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  1. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__init__.py +236 -0
  2. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/__init__.cpython-310.pyc +0 -0
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  4. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp_cossin.cpython-310.pyc +0 -0
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  7. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp_polar.cpython-310.pyc +0 -0
  8. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp_qz.cpython-310.pyc +0 -0
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  10. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_decomp_svd.cpython-310.pyc +0 -0
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  16. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/_testutils.cpython-310.pyc +0 -0
  17. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp_lu.cpython-310.pyc +0 -0
  18. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp_qr.cpython-310.pyc +0 -0
  19. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/decomp_schur.cpython-310.pyc +0 -0
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  21. env-llmeval/lib/python3.10/site-packages/scipy/linalg/__pycache__/lapack.cpython-310.pyc +0 -0
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  23. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_basic.py +1919 -0
  24. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pyi +16 -0
  25. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_cossin.py +221 -0
  26. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu.py +374 -0
  27. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu_cython.cpython-310-x86_64-linux-gnu.so +0 -0
  28. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu_cython.pyi +6 -0
  29. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_polar.py +111 -0
  30. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_qr.py +430 -0
  31. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_svd.py +517 -0
  32. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_expm_frechet.py +413 -0
  33. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_interpolative.cpython-310-x86_64-linux-gnu.so +0 -0
  34. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_interpolative_backend.py +1681 -0
  35. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_expm.pyi +6 -0
  36. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_inv_ssq.py +886 -0
  37. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_sqrtm_triu.cpython-310-x86_64-linux-gnu.so +0 -0
  38. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_sketches.py +179 -0
  39. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_solve_toeplitz.cpython-310-x86_64-linux-gnu.so +0 -0
  40. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_solvers.py +846 -0
  41. env-llmeval/lib/python3.10/site-packages/scipy/linalg/_testutils.py +63 -0
  42. env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.pxd +169 -0
  43. env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.pyx +1422 -0
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  46. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp.py +25 -0
  47. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_cholesky.py +22 -0
  48. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_qr.py +20 -0
  49. env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_schur.py +22 -0
  50. env-llmeval/lib/python3.10/site-packages/scipy/linalg/interpolative.py +1015 -0
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1
+ """
2
+ ====================================
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+ Linear algebra (:mod:`scipy.linalg`)
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+ ====================================
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+
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+ .. currentmodule:: scipy.linalg
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+
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+ .. toctree::
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+ :hidden:
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+
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+ linalg.blas
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+ linalg.cython_blas
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+ linalg.cython_lapack
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+ linalg.interpolative
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+ linalg.lapack
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+
17
+ Linear algebra functions.
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+
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+ .. eventually, we should replace the numpy.linalg HTML link with just `numpy.linalg`
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+
21
+ .. seealso::
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+
23
+ `numpy.linalg <https://www.numpy.org/devdocs/reference/routines.linalg.html>`__
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+ for more linear algebra functions. Note that
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+ although `scipy.linalg` imports most of them, identically named
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+ functions from `scipy.linalg` may offer more or slightly differing
27
+ functionality.
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+
29
+
30
+ Basics
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+ ======
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+
33
+ .. autosummary::
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+ :toctree: generated/
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+
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+ inv - Find the inverse of a square matrix
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+ solve - Solve a linear system of equations
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+ solve_banded - Solve a banded linear system
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+ solveh_banded - Solve a Hermitian or symmetric banded system
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+ solve_circulant - Solve a circulant system
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+ solve_triangular - Solve a triangular matrix
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+ solve_toeplitz - Solve a toeplitz matrix
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+ matmul_toeplitz - Multiply a Toeplitz matrix with an array.
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+ det - Find the determinant of a square matrix
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+ norm - Matrix and vector norm
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+ lstsq - Solve a linear least-squares problem
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+ pinv - Pseudo-inverse (Moore-Penrose) using lstsq
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+ pinvh - Pseudo-inverse of hermitian matrix
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+ kron - Kronecker product of two arrays
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+ khatri_rao - Khatri-Rao product of two arrays
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+ orthogonal_procrustes - Solve an orthogonal Procrustes problem
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+ matrix_balance - Balance matrix entries with a similarity transformation
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+ subspace_angles - Compute the subspace angles between two matrices
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+ bandwidth - Return the lower and upper bandwidth of an array
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+ issymmetric - Check if a square 2D array is symmetric
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+ ishermitian - Check if a square 2D array is Hermitian
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+ LinAlgError
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+ LinAlgWarning
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+
60
+ Eigenvalue Problems
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+ ===================
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+
63
+ .. autosummary::
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+ :toctree: generated/
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+
66
+ eig - Find the eigenvalues and eigenvectors of a square matrix
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+ eigvals - Find just the eigenvalues of a square matrix
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+ eigh - Find the e-vals and e-vectors of a Hermitian or symmetric matrix
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+ eigvalsh - Find just the eigenvalues of a Hermitian or symmetric matrix
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+ eig_banded - Find the eigenvalues and eigenvectors of a banded matrix
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+ eigvals_banded - Find just the eigenvalues of a banded matrix
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+ eigh_tridiagonal - Find the eigenvalues and eigenvectors of a tridiagonal matrix
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+ eigvalsh_tridiagonal - Find just the eigenvalues of a tridiagonal matrix
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+
75
+ Decompositions
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+ ==============
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+
78
+ .. autosummary::
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+ :toctree: generated/
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+
81
+ lu - LU decomposition of a matrix
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+ lu_factor - LU decomposition returning unordered matrix and pivots
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+ lu_solve - Solve Ax=b using back substitution with output of lu_factor
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+ svd - Singular value decomposition of a matrix
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+ svdvals - Singular values of a matrix
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+ diagsvd - Construct matrix of singular values from output of svd
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+ orth - Construct orthonormal basis for the range of A using svd
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+ null_space - Construct orthonormal basis for the null space of A using svd
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+ ldl - LDL.T decomposition of a Hermitian or a symmetric matrix.
90
+ cholesky - Cholesky decomposition of a matrix
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+ cholesky_banded - Cholesky decomp. of a sym. or Hermitian banded matrix
92
+ cho_factor - Cholesky decomposition for use in solving a linear system
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+ cho_solve - Solve previously factored linear system
94
+ cho_solve_banded - Solve previously factored banded linear system
95
+ polar - Compute the polar decomposition.
96
+ qr - QR decomposition of a matrix
97
+ qr_multiply - QR decomposition and multiplication by Q
98
+ qr_update - Rank k QR update
99
+ qr_delete - QR downdate on row or column deletion
100
+ qr_insert - QR update on row or column insertion
101
+ rq - RQ decomposition of a matrix
102
+ qz - QZ decomposition of a pair of matrices
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+ ordqz - QZ decomposition of a pair of matrices with reordering
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+ schur - Schur decomposition of a matrix
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+ rsf2csf - Real to complex Schur form
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+ hessenberg - Hessenberg form of a matrix
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+ cdf2rdf - Complex diagonal form to real diagonal block form
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+ cossin - Cosine sine decomposition of a unitary or orthogonal matrix
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+
110
+ .. seealso::
111
+
112
+ `scipy.linalg.interpolative` -- Interpolative matrix decompositions
113
+
114
+
115
+ Matrix Functions
116
+ ================
117
+
118
+ .. autosummary::
119
+ :toctree: generated/
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+
121
+ expm - Matrix exponential
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+ logm - Matrix logarithm
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+ cosm - Matrix cosine
124
+ sinm - Matrix sine
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+ tanm - Matrix tangent
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+ coshm - Matrix hyperbolic cosine
127
+ sinhm - Matrix hyperbolic sine
128
+ tanhm - Matrix hyperbolic tangent
129
+ signm - Matrix sign
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+ sqrtm - Matrix square root
131
+ funm - Evaluating an arbitrary matrix function
132
+ expm_frechet - Frechet derivative of the matrix exponential
133
+ expm_cond - Relative condition number of expm in the Frobenius norm
134
+ fractional_matrix_power - Fractional matrix power
135
+
136
+
137
+ Matrix Equation Solvers
138
+ =======================
139
+
140
+ .. autosummary::
141
+ :toctree: generated/
142
+
143
+ solve_sylvester - Solve the Sylvester matrix equation
144
+ solve_continuous_are - Solve the continuous-time algebraic Riccati equation
145
+ solve_discrete_are - Solve the discrete-time algebraic Riccati equation
146
+ solve_continuous_lyapunov - Solve the continuous-time Lyapunov equation
147
+ solve_discrete_lyapunov - Solve the discrete-time Lyapunov equation
148
+
149
+
150
+ Sketches and Random Projections
151
+ ===============================
152
+
153
+ .. autosummary::
154
+ :toctree: generated/
155
+
156
+ clarkson_woodruff_transform - Applies the Clarkson Woodruff Sketch (a.k.a CountMin Sketch)
157
+
158
+ Special Matrices
159
+ ================
160
+
161
+ .. autosummary::
162
+ :toctree: generated/
163
+
164
+ block_diag - Construct a block diagonal matrix from submatrices
165
+ circulant - Circulant matrix
166
+ companion - Companion matrix
167
+ convolution_matrix - Convolution matrix
168
+ dft - Discrete Fourier transform matrix
169
+ fiedler - Fiedler matrix
170
+ fiedler_companion - Fiedler companion matrix
171
+ hadamard - Hadamard matrix of order 2**n
172
+ hankel - Hankel matrix
173
+ helmert - Helmert matrix
174
+ hilbert - Hilbert matrix
175
+ invhilbert - Inverse Hilbert matrix
176
+ leslie - Leslie matrix
177
+ pascal - Pascal matrix
178
+ invpascal - Inverse Pascal matrix
179
+ toeplitz - Toeplitz matrix
180
+
181
+ Low-level routines
182
+ ==================
183
+
184
+ .. autosummary::
185
+ :toctree: generated/
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+
187
+ get_blas_funcs
188
+ get_lapack_funcs
189
+ find_best_blas_type
190
+
191
+ .. seealso::
192
+
193
+ `scipy.linalg.blas` -- Low-level BLAS functions
194
+
195
+ `scipy.linalg.lapack` -- Low-level LAPACK functions
196
+
197
+ `scipy.linalg.cython_blas` -- Low-level BLAS functions for Cython
198
+
199
+ `scipy.linalg.cython_lapack` -- Low-level LAPACK functions for Cython
200
+
201
+ """ # noqa: E501
202
+
203
+ from ._misc import *
204
+ from ._cythonized_array_utils import *
205
+ from ._basic import *
206
+ from ._decomp import *
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+ from ._decomp_lu import *
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+ from ._decomp_ldl import *
209
+ from ._decomp_cholesky import *
210
+ from ._decomp_qr import *
211
+ from ._decomp_qz import *
212
+ from ._decomp_svd import *
213
+ from ._decomp_schur import *
214
+ from ._decomp_polar import *
215
+ from ._matfuncs import *
216
+ from .blas import *
217
+ from .lapack import *
218
+ from ._special_matrices import *
219
+ from ._solvers import *
220
+ from ._procrustes import *
221
+ from ._decomp_update import *
222
+ from ._sketches import *
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+ from ._decomp_cossin import *
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+
225
+ # Deprecated namespaces, to be removed in v2.0.0
226
+ from . import (
227
+ decomp, decomp_cholesky, decomp_lu, decomp_qr, decomp_svd, decomp_schur,
228
+ basic, misc, special_matrices, matfuncs,
229
+ )
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+
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+ __all__ = [s for s in dir() if not s.startswith('_')]
232
+
233
+
234
+ from scipy._lib._testutils import PytestTester
235
+ test = PytestTester(__name__)
236
+ del PytestTester
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1
+ #
2
+ # Author: Pearu Peterson, March 2002
3
+ #
4
+ # w/ additions by Travis Oliphant, March 2002
5
+ # and Jake Vanderplas, August 2012
6
+
7
+ from warnings import warn
8
+ from itertools import product
9
+ import numpy as np
10
+ from numpy import atleast_1d, atleast_2d
11
+ from .lapack import get_lapack_funcs, _compute_lwork
12
+ from ._misc import LinAlgError, _datacopied, LinAlgWarning
13
+ from ._decomp import _asarray_validated
14
+ from . import _decomp, _decomp_svd
15
+ from ._solve_toeplitz import levinson
16
+ from ._cythonized_array_utils import find_det_from_lu
17
+ from scipy._lib.deprecation import _NoValue, _deprecate_positional_args
18
+
19
+ __all__ = ['solve', 'solve_triangular', 'solveh_banded', 'solve_banded',
20
+ 'solve_toeplitz', 'solve_circulant', 'inv', 'det', 'lstsq',
21
+ 'pinv', 'pinvh', 'matrix_balance', 'matmul_toeplitz']
22
+
23
+
24
+ # The numpy facilities for type-casting checks are too slow for small sized
25
+ # arrays and eat away the time budget for the checkups. Here we set a
26
+ # precomputed dict container of the numpy.can_cast() table.
27
+
28
+ # It can be used to determine quickly what a dtype can be cast to LAPACK
29
+ # compatible types, i.e., 'float32, float64, complex64, complex128'.
30
+ # Then it can be checked via "casting_dict[arr.dtype.char]"
31
+ lapack_cast_dict = {x: ''.join([y for y in 'fdFD' if np.can_cast(x, y)])
32
+ for x in np.typecodes['All']}
33
+
34
+
35
+ # Linear equations
36
+ def _solve_check(n, info, lamch=None, rcond=None):
37
+ """ Check arguments during the different steps of the solution phase """
38
+ if info < 0:
39
+ raise ValueError(f'LAPACK reported an illegal value in {-info}-th argument.')
40
+ elif 0 < info:
41
+ raise LinAlgError('Matrix is singular.')
42
+
43
+ if lamch is None:
44
+ return
45
+ E = lamch('E')
46
+ if rcond < E:
47
+ warn(f'Ill-conditioned matrix (rcond={rcond:.6g}): '
48
+ 'result may not be accurate.',
49
+ LinAlgWarning, stacklevel=3)
50
+
51
+
52
+ def solve(a, b, lower=False, overwrite_a=False,
53
+ overwrite_b=False, check_finite=True, assume_a='gen',
54
+ transposed=False):
55
+ """
56
+ Solves the linear equation set ``a @ x == b`` for the unknown ``x``
57
+ for square `a` matrix.
58
+
59
+ If the data matrix is known to be a particular type then supplying the
60
+ corresponding string to ``assume_a`` key chooses the dedicated solver.
61
+ The available options are
62
+
63
+ =================== ========
64
+ generic matrix 'gen'
65
+ symmetric 'sym'
66
+ hermitian 'her'
67
+ positive definite 'pos'
68
+ =================== ========
69
+
70
+ If omitted, ``'gen'`` is the default structure.
71
+
72
+ The datatype of the arrays define which solver is called regardless
73
+ of the values. In other words, even when the complex array entries have
74
+ precisely zero imaginary parts, the complex solver will be called based
75
+ on the data type of the array.
76
+
77
+ Parameters
78
+ ----------
79
+ a : (N, N) array_like
80
+ Square input data
81
+ b : (N, NRHS) array_like
82
+ Input data for the right hand side.
83
+ lower : bool, default: False
84
+ Ignored if ``assume_a == 'gen'`` (the default). If True, the
85
+ calculation uses only the data in the lower triangle of `a`;
86
+ entries above the diagonal are ignored. If False (default), the
87
+ calculation uses only the data in the upper triangle of `a`; entries
88
+ below the diagonal are ignored.
89
+ overwrite_a : bool, default: False
90
+ Allow overwriting data in `a` (may enhance performance).
91
+ overwrite_b : bool, default: False
92
+ Allow overwriting data in `b` (may enhance performance).
93
+ check_finite : bool, default: True
94
+ Whether to check that the input matrices contain only finite numbers.
95
+ Disabling may give a performance gain, but may result in problems
96
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
97
+ assume_a : str, {'gen', 'sym', 'her', 'pos'}
98
+ Valid entries are explained above.
99
+ transposed : bool, default: False
100
+ If True, solve ``a.T @ x == b``. Raises `NotImplementedError`
101
+ for complex `a`.
102
+
103
+ Returns
104
+ -------
105
+ x : (N, NRHS) ndarray
106
+ The solution array.
107
+
108
+ Raises
109
+ ------
110
+ ValueError
111
+ If size mismatches detected or input a is not square.
112
+ LinAlgError
113
+ If the matrix is singular.
114
+ LinAlgWarning
115
+ If an ill-conditioned input a is detected.
116
+ NotImplementedError
117
+ If transposed is True and input a is a complex matrix.
118
+
119
+ Notes
120
+ -----
121
+ If the input b matrix is a 1-D array with N elements, when supplied
122
+ together with an NxN input a, it is assumed as a valid column vector
123
+ despite the apparent size mismatch. This is compatible with the
124
+ numpy.dot() behavior and the returned result is still 1-D array.
125
+
126
+ The generic, symmetric, Hermitian and positive definite solutions are
127
+ obtained via calling ?GESV, ?SYSV, ?HESV, and ?POSV routines of
128
+ LAPACK respectively.
129
+
130
+ Examples
131
+ --------
132
+ Given `a` and `b`, solve for `x`:
133
+
134
+ >>> import numpy as np
135
+ >>> a = np.array([[3, 2, 0], [1, -1, 0], [0, 5, 1]])
136
+ >>> b = np.array([2, 4, -1])
137
+ >>> from scipy import linalg
138
+ >>> x = linalg.solve(a, b)
139
+ >>> x
140
+ array([ 2., -2., 9.])
141
+ >>> np.dot(a, x) == b
142
+ array([ True, True, True], dtype=bool)
143
+
144
+ """
145
+ # Flags for 1-D or N-D right-hand side
146
+ b_is_1D = False
147
+
148
+ a1 = atleast_2d(_asarray_validated(a, check_finite=check_finite))
149
+ b1 = atleast_1d(_asarray_validated(b, check_finite=check_finite))
150
+ n = a1.shape[0]
151
+
152
+ overwrite_a = overwrite_a or _datacopied(a1, a)
153
+ overwrite_b = overwrite_b or _datacopied(b1, b)
154
+
155
+ if a1.shape[0] != a1.shape[1]:
156
+ raise ValueError('Input a needs to be a square matrix.')
157
+
158
+ if n != b1.shape[0]:
159
+ # Last chance to catch 1x1 scalar a and 1-D b arrays
160
+ if not (n == 1 and b1.size != 0):
161
+ raise ValueError('Input b has to have same number of rows as '
162
+ 'input a')
163
+
164
+ # accommodate empty arrays
165
+ if b1.size == 0:
166
+ return np.asfortranarray(b1.copy())
167
+
168
+ # regularize 1-D b arrays to 2D
169
+ if b1.ndim == 1:
170
+ if n == 1:
171
+ b1 = b1[None, :]
172
+ else:
173
+ b1 = b1[:, None]
174
+ b_is_1D = True
175
+
176
+ if assume_a not in ('gen', 'sym', 'her', 'pos'):
177
+ raise ValueError(f'{assume_a} is not a recognized matrix structure')
178
+
179
+ # for a real matrix, describe it as "symmetric", not "hermitian"
180
+ # (lapack doesn't know what to do with real hermitian matrices)
181
+ if assume_a == 'her' and not np.iscomplexobj(a1):
182
+ assume_a = 'sym'
183
+
184
+ # Get the correct lamch function.
185
+ # The LAMCH functions only exists for S and D
186
+ # So for complex values we have to convert to real/double.
187
+ if a1.dtype.char in 'fF': # single precision
188
+ lamch = get_lapack_funcs('lamch', dtype='f')
189
+ else:
190
+ lamch = get_lapack_funcs('lamch', dtype='d')
191
+
192
+ # Currently we do not have the other forms of the norm calculators
193
+ # lansy, lanpo, lanhe.
194
+ # However, in any case they only reduce computations slightly...
195
+ lange = get_lapack_funcs('lange', (a1,))
196
+
197
+ # Since the I-norm and 1-norm are the same for symmetric matrices
198
+ # we can collect them all in this one call
199
+ # Note however, that when issuing 'gen' and form!='none', then
200
+ # the I-norm should be used
201
+ if transposed:
202
+ trans = 1
203
+ norm = 'I'
204
+ if np.iscomplexobj(a1):
205
+ raise NotImplementedError('scipy.linalg.solve can currently '
206
+ 'not solve a^T x = b or a^H x = b '
207
+ 'for complex matrices.')
208
+ else:
209
+ trans = 0
210
+ norm = '1'
211
+
212
+ anorm = lange(norm, a1)
213
+
214
+ # Generalized case 'gesv'
215
+ if assume_a == 'gen':
216
+ gecon, getrf, getrs = get_lapack_funcs(('gecon', 'getrf', 'getrs'),
217
+ (a1, b1))
218
+ lu, ipvt, info = getrf(a1, overwrite_a=overwrite_a)
219
+ _solve_check(n, info)
220
+ x, info = getrs(lu, ipvt, b1,
221
+ trans=trans, overwrite_b=overwrite_b)
222
+ _solve_check(n, info)
223
+ rcond, info = gecon(lu, anorm, norm=norm)
224
+ # Hermitian case 'hesv'
225
+ elif assume_a == 'her':
226
+ hecon, hesv, hesv_lw = get_lapack_funcs(('hecon', 'hesv',
227
+ 'hesv_lwork'), (a1, b1))
228
+ lwork = _compute_lwork(hesv_lw, n, lower)
229
+ lu, ipvt, x, info = hesv(a1, b1, lwork=lwork,
230
+ lower=lower,
231
+ overwrite_a=overwrite_a,
232
+ overwrite_b=overwrite_b)
233
+ _solve_check(n, info)
234
+ rcond, info = hecon(lu, ipvt, anorm)
235
+ # Symmetric case 'sysv'
236
+ elif assume_a == 'sym':
237
+ sycon, sysv, sysv_lw = get_lapack_funcs(('sycon', 'sysv',
238
+ 'sysv_lwork'), (a1, b1))
239
+ lwork = _compute_lwork(sysv_lw, n, lower)
240
+ lu, ipvt, x, info = sysv(a1, b1, lwork=lwork,
241
+ lower=lower,
242
+ overwrite_a=overwrite_a,
243
+ overwrite_b=overwrite_b)
244
+ _solve_check(n, info)
245
+ rcond, info = sycon(lu, ipvt, anorm)
246
+ # Positive definite case 'posv'
247
+ else:
248
+ pocon, posv = get_lapack_funcs(('pocon', 'posv'),
249
+ (a1, b1))
250
+ lu, x, info = posv(a1, b1, lower=lower,
251
+ overwrite_a=overwrite_a,
252
+ overwrite_b=overwrite_b)
253
+ _solve_check(n, info)
254
+ rcond, info = pocon(lu, anorm)
255
+
256
+ _solve_check(n, info, lamch, rcond)
257
+
258
+ if b_is_1D:
259
+ x = x.ravel()
260
+
261
+ return x
262
+
263
+
264
+ def solve_triangular(a, b, trans=0, lower=False, unit_diagonal=False,
265
+ overwrite_b=False, check_finite=True):
266
+ """
267
+ Solve the equation `a x = b` for `x`, assuming a is a triangular matrix.
268
+
269
+ Parameters
270
+ ----------
271
+ a : (M, M) array_like
272
+ A triangular matrix
273
+ b : (M,) or (M, N) array_like
274
+ Right-hand side matrix in `a x = b`
275
+ lower : bool, optional
276
+ Use only data contained in the lower triangle of `a`.
277
+ Default is to use upper triangle.
278
+ trans : {0, 1, 2, 'N', 'T', 'C'}, optional
279
+ Type of system to solve:
280
+
281
+ ======== =========
282
+ trans system
283
+ ======== =========
284
+ 0 or 'N' a x = b
285
+ 1 or 'T' a^T x = b
286
+ 2 or 'C' a^H x = b
287
+ ======== =========
288
+ unit_diagonal : bool, optional
289
+ If True, diagonal elements of `a` are assumed to be 1 and
290
+ will not be referenced.
291
+ overwrite_b : bool, optional
292
+ Allow overwriting data in `b` (may enhance performance)
293
+ check_finite : bool, optional
294
+ Whether to check that the input matrices contain only finite numbers.
295
+ Disabling may give a performance gain, but may result in problems
296
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
297
+
298
+ Returns
299
+ -------
300
+ x : (M,) or (M, N) ndarray
301
+ Solution to the system `a x = b`. Shape of return matches `b`.
302
+
303
+ Raises
304
+ ------
305
+ LinAlgError
306
+ If `a` is singular
307
+
308
+ Notes
309
+ -----
310
+ .. versionadded:: 0.9.0
311
+
312
+ Examples
313
+ --------
314
+ Solve the lower triangular system a x = b, where::
315
+
316
+ [3 0 0 0] [4]
317
+ a = [2 1 0 0] b = [2]
318
+ [1 0 1 0] [4]
319
+ [1 1 1 1] [2]
320
+
321
+ >>> import numpy as np
322
+ >>> from scipy.linalg import solve_triangular
323
+ >>> a = np.array([[3, 0, 0, 0], [2, 1, 0, 0], [1, 0, 1, 0], [1, 1, 1, 1]])
324
+ >>> b = np.array([4, 2, 4, 2])
325
+ >>> x = solve_triangular(a, b, lower=True)
326
+ >>> x
327
+ array([ 1.33333333, -0.66666667, 2.66666667, -1.33333333])
328
+ >>> a.dot(x) # Check the result
329
+ array([ 4., 2., 4., 2.])
330
+
331
+ """
332
+
333
+ a1 = _asarray_validated(a, check_finite=check_finite)
334
+ b1 = _asarray_validated(b, check_finite=check_finite)
335
+ if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
336
+ raise ValueError('expected square matrix')
337
+ if a1.shape[0] != b1.shape[0]:
338
+ raise ValueError(f'shapes of a {a1.shape} and b {b1.shape} are incompatible')
339
+ overwrite_b = overwrite_b or _datacopied(b1, b)
340
+
341
+ trans = {'N': 0, 'T': 1, 'C': 2}.get(trans, trans)
342
+ trtrs, = get_lapack_funcs(('trtrs',), (a1, b1))
343
+ if a1.flags.f_contiguous or trans == 2:
344
+ x, info = trtrs(a1, b1, overwrite_b=overwrite_b, lower=lower,
345
+ trans=trans, unitdiag=unit_diagonal)
346
+ else:
347
+ # transposed system is solved since trtrs expects Fortran ordering
348
+ x, info = trtrs(a1.T, b1, overwrite_b=overwrite_b, lower=not lower,
349
+ trans=not trans, unitdiag=unit_diagonal)
350
+
351
+ if info == 0:
352
+ return x
353
+ if info > 0:
354
+ raise LinAlgError("singular matrix: resolution failed at diagonal %d" %
355
+ (info-1))
356
+ raise ValueError('illegal value in %dth argument of internal trtrs' %
357
+ (-info))
358
+
359
+
360
+ def solve_banded(l_and_u, ab, b, overwrite_ab=False, overwrite_b=False,
361
+ check_finite=True):
362
+ """
363
+ Solve the equation a x = b for x, assuming a is banded matrix.
364
+
365
+ The matrix a is stored in `ab` using the matrix diagonal ordered form::
366
+
367
+ ab[u + i - j, j] == a[i,j]
368
+
369
+ Example of `ab` (shape of a is (6,6), `u` =1, `l` =2)::
370
+
371
+ * a01 a12 a23 a34 a45
372
+ a00 a11 a22 a33 a44 a55
373
+ a10 a21 a32 a43 a54 *
374
+ a20 a31 a42 a53 * *
375
+
376
+ Parameters
377
+ ----------
378
+ (l, u) : (integer, integer)
379
+ Number of non-zero lower and upper diagonals
380
+ ab : (`l` + `u` + 1, M) array_like
381
+ Banded matrix
382
+ b : (M,) or (M, K) array_like
383
+ Right-hand side
384
+ overwrite_ab : bool, optional
385
+ Discard data in `ab` (may enhance performance)
386
+ overwrite_b : bool, optional
387
+ Discard data in `b` (may enhance performance)
388
+ check_finite : bool, optional
389
+ Whether to check that the input matrices contain only finite numbers.
390
+ Disabling may give a performance gain, but may result in problems
391
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
392
+
393
+ Returns
394
+ -------
395
+ x : (M,) or (M, K) ndarray
396
+ The solution to the system a x = b. Returned shape depends on the
397
+ shape of `b`.
398
+
399
+ Examples
400
+ --------
401
+ Solve the banded system a x = b, where::
402
+
403
+ [5 2 -1 0 0] [0]
404
+ [1 4 2 -1 0] [1]
405
+ a = [0 1 3 2 -1] b = [2]
406
+ [0 0 1 2 2] [2]
407
+ [0 0 0 1 1] [3]
408
+
409
+ There is one nonzero diagonal below the main diagonal (l = 1), and
410
+ two above (u = 2). The diagonal banded form of the matrix is::
411
+
412
+ [* * -1 -1 -1]
413
+ ab = [* 2 2 2 2]
414
+ [5 4 3 2 1]
415
+ [1 1 1 1 *]
416
+
417
+ >>> import numpy as np
418
+ >>> from scipy.linalg import solve_banded
419
+ >>> ab = np.array([[0, 0, -1, -1, -1],
420
+ ... [0, 2, 2, 2, 2],
421
+ ... [5, 4, 3, 2, 1],
422
+ ... [1, 1, 1, 1, 0]])
423
+ >>> b = np.array([0, 1, 2, 2, 3])
424
+ >>> x = solve_banded((1, 2), ab, b)
425
+ >>> x
426
+ array([-2.37288136, 3.93220339, -4. , 4.3559322 , -1.3559322 ])
427
+
428
+ """
429
+
430
+ a1 = _asarray_validated(ab, check_finite=check_finite, as_inexact=True)
431
+ b1 = _asarray_validated(b, check_finite=check_finite, as_inexact=True)
432
+ # Validate shapes.
433
+ if a1.shape[-1] != b1.shape[0]:
434
+ raise ValueError("shapes of ab and b are not compatible.")
435
+ (nlower, nupper) = l_and_u
436
+ if nlower + nupper + 1 != a1.shape[0]:
437
+ raise ValueError("invalid values for the number of lower and upper "
438
+ "diagonals: l+u+1 (%d) does not equal ab.shape[0] "
439
+ "(%d)" % (nlower + nupper + 1, ab.shape[0]))
440
+
441
+ overwrite_b = overwrite_b or _datacopied(b1, b)
442
+ if a1.shape[-1] == 1:
443
+ b2 = np.array(b1, copy=(not overwrite_b))
444
+ b2 /= a1[1, 0]
445
+ return b2
446
+ if nlower == nupper == 1:
447
+ overwrite_ab = overwrite_ab or _datacopied(a1, ab)
448
+ gtsv, = get_lapack_funcs(('gtsv',), (a1, b1))
449
+ du = a1[0, 1:]
450
+ d = a1[1, :]
451
+ dl = a1[2, :-1]
452
+ du2, d, du, x, info = gtsv(dl, d, du, b1, overwrite_ab, overwrite_ab,
453
+ overwrite_ab, overwrite_b)
454
+ else:
455
+ gbsv, = get_lapack_funcs(('gbsv',), (a1, b1))
456
+ a2 = np.zeros((2*nlower + nupper + 1, a1.shape[1]), dtype=gbsv.dtype)
457
+ a2[nlower:, :] = a1
458
+ lu, piv, x, info = gbsv(nlower, nupper, a2, b1, overwrite_ab=True,
459
+ overwrite_b=overwrite_b)
460
+ if info == 0:
461
+ return x
462
+ if info > 0:
463
+ raise LinAlgError("singular matrix")
464
+ raise ValueError('illegal value in %d-th argument of internal '
465
+ 'gbsv/gtsv' % -info)
466
+
467
+
468
+ def solveh_banded(ab, b, overwrite_ab=False, overwrite_b=False, lower=False,
469
+ check_finite=True):
470
+ """
471
+ Solve equation a x = b. a is Hermitian positive-definite banded matrix.
472
+
473
+ Uses Thomas' Algorithm, which is more efficient than standard LU
474
+ factorization, but should only be used for Hermitian positive-definite
475
+ matrices.
476
+
477
+ The matrix ``a`` is stored in `ab` either in lower diagonal or upper
478
+ diagonal ordered form:
479
+
480
+ ab[u + i - j, j] == a[i,j] (if upper form; i <= j)
481
+ ab[ i - j, j] == a[i,j] (if lower form; i >= j)
482
+
483
+ Example of `ab` (shape of ``a`` is (6, 6), number of upper diagonals,
484
+ ``u`` =2)::
485
+
486
+ upper form:
487
+ * * a02 a13 a24 a35
488
+ * a01 a12 a23 a34 a45
489
+ a00 a11 a22 a33 a44 a55
490
+
491
+ lower form:
492
+ a00 a11 a22 a33 a44 a55
493
+ a10 a21 a32 a43 a54 *
494
+ a20 a31 a42 a53 * *
495
+
496
+ Cells marked with * are not used.
497
+
498
+ Parameters
499
+ ----------
500
+ ab : (``u`` + 1, M) array_like
501
+ Banded matrix
502
+ b : (M,) or (M, K) array_like
503
+ Right-hand side
504
+ overwrite_ab : bool, optional
505
+ Discard data in `ab` (may enhance performance)
506
+ overwrite_b : bool, optional
507
+ Discard data in `b` (may enhance performance)
508
+ lower : bool, optional
509
+ Is the matrix in the lower form. (Default is upper form)
510
+ check_finite : bool, optional
511
+ Whether to check that the input matrices contain only finite numbers.
512
+ Disabling may give a performance gain, but may result in problems
513
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
514
+
515
+ Returns
516
+ -------
517
+ x : (M,) or (M, K) ndarray
518
+ The solution to the system ``a x = b``. Shape of return matches shape
519
+ of `b`.
520
+
521
+ Notes
522
+ -----
523
+ In the case of a non-positive definite matrix ``a``, the solver
524
+ `solve_banded` may be used.
525
+
526
+ Examples
527
+ --------
528
+ Solve the banded system ``A x = b``, where::
529
+
530
+ [ 4 2 -1 0 0 0] [1]
531
+ [ 2 5 2 -1 0 0] [2]
532
+ A = [-1 2 6 2 -1 0] b = [2]
533
+ [ 0 -1 2 7 2 -1] [3]
534
+ [ 0 0 -1 2 8 2] [3]
535
+ [ 0 0 0 -1 2 9] [3]
536
+
537
+ >>> import numpy as np
538
+ >>> from scipy.linalg import solveh_banded
539
+
540
+ ``ab`` contains the main diagonal and the nonzero diagonals below the
541
+ main diagonal. That is, we use the lower form:
542
+
543
+ >>> ab = np.array([[ 4, 5, 6, 7, 8, 9],
544
+ ... [ 2, 2, 2, 2, 2, 0],
545
+ ... [-1, -1, -1, -1, 0, 0]])
546
+ >>> b = np.array([1, 2, 2, 3, 3, 3])
547
+ >>> x = solveh_banded(ab, b, lower=True)
548
+ >>> x
549
+ array([ 0.03431373, 0.45938375, 0.05602241, 0.47759104, 0.17577031,
550
+ 0.34733894])
551
+
552
+
553
+ Solve the Hermitian banded system ``H x = b``, where::
554
+
555
+ [ 8 2-1j 0 0 ] [ 1 ]
556
+ H = [2+1j 5 1j 0 ] b = [1+1j]
557
+ [ 0 -1j 9 -2-1j] [1-2j]
558
+ [ 0 0 -2+1j 6 ] [ 0 ]
559
+
560
+ In this example, we put the upper diagonals in the array ``hb``:
561
+
562
+ >>> hb = np.array([[0, 2-1j, 1j, -2-1j],
563
+ ... [8, 5, 9, 6 ]])
564
+ >>> b = np.array([1, 1+1j, 1-2j, 0])
565
+ >>> x = solveh_banded(hb, b)
566
+ >>> x
567
+ array([ 0.07318536-0.02939412j, 0.11877624+0.17696461j,
568
+ 0.10077984-0.23035393j, -0.00479904-0.09358128j])
569
+
570
+ """
571
+ a1 = _asarray_validated(ab, check_finite=check_finite)
572
+ b1 = _asarray_validated(b, check_finite=check_finite)
573
+ # Validate shapes.
574
+ if a1.shape[-1] != b1.shape[0]:
575
+ raise ValueError("shapes of ab and b are not compatible.")
576
+
577
+ overwrite_b = overwrite_b or _datacopied(b1, b)
578
+ overwrite_ab = overwrite_ab or _datacopied(a1, ab)
579
+
580
+ if a1.shape[0] == 2:
581
+ ptsv, = get_lapack_funcs(('ptsv',), (a1, b1))
582
+ if lower:
583
+ d = a1[0, :].real
584
+ e = a1[1, :-1]
585
+ else:
586
+ d = a1[1, :].real
587
+ e = a1[0, 1:].conj()
588
+ d, du, x, info = ptsv(d, e, b1, overwrite_ab, overwrite_ab,
589
+ overwrite_b)
590
+ else:
591
+ pbsv, = get_lapack_funcs(('pbsv',), (a1, b1))
592
+ c, x, info = pbsv(a1, b1, lower=lower, overwrite_ab=overwrite_ab,
593
+ overwrite_b=overwrite_b)
594
+ if info > 0:
595
+ raise LinAlgError("%dth leading minor not positive definite" % info)
596
+ if info < 0:
597
+ raise ValueError('illegal value in %dth argument of internal '
598
+ 'pbsv' % -info)
599
+ return x
600
+
601
+
602
+ def solve_toeplitz(c_or_cr, b, check_finite=True):
603
+ """Solve a Toeplitz system using Levinson Recursion
604
+
605
+ The Toeplitz matrix has constant diagonals, with c as its first column
606
+ and r as its first row. If r is not given, ``r == conjugate(c)`` is
607
+ assumed.
608
+
609
+ Parameters
610
+ ----------
611
+ c_or_cr : array_like or tuple of (array_like, array_like)
612
+ The vector ``c``, or a tuple of arrays (``c``, ``r``). Whatever the
613
+ actual shape of ``c``, it will be converted to a 1-D array. If not
614
+ supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
615
+ real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
616
+ of the Toeplitz matrix is ``[c[0], r[1:]]``. Whatever the actual shape
617
+ of ``r``, it will be converted to a 1-D array.
618
+ b : (M,) or (M, K) array_like
619
+ Right-hand side in ``T x = b``.
620
+ check_finite : bool, optional
621
+ Whether to check that the input matrices contain only finite numbers.
622
+ Disabling may give a performance gain, but may result in problems
623
+ (result entirely NaNs) if the inputs do contain infinities or NaNs.
624
+
625
+ Returns
626
+ -------
627
+ x : (M,) or (M, K) ndarray
628
+ The solution to the system ``T x = b``. Shape of return matches shape
629
+ of `b`.
630
+
631
+ See Also
632
+ --------
633
+ toeplitz : Toeplitz matrix
634
+
635
+ Notes
636
+ -----
637
+ The solution is computed using Levinson-Durbin recursion, which is faster
638
+ than generic least-squares methods, but can be less numerically stable.
639
+
640
+ Examples
641
+ --------
642
+ Solve the Toeplitz system T x = b, where::
643
+
644
+ [ 1 -1 -2 -3] [1]
645
+ T = [ 3 1 -1 -2] b = [2]
646
+ [ 6 3 1 -1] [2]
647
+ [10 6 3 1] [5]
648
+
649
+ To specify the Toeplitz matrix, only the first column and the first
650
+ row are needed.
651
+
652
+ >>> import numpy as np
653
+ >>> c = np.array([1, 3, 6, 10]) # First column of T
654
+ >>> r = np.array([1, -1, -2, -3]) # First row of T
655
+ >>> b = np.array([1, 2, 2, 5])
656
+
657
+ >>> from scipy.linalg import solve_toeplitz, toeplitz
658
+ >>> x = solve_toeplitz((c, r), b)
659
+ >>> x
660
+ array([ 1.66666667, -1. , -2.66666667, 2.33333333])
661
+
662
+ Check the result by creating the full Toeplitz matrix and
663
+ multiplying it by `x`. We should get `b`.
664
+
665
+ >>> T = toeplitz(c, r)
666
+ >>> T.dot(x)
667
+ array([ 1., 2., 2., 5.])
668
+
669
+ """
670
+ # If numerical stability of this algorithm is a problem, a future
671
+ # developer might consider implementing other O(N^2) Toeplitz solvers,
672
+ # such as GKO (https://www.jstor.org/stable/2153371) or Bareiss.
673
+
674
+ r, c, b, dtype, b_shape = _validate_args_for_toeplitz_ops(
675
+ c_or_cr, b, check_finite, keep_b_shape=True)
676
+
677
+ # Form a 1-D array of values to be used in the matrix, containing a
678
+ # reversed copy of r[1:], followed by c.
679
+ vals = np.concatenate((r[-1:0:-1], c))
680
+ if b is None:
681
+ raise ValueError('illegal value, `b` is a required argument')
682
+
683
+ if b.ndim == 1:
684
+ x, _ = levinson(vals, np.ascontiguousarray(b))
685
+ else:
686
+ x = np.column_stack([levinson(vals, np.ascontiguousarray(b[:, i]))[0]
687
+ for i in range(b.shape[1])])
688
+ x = x.reshape(*b_shape)
689
+
690
+ return x
691
+
692
+
693
+ def _get_axis_len(aname, a, axis):
694
+ ax = axis
695
+ if ax < 0:
696
+ ax += a.ndim
697
+ if 0 <= ax < a.ndim:
698
+ return a.shape[ax]
699
+ raise ValueError(f"'{aname}axis' entry is out of bounds")
700
+
701
+
702
+ def solve_circulant(c, b, singular='raise', tol=None,
703
+ caxis=-1, baxis=0, outaxis=0):
704
+ """Solve C x = b for x, where C is a circulant matrix.
705
+
706
+ `C` is the circulant matrix associated with the vector `c`.
707
+
708
+ The system is solved by doing division in Fourier space. The
709
+ calculation is::
710
+
711
+ x = ifft(fft(b) / fft(c))
712
+
713
+ where `fft` and `ifft` are the fast Fourier transform and its inverse,
714
+ respectively. For a large vector `c`, this is *much* faster than
715
+ solving the system with the full circulant matrix.
716
+
717
+ Parameters
718
+ ----------
719
+ c : array_like
720
+ The coefficients of the circulant matrix.
721
+ b : array_like
722
+ Right-hand side matrix in ``a x = b``.
723
+ singular : str, optional
724
+ This argument controls how a near singular circulant matrix is
725
+ handled. If `singular` is "raise" and the circulant matrix is
726
+ near singular, a `LinAlgError` is raised. If `singular` is
727
+ "lstsq", the least squares solution is returned. Default is "raise".
728
+ tol : float, optional
729
+ If any eigenvalue of the circulant matrix has an absolute value
730
+ that is less than or equal to `tol`, the matrix is considered to be
731
+ near singular. If not given, `tol` is set to::
732
+
733
+ tol = abs_eigs.max() * abs_eigs.size * np.finfo(np.float64).eps
734
+
735
+ where `abs_eigs` is the array of absolute values of the eigenvalues
736
+ of the circulant matrix.
737
+ caxis : int
738
+ When `c` has dimension greater than 1, it is viewed as a collection
739
+ of circulant vectors. In this case, `caxis` is the axis of `c` that
740
+ holds the vectors of circulant coefficients.
741
+ baxis : int
742
+ When `b` has dimension greater than 1, it is viewed as a collection
743
+ of vectors. In this case, `baxis` is the axis of `b` that holds the
744
+ right-hand side vectors.
745
+ outaxis : int
746
+ When `c` or `b` are multidimensional, the value returned by
747
+ `solve_circulant` is multidimensional. In this case, `outaxis` is
748
+ the axis of the result that holds the solution vectors.
749
+
750
+ Returns
751
+ -------
752
+ x : ndarray
753
+ Solution to the system ``C x = b``.
754
+
755
+ Raises
756
+ ------
757
+ LinAlgError
758
+ If the circulant matrix associated with `c` is near singular.
759
+
760
+ See Also
761
+ --------
762
+ circulant : circulant matrix
763
+
764
+ Notes
765
+ -----
766
+ For a 1-D vector `c` with length `m`, and an array `b`
767
+ with shape ``(m, ...)``,
768
+
769
+ solve_circulant(c, b)
770
+
771
+ returns the same result as
772
+
773
+ solve(circulant(c), b)
774
+
775
+ where `solve` and `circulant` are from `scipy.linalg`.
776
+
777
+ .. versionadded:: 0.16.0
778
+
779
+ Examples
780
+ --------
781
+ >>> import numpy as np
782
+ >>> from scipy.linalg import solve_circulant, solve, circulant, lstsq
783
+
784
+ >>> c = np.array([2, 2, 4])
785
+ >>> b = np.array([1, 2, 3])
786
+ >>> solve_circulant(c, b)
787
+ array([ 0.75, -0.25, 0.25])
788
+
789
+ Compare that result to solving the system with `scipy.linalg.solve`:
790
+
791
+ >>> solve(circulant(c), b)
792
+ array([ 0.75, -0.25, 0.25])
793
+
794
+ A singular example:
795
+
796
+ >>> c = np.array([1, 1, 0, 0])
797
+ >>> b = np.array([1, 2, 3, 4])
798
+
799
+ Calling ``solve_circulant(c, b)`` will raise a `LinAlgError`. For the
800
+ least square solution, use the option ``singular='lstsq'``:
801
+
802
+ >>> solve_circulant(c, b, singular='lstsq')
803
+ array([ 0.25, 1.25, 2.25, 1.25])
804
+
805
+ Compare to `scipy.linalg.lstsq`:
806
+
807
+ >>> x, resid, rnk, s = lstsq(circulant(c), b)
808
+ >>> x
809
+ array([ 0.25, 1.25, 2.25, 1.25])
810
+
811
+ A broadcasting example:
812
+
813
+ Suppose we have the vectors of two circulant matrices stored in an array
814
+ with shape (2, 5), and three `b` vectors stored in an array with shape
815
+ (3, 5). For example,
816
+
817
+ >>> c = np.array([[1.5, 2, 3, 0, 0], [1, 1, 4, 3, 2]])
818
+ >>> b = np.arange(15).reshape(-1, 5)
819
+
820
+ We want to solve all combinations of circulant matrices and `b` vectors,
821
+ with the result stored in an array with shape (2, 3, 5). When we
822
+ disregard the axes of `c` and `b` that hold the vectors of coefficients,
823
+ the shapes of the collections are (2,) and (3,), respectively, which are
824
+ not compatible for broadcasting. To have a broadcast result with shape
825
+ (2, 3), we add a trivial dimension to `c`: ``c[:, np.newaxis, :]`` has
826
+ shape (2, 1, 5). The last dimension holds the coefficients of the
827
+ circulant matrices, so when we call `solve_circulant`, we can use the
828
+ default ``caxis=-1``. The coefficients of the `b` vectors are in the last
829
+ dimension of the array `b`, so we use ``baxis=-1``. If we use the
830
+ default `outaxis`, the result will have shape (5, 2, 3), so we'll use
831
+ ``outaxis=-1`` to put the solution vectors in the last dimension.
832
+
833
+ >>> x = solve_circulant(c[:, np.newaxis, :], b, baxis=-1, outaxis=-1)
834
+ >>> x.shape
835
+ (2, 3, 5)
836
+ >>> np.set_printoptions(precision=3) # For compact output of numbers.
837
+ >>> x
838
+ array([[[-0.118, 0.22 , 1.277, -0.142, 0.302],
839
+ [ 0.651, 0.989, 2.046, 0.627, 1.072],
840
+ [ 1.42 , 1.758, 2.816, 1.396, 1.841]],
841
+ [[ 0.401, 0.304, 0.694, -0.867, 0.377],
842
+ [ 0.856, 0.758, 1.149, -0.412, 0.831],
843
+ [ 1.31 , 1.213, 1.603, 0.042, 1.286]]])
844
+
845
+ Check by solving one pair of `c` and `b` vectors (cf. ``x[1, 1, :]``):
846
+
847
+ >>> solve_circulant(c[1], b[1, :])
848
+ array([ 0.856, 0.758, 1.149, -0.412, 0.831])
849
+
850
+ """
851
+ c = np.atleast_1d(c)
852
+ nc = _get_axis_len("c", c, caxis)
853
+ b = np.atleast_1d(b)
854
+ nb = _get_axis_len("b", b, baxis)
855
+ if nc != nb:
856
+ raise ValueError(f'Shapes of c {c.shape} and b {b.shape} are incompatible')
857
+
858
+ fc = np.fft.fft(np.moveaxis(c, caxis, -1), axis=-1)
859
+ abs_fc = np.abs(fc)
860
+ if tol is None:
861
+ # This is the same tolerance as used in np.linalg.matrix_rank.
862
+ tol = abs_fc.max(axis=-1) * nc * np.finfo(np.float64).eps
863
+ if tol.shape != ():
864
+ tol.shape = tol.shape + (1,)
865
+ else:
866
+ tol = np.atleast_1d(tol)
867
+
868
+ near_zeros = abs_fc <= tol
869
+ is_near_singular = np.any(near_zeros)
870
+ if is_near_singular:
871
+ if singular == 'raise':
872
+ raise LinAlgError("near singular circulant matrix.")
873
+ else:
874
+ # Replace the small values with 1 to avoid errors in the
875
+ # division fb/fc below.
876
+ fc[near_zeros] = 1
877
+
878
+ fb = np.fft.fft(np.moveaxis(b, baxis, -1), axis=-1)
879
+
880
+ q = fb / fc
881
+
882
+ if is_near_singular:
883
+ # `near_zeros` is a boolean array, same shape as `c`, that is
884
+ # True where `fc` is (near) zero. `q` is the broadcasted result
885
+ # of fb / fc, so to set the values of `q` to 0 where `fc` is near
886
+ # zero, we use a mask that is the broadcast result of an array
887
+ # of True values shaped like `b` with `near_zeros`.
888
+ mask = np.ones_like(b, dtype=bool) & near_zeros
889
+ q[mask] = 0
890
+
891
+ x = np.fft.ifft(q, axis=-1)
892
+ if not (np.iscomplexobj(c) or np.iscomplexobj(b)):
893
+ x = x.real
894
+ if outaxis != -1:
895
+ x = np.moveaxis(x, -1, outaxis)
896
+ return x
897
+
898
+
899
+ # matrix inversion
900
+ def inv(a, overwrite_a=False, check_finite=True):
901
+ """
902
+ Compute the inverse of a matrix.
903
+
904
+ Parameters
905
+ ----------
906
+ a : array_like
907
+ Square matrix to be inverted.
908
+ overwrite_a : bool, optional
909
+ Discard data in `a` (may improve performance). Default is False.
910
+ check_finite : bool, optional
911
+ Whether to check that the input matrix contains only finite numbers.
912
+ Disabling may give a performance gain, but may result in problems
913
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
914
+
915
+ Returns
916
+ -------
917
+ ainv : ndarray
918
+ Inverse of the matrix `a`.
919
+
920
+ Raises
921
+ ------
922
+ LinAlgError
923
+ If `a` is singular.
924
+ ValueError
925
+ If `a` is not square, or not 2D.
926
+
927
+ Examples
928
+ --------
929
+ >>> import numpy as np
930
+ >>> from scipy import linalg
931
+ >>> a = np.array([[1., 2.], [3., 4.]])
932
+ >>> linalg.inv(a)
933
+ array([[-2. , 1. ],
934
+ [ 1.5, -0.5]])
935
+ >>> np.dot(a, linalg.inv(a))
936
+ array([[ 1., 0.],
937
+ [ 0., 1.]])
938
+
939
+ """
940
+ a1 = _asarray_validated(a, check_finite=check_finite)
941
+ if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
942
+ raise ValueError('expected square matrix')
943
+ overwrite_a = overwrite_a or _datacopied(a1, a)
944
+ getrf, getri, getri_lwork = get_lapack_funcs(('getrf', 'getri',
945
+ 'getri_lwork'),
946
+ (a1,))
947
+ lu, piv, info = getrf(a1, overwrite_a=overwrite_a)
948
+ if info == 0:
949
+ lwork = _compute_lwork(getri_lwork, a1.shape[0])
950
+
951
+ # XXX: the following line fixes curious SEGFAULT when
952
+ # benchmarking 500x500 matrix inverse. This seems to
953
+ # be a bug in LAPACK ?getri routine because if lwork is
954
+ # minimal (when using lwork[0] instead of lwork[1]) then
955
+ # all tests pass. Further investigation is required if
956
+ # more such SEGFAULTs occur.
957
+ lwork = int(1.01 * lwork)
958
+ inv_a, info = getri(lu, piv, lwork=lwork, overwrite_lu=1)
959
+ if info > 0:
960
+ raise LinAlgError("singular matrix")
961
+ if info < 0:
962
+ raise ValueError('illegal value in %d-th argument of internal '
963
+ 'getrf|getri' % -info)
964
+ return inv_a
965
+
966
+
967
+ # Determinant
968
+
969
+ def det(a, overwrite_a=False, check_finite=True):
970
+ """
971
+ Compute the determinant of a matrix
972
+
973
+ The determinant is a scalar that is a function of the associated square
974
+ matrix coefficients. The determinant value is zero for singular matrices.
975
+
976
+ Parameters
977
+ ----------
978
+ a : (..., M, M) array_like
979
+ Input array to compute determinants for.
980
+ overwrite_a : bool, optional
981
+ Allow overwriting data in a (may enhance performance).
982
+ check_finite : bool, optional
983
+ Whether to check that the input matrix contains only finite numbers.
984
+ Disabling may give a performance gain, but may result in problems
985
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
986
+
987
+ Returns
988
+ -------
989
+ det : (...) float or complex
990
+ Determinant of `a`. For stacked arrays, a scalar is returned for each
991
+ (m, m) slice in the last two dimensions of the input. For example, an
992
+ input of shape (p, q, m, m) will produce a result of shape (p, q). If
993
+ all dimensions are 1 a scalar is returned regardless of ndim.
994
+
995
+ Notes
996
+ -----
997
+ The determinant is computed by performing an LU factorization of the
998
+ input with LAPACK routine 'getrf', and then calculating the product of
999
+ diagonal entries of the U factor.
1000
+
1001
+ Even the input array is single precision (float32 or complex64), the result
1002
+ will be returned in double precision (float64 or complex128) to prevent
1003
+ overflows.
1004
+
1005
+ Examples
1006
+ --------
1007
+ >>> import numpy as np
1008
+ >>> from scipy import linalg
1009
+ >>> a = np.array([[1,2,3], [4,5,6], [7,8,9]]) # A singular matrix
1010
+ >>> linalg.det(a)
1011
+ 0.0
1012
+ >>> b = np.array([[0,2,3], [4,5,6], [7,8,9]])
1013
+ >>> linalg.det(b)
1014
+ 3.0
1015
+ >>> # An array with the shape (3, 2, 2, 2)
1016
+ >>> c = np.array([[[[1., 2.], [3., 4.]],
1017
+ ... [[5., 6.], [7., 8.]]],
1018
+ ... [[[9., 10.], [11., 12.]],
1019
+ ... [[13., 14.], [15., 16.]]],
1020
+ ... [[[17., 18.], [19., 20.]],
1021
+ ... [[21., 22.], [23., 24.]]]])
1022
+ >>> linalg.det(c) # The resulting shape is (3, 2)
1023
+ array([[-2., -2.],
1024
+ [-2., -2.],
1025
+ [-2., -2.]])
1026
+ >>> linalg.det(c[0, 0]) # Confirm the (0, 0) slice, [[1, 2], [3, 4]]
1027
+ -2.0
1028
+ """
1029
+ # The goal is to end up with a writable contiguous array to pass to Cython
1030
+
1031
+ # First we check and make arrays.
1032
+ a1 = np.asarray_chkfinite(a) if check_finite else np.asarray(a)
1033
+ if a1.ndim < 2:
1034
+ raise ValueError('The input array must be at least two-dimensional.')
1035
+ if a1.shape[-1] != a1.shape[-2]:
1036
+ raise ValueError('Last 2 dimensions of the array must be square'
1037
+ f' but received shape {a1.shape}.')
1038
+
1039
+ # Also check if dtype is LAPACK compatible
1040
+ if a1.dtype.char not in 'fdFD':
1041
+ dtype_char = lapack_cast_dict[a1.dtype.char]
1042
+ if not dtype_char: # No casting possible
1043
+ raise TypeError(f'The dtype "{a1.dtype.name}" cannot be cast '
1044
+ 'to float(32, 64) or complex(64, 128).')
