Python numpy 模块，linalg() 实例源码
我们从Python开源项目中，提取了以下50个代码示例，用于说明如何使用numpy.linalg()。
def logdet(C,eps=1e-6,safe=0):
'''
Logarithm of the determinant of a matrix
Works only with real-valued positive definite matrices
'''
try:
return 2.0*np.sum(np.log(np.diag(chol(C))))
except numpy.linalg.linalg.LinAlgError:
if safe: C = check_covmat(C,eps=eps)
w = np.linalg.eigh(C)[0]
w = np.real(w)
w[w<eps]=eps
det = np.sum(np.log(w))
return det
def _get_skew(corners, board):
"""
Get skew for given checkerboard detection.
Scaled to [0,1], which 0 = no skew, 1 = high skew
Skew is proportional to the divergence of three outside corners from 90 degrees.
"""
# TODO Using three nearby interior corners might be more robust, outside corners occasionally
# get mis-detected
up_left, up_right, down_right, _ = _get_outside_corners(corners, board)
def angle(a, b, c):
"""
Return angle between lines ab, bc
"""
ab = a - b
cb = c - b
return math.acos(numpy.dot(ab,cb) / (numpy.linalg.norm(ab) * numpy.linalg.norm(cb)))
skew = min(1.0, 2. * abs((math.pi / 2.) - angle(up_left, up_right, down_right)))
return skew
def get_ground_state(sparse_operator):
"""Compute lowest eigenvalue and eigenstate.
Returns:
eigenvalue: The lowest eigenvalue, a float.
eigenstate: The lowest eigenstate in scipy.sparse csc format.
"""
if not is_hermitian(sparse_operator):
raise ValueError('sparse_operator must be Hermitian.')
values, vectors = scipy.sparse.linalg.eigsh(
sparse_operator, 2, which='SA', maxiter=1e7)
eigenstate = scipy.sparse.csc_matrix(vectors[:, 0])
eigenvalue = values[0]
return eigenvalue, eigenstate.getH()
def __init__(self, mesh, transform_out=None, transform_in=None):
transform_out = numpy.matrix(transform_out) if transform_out is not None else None
transform_in = numpy.matrix(transform_in) if transform_in is not None else None
if transform_in is None and transform_out is None:
transform_in = numpy.identity(3)
transform_out = numpy.identity(3)
elif transform_in is None:
try:
transform_in = numpy.linalg.inv(transform_out)
except:
transform_in = None
elif transform_out is None:
try:
transform_out = numpy.linalg.inv(transform_in)
except:
transform_out = None
self.transform_out, self.transform_in = transform_out, transform_in
super().__init__(
mesh,
warp_in=lambda vertex: self.transform_in.dot(vertex).tolist()[0][:3] if self.transform_in else None,
warp_out=lambda vertex: self.transform_out.dot(vertex).tolist()[0][:3] if self.transform_out else None,
)
def likelihood(x, m=None, Cinv=None, sigma=1, detC=None):
"""return likelihood of x for the normal density N(m, sigma**2 * Cinv**-1)"""
# testing: MC integrate must be one: mean(p(x_i)) * volume(where x_i are uniformely sampled)
# for i in xrange(3): print mean([cma.likelihood(20*r-10, dim * [0],
# None, 3) for r in rand(10000,dim)]) * 20**dim
if m is None:
dx = x
else:
dx = x - m # array(x) - array(m)
n = len(x)
s2pi = (2 * np.pi)**(n / 2.)
