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""" Dense matrices using a NumPy backend.
This serves as a base class for dense matrices over Real Double Field and Complex Double Field.
AUTHORS:
- Jason Grout, Sep 2008: switch to NumPy backend, factored out the Matrix_double_dense class
- Josh Kantor
- William Stein: many bug fixes and touch ups.
EXAMPLES::
sage: b = Mat(RDF,2,3).basis() sage: b[0,0] [1.0 0.0 0.0] [0.0 0.0 0.0]
We deal with the case of zero rows or zero columns::
sage: m = MatrixSpace(RDF,0,3) sage: m.zero_matrix() []
TESTS::
sage: a = matrix(RDF,2,range(4), sparse=False) sage: TestSuite(a).run() sage: a = matrix(CDF,2,range(4), sparse=False) sage: TestSuite(a).run() """
#***************************************************************************** # Copyright (C) 2004,2005,2006 Joshua Kantor <kantor.jm@gmail.com> # # Distributed under the terms of the GNU General Public License (GPL) # as published by the Free Software Foundation; either version 2 of # the License, or (at your option) any later version. # http://www.gnu.org/licenses/ #***************************************************************************** from __future__ import absolute_import
from .matrix cimport Matrix from sage.structure.element cimport ModuleElement,Vector cimport sage.structure.element
cimport numpy as cnumpy
# This is for the Numpy C API to work
cdef class Matrix_double_dense(Matrix_dense): """ Base class for matrices over the Real Double Field and the Complex Double Field. These are supposed to be fast matrix operations using C doubles. Most operations are implemented using numpy which will call the underlying BLAS on the system.
This class cannot be instantiated on its own. The numpy matrix creation depends on several variables that are set in the subclasses.
EXAMPLES::
sage: m = Matrix(RDF, [[1,2],[3,4]]) sage: m**2 [ 7.0 10.0] [15.0 22.0] sage: m^(-1) # rel tol 1e-15 [-1.9999999999999996 0.9999999999999998] [ 1.4999999999999998 -0.4999999999999999]
TESTS:
Test hashing::
sage: A = matrix(RDF, 3, range(1,10)) sage: hash(A) Traceback (most recent call last): ... TypeError: mutable matrices are unhashable sage: A.set_immutable() sage: hash(A) 6694819972852100501 # 64-bit 1829383573 # 32-bit sage: A = matrix(CDF, 3, range(1,10)) sage: hash(A) Traceback (most recent call last): ... TypeError: mutable matrices are unhashable sage: A.set_immutable() sage: hash(A) 6694819972852100501 # 64-bit 1829383573 # 32-bit """ def __cinit__(self, parent, entries, copy, coerce): """ Set up a new matrix """
def __create_matrix__(self): """ Create a new uninitialized numpy matrix to hold the data for the class.
This function assumes that self._numpy_dtypeint and self._nrows and self._ncols have already been initialized.
EXAMPLES: In this example, we throw away the current matrix and make a new uninitialized matrix representing the data for the class.::
sage: a=matrix(RDF, 3, range(9)) sage: a.__create_matrix__() """ cdef cnumpy.npy_intp dims[2]
def LU_valid(self): r""" Returns ``True`` if the LU form of this matrix has already been computed.
EXAMPLES::
sage: A = random_matrix(RDF,3) ; A.LU_valid() False sage: P, L, U = A.LU() sage: A.LU_valid() True """
def __init__(self, parent, entries, copy, coerce): """ Fill the matrix with entries.
The numpy matrix must have already been allocated.
EXAMPLES::
sage: matrix(RDF,3,range(9)) [0.0 1.0 2.0] [3.0 4.0 5.0] [6.0 7.0 8.0] sage: matrix(CDF,3,3,2) [2.0 0.0 0.0] [0.0 2.0 0.0] [0.0 0.0 2.0]
TESTS::
sage: matrix(RDF,3,0) [] sage: matrix(RDF,3,3,0) [0.0 0.0 0.0] [0.0 0.0 0.0] [0.0 0.0 0.0] sage: matrix(RDF,3,3,1) [1.0 0.0 0.0] [0.0 1.0 0.0] [0.0 0.0 1.0] sage: matrix(RDF,3,3,2) [2.0 0.0 0.0] [0.0 2.0 0.0] [0.0 0.0 2.0] sage: matrix(CDF,3,0) [] sage: matrix(CDF,3,3,0) [0.0 0.0 0.0] [0.0 0.0 0.0] [0.0 0.0 0.0] sage: matrix(CDF,3,3,1) [1.0 0.0 0.0] [0.0 1.0 0.0] [0.0 0.0 1.0] sage: matrix(CDF,3,3,range(9)) [0.0 1.0 2.0] [3.0 4.0 5.0] [6.0 7.0 8.0] sage: matrix(CDF,2,2,[CDF(1+I)*j for j in range(4)]) [ 0.0 1.0 + 1.0*I] [2.0 + 2.0*I 3.0 + 3.0*I] """ cdef Py_ssize_t i,j cdef cnumpy.npy_intp dims[2] entries = list(entries)
raise TypeError("entries has wrong length")
else: self.set_unsafe(i,j,entries[i*self._ncols+j])
else:
else: except TypeError: raise TypeError("entries must be coercible to a list or float")
cdef set_unsafe(self, Py_ssize_t i, Py_ssize_t j, object value): """ Set the (i,j) entry to value without any bounds checking, mutability checking, etc. """ # We assume that Py_ssize_t is the same as cnumpy.npy_intp
# We must patch the ndarrayobject.h file so that the SETITEM # macro does not have a semicolon at the end for this to work. # Cython wraps the macro in a function that converts the # returned int to a python object, which leads to compilation # errors because after preprocessing you get something that # looks like "););". This is bug # http://scipy.org/scipy/numpy/ticket/918
# We call the self._python_dtype function on the value since # numpy does not know how to deal with complex numbers other # than the built-in complex number type. cdef int status #TODO: Throw an error if status == -1
cdef get_unsafe(self, Py_ssize_t i, Py_ssize_t j): """ Get the (i,j) entry without any bounds checking, etc. """ # We assume that Py_ssize_t is the same as cnumpy.npy_intp
cdef Matrix_double_dense _new(self, int nrows=-1, int ncols=-1): """ Return a new uninitialized matrix with same parent as self.
INPUT:
nrows -- (default self._nrows) number of rows in returned matrix ncols -- (default self._ncols) number of columns in returned matrix
""" cdef Matrix_double_dense m else:
######################################################################## # LEVEL 2 functionality # * def _pickle # * def _unpickle cpdef _add_(self, right): """ Add two matrices together.
EXAMPLES::
sage: A = matrix(RDF,3,range(1,10)) sage: A+A [ 2.0 4.0 6.0] [ 8.0 10.0 12.0] [14.0 16.0 18.0] """ return self.__copy__()
cdef Matrix_double_dense M, _right, _left
cpdef _sub_(self, right): """ Return self - right
EXAMPLES::
sage: A = matrix(RDF,3,range(1,10)) sage: (A-A).is_zero() True """
cdef Matrix_double_dense M,_right,_left
def __neg__(self): """ Negate this matrix
EXAMPLES::
sage: A = matrix(RDF,3,range(1,10)) sage: -A [-1.0 -2.0 -3.0] [-4.0 -5.0 -6.0] [-7.0 -8.0 -9.0] sage: B = -A ; (A+B).is_zero() True """ return self.__copy__()
cdef Matrix_double_dense M
# * cpdef _cmp_ # x * __copy__ # * _list -- list of underlying elements (need not be a copy) # * _dict -- sparse dictionary of underlying elements (need not be a copy) ######################################################################## # def _pickle(self): #unsure how to implement # def _unpickle(self, data, int version): # use version >= 0 #unsure how to implement ###################################################################### cdef sage.structure.element.Matrix _matrix_times_matrix_(self, sage.structure.element.Matrix right): """ Multiply self*right as matrices.
EXAMPLES::
sage: A = matrix(RDF,3,range(1,10)) sage: B = matrix(RDF,3,range(1,13)) sage: A*B [ 38.0 44.0 50.0 56.0] [ 83.0 98.0 113.0 128.0] [128.0 152.0 176.0 200.0] """ raise IndexError("Number of columns of self must equal number of rows of right")
cdef Matrix_double_dense M,_right,_left global numpy
def __invert__(self): """ Invert this matrix.
EXAMPLES::
sage: A = Matrix(RDF, [[10, 0], [0, 100]]) sage: (~A).det() 0.001
sage: A = matrix(RDF,3,[2,3,5,7,8,9,11,13,17]); A [ 2.0 3.0 5.0] [ 7.0 8.0 9.0] [11.0 13.0 17.0] sage: ~A # tol 1e-14 [-2.7142857142857184 -2.000000000000004 1.8571428571428603] [ 2.857142857142863 3.000000000000006 -2.4285714285714333] [-0.4285714285714305 -1.000000000000002 0.7142857142857159]
Note that if this matrix is (nearly) singular, finding its inverse will not help much and will give slightly different answers on similar platforms depending on the hardware and tuning options given to ATLAS::
sage: A = matrix(RDF,3,range(1,10));A [1.0 2.0 3.0] [4.0 5.0 6.0] [7.0 8.0 9.0]
sage: A.determinant() < 10e-12 True
TESTS::
sage: ~Matrix(RDF, 0,0) [] sage: ~Matrix(RDF, 0,3) Traceback (most recent call last): ... ArithmeticError: self must be a square matrix """ # see trac ticket 4502 --- there is an issue with the "#random" pragma that needs to be fixed # as for the mathematical side, scipy v0.7 is expected to fix the invertibility failures # # sage: A = Matrix(RDF, [[1, 0], [0, 0]]) # sage: A.inverse().det() # random - on some computers, this will be invertible due to numerical error. # Traceback (most recent call last): # ... # LinAlgError: singular matrix # sage: A = matrix(RDF,3,range(1,10));A # [1.0 2.0 3.0] # [4.0 5.0 6.0] # [7.0 8.0 9.0] # # sage: A.determinant() < 10e-12 # True # sage: ~A # random - on some computers, this will be invertible due to numerical error. # Traceback (most recent call last): # ... # ZeroDivisionError: singular matrix #
# Maybe we should cache the (P)LU decomposition and use scipy.lu_solve? cdef Matrix_double_dense M global scipy
def __copy__(self): r""" Returns a new copy of this matrix.
EXAMPLES::
sage: a = matrix(RDF,1,3, [1,2,-3]) sage: a [ 1.0 2.0 -3.0] sage: b = a.__copy__() sage: b [ 1.0 2.0 -3.0] sage: b is a False sage: b == a True sage: b[0,0] = 3 sage: a[0,0] # note that a hasn't changed 1.0
::
sage: copy(MatrixSpace(RDF,0,0,sparse=False).zero_matrix()) [] """ # Create a brand new empty matrix. This is needed to prevent a # recursive loop: a copy of zero_matrix is asked otherwise.
cdef Matrix_double_dense A
# def _list(self): # def _dict(self):
######################################################################## # LEVEL 3 functionality (Optional) # * cdef _sub_ # * __deepcopy__ # * __invert__ # * Matrix windows -- only if you need strassen for that base # * Other functions (list them here): # # compute_LU(self) # ########################################################################
def condition(self, p='frob'): r""" Returns the condition number of a square nonsingular matrix.
Roughly speaking, this is a measure of how sensitive the matrix is to round-off errors in numerical computations. The minimum possible value is 1.0, and larger numbers indicate greater sensitivity.
INPUT:
- ``p`` - default: 'frob' - controls which norm is used to compute the condition number, allowable values are 'frob' (for the Frobenius norm), integers -2, -1, 1, 2, positive and negative infinity. See output discussion for specifics.
OUTPUT:
The condition number of a matrix is the product of a norm of the matrix times the norm of the inverse of the matrix. This requires that the matrix be square and invertible (nonsingular, full rank).
Returned value is a double precision floating point value in ``RDF``, or ``Infinity``. Row and column sums described below are sums of the absolute values of the entries, where the absolute value of the complex number `a+bi` is `\sqrt{a^2+b^2}`. Singular values are the "diagonal" entries of the "S" matrix in the singular value decomposition.
- ``p = 'frob'``: the default norm employed in computing the condition number, the Frobenius norm, which for a matrix `A=(a_{ij})` computes
.. MATH::
\left(\sum_{i,j}\left\lvert{a_{i,j}}\right\rvert^2\right)^{1/2}
- ``p = 'sv'``: the quotient of the maximal and minimal singular value. - ``p = Infinity`` or ``p = oo``: the maximum row sum. - ``p = -Infinity`` or ``p = -oo``: the minimum column sum. - ``p = 1``: the maximum column sum. - ``p = -1``: the minimum column sum. - ``p = 2``: the 2-norm, equal to the maximum singular value. - ``p = -2``: the minimum singular value.
ALGORITHM:
Computation is performed by the ``cond()`` function of the SciPy/NumPy library.
EXAMPLES:
First over the reals. ::
sage: A = matrix(RDF, 4, [(1/4)*x^3 for x in range(16)]); A [ 0.0 0.25 2.0 6.75] [ 16.0 31.25 54.0 85.75] [ 128.0 182.25 250.0 332.75] [ 432.0 549.25 686.0 843.75] sage: A.condition() 9923.88955... sage: A.condition(p='frob') 9923.88955... sage: A.condition(p=Infinity) # tol 3e-14 22738.50000000045 sage: A.condition(p=-Infinity) # tol 2e-14 17.50000000000028 sage: A.condition(p=1) 12139.21... sage: A.condition(p=-1) # tol 2e-14 550.0000000000093 sage: A.condition(p=2) 9897.8088... sage: A.condition(p=-2) 0.000101032462...