1045
+
1046
+ a1 = a1.astype(dtype_char[0]) # makes a copy, free to scratch
1047
+ overwrite_a = True
1048
+
1049
+ # Empty array has determinant 1 because math.
1050
+ if min(*a1.shape) == 0:
1051
+ if a1.ndim == 2:
1052
+ return np.float64(1.)
1053
+ else:
1054
+ return np.ones(shape=a1.shape[:-2], dtype=np.float64)
1055
+
1056
+ # Scalar case
1057
+ if a1.shape[-2:] == (1, 1):
1058
+ # Either ndarray with spurious singletons or a single element
1059
+ if max(*a1.shape) > 1:
1060
+ temp = np.squeeze(a1)
1061
+ if a1.dtype.char in 'dD':
1062
+ return temp
1063
+ else:
1064
+ return (temp.astype('d') if a1.dtype.char == 'f' else
1065
+ temp.astype('D'))
1066
+ else:
1067
+ return (np.float64(a1.item()) if a1.dtype.char in 'fd' else
1068
+ np.complex128(a1.item()))
1069
+
1070
+ # Then check overwrite permission
1071
+ if not _datacopied(a1, a): # "a" still alive through "a1"
1072
+ if not overwrite_a:
1073
+ # Data belongs to "a" so make a copy
1074
+ a1 = a1.copy(order='C')
1075
+ # else: Do nothing we'll use "a" if possible
1076
+ # else: a1 has its own data thus free to scratch
1077
+
1078
+ # Then layout checks, might happen that overwrite is allowed but original
1079
+ # array was read-only or non-C-contiguous.
1080
+ if not (a1.flags['C_CONTIGUOUS'] and a1.flags['WRITEABLE']):
1081
+ a1 = a1.copy(order='C')
1082
+
1083
+ if a1.ndim == 2:
1084
+ det = find_det_from_lu(a1)
1085
+ # Convert float, complex to to NumPy scalars
1086
+ return (np.float64(det) if np.isrealobj(det) else np.complex128(det))
1087
+
1088
+ # loop over the stacked array, and avoid overflows for single precision
1089
+ # Cf. np.linalg.det(np.diag([1e+38, 1e+38]).astype(np.float32))
1090
+ dtype_char = a1.dtype.char
1091
+ if dtype_char in 'fF':
1092
+ dtype_char = 'd' if dtype_char.islower() else 'D'
1093
+
1094
+ det = np.empty(a1.shape[:-2], dtype=dtype_char)
1095
+ for ind in product(*[range(x) for x in a1.shape[:-2]]):
1096
+ det[ind] = find_det_from_lu(a1[ind])
1097
+ return det
1098
+
1099
+
1100
+ # Linear Least Squares
1101
+ def lstsq(a, b, cond=None, overwrite_a=False, overwrite_b=False,
1102
+ check_finite=True, lapack_driver=None):
1103
+ """
1104
+ Compute least-squares solution to equation Ax = b.
1105
+
1106
+ Compute a vector x such that the 2-norm ``|b - A x|`` is minimized.
1107
+
1108
+ Parameters
1109
+ ----------
1110
+ a : (M, N) array_like
1111
+ Left-hand side array
1112
+ b : (M,) or (M, K) array_like
1113
+ Right hand side array
1114
+ cond : float, optional
1115
+ Cutoff for 'small' singular values; used to determine effective
1116
+ rank of a. Singular values smaller than
1117
+ ``cond * largest_singular_value`` are considered zero.
1118
+ overwrite_a : bool, optional
1119
+ Discard data in `a` (may enhance performance). Default is False.
1120
+ overwrite_b : bool, optional
1121
+ Discard data in `b` (may enhance performance). Default is False.
1122
+ check_finite : bool, optional
1123
+ Whether to check that the input matrices contain only finite numbers.
1124
+ Disabling may give a performance gain, but may result in problems
1125
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1126
+ lapack_driver : str, optional
1127
+ Which LAPACK driver is used to solve the least-squares problem.
1128
+ Options are ``'gelsd'``, ``'gelsy'``, ``'gelss'``. Default
1129
+ (``'gelsd'``) is a good choice. However, ``'gelsy'`` can be slightly
1130
+ faster on many problems. ``'gelss'`` was used historically. It is
1131
+ generally slow but uses less memory.
1132
+
1133
+ .. versionadded:: 0.17.0
1134
+
1135
+ Returns
1136
+ -------
1137
+ x : (N,) or (N, K) ndarray
1138
+ Least-squares solution.
1139
+ residues : (K,) ndarray or float
1140
+ Square of the 2-norm for each column in ``b - a x``, if ``M > N`` and
1141
+ ``rank(A) == n`` (returns a scalar if ``b`` is 1-D). Otherwise a
1142
+ (0,)-shaped array is returned.
1143
+ rank : int
1144
+ Effective rank of `a`.
1145
+ s : (min(M, N),) ndarray or None
1146
+ Singular values of `a`. The condition number of ``a`` is
1147
+ ``s[0] / s[-1]``.
1148
+
1149
+ Raises
1150
+ ------
1151
+ LinAlgError
1152
+ If computation does not converge.
1153
+
1154
+ ValueError
1155
+ When parameters are not compatible.
1156
+
1157
+ See Also
1158
+ --------
1159
+ scipy.optimize.nnls : linear least squares with non-negativity constraint
1160
+
1161
+ Notes
1162
+ -----
1163
+ When ``'gelsy'`` is used as a driver, `residues` is set to a (0,)-shaped
1164
+ array and `s` is always ``None``.
1165
+
1166
+ Examples
1167
+ --------
1168
+ >>> import numpy as np
1169
+ >>> from scipy.linalg import lstsq
1170
+ >>> import matplotlib.pyplot as plt
1171
+
1172
+ Suppose we have the following data:
1173
+
1174
+ >>> x = np.array([1, 2.5, 3.5, 4, 5, 7, 8.5])
1175
+ >>> y = np.array([0.3, 1.1, 1.5, 2.0, 3.2, 6.6, 8.6])
1176
+
1177
+ We want to fit a quadratic polynomial of the form ``y = a + b*x**2``
1178
+ to this data. We first form the "design matrix" M, with a constant
1179
+ column of 1s and a column containing ``x**2``:
1180
+
1181
+ >>> M = x[:, np.newaxis]**[0, 2]
1182
+ >>> M
1183
+ array([[ 1. , 1. ],
1184
+ [ 1. , 6.25],
1185
+ [ 1. , 12.25],
1186
+ [ 1. , 16. ],
1187
+ [ 1. , 25. ],
1188
+ [ 1. , 49. ],
1189
+ [ 1. , 72.25]])
1190
+
1191
+ We want to find the least-squares solution to ``M.dot(p) = y``,
1192
+ where ``p`` is a vector with length 2 that holds the parameters
1193
+ ``a`` and ``b``.
1194
+
1195
+ >>> p, res, rnk, s = lstsq(M, y)
1196
+ >>> p
1197
+ array([ 0.20925829, 0.12013861])
1198
+
1199
+ Plot the data and the fitted curve.
1200
+
1201
+ >>> plt.plot(x, y, 'o', label='data')
1202
+ >>> xx = np.linspace(0, 9, 101)
1203
+ >>> yy = p[0] + p[1]*xx**2
1204
+ >>> plt.plot(xx, yy, label='least squares fit, $y = a + bx^2$')
1205
+ >>> plt.xlabel('x')
1206
+ >>> plt.ylabel('y')
1207
+ >>> plt.legend(framealpha=1, shadow=True)
1208
+ >>> plt.grid(alpha=0.25)
1209
+ >>> plt.show()
1210
+
1211
+ """
1212
+ a1 = _asarray_validated(a, check_finite=check_finite)
1213
+ b1 = _asarray_validated(b, check_finite=check_finite)
1214
+ if len(a1.shape) != 2:
1215
+ raise ValueError('Input array a should be 2D')
1216
+ m, n = a1.shape
1217
+ if len(b1.shape) == 2:
1218
+ nrhs = b1.shape[1]
1219
+ else:
1220
+ nrhs = 1
1221
+ if m != b1.shape[0]:
1222
+ raise ValueError('Shape mismatch: a and b should have the same number'
1223
+ f' of rows ({m} != {b1.shape[0]}).')
1224
+ if m == 0 or n == 0: # Zero-sized problem, confuses LAPACK
1225
+ x = np.zeros((n,) + b1.shape[1:], dtype=np.common_type(a1, b1))
1226
+ if n == 0:
1227
+ residues = np.linalg.norm(b1, axis=0)**2
1228
+ else:
1229
+ residues = np.empty((0,))
1230
+ return x, residues, 0, np.empty((0,))
1231
+
1232
+ driver = lapack_driver
1233
+ if driver is None:
1234
+ driver = lstsq.default_lapack_driver
1235
+ if driver not in ('gelsd', 'gelsy', 'gelss'):
1236
+ raise ValueError('LAPACK driver "%s" is not found' % driver)
1237
+
1238
+ lapack_func, lapack_lwork = get_lapack_funcs((driver,
1239
+ '%s_lwork' % driver),
1240
+ (a1, b1))
1241
+ real_data = True if (lapack_func.dtype.kind == 'f') else False
1242
+
1243
+ if m < n:
1244
+ # need to extend b matrix as it will be filled with
1245
+ # a larger solution matrix
1246
+ if len(b1.shape) == 2:
1247
+ b2 = np.zeros((n, nrhs), dtype=lapack_func.dtype)
1248
+ b2[:m, :] = b1
1249
+ else:
1250
+ b2 = np.zeros(n, dtype=lapack_func.dtype)
1251
+ b2[:m] = b1
1252
+ b1 = b2
1253
+
1254
+ overwrite_a = overwrite_a or _datacopied(a1, a)
1255
+ overwrite_b = overwrite_b or _datacopied(b1, b)
1256
+
1257
+ if cond is None:
1258
+ cond = np.finfo(lapack_func.dtype).eps
1259
+
1260
+ if driver in ('gelss', 'gelsd'):
1261
+ if driver == 'gelss':
1262
+ lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
1263
+ v, x, s, rank, work, info = lapack_func(a1, b1, cond, lwork,
1264
+ overwrite_a=overwrite_a,
1265
+ overwrite_b=overwrite_b)
1266
+
1267
+ elif driver == 'gelsd':
1268
+ if real_data:
1269
+ lwork, iwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
1270
+ x, s, rank, info = lapack_func(a1, b1, lwork,
1271
+ iwork, cond, False, False)
1272
+ else: # complex data
1273
+ lwork, rwork, iwork = _compute_lwork(lapack_lwork, m, n,
1274
+ nrhs, cond)
1275
+ x, s, rank, info = lapack_func(a1, b1, lwork, rwork, iwork,
1276
+ cond, False, False)
1277
+ if info > 0:
1278
+ raise LinAlgError("SVD did not converge in Linear Least Squares")
1279
+ if info < 0:
1280
+ raise ValueError('illegal value in %d-th argument of internal %s'
1281
+ % (-info, lapack_driver))
1282
+ resids = np.asarray([], dtype=x.dtype)
1283
+ if m > n:
1284
+ x1 = x[:n]
1285
+ if rank == n:
1286
+ resids = np.sum(np.abs(x[n:])**2, axis=0)
1287
+ x = x1
1288
+ return x, resids, rank, s
1289
+
1290
+ elif driver == 'gelsy':
1291
+ lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
1292
+ jptv = np.zeros((a1.shape[1], 1), dtype=np.int32)
1293
+ v, x, j, rank, info = lapack_func(a1, b1, jptv, cond,
1294
+ lwork, False, False)
1295
+ if info < 0:
1296
+ raise ValueError("illegal value in %d-th argument of internal "
1297
+ "gelsy" % -info)
1298
+ if m > n:
1299
+ x1 = x[:n]
1300
+ x = x1
1301
+ return x, np.array([], x.dtype), rank, None
1302
+
1303
+
1304
+ lstsq.default_lapack_driver = 'gelsd'
1305
+
1306
+
1307
+ @_deprecate_positional_args(version="1.14")
1308
+ def pinv(a, *, atol=None, rtol=None, return_rank=False, check_finite=True,
1309
+ cond=_NoValue, rcond=_NoValue):
1310
+ """
1311
+ Compute the (Moore-Penrose) pseudo-inverse of a matrix.
1312
+
1313
+ Calculate a generalized inverse of a matrix using its
1314
+ singular-value decomposition ``U @ S @ V`` in the economy mode and picking
1315
+ up only the columns/rows that are associated with significant singular
1316
+ values.
1317
+
1318
+ If ``s`` is the maximum singular value of ``a``, then the
1319
+ significance cut-off value is determined by ``atol + rtol * s``. Any
1320
+ singular value below this value is assumed insignificant.
1321
+
1322
+ Parameters
1323
+ ----------
1324
+ a : (M, N) array_like
1325
+ Matrix to be pseudo-inverted.
1326
+ atol : float, optional
1327
+ Absolute threshold term, default value is 0.
1328
+
1329
+ .. versionadded:: 1.7.0
1330
+
1331
+ rtol : float, optional
1332
+ Relative threshold term, default value is ``max(M, N) * eps`` where
1333
+ ``eps`` is the machine precision value of the datatype of ``a``.
1334
+
1335
+ .. versionadded:: 1.7.0
1336
+
1337
+ return_rank : bool, optional
1338
+ If True, return the effective rank of the matrix.
1339
+ check_finite : bool, optional
1340
+ Whether to check that the input matrix contains only finite numbers.
1341
+ Disabling may give a performance gain, but may result in problems
1342
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1343
+ cond, rcond : float, optional
1344
+ In older versions, these values were meant to be used as ``atol`` with
1345
+ ``rtol=0``. If both were given ``rcond`` overwrote ``cond`` and hence
1346
+ the code was not correct. Thus using these are strongly discouraged and
1347
+ the tolerances above are recommended instead. In fact, if provided,
1348
+ atol, rtol takes precedence over these keywords.
1349
+
1350
+ .. deprecated:: 1.7.0
1351
+ Deprecated in favor of ``rtol`` and ``atol`` parameters above and
1352
+ will be removed in SciPy 1.14.0.
1353
+
1354
+ .. versionchanged:: 1.3.0
1355
+ Previously the default cutoff value was just ``eps*f`` where ``f``
1356
+ was ``1e3`` for single precision and ``1e6`` for double precision.
1357
+
1358
+ Returns
1359
+ -------
1360
+ B : (N, M) ndarray
1361
+ The pseudo-inverse of matrix `a`.
1362
+ rank : int
1363
+ The effective rank of the matrix. Returned if `return_rank` is True.
1364
+
1365
+ Raises
1366
+ ------
1367
+ LinAlgError
1368
+ If SVD computation does not converge.
1369
+
1370
+ See Also
1371
+ --------
1372
+ pinvh : Moore-Penrose pseudoinverse of a hermitian matrix.
1373
+
1374
+ Notes
1375
+ -----
1376
+ If ``A`` is invertible then the Moore-Penrose pseudoinverse is exactly
1377
+ the inverse of ``A`` [1]_. If ``A`` is not invertible then the
1378
+ Moore-Penrose pseudoinverse computes the ``x`` solution to ``Ax = b`` such
1379
+ that ``||Ax - b||`` is minimized [1]_.
1380
+
1381
+ References
1382
+ ----------
1383
+ .. [1] Penrose, R. (1956). On best approximate solutions of linear matrix
1384
+ equations. Mathematical Proceedings of the Cambridge Philosophical
1385
+ Society, 52(1), 17-19. doi:10.1017/S0305004100030929
1386
+
1387
+ Examples
1388
+ --------
1389
+
1390
+ Given an ``m x n`` matrix ``A`` and an ``n x m`` matrix ``B`` the four
1391
+ Moore-Penrose conditions are:
1392
+
1393
+ 1. ``ABA = A`` (``B`` is a generalized inverse of ``A``),
1394
+ 2. ``BAB = B`` (``A`` is a generalized inverse of ``B``),
1395
+ 3. ``(AB)* = AB`` (``AB`` is hermitian),
1396
+ 4. ``(BA)* = BA`` (``BA`` is hermitian) [1]_.
1397
+
1398
+ Here, ``A*`` denotes the conjugate transpose. The Moore-Penrose
1399
+ pseudoinverse is a unique ``B`` that satisfies all four of these
1400
+ conditions and exists for any ``A``. Note that, unlike the standard
1401
+ matrix inverse, ``A`` does not have to be a square matrix or have
1402
+ linearly independent columns/rows.
1403
+
1404
+ As an example, we can calculate the Moore-Penrose pseudoinverse of a
1405
+ random non-square matrix and verify it satisfies the four conditions.
1406
+
1407
+ >>> import numpy as np
1408
+ >>> from scipy import linalg
1409
+ >>> rng = np.random.default_rng()
1410
+ >>> A = rng.standard_normal((9, 6))
1411
+ >>> B = linalg.pinv(A)
1412
+ >>> np.allclose(A @ B @ A, A) # Condition 1
1413
+ True
1414
+ >>> np.allclose(B @ A @ B, B) # Condition 2
1415
+ True
1416
+ >>> np.allclose((A @ B).conj().T, A @ B) # Condition 3
1417
+ True
1418
+ >>> np.allclose((B @ A).conj().T, B @ A) # Condition 4
1419
+ True
1420
+
1421
+ """
1422
+ a = _asarray_validated(a, check_finite=check_finite)
1423
+ u, s, vh = _decomp_svd.svd(a, full_matrices=False, check_finite=False)
1424
+ t = u.dtype.char.lower()
1425
+ maxS = np.max(s)
1426
+
1427
+ if rcond is not _NoValue or cond is not _NoValue:
1428
+ warn('Use of the "cond" and "rcond" keywords are deprecated and '
1429
+ 'will be removed in SciPy 1.14.0. Use "atol" and '
1430
+ '"rtol" keywords instead', DeprecationWarning, stacklevel=2)
1431
+
1432
+ # backwards compatible only atol and rtol are both missing
1433
+ if ((rcond not in (_NoValue, None) or cond not in (_NoValue, None))
1434
+ and (atol is None) and (rtol is None)):
1435
+ atol = rcond if rcond not in (_NoValue, None) else cond
1436
+ rtol = 0.
1437
+
1438
+ atol = 0. if atol is None else atol
1439
+ rtol = max(a.shape) * np.finfo(t).eps if (rtol is None) else rtol
1440
+
1441
+ if (atol < 0.) or (rtol < 0.):
1442
+ raise ValueError("atol and rtol values must be positive.")
1443
+
1444
+ val = atol + maxS * rtol
1445
+ rank = np.sum(s > val)
1446
+
1447
+ u = u[:, :rank]
1448
+ u /= s[:rank]
1449
+ B = (u @ vh[:rank]).conj().T
1450
+
1451
+ if return_rank:
1452
+ return B, rank
1453
+ else:
1454
+ return B
1455
+
1456
+
1457
+ def pinvh(a, atol=None, rtol=None, lower=True, return_rank=False,
1458
+ check_finite=True):
1459
+ """
1460
+ Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix.
1461
+
1462
+ Calculate a generalized inverse of a complex Hermitian/real symmetric
1463
+ matrix using its eigenvalue decomposition and including all eigenvalues
1464
+ with 'large' absolute value.
1465
+
1466
+ Parameters
1467
+ ----------
1468
+ a : (N, N) array_like
1469
+ Real symmetric or complex hermetian matrix to be pseudo-inverted
1470
+
1471
+ atol : float, optional
1472
+ Absolute threshold term, default value is 0.
1473
+
1474
+ .. versionadded:: 1.7.0
1475
+
1476
+ rtol : float, optional
1477
+ Relative threshold term, default value is ``N * eps`` where
1478
+ ``eps`` is the machine precision value of the datatype of ``a``.
1479
+
1480
+ .. versionadded:: 1.7.0
1481
+
1482
+ lower : bool, optional
1483
+ Whether the pertinent array data is taken from the lower or upper
1484
+ triangle of `a`. (Default: lower)
1485
+ return_rank : bool, optional
1486
+ If True, return the effective rank of the matrix.
1487
+ check_finite : bool, optional
1488
+ Whether to check that the input matrix contains only finite numbers.
1489
+ Disabling may give a performance gain, but may result in problems
1490
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
1491
+
1492
+ Returns
1493
+ -------
1494
+ B : (N, N) ndarray
1495
+ The pseudo-inverse of matrix `a`.
1496
+ rank : int
1497
+ The effective rank of the matrix. Returned if `return_rank` is True.
1498
+
1499
+ Raises
1500
+ ------
1501
+ LinAlgError
1502
+ If eigenvalue algorithm does not converge.
1503
+
1504
+ See Also
1505
+ --------
1506
+ pinv : Moore-Penrose pseudoinverse of a matrix.
1507
+
1508
+ Examples
1509
+ --------
1510
+
1511
+ For a more detailed example see `pinv`.
1512
+
1513
+ >>> import numpy as np
1514
+ >>> from scipy.linalg import pinvh
1515
+ >>> rng = np.random.default_rng()
1516
+ >>> a = rng.standard_normal((9, 6))
1517
+ >>> a = np.dot(a, a.T)
1518
+ >>> B = pinvh(a)
1519
+ >>> np.allclose(a, a @ B @ a)
1520
+ True
1521
+ >>> np.allclose(B, B @ a @ B)
1522
+ True
1523
+
1524
+ """
1525
+ a = _asarray_validated(a, check_finite=check_finite)
1526
+ s, u = _decomp.eigh(a, lower=lower, check_finite=False)
1527
+ t = u.dtype.char.lower()
1528
+ maxS = np.max(np.abs(s))
1529
+
1530
+ atol = 0. if atol is None else atol
1531
+ rtol = max(a.shape) * np.finfo(t).eps if (rtol is None) else rtol
1532
+
1533
+ if (atol < 0.) or (rtol < 0.):
1534
+ raise ValueError("atol and rtol values must be positive.")
1535
+
1536
+ val = atol + maxS * rtol
1537
+ above_cutoff = (abs(s) > val)
1538
+
1539
+ psigma_diag = 1.0 / s[above_cutoff]
1540
+ u = u[:, above_cutoff]
1541
+
1542
+ B = (u * psigma_diag) @ u.conj().T
1543
+
1544
+ if return_rank:
1545
+ return B, len(psigma_diag)
1546
+ else:
1547
+ return B
1548
+
1549
+
1550
+ def matrix_balance(A, permute=True, scale=True, separate=False,
1551
+ overwrite_a=False):
1552
+ """
1553
+ Compute a diagonal similarity transformation for row/column balancing.
1554
+
1555
+ The balancing tries to equalize the row and column 1-norms by applying
1556
+ a similarity transformation such that the magnitude variation of the
1557
+ matrix entries is reflected to the scaling matrices.
1558
+
1559
+ Moreover, if enabled, the matrix is first permuted to isolate the upper
1560
+ triangular parts of the matrix and, again if scaling is also enabled,
1561
+ only the remaining subblocks are subjected to scaling.
1562
+
1563
+ The balanced matrix satisfies the following equality
1564
+
1565
+ .. math::
1566
+
1567
+ B = T^{-1} A T
1568
+
1569
+ The scaling coefficients are approximated to the nearest power of 2
1570
+ to avoid round-off errors.
1571
+
1572
+ Parameters
1573
+ ----------
1574
+ A : (n, n) array_like
1575
+ Square data matrix for the balancing.
1576
+ permute : bool, optional
1577
+ The selector to define whether permutation of A is also performed
1578
+ prior to scaling.
1579
+ scale : bool, optional
1580
+ The selector to turn on and off the scaling. If False, the matrix
1581
+ will not be scaled.
1582
+ separate : bool, optional
1583
+ This switches from returning a full matrix of the transformation
1584
+ to a tuple of two separate 1-D permutation and scaling arrays.
1585
+ overwrite_a : bool, optional
1586
+ This is passed to xGEBAL directly. Essentially, overwrites the result
1587
+ to the data. It might increase the space efficiency. See LAPACK manual
1588
+ for details. This is False by default.
1589
+
1590
+ Returns
1591
+ -------
1592
+ B : (n, n) ndarray
1593
+ Balanced matrix
1594
+ T : (n, n) ndarray
1595
+ A possibly permuted diagonal matrix whose nonzero entries are
1596
+ integer powers of 2 to avoid numerical truncation errors.
1597
+ scale, perm : (n,) ndarray
1598
+ If ``separate`` keyword is set to True then instead of the array
1599
+ ``T`` above, the scaling and the permutation vectors are given
1600
+ separately as a tuple without allocating the full array ``T``.
1601
+
1602
+ Notes
1603
+ -----
1604
+ This algorithm is particularly useful for eigenvalue and matrix
1605
+ decompositions and in many cases it is already called by various
1606
+ LAPACK routines.
1607
+
1608
+ The algorithm is based on the well-known technique of [1]_ and has
1609
+ been modified to account for special cases. See [2]_ for details
1610
+ which have been implemented since LAPACK v3.5.0. Before this version
1611
+ there are corner cases where balancing can actually worsen the
1612
+ conditioning. See [3]_ for such examples.
1613
+
1614
+ The code is a wrapper around LAPACK's xGEBAL routine family for matrix
1615
+ balancing.
1616
+
1617
+ .. versionadded:: 0.19.0
1618
+
1619
+ References
1620
+ ----------
1621
+ .. [1] B.N. Parlett and C. Reinsch, "Balancing a Matrix for
1622
+ Calculation of Eigenvalues and Eigenvectors", Numerische Mathematik,
1623
+ Vol.13(4), 1969, :doi:`10.1007/BF02165404`
1624
+ .. [2] R. James, J. Langou, B.R. Lowery, "On matrix balancing and
1625
+ eigenvector computation", 2014, :arxiv:`1401.5766`
1626
+ .. [3] D.S. Watkins. A case where balancing is harmful.
1627
+ Electron. Trans. Numer. Anal, Vol.23, 2006.
1628
+
1629
+ Examples
1630
+ --------
1631
+ >>> import numpy as np
1632
+ >>> from scipy import linalg
1633
+ >>> x = np.array([[1,2,0], [9,1,0.01], [1,2,10*np.pi]])
1634
+
1635
+ >>> y, permscale = linalg.matrix_balance(x)
1636
+ >>> np.abs(x).sum(axis=0) / np.abs(x).sum(axis=1)
1637
+ array([ 3.66666667, 0.4995005 , 0.91312162])
1638
+
1639
+ >>> np.abs(y).sum(axis=0) / np.abs(y).sum(axis=1)
1640
+ array([ 1.2 , 1.27041742, 0.92658316]) # may vary
1641
+
1642
+ >>> permscale # only powers of 2 (0.5 == 2^(-1))
1643
+ array([[ 0.5, 0. , 0. ], # may vary
1644
+ [ 0. , 1. , 0. ],
1645
+ [ 0. , 0. , 1. ]])
1646
+
1647
+ """
1648
+
1649
+ A = np.atleast_2d(_asarray_validated(A, check_finite=True))
1650
+
1651
+ if not np.equal(*A.shape):
1652
+ raise ValueError('The data matrix for balancing should be square.')
1653
+
1654
+ gebal = get_lapack_funcs(('gebal'), (A,))
1655
+ B, lo, hi, ps, info = gebal(A, scale=scale, permute=permute,
1656
+ overwrite_a=overwrite_a)
1657
+
1658
+ if info < 0:
1659
+ raise ValueError('xGEBAL exited with the internal error '
1660
+ f'"illegal value in argument number {-info}.". See '
1661
+ 'LAPACK documentation for the xGEBAL error codes.')
1662
+
1663
+ # Separate the permutations from the scalings and then convert to int
1664
+ scaling = np.ones_like(ps, dtype=float)
1665
+ scaling[lo:hi+1] = ps[lo:hi+1]
1666
+
1667
+ # gebal uses 1-indexing
1668
+ ps = ps.astype(int, copy=False) - 1
1669
+ n = A.shape[0]
1670
+ perm = np.arange(n)
1671
+
1672
+ # LAPACK permutes with the ordering n --> hi, then 0--> lo
1673
+ if hi < n:
1674
+ for ind, x in enumerate(ps[hi+1:][::-1], 1):
1675
+ if n-ind == x:
1676
+ continue
1677
+ perm[[x, n-ind]] = perm[[n-ind, x]]
1678
+
1679
+ if lo > 0:
1680
+ for ind, x in enumerate(ps[:lo]):
1681
+ if ind == x:
1682
+ continue
1683
+ perm[[x, ind]] = perm[[ind, x]]
1684
+
1685
+ if separate:
1686
+ return B, (scaling, perm)
1687
+
1688
+ # get the inverse permutation
1689
+ iperm = np.empty_like(perm)
1690
+ iperm[perm] = np.arange(n)
1691
+
1692
+ return B, np.diag(scaling)[iperm, :]
1693
+
1694
+
1695
+ def _validate_args_for_toeplitz_ops(c_or_cr, b, check_finite, keep_b_shape,
1696
+ enforce_square=True):
1697
+ """Validate arguments and format inputs for toeplitz functions
1698
+
1699
+ Parameters
1700
+ ----------
1701
+ c_or_cr : array_like or tuple of (array_like, array_like)
1702
+ The vector ``c``, or a tuple of arrays (``c``, ``r``). Whatever the
1703
+ actual shape of ``c``, it will be converted to a 1-D array. If not
1704
+ supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
1705
+ real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
1706
+ of the Toeplitz matrix is ``[c[0], r[1:]]``. Whatever the actual shape
1707
+ of ``r``, it will be converted to a 1-D array.
1708
+ b : (M,) or (M, K) array_like
1709
+ Right-hand side in ``T x = b``.
1710
+ check_finite : bool
1711
+ Whether to check that the input matrices contain only finite numbers.
1712
+ Disabling may give a performance gain, but may result in problems
1713
+ (result entirely NaNs) if the inputs do contain infinities or NaNs.
1714
+ keep_b_shape : bool
1715
+ Whether to convert a (M,) dimensional b into a (M, 1) dimensional
1716
+ matrix.
1717
+ enforce_square : bool, optional
1718
+ If True (default), this verifies that the Toeplitz matrix is square.
1719
+
1720
+ Returns
1721
+ -------
1722
+ r : array
1723
+ 1d array corresponding to the first row of the Toeplitz matrix.
1724
+ c: array
1725
+ 1d array corresponding to the first column of the Toeplitz matrix.
1726
+ b: array
1727
+ (M,), (M, 1) or (M, K) dimensional array, post validation,
1728
+ corresponding to ``b``.
1729
+ dtype: numpy datatype
1730
+ ``dtype`` stores the datatype of ``r``, ``c`` and ``b``. If any of
1731
+ ``r``, ``c`` or ``b`` are complex, ``dtype`` is ``np.complex128``,
1732
+ otherwise, it is ``np.float``.
1733
+ b_shape: tuple
1734
+ Shape of ``b`` after passing it through ``_asarray_validated``.
1735
+
1736
+ """
1737
+
1738
+ if isinstance(c_or_cr, tuple):
1739
+ c, r = c_or_cr
1740
+ c = _asarray_validated(c, check_finite=check_finite).ravel()
1741
+ r = _asarray_validated(r, check_finite=check_finite).ravel()
1742
+ else:
1743
+ c = _asarray_validated(c_or_cr, check_finite=check_finite).ravel()
1744
+ r = c.conjugate()
1745
+
1746
+ if b is None:
1747
+ raise ValueError('`b` must be an array, not None.')
1748
+
1749
+ b = _asarray_validated(b, check_finite=check_finite)
1750
+ b_shape = b.shape
1751
+
1752
+ is_not_square = r.shape[0] != c.shape[0]
1753
+ if (enforce_square and is_not_square) or b.shape[0] != r.shape[0]:
1754
+ raise ValueError('Incompatible dimensions.')
1755
+
1756
+ is_cmplx = np.iscomplexobj(r) or np.iscomplexobj(c) or np.iscomplexobj(b)
1757
+ dtype = np.complex128 if is_cmplx else np.float64
1758
+ r, c, b = (np.asarray(i, dtype=dtype) for i in (r, c, b))
1759
+
1760
+ if b.ndim == 1 and not keep_b_shape:
1761
+ b = b.reshape(-1, 1)
1762
+ elif b.ndim != 1:
1763
+ b = b.reshape(b.shape[0], -1)
1764
+
1765
+ return r, c, b, dtype, b_shape
1766
+
1767
+
1768
+ def matmul_toeplitz(c_or_cr, x, check_finite=False, workers=None):
1769
+ """Efficient Toeplitz Matrix-Matrix Multiplication using FFT
1770
+
1771
+ This function returns the matrix multiplication between a Toeplitz
1772
+ matrix and a dense matrix.
1773
+
1774
+ The Toeplitz matrix has constant diagonals, with c as its first column
1775
+ and r as its first row. If r is not given, ``r == conjugate(c)`` is
1776
+ assumed.
1777
+
1778
+ Parameters
1779
+ ----------
1780
+ c_or_cr : array_like or tuple of (array_like, array_like)
1781
+ The vector ``c``, or a tuple of arrays (``c``, ``r``). Whatever the
1782
+ actual shape of ``c``, it will be converted to a 1-D array. If not
1783
+ supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
1784
+ real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
1785
+ of the Toeplitz matrix is ``[c[0], r[1:]]``. Whatever the actual shape
1786
+ of ``r``, it will be converted to a 1-D array.
1787
+ x : (M,) or (M, K) array_like
1788
+ Matrix with which to multiply.
1789
+ check_finite : bool, optional
1790
+ Whether to check that the input matrices contain only finite numbers.
1791
+ Disabling may give a performance gain, but may result in problems
1792
+ (result entirely NaNs) if the inputs do contain infinities or NaNs.
1793
+ workers : int, optional
1794
+ To pass to scipy.fft.fft and ifft. Maximum number of workers to use
1795
+ for parallel computation. If negative, the value wraps around from
1796
+ ``os.cpu_count()``. See scipy.fft.fft for more details.
1797
+
1798
+ Returns
1799
+ -------
1800
+ T @ x : (M,) or (M, K) ndarray
1801
+ The result of the matrix multiplication ``T @ x``. Shape of return
1802
+ matches shape of `x`.
1803
+
1804
+ See Also
1805
+ --------
1806
+ toeplitz : Toeplitz matrix
1807
+ solve_toeplitz : Solve a Toeplitz system using Levinson Recursion
1808
+
1809
+ Notes
1810
+ -----
1811
+ The Toeplitz matrix is embedded in a circulant matrix and the FFT is used
1812
+ to efficiently calculate the matrix-matrix product.
1813
+
1814
+ Because the computation is based on the FFT, integer inputs will
1815
+ result in floating point outputs. This is unlike NumPy's `matmul`,
1816
+ which preserves the data type of the input.
1817
+
1818
+ This is partly based on the implementation that can be found in [1]_,
1819
+ licensed under the MIT license. More information about the method can be
1820
+ found in reference [2]_. References [3]_ and [4]_ have more reference
1821
+ implementations in Python.
1822
+
1823
+ .. versionadded:: 1.6.0
1824
+
1825
+ References
1826
+ ----------
1827
+ .. [1] Jacob R Gardner, Geoff Pleiss, David Bindel, Kilian
1828
+ Q Weinberger, Andrew Gordon Wilson, "GPyTorch: Blackbox Matrix-Matrix
1829
+ Gaussian Process Inference with GPU Acceleration" with contributions
1830
+ from Max Balandat and Ruihan Wu. Available online:
1831
+ https://github.com/cornellius-gp/gpytorch
1832
+
1833
+ .. [2] J. Demmel, P. Koev, and X. Li, "A Brief Survey of Direct Linear
1834
+ Solvers". In Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der
1835
+ Vorst, editors. Templates for the Solution of Algebraic Eigenvalue
1836
+ Problems: A Practical Guide. SIAM, Philadelphia, 2000. Available at:
1837
+ http://www.netlib.org/utk/people/JackDongarra/etemplates/node384.html
1838
+
1839
+ .. [3] R. Scheibler, E. Bezzam, I. Dokmanic, Pyroomacoustics: A Python
1840
+ package for audio room simulations and array processing algorithms,
1841
+ Proc. IEEE ICASSP, Calgary, CA, 2018.
1842
+ https://github.com/LCAV/pyroomacoustics/blob/pypi-release/
1843
+ pyroomacoustics/adaptive/util.py
1844
+
1845
+ .. [4] Marano S, Edwards B, Ferrari G and Fah D (2017), "Fitting
1846
+ Earthquake Spectra: Colored Noise and Incomplete Data", Bulletin of
1847
+ the Seismological Society of America., January, 2017. Vol. 107(1),
1848
+ pp. 276-291.
1849
+
1850
+ Examples
1851
+ --------
1852
+ Multiply the Toeplitz matrix T with matrix x::
1853
+
1854
+ [ 1 -1 -2 -3] [1 10]
1855
+ T = [ 3 1 -1 -2] x = [2 11]
1856
+ [ 6 3 1 -1] [2 11]
1857
+ [10 6 3 1] [5 19]
1858
+
1859
+ To specify the Toeplitz matrix, only the first column and the first
1860
+ row are needed.
1861
+
1862
+ >>> import numpy as np
1863
+ >>> c = np.array([1, 3, 6, 10]) # First column of T
1864
+ >>> r = np.array([1, -1, -2, -3]) # First row of T
1865
+ >>> x = np.array([[1, 10], [2, 11], [2, 11], [5, 19]])
1866
+
1867
+ >>> from scipy.linalg import toeplitz, matmul_toeplitz
1868
+ >>> matmul_toeplitz((c, r), x)
1869
+ array([[-20., -80.],
1870
+ [ -7., -8.],
1871
+ [ 9., 85.],
1872
+ [ 33., 218.]])
1873
+
1874
+ Check the result by creating the full Toeplitz matrix and
1875
+ multiplying it by ``x``.
1876
+
1877
+ >>> toeplitz(c, r) @ x
1878
+ array([[-20, -80],
1879
+ [ -7, -8],
1880
+ [ 9, 85],
1881
+ [ 33, 218]])
1882
+
1883
+ The full matrix is never formed explicitly, so this routine
1884
+ is suitable for very large Toeplitz matrices.
1885
+
1886
+ >>> n = 1000000
1887
+ >>> matmul_toeplitz([1] + [0]*(n-1), np.ones(n))
1888
+ array([1., 1., 1., ..., 1., 1., 1.])
1889
+
1890
+ """
1891
+
1892
+ from ..fft import fft, ifft, rfft, irfft
1893
+
1894
+ r, c, x, dtype, x_shape = _validate_args_for_toeplitz_ops(
1895
+ c_or_cr, x, check_finite, keep_b_shape=False, enforce_square=False)
1896
+ n, m = x.shape
1897
+
1898
+ T_nrows = len(c)
1899
+ T_ncols = len(r)
1900
+ p = T_nrows + T_ncols - 1 # equivalent to len(embedded_col)
1901
+
1902
+ embedded_col = np.concatenate((c, r[-1:0:-1]))
1903
+
1904
+ if np.iscomplexobj(embedded_col) or np.iscomplexobj(x):
1905
+ fft_mat = fft(embedded_col, axis=0, workers=workers).reshape(-1, 1)
1906
+ fft_x = fft(x, n=p, axis=0, workers=workers)
1907
+
1908
+ mat_times_x = ifft(fft_mat*fft_x, axis=0,
1909
+ workers=workers)[:T_nrows, :]
1910
+ else:
1911
+ # Real inputs; using rfft is faster
1912
+ fft_mat = rfft(embedded_col, axis=0, workers=workers).reshape(-1, 1)
1913
+ fft_x = rfft(x, n=p, axis=0, workers=workers)
1914
+
1915
+ mat_times_x = irfft(fft_mat*fft_x, axis=0,
1916
+ workers=workers, n=p)[:T_nrows, :]
1917
+
1918
+ return_shape = (T_nrows,) if len(x_shape) == 1 else (T_nrows, m)
1919
+ return mat_times_x.reshape(*return_shape)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_cythonized_array_utils.pyi ADDED
@@ -0,0 +1,16 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from numpy.typing import NDArray
2
+ from typing import Any
3
+
4
+ def bandwidth(a: NDArray[Any]) -> tuple[int, int]: ...
5
+
6
+ def issymmetric(
7
+ a: NDArray[Any],
8
+ atol: None | float = ...,
9
+ rtol: None | float = ...,
10
+ ) -> bool: ...
11
+
12
+ def ishermitian(
13
+ a: NDArray[Any],
14
+ atol: None | float = ...,
15
+ rtol: None | float = ...,
16
+ ) -> bool: ...
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_cossin.py ADDED
@@ -0,0 +1,221 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from collections.abc import Iterable
2
+ import numpy as np
3
+
4
+ from scipy._lib._util import _asarray_validated
5
+ from scipy.linalg import block_diag, LinAlgError
6
+ from .lapack import _compute_lwork, get_lapack_funcs
7
+
8
+ __all__ = ['cossin']
9
+
10
+
11
+ def cossin(X, p=None, q=None, separate=False,
12
+ swap_sign=False, compute_u=True, compute_vh=True):
13
+ """
14
+ Compute the cosine-sine (CS) decomposition of an orthogonal/unitary matrix.
15
+
16
+ X is an ``(m, m)`` orthogonal/unitary matrix, partitioned as the following
17
+ where upper left block has the shape of ``(p, q)``::
18
+
19
+ ┌ ┐
20
+ │ I 0 0 │ 0 0 0 │
21
+ ┌ ┐ ┌ ┐│ 0 C 0 │ 0 -S 0 │┌ ┐*
22
+ │ X11 │ X12 │ │ U1 │ ││ 0 0 0 │ 0 0 -I ││ V1 │ │
23
+ │ ────┼──── │ = │────┼────││─────────┼─────────││────┼────│
24
+ │ X21 │ X22 │ │ │ U2 ││ 0 0 0 │ I 0 0 ││ │ V2 │
25
+ └ ┘ └ ┘│ 0 S 0 │ 0 C 0 │└ ┘
26
+ │ 0 0 I │ 0 0 0 │
27
+ └ ┘
28
+
29
+ ``U1``, ``U2``, ``V1``, ``V2`` are square orthogonal/unitary matrices of
30
+ dimensions ``(p,p)``, ``(m-p,m-p)``, ``(q,q)``, and ``(m-q,m-q)``
31
+ respectively, and ``C`` and ``S`` are ``(r, r)`` nonnegative diagonal
32
+ matrices satisfying ``C^2 + S^2 = I`` where ``r = min(p, m-p, q, m-q)``.
33
+
34
+ Moreover, the rank of the identity matrices are ``min(p, q) - r``,
35
+ ``min(p, m - q) - r``, ``min(m - p, q) - r``, and ``min(m - p, m - q) - r``
36
+ respectively.
37
+
38
+ X can be supplied either by itself and block specifications p, q or its
39
+ subblocks in an iterable from which the shapes would be derived. See the
40
+ examples below.
41
+
42
+ Parameters
43
+ ----------
44
+ X : array_like, iterable
45
+ complex unitary or real orthogonal matrix to be decomposed, or iterable
46
+ of subblocks ``X11``, ``X12``, ``X21``, ``X22``, when ``p``, ``q`` are
47
+ omitted.
48
+ p : int, optional
49
+ Number of rows of the upper left block ``X11``, used only when X is
50
+ given as an array.
51
+ q : int, optional
52
+ Number of columns of the upper left block ``X11``, used only when X is
53
+ given as an array.
54
+ separate : bool, optional
55
+ if ``True``, the low level components are returned instead of the
56
+ matrix factors, i.e. ``(u1,u2)``, ``theta``, ``(v1h,v2h)`` instead of
57
+ ``u``, ``cs``, ``vh``.
58
+ swap_sign : bool, optional
59
+ if ``True``, the ``-S``, ``-I`` block will be the bottom left,
60
+ otherwise (by default) they will be in the upper right block.
61
+ compute_u : bool, optional
62
+ if ``False``, ``u`` won't be computed and an empty array is returned.
63
+ compute_vh : bool, optional
64
+ if ``False``, ``vh`` won't be computed and an empty array is returned.
65
+
66
+ Returns
67
+ -------
68
+ u : ndarray
69
+ When ``compute_u=True``, contains the block diagonal orthogonal/unitary
70
+ matrix consisting of the blocks ``U1`` (``p`` x ``p``) and ``U2``
71
+ (``m-p`` x ``m-p``) orthogonal/unitary matrices. If ``separate=True``,
72
+ this contains the tuple of ``(U1, U2)``.
73
+ cs : ndarray
74
+ The cosine-sine factor with the structure described above.
75
+ If ``separate=True``, this contains the ``theta`` array containing the
76
+ angles in radians.
77
+ vh : ndarray
78
+ When ``compute_vh=True`, contains the block diagonal orthogonal/unitary
79
+ matrix consisting of the blocks ``V1H`` (``q`` x ``q``) and ``V2H``
80
+ (``m-q`` x ``m-q``) orthogonal/unitary matrices. If ``separate=True``,
81
+ this contains the tuple of ``(V1H, V2H)``.
82
+
83
+ References
84
+ ----------
85
+ .. [1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
86
+ Algorithms, 50(1):33-65, 2009.
87
+
88
+ Examples
89
+ --------
90
+ >>> import numpy as np
91
+ >>> from scipy.linalg import cossin
92
+ >>> from scipy.stats import unitary_group
93
+ >>> x = unitary_group.rvs(4)
94
+ >>> u, cs, vdh = cossin(x, p=2, q=2)
95
+ >>> np.allclose(x, u @ cs @ vdh)
96
+ True
97
+
98
+ Same can be entered via subblocks without the need of ``p`` and ``q``. Also
99
+ let's skip the computation of ``u``
100
+
101
+ >>> ue, cs, vdh = cossin((x[:2, :2], x[:2, 2:], x[2:, :2], x[2:, 2:]),
102
+ ... compute_u=False)
103
+ >>> print(ue)
104
+ []
105
+ >>> np.allclose(x, u @ cs @ vdh)
106
+ True
107
+
108
+ """
109
+
110
+ if p or q:
111
+ p = 1 if p is None else int(p)
112
+ q = 1 if q is None else int(q)
113
+ X = _asarray_validated(X, check_finite=True)
114
+ if not np.equal(*X.shape):
115
+ raise ValueError("Cosine Sine decomposition only supports square"
116
+ f" matrices, got {X.shape}")
117
+ m = X.shape[0]
118
+ if p >= m or p <= 0:
119
+ raise ValueError(f"invalid p={p}, 0<p<{X.shape[0]} must hold")
120
+ if q >= m or q <= 0:
121
+ raise ValueError(f"invalid q={q}, 0<q<{X.shape[0]} must hold")
122
+
123
+ x11, x12, x21, x22 = X[:p, :q], X[:p, q:], X[p:, :q], X[p:, q:]
124
+ elif not isinstance(X, Iterable):
125
+ raise ValueError("When p and q are None, X must be an Iterable"
126
+ " containing the subblocks of X")
127
+ else:
128
+ if len(X) != 4:
129
+ raise ValueError("When p and q are None, exactly four arrays"
130
+ f" should be in X, got {len(X)}")
131
+
132
+ x11, x12, x21, x22 = (np.atleast_2d(x) for x in X)
133
+ for name, block in zip(["x11", "x12", "x21", "x22"],
134
+ [x11, x12, x21, x22]):
135
+ if block.shape[1] == 0:
136
+ raise ValueError(f"{name} can't be empty")
137
+ p, q = x11.shape
138
+ mmp, mmq = x22.shape
139
+
140
+ if x12.shape != (p, mmq):
141
+ raise ValueError(f"Invalid x12 dimensions: desired {(p, mmq)}, "
142
+ f"got {x12.shape}")
143
+
144
+ if x21.shape != (mmp, q):
145
+ raise ValueError(f"Invalid x21 dimensions: desired {(mmp, q)}, "
146
+ f"got {x21.shape}")
147
+
148
+ if p + mmp != q + mmq:
149
+ raise ValueError("The subblocks have compatible sizes but "
150
+ "don't form a square array (instead they form a"
151
+ " {}x{} array). This might be due to missing "
152
+ "p, q arguments.".format(p + mmp, q + mmq))
153
+
154
+ m = p + mmp
155
+
156
+ cplx = any([np.iscomplexobj(x) for x in [x11, x12, x21, x22]])
157
+ driver = "uncsd" if cplx else "orcsd"
158
+ csd, csd_lwork = get_lapack_funcs([driver, driver + "_lwork"],
159
+ [x11, x12, x21, x22])
160
+ lwork = _compute_lwork(csd_lwork, m=m, p=p, q=q)
161
+ lwork_args = ({'lwork': lwork[0], 'lrwork': lwork[1]} if cplx else
162
+ {'lwork': lwork})
163
+ *_, theta, u1, u2, v1h, v2h, info = csd(x11=x11, x12=x12, x21=x21, x22=x22,
164
+ compute_u1=compute_u,
165
+ compute_u2=compute_u,
166
+ compute_v1t=compute_vh,
167
+ compute_v2t=compute_vh,
168
+ trans=False, signs=swap_sign,
169
+ **lwork_args)
170
+
171
+ method_name = csd.typecode + driver
172
+ if info < 0:
173
+ raise ValueError(f'illegal value in argument {-info} '
174
+ f'of internal {method_name}')
175
+ if info > 0:
176
+ raise LinAlgError(f"{method_name} did not converge: {info}")
177
+
178
+ if separate:
179
+ return (u1, u2), theta, (v1h, v2h)
180
+
181
+ U = block_diag(u1, u2)
182
+ VDH = block_diag(v1h, v2h)
183
+
184
+ # Construct the middle factor CS
185
+ c = np.diag(np.cos(theta))
186
+ s = np.diag(np.sin(theta))
187
+ r = min(p, q, m - p, m - q)
188
+ n11 = min(p, q) - r
189
+ n12 = min(p, m - q) - r
190
+ n21 = min(m - p, q) - r
191
+ n22 = min(m - p, m - q) - r
192
+ Id = np.eye(np.max([n11, n12, n21, n22, r]), dtype=theta.dtype)
193
+ CS = np.zeros((m, m), dtype=theta.dtype)
194
+
195
+ CS[:n11, :n11] = Id[:n11, :n11]
196
+
197
+ xs = n11 + r
198
+ xe = n11 + r + n12
199
+ ys = n11 + n21 + n22 + 2 * r
200
+ ye = n11 + n21 + n22 + 2 * r + n12
201
+ CS[xs: xe, ys:ye] = Id[:n12, :n12] if swap_sign else -Id[:n12, :n12]
202
+
203
+ xs = p + n22 + r
204
+ xe = p + n22 + r + + n21
205
+ ys = n11 + r
206
+ ye = n11 + r + n21
207
+ CS[xs:xe, ys:ye] = -Id[:n21, :n21] if swap_sign else Id[:n21, :n21]
208
+
209
+ CS[p:p + n22, q:q + n22] = Id[:n22, :n22]
210
+ CS[n11:n11 + r, n11:n11 + r] = c
211
+ CS[p + n22:p + n22 + r, r + n21 + n22:2 * r + n21 + n22] = c
212
+
213
+ xs = n11
214
+ xe = n11 + r
215
+ ys = n11 + n21 + n22 + r
216
+ ye = n11 + n21 + n22 + 2 * r
217
+ CS[xs:xe, ys:ye] = s if swap_sign else -s
218
+
219
+ CS[p + n22:p + n22 + r, n11:n11 + r] = -s if swap_sign else s
220
+
221
+ return U, CS, VDH
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu.py ADDED
@@ -0,0 +1,374 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """LU decomposition functions."""
2
+
3
+ from warnings import warn
4
+
5
+ from numpy import asarray, asarray_chkfinite
6
+ import numpy as np
7
+ from itertools import product
8
+
9
+ # Local imports
10
+ from ._misc import _datacopied, LinAlgWarning
11
+ from .lapack import get_lapack_funcs
12
+ from ._decomp_lu_cython import lu_dispatcher
13
+
14
+ lapack_cast_dict = {x: ''.join([y for y in 'fdFD' if np.can_cast(x, y)])
15
+ for x in np.typecodes['All']}
16
+
17
+ __all__ = ['lu', 'lu_solve', 'lu_factor']
18
+
19
+
20
+ def lu_factor(a, overwrite_a=False, check_finite=True):
21
+ """
22
+ Compute pivoted LU decomposition of a matrix.
23
+
24
+ The decomposition is::
25
+
26
+ A = P L U
27
+
28
+ where P is a permutation matrix, L lower triangular with unit
29
+ diagonal elements, and U upper triangular.
30
+
31
+ Parameters
32
+ ----------
33
+ a : (M, N) array_like
34
+ Matrix to decompose
35
+ overwrite_a : bool, optional
36
+ Whether to overwrite data in A (may increase performance)
37
+ check_finite : bool, optional
38
+ Whether to check that the input matrix contains only finite numbers.
39
+ Disabling may give a performance gain, but may result in problems
40
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
41
+
42
+ Returns
43
+ -------
44
+ lu : (M, N) ndarray
45
+ Matrix containing U in its upper triangle, and L in its lower triangle.
46
+ The unit diagonal elements of L are not stored.
47
+ piv : (K,) ndarray
48
+ Pivot indices representing the permutation matrix P:
49
+ row i of matrix was interchanged with row piv[i].
50
+ Of shape ``(K,)``, with ``K = min(M, N)``.
51
+
52
+ See Also
53
+ --------
54
+ lu : gives lu factorization in more user-friendly format
55
+ lu_solve : solve an equation system using the LU factorization of a matrix
56
+
57
+ Notes
58
+ -----
59
+ This is a wrapper to the ``*GETRF`` routines from LAPACK. Unlike
60
+ :func:`lu`, it outputs the L and U factors into a single array
61
+ and returns pivot indices instead of a permutation matrix.
62
+
63
+ While the underlying ``*GETRF`` routines return 1-based pivot indices, the
64
+ ``piv`` array returned by ``lu_factor`` contains 0-based indices.
65
+
66
+ Examples
67
+ --------
68
+ >>> import numpy as np
69
+ >>> from scipy.linalg import lu_factor
70
+ >>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
71
+ >>> lu, piv = lu_factor(A)
72
+ >>> piv
73
+ array([2, 2, 3, 3], dtype=int32)
74
+
75
+ Convert LAPACK's ``piv`` array to NumPy index and test the permutation
76
+
77
+ >>> def pivot_to_permutation(piv):
78
+ ... perm = np.arange(len(piv))
79
+ ... for i in range(len(piv)):
80
+ ... perm[i], perm[piv[i]] = perm[piv[i]], perm[i]
81
+ ... return perm
82
+ ...
83
+ >>> p_inv = pivot_to_permutation(piv)
84
+ >>> p_inv
85
+ array([2, 0, 3, 1])
86
+ >>> L, U = np.tril(lu, k=-1) + np.eye(4), np.triu(lu)
87
+ >>> np.allclose(A[p_inv] - L @ U, np.zeros((4, 4)))
88
+ True
89
+
90
+ The P matrix in P L U is defined by the inverse permutation and
91
+ can be recovered using argsort:
92
+
93
+ >>> p = np.argsort(p_inv)
94
+ >>> p
95
+ array([1, 3, 0, 2])
96
+ >>> np.allclose(A - L[p] @ U, np.zeros((4, 4)))
97
+ True
98
+
99
+ or alternatively:
100
+
101
+ >>> P = np.eye(4)[p]
102
+ >>> np.allclose(A - P @ L @ U, np.zeros((4, 4)))
103
+ True
104
+ """
105
+ if check_finite:
106
+ a1 = asarray_chkfinite(a)
107
+ else:
108
+ a1 = asarray(a)
109
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
110
+ getrf, = get_lapack_funcs(('getrf',), (a1,))
111
+ lu, piv, info = getrf(a1, overwrite_a=overwrite_a)
112
+ if info < 0:
113
+ raise ValueError('illegal value in %dth argument of '
114
+ 'internal getrf (lu_factor)' % -info)
115
+ if info > 0:
116
+ warn("Diagonal number %d is exactly zero. Singular matrix." % info,
117
+ LinAlgWarning, stacklevel=2)
118
+ return lu, piv
119
+
120
+
121
+ def lu_solve(lu_and_piv, b, trans=0, overwrite_b=False, check_finite=True):
122
+ """Solve an equation system, a x = b, given the LU factorization of a
123
+
124
+ Parameters
125
+ ----------
126
+ (lu, piv)
127
+ Factorization of the coefficient matrix a, as given by lu_factor.
128
+ In particular piv are 0-indexed pivot indices.