if Cinv is None:
return exp(-sum(dx**2) / sigma**2 / 2) / s2pi / sigma**n
if detC is None:
detC = 1. / np.linalg.linalg.det(Cinv)
return exp(-np.dot(dx, np.dot(Cinv, dx)) / sigma**2 / 2) / s2pi / abs(detC)**0.5 / sigma**n
def test_pseudoinverse_correctness():
rng = numpy.random.RandomState(utt.fetch_seed())
d1 = rng.randint(4) + 2
d2 = rng.randint(4) + 2
r = rng.randn(d1, d2).astype(theano.config.floatX)
x = tensor.matrix()
xi = pinv(x)
ri = function([x], xi)(r)
assert ri.shape[0] == r.shape[1]
assert ri.shape[1] == r.shape[0]
assert ri.dtype == r.dtype
# Note that pseudoinverse can be quite unprecise so I prefer to compare
# the result with what numpy.linalg returns
assert _allclose(ri, numpy.linalg.pinv(r))
def test_numpy_compare(self):
rng = numpy.random.RandomState(utt.fetch_seed())
M = tensor.matrix("A", dtype=theano.config.floatX)
V = tensor.vector("V", dtype=theano.config.floatX)
a = rng.rand(4, 4).astype(theano.config.floatX)
b = rng.rand(4).astype(theano.config.floatX)
A = ( [None, 'fro', 'inf', '-inf', 1, -1, None, 'inf', '-inf', 0, 1, -1, 2, -2],
[M, M, M, M, M, M, V, V, V, V, V, V, V, V],
[a, a, a, a, a, a, b, b, b, b, b, b, b, b],
[None, 'fro', inf, -inf, 1, -1, None, inf, -inf, 0, 1, -1, 2, -2])
for i in range(0, 14):
f = function([A[1][i]], norm(A[1][i], A[0][i]))
t_n = f(A[2][i])
n_n = numpy.linalg.norm(A[2][i], A[3][i])
assert _allclose(n_n, t_n)
def test_eval(self):
A = self.A
Ai = tensorinv(A)
n_ainv = numpy.linalg.tensorinv(self.a)
tf_a = function([A], [Ai])
t_ainv = tf_a(self.a)
assert _allclose(n_ainv, t_ainv)
B = self.B
Bi = tensorinv(B)
Bi1 = tensorinv(B, ind=1)
n_binv = numpy.linalg.tensorinv(self.b)
n_binv1 = numpy.linalg.tensorinv(self.b1, ind=1)
tf_b = function([B], [Bi])
tf_b1 = function([B], [Bi1])
t_binv = tf_b(self.b)
t_binv1 = tf_b1(self.b1)
assert _allclose(t_binv, n_binv)
assert _allclose(t_binv1, n_binv1)
def test_perform(self):
if not imported_scipy:
raise SkipTest('kron tests need the scipy package to be installed')
for shp0 in [(2,), (2, 3), (2, 3, 4), (2, 3, 4, 5)]:
x = tensor.tensor(dtype='floatX',
broadcastable=(False,) * len(shp0))
a = numpy.asarray(self.rng.rand(*shp0)).astype(config.floatX)
for shp1 in [(6,), (6, 7), (6, 7, 8), (6, 7, 8, 9)]:
if len(shp0) + len(shp1) == 2:
continue
y = tensor.tensor(dtype='floatX',
broadcastable=(False,) * len(shp1))
f = function([x, y], kron(x, y))
b = self.rng.rand(*shp1).astype(config.floatX)
out = f(a, b)
# Newer versions of scipy want 4 dimensions at least,
# so we have to add a dimension to a and flatten the result.
if len(shp0) + len(shp1) == 3:
scipy_val = scipy.linalg.kron(
a[numpy.newaxis, :], b).flatten()
else:
scipy_val = scipy.linalg.kron(a, b)
utt.assert_allclose(out, scipy_val)
def real_eig(M,eps=1e-9):
'''
This code expects a real hermetian matrix
and should throw a ValueError if not.
This is probably redundant to the scipy eigh function.
Do not use.