And over the complex numbers. ::
sage: B = matrix(CDF, 3, [x + x^2*I for x in range(9)]); B [ 0.0 1.0 + 1.0*I 2.0 + 4.0*I] [ 3.0 + 9.0*I 4.0 + 16.0*I 5.0 + 25.0*I] [6.0 + 36.0*I 7.0 + 49.0*I 8.0 + 64.0*I] sage: B.condition() 203.851798... sage: B.condition(p='frob') 203.851798... sage: B.condition(p=Infinity) 369.55630... sage: B.condition(p=-Infinity) 5.46112969... sage: B.condition(p=1) 289.251481... sage: B.condition(p=-1) 20.4566639... sage: B.condition(p=2) 202.653543... sage: B.condition(p=-2) 0.00493453005...
Hilbert matrices are famously ill-conditioned, while an identity matrix can hit the minimum with the right norm. ::
sage: A = matrix(RDF, 10, [1/(i+j+1) for i in range(10) for j in range(10)]) sage: A.condition() # tol 2e-4 16332197709146.014 sage: id = identity_matrix(CDF, 10) sage: id.condition(p=1) 1.0
Return values are in `RDF`. ::
sage: A = matrix(CDF, 2, range(1,5)) sage: A.condition() in RDF True
Rectangular and singular matrices raise errors if p is not 'sv'. ::
sage: A = matrix(RDF, 2, 3, range(6)) sage: A.condition() Traceback (most recent call last): ... TypeError: matrix must be square if p is not 'sv', not 2 x 3
sage: A.condition('sv') 7.34...
sage: A = matrix(QQ, 5, range(25)) sage: A.is_singular() True sage: B = A.change_ring(CDF) sage: B.condition() Traceback (most recent call last): ... LinAlgError: Singular matrix
Improper values of ``p`` are caught. ::
sage: A = matrix(CDF, 2, range(1,5)) sage: A.condition(p='bogus') Traceback (most recent call last): ... ValueError: condition number 'p' must be +/- infinity, 'frob', 'sv' or an integer, not bogus sage: A.condition(p=632) Traceback (most recent call last): ... ValueError: condition number integer values of 'p' must be -2, -1, 1 or 2, not 632
TESTS:
Some condition numbers, first by the definition which also exercises :meth:`norm`, then by this method. ::
sage: A = matrix(CDF, [[1,2,4],[5,3,9],[7,8,6]]) sage: c = A.norm(2)*A.inverse().norm(2) sage: d = A.condition(2) sage: abs(c-d) < 1.0e-12 True sage: c = A.norm(1)*A.inverse().norm(1) sage: d = A.condition(1) sage: abs(c-d) < 1.0e-12 True """ global numpy import numpy else: # may raise a LinAlgError if matrix is singular return sage.rings.infinity.Infinity else:
def norm(self, p=2): r""" Returns the norm of the matrix.
INPUT:
- ``p`` - default: 2 - controls which norm is computed, allowable values are 'frob' (for the Frobenius norm), integers -2, -1, 1, 2, positive and negative infinity. See output discussion for specifics.
OUTPUT:
Returned value is a double precision floating point value in ``RDF``. Row and column sums described below are sums of the absolute values of the entries, where the absolute value of the complex number `a+bi` is `\sqrt{a^2+b^2}`. Singular values are the "diagonal" entries of the "S" matrix in the singular value decomposition.
- ``p = 'frob'``: the Frobenius norm, which for a matrix `A=(a_{ij})` computes
.. MATH::
\left(\sum_{i,j}\left\lvert{a_{i,j}}\right\rvert^2\right)^{1/2}
- ``p = Infinity`` or ``p = oo``: the maximum row sum. - ``p = -Infinity`` or ``p = -oo``: the minimum column sum. - ``p = 1``: the maximum column sum. - ``p = -1``: the minimum column sum. - ``p = 2``: the induced 2-norm, equal to the maximum singular value. - ``p = -2``: the minimum singular value.
ALGORITHM:
Computation is performed by the ``norm()`` function of the SciPy/NumPy library.
EXAMPLES:
First over the reals. ::
sage: A = matrix(RDF, 3, range(-3, 6)); A [-3.0 -2.0 -1.0] [ 0.0 1.0 2.0] [ 3.0 4.0 5.0] sage: A.norm() 7.99575670... sage: A.norm(p='frob') 8.30662386... sage: A.norm(p=Infinity) 12.0 sage: A.norm(p=-Infinity) 3.0 sage: A.norm(p=1) 8.0 sage: A.norm(p=-1) 6.0 sage: A.norm(p=2) 7.99575670... sage: A.norm(p=-2) < 10^-15 True
And over the complex numbers. ::
sage: B = matrix(CDF, 2, [[1+I, 2+3*I],[3+4*I,3*I]]); B [1.0 + 1.0*I 2.0 + 3.0*I] [3.0 + 4.0*I 3.0*I] sage: B.norm() 6.66189877... sage: B.norm(p='frob') 7.0 sage: B.norm(p=Infinity) 8.0 sage: B.norm(p=-Infinity) 5.01976483... sage: B.norm(p=1) 6.60555127... sage: B.norm(p=-1) 6.41421356... sage: B.norm(p=2) 6.66189877... sage: B.norm(p=-2) 2.14921023...
Since it is invariant under unitary multiplication, the Frobenius norm is equal to the square root of the sum of squares of the singular values. ::
sage: A = matrix(RDF, 5, range(1,26)) sage: f = A.norm(p='frob') sage: U, S, V = A.SVD() sage: s = sqrt(sum([S[i,i]^2 for i in range(5)])) sage: abs(f-s) < 1.0e-12 True
Return values are in `RDF`. ::
sage: A = matrix(CDF, 2, range(4)) sage: A.norm() in RDF True
Improper values of ``p`` are caught. ::
sage: A.norm(p='bogus') Traceback (most recent call last): ... ValueError: matrix norm 'p' must be +/- infinity, 'frob' or an integer, not bogus sage: A.norm(p=632) Traceback (most recent call last): ... ValueError: matrix norm integer values of 'p' must be -2, -1, 1 or 2, not 632 """ global numpy import numpy
else:
def singular_values(self, eps=None): r""" Returns a sorted list of the singular values of the matrix.
INPUT:
- ``eps`` - default: ``None`` - the largest number which will be considered to be zero. May also be set to the string 'auto'. See the discussion below.
OUTPUT:
A sorted list of the singular values of the matrix, which are the diagonal entries of the "S" matrix in the SVD decomposition. As such, the values are real and are returned as elements of ``RDF``. The list is sorted with larger values first, and since theory predicts these values are always positive, for a rank-deficient matrix the list should end in zeros (but in practice may not). The length of the list is the minimum of the row count and column count for the matrix.
The number of non-zero singular values will be the rank of the matrix. However, as a numerical matrix, it is impossible to control the difference between zero entries and very small non-zero entries. As an informed consumer it is up to you to use the output responsibly. We will do our best, and give you the tools to work with the output, but we cannot give you a guarantee.
With ``eps`` set to ``None`` you will get the raw singular values and can manage them as you see fit. You may also set ``eps`` to any positive floating point value you wish. If you set ``eps`` to 'auto' this routine will compute a reasonable cutoff value, based on the size of the matrix, the largest singular value and the smallest nonzero value representable by the 53-bit precision values used. See the discussion at page 268 of [Wat2010]_.
See the examples for a way to use the "verbose" facility to easily watch the zero cutoffs in action.
ALGORITHM:
The singular values come from the SVD decomposition computed by SciPy/NumPy.
EXAMPLES:
Singular values close to zero have trailing digits that may vary on different hardware. For exact matrices, the number of non-zero singular values will equal the rank of the matrix. So for some of the doctests we round the small singular values that ideally would be zero, to control the variability across hardware.
This matrix has a determinant of one. A chain of two or three theorems implies the product of the singular values must also be one. ::
sage: A = matrix(QQ, [[ 1, 0, 0, 0, 0, 1, 3], ....: [-2, 1, 1, -2, 0, -4, 0], ....: [ 1, 0, 1, -4, -6, -3, 7], ....: [-2, 2, 1, 1, 7, 1, -1], ....: [-1, 0, -1, 5, 8, 4, -6], ....: [ 4, -2, -2, 1, -3, 0, 8], ....: [-2, 1, 0, 2, 7, 3, -4]]) sage: A.determinant() 1 sage: B = A.change_ring(RDF) sage: sv = B.singular_values(); sv # tol 1e-12 [20.523980658874265, 8.486837028536643, 5.86168134845073, 2.4429165899286978, 0.5831970144724045, 0.26933287286576313, 0.0025524488076110402] sage: prod(sv) # tol 1e-12 0.9999999999999525
An exact matrix that is obviously not of full rank, and then a computation of the singular values after conversion to an approximate matrix. ::
sage: A = matrix(QQ, [[1/3, 2/3, 11/3], ....: [2/3, 1/3, 7/3], ....: [2/3, 5/3, 27/3]]) sage: A.rank() 2 sage: B = A.change_ring(CDF) sage: sv = B.singular_values() sage: sv[0:2] [10.1973039..., 0.487045871...] sage: sv[2] < 1e-14 True
A matrix of rank 3 over the complex numbers. ::
sage: A = matrix(CDF, [[46*I - 28, -47*I - 50, 21*I + 51, -62*I - 782, 13*I + 22], ....: [35*I - 20, -32*I - 46, 18*I + 43, -57*I - 670, 7*I + 3], ....: [22*I - 13, -23*I - 23, 9*I + 24, -26*I - 347, 7*I + 13], ....: [-44*I + 23, 41*I + 57, -19*I - 54, 60*I + 757, -11*I - 9], ....: [30*I - 18, -30*I - 34, 14*I + 34, -42*I - 522, 8*I + 12]]) sage: sv = A.singular_values() sage: sv[0:3] # tol 1e-14 [1440.7336659952966, 18.404403413369227, 6.839707797136151] sage: (sv[3] < 10^-13) or sv[3] True sage: (sv[4] < 10^-14) or sv[4] True
A full-rank matrix that is ill-conditioned. We use this to illustrate ways of using the various possibilities for ``eps``, including one that is ill-advised. Notice that the automatically computed cutoff gets this (difficult) example slightly wrong. This illustrates the impossibility of any automated process always getting this right. Use with caution and judgement. ::
sage: entries = [1/(i+j+1) for i in range(12) for j in range(12)] sage: B = matrix(QQ, 12, 12, entries) sage: B.rank() 12 sage: A = B.change_ring(RDF) sage: A.condition() > 1.59e16 or A.condition() True
sage: A.singular_values(eps=None) # abs tol 7e-16 [1.7953720595619975, 0.38027524595503703, 0.04473854875218107, 0.0037223122378911614, 0.0002330890890217751, 1.116335748323284e-05, 4.082376110397296e-07, 1.1228610675717613e-08, 2.2519645713496478e-10, 3.1113486853814003e-12, 2.6500422260778388e-14, 9.87312834948426e-17] sage: A.singular_values(eps='auto') # abs tol 7e-16 [1.7953720595619975, 0.38027524595503703, 0.04473854875218107, 0.0037223122378911614, 0.0002330890890217751, 1.116335748323284e-05, 4.082376110397296e-07, 1.1228610675717613e-08, 2.2519645713496478e-10, 3.1113486853814003e-12, 2.6500422260778388e-14, 0.0] sage: A.singular_values(eps=1e-4) # abs tol 7e-16 [1.7953720595619975, 0.38027524595503703, 0.04473854875218107, 0.0037223122378911614, 0.0002330890890217751, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
With Sage's "verbose" facility, you can compactly see the cutoff at work. In any application of this routine, or those that build upon it, it would be a good idea to conduct this exercise on samples. We also test here that all the values are returned in `RDF` since singular values are always real. ::
sage: A = matrix(CDF, 4, range(16)) sage: set_verbose(1) sage: sv = A.singular_values(eps='auto'); sv verbose 1 (<module>) singular values, smallest-non-zero:cutoff:largest-zero, 2.2766...:6.2421...e-14:... [35.13996365902..., 2.27661020871472..., 0.0, 0.0] sage: set_verbose(0)
sage: all([s in RDF for s in sv]) True
TESTS:
Bogus values of the ``eps`` keyword will be caught. ::
sage: A.singular_values(eps='junk') Traceback (most recent call last): ... ValueError: could not convert string to float: junk
AUTHOR:
- Rob Beezer - (2011-02-18) """ global scipy # get SVD decomposition, which is a cached quantity # no cutoff, send raw data back # set cutoff as RDF element # locate non-zero entries # capture info for watching zero cutoff behavior at verbose level 1 small_nonzero = None else: else: large_zero = None # convert small values to zero, then done
def LU(self): r""" Returns a decomposition of the (row-permuted) matrix as a product of a lower-triangular matrix ("L") and an upper-triangular matrix ("U").
OUTPUT:
For an `m\times n` matrix ``A`` this method returns a triple of immutable matrices ``P, L, U`` such that
- ``P*A = L*U`` - ``P`` is a square permutation matrix, of size `m\times m`, so is all zeroes, but with exactly a single one in each row and each column. - ``L`` is lower-triangular, square of size `m\times m`, with every diagonal entry equal to one. - ``U`` is upper-triangular with size `m\times n`, i.e. entries below the "diagonal" are all zero.
The computed decomposition is cached and returned on subsequent calls, thus requiring the results to be immutable.
Effectively, ``P`` permutes the rows of ``A``. Then ``L`` can be viewed as a sequence of row operations on this matrix, where each operation is adding a multiple of a row to a subsequent row. There is no scaling (thus 1's on the diagonal of ``L``) and no row-swapping (``P`` does that). As a result ``U`` is close to being the result of Gaussian-elimination. However, round-off errors can make it hard to determine the zero entries of ``U``.