129
+ b : array
130
+ Right-hand side
131
+ trans : {0, 1, 2}, optional
132
+ Type of system to solve:
133
+
134
+ ===== =========
135
+ trans system
136
+ ===== =========
137
+ 0 a x = b
138
+ 1 a^T x = b
139
+ 2 a^H x = b
140
+ ===== =========
141
+ overwrite_b : bool, optional
142
+ Whether to overwrite data in b (may increase performance)
143
+ check_finite : bool, optional
144
+ Whether to check that the input matrices contain only finite numbers.
145
+ Disabling may give a performance gain, but may result in problems
146
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
147
+
148
+ Returns
149
+ -------
150
+ x : array
151
+ Solution to the system
152
+
153
+ See Also
154
+ --------
155
+ lu_factor : LU factorize a matrix
156
+
157
+ Examples
158
+ --------
159
+ >>> import numpy as np
160
+ >>> from scipy.linalg import lu_factor, lu_solve
161
+ >>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
162
+ >>> b = np.array([1, 1, 1, 1])
163
+ >>> lu, piv = lu_factor(A)
164
+ >>> x = lu_solve((lu, piv), b)
165
+ >>> np.allclose(A @ x - b, np.zeros((4,)))
166
+ True
167
+
168
+ """
169
+ (lu, piv) = lu_and_piv
170
+ if check_finite:
171
+ b1 = asarray_chkfinite(b)
172
+ else:
173
+ b1 = asarray(b)
174
+ overwrite_b = overwrite_b or _datacopied(b1, b)
175
+ if lu.shape[0] != b1.shape[0]:
176
+ raise ValueError(f"Shapes of lu {lu.shape} and b {b1.shape} are incompatible")
177
+
178
+ getrs, = get_lapack_funcs(('getrs',), (lu, b1))
179
+ x, info = getrs(lu, piv, b1, trans=trans, overwrite_b=overwrite_b)
180
+ if info == 0:
181
+ return x
182
+ raise ValueError('illegal value in %dth argument of internal gesv|posv'
183
+ % -info)
184
+
185
+
186
+ def lu(a, permute_l=False, overwrite_a=False, check_finite=True,
187
+ p_indices=False):
188
+ """
189
+ Compute LU decomposition of a matrix with partial pivoting.
190
+
191
+ The decomposition satisfies::
192
+
193
+ A = P @ L @ U
194
+
195
+ where ``P`` is a permutation matrix, ``L`` lower triangular with unit
196
+ diagonal elements, and ``U`` upper triangular. If `permute_l` is set to
197
+ ``True`` then ``L`` is returned already permuted and hence satisfying
198
+ ``A = L @ U``.
199
+
200
+ Parameters
201
+ ----------
202
+ a : (M, N) array_like
203
+ Array to decompose
204
+ permute_l : bool, optional
205
+ Perform the multiplication P*L (Default: do not permute)
206
+ overwrite_a : bool, optional
207
+ Whether to overwrite data in a (may improve performance)
208
+ check_finite : bool, optional
209
+ Whether to check that the input matrix contains only finite numbers.
210
+ Disabling may give a performance gain, but may result in problems
211
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
212
+ p_indices : bool, optional
213
+ If ``True`` the permutation information is returned as row indices.
214
+ The default is ``False`` for backwards-compatibility reasons.
215
+
216
+ Returns
217
+ -------
218
+ **(If `permute_l` is ``False``)**
219
+
220
+ p : (..., M, M) ndarray
221
+ Permutation arrays or vectors depending on `p_indices`
222
+ l : (..., M, K) ndarray
223
+ Lower triangular or trapezoidal array with unit diagonal.
224
+ ``K = min(M, N)``
225
+ u : (..., K, N) ndarray
226
+ Upper triangular or trapezoidal array
227
+
228
+ **(If `permute_l` is ``True``)**
229
+
230
+ pl : (..., M, K) ndarray
231
+ Permuted L matrix.
232
+ ``K = min(M, N)``
233
+ u : (..., K, N) ndarray
234
+ Upper triangular or trapezoidal array
235
+
236
+ Notes
237
+ -----
238
+ Permutation matrices are costly since they are nothing but row reorder of
239
+ ``L`` and hence indices are strongly recommended to be used instead if the
240
+ permutation is required. The relation in the 2D case then becomes simply
241
+ ``A = L[P, :] @ U``. In higher dimensions, it is better to use `permute_l`
242
+ to avoid complicated indexing tricks.
243
+
244
+ In 2D case, if one has the indices however, for some reason, the
245
+ permutation matrix is still needed then it can be constructed by
246
+ ``np.eye(M)[P, :]``.
247
+
248
+ Examples
249
+ --------
250
+
251
+ >>> import numpy as np
252
+ >>> from scipy.linalg import lu
253
+ >>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
254
+ >>> p, l, u = lu(A)
255
+ >>> np.allclose(A, p @ l @ u)
256
+ True
257
+ >>> p # Permutation matrix
258
+ array([[0., 1., 0., 0.], # Row index 1
259
+ [0., 0., 0., 1.], # Row index 3
260
+ [1., 0., 0., 0.], # Row index 0
261
+ [0., 0., 1., 0.]]) # Row index 2
262
+ >>> p, _, _ = lu(A, p_indices=True)
263
+ >>> p
264
+ array([1, 3, 0, 2]) # as given by row indices above
265
+ >>> np.allclose(A, l[p, :] @ u)
266
+ True
267
+
268
+ We can also use nd-arrays, for example, a demonstration with 4D array:
269
+
270
+ >>> rng = np.random.default_rng()
271
+ >>> A = rng.uniform(low=-4, high=4, size=[3, 2, 4, 8])
272
+ >>> p, l, u = lu(A)
273
+ >>> p.shape, l.shape, u.shape
274
+ ((3, 2, 4, 4), (3, 2, 4, 4), (3, 2, 4, 8))
275
+ >>> np.allclose(A, p @ l @ u)
276
+ True
277
+ >>> PL, U = lu(A, permute_l=True)
278
+ >>> np.allclose(A, PL @ U)
279
+ True
280
+
281
+ """
282
+ a1 = np.asarray_chkfinite(a) if check_finite else np.asarray(a)
283
+ if a1.ndim < 2:
284
+ raise ValueError('The input array must be at least two-dimensional.')
285
+
286
+ # Also check if dtype is LAPACK compatible
287
+ if a1.dtype.char not in 'fdFD':
288
+ dtype_char = lapack_cast_dict[a1.dtype.char]
289
+ if not dtype_char: # No casting possible
290
+ raise TypeError(f'The dtype {a1.dtype} cannot be cast '
291
+ 'to float(32, 64) or complex(64, 128).')
292
+
293
+ a1 = a1.astype(dtype_char[0]) # makes a copy, free to scratch
294
+ overwrite_a = True
295
+
296
+ *nd, m, n = a1.shape
297
+ k = min(m, n)
298
+ real_dchar = 'f' if a1.dtype.char in 'fF' else 'd'
299
+
300
+ # Empty input
301
+ if min(*a1.shape) == 0:
302
+ if permute_l:
303
+ PL = np.empty(shape=[*nd, m, k], dtype=a1.dtype)
304
+ U = np.empty(shape=[*nd, k, n], dtype=a1.dtype)
305
+ return PL, U
306
+ else:
307
+ P = (np.empty([*nd, 0], dtype=np.int32) if p_indices else
308
+ np.empty([*nd, 0, 0], dtype=real_dchar))
309
+ L = np.empty(shape=[*nd, m, k], dtype=a1.dtype)
310
+ U = np.empty(shape=[*nd, k, n], dtype=a1.dtype)
311
+ return P, L, U
312
+
313
+ # Scalar case
314
+ if a1.shape[-2:] == (1, 1):
315
+ if permute_l:
316
+ return np.ones_like(a1), (a1 if overwrite_a else a1.copy())
317
+ else:
318
+ P = (np.zeros(shape=[*nd, m], dtype=int) if p_indices
319
+ else np.ones_like(a1))
320
+ return P, np.ones_like(a1), (a1 if overwrite_a else a1.copy())
321
+
322
+ # Then check overwrite permission
323
+ if not _datacopied(a1, a): # "a" still alive through "a1"
324
+ if not overwrite_a:
325
+ # Data belongs to "a" so make a copy
326
+ a1 = a1.copy(order='C')
327
+ # else: Do nothing we'll use "a" if possible
328
+ # else: a1 has its own data thus free to scratch
329
+
330
+ # Then layout checks, might happen that overwrite is allowed but original
331
+ # array was read-only or non-contiguous.
332
+
333
+ if not (a1.flags['C_CONTIGUOUS'] and a1.flags['WRITEABLE']):
334
+ a1 = a1.copy(order='C')
335
+
336
+ if not nd: # 2D array
337
+
338
+ p = np.empty(m, dtype=np.int32)
339
+ u = np.zeros([k, k], dtype=a1.dtype)
340
+ lu_dispatcher(a1, u, p, permute_l)
341
+ P, L, U = (p, a1, u) if m > n else (p, u, a1)
342
+
343
+ else: # Stacked array
344
+
345
+ # Prepare the contiguous data holders
346
+ P = np.empty([*nd, m], dtype=np.int32) # perm vecs
347
+
348
+ if m > n: # Tall arrays, U will be created
349
+ U = np.zeros([*nd, k, k], dtype=a1.dtype)
350
+ for ind in product(*[range(x) for x in a1.shape[:-2]]):
351
+ lu_dispatcher(a1[ind], U[ind], P[ind], permute_l)
352
+ L = a1
353
+
354
+ else: # Fat arrays, L will be created
355
+ L = np.zeros([*nd, k, k], dtype=a1.dtype)
356
+ for ind in product(*[range(x) for x in a1.shape[:-2]]):
357
+ lu_dispatcher(a1[ind], L[ind], P[ind], permute_l)
358
+ U = a1
359
+
360
+ # Convert permutation vecs to permutation arrays
361
+ # permute_l=False needed to enter here to avoid wasted efforts
362
+ if (not p_indices) and (not permute_l):
363
+ if nd:
364
+ Pa = np.zeros([*nd, m, m], dtype=real_dchar)
365
+ # An unreadable index hack - One-hot encoding for perm matrices
366
+ nd_ix = np.ix_(*([np.arange(x) for x in nd]+[np.arange(m)]))
367
+ Pa[(*nd_ix, P)] = 1
368
+ P = Pa
369
+ else: # 2D case
370
+ Pa = np.zeros([m, m], dtype=real_dchar)
371
+ Pa[np.arange(m), P] = 1
372
+ P = Pa
373
+
374
+ return (L, U) if permute_l else (P, L, U)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu_cython.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (271 kB). View file
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_lu_cython.pyi ADDED
@@ -0,0 +1,6 @@
 
 
 
 
 
 
 
1
+ from numpy.typing import NDArray
2
+ from typing import Any
3
+
4
+ def lu_decompose(a: NDArray[Any], lu: NDArray[Any], perm: NDArray[Any], permute_l: bool) -> None: ... # noqa: E501
5
+
6
+ def lu_dispatcher(a: NDArray[Any], lu: NDArray[Any], perm: NDArray[Any], permute_l: bool) -> None: ... # noqa: E501
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_polar.py ADDED
@@ -0,0 +1,111 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.linalg import svd
3
+
4
+
5
+ __all__ = ['polar']
6
+
7
+
8
+ def polar(a, side="right"):
9
+ """
10
+ Compute the polar decomposition.
11
+
12
+ Returns the factors of the polar decomposition [1]_ `u` and `p` such
13
+ that ``a = up`` (if `side` is "right") or ``a = pu`` (if `side` is
14
+ "left"), where `p` is positive semidefinite. Depending on the shape
15
+ of `a`, either the rows or columns of `u` are orthonormal. When `a`
16
+ is a square array, `u` is a square unitary array. When `a` is not
17
+ square, the "canonical polar decomposition" [2]_ is computed.
18
+
19
+ Parameters
20
+ ----------
21
+ a : (m, n) array_like
22
+ The array to be factored.
23
+ side : {'left', 'right'}, optional
24
+ Determines whether a right or left polar decomposition is computed.
25
+ If `side` is "right", then ``a = up``. If `side` is "left", then
26
+ ``a = pu``. The default is "right".
27
+
28
+ Returns
29
+ -------
30
+ u : (m, n) ndarray
31
+ If `a` is square, then `u` is unitary. If m > n, then the columns
32
+ of `a` are orthonormal, and if m < n, then the rows of `u` are
33
+ orthonormal.
34
+ p : ndarray
35
+ `p` is Hermitian positive semidefinite. If `a` is nonsingular, `p`
36
+ is positive definite. The shape of `p` is (n, n) or (m, m), depending
37
+ on whether `side` is "right" or "left", respectively.
38
+
39
+ References
40
+ ----------
41
+ .. [1] R. A. Horn and C. R. Johnson, "Matrix Analysis", Cambridge
42
+ University Press, 1985.
43
+ .. [2] N. J. Higham, "Functions of Matrices: Theory and Computation",
44
+ SIAM, 2008.
45
+
46
+ Examples
47
+ --------
48
+ >>> import numpy as np
49
+ >>> from scipy.linalg import polar
50
+ >>> a = np.array([[1, -1], [2, 4]])
51
+ >>> u, p = polar(a)
52
+ >>> u
53
+ array([[ 0.85749293, -0.51449576],
54
+ [ 0.51449576, 0.85749293]])
55
+ >>> p
56
+ array([[ 1.88648444, 1.2004901 ],
57
+ [ 1.2004901 , 3.94446746]])
58
+
59
+ A non-square example, with m < n:
60
+
61
+ >>> b = np.array([[0.5, 1, 2], [1.5, 3, 4]])
62
+ >>> u, p = polar(b)
63
+ >>> u
64
+ array([[-0.21196618, -0.42393237, 0.88054056],
65
+ [ 0.39378971, 0.78757942, 0.4739708 ]])
66
+ >>> p
67
+ array([[ 0.48470147, 0.96940295, 1.15122648],
68
+ [ 0.96940295, 1.9388059 , 2.30245295],
69
+ [ 1.15122648, 2.30245295, 3.65696431]])
70
+ >>> u.dot(p) # Verify the decomposition.
71
+ array([[ 0.5, 1. , 2. ],
72
+ [ 1.5, 3. , 4. ]])
73
+ >>> u.dot(u.T) # The rows of u are orthonormal.
74
+ array([[ 1.00000000e+00, -2.07353665e-17],
75
+ [ -2.07353665e-17, 1.00000000e+00]])
76
+
77
+ Another non-square example, with m > n:
78
+
79
+ >>> c = b.T
80
+ >>> u, p = polar(c)
81
+ >>> u
82
+ array([[-0.21196618, 0.39378971],
83
+ [-0.42393237, 0.78757942],
84
+ [ 0.88054056, 0.4739708 ]])
85
+ >>> p
86
+ array([[ 1.23116567, 1.93241587],
87
+ [ 1.93241587, 4.84930602]])
88
+ >>> u.dot(p) # Verify the decomposition.
89
+ array([[ 0.5, 1.5],
90
+ [ 1. , 3. ],
91
+ [ 2. , 4. ]])
92
+ >>> u.T.dot(u) # The columns of u are orthonormal.
93
+ array([[ 1.00000000e+00, -1.26363763e-16],
94
+ [ -1.26363763e-16, 1.00000000e+00]])
95
+
96
+ """
97
+ if side not in ['right', 'left']:
98
+ raise ValueError("`side` must be either 'right' or 'left'")
99
+ a = np.asarray(a)
100
+ if a.ndim != 2:
101
+ raise ValueError("`a` must be a 2-D array.")
102
+
103
+ w, s, vh = svd(a, full_matrices=False)
104
+ u = w.dot(vh)
105
+ if side == 'right':
106
+ # a = up
107
+ p = (vh.T.conj() * s).dot(vh)
108
+ else:
109
+ # a = pu
110
+ p = (w * s).dot(w.T.conj())
111
+ return u, p
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_qr.py ADDED
@@ -0,0 +1,430 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """QR decomposition functions."""
2
+ import numpy
3
+
4
+ # Local imports
5
+ from .lapack import get_lapack_funcs
6
+ from ._misc import _datacopied
7
+
8
+ __all__ = ['qr', 'qr_multiply', 'rq']
9
+
10
+
11
+ def safecall(f, name, *args, **kwargs):
12
+ """Call a LAPACK routine, determining lwork automatically and handling
13
+ error return values"""
14
+ lwork = kwargs.get("lwork", None)
15
+ if lwork in (None, -1):
16
+ kwargs['lwork'] = -1
17
+ ret = f(*args, **kwargs)
18
+ kwargs['lwork'] = ret[-2][0].real.astype(numpy.int_)
19
+ ret = f(*args, **kwargs)
20
+ if ret[-1] < 0:
21
+ raise ValueError("illegal value in %dth argument of internal %s"
22
+ % (-ret[-1], name))
23
+ return ret[:-2]
24
+
25
+
26
+ def qr(a, overwrite_a=False, lwork=None, mode='full', pivoting=False,
27
+ check_finite=True):
28
+ """
29
+ Compute QR decomposition of a matrix.
30
+
31
+ Calculate the decomposition ``A = Q R`` where Q is unitary/orthogonal
32
+ and R upper triangular.
33
+
34
+ Parameters
35
+ ----------
36
+ a : (M, N) array_like
37
+ Matrix to be decomposed
38
+ overwrite_a : bool, optional
39
+ Whether data in `a` is overwritten (may improve performance if
40
+ `overwrite_a` is set to True by reusing the existing input data
41
+ structure rather than creating a new one.)
42
+ lwork : int, optional
43
+ Work array size, lwork >= a.shape[1]. If None or -1, an optimal size
44
+ is computed.
45
+ mode : {'full', 'r', 'economic', 'raw'}, optional
46
+ Determines what information is to be returned: either both Q and R
47
+ ('full', default), only R ('r') or both Q and R but computed in
48
+ economy-size ('economic', see Notes). The final option 'raw'
49
+ (added in SciPy 0.11) makes the function return two matrices
50
+ (Q, TAU) in the internal format used by LAPACK.
51
+ pivoting : bool, optional
52
+ Whether or not factorization should include pivoting for rank-revealing
53
+ qr decomposition. If pivoting, compute the decomposition
54
+ ``A[:, P] = Q @ R`` as above, but where P is chosen such that the
55
+ diagonal of R is non-increasing.
56
+ check_finite : bool, optional
57
+ Whether to check that the input matrix contains only finite numbers.
58
+ Disabling may give a performance gain, but may result in problems
59
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
60
+
61
+ Returns
62
+ -------
63
+ Q : float or complex ndarray
64
+ Of shape (M, M), or (M, K) for ``mode='economic'``. Not returned
65
+ if ``mode='r'``. Replaced by tuple ``(Q, TAU)`` if ``mode='raw'``.
66
+ R : float or complex ndarray
67
+ Of shape (M, N), or (K, N) for ``mode in ['economic', 'raw']``.
68
+ ``K = min(M, N)``.
69
+ P : int ndarray
70
+ Of shape (N,) for ``pivoting=True``. Not returned if
71
+ ``pivoting=False``.
72
+
73
+ Raises
74
+ ------
75
+ LinAlgError
76
+ Raised if decomposition fails
77
+
78
+ Notes
79
+ -----
80
+ This is an interface to the LAPACK routines dgeqrf, zgeqrf,
81
+ dorgqr, zungqr, dgeqp3, and zgeqp3.
82
+
83
+ If ``mode=economic``, the shapes of Q and R are (M, K) and (K, N) instead
84
+ of (M,M) and (M,N), with ``K=min(M,N)``.
85
+
86
+ Examples
87
+ --------
88
+ >>> import numpy as np
89
+ >>> from scipy import linalg
90
+ >>> rng = np.random.default_rng()
91
+ >>> a = rng.standard_normal((9, 6))
92
+
93
+ >>> q, r = linalg.qr(a)
94
+ >>> np.allclose(a, np.dot(q, r))
95
+ True
96
+ >>> q.shape, r.shape
97
+ ((9, 9), (9, 6))
98
+
99
+ >>> r2 = linalg.qr(a, mode='r')
100
+ >>> np.allclose(r, r2)
101
+ True
102
+
103
+ >>> q3, r3 = linalg.qr(a, mode='economic')
104
+ >>> q3.shape, r3.shape
105
+ ((9, 6), (6, 6))
106
+
107
+ >>> q4, r4, p4 = linalg.qr(a, pivoting=True)
108
+ >>> d = np.abs(np.diag(r4))
109
+ >>> np.all(d[1:] <= d[:-1])
110
+ True
111
+ >>> np.allclose(a[:, p4], np.dot(q4, r4))
112
+ True
113
+ >>> q4.shape, r4.shape, p4.shape
114
+ ((9, 9), (9, 6), (6,))
115
+
116
+ >>> q5, r5, p5 = linalg.qr(a, mode='economic', pivoting=True)
117
+ >>> q5.shape, r5.shape, p5.shape
118
+ ((9, 6), (6, 6), (6,))
119
+
120
+ """
121
+ # 'qr' was the old default, equivalent to 'full'. Neither 'full' nor
122
+ # 'qr' are used below.
123
+ # 'raw' is used internally by qr_multiply
124
+ if mode not in ['full', 'qr', 'r', 'economic', 'raw']:
125
+ raise ValueError("Mode argument should be one of ['full', 'r',"
126
+ "'economic', 'raw']")
127
+
128
+ if check_finite:
129
+ a1 = numpy.asarray_chkfinite(a)
130
+ else:
131
+ a1 = numpy.asarray(a)
132
+ if len(a1.shape) != 2:
133
+ raise ValueError("expected a 2-D array")
134
+ M, N = a1.shape
135
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
136
+
137
+ if pivoting:
138
+ geqp3, = get_lapack_funcs(('geqp3',), (a1,))
139
+ qr, jpvt, tau = safecall(geqp3, "geqp3", a1, overwrite_a=overwrite_a)
140
+ jpvt -= 1 # geqp3 returns a 1-based index array, so subtract 1
141
+ else:
142
+ geqrf, = get_lapack_funcs(('geqrf',), (a1,))
143
+ qr, tau = safecall(geqrf, "geqrf", a1, lwork=lwork,
144
+ overwrite_a=overwrite_a)
145
+
146
+ if mode not in ['economic', 'raw'] or M < N:
147
+ R = numpy.triu(qr)
148
+ else:
149
+ R = numpy.triu(qr[:N, :])
150
+
151
+ if pivoting:
152
+ Rj = R, jpvt
153
+ else:
154
+ Rj = R,
155
+
156
+ if mode == 'r':
157
+ return Rj
158
+ elif mode == 'raw':
159
+ return ((qr, tau),) + Rj
160
+
161
+ gor_un_gqr, = get_lapack_funcs(('orgqr',), (qr,))
162
+
163
+ if M < N:
164
+ Q, = safecall(gor_un_gqr, "gorgqr/gungqr", qr[:, :M], tau,
165
+ lwork=lwork, overwrite_a=1)
166
+ elif mode == 'economic':
167
+ Q, = safecall(gor_un_gqr, "gorgqr/gungqr", qr, tau, lwork=lwork,
168
+ overwrite_a=1)
169
+ else:
170
+ t = qr.dtype.char
171
+ qqr = numpy.empty((M, M), dtype=t)
172
+ qqr[:, :N] = qr
173
+ Q, = safecall(gor_un_gqr, "gorgqr/gungqr", qqr, tau, lwork=lwork,
174
+ overwrite_a=1)
175
+
176
+ return (Q,) + Rj
177
+
178
+
179
+ def qr_multiply(a, c, mode='right', pivoting=False, conjugate=False,
180
+ overwrite_a=False, overwrite_c=False):
181
+ """
182
+ Calculate the QR decomposition and multiply Q with a matrix.
183
+
184
+ Calculate the decomposition ``A = Q R`` where Q is unitary/orthogonal
185
+ and R upper triangular. Multiply Q with a vector or a matrix c.
186
+
187
+ Parameters
188
+ ----------
189
+ a : (M, N), array_like
190
+ Input array
191
+ c : array_like
192
+ Input array to be multiplied by ``q``.
193
+ mode : {'left', 'right'}, optional
194
+ ``Q @ c`` is returned if mode is 'left', ``c @ Q`` is returned if
195
+ mode is 'right'.
196
+ The shape of c must be appropriate for the matrix multiplications,
197
+ if mode is 'left', ``min(a.shape) == c.shape[0]``,
198
+ if mode is 'right', ``a.shape[0] == c.shape[1]``.
199
+ pivoting : bool, optional
200
+ Whether or not factorization should include pivoting for rank-revealing
201
+ qr decomposition, see the documentation of qr.
202
+ conjugate : bool, optional
203
+ Whether Q should be complex-conjugated. This might be faster
204
+ than explicit conjugation.
205
+ overwrite_a : bool, optional
206
+ Whether data in a is overwritten (may improve performance)
207
+ overwrite_c : bool, optional
208
+ Whether data in c is overwritten (may improve performance).
209
+ If this is used, c must be big enough to keep the result,
210
+ i.e. ``c.shape[0]`` = ``a.shape[0]`` if mode is 'left'.
211
+
212
+ Returns
213
+ -------
214
+ CQ : ndarray
215
+ The product of ``Q`` and ``c``.
216
+ R : (K, N), ndarray
217
+ R array of the resulting QR factorization where ``K = min(M, N)``.
218
+ P : (N,) ndarray
219
+ Integer pivot array. Only returned when ``pivoting=True``.
220
+
221
+ Raises
222
+ ------
223
+ LinAlgError
224
+ Raised if QR decomposition fails.
225
+
226
+ Notes
227
+ -----
228
+ This is an interface to the LAPACK routines ``?GEQRF``, ``?ORMQR``,
229
+ ``?UNMQR``, and ``?GEQP3``.
230
+
231
+ .. versionadded:: 0.11.0
232
+
233
+ Examples
234
+ --------
235
+ >>> import numpy as np
236
+ >>> from scipy.linalg import qr_multiply, qr
237
+ >>> A = np.array([[1, 3, 3], [2, 3, 2], [2, 3, 3], [1, 3, 2]])
238
+ >>> qc, r1, piv1 = qr_multiply(A, 2*np.eye(4), pivoting=1)
239
+ >>> qc
240
+ array([[-1., 1., -1.],
241
+ [-1., -1., 1.],
242
+ [-1., -1., -1.],
243
+ [-1., 1., 1.]])
244
+ >>> r1
245
+ array([[-6., -3., -5. ],
246
+ [ 0., -1., -1.11022302e-16],
247
+ [ 0., 0., -1. ]])
248
+ >>> piv1
249
+ array([1, 0, 2], dtype=int32)
250
+ >>> q2, r2, piv2 = qr(A, mode='economic', pivoting=1)
251
+ >>> np.allclose(2*q2 - qc, np.zeros((4, 3)))
252
+ True
253
+
254
+ """
255
+ if mode not in ['left', 'right']:
256
+ raise ValueError("Mode argument can only be 'left' or 'right' but "
257
+ f"not '{mode}'")
258
+ c = numpy.asarray_chkfinite(c)
259
+ if c.ndim < 2:
260
+ onedim = True
261
+ c = numpy.atleast_2d(c)
262
+ if mode == "left":
263
+ c = c.T
264
+ else:
265
+ onedim = False
266
+
267
+ a = numpy.atleast_2d(numpy.asarray(a)) # chkfinite done in qr
268
+ M, N = a.shape
269
+
270
+ if mode == 'left':
271
+ if c.shape[0] != min(M, N + overwrite_c*(M-N)):
272
+ raise ValueError('Array shapes are not compatible for Q @ c'
273
+ f' operation: {a.shape} vs {c.shape}')
274
+ else:
275
+ if M != c.shape[1]:
276
+ raise ValueError('Array shapes are not compatible for c @ Q'
277
+ f' operation: {c.shape} vs {a.shape}')
278
+
279
+ raw = qr(a, overwrite_a, None, "raw", pivoting)
280
+ Q, tau = raw[0]
281
+
282
+ gor_un_mqr, = get_lapack_funcs(('ormqr',), (Q,))
283
+ if gor_un_mqr.typecode in ('s', 'd'):
284
+ trans = "T"
285
+ else:
286
+ trans = "C"
287
+
288
+ Q = Q[:, :min(M, N)]
289
+ if M > N and mode == "left" and not overwrite_c:
290
+ if conjugate:
291
+ cc = numpy.zeros((c.shape[1], M), dtype=c.dtype, order="F")
292
+ cc[:, :N] = c.T
293
+ else:
294
+ cc = numpy.zeros((M, c.shape[1]), dtype=c.dtype, order="F")
295
+ cc[:N, :] = c
296
+ trans = "N"
297
+ if conjugate:
298
+ lr = "R"
299
+ else:
300
+ lr = "L"
301
+ overwrite_c = True
302
+ elif c.flags["C_CONTIGUOUS"] and trans == "T" or conjugate:
303
+ cc = c.T
304
+ if mode == "left":
305
+ lr = "R"
306
+ else:
307
+ lr = "L"
308
+ else:
309
+ trans = "N"
310
+ cc = c
311
+ if mode == "left":
312
+ lr = "L"
313
+ else:
314
+ lr = "R"
315
+ cQ, = safecall(gor_un_mqr, "gormqr/gunmqr", lr, trans, Q, tau, cc,
316
+ overwrite_c=overwrite_c)
317
+ if trans != "N":
318
+ cQ = cQ.T
319
+ if mode == "right":
320
+ cQ = cQ[:, :min(M, N)]
321
+ if onedim:
322
+ cQ = cQ.ravel()
323
+
324
+ return (cQ,) + raw[1:]
325
+
326
+
327
+ def rq(a, overwrite_a=False, lwork=None, mode='full', check_finite=True):
328
+ """
329
+ Compute RQ decomposition of a matrix.
330
+
331
+ Calculate the decomposition ``A = R Q`` where Q is unitary/orthogonal
332
+ and R upper triangular.
333
+
334
+ Parameters
335
+ ----------
336
+ a : (M, N) array_like
337
+ Matrix to be decomposed
338
+ overwrite_a : bool, optional
339
+ Whether data in a is overwritten (may improve performance)
340
+ lwork : int, optional
341
+ Work array size, lwork >= a.shape[1]. If None or -1, an optimal size
342
+ is computed.
343
+ mode : {'full', 'r', 'economic'}, optional
344
+ Determines what information is to be returned: either both Q and R
345
+ ('full', default), only R ('r') or both Q and R but computed in
346
+ economy-size ('economic', see Notes).
347
+ check_finite : bool, optional
348
+ Whether to check that the input matrix contains only finite numbers.
349
+ Disabling may give a performance gain, but may result in problems
350
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
351
+
352
+ Returns
353
+ -------
354
+ R : float or complex ndarray
355
+ Of shape (M, N) or (M, K) for ``mode='economic'``. ``K = min(M, N)``.
356
+ Q : float or complex ndarray
357
+ Of shape (N, N) or (K, N) for ``mode='economic'``. Not returned
358
+ if ``mode='r'``.
359
+
360
+ Raises
361
+ ------
362
+ LinAlgError
363
+ If decomposition fails.
364
+
365
+ Notes
366
+ -----
367
+ This is an interface to the LAPACK routines sgerqf, dgerqf, cgerqf, zgerqf,
368
+ sorgrq, dorgrq, cungrq and zungrq.
369
+
370
+ If ``mode=economic``, the shapes of Q and R are (K, N) and (M, K) instead
371
+ of (N,N) and (M,N), with ``K=min(M,N)``.
372
+
373
+ Examples
374
+ --------
375
+ >>> import numpy as np
376
+ >>> from scipy import linalg
377
+ >>> rng = np.random.default_rng()
378
+ >>> a = rng.standard_normal((6, 9))
379
+ >>> r, q = linalg.rq(a)
380
+ >>> np.allclose(a, r @ q)
381
+ True
382
+ >>> r.shape, q.shape
383
+ ((6, 9), (9, 9))
384
+ >>> r2 = linalg.rq(a, mode='r')
385
+ >>> np.allclose(r, r2)
386
+ True
387
+ >>> r3, q3 = linalg.rq(a, mode='economic')
388
+ >>> r3.shape, q3.shape
389
+ ((6, 6), (6, 9))
390
+
391
+ """
392
+ if mode not in ['full', 'r', 'economic']:
393
+ raise ValueError(
394
+ "Mode argument should be one of ['full', 'r', 'economic']")
395
+
396
+ if check_finite:
397
+ a1 = numpy.asarray_chkfinite(a)
398
+ else:
399
+ a1 = numpy.asarray(a)
400
+ if len(a1.shape) != 2:
401
+ raise ValueError('expected matrix')
402
+ M, N = a1.shape
403
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
404
+
405
+ gerqf, = get_lapack_funcs(('gerqf',), (a1,))
406
+ rq, tau = safecall(gerqf, 'gerqf', a1, lwork=lwork,
407
+ overwrite_a=overwrite_a)
408
+ if not mode == 'economic' or N < M:
409
+ R = numpy.triu(rq, N-M)
410
+ else:
411
+ R = numpy.triu(rq[-M:, -M:])
412
+
413
+ if mode == 'r':
414
+ return R
415
+
416
+ gor_un_grq, = get_lapack_funcs(('orgrq',), (rq,))
417
+
418
+ if N < M:
419
+ Q, = safecall(gor_un_grq, "gorgrq/gungrq", rq[-N:], tau, lwork=lwork,
420
+ overwrite_a=1)
421
+ elif mode == 'economic':
422
+ Q, = safecall(gor_un_grq, "gorgrq/gungrq", rq, tau, lwork=lwork,
423
+ overwrite_a=1)
424
+ else:
425
+ rq1 = numpy.empty((N, N), dtype=rq.dtype)
426
+ rq1[-M:] = rq
427
+ Q, = safecall(gor_un_grq, "gorgrq/gungrq", rq1, tau, lwork=lwork,
428
+ overwrite_a=1)
429
+
430
+ return R, Q
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_decomp_svd.py ADDED
@@ -0,0 +1,517 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """SVD decomposition functions."""
2
+ import numpy
3
+ from numpy import zeros, r_, diag, dot, arccos, arcsin, where, clip
4
+
5
+ # Local imports.
6
+ from ._misc import LinAlgError, _datacopied
7
+ from .lapack import get_lapack_funcs, _compute_lwork
8
+ from ._decomp import _asarray_validated
9
+
10
+ __all__ = ['svd', 'svdvals', 'diagsvd', 'orth', 'subspace_angles', 'null_space']
11
+
12
+
13
+ def svd(a, full_matrices=True, compute_uv=True, overwrite_a=False,
14
+ check_finite=True, lapack_driver='gesdd'):
15
+ """
16
+ Singular Value Decomposition.
17
+
18
+ Factorizes the matrix `a` into two unitary matrices ``U`` and ``Vh``, and
19
+ a 1-D array ``s`` of singular values (real, non-negative) such that
20
+ ``a == U @ S @ Vh``, where ``S`` is a suitably shaped matrix of zeros with
21
+ main diagonal ``s``.
22
+
23
+ Parameters
24
+ ----------
25
+ a : (M, N) array_like
26
+ Matrix to decompose.
27
+ full_matrices : bool, optional
28
+ If True (default), `U` and `Vh` are of shape ``(M, M)``, ``(N, N)``.
29
+ If False, the shapes are ``(M, K)`` and ``(K, N)``, where
30
+ ``K = min(M, N)``.
31
+ compute_uv : bool, optional
32
+ Whether to compute also ``U`` and ``Vh`` in addition to ``s``.
33
+ Default is True.
34
+ overwrite_a : bool, optional
35
+ Whether to overwrite `a`; may improve performance.
36
+ Default is False.
37
+ check_finite : bool, optional
38
+ Whether to check that the input matrix contains only finite numbers.
39
+ Disabling may give a performance gain, but may result in problems
40
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
41
+ lapack_driver : {'gesdd', 'gesvd'}, optional
42
+ Whether to use the more efficient divide-and-conquer approach
43
+ (``'gesdd'``) or general rectangular approach (``'gesvd'``)
44
+ to compute the SVD. MATLAB and Octave use the ``'gesvd'`` approach.
45
+ Default is ``'gesdd'``.
46
+
47
+ .. versionadded:: 0.18
48
+
49
+ Returns
50
+ -------
51
+ U : ndarray
52
+ Unitary matrix having left singular vectors as columns.
53
+ Of shape ``(M, M)`` or ``(M, K)``, depending on `full_matrices`.
54
+ s : ndarray
55
+ The singular values, sorted in non-increasing order.
56
+ Of shape (K,), with ``K = min(M, N)``.
57
+ Vh : ndarray
58
+ Unitary matrix having right singular vectors as rows.
59
+ Of shape ``(N, N)`` or ``(K, N)`` depending on `full_matrices`.
60
+
61
+ For ``compute_uv=False``, only ``s`` is returned.
62
+
63
+ Raises
64
+ ------
65
+ LinAlgError
66
+ If SVD computation does not converge.
67
+
68
+ See Also
69
+ --------
70
+ svdvals : Compute singular values of a matrix.
71
+ diagsvd : Construct the Sigma matrix, given the vector s.
72
+
73
+ Examples
74
+ --------
75
+ >>> import numpy as np
76
+ >>> from scipy import linalg
77
+ >>> rng = np.random.default_rng()
78
+ >>> m, n = 9, 6
79
+ >>> a = rng.standard_normal((m, n)) + 1.j*rng.standard_normal((m, n))
80
+ >>> U, s, Vh = linalg.svd(a)
81
+ >>> U.shape, s.shape, Vh.shape
82
+ ((9, 9), (6,), (6, 6))
83
+
84
+ Reconstruct the original matrix from the decomposition:
85
+
86
+ >>> sigma = np.zeros((m, n))
87
+ >>> for i in range(min(m, n)):
88
+ ... sigma[i, i] = s[i]
89
+ >>> a1 = np.dot(U, np.dot(sigma, Vh))
90
+ >>> np.allclose(a, a1)
91
+ True
92
+
93
+ Alternatively, use ``full_matrices=False`` (notice that the shape of
94
+ ``U`` is then ``(m, n)`` instead of ``(m, m)``):
95
+
96
+ >>> U, s, Vh = linalg.svd(a, full_matrices=False)
97
+ >>> U.shape, s.shape, Vh.shape
98
+ ((9, 6), (6,), (6, 6))
99
+ >>> S = np.diag(s)
100
+ >>> np.allclose(a, np.dot(U, np.dot(S, Vh)))
101
+ True
102
+
103
+ >>> s2 = linalg.svd(a, compute_uv=False)
104
+ >>> np.allclose(s, s2)
105
+ True
106
+
107
+ """
108
+ a1 = _asarray_validated(a, check_finite=check_finite)
109
+ if len(a1.shape) != 2:
110
+ raise ValueError('expected matrix')
111
+ m, n = a1.shape
112
+ overwrite_a = overwrite_a or (_datacopied(a1, a))
113
+
114
+ if not isinstance(lapack_driver, str):
115
+ raise TypeError('lapack_driver must be a string')
116
+ if lapack_driver not in ('gesdd', 'gesvd'):
117
+ message = f'lapack_driver must be "gesdd" or "gesvd", not "{lapack_driver}"'
118
+ raise ValueError(message)
119
+
120
+ if lapack_driver == 'gesdd' and compute_uv:
121
+ # XXX: revisit int32 when ILP64 lapack becomes a thing
122
+ max_mn, min_mn = (m, n) if m > n else (n, m)
123
+ if full_matrices:
124
+ if max_mn*max_mn > numpy.iinfo(numpy.int32).max:
125
+ raise ValueError(f"Indexing a matrix size {max_mn} x {max_mn} "
126
+ " would incur integer overflow in LAPACK.")
127
+ else:
128
+ sz = max(m * min_mn, n * min_mn)
129
+ if max(m * min_mn, n * min_mn) > numpy.iinfo(numpy.int32).max:
130
+ raise ValueError(f"Indexing a matrix of {sz} elements would "
131
+ "incur an in integer overflow in LAPACK.")
132
+
133
+ funcs = (lapack_driver, lapack_driver + '_lwork')
134
+ gesXd, gesXd_lwork = get_lapack_funcs(funcs, (a1,), ilp64='preferred')
135
+
136
+ # compute optimal lwork
137
+ lwork = _compute_lwork(gesXd_lwork, a1.shape[0], a1.shape[1],
138
+ compute_uv=compute_uv, full_matrices=full_matrices)
139
+
140
+ # perform decomposition
141
+ u, s, v, info = gesXd(a1, compute_uv=compute_uv, lwork=lwork,
142
+ full_matrices=full_matrices, overwrite_a=overwrite_a)
143
+
144
+ if info > 0:
145
+ raise LinAlgError("SVD did not converge")
146
+ if info < 0:
147
+ raise ValueError('illegal value in %dth argument of internal gesdd'
148
+ % -info)
149
+ if compute_uv:
150
+ return u, s, v
151
+ else:
152
+ return s
153
+
154
+
155
+ def svdvals(a, overwrite_a=False, check_finite=True):
156
+ """
157
+ Compute singular values of a matrix.
158
+
159
+ Parameters
160
+ ----------
161
+ a : (M, N) array_like
162
+ Matrix to decompose.
163
+ overwrite_a : bool, optional
164
+ Whether to overwrite `a`; may improve performance.
165
+ Default is False.
166
+ check_finite : bool, optional
167
+ Whether to check that the input matrix contains only finite numbers.
168
+ Disabling may give a performance gain, but may result in problems
169
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
170
+
171
+ Returns
172
+ -------
173
+ s : (min(M, N),) ndarray
174
+ The singular values, sorted in decreasing order.
175
+
176
+ Raises
177
+ ------
178
+ LinAlgError
179
+ If SVD computation does not converge.
180
+
181
+ See Also
182
+ --------
183
+ svd : Compute the full singular value decomposition of a matrix.
184
+ diagsvd : Construct the Sigma matrix, given the vector s.
185
+
186
+ Notes
187
+ -----
188
+ ``svdvals(a)`` only differs from ``svd(a, compute_uv=False)`` by its
189
+ handling of the edge case of empty ``a``, where it returns an
190
+ empty sequence:
191
+
192
+ >>> import numpy as np
193
+ >>> a = np.empty((0, 2))
194
+ >>> from scipy.linalg import svdvals
195
+ >>> svdvals(a)
196
+ array([], dtype=float64)
197
+
198
+ Examples
199
+ --------
200
+ >>> import numpy as np
201
+ >>> from scipy.linalg import svdvals
202
+ >>> m = np.array([[1.0, 0.0],
203
+ ... [2.0, 3.0],
204
+ ... [1.0, 1.0],
205
+ ... [0.0, 2.0],
206
+ ... [1.0, 0.0]])
207
+ >>> svdvals(m)
208
+ array([ 4.28091555, 1.63516424])
209
+
210
+ We can verify the maximum singular value of `m` by computing the maximum
211
+ length of `m.dot(u)` over all the unit vectors `u` in the (x,y) plane.
212
+ We approximate "all" the unit vectors with a large sample. Because
213
+ of linearity, we only need the unit vectors with angles in [0, pi].
214
+
215
+ >>> t = np.linspace(0, np.pi, 2000)
216
+ >>> u = np.array([np.cos(t), np.sin(t)])
217
+ >>> np.linalg.norm(m.dot(u), axis=0).max()
218
+ 4.2809152422538475
219
+
220
+ `p` is a projection matrix with rank 1. With exact arithmetic,
221
+ its singular values would be [1, 0, 0, 0].
222
+
223
+ >>> v = np.array([0.1, 0.3, 0.9, 0.3])
224
+ >>> p = np.outer(v, v)
225
+ >>> svdvals(p)
226
+ array([ 1.00000000e+00, 2.02021698e-17, 1.56692500e-17,
227
+ 8.15115104e-34])
228
+
229
+ The singular values of an orthogonal matrix are all 1. Here, we
230
+ create a random orthogonal matrix by using the `rvs()` method of
231
+ `scipy.stats.ortho_group`.
232
+
233
+ >>> from scipy.stats import ortho_group
234
+ >>> orth = ortho_group.rvs(4)
235
+ >>> svdvals(orth)
236
+ array([ 1., 1., 1., 1.])
237
+
238
+ """
239
+ a = _asarray_validated(a, check_finite=check_finite)
240
+ if a.size:
241
+ return svd(a, compute_uv=0, overwrite_a=overwrite_a,
242
+ check_finite=False)
243
+ elif len(a.shape) != 2:
244
+ raise ValueError('expected matrix')
245
+ else:
246
+ return numpy.empty(0)
247
+
248
+
249
+ def diagsvd(s, M, N):
250
+ """
251
+ Construct the sigma matrix in SVD from singular values and size M, N.
252
+
253
+ Parameters
254
+ ----------
255
+ s : (M,) or (N,) array_like
256
+ Singular values
257
+ M : int
258
+ Size of the matrix whose singular values are `s`.
259
+ N : int
260
+ Size of the matrix whose singular values are `s`.
261
+
262
+ Returns
263
+ -------
264
+ S : (M, N) ndarray
265
+ The S-matrix in the singular value decomposition
266
+
267
+ See Also
268
+ --------
269
+ svd : Singular value decomposition of a matrix
270
+ svdvals : Compute singular values of a matrix.
271
+
272
+ Examples
273
+ --------
274
+ >>> import numpy as np
275
+ >>> from scipy.linalg import diagsvd
276
+ >>> vals = np.array([1, 2, 3]) # The array representing the computed svd
277
+ >>> diagsvd(vals, 3, 4)
278
+ array([[1, 0, 0, 0],
279
+ [0, 2, 0, 0],
280
+ [0, 0, 3, 0]])
281
+ >>> diagsvd(vals, 4, 3)
282
+ array([[1, 0, 0],
283
+ [0, 2, 0],
284
+ [0, 0, 3],
285
+ [0, 0, 0]])
286
+
287
+ """
288
+ part = diag(s)
289
+ typ = part.dtype.char
290
+ MorN = len(s)
291
+ if MorN == M:
292
+ return numpy.hstack((part, zeros((M, N - M), dtype=typ)))
293
+ elif MorN == N:
294
+ return r_[part, zeros((M - N, N), dtype=typ)]
295
+ else:
296
+ raise ValueError("Length of s must be M or N.")
297
+
298
+
299
+ # Orthonormal decomposition
300
+
301
+ def orth(A, rcond=None):
302
+ """
303
+ Construct an orthonormal basis for the range of A using SVD
304
+
305
+ Parameters
306
+ ----------
307
+ A : (M, N) array_like
308
+ Input array
309
+ rcond : float, optional
310
+ Relative condition number. Singular values ``s`` smaller than
311
+ ``rcond * max(s)`` are considered zero.
312
+ Default: floating point eps * max(M,N).
313
+
314
+ Returns
315
+ -------
316
+ Q : (M, K) ndarray
317
+ Orthonormal basis for the range of A.
318
+ K = effective rank of A, as determined by rcond
319
+
320
+ See Also
321
+ --------
322
+ svd : Singular value decomposition of a matrix
323
+ null_space : Matrix null space
324
+
325
+ Examples
326
+ --------
327
+ >>> import numpy as np
328
+ >>> from scipy.linalg import orth
329
+ >>> A = np.array([[2, 0, 0], [0, 5, 0]]) # rank 2 array
330
+ >>> orth(A)
331
+ array([[0., 1.],
332
+ [1., 0.]])
333
+ >>> orth(A.T)
334
+ array([[0., 1.],
335
+ [1., 0.],
336
+ [0., 0.]])
337
+
338
+ """
339
+ u, s, vh = svd(A, full_matrices=False)
340
+ M, N = u.shape[0], vh.shape[1]
341
+ if rcond is None:
342
+ rcond = numpy.finfo(s.dtype).eps * max(M, N)
343
+ tol = numpy.amax(s) * rcond
344
+ num = numpy.sum(s > tol, dtype=int)
345
+ Q = u[:, :num]
346
+ return Q
347
+
348
+
349
+ def null_space(A, rcond=None):
350
+ """
351
+ Construct an orthonormal basis for the null space of A using SVD
352
+
353
+ Parameters
354
+ ----------
355
+ A : (M, N) array_like
356
+ Input array
357
+ rcond : float, optional
358
+ Relative condition number. Singular values ``s`` smaller than
359
+ ``rcond * max(s)`` are considered zero.
360
+ Default: floating point eps * max(M,N).
361
+
362
+ Returns
363
+ -------
364
+ Z : (N, K) ndarray
365
+ Orthonormal basis for the null space of A.
366
+ K = dimension of effective null space, as determined by rcond
367
+
368
+ See Also
369
+ --------
370
+ svd : Singular value decomposition of a matrix
371
+ orth : Matrix range
372
+
373
+ Examples
374
+ --------
375
+ 1-D null space:
376
+
377
+ >>> import numpy as np
378
+ >>> from scipy.linalg import null_space
379
+ >>> A = np.array([[1, 1], [1, 1]])
380
+ >>> ns = null_space(A)
381
+ >>> ns * np.copysign(1, ns[0,0]) # Remove the sign ambiguity of the vector
382
+ array([[ 0.70710678],
383
+ [-0.70710678]])
384
+
385
+ 2-D null space:
386
+
387
+ >>> from numpy.random import default_rng
388
+ >>> rng = default_rng()
389
+ >>> B = rng.random((3, 5))
390
+ >>> Z = null_space(B)
391
+ >>> Z.shape
392
+ (5, 2)
393
+ >>> np.allclose(B.dot(Z), 0)
394
+ True
395
+
396
+ The basis vectors are orthonormal (up to rounding error):
397
+
398
+ >>> Z.T.dot(Z)
399
+ array([[ 1.00000000e+00, 6.92087741e-17],
400
+ [ 6.92087741e-17, 1.00000000e+00]])
401
+
402
+ """
403
+ u, s, vh = svd(A, full_matrices=True)
404
+ M, N = u.shape[0], vh.shape[1]
405
+ if rcond is None:
406
+ rcond = numpy.finfo(s.dtype).eps * max(M, N)
407
+ tol = numpy.amax(s) * rcond
408
+ num = numpy.sum(s > tol, dtype=int)
409
+ Q = vh[num:,:].T.conj()
410
+ return Q
411
+
412
+
413
+ def subspace_angles(A, B):
414
+ r"""
415
+ Compute the subspace angles between two matrices.
416
+
417
+ Parameters
418
+ ----------
419
+ A : (M, N) array_like
420
+ The first input array.
421
+ B : (M, K) array_like
422
+ The second input array.
423
+
424
+ Returns
425
+ -------
426
+ angles : ndarray, shape (min(N, K),)
427
+ The subspace angles between the column spaces of `A` and `B` in
428
+ descending order.
429
+
430
+ See Also
431
+ --------
432
+ orth
433
+ svd
434
+
435
+ Notes
436
+ -----
437
+ This computes the subspace angles according to the formula
438
+ provided in [1]_. For equivalence with MATLAB and Octave behavior,
439
+ use ``angles[0]``.
440
+
441
+ .. versionadded:: 1.0
442
+
443
+ References
444
+ ----------
445
+ .. [1] Knyazev A, Argentati M (2002) Principal Angles between Subspaces
446
+ in an A-Based Scalar Product: Algorithms and Perturbation
447
+ Estimates. SIAM J. Sci. Comput. 23:2008-2040.
448
+
449
+ Examples
450
+ --------
451
+ An Hadamard matrix, which has orthogonal columns, so we expect that
452
+ the suspace angle to be :math:`\frac{\pi}{2}`:
453
+
454
+ >>> import numpy as np
455
+ >>> from scipy.linalg import hadamard, subspace_angles
456
+ >>> rng = np.random.default_rng()
457
+ >>> H = hadamard(4)
458
+ >>> print(H)
459
+ [[ 1 1 1 1]
460
+ [ 1 -1 1 -1]
461
+ [ 1 1 -1 -1]
462
+ [ 1 -1 -1 1]]
463
+ >>> np.rad2deg(subspace_angles(H[:, :2], H[:, 2:]))
464
+ array([ 90., 90.])
465
+
466
+ And the subspace angle of a matrix to itself should be zero:
467
+
468
+ >>> subspace_angles(H[:, :2], H[:, :2]) <= 2 * np.finfo(float).eps
469
+ array([ True, True], dtype=bool)
470
+
471
+ The angles between non-orthogonal subspaces are in between these extremes:
472
+
473
+ >>> x = rng.standard_normal((4, 3))
474
+ >>> np.rad2deg(subspace_angles(x[:, :2], x[:, [2]]))
475
+ array([ 55.832]) # random
476
+ """
477
+ # Steps here omit the U and V calculation steps from the paper
478
+
479
+ # 1. Compute orthonormal bases of column-spaces
480
+ A = _asarray_validated(A, check_finite=True)
481
+ if len(A.shape) != 2:
482
+ raise ValueError(f'expected 2D array, got shape {A.shape}')
483
+ QA = orth(A)
484
+ del A
485
+
486
+ B = _asarray_validated(B, check_finite=True)
487
+ if len(B.shape) != 2:
488
+ raise ValueError(f'expected 2D array, got shape {B.shape}')
489
+ if len(B) != len(QA):
490
+ raise ValueError('A and B must have the same number of rows, got '
491
+ f'{QA.shape[0]} and {B.shape[0]}')
492
+ QB = orth(B)
493
+ del B
494
+
495
+ # 2. Compute SVD for cosine
496
+ QA_H_QB = dot(QA.T.conj(), QB)
497
+ sigma = svdvals(QA_H_QB)
498
+
499
+ # 3. Compute matrix B
500
+ if QA.shape[1] >= QB.shape[1]:
501
+ B = QB - dot(QA, QA_H_QB)
502
+ else:
503
+ B = QA - dot(QB, QA_H_QB.T.conj())
504
+ del QA, QB, QA_H_QB
505
+
506
+ # 4. Compute SVD for sine
507
+ mask = sigma ** 2 >= 0.5
508
+ if mask.any():
509
+ mu_arcsin = arcsin(clip(svdvals(B, overwrite_a=True), -1., 1.))
510
+ else:
511
+ mu_arcsin = 0.
512
+
513
+ # 5. Compute the principal angles
514
+ # with reverse ordering of sigma because smallest sigma belongs to largest
515
+ # angle theta
516
+ theta = where(mask, mu_arcsin, arccos(clip(sigma[::-1], -1., 1.)))
517
+ return theta
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_expm_frechet.py ADDED
@@ -0,0 +1,413 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Frechet derivative of the matrix exponential."""
2
+ import numpy as np
3
+ import scipy.linalg
4
+
5
+ __all__ = ['expm_frechet', 'expm_cond']
6
+
7
+
8
+ def expm_frechet(A, E, method=None, compute_expm=True, check_finite=True):
9
+ """
10
+ Frechet derivative of the matrix exponential of A in the direction E.
11
+
12
+ Parameters
13
+ ----------
14
+ A : (N, N) array_like
15
+ Matrix of which to take the matrix exponential.
16
+ E : (N, N) array_like
17
+ Matrix direction in which to take the Frechet derivative.
18
+ method : str, optional
19
+ Choice of algorithm. Should be one of
20
+
21
+ - `SPS` (default)
22
+ - `blockEnlarge`
23
+
24
+ compute_expm : bool, optional
25
+ Whether to compute also `expm_A` in addition to `expm_frechet_AE`.
26
+ Default is True.
27
+ check_finite : bool, optional
28
+ Whether to check that the input matrix contains only finite numbers.
29
+ Disabling may give a performance gain, but may result in problems
30
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
31
+
32
+ Returns
33
+ -------
34
+ expm_A : ndarray
35
+ Matrix exponential of A.
36
+ expm_frechet_AE : ndarray
37
+ Frechet derivative of the matrix exponential of A in the direction E.
38
+ For ``compute_expm = False``, only `expm_frechet_AE` is returned.
39
+
40
+ See Also
41
+ --------
42
+ expm : Compute the exponential of a matrix.
43
+
44
+ Notes
45
+ -----
46
+ This section describes the available implementations that can be selected
47
+ by the `method` parameter. The default method is *SPS*.
48
+
49
+ Method *blockEnlarge* is a naive algorithm.
50
+
51
+ Method *SPS* is Scaling-Pade-Squaring [1]_.
52
+ It is a sophisticated implementation which should take
53
+ only about 3/8 as much time as the naive implementation.
54
+ The asymptotics are the same.
55
+
56
+ .. versionadded:: 0.13.0
57
+
58
+ References
59
+ ----------
60
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham (2009)
61
+ Computing the Frechet Derivative of the Matrix Exponential,
62
+ with an application to Condition Number Estimation.