'''
if not (type(M)==np.ndarray):
raise ValueError("Expected array; type is %s"%type(M))
if np.any(np.abs(np.imag(M))>eps):
raise ValueError("Matrix has imaginary values >%0.2e; will not extract real eigenvalues"%eps)
M = np.real(M)
w,v = np.linalg.eig(M)
if np.any(abs(np.imag(w))>eps):
raise ValueError('Eigenvalues with imaginary part >%0.2e; matrix has complex eigenvalues'%eps)
w = np.real(w)
order = np.argsort(w)
w = w[order]
v = v[:,order]
return w,v
def _getAplus(A):
'''
Please see the documentation for nearPDHigham
'''
eigval, eigvec = np.linalg.eig(A)
Q = np.matrix(eigvec)
xdiag = np.matrix(np.diag(np.maximum(eigval, 0)))
return Q*xdiag*Q.T
def bench_on(runner, sym, Ns, trials, dtype=None):
global args, kernel, out, mkl_layer
prepare = globals().get("prepare_"+sym, prepare_default)
kernel = globals().get("kernel_"+sym, None)
if not kernel:
kernel = getattr(np.linalg, sym)
out_lvl = runner.__doc__.split('.')[0].strip()
func_s = kernel.__doc__.split('.')[0].strip()
log.debug('Preparing input data for %s (%s).. ' % (sym, func_s))
args = [prepare(int(i)) for i in Ns]
it = range(len(Ns))
# pprint(Ns)
out = np.empty(shape=(len(Ns), trials))
b = body(trials)
tic, toc = (0, 0)
log.debug('Warming up %s (%s).. ' % (sym, func_s))
runner(range(1000), empty_work)
kernel(*args[0])
runner(range(1000), empty_work)
log.debug('Benchmarking %s on %s: ' % (func_s, out_lvl))
gc_old = gc.isenabled()
# gc.disable()
tic = time.time()
runner(it, b)
toc = time.time() - tic
if gc_old:
gc.enable()
if 'reused_pool' in globals():
del globals()['reused_pool']
#calculate average time and min time and also keep track of outliers (max time in the loop)
min_time = np.amin(out)
max_time = np.amax(out)
mean_time = np.mean(out)
stdev_time = np.std(out)
#print("Min = %.5f, Max = %.5f, Mean = %.5f, stdev = %.5f " % (min_time, max_time, mean_time, stdev_time))
#final_times = [min_time, max_time, mean_time, stdev_time]
print('## %s: Outter:%s, Inner:%s, Wall seconds:%f\n' % (sym, out_lvl, mkl_layer, float(toc)))
return out
def get_whitening_matrix(X, fudge=1E-18):
from numpy.linalg import eigh
Xcov = numpy.dot(X.T, X)/X.shape[0]
d,V = eigh(Xcov)
D = numpy.diag(1./numpy.sqrt(d+fudge))
W = numpy.dot(numpy.dot(V,D), V.T)
return W
def get_precision(self):
"""Compute data precision matrix with the generative model.
Equals the inverse of the covariance but computed with
the matrix inversion lemma for efficiency.
Returns
-------
precision : array, shape=(n_features, n_features)
Estimated precision of data.
"""
n_features = self.components_.shape[1]
# handle corner cases first
if self.n_components_ == 0:
return np.eye(n_features) / self.noise_variance_
if self.n_components_ == n_features:
return linalg.inv(self.get_covariance())
# Get precision using matrix inversion lemma
components_ = self.components_
exp_var = self.explained_variance_
exp_var_diff = np.maximum(exp_var - self.noise_variance_, 0.)
precision = np.dot(components_, components_.T) / self.noise_variance_
precision.flat[::len(precision) + 1] += 1. / exp_var_diff
precision = np.dot(components_.T,
np.dot(linalg.inv(precision), components_))
precision /= -(self.noise_variance_ ** 2)
precision.flat[::len(precision) + 1] += 1. / self.noise_variance_
return precision
def __init__(self, dimension,
lazy_update_gap=0,
constant_trace='',
randn=np.random.randn,
eigenmethod=np.linalg.eigh):
try:
self.dimension = len(dimension)
standard_deviations = np.asarray(dimension)
except TypeError:
self.dimension = dimension
standard_deviations = np.ones(dimension)
assert len(standard_deviations) == self.dimension
# prevent equal eigenvals, a hack for np.linalg:
self.C = np.diag(standard_deviations**2
* np.exp((1e-4 / self.dimension) *
np.arange(self.dimension)))
"covariance matrix"
self.lazy_update_gap = lazy_update_gap
self.constant_trace = constant_trace
self.randn = randn
self.eigenmethod = eigenmethod
self.B = np.eye(self.dimension)
"columns, B.T[i] == B[:, i], are eigenvectors of C"
self.D = np.diag(self.C)**0.5 # we assume that C is yet diagonal
idx = self.D.argsort()
self.D = self.D[idx]
self.B = self.B[:, idx]
"axis lengths, roots of eigenvalues, sorted"
self._inverse_root_C = None # see transform_inv...
self.last_update = 0
self.count_tell = 0
self.count_eigen = 0
def rotation_from_matrix(matrix):
"""Return rotation angle and axis from rotation matrix.
