 0, 0],
356
+ [0, B, 0],
357
+ [0, 0, C]]
358
+
359
+ Parameters
360
+ ----------
361
+ A, B, C, ... : array_like, up to 2-D
362
+ Input arrays. A 1-D array or array_like sequence of length `n` is
363
+ treated as a 2-D array with shape ``(1,n)``.
364
+
365
+ Returns
366
+ -------
367
+ D : ndarray
368
+ Array with `A`, `B`, `C`, ... on the diagonal. `D` has the
369
+ same dtype as `A`.
370
+
371
+ Notes
372
+ -----
373
+ If all the input arrays are square, the output is known as a
374
+ block diagonal matrix.
375
+
376
+ Empty sequences (i.e., array-likes of zero size) will not be ignored.
377
+ Noteworthy, both [] and [[]] are treated as matrices with shape ``(1,0)``.
378
+
379
+ Examples
380
+ --------
381
+ >>> import numpy as np
382
+ >>> from scipy.linalg import block_diag
383
+ >>> A = [[1, 0],
384
+ ... [0, 1]]
385
+ >>> B = [[3, 4, 5],
386
+ ... [6, 7, 8]]
387
+ >>> C = [[7]]
388
+ >>> P = np.zeros((2, 0), dtype='int32')
389
+ >>> block_diag(A, B, C)
390
+ array([[1, 0, 0, 0, 0, 0],
391
+ [0, 1, 0, 0, 0, 0],
392
+ [0, 0, 3, 4, 5, 0],
393
+ [0, 0, 6, 7, 8, 0],
394
+ [0, 0, 0, 0, 0, 7]])
395
+ >>> block_diag(A, P, B, C)
396
+ array([[1, 0, 0, 0, 0, 0],
397
+ [0, 1, 0, 0, 0, 0],
398
+ [0, 0, 0, 0, 0, 0],
399
+ [0, 0, 0, 0, 0, 0],
400
+ [0, 0, 3, 4, 5, 0],
401
+ [0, 0, 6, 7, 8, 0],
402
+ [0, 0, 0, 0, 0, 7]])
403
+ >>> block_diag(1.0, [2, 3], [[4, 5], [6, 7]])
404
+ array([[ 1., 0., 0., 0., 0.],
405
+ [ 0., 2., 3., 0., 0.],
406
+ [ 0., 0., 0., 4., 5.],
407
+ [ 0., 0., 0., 6., 7.]])
408
+
409
+ """
410
+ if arrs == ():
411
+ arrs = ([],)
412
+ arrs = [np.atleast_2d(a) for a in arrs]
413
+
414
+ bad_args = [k for k in range(len(arrs)) if arrs[k].ndim > 2]
415
+ if bad_args:
416
+ raise ValueError("arguments in the following positions have dimension "
417
+ "greater than 2: %s" % bad_args)
418
+
419
+ shapes = np.array([a.shape for a in arrs])
420
+ out_dtype = np.result_type(*[arr.dtype for arr in arrs])
421
+ out = np.zeros(np.sum(shapes, axis=0), dtype=out_dtype)
422
+
423
+ r, c = 0, 0
424
+ for i, (rr, cc) in enumerate(shapes):
425
+ out[r:r + rr, c:c + cc] = arrs[i]
426
+ r += rr
427
+ c += cc
428
+ return out
429
+
430
+
431
+ def companion(a):
432
+ """
433
+ Create a companion matrix.
434
+
435
+ Create the companion matrix [1]_ associated with the polynomial whose
436
+ coefficients are given in `a`.
437
+
438
+ Parameters
439
+ ----------
440
+ a : (N,) array_like
441
+ 1-D array of polynomial coefficients. The length of `a` must be
442
+ at least two, and ``a[0]`` must not be zero.
443
+
444
+ Returns
445
+ -------
446
+ c : (N-1, N-1) ndarray
447
+ The first row of `c` is ``-a[1:]/a[0]``, and the first
448
+ sub-diagonal is all ones. The data-type of the array is the same
449
+ as the data-type of ``1.0*a[0]``.
450
+
451
+ Raises
452
+ ------
453
+ ValueError
454
+ If any of the following are true: a) ``a.ndim != 1``;
455
+ b) ``a.size < 2``; c) ``a[0] == 0``.
456
+
457
+ Notes
458
+ -----
459
+ .. versionadded:: 0.8.0
460
+
461
+ References
462
+ ----------
463
+ .. [1] R. A. Horn & C. R. Johnson, *Matrix Analysis*. Cambridge, UK:
464
+ Cambridge University Press, 1999, pp. 146-7.
465
+
466
+ Examples
467
+ --------
468
+ >>> from scipy.linalg import companion
469
+ >>> companion([1, -10, 31, -30])
470
+ array([[ 10., -31., 30.],
471
+ [ 1., 0., 0.],
472
+ [ 0., 1., 0.]])
473
+
474
+ """
475
+ a = np.atleast_1d(a)
476
+
477
+ if a.ndim != 1:
478
+ raise ValueError("Incorrect shape for `a`. `a` must be "
479
+ "one-dimensional.")
480
+
481
+ if a.size < 2:
482
+ raise ValueError("The length of `a` must be at least 2.")
483
+
484
+ if a[0] == 0:
485
+ raise ValueError("The first coefficient in `a` must not be zero.")
486
+
487
+ first_row = -a[1:] / (1.0 * a[0])
488
+ n = a.size
489
+ c = np.zeros((n - 1, n - 1), dtype=first_row.dtype)
490
+ c[0] = first_row
491
+ c[list(range(1, n - 1)), list(range(0, n - 2))] = 1
492
+ return c
493
+
494
+
495
+ def helmert(n, full=False):
496
+ """
497
+ Create an Helmert matrix of order `n`.
498
+
499
+ This has applications in statistics, compositional or simplicial analysis,
500
+ and in Aitchison geometry.
501
+
502
+ Parameters
503
+ ----------
504
+ n : int
505
+ The size of the array to create.
506
+ full : bool, optional
507
+ If True the (n, n) ndarray will be returned.
508
+ Otherwise the submatrix that does not include the first
509
+ row will be returned.
510
+ Default: False.
511
+
512
+ Returns
513
+ -------
514
+ M : ndarray
515
+ The Helmert matrix.
516
+ The shape is (n, n) or (n-1, n) depending on the `full` argument.
517
+
518
+ Examples
519
+ --------
520
+ >>> from scipy.linalg import helmert
521
+ >>> helmert(5, full=True)
522
+ array([[ 0.4472136 , 0.4472136 , 0.4472136 , 0.4472136 , 0.4472136 ],
523
+ [ 0.70710678, -0.70710678, 0. , 0. , 0. ],
524
+ [ 0.40824829, 0.40824829, -0.81649658, 0. , 0. ],
525
+ [ 0.28867513, 0.28867513, 0.28867513, -0.8660254 , 0. ],
526
+ [ 0.2236068 , 0.2236068 , 0.2236068 , 0.2236068 , -0.89442719]])
527
+
528
+ """
529
+ H = np.tril(np.ones((n, n)), -1) - np.diag(np.arange(n))
530
+ d = np.arange(n) * np.arange(1, n+1)
531
+ H[0] = 1
532
+ d[0] = n
533
+ H_full = H / np.sqrt(d)[:, np.newaxis]
534
+ if full:
535
+ return H_full
536
+ else:
537
+ return H_full[1:]
538
+
539
+
540
+ def hilbert(n):
541
+ """
542
+ Create a Hilbert matrix of order `n`.
543
+
544
+ Returns the `n` by `n` array with entries `h[i,j] = 1 / (i + j + 1)`.
545
+
546
+ Parameters
547
+ ----------
548
+ n : int
549
+ The size of the array to create.
550
+
551
+ Returns
552
+ -------
553
+ h : (n, n) ndarray
554
+ The Hilbert matrix.
555
+
556
+ See Also
557
+ --------
558
+ invhilbert : Compute the inverse of a Hilbert matrix.
559
+
560
+ Notes
561
+ -----
562
+ .. versionadded:: 0.10.0
563
+
564
+ Examples
565
+ --------
566
+ >>> from scipy.linalg import hilbert
567
+ >>> hilbert(3)
568
+ array([[ 1. , 0.5 , 0.33333333],
569
+ [ 0.5 , 0.33333333, 0.25 ],
570
+ [ 0.33333333, 0.25 , 0.2 ]])
571
+
572
+ """
573
+ values = 1.0 / (1.0 + np.arange(2 * n - 1))
574
+ h = hankel(values[:n], r=values[n - 1:])
575
+ return h
576
+
577
+
578
+ def invhilbert(n, exact=False):
579
+ """
580
+ Compute the inverse of the Hilbert matrix of order `n`.
581
+
582
+ The entries in the inverse of a Hilbert matrix are integers. When `n`
583
+ is greater than 14, some entries in the inverse exceed the upper limit
584
+ of 64 bit integers. The `exact` argument provides two options for
585
+ dealing with these large integers.
586
+
587
+ Parameters
588
+ ----------
589
+ n : int
590
+ The order of the Hilbert matrix.
591
+ exact : bool, optional
592
+ If False, the data type of the array that is returned is np.float64,
593
+ and the array is an approximation of the inverse.
594
+ If True, the array is the exact integer inverse array. To represent
595
+ the exact inverse when n > 14, the returned array is an object array
596
+ of long integers. For n <= 14, the exact inverse is returned as an
597
+ array with data type np.int64.
598
+
599
+ Returns
600
+ -------
601
+ invh : (n, n) ndarray
602
+ The data type of the array is np.float64 if `exact` is False.
603
+ If `exact` is True, the data type is either np.int64 (for n <= 14)
604
+ or object (for n > 14). In the latter case, the objects in the
605
+ array will be long integers.
606
+
607
+ See Also
608
+ --------
609
+ hilbert : Create a Hilbert matrix.
610
+
611
+ Notes
612
+ -----
613
+ .. versionadded:: 0.10.0
614
+
615
+ Examples
616
+ --------
617
+ >>> from scipy.linalg import invhilbert
618
+ >>> invhilbert(4)
619
+ array([[ 16., -120., 240., -140.],
620
+ [ -120., 1200., -2700., 1680.],
621
+ [ 240., -2700., 6480., -4200.],
622
+ [ -140., 1680., -4200., 2800.]])
623
+ >>> invhilbert(4, exact=True)
624
+ array([[ 16, -120, 240, -140],
625
+ [ -120, 1200, -2700, 1680],
626
+ [ 240, -2700, 6480, -4200],
627
+ [ -140, 1680, -4200, 2800]], dtype=int64)
628
+ >>> invhilbert(16)[7,7]
629
+ 4.2475099528537506e+19
630
+ >>> invhilbert(16, exact=True)[7,7]
631
+ 42475099528537378560
632
+
633
+ """
634
+ from scipy.special import comb
635
+ if exact:
636
+ if n > 14:
637
+ dtype = object
638
+ else:
639
+ dtype = np.int64
640
+ else:
641
+ dtype = np.float64
642
+ invh = np.empty((n, n), dtype=dtype)
643
+ for i in range(n):
644
+ for j in range(0, i + 1):
645
+ s = i + j
646
+ invh[i, j] = ((-1) ** s * (s + 1) *
647
+ comb(n + i, n - j - 1, exact=exact) *
648
+ comb(n + j, n - i - 1, exact=exact) *
649
+ comb(s, i, exact=exact) ** 2)
650
+ if i != j:
651
+ invh[j, i] = invh[i, j]
652
+ return invh
653
+
654
+
655
+ def pascal(n, kind='symmetric', exact=True):
656
+ """
657
+ Returns the n x n Pascal matrix.
658
+
659
+ The Pascal matrix is a matrix containing the binomial coefficients as
660
+ its elements.
661
+
662
+ Parameters
663
+ ----------
664
+ n : int
665
+ The size of the matrix to create; that is, the result is an n x n
666
+ matrix.
667
+ kind : str, optional
668
+ Must be one of 'symmetric', 'lower', or 'upper'.
669
+ Default is 'symmetric'.
670
+ exact : bool, optional
671
+ If `exact` is True, the result is either an array of type
672
+ numpy.uint64 (if n < 35) or an object array of Python long integers.
673
+ If `exact` is False, the coefficients in the matrix are computed using
674
+ `scipy.special.comb` with `exact=False`. The result will be a floating
675
+ point array, and the values in the array will not be the exact
676
+ coefficients, but this version is much faster than `exact=True`.
677
+
678
+ Returns
679
+ -------
680
+ p : (n, n) ndarray
681
+ The Pascal matrix.
682
+
683
+ See Also
684
+ --------
685
+ invpascal
686
+
687
+ Notes
688
+ -----
689
+ See https://en.wikipedia.org/wiki/Pascal_matrix for more information
690
+ about Pascal matrices.
691
+
692
+ .. versionadded:: 0.11.0
693
+
694
+ Examples
695
+ --------
696
+ >>> from scipy.linalg import pascal
697
+ >>> pascal(4)
698
+ array([[ 1, 1, 1, 1],
699
+ [ 1, 2, 3, 4],
700
+ [ 1, 3, 6, 10],
701
+ [ 1, 4, 10, 20]], dtype=uint64)
702
+ >>> pascal(4, kind='lower')
703
+ array([[1, 0, 0, 0],
704
+ [1, 1, 0, 0],
705
+ [1, 2, 1, 0],
706
+ [1, 3, 3, 1]], dtype=uint64)
707
+ >>> pascal(50)[-1, -1]
708
+ 25477612258980856902730428600
709
+ >>> from scipy.special import comb
710
+ >>> comb(98, 49, exact=True)
711
+ 25477612258980856902730428600
712
+
713
+ """
714
+
715
+ from scipy.special import comb
716
+ if kind not in ['symmetric', 'lower', 'upper']:
717
+ raise ValueError("kind must be 'symmetric', 'lower', or 'upper'")
718
+
719
+ if exact:
720
+ if n >= 35:
721
+ L_n = np.empty((n, n), dtype=object)
722
+ L_n.fill(0)
723
+ else:
724
+ L_n = np.zeros((n, n), dtype=np.uint64)
725
+ for i in range(n):
726
+ for j in range(i + 1):
727
+ L_n[i, j] = comb(i, j, exact=True)
728
+ else:
729
+ L_n = comb(*np.ogrid[:n, :n])
730
+
731
+ if kind == 'lower':
732
+ p = L_n
733
+ elif kind == 'upper':
734
+ p = L_n.T
735
+ else:
736
+ p = np.dot(L_n, L_n.T)
737
+
738
+ return p
739
+
740
+
741
+ def invpascal(n, kind='symmetric', exact=True):
742
+ """
743
+ Returns the inverse of the n x n Pascal matrix.
744
+
745
+ The Pascal matrix is a matrix containing the binomial coefficients as
746
+ its elements.
747
+
748
+ Parameters
749
+ ----------
750
+ n : int
751
+ The size of the matrix to create; that is, the result is an n x n
752
+ matrix.
753
+ kind : str, optional
754
+ Must be one of 'symmetric', 'lower', or 'upper'.
755
+ Default is 'symmetric'.
756
+ exact : bool, optional
757
+ If `exact` is True, the result is either an array of type
758
+ ``numpy.int64`` (if `n` <= 35) or an object array of Python integers.
759
+ If `exact` is False, the coefficients in the matrix are computed using
760
+ `scipy.special.comb` with `exact=False`. The result will be a floating
761
+ point array, and for large `n`, the values in the array will not be the
762
+ exact coefficients.
763
+
764
+ Returns
765
+ -------
766
+ invp : (n, n) ndarray
767
+ The inverse of the Pascal matrix.
768
+
769
+ See Also
770
+ --------
771
+ pascal
772
+
773
+ Notes
774
+ -----
775
+
776
+ .. versionadded:: 0.16.0
777
+
778
+ References
779
+ ----------
780
+ .. [1] "Pascal matrix", https://en.wikipedia.org/wiki/Pascal_matrix
781
+ .. [2] Cohen, A. M., "The inverse of a Pascal matrix", Mathematical
782
+ Gazette, 59(408), pp. 111-112, 1975.
783
+
784
+ Examples
785
+ --------
786
+ >>> from scipy.linalg import invpascal, pascal
787
+ >>> invp = invpascal(5)
788
+ >>> invp
789
+ array([[ 5, -10, 10, -5, 1],
790
+ [-10, 30, -35, 19, -4],
791
+ [ 10, -35, 46, -27, 6],
792
+ [ -5, 19, -27, 17, -4],
793
+ [ 1, -4, 6, -4, 1]])
794
+
795
+ >>> p = pascal(5)
796
+ >>> p.dot(invp)
797
+ array([[ 1., 0., 0., 0., 0.],
798
+ [ 0., 1., 0., 0., 0.],
799
+ [ 0., 0., 1., 0., 0.],
800
+ [ 0., 0., 0., 1., 0.],
801
+ [ 0., 0., 0., 0., 1.]])
802
+
803
+ An example of the use of `kind` and `exact`:
804
+
805
+ >>> invpascal(5, kind='lower', exact=False)
806
+ array([[ 1., -0., 0., -0., 0.],
807
+ [-1., 1., -0., 0., -0.],
808
+ [ 1., -2., 1., -0., 0.],
809
+ [-1., 3., -3., 1., -0.],
810
+ [ 1., -4., 6., -4., 1.]])
811
+
812
+ """
813
+ from scipy.special import comb
814
+
815
+ if kind not in ['symmetric', 'lower', 'upper']:
816
+ raise ValueError("'kind' must be 'symmetric', 'lower' or 'upper'.")
817
+
818
+ if kind == 'symmetric':
819
+ if exact:
820
+ if n > 34:
821
+ dt = object
822
+ else:
823
+ dt = np.int64
824
+ else:
825
+ dt = np.float64
826
+ invp = np.empty((n, n), dtype=dt)
827
+ for i in range(n):
828
+ for j in range(0, i + 1):
829
+ v = 0
830
+ for k in range(n - i):
831
+ v += comb(i + k, k, exact=exact) * comb(i + k, i + k - j,
832
+ exact=exact)
833
+ invp[i, j] = (-1)**(i - j) * v
834
+ if i != j:
835
+ invp[j, i] = invp[i, j]
836
+ else:
837
+ # For the 'lower' and 'upper' cases, we computer the inverse by
838
+ # changing the sign of every other diagonal of the pascal matrix.
839
+ invp = pascal(n, kind=kind, exact=exact)
840
+ if invp.dtype == np.uint64:
841
+ # This cast from np.uint64 to int64 OK, because if `kind` is not
842
+ # "symmetric", the values in invp are all much less than 2**63.
843
+ invp = invp.view(np.int64)
844
+
845
+ # The toeplitz matrix has alternating bands of 1 and -1.
846
+ invp *= toeplitz((-1)**np.arange(n)).astype(invp.dtype)
847
+
848
+ return invp
849
+
850
+
851
+ def dft(n, scale=None):
852
+ """
853
+ Discrete Fourier transform matrix.
854
+
855
+ Create the matrix that computes the discrete Fourier transform of a
856
+ sequence [1]_. The nth primitive root of unity used to generate the
857
+ matrix is exp(-2*pi*i/n), where i = sqrt(-1).
858
+
859
+ Parameters
860
+ ----------
861
+ n : int
862
+ Size the matrix to create.
863
+ scale : str, optional
864
+ Must be None, 'sqrtn', or 'n'.
865
+ If `scale` is 'sqrtn', the matrix is divided by `sqrt(n)`.
866
+ If `scale` is 'n', the matrix is divided by `n`.
867
+ If `scale` is None (the default), the matrix is not normalized, and the
868
+ return value is simply the Vandermonde matrix of the roots of unity.
869
+
870
+ Returns
871
+ -------
872
+ m : (n, n) ndarray
873
+ The DFT matrix.
874
+
875
+ Notes
876
+ -----
877
+ When `scale` is None, multiplying a vector by the matrix returned by
878
+ `dft` is mathematically equivalent to (but much less efficient than)
879
+ the calculation performed by `scipy.fft.fft`.
880
+
881
+ .. versionadded:: 0.14.0
882
+
883
+ References
884
+ ----------
885
+ .. [1] "DFT matrix", https://en.wikipedia.org/wiki/DFT_matrix
886
+
887
+ Examples
888
+ --------
889
+ >>> import numpy as np
890
+ >>> from scipy.linalg import dft
891
+ >>> np.set_printoptions(precision=2, suppress=True) # for compact output
892
+ >>> m = dft(5)
893
+ >>> m
894
+ array([[ 1. +0.j , 1. +0.j , 1. +0.j , 1. +0.j , 1. +0.j ],
895
+ [ 1. +0.j , 0.31-0.95j, -0.81-0.59j, -0.81+0.59j, 0.31+0.95j],
896
+ [ 1. +0.j , -0.81-0.59j, 0.31+0.95j, 0.31-0.95j, -0.81+0.59j],
897
+ [ 1. +0.j , -0.81+0.59j, 0.31-0.95j, 0.31+0.95j, -0.81-0.59j],
898
+ [ 1. +0.j , 0.31+0.95j, -0.81+0.59j, -0.81-0.59j, 0.31-0.95j]])
899
+ >>> x = np.array([1, 2, 3, 0, 3])
900
+ >>> m @ x # Compute the DFT of x
901
+ array([ 9. +0.j , 0.12-0.81j, -2.12+3.44j, -2.12-3.44j, 0.12+0.81j])
902
+
903
+ Verify that ``m @ x`` is the same as ``fft(x)``.
904
+
905
+ >>> from scipy.fft import fft
906
+ >>> fft(x) # Same result as m @ x
907
+ array([ 9. +0.j , 0.12-0.81j, -2.12+3.44j, -2.12-3.44j, 0.12+0.81j])
908
+ """
909
+ if scale not in [None, 'sqrtn', 'n']:
910
+ raise ValueError("scale must be None, 'sqrtn', or 'n'; "
911
+ f"{scale!r} is not valid.")
912
+
913
+ omegas = np.exp(-2j * np.pi * np.arange(n) / n).reshape(-1, 1)
914
+ m = omegas ** np.arange(n)
915
+ if scale == 'sqrtn':
916
+ m /= math.sqrt(n)
917
+ elif scale == 'n':
918
+ m /= n
919
+ return m
920
+
921
+
922
+ def fiedler(a):
923
+ """Returns a symmetric Fiedler matrix
924
+
925
+ Given an sequence of numbers `a`, Fiedler matrices have the structure
926
+ ``F[i, j] = np.abs(a[i] - a[j])``, and hence zero diagonals and nonnegative
927
+ entries. A Fiedler matrix has a dominant positive eigenvalue and other
928
+ eigenvalues are negative. Although not valid generally, for certain inputs,
929
+ the inverse and the determinant can be derived explicitly as given in [1]_.
930
+
931
+ Parameters
932
+ ----------
933
+ a : (n,) array_like
934
+ coefficient array
935
+
936
+ Returns
937
+ -------
938
+ F : (n, n) ndarray
939
+
940
+ See Also
941
+ --------
942
+ circulant, toeplitz
943
+
944
+ Notes
945
+ -----
946
+
947
+ .. versionadded:: 1.3.0
948
+
949
+ References
950
+ ----------
951
+ .. [1] J. Todd, "Basic Numerical Mathematics: Vol.2 : Numerical Algebra",
952
+ 1977, Birkhauser, :doi:`10.1007/978-3-0348-7286-7`
953
+
954
+ Examples
955
+ --------
956
+ >>> import numpy as np
957
+ >>> from scipy.linalg import det, inv, fiedler
958
+ >>> a = [1, 4, 12, 45, 77]
959
+ >>> n = len(a)
960
+ >>> A = fiedler(a)
961
+ >>> A
962
+ array([[ 0, 3, 11, 44, 76],
963
+ [ 3, 0, 8, 41, 73],
964
+ [11, 8, 0, 33, 65],
965
+ [44, 41, 33, 0, 32],
966
+ [76, 73, 65, 32, 0]])
967
+
968
+ The explicit formulas for determinant and inverse seem to hold only for
969
+ monotonically increasing/decreasing arrays. Note the tridiagonal structure
970
+ and the corners.
971
+
972
+ >>> Ai = inv(A)
973
+ >>> Ai[np.abs(Ai) < 1e-12] = 0. # cleanup the numerical noise for display
974
+ >>> Ai
975
+ array([[-0.16008772, 0.16666667, 0. , 0. , 0.00657895],
976
+ [ 0.16666667, -0.22916667, 0.0625 , 0. , 0. ],
977
+ [ 0. , 0.0625 , -0.07765152, 0.01515152, 0. ],
978
+ [ 0. , 0. , 0.01515152, -0.03077652, 0.015625 ],
979
+ [ 0.00657895, 0. , 0. , 0.015625 , -0.00904605]])
980
+ >>> det(A)
981
+ 15409151.999999998
982
+ >>> (-1)**(n-1) * 2**(n-2) * np.diff(a).prod() * (a[-1] - a[0])
983
+ 15409152
984
+
985
+ """
986
+ a = np.atleast_1d(a)
987
+
988
+ if a.ndim != 1:
989
+ raise ValueError("Input 'a' must be a 1D array.")
990
+
991
+ if a.size == 0:
992
+ return np.array([], dtype=float)
993
+ elif a.size == 1:
994
+ return np.array([[0.]])
995
+ else:
996
+ return np.abs(a[:, None] - a)
997
+
998
+
999
+ def fiedler_companion(a):
1000
+ """ Returns a Fiedler companion matrix
1001
+
1002
+ Given a polynomial coefficient array ``a``, this function forms a
1003
+ pentadiagonal matrix with a special structure whose eigenvalues coincides
1004
+ with the roots of ``a``.
1005
+
1006
+ Parameters
1007
+ ----------
1008
+ a : (N,) array_like
1009
+ 1-D array of polynomial coefficients in descending order with a nonzero
1010
+ leading coefficient. For ``N < 2``, an empty array is returned.
1011
+
1012
+ Returns
1013
+ -------
1014
+ c : (N-1, N-1) ndarray
1015
+ Resulting companion matrix
1016
+
1017
+ See Also
1018
+ --------
1019
+ companion
1020
+
1021
+ Notes
1022
+ -----
1023
+ Similar to `companion` the leading coefficient should be nonzero. In the case
1024
+ the leading coefficient is not 1, other coefficients are rescaled before
1025
+ the array generation. To avoid numerical issues, it is best to provide a
1026
+ monic polynomial.
1027
+
1028
+ .. versionadded:: 1.3.0
1029
+
1030
+ References
1031
+ ----------
1032
+ .. [1] M. Fiedler, " A note on companion matrices", Linear Algebra and its
1033
+ Applications, 2003, :doi:`10.1016/S0024-3795(03)00548-2`
1034
+
1035
+ Examples
1036
+ --------
1037
+ >>> import numpy as np
1038
+ >>> from scipy.linalg import fiedler_companion, eigvals
1039
+ >>> p = np.poly(np.arange(1, 9, 2)) # [1., -16., 86., -176., 105.]
1040
+ >>> fc = fiedler_companion(p)
1041
+ >>> fc
1042
+ array([[ 16., -86., 1., 0.],
1043
+ [ 1., 0., 0., 0.],
1044
+ [ 0., 176., 0., -105.],
1045
+ [ 0., 1., 0., 0.]])
1046
+ >>> eigvals(fc)
1047
+ array([7.+0.j, 5.+0.j, 3.+0.j, 1.+0.j])
1048
+
1049
+ """
1050
+ a = np.atleast_1d(a)
1051
+
1052
+ if a.ndim != 1:
1053
+ raise ValueError("Input 'a' must be a 1-D array.")
1054
+
1055
+ if a.size <= 2:
1056
+ if a.size == 2:
1057
+ return np.array([[-(a/a[0])[-1]]])
1058
+ return np.array([], dtype=a.dtype)
1059
+
1060
+ if a[0] == 0.:
1061
+ raise ValueError('Leading coefficient is zero.')
1062
+
1063
+ a = a/a[0]
1064
+ n = a.size - 1
1065
+ c = np.zeros((n, n), dtype=a.dtype)
1066
+ # subdiagonals
1067
+ c[range(3, n, 2), range(1, n-2, 2)] = 1.
1068
+ c[range(2, n, 2), range(1, n-1, 2)] = -a[3::2]
1069
+ # superdiagonals
1070
+ c[range(0, n-2, 2), range(2, n, 2)] = 1.