63
+ SIAM Journal On Matrix Analysis and Applications.,
64
+ 30 (4). pp. 1639-1657. ISSN 1095-7162
65
+
66
+ Examples
67
+ --------
68
+ >>> import numpy as np
69
+ >>> from scipy import linalg
70
+ >>> rng = np.random.default_rng()
71
+
72
+ >>> A = rng.standard_normal((3, 3))
73
+ >>> E = rng.standard_normal((3, 3))
74
+ >>> expm_A, expm_frechet_AE = linalg.expm_frechet(A, E)
75
+ >>> expm_A.shape, expm_frechet_AE.shape
76
+ ((3, 3), (3, 3))
77
+
78
+ Create a 6x6 matrix containing [[A, E], [0, A]]:
79
+
80
+ >>> M = np.zeros((6, 6))
81
+ >>> M[:3, :3] = A
82
+ >>> M[:3, 3:] = E
83
+ >>> M[3:, 3:] = A
84
+
85
+ >>> expm_M = linalg.expm(M)
86
+ >>> np.allclose(expm_A, expm_M[:3, :3])
87
+ True
88
+ >>> np.allclose(expm_frechet_AE, expm_M[:3, 3:])
89
+ True
90
+
91
+ """
92
+ if check_finite:
93
+ A = np.asarray_chkfinite(A)
94
+ E = np.asarray_chkfinite(E)
95
+ else:
96
+ A = np.asarray(A)
97
+ E = np.asarray(E)
98
+ if A.ndim != 2 or A.shape[0] != A.shape[1]:
99
+ raise ValueError('expected A to be a square matrix')
100
+ if E.ndim != 2 or E.shape[0] != E.shape[1]:
101
+ raise ValueError('expected E to be a square matrix')
102
+ if A.shape != E.shape:
103
+ raise ValueError('expected A and E to be the same shape')
104
+ if method is None:
105
+ method = 'SPS'
106
+ if method == 'SPS':
107
+ expm_A, expm_frechet_AE = expm_frechet_algo_64(A, E)
108
+ elif method == 'blockEnlarge':
109
+ expm_A, expm_frechet_AE = expm_frechet_block_enlarge(A, E)
110
+ else:
111
+ raise ValueError('Unknown implementation %s' % method)
112
+ if compute_expm:
113
+ return expm_A, expm_frechet_AE
114
+ else:
115
+ return expm_frechet_AE
116
+
117
+
118
+ def expm_frechet_block_enlarge(A, E):
119
+ """
120
+ This is a helper function, mostly for testing and profiling.
121
+ Return expm(A), frechet(A, E)
122
+ """
123
+ n = A.shape[0]
124
+ M = np.vstack([
125
+ np.hstack([A, E]),
126
+ np.hstack([np.zeros_like(A), A])])
127
+ expm_M = scipy.linalg.expm(M)
128
+ return expm_M[:n, :n], expm_M[:n, n:]
129
+
130
+
131
+ """
132
+ Maximal values ell_m of ||2**-s A|| such that the backward error bound
133
+ does not exceed 2**-53.
134
+ """
135
+ ell_table_61 = (
136
+ None,
137
+ # 1
138
+ 2.11e-8,
139
+ 3.56e-4,
140
+ 1.08e-2,
141
+ 6.49e-2,
142
+ 2.00e-1,
143
+ 4.37e-1,
144
+ 7.83e-1,
145
+ 1.23e0,
146
+ 1.78e0,
147
+ 2.42e0,
148
+ # 11
149
+ 3.13e0,
150
+ 3.90e0,
151
+ 4.74e0,
152
+ 5.63e0,
153
+ 6.56e0,
154
+ 7.52e0,
155
+ 8.53e0,
156
+ 9.56e0,
157
+ 1.06e1,
158
+ 1.17e1,
159
+ )
160
+
161
+
162
+ # The b vectors and U and V are copypasted
163
+ # from scipy.sparse.linalg.matfuncs.py.
164
+ # M, Lu, Lv follow (6.11), (6.12), (6.13), (3.3)
165
+
166
+ def _diff_pade3(A, E, ident):
167
+ b = (120., 60., 12., 1.)
168
+ A2 = A.dot(A)
169
+ M2 = np.dot(A, E) + np.dot(E, A)
170
+ U = A.dot(b[3]*A2 + b[1]*ident)
171
+ V = b[2]*A2 + b[0]*ident
172
+ Lu = A.dot(b[3]*M2) + E.dot(b[3]*A2 + b[1]*ident)
173
+ Lv = b[2]*M2
174
+ return U, V, Lu, Lv
175
+
176
+
177
+ def _diff_pade5(A, E, ident):
178
+ b = (30240., 15120., 3360., 420., 30., 1.)
179
+ A2 = A.dot(A)
180
+ M2 = np.dot(A, E) + np.dot(E, A)
181
+ A4 = np.dot(A2, A2)
182
+ M4 = np.dot(A2, M2) + np.dot(M2, A2)
183
+ U = A.dot(b[5]*A4 + b[3]*A2 + b[1]*ident)
184
+ V = b[4]*A4 + b[2]*A2 + b[0]*ident
185
+ Lu = (A.dot(b[5]*M4 + b[3]*M2) +
186
+ E.dot(b[5]*A4 + b[3]*A2 + b[1]*ident))
187
+ Lv = b[4]*M4 + b[2]*M2
188
+ return U, V, Lu, Lv
189
+
190
+
191
+ def _diff_pade7(A, E, ident):
192
+ b = (17297280., 8648640., 1995840., 277200., 25200., 1512., 56., 1.)
193
+ A2 = A.dot(A)
194
+ M2 = np.dot(A, E) + np.dot(E, A)
195
+ A4 = np.dot(A2, A2)
196
+ M4 = np.dot(A2, M2) + np.dot(M2, A2)
197
+ A6 = np.dot(A2, A4)
198
+ M6 = np.dot(A4, M2) + np.dot(M4, A2)
199
+ U = A.dot(b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*ident)
200
+ V = b[6]*A6 + b[4]*A4 + b[2]*A2 + b[0]*ident
201
+ Lu = (A.dot(b[7]*M6 + b[5]*M4 + b[3]*M2) +
202
+ E.dot(b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*ident))
203
+ Lv = b[6]*M6 + b[4]*M4 + b[2]*M2
204
+ return U, V, Lu, Lv
205
+
206
+
207
+ def _diff_pade9(A, E, ident):
208
+ b = (17643225600., 8821612800., 2075673600., 302702400., 30270240.,
209
+ 2162160., 110880., 3960., 90., 1.)
210
+ A2 = A.dot(A)
211
+ M2 = np.dot(A, E) + np.dot(E, A)
212
+ A4 = np.dot(A2, A2)
213
+ M4 = np.dot(A2, M2) + np.dot(M2, A2)
214
+ A6 = np.dot(A2, A4)
215
+ M6 = np.dot(A4, M2) + np.dot(M4, A2)
216
+ A8 = np.dot(A4, A4)
217
+ M8 = np.dot(A4, M4) + np.dot(M4, A4)
218
+ U = A.dot(b[9]*A8 + b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*ident)
219
+ V = b[8]*A8 + b[6]*A6 + b[4]*A4 + b[2]*A2 + b[0]*ident
220
+ Lu = (A.dot(b[9]*M8 + b[7]*M6 + b[5]*M4 + b[3]*M2) +
221
+ E.dot(b[9]*A8 + b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*ident))
222
+ Lv = b[8]*M8 + b[6]*M6 + b[4]*M4 + b[2]*M2
223
+ return U, V, Lu, Lv
224
+
225
+
226
+ def expm_frechet_algo_64(A, E):
227
+ n = A.shape[0]
228
+ s = None
229
+ ident = np.identity(n)
230
+ A_norm_1 = scipy.linalg.norm(A, 1)
231
+ m_pade_pairs = (
232
+ (3, _diff_pade3),
233
+ (5, _diff_pade5),
234
+ (7, _diff_pade7),
235
+ (9, _diff_pade9))
236
+ for m, pade in m_pade_pairs:
237
+ if A_norm_1 <= ell_table_61[m]:
238
+ U, V, Lu, Lv = pade(A, E, ident)
239
+ s = 0
240
+ break
241
+ if s is None:
242
+ # scaling
243
+ s = max(0, int(np.ceil(np.log2(A_norm_1 / ell_table_61[13]))))
244
+ A = A * 2.0**-s
245
+ E = E * 2.0**-s
246
+ # pade order 13
247
+ A2 = np.dot(A, A)
248
+ M2 = np.dot(A, E) + np.dot(E, A)
249
+ A4 = np.dot(A2, A2)
250
+ M4 = np.dot(A2, M2) + np.dot(M2, A2)
251
+ A6 = np.dot(A2, A4)
252
+ M6 = np.dot(A4, M2) + np.dot(M4, A2)
253
+ b = (64764752532480000., 32382376266240000., 7771770303897600.,
254
+ 1187353796428800., 129060195264000., 10559470521600.,
255
+ 670442572800., 33522128640., 1323241920., 40840800., 960960.,
256
+ 16380., 182., 1.)
257
+ W1 = b[13]*A6 + b[11]*A4 + b[9]*A2
258
+ W2 = b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*ident
259
+ Z1 = b[12]*A6 + b[10]*A4 + b[8]*A2
260
+ Z2 = b[6]*A6 + b[4]*A4 + b[2]*A2 + b[0]*ident
261
+ W = np.dot(A6, W1) + W2
262
+ U = np.dot(A, W)
263
+ V = np.dot(A6, Z1) + Z2
264
+ Lw1 = b[13]*M6 + b[11]*M4 + b[9]*M2
265
+ Lw2 = b[7]*M6 + b[5]*M4 + b[3]*M2
266
+ Lz1 = b[12]*M6 + b[10]*M4 + b[8]*M2
267
+ Lz2 = b[6]*M6 + b[4]*M4 + b[2]*M2
268
+ Lw = np.dot(A6, Lw1) + np.dot(M6, W1) + Lw2
269
+ Lu = np.dot(A, Lw) + np.dot(E, W)
270
+ Lv = np.dot(A6, Lz1) + np.dot(M6, Z1) + Lz2
271
+ # factor once and solve twice
272
+ lu_piv = scipy.linalg.lu_factor(-U + V)
273
+ R = scipy.linalg.lu_solve(lu_piv, U + V)
274
+ L = scipy.linalg.lu_solve(lu_piv, Lu + Lv + np.dot((Lu - Lv), R))
275
+ # squaring
276
+ for k in range(s):
277
+ L = np.dot(R, L) + np.dot(L, R)
278
+ R = np.dot(R, R)
279
+ return R, L
280
+
281
+
282
+ def vec(M):
283
+ """
284
+ Stack columns of M to construct a single vector.
285
+
286
+ This is somewhat standard notation in linear algebra.
287
+
288
+ Parameters
289
+ ----------
290
+ M : 2-D array_like
291
+ Input matrix
292
+
293
+ Returns
294
+ -------
295
+ v : 1-D ndarray
296
+ Output vector
297
+
298
+ """
299
+ return M.T.ravel()
300
+
301
+
302
+ def expm_frechet_kronform(A, method=None, check_finite=True):
303
+ """
304
+ Construct the Kronecker form of the Frechet derivative of expm.
305
+
306
+ Parameters
307
+ ----------
308
+ A : array_like with shape (N, N)
309
+ Matrix to be expm'd.
310
+ method : str, optional
311
+ Extra keyword to be passed to expm_frechet.
312
+ check_finite : bool, optional
313
+ Whether to check that the input matrix contains only finite numbers.
314
+ Disabling may give a performance gain, but may result in problems
315
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
316
+
317
+ Returns
318
+ -------
319
+ K : 2-D ndarray with shape (N*N, N*N)
320
+ Kronecker form of the Frechet derivative of the matrix exponential.
321
+
322
+ Notes
323
+ -----
324
+ This function is used to help compute the condition number
325
+ of the matrix exponential.
326
+
327
+ See Also
328
+ --------
329
+ expm : Compute a matrix exponential.
330
+ expm_frechet : Compute the Frechet derivative of the matrix exponential.
331
+ expm_cond : Compute the relative condition number of the matrix exponential
332
+ in the Frobenius norm.
333
+
334
+ """
335
+ if check_finite:
336
+ A = np.asarray_chkfinite(A)
337
+ else:
338
+ A = np.asarray(A)
339
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
340
+ raise ValueError('expected a square matrix')
341
+
342
+ n = A.shape[0]
343
+ ident = np.identity(n)
344
+ cols = []
345
+ for i in range(n):
346
+ for j in range(n):
347
+ E = np.outer(ident[i], ident[j])
348
+ F = expm_frechet(A, E,
349
+ method=method, compute_expm=False, check_finite=False)
350
+ cols.append(vec(F))
351
+ return np.vstack(cols).T
352
+
353
+
354
+ def expm_cond(A, check_finite=True):
355
+ """
356
+ Relative condition number of the matrix exponential in the Frobenius norm.
357
+
358
+ Parameters
359
+ ----------
360
+ A : 2-D array_like
361
+ Square input matrix with shape (N, N).
362
+ check_finite : bool, optional
363
+ Whether to check that the input matrix contains only finite numbers.
364
+ Disabling may give a performance gain, but may result in problems
365
+ (crashes, non-termination) if the inputs do contain infinities or NaNs.
366
+
367
+ Returns
368
+ -------
369
+ kappa : float
370
+ The relative condition number of the matrix exponential
371
+ in the Frobenius norm
372
+
373
+ See Also
374
+ --------
375
+ expm : Compute the exponential of a matrix.
376
+ expm_frechet : Compute the Frechet derivative of the matrix exponential.
377
+
378
+ Notes
379
+ -----
380
+ A faster estimate for the condition number in the 1-norm
381
+ has been published but is not yet implemented in SciPy.
382
+
383
+ .. versionadded:: 0.14.0
384
+
385
+ Examples
386
+ --------
387
+ >>> import numpy as np
388
+ >>> from scipy.linalg import expm_cond
389
+ >>> A = np.array([[-0.3, 0.2, 0.6], [0.6, 0.3, -0.1], [-0.7, 1.2, 0.9]])
390
+ >>> k = expm_cond(A)
391
+ >>> k
392
+ 1.7787805864469866
393
+
394
+ """
395
+ if check_finite:
396
+ A = np.asarray_chkfinite(A)
397
+ else:
398
+ A = np.asarray(A)
399
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
400
+ raise ValueError('expected a square matrix')
401
+
402
+ X = scipy.linalg.expm(A)
403
+ K = expm_frechet_kronform(A, check_finite=False)
404
+
405
+ # The following norm choices are deliberate.
406
+ # The norms of A and X are Frobenius norms,
407
+ # and the norm of K is the induced 2-norm.
408
+ A_norm = scipy.linalg.norm(A, 'fro')
409
+ X_norm = scipy.linalg.norm(X, 'fro')
410
+ K_norm = scipy.linalg.norm(K, 2)
411
+
412
+ kappa = (K_norm * A_norm) / X_norm
413
+ return kappa
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_interpolative.cpython-310-x86_64-linux-gnu.so ADDED
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1
+ #******************************************************************************
2
+ # Copyright (C) 2013 Kenneth L. Ho
3
+ #
4
+ # Redistribution and use in source and binary forms, with or without
5
+ # modification, are permitted provided that the following conditions are met:
6
+ #
7
+ # Redistributions of source code must retain the above copyright notice, this
8
+ # list of conditions and the following disclaimer. Redistributions in binary
9
+ # form must reproduce the above copyright notice, this list of conditions and
10
+ # the following disclaimer in the documentation and/or other materials
11
+ # provided with the distribution.
12
+ #
13
+ # None of the names of the copyright holders may be used to endorse or
14
+ # promote products derived from this software without specific prior written
15
+ # permission.
16
+ #
17
+ # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18
+ # AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19
+ # IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20
+ # ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
21
+ # LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22
+ # CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23
+ # SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24
+ # INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25
+ # CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26
+ # ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27
+ # POSSIBILITY OF SUCH DAMAGE.
28
+ #******************************************************************************
29
+
30
+ """
31
+ Direct wrappers for Fortran `id_dist` backend.
32
+ """
33
+
34
+ import scipy.linalg._interpolative as _id
35
+ import numpy as np
36
+
37
+ _RETCODE_ERROR = RuntimeError("nonzero return code")
38
+
39
+
40
+ def _asfortranarray_copy(A):
41
+ """
42
+ Same as np.asfortranarray, but ensure a copy
43
+ """
44
+ A = np.asarray(A)
45
+ if A.flags.f_contiguous:
46
+ A = A.copy(order="F")
47
+ else:
48
+ A = np.asfortranarray(A)
49
+ return A
50
+
51
+
52
+ #------------------------------------------------------------------------------
53
+ # id_rand.f
54
+ #------------------------------------------------------------------------------
55
+
56
+ def id_srand(n):
57
+ """
58
+ Generate standard uniform pseudorandom numbers via a very efficient lagged
59
+ Fibonacci method.
60
+
61
+ :param n:
62
+ Number of pseudorandom numbers to generate.
63
+ :type n: int
64
+
65
+ :return:
66
+ Pseudorandom numbers.
67
+ :rtype: :class:`numpy.ndarray`
68
+ """
69
+ return _id.id_srand(n)
70
+
71
+
72
+ def id_srandi(t):
73
+ """
74
+ Initialize seed values for :func:`id_srand` (any appropriately random
75
+ numbers will do).
76
+
77
+ :param t:
78
+ Array of 55 seed values.
79
+ :type t: :class:`numpy.ndarray`
80
+ """
81
+ t = np.asfortranarray(t)
82
+ _id.id_srandi(t)
83
+
84
+
85
+ def id_srando():
86
+ """
87
+ Reset seed values to their original values.
88
+ """
89
+ _id.id_srando()
90
+
91
+
92
+ #------------------------------------------------------------------------------
93
+ # idd_frm.f
94
+ #------------------------------------------------------------------------------
95
+
96
+ def idd_frm(n, w, x):
97
+ """
98
+ Transform real vector via a composition of Rokhlin's random transform,
99
+ random subselection, and an FFT.
100
+
101
+ In contrast to :func:`idd_sfrm`, this routine works best when the length of
102
+ the transformed vector is the power-of-two integer output by
103
+ :func:`idd_frmi`, or when the length is not specified but instead
104
+ determined a posteriori from the output. The returned transformed vector is
105
+ randomly permuted.
106
+
107
+ :param n:
108
+ Greatest power-of-two integer satisfying `n <= x.size` as obtained from
109
+ :func:`idd_frmi`; `n` is also the length of the output vector.
110
+ :type n: int
111
+ :param w:
112
+ Initialization array constructed by :func:`idd_frmi`.
113
+ :type w: :class:`numpy.ndarray`
114
+ :param x:
115
+ Vector to be transformed.
116
+ :type x: :class:`numpy.ndarray`
117
+
118
+ :return:
119
+ Transformed vector.
120
+ :rtype: :class:`numpy.ndarray`
121
+ """
122
+ return _id.idd_frm(n, w, x)
123
+
124
+
125
+ def idd_sfrm(l, n, w, x):
126
+ """
127
+ Transform real vector via a composition of Rokhlin's random transform,
128
+ random subselection, and an FFT.
129
+
130
+ In contrast to :func:`idd_frm`, this routine works best when the length of
131
+ the transformed vector is known a priori.
132
+
133
+ :param l:
134
+ Length of transformed vector, satisfying `l <= n`.
135
+ :type l: int
136
+ :param n:
137
+ Greatest power-of-two integer satisfying `n <= x.size` as obtained from
138
+ :func:`idd_sfrmi`.
139
+ :type n: int
140
+ :param w:
141
+ Initialization array constructed by :func:`idd_sfrmi`.
142
+ :type w: :class:`numpy.ndarray`
143
+ :param x:
144
+ Vector to be transformed.
145
+ :type x: :class:`numpy.ndarray`
146
+
147
+ :return:
148
+ Transformed vector.
149
+ :rtype: :class:`numpy.ndarray`
150
+ """
151
+ return _id.idd_sfrm(l, n, w, x)
152
+
153
+
154
+ def idd_frmi(m):
155
+ """
156
+ Initialize data for :func:`idd_frm`.
157
+
158
+ :param m:
159
+ Length of vector to be transformed.
160
+ :type m: int
161
+
162
+ :return:
163
+ Greatest power-of-two integer `n` satisfying `n <= m`.
164
+ :rtype: int
165
+ :return:
166
+ Initialization array to be used by :func:`idd_frm`.
167
+ :rtype: :class:`numpy.ndarray`
168
+ """
169
+ return _id.idd_frmi(m)
170
+
171
+
172
+ def idd_sfrmi(l, m):
173
+ """
174
+ Initialize data for :func:`idd_sfrm`.
175
+
176
+ :param l:
177
+ Length of output transformed vector.
178
+ :type l: int
179
+ :param m:
180
+ Length of the vector to be transformed.
181
+ :type m: int
182
+
183
+ :return:
184
+ Greatest power-of-two integer `n` satisfying `n <= m`.
185
+ :rtype: int
186
+ :return:
187
+ Initialization array to be used by :func:`idd_sfrm`.
188
+ :rtype: :class:`numpy.ndarray`
189
+ """
190
+ return _id.idd_sfrmi(l, m)
191
+
192
+
193
+ #------------------------------------------------------------------------------
194
+ # idd_id.f
195
+ #------------------------------------------------------------------------------
196
+
197
+ def iddp_id(eps, A):
198
+ """
199
+ Compute ID of a real matrix to a specified relative precision.
200
+
201
+ :param eps:
202
+ Relative precision.
203
+ :type eps: float
204
+ :param A:
205
+ Matrix.
206
+ :type A: :class:`numpy.ndarray`
207
+
208
+ :return:
209
+ Rank of ID.
210
+ :rtype: int
211
+ :return:
212
+ Column index array.
213
+ :rtype: :class:`numpy.ndarray`
214
+ :return:
215
+ Interpolation coefficients.
216
+ :rtype: :class:`numpy.ndarray`
217
+ """
218
+ A = _asfortranarray_copy(A)
219
+ k, idx, rnorms = _id.iddp_id(eps, A)
220
+ n = A.shape[1]
221
+ proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F')
222
+ return k, idx, proj
223
+
224
+
225
+ def iddr_id(A, k):
226
+ """
227
+ Compute ID of a real matrix to a specified rank.
228
+
229
+ :param A:
230
+ Matrix.
231
+ :type A: :class:`numpy.ndarray`
232
+ :param k:
233
+ Rank of ID.
234
+ :type k: int
235
+
236
+ :return:
237
+ Column index array.
238
+ :rtype: :class:`numpy.ndarray`
239
+ :return:
240
+ Interpolation coefficients.
241
+ :rtype: :class:`numpy.ndarray`
242
+ """
243
+ A = _asfortranarray_copy(A)
244
+ idx, rnorms = _id.iddr_id(A, k)
245
+ n = A.shape[1]
246
+ proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F')
247
+ return idx, proj
248
+
249
+
250
+ def idd_reconid(B, idx, proj):
251
+ """
252
+ Reconstruct matrix from real ID.
253
+
254
+ :param B:
255
+ Skeleton matrix.
256
+ :type B: :class:`numpy.ndarray`
257
+ :param idx:
258
+ Column index array.
259
+ :type idx: :class:`numpy.ndarray`
260
+ :param proj:
261
+ Interpolation coefficients.
262
+ :type proj: :class:`numpy.ndarray`
263
+
264
+ :return:
265
+ Reconstructed matrix.
266
+ :rtype: :class:`numpy.ndarray`
267
+ """
268
+ B = np.asfortranarray(B)
269
+ if proj.size > 0:
270
+ return _id.idd_reconid(B, idx, proj)
271
+ else:
272
+ return B[:, np.argsort(idx)]
273
+
274
+
275
+ def idd_reconint(idx, proj):
276
+ """
277
+ Reconstruct interpolation matrix from real ID.
278
+
279
+ :param idx:
280
+ Column index array.
281
+ :type idx: :class:`numpy.ndarray`
282
+ :param proj:
283
+ Interpolation coefficients.
284
+ :type proj: :class:`numpy.ndarray`
285
+
286
+ :return:
287
+ Interpolation matrix.
288
+ :rtype: :class:`numpy.ndarray`
289
+ """
290
+ return _id.idd_reconint(idx, proj)
291
+
292
+
293
+ def idd_copycols(A, k, idx):
294
+ """
295
+ Reconstruct skeleton matrix from real ID.
296
+
297
+ :param A:
298
+ Original matrix.
299
+ :type A: :class:`numpy.ndarray`
300
+ :param k:
301
+ Rank of ID.
302
+ :type k: int
303
+ :param idx:
304
+ Column index array.
305
+ :type idx: :class:`numpy.ndarray`
306
+
307
+ :return:
308
+ Skeleton matrix.
309
+ :rtype: :class:`numpy.ndarray`
310
+ """
311
+ A = np.asfortranarray(A)
312
+ return _id.idd_copycols(A, k, idx)
313
+
314
+
315
+ #------------------------------------------------------------------------------
316
+ # idd_id2svd.f
317
+ #------------------------------------------------------------------------------
318
+
319
+ def idd_id2svd(B, idx, proj):
320
+ """
321
+ Convert real ID to SVD.
322
+
323
+ :param B:
324
+ Skeleton matrix.
325
+ :type B: :class:`numpy.ndarray`
326
+ :param idx:
327
+ Column index array.
328
+ :type idx: :class:`numpy.ndarray`
329
+ :param proj:
330
+ Interpolation coefficients.
331
+ :type proj: :class:`numpy.ndarray`
332
+
333
+ :return:
334
+ Left singular vectors.
335
+ :rtype: :class:`numpy.ndarray`
336
+ :return:
337
+ Right singular vectors.
338
+ :rtype: :class:`numpy.ndarray`
339
+ :return:
340
+ Singular values.
341
+ :rtype: :class:`numpy.ndarray`
342
+ """
343
+ B = np.asfortranarray(B)
344
+ U, V, S, ier = _id.idd_id2svd(B, idx, proj)
345
+ if ier:
346
+ raise _RETCODE_ERROR
347
+ return U, V, S
348
+
349
+
350
+ #------------------------------------------------------------------------------
351
+ # idd_snorm.f
352
+ #------------------------------------------------------------------------------
353
+
354
+ def idd_snorm(m, n, matvect, matvec, its=20):
355
+ """
356
+ Estimate spectral norm of a real matrix by the randomized power method.
357
+
358
+ :param m:
359
+ Matrix row dimension.
360
+ :type m: int
361
+ :param n:
362
+ Matrix column dimension.
363
+ :type n: int
364
+ :param matvect:
365
+ Function to apply the matrix transpose to a vector, with call signature
366
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
367
+ respectively.
368
+ :type matvect: function
369
+ :param matvec:
370
+ Function to apply the matrix to a vector, with call signature
371
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
372
+ respectively.
373
+ :type matvec: function
374
+ :param its:
375
+ Number of power method iterations.
376
+ :type its: int
377
+
378
+ :return:
379
+ Spectral norm estimate.
380
+ :rtype: float
381
+ """
382
+ snorm, v = _id.idd_snorm(m, n, matvect, matvec, its)
383
+ return snorm
384
+
385
+
386
+ def idd_diffsnorm(m, n, matvect, matvect2, matvec, matvec2, its=20):
387
+ """
388
+ Estimate spectral norm of the difference of two real matrices by the
389
+ randomized power method.
390
+
391
+ :param m:
392
+ Matrix row dimension.
393
+ :type m: int
394
+ :param n:
395
+ Matrix column dimension.
396
+ :type n: int
397
+ :param matvect:
398
+ Function to apply the transpose of the first matrix to a vector, with
399
+ call signature `y = matvect(x)`, where `x` and `y` are the input and
400
+ output vectors, respectively.
401
+ :type matvect: function
402
+ :param matvect2:
403
+ Function to apply the transpose of the second matrix to a vector, with
404
+ call signature `y = matvect2(x)`, where `x` and `y` are the input and
405
+ output vectors, respectively.
406
+ :type matvect2: function
407
+ :param matvec:
408
+ Function to apply the first matrix to a vector, with call signature
409
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
410
+ respectively.
411
+ :type matvec: function
412
+ :param matvec2:
413
+ Function to apply the second matrix to a vector, with call signature
414
+ `y = matvec2(x)`, where `x` and `y` are the input and output vectors,
415
+ respectively.
416
+ :type matvec2: function
417
+ :param its:
418
+ Number of power method iterations.
419
+ :type its: int
420
+
421
+ :return:
422
+ Spectral norm estimate of matrix difference.
423
+ :rtype: float
424
+ """
425
+ return _id.idd_diffsnorm(m, n, matvect, matvect2, matvec, matvec2, its)
426
+
427
+
428
+ #------------------------------------------------------------------------------
429
+ # idd_svd.f
430
+ #------------------------------------------------------------------------------
431
+
432
+ def iddr_svd(A, k):
433
+ """
434
+ Compute SVD of a real matrix to a specified rank.
435
+
436
+ :param A:
437
+ Matrix.
438
+ :type A: :class:`numpy.ndarray`
439
+ :param k:
440
+ Rank of SVD.
441
+ :type k: int
442
+
443
+ :return:
444
+ Left singular vectors.
445
+ :rtype: :class:`numpy.ndarray`
446
+ :return:
447
+ Right singular vectors.
448
+ :rtype: :class:`numpy.ndarray`
449
+ :return:
450
+ Singular values.
451
+ :rtype: :class:`numpy.ndarray`
452
+ """
453
+ A = np.asfortranarray(A)
454
+ U, V, S, ier = _id.iddr_svd(A, k)
455
+ if ier:
456
+ raise _RETCODE_ERROR
457
+ return U, V, S
458
+
459
+
460
+ def iddp_svd(eps, A):
461
+ """
462
+ Compute SVD of a real matrix to a specified relative precision.
463
+
464
+ :param eps:
465
+ Relative precision.
466
+ :type eps: float
467
+ :param A:
468
+ Matrix.
469
+ :type A: :class:`numpy.ndarray`
470
+
471
+ :return:
472
+ Left singular vectors.
473
+ :rtype: :class:`numpy.ndarray`
474
+ :return:
475
+ Right singular vectors.
476
+ :rtype: :class:`numpy.ndarray`
477
+ :return:
478
+ Singular values.
479
+ :rtype: :class:`numpy.ndarray`
480
+ """
481
+ A = np.asfortranarray(A)
482
+ m, n = A.shape
483
+ k, iU, iV, iS, w, ier = _id.iddp_svd(eps, A)
484
+ if ier:
485
+ raise _RETCODE_ERROR
486
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
487
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
488
+ S = w[iS-1:iS+k-1]
489
+ return U, V, S
490
+
491
+
492
+ #------------------------------------------------------------------------------
493
+ # iddp_aid.f
494
+ #------------------------------------------------------------------------------
495
+
496
+ def iddp_aid(eps, A):
497
+ """
498
+ Compute ID of a real matrix to a specified relative precision using random
499
+ sampling.
500
+
501
+ :param eps:
502
+ Relative precision.
503
+ :type eps: float
504
+ :param A:
505
+ Matrix.
506
+ :type A: :class:`numpy.ndarray`
507
+
508
+ :return:
509
+ Rank of ID.
510
+ :rtype: int
511
+ :return:
512
+ Column index array.
513
+ :rtype: :class:`numpy.ndarray`
514
+ :return:
515
+ Interpolation coefficients.
516
+ :rtype: :class:`numpy.ndarray`
517
+ """
518
+ A = np.asfortranarray(A)
519
+ m, n = A.shape
520
+ n2, w = idd_frmi(m)
521
+ proj = np.empty(n*(2*n2 + 1) + n2 + 1, order='F')
522
+ k, idx, proj = _id.iddp_aid(eps, A, w, proj)
523
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
524
+ return k, idx, proj
525
+
526
+
527
+ def idd_estrank(eps, A):
528
+ """
529
+ Estimate rank of a real matrix to a specified relative precision using
530
+ random sampling.
531
+
532
+ The output rank is typically about 8 higher than the actual rank.
533
+
534
+ :param eps:
535
+ Relative precision.
536
+ :type eps: float
537
+ :param A:
538
+ Matrix.
539
+ :type A: :class:`numpy.ndarray`
540
+
541
+ :return:
542
+ Rank estimate.
543
+ :rtype: int
544
+ """
545
+ A = np.asfortranarray(A)
546
+ m, n = A.shape
547
+ n2, w = idd_frmi(m)
548
+ ra = np.empty(n*n2 + (n + 1)*(n2 + 1), order='F')
549
+ k, ra = _id.idd_estrank(eps, A, w, ra)
550
+ return k
551
+
552
+
553
+ #------------------------------------------------------------------------------
554
+ # iddp_asvd.f
555
+ #------------------------------------------------------------------------------
556
+
557
+ def iddp_asvd(eps, A):
558
+ """
559
+ Compute SVD of a real matrix to a specified relative precision using random
560
+ sampling.
561
+
562
+ :param eps:
563
+ Relative precision.
564
+ :type eps: float
565
+ :param A:
566
+ Matrix.
567
+ :type A: :class:`numpy.ndarray`
568
+
569
+ :return:
570
+ Left singular vectors.
571
+ :rtype: :class:`numpy.ndarray`
572
+ :return:
573
+ Right singular vectors.
574
+ :rtype: :class:`numpy.ndarray`
575
+ :return:
576
+ Singular values.
577
+ :rtype: :class:`numpy.ndarray`
578
+ """
579
+ A = np.asfortranarray(A)
580
+ m, n = A.shape
581
+ n2, winit = _id.idd_frmi(m)
582
+ w = np.empty(
583
+ max((min(m, n) + 1)*(3*m + 5*n + 1) + 25*min(m, n)**2,
584
+ (2*n + 1)*(n2 + 1)),
585
+ order='F')
586
+ k, iU, iV, iS, w, ier = _id.iddp_asvd(eps, A, winit, w)
587
+ if ier:
588
+ raise _RETCODE_ERROR
589
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
590
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
591
+ S = w[iS-1:iS+k-1]
592
+ return U, V, S
593
+
594
+
595
+ #------------------------------------------------------------------------------
596
+ # iddp_rid.f
597
+ #------------------------------------------------------------------------------
598
+
599
+ def iddp_rid(eps, m, n, matvect):
600
+ """
601
+ Compute ID of a real matrix to a specified relative precision using random
602
+ matrix-vector multiplication.
603
+
604
+ :param eps:
605
+ Relative precision.
606
+ :type eps: float
607
+ :param m:
608
+ Matrix row dimension.
609
+ :type m: int
610
+ :param n:
611
+ Matrix column dimension.
612
+ :type n: int
613
+ :param matvect:
614
+ Function to apply the matrix transpose to a vector, with call signature
615
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
616
+ respectively.
617
+ :type matvect: function
618
+
619
+ :return:
620
+ Rank of ID.
621
+ :rtype: int
622
+ :return:
623
+ Column index array.
624
+ :rtype: :class:`numpy.ndarray`
625
+ :return:
626
+ Interpolation coefficients.
627
+ :rtype: :class:`numpy.ndarray`
628
+ """
629
+ proj = np.empty(m + 1 + 2*n*(min(m, n) + 1), order='F')
630
+ k, idx, proj, ier = _id.iddp_rid(eps, m, n, matvect, proj)
631
+ if ier != 0:
632
+ raise _RETCODE_ERROR
633
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
634
+ return k, idx, proj
635
+
636
+
637
+ def idd_findrank(eps, m, n, matvect):
638
+ """
639
+ Estimate rank of a real matrix to a specified relative precision using
640
+ random matrix-vector multiplication.
641
+
642
+ :param eps:
643
+ Relative precision.
644
+ :type eps: float
645
+ :param m:
646
+ Matrix row dimension.
647
+ :type m: int
648
+ :param n:
649
+ Matrix column dimension.
650
+ :type n: int
651
+ :param matvect:
652
+ Function to apply the matrix transpose to a vector, with call signature
653
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
654
+ respectively.
655
+ :type matvect: function
656
+
657
+ :return:
658
+ Rank estimate.
659
+ :rtype: int
660
+ """
661
+ k, ra, ier = _id.idd_findrank(eps, m, n, matvect)
662
+ if ier:
663
+ raise _RETCODE_ERROR
664
+ return k
665
+
666
+
667
+ #------------------------------------------------------------------------------
668
+ # iddp_rsvd.f
669
+ #------------------------------------------------------------------------------
670
+
671
+ def iddp_rsvd(eps, m, n, matvect, matvec):
672
+ """
673
+ Compute SVD of a real matrix to a specified relative precision using random
674
+ matrix-vector multiplication.
675
+
676
+ :param eps:
677
+ Relative precision.
678
+ :type eps: float
679
+ :param m:
680
+ Matrix row dimension.
681
+ :type m: int
682
+ :param n:
683
+ Matrix column dimension.
684
+ :type n: int
685
+ :param matvect:
686
+ Function to apply the matrix transpose to a vector, with call signature
687
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
688
+ respectively.
689
+ :type matvect: function
690
+ :param matvec:
691
+ Function to apply the matrix to a vector, with call signature
692
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
693
+ respectively.
694
+ :type matvec: function
695
+
696
+ :return:
697
+ Left singular vectors.
698
+ :rtype: :class:`numpy.ndarray`
699
+ :return:
700
+ Right singular vectors.
701
+ :rtype: :class:`numpy.ndarray`
702
+ :return:
703
+ Singular values.
704
+ :rtype: :class:`numpy.ndarray`
705
+ """
706
+ k, iU, iV, iS, w, ier = _id.iddp_rsvd(eps, m, n, matvect, matvec)
707
+ if ier:
708
+ raise _RETCODE_ERROR
709
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
710
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
711
+ S = w[iS-1:iS+k-1]
712
+ return U, V, S
713
+
714
+
715
+ #------------------------------------------------------------------------------
716
+ # iddr_aid.f
717
+ #------------------------------------------------------------------------------
718
+
719
+ def iddr_aid(A, k):
720
+ """
721
+ Compute ID of a real matrix to a specified rank using random sampling.
722
+
723
+ :param A:
724
+ Matrix.
725
+ :type A: :class:`numpy.ndarray`
726
+ :param k:
727
+ Rank of ID.
728
+ :type k: int
729
+
730
+ :return:
731
+ Column index array.
732
+ :rtype: :class:`numpy.ndarray`
733
+ :return:
734
+ Interpolation coefficients.
735
+ :rtype: :class:`numpy.ndarray`
736
+ """
737
+ A = np.asfortranarray(A)
738
+ m, n = A.shape
739
+ w = iddr_aidi(m, n, k)
740
+ idx, proj = _id.iddr_aid(A, k, w)
741
+ if k == n:
742
+ proj = np.empty((k, n-k), dtype='float64', order='F')
743
+ else:
744
+ proj = proj.reshape((k, n-k), order='F')
745
+ return idx, proj
746
+
747
+
748
+ def iddr_aidi(m, n, k):
749
+ """
750
+ Initialize array for :func:`iddr_aid`.
751
+
752
+ :param m:
753
+ Matrix row dimension.
754
+ :type m: int
755
+ :param n:
756
+ Matrix column dimension.
757
+ :type n: int
758
+ :param k:
759
+ Rank of ID.
760
+ :type k: int
761
+
762
+ :return:
763
+ Initialization array to be used by :func:`iddr_aid`.
764
+ :rtype: :class:`numpy.ndarray`
765
+ """
766
+ return _id.iddr_aidi(m, n, k)
767
+
768
+
769
+ #------------------------------------------------------------------------------
770
+ # iddr_asvd.f
771
+ #------------------------------------------------------------------------------
772
+
773
+ def iddr_asvd(A, k):
774
+ """
775
+ Compute SVD of a real matrix to a specified rank using random sampling.
776
+
777
+ :param A:
778
+ Matrix.
779
+ :type A: :class:`numpy.ndarray`
780
+ :param k:
781
+ Rank of SVD.
782
+ :type k: int
783
+
784
+ :return:
785
+ Left singular vectors.
786
+ :rtype: :class:`numpy.ndarray`
787
+ :return:
788
+ Right singular vectors.
789
+ :rtype: :class:`numpy.ndarray`
790
+ :return:
791
+ Singular values.
792
+ :rtype: :class:`numpy.ndarray`
793
+ """
794
+ A = np.asfortranarray(A)
795
+ m, n = A.shape
796
+ w = np.empty((2*k + 28)*m + (6*k + 21)*n + 25*k**2 + 100, order='F')
797
+ w_ = iddr_aidi(m, n, k)
798
+ w[:w_.size] = w_
799
+ U, V, S, ier = _id.iddr_asvd(A, k, w)
800
+ if ier != 0:
801
+ raise _RETCODE_ERROR
802
+ return U, V, S
803
+
804
+
805
+ #------------------------------------------------------------------------------
806
+ # iddr_rid.f
807
+ #------------------------------------------------------------------------------
808
+
809
+ def iddr_rid(m, n, matvect, k):
810
+ """
811
+ Compute ID of a real matrix to a specified rank using random matrix-vector
812
+ multiplication.
813
+
814
+ :param m:
815
+ Matrix row dimension.
816
+ :type m: int
817
+ :param n:
818
+ Matrix column dimension.
819
+ :type n: int
820
+ :param matvect:
821
+ Function to apply the matrix transpose to a vector, with call signature
822
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
823
+ respectively.
824
+ :type matvect: function
825
+ :param k:
826
+ Rank of ID.
827
+ :type k: int
828
+
829
+ :return:
830
+ Column index array.
831
+ :rtype: :class:`numpy.ndarray`
832
+ :return:
833
+ Interpolation coefficients.
834
+ :rtype: :class:`numpy.ndarray`
835
+ """
836
+ idx, proj = _id.iddr_rid(m, n, matvect, k)
837
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
838
+ return idx, proj
839
+
840
+
841
+ #------------------------------------------------------------------------------
842
+ # iddr_rsvd.f
843
+ #------------------------------------------------------------------------------
844
+
845
+ def iddr_rsvd(m, n, matvect, matvec, k):
846
+ """
847
+ Compute SVD of a real matrix to a specified rank using random matrix-vector
848
+ multiplication.
849
+
850
+ :param m:
851
+ Matrix row dimension.
852
+ :type m: int
853
+ :param n:
854
+ Matrix column dimension.
855
+ :type n: int
856
+ :param matvect:
857
+ Function to apply the matrix transpose to a vector, with call signature
858
+ `y = matvect(x)`, where `x` and `y` are the input and output vectors,
859
+ respectively.
860
+ :type matvect: function
861
+ :param matvec:
862
+ Function to apply the matrix to a vector, with call signature
863
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
864
+ respectively.
865
+ :type matvec: function
866
+ :param k:
867
+ Rank of SVD.
868
+ :type k: int
869
+
870
+ :return:
871
+ Left singular vectors.
872
+ :rtype: :class:`numpy.ndarray`
873
+ :return:
874
+ Right singular vectors.
875
+ :rtype: :class:`numpy.ndarray`
876
+ :return:
877
+ Singular values.
878
+ :rtype: :class:`numpy.ndarray`
879
+ """
880
+ U, V, S, ier = _id.iddr_rsvd(m, n, matvect, matvec, k)
881
+ if ier != 0:
882
+ raise _RETCODE_ERROR
883
+ return U, V, S
884
+
885
+
886
+ #------------------------------------------------------------------------------
887
+ # idz_frm.f
888
+ #------------------------------------------------------------------------------
889
+
890
+ def idz_frm(n, w, x):
891
+ """
892
+ Transform complex vector via a composition of Rokhlin's random transform,
893
+ random subselection, and an FFT.
894
+
895
+ In contrast to :func:`idz_sfrm`, this routine works best when the length of
896
+ the transformed vector is the power-of-two integer output by
897
+ :func:`idz_frmi`, or when the length is not specified but instead
898
+ determined a posteriori from the output. The returned transformed vector is
899
+ randomly permuted.
900
+
901
+ :param n:
902
+ Greatest power-of-two integer satisfying `n <= x.size` as obtained from
903
+ :func:`idz_frmi`; `n` is also the length of the output vector.
904
+ :type n: int
905
+ :param w:
906
+ Initialization array constructed by :func:`idz_frmi`.
907
+ :type w: :class:`numpy.ndarray`
908
+ :param x:
909
+ Vector to be transformed.
910
+ :type x: :class:`numpy.ndarray`
911
+
912
+ :return:
913
+ Transformed vector.
914
+ :rtype: :class:`numpy.ndarray`
915
+ """
916
+ return _id.idz_frm(n, w, x)
917
+
918
+
919
+ def idz_sfrm(l, n, w, x):
920
+ """
921
+ Transform complex vector via a composition of Rokhlin's random transform,
922
+ random subselection, and an FFT.
923
+
924
+ In contrast to :func:`idz_frm`, this routine works best when the length of
925
+ the transformed vector is known a priori.
926
+
927
+ :param l:
928
+ Length of transformed vector, satisfying `l <= n`.
929
+ :type l: int
930
+ :param n:
931
+ Greatest power-of-two integer satisfying `n <= x.size` as obtained from
932
+ :func:`idz_sfrmi`.
933
+ :type n: int
934
+ :param w:
935
+ Initialization array constructed by :func:`idd_sfrmi`.
936
+ :type w: :class:`numpy.ndarray`
937
+ :param x:
938
+ Vector to be transformed.
939
+ :type x: :class:`numpy.ndarray`
940
+
941
+ :return:
942
+ Transformed vector.
943
+ :rtype: :class:`numpy.ndarray`
944
+ """
945
+ return _id.idz_sfrm(l, n, w, x)
946
+
947
+
948
+ def idz_frmi(m):
949
+ """
950
+ Initialize data for :func:`idz_frm`.
951
+
952
+ :param m:
953
+ Length of vector to be transformed.
954
+ :type m: int
955
+
956
+ :return:
957
+ Greatest power-of-two integer `n` satisfying `n <= m`.
958
+ :rtype: int
959
+ :return:
960
+ Initialization array to be used by :func:`idz_frm`.
961
+ :rtype: :class:`numpy.ndarray`
962
+ """
963
+ return _id.idz_frmi(m)
964
+
965
+
966
+ def idz_sfrmi(l, m):
967
+ """
968
+ Initialize data for :func:`idz_sfrm`.
969
+
970
+ :param l:
971
+ Length of output transformed vector.
972
+ :type l: int
973
+ :param m:
974
+ Length of the vector to be transformed.
975
+ :type m: int
976
+
977
+ :return:
978
+ Greatest power-of-two integer `n` satisfying `n <= m`.
979
+ :rtype: int
980
+ :return:
981
+ Initialization array to be used by :func:`idz_sfrm`.
982
+ :rtype: :class:`numpy.ndarray`
983
+ """
984
+ return _id.idz_sfrmi(l, m)
985
+
986
+
987
+ #------------------------------------------------------------------------------
988
+ # idz_id.f
989
+ #------------------------------------------------------------------------------
990
+
991
+ def idzp_id(eps, A):
992
+ """
993
+ Compute ID of a complex matrix to a specified relative precision.
994
+
995
+ :param eps:
996
+ Relative precision.
997
+ :type eps: float
998
+ :param A:
999
+ Matrix.
1000
+ :type A: :class:`numpy.ndarray`
1001
+
1002
+ :return:
1003
+ Rank of ID.
1004
+ :rtype: int
1005
+ :return:
1006
+ Column index array.
1007
+ :rtype: :class:`numpy.ndarray`
1008
+ :return:
1009
+ Interpolation coefficients.
1010
+ :rtype: :class:`numpy.ndarray`
1011
+ """
1012
+ A = _asfortranarray_copy(A)
1013
+ k, idx, rnorms = _id.idzp_id(eps, A)
1014
+ n = A.shape[1]
1015
+ proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F')
1016
+ return k, idx, proj
1017
+
1018
+
1019
+ def idzr_id(A, k):
1020
+ """
1021
+ Compute ID of a complex matrix to a specified rank.
1022
+
1023
+ :param A:
1024
+ Matrix.
1025
+ :type A: :class:`numpy.ndarray`
1026
+ :param k:
1027
+ Rank of ID.
1028
+ :type k: int
1029
+
1030
+ :return:
1031
+ Column index array.
1032
+ :rtype: :class:`numpy.ndarray`
1033
+ :return:
1034
+ Interpolation coefficients.
1035
+ :rtype: :class:`numpy.ndarray`
1036
+ """
1037
+ A = _asfortranarray_copy(A)
1038
+ idx, rnorms = _id.idzr_id(A, k)
1039
+ n = A.shape[1]
1040
+ proj = A.T.ravel()[:k*(n-k)].reshape((k, n-k), order='F')
1041
+ return idx, proj
1042
+
1043
+
1044
+ def idz_reconid(B, idx, proj):
1045
+ """
1046
+ Reconstruct matrix from complex ID.
1047
+
1048
+ :param B:
1049
+ Skeleton matrix.
1050
+ :type B: :class:`numpy.ndarray`
1051
+ :param idx:
1052
+ Column index array.
1053
+ :type idx: :class:`numpy.ndarray`
1054
+ :param proj:
1055
+ Interpolation coefficients.
1056
+ :type proj: :class:`numpy.ndarray`
1057
+
1058
+ :return:
1059
+ Reconstructed matrix.
1060
+ :rtype: :class:`numpy.ndarray`
1061
+ """
1062
+ B = np.asfortranarray(B)
1063
+ if proj.size > 0:
1064
+ return _id.idz_reconid(B, idx, proj)
1065
+ else:
1066
+ return B[:, np.argsort(idx)]
1067
+
1068
+
1069
+ def idz_reconint(idx, proj):
1070
+ """
1071
+ Reconstruct interpolation matrix from complex ID.
1072
+
1073
+ :param idx:
1074
+ Column index array.
1075
+ :type idx: :class:`numpy.ndarray`
1076
+ :param proj:
1077
+ Interpolation coefficients.
1078
+ :type proj: :class:`numpy.ndarray`
1079
+
1080
+ :return:
1081
+ Interpolation matrix.
1082
+ :rtype: :class:`numpy.ndarray`
1083
+ """
1084
+ return _id.idz_reconint(idx, proj)
1085
+
1086
+
1087
+ def idz_copycols(A, k, idx):
1088
+ """
1089
+ Reconstruct skeleton matrix from complex ID.
1090
+
1091
+ :param A:
1092
+ Original matrix.
1093
+ :type A: :class:`numpy.ndarray`
1094
+ :param k:
1095
+ Rank of ID.
1096
+ :type k: int
1097
+ :param idx:
1098
+ Column index array.
1099
+ :type idx: :class:`numpy.ndarray`
1100
+
1101
+ :return:
1102
+ Skeleton matrix.
1103
+ :rtype: :class:`numpy.ndarray`
1104
+ """
1105
+ A = np.asfortranarray(A)
1106
+ return _id.idz_copycols(A, k, idx)
1107
+
1108
+
1109
+ #------------------------------------------------------------------------------
1110
+ # idz_id2svd.f
1111
+ #------------------------------------------------------------------------------
1112
+
1113
+ def idz_id2svd(B, idx, proj):
1114
+ """
1115
+ Convert complex ID to SVD.
1116
+
1117
+ :param B:
1118
+ Skeleton matrix.
1119
+ :type B: :class:`numpy.ndarray`
1120
+ :param idx:
1121
+ Column index array.
1122
+ :type idx: :class:`numpy.ndarray`
1123
+ :param proj:
1124
+ Interpolation coefficients.
1125
+ :type proj: :class:`numpy.ndarray`
1126
+
1127
+ :return:
1128
+ Left singular vectors.
1129
+ :rtype: :class:`numpy.ndarray`
1130
+ :return:
1131
+ Right singular vectors.
1132
+ :rtype: :class:`numpy.ndarray`
1133
+ :return:
1134
+ Singular values.
1135
+ :rtype: :class:`numpy.ndarray`
1136
+ """
1137
+ B = np.asfortranarray(B)
1138
+ U, V, S, ier = _id.idz_id2svd(B, idx, proj)
1139
+ if ier:
1140
+ raise _RETCODE_ERROR
1141
+ return U, V, S
1142
+
1143
+
1144
+ #------------------------------------------------------------------------------
1145
+ # idz_snorm.f
1146
+ #------------------------------------------------------------------------------
1147
+
1148
+ def idz_snorm(m, n, matveca, matvec, its=20):
1149
+ """
1150
+ Estimate spectral norm of a complex matrix by the randomized power method.
1151
+
1152
+ :param m:
1153
+ Matrix row dimension.
1154
+ :type m: int
1155
+ :param n:
1156
+ Matrix column dimension.
1157
+ :type n: int
1158
+ :param matveca:
1159
+ Function to apply the matrix adjoint to a vector, with call signature
1160
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1161
+ respectively.
1162
+ :type matveca: function
1163
+ :param matvec:
1164
+ Function to apply the matrix to a vector, with call signature
1165
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
1166
+ respectively.
1167
+ :type matvec: function
1168
+ :param its:
1169
+ Number of power method iterations.
1170
+ :type its: int
1171
+
1172
+ :return:
1173
+ Spectral norm estimate.
1174
+ :rtype: float
1175
+ """
1176
+ snorm, v = _id.idz_snorm(m, n, matveca, matvec, its)
1177
+ return snorm
1178
+
1179
+
1180
+ def idz_diffsnorm(m, n, matveca, matveca2, matvec, matvec2, its=20):
1181
+ """
1182
+ Estimate spectral norm of the difference of two complex matrices by the
1183
+ randomized power method.
1184
+
1185
+ :param m:
1186
+ Matrix row dimension.
1187
+ :type m: int
1188
+ :param n:
1189
+ Matrix column dimension.
1190
+ :type n: int
1191
+ :param matveca:
1192
+ Function to apply the adjoint of the first matrix to a vector, with
1193
+ call signature `y = matveca(x)`, where `x` and `y` are the input and
1194
+ output vectors, respectively.
1195
+ :type matveca: function
1196
+ :param matveca2:
1197
+ Function to apply the adjoint of the second matrix to a vector, with
1198
+ call signature `y = matveca2(x)`, where `x` and `y` are the input and
1199
+ output vectors, respectively.
1200
+ :type matveca2: function
1201
+ :param matvec:
1202
+ Function to apply the first matrix to a vector, with call signature
1203
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
1204
+ respectively.
1205
+ :type matvec: function
1206
+ :param matvec2:
1207
+ Function to apply the second matrix to a vector, with call signature
1208
+ `y = matvec2(x)`, where `x` and `y` are the input and output vectors,
1209
+ respectively.
1210
+ :type matvec2: function
1211
+ :param its:
1212
+ Number of power method iterations.
1213
+ :type its: int
1214
+
1215
+ :return:
1216
+ Spectral norm estimate of matrix difference.
1217
+ :rtype: float
1218
+ """
1219
+ return _id.idz_diffsnorm(m, n, matveca, matveca2, matvec, matvec2, its)
1220
+
1221
+
1222
+ #------------------------------------------------------------------------------
1223
+ # idz_svd.f
1224
+ #------------------------------------------------------------------------------
1225
+
1226
+ def idzr_svd(A, k):
1227
+ """
1228
+ Compute SVD of a complex matrix to a specified rank.
1229
+
1230
+ :param A:
1231
+ Matrix.
1232
+ :type A: :class:`numpy.ndarray`
1233
+ :param k:
1234
+ Rank of SVD.
1235
+ :type k: int
1236
+
1237
+ :return:
1238
+ Left singular vectors.
1239
+ :rtype: :class:`numpy.ndarray`
1240
+ :return:
1241
+ Right singular vectors.
1242
+ :rtype: :class:`numpy.ndarray`
1243
+ :return:
1244
+ Singular values.
1245
+ :rtype: :class:`numpy.ndarray`
1246
+ """
1247
+ A = np.asfortranarray(A)
1248
+ U, V, S, ier = _id.idzr_svd(A, k)
1249
+ if ier:
1250
+ raise _RETCODE_ERROR
1251
+ return U, V, S
1252
+
1253
+
1254
+ def idzp_svd(eps, A):
1255
+ """
1256
+ Compute SVD of a complex matrix to a specified relative precision.
1257
+
1258
+ :param eps:
1259
+ Relative precision.
1260
+ :type eps: float
1261
+ :param A:
1262
+ Matrix.
1263
+ :type A: :class:`numpy.ndarray`
1264
+
1265
+ :return:
1266
+ Left singular vectors.
1267
+ :rtype: :class:`numpy.ndarray`
1268
+ :return:
1269
+ Right singular vectors.
1270
+ :rtype: :class:`numpy.ndarray`
1271
+ :return:
1272
+ Singular values.
1273
+ :rtype: :class:`numpy.ndarray`
1274
+ """
1275
+ A = np.asfortranarray(A)
1276
+ m, n = A.shape
1277
+ k, iU, iV, iS, w, ier = _id.idzp_svd(eps, A)
1278
+ if ier:
1279
+ raise _RETCODE_ERROR
1280
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
1281
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
1282
+ S = w[iS-1:iS+k-1]
1283
+ return U, V, S
1284
+
1285
+
1286
+ #------------------------------------------------------------------------------
1287
+ # idzp_aid.f
1288
+ #------------------------------------------------------------------------------
1289
+
1290
+ def idzp_aid(eps, A):
1291
+ """
1292
+ Compute ID of a complex matrix to a specified relative precision using
1293
+ random sampling.