>>> angle = (random.random() - 0.5) * (2*math.pi)
>>> direc = numpy.random.random(3) - 0.5
>>> point = numpy.random.random(3) - 0.5
>>> R0 = rotation_matrix(angle, direc, point)
>>> angle, direc, point = rotation_from_matrix(R0)
>>> R1 = rotation_matrix(angle, direc, point)
>>> is_same_transform(R0, R1)
True
"""
R = numpy.array(matrix, dtype=numpy.float64, copy=False)
R33 = R[:3, :3]
# direction: unit eigenvector of R33 corresponding to eigenvalue of 1
w, W = numpy.linalg.eig(R33.T)
i = numpy.where(abs(numpy.real(w) - 1.0) < 1e-8)[0]
if not len(i):
raise ValueError("no unit eigenvector corresponding to eigenvalue 1")
direction = numpy.real(W[:, i[-1]]).squeeze()
# point: unit eigenvector of R33 corresponding to eigenvalue of 1
w, Q = numpy.linalg.eig(R)
i = numpy.where(abs(numpy.real(w) - 1.0) < 1e-8)[0]
if not len(i):
raise ValueError("no unit eigenvector corresponding to eigenvalue 1")
point = numpy.real(Q[:, i[-1]]).squeeze()
point /= point[3]
# rotation angle depending on direction
cosa = (numpy.trace(R33) - 1.0) / 2.0
if abs(direction[2]) > 1e-8:
sina = (R[1, 0] + (cosa-1.0)*direction[0]*direction[1]) / direction[2]
elif abs(direction[1]) > 1e-8:
sina = (R[0, 2] + (cosa-1.0)*direction[0]*direction[2]) / direction[1]
else:
sina = (R[2, 1] + (cosa-1.0)*direction[1]*direction[2]) / direction[0]
angle = math.atan2(sina, cosa)
return angle, direction, point
# Function to translate handshape coding to degrees of rotation, adduction, flexion
def vector_norm(data, axis=None, out=None):
"""Return length, i.e. Euclidean norm, of ndarray along axis.
>>> v = numpy.random.random(3)
>>> n = vector_norm(v)
>>> numpy.allclose(n, numpy.linalg.norm(v))
True
>>> v = numpy.random.rand(6, 5, 3)
>>> n = vector_norm(v, axis=-1)
>>> numpy.allclose(n, numpy.sqrt(numpy.sum(v*v, axis=2)))
True
>>> n = vector_norm(v, axis=1)
>>> numpy.allclose(n, numpy.sqrt(numpy.sum(v*v, axis=1)))
True
>>> v = numpy.random.rand(5, 4, 3)
>>> n = numpy.empty((5, 3))
>>> vector_norm(v, axis=1, out=n)
>>> numpy.allclose(n, numpy.sqrt(numpy.sum(v*v, axis=1)))
True
>>> vector_norm([])
0.0
>>> vector_norm([1])
1.0
"""
data = numpy.array(data, dtype=numpy.float64, copy=True)
if out is None:
if data.ndim == 1:
return math.sqrt(numpy.dot(data, data))
data *= data
out = numpy.atleast_1d(numpy.sum(data, axis=axis))
numpy.sqrt(out, out)
return out
else:
data *= data
numpy.sum(data, axis=axis, out=out)
numpy.sqrt(out, out)
def rotation_from_matrix(matrix):
"""Return rotation angle and axis from rotation matrix.