.. NOTE::
Sometimes this decomposition is written as ``A=P*L*U``, where ``P`` represents the inverse permutation and is the matrix inverse of the ``P`` returned by this method. The computation of this matrix inverse can be accomplished quickly with just a transpose as the matrix is orthogonal/unitary.
EXAMPLES::
sage: m = matrix(RDF,4,range(16)) sage: P,L,U = m.LU() sage: P*m [12.0 13.0 14.0 15.0] [ 0.0 1.0 2.0 3.0] [ 8.0 9.0 10.0 11.0] [ 4.0 5.0 6.0 7.0] sage: L*U # rel tol 2e-16 [12.0 13.0 14.0 15.0] [ 0.0 1.0 2.0 3.0] [ 8.0 9.0 10.0 11.0] [ 4.0 5.0 6.0 7.0]
:trac:`10839` made this routine available for rectangular matrices. ::
sage: A = matrix(RDF, 5, 6, range(30)); A [ 0.0 1.0 2.0 3.0 4.0 5.0] [ 6.0 7.0 8.0 9.0 10.0 11.0] [12.0 13.0 14.0 15.0 16.0 17.0] [18.0 19.0 20.0 21.0 22.0 23.0] [24.0 25.0 26.0 27.0 28.0 29.0] sage: P, L, U = A.LU() sage: P [0.0 0.0 0.0 0.0 1.0] [1.0 0.0 0.0 0.0 0.0] [0.0 0.0 1.0 0.0 0.0] [0.0 0.0 0.0 1.0 0.0] [0.0 1.0 0.0 0.0 0.0] sage: L.zero_at(0) # Use zero_at(0) to get rid of signed zeros [ 1.0 0.0 0.0 0.0 0.0] [ 0.0 1.0 0.0 0.0 0.0] [ 0.5 0.5 1.0 0.0 0.0] [0.75 0.25 0.0 1.0 0.0] [0.25 0.75 0.0 0.0 1.0] sage: U.zero_at(0) # Use zero_at(0) to get rid of signed zeros [24.0 25.0 26.0 27.0 28.0 29.0] [ 0.0 1.0 2.0 3.0 4.0 5.0] [ 0.0 0.0 0.0 0.0 0.0 0.0] [ 0.0 0.0 0.0 0.0 0.0 0.0] [ 0.0 0.0 0.0 0.0 0.0 0.0] sage: P*A-L*U [0.0 0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0 0.0] sage: P.transpose()*L*U [ 0.0 1.0 2.0 3.0 4.0 5.0] [ 6.0 7.0 8.0 9.0 10.0 11.0] [12.0 13.0 14.0 15.0 16.0 17.0] [18.0 19.0 20.0 21.0 22.0 23.0] [24.0 25.0 26.0 27.0 28.0 29.0]
Trivial cases return matrices of the right size and characteristics. ::
sage: A = matrix(RDF, 5, 0) sage: P, L, U = A.LU() sage: P.parent() Full MatrixSpace of 5 by 5 dense matrices over Real Double Field sage: L.parent() Full MatrixSpace of 5 by 5 dense matrices over Real Double Field sage: U.parent() Full MatrixSpace of 5 by 0 dense matrices over Real Double Field sage: P*A-L*U []
The results are immutable since they are cached. ::
sage: P, L, U = matrix(RDF, 2, 2, range(4)).LU() sage: L[0,0] = 0 Traceback (most recent call last): ... ValueError: matrix is immutable; please change a copy instead (i.e., use copy(M) to change a copy of M). sage: P[0,0] = 0 Traceback (most recent call last): ... ValueError: matrix is immutable; please change a copy instead (i.e., use copy(M) to change a copy of M). sage: U[0,0] = 0 Traceback (most recent call last): ... ValueError: matrix is immutable; please change a copy instead (i.e., use copy(M) to change a copy of M). """ global scipy, numpy cdef Matrix_double_dense P, L, U
# scipy fails on trivial cases
return PLU import scipy # Numpy has a different convention than we had with GSL # So we invert (transpose) the P to match our prior behavior # TODO: It's an awful waste to store a huge matrix for P, which # is just a simple permutation, really.
def eigenvalues(self, algorithm='default', tol=None): r""" Returns a list of eigenvalues.
INPUT:
- ``self`` - a square matrix
- ``algorithm`` - default: ``'default'``
- ``'default'`` - applicable to any matrix with double-precision floating point entries. Uses the :meth:`~scipy.linalg.eigvals` method from SciPy.
- ``'symmetric'`` - converts the matrix into a real matrix (i.e. with entries from :class:`~sage.rings.real_double.RDF`), then applies the algorithm for Hermitian matrices. This algorithm can be significantly faster than the ``'default'`` algorithm.
- ``'hermitian'`` - uses the :meth:`~scipy.linalg.eigh` method from SciPy, which applies only to real symmetric or complex Hermitian matrices. Since Hermitian is defined as a matrix equaling its conjugate-transpose, for a matrix with real entries this property is equivalent to being symmetric. This algorithm can be significantly faster than the ``'default'`` algorithm.
- ``'tol'`` - default: ``None`` - if set to a value other than ``None`` this is interpreted as a small real number used to aid in grouping eigenvalues that are numerically similar. See the output description for more information.
.. WARNING::
When using the ``'symmetric'`` or ``'hermitian'`` algorithms, no check is made on the input matrix, and only the entries below, and on, the main diagonal are employed in the computation.
Methods such as :meth:`is_symmetric` and :meth:`is_hermitian` could be used to verify this beforehand.
OUTPUT:
Default output for a square matrix of size $n$ is a list of $n$ eigenvalues from the complex double field, :class:`~sage.rings.complex_double.CDF`. If the ``'symmetric'`` or ``'hermitian'`` algorithms are chosen, the returned eigenvalues are from the real double field, :class:`~sage.rings.real_double.RDF`.
If a tolerance is specified, an attempt is made to group eigenvalues that are numerically similar. The return is then a list of pairs, where each pair is an eigenvalue followed by its multiplicity. The eigenvalue reported is the mean of the eigenvalues computed, and these eigenvalues are contained in an interval (or disk) whose radius is less than ``5*tol`` for $n < 10,000$ in the worst case.
More precisely, for an $n\times n$ matrix, the diameter of the interval containing similar eigenvalues could be as large as sum of the reciprocals of the first $n$ integers times ``tol``.
.. WARNING::
Use caution when using the ``tol`` parameter to group eigenvalues. See the examples below to see how this can go wrong.
EXAMPLES::
sage: m = matrix(RDF, 2, 2, [1,2,3,4]) sage: ev = m.eigenvalues(); ev [-0.372281323..., 5.37228132...] sage: ev[0].parent() Complex Double Field
sage: m = matrix(RDF, 2, 2, [0,1,-1,0]) sage: m.eigenvalues(algorithm='default') [1.0*I, -1.0*I]
sage: m = matrix(CDF, 2, 2, [I,1,-I,0]) sage: m.eigenvalues() [-0.624810533... + 1.30024259...*I, 0.624810533... - 0.30024259...*I]
The adjacency matrix of a graph will be symmetric, and the eigenvalues will be real. ::
sage: A = graphs.PetersenGraph().adjacency_matrix() sage: A = A.change_ring(RDF) sage: ev = A.eigenvalues(algorithm='symmetric'); ev # tol 1e-14 [-2.0000000000000004, -1.9999999999999998, -1.9999999999999998, -1.9999999999999993, 0.9999999999999994, 0.9999999999999997, 1.0, 1.0000000000000002, 1.0000000000000004, 2.9999999999999996] sage: ev[0].parent() Real Double Field
The matrix ``A`` is "random", but the construction of ``B`` provides a positive-definite Hermitian matrix. Note that the eigenvalues of a Hermitian matrix are real, and the eigenvalues of a positive-definite matrix will be positive. ::
sage: A = matrix([[ 4*I + 5, 8*I + 1, 7*I + 5, 3*I + 5], ....: [ 7*I - 2, -4*I + 7, -2*I + 4, 8*I + 8], ....: [-2*I + 1, 6*I + 6, 5*I + 5, -I - 4], ....: [ 5*I + 1, 6*I + 2, I - 4, -I + 3]]) sage: B = (A*A.conjugate_transpose()).change_ring(CDF) sage: ev = B.eigenvalues(algorithm='hermitian'); ev [2.68144025..., 49.5167998..., 274.086188..., 390.71557...] sage: ev[0].parent() Real Double Field
A tolerance can be given to aid in grouping eigenvalues that are similar numerically. However, if the parameter is too small it might split too finely. Too large, and it can go wrong very badly. Use with care. ::
sage: G = graphs.PetersenGraph() sage: G.spectrum() [3, 1, 1, 1, 1, 1, -2, -2, -2, -2]
sage: A = G.adjacency_matrix().change_ring(RDF) sage: A.eigenvalues(algorithm='symmetric', tol=1.0e-5) # tol 1e-15 [(-1.9999999999999998, 4), (1.0, 5), (2.9999999999999996, 1)]
sage: A.eigenvalues(algorithm='symmetric', tol=2.5) # tol 1e-15 [(-1.9999999999999998, 4), (1.3333333333333333, 6)]
An (extreme) example of properly grouping similar eigenvalues. ::
sage: G = graphs.HigmanSimsGraph() sage: A = G.adjacency_matrix().change_ring(RDF) sage: A.eigenvalues(algorithm='symmetric', tol=1.0e-5) # tol 2e-15 [(-8.0, 22), (1.9999999999999984, 77), (21.999999999999996, 1)]
TESTS:
Testing bad input. ::
sage: A = matrix(CDF, 2, range(4)) sage: A.eigenvalues(algorithm='junk') Traceback (most recent call last): ... ValueError: algorithm must be 'default', 'symmetric', or 'hermitian', not junk
sage: A = matrix(CDF, 2, 3, range(6)) sage: A.eigenvalues() Traceback (most recent call last): ... ValueError: matrix must be square, not 2 x 3
sage: A = matrix(CDF, 2, [1, 2, 3, 4*I]) sage: A.eigenvalues(algorithm='symmetric') Traceback (most recent call last): ... TypeError: cannot apply symmetric algorithm to matrix with complex entries
sage: A = matrix(CDF, 2, 2, range(4)) sage: A.eigenvalues(tol='junk') Traceback (most recent call last): ... TypeError: tolerance parameter must be a real number, not junk
sage: A = matrix(CDF, 2, 2, range(4)) sage: A.eigenvalues(tol=-0.01) Traceback (most recent call last): ... ValueError: tolerance parameter must be positive, not -0.01
A very small matrix. ::
sage: matrix(CDF,0,0).eigenvalues() [] """
global scipy import scipy return [] global scipy import scipy global numpy import numpy # generic eigenvalues, or real eigenvalues for Hermitian else: # pairs in ev_group are # slot 0: the sum of "equal" eigenvalues, "s" # slot 1: number of eigenvalues in this sum, "m" # slot 2: average of these eigenvalues, "avg" # we test if "new" eigenvalues are close to the group average else:
def left_eigenvectors(self): r""" Compute the left eigenvectors of a matrix of double precision real or complex numbers (i.e. RDF or CDF).
OUTPUT: Returns a list of triples, each of the form ``(e,[v],1)``, where ``e`` is the eigenvalue, and ``v`` is an associated left eigenvector. If the matrix is of size `n`, then there are `n` triples. Values are computed with the SciPy library.
The format of this output is designed to match the format for exact results. However, since matrices here have numerical entries, the resulting eigenvalues will also be numerical. No attempt is made to determine if two eigenvalues are equal, or if eigenvalues might actually be zero. So the algebraic multiplicity of each eigenvalue is reported as 1. Decisions about equal eigenvalues or zero eigenvalues should be addressed in the calling routine.
The SciPy routines used for these computations produce eigenvectors normalized to have length 1, but on different hardware they may vary by a sign. So for doctests we have normalized output by forcing their eigenvectors to have their first non-zero entry equal to one.
EXAMPLES::
sage: m = matrix(RDF, [[-5, 3, 2, 8],[10, 2, 4, -2],[-1, -10, -10, -17],[-2, 7, 6, 13]]) sage: m [ -5.0 3.0 2.0 8.0] [ 10.0 2.0 4.0 -2.0] [ -1.0 -10.0 -10.0 -17.0] [ -2.0 7.0 6.0 13.0] sage: spectrum = m.left_eigenvectors() sage: for i in range(len(spectrum)): ....: spectrum[i][1][0]=matrix(RDF, spectrum[i][1]).echelon_form()[0] sage: spectrum[0] # tol 1e-13 (2.0000000000000675, [(1.0, 1.0000000000000138, 1.0000000000000147, 1.0000000000000309)], 1) sage: spectrum[1] # tol 1e-13 (0.9999999999999164, [(0.9999999999999999, 0.7999999999999833, 0.7999999999999836, 0.5999999999999696)], 1) sage: spectrum[2] # tol 1e-13 (-1.9999999999999782, [(1.0, 0.40000000000000335, 0.6000000000000039, 0.2000000000000051)], 1) sage: spectrum[3] # tol 1e-13 (-1.0000000000000018, [(1.0, 0.9999999999999568, 1.9999999999998794, 1.9999999999998472)], 1)
TESTS:
The following example shows that :trac:`20439` has been resolved::
sage: A = matrix(CDF, [[-2.53634347567, 2.04801738686, -0.0, -62.166145304], ....: [ 0.7, -0.6, 0.0, 0.0], ....: [0.547271128842, 0.0, -0.3015, -21.7532081652], ....: [0.0, 0.0, 0.3, -0.4]]) sage: spectrum = A.left_eigenvectors() sage: all((Matrix(spectrum[i][1])*(A - spectrum[i][0])).norm() < 10^(-2) ....: for i in range(A.nrows())) True
The following example shows that the fix for :trac:`20439` (conjugating eigenvectors rather than eigenvalues) is the correct one::
sage: A = Matrix(CDF,[[I,0],[0,1]]) sage: spectrum = A.left_eigenvectors() sage: for i in range(len(spectrum)): ....: spectrum[i][1][0]=matrix(CDF, spectrum[i][1]).echelon_form()[0] sage: spectrum [(1.0*I, [(1.0, 0.0)], 1), (1.0, [(0.0, 1.0)], 1)]
""" raise ArithmeticError("self must be a square matrix") return [], self.__copy__() global scipy # scipy puts eigenvectors in columns, we will extract from rows
def right_eigenvectors(self): r""" Compute the right eigenvectors of a matrix of double precision real or complex numbers (i.e. RDF or CDF).