1071
+ c[range(0, n-1, 2), range(1, n, 2)] = -a[2::2]
1072
+ c[[0, 1], 0] = [-a[1], 1]
1073
+
1074
+ return c
1075
+
1076
+
1077
+ def convolution_matrix(a, n, mode='full'):
1078
+ """
1079
+ Construct a convolution matrix.
1080
+
1081
+ Constructs the Toeplitz matrix representing one-dimensional
1082
+ convolution [1]_. See the notes below for details.
1083
+
1084
+ Parameters
1085
+ ----------
1086
+ a : (m,) array_like
1087
+ The 1-D array to convolve.
1088
+ n : int
1089
+ The number of columns in the resulting matrix. It gives the length
1090
+ of the input to be convolved with `a`. This is analogous to the
1091
+ length of `v` in ``numpy.convolve(a, v)``.
1092
+ mode : str
1093
+ This is analogous to `mode` in ``numpy.convolve(v, a, mode)``.
1094
+ It must be one of ('full', 'valid', 'same').
1095
+ See below for how `mode` determines the shape of the result.
1096
+
1097
+ Returns
1098
+ -------
1099
+ A : (k, n) ndarray
1100
+ The convolution matrix whose row count `k` depends on `mode`::
1101
+
1102
+ ======= =========================
1103
+ mode k
1104
+ ======= =========================
1105
+ 'full' m + n -1
1106
+ 'same' max(m, n)
1107
+ 'valid' max(m, n) - min(m, n) + 1
1108
+ ======= =========================
1109
+
1110
+ See Also
1111
+ --------
1112
+ toeplitz : Toeplitz matrix
1113
+
1114
+ Notes
1115
+ -----
1116
+ The code::
1117
+
1118
+ A = convolution_matrix(a, n, mode)
1119
+
1120
+ creates a Toeplitz matrix `A` such that ``A @ v`` is equivalent to
1121
+ using ``convolve(a, v, mode)``. The returned array always has `n`
1122
+ columns. The number of rows depends on the specified `mode`, as
1123
+ explained above.
1124
+
1125
+ In the default 'full' mode, the entries of `A` are given by::
1126
+
1127
+ A[i, j] == (a[i-j] if (0 <= (i-j) < m) else 0)
1128
+
1129
+ where ``m = len(a)``. Suppose, for example, the input array is
1130
+ ``[x, y, z]``. The convolution matrix has the form::
1131
+
1132
+ [x, 0, 0, ..., 0, 0]
1133
+ [y, x, 0, ..., 0, 0]
1134
+ [z, y, x, ..., 0, 0]
1135
+ ...
1136
+ [0, 0, 0, ..., x, 0]
1137
+ [0, 0, 0, ..., y, x]
1138
+ [0, 0, 0, ..., z, y]
1139
+ [0, 0, 0, ..., 0, z]
1140
+
1141
+ In 'valid' mode, the entries of `A` are given by::
1142
+
1143
+ A[i, j] == (a[i-j+m-1] if (0 <= (i-j+m-1) < m) else 0)
1144
+
1145
+ This corresponds to a matrix whose rows are the subset of those from
1146
+ the 'full' case where all the coefficients in `a` are contained in the
1147
+ row. For input ``[x, y, z]``, this array looks like::
1148
+
1149
+ [z, y, x, 0, 0, ..., 0, 0, 0]
1150
+ [0, z, y, x, 0, ..., 0, 0, 0]
1151
+ [0, 0, z, y, x, ..., 0, 0, 0]
1152
+ ...
1153
+ [0, 0, 0, 0, 0, ..., x, 0, 0]
1154
+ [0, 0, 0, 0, 0, ..., y, x, 0]
1155
+ [0, 0, 0, 0, 0, ..., z, y, x]
1156
+
1157
+ In the 'same' mode, the entries of `A` are given by::
1158
+
1159
+ d = (m - 1) // 2
1160
+ A[i, j] == (a[i-j+d] if (0 <= (i-j+d) < m) else 0)
1161
+
1162
+ The typical application of the 'same' mode is when one has a signal of
1163
+ length `n` (with `n` greater than ``len(a)``), and the desired output
1164
+ is a filtered signal that is still of length `n`.
1165
+
1166
+ For input ``[x, y, z]``, this array looks like::
1167
+
1168
+ [y, x, 0, 0, ..., 0, 0, 0]
1169
+ [z, y, x, 0, ..., 0, 0, 0]
1170
+ [0, z, y, x, ..., 0, 0, 0]
1171
+ [0, 0, z, y, ..., 0, 0, 0]
1172
+ ...
1173
+ [0, 0, 0, 0, ..., y, x, 0]
1174
+ [0, 0, 0, 0, ..., z, y, x]
1175
+ [0, 0, 0, 0, ..., 0, z, y]
1176
+
1177
+ .. versionadded:: 1.5.0
1178
+
1179
+ References
1180
+ ----------
1181
+ .. [1] "Convolution", https://en.wikipedia.org/wiki/Convolution
1182
+
1183
+ Examples
1184
+ --------
1185
+ >>> import numpy as np
1186
+ >>> from scipy.linalg import convolution_matrix
1187
+ >>> A = convolution_matrix([-1, 4, -2], 5, mode='same')
1188
+ >>> A
1189
+ array([[ 4, -1, 0, 0, 0],
1190
+ [-2, 4, -1, 0, 0],
1191
+ [ 0, -2, 4, -1, 0],
1192
+ [ 0, 0, -2, 4, -1],
1193
+ [ 0, 0, 0, -2, 4]])
1194
+
1195
+ Compare multiplication by `A` with the use of `numpy.convolve`.
1196
+
1197
+ >>> x = np.array([1, 2, 0, -3, 0.5])
1198
+ >>> A @ x
1199
+ array([ 2. , 6. , -1. , -12.5, 8. ])
1200
+
1201
+ Verify that ``A @ x`` produced the same result as applying the
1202
+ convolution function.
1203
+
1204
+ >>> np.convolve([-1, 4, -2], x, mode='same')
1205
+ array([ 2. , 6. , -1. , -12.5, 8. ])
1206
+
1207
+ For comparison to the case ``mode='same'`` shown above, here are the
1208
+ matrices produced by ``mode='full'`` and ``mode='valid'`` for the
1209
+ same coefficients and size.
1210
+
1211
+ >>> convolution_matrix([-1, 4, -2], 5, mode='full')
1212
+ array([[-1, 0, 0, 0, 0],
1213
+ [ 4, -1, 0, 0, 0],
1214
+ [-2, 4, -1, 0, 0],
1215
+ [ 0, -2, 4, -1, 0],
1216
+ [ 0, 0, -2, 4, -1],
1217
+ [ 0, 0, 0, -2, 4],
1218
+ [ 0, 0, 0, 0, -2]])
1219
+
1220
+ >>> convolution_matrix([-1, 4, -2], 5, mode='valid')
1221
+ array([[-2, 4, -1, 0, 0],
1222
+ [ 0, -2, 4, -1, 0],
1223
+ [ 0, 0, -2, 4, -1]])
1224
+ """
1225
+ if n <= 0:
1226
+ raise ValueError('n must be a positive integer.')
1227
+
1228
+ a = np.asarray(a)
1229
+ if a.ndim != 1:
1230
+ raise ValueError('convolution_matrix expects a one-dimensional '
1231
+ 'array as input')
1232
+ if a.size == 0:
1233
+ raise ValueError('len(a) must be at least 1.')
1234
+
1235
+ if mode not in ('full', 'valid', 'same'):
1236
+ raise ValueError(
1237
+ "'mode' argument must be one of ('full', 'valid', 'same')")
1238
+
1239
+ # create zero padded versions of the array
1240
+ az = np.pad(a, (0, n-1), 'constant')
1241
+ raz = np.pad(a[::-1], (0, n-1), 'constant')
1242
+
1243
+ if mode == 'same':
1244
+ trim = min(n, len(a)) - 1
1245
+ tb = trim//2
1246
+ te = trim - tb
1247
+ col0 = az[tb:len(az)-te]
1248
+ row0 = raz[-n-tb:len(raz)-tb]
1249
+ elif mode == 'valid':
1250
+ tb = min(n, len(a)) - 1
1251
+ te = tb
1252
+ col0 = az[tb:len(az)-te]
1253
+ row0 = raz[-n-tb:len(raz)-tb]
1254
+ else: # 'full'
1255
+ col0 = az
1256
+ row0 = raz[-n:]
1257
+ return toeplitz(col0, row0)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/basic.py ADDED
@@ -0,0 +1,24 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.linalg` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+
8
+ __all__ = [ # noqa: F822
9
+ 'solve', 'solve_triangular', 'solveh_banded', 'solve_banded',
10
+ 'solve_toeplitz', 'solve_circulant', 'inv', 'det', 'lstsq',
11
+ 'pinv', 'pinvh', 'matrix_balance', 'matmul_toeplitz',
12
+ 'atleast_1d', 'atleast_2d', 'get_lapack_funcs',
13
+ 'LinAlgError', 'LinAlgWarning', 'levinson',
14
+ ]
15
+
16
+
17
+ def __dir__():
18
+ return __all__
19
+
20
+
21
+ def __getattr__(name):
22
+ return _sub_module_deprecation(sub_package="linalg", module="basic",
23
+ private_modules=["_basic"], all=__all__,
24
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/blas.py ADDED
@@ -0,0 +1,484 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Low-level BLAS functions (:mod:`scipy.linalg.blas`)
3
+ ===================================================
4
+
5
+ This module contains low-level functions from the BLAS library.
6
+
7
+ .. versionadded:: 0.12.0
8
+
9
+ .. note::
10
+
11
+ The common ``overwrite_<>`` option in many routines, allows the
12
+ input arrays to be overwritten to avoid extra memory allocation.
13
+ However this requires the array to satisfy two conditions
14
+ which are memory order and the data type to match exactly the
15
+ order and the type expected by the routine.
16
+
17
+ As an example, if you pass a double precision float array to any
18
+ ``S....`` routine which expects single precision arguments, f2py
19
+ will create an intermediate array to match the argument types and
20
+ overwriting will be performed on that intermediate array.
21
+
22
+ Similarly, if a C-contiguous array is passed, f2py will pass a
23
+ FORTRAN-contiguous array internally. Please make sure that these
24
+ details are satisfied. More information can be found in the f2py
25
+ documentation.
26
+
27
+ .. warning::
28
+
29
+ These functions do little to no error checking.
30
+ It is possible to cause crashes by mis-using them,
31
+ so prefer using the higher-level routines in `scipy.linalg`.
32
+
33
+ Finding functions
34
+ -----------------
35
+
36
+ .. autosummary::
37
+ :toctree: generated/
38
+
39
+ get_blas_funcs
40
+ find_best_blas_type
41
+
42
+ BLAS Level 1 functions
43
+ ----------------------
44
+
45
+ .. autosummary::
46
+ :toctree: generated/
47
+
48
+ caxpy
49
+ ccopy
50
+ cdotc
51
+ cdotu
52
+ crotg
53
+ cscal
54
+ csrot
55
+ csscal
56
+ cswap
57
+ dasum
58
+ daxpy
59
+ dcopy
60
+ ddot
61
+ dnrm2
62
+ drot
63
+ drotg
64
+ drotm
65
+ drotmg
66
+ dscal
67
+ dswap
68
+ dzasum
69
+ dznrm2
70
+ icamax
71
+ idamax
72
+ isamax
73
+ izamax
74
+ sasum
75
+ saxpy
76
+ scasum
77
+ scnrm2
78
+ scopy
79
+ sdot
80
+ snrm2
81
+ srot
82
+ srotg
83
+ srotm
84
+ srotmg
85
+ sscal
86
+ sswap
87
+ zaxpy
88
+ zcopy
89
+ zdotc
90
+ zdotu
91
+ zdrot
92
+ zdscal
93
+ zrotg
94
+ zscal
95
+ zswap
96
+
97
+ BLAS Level 2 functions
98
+ ----------------------
99
+
100
+ .. autosummary::
101
+ :toctree: generated/
102
+
103
+ sgbmv
104
+ sgemv
105
+ sger
106
+ ssbmv
107
+ sspr
108
+ sspr2
109
+ ssymv
110
+ ssyr
111
+ ssyr2
112
+ stbmv
113
+ stpsv
114
+ strmv
115
+ strsv
116
+ dgbmv
117
+ dgemv
118
+ dger
119
+ dsbmv
120
+ dspr
121
+ dspr2
122
+ dsymv
123
+ dsyr
124
+ dsyr2
125
+ dtbmv
126
+ dtpsv
127
+ dtrmv
128
+ dtrsv
129
+ cgbmv
130
+ cgemv
131
+ cgerc
132
+ cgeru
133
+ chbmv
134
+ chemv
135
+ cher
136
+ cher2
137
+ chpmv
138
+ chpr
139
+ chpr2
140
+ ctbmv
141
+ ctbsv
142
+ ctpmv
143
+ ctpsv
144
+ ctrmv
145
+ ctrsv
146
+ csyr
147
+ zgbmv
148
+ zgemv
149
+ zgerc
150
+ zgeru
151
+ zhbmv
152
+ zhemv
153
+ zher
154
+ zher2
155
+ zhpmv
156
+ zhpr
157
+ zhpr2
158
+ ztbmv
159
+ ztbsv
160
+ ztpmv
161
+ ztrmv
162
+ ztrsv
163
+ zsyr
164
+
165
+ BLAS Level 3 functions
166
+ ----------------------
167
+
168
+ .. autosummary::
169
+ :toctree: generated/
170
+
171
+ sgemm
172
+ ssymm
173
+ ssyr2k
174
+ ssyrk
175
+ strmm
176
+ strsm
177
+ dgemm
178
+ dsymm
179
+ dsyr2k
180
+ dsyrk
181
+ dtrmm
182
+ dtrsm
183
+ cgemm
184
+ chemm
185
+ cher2k
186
+ cherk
187
+ csymm
188
+ csyr2k
189
+ csyrk
190
+ ctrmm
191
+ ctrsm
192
+ zgemm
193
+ zhemm
194
+ zher2k
195
+ zherk
196
+ zsymm
197
+ zsyr2k
198
+ zsyrk
199
+ ztrmm
200
+ ztrsm
201
+
202
+ """
203
+ #
204
+ # Author: Pearu Peterson, March 2002
205
+ # refactoring by Fabian Pedregosa, March 2010
206
+ #
207
+
208
+ __all__ = ['get_blas_funcs', 'find_best_blas_type']
209
+
210
+ import numpy as _np
211
+ import functools
212
+
213
+ from scipy.linalg import _fblas
214
+ try:
215
+ from scipy.linalg import _cblas
216
+ except ImportError:
217
+ _cblas = None
218
+
219
+ try:
220
+ from scipy.linalg import _fblas_64
221
+ HAS_ILP64 = True
222
+ except ImportError:
223
+ HAS_ILP64 = False
224
+ _fblas_64 = None
225
+
226
+ # Expose all functions (only fblas --- cblas is an implementation detail)
227
+ empty_module = None
228
+ from scipy.linalg._fblas import * # noqa: E402, F403
229
+ del empty_module
230
+
231
+ # all numeric dtypes '?bBhHiIlLqQefdgFDGO' that are safe to be converted to
232
+
233
+ # single precision float : '?bBhH!!!!!!ef!!!!!!'
234
+ # double precision float : '?bBhHiIlLqQefdg!!!!'
235
+ # single precision complex : '?bBhH!!!!!!ef!!F!!!'
236
+ # double precision complex : '?bBhHiIlLqQefdgFDG!'
237
+
238
+ _type_score = {x: 1 for x in '?bBhHef'}
239
+ _type_score.update({x: 2 for x in 'iIlLqQd'})
240
+
241
+ # Handle float128(g) and complex256(G) separately in case non-Windows systems.
242
+ # On Windows, the values will be rewritten to the same key with the same value.
243
+ _type_score.update({'F': 3, 'D': 4, 'g': 2, 'G': 4})
244
+
245
+ # Final mapping to the actual prefixes and dtypes
246
+ _type_conv = {1: ('s', _np.dtype('float32')),
247
+ 2: ('d', _np.dtype('float64')),
248
+ 3: ('c', _np.dtype('complex64')),
249
+ 4: ('z', _np.dtype('complex128'))}
250
+
251
+ # some convenience alias for complex functions
252
+ _blas_alias = {'cnrm2': 'scnrm2', 'znrm2': 'dznrm2',
253
+ 'cdot': 'cdotc', 'zdot': 'zdotc',
254
+ 'cger': 'cgerc', 'zger': 'zgerc',
255
+ 'sdotc': 'sdot', 'sdotu': 'sdot',
256
+ 'ddotc': 'ddot', 'ddotu': 'ddot'}
257
+
258
+
259
+ def find_best_blas_type(arrays=(), dtype=None):
260
+ """Find best-matching BLAS/LAPACK type.
261
+
262
+ Arrays are used to determine the optimal prefix of BLAS routines.
263
+
264
+ Parameters
265
+ ----------
266
+ arrays : sequence of ndarrays, optional
267
+ Arrays can be given to determine optimal prefix of BLAS
268
+ routines. If not given, double-precision routines will be
269
+ used, otherwise the most generic type in arrays will be used.
270
+ dtype : str or dtype, optional
271
+ Data-type specifier. Not used if `arrays` is non-empty.
272
+
273
+ Returns
274
+ -------
275
+ prefix : str
276
+ BLAS/LAPACK prefix character.
277
+ dtype : dtype
278
+ Inferred Numpy data type.
279
+ prefer_fortran : bool
280
+ Whether to prefer Fortran order routines over C order.
281
+
282
+ Examples
283
+ --------
284
+ >>> import numpy as np
285
+ >>> import scipy.linalg.blas as bla
286
+ >>> rng = np.random.default_rng()
287
+ >>> a = rng.random((10,15))
288
+ >>> b = np.asfortranarray(a) # Change the memory layout order
289
+ >>> bla.find_best_blas_type((a,))
290
+ ('d', dtype('float64'), False)
291
+ >>> bla.find_best_blas_type((a*1j,))
292
+ ('z', dtype('complex128'), False)
293
+ >>> bla.find_best_blas_type((b,))
294
+ ('d', dtype('float64'), True)
295
+
296
+ """
297
+ dtype = _np.dtype(dtype)
298
+ max_score = _type_score.get(dtype.char, 5)
299
+ prefer_fortran = False
300
+
301
+ if arrays:
302
+ # In most cases, single element is passed through, quicker route
303
+ if len(arrays) == 1:
304
+ max_score = _type_score.get(arrays[0].dtype.char, 5)
305
+ prefer_fortran = arrays[0].flags['FORTRAN']
306
+ else:
307
+ # use the most generic type in arrays
308
+ scores = [_type_score.get(x.dtype.char, 5) for x in arrays]
309
+ max_score = max(scores)
310
+ ind_max_score = scores.index(max_score)
311
+ # safe upcasting for mix of float64 and complex64 --> prefix 'z'
312
+ if max_score == 3 and (2 in scores):
313
+ max_score = 4
314
+
315
+ if arrays[ind_max_score].flags['FORTRAN']:
316
+ # prefer Fortran for leading array with column major order
317
+ prefer_fortran = True
318
+
319
+ # Get the LAPACK prefix and the corresponding dtype if not fall back
320
+ # to 'd' and double precision float.
321
+ prefix, dtype = _type_conv.get(max_score, ('d', _np.dtype('float64')))
322
+
323
+ return prefix, dtype, prefer_fortran
324
+
325
+
326
+ def _get_funcs(names, arrays, dtype,
327
+ lib_name, fmodule, cmodule,
328
+ fmodule_name, cmodule_name, alias,
329
+ ilp64=False):
330
+ """
331
+ Return available BLAS/LAPACK functions.
332
+
333
+ Used also in lapack.py. See get_blas_funcs for docstring.
334
+ """
335
+
336
+ funcs = []
337
+ unpack = False
338
+ dtype = _np.dtype(dtype)
339
+ module1 = (cmodule, cmodule_name)
340
+ module2 = (fmodule, fmodule_name)
341
+
342
+ if isinstance(names, str):
343
+ names = (names,)
344
+ unpack = True
345
+
346
+ prefix, dtype, prefer_fortran = find_best_blas_type(arrays, dtype)
347
+
348
+ if prefer_fortran:
349
+ module1, module2 = module2, module1
350
+
351
+ for name in names:
352
+ func_name = prefix + name
353
+ func_name = alias.get(func_name, func_name)
354
+ func = getattr(module1[0], func_name, None)
355
+ module_name = module1[1]
356
+ if func is None:
357
+ func = getattr(module2[0], func_name, None)
358
+ module_name = module2[1]
359
+ if func is None:
360
+ raise ValueError(
361
+ f'{lib_name} function {func_name} could not be found')
362
+ func.module_name, func.typecode = module_name, prefix
363
+ func.dtype = dtype
364
+ if not ilp64:
365
+ func.int_dtype = _np.dtype(_np.intc)
366
+ else:
367
+ func.int_dtype = _np.dtype(_np.int64)
368
+ func.prefix = prefix # Backward compatibility
369
+ funcs.append(func)
370
+
371
+ if unpack:
372
+ return funcs[0]
373
+ else:
374
+ return funcs
375
+
376
+
377
+ def _memoize_get_funcs(func):
378
+ """
379
+ Memoized fast path for _get_funcs instances
380
+ """
381
+ memo = {}
382
+ func.memo = memo
383
+
384
+ @functools.wraps(func)
385
+ def getter(names, arrays=(), dtype=None, ilp64=False):
386
+ key = (names, dtype, ilp64)
387
+ for array in arrays:
388
+ # cf. find_blas_funcs
389
+ key += (array.dtype.char, array.flags.fortran)
390
+
391
+ try:
392
+ value = memo.get(key)
393
+ except TypeError:
394
+ # unhashable key etc.
395
+ key = None
396
+ value = None
397
+
398
+ if value is not None:
399
+ return value
400
+
401
+ value = func(names, arrays, dtype, ilp64)
402
+
403
+ if key is not None:
404
+ memo[key] = value
405
+
406
+ return value
407
+
408
+ return getter
409
+
410
+
411
+ @_memoize_get_funcs
412
+ def get_blas_funcs(names, arrays=(), dtype=None, ilp64=False):
413
+ """Return available BLAS function objects from names.
414
+
415
+ Arrays are used to determine the optimal prefix of BLAS routines.
416
+
417
+ Parameters
418
+ ----------
419
+ names : str or sequence of str
420
+ Name(s) of BLAS functions without type prefix.
421
+
422
+ arrays : sequence of ndarrays, optional
423
+ Arrays can be given to determine optimal prefix of BLAS
424
+ routines. If not given, double-precision routines will be
425
+ used, otherwise the most generic type in arrays will be used.
426
+
427
+ dtype : str or dtype, optional
428
+ Data-type specifier. Not used if `arrays` is non-empty.
429
+
430
+ ilp64 : {True, False, 'preferred'}, optional
431
+ Whether to return ILP64 routine variant.
432
+ Choosing 'preferred' returns ILP64 routine if available,
433
+ and otherwise the 32-bit routine. Default: False
434
+
435
+ Returns
436
+ -------
437
+ funcs : list
438
+ List containing the found function(s).
439
+
440
+
441
+ Notes
442
+ -----
443
+ This routine automatically chooses between Fortran/C
444
+ interfaces. Fortran code is used whenever possible for arrays with
445
+ column major order. In all other cases, C code is preferred.
446
+
447
+ In BLAS, the naming convention is that all functions start with a
448
+ type prefix, which depends on the type of the principal
449
+ matrix. These can be one of {'s', 'd', 'c', 'z'} for the NumPy
450
+ types {float32, float64, complex64, complex128} respectively.
451
+ The code and the dtype are stored in attributes `typecode` and `dtype`
452
+ of the returned functions.
453
+
454
+ Examples
455
+ --------
456
+ >>> import numpy as np
457
+ >>> import scipy.linalg as LA
458
+ >>> rng = np.random.default_rng()
459
+ >>> a = rng.random((3,2))
460
+ >>> x_gemv = LA.get_blas_funcs('gemv', (a,))
461
+ >>> x_gemv.typecode
462
+ 'd'
463
+ >>> x_gemv = LA.get_blas_funcs('gemv',(a*1j,))
464
+ >>> x_gemv.typecode
465
+ 'z'
466
+
467
+ """
468
+ if isinstance(ilp64, str):
469
+ if ilp64 == 'preferred':
470
+ ilp64 = HAS_ILP64
471
+ else:
472
+ raise ValueError("Invalid value for 'ilp64'")
473
+
474
+ if not ilp64:
475
+ return _get_funcs(names, arrays, dtype,
476
+ "BLAS", _fblas, _cblas, "fblas", "cblas",
477
+ _blas_alias, ilp64=False)
478
+ else:
479
+ if not HAS_ILP64:
480
+ raise RuntimeError("BLAS ILP64 routine requested, but Scipy "
481
+ "compiled only with 32-bit BLAS")
482
+ return _get_funcs(names, arrays, dtype,
483
+ "BLAS", _fblas_64, None, "fblas_64", None,
484
+ _blas_alias, ilp64=True)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (349 kB). View file
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_lapack.cpython-310-x86_64-linux-gnu.so ADDED
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env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_lu.py ADDED
@@ -0,0 +1,21 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.linalg` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+
8
+ __all__ = [ # noqa: F822
9
+ 'lu', 'lu_solve', 'lu_factor',
10
+ 'asarray_chkfinite', 'LinAlgWarning', 'get_lapack_funcs',
11
+ ]
12
+
13
+
14
+ def __dir__():
15
+ return __all__
16
+
17
+
18
+ def __getattr__(name):
19
+ return _sub_module_deprecation(sub_package="linalg", module="decomp_lu",
20
+ private_modules=["_decomp_lu"], all=__all__,
21
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_svd.py ADDED
@@ -0,0 +1,21 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file is not meant for public use and will be removed in SciPy v2.0.0.
2
+ # Use the `scipy.linalg` namespace for importing the functions
3
+ # included below.
4
+
5
+ from scipy._lib.deprecation import _sub_module_deprecation
6
+
7
+
8
+ __all__ = [ # noqa: F822
9
+ 'svd', 'svdvals', 'diagsvd', 'orth', 'subspace_angles', 'null_space',
10
+ 'LinAlgError', 'get_lapack_funcs'
11
+ ]
12
+
13
+
14
+ def __dir__():
15
+ return __all__
16
+
17
+
18
+ def __getattr__(name):
19
+ return _sub_module_deprecation(sub_package="linalg", module="decomp_svd",
20
+ private_modules=["_decomp_svd"], all=__all__,
21
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/__init__.py ADDED
File without changes
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_blas.py ADDED
@@ -0,0 +1,1114 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ #
2
+ # Created by: Pearu Peterson, April 2002
3
+ #
4
+
5
+ import math
6
+ import pytest
7
+ import numpy as np
8
+ from numpy.testing import (assert_equal, assert_almost_equal, assert_,
9
+ assert_array_almost_equal, assert_allclose)
10
+ from pytest import raises as assert_raises
11
+
12
+ from numpy import float32, float64, complex64, complex128, arange, triu, \
13
+ tril, zeros, tril_indices, ones, mod, diag, append, eye, \
14
+ nonzero
15
+
16
+ from numpy.random import rand, seed
17
+ import scipy
18
+ from scipy.linalg import _fblas as fblas, get_blas_funcs, toeplitz, solve
19
+
20
+ try:
21
+ from scipy.linalg import _cblas as cblas
22
+ except ImportError:
23
+ cblas = None
24
+
25
+ REAL_DTYPES = [float32, float64]
26
+ COMPLEX_DTYPES = [complex64, complex128]
27
+ DTYPES = REAL_DTYPES + COMPLEX_DTYPES
28
+
29
+
30
+ def test_get_blas_funcs():
31
+ # check that it returns Fortran code for arrays that are
32
+ # fortran-ordered
33
+ f1, f2, f3 = get_blas_funcs(
34
+ ('axpy', 'axpy', 'axpy'),
35
+ (np.empty((2, 2), dtype=np.complex64, order='F'),
36
+ np.empty((2, 2), dtype=np.complex128, order='C'))
37
+ )
38
+
39
+ # get_blas_funcs will choose libraries depending on most generic
40
+ # array
41
+ assert_equal(f1.typecode, 'z')
42
+ assert_equal(f2.typecode, 'z')
43
+ if cblas is not None:
44
+ assert_equal(f1.module_name, 'cblas')
45
+ assert_equal(f2.module_name, 'cblas')
46
+
47
+ # check defaults.