>>> angle = (random.random() - 0.5) * (2*math.pi)
>>> direc = numpy.random.random(3) - 0.5
>>> point = numpy.random.random(3) - 0.5
>>> R0 = rotation_matrix(angle, direc, point)
>>> angle, direc, point = rotation_from_matrix(R0)
>>> R1 = rotation_matrix(angle, direc, point)
>>> is_same_transform(R0, R1)
True
"""
R = numpy.array(matrix, dtype=numpy.float64, copy=False)
R33 = R[:3, :3]
# direction: unit eigenvector of R33 corresponding to eigenvalue of 1
w, W = numpy.linalg.eig(R33.T)
i = numpy.where(abs(numpy.real(w) - 1.0) < 1e-8)[0]
if not len(i):
raise ValueError("no unit eigenvector corresponding to eigenvalue 1")
direction = numpy.real(W[:, i[-1]]).squeeze()
# point: unit eigenvector of R33 corresponding to eigenvalue of 1
w, Q = numpy.linalg.eig(R)
i = numpy.where(abs(numpy.real(w) - 1.0) < 1e-8)[0]
if not len(i):
raise ValueError("no unit eigenvector corresponding to eigenvalue 1")
point = numpy.real(Q[:, i[-1]]).squeeze()
point /= point[3]
# rotation angle depending on direction
cosa = (numpy.trace(R33) - 1.0) / 2.0
if abs(direction[2]) > 1e-8:
sina = (R[1, 0] + (cosa-1.0)*direction[0]*direction[1]) / direction[2]
elif abs(direction[1]) > 1e-8:
sina = (R[0, 2] + (cosa-1.0)*direction[0]*direction[2]) / direction[1]
else:
sina = (R[2, 1] + (cosa-1.0)*direction[1]*direction[2]) / direction[0]
angle = math.atan2(sina, cosa)
return angle, direction, point
# Function to translate handshape coding to degrees of rotation, adduction, flexion
def expms(A, eig=np.linalg.eigh):
"""matrix exponential for a symmetric matrix"""
# TODO: check that this works reliably for low rank matrices
# first: symmetrize A
D, B = eig(A)
return np.dot(B, (np.exp(D) * B).T)
def likelihood(x, m=None, Cinv=None, sigma=1, detC=None):
"""return likelihood of x for the normal density N(m, sigma**2 * Cinv**-1)"""
# testing: MC integrate must be one: mean(p(x_i)) * volume(where x_i are uniformely sampled)
# for i in xrange(3): print mean([cma.likelihood(20*r-10, dim * [0], None, 3) for r in rand(10000,dim)]) * 20**dim
if m is None:
dx = x
else:
dx = x - m # array(x) - array(m)
n = len(x)
s2pi = (2 * np.pi)**(n / 2.)
if Cinv is None:
return exp(-sum(dx**2) / sigma**2 / 2) / s2pi / sigma**n
if detC is None:
detC = 1. / np.linalg.linalg.det(Cinv)
return exp(-np.dot(dx, np.dot(Cinv, dx)) / sigma**2 / 2) / s2pi / abs(detC)**0.5 / sigma**n
def rmsd(X, Y):
"""
Calculate the root mean squared deviation (RMSD) using Kabsch' formula.
@param X: (n, d) input vector
@type X: numpy array
@param Y: (n, d) input vector
@type Y: numpy array
@return: rmsd value between the input vectors
@rtype: float
"""
from numpy import sum, dot, sqrt, clip, average
from numpy.linalg import svd, det
X = X - X.mean(0)
Y = Y - Y.mean(0)
R_x = sum(X ** 2)
R_y = sum(Y ** 2)
V, L, U = svd(dot(Y.T, X))
if det(dot(V, U)) < 0.:
L[-1] *= -1
return sqrt(clip(R_x + R_y - 2 * sum(L), 0., 1e300) / len(X))
def wrmsd(X, Y, w):
"""
Calculate the weighted root mean squared deviation (wRMSD) using Kabsch'
formula.
@param X: (n, d) input vector
@type X: numpy array
@param Y: (n, d) input vector
@type Y: numpy array
@param w: input weights
@type w: numpy array
@return: rmsd value between the input vectors
@rtype: float
"""
from numpy import sum, dot, sqrt, clip, average
from numpy.linalg import svd
## normalize weights
w = w / w.sum()
X = X - dot(w, X)
Y = Y - dot(w, Y)
R_x = sum(X.T ** 2 * w)
R_y = sum(Y.T ** 2 * w)
L = svd(dot(Y.T * w, X))[1]
return sqrt(clip(R_x + R_y - 2 * sum(L), 0., 1e300))
def is_mirror_image(X, Y):
"""
Check if two configurations X and Y are mirror images
(i.e. their optimal superposition involves a reflection).