OUTPUT:
Returns a list of triples, each of the form ``(e,[v],1)``, where ``e`` is the eigenvalue, and ``v`` is an associated right eigenvector. If the matrix is of size `n`, then there are `n` triples. Values are computed with the SciPy library.
The format of this output is designed to match the format for exact results. However, since matrices here have numerical entries, the resulting eigenvalues will also be numerical. No attempt is made to determine if two eigenvalues are equal, or if eigenvalues might actually be zero. So the algebraic multiplicity of each eigenvalue is reported as 1. Decisions about equal eigenvalues or zero eigenvalues should be addressed in the calling routine.
The SciPy routines used for these computations produce eigenvectors normalized to have length 1, but on different hardware they may vary by a sign. So for doctests we have normalized output by forcing their eigenvectors to have their first non-zero entry equal to one.
EXAMPLES::
sage: m = matrix(RDF, [[-9, -14, 19, -74],[-1, 2, 4, -11],[-4, -12, 6, -32],[0, -2, -1, 1]]) sage: m [ -9.0 -14.0 19.0 -74.0] [ -1.0 2.0 4.0 -11.0] [ -4.0 -12.0 6.0 -32.0] [ 0.0 -2.0 -1.0 1.0] sage: spectrum = m.right_eigenvectors() sage: for i in range(len(spectrum)): ....: spectrum[i][1][0]=matrix(RDF, spectrum[i][1]).echelon_form()[0] sage: spectrum[0] # tol 1e-13 (2.000000000000048, [(1.0, -2.0000000000001523, 3.000000000000181, 1.0000000000000746)], 1) sage: spectrum[1] # tol 1e-13 (0.999999999999941, [(1.0, -0.666666666666633, 1.333333333333286, 0.33333333333331555)], 1) sage: spectrum[2] # tol 1e-13 (-1.9999999999999483, [(1.0, -0.2000000000000063, 1.0000000000000173, 0.20000000000000498)], 1) sage: spectrum[3] # tol 1e-13 (-1.0000000000000406, [(1.0, -0.49999999999996264, 1.9999999999998617, 0.499999999999958)], 1)
TESTS:
The following example shows that :trac:`20439` has been resolved::
sage: A = matrix(CDF, [[-2.53634347567, 2.04801738686, -0.0, -62.166145304], ....: [ 0.7, -0.6, 0.0, 0.0], ....: [0.547271128842, 0.0, -0.3015, -21.7532081652], ....: [0.0, 0.0, 0.3, -0.4]]) sage: spectrum = A.right_eigenvectors() sage: all(((A - spectrum[i][0]) * Matrix(spectrum[i][1]).transpose()).norm() < 10^(-2) ....: for i in range(A.nrows())) True
The following example shows that the fix for :trac:`20439` (conjugating eigenvectors rather than eigenvalues) is the correct one::
sage: A = Matrix(CDF,[[I,0],[0,1]]) sage: spectrum = A.right_eigenvectors() sage: for i in range(len(spectrum)): ....: spectrum[i][1][0]=matrix(CDF, spectrum[i][1]).echelon_form()[0] sage: spectrum [(1.0*I, [(1.0, 0.0)], 1), (1.0, [(0.0, 1.0)], 1)] """ raise ArithmeticError("self must be a square matrix") return [], self.__copy__() global scipy import scipy # scipy puts eigenvectors in columns, we will extract from rows
def solve_right(self, b): r""" Solve the vector equation ``A*x = b`` for a nonsingular ``A``.
INPUT:
- ``self`` - a square matrix that is nonsingular (of full rank). - ``b`` - a vector of the correct size. Elements of the vector must coerce into the base ring of the coefficient matrix. In particular, if ``b`` has entries from ``CDF`` then ``self`` must have ``CDF`` as its base ring.
OUTPUT:
The unique solution ``x`` to the matrix equation ``A*x = b``, as a vector over the same base ring as ``self``.
ALGORITHM:
Uses the ``solve()`` routine from the SciPy ``scipy.linalg`` module.
EXAMPLES:
Over the reals. ::
sage: A = matrix(RDF, 3,3, [1,2,5,7.6,2.3,1,1,2,-1]); A [ 1.0 2.0 5.0] [ 7.6 2.3 1.0] [ 1.0 2.0 -1.0] sage: b = vector(RDF,[1,2,3]) sage: x = A.solve_right(b); x # tol 1e-14 (-0.1136950904392765, 1.3901808785529717, -0.33333333333333337) sage: x.parent() Vector space of dimension 3 over Real Double Field sage: A*x # tol 1e-14 (1.0, 1.9999999999999996, 3.0000000000000004)
Over the complex numbers. ::
sage: A = matrix(CDF, [[ 0, -1 + 2*I, 1 - 3*I, I], ....: [2 + 4*I, -2 + 3*I, -1 + 2*I, -1 - I], ....: [ 2 + I, 1 - I, -1, 5], ....: [ 3*I, -1 - I, -1 + I, -3 + I]]) sage: b = vector(CDF, [2 -3*I, 3, -2 + 3*I, 8]) sage: x = A.solve_right(b); x (1.96841637... - 1.07606761...*I, -0.614323843... + 1.68416370...*I, 0.0733985765... + 1.73487544...*I, -1.6018683... + 0.524021352...*I) sage: x.parent() Vector space of dimension 4 over Complex Double Field sage: abs(A*x - b) < 1e-14 True
The vector of constants, ``b``, can be given in a variety of forms, so long as it coerces to a vector over the same base ring as the coefficient matrix. ::
sage: A=matrix(CDF, 5, [1/(i+j+1) for i in range(5) for j in range(5)]) sage: A.solve_right([1]*5) # tol 1e-11 (5.0, -120.0, 630.0, -1120.0, 630.0)
TESTS:
A degenerate case. ::
sage: A = matrix(RDF, 0, 0, []) sage: A.solve_right(vector(RDF,[])) ()
The coefficient matrix must be square. ::
sage: A = matrix(RDF, 2, 3, range(6)) sage: b = vector(RDF, [1,2,3]) sage: A.solve_right(b) Traceback (most recent call last): ... ValueError: coefficient matrix of a system over RDF/CDF must be square, not 2 x 3
The coefficient matrix must be nonsingular. ::
sage: A = matrix(RDF, 5, range(25)) sage: b = vector(RDF, [1,2,3,4,5]) sage: A.solve_right(b) Traceback (most recent call last): ... LinAlgError: Matrix is singular.
The vector of constants needs the correct degree. ::
sage: A = matrix(RDF, 5, range(25)) sage: b = vector(RDF, [1,2,3,4]) sage: A.solve_right(b) Traceback (most recent call last): ... TypeError: vector of constants over Real Double Field incompatible with matrix over Real Double Field
The vector of constants needs to be compatible with the base ring of the coefficient matrix. ::
sage: F.<a> = FiniteField(27) sage: b = vector(F, [a,a,a,a,a]) sage: A.solve_right(b) Traceback (most recent call last): ... TypeError: vector of constants over Finite Field in a of size 3^3 incompatible with matrix over Real Double Field
With a coefficient matrix over ``RDF``, a vector of constants over ``CDF`` can be accomodated by converting the base ring of the coefficient matrix. ::
sage: A = matrix(RDF, 2, range(4)) sage: b = vector(CDF, [1+I,2]) sage: A.solve_right(b) Traceback (most recent call last): ... TypeError: vector of constants over Complex Double Field incompatible with matrix over Real Double Field
sage: B = A.change_ring(CDF) sage: B.solve_right(b) (-0.5 - 1.5*I, 1.0 + 1.0*I) """ raise ValueError("vector of constants in linear system over RDF/CDF must have degree equal to the number of columns for the coefficient matrix, not %s" % vec.degree() )
global scipy # may raise a LinAlgError for a singular matrix
def solve_left(self, b): r""" Solve the vector equation ``x*A = b`` for a nonsingular ``A``.
INPUT:
- ``self`` - a square matrix that is nonsingular (of full rank). - ``b`` - a vector of the correct size. Elements of the vector must coerce into the base ring of the coefficient matrix. In particular, if ``b`` has entries from ``CDF`` then ``self`` must have ``CDF`` as its base ring.
OUTPUT:
The unique solution ``x`` to the matrix equation ``x*A = b``, as a vector over the same base ring as ``self``.
ALGORITHM:
Uses the ``solve()`` routine from the SciPy ``scipy.linalg`` module, after taking the transpose of the coefficient matrix.
EXAMPLES:
Over the reals. ::
sage: A = matrix(RDF, 3,3, [1,2,5,7.6,2.3,1,1,2,-1]); A [ 1.0 2.0 5.0] [ 7.6 2.3 1.0] [ 1.0 2.0 -1.0] sage: b = vector(RDF,[1,2,3]) sage: x = A.solve_left(b); x.zero_at(2e-17) # fix noisy zeroes (0.666666666..., 0.0, 0.333333333...) sage: x.parent() Vector space of dimension 3 over Real Double Field sage: x*A # tol 1e-14 (0.9999999999999999, 1.9999999999999998, 3.0)
Over the complex numbers. ::
sage: A = matrix(CDF, [[ 0, -1 + 2*I, 1 - 3*I, I], ....: [2 + 4*I, -2 + 3*I, -1 + 2*I, -1 - I], ....: [ 2 + I, 1 - I, -1, 5], ....: [ 3*I, -1 - I, -1 + I, -3 + I]]) sage: b = vector(CDF, [2 -3*I, 3, -2 + 3*I, 8]) sage: x = A.solve_left(b); x (-1.55765124... - 0.644483985...*I, 0.183274021... + 0.286476868...*I, 0.270818505... + 0.246619217...*I, -1.69003558... - 0.828113879...*I) sage: x.parent() Vector space of dimension 4 over Complex Double Field sage: abs(x*A - b) < 1e-14 True
The vector of constants, ``b``, can be given in a variety of forms, so long as it coerces to a vector over the same base ring as the coefficient matrix. ::
sage: A=matrix(CDF, 5, [1/(i+j+1) for i in range(5) for j in range(5)]) sage: A.solve_left([1]*5) # tol 1e-11 (5.0, -120.0, 630.0, -1120.0, 630.0)
TESTS:
A degenerate case. ::
sage: A = matrix(RDF, 0, 0, []) sage: A.solve_left(vector(RDF,[])) ()
The coefficient matrix must be square. ::
sage: A = matrix(RDF, 2, 3, range(6)) sage: b = vector(RDF, [1,2,3]) sage: A.solve_left(b) Traceback (most recent call last): ... ValueError: coefficient matrix of a system over RDF/CDF must be square, not 2 x 3
The coefficient matrix must be nonsingular. ::
sage: A = matrix(RDF, 5, range(25)) sage: b = vector(RDF, [1,2,3,4,5]) sage: A.solve_left(b) Traceback (most recent call last): ... LinAlgError: Matrix is singular.
The vector of constants needs the correct degree. ::
sage: A = matrix(RDF, 5, range(25)) sage: b = vector(RDF, [1,2,3,4]) sage: A.solve_left(b) Traceback (most recent call last): ... TypeError: vector of constants over Real Double Field incompatible with matrix over Real Double Field
The vector of constants needs to be compatible with the base ring of the coefficient matrix. ::
sage: F.<a> = FiniteField(27) sage: b = vector(F, [a,a,a,a,a]) sage: A.solve_left(b) Traceback (most recent call last): ... TypeError: vector of constants over Finite Field in a of size 3^3 incompatible with matrix over Real Double Field
With a coefficient matrix over ``RDF``, a vector of constants over ``CDF`` can be accomodated by converting the base ring of the coefficient matrix. ::
sage: A = matrix(RDF, 2, range(4)) sage: b = vector(CDF, [1+I,2]) sage: A.solve_left(b) Traceback (most recent call last): ... TypeError: vector of constants over Complex Double Field incompatible with matrix over Real Double Field
sage: B = A.change_ring(CDF) sage: B.solve_left(b) (0.5 - 1.5*I, 0.5 + 0.5*I) """ raise ValueError("vector of constants in linear system over RDF/CDF must have degree equal to the number of rows for the coefficient matrix, not %s" % vec.degree() )
global scipy # may raise a LinAlgError for a singular matrix # call "right solve" routine with the transpose
def determinant(self): """ Return the determinant of self.
ALGORITHM:
Use numpy
EXAMPLES::
sage: m = matrix(RDF,2,range(4)); m.det() -2.0 sage: m = matrix(RDF,0,[]); m.det() 1.0 sage: m = matrix(RDF, 2, range(6)); m.det() Traceback (most recent call last): ... ValueError: self must be a square matrix """ global scipy
def log_determinant(self): """ Compute the log of the absolute value of the determinant using LU decomposition.
.. NOTE::
This is useful if the usual determinant overflows.