48
+ f1 = get_blas_funcs('rotg')
49
+ assert_equal(f1.typecode, 'd')
50
+
51
+ # check also dtype interface
52
+ f1 = get_blas_funcs('gemm', dtype=np.complex64)
53
+ assert_equal(f1.typecode, 'c')
54
+ f1 = get_blas_funcs('gemm', dtype='F')
55
+ assert_equal(f1.typecode, 'c')
56
+
57
+ # extended precision complex
58
+ f1 = get_blas_funcs('gemm', dtype=np.clongdouble)
59
+ assert_equal(f1.typecode, 'z')
60
+
61
+ # check safe complex upcasting
62
+ f1 = get_blas_funcs('axpy',
63
+ (np.empty((2, 2), dtype=np.float64),
64
+ np.empty((2, 2), dtype=np.complex64))
65
+ )
66
+ assert_equal(f1.typecode, 'z')
67
+
68
+
69
+ def test_get_blas_funcs_alias():
70
+ # check alias for get_blas_funcs
71
+ f, g = get_blas_funcs(('nrm2', 'dot'), dtype=np.complex64)
72
+ assert f.typecode == 'c'
73
+ assert g.typecode == 'c'
74
+
75
+ f, g, h = get_blas_funcs(('dot', 'dotc', 'dotu'), dtype=np.float64)
76
+ assert f is g
77
+ assert f is h
78
+
79
+
80
+ class TestCBLAS1Simple:
81
+
82
+ def test_axpy(self):
83
+ for p in 'sd':
84
+ f = getattr(cblas, p+'axpy', None)
85
+ if f is None:
86
+ continue
87
+ assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
88
+ [7, 9, 18])
89
+ for p in 'cz':
90
+ f = getattr(cblas, p+'axpy', None)
91
+ if f is None:
92
+ continue
93
+ assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
94
+ [7, 10j-1, 18])
95
+
96
+
97
+ class TestFBLAS1Simple:
98
+
99
+ def test_axpy(self):
100
+ for p in 'sd':
101
+ f = getattr(fblas, p+'axpy', None)
102
+ if f is None:
103
+ continue
104
+ assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
105
+ [7, 9, 18])
106
+ for p in 'cz':
107
+ f = getattr(fblas, p+'axpy', None)
108
+ if f is None:
109
+ continue
110
+ assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
111
+ [7, 10j-1, 18])
112
+
113
+ def test_copy(self):
114
+ for p in 'sd':
115
+ f = getattr(fblas, p+'copy', None)
116
+ if f is None:
117
+ continue
118
+ assert_array_almost_equal(f([3, 4, 5], [8]*3), [3, 4, 5])
119
+ for p in 'cz':
120
+ f = getattr(fblas, p+'copy', None)
121
+ if f is None:
122
+ continue
123
+ assert_array_almost_equal(f([3, 4j, 5+3j], [8]*3), [3, 4j, 5+3j])
124
+
125
+ def test_asum(self):
126
+ for p in 'sd':
127
+ f = getattr(fblas, p+'asum', None)
128
+ if f is None:
129
+ continue
130
+ assert_almost_equal(f([3, -4, 5]), 12)
131
+ for p in ['sc', 'dz']:
132
+ f = getattr(fblas, p+'asum', None)
133
+ if f is None:
134
+ continue
135
+ assert_almost_equal(f([3j, -4, 3-4j]), 14)
136
+
137
+ def test_dot(self):
138
+ for p in 'sd':
139
+ f = getattr(fblas, p+'dot', None)
140
+ if f is None:
141
+ continue
142
+ assert_almost_equal(f([3, -4, 5], [2, 5, 1]), -9)
143
+
144
+ def test_complex_dotu(self):
145
+ for p in 'cz':
146
+ f = getattr(fblas, p+'dotu', None)
147
+ if f is None:
148
+ continue
149
+ assert_almost_equal(f([3j, -4, 3-4j], [2, 3, 1]), -9+2j)
150
+
151
+ def test_complex_dotc(self):
152
+ for p in 'cz':
153
+ f = getattr(fblas, p+'dotc', None)
154
+ if f is None:
155
+ continue
156
+ assert_almost_equal(f([3j, -4, 3-4j], [2, 3j, 1]), 3-14j)
157
+
158
+ def test_nrm2(self):
159
+ for p in 'sd':
160
+ f = getattr(fblas, p+'nrm2', None)
161
+ if f is None:
162
+ continue
163
+ assert_almost_equal(f([3, -4, 5]), math.sqrt(50))
164
+ for p in ['c', 'z', 'sc', 'dz']:
165
+ f = getattr(fblas, p+'nrm2', None)
166
+ if f is None:
167
+ continue
168
+ assert_almost_equal(f([3j, -4, 3-4j]), math.sqrt(50))
169
+
170
+ def test_scal(self):
171
+ for p in 'sd':
172
+ f = getattr(fblas, p+'scal', None)
173
+ if f is None:
174
+ continue
175
+ assert_array_almost_equal(f(2, [3, -4, 5]), [6, -8, 10])
176
+ for p in 'cz':
177
+ f = getattr(fblas, p+'scal', None)
178
+ if f is None:
179
+ continue
180
+ assert_array_almost_equal(f(3j, [3j, -4, 3-4j]), [-9, -12j, 12+9j])
181
+ for p in ['cs', 'zd']:
182
+ f = getattr(fblas, p+'scal', None)
183
+ if f is None:
184
+ continue
185
+ assert_array_almost_equal(f(3, [3j, -4, 3-4j]), [9j, -12, 9-12j])
186
+
187
+ def test_swap(self):
188
+ for p in 'sd':
189
+ f = getattr(fblas, p+'swap', None)
190
+ if f is None:
191
+ continue
192
+ x, y = [2, 3, 1], [-2, 3, 7]
193
+ x1, y1 = f(x, y)
194
+ assert_array_almost_equal(x1, y)
195
+ assert_array_almost_equal(y1, x)
196
+ for p in 'cz':
197
+ f = getattr(fblas, p+'swap', None)
198
+ if f is None:
199
+ continue
200
+ x, y = [2, 3j, 1], [-2, 3, 7-3j]
201
+ x1, y1 = f(x, y)
202
+ assert_array_almost_equal(x1, y)
203
+ assert_array_almost_equal(y1, x)
204
+
205
+ def test_amax(self):
206
+ for p in 'sd':
207
+ f = getattr(fblas, 'i'+p+'amax')
208
+ assert_equal(f([-2, 4, 3]), 1)
209
+ for p in 'cz':
210
+ f = getattr(fblas, 'i'+p+'amax')
211
+ assert_equal(f([-5, 4+3j, 6]), 1)
212
+ # XXX: need tests for rot,rotm,rotg,rotmg
213
+
214
+
215
+ class TestFBLAS2Simple:
216
+
217
+ def test_gemv(self):
218
+ for p in 'sd':
219
+ f = getattr(fblas, p+'gemv', None)
220
+ if f is None:
221
+ continue
222
+ assert_array_almost_equal(f(3, [[3]], [-4]), [-36])
223
+ assert_array_almost_equal(f(3, [[3]], [-4], 3, [5]), [-21])
224
+ for p in 'cz':
225
+ f = getattr(fblas, p+'gemv', None)
226
+ if f is None:
227
+ continue
228
+ assert_array_almost_equal(f(3j, [[3-4j]], [-4]), [-48-36j])
229
+ assert_array_almost_equal(f(3j, [[3-4j]], [-4], 3, [5j]),
230
+ [-48-21j])
231
+
232
+ def test_ger(self):
233
+
234
+ for p in 'sd':
235
+ f = getattr(fblas, p+'ger', None)
236
+ if f is None:
237
+ continue
238
+ assert_array_almost_equal(f(1, [1, 2], [3, 4]), [[3, 4], [6, 8]])
239
+ assert_array_almost_equal(f(2, [1, 2, 3], [3, 4]),
240
+ [[6, 8], [12, 16], [18, 24]])
241
+
242
+ assert_array_almost_equal(f(1, [1, 2], [3, 4],
243
+ a=[[1, 2], [3, 4]]), [[4, 6], [9, 12]])
244
+
245
+ for p in 'cz':
246
+ f = getattr(fblas, p+'geru', None)
247
+ if f is None:
248
+ continue
249
+ assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
250
+ [[3j, 4j], [6, 8]])
251
+ assert_array_almost_equal(f(-2, [1j, 2j, 3j], [3j, 4j]),
252
+ [[6, 8], [12, 16], [18, 24]])
253
+
254
+ for p in 'cz':
255
+ for name in ('ger', 'gerc'):
256
+ f = getattr(fblas, p+name, None)
257
+ if f is None:
258
+ continue
259
+ assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
260
+ [[3j, 4j], [6, 8]])
261
+ assert_array_almost_equal(f(2, [1j, 2j, 3j], [3j, 4j]),
262
+ [[6, 8], [12, 16], [18, 24]])
263
+
264
+ def test_syr_her(self):
265
+ x = np.arange(1, 5, dtype='d')
266
+ resx = np.triu(x[:, np.newaxis] * x)
267
+ resx_reverse = np.triu(x[::-1, np.newaxis] * x[::-1])
268
+
269
+ y = np.linspace(0, 8.5, 17, endpoint=False)
270
+
271
+ z = np.arange(1, 9, dtype='d').view('D')
272
+ resz = np.triu(z[:, np.newaxis] * z)
273
+ resz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1])
274
+ rehz = np.triu(z[:, np.newaxis] * z.conj())
275
+ rehz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1].conj())
276
+
277
+ w = np.c_[np.zeros(4), z, np.zeros(4)].ravel()
278
+
279
+ for p, rtol in zip('sd', [1e-7, 1e-14]):
280
+ f = getattr(fblas, p+'syr', None)
281
+ if f is None:
282
+ continue
283
+ assert_allclose(f(1.0, x), resx, rtol=rtol)
284
+ assert_allclose(f(1.0, x, lower=True), resx.T, rtol=rtol)
285
+ assert_allclose(f(1.0, y, incx=2, offx=2, n=4), resx, rtol=rtol)
286
+ # negative increments imply reversed vectors in blas
287
+ assert_allclose(f(1.0, y, incx=-2, offx=2, n=4),
288
+ resx_reverse, rtol=rtol)
289
+
290
+ a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
291
+ b = f(1.0, x, a=a, overwrite_a=True)
292
+ assert_allclose(a, resx, rtol=rtol)
293
+
294
+ b = f(2.0, x, a=a)
295
+ assert_(a is not b)
296
+ assert_allclose(b, 3*resx, rtol=rtol)
297
+
298
+ assert_raises(Exception, f, 1.0, x, incx=0)
299
+ assert_raises(Exception, f, 1.0, x, offx=5)
300
+ assert_raises(Exception, f, 1.0, x, offx=-2)
301
+ assert_raises(Exception, f, 1.0, x, n=-2)
302
+ assert_raises(Exception, f, 1.0, x, n=5)
303
+ assert_raises(Exception, f, 1.0, x, lower=2)
304
+ assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
305
+
306
+ for p, rtol in zip('cz', [1e-7, 1e-14]):
307
+ f = getattr(fblas, p+'syr', None)
308
+ if f is None:
309
+ continue
310
+ assert_allclose(f(1.0, z), resz, rtol=rtol)
311
+ assert_allclose(f(1.0, z, lower=True), resz.T, rtol=rtol)
312
+ assert_allclose(f(1.0, w, incx=3, offx=1, n=4), resz, rtol=rtol)
313
+ # negative increments imply reversed vectors in blas
314
+ assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
315
+ resz_reverse, rtol=rtol)
316
+
317
+ a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
318
+ b = f(1.0, z, a=a, overwrite_a=True)
319
+ assert_allclose(a, resz, rtol=rtol)
320
+
321
+ b = f(2.0, z, a=a)
322
+ assert_(a is not b)
323
+ assert_allclose(b, 3*resz, rtol=rtol)
324
+
325
+ assert_raises(Exception, f, 1.0, x, incx=0)
326
+ assert_raises(Exception, f, 1.0, x, offx=5)
327
+ assert_raises(Exception, f, 1.0, x, offx=-2)
328
+ assert_raises(Exception, f, 1.0, x, n=-2)
329
+ assert_raises(Exception, f, 1.0, x, n=5)
330
+ assert_raises(Exception, f, 1.0, x, lower=2)
331
+ assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
332
+
333
+ for p, rtol in zip('cz', [1e-7, 1e-14]):
334
+ f = getattr(fblas, p+'her', None)
335
+ if f is None:
336
+ continue
337
+ assert_allclose(f(1.0, z), rehz, rtol=rtol)
338
+ assert_allclose(f(1.0, z, lower=True), rehz.T.conj(), rtol=rtol)
339
+ assert_allclose(f(1.0, w, incx=3, offx=1, n=4), rehz, rtol=rtol)
340
+ # negative increments imply reversed vectors in blas
341
+ assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
342
+ rehz_reverse, rtol=rtol)
343
+
344
+ a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
345
+ b = f(1.0, z, a=a, overwrite_a=True)
346
+ assert_allclose(a, rehz, rtol=rtol)
347
+
348
+ b = f(2.0, z, a=a)
349
+ assert_(a is not b)
350
+ assert_allclose(b, 3*rehz, rtol=rtol)
351
+
352
+ assert_raises(Exception, f, 1.0, x, incx=0)
353
+ assert_raises(Exception, f, 1.0, x, offx=5)
354
+ assert_raises(Exception, f, 1.0, x, offx=-2)
355
+ assert_raises(Exception, f, 1.0, x, n=-2)
356
+ assert_raises(Exception, f, 1.0, x, n=5)
357
+ assert_raises(Exception, f, 1.0, x, lower=2)
358
+ assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
359
+
360
+ def test_syr2(self):
361
+ x = np.arange(1, 5, dtype='d')
362
+ y = np.arange(5, 9, dtype='d')
363
+ resxy = np.triu(x[:, np.newaxis] * y + y[:, np.newaxis] * x)
364
+ resxy_reverse = np.triu(x[::-1, np.newaxis] * y[::-1]
365
+ + y[::-1, np.newaxis] * x[::-1])
366
+
367
+ q = np.linspace(0, 8.5, 17, endpoint=False)
368
+
369
+ for p, rtol in zip('sd', [1e-7, 1e-14]):
370
+ f = getattr(fblas, p+'syr2', None)
371
+ if f is None:
372
+ continue
373
+ assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
374
+ assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
375
+ assert_allclose(f(1.0, x, y, lower=True), resxy.T, rtol=rtol)
376
+
377
+ assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10),
378
+ resxy, rtol=rtol)
379
+ assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10, n=3),
380
+ resxy[:3, :3], rtol=rtol)
381
+ # negative increments imply reversed vectors in blas
382
+ assert_allclose(f(1.0, q, q, incx=-2, offx=2, incy=-2, offy=10),
383
+ resxy_reverse, rtol=rtol)
384
+
385
+ a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
386
+ b = f(1.0, x, y, a=a, overwrite_a=True)
387
+ assert_allclose(a, resxy, rtol=rtol)
388
+
389
+ b = f(2.0, x, y, a=a)
390
+ assert_(a is not b)
391
+ assert_allclose(b, 3*resxy, rtol=rtol)
392
+
393
+ assert_raises(Exception, f, 1.0, x, y, incx=0)
394
+ assert_raises(Exception, f, 1.0, x, y, offx=5)
395
+ assert_raises(Exception, f, 1.0, x, y, offx=-2)
396
+ assert_raises(Exception, f, 1.0, x, y, incy=0)
397
+ assert_raises(Exception, f, 1.0, x, y, offy=5)
398
+ assert_raises(Exception, f, 1.0, x, y, offy=-2)
399
+ assert_raises(Exception, f, 1.0, x, y, n=-2)
400
+ assert_raises(Exception, f, 1.0, x, y, n=5)
401
+ assert_raises(Exception, f, 1.0, x, y, lower=2)
402
+ assert_raises(Exception, f, 1.0, x, y,
403
+ a=np.zeros((2, 2), 'd', 'F'))
404
+
405
+ def test_her2(self):
406
+ x = np.arange(1, 9, dtype='d').view('D')
407
+ y = np.arange(9, 17, dtype='d').view('D')
408
+ resxy = x[:, np.newaxis] * y.conj() + y[:, np.newaxis] * x.conj()
409
+ resxy = np.triu(resxy)
410
+
411
+ resxy_reverse = x[::-1, np.newaxis] * y[::-1].conj()
412
+ resxy_reverse += y[::-1, np.newaxis] * x[::-1].conj()
413
+ resxy_reverse = np.triu(resxy_reverse)
414
+
415
+ u = np.c_[np.zeros(4), x, np.zeros(4)].ravel()
416
+ v = np.c_[np.zeros(4), y, np.zeros(4)].ravel()
417
+
418
+ for p, rtol in zip('cz', [1e-7, 1e-14]):
419
+ f = getattr(fblas, p+'her2', None)
420
+ if f is None:
421
+ continue
422
+ assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
423
+ assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
424
+ assert_allclose(f(1.0, x, y, lower=True), resxy.T.conj(),
425
+ rtol=rtol)
426
+
427
+ assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1),
428
+ resxy, rtol=rtol)
429
+ assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1, n=3),
430
+ resxy[:3, :3], rtol=rtol)
431
+ # negative increments imply reversed vectors in blas
432
+ assert_allclose(f(1.0, u, v, incx=-3, offx=1, incy=-3, offy=1),
433
+ resxy_reverse, rtol=rtol)
434
+
435
+ a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
436
+ b = f(1.0, x, y, a=a, overwrite_a=True)
437
+ assert_allclose(a, resxy, rtol=rtol)
438
+
439
+ b = f(2.0, x, y, a=a)
440
+ assert_(a is not b)
441
+ assert_allclose(b, 3*resxy, rtol=rtol)
442
+
443
+ assert_raises(Exception, f, 1.0, x, y, incx=0)
444
+ assert_raises(Exception, f, 1.0, x, y, offx=5)
445
+ assert_raises(Exception, f, 1.0, x, y, offx=-2)
446
+ assert_raises(Exception, f, 1.0, x, y, incy=0)
447
+ assert_raises(Exception, f, 1.0, x, y, offy=5)
448
+ assert_raises(Exception, f, 1.0, x, y, offy=-2)
449
+ assert_raises(Exception, f, 1.0, x, y, n=-2)
450
+ assert_raises(Exception, f, 1.0, x, y, n=5)
451
+ assert_raises(Exception, f, 1.0, x, y, lower=2)
452
+ assert_raises(Exception, f, 1.0, x, y,
453
+ a=np.zeros((2, 2), 'd', 'F'))
454
+
455
+ def test_gbmv(self):
456
+ seed(1234)
457
+ for ind, dtype in enumerate(DTYPES):
458
+ n = 7
459
+ m = 5
460
+ kl = 1
461
+ ku = 2
462
+ # fake a banded matrix via toeplitz
463
+ A = toeplitz(append(rand(kl+1), zeros(m-kl-1)),
464
+ append(rand(ku+1), zeros(n-ku-1)))
465
+ A = A.astype(dtype)
466
+ Ab = zeros((kl+ku+1, n), dtype=dtype)
467
+
468
+ # Form the banded storage
469
+ Ab[2, :5] = A[0, 0] # diag
470
+ Ab[1, 1:6] = A[0, 1] # sup1
471
+ Ab[0, 2:7] = A[0, 2] # sup2
472
+ Ab[3, :4] = A[1, 0] # sub1
473
+
474
+ x = rand(n).astype(dtype)
475
+ y = rand(m).astype(dtype)
476
+ alpha, beta = dtype(3), dtype(-5)
477
+
478
+ func, = get_blas_funcs(('gbmv',), dtype=dtype)
479
+ y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab,
480
+ x=x, y=y, beta=beta)
481
+ y2 = alpha * A.dot(x) + beta * y
482
+ assert_array_almost_equal(y1, y2)
483
+
484
+ y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab,
485
+ x=y, y=x, beta=beta, trans=1)
486
+ y2 = alpha * A.T.dot(y) + beta * x
487
+ assert_array_almost_equal(y1, y2)
488
+
489
+ def test_sbmv_hbmv(self):
490
+ seed(1234)
491
+ for ind, dtype in enumerate(DTYPES):
492
+ n = 6
493
+ k = 2
494
+ A = zeros((n, n), dtype=dtype)
495
+ Ab = zeros((k+1, n), dtype=dtype)
496
+
497
+ # Form the array and its packed banded storage
498
+ A[arange(n), arange(n)] = rand(n)
499
+ for ind2 in range(1, k+1):
500
+ temp = rand(n-ind2)
501
+ A[arange(n-ind2), arange(ind2, n)] = temp
502
+ Ab[-1-ind2, ind2:] = temp
503
+ A = A.astype(dtype)
504
+ A = A + A.T if ind < 2 else A + A.conj().T
505
+ Ab[-1, :] = diag(A)
506
+ x = rand(n).astype(dtype)
507
+ y = rand(n).astype(dtype)
508
+ alpha, beta = dtype(1.25), dtype(3)
509
+
510
+ if ind > 1:
511
+ func, = get_blas_funcs(('hbmv',), dtype=dtype)
512
+ else:
513
+ func, = get_blas_funcs(('sbmv',), dtype=dtype)
514
+ y1 = func(k=k, alpha=alpha, a=Ab, x=x, y=y, beta=beta)
515
+ y2 = alpha * A.dot(x) + beta * y
516
+ assert_array_almost_equal(y1, y2)
517
+
518
+ def test_spmv_hpmv(self):
519
+ seed(1234)
520
+ for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
521
+ n = 3
522
+ A = rand(n, n).astype(dtype)
523
+ if ind > 1:
524
+ A += rand(n, n)*1j
525
+ A = A.astype(dtype)
526
+ A = A + A.T if ind < 4 else A + A.conj().T
527
+ c, r = tril_indices(n)
528
+ Ap = A[r, c]
529
+ x = rand(n).astype(dtype)
530
+ y = rand(n).astype(dtype)
531
+ xlong = arange(2*n).astype(dtype)
532
+ ylong = ones(2*n).astype(dtype)
533
+ alpha, beta = dtype(1.25), dtype(2)
534
+
535
+ if ind > 3:
536
+ func, = get_blas_funcs(('hpmv',), dtype=dtype)
537
+ else:
538
+ func, = get_blas_funcs(('spmv',), dtype=dtype)
539
+ y1 = func(n=n, alpha=alpha, ap=Ap, x=x, y=y, beta=beta)
540
+ y2 = alpha * A.dot(x) + beta * y
541
+ assert_array_almost_equal(y1, y2)
542
+
543
+ # Test inc and offsets
544
+ y1 = func(n=n-1, alpha=alpha, beta=beta, x=xlong, y=ylong, ap=Ap,
545
+ incx=2, incy=2, offx=n, offy=n)
546
+ y2 = (alpha * A[:-1, :-1]).dot(xlong[3::2]) + beta * ylong[3::2]
547
+ assert_array_almost_equal(y1[3::2], y2)
548
+ assert_almost_equal(y1[4], ylong[4])
549
+
550
+ def test_spr_hpr(self):
551
+ seed(1234)
552
+ for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
553
+ n = 3
554
+ A = rand(n, n).astype(dtype)
555
+ if ind > 1:
556
+ A += rand(n, n)*1j
557
+ A = A.astype(dtype)
558
+ A = A + A.T if ind < 4 else A + A.conj().T
559
+ c, r = tril_indices(n)
560
+ Ap = A[r, c]
561
+ x = rand(n).astype(dtype)
562
+ alpha = (DTYPES+COMPLEX_DTYPES)[mod(ind, 4)](2.5)
563
+
564
+ if ind > 3:
565
+ func, = get_blas_funcs(('hpr',), dtype=dtype)
566
+ y2 = alpha * x[:, None].dot(x[None, :].conj()) + A
567
+ else:
568
+ func, = get_blas_funcs(('spr',), dtype=dtype)
569
+ y2 = alpha * x[:, None].dot(x[None, :]) + A
570
+
571
+ y1 = func(n=n, alpha=alpha, ap=Ap, x=x)
572
+ y1f = zeros((3, 3), dtype=dtype)
573
+ y1f[r, c] = y1
574
+ y1f[c, r] = y1.conj() if ind > 3 else y1
575
+ assert_array_almost_equal(y1f, y2)
576
+
577
+ def test_spr2_hpr2(self):
578
+ seed(1234)
579
+ for ind, dtype in enumerate(DTYPES):
580
+ n = 3
581
+ A = rand(n, n).astype(dtype)
582
+ if ind > 1:
583
+ A += rand(n, n)*1j
584
+ A = A.astype(dtype)
585
+ A = A + A.T if ind < 2 else A + A.conj().T
586
+ c, r = tril_indices(n)
587
+ Ap = A[r, c]
588
+ x = rand(n).astype(dtype)
589
+ y = rand(n).astype(dtype)
590
+ alpha = dtype(2)
591
+
592
+ if ind > 1:
593
+ func, = get_blas_funcs(('hpr2',), dtype=dtype)
594
+ else:
595
+ func, = get_blas_funcs(('spr2',), dtype=dtype)
596
+
597
+ u = alpha.conj() * x[:, None].dot(y[None, :].conj())
598
+ y2 = A + u + u.conj().T
599
+ y1 = func(n=n, alpha=alpha, x=x, y=y, ap=Ap)
600
+ y1f = zeros((3, 3), dtype=dtype)
601
+ y1f[r, c] = y1
602
+ y1f[[1, 2, 2], [0, 0, 1]] = y1[[1, 3, 4]].conj()
603
+ assert_array_almost_equal(y1f, y2)
604
+
605
+ def test_tbmv(self):
606
+ seed(1234)
607
+ for ind, dtype in enumerate(DTYPES):
608
+ n = 10
609
+ k = 3
610
+ x = rand(n).astype(dtype)
611
+ A = zeros((n, n), dtype=dtype)
612
+ # Banded upper triangular array
613
+ for sup in range(k+1):
614
+ A[arange(n-sup), arange(sup, n)] = rand(n-sup)
615
+
616
+ # Add complex parts for c,z
617
+ if ind > 1:
618
+ A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
619
+
620
+ # Form the banded storage
621
+ Ab = zeros((k+1, n), dtype=dtype)
622
+ for row in range(k+1):
623
+ Ab[-row-1, row:] = diag(A, k=row)
624
+ func, = get_blas_funcs(('tbmv',), dtype=dtype)
625
+
626
+ y1 = func(k=k, a=Ab, x=x)
627
+ y2 = A.dot(x)
628
+ assert_array_almost_equal(y1, y2)
629
+
630
+ y1 = func(k=k, a=Ab, x=x, diag=1)
631
+ A[arange(n), arange(n)] = dtype(1)
632
+ y2 = A.dot(x)
633
+ assert_array_almost_equal(y1, y2)
634
+
635
+ y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
636
+ y2 = A.T.dot(x)
637
+ assert_array_almost_equal(y1, y2)
638
+
639
+ y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
640
+ y2 = A.conj().T.dot(x)
641
+ assert_array_almost_equal(y1, y2)
642
+
643
+ def test_tbsv(self):
644
+ seed(1234)
645
+ for ind, dtype in enumerate(DTYPES):
646
+ n = 6
647
+ k = 3
648
+ x = rand(n).astype(dtype)
649
+ A = zeros((n, n), dtype=dtype)
650
+ # Banded upper triangular array
651
+ for sup in range(k+1):
652
+ A[arange(n-sup), arange(sup, n)] = rand(n-sup)
653
+
654
+ # Add complex parts for c,z
655
+ if ind > 1:
656
+ A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
657
+
658
+ # Form the banded storage
659
+ Ab = zeros((k+1, n), dtype=dtype)
660
+ for row in range(k+1):
661
+ Ab[-row-1, row:] = diag(A, k=row)
662
+ func, = get_blas_funcs(('tbsv',), dtype=dtype)
663
+
664
+ y1 = func(k=k, a=Ab, x=x)
665
+ y2 = solve(A, x)
666
+ assert_array_almost_equal(y1, y2)
667
+
668
+ y1 = func(k=k, a=Ab, x=x, diag=1)
669
+ A[arange(n), arange(n)] = dtype(1)
670
+ y2 = solve(A, x)
671
+ assert_array_almost_equal(y1, y2)
672
+
673
+ y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
674
+ y2 = solve(A.T, x)
675
+ assert_array_almost_equal(y1, y2)
676
+
677
+ y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
678
+ y2 = solve(A.conj().T, x)
679
+ assert_array_almost_equal(y1, y2)
680
+
681
+ def test_tpmv(self):
682
+ seed(1234)
683
+ for ind, dtype in enumerate(DTYPES):
684
+ n = 10
685
+ x = rand(n).astype(dtype)
686
+ # Upper triangular array
687
+ A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
688
+ # Form the packed storage
689
+ c, r = tril_indices(n)
690
+ Ap = A[r, c]
691
+ func, = get_blas_funcs(('tpmv',), dtype=dtype)
692
+
693
+ y1 = func(n=n, ap=Ap, x=x)
694
+ y2 = A.dot(x)
695
+ assert_array_almost_equal(y1, y2)
696
+
697
+ y1 = func(n=n, ap=Ap, x=x, diag=1)
698
+ A[arange(n), arange(n)] = dtype(1)
699
+ y2 = A.dot(x)
700
+ assert_array_almost_equal(y1, y2)
701
+
702
+ y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
703
+ y2 = A.T.dot(x)
704
+ assert_array_almost_equal(y1, y2)
705
+
706
+ y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
707
+ y2 = A.conj().T.dot(x)
708
+ assert_array_almost_equal(y1, y2)
709
+
710
+ def test_tpsv(self):
711
+ seed(1234)
712
+ for ind, dtype in enumerate(DTYPES):
713
+ n = 10
714
+ x = rand(n).astype(dtype)
715
+ # Upper triangular array
716
+ A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
717
+ A += eye(n)
718
+ # Form the packed storage
719
+ c, r = tril_indices(n)
720
+ Ap = A[r, c]
721
+ func, = get_blas_funcs(('tpsv',), dtype=dtype)
722
+
723
+ y1 = func(n=n, ap=Ap, x=x)
724
+ y2 = solve(A, x)
725
+ assert_array_almost_equal(y1, y2)
726
+
727
+ y1 = func(n=n, ap=Ap, x=x, diag=1)
728
+ A[arange(n), arange(n)] = dtype(1)
729
+ y2 = solve(A, x)
730
+ assert_array_almost_equal(y1, y2)
731
+
732
+ y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
733
+ y2 = solve(A.T, x)
734
+ assert_array_almost_equal(y1, y2)
735
+
736
+ y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
737
+ y2 = solve(A.conj().T, x)
738
+ assert_array_almost_equal(y1, y2)
739
+
740
+ def test_trmv(self):
741
+ seed(1234)
742
+ for ind, dtype in enumerate(DTYPES):
743
+ n = 3
744
+ A = (rand(n, n)+eye(n)).astype(dtype)
745
+ x = rand(3).astype(dtype)
746
+ func, = get_blas_funcs(('trmv',), dtype=dtype)
747
+
748
+ y1 = func(a=A, x=x)
749
+ y2 = triu(A).dot(x)
750
+ assert_array_almost_equal(y1, y2)
751
+
752
+ y1 = func(a=A, x=x, diag=1)
753
+ A[arange(n), arange(n)] = dtype(1)
754
+ y2 = triu(A).dot(x)
755
+ assert_array_almost_equal(y1, y2)
756
+
757
+ y1 = func(a=A, x=x, diag=1, trans=1)
758
+ y2 = triu(A).T.dot(x)
759
+ assert_array_almost_equal(y1, y2)
760
+
761
+ y1 = func(a=A, x=x, diag=1, trans=2)
762
+ y2 = triu(A).conj().T.dot(x)
763
+ assert_array_almost_equal(y1, y2)
764
+
765
+ def test_trsv(self):
766
+ seed(1234)
767
+ for ind, dtype in enumerate(DTYPES):
768
+ n = 15
769
+ A = (rand(n, n)+eye(n)).astype(dtype)
770
+ x = rand(n).astype(dtype)
771
+ func, = get_blas_funcs(('trsv',), dtype=dtype)
772
+
773
+ y1 = func(a=A, x=x)
774
+ y2 = solve(triu(A), x)
775
+ assert_array_almost_equal(y1, y2)
776
+
777
+ y1 = func(a=A, x=x, lower=1)
778
+ y2 = solve(tril(A), x)
779
+ assert_array_almost_equal(y1, y2)
780
+
781
+ y1 = func(a=A, x=x, diag=1)
782
+ A[arange(n), arange(n)] = dtype(1)
783
+ y2 = solve(triu(A), x)
784
+ assert_array_almost_equal(y1, y2)
785
+
786
+ y1 = func(a=A, x=x, diag=1, trans=1)
787
+ y2 = solve(triu(A).T, x)
788
+ assert_array_almost_equal(y1, y2)
789
+
790
+ y1 = func(a=A, x=x, diag=1, trans=2)
791
+ y2 = solve(triu(A).conj().T, x)
792
+ assert_array_almost_equal(y1, y2)
793
+
794
+
795
+ class TestFBLAS3Simple:
796
+
797
+ def test_gemm(self):
798
+ for p in 'sd':
799
+ f = getattr(fblas, p+'gemm', None)
800
+ if f is None:
801
+ continue
802
+ assert_array_almost_equal(f(3, [3], [-4]), [[-36]])
803
+ assert_array_almost_equal(f(3, [3], [-4], 3, [5]), [-21])
804
+ for p in 'cz':
805
+ f = getattr(fblas, p+'gemm', None)
806
+ if f is None:
807
+ continue
808
+ assert_array_almost_equal(f(3j, [3-4j], [-4]), [[-48-36j]])
809
+ assert_array_almost_equal(f(3j, [3-4j], [-4], 3, [5j]), [-48-21j])
810
+
811
+
812
+ def _get_func(func, ps='sdzc'):
813
+ """Just a helper: return a specified BLAS function w/typecode."""