@param X: n x 3 input vector
@type X: numpy array
@param Y: n x 3 input vector
@type Y: numpy array
@rtype: bool
"""
from numpy.linalg import det, svd
## center configurations
X = X - numpy.mean(X, 0)
Y = Y - numpy.mean(Y, 0)
## SVD of correlation matrix
V, L, U = svd(numpy.dot(numpy.transpose(X), Y)) #@UnusedVariable
R = numpy.dot(V, U)
return det(R) < 0
def expms(A, eig=np.linalg.eigh):
"""matrix exponential for a symmetric matrix"""
# TODO: check that this works reliably for low rank matrices
# first: symmetrize A
D, B = eig(A)
return np.dot(B, (np.exp(D) * B).T)
def likelihood(x, m=None, Cinv=None, sigma=1, detC=None):
"""return likelihood of x for the normal density N(m, sigma**2 * Cinv**-1)"""
# testing: MC integrate must be one: mean(p(x_i)) * volume(where x_i are uniformely sampled)
# for i in xrange(3): print mean([cma.likelihood(20*r-10, dim * [0], None, 3) for r in rand(10000,dim)]) * 20**dim
if m is None:
dx = x
else:
dx = x - m # array(x) - array(m)
n = len(x)
s2pi = (2 * np.pi)**(n / 2.)
if Cinv is None:
return exp(-sum(dx**2) / sigma**2 / 2) / s2pi / sigma**n
if detC is None:
detC = 1. / np.linalg.linalg.det(Cinv)
return exp(-np.dot(dx, np.dot(Cinv, dx)) / sigma**2 / 2) / s2pi / abs(detC)**0.5 / sigma**n
def expms(A, eig=np.linalg.eigh):
"""matrix exponential for a symmetric matrix"""
# TODO: check that this works reliably for low rank matrices
# first: symmetrize A
D, B = eig(A)
return np.dot(B, (np.exp(D) * B).T)
def likelihood(x, m=None, Cinv=None, sigma=1, detC=None):
"""return likelihood of x for the normal density N(m, sigma**2 * Cinv**-1)"""
# testing: MC integrate must be one: mean(p(x_i)) * volume(where x_i are uniformely sampled)
# for i in xrange(3): print mean([cma.likelihood(20*r-10, dim * [0], None, 3) for r in rand(10000,dim)]) * 20**dim
if m is None:
dx = x
else:
dx = x - m # array(x) - array(m)
n = len(x)
s2pi = (2 * np.pi)**(n / 2.)
if Cinv is None:
return exp(-sum(dx**2) / sigma**2 / 2) / s2pi / sigma**n
if detC is None:
detC = 1. / np.linalg.linalg.det(Cinv)
return exp(-np.dot(dx, np.dot(Cinv, dx)) / sigma**2 / 2) / s2pi / abs(detC)**0.5 / sigma**n
def eig(a):
u,v = np.linalg.eig(a)
return u.T
def sparse_eigenspectrum(sparse_operator):
"""Perform a dense diagonalization.
Returns:
eigenspectrum: The lowest eigenvalues in a numpy array.
"""
dense_operator = sparse_operator.todense()
if is_hermitian(sparse_operator):
eigenspectrum = numpy.linalg.eigvalsh(dense_operator)
else:
eigenspectrum = numpy.linalg.eigvals(dense_operator)
return numpy.sort(eigenspectrum)
def get_gap(sparse_operator):
"""Compute gap between lowest eigenvalue and first excited state.
Returns: A real float giving eigenvalue gap.
"""
if not is_hermitian(sparse_operator):
raise ValueError('sparse_operator must be Hermitian.')