EXAMPLES::
sage: m = matrix(RDF,2,2,range(4)); m [0.0 1.0] [2.0 3.0] sage: RDF(log(abs(m.determinant()))) 0.6931471805599453 sage: m.log_determinant() 0.6931471805599453 sage: m = matrix(RDF,0,0,[]); m [] sage: m.log_determinant() 0.0 sage: m = matrix(CDF,2,2,range(4)); m [0.0 1.0] [2.0 3.0] sage: RDF(log(abs(m.determinant()))) 0.6931471805599453 sage: m.log_determinant() 0.6931471805599453 sage: m = matrix(CDF,0,0,[]); m [] sage: m.log_determinant() 0.0
""" global numpy cdef Matrix_double_dense U
raise ArithmeticError("self must be a square matrix")
import numpy
def transpose(self): """ Return the transpose of this matrix, without changing self.
EXAMPLES::
sage: m = matrix(RDF,2,3,range(6)); m [0.0 1.0 2.0] [3.0 4.0 5.0] sage: m2 = m.transpose() sage: m[0,0] = 2 sage: m2 #note that m2 hasn't changed [0.0 3.0] [1.0 4.0] [2.0 5.0]
``.T`` is a convenient shortcut for the transpose::
sage: m.T [2.0 3.0] [1.0 4.0] [2.0 5.0]
sage: m = matrix(RDF,0,3); m [] sage: m.transpose() [] sage: m.transpose().parent() Full MatrixSpace of 3 by 0 dense matrices over Real Double Field
"""
cdef Matrix_double_dense trans
def SVD(self): r""" Return the singular value decomposition of this matrix.
The U and V matrices are not unique and may be returned with different values in the future or on different systems. The S matrix is unique and contains the singular values in descending order.
The computed decomposition is cached and returned on subsequent calls.
INPUT:
- A -- a matrix
OUTPUT:
- U, S, V -- immutable matrices such that $A = U*S*V.conj().transpose()$ where U and V are orthogonal and S is zero off of the diagonal.
Note that if self is m-by-n, then the dimensions of the matrices that this returns are (m,m), (m,n), and (n, n).
.. NOTE::
If all you need is the singular values of the matrix, see the more convenient :meth:`singular_values`.
EXAMPLES::
sage: m = matrix(RDF,4,range(1,17)) sage: U,S,V = m.SVD() sage: U*S*V.transpose() # tol 1e-14 [0.9999999999999993 1.9999999999999987 3.000000000000001 4.000000000000002] [ 4.999999999999998 5.999999999999998 6.999999999999998 8.0] [ 8.999999999999998 9.999999999999996 10.999999999999998 12.0] [12.999999999999998 14.0 15.0 16.0]
A non-square example::
sage: m = matrix(RDF, 2, range(1,7)); m [1.0 2.0 3.0] [4.0 5.0 6.0] sage: U, S, V = m.SVD() sage: U*S*V.transpose() # tol 1e-14 [0.9999999999999994 1.9999999999999998 2.999999999999999] [ 4.000000000000001 5.000000000000002 6.000000000000001]
S contains the singular values::
sage: S.round(4) [ 9.508 0.0 0.0] [ 0.0 0.7729 0.0] sage: [round(sqrt(abs(x)),4) for x in (S*S.transpose()).eigenvalues()] [9.508, 0.7729]
U and V are orthogonal matrices::
sage: U # random, SVD is not unique [-0.386317703119 -0.922365780077] [-0.922365780077 0.386317703119] [-0.274721127897 -0.961523947641] [-0.961523947641 0.274721127897] sage: (U*U.transpose()) # tol 1e-15 [ 1.0 0.0] [ 0.0 1.0000000000000004] sage: V # random, SVD is not unique [-0.428667133549 0.805963908589 0.408248290464] [-0.566306918848 0.112382414097 -0.816496580928] [-0.703946704147 -0.581199080396 0.408248290464] sage: (V*V.transpose()) # tol 1e-15 [0.9999999999999999 0.0 0.0] [ 0.0 1.0 0.0] [ 0.0 0.0 0.9999999999999999]
TESTS::
sage: m = matrix(RDF,3,2,range(1, 7)); m [1.0 2.0] [3.0 4.0] [5.0 6.0] sage: U,S,V = m.SVD() sage: U*S*V.transpose() # tol 1e-15 [0.9999999999999996 1.9999999999999998] [ 3.0 3.9999999999999996] [ 4.999999999999999 6.000000000000001]
sage: m = matrix(RDF, 3, 0, []); m [] sage: m.SVD() ([], [], []) sage: m = matrix(RDF, 0, 3, []); m [] sage: m.SVD() ([], [], []) sage: def shape(x): return (x.nrows(), x.ncols()) sage: m = matrix(RDF, 2, 3, range(6)) sage: list(map(shape, m.SVD())) [(2, 2), (2, 3), (3, 3)] sage: for x in m.SVD(): x.is_immutable() True True True """ global scipy, numpy cdef Py_ssize_t i cdef Matrix_double_dense U, S, V
# TODO: More efficient representation of non-square diagonal matrix S import numpy
def QR(self): r""" Returns a factorization into a unitary matrix and an upper-triangular matrix.
INPUT:
Any matrix over ``RDF`` or ``CDF``.
OUTPUT:
``Q``, ``R`` -- a pair of matrices such that if `A` is the original matrix, then
.. MATH::
A = QR, \quad Q^\ast Q = I
where `R` is upper-triangular. `Q^\ast` is the conjugate-transpose in the complex case, and just the transpose in the real case. So `Q` is a unitary matrix (or rather, orthogonal, in the real case), or equivalently `Q` has orthogonal columns. For a matrix of full rank this factorization is unique up to adjustments via multiples of rows and columns by multiples with scalars having modulus `1`. So in the full-rank case, `R` is unique if the diagonal entries are required to be positive real numbers.
The resulting decomposition is cached.
ALGORITHM:
Calls "linalg.qr" from SciPy, which is in turn an interface to LAPACK routines.
EXAMPLES:
Over the reals, the inverse of ``Q`` is its transpose, since including a conjugate has no effect. In the real case, we say ``Q`` is orthogonal. ::
sage: A = matrix(RDF, [[-2, 0, -4, -1, -1], ....: [-2, 1, -6, -3, -1], ....: [1, 1, 7, 4, 5], ....: [3, 0, 8, 3, 3], ....: [-1, 1, -6, -6, 5]]) sage: Q, R = A.QR()
At this point, ``Q`` is only well-defined up to the signs of its columns, and similarly for ``R`` and its rows, so we normalize them::
sage: Qnorm = Q._normalize_columns() sage: Rnorm = R._normalize_rows() sage: Qnorm.round(6).zero_at(10^-6) [ 0.458831 0.126051 0.381212 0.394574 0.68744] [ 0.458831 -0.47269 -0.051983 -0.717294 0.220963] [-0.229416 -0.661766 0.661923 0.180872 -0.196411] [-0.688247 -0.189076 -0.204468 -0.09663 0.662889] [ 0.229416 -0.535715 -0.609939 0.536422 -0.024551] sage: Rnorm.round(6).zero_at(10^-6) [ 4.358899 -0.458831 13.076697 6.194225 2.982405] [ 0.0 1.670172 0.598741 -1.29202 6.207997] [ 0.0 0.0 5.444402 5.468661 -0.682716] [ 0.0 0.0 0.0 1.027626 -3.6193] [ 0.0 0.0 0.0 0.0 0.024551] sage: (Q*Q.transpose()) # tol 1e-14 [0.9999999999999994 0.0 0.0 0.0 0.0] [ 0.0 1.0 0.0 0.0 0.0] [ 0.0 0.0 0.9999999999999999 0.0 0.0] [ 0.0 0.0 0.0 0.9999999999999998 0.0] [ 0.0 0.0 0.0 0.0 1.0000000000000002] sage: (Q*R - A).zero_at(10^-14) [0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0 0.0]
Now over the complex numbers, demonstrating that the SciPy libraries are (properly) using the Hermitian inner product, so that ``Q`` is a unitary matrix (its inverse is the conjugate-transpose). ::
sage: A = matrix(CDF, [[-8, 4*I + 1, -I + 2, 2*I + 1], ....: [1, -2*I - 1, -I + 3, -I + 1], ....: [I + 7, 2*I + 1, -2*I + 7, -I + 1], ....: [I + 2, 0, I + 12, -1]]) sage: Q, R = A.QR() sage: Q._normalize_columns() # tol 1e-6 [ 0.7302967433402214 0.20705664550556482 + 0.5383472783144685*I 0.24630498099986423 - 0.07644563587232917*I 0.23816176831943323 - 0.10365960327796941*I] [ -0.09128709291752768 -0.20705664550556482 - 0.37787837804765584*I 0.37865595338630315 - 0.19522214955246678*I 0.7012444502144682 - 0.36437116509865947*I] [ -0.6390096504226938 - 0.09128709291752768*I 0.17082173254209104 + 0.6677576817554466*I -0.03411475806452064 + 0.040901987417671426*I 0.31401710855067644 - 0.08251917187054114*I] [ -0.18257418583505536 - 0.09128709291752768*I -0.03623491296347384 + 0.07246982592694771*I 0.8632284069415112 + 0.06322839976356195*I -0.44996948676115206 - 0.01161191812089182*I] sage: R._normalize_rows().zero_at(1e-15) # tol 1e-6 [ 10.954451150103322 -1.9170289512680814*I 5.385938482134133 - 2.1908902300206643*I -0.2738612787525829 - 2.1908902300206643*I] [ 0.0 4.8295962564173 -0.8696379111233719 - 5.864879483945123*I 0.993871898426711 - 0.30540855212070794*I] [ 0.0 0.0 12.00160760935814 -0.2709533402297273 + 0.4420629644486325*I] [ 0.0 0.0 0.0 1.9429639442589917] sage: (Q.conjugate().transpose()*Q).zero_at(1e-15) # tol 1e-15 [ 1.0 0.0 0.0 0.0] [ 0.0 0.9999999999999994 0.0 0.0] [ 0.0 0.0 1.0000000000000002 0.0] [ 0.0 0.0 0.0 1.0000000000000004] sage: (Q*R - A).zero_at(10^-14) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0]
An example of a rectangular matrix that is also rank-deficient. If you run this example yourself, you may see a very small, nonzero entries in the third row, in the third column, even though the exact version of the matrix has rank 2. The final two columns of ``Q`` span the left kernel of ``A`` (as evidenced by the two zero rows of ``R``). Different platforms will compute different bases for this left kernel, so we do not exhibit the actual matrix. ::
sage: Arat = matrix(QQ, [[2, -3, 3], ....: [-1, 1, -1], ....: [-1, 3, -3], ....: [-5, 1, -1]]) sage: Arat.rank() 2 sage: A = Arat.change_ring(CDF) sage: Q, R = A.QR() sage: R._normalize_rows() # abs tol 1e-14 [ 5.567764362830022 -2.6940795304016243 2.6940795304016243] [ 0.0 3.5695847775155825 -3.5695847775155825] [ 0.0 0.0 2.4444034681064287e-16] [ 0.0 0.0 0.0] sage: (Q.conjugate_transpose()*Q) # abs tol 1e-14 [ 1.0000000000000002 -5.185196889911925e-17 -4.1457180570414476e-17 -2.909388767229071e-17] [ -5.185196889911925e-17 1.0000000000000002 -9.286869233696149e-17 -1.1035822863186828e-16] [-4.1457180570414476e-17 -9.286869233696149e-17 1.0 4.4159215672155694e-17] [ -2.909388767229071e-17 -1.1035822863186828e-16 4.4159215672155694e-17 1.0]
Results are cached, meaning they are immutable matrices. Make a copy if you need to manipulate a result. ::
sage: A = random_matrix(CDF, 2, 2) sage: Q, R = A.QR() sage: Q.is_mutable() False sage: R.is_mutable() False sage: Q[0,0] = 0 Traceback (most recent call last): ... ValueError: matrix is immutable; please change a copy instead (i.e., use copy(M) to change a copy of M). sage: Qcopy = copy(Q) sage: Qcopy[0,0] = 679 sage: Qcopy[0,0] 679.0
TESTS:
Trivial cases return trivial results of the correct size, and we check ``Q`` itself in one case, verifying a fix for :trac:`10795`. ::
sage: A = zero_matrix(RDF, 0, 10) sage: Q, R = A.QR() sage: Q.nrows(), Q.ncols() (0, 0) sage: R.nrows(), R.ncols() (0, 10) sage: A = zero_matrix(RDF, 3, 0) sage: Q, R = A.QR() sage: Q.nrows(), Q.ncols() (3, 3) sage: R.nrows(), R.ncols() (3, 0) sage: Q [1.0 0.0 0.0] [0.0 1.0 0.0] [0.0 0.0 1.0] """ global scipy cdef Matrix_double_dense Q,R
def is_symmetric(self, tol = 1e-12): """ Return whether this matrix is symmetric, to the given tolerance.
EXAMPLES::
sage: m = matrix(RDF,2,2,range(4)); m [0.0 1.0] [2.0 3.0] sage: m.is_symmetric() False sage: m[1,0] = 1.1; m [0.0 1.0] [1.1 3.0] sage: m.is_symmetric() False
The tolerance inequality is strict: sage: m.is_symmetric(tol=0.1) False sage: m.is_symmetric(tol=0.11) True """ cdef Py_ssize_t i, j return b self.cache(key, False) return False
def is_unitary(self, tol=1e-12, algorithm='orthonormal'): r""" Returns ``True`` if the columns of the matrix are an orthonormal basis.
For a matrix with real entries this determines if a matrix is "orthogonal" and for a matrix with complex entries this determines if the matrix is "unitary."
INPUT:
- ``tol`` - default: ``1e-12`` - the largest value of the absolute value of the difference between two matrix entries for which they will still be considered equal.
- ``algorithm`` - default: 'orthonormal' - set to 'orthonormal' for a stable procedure and set to 'naive' for a fast procedure.