814
+ for p in ps:
815
+ f = getattr(fblas, p+func, None)
816
+ if f is None:
817
+ continue
818
+ yield f
819
+
820
+
821
+ class TestBLAS3Symm:
822
+
823
+ def setup_method(self):
824
+ self.a = np.array([[1., 2.],
825
+ [0., 1.]])
826
+ self.b = np.array([[1., 0., 3.],
827
+ [0., -1., 2.]])
828
+ self.c = np.ones((2, 3))
829
+ self.t = np.array([[2., -1., 8.],
830
+ [3., 0., 9.]])
831
+
832
+ def test_symm(self):
833
+ for f in _get_func('symm'):
834
+ res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
835
+ assert_array_almost_equal(res, self.t)
836
+
837
+ res = f(a=self.a.T, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
838
+ assert_array_almost_equal(res, self.t)
839
+
840
+ res = f(a=self.a, b=self.b.T, side=1, c=self.c.T,
841
+ alpha=1., beta=1.)
842
+ assert_array_almost_equal(res, self.t.T)
843
+
844
+ def test_summ_wrong_side(self):
845
+ f = getattr(fblas, 'dsymm', None)
846
+ if f is not None:
847
+ assert_raises(Exception, f, **{'a': self.a, 'b': self.b,
848
+ 'alpha': 1, 'side': 1})
849
+ # `side=1` means C <- B*A, hence shapes of A and B are to be
850
+ # compatible. Otherwise, f2py exception is raised
851
+
852
+ def test_symm_wrong_uplo(self):
853
+ """SYMM only considers the upper/lower part of A. Hence setting
854
+ wrong value for `lower` (default is lower=0, meaning upper triangle)
855
+ gives a wrong result.
856
+ """
857
+ f = getattr(fblas, 'dsymm', None)
858
+ if f is not None:
859
+ res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
860
+ assert np.allclose(res, self.t)
861
+
862
+ res = f(a=self.a, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
863
+ assert not np.allclose(res, self.t)
864
+
865
+
866
+ class TestBLAS3Syrk:
867
+ def setup_method(self):
868
+ self.a = np.array([[1., 0.],
869
+ [0., -2.],
870
+ [2., 3.]])
871
+ self.t = np.array([[1., 0., 2.],
872
+ [0., 4., -6.],
873
+ [2., -6., 13.]])
874
+ self.tt = np.array([[5., 6.],
875
+ [6., 13.]])
876
+
877
+ def test_syrk(self):
878
+ for f in _get_func('syrk'):
879
+ c = f(a=self.a, alpha=1.)
880
+ assert_array_almost_equal(np.triu(c), np.triu(self.t))
881
+
882
+ c = f(a=self.a, alpha=1., lower=1)
883
+ assert_array_almost_equal(np.tril(c), np.tril(self.t))
884
+
885
+ c0 = np.ones(self.t.shape)
886
+ c = f(a=self.a, alpha=1., beta=1., c=c0)
887
+ assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
888
+
889
+ c = f(a=self.a, alpha=1., trans=1)
890
+ assert_array_almost_equal(np.triu(c), np.triu(self.tt))
891
+
892
+ # prints '0-th dimension must be fixed to 3 but got 5',
893
+ # FIXME: suppress?
894
+ # FIXME: how to catch the _fblas.error?
895
+ def test_syrk_wrong_c(self):
896
+ f = getattr(fblas, 'dsyrk', None)
897
+ if f is not None:
898
+ assert_raises(Exception, f, **{'a': self.a, 'alpha': 1.,
899
+ 'c': np.ones((5, 8))})
900
+ # if C is supplied, it must have compatible dimensions
901
+
902
+
903
+ class TestBLAS3Syr2k:
904
+ def setup_method(self):
905
+ self.a = np.array([[1., 0.],
906
+ [0., -2.],
907
+ [2., 3.]])
908
+ self.b = np.array([[0., 1.],
909
+ [1., 0.],
910
+ [0, 1.]])
911
+ self.t = np.array([[0., -1., 3.],
912
+ [-1., 0., 0.],
913
+ [3., 0., 6.]])
914
+ self.tt = np.array([[0., 1.],
915
+ [1., 6]])
916
+
917
+ def test_syr2k(self):
918
+ for f in _get_func('syr2k'):
919
+ c = f(a=self.a, b=self.b, alpha=1.)
920
+ assert_array_almost_equal(np.triu(c), np.triu(self.t))
921
+
922
+ c = f(a=self.a, b=self.b, alpha=1., lower=1)
923
+ assert_array_almost_equal(np.tril(c), np.tril(self.t))
924
+
925
+ c0 = np.ones(self.t.shape)
926
+ c = f(a=self.a, b=self.b, alpha=1., beta=1., c=c0)
927
+ assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
928
+
929
+ c = f(a=self.a, b=self.b, alpha=1., trans=1)
930
+ assert_array_almost_equal(np.triu(c), np.triu(self.tt))
931
+
932
+ # prints '0-th dimension must be fixed to 3 but got 5', FIXME: suppress?
933
+ def test_syr2k_wrong_c(self):
934
+ f = getattr(fblas, 'dsyr2k', None)
935
+ if f is not None:
936
+ assert_raises(Exception, f, **{'a': self.a,
937
+ 'b': self.b,
938
+ 'alpha': 1.,
939
+ 'c': np.zeros((15, 8))})
940
+ # if C is supplied, it must have compatible dimensions
941
+
942
+
943
+ class TestSyHe:
944
+ """Quick and simple tests for (zc)-symm, syrk, syr2k."""
945
+
946
+ def setup_method(self):
947
+ self.sigma_y = np.array([[0., -1.j],
948
+ [1.j, 0.]])
949
+
950
+ def test_symm_zc(self):
951
+ for f in _get_func('symm', 'zc'):
952
+ # NB: a is symmetric w/upper diag of ONLY
953
+ res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
954
+ assert_array_almost_equal(np.triu(res), np.diag([1, -1]))
955
+
956
+ def test_hemm_zc(self):
957
+ for f in _get_func('hemm', 'zc'):
958
+ # NB: a is hermitian w/upper diag of ONLY
959
+ res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
960
+ assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
961
+
962
+ def test_syrk_zr(self):
963
+ for f in _get_func('syrk', 'zc'):
964
+ res = f(a=self.sigma_y, alpha=1.)
965
+ assert_array_almost_equal(np.triu(res), np.diag([-1, -1]))
966
+
967
+ def test_herk_zr(self):
968
+ for f in _get_func('herk', 'zc'):
969
+ res = f(a=self.sigma_y, alpha=1.)
970
+ assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
971
+
972
+ def test_syr2k_zr(self):
973
+ for f in _get_func('syr2k', 'zc'):
974
+ res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
975
+ assert_array_almost_equal(np.triu(res), 2.*np.diag([-1, -1]))
976
+
977
+ def test_her2k_zr(self):
978
+ for f in _get_func('her2k', 'zc'):
979
+ res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
980
+ assert_array_almost_equal(np.triu(res), 2.*np.diag([1, 1]))
981
+
982
+
983
+ class TestTRMM:
984
+ """Quick and simple tests for dtrmm."""
985
+
986
+ def setup_method(self):
987
+ self.a = np.array([[1., 2., ],
988
+ [-2., 1.]])
989
+ self.b = np.array([[3., 4., -1.],
990
+ [5., 6., -2.]])
991
+
992
+ self.a2 = np.array([[1, 1, 2, 3],
993
+ [0, 1, 4, 5],
994
+ [0, 0, 1, 6],
995
+ [0, 0, 0, 1]], order="f")
996
+ self.b2 = np.array([[1, 4], [2, 5], [3, 6], [7, 8], [9, 10]],
997
+ order="f")
998
+
999
+ @pytest.mark.parametrize("dtype_", DTYPES)
1000
+ def test_side(self, dtype_):
1001
+ trmm = get_blas_funcs("trmm", dtype=dtype_)
1002
+ # Provide large A array that works for side=1 but not 0 (see gh-10841)
1003
+ assert_raises(Exception, trmm, 1.0, self.a2, self.b2)
1004
+ res = trmm(1.0, self.a2.astype(dtype_), self.b2.astype(dtype_),
1005
+ side=1)
1006
+ k = self.b2.shape[1]
1007
+ assert_allclose(res, self.b2 @ self.a2[:k, :k], rtol=0.,
1008
+ atol=100*np.finfo(dtype_).eps)
1009
+
1010
+ def test_ab(self):
1011
+ f = getattr(fblas, 'dtrmm', None)
1012
+ if f is not None:
1013
+ result = f(1., self.a, self.b)
1014
+ # default a is upper triangular
1015
+ expected = np.array([[13., 16., -5.],
1016
+ [5., 6., -2.]])
1017
+ assert_array_almost_equal(result, expected)
1018
+
1019
+ def test_ab_lower(self):
1020
+ f = getattr(fblas, 'dtrmm', None)
1021
+ if f is not None:
1022
+ result = f(1., self.a, self.b, lower=True)
1023
+ expected = np.array([[3., 4., -1.],
1024
+ [-1., -2., 0.]]) # now a is lower triangular
1025
+ assert_array_almost_equal(result, expected)
1026
+
1027
+ def test_b_overwrites(self):
1028
+ # BLAS dtrmm modifies B argument in-place.
1029
+ # Here the default is to copy, but this can be overridden
1030
+ f = getattr(fblas, 'dtrmm', None)
1031
+ if f is not None:
1032
+ for overwr in [True, False]:
1033
+ bcopy = self.b.copy()
1034
+ result = f(1., self.a, bcopy, overwrite_b=overwr)
1035
+ # C-contiguous arrays are copied
1036
+ assert_(bcopy.flags.f_contiguous is False and
1037
+ np.may_share_memory(bcopy, result) is False)
1038
+ assert_equal(bcopy, self.b)
1039
+
1040
+ bcopy = np.asfortranarray(self.b.copy()) # or just transpose it
1041
+ result = f(1., self.a, bcopy, overwrite_b=True)
1042
+ assert_(bcopy.flags.f_contiguous is True and
1043
+ np.may_share_memory(bcopy, result) is True)
1044
+ assert_array_almost_equal(bcopy, result)
1045
+
1046
+
1047
+ def test_trsm():
1048
+ seed(1234)
1049
+ for ind, dtype in enumerate(DTYPES):
1050
+ tol = np.finfo(dtype).eps*1000
1051
+ func, = get_blas_funcs(('trsm',), dtype=dtype)
1052
+
1053
+ # Test protection against size mismatches
1054
+ A = rand(4, 5).astype(dtype)
1055
+ B = rand(4, 4).astype(dtype)
1056
+ alpha = dtype(1)
1057
+ assert_raises(Exception, func, alpha, A, B)
1058
+ assert_raises(Exception, func, alpha, A.T, B)
1059
+
1060
+ n = 8
1061
+ m = 7
1062
+ alpha = dtype(-2.5)
1063
+ A = (rand(m, m) if ind < 2 else rand(m, m) + rand(m, m)*1j) + eye(m)
1064
+ A = A.astype(dtype)
1065
+ Au = triu(A)
1066
+ Al = tril(A)
1067
+ B1 = rand(m, n).astype(dtype)
1068
+ B2 = rand(n, m).astype(dtype)
1069
+
1070
+ x1 = func(alpha=alpha, a=A, b=B1)
1071
+ assert_equal(B1.shape, x1.shape)
1072
+ x2 = solve(Au, alpha*B1)
1073
+ assert_allclose(x1, x2, atol=tol)
1074
+
1075
+ x1 = func(alpha=alpha, a=A, b=B1, trans_a=1)
1076
+ x2 = solve(Au.T, alpha*B1)
1077
+ assert_allclose(x1, x2, atol=tol)
1078
+
1079
+ x1 = func(alpha=alpha, a=A, b=B1, trans_a=2)
1080
+ x2 = solve(Au.conj().T, alpha*B1)
1081
+ assert_allclose(x1, x2, atol=tol)
1082
+
1083
+ x1 = func(alpha=alpha, a=A, b=B1, diag=1)
1084
+ Au[arange(m), arange(m)] = dtype(1)
1085
+ x2 = solve(Au, alpha*B1)
1086
+ assert_allclose(x1, x2, atol=tol)
1087
+
1088
+ x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1)
1089
+ x2 = solve(Au.conj().T, alpha*B2.conj().T)
1090
+ assert_allclose(x1, x2.conj().T, atol=tol)
1091
+
1092
+ x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1, lower=1)
1093
+ Al[arange(m), arange(m)] = dtype(1)
1094
+ x2 = solve(Al.conj().T, alpha*B2.conj().T)
1095
+ assert_allclose(x1, x2.conj().T, atol=tol)
1096
+
1097
+
1098
+ @pytest.mark.xfail(run=False,
1099
+ reason="gh-16930")
1100
+ def test_gh_169309():
1101
+ x = np.repeat(10, 9)
1102
+ actual = scipy.linalg.blas.dnrm2(x, 5, 3, -1)
1103
+ expected = math.sqrt(500)
1104
+ assert_allclose(actual, expected)
1105
+
1106
+
1107
+ def test_dnrm2_neg_incx():
1108
+ # check that dnrm2(..., incx < 0) raises
1109
+ # XXX: remove the test after the lowest supported BLAS implements
1110
+ # negative incx (new in LAPACK 3.10)
1111
+ x = np.repeat(10, 9)
1112
+ incx = -1
1113
+ with assert_raises(fblas.__fblas_error):
1114
+ scipy.linalg.blas.dnrm2(x, 5, 3, incx)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cython_blas.py ADDED
@@ -0,0 +1,118 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.testing import (assert_allclose,
3
+ assert_equal)
4
+ import scipy.linalg.cython_blas as blas
5
+
6
+ class TestDGEMM:
7
+
8
+ def test_transposes(self):
9
+
10
+ a = np.arange(12, dtype='d').reshape((3, 4))[:2,:2]
11
+ b = np.arange(1, 13, dtype='d').reshape((4, 3))[:2,:2]
12
+ c = np.empty((2, 4))[:2,:2]
13
+
14
+ blas._test_dgemm(1., a, b, 0., c)
15
+ assert_allclose(c, a.dot(b))
16
+
17
+ blas._test_dgemm(1., a.T, b, 0., c)
18
+ assert_allclose(c, a.T.dot(b))
19
+
20
+ blas._test_dgemm(1., a, b.T, 0., c)
21
+ assert_allclose(c, a.dot(b.T))
22
+
23
+ blas._test_dgemm(1., a.T, b.T, 0., c)
24
+ assert_allclose(c, a.T.dot(b.T))
25
+
26
+ blas._test_dgemm(1., a, b, 0., c.T)
27
+ assert_allclose(c, a.dot(b).T)
28
+
29
+ blas._test_dgemm(1., a.T, b, 0., c.T)
30
+ assert_allclose(c, a.T.dot(b).T)
31
+
32
+ blas._test_dgemm(1., a, b.T, 0., c.T)
33
+ assert_allclose(c, a.dot(b.T).T)
34
+
35
+ blas._test_dgemm(1., a.T, b.T, 0., c.T)
36
+ assert_allclose(c, a.T.dot(b.T).T)
37
+
38
+ def test_shapes(self):
39
+ a = np.arange(6, dtype='d').reshape((3, 2))
40
+ b = np.arange(-6, 2, dtype='d').reshape((2, 4))
41
+ c = np.empty((3, 4))
42
+
43
+ blas._test_dgemm(1., a, b, 0., c)
44
+ assert_allclose(c, a.dot(b))
45
+
46
+ blas._test_dgemm(1., b.T, a.T, 0., c.T)
47
+ assert_allclose(c, b.T.dot(a.T).T)
48
+
49
+ class TestWfuncPointers:
50
+ """ Test the function pointers that are expected to fail on
51
+ Mac OS X without the additional entry statement in their definitions
52
+ in fblas_l1.pyf.src. """
53
+
54
+ def test_complex_args(self):
55
+
56
+ cx = np.array([.5 + 1.j, .25 - .375j, 12.5 - 4.j], np.complex64)
57
+ cy = np.array([.8 + 2.j, .875 - .625j, -1. + 2.j], np.complex64)
58
+
59
+ assert_allclose(blas._test_cdotc(cx, cy),
60
+ -17.6468753815+21.3718757629j)
61
+ assert_allclose(blas._test_cdotu(cx, cy),
62
+ -6.11562538147+30.3156242371j)
63
+
64
+ assert_equal(blas._test_icamax(cx), 3)
65
+
66
+ assert_allclose(blas._test_scasum(cx), 18.625)
67
+ assert_allclose(blas._test_scnrm2(cx), 13.1796483994)
68
+
69
+ assert_allclose(blas._test_cdotc(cx[::2], cy[::2]),
70
+ -18.1000003815+21.2000007629j)
71
+ assert_allclose(blas._test_cdotu(cx[::2], cy[::2]),
72
+ -6.10000038147+30.7999992371j)
73
+ assert_allclose(blas._test_scasum(cx[::2]), 18.)
74
+ assert_allclose(blas._test_scnrm2(cx[::2]), 13.1719398499)
75
+
76
+ def test_double_args(self):
77
+
78
+ x = np.array([5., -3, -.5], np.float64)
79
+ y = np.array([2, 1, .5], np.float64)
80
+
81
+ assert_allclose(blas._test_dasum(x), 8.5)
82
+ assert_allclose(blas._test_ddot(x, y), 6.75)
83
+ assert_allclose(blas._test_dnrm2(x), 5.85234975815)
84
+
85
+ assert_allclose(blas._test_dasum(x[::2]), 5.5)
86
+ assert_allclose(blas._test_ddot(x[::2], y[::2]), 9.75)
87
+ assert_allclose(blas._test_dnrm2(x[::2]), 5.0249376297)
88
+
89
+ assert_equal(blas._test_idamax(x), 1)
90
+
91
+ def test_float_args(self):
92
+
93
+ x = np.array([5., -3, -.5], np.float32)
94
+ y = np.array([2, 1, .5], np.float32)
95
+
96
+ assert_equal(blas._test_isamax(x), 1)
97
+
98
+ assert_allclose(blas._test_sasum(x), 8.5)
99
+ assert_allclose(blas._test_sdot(x, y), 6.75)
100
+ assert_allclose(blas._test_snrm2(x), 5.85234975815)
101
+
102
+ assert_allclose(blas._test_sasum(x[::2]), 5.5)
103
+ assert_allclose(blas._test_sdot(x[::2], y[::2]), 9.75)
104
+ assert_allclose(blas._test_snrm2(x[::2]), 5.0249376297)
105
+
106
+ def test_double_complex_args(self):
107
+
108
+ cx = np.array([.5 + 1.j, .25 - .375j, 13. - 4.j], np.complex128)
109
+ cy = np.array([.875 + 2.j, .875 - .625j, -1. + 2.j], np.complex128)
110
+
111
+ assert_equal(blas._test_izamax(cx), 3)
112
+
113
+ assert_allclose(blas._test_zdotc(cx, cy), -18.109375+22.296875j)
114
+ assert_allclose(blas._test_zdotu(cx, cy), -6.578125+31.390625j)
115
+
116
+ assert_allclose(blas._test_zdotc(cx[::2], cy[::2]), -18.5625+22.125j)
117
+ assert_allclose(blas._test_zdotu(cx[::2], cy[::2]), -6.5625+31.875j)
118
+
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cython_lapack.py ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from numpy.testing import assert_allclose
2
+ from scipy.linalg import cython_lapack as cython_lapack
3
+ from scipy.linalg import lapack
4
+
5
+
6
+ class TestLamch:
7
+
8
+ def test_slamch(self):
9
+ for c in [b'e', b's', b'b', b'p', b'n', b'r', b'm', b'u', b'l', b'o']:
10
+ assert_allclose(cython_lapack._test_slamch(c),
11
+ lapack.slamch(c))
12
+
13
+ def test_dlamch(self):
14
+ for c in [b'e', b's', b'b', b'p', b'n', b'r', b'm', b'u', b'l', b'o']:
15
+ assert_allclose(cython_lapack._test_dlamch(c),
16
+ lapack.dlamch(c))
17
+
18
+ def test_complex_ladiv(self):
19
+ cx = .5 + 1.j
20
+ cy = .875 + 2.j
21
+ assert_allclose(cython_lapack._test_zladiv(cy, cx), 1.95+0.1j)
22
+ assert_allclose(cython_lapack._test_cladiv(cy, cx), 1.95+0.1j)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_cythonized_array_utils.py ADDED
@@ -0,0 +1,121 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.linalg import bandwidth, issymmetric, ishermitian
3
+ import pytest
4
+ from pytest import raises
5
+
6
+
7
+ def test_bandwidth_dtypes():
8
+ n = 5
9
+ for t in np.typecodes['All']:
10
+ A = np.zeros([n, n], dtype=t)
11
+ if t in 'eUVOMm':
12
+ raises(TypeError, bandwidth, A)
13
+ elif t == 'G': # No-op test. On win these pass on others fail.
14
+ pass
15
+ else:
16
+ _ = bandwidth(A)
17
+
18
+
19
+ def test_bandwidth_non2d_input():
20
+ A = np.array([1, 2, 3])
21
+ raises(ValueError, bandwidth, A)
22
+ A = np.array([[[1, 2, 3], [4, 5, 6]]])
23
+ raises(ValueError, bandwidth, A)
24
+
25
+
26
+ @pytest.mark.parametrize('T', [x for x in np.typecodes['All']
27
+ if x not in 'eGUVOMm'])
28
+ def test_bandwidth_square_inputs(T):
29
+ n = 20
30
+ k = 4
31
+ R = np.zeros([n, n], dtype=T, order='F')
32
+ # form a banded matrix inplace
33
+ R[[x for x in range(n)], [x for x in range(n)]] = 1
34
+ R[[x for x in range(n-k)], [x for x in range(k, n)]] = 1
35
+ R[[x for x in range(1, n)], [x for x in range(n-1)]] = 1
36
+ R[[x for x in range(k, n)], [x for x in range(n-k)]] = 1
37
+ assert bandwidth(R) == (k, k)
38
+
39
+
40
+ @pytest.mark.parametrize('T', [x for x in np.typecodes['All']
41
+ if x not in 'eGUVOMm'])
42
+ def test_bandwidth_rect_inputs(T):
43
+ n, m = 10, 20
44
+ k = 5
45
+ R = np.zeros([n, m], dtype=T, order='F')
46
+ # form a banded matrix inplace
47
+ R[[x for x in range(n)], [x for x in range(n)]] = 1
48
+ R[[x for x in range(n-k)], [x for x in range(k, n)]] = 1
49
+ R[[x for x in range(1, n)], [x for x in range(n-1)]] = 1
50
+ R[[x for x in range(k, n)], [x for x in range(n-k)]] = 1
51
+ assert bandwidth(R) == (k, k)
52
+
53
+
54
+ def test_issymetric_ishermitian_dtypes():
55
+ n = 5
56
+ for t in np.typecodes['All']:
57
+ A = np.zeros([n, n], dtype=t)
58
+ if t in 'eUVOMm':
59
+ raises(TypeError, issymmetric, A)
60
+ raises(TypeError, ishermitian, A)
61
+ elif t == 'G': # No-op test. On win these pass on others fail.