values, _ = scipy.sparse.linalg.eigsh(
sparse_operator, 2, which='SA', maxiter=1e7)
gap = abs(values[1] - values[0])
return gap
def perpedndicular1(v):
"""calculate the perpendicular unit vector"""
return numpy.array((-v[1], v[0])) / numpy.linalg.norm((-v[1], v[0]))
def expms(A, eig=np.linalg.eigh):
"""matrix exponential for a symmetric matrix"""
# TODO: check that this works reliably for low rank matrices
# first: symmetrize A
D, B = eig(A)
return np.dot(B, (np.exp(D) * B).T)
def test_qr_modes():
rng = numpy.random.RandomState(utt.fetch_seed())
A = tensor.matrix("A", dtype=theano.config.floatX)
a = rng.rand(4, 4).astype(theano.config.floatX)
f = function([A], qr(A))
t_qr = f(a)
n_qr = numpy.linalg.qr(a)
assert _allclose(n_qr, t_qr)
for mode in ["reduced", "r", "raw"]:
f = function([A], qr(A, mode))
t_qr = f(a)
n_qr = numpy.linalg.qr(a, mode)
if isinstance(n_qr, (list, tuple)):
assert _allclose(n_qr[0], t_qr[0])
assert _allclose(n_qr[1], t_qr[1])
else:
assert _allclose(n_qr, t_qr)
try:
n_qr = numpy.linalg.qr(a, "complete")
f = function([A], qr(A, "complete"))
t_qr = f(a)
assert _allclose(n_qr, t_qr)
except TypeError as e:
assert "name 'complete' is not defined" in str(e)
def test_svd():
rng = numpy.random.RandomState(utt.fetch_seed())
A = tensor.matrix("A", dtype=theano.config.floatX)
U, V, T = svd(A)
fn = function([A], [U, V, T])
a = rng.rand(4, 4).astype(theano.config.floatX)
n_u, n_v, n_t = numpy.linalg.svd(a)
t_u, t_v, t_t = fn(a)
assert _allclose(n_u, t_u)
assert _allclose(n_v, t_v)
assert _allclose(n_t, t_t)
def test_inverse_singular():
singular = numpy.array([[1, 0, 0]] + [[0, 1, 0]] * 2,
dtype=theano.config.floatX)
a = tensor.matrix()
f = function([a], matrix_inverse(a))
try:
f(singular)
except numpy.linalg.LinAlgError:
return
assert False
def test_wrong_coefficient_matrix(self):
x = tensor.vector()
y = tensor.vector()
z = tensor.scalar()
b = theano.tensor.nlinalg.lstsq()(x, y, z)
f = function([x, y, z], b)
self.assertRaises(numpy.linalg.linalg.LinAlgError, f, [2, 1], [2, 1], 1)
def test_wrong_rcond_dimension(self):
x = tensor.vector()
y = tensor.vector()
z = tensor.vector()
b = theano.tensor.nlinalg.lstsq()(x, y, z)
f = function([x, y, z], b)
self.assertRaises(numpy.linalg.LinAlgError, f, [2, 1], [2, 1], [2, 1])
def test_numpy_compare(self):
rng = numpy.random.RandomState(utt.fetch_seed())
A = tensor.matrix("A", dtype=theano.config.floatX)
Q = matrix_power(A, 3)
fn = function([A], [Q])
a = rng.rand(4, 4).astype(theano.config.floatX)
n_p = numpy.linalg.matrix_power(a, 3)
t_p = fn(a)
assert numpy.allclose(n_p, t_p)
def test_eigvalsh_grad():
if not imported_scipy:
raise SkipTest("Scipy needed for the geigvalsh op.")
import scipy.linalg
rng = numpy.random.RandomState(utt.fetch_seed())
a = rng.randn(5, 5)
a = a + a.T
b = 10 * numpy.eye(5, 5) + rng.randn(5, 5)
tensor.verify_grad(lambda a, b: eigvalsh(a, b).dot([1, 2, 3, 4, 5]),
[a, b], rng=numpy.random)
def test_solve_correctness(self):
if not imported_scipy:
raise SkipTest("Scipy needed for the Cholesky and Solve ops.")
rng = numpy.random.RandomState(utt.fetch_seed())
A = theano.tensor.matrix()
b = theano.tensor.matrix()
y = self.op(A, b)
gen_solve_func = theano.function([A, b], y)
cholesky_lower = Cholesky(lower=True)
L = cholesky_lower(A)
y_lower = self.op(L, b)
lower_solve_func = theano.function([L, b], y_lower)
cholesky_upper = Cholesky(lower=False)
U = cholesky_upper(A)
y_upper = self.op(U, b)
upper_solve_func = theano.function([U, b], y_upper)
b_val = numpy.asarray(rng.rand(5, 1), dtype=config.floatX)
# 1-test general case
A_val = numpy.asarray(rng.rand(5, 5), dtype=config.floatX)
# positive definite matrix:
A_val = numpy.dot(A_val.transpose(), A_val)
assert numpy.allclose(scipy.linalg.solve(A_val, b_val),
gen_solve_func(A_val, b_val))
# 2-test lower traingular case
L_val = scipy.linalg.cholesky(A_val, lower=True)
assert numpy.allclose(scipy.linalg.solve_triangular(L_val, b_val, lower=True),
lower_solve_func(L_val, b_val))
# 3-test upper traingular case
U_val = scipy.linalg.cholesky(A_val, lower=False)
assert numpy.allclose(scipy.linalg.solve_triangular(U_val, b_val, lower=False),
upper_solve_func(U_val, b_val))
def test_expm():
if not imported_scipy:
raise SkipTest("Scipy needed for the expm op.")