1294
+
1295
+ :param eps:
1296
+ Relative precision.
1297
+ :type eps: float
1298
+ :param A:
1299
+ Matrix.
1300
+ :type A: :class:`numpy.ndarray`
1301
+
1302
+ :return:
1303
+ Rank of ID.
1304
+ :rtype: int
1305
+ :return:
1306
+ Column index array.
1307
+ :rtype: :class:`numpy.ndarray`
1308
+ :return:
1309
+ Interpolation coefficients.
1310
+ :rtype: :class:`numpy.ndarray`
1311
+ """
1312
+ A = np.asfortranarray(A)
1313
+ m, n = A.shape
1314
+ n2, w = idz_frmi(m)
1315
+ proj = np.empty(n*(2*n2 + 1) + n2 + 1, dtype='complex128', order='F')
1316
+ k, idx, proj = _id.idzp_aid(eps, A, w, proj)
1317
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
1318
+ return k, idx, proj
1319
+
1320
+
1321
+ def idz_estrank(eps, A):
1322
+ """
1323
+ Estimate rank of a complex matrix to a specified relative precision using
1324
+ random sampling.
1325
+
1326
+ The output rank is typically about 8 higher than the actual rank.
1327
+
1328
+ :param eps:
1329
+ Relative precision.
1330
+ :type eps: float
1331
+ :param A:
1332
+ Matrix.
1333
+ :type A: :class:`numpy.ndarray`
1334
+
1335
+ :return:
1336
+ Rank estimate.
1337
+ :rtype: int
1338
+ """
1339
+ A = np.asfortranarray(A)
1340
+ m, n = A.shape
1341
+ n2, w = idz_frmi(m)
1342
+ ra = np.empty(n*n2 + (n + 1)*(n2 + 1), dtype='complex128', order='F')
1343
+ k, ra = _id.idz_estrank(eps, A, w, ra)
1344
+ return k
1345
+
1346
+
1347
+ #------------------------------------------------------------------------------
1348
+ # idzp_asvd.f
1349
+ #------------------------------------------------------------------------------
1350
+
1351
+ def idzp_asvd(eps, A):
1352
+ """
1353
+ Compute SVD of a complex matrix to a specified relative precision using
1354
+ random sampling.
1355
+
1356
+ :param eps:
1357
+ Relative precision.
1358
+ :type eps: float
1359
+ :param A:
1360
+ Matrix.
1361
+ :type A: :class:`numpy.ndarray`
1362
+
1363
+ :return:
1364
+ Left singular vectors.
1365
+ :rtype: :class:`numpy.ndarray`
1366
+ :return:
1367
+ Right singular vectors.
1368
+ :rtype: :class:`numpy.ndarray`
1369
+ :return:
1370
+ Singular values.
1371
+ :rtype: :class:`numpy.ndarray`
1372
+ """
1373
+ A = np.asfortranarray(A)
1374
+ m, n = A.shape
1375
+ n2, winit = _id.idz_frmi(m)
1376
+ w = np.empty(
1377
+ max((min(m, n) + 1)*(3*m + 5*n + 11) + 8*min(m, n)**2,
1378
+ (2*n + 1)*(n2 + 1)),
1379
+ dtype=np.complex128, order='F')
1380
+ k, iU, iV, iS, w, ier = _id.idzp_asvd(eps, A, winit, w)
1381
+ if ier:
1382
+ raise _RETCODE_ERROR
1383
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
1384
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
1385
+ S = w[iS-1:iS+k-1]
1386
+ return U, V, S
1387
+
1388
+
1389
+ #------------------------------------------------------------------------------
1390
+ # idzp_rid.f
1391
+ #------------------------------------------------------------------------------
1392
+
1393
+ def idzp_rid(eps, m, n, matveca):
1394
+ """
1395
+ Compute ID of a complex matrix to a specified relative precision using
1396
+ random matrix-vector multiplication.
1397
+
1398
+ :param eps:
1399
+ Relative precision.
1400
+ :type eps: float
1401
+ :param m:
1402
+ Matrix row dimension.
1403
+ :type m: int
1404
+ :param n:
1405
+ Matrix column dimension.
1406
+ :type n: int
1407
+ :param matveca:
1408
+ Function to apply the matrix adjoint to a vector, with call signature
1409
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1410
+ respectively.
1411
+ :type matveca: function
1412
+
1413
+ :return:
1414
+ Rank of ID.
1415
+ :rtype: int
1416
+ :return:
1417
+ Column index array.
1418
+ :rtype: :class:`numpy.ndarray`
1419
+ :return:
1420
+ Interpolation coefficients.
1421
+ :rtype: :class:`numpy.ndarray`
1422
+ """
1423
+ proj = np.empty(
1424
+ m + 1 + 2*n*(min(m, n) + 1),
1425
+ dtype=np.complex128, order='F')
1426
+ k, idx, proj, ier = _id.idzp_rid(eps, m, n, matveca, proj)
1427
+ if ier:
1428
+ raise _RETCODE_ERROR
1429
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
1430
+ return k, idx, proj
1431
+
1432
+
1433
+ def idz_findrank(eps, m, n, matveca):
1434
+ """
1435
+ Estimate rank of a complex matrix to a specified relative precision using
1436
+ random matrix-vector multiplication.
1437
+
1438
+ :param eps:
1439
+ Relative precision.
1440
+ :type eps: float
1441
+ :param m:
1442
+ Matrix row dimension.
1443
+ :type m: int
1444
+ :param n:
1445
+ Matrix column dimension.
1446
+ :type n: int
1447
+ :param matveca:
1448
+ Function to apply the matrix adjoint to a vector, with call signature
1449
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1450
+ respectively.
1451
+ :type matveca: function
1452
+
1453
+ :return:
1454
+ Rank estimate.
1455
+ :rtype: int
1456
+ """
1457
+ k, ra, ier = _id.idz_findrank(eps, m, n, matveca)
1458
+ if ier:
1459
+ raise _RETCODE_ERROR
1460
+ return k
1461
+
1462
+
1463
+ #------------------------------------------------------------------------------
1464
+ # idzp_rsvd.f
1465
+ #------------------------------------------------------------------------------
1466
+
1467
+ def idzp_rsvd(eps, m, n, matveca, matvec):
1468
+ """
1469
+ Compute SVD of a complex matrix to a specified relative precision using
1470
+ random matrix-vector multiplication.
1471
+
1472
+ :param eps:
1473
+ Relative precision.
1474
+ :type eps: float
1475
+ :param m:
1476
+ Matrix row dimension.
1477
+ :type m: int
1478
+ :param n:
1479
+ Matrix column dimension.
1480
+ :type n: int
1481
+ :param matveca:
1482
+ Function to apply the matrix adjoint to a vector, with call signature
1483
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1484
+ respectively.
1485
+ :type matveca: function
1486
+ :param matvec:
1487
+ Function to apply the matrix to a vector, with call signature
1488
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
1489
+ respectively.
1490
+ :type matvec: function
1491
+
1492
+ :return:
1493
+ Left singular vectors.
1494
+ :rtype: :class:`numpy.ndarray`
1495
+ :return:
1496
+ Right singular vectors.
1497
+ :rtype: :class:`numpy.ndarray`
1498
+ :return:
1499
+ Singular values.
1500
+ :rtype: :class:`numpy.ndarray`
1501
+ """
1502
+ k, iU, iV, iS, w, ier = _id.idzp_rsvd(eps, m, n, matveca, matvec)
1503
+ if ier:
1504
+ raise _RETCODE_ERROR
1505
+ U = w[iU-1:iU+m*k-1].reshape((m, k), order='F')
1506
+ V = w[iV-1:iV+n*k-1].reshape((n, k), order='F')
1507
+ S = w[iS-1:iS+k-1]
1508
+ return U, V, S
1509
+
1510
+
1511
+ #------------------------------------------------------------------------------
1512
+ # idzr_aid.f
1513
+ #------------------------------------------------------------------------------
1514
+
1515
+ def idzr_aid(A, k):
1516
+ """
1517
+ Compute ID of a complex matrix to a specified rank using random sampling.
1518
+
1519
+ :param A:
1520
+ Matrix.
1521
+ :type A: :class:`numpy.ndarray`
1522
+ :param k:
1523
+ Rank of ID.
1524
+ :type k: int
1525
+
1526
+ :return:
1527
+ Column index array.
1528
+ :rtype: :class:`numpy.ndarray`
1529
+ :return:
1530
+ Interpolation coefficients.
1531
+ :rtype: :class:`numpy.ndarray`
1532
+ """
1533
+ A = np.asfortranarray(A)
1534
+ m, n = A.shape
1535
+ w = idzr_aidi(m, n, k)
1536
+ idx, proj = _id.idzr_aid(A, k, w)
1537
+ if k == n:
1538
+ proj = np.empty((k, n-k), dtype='complex128', order='F')
1539
+ else:
1540
+ proj = proj.reshape((k, n-k), order='F')
1541
+ return idx, proj
1542
+
1543
+
1544
+ def idzr_aidi(m, n, k):
1545
+ """
1546
+ Initialize array for :func:`idzr_aid`.
1547
+
1548
+ :param m:
1549
+ Matrix row dimension.
1550
+ :type m: int
1551
+ :param n:
1552
+ Matrix column dimension.
1553
+ :type n: int
1554
+ :param k:
1555
+ Rank of ID.
1556
+ :type k: int
1557
+
1558
+ :return:
1559
+ Initialization array to be used by :func:`idzr_aid`.
1560
+ :rtype: :class:`numpy.ndarray`
1561
+ """
1562
+ return _id.idzr_aidi(m, n, k)
1563
+
1564
+
1565
+ #------------------------------------------------------------------------------
1566
+ # idzr_asvd.f
1567
+ #------------------------------------------------------------------------------
1568
+
1569
+ def idzr_asvd(A, k):
1570
+ """
1571
+ Compute SVD of a complex matrix to a specified rank using random sampling.
1572
+
1573
+ :param A:
1574
+ Matrix.
1575
+ :type A: :class:`numpy.ndarray`
1576
+ :param k:
1577
+ Rank of SVD.
1578
+ :type k: int
1579
+
1580
+ :return:
1581
+ Left singular vectors.
1582
+ :rtype: :class:`numpy.ndarray`
1583
+ :return:
1584
+ Right singular vectors.
1585
+ :rtype: :class:`numpy.ndarray`
1586
+ :return:
1587
+ Singular values.
1588
+ :rtype: :class:`numpy.ndarray`
1589
+ """
1590
+ A = np.asfortranarray(A)
1591
+ m, n = A.shape
1592
+ w = np.empty(
1593
+ (2*k + 22)*m + (6*k + 21)*n + 8*k**2 + 10*k + 90,
1594
+ dtype='complex128', order='F')
1595
+ w_ = idzr_aidi(m, n, k)
1596
+ w[:w_.size] = w_
1597
+ U, V, S, ier = _id.idzr_asvd(A, k, w)
1598
+ if ier:
1599
+ raise _RETCODE_ERROR
1600
+ return U, V, S
1601
+
1602
+
1603
+ #------------------------------------------------------------------------------
1604
+ # idzr_rid.f
1605
+ #------------------------------------------------------------------------------
1606
+
1607
+ def idzr_rid(m, n, matveca, k):
1608
+ """
1609
+ Compute ID of a complex matrix to a specified rank using random
1610
+ matrix-vector multiplication.
1611
+
1612
+ :param m:
1613
+ Matrix row dimension.
1614
+ :type m: int
1615
+ :param n:
1616
+ Matrix column dimension.
1617
+ :type n: int
1618
+ :param matveca:
1619
+ Function to apply the matrix adjoint to a vector, with call signature
1620
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1621
+ respectively.
1622
+ :type matveca: function
1623
+ :param k:
1624
+ Rank of ID.
1625
+ :type k: int
1626
+
1627
+ :return:
1628
+ Column index array.
1629
+ :rtype: :class:`numpy.ndarray`
1630
+ :return:
1631
+ Interpolation coefficients.
1632
+ :rtype: :class:`numpy.ndarray`
1633
+ """
1634
+ idx, proj = _id.idzr_rid(m, n, matveca, k)
1635
+ proj = proj[:k*(n-k)].reshape((k, n-k), order='F')
1636
+ return idx, proj
1637
+
1638
+
1639
+ #------------------------------------------------------------------------------
1640
+ # idzr_rsvd.f
1641
+ #------------------------------------------------------------------------------
1642
+
1643
+ def idzr_rsvd(m, n, matveca, matvec, k):
1644
+ """
1645
+ Compute SVD of a complex matrix to a specified rank using random
1646
+ matrix-vector multiplication.
1647
+
1648
+ :param m:
1649
+ Matrix row dimension.
1650
+ :type m: int
1651
+ :param n:
1652
+ Matrix column dimension.
1653
+ :type n: int
1654
+ :param matveca:
1655
+ Function to apply the matrix adjoint to a vector, with call signature
1656
+ `y = matveca(x)`, where `x` and `y` are the input and output vectors,
1657
+ respectively.
1658
+ :type matveca: function
1659
+ :param matvec:
1660
+ Function to apply the matrix to a vector, with call signature
1661
+ `y = matvec(x)`, where `x` and `y` are the input and output vectors,
1662
+ respectively.
1663
+ :type matvec: function
1664
+ :param k:
1665
+ Rank of SVD.
1666
+ :type k: int
1667
+
1668
+ :return:
1669
+ Left singular vectors.
1670
+ :rtype: :class:`numpy.ndarray`
1671
+ :return:
1672
+ Right singular vectors.
1673
+ :rtype: :class:`numpy.ndarray`
1674
+ :return:
1675
+ Singular values.
1676
+ :rtype: :class:`numpy.ndarray`
1677
+ """
1678
+ U, V, S, ier = _id.idzr_rsvd(m, n, matveca, matvec, k)
1679
+ if ier:
1680
+ raise _RETCODE_ERROR
1681
+ return U, V, S
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_expm.pyi ADDED
@@ -0,0 +1,6 @@
 
 
 
 
 
 
 
1
+ from numpy.typing import NDArray
2
+ from typing import Any
3
+
4
+ def pick_pade_structure(a: NDArray[Any]) -> tuple[int, int]: ...
5
+
6
+ def pade_UV_calc(Am: NDArray[Any], n: int, m: int) -> None: ...
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_inv_ssq.py ADDED
@@ -0,0 +1,886 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ Matrix functions that use Pade approximation with inverse scaling and squaring.
3
+
4
+ """
5
+ import warnings
6
+
7
+ import numpy as np
8
+
9
+ from scipy.linalg._matfuncs_sqrtm import SqrtmError, _sqrtm_triu
10
+ from scipy.linalg._decomp_schur import schur, rsf2csf
11
+ from scipy.linalg._matfuncs import funm
12
+ from scipy.linalg import svdvals, solve_triangular
13
+ from scipy.sparse.linalg._interface import LinearOperator
14
+ from scipy.sparse.linalg import onenormest
15
+ import scipy.special
16
+
17
+
18
+ class LogmRankWarning(UserWarning):
19
+ pass
20
+
21
+
22
+ class LogmExactlySingularWarning(LogmRankWarning):
23
+ pass
24
+
25
+
26
+ class LogmNearlySingularWarning(LogmRankWarning):
27
+ pass
28
+
29
+
30
+ class LogmError(np.linalg.LinAlgError):
31
+ pass
32
+
33
+
34
+ class FractionalMatrixPowerError(np.linalg.LinAlgError):
35
+ pass
36
+
37
+
38
+ #TODO renovate or move this class when scipy operators are more mature
39
+ class _MatrixM1PowerOperator(LinearOperator):
40
+ """
41
+ A representation of the linear operator (A - I)^p.
42
+ """
43
+
44
+ def __init__(self, A, p):
45
+ if A.ndim != 2 or A.shape[0] != A.shape[1]:
46
+ raise ValueError('expected A to be like a square matrix')
47
+ if p < 0 or p != int(p):
48
+ raise ValueError('expected p to be a non-negative integer')
49
+ self._A = A
50
+ self._p = p
51
+ self.ndim = A.ndim
52
+ self.shape = A.shape
53
+
54
+ def _matvec(self, x):
55
+ for i in range(self._p):
56
+ x = self._A.dot(x) - x
57
+ return x
58
+
59
+ def _rmatvec(self, x):
60
+ for i in range(self._p):
61
+ x = x.dot(self._A) - x
62
+ return x
63
+
64
+ def _matmat(self, X):
65
+ for i in range(self._p):
66
+ X = self._A.dot(X) - X
67
+ return X
68
+
69
+ def _adjoint(self):
70
+ return _MatrixM1PowerOperator(self._A.T, self._p)
71
+
72
+
73
+ #TODO renovate or move this function when SciPy operators are more mature
74
+ def _onenormest_m1_power(A, p,
75
+ t=2, itmax=5, compute_v=False, compute_w=False):
76
+ """
77
+ Efficiently estimate the 1-norm of (A - I)^p.
78
+
79
+ Parameters
80
+ ----------
81
+ A : ndarray
82
+ Matrix whose 1-norm of a power is to be computed.
83
+ p : int
84
+ Non-negative integer power.
85
+ t : int, optional
86
+ A positive parameter controlling the tradeoff between
87
+ accuracy versus time and memory usage.
88
+ Larger values take longer and use more memory
89
+ but give more accurate output.
90
+ itmax : int, optional
91
+ Use at most this many iterations.
92
+ compute_v : bool, optional
93
+ Request a norm-maximizing linear operator input vector if True.
94
+ compute_w : bool, optional
95
+ Request a norm-maximizing linear operator output vector if True.
96
+
97
+ Returns
98
+ -------
99
+ est : float
100
+ An underestimate of the 1-norm of the sparse matrix.
101
+ v : ndarray, optional
102
+ The vector such that ||Av||_1 == est*||v||_1.
103
+ It can be thought of as an input to the linear operator
104
+ that gives an output with particularly large norm.
105
+ w : ndarray, optional
106
+ The vector Av which has relatively large 1-norm.
107
+ It can be thought of as an output of the linear operator
108
+ that is relatively large in norm compared to the input.
109
+
110
+ """
111
+ return onenormest(_MatrixM1PowerOperator(A, p),
112
+ t=t, itmax=itmax, compute_v=compute_v, compute_w=compute_w)
113
+
114
+
115
+ def _unwindk(z):
116
+ """
117
+ Compute the scalar unwinding number.
118
+
119
+ Uses Eq. (5.3) in [1]_, and should be equal to (z - log(exp(z)) / (2 pi i).
120
+ Note that this definition differs in sign from the original definition
121
+ in equations (5, 6) in [2]_. The sign convention is justified in [3]_.
122
+
123
+ Parameters
124
+ ----------
125
+ z : complex
126
+ A complex number.
127
+
128
+ Returns
129
+ -------
130
+ unwinding_number : integer
131
+ The scalar unwinding number of z.
132
+
133
+ References
134
+ ----------
135
+ .. [1] Nicholas J. Higham and Lijing lin (2011)
136
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
137
+ SIAM Journal on Matrix Analysis and Applications,
138
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
139
+
140
+ .. [2] Robert M. Corless and David J. Jeffrey,
141
+ "The unwinding number." Newsletter ACM SIGSAM Bulletin
142
+ Volume 30, Issue 2, June 1996, Pages 28-35.
143
+
144
+ .. [3] Russell Bradford and Robert M. Corless and James H. Davenport and
145
+ David J. Jeffrey and Stephen M. Watt,
146
+ "Reasoning about the elementary functions of complex analysis"
147
+ Annals of Mathematics and Artificial Intelligence,
148
+ 36: 303-318, 2002.
149
+
150
+ """
151
+ return int(np.ceil((z.imag - np.pi) / (2*np.pi)))
152
+
153
+
154
+ def _briggs_helper_function(a, k):
155
+ """
156
+ Computes r = a^(1 / (2^k)) - 1.
157
+
158
+ This is algorithm (2) of [1]_.
159
+ The purpose is to avoid a danger of subtractive cancellation.
160
+ For more computational efficiency it should probably be cythonized.
161
+
162
+ Parameters
163
+ ----------
164
+ a : complex
165
+ A complex number.
166
+ k : integer
167
+ A nonnegative integer.
168
+
169
+ Returns
170
+ -------
171
+ r : complex
172
+ The value r = a^(1 / (2^k)) - 1 computed with less cancellation.
173
+
174
+ Notes
175
+ -----
176
+ The algorithm as formulated in the reference does not handle k=0 or k=1
177
+ correctly, so these are special-cased in this implementation.
178
+ This function is intended to not allow `a` to belong to the closed
179
+ negative real axis, but this constraint is relaxed.
180
+
181
+ References
182
+ ----------
183
+ .. [1] Awad H. Al-Mohy (2012)
184
+ "A more accurate Briggs method for the logarithm",
185
+ Numerical Algorithms, 59 : 393--402.
186
+
187
+ """
188
+ if k < 0 or int(k) != k:
189
+ raise ValueError('expected a nonnegative integer k')
190
+ if k == 0:
191
+ return a - 1
192
+ elif k == 1:
193
+ return np.sqrt(a) - 1
194
+ else:
195
+ k_hat = k
196
+ if np.angle(a) >= np.pi / 2:
197
+ a = np.sqrt(a)
198
+ k_hat = k - 1
199
+ z0 = a - 1
200
+ a = np.sqrt(a)
201
+ r = 1 + a
202
+ for j in range(1, k_hat):
203
+ a = np.sqrt(a)
204
+ r = r * (1 + a)
205
+ r = z0 / r
206
+ return r
207
+
208
+
209
+ def _fractional_power_superdiag_entry(l1, l2, t12, p):
210
+ """
211
+ Compute a superdiagonal entry of a fractional matrix power.
212
+
213
+ This is Eq. (5.6) in [1]_.
214
+
215
+ Parameters
216
+ ----------
217
+ l1 : complex
218
+ A diagonal entry of the matrix.
219
+ l2 : complex
220
+ A diagonal entry of the matrix.
221
+ t12 : complex
222
+ A superdiagonal entry of the matrix.
223
+ p : float
224
+ A fractional power.
225
+
226
+ Returns
227
+ -------
228
+ f12 : complex
229
+ A superdiagonal entry of the fractional matrix power.
230
+
231
+ Notes
232
+ -----
233
+ Care has been taken to return a real number if possible when
234
+ all of the inputs are real numbers.
235
+
236
+ References
237
+ ----------
238
+ .. [1] Nicholas J. Higham and Lijing lin (2011)
239
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
240
+ SIAM Journal on Matrix Analysis and Applications,
241
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
242
+
243
+ """
244
+ if l1 == l2:
245
+ f12 = t12 * p * l1**(p-1)
246
+ elif abs(l2 - l1) > abs(l1 + l2) / 2:
247
+ f12 = t12 * ((l2**p) - (l1**p)) / (l2 - l1)
248
+ else:
249
+ # This is Eq. (5.5) in [1].
250
+ z = (l2 - l1) / (l2 + l1)
251
+ log_l1 = np.log(l1)
252
+ log_l2 = np.log(l2)
253
+ arctanh_z = np.arctanh(z)
254
+ tmp_a = t12 * np.exp((p/2)*(log_l2 + log_l1))
255
+ tmp_u = _unwindk(log_l2 - log_l1)
256
+ if tmp_u:
257
+ tmp_b = p * (arctanh_z + np.pi * 1j * tmp_u)
258
+ else:
259
+ tmp_b = p * arctanh_z
260
+ tmp_c = 2 * np.sinh(tmp_b) / (l2 - l1)
261
+ f12 = tmp_a * tmp_c
262
+ return f12
263
+
264
+
265
+ def _logm_superdiag_entry(l1, l2, t12):
266
+ """
267
+ Compute a superdiagonal entry of a matrix logarithm.
268
+
269
+ This is like Eq. (11.28) in [1]_, except the determination of whether
270
+ l1 and l2 are sufficiently far apart has been modified.
271
+
272
+ Parameters
273
+ ----------
274
+ l1 : complex
275
+ A diagonal entry of the matrix.
276
+ l2 : complex
277
+ A diagonal entry of the matrix.
278
+ t12 : complex
279
+ A superdiagonal entry of the matrix.
280
+
281
+ Returns
282
+ -------
283
+ f12 : complex
284
+ A superdiagonal entry of the matrix logarithm.
285
+
286
+ Notes
287
+ -----
288
+ Care has been taken to return a real number if possible when
289
+ all of the inputs are real numbers.
290
+
291
+ References
292
+ ----------
293
+ .. [1] Nicholas J. Higham (2008)
294
+ "Functions of Matrices: Theory and Computation"
295
+ ISBN 978-0-898716-46-7
296
+
297
+ """
298
+ if l1 == l2:
299
+ f12 = t12 / l1
300
+ elif abs(l2 - l1) > abs(l1 + l2) / 2:
301
+ f12 = t12 * (np.log(l2) - np.log(l1)) / (l2 - l1)
302
+ else:
303
+ z = (l2 - l1) / (l2 + l1)
304
+ u = _unwindk(np.log(l2) - np.log(l1))
305
+ if u:
306
+ f12 = t12 * 2 * (np.arctanh(z) + np.pi*1j*u) / (l2 - l1)
307
+ else:
308
+ f12 = t12 * 2 * np.arctanh(z) / (l2 - l1)
309
+ return f12
310
+
311
+
312
+ def _inverse_squaring_helper(T0, theta):
313
+ """
314
+ A helper function for inverse scaling and squaring for Pade approximation.
315
+
316
+ Parameters
317
+ ----------
318
+ T0 : (N, N) array_like upper triangular
319
+ Matrix involved in inverse scaling and squaring.
320
+ theta : indexable
321
+ The values theta[1] .. theta[7] must be available.
322
+ They represent bounds related to Pade approximation, and they depend
323
+ on the matrix function which is being computed.
324
+ For example, different values of theta are required for
325
+ matrix logarithm than for fractional matrix power.
326
+
327
+ Returns
328
+ -------
329
+ R : (N, N) array_like upper triangular
330
+ Composition of zero or more matrix square roots of T0, minus I.
331
+ s : non-negative integer
332
+ Number of square roots taken.
333
+ m : positive integer
334
+ The degree of the Pade approximation.
335
+
336
+ Notes
337
+ -----
338
+ This subroutine appears as a chunk of lines within
339
+ a couple of published algorithms; for example it appears
340
+ as lines 4--35 in algorithm (3.1) of [1]_, and
341
+ as lines 3--34 in algorithm (4.1) of [2]_.
342
+ The instances of 'goto line 38' in algorithm (3.1) of [1]_
343
+ probably mean 'goto line 36' and have been interpreted accordingly.
344
+
345
+ References
346
+ ----------
347
+ .. [1] Nicholas J. Higham and Lijing Lin (2013)
348
+ "An Improved Schur-Pade Algorithm for Fractional Powers
349
+ of a Matrix and their Frechet Derivatives."
350
+
351
+ .. [2] Awad H. Al-Mohy and Nicholas J. Higham (2012)
352
+ "Improved Inverse Scaling and Squaring Algorithms
353
+ for the Matrix Logarithm."
354
+ SIAM Journal on Scientific Computing, 34 (4). C152-C169.
355
+ ISSN 1095-7197
356
+
357
+ """
358
+ if len(T0.shape) != 2 or T0.shape[0] != T0.shape[1]:
359
+ raise ValueError('expected an upper triangular square matrix')
360
+ n, n = T0.shape
361
+ T = T0
362
+
363
+ # Find s0, the smallest s such that the spectral radius
364
+ # of a certain diagonal matrix is at most theta[7].
365
+ # Note that because theta[7] < 1,
366
+ # this search will not terminate if any diagonal entry of T is zero.
367
+ s0 = 0
368
+ tmp_diag = np.diag(T)
369
+ if np.count_nonzero(tmp_diag) != n:
370
+ raise Exception('Diagonal entries of T must be nonzero')
371
+ while np.max(np.absolute(tmp_diag - 1)) > theta[7]:
372
+ tmp_diag = np.sqrt(tmp_diag)
373
+ s0 += 1
374
+
375
+ # Take matrix square roots of T.
376
+ for i in range(s0):
377
+ T = _sqrtm_triu(T)
378
+
379
+ # Flow control in this section is a little odd.
380
+ # This is because I am translating algorithm descriptions
381
+ # which have GOTOs in the publication.
382
+ s = s0
383
+ k = 0
384
+ d2 = _onenormest_m1_power(T, 2) ** (1/2)
385
+ d3 = _onenormest_m1_power(T, 3) ** (1/3)
386
+ a2 = max(d2, d3)
387
+ m = None
388
+ for i in (1, 2):
389
+ if a2 <= theta[i]:
390
+ m = i
391
+ break
392
+ while m is None:
393
+ if s > s0:
394
+ d3 = _onenormest_m1_power(T, 3) ** (1/3)
395
+ d4 = _onenormest_m1_power(T, 4) ** (1/4)
396
+ a3 = max(d3, d4)
397
+ if a3 <= theta[7]:
398
+ j1 = min(i for i in (3, 4, 5, 6, 7) if a3 <= theta[i])
399
+ if j1 <= 6:
400
+ m = j1
401
+ break
402
+ elif a3 / 2 <= theta[5] and k < 2:
403
+ k += 1
404
+ T = _sqrtm_triu(T)
405
+ s += 1
406
+ continue
407
+ d5 = _onenormest_m1_power(T, 5) ** (1/5)
408
+ a4 = max(d4, d5)
409
+ eta = min(a3, a4)
410
+ for i in (6, 7):
411
+ if eta <= theta[i]:
412
+ m = i
413
+ break
414
+ if m is not None:
415
+ break
416
+ T = _sqrtm_triu(T)
417
+ s += 1
418
+
419
+ # The subtraction of the identity is redundant here,
420
+ # because the diagonal will be replaced for improved numerical accuracy,
421
+ # but this formulation should help clarify the meaning of R.
422
+ R = T - np.identity(n)
423
+
424
+ # Replace the diagonal and first superdiagonal of T0^(1/(2^s)) - I
425
+ # using formulas that have less subtractive cancellation.
426
+ # Skip this step if the principal branch
427
+ # does not exist at T0; this happens when a diagonal entry of T0
428
+ # is negative with imaginary part 0.
429
+ has_principal_branch = all(x.real > 0 or x.imag != 0 for x in np.diag(T0))
430
+ if has_principal_branch:
431
+ for j in range(n):
432
+ a = T0[j, j]
433
+ r = _briggs_helper_function(a, s)
434
+ R[j, j] = r
435
+ p = np.exp2(-s)
436
+ for j in range(n-1):
437
+ l1 = T0[j, j]
438
+ l2 = T0[j+1, j+1]
439
+ t12 = T0[j, j+1]
440
+ f12 = _fractional_power_superdiag_entry(l1, l2, t12, p)
441
+ R[j, j+1] = f12
442
+
443
+ # Return the T-I matrix, the number of square roots, and the Pade degree.
444
+ if not np.array_equal(R, np.triu(R)):
445
+ raise Exception('R is not upper triangular')
446
+ return R, s, m
447
+
448
+
449
+ def _fractional_power_pade_constant(i, t):
450
+ # A helper function for matrix fractional power.
451
+ if i < 1:
452
+ raise ValueError('expected a positive integer i')
453
+ if not (-1 < t < 1):
454
+ raise ValueError('expected -1 < t < 1')
455
+ if i == 1:
456
+ return -t
457
+ elif i % 2 == 0:
458
+ j = i // 2
459
+ return (-j + t) / (2 * (2*j - 1))
460
+ elif i % 2 == 1:
461
+ j = (i - 1) // 2
462
+ return (-j - t) / (2 * (2*j + 1))
463
+ else:
464
+ raise Exception(f'unnexpected value of i, i = {i}')
465
+
466
+
467
+ def _fractional_power_pade(R, t, m):
468
+ """
469
+ Evaluate the Pade approximation of a fractional matrix power.
470
+
471
+ Evaluate the degree-m Pade approximation of R
472
+ to the fractional matrix power t using the continued fraction
473
+ in bottom-up fashion using algorithm (4.1) in [1]_.
474
+
475
+ Parameters
476
+ ----------
477
+ R : (N, N) array_like
478
+ Upper triangular matrix whose fractional power to evaluate.
479
+ t : float
480
+ Fractional power between -1 and 1 exclusive.
481
+ m : positive integer
482
+ Degree of Pade approximation.
483
+
484
+ Returns
485
+ -------
486
+ U : (N, N) array_like
487
+ The degree-m Pade approximation of R to the fractional power t.
488
+ This matrix will be upper triangular.
489
+
490
+ References
491
+ ----------
492
+ .. [1] Nicholas J. Higham and Lijing lin (2011)
493
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
494
+ SIAM Journal on Matrix Analysis and Applications,
495
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
496
+
497
+ """
498
+ if m < 1 or int(m) != m:
499
+ raise ValueError('expected a positive integer m')
500
+ if not (-1 < t < 1):
501
+ raise ValueError('expected -1 < t < 1')
502
+ R = np.asarray(R)
503
+ if len(R.shape) != 2 or R.shape[0] != R.shape[1]:
504
+ raise ValueError('expected an upper triangular square matrix')
505
+ n, n = R.shape
506
+ ident = np.identity(n)
507
+ Y = R * _fractional_power_pade_constant(2*m, t)
508
+ for j in range(2*m - 1, 0, -1):
509
+ rhs = R * _fractional_power_pade_constant(j, t)
510
+ Y = solve_triangular(ident + Y, rhs)
511
+ U = ident + Y
512
+ if not np.array_equal(U, np.triu(U)):
513
+ raise Exception('U is not upper triangular')
514
+ return U
515
+
516
+
517
+ def _remainder_matrix_power_triu(T, t):
518
+ """
519
+ Compute a fractional power of an upper triangular matrix.
520
+
521
+ The fractional power is restricted to fractions -1 < t < 1.
522
+ This uses algorithm (3.1) of [1]_.
523
+ The Pade approximation itself uses algorithm (4.1) of [2]_.
524
+
525
+ Parameters
526
+ ----------
527
+ T : (N, N) array_like
528
+ Upper triangular matrix whose fractional power to evaluate.
529
+ t : float
530
+ Fractional power between -1 and 1 exclusive.
531
+
532
+ Returns
533
+ -------
534
+ X : (N, N) array_like
535
+ The fractional power of the matrix.
536
+
537
+ References
538
+ ----------
539
+ .. [1] Nicholas J. Higham and Lijing Lin (2013)
540
+ "An Improved Schur-Pade Algorithm for Fractional Powers
541
+ of a Matrix and their Frechet Derivatives."
542
+
543
+ .. [2] Nicholas J. Higham and Lijing lin (2011)
544
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
545
+ SIAM Journal on Matrix Analysis and Applications,
546
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
547
+
548
+ """
549
+ m_to_theta = {
550
+ 1: 1.51e-5,
551
+ 2: 2.24e-3,
552
+ 3: 1.88e-2,
553
+ 4: 6.04e-2,
554
+ 5: 1.24e-1,
555
+ 6: 2.00e-1,
556
+ 7: 2.79e-1,
557
+ }
558
+ n, n = T.shape
559
+ T0 = T
560
+ T0_diag = np.diag(T0)
561
+ if np.array_equal(T0, np.diag(T0_diag)):
562
+ U = np.diag(T0_diag ** t)
563
+ else:
564
+ R, s, m = _inverse_squaring_helper(T0, m_to_theta)
565
+
566
+ # Evaluate the Pade approximation.
567
+ # Note that this function expects the negative of the matrix
568
+ # returned by the inverse squaring helper.
569
+ U = _fractional_power_pade(-R, t, m)
570
+
571
+ # Undo the inverse scaling and squaring.
572
+ # Be less clever about this
573
+ # if the principal branch does not exist at T0;
574
+ # this happens when a diagonal entry of T0
575
+ # is negative with imaginary part 0.
576
+ eivals = np.diag(T0)
577
+ has_principal_branch = all(x.real > 0 or x.imag != 0 for x in eivals)
578
+ for i in range(s, -1, -1):
579
+ if i < s:
580
+ U = U.dot(U)
581
+ else:
582
+ if has_principal_branch:
583
+ p = t * np.exp2(-i)
584
+ U[np.diag_indices(n)] = T0_diag ** p
585
+ for j in range(n-1):
586
+ l1 = T0[j, j]
587
+ l2 = T0[j+1, j+1]
588
+ t12 = T0[j, j+1]
589
+ f12 = _fractional_power_superdiag_entry(l1, l2, t12, p)
590
+ U[j, j+1] = f12
591
+ if not np.array_equal(U, np.triu(U)):
592
+ raise Exception('U is not upper triangular')
593
+ return U
594
+
595
+
596
+ def _remainder_matrix_power(A, t):
597
+ """
598
+ Compute the fractional power of a matrix, for fractions -1 < t < 1.
599
+
600
+ This uses algorithm (3.1) of [1]_.
601
+ The Pade approximation itself uses algorithm (4.1) of [2]_.
602
+
603
+ Parameters
604
+ ----------
605
+ A : (N, N) array_like
606
+ Matrix whose fractional power to evaluate.
607
+ t : float
608
+ Fractional power between -1 and 1 exclusive.
609
+
610
+ Returns
611
+ -------
612
+ X : (N, N) array_like
613
+ The fractional power of the matrix.
614
+
615
+ References
616
+ ----------
617
+ .. [1] Nicholas J. Higham and Lijing Lin (2013)
618
+ "An Improved Schur-Pade Algorithm for Fractional Powers
619
+ of a Matrix and their Frechet Derivatives."
620
+
621
+ .. [2] Nicholas J. Higham and Lijing lin (2011)
622
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
623
+ SIAM Journal on Matrix Analysis and Applications,
624
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
625
+
626
+ """
627
+ # This code block is copied from numpy.matrix_power().
628
+ A = np.asarray(A)
629
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
630
+ raise ValueError('input must be a square array')
631
+
632
+ # Get the number of rows and columns.
633
+ n, n = A.shape
634
+
635
+ # Triangularize the matrix if necessary,
636
+ # attempting to preserve dtype if possible.
637
+ if np.array_equal(A, np.triu(A)):
638
+ Z = None
639
+ T = A
640
+ else:
641
+ if np.isrealobj(A):
642
+ T, Z = schur(A)
643
+ if not np.array_equal(T, np.triu(T)):
644
+ T, Z = rsf2csf(T, Z)
645
+ else:
646
+ T, Z = schur(A, output='complex')
647
+
648
+ # Zeros on the diagonal of the triangular matrix are forbidden,
649
+ # because the inverse scaling and squaring cannot deal with it.
650
+ T_diag = np.diag(T)
651
+ if np.count_nonzero(T_diag) != n:
652
+ raise FractionalMatrixPowerError(
653
+ 'cannot use inverse scaling and squaring to find '
654
+ 'the fractional matrix power of a singular matrix')
655
+
656
+ # If the triangular matrix is real and has a negative
657
+ # entry on the diagonal, then force the matrix to be complex.
658
+ if np.isrealobj(T) and np.min(T_diag) < 0:
659
+ T = T.astype(complex)
660
+
661
+ # Get the fractional power of the triangular matrix,
662
+ # and de-triangularize it if necessary.
663
+ U = _remainder_matrix_power_triu(T, t)
664
+ if Z is not None:
665
+ ZH = np.conjugate(Z).T
666
+ return Z.dot(U).dot(ZH)
667
+ else:
668
+ return U
669
+
670
+
671
+ def _fractional_matrix_power(A, p):
672
+ """
673
+ Compute the fractional power of a matrix.
674
+
675
+ See the fractional_matrix_power docstring in matfuncs.py for more info.
676
+
677
+ """
678
+ A = np.asarray(A)
679
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
680
+ raise ValueError('expected a square matrix')
681
+ if p == int(p):
682
+ return np.linalg.matrix_power(A, int(p))
683
+ # Compute singular values.
684
+ s = svdvals(A)
685
+ # Inverse scaling and squaring cannot deal with a singular matrix,
686
+ # because the process of repeatedly taking square roots
687
+ # would not converge to the identity matrix.
688
+ if s[-1]:
689
+ # Compute the condition number relative to matrix inversion,
690
+ # and use this to decide between floor(p) and ceil(p).
691
+ k2 = s[0] / s[-1]
692
+ p1 = p - np.floor(p)
693
+ p2 = p - np.ceil(p)
694
+ if p1 * k2 ** (1 - p1) <= -p2 * k2:
695
+ a = int(np.floor(p))
696
+ b = p1
697
+ else:
698
+ a = int(np.ceil(p))
699
+ b = p2
700
+ try:
701
+ R = _remainder_matrix_power(A, b)
702
+ Q = np.linalg.matrix_power(A, a)
703
+ return Q.dot(R)
704
+ except np.linalg.LinAlgError:
705
+ pass
706
+ # If p is negative then we are going to give up.
707
+ # If p is non-negative then we can fall back to generic funm.
708
+ if p < 0:
709
+ X = np.empty_like(A)
710
+ X.fill(np.nan)
711
+ return X
712
+ else:
713
+ p1 = p - np.floor(p)
714
+ a = int(np.floor(p))
715
+ b = p1
716
+ R, info = funm(A, lambda x: pow(x, b), disp=False)
717
+ Q = np.linalg.matrix_power(A, a)
718
+ return Q.dot(R)
719
+
720
+
721
+ def _logm_triu(T):
722
+ """
723
+ Compute matrix logarithm of an upper triangular matrix.
724
+
725
+ The matrix logarithm is the inverse of
726
+ expm: expm(logm(`T`)) == `T`
727
+
728
+ Parameters
729
+ ----------
730
+ T : (N, N) array_like
731
+ Upper triangular matrix whose logarithm to evaluate
732
+
733
+ Returns
734
+ -------
735
+ logm : (N, N) ndarray
736
+ Matrix logarithm of `T`
737
+
738
+ References
739
+ ----------
740
+ .. [1] Awad H. Al-Mohy and Nicholas J. Higham (2012)
741
+ "Improved Inverse Scaling and Squaring Algorithms
742
+ for the Matrix Logarithm."
743
+ SIAM Journal on Scientific Computing, 34 (4). C152-C169.
744
+ ISSN 1095-7197
745
+
746
+ .. [2] Nicholas J. Higham (2008)
747
+ "Functions of Matrices: Theory and Computation"
748
+ ISBN 978-0-898716-46-7
749
+
750
+ .. [3] Nicholas J. Higham and Lijing lin (2011)
751
+ "A Schur-Pade Algorithm for Fractional Powers of a Matrix."
752
+ SIAM Journal on Matrix Analysis and Applications,
753
+ 32 (3). pp. 1056-1078. ISSN 0895-4798
754
+
755
+ """
756
+ T = np.asarray(T)
757
+ if len(T.shape) != 2 or T.shape[0] != T.shape[1]:
758
+ raise ValueError('expected an upper triangular square matrix')
759
+ n, n = T.shape
760
+
761
+ # Construct T0 with the appropriate type,
762
+ # depending on the dtype and the spectrum of T.
763
+ T_diag = np.diag(T)
764
+ keep_it_real = np.isrealobj(T) and np.min(T_diag) >= 0
765
+ if keep_it_real:
766
+ T0 = T
767
+ else:
768
+ T0 = T.astype(complex)
769
+
770
+ # Define bounds given in Table (2.1).
771
+ theta = (None,
772
+ 1.59e-5, 2.31e-3, 1.94e-2, 6.21e-2,
773
+ 1.28e-1, 2.06e-1, 2.88e-1, 3.67e-1,
774
+ 4.39e-1, 5.03e-1, 5.60e-1, 6.09e-1,
775
+ 6.52e-1, 6.89e-1, 7.21e-1, 7.49e-1)
776
+
777
+ R, s, m = _inverse_squaring_helper(T0, theta)
778
+
779
+ # Evaluate U = 2**s r_m(T - I) using the partial fraction expansion (1.1).
780
+ # This requires the nodes and weights
781
+ # corresponding to degree-m Gauss-Legendre quadrature.
782
+ # These quadrature arrays need to be transformed from the [-1, 1] interval
783
+ # to the [0, 1] interval.
784
+ nodes, weights = scipy.special.p_roots(m)
785
+ nodes = nodes.real
786
+ if nodes.shape != (m,) or weights.shape != (m,):
787
+ raise Exception('internal error')
788
+ nodes = 0.5 + 0.5 * nodes
789
+ weights = 0.5 * weights
790
+ ident = np.identity(n)
791
+ U = np.zeros_like(R)
792
+ for alpha, beta in zip(weights, nodes):
793
+ U += solve_triangular(ident + beta*R, alpha*R)
794
+ U *= np.exp2(s)
795
+
796
+ # Skip this step if the principal branch
797
+ # does not exist at T0; this happens when a diagonal entry of T0
798
+ # is negative with imaginary part 0.
799
+ has_principal_branch = all(x.real > 0 or x.imag != 0 for x in np.diag(T0))
800
+ if has_principal_branch:
801
+
802
+ # Recompute diagonal entries of U.
803
+ U[np.diag_indices(n)] = np.log(np.diag(T0))
804
+
805
+ # Recompute superdiagonal entries of U.
806
+ # This indexing of this code should be renovated
807
+ # when newer np.diagonal() becomes available.
808
+ for i in range(n-1):
809
+ l1 = T0[i, i]
810
+ l2 = T0[i+1, i+1]
811
+ t12 = T0[i, i+1]
812
+ U[i, i+1] = _logm_superdiag_entry(l1, l2, t12)
813
+
814
+ # Return the logm of the upper triangular matrix.
815
+ if not np.array_equal(U, np.triu(U)):
816
+ raise Exception('U is not upper triangular')
817
+ return U
818
+
819
+
820
+ def _logm_force_nonsingular_triangular_matrix(T, inplace=False):
821
+ # The input matrix should be upper triangular.
822
+ # The eps is ad hoc and is not meant to be machine precision.
823
+ tri_eps = 1e-20
824
+ abs_diag = np.absolute(np.diag(T))
825
+ if np.any(abs_diag == 0):
826
+ exact_singularity_msg = 'The logm input matrix is exactly singular.'
827
+ warnings.warn(exact_singularity_msg, LogmExactlySingularWarning, stacklevel=3)
828
+ if not inplace:
829
+ T = T.copy()
830
+ n = T.shape[0]
831
+ for i in range(n):
832
+ if not T[i, i]:
833
+ T[i, i] = tri_eps
834
+ elif np.any(abs_diag < tri_eps):
835
+ near_singularity_msg = 'The logm input matrix may be nearly singular.'
836
+ warnings.warn(near_singularity_msg, LogmNearlySingularWarning, stacklevel=3)
837
+ return T
838
+
839
+
840
+ def _logm(A):
841
+ """
842
+ Compute the matrix logarithm.
843
+
844
+ See the logm docstring in matfuncs.py for more info.
845
+
846
+ Notes
847
+ -----
848
+ In this function we look at triangular matrices that are similar
849
+ to the input matrix. If any diagonal entry of such a triangular matrix
850
+ is exactly zero then the original matrix is singular.
851
+ The matrix logarithm does not exist for such matrices,
852
+ but in such cases we will pretend that the diagonal entries that are zero
853
+ are actually slightly positive by an ad-hoc amount, in the interest
854
+ of returning something more useful than NaN. This will cause a warning.
855
+
856
+ """
857
+ A = np.asarray(A)
858
+ if len(A.shape) != 2 or A.shape[0] != A.shape[1]:
859
+ raise ValueError('expected a square matrix')
860
+
861
+ # If the input matrix dtype is integer then copy to a float dtype matrix.
862
+ if issubclass(A.dtype.type, np.integer):
863
+ A = np.asarray(A, dtype=float)
864
+
865
+ keep_it_real = np.isrealobj(A)
866
+ try:
867
+ if np.array_equal(A, np.triu(A)):
868
+ A = _logm_force_nonsingular_triangular_matrix(A)
869
+ if np.min(np.diag(A)) < 0:
870
+ A = A.astype(complex)
871
+ return _logm_triu(A)
872
+ else:
873
+ if keep_it_real:
874
+ T, Z = schur(A)
875
+ if not np.array_equal(T, np.triu(T)):
876
+ T, Z = rsf2csf(T, Z)
877
+ else:
878
+ T, Z = schur(A, output='complex')
879
+ T = _logm_force_nonsingular_triangular_matrix(T, inplace=True)
880
+ U = _logm_triu(T)
881
+ ZH = np.conjugate(Z).T
882
+ return Z.dot(U).dot(ZH)
883
+ except (SqrtmError, LogmError):
884
+ X = np.empty_like(A)
885
+ X.fill(np.nan)
886
+ return X
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_matfuncs_sqrtm_triu.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (276 kB). View file
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_sketches.py ADDED
@@ -0,0 +1,179 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """ Sketching-based Matrix Computations """
2
+
3
+ # Author: Jordi Montes <[email protected]>
4
+ # August 28, 2017
5
+
6
+ import numpy as np
7
+
8
+ from scipy._lib._util import check_random_state, rng_integers
9
+ from scipy.sparse import csc_matrix
10
+
11
+ __all__ = ['clarkson_woodruff_transform']
12
+
13
+
14
+ def cwt_matrix(n_rows, n_columns, seed=None):
15
+ r"""
16
+ Generate a matrix S which represents a Clarkson-Woodruff transform.
17
+
18
+ Given the desired size of matrix, the method returns a matrix S of size
19
+ (n_rows, n_columns) where each column has all the entries set to 0
20
+ except for one position which has been randomly set to +1 or -1 with
21
+ equal probability.
22
+
23
+ Parameters
24
+ ----------
25
+ n_rows : int
26
+ Number of rows of S
27
+ n_columns : int
28
+ Number of columns of S
29
+ seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional
30
+ If `seed` is None (or `np.random`), the `numpy.random.RandomState`
31
+ singleton is used.
32
+ If `seed` is an int, a new ``RandomState`` instance is used,
33
+ seeded with `seed`.
34
+ If `seed` is already a ``Generator`` or ``RandomState`` instance then
35
+ that instance is used.
36
+
37
+ Returns
38
+ -------
39
+ S : (n_rows, n_columns) csc_matrix
40
+ The returned matrix has ``n_columns`` nonzero entries.
41
+
42
+ Notes
43
+ -----
44
+ Given a matrix A, with probability at least 9/10,
45
+ .. math:: \|SA\| = (1 \pm \epsilon)\|A\|
46
+ Where the error epsilon is related to the size of S.
47
+ """
48
+ rng = check_random_state(seed)
49
+ rows = rng_integers(rng, 0, n_rows, n_columns)
50
+ cols = np.arange(n_columns+1)
51
+ signs = rng.choice([1, -1], n_columns)
52
+ S = csc_matrix((signs, rows, cols),shape=(n_rows, n_columns))
53
+ return S
54
+
55
+
56
+ def clarkson_woodruff_transform(input_matrix, sketch_size, seed=None):
57
+ r"""
58
+ Applies a Clarkson-Woodruff Transform/sketch to the input matrix.
59
+
60
+ Given an input_matrix ``A`` of size ``(n, d)``, compute a matrix ``A'`` of
61
+ size (sketch_size, d) so that
62
+
63
+ .. math:: \|Ax\| \approx \|A'x\|
64
+
65
+ with high probability via the Clarkson-Woodruff Transform, otherwise
66
+ known as the CountSketch matrix.
67
+
68
+ Parameters
69
+ ----------
70
+ input_matrix : array_like
71
+ Input matrix, of shape ``(n, d)``.
72
+ sketch_size : int
73
+ Number of rows for the sketch.
74
+ seed : {None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional
75
+ If `seed` is None (or `np.random`), the `numpy.random.RandomState`
76
+ singleton is used.
77
+ If `seed` is an int, a new ``RandomState`` instance is used,
78
+ seeded with `seed`.
79
+ If `seed` is already a ``Generator`` or ``RandomState`` instance then
80
+ that instance is used.
81
+
82
+ Returns
83
+ -------
84
+ A' : array_like
85
+ Sketch of the input matrix ``A``, of size ``(sketch_size, d)``.
86
+
87
+ Notes
88
+ -----
89
+ To make the statement
90
+
91
+ .. math:: \|Ax\| \approx \|A'x\|
92
+
93
+ precise, observe the following result which is adapted from the
94
+ proof of Theorem 14 of [2]_ via Markov's Inequality. If we have
95
+ a sketch size ``sketch_size=k`` which is at least
96
+
97
+ .. math:: k \geq \frac{2}{\epsilon^2\delta}
98
+
99
+ Then for any fixed vector ``x``,
100
+
101
+ .. math:: \|Ax\| = (1\pm\epsilon)\|A'x\|
102
+
103
+ with probability at least one minus delta.
104
+
105
+ This implementation takes advantage of sparsity: computing
106
+ a sketch takes time proportional to ``A.nnz``. Data ``A`` which
107
+ is in ``scipy.sparse.csc_matrix`` format gives the quickest
108
+ computation time for sparse input.
109
+
110
+ >>> import numpy as np
111
+ >>> from scipy import linalg
112
+ >>> from scipy import sparse
113
+ >>> rng = np.random.default_rng()
114
+ >>> n_rows, n_columns, density, sketch_n_rows = 15000, 100, 0.01, 200
115
+ >>> A = sparse.rand(n_rows, n_columns, density=density, format='csc')
116
+ >>> B = sparse.rand(n_rows, n_columns, density=density, format='csr')
117
+ >>> C = sparse.rand(n_rows, n_columns, density=density, format='coo')
118
+ >>> D = rng.standard_normal((n_rows, n_columns))
119
+ >>> SA = linalg.clarkson_woodruff_transform(A, sketch_n_rows) # fastest
120
+ >>> SB = linalg.clarkson_woodruff_transform(B, sketch_n_rows) # fast
121
+ >>> SC = linalg.clarkson_woodruff_transform(C, sketch_n_rows) # slower
122
+ >>> SD = linalg.clarkson_woodruff_transform(D, sketch_n_rows) # slowest
123
+
124
+ That said, this method does perform well on dense inputs, just slower
125
+ on a relative scale.
126
+
127
+ References
128
+ ----------
129
+ .. [1] Kenneth L. Clarkson and David P. Woodruff. Low rank approximation
130
+ and regression in input sparsity time. In STOC, 2013.
131
+ .. [2] David P. Woodruff. Sketching as a tool for numerical linear algebra.
132
+ In Foundations and Trends in Theoretical Computer Science, 2014.
133
+
134
+ Examples
135
+ --------
136
+ Create a big dense matrix ``A`` for the example:
137
+
138
+ >>> import numpy as np
139
+ >>> from scipy import linalg
140
+ >>> n_rows, n_columns = 15000, 100
141
+ >>> rng = np.random.default_rng()
142
+ >>> A = rng.standard_normal((n_rows, n_columns))
143
+
144
+ Apply the transform to create a new matrix with 200 rows:
145
+
146
+ >>> sketch_n_rows = 200
147
+ >>> sketch = linalg.clarkson_woodruff_transform(A, sketch_n_rows, seed=rng)
148
+ >>> sketch.shape
149
+ (200, 100)
150
+
151
+ Now with high probability, the true norm is close to the sketched norm
152
+ in absolute value.
153
+
154
+ >>> linalg.norm(A)
155
+ 1224.2812927123198
156
+ >>> linalg.norm(sketch)
157
+ 1226.518328407333
158
+
159
+ Similarly, applying our sketch preserves the solution to a linear
160
+ regression of :math:`\min \|Ax - b\|`.
161
+
162
+ >>> b = rng.standard_normal(n_rows)
163
+ >>> x = linalg.lstsq(A, b)[0]
164
+ >>> Ab = np.hstack((A, b.reshape(-1, 1)))
165
+ >>> SAb = linalg.clarkson_woodruff_transform(Ab, sketch_n_rows, seed=rng)
166
+ >>> SA, Sb = SAb[:, :-1], SAb[:, -1]
167
+ >>> x_sketched = linalg.lstsq(SA, Sb)[0]
168
+
169
+ As with the matrix norm example, ``linalg.norm(A @ x - b)`` is close
170
+ to ``linalg.norm(A @ x_sketched - b)`` with high probability.