62
+ pass
63
+ else:
64
+ assert issymmetric(A)
65
+ assert ishermitian(A)
66
+
67
+
68
+ def test_issymmetric_ishermitian_invalid_input():
69
+ A = np.array([1, 2, 3])
70
+ raises(ValueError, issymmetric, A)
71
+ raises(ValueError, ishermitian, A)
72
+ A = np.array([[[1, 2, 3], [4, 5, 6]]])
73
+ raises(ValueError, issymmetric, A)
74
+ raises(ValueError, ishermitian, A)
75
+ A = np.array([[1, 2, 3], [4, 5, 6]])
76
+ raises(ValueError, issymmetric, A)
77
+ raises(ValueError, ishermitian, A)
78
+
79
+
80
+ def test_issymetric_complex_decimals():
81
+ A = np.arange(1, 10).astype(complex).reshape(3, 3)
82
+ A += np.arange(-4, 5).astype(complex).reshape(3, 3)*1j
83
+ # make entries decimal
84
+ A /= np.pi
85
+ A = A + A.T
86
+ assert issymmetric(A)
87
+
88
+
89
+ def test_ishermitian_complex_decimals():
90
+ A = np.arange(1, 10).astype(complex).reshape(3, 3)
91
+ A += np.arange(-4, 5).astype(complex).reshape(3, 3)*1j
92
+ # make entries decimal
93
+ A /= np.pi
94
+ A = A + A.T.conj()
95
+ assert ishermitian(A)
96
+
97
+
98
+ def test_issymmetric_approximate_results():
99
+ n = 20
100
+ rng = np.random.RandomState(123456789)
101
+ x = rng.uniform(high=5., size=[n, n])
102
+ y = x @ x.T # symmetric
103
+ p = rng.standard_normal([n, n])
104
+ z = p @ y @ p.T
105
+ assert issymmetric(z, atol=1e-10)
106
+ assert issymmetric(z, atol=1e-10, rtol=0.)
107
+ assert issymmetric(z, atol=0., rtol=1e-12)
108
+ assert issymmetric(z, atol=1e-13, rtol=1e-12)
109
+
110
+
111
+ def test_ishermitian_approximate_results():
112
+ n = 20
113
+ rng = np.random.RandomState(987654321)
114
+ x = rng.uniform(high=5., size=[n, n])
115
+ y = x @ x.T # symmetric
116
+ p = rng.standard_normal([n, n]) + rng.standard_normal([n, n])*1j
117
+ z = p @ y @ p.conj().T
118
+ assert ishermitian(z, atol=1e-10)
119
+ assert ishermitian(z, atol=1e-10, rtol=0.)
120
+ assert ishermitian(z, atol=0., rtol=1e-12)
121
+ assert ishermitian(z, atol=1e-13, rtol=1e-12)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp.py ADDED
The diff for this file is too large to render. See raw diff
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_cholesky.py ADDED
@@ -0,0 +1,219 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ from numpy.testing import assert_array_almost_equal, assert_array_equal
3
+ from pytest import raises as assert_raises
4
+
5
+ import numpy as np
6
+ from numpy import array, transpose, dot, conjugate, zeros_like, empty
7
+ from numpy.random import random
8
+ from scipy.linalg import cholesky, cholesky_banded, cho_solve_banded, \
9
+ cho_factor, cho_solve
10
+
11
+ from scipy.linalg._testutils import assert_no_overwrite
12
+
13
+
14
+ class TestCholesky:
15
+
16
+ def test_simple(self):
17
+ a = [[8, 2, 3], [2, 9, 3], [3, 3, 6]]
18
+ c = cholesky(a)
19
+ assert_array_almost_equal(dot(transpose(c), c), a)
20
+ c = transpose(c)
21
+ a = dot(c, transpose(c))
22
+ assert_array_almost_equal(cholesky(a, lower=1), c)
23
+
24
+ def test_check_finite(self):
25
+ a = [[8, 2, 3], [2, 9, 3], [3, 3, 6]]
26
+ c = cholesky(a, check_finite=False)
27
+ assert_array_almost_equal(dot(transpose(c), c), a)
28
+ c = transpose(c)
29
+ a = dot(c, transpose(c))
30
+ assert_array_almost_equal(cholesky(a, lower=1, check_finite=False), c)
31
+
32
+ def test_simple_complex(self):
33
+ m = array([[3+1j, 3+4j, 5], [0, 2+2j, 2+7j], [0, 0, 7+4j]])
34
+ a = dot(transpose(conjugate(m)), m)
35
+ c = cholesky(a)
36
+ a1 = dot(transpose(conjugate(c)), c)
37
+ assert_array_almost_equal(a, a1)
38
+ c = transpose(c)
39
+ a = dot(c, transpose(conjugate(c)))
40
+ assert_array_almost_equal(cholesky(a, lower=1), c)
41
+
42
+ def test_random(self):
43
+ n = 20
44
+ for k in range(2):
45
+ m = random([n, n])
46
+ for i in range(n):
47
+ m[i, i] = 20*(.1+m[i, i])
48
+ a = dot(transpose(m), m)
49
+ c = cholesky(a)
50
+ a1 = dot(transpose(c), c)
51
+ assert_array_almost_equal(a, a1)
52
+ c = transpose(c)
53
+ a = dot(c, transpose(c))
54
+ assert_array_almost_equal(cholesky(a, lower=1), c)
55
+
56
+ def test_random_complex(self):
57
+ n = 20
58
+ for k in range(2):
59
+ m = random([n, n])+1j*random([n, n])
60
+ for i in range(n):
61
+ m[i, i] = 20*(.1+abs(m[i, i]))
62
+ a = dot(transpose(conjugate(m)), m)
63
+ c = cholesky(a)
64
+ a1 = dot(transpose(conjugate(c)), c)
65
+ assert_array_almost_equal(a, a1)
66
+ c = transpose(c)
67
+ a = dot(c, transpose(conjugate(c)))
68
+ assert_array_almost_equal(cholesky(a, lower=1), c)
69
+
70
+ @pytest.mark.xslow
71
+ def test_int_overflow(self):
72
+ # regression test for
73
+ # https://github.com/scipy/scipy/issues/17436
74
+ # the problem was an int overflow in zeroing out
75
+ # the unused triangular part
76
+ n = 47_000
77
+ x = np.eye(n, dtype=np.float64, order='F')
78
+ x[:4, :4] = np.array([[4, -2, 3, -1],
79
+ [-2, 4, -3, 1],
80
+ [3, -3, 5, 0],
81
+ [-1, 1, 0, 5]])
82
+
83
+ cholesky(x, check_finite=False, overwrite_a=True) # should not segfault
84
+
85
+
86
+ class TestCholeskyBanded:
87
+ """Tests for cholesky_banded() and cho_solve_banded."""
88
+
89
+ def test_check_finite(self):
90
+ # Symmetric positive definite banded matrix `a`
91
+ a = array([[4.0, 1.0, 0.0, 0.0],
92
+ [1.0, 4.0, 0.5, 0.0],
93
+ [0.0, 0.5, 4.0, 0.2],
94
+ [0.0, 0.0, 0.2, 4.0]])
95
+ # Banded storage form of `a`.
96
+ ab = array([[-1.0, 1.0, 0.5, 0.2],
97
+ [4.0, 4.0, 4.0, 4.0]])
98
+ c = cholesky_banded(ab, lower=False, check_finite=False)
99
+ ufac = zeros_like(a)
100
+ ufac[list(range(4)), list(range(4))] = c[-1]
101
+ ufac[(0, 1, 2), (1, 2, 3)] = c[0, 1:]
102
+ assert_array_almost_equal(a, dot(ufac.T, ufac))
103
+
104
+ b = array([0.0, 0.5, 4.2, 4.2])
105
+ x = cho_solve_banded((c, False), b, check_finite=False)
106
+ assert_array_almost_equal(x, [0.0, 0.0, 1.0, 1.0])
107
+
108
+ def test_upper_real(self):
109
+ # Symmetric positive definite banded matrix `a`
110
+ a = array([[4.0, 1.0, 0.0, 0.0],
111
+ [1.0, 4.0, 0.5, 0.0],
112
+ [0.0, 0.5, 4.0, 0.2],
113
+ [0.0, 0.0, 0.2, 4.0]])
114
+ # Banded storage form of `a`.
115
+ ab = array([[-1.0, 1.0, 0.5, 0.2],
116
+ [4.0, 4.0, 4.0, 4.0]])
117
+ c = cholesky_banded(ab, lower=False)
118
+ ufac = zeros_like(a)
119
+ ufac[list(range(4)), list(range(4))] = c[-1]
120
+ ufac[(0, 1, 2), (1, 2, 3)] = c[0, 1:]
121
+ assert_array_almost_equal(a, dot(ufac.T, ufac))
122
+
123
+ b = array([0.0, 0.5, 4.2, 4.2])
124
+ x = cho_solve_banded((c, False), b)
125
+ assert_array_almost_equal(x, [0.0, 0.0, 1.0, 1.0])
126
+
127
+ def test_upper_complex(self):
128
+ # Hermitian positive definite banded matrix `a`
129
+ a = array([[4.0, 1.0, 0.0, 0.0],
130
+ [1.0, 4.0, 0.5, 0.0],
131
+ [0.0, 0.5, 4.0, -0.2j],
132
+ [0.0, 0.0, 0.2j, 4.0]])
133
+ # Banded storage form of `a`.
134
+ ab = array([[-1.0, 1.0, 0.5, -0.2j],
135
+ [4.0, 4.0, 4.0, 4.0]])
136
+ c = cholesky_banded(ab, lower=False)
137
+ ufac = zeros_like(a)
138
+ ufac[list(range(4)), list(range(4))] = c[-1]
139
+ ufac[(0, 1, 2), (1, 2, 3)] = c[0, 1:]
140
+ assert_array_almost_equal(a, dot(ufac.conj().T, ufac))
141
+
142
+ b = array([0.0, 0.5, 4.0-0.2j, 0.2j + 4.0])
143
+ x = cho_solve_banded((c, False), b)
144
+ assert_array_almost_equal(x, [0.0, 0.0, 1.0, 1.0])
145
+
146
+ def test_lower_real(self):
147
+ # Symmetric positive definite banded matrix `a`
148
+ a = array([[4.0, 1.0, 0.0, 0.0],
149
+ [1.0, 4.0, 0.5, 0.0],
150
+ [0.0, 0.5, 4.0, 0.2],
151
+ [0.0, 0.0, 0.2, 4.0]])
152
+ # Banded storage form of `a`.
153
+ ab = array([[4.0, 4.0, 4.0, 4.0],
154
+ [1.0, 0.5, 0.2, -1.0]])
155
+ c = cholesky_banded(ab, lower=True)
156
+ lfac = zeros_like(a)
157
+ lfac[list(range(4)), list(range(4))] = c[0]
158
+ lfac[(1, 2, 3), (0, 1, 2)] = c[1, :3]
159
+ assert_array_almost_equal(a, dot(lfac, lfac.T))
160
+
161
+ b = array([0.0, 0.5, 4.2, 4.2])
162
+ x = cho_solve_banded((c, True), b)
163
+ assert_array_almost_equal(x, [0.0, 0.0, 1.0, 1.0])
164
+
165
+ def test_lower_complex(self):
166
+ # Hermitian positive definite banded matrix `a`
167
+ a = array([[4.0, 1.0, 0.0, 0.0],
168
+ [1.0, 4.0, 0.5, 0.0],
169
+ [0.0, 0.5, 4.0, -0.2j],
170
+ [0.0, 0.0, 0.2j, 4.0]])
171
+ # Banded storage form of `a`.
172
+ ab = array([[4.0, 4.0, 4.0, 4.0],
173
+ [1.0, 0.5, 0.2j, -1.0]])
174
+ c = cholesky_banded(ab, lower=True)
175
+ lfac = zeros_like(a)
176
+ lfac[list(range(4)), list(range(4))] = c[0]
177
+ lfac[(1, 2, 3), (0, 1, 2)] = c[1, :3]
178
+ assert_array_almost_equal(a, dot(lfac, lfac.conj().T))
179
+
180
+ b = array([0.0, 0.5j, 3.8j, 3.8])
181
+ x = cho_solve_banded((c, True), b)
182
+ assert_array_almost_equal(x, [0.0, 0.0, 1.0j, 1.0])
183
+
184
+
185
+ class TestOverwrite:
186
+ def test_cholesky(self):
187
+ assert_no_overwrite(cholesky, [(3, 3)])
188
+
189
+ def test_cho_factor(self):
190
+ assert_no_overwrite(cho_factor, [(3, 3)])
191
+
192
+ def test_cho_solve(self):
193
+ x = array([[2, -1, 0], [-1, 2, -1], [0, -1, 2]])
194
+ xcho = cho_factor(x)
195
+ assert_no_overwrite(lambda b: cho_solve(xcho, b), [(3,)])
196
+
197
+ def test_cholesky_banded(self):
198
+ assert_no_overwrite(cholesky_banded, [(2, 3)])
199
+
200
+ def test_cho_solve_banded(self):
201
+ x = array([[0, -1, -1], [2, 2, 2]])
202
+ xcho = cholesky_banded(x)
203
+ assert_no_overwrite(lambda b: cho_solve_banded((xcho, False), b),
204
+ [(3,)])
205
+
206
+
207
+ class TestEmptyArray:
208
+ def test_cho_factor_empty_square(self):
209
+ a = empty((0, 0))
210
+ b = array([])
211
+ c = array([[]])
212
+ d = []
213
+ e = [[]]
214
+
215
+ x, _ = cho_factor(a)
216
+ assert_array_equal(x, a)
217
+
218
+ for x in ([b, c, d, e]):
219
+ assert_raises(ValueError, cho_factor, x)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_cossin.py ADDED
@@ -0,0 +1,157 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ import numpy as np
3
+ from numpy.random import default_rng
4
+ from numpy.testing import assert_allclose
5
+
6
+ from scipy.linalg.lapack import _compute_lwork
7
+ from scipy.stats import ortho_group, unitary_group
8
+ from scipy.linalg import cossin, get_lapack_funcs
9
+
10
+ REAL_DTYPES = (np.float32, np.float64)
11
+ COMPLEX_DTYPES = (np.complex64, np.complex128)
12
+ DTYPES = REAL_DTYPES + COMPLEX_DTYPES
13
+
14
+
15
+ @pytest.mark.parametrize('dtype_', DTYPES)
16
+ @pytest.mark.parametrize('m, p, q',
17
+ [
18
+ (2, 1, 1),
19
+ (3, 2, 1),
20
+ (3, 1, 2),
21
+ (4, 2, 2),
22
+ (4, 1, 2),
23
+ (40, 12, 20),
24
+ (40, 30, 1),
25
+ (40, 1, 30),
26
+ (100, 50, 1),
27
+ (100, 50, 50),
28
+ ])
29
+ @pytest.mark.parametrize('swap_sign', [True, False])
30
+ def test_cossin(dtype_, m, p, q, swap_sign):
31
+ rng = default_rng(1708093570726217)
32
+ if dtype_ in COMPLEX_DTYPES:
33
+ x = np.array(unitary_group.rvs(m, random_state=rng), dtype=dtype_)
34
+ else:
35
+ x = np.array(ortho_group.rvs(m, random_state=rng), dtype=dtype_)
36
+
37
+ u, cs, vh = cossin(x, p, q,
38
+ swap_sign=swap_sign)
39
+ assert_allclose(x, u @ cs @ vh, rtol=0., atol=m*1e3*np.finfo(dtype_).eps)
40
+ assert u.dtype == dtype_
41
+ # Test for float32 or float 64
42
+ assert cs.dtype == np.real(u).dtype
43
+ assert vh.dtype == dtype_
44
+
45
+ u, cs, vh = cossin([x[:p, :q], x[:p, q:], x[p:, :q], x[p:, q:]],
46
+ swap_sign=swap_sign)
47
+ assert_allclose(x, u @ cs @ vh, rtol=0., atol=m*1e3*np.finfo(dtype_).eps)
48
+ assert u.dtype == dtype_
49
+ assert cs.dtype == np.real(u).dtype
50
+ assert vh.dtype == dtype_
51
+
52
+ _, cs2, vh2 = cossin(x, p, q,
53
+ compute_u=False,
54
+ swap_sign=swap_sign)
55
+ assert_allclose(cs, cs2, rtol=0., atol=10*np.finfo(dtype_).eps)
56
+ assert_allclose(vh, vh2, rtol=0., atol=10*np.finfo(dtype_).eps)
57
+
58
+ u2, cs2, _ = cossin(x, p, q,
59
+ compute_vh=False,
60
+ swap_sign=swap_sign)
61
+ assert_allclose(u, u2, rtol=0., atol=10*np.finfo(dtype_).eps)
62
+ assert_allclose(cs, cs2, rtol=0., atol=10*np.finfo(dtype_).eps)
63
+
64
+ _, cs2, _ = cossin(x, p, q,
65
+ compute_u=False,
66
+ compute_vh=False,
67
+ swap_sign=swap_sign)
68
+ assert_allclose(cs, cs2, rtol=0., atol=10*np.finfo(dtype_).eps)
69
+
70
+
71
+ def test_cossin_mixed_types():
72
+ rng = default_rng(1708093736390459)
73
+ x = np.array(ortho_group.rvs(4, random_state=rng), dtype=np.float64)
74
+ u, cs, vh = cossin([x[:2, :2],
75
+ np.array(x[:2, 2:], dtype=np.complex128),
76
+ x[2:, :2],
77
+ x[2:, 2:]])
78
+
79
+ assert u.dtype == np.complex128
80
+ assert cs.dtype == np.float64
81
+ assert vh.dtype == np.complex128
82
+ assert_allclose(x, u @ cs @ vh, rtol=0.,
83
+ atol=1e4 * np.finfo(np.complex128).eps)
84
+
85
+
86
+ def test_cossin_error_incorrect_subblocks():
87
+ with pytest.raises(ValueError, match="be due to missing p, q arguments."):
88
+ cossin(([1, 2], [3, 4, 5], [6, 7], [8, 9, 10]))
89
+
90
+
91
+ def test_cossin_error_empty_subblocks():
92
+ with pytest.raises(ValueError, match="x11.*empty"):
93
+ cossin(([], [], [], []))
94
+ with pytest.raises(ValueError, match="x12.*empty"):
95
+ cossin(([1, 2], [], [6, 7], [8, 9, 10]))
96
+ with pytest.raises(ValueError, match="x21.*empty"):
97
+ cossin(([1, 2], [3, 4, 5], [], [8, 9, 10]))
98
+ with pytest.raises(ValueError, match="x22.*empty"):
99
+ cossin(([1, 2], [3, 4, 5], [2], []))
100
+
101
+
102
+ def test_cossin_error_missing_partitioning():
103
+ with pytest.raises(ValueError, match=".*exactly four arrays.* got 2"):
104
+ cossin(unitary_group.rvs(2))
105
+
106
+ with pytest.raises(ValueError, match=".*might be due to missing p, q"):
107
+ cossin(unitary_group.rvs(4))
108
+
109
+
110
+ def test_cossin_error_non_iterable():
111
+ with pytest.raises(ValueError, match="containing the subblocks of X"):
112
+ cossin(12j)
113
+
114
+
115
+ def test_cossin_error_non_square():
116
+ with pytest.raises(ValueError, match="only supports square"):
117
+ cossin(np.array([[1, 2]]), 1, 1)
118
+
119
+
120
+ def test_cossin_error_partitioning():
121
+ x = np.array(ortho_group.rvs(4), dtype=np.float64)
122
+ with pytest.raises(ValueError, match="invalid p=0.*0<p<4.*"):
123
+ cossin(x, 0, 1)
124
+ with pytest.raises(ValueError, match="invalid p=4.*0<p<4.*"):
125
+ cossin(x, 4, 1)
126
+ with pytest.raises(ValueError, match="invalid q=-2.*0<q<4.*"):
127
+ cossin(x, 1, -2)
128
+ with pytest.raises(ValueError, match="invalid q=5.*0<q<4.*"):
129
+ cossin(x, 1, 5)
130
+
131
+
132
+ @pytest.mark.parametrize("dtype_", DTYPES)
133
+ def test_cossin_separate(dtype_):
134
+ rng = default_rng(1708093590167096)
135
+ m, p, q = 98, 37, 61
136
+
137
+ pfx = 'or' if dtype_ in REAL_DTYPES else 'un'
138
+ X = (ortho_group.rvs(m, random_state=rng) if pfx == 'or'
139
+ else unitary_group.rvs(m, random_state=rng))
140
+ X = np.array(X, dtype=dtype_)
141
+
142
+ drv, dlw = get_lapack_funcs((pfx + 'csd', pfx + 'csd_lwork'), [X])
143
+ lwval = _compute_lwork(dlw, m, p, q)
144
+ lwvals = {'lwork': lwval} if pfx == 'or' else dict(zip(['lwork',
145
+ 'lrwork'],
146
+ lwval))
147
+
148
+ *_, theta, u1, u2, v1t, v2t, _ = \
149
+ drv(X[:p, :q], X[:p, q:], X[p:, :q], X[p:, q:], **lwvals)
150
+
151
+ (u1_2, u2_2), theta2, (v1t_2, v2t_2) = cossin(X, p, q, separate=True)
152
+
153
+ assert_allclose(u1_2, u1, rtol=0., atol=10*np.finfo(dtype_).eps)
154
+ assert_allclose(u2_2, u2, rtol=0., atol=10*np.finfo(dtype_).eps)
155
+ assert_allclose(v1t_2, v1t, rtol=0., atol=10*np.finfo(dtype_).eps)
156
+ assert_allclose(v2t_2, v2t, rtol=0., atol=10*np.finfo(dtype_).eps)
157
+ assert_allclose(theta2, theta, rtol=0., atol=10*np.finfo(dtype_).eps)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_polar.py ADDED
@@ -0,0 +1,90 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from numpy.linalg import norm
3
+ from numpy.testing import (assert_, assert_allclose, assert_equal)
4
+ from scipy.linalg import polar, eigh
5
+
6
+
7
+ diag2 = np.array([[2, 0], [0, 3]])
8
+ a13 = np.array([[1, 2, 2]])
9
+
10
+ precomputed_cases = [
11
+ [[[0]], 'right', [[1]], [[0]]],
12
+ [[[0]], 'left', [[1]], [[0]]],
13
+ [[[9]], 'right', [[1]], [[9]]],
14
+ [[[9]], 'left', [[1]], [[9]]],
15
+ [diag2, 'right', np.eye(2), diag2],
16
+ [diag2, 'left', np.eye(2), diag2],
17
+ [a13, 'right', a13/norm(a13[0]), a13.T.dot(a13)/norm(a13[0])],
18
+ ]
19
+
20
+ verify_cases = [
21
+ [[1, 2], [3, 4]],
22
+ [[1, 2, 3]],
23
+ [[1], [2], [3]],
24
+ [[1, 2, 3], [3, 4, 0]],
25
+ [[1, 2], [3, 4], [5, 5]],
26
+ [[1, 2], [3, 4+5j]],
27
+ [[1, 2, 3j]],
28
+ [[1], [2], [3j]],
29
+ [[1, 2, 3+2j], [3, 4-1j, -4j]],
30
+ [[1, 2], [3-2j, 4+0.5j], [5, 5]],
31
+ [[10000, 10, 1], [-1, 2, 3j], [0, 1, 2]],
32
+ ]
33
+
34
+
35
+ def check_precomputed_polar(a, side, expected_u, expected_p):
36
+ # Compare the result of the polar decomposition to a
37
+ # precomputed result.
38
+ u, p = polar(a, side=side)
39
+ assert_allclose(u, expected_u, atol=1e-15)
40
+ assert_allclose(p, expected_p, atol=1e-15)
41
+
42
+
43
+ def verify_polar(a):
44
+ # Compute the polar decomposition, and then verify that
45
+ # the result has all the expected properties.
46
+ product_atol = np.sqrt(np.finfo(float).eps)
47
+
48
+ aa = np.asarray(a)
49
+ m, n = aa.shape
50
+
51
+ u, p = polar(a, side='right')
52
+ assert_equal(u.shape, (m, n))
53
+ assert_equal(p.shape, (n, n))
54
+ # a = up
55
+ assert_allclose(u.dot(p), a, atol=product_atol)
56
+ if m >= n:
57
+ assert_allclose(u.conj().T.dot(u), np.eye(n), atol=1e-15)
58
+ else:
59
+ assert_allclose(u.dot(u.conj().T), np.eye(m), atol=1e-15)
60
+ # p is Hermitian positive semidefinite.
61
+ assert_allclose(p.conj().T, p)
62
+ evals = eigh(p, eigvals_only=True)
63
+ nonzero_evals = evals[abs(evals) > 1e-14]
64
+ assert_((nonzero_evals >= 0).all())
65
+
66
+ u, p = polar(a, side='left')
67
+ assert_equal(u.shape, (m, n))
68
+ assert_equal(p.shape, (m, m))
69
+ # a = pu
70
+ assert_allclose(p.dot(u), a, atol=product_atol)
71
+ if m >= n:
72
+ assert_allclose(u.conj().T.dot(u), np.eye(n), atol=1e-15)
73
+ else:
74
+ assert_allclose(u.dot(u.conj().T), np.eye(m), atol=1e-15)
75
+ # p is Hermitian positive semidefinite.