OUTPUT:
``True`` if the matrix is square and its conjugate-transpose is its inverse, and ``False`` otherwise. In other words, a matrix is orthogonal or unitary if the product of its conjugate-transpose times the matrix is the identity matrix.
The tolerance parameter is used to allow for numerical values to be equal if there is a slight difference due to round-off and other imprecisions.
The result is cached, on a per-tolerance and per-algorithm basis.
ALGORITHMS:
The naive algorithm simply computes the product of the conjugate-transpose with the matrix and compares the entries to the identity matrix, with equality controlled by the tolerance parameter.
The orthonormal algorithm first computes a Schur decomposition (via the :meth:`schur` method) and checks that the result is a diagonal matrix with entries of modulus 1, which is equivalent to being unitary.
So the naive algorithm might finish fairly quickly for a matrix that is not unitary, once the product has been computed. However, the orthonormal algorithm will compute a Schur decomposition before going through a similar check of a matrix entry-by-entry.
EXAMPLES:
A matrix that is far from unitary. ::
sage: A = matrix(RDF, 4, range(16)) sage: A.conjugate().transpose()*A [224.0 248.0 272.0 296.0] [248.0 276.0 304.0 332.0] [272.0 304.0 336.0 368.0] [296.0 332.0 368.0 404.0] sage: A.is_unitary() False sage: A.is_unitary(algorithm='naive') False sage: A.is_unitary(algorithm='orthonormal') False
The QR decomposition will produce a unitary matrix as Q and the SVD decomposition will create two unitary matrices, U and V. ::
sage: A = matrix(CDF, [[ 1 - I, -3*I, -2 + I, 1, -2 + 3*I], ....: [ 1 - I, -2 + I, 1 + 4*I, 0, 2 + I], ....: [ -1, -5 + I, -2 + I, 1 + I, -5 - 4*I], ....: [-2 + 4*I, 2 - I, 8 - 4*I, 1 - 8*I, 3 - 2*I]]) sage: Q, R = A.QR() sage: Q.is_unitary() True sage: U, S, V = A.SVD() sage: U.is_unitary(algorithm='naive') True sage: U.is_unitary(algorithm='orthonormal') True sage: V.is_unitary(algorithm='naive') True
If we make the tolerance too strict we can get misleading results. ::
sage: A = matrix(RDF, 10, 10, [1/(i+j+1) for i in range(10) for j in range(10)]) sage: Q, R = A.QR() sage: Q.is_unitary(algorithm='naive', tol=1e-16) False sage: Q.is_unitary(algorithm='orthonormal', tol=1e-17) False
Rectangular matrices are not unitary/orthogonal, even if their columns form an orthonormal set. ::
sage: A = matrix(CDF, [[1,0], [0,0], [0,1]]) sage: A.is_unitary() False
The smallest cases. The Schur decomposition used by the orthonormal algorithm will fail on a matrix of size zero. ::
sage: P = matrix(CDF, 0, 0) sage: P.is_unitary(algorithm='naive') True
sage: P = matrix(CDF, 1, 1, [1]) sage: P.is_unitary(algorithm='orthonormal') True
sage: P = matrix(CDF, 0, 0,) sage: P.is_unitary(algorithm='orthonormal') Traceback (most recent call last): ... ValueError: failed to create intent(cache|hide)|optional array-- must have defined dimensions but got (0,)
TESTS::
sage: P = matrix(CDF, 2, 2) sage: P.is_unitary(tol='junk') Traceback (most recent call last): ... TypeError: tolerance must be a real number, not junk
sage: P.is_unitary(tol=-0.3) Traceback (most recent call last): ... ValueError: tolerance must be positive, not -0.3
sage: P.is_unitary(algorithm='junk') Traceback (most recent call last): ... ValueError: algorithm must be 'naive' or 'orthonormal', not junk
AUTHOR:
- Rob Beezer (2011-05-04) """ global numpy import numpy cdef Py_ssize_t i, j cdef Matrix_double_dense T, P # Schur decomposition over CDF will be unitary # iff diagonal with unit modulus entries unitary = False break # off-diagonal, since P is Hermitian unitary = False break # at diagonal
def _is_lower_triangular(self, tol): r""" Returns ``True`` if the entries above the diagonal are all zero.
INPUT:
- ``tol`` - the largest value of the absolute value of the difference between two matrix entries for which they will still be considered equal.
OUTPUT:
Returns ``True`` if each entry above the diagonal (entries with a row index less than the column index) is zero.
EXAMPLES::
sage: A = matrix(RDF, [[ 2.0, 0.0, 0.0], ....: [ 1.0, 3.0, 0.0], ....: [-4.0, 2.0, -1.0]]) sage: A._is_lower_triangular(1.0e-17) True sage: A[1,2] = 10^-13 sage: A._is_lower_triangular(1.0e-14) False """ global numpy import numpy cdef Py_ssize_t i, j
def is_hermitian(self, tol = 1e-12, algorithm='orthonormal'): r""" Returns ``True`` if the matrix is equal to its conjugate-transpose.
INPUT:
- ``tol`` - default: ``1e-12`` - the largest value of the absolute value of the difference between two matrix entries for which they will still be considered equal.
- ``algorithm`` - default: 'orthonormal' - set to 'orthonormal' for a stable procedure and set to 'naive' for a fast procedure.
OUTPUT:
``True`` if the matrix is square and equal to the transpose with every entry conjugated, and ``False`` otherwise.
Note that if conjugation has no effect on elements of the base ring (such as for integers), then the :meth:`is_symmetric` method is equivalent and faster.
The tolerance parameter is used to allow for numerical values to be equal if there is a slight difference due to round-off and other imprecisions.
The result is cached, on a per-tolerance and per-algorithm basis.
ALGORITHMS:
The naive algorithm simply compares corresponding entries on either side of the diagonal (and on the diagonal itself) to see if they are conjugates, with equality controlled by the tolerance parameter.
The orthonormal algorithm first computes a Schur decomposition (via the :meth:`schur` method) and checks that the result is a diagonal matrix with real entries.
So the naive algorithm can finish quickly for a matrix that is not Hermitian, while the orthonormal algorithm will always compute a Schur decomposition before going through a similar check of the matrix entry-by-entry.
EXAMPLES::
sage: A = matrix(CDF, [[ 1 + I, 1 - 6*I, -1 - I], ....: [-3 - I, -4*I, -2], ....: [-1 + I, -2 - 8*I, 2 + I]]) sage: A.is_hermitian(algorithm='orthonormal') False sage: A.is_hermitian(algorithm='naive') False sage: B = A*A.conjugate_transpose() sage: B.is_hermitian(algorithm='orthonormal') True sage: B.is_hermitian(algorithm='naive') True
A matrix that is nearly Hermitian, but for one non-real diagonal entry. ::
sage: A = matrix(CDF, [[ 2, 2-I, 1+4*I], ....: [ 2+I, 3+I, 2-6*I], ....: [1-4*I, 2+6*I, 5]]) sage: A.is_hermitian(algorithm='orthonormal') False sage: A[1,1] = 132 sage: A.is_hermitian(algorithm='orthonormal') True
We get a unitary matrix from the SVD routine and use this numerical matrix to create a matrix that should be Hermitian (indeed it should be the identity matrix), but with some imprecision. We use this to illustrate that if the tolerance is set too small, then we can be too strict about the equality of entries and may achieve the wrong result (depending on the system)::
sage: A = matrix(CDF, [[ 1 + I, 1 - 6*I, -1 - I], ....: [-3 - I, -4*I, -2], ....: [-1 + I, -2 - 8*I, 2 + I]]) sage: U, _, _ = A.SVD() sage: B=U*U.conjugate_transpose() sage: B.is_hermitian(algorithm='naive') True sage: B.is_hermitian(algorithm='naive', tol=1.0e-17) # random False sage: B.is_hermitian(algorithm='naive', tol=1.0e-15) True
A square, empty matrix is trivially Hermitian. ::
sage: A = matrix(RDF, 0, 0) sage: A.is_hermitian() True
Rectangular matrices are never Hermitian, no matter which algorithm is requested. ::
sage: A = matrix(CDF, 3, 4) sage: A.is_hermitian() False
TESTS:
The tolerance must be strictly positive. ::
sage: A = matrix(RDF, 2, range(4)) sage: A.is_hermitian(tol = -3.1) Traceback (most recent call last): ... ValueError: tolerance must be positive, not -3.1
The ``algorithm`` keyword gets checked. ::
sage: A = matrix(RDF, 2, range(4)) sage: A.is_hermitian(algorithm='junk') Traceback (most recent call last): ... ValueError: algorithm must be 'naive' or 'orthonormal', not junk
AUTHOR:
- Rob Beezer (2011-03-30) """ global numpy
return h import numpy cdef Py_ssize_t i, j cdef Matrix_double_dense T # Schur decomposition over CDF will be diagonal and real iff Hermitian
def is_normal(self, tol=1e-12, algorithm='orthonormal'): r""" Returns ``True`` if the matrix commutes with its conjugate-transpose.
INPUT:
- ``tol`` - default: ``1e-12`` - the largest value of the absolute value of the difference between two matrix entries for which they will still be considered equal.
- ``algorithm`` - default: 'orthonormal' - set to 'orthonormal' for a stable procedure and set to 'naive' for a fast procedure.
OUTPUT:
``True`` if the matrix is square and commutes with its conjugate-transpose, and ``False`` otherwise.
Normal matrices are precisely those that can be diagonalized by a unitary matrix.
The tolerance parameter is used to allow for numerical values to be equal if there is a slight difference due to round-off and other imprecisions.
The result is cached, on a per-tolerance and per-algorithm basis.
ALGORITHMS:
The naive algorithm simply compares entries of the two possible products of the matrix with its conjugate-transpose, with equality controlled by the tolerance parameter.
The orthonormal algorithm first computes a Schur decomposition (via the :meth:`schur` method) and checks that the result is a diagonal matrix. An orthonormal diagonalization is equivalent to being normal.
So the naive algorithm can finish fairly quickly for a matrix that is not normal, once the products have been computed. However, the orthonormal algorithm will compute a Schur decomposition before going through a similar check of a matrix entry-by-entry.
EXAMPLES:
First over the complexes. ``B`` is Hermitian, hence normal. ::
sage: A = matrix(CDF, [[ 1 + I, 1 - 6*I, -1 - I], ....: [-3 - I, -4*I, -2], ....: [-1 + I, -2 - 8*I, 2 + I]]) sage: B = A*A.conjugate_transpose() sage: B.is_hermitian() True sage: B.is_normal(algorithm='orthonormal') True sage: B.is_normal(algorithm='naive') True sage: B[0,0] = I sage: B.is_normal(algorithm='orthonormal') False sage: B.is_normal(algorithm='naive') False
Now over the reals. Circulant matrices are normal. ::
sage: G = graphs.CirculantGraph(20, [3, 7]) sage: D = digraphs.Circuit(20) sage: A = 3*D.adjacency_matrix() - 5*G.adjacency_matrix() sage: A = A.change_ring(RDF) sage: A.is_normal() True sage: A.is_normal(algorithm = 'naive') True sage: A[19,0] = 4.0 sage: A.is_normal() False sage: A.is_normal(algorithm = 'naive') False
Skew-Hermitian matrices are normal. ::
sage: A = matrix(CDF, [[ 1 + I, 1 - 6*I, -1 - I], ....: [-3 - I, -4*I, -2], ....: [-1 + I, -2 - 8*I, 2 + I]]) sage: B = A - A.conjugate_transpose() sage: B.is_hermitian() False sage: B.is_normal() True sage: B.is_normal(algorithm='naive') True
A small matrix that does not fit into any of the usual categories of normal matrices. ::
sage: A = matrix(RDF, [[1, -1], ....: [1, 1]]) sage: A.is_normal() True sage: not A.is_hermitian() and not A.is_skew_symmetric() True
Sage has several fields besides the entire complex numbers where conjugation is non-trivial. ::
sage: F.<b> = QuadraticField(-7) sage: C = matrix(F, [[-2*b - 3, 7*b - 6, -b + 3], ....: [-2*b - 3, -3*b + 2, -2*b], ....: [ b + 1, 0, -2]]) sage: C = C*C.conjugate_transpose() sage: C.is_normal() True
A square, empty matrix is trivially normal. ::
sage: A = matrix(CDF, 0, 0) sage: A.is_normal() True
Rectangular matrices are never normal, no matter which algorithm is requested. ::
sage: A = matrix(CDF, 3, 4) sage: A.is_normal() False
TESTS:
The tolerance must be strictly positive. ::
sage: A = matrix(RDF, 2, range(4)) sage: A.is_normal(tol = -3.1) Traceback (most recent call last): ... ValueError: tolerance must be positive, not -3.1
The ``algorithm`` keyword gets checked. ::
sage: A = matrix(RDF, 2, range(4)) sage: A.is_normal(algorithm='junk') Traceback (most recent call last): ... ValueError: algorithm must be 'naive' or 'orthonormal', not junk
AUTHOR:
- Rob Beezer (2011-03-31) """ global numpy
return b cdef Py_ssize_t i, j cdef Matrix_double_dense T, left, right # Schur decomposition over CDF will be diagonal iff normal import numpy # two products are Hermitian, need only check lower triangle
def schur(self, base_ring=None): r""" Returns the Schur decomposition of the matrix.
INPUT:
- ``base_ring`` - optional, defaults to the base ring of ``self``. Use this to request the base ring of the returned matrices, which will affect the format of the results.
OUTPUT:
A pair of immutable matrices. The first is a unitary matrix `Q`. The second, `T`, is upper-triangular when returned over the complex numbers, while it is almost upper-triangular over the reals. In the latter case, there can be some `2\times 2` blocks on the diagonal which represent a pair of conjugate complex eigenvalues of ``self``.