171
+
172
+ >>> linalg.norm(A @ x - b)
173
+ 122.83242365433877
174
+ >>> linalg.norm(A @ x_sketched - b)
175
+ 166.58473879945151
176
+
177
+ """
178
+ S = cwt_matrix(sketch_size, input_matrix.shape[0], seed)
179
+ return S.dot(input_matrix)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_solve_toeplitz.cpython-310-x86_64-linux-gnu.so ADDED
Binary file (300 kB). View file
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_solvers.py ADDED
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1
+ """Matrix equation solver routines"""
2
+ # Author: Jeffrey Armstrong <[email protected]>
3
+ # February 24, 2012
4
+
5
+ # Modified: Chad Fulton <[email protected]>
6
+ # June 19, 2014
7
+
8
+ # Modified: Ilhan Polat <[email protected]>
9
+ # September 13, 2016
10
+
11
+ import warnings
12
+ import numpy as np
13
+ from numpy.linalg import inv, LinAlgError, norm, cond, svd
14
+
15
+ from ._basic import solve, solve_triangular, matrix_balance
16
+ from .lapack import get_lapack_funcs
17
+ from ._decomp_schur import schur
18
+ from ._decomp_lu import lu
19
+ from ._decomp_qr import qr
20
+ from ._decomp_qz import ordqz
21
+ from ._decomp import _asarray_validated
22
+ from ._special_matrices import kron, block_diag
23
+
24
+ __all__ = ['solve_sylvester',
25
+ 'solve_continuous_lyapunov', 'solve_discrete_lyapunov',
26
+ 'solve_lyapunov',
27
+ 'solve_continuous_are', 'solve_discrete_are']
28
+
29
+
30
+ def solve_sylvester(a, b, q):
31
+ """
32
+ Computes a solution (X) to the Sylvester equation :math:`AX + XB = Q`.
33
+
34
+ Parameters
35
+ ----------
36
+ a : (M, M) array_like
37
+ Leading matrix of the Sylvester equation
38
+ b : (N, N) array_like
39
+ Trailing matrix of the Sylvester equation
40
+ q : (M, N) array_like
41
+ Right-hand side
42
+
43
+ Returns
44
+ -------
45
+ x : (M, N) ndarray
46
+ The solution to the Sylvester equation.
47
+
48
+ Raises
49
+ ------
50
+ LinAlgError
51
+ If solution was not found
52
+
53
+ Notes
54
+ -----
55
+ Computes a solution to the Sylvester matrix equation via the Bartels-
56
+ Stewart algorithm. The A and B matrices first undergo Schur
57
+ decompositions. The resulting matrices are used to construct an
58
+ alternative Sylvester equation (``RY + YS^T = F``) where the R and S
59
+ matrices are in quasi-triangular form (or, when R, S or F are complex,
60
+ triangular form). The simplified equation is then solved using
61
+ ``*TRSYL`` from LAPACK directly.
62
+
63
+ .. versionadded:: 0.11.0
64
+
65
+ Examples
66
+ --------
67
+ Given `a`, `b`, and `q` solve for `x`:
68
+
69
+ >>> import numpy as np
70
+ >>> from scipy import linalg
71
+ >>> a = np.array([[-3, -2, 0], [-1, -1, 3], [3, -5, -1]])
72
+ >>> b = np.array([[1]])
73
+ >>> q = np.array([[1],[2],[3]])
74
+ >>> x = linalg.solve_sylvester(a, b, q)
75
+ >>> x
76
+ array([[ 0.0625],
77
+ [-0.5625],
78
+ [ 0.6875]])
79
+ >>> np.allclose(a.dot(x) + x.dot(b), q)
80
+ True
81
+
82
+ """
83
+
84
+ # Compute the Schur decomposition form of a
85
+ r, u = schur(a, output='real')
86
+
87
+ # Compute the Schur decomposition of b
88
+ s, v = schur(b.conj().transpose(), output='real')
89
+
90
+ # Construct f = u'*q*v
91
+ f = np.dot(np.dot(u.conj().transpose(), q), v)
92
+
93
+ # Call the Sylvester equation solver
94
+ trsyl, = get_lapack_funcs(('trsyl',), (r, s, f))
95
+ if trsyl is None:
96
+ raise RuntimeError('LAPACK implementation does not contain a proper '
97
+ 'Sylvester equation solver (TRSYL)')
98
+ y, scale, info = trsyl(r, s, f, tranb='C')
99
+
100
+ y = scale*y
101
+
102
+ if info < 0:
103
+ raise LinAlgError("Illegal value encountered in "
104
+ "the %d term" % (-info,))
105
+
106
+ return np.dot(np.dot(u, y), v.conj().transpose())
107
+
108
+
109
+ def solve_continuous_lyapunov(a, q):
110
+ """
111
+ Solves the continuous Lyapunov equation :math:`AX + XA^H = Q`.
112
+
113
+ Uses the Bartels-Stewart algorithm to find :math:`X`.
114
+
115
+ Parameters
116
+ ----------
117
+ a : array_like
118
+ A square matrix
119
+
120
+ q : array_like
121
+ Right-hand side square matrix
122
+
123
+ Returns
124
+ -------
125
+ x : ndarray
126
+ Solution to the continuous Lyapunov equation
127
+
128
+ See Also
129
+ --------
130
+ solve_discrete_lyapunov : computes the solution to the discrete-time
131
+ Lyapunov equation
132
+ solve_sylvester : computes the solution to the Sylvester equation
133
+
134
+ Notes
135
+ -----
136
+ The continuous Lyapunov equation is a special form of the Sylvester
137
+ equation, hence this solver relies on LAPACK routine ?TRSYL.
138
+
139
+ .. versionadded:: 0.11.0
140
+
141
+ Examples
142
+ --------
143
+ Given `a` and `q` solve for `x`:
144
+
145
+ >>> import numpy as np
146
+ >>> from scipy import linalg
147
+ >>> a = np.array([[-3, -2, 0], [-1, -1, 0], [0, -5, -1]])
148
+ >>> b = np.array([2, 4, -1])
149
+ >>> q = np.eye(3)
150
+ >>> x = linalg.solve_continuous_lyapunov(a, q)
151
+ >>> x
152
+ array([[ -0.75 , 0.875 , -3.75 ],
153
+ [ 0.875 , -1.375 , 5.3125],
154
+ [ -3.75 , 5.3125, -27.0625]])
155
+ >>> np.allclose(a.dot(x) + x.dot(a.T), q)
156
+ True
157
+ """
158
+
159
+ a = np.atleast_2d(_asarray_validated(a, check_finite=True))
160
+ q = np.atleast_2d(_asarray_validated(q, check_finite=True))
161
+
162
+ r_or_c = float
163
+
164
+ for ind, _ in enumerate((a, q)):
165
+ if np.iscomplexobj(_):
166
+ r_or_c = complex
167
+
168
+ if not np.equal(*_.shape):
169
+ raise ValueError("Matrix {} should be square.".format("aq"[ind]))
170
+
171
+ # Shape consistency check
172
+ if a.shape != q.shape:
173
+ raise ValueError("Matrix a and q should have the same shape.")
174
+
175
+ # Compute the Schur decomposition form of a
176
+ r, u = schur(a, output='real')
177
+
178
+ # Construct f = u'*q*u
179
+ f = u.conj().T.dot(q.dot(u))
180
+
181
+ # Call the Sylvester equation solver
182
+ trsyl = get_lapack_funcs('trsyl', (r, f))
183
+
184
+ dtype_string = 'T' if r_or_c == float else 'C'
185
+ y, scale, info = trsyl(r, r, f, tranb=dtype_string)
186
+
187
+ if info < 0:
188
+ raise ValueError('?TRSYL exited with the internal error '
189
+ f'"illegal value in argument number {-info}.". See '
190
+ 'LAPACK documentation for the ?TRSYL error codes.')
191
+ elif info == 1:
192
+ warnings.warn('Input "a" has an eigenvalue pair whose sum is '
193
+ 'very close to or exactly zero. The solution is '
194
+ 'obtained via perturbing the coefficients.',
195
+ RuntimeWarning, stacklevel=2)
196
+ y *= scale
197
+
198
+ return u.dot(y).dot(u.conj().T)
199
+
200
+
201
+ # For backwards compatibility, keep the old name
202
+ solve_lyapunov = solve_continuous_lyapunov
203
+
204
+
205
+ def _solve_discrete_lyapunov_direct(a, q):
206
+ """
207
+ Solves the discrete Lyapunov equation directly.
208
+
209
+ This function is called by the `solve_discrete_lyapunov` function with
210
+ `method=direct`. It is not supposed to be called directly.
211
+ """
212
+
213
+ lhs = kron(a, a.conj())
214
+ lhs = np.eye(lhs.shape[0]) - lhs
215
+ x = solve(lhs, q.flatten())
216
+
217
+ return np.reshape(x, q.shape)
218
+
219
+
220
+ def _solve_discrete_lyapunov_bilinear(a, q):
221
+ """
222
+ Solves the discrete Lyapunov equation using a bilinear transformation.
223
+
224
+ This function is called by the `solve_discrete_lyapunov` function with
225
+ `method=bilinear`. It is not supposed to be called directly.
226
+ """
227
+ eye = np.eye(a.shape[0])
228
+ aH = a.conj().transpose()
229
+ aHI_inv = inv(aH + eye)
230
+ b = np.dot(aH - eye, aHI_inv)
231
+ c = 2*np.dot(np.dot(inv(a + eye), q), aHI_inv)
232
+ return solve_lyapunov(b.conj().transpose(), -c)
233
+
234
+
235
+ def solve_discrete_lyapunov(a, q, method=None):
236
+ """
237
+ Solves the discrete Lyapunov equation :math:`AXA^H - X + Q = 0`.
238
+
239
+ Parameters
240
+ ----------
241
+ a, q : (M, M) array_like
242
+ Square matrices corresponding to A and Q in the equation
243
+ above respectively. Must have the same shape.
244
+
245
+ method : {'direct', 'bilinear'}, optional
246
+ Type of solver.
247
+
248
+ If not given, chosen to be ``direct`` if ``M`` is less than 10 and
249
+ ``bilinear`` otherwise.
250
+
251
+ Returns
252
+ -------
253
+ x : ndarray
254
+ Solution to the discrete Lyapunov equation
255
+
256
+ See Also
257
+ --------
258
+ solve_continuous_lyapunov : computes the solution to the continuous-time
259
+ Lyapunov equation
260
+
261
+ Notes
262
+ -----
263
+ This section describes the available solvers that can be selected by the
264
+ 'method' parameter. The default method is *direct* if ``M`` is less than 10
265
+ and ``bilinear`` otherwise.
266
+
267
+ Method *direct* uses a direct analytical solution to the discrete Lyapunov
268
+ equation. The algorithm is given in, for example, [1]_. However, it requires
269
+ the linear solution of a system with dimension :math:`M^2` so that
270
+ performance degrades rapidly for even moderately sized matrices.
271
+
272
+ Method *bilinear* uses a bilinear transformation to convert the discrete
273
+ Lyapunov equation to a continuous Lyapunov equation :math:`(BX+XB'=-C)`
274
+ where :math:`B=(A-I)(A+I)^{-1}` and
275
+ :math:`C=2(A' + I)^{-1} Q (A + I)^{-1}`. The continuous equation can be
276
+ efficiently solved since it is a special case of a Sylvester equation.
277
+ The transformation algorithm is from Popov (1964) as described in [2]_.
278
+
279
+ .. versionadded:: 0.11.0
280
+
281
+ References
282
+ ----------
283
+ .. [1] Hamilton, James D. Time Series Analysis, Princeton: Princeton
284
+ University Press, 1994. 265. Print.
285
+ http://doc1.lbfl.li/aca/FLMF037168.pdf
286
+ .. [2] Gajic, Z., and M.T.J. Qureshi. 2008.
287
+ Lyapunov Matrix Equation in System Stability and Control.
288
+ Dover Books on Engineering Series. Dover Publications.
289
+
290
+ Examples
291
+ --------
292
+ Given `a` and `q` solve for `x`:
293
+
294
+ >>> import numpy as np
295
+ >>> from scipy import linalg
296
+ >>> a = np.array([[0.2, 0.5],[0.7, -0.9]])
297
+ >>> q = np.eye(2)
298
+ >>> x = linalg.solve_discrete_lyapunov(a, q)
299
+ >>> x
300
+ array([[ 0.70872893, 1.43518822],
301
+ [ 1.43518822, -2.4266315 ]])
302
+ >>> np.allclose(a.dot(x).dot(a.T)-x, -q)
303
+ True
304
+
305
+ """
306
+ a = np.asarray(a)
307
+ q = np.asarray(q)
308
+ if method is None:
309
+ # Select automatically based on size of matrices
310
+ if a.shape[0] >= 10:
311
+ method = 'bilinear'
312
+ else:
313
+ method = 'direct'
314
+
315
+ meth = method.lower()
316
+
317
+ if meth == 'direct':
318
+ x = _solve_discrete_lyapunov_direct(a, q)
319
+ elif meth == 'bilinear':
320
+ x = _solve_discrete_lyapunov_bilinear(a, q)
321
+ else:
322
+ raise ValueError('Unknown solver %s' % method)
323
+
324
+ return x
325
+
326
+
327
+ def solve_continuous_are(a, b, q, r, e=None, s=None, balanced=True):
328
+ r"""
329
+ Solves the continuous-time algebraic Riccati equation (CARE).
330
+
331
+ The CARE is defined as
332
+
333
+ .. math::
334
+
335
+ X A + A^H X - X B R^{-1} B^H X + Q = 0
336
+
337
+ The limitations for a solution to exist are :
338
+
339
+ * All eigenvalues of :math:`A` on the right half plane, should be
340
+ controllable.
341
+
342
+ * The associated hamiltonian pencil (See Notes), should have
343
+ eigenvalues sufficiently away from the imaginary axis.
344
+
345
+ Moreover, if ``e`` or ``s`` is not precisely ``None``, then the
346
+ generalized version of CARE
347
+
348
+ .. math::
349
+
350
+ E^HXA + A^HXE - (E^HXB + S) R^{-1} (B^HXE + S^H) + Q = 0
351
+
352
+ is solved. When omitted, ``e`` is assumed to be the identity and ``s``
353
+ is assumed to be the zero matrix with sizes compatible with ``a`` and
354
+ ``b``, respectively.
355
+
356
+ Parameters
357
+ ----------
358
+ a : (M, M) array_like
359
+ Square matrix
360
+ b : (M, N) array_like
361
+ Input
362
+ q : (M, M) array_like
363
+ Input
364
+ r : (N, N) array_like
365
+ Nonsingular square matrix
366
+ e : (M, M) array_like, optional
367
+ Nonsingular square matrix
368
+ s : (M, N) array_like, optional
369
+ Input
370
+ balanced : bool, optional
371
+ The boolean that indicates whether a balancing step is performed
372
+ on the data. The default is set to True.
373
+
374
+ Returns
375
+ -------
376
+ x : (M, M) ndarray
377
+ Solution to the continuous-time algebraic Riccati equation.
378
+
379
+ Raises
380
+ ------
381
+ LinAlgError
382
+ For cases where the stable subspace of the pencil could not be
383
+ isolated. See Notes section and the references for details.
384
+
385
+ See Also
386
+ --------
387
+ solve_discrete_are : Solves the discrete-time algebraic Riccati equation
388
+
389
+ Notes
390
+ -----
391
+ The equation is solved by forming the extended hamiltonian matrix pencil,
392
+ as described in [1]_, :math:`H - \lambda J` given by the block matrices ::
393
+
394
+ [ A 0 B ] [ E 0 0 ]
395
+ [-Q -A^H -S ] - \lambda * [ 0 E^H 0 ]
396
+ [ S^H B^H R ] [ 0 0 0 ]
397
+
398
+ and using a QZ decomposition method.
399
+
400
+ In this algorithm, the fail conditions are linked to the symmetry
401
+ of the product :math:`U_2 U_1^{-1}` and condition number of
402
+ :math:`U_1`. Here, :math:`U` is the 2m-by-m matrix that holds the
403
+ eigenvectors spanning the stable subspace with 2-m rows and partitioned
404
+ into two m-row matrices. See [1]_ and [2]_ for more details.
405
+
406
+ In order to improve the QZ decomposition accuracy, the pencil goes
407
+ through a balancing step where the sum of absolute values of
408
+ :math:`H` and :math:`J` entries (after removing the diagonal entries of
409
+ the sum) is balanced following the recipe given in [3]_.
410
+
411
+ .. versionadded:: 0.11.0
412
+
413
+ References
414
+ ----------
415
+ .. [1] P. van Dooren , "A Generalized Eigenvalue Approach For Solving
416
+ Riccati Equations.", SIAM Journal on Scientific and Statistical
417
+ Computing, Vol.2(2), :doi:`10.1137/0902010`
418
+
419
+ .. [2] A.J. Laub, "A Schur Method for Solving Algebraic Riccati
420
+ Equations.", Massachusetts Institute of Technology. Laboratory for
421
+ Information and Decision Systems. LIDS-R ; 859. Available online :
422
+ http://hdl.handle.net/1721.1/1301
423
+
424
+ .. [3] P. Benner, "Symplectic Balancing of Hamiltonian Matrices", 2001,
425
+ SIAM J. Sci. Comput., 2001, Vol.22(5), :doi:`10.1137/S1064827500367993`
426
+
427
+ Examples
428
+ --------
429
+ Given `a`, `b`, `q`, and `r` solve for `x`:
430
+
431
+ >>> import numpy as np
432
+ >>> from scipy import linalg
433
+ >>> a = np.array([[4, 3], [-4.5, -3.5]])
434
+ >>> b = np.array([[1], [-1]])
435
+ >>> q = np.array([[9, 6], [6, 4.]])
436
+ >>> r = 1
437
+ >>> x = linalg.solve_continuous_are(a, b, q, r)
438
+ >>> x
439
+ array([[ 21.72792206, 14.48528137],
440
+ [ 14.48528137, 9.65685425]])
441
+ >>> np.allclose(a.T.dot(x) + x.dot(a)-x.dot(b).dot(b.T).dot(x), -q)
442
+ True
443
+
444
+ """
445
+
446
+ # Validate input arguments
447
+ a, b, q, r, e, s, m, n, r_or_c, gen_are = _are_validate_args(
448
+ a, b, q, r, e, s, 'care')
449
+
450
+ H = np.empty((2*m+n, 2*m+n), dtype=r_or_c)
451
+ H[:m, :m] = a
452
+ H[:m, m:2*m] = 0.
453
+ H[:m, 2*m:] = b
454
+ H[m:2*m, :m] = -q
455
+ H[m:2*m, m:2*m] = -a.conj().T
456
+ H[m:2*m, 2*m:] = 0. if s is None else -s
457
+ H[2*m:, :m] = 0. if s is None else s.conj().T
458
+ H[2*m:, m:2*m] = b.conj().T
459
+ H[2*m:, 2*m:] = r
460
+
461
+ if gen_are and e is not None:
462
+ J = block_diag(e, e.conj().T, np.zeros_like(r, dtype=r_or_c))
463
+ else:
464
+ J = block_diag(np.eye(2*m), np.zeros_like(r, dtype=r_or_c))
465
+
466
+ if balanced:
467
+ # xGEBAL does not remove the diagonals before scaling. Also
468
+ # to avoid destroying the Symplectic structure, we follow Ref.3
469
+ M = np.abs(H) + np.abs(J)
470
+ np.fill_diagonal(M, 0.)
471
+ _, (sca, _) = matrix_balance(M, separate=1, permute=0)
472
+ # do we need to bother?
473
+ if not np.allclose(sca, np.ones_like(sca)):
474
+ # Now impose diag(D,inv(D)) from Benner where D is
475
+ # square root of s_i/s_(n+i) for i=0,....
476
+ sca = np.log2(sca)
477
+ # NOTE: Py3 uses "Bankers Rounding: round to the nearest even" !!
478
+ s = np.round((sca[m:2*m] - sca[:m])/2)
479
+ sca = 2 ** np.r_[s, -s, sca[2*m:]]
480
+ # Elementwise multiplication via broadcasting.
481
+ elwisescale = sca[:, None] * np.reciprocal(sca)
482
+ H *= elwisescale
483
+ J *= elwisescale
484
+
485
+ # Deflate the pencil to 2m x 2m ala Ref.1, eq.(55)
486
+ q, r = qr(H[:, -n:])
487
+ H = q[:, n:].conj().T.dot(H[:, :2*m])
488
+ J = q[:2*m, n:].conj().T.dot(J[:2*m, :2*m])
489
+
490
+ # Decide on which output type is needed for QZ
491
+ out_str = 'real' if r_or_c == float else 'complex'
492
+
493
+ _, _, _, _, _, u = ordqz(H, J, sort='lhp', overwrite_a=True,
494
+ overwrite_b=True, check_finite=False,
495
+ output=out_str)
496
+
497
+ # Get the relevant parts of the stable subspace basis
498
+ if e is not None:
499
+ u, _ = qr(np.vstack((e.dot(u[:m, :m]), u[m:, :m])))
500
+ u00 = u[:m, :m]
501
+ u10 = u[m:, :m]
502
+
503
+ # Solve via back-substituion after checking the condition of u00
504
+ up, ul, uu = lu(u00)
505
+ if 1/cond(uu) < np.spacing(1.):
506
+ raise LinAlgError('Failed to find a finite solution.')
507
+
508
+ # Exploit the triangular structure
509
+ x = solve_triangular(ul.conj().T,
510
+ solve_triangular(uu.conj().T,
511
+ u10.conj().T,
512
+ lower=True),
513
+ unit_diagonal=True,
514
+ ).conj().T.dot(up.conj().T)
515
+ if balanced:
516
+ x *= sca[:m, None] * sca[:m]
517
+
518
+ # Check the deviation from symmetry for lack of success
519
+ # See proof of Thm.5 item 3 in [2]
520
+ u_sym = u00.conj().T.dot(u10)
521
+ n_u_sym = norm(u_sym, 1)
522
+ u_sym = u_sym - u_sym.conj().T
523
+ sym_threshold = np.max([np.spacing(1000.), 0.1*n_u_sym])
524
+
525
+ if norm(u_sym, 1) > sym_threshold:
526
+ raise LinAlgError('The associated Hamiltonian pencil has eigenvalues '
527
+ 'too close to the imaginary axis')
528
+
529
+ return (x + x.conj().T)/2
530
+
531
+
532
+ def solve_discrete_are(a, b, q, r, e=None, s=None, balanced=True):
533
+ r"""
534
+ Solves the discrete-time algebraic Riccati equation (DARE).
535
+
536
+ The DARE is defined as
537
+
538
+ .. math::
539
+
540
+ A^HXA - X - (A^HXB) (R + B^HXB)^{-1} (B^HXA) + Q = 0
541
+
542
+ The limitations for a solution to exist are :
543
+
544
+ * All eigenvalues of :math:`A` outside the unit disc, should be
545
+ controllable.
546
+
547
+ * The associated symplectic pencil (See Notes), should have
548
+ eigenvalues sufficiently away from the unit circle.
549
+
550
+ Moreover, if ``e`` and ``s`` are not both precisely ``None``, then the
551
+ generalized version of DARE
552
+
553
+ .. math::
554
+
555
+ A^HXA - E^HXE - (A^HXB+S) (R+B^HXB)^{-1} (B^HXA+S^H) + Q = 0
556
+
557
+ is solved. When omitted, ``e`` is assumed to be the identity and ``s``
558
+ is assumed to be the zero matrix.
559
+
560
+ Parameters
561
+ ----------
562
+ a : (M, M) array_like
563
+ Square matrix
564
+ b : (M, N) array_like
565
+ Input
566
+ q : (M, M) array_like
567
+ Input
568
+ r : (N, N) array_like
569
+ Square matrix
570
+ e : (M, M) array_like, optional
571
+ Nonsingular square matrix
572
+ s : (M, N) array_like, optional
573
+ Input
574
+ balanced : bool
575
+ The boolean that indicates whether a balancing step is performed
576
+ on the data. The default is set to True.
577
+
578
+ Returns
579
+ -------
580
+ x : (M, M) ndarray
581
+ Solution to the discrete algebraic Riccati equation.
582
+
583
+ Raises
584
+ ------
585
+ LinAlgError
586
+ For cases where the stable subspace of the pencil could not be
587
+ isolated. See Notes section and the references for details.
588
+
589
+ See Also
590
+ --------
591
+ solve_continuous_are : Solves the continuous algebraic Riccati equation
592
+
593
+ Notes
594
+ -----
595
+ The equation is solved by forming the extended symplectic matrix pencil,
596
+ as described in [1]_, :math:`H - \lambda J` given by the block matrices ::
597
+
598
+ [ A 0 B ] [ E 0 B ]
599
+ [ -Q E^H -S ] - \lambda * [ 0 A^H 0 ]
600
+ [ S^H 0 R ] [ 0 -B^H 0 ]
601
+
602
+ and using a QZ decomposition method.
603
+
604
+ In this algorithm, the fail conditions are linked to the symmetry
605
+ of the product :math:`U_2 U_1^{-1}` and condition number of
606
+ :math:`U_1`. Here, :math:`U` is the 2m-by-m matrix that holds the
607
+ eigenvectors spanning the stable subspace with 2-m rows and partitioned
608
+ into two m-row matrices. See [1]_ and [2]_ for more details.
609
+
610
+ In order to improve the QZ decomposition accuracy, the pencil goes
611
+ through a balancing step where the sum of absolute values of
612
+ :math:`H` and :math:`J` rows/cols (after removing the diagonal entries)
613
+ is balanced following the recipe given in [3]_. If the data has small
614
+ numerical noise, balancing may amplify their effects and some clean up
615
+ is required.
616
+
617
+ .. versionadded:: 0.11.0
618
+
619
+ References
620
+ ----------
621
+ .. [1] P. van Dooren , "A Generalized Eigenvalue Approach For Solving
622
+ Riccati Equations.", SIAM Journal on Scientific and Statistical
623
+ Computing, Vol.2(2), :doi:`10.1137/0902010`
624
+
625
+ .. [2] A.J. Laub, "A Schur Method for Solving Algebraic Riccati
626
+ Equations.", Massachusetts Institute of Technology. Laboratory for
627
+ Information and Decision Systems. LIDS-R ; 859. Available online :
628
+ http://hdl.handle.net/1721.1/1301
629
+
630
+ .. [3] P. Benner, "Symplectic Balancing of Hamiltonian Matrices", 2001,
631
+ SIAM J. Sci. Comput., 2001, Vol.22(5), :doi:`10.1137/S1064827500367993`
632
+
633
+ Examples
634
+ --------
635
+ Given `a`, `b`, `q`, and `r` solve for `x`:
636
+
637
+ >>> import numpy as np
638
+ >>> from scipy import linalg as la
639
+ >>> a = np.array([[0, 1], [0, -1]])
640
+ >>> b = np.array([[1, 0], [2, 1]])
641
+ >>> q = np.array([[-4, -4], [-4, 7]])
642
+ >>> r = np.array([[9, 3], [3, 1]])
643
+ >>> x = la.solve_discrete_are(a, b, q, r)
644
+ >>> x
645
+ array([[-4., -4.],
646
+ [-4., 7.]])
647
+ >>> R = la.solve(r + b.T.dot(x).dot(b), b.T.dot(x).dot(a))
648
+ >>> np.allclose(a.T.dot(x).dot(a) - x - a.T.dot(x).dot(b).dot(R), -q)
649
+ True
650
+
651
+ """
652
+
653
+ # Validate input arguments
654
+ a, b, q, r, e, s, m, n, r_or_c, gen_are = _are_validate_args(
655
+ a, b, q, r, e, s, 'dare')
656
+
657
+ # Form the matrix pencil
658
+ H = np.zeros((2*m+n, 2*m+n), dtype=r_or_c)
659
+ H[:m, :m] = a
660
+ H[:m, 2*m:] = b
661
+ H[m:2*m, :m] = -q
662
+ H[m:2*m, m:2*m] = np.eye(m) if e is None else e.conj().T
663
+ H[m:2*m, 2*m:] = 0. if s is None else -s
664
+ H[2*m:, :m] = 0. if s is None else s.conj().T
665
+ H[2*m:, 2*m:] = r
666
+
667
+ J = np.zeros_like(H, dtype=r_or_c)
668
+ J[:m, :m] = np.eye(m) if e is None else e
669
+ J[m:2*m, m:2*m] = a.conj().T
670
+ J[2*m:, m:2*m] = -b.conj().T
671
+
672
+ if balanced:
673
+ # xGEBAL does not remove the diagonals before scaling. Also
674
+ # to avoid destroying the Symplectic structure, we follow Ref.3
675
+ M = np.abs(H) + np.abs(J)
676
+ np.fill_diagonal(M, 0.)
677
+ _, (sca, _) = matrix_balance(M, separate=1, permute=0)
678
+ # do we need to bother?
679
+ if not np.allclose(sca, np.ones_like(sca)):
680
+ # Now impose diag(D,inv(D)) from Benner where D is
681
+ # square root of s_i/s_(n+i) for i=0,....
682
+ sca = np.log2(sca)
683
+ # NOTE: Py3 uses "Bankers Rounding: round to the nearest even" !!
684
+ s = np.round((sca[m:2*m] - sca[:m])/2)
685
+ sca = 2 ** np.r_[s, -s, sca[2*m:]]
686
+ # Elementwise multiplication via broadcasting.
687
+ elwisescale = sca[:, None] * np.reciprocal(sca)
688
+ H *= elwisescale
689
+ J *= elwisescale
690
+
691
+ # Deflate the pencil by the R column ala Ref.1
692
+ q_of_qr, _ = qr(H[:, -n:])
693
+ H = q_of_qr[:, n:].conj().T.dot(H[:, :2*m])
694
+ J = q_of_qr[:, n:].conj().T.dot(J[:, :2*m])
695
+
696
+ # Decide on which output type is needed for QZ
697
+ out_str = 'real' if r_or_c == float else 'complex'
698
+
699
+ _, _, _, _, _, u = ordqz(H, J, sort='iuc',
700
+ overwrite_a=True,
701
+ overwrite_b=True,
702
+ check_finite=False,
703
+ output=out_str)
704
+
705
+ # Get the relevant parts of the stable subspace basis
706
+ if e is not None:
707
+ u, _ = qr(np.vstack((e.dot(u[:m, :m]), u[m:, :m])))
708
+ u00 = u[:m, :m]
709
+ u10 = u[m:, :m]
710
+
711
+ # Solve via back-substituion after checking the condition of u00
712
+ up, ul, uu = lu(u00)
713
+
714
+ if 1/cond(uu) < np.spacing(1.):
715
+ raise LinAlgError('Failed to find a finite solution.')
716
+
717
+ # Exploit the triangular structure
718
+ x = solve_triangular(ul.conj().T,
719
+ solve_triangular(uu.conj().T,
720
+ u10.conj().T,
721
+ lower=True),
722
+ unit_diagonal=True,
723
+ ).conj().T.dot(up.conj().T)
724
+ if balanced:
725
+ x *= sca[:m, None] * sca[:m]
726
+
727
+ # Check the deviation from symmetry for lack of success
728
+ # See proof of Thm.5 item 3 in [2]
729
+ u_sym = u00.conj().T.dot(u10)
730
+ n_u_sym = norm(u_sym, 1)
731
+ u_sym = u_sym - u_sym.conj().T
732
+ sym_threshold = np.max([np.spacing(1000.), 0.1*n_u_sym])
733
+
734
+ if norm(u_sym, 1) > sym_threshold:
735
+ raise LinAlgError('The associated symplectic pencil has eigenvalues '
736
+ 'too close to the unit circle')
737
+
738
+ return (x + x.conj().T)/2
739
+
740
+
741
+ def _are_validate_args(a, b, q, r, e, s, eq_type='care'):
742
+ """
743
+ A helper function to validate the arguments supplied to the
744
+ Riccati equation solvers. Any discrepancy found in the input
745
+ matrices leads to a ``ValueError`` exception.
746
+
747
+ Essentially, it performs:
748
+
749
+ - a check whether the input is free of NaN and Infs
750
+ - a pass for the data through ``numpy.atleast_2d()``
751
+ - squareness check of the relevant arrays
752
+ - shape consistency check of the arrays
753
+ - singularity check of the relevant arrays
754
+ - symmetricity check of the relevant matrices
755
+ - a check whether the regular or the generalized version is asked.
756
+
757
+ This function is used by ``solve_continuous_are`` and
758
+ ``solve_discrete_are``.
759
+
760
+ Parameters
761
+ ----------
762
+ a, b, q, r, e, s : array_like
763
+ Input data
764
+ eq_type : str
765
+ Accepted arguments are 'care' and 'dare'.
766
+
767
+ Returns
768
+ -------
769
+ a, b, q, r, e, s : ndarray
770
+ Regularized input data
771
+ m, n : int
772
+ shape of the problem
773
+ r_or_c : type
774
+ Data type of the problem, returns float or complex
775
+ gen_or_not : bool
776
+ Type of the equation, True for generalized and False for regular ARE.
777
+
778
+ """
779
+
780
+ if eq_type.lower() not in ("dare", "care"):
781
+ raise ValueError("Equation type unknown. "
782
+ "Only 'care' and 'dare' is understood")
783
+
784
+ a = np.atleast_2d(_asarray_validated(a, check_finite=True))
785
+ b = np.atleast_2d(_asarray_validated(b, check_finite=True))
786
+ q = np.atleast_2d(_asarray_validated(q, check_finite=True))
787
+ r = np.atleast_2d(_asarray_validated(r, check_finite=True))
788
+
789
+ # Get the correct data types otherwise NumPy complains
790
+ # about pushing complex numbers into real arrays.
791
+ r_or_c = complex if np.iscomplexobj(b) else float
792
+
793
+ for ind, mat in enumerate((a, q, r)):
794
+ if np.iscomplexobj(mat):
795
+ r_or_c = complex
796
+
797
+ if not np.equal(*mat.shape):
798
+ raise ValueError("Matrix {} should be square.".format("aqr"[ind]))
799
+
800
+ # Shape consistency checks
801
+ m, n = b.shape
802
+ if m != a.shape[0]:
803
+ raise ValueError("Matrix a and b should have the same number of rows.")
804
+ if m != q.shape[0]:
805
+ raise ValueError("Matrix a and q should have the same shape.")
806
+ if n != r.shape[0]:
807
+ raise ValueError("Matrix b and r should have the same number of cols.")
808
+
809
+ # Check if the data matrices q, r are (sufficiently) hermitian
810
+ for ind, mat in enumerate((q, r)):
811
+ if norm(mat - mat.conj().T, 1) > np.spacing(norm(mat, 1))*100:
812
+ raise ValueError("Matrix {} should be symmetric/hermitian."
813
+ "".format("qr"[ind]))
814
+
815
+ # Continuous time ARE should have a nonsingular r matrix.
816
+ if eq_type == 'care':
817
+ min_sv = svd(r, compute_uv=False)[-1]
818
+ if min_sv == 0. or min_sv < np.spacing(1.)*norm(r, 1):
819
+ raise ValueError('Matrix r is numerically singular.')
820
+
821
+ # Check if the generalized case is required with omitted arguments
822
+ # perform late shape checking etc.
823
+ generalized_case = e is not None or s is not None
824
+
825
+ if generalized_case:
826
+ if e is not None:
827
+ e = np.atleast_2d(_asarray_validated(e, check_finite=True))
828
+ if not np.equal(*e.shape):
829
+ raise ValueError("Matrix e should be square.")
830
+ if m != e.shape[0]:
831
+ raise ValueError("Matrix a and e should have the same shape.")
832
+ # numpy.linalg.cond doesn't check for exact zeros and
833
+ # emits a runtime warning. Hence the following manual check.
834
+ min_sv = svd(e, compute_uv=False)[-1]
835
+ if min_sv == 0. or min_sv < np.spacing(1.) * norm(e, 1):
836
+ raise ValueError('Matrix e is numerically singular.')
837
+ if np.iscomplexobj(e):
838
+ r_or_c = complex
839
+ if s is not None:
840
+ s = np.atleast_2d(_asarray_validated(s, check_finite=True))
841
+ if s.shape != b.shape:
842
+ raise ValueError("Matrix b and s should have the same shape.")
843
+ if np.iscomplexobj(s):
844
+ r_or_c = complex
845
+
846
+ return a, b, q, r, e, s, m, n, r_or_c, generalized_case
env-llmeval/lib/python3.10/site-packages/scipy/linalg/_testutils.py ADDED
@@ -0,0 +1,63 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+
3
+
4
+ class _FakeMatrix:
5
+ def __init__(self, data):
6
+ self._data = data
7
+ self.__array_interface__ = data.__array_interface__
8
+
9
+
10
+ class _FakeMatrix2:
11
+ def __init__(self, data):
12
+ self._data = data
13
+
14
+ def __array__(self, dtype=None, copy=None):
15
+ return self._data
16
+
17
+
18
+ def _get_array(shape, dtype):
19
+ """
20
+ Get a test array of given shape and data type.
21
+ Returned NxN matrices are posdef, and 2xN are banded-posdef.
22
+
23
+ """
24
+ if len(shape) == 2 and shape[0] == 2:
25
+ # yield a banded positive definite one
26
+ x = np.zeros(shape, dtype=dtype)
27
+ x[0, 1:] = -1
28
+ x[1] = 2
29
+ return x
30
+ elif len(shape) == 2 and shape[0] == shape[1]:
31
+ # always yield a positive definite matrix
32
+ x = np.zeros(shape, dtype=dtype)
33
+ j = np.arange(shape[0])
34
+ x[j, j] = 2
35
+ x[j[:-1], j[:-1]+1] = -1
36
+ x[j[:-1]+1, j[:-1]] = -1
37
+ return x
38
+ else:
39
+ np.random.seed(1234)
40
+ return np.random.randn(*shape).astype(dtype)
41
+
42
+
43
+ def _id(x):
44
+ return x
45
+
46
+
47
+ def assert_no_overwrite(call, shapes, dtypes=None):
48
+ """
49
+ Test that a call does not overwrite its input arguments
50
+ """
51
+
52
+ if dtypes is None:
53
+ dtypes = [np.float32, np.float64, np.complex64, np.complex128]
54
+
55
+ for dtype in dtypes:
56
+ for order in ["C", "F"]:
57
+ for faker in [_id, _FakeMatrix, _FakeMatrix2]:
58
+ orig_inputs = [_get_array(s, dtype) for s in shapes]
59
+ inputs = [faker(x.copy(order)) for x in orig_inputs]
60
+ call(*inputs)
61
+ msg = f"call modified inputs [{dtype!r}, {faker!r}]"
62
+ for a, b in zip(inputs, orig_inputs):
63
+ np.testing.assert_equal(a, b, err_msg=msg)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.pxd ADDED
@@ -0,0 +1,169 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ This file was generated by _generate_pyx.py.
3
+ Do not edit this file directly.
4
+ """
5
+
6
+ # Within scipy, these wrappers can be used via relative or absolute cimport.
7
+ # Examples:
8
+ # from ..linalg cimport cython_blas
9
+ # from scipy.linalg cimport cython_blas
10
+ # cimport scipy.linalg.cython_blas as cython_blas
11
+ # cimport ..linalg.cython_blas as cython_blas
12
+
13
+ # Within SciPy, if BLAS functions are needed in C/C++/Fortran,
14
+ # these wrappers should not be used.
15
+ # The original libraries should be linked directly.
16
+
17
+ ctypedef float s
18
+ ctypedef double d
19
+ ctypedef float complex c
20
+ ctypedef double complex z
21
+
22
+ cdef void caxpy(int *n, c *ca, c *cx, int *incx, c *cy, int *incy) noexcept nogil
23
+ cdef void ccopy(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil
24
+ cdef c cdotc(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil
25
+ cdef c cdotu(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil
26
+ cdef void cgbmv(char *trans, int *m, int *n, int *kl, int *ku, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil
27
+ cdef void cgemm(char *transa, char *transb, int *m, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil
28
+ cdef void cgemv(char *trans, int *m, int *n, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil
29
+ cdef void cgerc(int *m, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil
30
+ cdef void cgeru(int *m, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil
31
+ cdef void chbmv(char *uplo, int *n, int *k, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil
32
+ cdef void chemm(char *side, char *uplo, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil
33
+ cdef void chemv(char *uplo, int *n, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil
34
+ cdef void cher(char *uplo, int *n, s *alpha, c *x, int *incx, c *a, int *lda) noexcept nogil
35
+ cdef void cher2(char *uplo, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil
36
+ cdef void cher2k(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, s *beta, c *c, int *ldc) noexcept nogil
37
+ cdef void cherk(char *uplo, char *trans, int *n, int *k, s *alpha, c *a, int *lda, s *beta, c *c, int *ldc) noexcept nogil
38
+ cdef void chpmv(char *uplo, int *n, c *alpha, c *ap, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil
39
+ cdef void chpr(char *uplo, int *n, s *alpha, c *x, int *incx, c *ap) noexcept nogil
40
+ cdef void chpr2(char *uplo, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *ap) noexcept nogil
41
+ cdef void crotg(c *ca, c *cb, s *c, c *s) noexcept nogil
42
+ cdef void cscal(int *n, c *ca, c *cx, int *incx) noexcept nogil
43
+ cdef void csrot(int *n, c *cx, int *incx, c *cy, int *incy, s *c, s *s) noexcept nogil
44
+ cdef void csscal(int *n, s *sa, c *cx, int *incx) noexcept nogil
45
+ cdef void cswap(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil
46
+ cdef void csymm(char *side, char *uplo, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil
47
+ cdef void csyr2k(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil
48
+ cdef void csyrk(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *beta, c *c, int *ldc) noexcept nogil
49
+ cdef void ctbmv(char *uplo, char *trans, char *diag, int *n, int *k, c *a, int *lda, c *x, int *incx) noexcept nogil
50
+ cdef void ctbsv(char *uplo, char *trans, char *diag, int *n, int *k, c *a, int *lda, c *x, int *incx) noexcept nogil
51
+ cdef void ctpmv(char *uplo, char *trans, char *diag, int *n, c *ap, c *x, int *incx) noexcept nogil
52
+ cdef void ctpsv(char *uplo, char *trans, char *diag, int *n, c *ap, c *x, int *incx) noexcept nogil
53
+ cdef void ctrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb) noexcept nogil
54
+ cdef void ctrmv(char *uplo, char *trans, char *diag, int *n, c *a, int *lda, c *x, int *incx) noexcept nogil
55
+ cdef void ctrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb) noexcept nogil
56
+ cdef void ctrsv(char *uplo, char *trans, char *diag, int *n, c *a, int *lda, c *x, int *incx) noexcept nogil
57
+ cdef d dasum(int *n, d *dx, int *incx) noexcept nogil
58
+ cdef void daxpy(int *n, d *da, d *dx, int *incx, d *dy, int *incy) noexcept nogil
59
+ cdef d dcabs1(z *z) noexcept nogil
60
+ cdef void dcopy(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil
61
+ cdef d ddot(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil
62
+ cdef void dgbmv(char *trans, int *m, int *n, int *kl, int *ku, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil
63
+ cdef void dgemm(char *transa, char *transb, int *m, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil
64
+ cdef void dgemv(char *trans, int *m, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil
65
+ cdef void dger(int *m, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) noexcept nogil
66
+ cdef d dnrm2(int *n, d *x, int *incx) noexcept nogil
67
+ cdef void drot(int *n, d *dx, int *incx, d *dy, int *incy, d *c, d *s) noexcept nogil
68
+ cdef void drotg(d *da, d *db, d *c, d *s) noexcept nogil
69
+ cdef void drotm(int *n, d *dx, int *incx, d *dy, int *incy, d *dparam) noexcept nogil
70
+ cdef void drotmg(d *dd1, d *dd2, d *dx1, d *dy1, d *dparam) noexcept nogil
71
+ cdef void dsbmv(char *uplo, int *n, int *k, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil
72
+ cdef void dscal(int *n, d *da, d *dx, int *incx) noexcept nogil
73
+ cdef d dsdot(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil
74
+ cdef void dspmv(char *uplo, int *n, d *alpha, d *ap, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil
75
+ cdef void dspr(char *uplo, int *n, d *alpha, d *x, int *incx, d *ap) noexcept nogil
76
+ cdef void dspr2(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *ap) noexcept nogil
77
+ cdef void dswap(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil
78
+ cdef void dsymm(char *side, char *uplo, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil
79
+ cdef void dsymv(char *uplo, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil
80
+ cdef void dsyr(char *uplo, int *n, d *alpha, d *x, int *incx, d *a, int *lda) noexcept nogil
81
+ cdef void dsyr2(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) noexcept nogil
82
+ cdef void dsyr2k(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil
83
+ cdef void dsyrk(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *beta, d *c, int *ldc) noexcept nogil
84
+ cdef void dtbmv(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) noexcept nogil
85
+ cdef void dtbsv(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) noexcept nogil
86
+ cdef void dtpmv(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) noexcept nogil
87
+ cdef void dtpsv(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) noexcept nogil
88
+ cdef void dtrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) noexcept nogil
89
+ cdef void dtrmv(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) noexcept nogil
90
+ cdef void dtrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) noexcept nogil
91
+ cdef void dtrsv(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) noexcept nogil
92
+ cdef d dzasum(int *n, z *zx, int *incx) noexcept nogil
93
+ cdef d dznrm2(int *n, z *x, int *incx) noexcept nogil
94
+ cdef int icamax(int *n, c *cx, int *incx) noexcept nogil
95
+ cdef int idamax(int *n, d *dx, int *incx) noexcept nogil
96
+ cdef int isamax(int *n, s *sx, int *incx) noexcept nogil
97
+ cdef int izamax(int *n, z *zx, int *incx) noexcept nogil
98
+ cdef bint lsame(char *ca, char *cb) noexcept nogil
99
+ cdef s sasum(int *n, s *sx, int *incx) noexcept nogil
100
+ cdef void saxpy(int *n, s *sa, s *sx, int *incx, s *sy, int *incy) noexcept nogil
101
+ cdef s scasum(int *n, c *cx, int *incx) noexcept nogil
102
+ cdef s scnrm2(int *n, c *x, int *incx) noexcept nogil
103
+ cdef void scopy(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil
104
+ cdef s sdot(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil
105
+ cdef s sdsdot(int *n, s *sb, s *sx, int *incx, s *sy, int *incy) noexcept nogil
106
+ cdef void sgbmv(char *trans, int *m, int *n, int *kl, int *ku, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil
107
+ cdef void sgemm(char *transa, char *transb, int *m, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil
108
+ cdef void sgemv(char *trans, int *m, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil
109
+ cdef void sger(int *m, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) noexcept nogil
110
+ cdef s snrm2(int *n, s *x, int *incx) noexcept nogil
111
+ cdef void srot(int *n, s *sx, int *incx, s *sy, int *incy, s *c, s *s) noexcept nogil
112
+ cdef void srotg(s *sa, s *sb, s *c, s *s) noexcept nogil
113
+ cdef void srotm(int *n, s *sx, int *incx, s *sy, int *incy, s *sparam) noexcept nogil
114
+ cdef void srotmg(s *sd1, s *sd2, s *sx1, s *sy1, s *sparam) noexcept nogil
115
+ cdef void ssbmv(char *uplo, int *n, int *k, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil
116
+ cdef void sscal(int *n, s *sa, s *sx, int *incx) noexcept nogil
117
+ cdef void sspmv(char *uplo, int *n, s *alpha, s *ap, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil
118
+ cdef void sspr(char *uplo, int *n, s *alpha, s *x, int *incx, s *ap) noexcept nogil
119
+ cdef void sspr2(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *ap) noexcept nogil
120
+ cdef void sswap(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil
121
+ cdef void ssymm(char *side, char *uplo, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil
122
+ cdef void ssymv(char *uplo, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil
123
+ cdef void ssyr(char *uplo, int *n, s *alpha, s *x, int *incx, s *a, int *lda) noexcept nogil
124
+ cdef void ssyr2(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) noexcept nogil
125
+ cdef void ssyr2k(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil
126
+ cdef void ssyrk(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *beta, s *c, int *ldc) noexcept nogil
127
+ cdef void stbmv(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) noexcept nogil
128
+ cdef void stbsv(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) noexcept nogil
129
+ cdef void stpmv(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) noexcept nogil
130
+ cdef void stpsv(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) noexcept nogil
131
+ cdef void strmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) noexcept nogil
132
+ cdef void strmv(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) noexcept nogil
133
+ cdef void strsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) noexcept nogil
134
+ cdef void strsv(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) noexcept nogil
135
+ cdef void zaxpy(int *n, z *za, z *zx, int *incx, z *zy, int *incy) noexcept nogil
136
+ cdef void zcopy(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil
137
+ cdef z zdotc(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil
138
+ cdef z zdotu(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil
139
+ cdef void zdrot(int *n, z *cx, int *incx, z *cy, int *incy, d *c, d *s) noexcept nogil
140
+ cdef void zdscal(int *n, d *da, z *zx, int *incx) noexcept nogil
141
+ cdef void zgbmv(char *trans, int *m, int *n, int *kl, int *ku, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil
142
+ cdef void zgemm(char *transa, char *transb, int *m, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil
143
+ cdef void zgemv(char *trans, int *m, int *n, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil
144
+ cdef void zgerc(int *m, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil
145
+ cdef void zgeru(int *m, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil
146
+ cdef void zhbmv(char *uplo, int *n, int *k, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil
147
+ cdef void zhemm(char *side, char *uplo, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil
148
+ cdef void zhemv(char *uplo, int *n, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil
149
+ cdef void zher(char *uplo, int *n, d *alpha, z *x, int *incx, z *a, int *lda) noexcept nogil
150
+ cdef void zher2(char *uplo, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil
151
+ cdef void zher2k(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, d *beta, z *c, int *ldc) noexcept nogil
152
+ cdef void zherk(char *uplo, char *trans, int *n, int *k, d *alpha, z *a, int *lda, d *beta, z *c, int *ldc) noexcept nogil
153
+ cdef void zhpmv(char *uplo, int *n, z *alpha, z *ap, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil
154
+ cdef void zhpr(char *uplo, int *n, d *alpha, z *x, int *incx, z *ap) noexcept nogil
155
+ cdef void zhpr2(char *uplo, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *ap) noexcept nogil
156
+ cdef void zrotg(z *ca, z *cb, d *c, z *s) noexcept nogil
157
+ cdef void zscal(int *n, z *za, z *zx, int *incx) noexcept nogil
158
+ cdef void zswap(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil
159
+ cdef void zsymm(char *side, char *uplo, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil
160
+ cdef void zsyr2k(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil
161
+ cdef void zsyrk(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *beta, z *c, int *ldc) noexcept nogil
162
+ cdef void ztbmv(char *uplo, char *trans, char *diag, int *n, int *k, z *a, int *lda, z *x, int *incx) noexcept nogil
163
+ cdef void ztbsv(char *uplo, char *trans, char *diag, int *n, int *k, z *a, int *lda, z *x, int *incx) noexcept nogil
164
+ cdef void ztpmv(char *uplo, char *trans, char *diag, int *n, z *ap, z *x, int *incx) noexcept nogil
165
+ cdef void ztpsv(char *uplo, char *trans, char *diag, int *n, z *ap, z *x, int *incx) noexcept nogil
166
+ cdef void ztrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb) noexcept nogil
167
+ cdef void ztrmv(char *uplo, char *trans, char *diag, int *n, z *a, int *lda, z *x, int *incx) noexcept nogil
168
+ cdef void ztrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb) noexcept nogil
169
+ cdef void ztrsv(char *uplo, char *trans, char *diag, int *n, z *a, int *lda, z *x, int *incx) noexcept nogil
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_blas.pyx ADDED
@@ -0,0 +1,1422 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # This file was generated by _generate_pyx.py.
2
+ # Do not edit this file directly.
3
+ # cython: boundscheck = False
4
+ # cython: wraparound = False
5
+ # cython: cdivision = True
6
+
7
+ """
8
+ BLAS Functions for Cython
9
+ =========================
10
+
11
+ Usable from Cython via::
12
+
13
+ cimport scipy.linalg.cython_blas
14
+
15
+ These wrappers do not check for alignment of arrays.
16
+ Alignment should be checked before these wrappers are used.
17
+
18
+ Raw function pointers (Fortran-style pointer arguments):
19
+
20
+ - caxpy
21
+ - ccopy
22
+ - cdotc
23
+ - cdotu
24
+ - cgbmv
25
+ - cgemm
26
+ - cgemv
27
+ - cgerc
28
+ - cgeru
29
+ - chbmv
30
+ - chemm
31
+ - chemv
32
+ - cher
33
+ - cher2
34
+ - cher2k
35
+ - cherk
36
+ - chpmv
37
+ - chpr
38
+ - chpr2
39
+ - crotg
40
+ - cscal
41
+ - csrot
42
+ - csscal
43
+ - cswap
44
+ - csymm
45
+ - csyr2k
46
+ - csyrk
47
+ - ctbmv
48
+ - ctbsv
49
+ - ctpmv
50
+ - ctpsv
51
+ - ctrmm
52
+ - ctrmv
53
+ - ctrsm
54
+ - ctrsv
55
+ - dasum
56
+ - daxpy
57
+ - dcabs1
58
+ - dcopy
59
+ - ddot
60
+ - dgbmv
61
+ - dgemm
62
+ - dgemv
63
+ - dger
64
+ - dnrm2
65
+ - drot
66
+ - drotg
67
+ - drotm
68
+ - drotmg
69
+ - dsbmv
70
+ - dscal
71
+ - dsdot
72
+ - dspmv
73
+ - dspr
74
+ - dspr2
75
+ - dswap
76
+ - dsymm
77
+ - dsymv
78
+ - dsyr
79
+ - dsyr2
80
+ - dsyr2k
81
+ - dsyrk
82
+ - dtbmv
83
+ - dtbsv
84
+ - dtpmv
85
+ - dtpsv
86
+ - dtrmm
87
+ - dtrmv
88
+ - dtrsm
89
+ - dtrsv
90
+ - dzasum
91
+ - dznrm2
92
+ - icamax
93
+ - idamax
94
+ - isamax
95
+ - izamax
96
+ - lsame
97
+ - sasum
98
+ - saxpy
99
+ - scasum
100
+ - scnrm2
101
+ - scopy
102
+ - sdot
103
+ - sdsdot
104
+ - sgbmv
105
+ - sgemm
106
+ - sgemv
107
+ - sger
108
+ - snrm2
109
+ - srot
110
+ - srotg
111
+ - srotm
112
+ - srotmg
113
+ - ssbmv
114
+ - sscal
115
+ - sspmv
116
+ - sspr
117
+ - sspr2
118
+ - sswap
119
+ - ssymm
120
+ - ssymv
121
+ - ssyr
122
+ - ssyr2
123
+ - ssyr2k
124
+ - ssyrk
125
+ - stbmv
126
+ - stbsv
127
+ - stpmv
128
+ - stpsv
129
+ - strmm
130
+ - strmv
131
+ - strsm
132
+ - strsv
133
+ - zaxpy
134
+ - zcopy
135
+ - zdotc
136
+ - zdotu
137
+ - zdrot
138
+ - zdscal
139
+ - zgbmv
140
+ - zgemm
141
+ - zgemv
142
+ - zgerc
143
+ - zgeru
144
+ - zhbmv
145
+ - zhemm
146
+ - zhemv
147
+ - zher
148
+ - zher2
149
+ - zher2k
150
+ - zherk
151
+ - zhpmv
152
+ - zhpr
153
+ - zhpr2
154
+ - zrotg
155
+ - zscal
156
+ - zswap
157
+ - zsymm
158
+ - zsyr2k
159
+ - zsyrk
160
+ - ztbmv
161
+ - ztbsv
162
+ - ztpmv
163
+ - ztpsv
164
+ - ztrmm
165
+ - ztrmv
166
+ - ztrsm
167
+ - ztrsv
168
+
169
+
170
+ """
171
+
172
+ # Within SciPy, these wrappers can be used via relative or absolute cimport.
173
+ # Examples:
174
+ # from ..linalg cimport cython_blas
175
+ # from scipy.linalg cimport cython_blas
176
+ # cimport scipy.linalg.cython_blas as cython_blas
177
+ # cimport ..linalg.cython_blas as cython_blas
178
+
179
+ # Within SciPy, if BLAS functions are needed in C/C++/Fortran,
180
+ # these wrappers should not be used.
181
+ # The original libraries should be linked directly.