76
+ assert_allclose(p.conj().T, p)
77
+ evals = eigh(p, eigvals_only=True)
78
+ nonzero_evals = evals[abs(evals) > 1e-14]
79
+ assert_((nonzero_evals >= 0).all())
80
+
81
+
82
+ def test_precomputed_cases():
83
+ for a, side, expected_u, expected_p in precomputed_cases:
84
+ check_precomputed_polar(a, side, expected_u, expected_p)
85
+
86
+
87
+ def test_verify_cases():
88
+ for a in verify_cases:
89
+ verify_polar(a)
90
+
env-llmeval/lib/python3.10/site-packages/scipy/linalg/tests/test_decomp_update.py ADDED
@@ -0,0 +1,1700 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import itertools
2
+
3
+ import numpy as np
4
+ from numpy.testing import assert_, assert_allclose, assert_equal
5
+ from pytest import raises as assert_raises
6
+ from scipy import linalg
7
+ import scipy.linalg._decomp_update as _decomp_update
8
+ from scipy.linalg._decomp_update import qr_delete, qr_update, qr_insert
9
+
10
+ def assert_unitary(a, rtol=None, atol=None, assert_sqr=True):
11
+ if rtol is None:
12
+ rtol = 10.0 ** -(np.finfo(a.dtype).precision-2)
13
+ if atol is None:
14
+ atol = 10*np.finfo(a.dtype).eps
15
+
16
+ if assert_sqr:
17
+ assert_(a.shape[0] == a.shape[1], 'unitary matrices must be square')
18
+ aTa = np.dot(a.T.conj(), a)
19
+ assert_allclose(aTa, np.eye(a.shape[1]), rtol=rtol, atol=atol)
20
+
21
+ def assert_upper_tri(a, rtol=None, atol=None):
22
+ if rtol is None:
23
+ rtol = 10.0 ** -(np.finfo(a.dtype).precision-2)
24
+ if atol is None:
25
+ atol = 2*np.finfo(a.dtype).eps
26
+ mask = np.tri(a.shape[0], a.shape[1], -1, np.bool_)
27
+ assert_allclose(a[mask], 0.0, rtol=rtol, atol=atol)
28
+
29
+ def check_qr(q, r, a, rtol, atol, assert_sqr=True):
30
+ assert_unitary(q, rtol, atol, assert_sqr)
31
+ assert_upper_tri(r, rtol, atol)
32
+ assert_allclose(q.dot(r), a, rtol=rtol, atol=atol)
33
+
34
+ def make_strided(arrs):
35
+ strides = [(3, 7), (2, 2), (3, 4), (4, 2), (5, 4), (2, 3), (2, 1), (4, 5)]
36
+ kmax = len(strides)
37
+ k = 0
38
+ ret = []
39
+ for a in arrs:
40
+ if a.ndim == 1:
41
+ s = strides[k % kmax]
42
+ k += 1
43
+ base = np.zeros(s[0]*a.shape[0]+s[1], a.dtype)
44
+ view = base[s[1]::s[0]]
45
+ view[...] = a
46
+ elif a.ndim == 2:
47
+ s = strides[k % kmax]
48
+ t = strides[(k+1) % kmax]
49
+ k += 2
50
+ base = np.zeros((s[0]*a.shape[0]+s[1], t[0]*a.shape[1]+t[1]),
51
+ a.dtype)
52
+ view = base[s[1]::s[0], t[1]::t[0]]
53
+ view[...] = a
54
+ else:
55
+ raise ValueError('make_strided only works for ndim = 1 or'
56
+ ' 2 arrays')
57
+ ret.append(view)
58
+ return ret
59
+
60
+ def negate_strides(arrs):
61
+ ret = []
62
+ for a in arrs:
63
+ b = np.zeros_like(a)
64
+ if b.ndim == 2:
65
+ b = b[::-1, ::-1]
66
+ elif b.ndim == 1:
67
+ b = b[::-1]
68
+ else:
69
+ raise ValueError('negate_strides only works for ndim = 1 or'
70
+ ' 2 arrays')
71
+ b[...] = a
72
+ ret.append(b)
73
+ return ret
74
+
75
+ def nonitemsize_strides(arrs):
76
+ out = []
77
+ for a in arrs:
78
+ a_dtype = a.dtype
79
+ b = np.zeros(a.shape, [('a', a_dtype), ('junk', 'S1')])
80
+ c = b.getfield(a_dtype)
81
+ c[...] = a
82
+ out.append(c)
83
+ return out
84
+
85
+
86
+ def make_nonnative(arrs):
87
+ return [a.astype(a.dtype.newbyteorder()) for a in arrs]
88
+
89
+
90
+ class BaseQRdeltas:
91
+ def setup_method(self):
92
+ self.rtol = 10.0 ** -(np.finfo(self.dtype).precision-2)
93
+ self.atol = 10 * np.finfo(self.dtype).eps
94
+
95
+ def generate(self, type, mode='full'):
96
+ np.random.seed(29382)
97
+ shape = {'sqr': (8, 8), 'tall': (12, 7), 'fat': (7, 12),
98
+ 'Mx1': (8, 1), '1xN': (1, 8), '1x1': (1, 1)}[type]
99
+ a = np.random.random(shape)
100
+ if np.iscomplexobj(self.dtype.type(1)):
101
+ b = np.random.random(shape)
102
+ a = a + 1j * b
103
+ a = a.astype(self.dtype)
104
+ q, r = linalg.qr(a, mode=mode)
105
+ return a, q, r
106
+
107
+ class BaseQRdelete(BaseQRdeltas):
108
+ def test_sqr_1_row(self):
109
+ a, q, r = self.generate('sqr')
110
+ for row in range(r.shape[0]):
111
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
112
+ a1 = np.delete(a, row, 0)
113
+ check_qr(q1, r1, a1, self.rtol, self.atol)
114
+
115
+ def test_sqr_p_row(self):
116
+ a, q, r = self.generate('sqr')
117
+ for ndel in range(2, 6):
118
+ for row in range(a.shape[0]-ndel):
119
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
120
+ a1 = np.delete(a, slice(row, row+ndel), 0)
121
+ check_qr(q1, r1, a1, self.rtol, self.atol)
122
+
123
+ def test_sqr_1_col(self):
124
+ a, q, r = self.generate('sqr')
125
+ for col in range(r.shape[1]):
126
+ q1, r1 = qr_delete(q, r, col, which='col', overwrite_qr=False)
127
+ a1 = np.delete(a, col, 1)
128
+ check_qr(q1, r1, a1, self.rtol, self.atol)
129
+
130
+ def test_sqr_p_col(self):
131
+ a, q, r = self.generate('sqr')
132
+ for ndel in range(2, 6):
133
+ for col in range(r.shape[1]-ndel):
134
+ q1, r1 = qr_delete(q, r, col, ndel, which='col',
135
+ overwrite_qr=False)
136
+ a1 = np.delete(a, slice(col, col+ndel), 1)
137
+ check_qr(q1, r1, a1, self.rtol, self.atol)
138
+
139
+ def test_tall_1_row(self):
140
+ a, q, r = self.generate('tall')
141
+ for row in range(r.shape[0]):
142
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
143
+ a1 = np.delete(a, row, 0)
144
+ check_qr(q1, r1, a1, self.rtol, self.atol)
145
+
146
+ def test_tall_p_row(self):
147
+ a, q, r = self.generate('tall')
148
+ for ndel in range(2, 6):
149
+ for row in range(a.shape[0]-ndel):
150
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
151
+ a1 = np.delete(a, slice(row, row+ndel), 0)
152
+ check_qr(q1, r1, a1, self.rtol, self.atol)
153
+
154
+ def test_tall_1_col(self):
155
+ a, q, r = self.generate('tall')
156
+ for col in range(r.shape[1]):
157
+ q1, r1 = qr_delete(q, r, col, which='col', overwrite_qr=False)
158
+ a1 = np.delete(a, col, 1)
159
+ check_qr(q1, r1, a1, self.rtol, self.atol)
160
+
161
+ def test_tall_p_col(self):
162
+ a, q, r = self.generate('tall')
163
+ for ndel in range(2, 6):
164
+ for col in range(r.shape[1]-ndel):
165
+ q1, r1 = qr_delete(q, r, col, ndel, which='col',
166
+ overwrite_qr=False)
167
+ a1 = np.delete(a, slice(col, col+ndel), 1)
168
+ check_qr(q1, r1, a1, self.rtol, self.atol)
169
+
170
+ def test_fat_1_row(self):
171
+ a, q, r = self.generate('fat')
172
+ for row in range(r.shape[0]):
173
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
174
+ a1 = np.delete(a, row, 0)
175
+ check_qr(q1, r1, a1, self.rtol, self.atol)
176
+
177
+ def test_fat_p_row(self):
178
+ a, q, r = self.generate('fat')
179
+ for ndel in range(2, 6):
180
+ for row in range(a.shape[0]-ndel):
181
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
182
+ a1 = np.delete(a, slice(row, row+ndel), 0)
183
+ check_qr(q1, r1, a1, self.rtol, self.atol)
184
+
185
+ def test_fat_1_col(self):
186
+ a, q, r = self.generate('fat')
187
+ for col in range(r.shape[1]):
188
+ q1, r1 = qr_delete(q, r, col, which='col', overwrite_qr=False)
189
+ a1 = np.delete(a, col, 1)
190
+ check_qr(q1, r1, a1, self.rtol, self.atol)
191
+
192
+ def test_fat_p_col(self):
193
+ a, q, r = self.generate('fat')
194
+ for ndel in range(2, 6):
195
+ for col in range(r.shape[1]-ndel):
196
+ q1, r1 = qr_delete(q, r, col, ndel, which='col',
197
+ overwrite_qr=False)
198
+ a1 = np.delete(a, slice(col, col+ndel), 1)
199
+ check_qr(q1, r1, a1, self.rtol, self.atol)
200
+
201
+ def test_economic_1_row(self):
202
+ # this test always starts and ends with an economic decomp.
203
+ a, q, r = self.generate('tall', 'economic')
204
+ for row in range(r.shape[0]):
205
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
206
+ a1 = np.delete(a, row, 0)
207
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
208
+
209
+ # for economic row deletes
210
+ # eco - prow = eco
211
+ # eco - prow = sqr
212
+ # eco - prow = fat
213
+ def base_economic_p_row_xxx(self, ndel):
214
+ a, q, r = self.generate('tall', 'economic')
215
+ for row in range(a.shape[0]-ndel):
216
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
217
+ a1 = np.delete(a, slice(row, row+ndel), 0)
218
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
219
+
220
+ def test_economic_p_row_economic(self):
221
+ # (12, 7) - (3, 7) = (9,7) --> stays economic
222
+ self.base_economic_p_row_xxx(3)
223
+
224
+ def test_economic_p_row_sqr(self):
225
+ # (12, 7) - (5, 7) = (7, 7) --> becomes square
226
+ self.base_economic_p_row_xxx(5)
227
+
228
+ def test_economic_p_row_fat(self):
229
+ # (12, 7) - (7,7) = (5, 7) --> becomes fat
230
+ self.base_economic_p_row_xxx(7)
231
+
232
+ def test_economic_1_col(self):
233
+ a, q, r = self.generate('tall', 'economic')
234
+ for col in range(r.shape[1]):
235
+ q1, r1 = qr_delete(q, r, col, which='col', overwrite_qr=False)
236
+ a1 = np.delete(a, col, 1)
237
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
238
+
239
+ def test_economic_p_col(self):
240
+ a, q, r = self.generate('tall', 'economic')
241
+ for ndel in range(2, 6):
242
+ for col in range(r.shape[1]-ndel):
243
+ q1, r1 = qr_delete(q, r, col, ndel, which='col',
244
+ overwrite_qr=False)
245
+ a1 = np.delete(a, slice(col, col+ndel), 1)
246
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
247
+
248
+ def test_Mx1_1_row(self):
249
+ a, q, r = self.generate('Mx1')
250
+ for row in range(r.shape[0]):
251
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
252
+ a1 = np.delete(a, row, 0)
253
+ check_qr(q1, r1, a1, self.rtol, self.atol)
254
+
255
+ def test_Mx1_p_row(self):
256
+ a, q, r = self.generate('Mx1')
257
+ for ndel in range(2, 6):
258
+ for row in range(a.shape[0]-ndel):
259
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
260
+ a1 = np.delete(a, slice(row, row+ndel), 0)
261
+ check_qr(q1, r1, a1, self.rtol, self.atol)
262
+
263
+ def test_1xN_1_col(self):
264
+ a, q, r = self.generate('1xN')
265
+ for col in range(r.shape[1]):
266
+ q1, r1 = qr_delete(q, r, col, which='col', overwrite_qr=False)
267
+ a1 = np.delete(a, col, 1)
268
+ check_qr(q1, r1, a1, self.rtol, self.atol)
269
+
270
+ def test_1xN_p_col(self):
271
+ a, q, r = self.generate('1xN')
272
+ for ndel in range(2, 6):
273
+ for col in range(r.shape[1]-ndel):
274
+ q1, r1 = qr_delete(q, r, col, ndel, which='col',
275
+ overwrite_qr=False)
276
+ a1 = np.delete(a, slice(col, col+ndel), 1)
277
+ check_qr(q1, r1, a1, self.rtol, self.atol)
278
+
279
+ def test_Mx1_economic_1_row(self):
280
+ a, q, r = self.generate('Mx1', 'economic')
281
+ for row in range(r.shape[0]):
282
+ q1, r1 = qr_delete(q, r, row, overwrite_qr=False)
283
+ a1 = np.delete(a, row, 0)
284
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
285
+
286
+ def test_Mx1_economic_p_row(self):
287
+ a, q, r = self.generate('Mx1', 'economic')
288
+ for ndel in range(2, 6):
289
+ for row in range(a.shape[0]-ndel):
290
+ q1, r1 = qr_delete(q, r, row, ndel, overwrite_qr=False)
291
+ a1 = np.delete(a, slice(row, row+ndel), 0)
292
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
293
+
294
+ def test_delete_last_1_row(self):
295
+ # full and eco are the same for 1xN
296
+ a, q, r = self.generate('1xN')
297
+ q1, r1 = qr_delete(q, r, 0, 1, 'row')
298
+ assert_equal(q1, np.ndarray(shape=(0, 0), dtype=q.dtype))
299
+ assert_equal(r1, np.ndarray(shape=(0, r.shape[1]), dtype=r.dtype))
300
+
301
+ def test_delete_last_p_row(self):
302
+ a, q, r = self.generate('tall', 'full')
303
+ q1, r1 = qr_delete(q, r, 0, a.shape[0], 'row')
304
+ assert_equal(q1, np.ndarray(shape=(0, 0), dtype=q.dtype))
305
+ assert_equal(r1, np.ndarray(shape=(0, r.shape[1]), dtype=r.dtype))
306
+
307
+ a, q, r = self.generate('tall', 'economic')
308
+ q1, r1 = qr_delete(q, r, 0, a.shape[0], 'row')
309
+ assert_equal(q1, np.ndarray(shape=(0, 0), dtype=q.dtype))
310
+ assert_equal(r1, np.ndarray(shape=(0, r.shape[1]), dtype=r.dtype))
311
+
312
+ def test_delete_last_1_col(self):
313
+ a, q, r = self.generate('Mx1', 'economic')
314
+ q1, r1 = qr_delete(q, r, 0, 1, 'col')
315
+ assert_equal(q1, np.ndarray(shape=(q.shape[0], 0), dtype=q.dtype))
316
+ assert_equal(r1, np.ndarray(shape=(0, 0), dtype=r.dtype))
317
+
318
+ a, q, r = self.generate('Mx1', 'full')
319
+ q1, r1 = qr_delete(q, r, 0, 1, 'col')
320
+ assert_unitary(q1)
321
+ assert_(q1.dtype == q.dtype)
322
+ assert_(q1.shape == q.shape)
323
+ assert_equal(r1, np.ndarray(shape=(r.shape[0], 0), dtype=r.dtype))
324
+
325
+ def test_delete_last_p_col(self):
326
+ a, q, r = self.generate('tall', 'full')
327
+ q1, r1 = qr_delete(q, r, 0, a.shape[1], 'col')
328
+ assert_unitary(q1)
329
+ assert_(q1.dtype == q.dtype)
330
+ assert_(q1.shape == q.shape)
331
+ assert_equal(r1, np.ndarray(shape=(r.shape[0], 0), dtype=r.dtype))
332
+
333
+ a, q, r = self.generate('tall', 'economic')
334
+ q1, r1 = qr_delete(q, r, 0, a.shape[1], 'col')
335
+ assert_equal(q1, np.ndarray(shape=(q.shape[0], 0), dtype=q.dtype))
336
+ assert_equal(r1, np.ndarray(shape=(0, 0), dtype=r.dtype))
337
+
338
+ def test_delete_1x1_row_col(self):
339
+ a, q, r = self.generate('1x1')
340
+ q1, r1 = qr_delete(q, r, 0, 1, 'row')
341
+ assert_equal(q1, np.ndarray(shape=(0, 0), dtype=q.dtype))
342
+ assert_equal(r1, np.ndarray(shape=(0, r.shape[1]), dtype=r.dtype))
343
+
344
+ a, q, r = self.generate('1x1')
345
+ q1, r1 = qr_delete(q, r, 0, 1, 'col')
346
+ assert_unitary(q1)
347
+ assert_(q1.dtype == q.dtype)
348
+ assert_(q1.shape == q.shape)
349
+ assert_equal(r1, np.ndarray(shape=(r.shape[0], 0), dtype=r.dtype))
350
+
351
+ # all full qr, row deletes and single column deletes should be able to
352
+ # handle any non negative strides. (only row and column vector
353
+ # operations are used.) p column delete require fortran ordered
354
+ # Q and R and will make a copy as necessary. Economic qr row deletes
355
+ # require a contiguous q.
356
+
357
+ def base_non_simple_strides(self, adjust_strides, ks, p, which,
358
+ overwriteable):
359
+ if which == 'row':
360
+ qind = (slice(p,None), slice(p,None))
361
+ rind = (slice(p,None), slice(None))
362
+ else:
363
+ qind = (slice(None), slice(None))
364
+ rind = (slice(None), slice(None,-p))
365
+
366
+ for type, k in itertools.product(['sqr', 'tall', 'fat'], ks):
367
+ a, q0, r0, = self.generate(type)
368
+ qs, rs = adjust_strides((q0, r0))
369
+ if p == 1:
370
+ a1 = np.delete(a, k, 0 if which == 'row' else 1)
371
+ else:
372
+ s = slice(k,k+p)
373
+ if k < 0:
374
+ s = slice(k, k + p +
375
+ (a.shape[0] if which == 'row' else a.shape[1]))
376
+ a1 = np.delete(a, s, 0 if which == 'row' else 1)
377
+
378
+ # for each variable, q, r we try with it strided and
379
+ # overwrite=False. Then we try with overwrite=True, and make
380
+ # sure that q and r are still overwritten.
381
+
382
+ q = q0.copy('F')
383
+ r = r0.copy('F')
384
+ q1, r1 = qr_delete(qs, r, k, p, which, False)
385
+ check_qr(q1, r1, a1, self.rtol, self.atol)
386
+ q1o, r1o = qr_delete(qs, r, k, p, which, True)
387
+ check_qr(q1o, r1o, a1, self.rtol, self.atol)
388
+ if overwriteable:
389
+ assert_allclose(q1o, qs[qind], rtol=self.rtol, atol=self.atol)
390
+ assert_allclose(r1o, r[rind], rtol=self.rtol, atol=self.atol)
391
+
392
+ q = q0.copy('F')
393
+ r = r0.copy('F')
394
+ q2, r2 = qr_delete(q, rs, k, p, which, False)
395
+ check_qr(q2, r2, a1, self.rtol, self.atol)
396
+ q2o, r2o = qr_delete(q, rs, k, p, which, True)
397
+ check_qr(q2o, r2o, a1, self.rtol, self.atol)
398
+ if overwriteable:
399
+ assert_allclose(q2o, q[qind], rtol=self.rtol, atol=self.atol)
400
+ assert_allclose(r2o, rs[rind], rtol=self.rtol, atol=self.atol)
401
+
402
+ q = q0.copy('F')
403
+ r = r0.copy('F')
404
+ # since some of these were consumed above
405
+ qs, rs = adjust_strides((q, r))
406
+ q3, r3 = qr_delete(qs, rs, k, p, which, False)
407
+ check_qr(q3, r3, a1, self.rtol, self.atol)
408
+ q3o, r3o = qr_delete(qs, rs, k, p, which, True)
409
+ check_qr(q3o, r3o, a1, self.rtol, self.atol)
410
+ if overwriteable:
411
+ assert_allclose(q2o, qs[qind], rtol=self.rtol, atol=self.atol)
412
+ assert_allclose(r3o, rs[rind], rtol=self.rtol, atol=self.atol)
413
+
414
+ def test_non_unit_strides_1_row(self):
415
+ self.base_non_simple_strides(make_strided, [0], 1, 'row', True)
416
+
417
+ def test_non_unit_strides_p_row(self):
418
+ self.base_non_simple_strides(make_strided, [0], 3, 'row', True)
419
+
420
+ def test_non_unit_strides_1_col(self):
421
+ self.base_non_simple_strides(make_strided, [0], 1, 'col', True)
422
+
423
+ def test_non_unit_strides_p_col(self):
424
+ self.base_non_simple_strides(make_strided, [0], 3, 'col', False)
425
+
426
+ def test_neg_strides_1_row(self):
427
+ self.base_non_simple_strides(negate_strides, [0], 1, 'row', False)
428
+
429
+ def test_neg_strides_p_row(self):
430
+ self.base_non_simple_strides(negate_strides, [0], 3, 'row', False)
431
+
432
+ def test_neg_strides_1_col(self):
433
+ self.base_non_simple_strides(negate_strides, [0], 1, 'col', False)
434
+
435
+ def test_neg_strides_p_col(self):
436
+ self.base_non_simple_strides(negate_strides, [0], 3, 'col', False)
437
+
438
+ def test_non_itemize_strides_1_row(self):
439
+ self.base_non_simple_strides(nonitemsize_strides, [0], 1, 'row', False)
440
+
441
+ def test_non_itemize_strides_p_row(self):
442
+ self.base_non_simple_strides(nonitemsize_strides, [0], 3, 'row', False)
443
+
444
+ def test_non_itemize_strides_1_col(self):
445
+ self.base_non_simple_strides(nonitemsize_strides, [0], 1, 'col', False)
446
+
447
+ def test_non_itemize_strides_p_col(self):
448
+ self.base_non_simple_strides(nonitemsize_strides, [0], 3, 'col', False)
449
+
450
+ def test_non_native_byte_order_1_row(self):
451
+ self.base_non_simple_strides(make_nonnative, [0], 1, 'row', False)
452
+
453
+ def test_non_native_byte_order_p_row(self):
454
+ self.base_non_simple_strides(make_nonnative, [0], 3, 'row', False)
455
+
456
+ def test_non_native_byte_order_1_col(self):
457
+ self.base_non_simple_strides(make_nonnative, [0], 1, 'col', False)
458
+
459
+ def test_non_native_byte_order_p_col(self):
460
+ self.base_non_simple_strides(make_nonnative, [0], 3, 'col', False)
461
+
462
+ def test_neg_k(self):
463
+ a, q, r = self.generate('sqr')
464
+ for k, p, w in itertools.product([-3, -7], [1, 3], ['row', 'col']):
465
+ q1, r1 = qr_delete(q, r, k, p, w, overwrite_qr=False)
466
+ if w == 'row':
467
+ a1 = np.delete(a, slice(k+a.shape[0], k+p+a.shape[0]), 0)
468
+ else:
469
+ a1 = np.delete(a, slice(k+a.shape[0], k+p+a.shape[1]), 1)
470
+ check_qr(q1, r1, a1, self.rtol, self.atol)
471
+
472
+ def base_overwrite_qr(self, which, p, test_C, test_F, mode='full'):
473
+ assert_sqr = True if mode == 'full' else False
474
+ if which == 'row':
475
+ qind = (slice(p,None), slice(p,None))
476
+ rind = (slice(p,None), slice(None))
477
+ else:
478
+ qind = (slice(None), slice(None))
479
+ rind = (slice(None), slice(None,-p))
480
+ a, q0, r0 = self.generate('sqr', mode)
481
+ if p == 1:
482
+ a1 = np.delete(a, 3, 0 if which == 'row' else 1)
483
+ else:
484
+ a1 = np.delete(a, slice(3, 3+p), 0 if which == 'row' else 1)
485
+
486
+ # don't overwrite
487
+ q = q0.copy('F')
488
+ r = r0.copy('F')
489
+ q1, r1 = qr_delete(q, r, 3, p, which, False)
490
+ check_qr(q1, r1, a1, self.rtol, self.atol, assert_sqr)
491
+ check_qr(q, r, a, self.rtol, self.atol, assert_sqr)
492
+
493
+ if test_F:
494
+ q = q0.copy('F')
495
+ r = r0.copy('F')
496
+ q2, r2 = qr_delete(q, r, 3, p, which, True)
497
+ check_qr(q2, r2, a1, self.rtol, self.atol, assert_sqr)
498
+ # verify the overwriting
499
+ assert_allclose(q2, q[qind], rtol=self.rtol, atol=self.atol)
500
+ assert_allclose(r2, r[rind], rtol=self.rtol, atol=self.atol)
501
+
502
+ if test_C:
503
+ q = q0.copy('C')
504
+ r = r0.copy('C')
505
+ q3, r3 = qr_delete(q, r, 3, p, which, True)
506
+ check_qr(q3, r3, a1, self.rtol, self.atol, assert_sqr)
507
+ assert_allclose(q3, q[qind], rtol=self.rtol, atol=self.atol)
508
+ assert_allclose(r3, r[rind], rtol=self.rtol, atol=self.atol)
509
+
510
+ def test_overwrite_qr_1_row(self):
511
+ # any positively strided q and r.
512
+ self.base_overwrite_qr('row', 1, True, True)
513
+
514
+ def test_overwrite_economic_qr_1_row(self):
515
+ # Any contiguous q and positively strided r.
516
+ self.base_overwrite_qr('row', 1, True, True, 'economic')
517
+
518
+ def test_overwrite_qr_1_col(self):
519
+ # any positively strided q and r.
520
+ # full and eco share code paths
521
+ self.base_overwrite_qr('col', 1, True, True)
522
+
523
+ def test_overwrite_qr_p_row(self):
524
+ # any positively strided q and r.
525
+ self.base_overwrite_qr('row', 3, True, True)
526
+
527
+ def test_overwrite_economic_qr_p_row(self):
528
+ # any contiguous q and positively strided r
529
+ self.base_overwrite_qr('row', 3, True, True, 'economic')
530
+
531
+ def test_overwrite_qr_p_col(self):
532
+ # only F ordered q and r can be overwritten for cols
533
+ # full and eco share code paths
534
+ self.base_overwrite_qr('col', 3, False, True)
535
+
536
+ def test_bad_which(self):
537
+ a, q, r = self.generate('sqr')
538
+ assert_raises(ValueError, qr_delete, q, r, 0, which='foo')
539
+
540
+ def test_bad_k(self):
541
+ a, q, r = self.generate('tall')
542
+ assert_raises(ValueError, qr_delete, q, r, q.shape[0], 1)
543
+ assert_raises(ValueError, qr_delete, q, r, -q.shape[0]-1, 1)
544
+ assert_raises(ValueError, qr_delete, q, r, r.shape[0], 1, 'col')
545
+ assert_raises(ValueError, qr_delete, q, r, -r.shape[0]-1, 1, 'col')
546
+
547
+ def test_bad_p(self):
548
+ a, q, r = self.generate('tall')
549
+ # p must be positive
550
+ assert_raises(ValueError, qr_delete, q, r, 0, -1)
551
+ assert_raises(ValueError, qr_delete, q, r, 0, -1, 'col')
552
+
553
+ # and nonzero
554
+ assert_raises(ValueError, qr_delete, q, r, 0, 0)
555
+ assert_raises(ValueError, qr_delete, q, r, 0, 0, 'col')
556
+
557
+ # must have at least k+p rows or cols, depending.
558
+ assert_raises(ValueError, qr_delete, q, r, 3, q.shape[0]-2)
559
+ assert_raises(ValueError, qr_delete, q, r, 3, r.shape[1]-2, 'col')
560
+
561
+ def test_empty_q(self):
562
+ a, q, r = self.generate('tall')
563
+ # same code path for 'row' and 'col'
564
+ assert_raises(ValueError, qr_delete, np.array([]), r, 0, 1)
565
+
566
+ def test_empty_r(self):
567
+ a, q, r = self.generate('tall')
568
+ # same code path for 'row' and 'col'
569
+ assert_raises(ValueError, qr_delete, q, np.array([]), 0, 1)
570
+
571
+ def test_mismatched_q_and_r(self):
572
+ a, q, r = self.generate('tall')
573
+ r = r[1:]
574
+ assert_raises(ValueError, qr_delete, q, r, 0, 1)
575
+
576
+ def test_unsupported_dtypes(self):
577
+ dts = ['int8', 'int16', 'int32', 'int64',
578
+ 'uint8', 'uint16', 'uint32', 'uint64',
579
+ 'float16', 'longdouble', 'clongdouble',
580
+ 'bool']
581
+ a, q0, r0 = self.generate('tall')
582
+ for dtype in dts:
583
+ q = q0.real.astype(dtype)
584
+ with np.errstate(invalid="ignore"):
585
+ r = r0.real.astype(dtype)
586
+ assert_raises(ValueError, qr_delete, q, r0, 0, 1, 'row')
587
+ assert_raises(ValueError, qr_delete, q, r0, 0, 2, 'row')
588
+ assert_raises(ValueError, qr_delete, q, r0, 0, 1, 'col')
589
+ assert_raises(ValueError, qr_delete, q, r0, 0, 2, 'col')
590
+
591
+ assert_raises(ValueError, qr_delete, q0, r, 0, 1, 'row')
592
+ assert_raises(ValueError, qr_delete, q0, r, 0, 2, 'row')
593
+ assert_raises(ValueError, qr_delete, q0, r, 0, 1, 'col')
594
+ assert_raises(ValueError, qr_delete, q0, r, 0, 2, 'col')
595
+
596
+ def test_check_finite(self):
597
+ a0, q0, r0 = self.generate('tall')
598
+
599
+ q = q0.copy('F')
600
+ q[1,1] = np.nan
601
+ assert_raises(ValueError, qr_delete, q, r0, 0, 1, 'row')
602
+ assert_raises(ValueError, qr_delete, q, r0, 0, 3, 'row')
603
+ assert_raises(ValueError, qr_delete, q, r0, 0, 1, 'col')
604
+ assert_raises(ValueError, qr_delete, q, r0, 0, 3, 'col')
605
+
606
+ r = r0.copy('F')
607
+ r[1,1] = np.nan
608
+ assert_raises(ValueError, qr_delete, q0, r, 0, 1, 'row')
609
+ assert_raises(ValueError, qr_delete, q0, r, 0, 3, 'row')
610
+ assert_raises(ValueError, qr_delete, q0, r, 0, 1, 'col')
611
+ assert_raises(ValueError, qr_delete, q0, r, 0, 3, 'col')
612
+
613
+ def test_qr_scalar(self):
614
+ a, q, r = self.generate('1x1')
615
+ assert_raises(ValueError, qr_delete, q[0, 0], r, 0, 1, 'row')
616
+ assert_raises(ValueError, qr_delete, q, r[0, 0], 0, 1, 'row')
617
+ assert_raises(ValueError, qr_delete, q[0, 0], r, 0, 1, 'col')
618
+ assert_raises(ValueError, qr_delete, q, r[0, 0], 0, 1, 'col')
619
+
620
+ class TestQRdelete_f(BaseQRdelete):
621
+ dtype = np.dtype('f')
622
+
623
+ class TestQRdelete_F(BaseQRdelete):
624
+ dtype = np.dtype('F')
625
+
626
+ class TestQRdelete_d(BaseQRdelete):
627
+ dtype = np.dtype('d')
628
+
629
+ class TestQRdelete_D(BaseQRdelete):
630
+ dtype = np.dtype('D')
631
+
632
+ class BaseQRinsert(BaseQRdeltas):
633
+ def generate(self, type, mode='full', which='row', p=1):
634
+ a, q, r = super().generate(type, mode)
635
+
636
+ assert_(p > 0)
637
+
638
+ # super call set the seed...