rng = numpy.random.RandomState(utt.fetch_seed())
A = rng.randn(5, 5).astype(config.floatX)
ref = scipy.linalg.expm(A)
x = tensor.matrix()
m = expm(x)
expm_f = function([x], m)
val = expm_f(A)
numpy.testing.assert_array_almost_equal(val, ref)
def rcond(x):
'''
Reciprocal condition number
'''
return 1./np.linalg.cond(x)
def check_covmat_fast(C,N=None,eps=1e-6):
'''
Verify that matrix M is a size NxN precision or covariance matirx
'''
if not type(C)==np.ndarray:
raise ValueError("Covariance matrix should be a 2D numpy array")
if not len(C.shape)==2:
raise ValueError("Covariance matrix should be a 2D numpy array")
if N is None:
N = C.shape[0]
if not C.shape==(N,N):
raise ValueError("Expected size %d x %d matrix"%(N,N))
if np.any(~np.isreal(C)):
raise ValueError("Covariance matrices should not contain complex numbers")
C = np.real(C)
if np.any(~np.isfinite(C)):
raise ValueError("Covariance matrix contains NaN or ±inf!")
if not np.all(np.abs(C-C.T)<eps):
raise ValueError("Covariance matrix is not symmetric up to precision %0.1e"%eps)
try:
ch = chol(C)
except numpy.linalg.linalg.LinAlgError:
# Check smallest eigenvalue if cholesky fails
mine = np.real(scipy.linalg.decomp.eigh(C,eigvals=(0,0))[0][0])
if np.any(mine<-eps):
raise ValueError('Covariance matrix contains eigenvalue %0.3e<%0.3e'%(mine,-eps))
if (mine<eps):
C = C + np.eye(N)*(eps-mine)
C = 0.5*(C+C.T)
return C
def rsolve(a,b):
'''
wraps solve, applies to right hand solution
solves system x A = B
'''
return scipy.linalg.solve(b.T,a.T).T
def expms(A, eig=np.linalg.eigh):
"""matrix exponential for a symmetric matrix"""
# TODO: check that this works reliably for low rank matrices
# first: symmetrize A
D, B = eig(A)
return np.dot(B, (np.exp(D) * B).T)
def likelihood(x, m=None, Cinv=None, sigma=1, detC=None):
"""return likelihood of x for the normal density N(m, sigma**2 * Cinv**-1)"""
# testing: MC integrate must be one: mean(p(x_i)) * volume(where x_i are uniformely sampled)
# for i in xrange(3): print mean([cma.likelihood(20*r-10, dim * [0], None, 3) for r in rand(10000,dim)]) * 20**dim
if m is None:
dx = x
else:
dx = x - m # array(x) - array(m)
n = len(x)
s2pi = (2 * np.pi)**(n / 2.)
if Cinv is None:
return exp(-sum(dx**2) / sigma**2 / 2) / s2pi / sigma**n
if detC is None:
detC = 1. / np.linalg.linalg.det(Cinv)
return exp(-np.dot(dx, np.dot(Cinv, dx)) / sigma**2 / 2) / s2pi / abs(detC)**0.5 / sigma**n
def lwlr(testPoint, xMat, yMat, k=1.0):
m = np.shape(xMat)[0]
weights = np.matrix(np.eye(m)) # ??????
for j in range(m):
diffMat = testPoint-xMat[j, :]
weights[j, j] = np.exp(diffMat*diffMat.T/(-2.0*k**2)) # ???
print weights
xTx = xMat.T*(weights*xMat)
if np.linalg.det(xTx) == 0.0:
print 'This matrix is singular, cannot do inverse'
return
ws = xTx.I*(xMat.T*(weights*yMat))
return testPoint*ws
def ridgeRegres(xMat, yMat, lam=0.2):
xTx = xMat.T*xMat
denom = xTx+np.eye(np.shape(xMat)[1])*lam
if np.linalg.det(denom) == 0.0:
print 'This matrix is singular, cannot do inverse'
return
ws = denom.I*(xMat.T*yMat)
return ws