182
+
183
+ cdef extern from "fortran_defs.h":
184
+ pass
185
+
186
+ from numpy cimport npy_complex64, npy_complex128
187
+
188
+
189
+ cdef extern from "_blas_subroutines.h":
190
+ void _fortran_caxpy "BLAS_FUNC(caxpy)"(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy) nogil
191
+ cdef void caxpy(int *n, c *ca, c *cx, int *incx, c *cy, int *incy) noexcept nogil:
192
+
193
+ _fortran_caxpy(n, <npy_complex64*>ca, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy)
194
+
195
+
196
+ cdef extern from "_blas_subroutines.h":
197
+ void _fortran_ccopy "BLAS_FUNC(ccopy)"(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy) nogil
198
+ cdef void ccopy(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil:
199
+
200
+ _fortran_ccopy(n, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy)
201
+
202
+
203
+ cdef extern from "_blas_subroutines.h":
204
+ void _fortran_cdotc "(cdotcwrp_)"(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy) nogil
205
+ cdef c cdotc(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil:
206
+ cdef c out
207
+ _fortran_cdotc(<npy_complex64*>&out, n, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy)
208
+ return out
209
+
210
+ cdef extern from "_blas_subroutines.h":
211
+ void _fortran_cdotu "(cdotuwrp_)"(npy_complex64 *out, int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy) nogil
212
+ cdef c cdotu(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil:
213
+ cdef c out
214
+ _fortran_cdotu(<npy_complex64*>&out, n, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy)
215
+ return out
216
+
217
+ cdef extern from "_blas_subroutines.h":
218
+ void _fortran_cgbmv "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) nogil
219
+ cdef void cgbmv(char *trans, int *m, int *n, int *kl, int *ku, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil:
220
+
221
+ _fortran_cgbmv(trans, m, n, kl, ku, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>x, incx, <npy_complex64*>beta, <npy_complex64*>y, incy)
222
+
223
+
224
+ cdef extern from "_blas_subroutines.h":
225
+ void _fortran_cgemm "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) nogil
226
+ cdef void cgemm(char *transa, char *transb, int *m, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil:
227
+
228
+ _fortran_cgemm(transa, transb, m, n, k, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb, <npy_complex64*>beta, <npy_complex64*>c, ldc)
229
+
230
+
231
+ cdef extern from "_blas_subroutines.h":
232
+ void _fortran_cgemv "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) nogil
233
+ cdef void cgemv(char *trans, int *m, int *n, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil:
234
+
235
+ _fortran_cgemv(trans, m, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>x, incx, <npy_complex64*>beta, <npy_complex64*>y, incy)
236
+
237
+
238
+ cdef extern from "_blas_subroutines.h":
239
+ void _fortran_cgerc "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) nogil
240
+ cdef void cgerc(int *m, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil:
241
+
242
+ _fortran_cgerc(m, n, <npy_complex64*>alpha, <npy_complex64*>x, incx, <npy_complex64*>y, incy, <npy_complex64*>a, lda)
243
+
244
+
245
+ cdef extern from "_blas_subroutines.h":
246
+ void _fortran_cgeru "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) nogil
247
+ cdef void cgeru(int *m, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil:
248
+
249
+ _fortran_cgeru(m, n, <npy_complex64*>alpha, <npy_complex64*>x, incx, <npy_complex64*>y, incy, <npy_complex64*>a, lda)
250
+
251
+
252
+ cdef extern from "_blas_subroutines.h":
253
+ void _fortran_chbmv "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) nogil
254
+ cdef void chbmv(char *uplo, int *n, int *k, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil:
255
+
256
+ _fortran_chbmv(uplo, n, k, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>x, incx, <npy_complex64*>beta, <npy_complex64*>y, incy)
257
+
258
+
259
+ cdef extern from "_blas_subroutines.h":
260
+ void _fortran_chemm "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) nogil
261
+ cdef void chemm(char *side, char *uplo, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil:
262
+
263
+ _fortran_chemm(side, uplo, m, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb, <npy_complex64*>beta, <npy_complex64*>c, ldc)
264
+
265
+
266
+ cdef extern from "_blas_subroutines.h":
267
+ void _fortran_chemv "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) nogil
268
+ cdef void chemv(char *uplo, int *n, c *alpha, c *a, int *lda, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil:
269
+
270
+ _fortran_chemv(uplo, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>x, incx, <npy_complex64*>beta, <npy_complex64*>y, incy)
271
+
272
+
273
+ cdef extern from "_blas_subroutines.h":
274
+ void _fortran_cher "BLAS_FUNC(cher)"(char *uplo, int *n, s *alpha, npy_complex64 *x, int *incx, npy_complex64 *a, int *lda) nogil
275
+ cdef void cher(char *uplo, int *n, s *alpha, c *x, int *incx, c *a, int *lda) noexcept nogil:
276
+
277
+ _fortran_cher(uplo, n, alpha, <npy_complex64*>x, incx, <npy_complex64*>a, lda)
278
+
279
+
280
+ cdef extern from "_blas_subroutines.h":
281
+ void _fortran_cher2 "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) nogil
282
+ cdef void cher2(char *uplo, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *a, int *lda) noexcept nogil:
283
+
284
+ _fortran_cher2(uplo, n, <npy_complex64*>alpha, <npy_complex64*>x, incx, <npy_complex64*>y, incy, <npy_complex64*>a, lda)
285
+
286
+
287
+ cdef extern from "_blas_subroutines.h":
288
+ void _fortran_cher2k "BLAS_FUNC(cher2k)"(char *uplo, char *trans, int *n, int *k, npy_complex64 *alpha, npy_complex64 *a, int *lda, npy_complex64 *b, int *ldb, s *beta, npy_complex64 *c, int *ldc) nogil
289
+ cdef void cher2k(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, s *beta, c *c, int *ldc) noexcept nogil:
290
+
291
+ _fortran_cher2k(uplo, trans, n, k, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb, beta, <npy_complex64*>c, ldc)
292
+
293
+
294
+ cdef extern from "_blas_subroutines.h":
295
+ void _fortran_cherk "BLAS_FUNC(cherk)"(char *uplo, char *trans, int *n, int *k, s *alpha, npy_complex64 *a, int *lda, s *beta, npy_complex64 *c, int *ldc) nogil
296
+ cdef void cherk(char *uplo, char *trans, int *n, int *k, s *alpha, c *a, int *lda, s *beta, c *c, int *ldc) noexcept nogil:
297
+
298
+ _fortran_cherk(uplo, trans, n, k, alpha, <npy_complex64*>a, lda, beta, <npy_complex64*>c, ldc)
299
+
300
+
301
+ cdef extern from "_blas_subroutines.h":
302
+ void _fortran_chpmv "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) nogil
303
+ cdef void chpmv(char *uplo, int *n, c *alpha, c *ap, c *x, int *incx, c *beta, c *y, int *incy) noexcept nogil:
304
+
305
+ _fortran_chpmv(uplo, n, <npy_complex64*>alpha, <npy_complex64*>ap, <npy_complex64*>x, incx, <npy_complex64*>beta, <npy_complex64*>y, incy)
306
+
307
+
308
+ cdef extern from "_blas_subroutines.h":
309
+ void _fortran_chpr "BLAS_FUNC(chpr)"(char *uplo, int *n, s *alpha, npy_complex64 *x, int *incx, npy_complex64 *ap) nogil
310
+ cdef void chpr(char *uplo, int *n, s *alpha, c *x, int *incx, c *ap) noexcept nogil:
311
+
312
+ _fortran_chpr(uplo, n, alpha, <npy_complex64*>x, incx, <npy_complex64*>ap)
313
+
314
+
315
+ cdef extern from "_blas_subroutines.h":
316
+ void _fortran_chpr2 "BLAS_FUNC(chpr2)"(char *uplo, int *n, npy_complex64 *alpha, npy_complex64 *x, int *incx, npy_complex64 *y, int *incy, npy_complex64 *ap) nogil
317
+ cdef void chpr2(char *uplo, int *n, c *alpha, c *x, int *incx, c *y, int *incy, c *ap) noexcept nogil:
318
+
319
+ _fortran_chpr2(uplo, n, <npy_complex64*>alpha, <npy_complex64*>x, incx, <npy_complex64*>y, incy, <npy_complex64*>ap)
320
+
321
+
322
+ cdef extern from "_blas_subroutines.h":
323
+ void _fortran_crotg "BLAS_FUNC(crotg)"(npy_complex64 *ca, npy_complex64 *cb, s *c, npy_complex64 *s) nogil
324
+ cdef void crotg(c *ca, c *cb, s *c, c *s) noexcept nogil:
325
+
326
+ _fortran_crotg(<npy_complex64*>ca, <npy_complex64*>cb, c, <npy_complex64*>s)
327
+
328
+
329
+ cdef extern from "_blas_subroutines.h":
330
+ void _fortran_cscal "BLAS_FUNC(cscal)"(int *n, npy_complex64 *ca, npy_complex64 *cx, int *incx) nogil
331
+ cdef void cscal(int *n, c *ca, c *cx, int *incx) noexcept nogil:
332
+
333
+ _fortran_cscal(n, <npy_complex64*>ca, <npy_complex64*>cx, incx)
334
+
335
+
336
+ cdef extern from "_blas_subroutines.h":
337
+ void _fortran_csrot "BLAS_FUNC(csrot)"(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy, s *c, s *s) nogil
338
+ cdef void csrot(int *n, c *cx, int *incx, c *cy, int *incy, s *c, s *s) noexcept nogil:
339
+
340
+ _fortran_csrot(n, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy, c, s)
341
+
342
+
343
+ cdef extern from "_blas_subroutines.h":
344
+ void _fortran_csscal "BLAS_FUNC(csscal)"(int *n, s *sa, npy_complex64 *cx, int *incx) nogil
345
+ cdef void csscal(int *n, s *sa, c *cx, int *incx) noexcept nogil:
346
+
347
+ _fortran_csscal(n, sa, <npy_complex64*>cx, incx)
348
+
349
+
350
+ cdef extern from "_blas_subroutines.h":
351
+ void _fortran_cswap "BLAS_FUNC(cswap)"(int *n, npy_complex64 *cx, int *incx, npy_complex64 *cy, int *incy) nogil
352
+ cdef void cswap(int *n, c *cx, int *incx, c *cy, int *incy) noexcept nogil:
353
+
354
+ _fortran_cswap(n, <npy_complex64*>cx, incx, <npy_complex64*>cy, incy)
355
+
356
+
357
+ cdef extern from "_blas_subroutines.h":
358
+ void _fortran_csymm "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) nogil
359
+ cdef void csymm(char *side, char *uplo, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil:
360
+
361
+ _fortran_csymm(side, uplo, m, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb, <npy_complex64*>beta, <npy_complex64*>c, ldc)
362
+
363
+
364
+ cdef extern from "_blas_subroutines.h":
365
+ void _fortran_csyr2k "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) nogil
366
+ cdef void csyr2k(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *b, int *ldb, c *beta, c *c, int *ldc) noexcept nogil:
367
+
368
+ _fortran_csyr2k(uplo, trans, n, k, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb, <npy_complex64*>beta, <npy_complex64*>c, ldc)
369
+
370
+
371
+ cdef extern from "_blas_subroutines.h":
372
+ void _fortran_csyrk "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) nogil
373
+ cdef void csyrk(char *uplo, char *trans, int *n, int *k, c *alpha, c *a, int *lda, c *beta, c *c, int *ldc) noexcept nogil:
374
+
375
+ _fortran_csyrk(uplo, trans, n, k, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>beta, <npy_complex64*>c, ldc)
376
+
377
+
378
+ cdef extern from "_blas_subroutines.h":
379
+ void _fortran_ctbmv "BLAS_FUNC(ctbmv)"(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx) nogil
380
+ cdef void ctbmv(char *uplo, char *trans, char *diag, int *n, int *k, c *a, int *lda, c *x, int *incx) noexcept nogil:
381
+
382
+ _fortran_ctbmv(uplo, trans, diag, n, k, <npy_complex64*>a, lda, <npy_complex64*>x, incx)
383
+
384
+
385
+ cdef extern from "_blas_subroutines.h":
386
+ void _fortran_ctbsv "BLAS_FUNC(ctbsv)"(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx) nogil
387
+ cdef void ctbsv(char *uplo, char *trans, char *diag, int *n, int *k, c *a, int *lda, c *x, int *incx) noexcept nogil:
388
+
389
+ _fortran_ctbsv(uplo, trans, diag, n, k, <npy_complex64*>a, lda, <npy_complex64*>x, incx)
390
+
391
+
392
+ cdef extern from "_blas_subroutines.h":
393
+ void _fortran_ctpmv "BLAS_FUNC(ctpmv)"(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx) nogil
394
+ cdef void ctpmv(char *uplo, char *trans, char *diag, int *n, c *ap, c *x, int *incx) noexcept nogil:
395
+
396
+ _fortran_ctpmv(uplo, trans, diag, n, <npy_complex64*>ap, <npy_complex64*>x, incx)
397
+
398
+
399
+ cdef extern from "_blas_subroutines.h":
400
+ void _fortran_ctpsv "BLAS_FUNC(ctpsv)"(char *uplo, char *trans, char *diag, int *n, npy_complex64 *ap, npy_complex64 *x, int *incx) nogil
401
+ cdef void ctpsv(char *uplo, char *trans, char *diag, int *n, c *ap, c *x, int *incx) noexcept nogil:
402
+
403
+ _fortran_ctpsv(uplo, trans, diag, n, <npy_complex64*>ap, <npy_complex64*>x, incx)
404
+
405
+
406
+ cdef extern from "_blas_subroutines.h":
407
+ void _fortran_ctrmm "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) nogil
408
+ cdef void ctrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb) noexcept nogil:
409
+
410
+ _fortran_ctrmm(side, uplo, transa, diag, m, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb)
411
+
412
+
413
+ cdef extern from "_blas_subroutines.h":
414
+ void _fortran_ctrmv "BLAS_FUNC(ctrmv)"(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx) nogil
415
+ cdef void ctrmv(char *uplo, char *trans, char *diag, int *n, c *a, int *lda, c *x, int *incx) noexcept nogil:
416
+
417
+ _fortran_ctrmv(uplo, trans, diag, n, <npy_complex64*>a, lda, <npy_complex64*>x, incx)
418
+
419
+
420
+ cdef extern from "_blas_subroutines.h":
421
+ void _fortran_ctrsm "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) nogil
422
+ cdef void ctrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, c *alpha, c *a, int *lda, c *b, int *ldb) noexcept nogil:
423
+
424
+ _fortran_ctrsm(side, uplo, transa, diag, m, n, <npy_complex64*>alpha, <npy_complex64*>a, lda, <npy_complex64*>b, ldb)
425
+
426
+
427
+ cdef extern from "_blas_subroutines.h":
428
+ void _fortran_ctrsv "BLAS_FUNC(ctrsv)"(char *uplo, char *trans, char *diag, int *n, npy_complex64 *a, int *lda, npy_complex64 *x, int *incx) nogil
429
+ cdef void ctrsv(char *uplo, char *trans, char *diag, int *n, c *a, int *lda, c *x, int *incx) noexcept nogil:
430
+
431
+ _fortran_ctrsv(uplo, trans, diag, n, <npy_complex64*>a, lda, <npy_complex64*>x, incx)
432
+
433
+
434
+ cdef extern from "_blas_subroutines.h":
435
+ d _fortran_dasum "BLAS_FUNC(dasum)"(int *n, d *dx, int *incx) nogil
436
+ cdef d dasum(int *n, d *dx, int *incx) noexcept nogil:
437
+
438
+ return _fortran_dasum(n, dx, incx)
439
+
440
+
441
+ cdef extern from "_blas_subroutines.h":
442
+ void _fortran_daxpy "BLAS_FUNC(daxpy)"(int *n, d *da, d *dx, int *incx, d *dy, int *incy) nogil
443
+ cdef void daxpy(int *n, d *da, d *dx, int *incx, d *dy, int *incy) noexcept nogil:
444
+
445
+ _fortran_daxpy(n, da, dx, incx, dy, incy)
446
+
447
+
448
+ cdef extern from "_blas_subroutines.h":
449
+ d _fortran_dcabs1 "BLAS_FUNC(dcabs1)"(npy_complex128 *z) nogil
450
+ cdef d dcabs1(z *z) noexcept nogil:
451
+
452
+ return _fortran_dcabs1(<npy_complex128*>z)
453
+
454
+
455
+ cdef extern from "_blas_subroutines.h":
456
+ void _fortran_dcopy "BLAS_FUNC(dcopy)"(int *n, d *dx, int *incx, d *dy, int *incy) nogil
457
+ cdef void dcopy(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil:
458
+
459
+ _fortran_dcopy(n, dx, incx, dy, incy)
460
+
461
+
462
+ cdef extern from "_blas_subroutines.h":
463
+ d _fortran_ddot "BLAS_FUNC(ddot)"(int *n, d *dx, int *incx, d *dy, int *incy) nogil
464
+ cdef d ddot(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil:
465
+
466
+ return _fortran_ddot(n, dx, incx, dy, incy)
467
+
468
+
469
+ cdef extern from "_blas_subroutines.h":
470
+ void _fortran_dgbmv "BLAS_FUNC(dgbmv)"(char *trans, int *m, int *n, int *kl, int *ku, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) nogil
471
+ cdef void dgbmv(char *trans, int *m, int *n, int *kl, int *ku, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil:
472
+
473
+ _fortran_dgbmv(trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
474
+
475
+
476
+ cdef extern from "_blas_subroutines.h":
477
+ void _fortran_dgemm "BLAS_FUNC(dgemm)"(char *transa, char *transb, int *m, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) nogil
478
+ cdef void dgemm(char *transa, char *transb, int *m, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil:
479
+
480
+ _fortran_dgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
481
+
482
+
483
+ cdef extern from "_blas_subroutines.h":
484
+ void _fortran_dgemv "BLAS_FUNC(dgemv)"(char *trans, int *m, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) nogil
485
+ cdef void dgemv(char *trans, int *m, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil:
486
+
487
+ _fortran_dgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
488
+
489
+
490
+ cdef extern from "_blas_subroutines.h":
491
+ void _fortran_dger "BLAS_FUNC(dger)"(int *m, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) nogil
492
+ cdef void dger(int *m, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) noexcept nogil:
493
+
494
+ _fortran_dger(m, n, alpha, x, incx, y, incy, a, lda)
495
+
496
+
497
+ cdef extern from "_blas_subroutines.h":
498
+ d _fortran_dnrm2 "BLAS_FUNC(dnrm2)"(int *n, d *x, int *incx) nogil
499
+ cdef d dnrm2(int *n, d *x, int *incx) noexcept nogil:
500
+
501
+ return _fortran_dnrm2(n, x, incx)
502
+
503
+
504
+ cdef extern from "_blas_subroutines.h":
505
+ void _fortran_drot "BLAS_FUNC(drot)"(int *n, d *dx, int *incx, d *dy, int *incy, d *c, d *s) nogil
506
+ cdef void drot(int *n, d *dx, int *incx, d *dy, int *incy, d *c, d *s) noexcept nogil:
507
+
508
+ _fortran_drot(n, dx, incx, dy, incy, c, s)
509
+
510
+
511
+ cdef extern from "_blas_subroutines.h":
512
+ void _fortran_drotg "BLAS_FUNC(drotg)"(d *da, d *db, d *c, d *s) nogil
513
+ cdef void drotg(d *da, d *db, d *c, d *s) noexcept nogil:
514
+
515
+ _fortran_drotg(da, db, c, s)
516
+
517
+
518
+ cdef extern from "_blas_subroutines.h":
519
+ void _fortran_drotm "BLAS_FUNC(drotm)"(int *n, d *dx, int *incx, d *dy, int *incy, d *dparam) nogil
520
+ cdef void drotm(int *n, d *dx, int *incx, d *dy, int *incy, d *dparam) noexcept nogil:
521
+
522
+ _fortran_drotm(n, dx, incx, dy, incy, dparam)
523
+
524
+
525
+ cdef extern from "_blas_subroutines.h":
526
+ void _fortran_drotmg "BLAS_FUNC(drotmg)"(d *dd1, d *dd2, d *dx1, d *dy1, d *dparam) nogil
527
+ cdef void drotmg(d *dd1, d *dd2, d *dx1, d *dy1, d *dparam) noexcept nogil:
528
+
529
+ _fortran_drotmg(dd1, dd2, dx1, dy1, dparam)
530
+
531
+
532
+ cdef extern from "_blas_subroutines.h":
533
+ void _fortran_dsbmv "BLAS_FUNC(dsbmv)"(char *uplo, int *n, int *k, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) nogil
534
+ cdef void dsbmv(char *uplo, int *n, int *k, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil:
535
+
536
+ _fortran_dsbmv(uplo, n, k, alpha, a, lda, x, incx, beta, y, incy)
537
+
538
+
539
+ cdef extern from "_blas_subroutines.h":
540
+ void _fortran_dscal "BLAS_FUNC(dscal)"(int *n, d *da, d *dx, int *incx) nogil
541
+ cdef void dscal(int *n, d *da, d *dx, int *incx) noexcept nogil:
542
+
543
+ _fortran_dscal(n, da, dx, incx)
544
+
545
+
546
+ cdef extern from "_blas_subroutines.h":
547
+ d _fortran_dsdot "BLAS_FUNC(dsdot)"(int *n, s *sx, int *incx, s *sy, int *incy) nogil
548
+ cdef d dsdot(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
549
+
550
+ return _fortran_dsdot(n, sx, incx, sy, incy)
551
+
552
+
553
+ cdef extern from "_blas_subroutines.h":
554
+ void _fortran_dspmv "BLAS_FUNC(dspmv)"(char *uplo, int *n, d *alpha, d *ap, d *x, int *incx, d *beta, d *y, int *incy) nogil
555
+ cdef void dspmv(char *uplo, int *n, d *alpha, d *ap, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil:
556
+
557
+ _fortran_dspmv(uplo, n, alpha, ap, x, incx, beta, y, incy)
558
+
559
+
560
+ cdef extern from "_blas_subroutines.h":
561
+ void _fortran_dspr "BLAS_FUNC(dspr)"(char *uplo, int *n, d *alpha, d *x, int *incx, d *ap) nogil
562
+ cdef void dspr(char *uplo, int *n, d *alpha, d *x, int *incx, d *ap) noexcept nogil:
563
+
564
+ _fortran_dspr(uplo, n, alpha, x, incx, ap)
565
+
566
+
567
+ cdef extern from "_blas_subroutines.h":
568
+ void _fortran_dspr2 "BLAS_FUNC(dspr2)"(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *ap) nogil
569
+ cdef void dspr2(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *ap) noexcept nogil:
570
+
571
+ _fortran_dspr2(uplo, n, alpha, x, incx, y, incy, ap)
572
+
573
+
574
+ cdef extern from "_blas_subroutines.h":
575
+ void _fortran_dswap "BLAS_FUNC(dswap)"(int *n, d *dx, int *incx, d *dy, int *incy) nogil
576
+ cdef void dswap(int *n, d *dx, int *incx, d *dy, int *incy) noexcept nogil:
577
+
578
+ _fortran_dswap(n, dx, incx, dy, incy)
579
+
580
+
581
+ cdef extern from "_blas_subroutines.h":
582
+ void _fortran_dsymm "BLAS_FUNC(dsymm)"(char *side, char *uplo, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) nogil
583
+ cdef void dsymm(char *side, char *uplo, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil:
584
+
585
+ _fortran_dsymm(side, uplo, m, n, alpha, a, lda, b, ldb, beta, c, ldc)
586
+
587
+
588
+ cdef extern from "_blas_subroutines.h":
589
+ void _fortran_dsymv "BLAS_FUNC(dsymv)"(char *uplo, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) nogil
590
+ cdef void dsymv(char *uplo, int *n, d *alpha, d *a, int *lda, d *x, int *incx, d *beta, d *y, int *incy) noexcept nogil:
591
+
592
+ _fortran_dsymv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
593
+
594
+
595
+ cdef extern from "_blas_subroutines.h":
596
+ void _fortran_dsyr "BLAS_FUNC(dsyr)"(char *uplo, int *n, d *alpha, d *x, int *incx, d *a, int *lda) nogil
597
+ cdef void dsyr(char *uplo, int *n, d *alpha, d *x, int *incx, d *a, int *lda) noexcept nogil:
598
+
599
+ _fortran_dsyr(uplo, n, alpha, x, incx, a, lda)
600
+
601
+
602
+ cdef extern from "_blas_subroutines.h":
603
+ void _fortran_dsyr2 "BLAS_FUNC(dsyr2)"(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) nogil
604
+ cdef void dsyr2(char *uplo, int *n, d *alpha, d *x, int *incx, d *y, int *incy, d *a, int *lda) noexcept nogil:
605
+
606
+ _fortran_dsyr2(uplo, n, alpha, x, incx, y, incy, a, lda)
607
+
608
+
609
+ cdef extern from "_blas_subroutines.h":
610
+ void _fortran_dsyr2k "BLAS_FUNC(dsyr2k)"(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) nogil
611
+ cdef void dsyr2k(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *b, int *ldb, d *beta, d *c, int *ldc) noexcept nogil:
612
+
613
+ _fortran_dsyr2k(uplo, trans, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
614
+
615
+
616
+ cdef extern from "_blas_subroutines.h":
617
+ void _fortran_dsyrk "BLAS_FUNC(dsyrk)"(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *beta, d *c, int *ldc) nogil
618
+ cdef void dsyrk(char *uplo, char *trans, int *n, int *k, d *alpha, d *a, int *lda, d *beta, d *c, int *ldc) noexcept nogil:
619
+
620
+ _fortran_dsyrk(uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
621
+
622
+
623
+ cdef extern from "_blas_subroutines.h":
624
+ void _fortran_dtbmv "BLAS_FUNC(dtbmv)"(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) nogil
625
+ cdef void dtbmv(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) noexcept nogil:
626
+
627
+ _fortran_dtbmv(uplo, trans, diag, n, k, a, lda, x, incx)
628
+
629
+
630
+ cdef extern from "_blas_subroutines.h":
631
+ void _fortran_dtbsv "BLAS_FUNC(dtbsv)"(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) nogil
632
+ cdef void dtbsv(char *uplo, char *trans, char *diag, int *n, int *k, d *a, int *lda, d *x, int *incx) noexcept nogil:
633
+
634
+ _fortran_dtbsv(uplo, trans, diag, n, k, a, lda, x, incx)
635
+
636
+
637
+ cdef extern from "_blas_subroutines.h":
638
+ void _fortran_dtpmv "BLAS_FUNC(dtpmv)"(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) nogil
639
+ cdef void dtpmv(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) noexcept nogil:
640
+
641
+ _fortran_dtpmv(uplo, trans, diag, n, ap, x, incx)
642
+
643
+
644
+ cdef extern from "_blas_subroutines.h":
645
+ void _fortran_dtpsv "BLAS_FUNC(dtpsv)"(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) nogil
646
+ cdef void dtpsv(char *uplo, char *trans, char *diag, int *n, d *ap, d *x, int *incx) noexcept nogil:
647
+
648
+ _fortran_dtpsv(uplo, trans, diag, n, ap, x, incx)
649
+
650
+
651
+ cdef extern from "_blas_subroutines.h":
652
+ void _fortran_dtrmm "BLAS_FUNC(dtrmm)"(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) nogil
653
+ cdef void dtrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) noexcept nogil:
654
+
655
+ _fortran_dtrmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
656
+
657
+
658
+ cdef extern from "_blas_subroutines.h":
659
+ void _fortran_dtrmv "BLAS_FUNC(dtrmv)"(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) nogil
660
+ cdef void dtrmv(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) noexcept nogil:
661
+
662
+ _fortran_dtrmv(uplo, trans, diag, n, a, lda, x, incx)
663
+
664
+
665
+ cdef extern from "_blas_subroutines.h":
666
+ void _fortran_dtrsm "BLAS_FUNC(dtrsm)"(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) nogil
667
+ cdef void dtrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, d *alpha, d *a, int *lda, d *b, int *ldb) noexcept nogil:
668
+
669
+ _fortran_dtrsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
670
+
671
+
672
+ cdef extern from "_blas_subroutines.h":
673
+ void _fortran_dtrsv "BLAS_FUNC(dtrsv)"(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) nogil
674
+ cdef void dtrsv(char *uplo, char *trans, char *diag, int *n, d *a, int *lda, d *x, int *incx) noexcept nogil:
675
+
676
+ _fortran_dtrsv(uplo, trans, diag, n, a, lda, x, incx)
677
+
678
+
679
+ cdef extern from "_blas_subroutines.h":
680
+ d _fortran_dzasum "BLAS_FUNC(dzasum)"(int *n, npy_complex128 *zx, int *incx) nogil
681
+ cdef d dzasum(int *n, z *zx, int *incx) noexcept nogil:
682
+
683
+ return _fortran_dzasum(n, <npy_complex128*>zx, incx)
684
+
685
+
686
+ cdef extern from "_blas_subroutines.h":
687
+ d _fortran_dznrm2 "BLAS_FUNC(dznrm2)"(int *n, npy_complex128 *x, int *incx) nogil
688
+ cdef d dznrm2(int *n, z *x, int *incx) noexcept nogil:
689
+
690
+ return _fortran_dznrm2(n, <npy_complex128*>x, incx)
691
+
692
+
693
+ cdef extern from "_blas_subroutines.h":
694
+ int _fortran_icamax "BLAS_FUNC(icamax)"(int *n, npy_complex64 *cx, int *incx) nogil
695
+ cdef int icamax(int *n, c *cx, int *incx) noexcept nogil:
696
+
697
+ return _fortran_icamax(n, <npy_complex64*>cx, incx)
698
+
699
+
700
+ cdef extern from "_blas_subroutines.h":
701
+ int _fortran_idamax "BLAS_FUNC(idamax)"(int *n, d *dx, int *incx) nogil
702
+ cdef int idamax(int *n, d *dx, int *incx) noexcept nogil:
703
+
704
+ return _fortran_idamax(n, dx, incx)
705
+
706
+
707
+ cdef extern from "_blas_subroutines.h":
708
+ int _fortran_isamax "BLAS_FUNC(isamax)"(int *n, s *sx, int *incx) nogil
709
+ cdef int isamax(int *n, s *sx, int *incx) noexcept nogil:
710
+
711
+ return _fortran_isamax(n, sx, incx)
712
+
713
+
714
+ cdef extern from "_blas_subroutines.h":
715
+ int _fortran_izamax "BLAS_FUNC(izamax)"(int *n, npy_complex128 *zx, int *incx) nogil
716
+ cdef int izamax(int *n, z *zx, int *incx) noexcept nogil:
717
+
718
+ return _fortran_izamax(n, <npy_complex128*>zx, incx)
719
+
720
+
721
+ cdef extern from "_blas_subroutines.h":
722
+ bint _fortran_lsame "BLAS_FUNC(lsame)"(char *ca, char *cb) nogil
723
+ cdef bint lsame(char *ca, char *cb) noexcept nogil:
724
+
725
+ return _fortran_lsame(ca, cb)
726
+
727
+
728
+ cdef extern from "_blas_subroutines.h":
729
+ s _fortran_sasum "BLAS_FUNC(sasum)"(int *n, s *sx, int *incx) nogil
730
+ cdef s sasum(int *n, s *sx, int *incx) noexcept nogil:
731
+
732
+ return _fortran_sasum(n, sx, incx)
733
+
734
+
735
+ cdef extern from "_blas_subroutines.h":
736
+ void _fortran_saxpy "BLAS_FUNC(saxpy)"(int *n, s *sa, s *sx, int *incx, s *sy, int *incy) nogil
737
+ cdef void saxpy(int *n, s *sa, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
738
+
739
+ _fortran_saxpy(n, sa, sx, incx, sy, incy)
740
+
741
+
742
+ cdef extern from "_blas_subroutines.h":
743
+ s _fortran_scasum "BLAS_FUNC(scasum)"(int *n, npy_complex64 *cx, int *incx) nogil
744
+ cdef s scasum(int *n, c *cx, int *incx) noexcept nogil:
745
+
746
+ return _fortran_scasum(n, <npy_complex64*>cx, incx)
747
+
748
+
749
+ cdef extern from "_blas_subroutines.h":
750
+ s _fortran_scnrm2 "BLAS_FUNC(scnrm2)"(int *n, npy_complex64 *x, int *incx) nogil
751
+ cdef s scnrm2(int *n, c *x, int *incx) noexcept nogil:
752
+
753
+ return _fortran_scnrm2(n, <npy_complex64*>x, incx)
754
+
755
+
756
+ cdef extern from "_blas_subroutines.h":
757
+ void _fortran_scopy "BLAS_FUNC(scopy)"(int *n, s *sx, int *incx, s *sy, int *incy) nogil
758
+ cdef void scopy(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
759
+
760
+ _fortran_scopy(n, sx, incx, sy, incy)
761
+
762
+
763
+ cdef extern from "_blas_subroutines.h":
764
+ s _fortran_sdot "BLAS_FUNC(sdot)"(int *n, s *sx, int *incx, s *sy, int *incy) nogil
765
+ cdef s sdot(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
766
+
767
+ return _fortran_sdot(n, sx, incx, sy, incy)
768
+
769
+
770
+ cdef extern from "_blas_subroutines.h":
771
+ s _fortran_sdsdot "BLAS_FUNC(sdsdot)"(int *n, s *sb, s *sx, int *incx, s *sy, int *incy) nogil
772
+ cdef s sdsdot(int *n, s *sb, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
773
+
774
+ return _fortran_sdsdot(n, sb, sx, incx, sy, incy)
775
+
776
+
777
+ cdef extern from "_blas_subroutines.h":
778
+ void _fortran_sgbmv "BLAS_FUNC(sgbmv)"(char *trans, int *m, int *n, int *kl, int *ku, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) nogil
779
+ cdef void sgbmv(char *trans, int *m, int *n, int *kl, int *ku, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil:
780
+
781
+ _fortran_sgbmv(trans, m, n, kl, ku, alpha, a, lda, x, incx, beta, y, incy)
782
+
783
+
784
+ cdef extern from "_blas_subroutines.h":
785
+ void _fortran_sgemm "BLAS_FUNC(sgemm)"(char *transa, char *transb, int *m, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) nogil
786
+ cdef void sgemm(char *transa, char *transb, int *m, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil:
787
+
788
+ _fortran_sgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
789
+
790
+
791
+ cdef extern from "_blas_subroutines.h":
792
+ void _fortran_sgemv "BLAS_FUNC(sgemv)"(char *trans, int *m, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) nogil
793
+ cdef void sgemv(char *trans, int *m, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil:
794
+
795
+ _fortran_sgemv(trans, m, n, alpha, a, lda, x, incx, beta, y, incy)
796
+
797
+
798
+ cdef extern from "_blas_subroutines.h":
799
+ void _fortran_sger "BLAS_FUNC(sger)"(int *m, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) nogil
800
+ cdef void sger(int *m, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) noexcept nogil:
801
+
802
+ _fortran_sger(m, n, alpha, x, incx, y, incy, a, lda)
803
+
804
+
805
+ cdef extern from "_blas_subroutines.h":
806
+ s _fortran_snrm2 "BLAS_FUNC(snrm2)"(int *n, s *x, int *incx) nogil
807
+ cdef s snrm2(int *n, s *x, int *incx) noexcept nogil:
808
+
809
+ return _fortran_snrm2(n, x, incx)
810
+
811
+
812
+ cdef extern from "_blas_subroutines.h":
813
+ void _fortran_srot "BLAS_FUNC(srot)"(int *n, s *sx, int *incx, s *sy, int *incy, s *c, s *s) nogil
814
+ cdef void srot(int *n, s *sx, int *incx, s *sy, int *incy, s *c, s *s) noexcept nogil:
815
+
816
+ _fortran_srot(n, sx, incx, sy, incy, c, s)
817
+
818
+
819
+ cdef extern from "_blas_subroutines.h":
820
+ void _fortran_srotg "BLAS_FUNC(srotg)"(s *sa, s *sb, s *c, s *s) nogil
821
+ cdef void srotg(s *sa, s *sb, s *c, s *s) noexcept nogil:
822
+
823
+ _fortran_srotg(sa, sb, c, s)
824
+
825
+
826
+ cdef extern from "_blas_subroutines.h":
827
+ void _fortran_srotm "BLAS_FUNC(srotm)"(int *n, s *sx, int *incx, s *sy, int *incy, s *sparam) nogil
828
+ cdef void srotm(int *n, s *sx, int *incx, s *sy, int *incy, s *sparam) noexcept nogil:
829
+
830
+ _fortran_srotm(n, sx, incx, sy, incy, sparam)
831
+
832
+
833
+ cdef extern from "_blas_subroutines.h":
834
+ void _fortran_srotmg "BLAS_FUNC(srotmg)"(s *sd1, s *sd2, s *sx1, s *sy1, s *sparam) nogil
835
+ cdef void srotmg(s *sd1, s *sd2, s *sx1, s *sy1, s *sparam) noexcept nogil:
836
+
837
+ _fortran_srotmg(sd1, sd2, sx1, sy1, sparam)
838
+
839
+
840
+ cdef extern from "_blas_subroutines.h":
841
+ void _fortran_ssbmv "BLAS_FUNC(ssbmv)"(char *uplo, int *n, int *k, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) nogil
842
+ cdef void ssbmv(char *uplo, int *n, int *k, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil:
843
+
844
+ _fortran_ssbmv(uplo, n, k, alpha, a, lda, x, incx, beta, y, incy)
845
+
846
+
847
+ cdef extern from "_blas_subroutines.h":
848
+ void _fortran_sscal "BLAS_FUNC(sscal)"(int *n, s *sa, s *sx, int *incx) nogil
849
+ cdef void sscal(int *n, s *sa, s *sx, int *incx) noexcept nogil:
850
+
851
+ _fortran_sscal(n, sa, sx, incx)
852
+
853
+
854
+ cdef extern from "_blas_subroutines.h":
855
+ void _fortran_sspmv "BLAS_FUNC(sspmv)"(char *uplo, int *n, s *alpha, s *ap, s *x, int *incx, s *beta, s *y, int *incy) nogil
856
+ cdef void sspmv(char *uplo, int *n, s *alpha, s *ap, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil:
857
+
858
+ _fortran_sspmv(uplo, n, alpha, ap, x, incx, beta, y, incy)
859
+
860
+
861
+ cdef extern from "_blas_subroutines.h":
862
+ void _fortran_sspr "BLAS_FUNC(sspr)"(char *uplo, int *n, s *alpha, s *x, int *incx, s *ap) nogil
863
+ cdef void sspr(char *uplo, int *n, s *alpha, s *x, int *incx, s *ap) noexcept nogil:
864
+
865
+ _fortran_sspr(uplo, n, alpha, x, incx, ap)
866
+
867
+
868
+ cdef extern from "_blas_subroutines.h":
869
+ void _fortran_sspr2 "BLAS_FUNC(sspr2)"(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *ap) nogil
870
+ cdef void sspr2(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *ap) noexcept nogil:
871
+
872
+ _fortran_sspr2(uplo, n, alpha, x, incx, y, incy, ap)
873
+
874
+
875
+ cdef extern from "_blas_subroutines.h":
876
+ void _fortran_sswap "BLAS_FUNC(sswap)"(int *n, s *sx, int *incx, s *sy, int *incy) nogil
877
+ cdef void sswap(int *n, s *sx, int *incx, s *sy, int *incy) noexcept nogil:
878
+
879
+ _fortran_sswap(n, sx, incx, sy, incy)
880
+
881
+
882
+ cdef extern from "_blas_subroutines.h":
883
+ void _fortran_ssymm "BLAS_FUNC(ssymm)"(char *side, char *uplo, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) nogil
884
+ cdef void ssymm(char *side, char *uplo, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil:
885
+
886
+ _fortran_ssymm(side, uplo, m, n, alpha, a, lda, b, ldb, beta, c, ldc)
887
+
888
+
889
+ cdef extern from "_blas_subroutines.h":
890
+ void _fortran_ssymv "BLAS_FUNC(ssymv)"(char *uplo, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) nogil
891
+ cdef void ssymv(char *uplo, int *n, s *alpha, s *a, int *lda, s *x, int *incx, s *beta, s *y, int *incy) noexcept nogil:
892
+
893
+ _fortran_ssymv(uplo, n, alpha, a, lda, x, incx, beta, y, incy)
894
+
895
+
896
+ cdef extern from "_blas_subroutines.h":
897
+ void _fortran_ssyr "BLAS_FUNC(ssyr)"(char *uplo, int *n, s *alpha, s *x, int *incx, s *a, int *lda) nogil
898
+ cdef void ssyr(char *uplo, int *n, s *alpha, s *x, int *incx, s *a, int *lda) noexcept nogil:
899
+
900
+ _fortran_ssyr(uplo, n, alpha, x, incx, a, lda)
901
+
902
+
903
+ cdef extern from "_blas_subroutines.h":
904
+ void _fortran_ssyr2 "BLAS_FUNC(ssyr2)"(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) nogil
905
+ cdef void ssyr2(char *uplo, int *n, s *alpha, s *x, int *incx, s *y, int *incy, s *a, int *lda) noexcept nogil:
906
+
907
+ _fortran_ssyr2(uplo, n, alpha, x, incx, y, incy, a, lda)
908
+
909
+
910
+ cdef extern from "_blas_subroutines.h":
911
+ void _fortran_ssyr2k "BLAS_FUNC(ssyr2k)"(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) nogil
912
+ cdef void ssyr2k(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *b, int *ldb, s *beta, s *c, int *ldc) noexcept nogil:
913
+
914
+ _fortran_ssyr2k(uplo, trans, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
915
+
916
+
917
+ cdef extern from "_blas_subroutines.h":
918
+ void _fortran_ssyrk "BLAS_FUNC(ssyrk)"(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *beta, s *c, int *ldc) nogil
919
+ cdef void ssyrk(char *uplo, char *trans, int *n, int *k, s *alpha, s *a, int *lda, s *beta, s *c, int *ldc) noexcept nogil:
920
+
921
+ _fortran_ssyrk(uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
922
+
923
+
924
+ cdef extern from "_blas_subroutines.h":
925
+ void _fortran_stbmv "BLAS_FUNC(stbmv)"(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) nogil
926
+ cdef void stbmv(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) noexcept nogil:
927
+
928
+ _fortran_stbmv(uplo, trans, diag, n, k, a, lda, x, incx)
929
+
930
+
931
+ cdef extern from "_blas_subroutines.h":
932
+ void _fortran_stbsv "BLAS_FUNC(stbsv)"(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) nogil
933
+ cdef void stbsv(char *uplo, char *trans, char *diag, int *n, int *k, s *a, int *lda, s *x, int *incx) noexcept nogil:
934
+
935
+ _fortran_stbsv(uplo, trans, diag, n, k, a, lda, x, incx)
936
+
937
+
938
+ cdef extern from "_blas_subroutines.h":
939
+ void _fortran_stpmv "BLAS_FUNC(stpmv)"(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) nogil
940
+ cdef void stpmv(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) noexcept nogil:
941
+
942
+ _fortran_stpmv(uplo, trans, diag, n, ap, x, incx)
943
+
944
+
945
+ cdef extern from "_blas_subroutines.h":
946
+ void _fortran_stpsv "BLAS_FUNC(stpsv)"(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) nogil
947
+ cdef void stpsv(char *uplo, char *trans, char *diag, int *n, s *ap, s *x, int *incx) noexcept nogil:
948
+
949
+ _fortran_stpsv(uplo, trans, diag, n, ap, x, incx)
950
+
951
+
952
+ cdef extern from "_blas_subroutines.h":
953
+ void _fortran_strmm "BLAS_FUNC(strmm)"(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) nogil
954
+ cdef void strmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) noexcept nogil:
955
+
956
+ _fortran_strmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
957
+
958
+
959
+ cdef extern from "_blas_subroutines.h":
960
+ void _fortran_strmv "BLAS_FUNC(strmv)"(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) nogil
961
+ cdef void strmv(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) noexcept nogil:
962
+
963
+ _fortran_strmv(uplo, trans, diag, n, a, lda, x, incx)
964
+
965
+
966
+ cdef extern from "_blas_subroutines.h":
967
+ void _fortran_strsm "BLAS_FUNC(strsm)"(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) nogil
968
+ cdef void strsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, s *alpha, s *a, int *lda, s *b, int *ldb) noexcept nogil:
969
+
970
+ _fortran_strsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
971
+
972
+
973
+ cdef extern from "_blas_subroutines.h":
974
+ void _fortran_strsv "BLAS_FUNC(strsv)"(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) nogil
975
+ cdef void strsv(char *uplo, char *trans, char *diag, int *n, s *a, int *lda, s *x, int *incx) noexcept nogil:
976
+
977
+ _fortran_strsv(uplo, trans, diag, n, a, lda, x, incx)
978
+
979
+
980
+ cdef extern from "_blas_subroutines.h":
981
+ void _fortran_zaxpy "BLAS_FUNC(zaxpy)"(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy) nogil
982
+ cdef void zaxpy(int *n, z *za, z *zx, int *incx, z *zy, int *incy) noexcept nogil:
983
+
984
+ _fortran_zaxpy(n, <npy_complex128*>za, <npy_complex128*>zx, incx, <npy_complex128*>zy, incy)
985
+
986
+
987
+ cdef extern from "_blas_subroutines.h":
988
+ void _fortran_zcopy "BLAS_FUNC(zcopy)"(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy) nogil
989
+ cdef void zcopy(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil:
990
+
991
+ _fortran_zcopy(n, <npy_complex128*>zx, incx, <npy_complex128*>zy, incy)
992
+
993
+
994
+ cdef extern from "_blas_subroutines.h":
995
+ void _fortran_zdotc "(zdotcwrp_)"(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy) nogil
996
+ cdef z zdotc(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil:
997
+ cdef z out
998
+ _fortran_zdotc(<npy_complex128*>&out, n, <npy_complex128*>zx, incx, <npy_complex128*>zy, incy)
999
+ return out
1000
+
1001
+ cdef extern from "_blas_subroutines.h":
1002
+ void _fortran_zdotu "(zdotuwrp_)"(npy_complex128 *out, int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy) nogil
1003
+ cdef z zdotu(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil:
1004
+ cdef z out
1005
+ _fortran_zdotu(<npy_complex128*>&out, n, <npy_complex128*>zx, incx, <npy_complex128*>zy, incy)
1006
+ return out
1007
+
1008
+ cdef extern from "_blas_subroutines.h":
1009
+ void _fortran_zdrot "BLAS_FUNC(zdrot)"(int *n, npy_complex128 *cx, int *incx, npy_complex128 *cy, int *incy, d *c, d *s) nogil
1010
+ cdef void zdrot(int *n, z *cx, int *incx, z *cy, int *incy, d *c, d *s) noexcept nogil:
1011
+
1012
+ _fortran_zdrot(n, <npy_complex128*>cx, incx, <npy_complex128*>cy, incy, c, s)
1013
+
1014
+
1015
+ cdef extern from "_blas_subroutines.h":
1016
+ void _fortran_zdscal "BLAS_FUNC(zdscal)"(int *n, d *da, npy_complex128 *zx, int *incx) nogil
1017
+ cdef void zdscal(int *n, d *da, z *zx, int *incx) noexcept nogil:
1018
+
1019
+ _fortran_zdscal(n, da, <npy_complex128*>zx, incx)
1020
+
1021
+
1022
+ cdef extern from "_blas_subroutines.h":
1023
+ void _fortran_zgbmv "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) nogil
1024
+ cdef void zgbmv(char *trans, int *m, int *n, int *kl, int *ku, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil:
1025
+
1026
+ _fortran_zgbmv(trans, m, n, kl, ku, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>x, incx, <npy_complex128*>beta, <npy_complex128*>y, incy)
1027
+
1028
+
1029
+ cdef extern from "_blas_subroutines.h":
1030
+ void _fortran_zgemm "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) nogil
1031
+ cdef void zgemm(char *transa, char *transb, int *m, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil:
1032
+
1033
+ _fortran_zgemm(transa, transb, m, n, k, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb, <npy_complex128*>beta, <npy_complex128*>c, ldc)
1034
+
1035
+
1036
+ cdef extern from "_blas_subroutines.h":
1037
+ void _fortran_zgemv "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) nogil
1038
+ cdef void zgemv(char *trans, int *m, int *n, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil:
1039
+
1040
+ _fortran_zgemv(trans, m, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>x, incx, <npy_complex128*>beta, <npy_complex128*>y, incy)
1041
+
1042
+
1043
+ cdef extern from "_blas_subroutines.h":
1044
+ void _fortran_zgerc "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) nogil
1045
+ cdef void zgerc(int *m, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil:
1046
+
1047
+ _fortran_zgerc(m, n, <npy_complex128*>alpha, <npy_complex128*>x, incx, <npy_complex128*>y, incy, <npy_complex128*>a, lda)
1048
+
1049
+
1050
+ cdef extern from "_blas_subroutines.h":
1051
+ void _fortran_zgeru "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) nogil
1052
+ cdef void zgeru(int *m, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil:
1053
+
1054
+ _fortran_zgeru(m, n, <npy_complex128*>alpha, <npy_complex128*>x, incx, <npy_complex128*>y, incy, <npy_complex128*>a, lda)
1055
+
1056
+
1057
+ cdef extern from "_blas_subroutines.h":
1058
+ void _fortran_zhbmv "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) nogil
1059
+ cdef void zhbmv(char *uplo, int *n, int *k, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil:
1060
+
1061
+ _fortran_zhbmv(uplo, n, k, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>x, incx, <npy_complex128*>beta, <npy_complex128*>y, incy)
1062
+
1063
+
1064
+ cdef extern from "_blas_subroutines.h":
1065
+ void _fortran_zhemm "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) nogil
1066
+ cdef void zhemm(char *side, char *uplo, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil:
1067
+
1068
+ _fortran_zhemm(side, uplo, m, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb, <npy_complex128*>beta, <npy_complex128*>c, ldc)
1069
+
1070
+
1071
+ cdef extern from "_blas_subroutines.h":
1072
+ void _fortran_zhemv "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) nogil
1073
+ cdef void zhemv(char *uplo, int *n, z *alpha, z *a, int *lda, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil:
1074
+
1075
+ _fortran_zhemv(uplo, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>x, incx, <npy_complex128*>beta, <npy_complex128*>y, incy)
1076
+
1077
+
1078
+ cdef extern from "_blas_subroutines.h":
1079
+ void _fortran_zher "BLAS_FUNC(zher)"(char *uplo, int *n, d *alpha, npy_complex128 *x, int *incx, npy_complex128 *a, int *lda) nogil
1080
+ cdef void zher(char *uplo, int *n, d *alpha, z *x, int *incx, z *a, int *lda) noexcept nogil:
1081
+
1082
+ _fortran_zher(uplo, n, alpha, <npy_complex128*>x, incx, <npy_complex128*>a, lda)
1083
+
1084
+
1085
+ cdef extern from "_blas_subroutines.h":
1086
+ void _fortran_zher2 "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) nogil
1087
+ cdef void zher2(char *uplo, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *a, int *lda) noexcept nogil:
1088
+
1089
+ _fortran_zher2(uplo, n, <npy_complex128*>alpha, <npy_complex128*>x, incx, <npy_complex128*>y, incy, <npy_complex128*>a, lda)
1090
+
1091
+
1092
+ cdef extern from "_blas_subroutines.h":
1093
+ void _fortran_zher2k "BLAS_FUNC(zher2k)"(char *uplo, char *trans, int *n, int *k, npy_complex128 *alpha, npy_complex128 *a, int *lda, npy_complex128 *b, int *ldb, d *beta, npy_complex128 *c, int *ldc) nogil
1094
+ cdef void zher2k(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, d *beta, z *c, int *ldc) noexcept nogil:
1095
+
1096
+ _fortran_zher2k(uplo, trans, n, k, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb, beta, <npy_complex128*>c, ldc)
1097
+
1098
+
1099
+ cdef extern from "_blas_subroutines.h":
1100
+ void _fortran_zherk "BLAS_FUNC(zherk)"(char *uplo, char *trans, int *n, int *k, d *alpha, npy_complex128 *a, int *lda, d *beta, npy_complex128 *c, int *ldc) nogil
1101
+ cdef void zherk(char *uplo, char *trans, int *n, int *k, d *alpha, z *a, int *lda, d *beta, z *c, int *ldc) noexcept nogil:
1102
+
1103
+ _fortran_zherk(uplo, trans, n, k, alpha, <npy_complex128*>a, lda, beta, <npy_complex128*>c, ldc)
1104
+
1105
+
1106
+ cdef extern from "_blas_subroutines.h":
1107
+ void _fortran_zhpmv "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) nogil
1108
+ cdef void zhpmv(char *uplo, int *n, z *alpha, z *ap, z *x, int *incx, z *beta, z *y, int *incy) noexcept nogil:
1109
+
1110
+ _fortran_zhpmv(uplo, n, <npy_complex128*>alpha, <npy_complex128*>ap, <npy_complex128*>x, incx, <npy_complex128*>beta, <npy_complex128*>y, incy)
1111
+
1112
+
1113
+ cdef extern from "_blas_subroutines.h":
1114
+ void _fortran_zhpr "BLAS_FUNC(zhpr)"(char *uplo, int *n, d *alpha, npy_complex128 *x, int *incx, npy_complex128 *ap) nogil
1115
+ cdef void zhpr(char *uplo, int *n, d *alpha, z *x, int *incx, z *ap) noexcept nogil:
1116
+
1117
+ _fortran_zhpr(uplo, n, alpha, <npy_complex128*>x, incx, <npy_complex128*>ap)
1118
+
1119
+
1120
+ cdef extern from "_blas_subroutines.h":
1121
+ void _fortran_zhpr2 "BLAS_FUNC(zhpr2)"(char *uplo, int *n, npy_complex128 *alpha, npy_complex128 *x, int *incx, npy_complex128 *y, int *incy, npy_complex128 *ap) nogil
1122
+ cdef void zhpr2(char *uplo, int *n, z *alpha, z *x, int *incx, z *y, int *incy, z *ap) noexcept nogil:
1123
+
1124
+ _fortran_zhpr2(uplo, n, <npy_complex128*>alpha, <npy_complex128*>x, incx, <npy_complex128*>y, incy, <npy_complex128*>ap)
1125
+
1126
+
1127
+ cdef extern from "_blas_subroutines.h":
1128
+ void _fortran_zrotg "BLAS_FUNC(zrotg)"(npy_complex128 *ca, npy_complex128 *cb, d *c, npy_complex128 *s) nogil
1129
+ cdef void zrotg(z *ca, z *cb, d *c, z *s) noexcept nogil:
1130
+
1131
+ _fortran_zrotg(<npy_complex128*>ca, <npy_complex128*>cb, c, <npy_complex128*>s)
1132
+
1133
+
1134
+ cdef extern from "_blas_subroutines.h":
1135
+ void _fortran_zscal "BLAS_FUNC(zscal)"(int *n, npy_complex128 *za, npy_complex128 *zx, int *incx) nogil
1136
+ cdef void zscal(int *n, z *za, z *zx, int *incx) noexcept nogil:
1137
+
1138
+ _fortran_zscal(n, <npy_complex128*>za, <npy_complex128*>zx, incx)
1139
+
1140
+
1141
+ cdef extern from "_blas_subroutines.h":
1142
+ void _fortran_zswap "BLAS_FUNC(zswap)"(int *n, npy_complex128 *zx, int *incx, npy_complex128 *zy, int *incy) nogil
1143
+ cdef void zswap(int *n, z *zx, int *incx, z *zy, int *incy) noexcept nogil:
1144
+
1145
+ _fortran_zswap(n, <npy_complex128*>zx, incx, <npy_complex128*>zy, incy)
1146
+
1147
+
1148
+ cdef extern from "_blas_subroutines.h":
1149
+ void _fortran_zsymm "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) nogil
1150
+ cdef void zsymm(char *side, char *uplo, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil:
1151
+
1152
+ _fortran_zsymm(side, uplo, m, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb, <npy_complex128*>beta, <npy_complex128*>c, ldc)
1153
+
1154
+
1155
+ cdef extern from "_blas_subroutines.h":
1156
+ void _fortran_zsyr2k "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) nogil
1157
+ cdef void zsyr2k(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *b, int *ldb, z *beta, z *c, int *ldc) noexcept nogil:
1158
+
1159
+ _fortran_zsyr2k(uplo, trans, n, k, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb, <npy_complex128*>beta, <npy_complex128*>c, ldc)
1160
+
1161
+
1162
+ cdef extern from "_blas_subroutines.h":
1163
+ void _fortran_zsyrk "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) nogil
1164
+ cdef void zsyrk(char *uplo, char *trans, int *n, int *k, z *alpha, z *a, int *lda, z *beta, z *c, int *ldc) noexcept nogil:
1165
+
1166
+ _fortran_zsyrk(uplo, trans, n, k, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>beta, <npy_complex128*>c, ldc)
1167
+
1168
+
1169
+ cdef extern from "_blas_subroutines.h":
1170
+ void _fortran_ztbmv "BLAS_FUNC(ztbmv)"(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx) nogil
1171
+ cdef void ztbmv(char *uplo, char *trans, char *diag, int *n, int *k, z *a, int *lda, z *x, int *incx) noexcept nogil:
1172
+
1173
+ _fortran_ztbmv(uplo, trans, diag, n, k, <npy_complex128*>a, lda, <npy_complex128*>x, incx)
1174
+
1175
+
1176
+ cdef extern from "_blas_subroutines.h":
1177
+ void _fortran_ztbsv "BLAS_FUNC(ztbsv)"(char *uplo, char *trans, char *diag, int *n, int *k, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx) nogil
1178
+ cdef void ztbsv(char *uplo, char *trans, char *diag, int *n, int *k, z *a, int *lda, z *x, int *incx) noexcept nogil:
1179
+
1180
+ _fortran_ztbsv(uplo, trans, diag, n, k, <npy_complex128*>a, lda, <npy_complex128*>x, incx)
1181
+
1182
+
1183
+ cdef extern from "_blas_subroutines.h":
1184
+ void _fortran_ztpmv "BLAS_FUNC(ztpmv)"(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx) nogil
1185
+ cdef void ztpmv(char *uplo, char *trans, char *diag, int *n, z *ap, z *x, int *incx) noexcept nogil:
1186
+
1187
+ _fortran_ztpmv(uplo, trans, diag, n, <npy_complex128*>ap, <npy_complex128*>x, incx)
1188
+
1189
+
1190
+ cdef extern from "_blas_subroutines.h":
1191
+ void _fortran_ztpsv "BLAS_FUNC(ztpsv)"(char *uplo, char *trans, char *diag, int *n, npy_complex128 *ap, npy_complex128 *x, int *incx) nogil
1192
+ cdef void ztpsv(char *uplo, char *trans, char *diag, int *n, z *ap, z *x, int *incx) noexcept nogil:
1193
+
1194
+ _fortran_ztpsv(uplo, trans, diag, n, <npy_complex128*>ap, <npy_complex128*>x, incx)
1195
+
1196
+
1197
+ cdef extern from "_blas_subroutines.h":
1198
+ void _fortran_ztrmm "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) nogil
1199
+ cdef void ztrmm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb) noexcept nogil:
1200
+
1201
+ _fortran_ztrmm(side, uplo, transa, diag, m, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb)
1202
+
1203
+
1204
+ cdef extern from "_blas_subroutines.h":
1205
+ void _fortran_ztrmv "BLAS_FUNC(ztrmv)"(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx) nogil
1206
+ cdef void ztrmv(char *uplo, char *trans, char *diag, int *n, z *a, int *lda, z *x, int *incx) noexcept nogil:
1207
+
1208
+ _fortran_ztrmv(uplo, trans, diag, n, <npy_complex128*>a, lda, <npy_complex128*>x, incx)
1209
+
1210
+
1211
+ cdef extern from "_blas_subroutines.h":
1212
+ void _fortran_ztrsm "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) nogil
1213
+ cdef void ztrsm(char *side, char *uplo, char *transa, char *diag, int *m, int *n, z *alpha, z *a, int *lda, z *b, int *ldb) noexcept nogil:
1214
+
1215
+ _fortran_ztrsm(side, uplo, transa, diag, m, n, <npy_complex128*>alpha, <npy_complex128*>a, lda, <npy_complex128*>b, ldb)
1216
+
1217
+
1218
+ cdef extern from "_blas_subroutines.h":
1219
+ void _fortran_ztrsv "BLAS_FUNC(ztrsv)"(char *uplo, char *trans, char *diag, int *n, npy_complex128 *a, int *lda, npy_complex128 *x, int *incx) nogil
1220
+ cdef void ztrsv(char *uplo, char *trans, char *diag, int *n, z *a, int *lda, z *x, int *incx) noexcept nogil:
1221
+
1222
+ _fortran_ztrsv(uplo, trans, diag, n, <npy_complex128*>a, lda, <npy_complex128*>x, incx)
1223
+
1224
+
1225
+
1226
+ # Python-accessible wrappers for testing:
1227
+
1228
+ cdef inline bint _is_contiguous(double[:,:] a, int axis) noexcept nogil:
1229
+ return (a.strides[axis] == sizeof(a[0,0]) or a.shape[axis] == 1)
1230
+
1231
+ cpdef float complex _test_cdotc(float complex[:] cx, float complex[:] cy) noexcept nogil:
1232
+ cdef:
1233
+ int n = cx.shape[0]
1234
+ int incx = cx.strides[0] // sizeof(cx[0])
1235
+ int incy = cy.strides[0] // sizeof(cy[0])
1236
+ return cdotc(&n, &cx[0], &incx, &cy[0], &incy)
1237
+
1238
+ cpdef float complex _test_cdotu(float complex[:] cx, float complex[:] cy) noexcept nogil:
1239
+ cdef:
1240
+ int n = cx.shape[0]
1241
+ int incx = cx.strides[0] // sizeof(cx[0])
1242
+ int incy = cy.strides[0] // sizeof(cy[0])
1243
+ return cdotu(&n, &cx[0], &incx, &cy[0], &incy)
1244
+
1245
+ cpdef double _test_dasum(double[:] dx) noexcept nogil:
1246
+ cdef:
1247
+ int n = dx.shape[0]
1248
+ int incx = dx.strides[0] // sizeof(dx[0])
1249
+ return dasum(&n, &dx[0], &incx)
1250
+
1251
+ cpdef double _test_ddot(double[:] dx, double[:] dy) noexcept nogil:
1252
+ cdef:
1253
+ int n = dx.shape[0]
1254
+ int incx = dx.strides[0] // sizeof(dx[0])
1255
+ int incy = dy.strides[0] // sizeof(dy[0])
1256
+ return ddot(&n, &dx[0], &incx, &dy[0], &incy)
1257
+
1258
+ cpdef int _test_dgemm(double alpha, double[:,:] a, double[:,:] b, double beta,
1259
+ double[:,:] c) except -1 nogil:
1260
+ cdef:
1261
+ char *transa
1262
+ char *transb
1263
+ int m, n, k, lda, ldb, ldc
1264
+ double *a0=&a[0,0]
1265
+ double *b0=&b[0,0]
1266
+ double *c0=&c[0,0]
1267
+ # In the case that c is C contiguous, swap a and b and
1268
+ # swap whether or not each of them is transposed.