639
+ if which == 'row':
640
+ if p == 1:
641
+ u = np.random.random(a.shape[1])
642
+ else:
643
+ u = np.random.random((p, a.shape[1]))
644
+ elif which == 'col':
645
+ if p == 1:
646
+ u = np.random.random(a.shape[0])
647
+ else:
648
+ u = np.random.random((a.shape[0], p))
649
+ else:
650
+ ValueError('which should be either "row" or "col"')
651
+
652
+ if np.iscomplexobj(self.dtype.type(1)):
653
+ b = np.random.random(u.shape)
654
+ u = u + 1j * b
655
+
656
+ u = u.astype(self.dtype)
657
+ return a, q, r, u
658
+
659
+ def test_sqr_1_row(self):
660
+ a, q, r, u = self.generate('sqr', which='row')
661
+ for row in range(r.shape[0] + 1):
662
+ q1, r1 = qr_insert(q, r, u, row)
663
+ a1 = np.insert(a, row, u, 0)
664
+ check_qr(q1, r1, a1, self.rtol, self.atol)
665
+
666
+ def test_sqr_p_row(self):
667
+ # sqr + rows --> fat always
668
+ a, q, r, u = self.generate('sqr', which='row', p=3)
669
+ for row in range(r.shape[0] + 1):
670
+ q1, r1 = qr_insert(q, r, u, row)
671
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
672
+ check_qr(q1, r1, a1, self.rtol, self.atol)
673
+
674
+ def test_sqr_1_col(self):
675
+ a, q, r, u = self.generate('sqr', which='col')
676
+ for col in range(r.shape[1] + 1):
677
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
678
+ a1 = np.insert(a, col, u, 1)
679
+ check_qr(q1, r1, a1, self.rtol, self.atol)
680
+
681
+ def test_sqr_p_col(self):
682
+ # sqr + cols --> fat always
683
+ a, q, r, u = self.generate('sqr', which='col', p=3)
684
+ for col in range(r.shape[1] + 1):
685
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
686
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
687
+ check_qr(q1, r1, a1, self.rtol, self.atol)
688
+
689
+ def test_tall_1_row(self):
690
+ a, q, r, u = self.generate('tall', which='row')
691
+ for row in range(r.shape[0] + 1):
692
+ q1, r1 = qr_insert(q, r, u, row)
693
+ a1 = np.insert(a, row, u, 0)
694
+ check_qr(q1, r1, a1, self.rtol, self.atol)
695
+
696
+ def test_tall_p_row(self):
697
+ # tall + rows --> tall always
698
+ a, q, r, u = self.generate('tall', which='row', p=3)
699
+ for row in range(r.shape[0] + 1):
700
+ q1, r1 = qr_insert(q, r, u, row)
701
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
702
+ check_qr(q1, r1, a1, self.rtol, self.atol)
703
+
704
+ def test_tall_1_col(self):
705
+ a, q, r, u = self.generate('tall', which='col')
706
+ for col in range(r.shape[1] + 1):
707
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
708
+ a1 = np.insert(a, col, u, 1)
709
+ check_qr(q1, r1, a1, self.rtol, self.atol)
710
+
711
+ # for column adds to tall matrices there are three cases to test
712
+ # tall + pcol --> tall
713
+ # tall + pcol --> sqr
714
+ # tall + pcol --> fat
715
+ def base_tall_p_col_xxx(self, p):
716
+ a, q, r, u = self.generate('tall', which='col', p=p)
717
+ for col in range(r.shape[1] + 1):
718
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
719
+ a1 = np.insert(a, np.full(p, col, np.intp), u, 1)
720
+ check_qr(q1, r1, a1, self.rtol, self.atol)
721
+
722
+ def test_tall_p_col_tall(self):
723
+ # 12x7 + 12x3 = 12x10 --> stays tall
724
+ self.base_tall_p_col_xxx(3)
725
+
726
+ def test_tall_p_col_sqr(self):
727
+ # 12x7 + 12x5 = 12x12 --> becomes sqr
728
+ self.base_tall_p_col_xxx(5)
729
+
730
+ def test_tall_p_col_fat(self):
731
+ # 12x7 + 12x7 = 12x14 --> becomes fat
732
+ self.base_tall_p_col_xxx(7)
733
+
734
+ def test_fat_1_row(self):
735
+ a, q, r, u = self.generate('fat', which='row')
736
+ for row in range(r.shape[0] + 1):
737
+ q1, r1 = qr_insert(q, r, u, row)
738
+ a1 = np.insert(a, row, u, 0)
739
+ check_qr(q1, r1, a1, self.rtol, self.atol)
740
+
741
+ # for row adds to fat matrices there are three cases to test
742
+ # fat + prow --> fat
743
+ # fat + prow --> sqr
744
+ # fat + prow --> tall
745
+ def base_fat_p_row_xxx(self, p):
746
+ a, q, r, u = self.generate('fat', which='row', p=p)
747
+ for row in range(r.shape[0] + 1):
748
+ q1, r1 = qr_insert(q, r, u, row)
749
+ a1 = np.insert(a, np.full(p, row, np.intp), u, 0)
750
+ check_qr(q1, r1, a1, self.rtol, self.atol)
751
+
752
+ def test_fat_p_row_fat(self):
753
+ # 7x12 + 3x12 = 10x12 --> stays fat
754
+ self.base_fat_p_row_xxx(3)
755
+
756
+ def test_fat_p_row_sqr(self):
757
+ # 7x12 + 5x12 = 12x12 --> becomes sqr
758
+ self.base_fat_p_row_xxx(5)
759
+
760
+ def test_fat_p_row_tall(self):
761
+ # 7x12 + 7x12 = 14x12 --> becomes tall
762
+ self.base_fat_p_row_xxx(7)
763
+
764
+ def test_fat_1_col(self):
765
+ a, q, r, u = self.generate('fat', which='col')
766
+ for col in range(r.shape[1] + 1):
767
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
768
+ a1 = np.insert(a, col, u, 1)
769
+ check_qr(q1, r1, a1, self.rtol, self.atol)
770
+
771
+ def test_fat_p_col(self):
772
+ # fat + cols --> fat always
773
+ a, q, r, u = self.generate('fat', which='col', p=3)
774
+ for col in range(r.shape[1] + 1):
775
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
776
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
777
+ check_qr(q1, r1, a1, self.rtol, self.atol)
778
+
779
+ def test_economic_1_row(self):
780
+ a, q, r, u = self.generate('tall', 'economic', 'row')
781
+ for row in range(r.shape[0] + 1):
782
+ q1, r1 = qr_insert(q, r, u, row, overwrite_qru=False)
783
+ a1 = np.insert(a, row, u, 0)
784
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
785
+
786
+ def test_economic_p_row(self):
787
+ # tall + rows --> tall always
788
+ a, q, r, u = self.generate('tall', 'economic', 'row', 3)
789
+ for row in range(r.shape[0] + 1):
790
+ q1, r1 = qr_insert(q, r, u, row, overwrite_qru=False)
791
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
792
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
793
+
794
+ def test_economic_1_col(self):
795
+ a, q, r, u = self.generate('tall', 'economic', which='col')
796
+ for col in range(r.shape[1] + 1):
797
+ q1, r1 = qr_insert(q, r, u.copy(), col, 'col', overwrite_qru=False)
798
+ a1 = np.insert(a, col, u, 1)
799
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
800
+
801
+ def test_economic_1_col_bad_update(self):
802
+ # When the column to be added lies in the span of Q, the update is
803
+ # not meaningful. This is detected, and a LinAlgError is issued.
804
+ q = np.eye(5, 3, dtype=self.dtype)
805
+ r = np.eye(3, dtype=self.dtype)
806
+ u = np.array([1, 0, 0, 0, 0], self.dtype)
807
+ assert_raises(linalg.LinAlgError, qr_insert, q, r, u, 0, 'col')
808
+
809
+ # for column adds to economic matrices there are three cases to test
810
+ # eco + pcol --> eco
811
+ # eco + pcol --> sqr
812
+ # eco + pcol --> fat
813
+ def base_economic_p_col_xxx(self, p):
814
+ a, q, r, u = self.generate('tall', 'economic', which='col', p=p)
815
+ for col in range(r.shape[1] + 1):
816
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
817
+ a1 = np.insert(a, np.full(p, col, np.intp), u, 1)
818
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
819
+
820
+ def test_economic_p_col_eco(self):
821
+ # 12x7 + 12x3 = 12x10 --> stays eco
822
+ self.base_economic_p_col_xxx(3)
823
+
824
+ def test_economic_p_col_sqr(self):
825
+ # 12x7 + 12x5 = 12x12 --> becomes sqr
826
+ self.base_economic_p_col_xxx(5)
827
+
828
+ def test_economic_p_col_fat(self):
829
+ # 12x7 + 12x7 = 12x14 --> becomes fat
830
+ self.base_economic_p_col_xxx(7)
831
+
832
+ def test_Mx1_1_row(self):
833
+ a, q, r, u = self.generate('Mx1', which='row')
834
+ for row in range(r.shape[0] + 1):
835
+ q1, r1 = qr_insert(q, r, u, row)
836
+ a1 = np.insert(a, row, u, 0)
837
+ check_qr(q1, r1, a1, self.rtol, self.atol)
838
+
839
+ def test_Mx1_p_row(self):
840
+ a, q, r, u = self.generate('Mx1', which='row', p=3)
841
+ for row in range(r.shape[0] + 1):
842
+ q1, r1 = qr_insert(q, r, u, row)
843
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
844
+ check_qr(q1, r1, a1, self.rtol, self.atol)
845
+
846
+ def test_Mx1_1_col(self):
847
+ a, q, r, u = self.generate('Mx1', which='col')
848
+ for col in range(r.shape[1] + 1):
849
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
850
+ a1 = np.insert(a, col, u, 1)
851
+ check_qr(q1, r1, a1, self.rtol, self.atol)
852
+
853
+ def test_Mx1_p_col(self):
854
+ a, q, r, u = self.generate('Mx1', which='col', p=3)
855
+ for col in range(r.shape[1] + 1):
856
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
857
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
858
+ check_qr(q1, r1, a1, self.rtol, self.atol)
859
+
860
+ def test_Mx1_economic_1_row(self):
861
+ a, q, r, u = self.generate('Mx1', 'economic', 'row')
862
+ for row in range(r.shape[0] + 1):
863
+ q1, r1 = qr_insert(q, r, u, row)
864
+ a1 = np.insert(a, row, u, 0)
865
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
866
+
867
+ def test_Mx1_economic_p_row(self):
868
+ a, q, r, u = self.generate('Mx1', 'economic', 'row', 3)
869
+ for row in range(r.shape[0] + 1):
870
+ q1, r1 = qr_insert(q, r, u, row)
871
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
872
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
873
+
874
+ def test_Mx1_economic_1_col(self):
875
+ a, q, r, u = self.generate('Mx1', 'economic', 'col')
876
+ for col in range(r.shape[1] + 1):
877
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
878
+ a1 = np.insert(a, col, u, 1)
879
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
880
+
881
+ def test_Mx1_economic_p_col(self):
882
+ a, q, r, u = self.generate('Mx1', 'economic', 'col', 3)
883
+ for col in range(r.shape[1] + 1):
884
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
885
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
886
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
887
+
888
+ def test_1xN_1_row(self):
889
+ a, q, r, u = self.generate('1xN', which='row')
890
+ for row in range(r.shape[0] + 1):
891
+ q1, r1 = qr_insert(q, r, u, row)
892
+ a1 = np.insert(a, row, u, 0)
893
+ check_qr(q1, r1, a1, self.rtol, self.atol)
894
+
895
+ def test_1xN_p_row(self):
896
+ a, q, r, u = self.generate('1xN', which='row', p=3)
897
+ for row in range(r.shape[0] + 1):
898
+ q1, r1 = qr_insert(q, r, u, row)
899
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
900
+ check_qr(q1, r1, a1, self.rtol, self.atol)
901
+
902
+ def test_1xN_1_col(self):
903
+ a, q, r, u = self.generate('1xN', which='col')
904
+ for col in range(r.shape[1] + 1):
905
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
906
+ a1 = np.insert(a, col, u, 1)
907
+ check_qr(q1, r1, a1, self.rtol, self.atol)
908
+
909
+ def test_1xN_p_col(self):
910
+ a, q, r, u = self.generate('1xN', which='col', p=3)
911
+ for col in range(r.shape[1] + 1):
912
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
913
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
914
+ check_qr(q1, r1, a1, self.rtol, self.atol)
915
+
916
+ def test_1x1_1_row(self):
917
+ a, q, r, u = self.generate('1x1', which='row')
918
+ for row in range(r.shape[0] + 1):
919
+ q1, r1 = qr_insert(q, r, u, row)
920
+ a1 = np.insert(a, row, u, 0)
921
+ check_qr(q1, r1, a1, self.rtol, self.atol)
922
+
923
+ def test_1x1_p_row(self):
924
+ a, q, r, u = self.generate('1x1', which='row', p=3)
925
+ for row in range(r.shape[0] + 1):
926
+ q1, r1 = qr_insert(q, r, u, row)
927
+ a1 = np.insert(a, np.full(3, row, np.intp), u, 0)
928
+ check_qr(q1, r1, a1, self.rtol, self.atol)
929
+
930
+ def test_1x1_1_col(self):
931
+ a, q, r, u = self.generate('1x1', which='col')
932
+ for col in range(r.shape[1] + 1):
933
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
934
+ a1 = np.insert(a, col, u, 1)
935
+ check_qr(q1, r1, a1, self.rtol, self.atol)
936
+
937
+ def test_1x1_p_col(self):
938
+ a, q, r, u = self.generate('1x1', which='col', p=3)
939
+ for col in range(r.shape[1] + 1):
940
+ q1, r1 = qr_insert(q, r, u, col, 'col', overwrite_qru=False)
941
+ a1 = np.insert(a, np.full(3, col, np.intp), u, 1)
942
+ check_qr(q1, r1, a1, self.rtol, self.atol)
943
+
944
+ def test_1x1_1_scalar(self):
945
+ a, q, r, u = self.generate('1x1', which='row')
946
+ assert_raises(ValueError, qr_insert, q[0, 0], r, u, 0, 'row')
947
+ assert_raises(ValueError, qr_insert, q, r[0, 0], u, 0, 'row')
948
+ assert_raises(ValueError, qr_insert, q, r, u[0], 0, 'row')
949
+
950
+ assert_raises(ValueError, qr_insert, q[0, 0], r, u, 0, 'col')
951
+ assert_raises(ValueError, qr_insert, q, r[0, 0], u, 0, 'col')
952
+ assert_raises(ValueError, qr_insert, q, r, u[0], 0, 'col')
953
+
954
+ def base_non_simple_strides(self, adjust_strides, k, p, which):
955
+ for type in ['sqr', 'tall', 'fat']:
956
+ a, q0, r0, u0 = self.generate(type, which=which, p=p)
957
+ qs, rs, us = adjust_strides((q0, r0, u0))
958
+ if p == 1:
959
+ ai = np.insert(a, k, u0, 0 if which == 'row' else 1)
960
+ else:
961
+ ai = np.insert(a, np.full(p, k, np.intp),
962
+ u0 if which == 'row' else u0,
963
+ 0 if which == 'row' else 1)
964
+
965
+ # for each variable, q, r, u we try with it strided and
966
+ # overwrite=False. Then we try with overwrite=True. Nothing
967
+ # is checked to see if it can be overwritten, since only
968
+ # F ordered Q can be overwritten when adding columns.
969
+
970
+ q = q0.copy('F')
971
+ r = r0.copy('F')
972
+ u = u0.copy('F')
973
+ q1, r1 = qr_insert(qs, r, u, k, which, overwrite_qru=False)
974
+ check_qr(q1, r1, ai, self.rtol, self.atol)
975
+ q1o, r1o = qr_insert(qs, r, u, k, which, overwrite_qru=True)
976
+ check_qr(q1o, r1o, ai, self.rtol, self.atol)
977
+
978
+ q = q0.copy('F')
979
+ r = r0.copy('F')
980
+ u = u0.copy('F')
981
+ q2, r2 = qr_insert(q, rs, u, k, which, overwrite_qru=False)
982
+ check_qr(q2, r2, ai, self.rtol, self.atol)
983
+ q2o, r2o = qr_insert(q, rs, u, k, which, overwrite_qru=True)
984
+ check_qr(q2o, r2o, ai, self.rtol, self.atol)
985
+
986
+ q = q0.copy('F')
987
+ r = r0.copy('F')
988
+ u = u0.copy('F')
989
+ q3, r3 = qr_insert(q, r, us, k, which, overwrite_qru=False)
990
+ check_qr(q3, r3, ai, self.rtol, self.atol)
991
+ q3o, r3o = qr_insert(q, r, us, k, which, overwrite_qru=True)
992
+ check_qr(q3o, r3o, ai, self.rtol, self.atol)
993
+
994
+ q = q0.copy('F')
995
+ r = r0.copy('F')
996
+ u = u0.copy('F')
997
+ # since some of these were consumed above
998
+ qs, rs, us = adjust_strides((q, r, u))
999
+ q5, r5 = qr_insert(qs, rs, us, k, which, overwrite_qru=False)
1000
+ check_qr(q5, r5, ai, self.rtol, self.atol)
1001
+ q5o, r5o = qr_insert(qs, rs, us, k, which, overwrite_qru=True)
1002
+ check_qr(q5o, r5o, ai, self.rtol, self.atol)
1003
+
1004
+ def test_non_unit_strides_1_row(self):
1005
+ self.base_non_simple_strides(make_strided, 0, 1, 'row')
1006
+
1007
+ def test_non_unit_strides_p_row(self):
1008
+ self.base_non_simple_strides(make_strided, 0, 3, 'row')
1009
+
1010
+ def test_non_unit_strides_1_col(self):
1011
+ self.base_non_simple_strides(make_strided, 0, 1, 'col')
1012
+
1013
+ def test_non_unit_strides_p_col(self):
1014
+ self.base_non_simple_strides(make_strided, 0, 3, 'col')
1015
+
1016
+ def test_neg_strides_1_row(self):
1017
+ self.base_non_simple_strides(negate_strides, 0, 1, 'row')
1018
+
1019
+ def test_neg_strides_p_row(self):
1020
+ self.base_non_simple_strides(negate_strides, 0, 3, 'row')
1021
+
1022
+ def test_neg_strides_1_col(self):
1023
+ self.base_non_simple_strides(negate_strides, 0, 1, 'col')
1024
+
1025
+ def test_neg_strides_p_col(self):
1026
+ self.base_non_simple_strides(negate_strides, 0, 3, 'col')
1027
+
1028
+ def test_non_itemsize_strides_1_row(self):
1029
+ self.base_non_simple_strides(nonitemsize_strides, 0, 1, 'row')
1030
+
1031
+ def test_non_itemsize_strides_p_row(self):
1032
+ self.base_non_simple_strides(nonitemsize_strides, 0, 3, 'row')
1033
+
1034
+ def test_non_itemsize_strides_1_col(self):
1035
+ self.base_non_simple_strides(nonitemsize_strides, 0, 1, 'col')
1036
+
1037
+ def test_non_itemsize_strides_p_col(self):
1038
+ self.base_non_simple_strides(nonitemsize_strides, 0, 3, 'col')
1039
+
1040
+ def test_non_native_byte_order_1_row(self):
1041
+ self.base_non_simple_strides(make_nonnative, 0, 1, 'row')
1042
+
1043
+ def test_non_native_byte_order_p_row(self):
1044
+ self.base_non_simple_strides(make_nonnative, 0, 3, 'row')
1045
+
1046
+ def test_non_native_byte_order_1_col(self):
1047
+ self.base_non_simple_strides(make_nonnative, 0, 1, 'col')
1048
+
1049
+ def test_non_native_byte_order_p_col(self):
1050
+ self.base_non_simple_strides(make_nonnative, 0, 3, 'col')
1051
+
1052
+ def test_overwrite_qu_rank_1(self):
1053
+ # when inserting rows, the size of both Q and R change, so only
1054
+ # column inserts can overwrite q. Only complex column inserts
1055
+ # with C ordered Q overwrite u. Any contiguous Q is overwritten
1056
+ # when inserting 1 column
1057
+ a, q0, r, u, = self.generate('sqr', which='col', p=1)
1058
+ q = q0.copy('C')
1059
+ u0 = u.copy()
1060
+ # don't overwrite
1061
+ q1, r1 = qr_insert(q, r, u, 0, 'col', overwrite_qru=False)
1062
+ a1 = np.insert(a, 0, u0, 1)
1063
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1064
+ check_qr(q, r, a, self.rtol, self.atol)
1065
+
1066
+ # try overwriting
1067
+ q2, r2 = qr_insert(q, r, u, 0, 'col', overwrite_qru=True)
1068
+ check_qr(q2, r2, a1, self.rtol, self.atol)
1069
+ # verify the overwriting
1070
+ assert_allclose(q2, q, rtol=self.rtol, atol=self.atol)
1071
+ assert_allclose(u, u0.conj(), self.rtol, self.atol)
1072
+
1073
+ # now try with a fortran ordered Q
1074
+ qF = q0.copy('F')
1075
+ u1 = u0.copy()
1076
+ q3, r3 = qr_insert(qF, r, u1, 0, 'col', overwrite_qru=False)
1077
+ check_qr(q3, r3, a1, self.rtol, self.atol)
1078
+ check_qr(qF, r, a, self.rtol, self.atol)
1079
+
1080
+ # try overwriting
1081
+ q4, r4 = qr_insert(qF, r, u1, 0, 'col', overwrite_qru=True)
1082
+ check_qr(q4, r4, a1, self.rtol, self.atol)
1083
+ assert_allclose(q4, qF, rtol=self.rtol, atol=self.atol)
1084
+
1085
+ def test_overwrite_qu_rank_p(self):
1086
+ # when inserting rows, the size of both Q and R change, so only
1087
+ # column inserts can potentially overwrite Q. In practice, only
1088
+ # F ordered Q are overwritten with a rank p update.
1089
+ a, q0, r, u, = self.generate('sqr', which='col', p=3)
1090
+ q = q0.copy('F')
1091
+ a1 = np.insert(a, np.zeros(3, np.intp), u, 1)
1092
+
1093
+ # don't overwrite
1094
+ q1, r1 = qr_insert(q, r, u, 0, 'col', overwrite_qru=False)
1095
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1096
+ check_qr(q, r, a, self.rtol, self.atol)
1097
+
1098
+ # try overwriting
1099
+ q2, r2 = qr_insert(q, r, u, 0, 'col', overwrite_qru=True)
1100
+ check_qr(q2, r2, a1, self.rtol, self.atol)
1101
+ assert_allclose(q2, q, rtol=self.rtol, atol=self.atol)
1102
+
1103
+ def test_empty_inputs(self):
1104
+ a, q, r, u = self.generate('sqr', which='row')
1105
+ assert_raises(ValueError, qr_insert, np.array([]), r, u, 0, 'row')
1106
+ assert_raises(ValueError, qr_insert, q, np.array([]), u, 0, 'row')
1107
+ assert_raises(ValueError, qr_insert, q, r, np.array([]), 0, 'row')
1108
+ assert_raises(ValueError, qr_insert, np.array([]), r, u, 0, 'col')
1109
+ assert_raises(ValueError, qr_insert, q, np.array([]), u, 0, 'col')
1110
+ assert_raises(ValueError, qr_insert, q, r, np.array([]), 0, 'col')
1111
+
1112
+ def test_mismatched_shapes(self):
1113
+ a, q, r, u = self.generate('tall', which='row')
1114
+ assert_raises(ValueError, qr_insert, q, r[1:], u, 0, 'row')
1115
+ assert_raises(ValueError, qr_insert, q[:-2], r, u, 0, 'row')
1116
+ assert_raises(ValueError, qr_insert, q, r, u[1:], 0, 'row')
1117
+ assert_raises(ValueError, qr_insert, q, r[1:], u, 0, 'col')
1118
+ assert_raises(ValueError, qr_insert, q[:-2], r, u, 0, 'col')
1119
+ assert_raises(ValueError, qr_insert, q, r, u[1:], 0, 'col')
1120
+
1121
+ def test_unsupported_dtypes(self):
1122
+ dts = ['int8', 'int16', 'int32', 'int64',
1123
+ 'uint8', 'uint16', 'uint32', 'uint64',
1124
+ 'float16', 'longdouble', 'clongdouble',
1125
+ 'bool']
1126
+ a, q0, r0, u0 = self.generate('sqr', which='row')
1127
+ for dtype in dts:
1128
+ q = q0.real.astype(dtype)
1129
+ with np.errstate(invalid="ignore"):
1130
+ r = r0.real.astype(dtype)
1131
+ u = u0.real.astype(dtype)
1132
+ assert_raises(ValueError, qr_insert, q, r0, u0, 0, 'row')
1133
+ assert_raises(ValueError, qr_insert, q, r0, u0, 0, 'col')
1134
+ assert_raises(ValueError, qr_insert, q0, r, u0, 0, 'row')
1135
+ assert_raises(ValueError, qr_insert, q0, r, u0, 0, 'col')
1136
+ assert_raises(ValueError, qr_insert, q0, r0, u, 0, 'row')
1137
+ assert_raises(ValueError, qr_insert, q0, r0, u, 0, 'col')
1138
+
1139
+ def test_check_finite(self):
1140
+ a0, q0, r0, u0 = self.generate('sqr', which='row', p=3)
1141
+
1142
+ q = q0.copy('F')
1143
+ q[1,1] = np.nan
1144
+ assert_raises(ValueError, qr_insert, q, r0, u0[:,0], 0, 'row')
1145
+ assert_raises(ValueError, qr_insert, q, r0, u0, 0, 'row')
1146
+ assert_raises(ValueError, qr_insert, q, r0, u0[:,0], 0, 'col')
1147
+ assert_raises(ValueError, qr_insert, q, r0, u0, 0, 'col')
1148
+
1149
+ r = r0.copy('F')
1150
+ r[1,1] = np.nan
1151
+ assert_raises(ValueError, qr_insert, q0, r, u0[:,0], 0, 'row')
1152
+ assert_raises(ValueError, qr_insert, q0, r, u0, 0, 'row')
1153
+ assert_raises(ValueError, qr_insert, q0, r, u0[:,0], 0, 'col')
1154
+ assert_raises(ValueError, qr_insert, q0, r, u0, 0, 'col')
1155
+
1156
+ u = u0.copy('F')
1157
+ u[0,0] = np.nan
1158
+ assert_raises(ValueError, qr_insert, q0, r0, u[:,0], 0, 'row')
1159
+ assert_raises(ValueError, qr_insert, q0, r0, u, 0, 'row')
1160
+ assert_raises(ValueError, qr_insert, q0, r0, u[:,0], 0, 'col')
1161
+ assert_raises(ValueError, qr_insert, q0, r0, u, 0, 'col')
1162
+
1163
+ class TestQRinsert_f(BaseQRinsert):
1164
+ dtype = np.dtype('f')
1165
+
1166
+ class TestQRinsert_F(BaseQRinsert):
1167
+ dtype = np.dtype('F')
1168
+
1169
+ class TestQRinsert_d(BaseQRinsert):
1170
+ dtype = np.dtype('d')
1171
+
1172
+ class TestQRinsert_D(BaseQRinsert):
1173
+ dtype = np.dtype('D')
1174
+
1175
+ class BaseQRupdate(BaseQRdeltas):
1176
+ def generate(self, type, mode='full', p=1):
1177
+ a, q, r = super().generate(type, mode)
1178
+
1179
+ # super call set the seed...