If ``self`` is the matrix `A`, then
.. MATH::
A = QT({\overline Q})^t
where the latter matrix is the conjugate-transpose of ``Q``, which is also the inverse of ``Q``, since ``Q`` is unitary.
Note that in the case of a normal matrix (Hermitian, symmetric, and others), the upper-triangular matrix is a diagonal matrix with eigenvalues of ``self`` on the diagonal, and the unitary matrix has columns that form an orthonormal basis composed of eigenvectors of ``self``. This is known as "orthonormal diagonalization".
.. WARNING::
The Schur decomposition is not unique, as there may be numerous choices for the vectors of the orthonormal basis, and consequently different possibilities for the upper-triangular matrix. However, the diagonal of the upper-triangular matrix will always contain the eigenvalues of the matrix (in the complex version), or `2\times 2` block matrices in the real version representing pairs of conjugate complex eigenvalues.
In particular, results may vary across systems and processors.
EXAMPLES:
First over the complexes. The similar matrix is always upper-triangular in this case. ::
sage: A = matrix(CDF, 4, 4, range(16)) + matrix(CDF, 4, 4, [x^3*I for x in range(0, 16)]) sage: Q, T = A.schur() sage: (Q*Q.conjugate().transpose()).zero_at(1e-12) # tol 1e-12 [ 0.999999999999999 0.0 0.0 0.0] [ 0.0 0.9999999999999996 0.0 0.0] [ 0.0 0.0 0.9999999999999992 0.0] [ 0.0 0.0 0.0 0.9999999999999999] sage: all([T.zero_at(1.0e-12)[i,j] == 0 for i in range(4) for j in range(i)]) True sage: (Q*T*Q.conjugate().transpose()-A).zero_at(1.0e-11) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] sage: eigenvalues = [T[i,i] for i in range(4)]; eigenvalues [30.733... + 4648.541...*I, -0.184... - 159.057...*I, -0.523... + 11.158...*I, -0.025... - 0.642...*I] sage: A.eigenvalues() [30.733... + 4648.541...*I, -0.184... - 159.057...*I, -0.523... + 11.158...*I, -0.025... - 0.642...*I] sage: abs(A.norm()-T.norm()) < 1e-10 True
We begin with a real matrix but ask for a decomposition over the complexes. The result will yield an upper-triangular matrix over the complex numbers for ``T``. ::
sage: A = matrix(RDF, 4, 4, [x^3 for x in range(16)]) sage: Q, T = A.schur(base_ring=CDF) sage: (Q*Q.conjugate().transpose()).zero_at(1e-12) # tol 1e-12 [0.9999999999999987 0.0 0.0 0.0] [ 0.0 0.9999999999999999 0.0 0.0] [ 0.0 0.0 1.0000000000000013 0.0] [ 0.0 0.0 0.0 1.0000000000000007] sage: T.parent() Full MatrixSpace of 4 by 4 dense matrices over Complex Double Field sage: all([T.zero_at(1.0e-12)[i,j] == 0 for i in range(4) for j in range(i)]) True sage: (Q*T*Q.conjugate().transpose()-A).zero_at(1.0e-11) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0]
Now totally over the reals. But with complex eigenvalues, the similar matrix may not be upper-triangular. But "at worst" there may be some `2\times 2` blocks on the diagonal which represent a pair of conjugate complex eigenvalues. These blocks will then just interrupt the zeros below the main diagonal. This example has a pair of these of the blocks. ::
sage: A = matrix(RDF, 4, 4, [[1, 0, -3, -1], ....: [4, -16, -7, 0], ....: [1, 21, 1, -2], ....: [26, -1, -2, 1]]) sage: Q, T = A.schur() sage: (Q*Q.conjugate().transpose()) # tol 1e-12 [0.9999999999999994 0.0 0.0 0.0] [ 0.0 1.0000000000000013 0.0 0.0] [ 0.0 0.0 1.0000000000000004 0.0] [ 0.0 0.0 0.0 1.0000000000000016] sage: all([T.zero_at(1.0e-12)[i,j] == 0 for i in range(4) for j in range(i)]) False sage: all([T.zero_at(1.0e-12)[i,j] == 0 for i in range(4) for j in range(i-1)]) True sage: (Q*T*Q.conjugate().transpose()-A).zero_at(1.0e-11) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] sage: sorted(T[0:2,0:2].eigenvalues() + T[2:4,2:4].eigenvalues()) [-5.710... - 8.382...*I, -5.710... + 8.382...*I, -0.789... - 2.336...*I, -0.789... + 2.336...*I] sage: sorted(A.eigenvalues()) [-5.710... - 8.382...*I, -5.710... + 8.382...*I, -0.789... - 2.336...*I, -0.789... + 2.336...*I] sage: abs(A.norm()-T.norm()) < 1e-12 True
Starting with complex numbers and requesting a result over the reals will never happen. ::
sage: A = matrix(CDF, 2, 2, [[2+I, -1+3*I], [5-4*I, 2-7*I]]) sage: A.schur(base_ring=RDF) Traceback (most recent call last): ... TypeError: unable to convert input matrix over CDF to a matrix over RDF
If theory predicts your matrix is real, but it contains some very small imaginary parts, you can specify the cutoff for "small" imaginary parts, then request the output as real matrices, and let the routine do the rest. ::
sage: A = matrix(RDF, 2, 2, [1, 1, -1, 0]) + matrix(CDF, 2, 2, [1.0e-14*I]*4) sage: B = A.zero_at(1.0e-12) sage: B.parent() Full MatrixSpace of 2 by 2 dense matrices over Complex Double Field sage: Q, T = B.schur(RDF) sage: Q.parent() Full MatrixSpace of 2 by 2 dense matrices over Real Double Field sage: T.parent() Full MatrixSpace of 2 by 2 dense matrices over Real Double Field sage: Q.round(6) [ 0.707107 0.707107] [-0.707107 0.707107] sage: T.round(6) [ 0.5 1.5] [-0.5 0.5] sage: (Q*T*Q.conjugate().transpose()-B).zero_at(1.0e-11) [0.0 0.0] [0.0 0.0]
A Hermitian matrix has real eigenvalues, so the similar matrix will be upper-triangular. Furthermore, a Hermitian matrix is diagonalizable with respect to an orthonormal basis, composed of eigenvectors of the matrix. Here that basis is the set of columns of the unitary matrix. ::
sage: A = matrix(CDF, [[ 52, -9*I - 8, 6*I - 187, -188*I + 2], ....: [ 9*I - 8, 12, -58*I + 59, 30*I + 42], ....: [-6*I - 187, 58*I + 59, 2677, 2264*I + 65], ....: [ 188*I + 2, -30*I + 42, -2264*I + 65, 2080]]) sage: Q, T = A.schur() sage: T = T.zero_at(1.0e-12).change_ring(RDF) sage: T.round(6) [4680.13301 0.0 0.0 0.0] [ 0.0 102.715967 0.0 0.0] [ 0.0 0.0 35.039344 0.0] [ 0.0 0.0 0.0 3.11168] sage: (Q*Q.conjugate().transpose()).zero_at(1e-12) # tol 1e-12 [1.0000000000000004 0.0 0.0 0.0] [ 0.0 0.9999999999999989 0.0 0.0] [ 0.0 0.0 1.0000000000000002 0.0] [ 0.0 0.0 0.0 0.9999999999999992] sage: (Q*T*Q.conjugate().transpose()-A).zero_at(1.0e-11) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0]
Similarly, a real symmetric matrix has only real eigenvalues, and there is an orthonormal basis composed of eigenvectors of the matrix. ::
sage: A = matrix(RDF, [[ 1, -2, 5, -3], ....: [-2, 9, 1, 5], ....: [ 5, 1, 3 , 7], ....: [-3, 5, 7, -8]]) sage: Q, T = A.schur() sage: Q.round(4) [-0.3027 -0.751 0.576 -0.1121] [ 0.139 -0.3892 -0.2648 0.8713] [ 0.4361 0.359 0.7599 0.3217] [ -0.836 0.3945 0.1438 0.3533] sage: T = T.zero_at(10^-12) sage: all(abs(e) < 10^-4 for e in (T - diagonal_matrix(RDF, [-13.5698, -0.8508, 7.7664, 11.6542])).list()) True sage: (Q*Q.transpose()) # tol 1e-12 [0.9999999999999998 0.0 0.0 0.0] [ 0.0 1.0 0.0 0.0] [ 0.0 0.0 0.9999999999999998 0.0] [ 0.0 0.0 0.0 0.9999999999999996] sage: (Q*T*Q.transpose()-A).zero_at(1.0e-11) [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0] [0.0 0.0 0.0 0.0]
The results are cached, both as a real factorization and also as a complex factorization. This means the returned matrices are immutable. ::
sage: A = matrix(RDF, 2, 2, [[0, -1], [1, 0]]) sage: Qr, Tr = A.schur(base_ring=RDF) sage: Qc, Tc = A.schur(base_ring=CDF) sage: all([M.is_immutable() for M in [Qr, Tr, Qc, Tc]]) True sage: Tr.round(6) != Tc.round(6) True
TESTS:
The Schur factorization is only defined for square matrices. ::
sage: A = matrix(RDF, 4, 5, range(20)) sage: A.schur() Traceback (most recent call last): ... ValueError: Schur decomposition requires a square matrix, not a 4 x 5 matrix
A base ring request is checked. ::
sage: A = matrix(RDF, 3, range(9)) sage: A.schur(base_ring=QQ) Traceback (most recent call last): ... ValueError: base ring of Schur decomposition matrices must be RDF or CDF, not Rational Field
AUTHOR:
- Rob Beezer (2011-03-31) """ global scipy
cdef Matrix_double_dense Q, T
else:
import scipy # Our return order is the reverse of NumPy's
def cholesky(self): r""" Returns the Cholesky factorization of a matrix that is real symmetric, or complex Hermitian.
INPUT:
Any square matrix with entries from ``RDF`` that is symmetric, or with entries from ``CDF`` that is Hermitian. The matrix must be positive definite for the Cholesky decomposition to exist.
OUTPUT:
For a matrix `A` the routine returns a lower triangular matrix `L` such that,
.. MATH::
A = LL^\ast
where `L^\ast` is the conjugate-transpose in the complex case, and just the transpose in the real case. If the matrix fails to be positive definite (perhaps because it is not symmetric or Hermitian), then this function raises a ``ValueError``.
IMPLEMENTATION:
The existence of a Cholesky decomposition and the positive definite property are equivalent. So this method and the :meth:`is_positive_definite` method compute and cache both the Cholesky decomposition and the positive-definiteness. So the :meth:`is_positive_definite` method or catching a ``ValueError`` from the :meth:`cholesky` method are equally expensive computationally and if the decomposition exists, it is cached as a side-effect of either routine.
EXAMPLES:
A real matrix that is symmetric and positive definite. ::
sage: M = matrix(RDF,[[ 1, 1, 1, 1, 1], ....: [ 1, 5, 31, 121, 341], ....: [ 1, 31, 341, 1555, 4681], ....: [ 1,121, 1555, 7381, 22621], ....: [ 1,341, 4681, 22621, 69905]]) sage: M.is_symmetric() True sage: L = M.cholesky() sage: L.round(6).zero_at(10^-10) [ 1.0 0.0 0.0 0.0 0.0] [ 1.0 2.0 0.0 0.0 0.0] [ 1.0 15.0 10.723805 0.0 0.0] [ 1.0 60.0 60.985814 7.792973 0.0] [ 1.0 170.0 198.623524 39.366567 1.7231] sage: (L*L.transpose()).round(6).zero_at(10^-10) [ 1.0 1.0 1.0 1.0 1.0] [ 1.0 5.0 31.0 121.0 341.0] [ 1.0 31.0 341.0 1555.0 4681.0] [ 1.0 121.0 1555.0 7381.0 22621.0] [ 1.0 341.0 4681.0 22621.0 69905.0]
A complex matrix that is Hermitian and positive definite. ::
sage: A = matrix(CDF, [[ 23, 17*I + 3, 24*I + 25, 21*I], ....: [ -17*I + 3, 38, -69*I + 89, 7*I + 15], ....: [-24*I + 25, 69*I + 89, 976, 24*I + 6], ....: [ -21*I, -7*I + 15, -24*I + 6, 28]]) sage: A.is_hermitian() True sage: L = A.cholesky() sage: L.round(6).zero_at(10^-10) [ 4.795832 0.0 0.0 0.0] [ 0.625543 - 3.544745*I 5.004346 0.0 0.0] [ 5.21286 - 5.004346*I 13.588189 + 10.721116*I 24.984023 0.0] [ -4.378803*I -0.104257 - 0.851434*I -0.21486 + 0.371348*I 2.811799] sage: (L*L.conjugate_transpose()).round(6).zero_at(10^-10) [ 23.0 3.0 + 17.0*I 25.0 + 24.0*I 21.0*I] [ 3.0 - 17.0*I 38.0 89.0 - 69.0*I 15.0 + 7.0*I] [25.0 - 24.0*I 89.0 + 69.0*I 976.0 6.0 + 24.0*I] [ -21.0*I 15.0 - 7.0*I 6.0 - 24.0*I 28.0]
This routine will recognize when the input matrix is not positive definite. The negative eigenvalues are an equivalent indicator. (Eigenvalues of a Hermitian matrix must be real, so there is no loss in ignoring the imprecise imaginary parts). ::
sage: A = matrix(RDF, [[ 3, -6, 9, 6, -9], ....: [-6, 11, -16, -11, 17], ....: [ 9, -16, 28, 16, -40], ....: [ 6, -11, 16, 9, -19], ....: [-9, 17, -40, -19, 68]]) sage: A.is_symmetric() True sage: A.eigenvalues() [108.07..., 13.02..., -0.02..., -0.70..., -1.37...] sage: A.cholesky() Traceback (most recent call last): ... ValueError: matrix is not positive definite
sage: B = matrix(CDF, [[ 2, 4 - 2*I, 2 + 2*I], ....: [4 + 2*I, 8, 10*I], ....: [2 - 2*I, -10*I, -3]]) sage: B.is_hermitian() True sage: [ev.real() for ev in B.eigenvalues()] [15.88..., 0.08..., -8.97...] sage: B.cholesky() Traceback (most recent call last): ... ValueError: matrix is not positive definite
TESTS:
A trivial case. ::
sage: A = matrix(RDF, 0, []) sage: A.cholesky() []
The Cholesky factorization is only defined for square matrices. ::
sage: A = matrix(RDF, 4, 5, range(20)) sage: A.cholesky() Traceback (most recent call last): ... ValueError: Cholesky decomposition requires a square matrix, not a 4 x 5 matrix """
cdef Matrix_double_dense L
global scipy
def is_positive_definite(self): r""" Determines if a matrix is positive definite.