1269
+ # This can be done because a.dot(b) = b.T.dot(a.T).T.
1270
+ if _is_contiguous(c, 1):
1271
+ if _is_contiguous(a, 1):
1272
+ transb = 'n'
1273
+ ldb = (&a[1,0]) - a0 if a.shape[0] > 1 else 1
1274
+ elif _is_contiguous(a, 0):
1275
+ transb = 't'
1276
+ ldb = (&a[0,1]) - a0 if a.shape[1] > 1 else 1
1277
+ else:
1278
+ with gil:
1279
+ raise ValueError("Input 'a' is neither C nor Fortran contiguous.")
1280
+ if _is_contiguous(b, 1):
1281
+ transa = 'n'
1282
+ lda = (&b[1,0]) - b0 if b.shape[0] > 1 else 1
1283
+ elif _is_contiguous(b, 0):
1284
+ transa = 't'
1285
+ lda = (&b[0,1]) - b0 if b.shape[1] > 1 else 1
1286
+ else:
1287
+ with gil:
1288
+ raise ValueError("Input 'b' is neither C nor Fortran contiguous.")
1289
+ k = b.shape[0]
1290
+ if k != a.shape[1]:
1291
+ with gil:
1292
+ raise ValueError("Shape mismatch in input arrays.")
1293
+ m = b.shape[1]
1294
+ n = a.shape[0]
1295
+ if n != c.shape[0] or m != c.shape[1]:
1296
+ with gil:
1297
+ raise ValueError("Output array does not have the correct shape.")
1298
+ ldc = (&c[1,0]) - c0 if c.shape[0] > 1 else 1
1299
+ dgemm(transa, transb, &m, &n, &k, &alpha, b0, &lda, a0,
1300
+ &ldb, &beta, c0, &ldc)
1301
+ elif _is_contiguous(c, 0):
1302
+ if _is_contiguous(a, 1):
1303
+ transa = 't'
1304
+ lda = (&a[1,0]) - a0 if a.shape[0] > 1 else 1
1305
+ elif _is_contiguous(a, 0):
1306
+ transa = 'n'
1307
+ lda = (&a[0,1]) - a0 if a.shape[1] > 1 else 1
1308
+ else:
1309
+ with gil:
1310
+ raise ValueError("Input 'a' is neither C nor Fortran contiguous.")
1311
+ if _is_contiguous(b, 1):
1312
+ transb = 't'
1313
+ ldb = (&b[1,0]) - b0 if b.shape[0] > 1 else 1
1314
+ elif _is_contiguous(b, 0):
1315
+ transb = 'n'
1316
+ ldb = (&b[0,1]) - b0 if b.shape[1] > 1 else 1
1317
+ else:
1318
+ with gil:
1319
+ raise ValueError("Input 'b' is neither C nor Fortran contiguous.")
1320
+ m = a.shape[0]
1321
+ k = a.shape[1]
1322
+ if k != b.shape[0]:
1323
+ with gil:
1324
+ raise ValueError("Shape mismatch in input arrays.")
1325
+ n = b.shape[1]
1326
+ if m != c.shape[0] or n != c.shape[1]:
1327
+ with gil:
1328
+ raise ValueError("Output array does not have the correct shape.")
1329
+ ldc = (&c[0,1]) - c0 if c.shape[1] > 1 else 1
1330
+ dgemm(transa, transb, &m, &n, &k, &alpha, a0, &lda, b0,
1331
+ &ldb, &beta, c0, &ldc)
1332
+ else:
1333
+ with gil:
1334
+ raise ValueError("Input 'c' is neither C nor Fortran contiguous.")
1335
+ return 0
1336
+
1337
+ cpdef double _test_dnrm2(double[:] x) noexcept nogil:
1338
+ cdef:
1339
+ int n = x.shape[0]
1340
+ int incx = x.strides[0] // sizeof(x[0])
1341
+ return dnrm2(&n, &x[0], &incx)
1342
+
1343
+ cpdef double _test_dzasum(double complex[:] zx) noexcept nogil:
1344
+ cdef:
1345
+ int n = zx.shape[0]
1346
+ int incx = zx.strides[0] // sizeof(zx[0])
1347
+ return dzasum(&n, &zx[0], &incx)
1348
+
1349
+ cpdef double _test_dznrm2(double complex[:] x) noexcept nogil:
1350
+ cdef:
1351
+ int n = x.shape[0]
1352
+ int incx = x.strides[0] // sizeof(x[0])
1353
+ return dznrm2(&n, &x[0], &incx)
1354
+
1355
+ cpdef int _test_icamax(float complex[:] cx) noexcept nogil:
1356
+ cdef:
1357
+ int n = cx.shape[0]
1358
+ int incx = cx.strides[0] // sizeof(cx[0])
1359
+ return icamax(&n, &cx[0], &incx)
1360
+
1361
+ cpdef int _test_idamax(double[:] dx) noexcept nogil:
1362
+ cdef:
1363
+ int n = dx.shape[0]
1364
+ int incx = dx.strides[0] // sizeof(dx[0])
1365
+ return idamax(&n, &dx[0], &incx)
1366
+
1367
+ cpdef int _test_isamax(float[:] sx) noexcept nogil:
1368
+ cdef:
1369
+ int n = sx.shape[0]
1370
+ int incx = sx.strides[0] // sizeof(sx[0])
1371
+ return isamax(&n, &sx[0], &incx)
1372
+
1373
+ cpdef int _test_izamax(double complex[:] zx) noexcept nogil:
1374
+ cdef:
1375
+ int n = zx.shape[0]
1376
+ int incx = zx.strides[0] // sizeof(zx[0])
1377
+ return izamax(&n, &zx[0], &incx)
1378
+
1379
+ cpdef float _test_sasum(float[:] sx) noexcept nogil:
1380
+ cdef:
1381
+ int n = sx.shape[0]
1382
+ int incx = sx.strides[0] // sizeof(sx[0])
1383
+ return sasum(&n, &sx[0], &incx)
1384
+
1385
+ cpdef float _test_scasum(float complex[:] cx) noexcept nogil:
1386
+ cdef:
1387
+ int n = cx.shape[0]
1388
+ int incx = cx.strides[0] // sizeof(cx[0])
1389
+ return scasum(&n, &cx[0], &incx)
1390
+
1391
+ cpdef float _test_scnrm2(float complex[:] x) noexcept nogil:
1392
+ cdef:
1393
+ int n = x.shape[0]
1394
+ int incx = x.strides[0] // sizeof(x[0])
1395
+ return scnrm2(&n, &x[0], &incx)
1396
+
1397
+ cpdef float _test_sdot(float[:] sx, float[:] sy) noexcept nogil:
1398
+ cdef:
1399
+ int n = sx.shape[0]
1400
+ int incx = sx.strides[0] // sizeof(sx[0])
1401
+ int incy = sy.strides[0] // sizeof(sy[0])
1402
+ return sdot(&n, &sx[0], &incx, &sy[0], &incy)
1403
+
1404
+ cpdef float _test_snrm2(float[:] x) noexcept nogil:
1405
+ cdef:
1406
+ int n = x.shape[0]
1407
+ int incx = x.strides[0] // sizeof(x[0])
1408
+ return snrm2(&n, &x[0], &incx)
1409
+
1410
+ cpdef double complex _test_zdotc(double complex[:] zx, double complex[:] zy) noexcept nogil:
1411
+ cdef:
1412
+ int n = zx.shape[0]
1413
+ int incx = zx.strides[0] // sizeof(zx[0])
1414
+ int incy = zy.strides[0] // sizeof(zy[0])
1415
+ return zdotc(&n, &zx[0], &incx, &zy[0], &incy)
1416
+
1417
+ cpdef double complex _test_zdotu(double complex[:] zx, double complex[:] zy) noexcept nogil:
1418
+ cdef:
1419
+ int n = zx.shape[0]
1420
+ int incx = zx.strides[0] // sizeof(zx[0])
1421
+ int incy = zy.strides[0] // sizeof(zy[0])
1422
+ return zdotu(&n, &zx[0], &incx, &zy[0], &incy)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_lapack.pxd ADDED
The diff for this file is too large to render. See raw diff
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/cython_lapack.pyx ADDED
The diff for this file is too large to render. See raw diff
 
env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp.py ADDED
@@ -0,0 +1,25 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
+ 'eig', 'eigvals', 'eigh', 'eigvalsh',
10
+ 'eig_banded', 'eigvals_banded',
11
+ 'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf',
12
+ 'array', 'isfinite', 'inexact', 'nonzero', 'iscomplexobj',
13
+ 'flatnonzero', 'argsort', 'iscomplex', 'einsum', 'eye', 'inf',
14
+ 'LinAlgError', 'norm', 'get_lapack_funcs'
15
+ ]
16
+
17
+
18
+ def __dir__():
19
+ return __all__
20
+
21
+
22
+ def __getattr__(name):
23
+ return _sub_module_deprecation(sub_package="linalg", module="decomp",
24
+ private_modules=["_decomp"], all=__all__,
25
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_cholesky.py ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
+ 'cholesky', 'cho_factor', 'cho_solve', 'cholesky_banded',
10
+ 'cho_solve_banded', 'asarray_chkfinite', 'atleast_2d',
11
+ 'LinAlgError', 'get_lapack_funcs'
12
+ ]
13
+
14
+
15
+ def __dir__():
16
+ return __all__
17
+
18
+
19
+ def __getattr__(name):
20
+ return _sub_module_deprecation(sub_package="linalg", module="decomp_cholesky",
21
+ private_modules=["_decomp_cholesky"], all=__all__,
22
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_qr.py ADDED
@@ -0,0 +1,20 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
+ 'qr', 'qr_multiply', 'rq', 'get_lapack_funcs', 'safecall'
10
+ ]
11
+
12
+
13
+ def __dir__():
14
+ return __all__
15
+
16
+
17
+ def __getattr__(name):
18
+ return _sub_module_deprecation(sub_package="linalg", module="decomp_qr",
19
+ private_modules=["_decomp_qr"], all=__all__,
20
+ attribute=name)
env-llmeval/lib/python3.10/site-packages/scipy/linalg/decomp_schur.py ADDED
@@ -0,0 +1,22 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
+ 'schur', 'rsf2csf', 'asarray_chkfinite', 'single', 'array', 'norm',
10
+ 'LinAlgError', 'get_lapack_funcs', 'eigvals', 'eps', 'feps'
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_schur",
20
+ private_modules=["_decomp_schur"], all=__all__,
21
+ attribute=name)
22
+
env-llmeval/lib/python3.10/site-packages/scipy/linalg/interpolative.py ADDED
@@ -0,0 +1,1015 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ #******************************************************************************
2
+ # Copyright (C) 2013 Kenneth L. Ho
3
+ #
4
+ # Redistribution and use in source and binary forms, with or without
5
+ # modification, are permitted provided that the following conditions are met:
6
+ #
7
+ # Redistributions of source code must retain the above copyright notice, this
8
+ # list of conditions and the following disclaimer. Redistributions in binary
9
+ # form must reproduce the above copyright notice, this list of conditions and
10
+ # the following disclaimer in the documentation and/or other materials
11
+ # provided with the distribution.
12
+ #
13
+ # None of the names of the copyright holders may be used to endorse or
14
+ # promote products derived from this software without specific prior written
15
+ # permission.
16
+ #
17
+ # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18
+ # AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19
+ # IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20
+ # ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
21
+ # LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22
+ # CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23
+ # SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24
+ # INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25
+ # CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26
+ # ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27
+ # POSSIBILITY OF SUCH DAMAGE.
28
+ #******************************************************************************
29
+
30
+ # Python module for interfacing with `id_dist`.
31
+
32
+ r"""
33
+ ======================================================================
34
+ Interpolative matrix decomposition (:mod:`scipy.linalg.interpolative`)
35
+ ======================================================================
36
+
37
+ .. moduleauthor:: Kenneth L. Ho <[email protected]>
38
+
39
+ .. versionadded:: 0.13
40
+
41
+ .. currentmodule:: scipy.linalg.interpolative
42
+
43
+ An interpolative decomposition (ID) of a matrix :math:`A \in
44
+ \mathbb{C}^{m \times n}` of rank :math:`k \leq \min \{ m, n \}` is a
45
+ factorization
46
+
47
+ .. math::
48
+ A \Pi =
49
+ \begin{bmatrix}
50
+ A \Pi_{1} & A \Pi_{2}
51
+ \end{bmatrix} =
52
+ A \Pi_{1}
53
+ \begin{bmatrix}
54
+ I & T
55
+ \end{bmatrix},
56
+
57
+ where :math:`\Pi = [\Pi_{1}, \Pi_{2}]` is a permutation matrix with
58
+ :math:`\Pi_{1} \in \{ 0, 1 \}^{n \times k}`, i.e., :math:`A \Pi_{2} =
59
+ A \Pi_{1} T`. This can equivalently be written as :math:`A = BP`,
60
+ where :math:`B = A \Pi_{1}` and :math:`P = [I, T] \Pi^{\mathsf{T}}`
61
+ are the *skeleton* and *interpolation matrices*, respectively.
62
+
63
+ If :math:`A` does not have exact rank :math:`k`, then there exists an
64
+ approximation in the form of an ID such that :math:`A = BP + E`, where
65
+ :math:`\| E \| \sim \sigma_{k + 1}` is on the order of the :math:`(k +
66
+ 1)`-th largest singular value of :math:`A`. Note that :math:`\sigma_{k
67
+ + 1}` is the best possible error for a rank-:math:`k` approximation
68
+ and, in fact, is achieved by the singular value decomposition (SVD)
69
+ :math:`A \approx U S V^{*}`, where :math:`U \in \mathbb{C}^{m \times
70
+ k}` and :math:`V \in \mathbb{C}^{n \times k}` have orthonormal columns
71
+ and :math:`S = \mathop{\mathrm{diag}} (\sigma_{i}) \in \mathbb{C}^{k
72
+ \times k}` is diagonal with nonnegative entries. The principal
73
+ advantages of using an ID over an SVD are that:
74
+
75
+ - it is cheaper to construct;
76
+ - it preserves the structure of :math:`A`; and
77
+ - it is more efficient to compute with in light of the identity submatrix of :math:`P`.
78
+
79
+ Routines
80
+ ========
81
+
82
+ Main functionality:
83
+
84
+ .. autosummary::
85
+ :toctree: generated/
86
+
87
+ interp_decomp
88
+ reconstruct_matrix_from_id
89
+ reconstruct_interp_matrix
90
+ reconstruct_skel_matrix
91
+ id_to_svd
92
+ svd
93
+ estimate_spectral_norm
94
+ estimate_spectral_norm_diff
95
+ estimate_rank
96
+
97
+ Support functions:
98
+
99
+ .. autosummary::
100
+ :toctree: generated/
101
+
102
+ seed
103
+ rand
104
+
105
+
106
+ References
107
+ ==========
108
+
109
+ This module uses the ID software package [1]_ by Martinsson, Rokhlin,
110
+ Shkolnisky, and Tygert, which is a Fortran library for computing IDs
111
+ using various algorithms, including the rank-revealing QR approach of
112
+ [2]_ and the more recent randomized methods described in [3]_, [4]_,
113
+ and [5]_. This module exposes its functionality in a way convenient
114
+ for Python users. Note that this module does not add any functionality
115
+ beyond that of organizing a simpler and more consistent interface.
116
+
117
+ We advise the user to consult also the `documentation for the ID package
118
+ <http://tygert.com/id_doc.4.pdf>`_.
119
+
120
+ .. [1] P.G. Martinsson, V. Rokhlin, Y. Shkolnisky, M. Tygert. "ID: a
121
+ software package for low-rank approximation of matrices via interpolative
122
+ decompositions, version 0.2." http://tygert.com/id_doc.4.pdf.
123
+
124
+ .. [2] H. Cheng, Z. Gimbutas, P.G. Martinsson, V. Rokhlin. "On the
125
+ compression of low rank matrices." *SIAM J. Sci. Comput.* 26 (4): 1389--1404,
126
+ 2005. :doi:`10.1137/030602678`.
127
+
128
+ .. [3] E. Liberty, F. Woolfe, P.G. Martinsson, V. Rokhlin, M.
129
+ Tygert. "Randomized algorithms for the low-rank approximation of matrices."
130
+ *Proc. Natl. Acad. Sci. U.S.A.* 104 (51): 20167--20172, 2007.
131
+ :doi:`10.1073/pnas.0709640104`.
132
+
133
+ .. [4] P.G. Martinsson, V. Rokhlin, M. Tygert. "A randomized
134
+ algorithm for the decomposition of matrices." *Appl. Comput. Harmon. Anal.* 30
135
+ (1): 47--68, 2011. :doi:`10.1016/j.acha.2010.02.003`.
136
+
137
+ .. [5] F. Woolfe, E. Liberty, V. Rokhlin, M. Tygert. "A fast
138
+ randomized algorithm for the approximation of matrices." *Appl. Comput.
139
+ Harmon. Anal.* 25 (3): 335--366, 2008. :doi:`10.1016/j.acha.2007.12.002`.
140
+
141
+
142
+ Tutorial
143
+ ========
144
+
145
+ Initializing
146
+ ------------
147
+
148
+ The first step is to import :mod:`scipy.linalg.interpolative` by issuing the
149
+ command:
150
+
151
+ >>> import scipy.linalg.interpolative as sli
152
+
153
+ Now let's build a matrix. For this, we consider a Hilbert matrix, which is well
154
+ know to have low rank:
155
+
156
+ >>> from scipy.linalg import hilbert
157
+ >>> n = 1000
158
+ >>> A = hilbert(n)
159
+
160
+ We can also do this explicitly via:
161
+
162
+ >>> import numpy as np
163
+ >>> n = 1000
164
+ >>> A = np.empty((n, n), order='F')
165
+ >>> for j in range(n):
166
+ ... for i in range(n):
167
+ ... A[i,j] = 1. / (i + j + 1)
168
+
169
+ Note the use of the flag ``order='F'`` in :func:`numpy.empty`. This
170
+ instantiates the matrix in Fortran-contiguous order and is important for
171
+ avoiding data copying when passing to the backend.
172
+
173
+ We then define multiplication routines for the matrix by regarding it as a
174
+ :class:`scipy.sparse.linalg.LinearOperator`:
175
+
176
+ >>> from scipy.sparse.linalg import aslinearoperator
177
+ >>> L = aslinearoperator(A)
178
+
179
+ This automatically sets up methods describing the action of the matrix and its
180
+ adjoint on a vector.
181
+
182
+ Computing an ID
183
+ ---------------
184
+
185
+ We have several choices of algorithm to compute an ID. These fall largely
186
+ according to two dichotomies:
187
+
188
+ 1. how the matrix is represented, i.e., via its entries or via its action on a
189
+ vector; and
190
+ 2. whether to approximate it to a fixed relative precision or to a fixed rank.
191
+
192
+ We step through each choice in turn below.
193
+
194
+ In all cases, the ID is represented by three parameters:
195
+
196
+ 1. a rank ``k``;
197
+ 2. an index array ``idx``; and
198
+ 3. interpolation coefficients ``proj``.
199
+
200
+ The ID is specified by the relation
201
+ ``np.dot(A[:,idx[:k]], proj) == A[:,idx[k:]]``.
202
+
203
+ From matrix entries
204
+ ...................
205
+
206
+ We first consider a matrix given in terms of its entries.
207
+
208
+ To compute an ID to a fixed precision, type:
209
+
210
+ >>> eps = 1e-3
211
+ >>> k, idx, proj = sli.interp_decomp(A, eps)
212
+
213
+ where ``eps < 1`` is the desired precision.
214
+
215
+ To compute an ID to a fixed rank, use:
216
+
217
+ >>> idx, proj = sli.interp_decomp(A, k)
218
+
219
+ where ``k >= 1`` is the desired rank.
220
+
221
+ Both algorithms use random sampling and are usually faster than the
222
+ corresponding older, deterministic algorithms, which can be accessed via the
223
+ commands:
224
+
225
+ >>> k, idx, proj = sli.interp_decomp(A, eps, rand=False)
226
+
227
+ and:
228
+
229
+ >>> idx, proj = sli.interp_decomp(A, k, rand=False)
230
+
231
+ respectively.
232
+
233
+ From matrix action
234
+ ..................
235
+
236
+ Now consider a matrix given in terms of its action on a vector as a
237
+ :class:`scipy.sparse.linalg.LinearOperator`.
238
+
239
+ To compute an ID to a fixed precision, type:
240
+
241
+ >>> k, idx, proj = sli.interp_decomp(L, eps)
242
+
243
+ To compute an ID to a fixed rank, use:
244
+
245
+ >>> idx, proj = sli.interp_decomp(L, k)
246
+
247
+ These algorithms are randomized.
248
+
249
+ Reconstructing an ID
250
+ --------------------
251
+
252
+ The ID routines above do not output the skeleton and interpolation matrices
253
+ explicitly but instead return the relevant information in a more compact (and
254
+ sometimes more useful) form. To build these matrices, write:
255
+
256
+ >>> B = sli.reconstruct_skel_matrix(A, k, idx)
257
+
258
+ for the skeleton matrix and:
259
+
260
+ >>> P = sli.reconstruct_interp_matrix(idx, proj)
261
+
262
+ for the interpolation matrix. The ID approximation can then be computed as:
263
+
264
+ >>> C = np.dot(B, P)
265
+
266
+ This can also be constructed directly using:
267
+
268
+ >>> C = sli.reconstruct_matrix_from_id(B, idx, proj)
269
+
270
+ without having to first compute ``P``.
271
+
272
+ Alternatively, this can be done explicitly as well using:
273
+
274
+ >>> B = A[:,idx[:k]]
275
+ >>> P = np.hstack([np.eye(k), proj])[:,np.argsort(idx)]
276
+ >>> C = np.dot(B, P)
277
+
278
+ Computing an SVD
279
+ ----------------
280
+
281
+ An ID can be converted to an SVD via the command:
282
+
283
+ >>> U, S, V = sli.id_to_svd(B, idx, proj)
284
+
285
+ The SVD approximation is then:
286
+
287
+ >>> approx = U @ np.diag(S) @ V.conj().T
288
+
289
+ The SVD can also be computed "fresh" by combining both the ID and conversion
290
+ steps into one command. Following the various ID algorithms above, there are
291
+ correspondingly various SVD algorithms that one can employ.
292
+
293
+ From matrix entries
294
+ ...................
295
+
296
+ We consider first SVD algorithms for a matrix given in terms of its entries.
297
+
298
+ To compute an SVD to a fixed precision, type:
299
+
300
+ >>> U, S, V = sli.svd(A, eps)
301
+
302
+ To compute an SVD to a fixed rank, use:
303
+
304
+ >>> U, S, V = sli.svd(A, k)
305
+
306
+ Both algorithms use random sampling; for the deterministic versions, issue the
307
+ keyword ``rand=False`` as above.
308
+
309
+ From matrix action
310
+ ..................
311
+
312
+ Now consider a matrix given in terms of its action on a vector.
313
+
314
+ To compute an SVD to a fixed precision, type:
315
+
316
+ >>> U, S, V = sli.svd(L, eps)
317
+
318
+ To compute an SVD to a fixed rank, use:
319
+
320
+ >>> U, S, V = sli.svd(L, k)
321
+
322
+ Utility routines
323
+ ----------------
324
+
325
+ Several utility routines are also available.
326
+
327
+ To estimate the spectral norm of a matrix, use:
328
+
329
+ >>> snorm = sli.estimate_spectral_norm(A)
330
+
331
+ This algorithm is based on the randomized power method and thus requires only
332
+ matrix-vector products. The number of iterations to take can be set using the
333
+ keyword ``its`` (default: ``its=20``). The matrix is interpreted as a
334
+ :class:`scipy.sparse.linalg.LinearOperator`, but it is also valid to supply it
335
+ as a :class:`numpy.ndarray`, in which case it is trivially converted using
336
+ :func:`scipy.sparse.linalg.aslinearoperator`.
337
+
338
+ The same algorithm can also estimate the spectral norm of the difference of two
339
+ matrices ``A1`` and ``A2`` as follows:
340
+
341
+ >>> A1, A2 = A**2, A
342
+ >>> diff = sli.estimate_spectral_norm_diff(A1, A2)
343
+
344
+ This is often useful for checking the accuracy of a matrix approximation.
345
+
346
+ Some routines in :mod:`scipy.linalg.interpolative` require estimating the rank
347
+ of a matrix as well. This can be done with either:
348
+
349
+ >>> k = sli.estimate_rank(A, eps)
350
+
351
+ or:
352
+
353
+ >>> k = sli.estimate_rank(L, eps)
354
+
355
+ depending on the representation. The parameter ``eps`` controls the definition
356
+ of the numerical rank.
357
+
358
+ Finally, the random number generation required for all randomized routines can
359
+ be controlled via :func:`scipy.linalg.interpolative.seed`. To reset the seed
360
+ values to their original values, use:
361
+
362
+ >>> sli.seed('default')
363
+
364
+ To specify the seed values, use:
365
+
366
+ >>> s = 42
367
+ >>> sli.seed(s)
368
+
369
+ where ``s`` must be an integer or array of 55 floats. If an integer, the array
370
+ of floats is obtained by using ``numpy.random.rand`` with the given integer
371
+ seed.
372
+
373
+ To simply generate some random numbers, type:
374
+
375
+ >>> arr = sli.rand(n)
376
+
377
+ where ``n`` is the number of random numbers to generate.
378
+
379
+ Remarks
380
+ -------
381
+
382
+ The above functions all automatically detect the appropriate interface and work
383
+ with both real and complex data types, passing input arguments to the proper
384
+ backend routine.
385
+
386
+ """
387
+
388
+ import scipy.linalg._interpolative_backend as _backend
389
+ import numpy as np
390
+ import sys
391
+
392
+ __all__ = [
393
+ 'estimate_rank',
394
+ 'estimate_spectral_norm',
395
+ 'estimate_spectral_norm_diff',
396
+ 'id_to_svd',
397
+ 'interp_decomp',
398
+ 'rand',
399
+ 'reconstruct_interp_matrix',
400
+ 'reconstruct_matrix_from_id',
401
+ 'reconstruct_skel_matrix',
402
+ 'seed',
403
+ 'svd',
404
+ ]
405
+
406
+ _DTYPE_ERROR = ValueError("invalid input dtype (input must be float64 or complex128)")
407
+ _TYPE_ERROR = TypeError("invalid input type (must be array or LinearOperator)")
408
+ _32BIT_ERROR = ValueError("interpolative decomposition on 32-bit systems "
409
+ "with complex128 is buggy")
410
+ _IS_32BIT = (sys.maxsize < 2**32)
411
+
412
+
413
+ def _is_real(A):
414
+ try:
415
+ if A.dtype == np.complex128:
416
+ return False
417
+ elif A.dtype == np.float64:
418
+ return True
419
+ else:
420
+ raise _DTYPE_ERROR
421
+ except AttributeError as e:
422
+ raise _TYPE_ERROR from e
423
+
424
+
425
+ def seed(seed=None):
426
+ """
427
+ Seed the internal random number generator used in this ID package.
428
+
429
+ The generator is a lagged Fibonacci method with 55-element internal state.
430
+
431
+ Parameters
432
+ ----------
433
+ seed : int, sequence, 'default', optional
434
+ If 'default', the random seed is reset to a default value.
435
+
436
+ If `seed` is a sequence containing 55 floating-point numbers
437
+ in range [0,1], these are used to set the internal state of
438
+ the generator.
439
+
440
+ If the value is an integer, the internal state is obtained
441
+ from `numpy.random.RandomState` (MT19937) with the integer
442
+ used as the initial seed.
443
+
444
+ If `seed` is omitted (None), ``numpy.random.rand`` is used to
445
+ initialize the generator.
446
+
447
+ """
448
+ # For details, see :func:`_backend.id_srand`, :func:`_backend.id_srandi`,
449
+ # and :func:`_backend.id_srando`.
450
+
451
+ if isinstance(seed, str) and seed == 'default':
452
+ _backend.id_srando()
453
+ elif hasattr(seed, '__len__'):
454
+ state = np.asfortranarray(seed, dtype=float)
455
+ if state.shape != (55,):
456
+ raise ValueError("invalid input size")
457
+ elif state.min() < 0 or state.max() > 1:
458
+ raise ValueError("values not in range [0,1]")
459
+ _backend.id_srandi(state)
460
+ elif seed is None:
461
+ _backend.id_srandi(np.random.rand(55))
462
+ else:
463
+ rnd = np.random.RandomState(seed)
464
+ _backend.id_srandi(rnd.rand(55))
465
+
466
+
467
+ def rand(*shape):
468
+ """
469
+ Generate standard uniform pseudorandom numbers via a very efficient lagged
470
+ Fibonacci method.
471
+
472
+ This routine is used for all random number generation in this package and
473
+ can affect ID and SVD results.
474
+
475
+ Parameters
476
+ ----------
477
+ *shape
478
+ Shape of output array
479
+
480
+ """
481
+ # For details, see :func:`_backend.id_srand`, and :func:`_backend.id_srando`.
482
+ return _backend.id_srand(np.prod(shape)).reshape(shape)
483
+
484
+
485
+ def interp_decomp(A, eps_or_k, rand=True):
486
+ """
487
+ Compute ID of a matrix.
488
+
489
+ An ID of a matrix `A` is a factorization defined by a rank `k`, a column
490
+ index array `idx`, and interpolation coefficients `proj` such that::
491
+
492
+ numpy.dot(A[:,idx[:k]], proj) = A[:,idx[k:]]
493
+
494
+ The original matrix can then be reconstructed as::
495
+
496
+ numpy.hstack([A[:,idx[:k]],
497
+ numpy.dot(A[:,idx[:k]], proj)]
498
+ )[:,numpy.argsort(idx)]
499
+
500
+ or via the routine :func:`reconstruct_matrix_from_id`. This can
501
+ equivalently be written as::
502
+
503
+ numpy.dot(A[:,idx[:k]],
504
+ numpy.hstack([numpy.eye(k), proj])
505
+ )[:,np.argsort(idx)]
506
+
507
+ in terms of the skeleton and interpolation matrices::
508
+
509
+ B = A[:,idx[:k]]
510
+
511
+ and::
512
+
513
+ P = numpy.hstack([numpy.eye(k), proj])[:,np.argsort(idx)]
514
+
515
+ respectively. See also :func:`reconstruct_interp_matrix` and
516
+ :func:`reconstruct_skel_matrix`.
517
+
518
+ The ID can be computed to any relative precision or rank (depending on the
519
+ value of `eps_or_k`). If a precision is specified (`eps_or_k < 1`), then
520
+ this function has the output signature::
521
+
522
+ k, idx, proj = interp_decomp(A, eps_or_k)
523
+
524
+ Otherwise, if a rank is specified (`eps_or_k >= 1`), then the output
525
+ signature is::
526
+
527
+ idx, proj = interp_decomp(A, eps_or_k)
528
+
529
+ .. This function automatically detects the form of the input parameters
530
+ and passes them to the appropriate backend. For details, see
531
+ :func:`_backend.iddp_id`, :func:`_backend.iddp_aid`,
532
+ :func:`_backend.iddp_rid`, :func:`_backend.iddr_id`,
533
+ :func:`_backend.iddr_aid`, :func:`_backend.iddr_rid`,
534
+ :func:`_backend.idzp_id`, :func:`_backend.idzp_aid`,
535
+ :func:`_backend.idzp_rid`, :func:`_backend.idzr_id`,
536
+ :func:`_backend.idzr_aid`, and :func:`_backend.idzr_rid`.
537
+
538
+ Parameters
539
+ ----------
540
+ A : :class:`numpy.ndarray` or :class:`scipy.sparse.linalg.LinearOperator` with `rmatvec`
541
+ Matrix to be factored
542
+ eps_or_k : float or int
543
+ Relative error (if `eps_or_k < 1`) or rank (if `eps_or_k >= 1`) of
544
+ approximation.
545
+ rand : bool, optional
546
+ Whether to use random sampling if `A` is of type :class:`numpy.ndarray`
547
+ (randomized algorithms are always used if `A` is of type
548
+ :class:`scipy.sparse.linalg.LinearOperator`).
549
+
550
+ Returns
551
+ -------
552
+ k : int
553
+ Rank required to achieve specified relative precision if
554
+ `eps_or_k < 1`.
555
+ idx : :class:`numpy.ndarray`
556
+ Column index array.
557
+ proj : :class:`numpy.ndarray`
558
+ Interpolation coefficients.
559
+ """ # numpy/numpydoc#87 # noqa: E501
560
+ from scipy.sparse.linalg import LinearOperator
561
+
562
+ real = _is_real(A)
563
+
564
+ if isinstance(A, np.ndarray):
565
+ if eps_or_k < 1:
566
+ eps = eps_or_k
567
+ if rand:
568
+ if real:
569
+ k, idx, proj = _backend.iddp_aid(eps, A)
570
+ else:
571
+ if _IS_32BIT:
572
+ raise _32BIT_ERROR
573
+ k, idx, proj = _backend.idzp_aid(eps, A)
574
+ else:
575
+ if real:
576
+ k, idx, proj = _backend.iddp_id(eps, A)
577
+ else:
578
+ k, idx, proj = _backend.idzp_id(eps, A)
579
+ return k, idx - 1, proj
580
+ else:
581
+ k = int(eps_or_k)
582
+ if rand:
583
+ if real:
584
+ idx, proj = _backend.iddr_aid(A, k)
585
+ else:
586
+ if _IS_32BIT:
587
+ raise _32BIT_ERROR
588
+ idx, proj = _backend.idzr_aid(A, k)
589
+ else:
590
+ if real:
591
+ idx, proj = _backend.iddr_id(A, k)
592
+ else:
593
+ idx, proj = _backend.idzr_id(A, k)
594
+ return idx - 1, proj
595
+ elif isinstance(A, LinearOperator):
596
+ m, n = A.shape
597
+ matveca = A.rmatvec
598
+ if eps_or_k < 1:
599
+ eps = eps_or_k
600
+ if real:
601
+ k, idx, proj = _backend.iddp_rid(eps, m, n, matveca)
602
+ else:
603
+ if _IS_32BIT:
604
+ raise _32BIT_ERROR
605
+ k, idx, proj = _backend.idzp_rid(eps, m, n, matveca)
606
+ return k, idx - 1, proj
607
+ else:
608
+ k = int(eps_or_k)
609
+ if real:
610
+ idx, proj = _backend.iddr_rid(m, n, matveca, k)
611
+ else:
612
+ if _IS_32BIT:
613
+ raise _32BIT_ERROR
614
+ idx, proj = _backend.idzr_rid(m, n, matveca, k)
615
+ return idx - 1, proj
616
+ else:
617
+ raise _TYPE_ERROR
618
+
619
+
620
+ def reconstruct_matrix_from_id(B, idx, proj):
621
+ """
622
+ Reconstruct matrix from its ID.
623
+
624
+ A matrix `A` with skeleton matrix `B` and ID indices and coefficients `idx`
625
+ and `proj`, respectively, can be reconstructed as::
626
+
627
+ numpy.hstack([B, numpy.dot(B, proj)])[:,numpy.argsort(idx)]
628
+
629
+ See also :func:`reconstruct_interp_matrix` and
630
+ :func:`reconstruct_skel_matrix`.
631
+
632
+ .. This function automatically detects the matrix data type and calls the
633
+ appropriate backend. For details, see :func:`_backend.idd_reconid` and
634
+ :func:`_backend.idz_reconid`.
635
+
636
+ Parameters
637
+ ----------
638
+ B : :class:`numpy.ndarray`
639
+ Skeleton matrix.
640
+ idx : :class:`numpy.ndarray`
641
+ Column index array.
642
+ proj : :class:`numpy.ndarray`
643
+ Interpolation coefficients.
644
+
645
+ Returns
646
+ -------
647
+ :class:`numpy.ndarray`
648
+ Reconstructed matrix.
649
+ """
650
+ if _is_real(B):
651
+ return _backend.idd_reconid(B, idx + 1, proj)
652
+ else:
653
+ return _backend.idz_reconid(B, idx + 1, proj)
654
+
655
+
656
+ def reconstruct_interp_matrix(idx, proj):
657
+ """
658
+ Reconstruct interpolation matrix from ID.
659
+
660
+ The interpolation matrix can be reconstructed from the ID indices and
661
+ coefficients `idx` and `proj`, respectively, as::
662
+
663
+ P = numpy.hstack([numpy.eye(proj.shape[0]), proj])[:,numpy.argsort(idx)]
664
+
665
+ The original matrix can then be reconstructed from its skeleton matrix `B`
666
+ via::
667
+
668
+ numpy.dot(B, P)
669
+
670
+ See also :func:`reconstruct_matrix_from_id` and
671
+ :func:`reconstruct_skel_matrix`.
672
+
673
+ .. This function automatically detects the matrix data type and calls the
674
+ appropriate backend. For details, see :func:`_backend.idd_reconint` and
675
+ :func:`_backend.idz_reconint`.
676
+
677
+ Parameters
678
+ ----------
679
+ idx : :class:`numpy.ndarray`
680
+ Column index array.
681
+ proj : :class:`numpy.ndarray`
682
+ Interpolation coefficients.
683
+
684
+ Returns
685
+ -------
686
+ :class:`numpy.ndarray`
687
+ Interpolation matrix.
688
+ """
689
+ if _is_real(proj):
690
+ return _backend.idd_reconint(idx + 1, proj)
691
+ else:
692
+ return _backend.idz_reconint(idx + 1, proj)
693
+
694
+
695
+ def reconstruct_skel_matrix(A, k, idx):
696
+ """
697
+ Reconstruct skeleton matrix from ID.
698
+
699
+ The skeleton matrix can be reconstructed from the original matrix `A` and its
700
+ ID rank and indices `k` and `idx`, respectively, as::
701
+
702
+ B = A[:,idx[:k]]
703
+
704
+ The original matrix can then be reconstructed via::
705
+
706
+ numpy.hstack([B, numpy.dot(B, proj)])[:,numpy.argsort(idx)]
707
+
708
+ See also :func:`reconstruct_matrix_from_id` and
709
+ :func:`reconstruct_interp_matrix`.
710
+
711
+ .. This function automatically detects the matrix data type and calls the
712
+ appropriate backend. For details, see :func:`_backend.idd_copycols` and
713
+ :func:`_backend.idz_copycols`.
714
+
715
+ Parameters
716
+ ----------
717
+ A : :class:`numpy.ndarray`
718
+ Original matrix.
719
+ k : int
720
+ Rank of ID.
721
+ idx : :class:`numpy.ndarray`
722
+ Column index array.
723
+
724
+ Returns
725
+ -------
726
+ :class:`numpy.ndarray`
727
+ Skeleton matrix.
728
+ """
729
+ if _is_real(A):
730
+ return _backend.idd_copycols(A, k, idx + 1)
731
+ else:
732
+ return _backend.idz_copycols(A, k, idx + 1)
733
+
734
+
735
+ def id_to_svd(B, idx, proj):
736
+ """
737
+ Convert ID to SVD.
738
+
739
+ The SVD reconstruction of a matrix with skeleton matrix `B` and ID indices and
740
+ coefficients `idx` and `proj`, respectively, is::
741
+
742
+ U, S, V = id_to_svd(B, idx, proj)
743
+ A = numpy.dot(U, numpy.dot(numpy.diag(S), V.conj().T))
744
+
745
+ See also :func:`svd`.
746
+
747
+ .. This function automatically detects the matrix data type and calls the
748
+ appropriate backend. For details, see :func:`_backend.idd_id2svd` and
749
+ :func:`_backend.idz_id2svd`.
750
+
751
+ Parameters
752
+ ----------
753
+ B : :class:`numpy.ndarray`
754
+ Skeleton matrix.
755
+ idx : :class:`numpy.ndarray`
756
+ Column index array.
757
+ proj : :class:`numpy.ndarray`
758
+ Interpolation coefficients.
759
+
760
+ Returns
761
+ -------
762
+ U : :class:`numpy.ndarray`
763
+ Left singular vectors.
764
+ S : :class:`numpy.ndarray`
765
+ Singular values.
766
+ V : :class:`numpy.ndarray`
767
+ Right singular vectors.
768
+ """
769
+ if _is_real(B):
770
+ U, V, S = _backend.idd_id2svd(B, idx + 1, proj)
771
+ else:
772
+ U, V, S = _backend.idz_id2svd(B, idx + 1, proj)
773
+ return U, S, V
774
+
775
+
776
+ def estimate_spectral_norm(A, its=20):
777
+ """
778
+ Estimate spectral norm of a matrix by the randomized power method.
779
+
780
+ .. This function automatically detects the matrix data type and calls the
781
+ appropriate backend. For details, see :func:`_backend.idd_snorm` and
782
+ :func:`_backend.idz_snorm`.
783
+
784
+ Parameters
785
+ ----------
786
+ A : :class:`scipy.sparse.linalg.LinearOperator`
787
+ Matrix given as a :class:`scipy.sparse.linalg.LinearOperator` with the
788
+ `matvec` and `rmatvec` methods (to apply the matrix and its adjoint).
789
+ its : int, optional
790
+ Number of power method iterations.
791
+
792
+ Returns
793
+ -------
794
+ float
795
+ Spectral norm estimate.
796
+ """
797
+ from scipy.sparse.linalg import aslinearoperator
798
+ A = aslinearoperator(A)
799
+ m, n = A.shape
800
+ def matvec(x):
801
+ return A.matvec(x)
802
+ def matveca(x):
803
+ return A.rmatvec(x)
804
+ if _is_real(A):
805
+ return _backend.idd_snorm(m, n, matveca, matvec, its=its)
806
+ else:
807
+ return _backend.idz_snorm(m, n, matveca, matvec, its=its)
808
+
809
+
810
+ def estimate_spectral_norm_diff(A, B, its=20):
811
+ """
812
+ Estimate spectral norm of the difference of two matrices by the randomized
813
+ power method.
814
+
815
+ .. This function automatically detects the matrix data type and calls the
816
+ appropriate backend. For details, see :func:`_backend.idd_diffsnorm` and
817
+ :func:`_backend.idz_diffsnorm`.
818
+
819
+ Parameters
820
+ ----------
821
+ A : :class:`scipy.sparse.linalg.LinearOperator`
822
+ First matrix given as a :class:`scipy.sparse.linalg.LinearOperator` with the
823
+ `matvec` and `rmatvec` methods (to apply the matrix and its adjoint).
824
+ B : :class:`scipy.sparse.linalg.LinearOperator`
825
+ Second matrix given as a :class:`scipy.sparse.linalg.LinearOperator` with
826
+ the `matvec` and `rmatvec` methods (to apply the matrix and its adjoint).
827
+ its : int, optional
828
+ Number of power method iterations.
829
+
830
+ Returns
831
+ -------
832
+ float
833
+ Spectral norm estimate of matrix difference.
834
+ """
835
+ from scipy.sparse.linalg import aslinearoperator
836
+ A = aslinearoperator(A)
837
+ B = aslinearoperator(B)
838
+ m, n = A.shape
839
+ def matvec1(x):
840
+ return A.matvec(x)
841
+ def matveca1(x):
842
+ return A.rmatvec(x)
843
+ def matvec2(x):
844
+ return B.matvec(x)
845
+ def matveca2(x):
846
+ return B.rmatvec(x)
847
+ if _is_real(A):
848
+ return _backend.idd_diffsnorm(
849
+ m, n, matveca1, matveca2, matvec1, matvec2, its=its)
850
+ else:
851
+ return _backend.idz_diffsnorm(
852
+ m, n, matveca1, matveca2, matvec1, matvec2, its=its)
853
+
854
+
855
+ def svd(A, eps_or_k, rand=True):
856
+ """
857
+ Compute SVD of a matrix via an ID.
858
+
859
+ An SVD of a matrix `A` is a factorization::
860
+
861
+ A = numpy.dot(U, numpy.dot(numpy.diag(S), V.conj().T))
862
+
863
+ where `U` and `V` have orthonormal columns and `S` is nonnegative.
864
+
865
+ The SVD can be computed to any relative precision or rank (depending on the
866
+ value of `eps_or_k`).
867
+
868
+ See also :func:`interp_decomp` and :func:`id_to_svd`.
869
+
870
+ .. This function automatically detects the form of the input parameters and
871
+ passes them to the appropriate backend. For details, see
872
+ :func:`_backend.iddp_svd`, :func:`_backend.iddp_asvd`,
873
+ :func:`_backend.iddp_rsvd`, :func:`_backend.iddr_svd`,
874
+ :func:`_backend.iddr_asvd`, :func:`_backend.iddr_rsvd`,
875
+ :func:`_backend.idzp_svd`, :func:`_backend.idzp_asvd`,
876
+ :func:`_backend.idzp_rsvd`, :func:`_backend.idzr_svd`,
877
+ :func:`_backend.idzr_asvd`, and :func:`_backend.idzr_rsvd`.
878
+
879
+ Parameters
880
+ ----------
881
+ A : :class:`numpy.ndarray` or :class:`scipy.sparse.linalg.LinearOperator`
882
+ Matrix to be factored, given as either a :class:`numpy.ndarray` or a
883
+ :class:`scipy.sparse.linalg.LinearOperator` with the `matvec` and
884
+ `rmatvec` methods (to apply the matrix and its adjoint).
885
+ eps_or_k : float or int
886
+ Relative error (if `eps_or_k < 1`) or rank (if `eps_or_k >= 1`) of
887
+ approximation.
888
+ rand : bool, optional
889
+ Whether to use random sampling if `A` is of type :class:`numpy.ndarray`
890
+ (randomized algorithms are always used if `A` is of type
891
+ :class:`scipy.sparse.linalg.LinearOperator`).
892
+
893
+ Returns
894
+ -------
895
+ U : :class:`numpy.ndarray`
896
+ Left singular vectors.
897
+ S : :class:`numpy.ndarray`
898
+ Singular values.
899
+ V : :class:`numpy.ndarray`
900
+ Right singular vectors.
901
+ """
902
+ from scipy.sparse.linalg import LinearOperator
903
+
904
+ real = _is_real(A)
905
+
906
+ if isinstance(A, np.ndarray):
907
+ if eps_or_k < 1:
908
+ eps = eps_or_k
909
+ if rand:
910
+ if real:
911
+ U, V, S = _backend.iddp_asvd(eps, A)
912
+ else:
913
+ if _IS_32BIT:
914
+ raise _32BIT_ERROR
915
+ U, V, S = _backend.idzp_asvd(eps, A)
916
+ else:
917
+ if real:
918
+ U, V, S = _backend.iddp_svd(eps, A)
919
+ else:
920
+ U, V, S = _backend.idzp_svd(eps, A)
921
+ else:
922
+ k = int(eps_or_k)
923
+ if k > min(A.shape):
924
+ raise ValueError(f"Approximation rank {k} exceeds min(A.shape) = "
925
+ f" {min(A.shape)} ")
926
+ if rand:
927
+ if real:
928
+ U, V, S = _backend.iddr_asvd(A, k)
929
+ else:
930
+ if _IS_32BIT:
931
+ raise _32BIT_ERROR
932
+ U, V, S = _backend.idzr_asvd(A, k)
933
+ else:
934
+ if real:
935
+ U, V, S = _backend.iddr_svd(A, k)
936
+ else:
937
+ U, V, S = _backend.idzr_svd(A, k)
938
+ elif isinstance(A, LinearOperator):
939
+ m, n = A.shape
940
+ def matvec(x):
941
+ return A.matvec(x)
942
+ def matveca(x):
943
+ return A.rmatvec(x)
944
+ if eps_or_k < 1:
945
+ eps = eps_or_k
946
+ if real:
947
+ U, V, S = _backend.iddp_rsvd(eps, m, n, matveca, matvec)
948
+ else:
949
+ if _IS_32BIT:
950
+ raise _32BIT_ERROR
951
+ U, V, S = _backend.idzp_rsvd(eps, m, n, matveca, matvec)
952
+ else:
953
+ k = int(eps_or_k)
954
+ if real:
955
+ U, V, S = _backend.iddr_rsvd(m, n, matveca, matvec, k)
956
+ else:
957
+ if _IS_32BIT:
958
+ raise _32BIT_ERROR
959
+ U, V, S = _backend.idzr_rsvd(m, n, matveca, matvec, k)
960
+ else:
961
+ raise _TYPE_ERROR
962
+ return U, S, V
963
+
964
+
965
+ def estimate_rank(A, eps):
966
+ """
967
+ Estimate matrix rank to a specified relative precision using randomized
968
+ methods.
969
+
970
+ The matrix `A` can be given as either a :class:`numpy.ndarray` or a
971
+ :class:`scipy.sparse.linalg.LinearOperator`, with different algorithms used
972
+ for each case. If `A` is of type :class:`numpy.ndarray`, then the output
973
+ rank is typically about 8 higher than the actual numerical rank.
974
+
975
+ .. This function automatically detects the form of the input parameters and
976
+ passes them to the appropriate backend. For details,
977
+ see :func:`_backend.idd_estrank`, :func:`_backend.idd_findrank`,
978
+ :func:`_backend.idz_estrank`, and :func:`_backend.idz_findrank`.
979
+
980
+ Parameters
981
+ ----------
982
+ A : :class:`numpy.ndarray` or :class:`scipy.sparse.linalg.LinearOperator`
983
+ Matrix whose rank is to be estimated, given as either a
984
+ :class:`numpy.ndarray` or a :class:`scipy.sparse.linalg.LinearOperator`
985
+ with the `rmatvec` method (to apply the matrix adjoint).
986
+ eps : float
987
+ Relative error for numerical rank definition.
988
+
989
+ Returns
990
+ -------
991
+ int
992
+ Estimated matrix rank.
993
+ """
994
+ from scipy.sparse.linalg import LinearOperator
995
+
996
+ real = _is_real(A)
997
+
998
+ if isinstance(A, np.ndarray):
999
+ if real:
1000
+ rank = _backend.idd_estrank(eps, A)
1001
+ else:
1002
+ rank = _backend.idz_estrank(eps, A)
1003
+ if rank == 0:
1004
+ # special return value for nearly full rank
1005
+ rank = min(A.shape)
1006
+ return rank
1007
+ elif isinstance(A, LinearOperator):
1008
+ m, n = A.shape
1009
+ matveca = A.rmatvec
1010
+ if real:
1011
+ return _backend.idd_findrank(eps, m, n, matveca)
1012
+ else:
1013
+ return _backend.idz_findrank(eps, m, n, matveca)
1014
+ else:
1015
+ raise _TYPE_ERROR