1180
+ if p == 1:
1181
+ u = np.random.random(q.shape[0])
1182
+ v = np.random.random(r.shape[1])
1183
+ else:
1184
+ u = np.random.random((q.shape[0], p))
1185
+ v = np.random.random((r.shape[1], p))
1186
+
1187
+ if np.iscomplexobj(self.dtype.type(1)):
1188
+ b = np.random.random(u.shape)
1189
+ u = u + 1j * b
1190
+
1191
+ c = np.random.random(v.shape)
1192
+ v = v + 1j * c
1193
+
1194
+ u = u.astype(self.dtype)
1195
+ v = v.astype(self.dtype)
1196
+ return a, q, r, u, v
1197
+
1198
+ def test_sqr_rank_1(self):
1199
+ a, q, r, u, v = self.generate('sqr')
1200
+ q1, r1 = qr_update(q, r, u, v, False)
1201
+ a1 = a + np.outer(u, v.conj())
1202
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1203
+
1204
+ def test_sqr_rank_p(self):
1205
+ # test ndim = 2, rank 1 updates here too
1206
+ for p in [1, 2, 3, 5]:
1207
+ a, q, r, u, v = self.generate('sqr', p=p)
1208
+ if p == 1:
1209
+ u = u.reshape(u.size, 1)
1210
+ v = v.reshape(v.size, 1)
1211
+ q1, r1 = qr_update(q, r, u, v, False)
1212
+ a1 = a + np.dot(u, v.T.conj())
1213
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1214
+
1215
+ def test_tall_rank_1(self):
1216
+ a, q, r, u, v = self.generate('tall')
1217
+ q1, r1 = qr_update(q, r, u, v, False)
1218
+ a1 = a + np.outer(u, v.conj())
1219
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1220
+
1221
+ def test_tall_rank_p(self):
1222
+ for p in [1, 2, 3, 5]:
1223
+ a, q, r, u, v = self.generate('tall', p=p)
1224
+ if p == 1:
1225
+ u = u.reshape(u.size, 1)
1226
+ v = v.reshape(v.size, 1)
1227
+ q1, r1 = qr_update(q, r, u, v, False)
1228
+ a1 = a + np.dot(u, v.T.conj())
1229
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1230
+
1231
+ def test_fat_rank_1(self):
1232
+ a, q, r, u, v = self.generate('fat')
1233
+ q1, r1 = qr_update(q, r, u, v, False)
1234
+ a1 = a + np.outer(u, v.conj())
1235
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1236
+
1237
+ def test_fat_rank_p(self):
1238
+ for p in [1, 2, 3, 5]:
1239
+ a, q, r, u, v = self.generate('fat', p=p)
1240
+ if p == 1:
1241
+ u = u.reshape(u.size, 1)
1242
+ v = v.reshape(v.size, 1)
1243
+ q1, r1 = qr_update(q, r, u, v, False)
1244
+ a1 = a + np.dot(u, v.T.conj())
1245
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1246
+
1247
+ def test_economic_rank_1(self):
1248
+ a, q, r, u, v = self.generate('tall', 'economic')
1249
+ q1, r1 = qr_update(q, r, u, v, False)
1250
+ a1 = a + np.outer(u, v.conj())
1251
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1252
+
1253
+ def test_economic_rank_p(self):
1254
+ for p in [1, 2, 3, 5]:
1255
+ a, q, r, u, v = self.generate('tall', 'economic', p)
1256
+ if p == 1:
1257
+ u = u.reshape(u.size, 1)
1258
+ v = v.reshape(v.size, 1)
1259
+ q1, r1 = qr_update(q, r, u, v, False)
1260
+ a1 = a + np.dot(u, v.T.conj())
1261
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1262
+
1263
+ def test_Mx1_rank_1(self):
1264
+ a, q, r, u, v = self.generate('Mx1')
1265
+ q1, r1 = qr_update(q, r, u, v, False)
1266
+ a1 = a + np.outer(u, v.conj())
1267
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1268
+
1269
+ def test_Mx1_rank_p(self):
1270
+ # when M or N == 1, only a rank 1 update is allowed. This isn't
1271
+ # fundamental limitation, but the code does not support it.
1272
+ a, q, r, u, v = self.generate('Mx1', p=1)
1273
+ u = u.reshape(u.size, 1)
1274
+ v = v.reshape(v.size, 1)
1275
+ q1, r1 = qr_update(q, r, u, v, False)
1276
+ a1 = a + np.dot(u, v.T.conj())
1277
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1278
+
1279
+ def test_Mx1_economic_rank_1(self):
1280
+ a, q, r, u, v = self.generate('Mx1', 'economic')
1281
+ q1, r1 = qr_update(q, r, u, v, False)
1282
+ a1 = a + np.outer(u, v.conj())
1283
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1284
+
1285
+ def test_Mx1_economic_rank_p(self):
1286
+ # when M or N == 1, only a rank 1 update is allowed. This isn't
1287
+ # fundamental limitation, but the code does not support it.
1288
+ a, q, r, u, v = self.generate('Mx1', 'economic', p=1)
1289
+ u = u.reshape(u.size, 1)
1290
+ v = v.reshape(v.size, 1)
1291
+ q1, r1 = qr_update(q, r, u, v, False)
1292
+ a1 = a + np.dot(u, v.T.conj())
1293
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1294
+
1295
+ def test_1xN_rank_1(self):
1296
+ a, q, r, u, v = self.generate('1xN')
1297
+ q1, r1 = qr_update(q, r, u, v, False)
1298
+ a1 = a + np.outer(u, v.conj())
1299
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1300
+
1301
+ def test_1xN_rank_p(self):
1302
+ # when M or N == 1, only a rank 1 update is allowed. This isn't
1303
+ # fundamental limitation, but the code does not support it.
1304
+ a, q, r, u, v = self.generate('1xN', p=1)
1305
+ u = u.reshape(u.size, 1)
1306
+ v = v.reshape(v.size, 1)
1307
+ q1, r1 = qr_update(q, r, u, v, False)
1308
+ a1 = a + np.dot(u, v.T.conj())
1309
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1310
+
1311
+ def test_1x1_rank_1(self):
1312
+ a, q, r, u, v = self.generate('1x1')
1313
+ q1, r1 = qr_update(q, r, u, v, False)
1314
+ a1 = a + np.outer(u, v.conj())
1315
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1316
+
1317
+ def test_1x1_rank_p(self):
1318
+ # when M or N == 1, only a rank 1 update is allowed. This isn't
1319
+ # fundamental limitation, but the code does not support it.
1320
+ a, q, r, u, v = self.generate('1x1', p=1)
1321
+ u = u.reshape(u.size, 1)
1322
+ v = v.reshape(v.size, 1)
1323
+ q1, r1 = qr_update(q, r, u, v, False)
1324
+ a1 = a + np.dot(u, v.T.conj())
1325
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1326
+
1327
+ def test_1x1_rank_1_scalar(self):
1328
+ a, q, r, u, v = self.generate('1x1')
1329
+ assert_raises(ValueError, qr_update, q[0, 0], r, u, v)
1330
+ assert_raises(ValueError, qr_update, q, r[0, 0], u, v)
1331
+ assert_raises(ValueError, qr_update, q, r, u[0], v)
1332
+ assert_raises(ValueError, qr_update, q, r, u, v[0])
1333
+
1334
+ def base_non_simple_strides(self, adjust_strides, mode, p, overwriteable):
1335
+ assert_sqr = False if mode == 'economic' else True
1336
+ for type in ['sqr', 'tall', 'fat']:
1337
+ a, q0, r0, u0, v0 = self.generate(type, mode, p)
1338
+ qs, rs, us, vs = adjust_strides((q0, r0, u0, v0))
1339
+ if p == 1:
1340
+ aup = a + np.outer(u0, v0.conj())
1341
+ else:
1342
+ aup = a + np.dot(u0, v0.T.conj())
1343
+
1344
+ # for each variable, q, r, u, v we try with it strided and
1345
+ # overwrite=False. Then we try with overwrite=True, and make
1346
+ # sure that if p == 1, r and v are still overwritten.
1347
+ # a strided q and u must always be copied.
1348
+
1349
+ q = q0.copy('F')
1350
+ r = r0.copy('F')
1351
+ u = u0.copy('F')
1352
+ v = v0.copy('C')
1353
+ q1, r1 = qr_update(qs, r, u, v, False)
1354
+ check_qr(q1, r1, aup, self.rtol, self.atol, assert_sqr)
1355
+ q1o, r1o = qr_update(qs, r, u, v, True)
1356
+ check_qr(q1o, r1o, aup, self.rtol, self.atol, assert_sqr)
1357
+ if overwriteable:
1358
+ assert_allclose(r1o, r, rtol=self.rtol, atol=self.atol)
1359
+ assert_allclose(v, v0.conj(), rtol=self.rtol, atol=self.atol)
1360
+
1361
+ q = q0.copy('F')
1362
+ r = r0.copy('F')
1363
+ u = u0.copy('F')
1364
+ v = v0.copy('C')
1365
+ q2, r2 = qr_update(q, rs, u, v, False)
1366
+ check_qr(q2, r2, aup, self.rtol, self.atol, assert_sqr)
1367
+ q2o, r2o = qr_update(q, rs, u, v, True)
1368
+ check_qr(q2o, r2o, aup, self.rtol, self.atol, assert_sqr)
1369
+ if overwriteable:
1370
+ assert_allclose(r2o, rs, rtol=self.rtol, atol=self.atol)
1371
+ assert_allclose(v, v0.conj(), rtol=self.rtol, atol=self.atol)
1372
+
1373
+ q = q0.copy('F')
1374
+ r = r0.copy('F')
1375
+ u = u0.copy('F')
1376
+ v = v0.copy('C')
1377
+ q3, r3 = qr_update(q, r, us, v, False)
1378
+ check_qr(q3, r3, aup, self.rtol, self.atol, assert_sqr)
1379
+ q3o, r3o = qr_update(q, r, us, v, True)
1380
+ check_qr(q3o, r3o, aup, self.rtol, self.atol, assert_sqr)
1381
+ if overwriteable:
1382
+ assert_allclose(r3o, r, rtol=self.rtol, atol=self.atol)
1383
+ assert_allclose(v, v0.conj(), rtol=self.rtol, atol=self.atol)
1384
+
1385
+ q = q0.copy('F')
1386
+ r = r0.copy('F')
1387
+ u = u0.copy('F')
1388
+ v = v0.copy('C')
1389
+ q4, r4 = qr_update(q, r, u, vs, False)
1390
+ check_qr(q4, r4, aup, self.rtol, self.atol, assert_sqr)
1391
+ q4o, r4o = qr_update(q, r, u, vs, True)
1392
+ check_qr(q4o, r4o, aup, self.rtol, self.atol, assert_sqr)
1393
+ if overwriteable:
1394
+ assert_allclose(r4o, r, rtol=self.rtol, atol=self.atol)
1395
+ assert_allclose(vs, v0.conj(), rtol=self.rtol, atol=self.atol)
1396
+
1397
+ q = q0.copy('F')
1398
+ r = r0.copy('F')
1399
+ u = u0.copy('F')
1400
+ v = v0.copy('C')
1401
+ # since some of these were consumed above
1402
+ qs, rs, us, vs = adjust_strides((q, r, u, v))
1403
+ q5, r5 = qr_update(qs, rs, us, vs, False)
1404
+ check_qr(q5, r5, aup, self.rtol, self.atol, assert_sqr)
1405
+ q5o, r5o = qr_update(qs, rs, us, vs, True)
1406
+ check_qr(q5o, r5o, aup, self.rtol, self.atol, assert_sqr)
1407
+ if overwriteable:
1408
+ assert_allclose(r5o, rs, rtol=self.rtol, atol=self.atol)
1409
+ assert_allclose(vs, v0.conj(), rtol=self.rtol, atol=self.atol)
1410
+
1411
+ def test_non_unit_strides_rank_1(self):
1412
+ self.base_non_simple_strides(make_strided, 'full', 1, True)
1413
+
1414
+ def test_non_unit_strides_economic_rank_1(self):
1415
+ self.base_non_simple_strides(make_strided, 'economic', 1, True)
1416
+
1417
+ def test_non_unit_strides_rank_p(self):
1418
+ self.base_non_simple_strides(make_strided, 'full', 3, False)
1419
+
1420
+ def test_non_unit_strides_economic_rank_p(self):
1421
+ self.base_non_simple_strides(make_strided, 'economic', 3, False)
1422
+
1423
+ def test_neg_strides_rank_1(self):
1424
+ self.base_non_simple_strides(negate_strides, 'full', 1, False)
1425
+
1426
+ def test_neg_strides_economic_rank_1(self):
1427
+ self.base_non_simple_strides(negate_strides, 'economic', 1, False)
1428
+
1429
+ def test_neg_strides_rank_p(self):
1430
+ self.base_non_simple_strides(negate_strides, 'full', 3, False)
1431
+
1432
+ def test_neg_strides_economic_rank_p(self):
1433
+ self.base_non_simple_strides(negate_strides, 'economic', 3, False)
1434
+
1435
+ def test_non_itemsize_strides_rank_1(self):
1436
+ self.base_non_simple_strides(nonitemsize_strides, 'full', 1, False)
1437
+
1438
+ def test_non_itemsize_strides_economic_rank_1(self):
1439
+ self.base_non_simple_strides(nonitemsize_strides, 'economic', 1, False)
1440
+
1441
+ def test_non_itemsize_strides_rank_p(self):
1442
+ self.base_non_simple_strides(nonitemsize_strides, 'full', 3, False)
1443
+
1444
+ def test_non_itemsize_strides_economic_rank_p(self):
1445
+ self.base_non_simple_strides(nonitemsize_strides, 'economic', 3, False)
1446
+
1447
+ def test_non_native_byte_order_rank_1(self):
1448
+ self.base_non_simple_strides(make_nonnative, 'full', 1, False)
1449
+
1450
+ def test_non_native_byte_order_economic_rank_1(self):
1451
+ self.base_non_simple_strides(make_nonnative, 'economic', 1, False)
1452
+
1453
+ def test_non_native_byte_order_rank_p(self):
1454
+ self.base_non_simple_strides(make_nonnative, 'full', 3, False)
1455
+
1456
+ def test_non_native_byte_order_economic_rank_p(self):
1457
+ self.base_non_simple_strides(make_nonnative, 'economic', 3, False)
1458
+
1459
+ def test_overwrite_qruv_rank_1(self):
1460
+ # Any positive strided q, r, u, and v can be overwritten for a rank 1
1461
+ # update, only checking C and F contiguous.
1462
+ a, q0, r0, u0, v0 = self.generate('sqr')
1463
+ a1 = a + np.outer(u0, v0.conj())
1464
+ q = q0.copy('F')
1465
+ r = r0.copy('F')
1466
+ u = u0.copy('F')
1467
+ v = v0.copy('F')
1468
+
1469
+ # don't overwrite
1470
+ q1, r1 = qr_update(q, r, u, v, False)
1471
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1472
+ check_qr(q, r, a, self.rtol, self.atol)
1473
+
1474
+ q2, r2 = qr_update(q, r, u, v, True)
1475
+ check_qr(q2, r2, a1, self.rtol, self.atol)
1476
+ # verify the overwriting, no good way to check u and v.
1477
+ assert_allclose(q2, q, rtol=self.rtol, atol=self.atol)
1478
+ assert_allclose(r2, r, rtol=self.rtol, atol=self.atol)
1479
+
1480
+ q = q0.copy('C')
1481
+ r = r0.copy('C')
1482
+ u = u0.copy('C')
1483
+ v = v0.copy('C')
1484
+ q3, r3 = qr_update(q, r, u, v, True)
1485
+ check_qr(q3, r3, a1, self.rtol, self.atol)
1486
+ assert_allclose(q3, q, rtol=self.rtol, atol=self.atol)
1487
+ assert_allclose(r3, r, rtol=self.rtol, atol=self.atol)
1488
+
1489
+ def test_overwrite_qruv_rank_1_economic(self):
1490
+ # updating economic decompositions can overwrite any contiguous r,
1491
+ # and positively strided r and u. V is only ever read.
1492
+ # only checking C and F contiguous.
1493
+ a, q0, r0, u0, v0 = self.generate('tall', 'economic')
1494
+ a1 = a + np.outer(u0, v0.conj())
1495
+ q = q0.copy('F')
1496
+ r = r0.copy('F')
1497
+ u = u0.copy('F')
1498
+ v = v0.copy('F')
1499
+
1500
+ # don't overwrite
1501
+ q1, r1 = qr_update(q, r, u, v, False)
1502
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1503
+ check_qr(q, r, a, self.rtol, self.atol, False)
1504
+
1505
+ q2, r2 = qr_update(q, r, u, v, True)
1506
+ check_qr(q2, r2, a1, self.rtol, self.atol, False)
1507
+ # verify the overwriting, no good way to check u and v.
1508
+ assert_allclose(q2, q, rtol=self.rtol, atol=self.atol)
1509
+ assert_allclose(r2, r, rtol=self.rtol, atol=self.atol)
1510
+
1511
+ q = q0.copy('C')
1512
+ r = r0.copy('C')
1513
+ u = u0.copy('C')
1514
+ v = v0.copy('C')
1515
+ q3, r3 = qr_update(q, r, u, v, True)
1516
+ check_qr(q3, r3, a1, self.rtol, self.atol, False)
1517
+ assert_allclose(q3, q, rtol=self.rtol, atol=self.atol)
1518
+ assert_allclose(r3, r, rtol=self.rtol, atol=self.atol)
1519
+
1520
+ def test_overwrite_qruv_rank_p(self):
1521
+ # for rank p updates, q r must be F contiguous, v must be C (v.T --> F)
1522
+ # and u can be C or F, but is only overwritten if Q is C and complex
1523
+ a, q0, r0, u0, v0 = self.generate('sqr', p=3)
1524
+ a1 = a + np.dot(u0, v0.T.conj())
1525
+ q = q0.copy('F')
1526
+ r = r0.copy('F')
1527
+ u = u0.copy('F')
1528
+ v = v0.copy('C')
1529
+
1530
+ # don't overwrite
1531
+ q1, r1 = qr_update(q, r, u, v, False)
1532
+ check_qr(q1, r1, a1, self.rtol, self.atol)
1533
+ check_qr(q, r, a, self.rtol, self.atol)
1534
+
1535
+ q2, r2 = qr_update(q, r, u, v, True)
1536
+ check_qr(q2, r2, a1, self.rtol, self.atol)
1537
+ # verify the overwriting, no good way to check u and v.
1538
+ assert_allclose(q2, q, rtol=self.rtol, atol=self.atol)
1539
+ assert_allclose(r2, r, rtol=self.rtol, atol=self.atol)
1540
+
1541
+ def test_empty_inputs(self):
1542
+ a, q, r, u, v = self.generate('tall')
1543
+ assert_raises(ValueError, qr_update, np.array([]), r, u, v)
1544
+ assert_raises(ValueError, qr_update, q, np.array([]), u, v)
1545
+ assert_raises(ValueError, qr_update, q, r, np.array([]), v)
1546
+ assert_raises(ValueError, qr_update, q, r, u, np.array([]))
1547
+
1548
+ def test_mismatched_shapes(self):
1549
+ a, q, r, u, v = self.generate('tall')
1550
+ assert_raises(ValueError, qr_update, q, r[1:], u, v)
1551
+ assert_raises(ValueError, qr_update, q[:-2], r, u, v)
1552
+ assert_raises(ValueError, qr_update, q, r, u[1:], v)
1553
+ assert_raises(ValueError, qr_update, q, r, u, v[1:])
1554
+
1555
+ def test_unsupported_dtypes(self):
1556
+ dts = ['int8', 'int16', 'int32', 'int64',
1557
+ 'uint8', 'uint16', 'uint32', 'uint64',
1558
+ 'float16', 'longdouble', 'clongdouble',
1559
+ 'bool']
1560
+ a, q0, r0, u0, v0 = self.generate('tall')
1561
+ for dtype in dts:
1562
+ q = q0.real.astype(dtype)
1563
+ with np.errstate(invalid="ignore"):
1564
+ r = r0.real.astype(dtype)
1565
+ u = u0.real.astype(dtype)
1566
+ v = v0.real.astype(dtype)
1567
+ assert_raises(ValueError, qr_update, q, r0, u0, v0)
1568
+ assert_raises(ValueError, qr_update, q0, r, u0, v0)
1569
+ assert_raises(ValueError, qr_update, q0, r0, u, v0)
1570
+ assert_raises(ValueError, qr_update, q0, r0, u0, v)
1571
+
1572
+ def test_integer_input(self):
1573
+ q = np.arange(16).reshape(4, 4)
1574
+ r = q.copy() # doesn't matter
1575
+ u = q[:, 0].copy()
1576
+ v = r[0, :].copy()
1577
+ assert_raises(ValueError, qr_update, q, r, u, v)
1578
+
1579
+ def test_check_finite(self):
1580
+ a0, q0, r0, u0, v0 = self.generate('tall', p=3)
1581
+
1582
+ q = q0.copy('F')
1583
+ q[1,1] = np.nan
1584
+ assert_raises(ValueError, qr_update, q, r0, u0[:,0], v0[:,0])
1585
+ assert_raises(ValueError, qr_update, q, r0, u0, v0)
1586
+
1587
+ r = r0.copy('F')
1588
+ r[1,1] = np.nan
1589
+ assert_raises(ValueError, qr_update, q0, r, u0[:,0], v0[:,0])
1590
+ assert_raises(ValueError, qr_update, q0, r, u0, v0)
1591
+
1592
+ u = u0.copy('F')
1593
+ u[0,0] = np.nan
1594
+ assert_raises(ValueError, qr_update, q0, r0, u[:,0], v0[:,0])
1595
+ assert_raises(ValueError, qr_update, q0, r0, u, v0)
1596
+
1597
+ v = v0.copy('F')
1598
+ v[0,0] = np.nan
1599
+ assert_raises(ValueError, qr_update, q0, r0, u[:,0], v[:,0])
1600
+ assert_raises(ValueError, qr_update, q0, r0, u, v)
1601
+
1602
+ def test_economic_check_finite(self):
1603
+ a0, q0, r0, u0, v0 = self.generate('tall', mode='economic', p=3)
1604
+
1605
+ q = q0.copy('F')
1606
+ q[1,1] = np.nan
1607
+ assert_raises(ValueError, qr_update, q, r0, u0[:,0], v0[:,0])
1608
+ assert_raises(ValueError, qr_update, q, r0, u0, v0)
1609
+
1610
+ r = r0.copy('F')
1611
+ r[1,1] = np.nan
1612
+ assert_raises(ValueError, qr_update, q0, r, u0[:,0], v0[:,0])
1613
+ assert_raises(ValueError, qr_update, q0, r, u0, v0)
1614
+
1615
+ u = u0.copy('F')
1616
+ u[0,0] = np.nan
1617
+ assert_raises(ValueError, qr_update, q0, r0, u[:,0], v0[:,0])
1618
+ assert_raises(ValueError, qr_update, q0, r0, u, v0)
1619
+
1620
+ v = v0.copy('F')
1621
+ v[0,0] = np.nan
1622
+ assert_raises(ValueError, qr_update, q0, r0, u[:,0], v[:,0])
1623
+ assert_raises(ValueError, qr_update, q0, r0, u, v)
1624
+
1625
+ def test_u_exactly_in_span_q(self):
1626
+ q = np.array([[0, 0], [0, 0], [1, 0], [0, 1]], self.dtype)
1627
+ r = np.array([[1, 0], [0, 1]], self.dtype)
1628
+ u = np.array([0, 0, 0, -1], self.dtype)
1629
+ v = np.array([1, 2], self.dtype)
1630
+ q1, r1 = qr_update(q, r, u, v)
1631
+ a1 = np.dot(q, r) + np.outer(u, v.conj())
1632
+ check_qr(q1, r1, a1, self.rtol, self.atol, False)
1633
+
1634
+ class TestQRupdate_f(BaseQRupdate):
1635
+ dtype = np.dtype('f')
1636
+
1637
+ class TestQRupdate_F(BaseQRupdate):
1638
+ dtype = np.dtype('F')
1639
+
1640
+ class TestQRupdate_d(BaseQRupdate):
1641
+ dtype = np.dtype('d')
1642
+
1643
+ class TestQRupdate_D(BaseQRupdate):
1644
+ dtype = np.dtype('D')
1645
+
1646
+ def test_form_qTu():
1647
+ # We want to ensure that all of the code paths through this function are
1648
+ # tested. Most of them should be hit with the rest of test suite, but
1649
+ # explicit tests make clear precisely what is being tested.
1650
+ #
1651
+ # This function expects that Q is either C or F contiguous and square.
1652
+ # Economic mode decompositions (Q is (M, N), M != N) do not go through this
1653
+ # function. U may have any positive strides.
1654
+ #
1655
+ # Some of these test are duplicates, since contiguous 1d arrays are both C
1656
+ # and F.
1657
+
1658
+ q_order = ['F', 'C']
1659
+ q_shape = [(8, 8), ]
1660
+ u_order = ['F', 'C', 'A'] # here A means is not F not C
1661
+ u_shape = [1, 3]
1662
+ dtype = ['f', 'd', 'F', 'D']
1663
+
1664
+ for qo, qs, uo, us, d in \
1665
+ itertools.product(q_order, q_shape, u_order, u_shape, dtype):
1666
+ if us == 1:
1667
+ check_form_qTu(qo, qs, uo, us, 1, d)
1668
+ check_form_qTu(qo, qs, uo, us, 2, d)
1669
+ else:
1670
+ check_form_qTu(qo, qs, uo, us, 2, d)
1671
+
1672
+ def check_form_qTu(q_order, q_shape, u_order, u_shape, u_ndim, dtype):
1673
+ np.random.seed(47)
1674
+ if u_shape == 1 and u_ndim == 1:
1675
+ u_shape = (q_shape[0],)
1676
+ else:
1677
+ u_shape = (q_shape[0], u_shape)
1678
+ dtype = np.dtype(dtype)
1679
+
1680
+ if dtype.char in 'fd':
1681
+ q = np.random.random(q_shape)
1682
+ u = np.random.random(u_shape)
1683
+ elif dtype.char in 'FD':
1684
+ q = np.random.random(q_shape) + 1j*np.random.random(q_shape)
1685
+ u = np.random.random(u_shape) + 1j*np.random.random(u_shape)
1686
+ else:
1687
+ ValueError("form_qTu doesn't support this dtype")
1688
+
1689
+ q = np.require(q, dtype, q_order)
1690
+ if u_order != 'A':
1691
+ u = np.require(u, dtype, u_order)
1692
+ else:
1693
+ u, = make_strided((u.astype(dtype),))
1694
+
1695
+ rtol = 10.0 ** -(np.finfo(dtype).precision-2)
1696
+ atol = 2*np.finfo(dtype).eps
1697
+
1698
+ expected = np.dot(q.T.conj(), u)
1699
+ res = _decomp_update._form_qTu(q, u)
1700
+ assert_allclose(res, expected, rtol=rtol, atol=atol)