A matrix `A` is positive definite if it is square, is Hermitian (which reduces to symmetric in the real case), and for every nonzero vector `\vec{x}`,
.. MATH::
\vec{x}^\ast A \vec{x} > 0
where `\vec{x}^\ast` is the conjugate-transpose in the complex case and just the transpose in the real case. Equivalently, a positive definite matrix has only positive eigenvalues and only positive determinants of leading principal submatrices.
INPUT:
Any matrix over ``RDF`` or ``CDF``.
OUTPUT:
``True`` if and only if the matrix is square, Hermitian, and meets the condition above on the quadratic form. The result is cached.
IMPLEMENTATION:
The existence of a Cholesky decomposition and the positive definite property are equivalent. So this method and the :meth:`cholesky` method compute and cache both the Cholesky decomposition and the positive-definiteness. So the :meth:`is_positive_definite` method or catching a ``ValueError`` from the :meth:`cholesky` method are equally expensive computationally and if the decomposition exists, it is cached as a side-effect of either routine.
EXAMPLES:
A matrix over ``RDF`` that is positive definite. ::
sage: M = matrix(RDF,[[ 1, 1, 1, 1, 1], ....: [ 1, 5, 31, 121, 341], ....: [ 1, 31, 341, 1555, 4681], ....: [ 1,121, 1555, 7381, 22621], ....: [ 1,341, 4681, 22621, 69905]]) sage: M.is_symmetric() True sage: M.eigenvalues() [77547.66..., 82.44..., 2.41..., 0.46..., 0.011...] sage: [round(M[:i,:i].determinant()) for i in range(1, M.nrows()+1)] [1, 4, 460, 27936, 82944] sage: M.is_positive_definite() True
A matrix over ``CDF`` that is positive definite. ::
sage: C = matrix(CDF, [[ 23, 17*I + 3, 24*I + 25, 21*I], ....: [ -17*I + 3, 38, -69*I + 89, 7*I + 15], ....: [-24*I + 25, 69*I + 89, 976, 24*I + 6], ....: [ -21*I, -7*I + 15, -24*I + 6, 28]]) sage: C.is_hermitian() True sage: [x.real() for x in C.eigenvalues()] [991.46..., 55.96..., 3.69..., 13.87...] sage: [round(C[:i,:i].determinant().real()) for i in range(1, C.nrows()+1)] [23, 576, 359540, 2842600] sage: C.is_positive_definite() True
A matrix over ``RDF`` that is not positive definite. ::
sage: A = matrix(RDF, [[ 3, -6, 9, 6, -9], ....: [-6, 11, -16, -11, 17], ....: [ 9, -16, 28, 16, -40], ....: [ 6, -11, 16, 9, -19], ....: [-9, 17, -40, -19, 68]]) sage: A.is_symmetric() True sage: A.eigenvalues() [108.07..., 13.02..., -0.02..., -0.70..., -1.37...] sage: [round(A[:i,:i].determinant()) for i in range(1, A.nrows()+1)] [3, -3, -15, 30, -30] sage: A.is_positive_definite() False
A matrix over ``CDF`` that is not positive definite. ::
sage: B = matrix(CDF, [[ 2, 4 - 2*I, 2 + 2*I], ....: [4 + 2*I, 8, 10*I], ....: [2 - 2*I, -10*I, -3]]) sage: B.is_hermitian() True sage: [ev.real() for ev in B.eigenvalues()] [15.88..., 0.08..., -8.97...] sage: [round(B[:i,:i].determinant().real()) for i in range(1, B.nrows()+1)] [2, -4, -12] sage: B.is_positive_definite() False
A large random matrix that is guaranteed by theory to be positive definite. ::
sage: R = random_matrix(CDF, 200) sage: H = R.conjugate_transpose()*R sage: H.is_positive_definite() True
TESTS:
A trivially small case. ::
sage: S = matrix(CDF, []) sage: S.nrows(), S.ncols() (0, 0) sage: S.is_positive_definite() True
A rectangular matrix will never be positive definite. ::
sage: R = matrix(RDF, 2, 3, range(6)) sage: R.is_positive_definite() False
A non-Hermitian matrix will never be positive definite. ::
sage: T = matrix(CDF, 8, 8, range(64)) sage: T.is_positive_definite() False
AUTHOR:
- Rob Beezer (2012-05-28) """ pass
cdef _vector_times_matrix_(self,Vector v): return self._row_ambient_module().zero_vector() global numpy
cdef _matrix_times_vector_(self,Vector v): return self._column_ambient_module().zero_vector()
global numpy
def numpy(self, dtype=None): """ This method returns a copy of the matrix as a numpy array. It uses the numpy C/api so is very fast.
INPUT:
- ``dtype`` - The desired data-type for the array. If not given, then the type will be determined as the minimum type required to hold the objects in the sequence.
EXAMPLES::
sage: m = matrix(RDF,[[1,2],[3,4]]) sage: n = m.numpy() sage: import numpy sage: numpy.linalg.eig(n) (array([-0.37228132, 5.37228132]), array([[-0.82456484, -0.41597356], [ 0.56576746, -0.90937671]])) sage: m = matrix(RDF, 2, range(6)); m [0.0 1.0 2.0] [3.0 4.0 5.0] sage: m.numpy() array([[ 0., 1., 2.], [ 3., 4., 5.]])
Alternatively, numpy automatically calls this function (via the magic :meth:`__array__` method) to convert Sage matrices to numpy arrays::
sage: import numpy sage: m = matrix(RDF, 2, range(6)); m [0.0 1.0 2.0] [3.0 4.0 5.0] sage: numpy.array(m) array([[ 0., 1., 2.], [ 3., 4., 5.]]) sage: numpy.array(m).dtype dtype('float64') sage: m = matrix(CDF, 2, range(6)); m [0.0 1.0 2.0] [3.0 4.0 5.0] sage: numpy.array(m) array([[ 0.+0.j, 1.+0.j, 2.+0.j], [ 3.+0.j, 4.+0.j, 5.+0.j]]) sage: numpy.array(m).dtype dtype('complex128')
TESTS::
sage: m = matrix(RDF,0,5,[]); m [] sage: m.numpy() array([], shape=(0, 5), dtype=float64) sage: m = matrix(RDF,5,0,[]); m [] sage: m.numpy() array([], shape=(5, 0), dtype=float64) """ else: return Matrix_dense.numpy(self, dtype=dtype)
def _replace_self_with_numpy(self,numpy_matrix): """
EXAMPLES::
sage: import numpy sage: a = numpy.array([[1,2],[3,4]], 'float64') sage: m = matrix(RDF,2,2,0) sage: m._replace_self_with_numpy(a) sage: m [1.0 2.0] [3.0 4.0] """ raise ValueError("matrix shapes are not the same")
def _replace_self_with_numpy32(self,numpy_matrix): """
EXAMPLES::
sage: import numpy sage: a = numpy.array([[1,2],[3,4]], 'float32') sage: m = matrix(RDF,2,2,0) sage: m._replace_self_with_numpy32(a) sage: m [1.0 2.0] [3.0 4.0] """ #TODO find where this is used and change it
def _hadamard_row_bound(self): r""" Return an integer n such that the absolute value of the determinant of this matrix is at most $10^n$.
EXAMPLES::
sage: a = matrix(RDF, 3, [1,2,5,7,-3,4,2,1,123]) sage: a._hadamard_row_bound() 4 sage: a.det() -2014.0 sage: 10^4 10000 """ cdef Py_ssize_t i, j
def exp(self, algorithm=None, order=None): r""" Calculate the exponential of this matrix X, which is the matrix
.. MATH::
e^X = \sum_{k=0}^{\infty} \frac{X^k}{k!}.
INPUT:
- algorithm -- deprecated
- order -- deprecated
EXAMPLES::
sage: A=matrix(RDF, 2, [1,2,3,4]); A [1.0 2.0] [3.0 4.0] sage: A.exp() # tol 1e-15 [51.968956198705044 74.73656456700327] [112.10484685050491 164.07380304920997] sage: A=matrix(CDF, 2, [1,2+I,3*I,4]); A [ 1.0 2.0 + 1.0*I] [ 3.0*I 4.0] sage: A.exp() # tol 1.1e-14 [-19.614602953804912 + 12.517743846762578*I 3.7949636449582176 + 28.88379930658099*I] [ -32.383580980922254 + 21.88423595789845*I 2.269633004093535 + 44.901324827684824*I]
TESTS::
sage: A = matrix(RDF, 2, [1,2,3,4]) sage: E = A.exp(algorithm='eig') doctest:...: DeprecationWarning: The algorithm and order arguments are deprecated. See http://trac.sagemath.org/17140 for details. sage: E # tol 1e-15 [51.968956198705044 74.73656456700327] [112.10484685050491 164.07380304920997] sage: A.exp(algorithm='taylor') # tol 1e-15 [51.968956198705044 74.73656456700327] [112.10484685050491 164.07380304920997] sage: A = matrix(CDF, 2, [1,2+I,3*I,4]) sage: A.exp(algorithm='eig') # tol 3e-14 [-19.614602953804923 + 12.51774384676257*I 3.7949636449582016 + 28.883799306580997*I] [-32.38358098092227 + 21.884235957898433*I 2.2696330040935084 + 44.90132482768484*I] """ global scipy
cdef Matrix_double_dense M
def zero_at(self, eps): """ Returns a copy of the matrix where elements smaller than or equal to ``eps`` are replaced with zeroes. For complex matrices, the real and imaginary parts are considered individually.
This is useful for modifying output from algorithms which have large relative errors when producing zero elements, e.g. to create reliable doctests.
INPUT:
- ``eps`` - Cutoff value
OUTPUT:
A modified copy of the matrix.
EXAMPLES::
sage: a = matrix(CDF, [[1, 1e-4r, 1+1e-100jr], [1e-8+3j, 0, 1e-58r]]) sage: a [ 1.0 0.0001 1.0 + 1e-100*I] [ 1e-08 + 3.0*I 0.0 1e-58] sage: a.zero_at(1e-50) [ 1.0 0.0001 1.0] [1e-08 + 3.0*I 0.0 0.0] sage: a.zero_at(1e-4) [ 1.0 0.0 1.0] [3.0*I 0.0 0.0] """ global numpy cdef Matrix_double_dense M import numpy else:
def round(self, ndigits=0): """ Returns a copy of the matrix where all entries have been rounded to a given precision in decimal digits (default 0 digits).
INPUT:
- ``ndigits`` - The precision in number of decimal digits
OUTPUT:
A modified copy of the matrix
EXAMPLES::
sage: M = matrix(CDF, [[10.234r + 34.2343jr, 34e10r]]) sage: M [10.234 + 34.2343*I 340000000000.0] sage: M.round(2) [10.23 + 34.23*I 340000000000.0] sage: M.round() [ 10.0 + 34.0*I 340000000000.0] """ global numpy cdef Matrix_double_dense M import numpy
def _normalize_columns(self): """ Returns a copy of the matrix where each column has been multiplied by plus or minus 1, to guarantee that the real part of the leading entry of each nonzero column is positive.
This is useful for modifying output from algorithms which produce matrices which are only well-defined up to signs of the columns, for example an algorithm which should produce an orthogonal matrix.
OUTPUT:
A modified copy of the matrix.
EXAMPLES::
sage: a=matrix(CDF, [[1, -2+I, 0, -3*I], [2, 2, -2, 2], [-3, -3, -3, -2]]) sage: a [ 1.0 -2.0 + 1.0*I 0.0 -3.0*I] [ 2.0 2.0 -2.0 2.0] [ -3.0 -3.0 -3.0 -2.0] sage: a._normalize_columns() [ 1.0 2.0 - 1.0*I 0.0 -3.0*I] [ 2.0 -2.0 2.0 2.0] [ -3.0 3.0 3.0 -2.0] """ cdef Py_ssize_t i, j
def _normalize_rows(self): """ Returns a copy of the matrix where each row has been multiplied by plus or minus 1, to guarantee that the real part of the leading entry of each nonzero row is positive.
This is useful for modifying output from algorithms which produce matrices which are only well-defined up to signs of the rows, for example an algorithm which should produce an upper triangular matrix.
OUTPUT:
A modified copy of the matrix.
EXAMPLES::
sage: a=matrix(CDF, [[1, 2, -3], [-2+I, 2, -3], [0, -2, -3], [-3*I, 2, -2]]) sage: a [ 1.0 2.0 -3.0] [-2.0 + 1.0*I 2.0 -3.0] [ 0.0 -2.0 -3.0] [ -3.0*I 2.0 -2.0] sage: a._normalize_rows() [ 1.0 2.0 -3.0] [2.0 - 1.0*I -2.0 3.0] [ 0.0 2.0 3.0] [ -3.0*I 2.0 -2.0] """ |