File: basic.py

package info (click to toggle)
python-scipy 0.18.1-2
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 75,464 kB
  • ctags: 79,406
  • sloc: python: 143,495; cpp: 89,357; fortran: 81,650; ansic: 79,778; makefile: 364; sh: 265
file content (1127 lines) | stat: -rw-r--r-- 39,332 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
#
# Author: Pearu Peterson, March 2002
#
# w/ additions by Travis Oliphant, March 2002
#              and Jake Vanderplas, August 2012

from __future__ import division, print_function, absolute_import

__all__ = ['solve', 'solve_triangular', 'solveh_banded', 'solve_banded',
           'solve_toeplitz', 'solve_circulant', 'inv', 'det', 'lstsq',
           'pinv', 'pinv2', 'pinvh']

import warnings
import numpy as np

from .flinalg import get_flinalg_funcs
from .lapack import get_lapack_funcs, _compute_lwork
from .misc import LinAlgError, _datacopied
from .decomp import _asarray_validated
from . import decomp, decomp_svd
from ._solve_toeplitz import levinson


# Linear equations
def solve(a, b, sym_pos=False, lower=False, overwrite_a=False,
          overwrite_b=False, debug=False, check_finite=True):
    """
    Solve the equation ``a x = b`` for ``x``.

    Parameters
    ----------
    a : (M, M) array_like
        A square matrix.
    b : (M,) or (M, N) array_like
        Right-hand side matrix in ``a x = b``.
    sym_pos : bool, optional
        Assume `a` is symmetric and positive definite.
    lower : bool, optional
        Use only data contained in the lower triangle of `a`, if `sym_pos` is
        true.  Default is to use upper triangle.
    overwrite_a : bool, optional
        Allow overwriting data in `a` (may enhance performance).
        Default is False.
    overwrite_b : bool, optional
        Allow overwriting data in `b` (may enhance performance).
        Default is False.
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    x : (M,) or (M, N) ndarray
        Solution to the system ``a x = b``.  Shape of the return matches the
        shape of `b`.

    Raises
    ------
    LinAlgError
        If `a` is singular.
    ValueError
        If `a` is not square

    Examples
    --------
    Given `a` and `b`, solve for `x`:

    >>> a = np.array([[3, 2, 0], [1, -1, 0], [0, 5, 1]])
    >>> b = np.array([2, 4, -1])
    >>> from scipy import linalg
    >>> x = linalg.solve(a, b)
    >>> x
    array([ 2., -2.,  9.])
    >>> np.dot(a, x) == b
    array([ True,  True,  True], dtype=bool)

    """
    a1 = _asarray_validated(a, check_finite=check_finite)
    b1 = _asarray_validated(b, check_finite=check_finite)
    if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
        raise ValueError('expected square matrix')
    if a1.shape[0] != b1.shape[0]:
        raise ValueError('incompatible dimensions')
    overwrite_a = overwrite_a or _datacopied(a1, a)
    overwrite_b = overwrite_b or _datacopied(b1, b)
    if debug:
        print('solve:overwrite_a=', overwrite_a)
        print('solve:overwrite_b=', overwrite_b)
    if sym_pos:
        posv, = get_lapack_funcs(('posv',), (a1, b1))
        c, x, info = posv(a1, b1, lower=lower,
                          overwrite_a=overwrite_a,
                          overwrite_b=overwrite_b)
    else:
        gesv, = get_lapack_funcs(('gesv',), (a1, b1))
        lu, piv, x, info = gesv(a1, b1, overwrite_a=overwrite_a,
                                overwrite_b=overwrite_b)

    if info == 0:
        return x
    if info > 0:
        raise LinAlgError("singular matrix")
    raise ValueError('illegal value in %d-th argument of internal gesv|posv' %
                     -info)


def solve_triangular(a, b, trans=0, lower=False, unit_diagonal=False,
                     overwrite_b=False, debug=False, check_finite=True):
    """
    Solve the equation `a x = b` for `x`, assuming a is a triangular matrix.

    Parameters
    ----------
    a : (M, M) array_like
        A triangular matrix
    b : (M,) or (M, N) array_like
        Right-hand side matrix in `a x = b`
    lower : bool, optional
        Use only data contained in the lower triangle of `a`.
        Default is to use upper triangle.
    trans : {0, 1, 2, 'N', 'T', 'C'}, optional
        Type of system to solve:

        ========  =========
        trans     system
        ========  =========
        0 or 'N'  a x  = b
        1 or 'T'  a^T x = b
        2 or 'C'  a^H x = b
        ========  =========
    unit_diagonal : bool, optional
        If True, diagonal elements of `a` are assumed to be 1 and
        will not be referenced.
    overwrite_b : bool, optional
        Allow overwriting data in `b` (may enhance performance)
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    x : (M,) or (M, N) ndarray
        Solution to the system `a x = b`.  Shape of return matches `b`.

    Raises
    ------
    LinAlgError
        If `a` is singular

    Notes
    -----
    .. versionadded:: 0.9.0

    """
    a1 = _asarray_validated(a, check_finite=check_finite)
    b1 = _asarray_validated(b, check_finite=check_finite)
    if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
        raise ValueError('expected square matrix')
    if a1.shape[0] != b1.shape[0]:
        raise ValueError('incompatible dimensions')
    overwrite_b = overwrite_b or _datacopied(b1, b)
    if debug:
        print('solve:overwrite_b=', overwrite_b)
    trans = {'N': 0, 'T': 1, 'C': 2}.get(trans, trans)
    trtrs, = get_lapack_funcs(('trtrs',), (a1, b1))
    x, info = trtrs(a1, b1, overwrite_b=overwrite_b, lower=lower,
                    trans=trans, unitdiag=unit_diagonal)

    if info == 0:
        return x
    if info > 0:
        raise LinAlgError("singular matrix: resolution failed at diagonal %d" %
                          (info-1))
    raise ValueError('illegal value in %d-th argument of internal trtrs' %
                     (-info))


def solve_banded(l_and_u, ab, b, overwrite_ab=False, overwrite_b=False,
                 debug=False, check_finite=True):
    """
    Solve the equation a x = b for x, assuming a is banded matrix.

    The matrix a is stored in `ab` using the matrix diagonal ordered form::

        ab[u + i - j, j] == a[i,j]

    Example of `ab` (shape of a is (6,6), `u` =1, `l` =2)::

        *    a01  a12  a23  a34  a45
        a00  a11  a22  a33  a44  a55
        a10  a21  a32  a43  a54   *
        a20  a31  a42  a53   *    *

    Parameters
    ----------
    (l, u) : (integer, integer)
        Number of non-zero lower and upper diagonals
    ab : (`l` + `u` + 1, M) array_like
        Banded matrix
    b : (M,) or (M, K) array_like
        Right-hand side
    overwrite_ab : bool, optional
        Discard data in `ab` (may enhance performance)
    overwrite_b : bool, optional
        Discard data in `b` (may enhance performance)
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    x : (M,) or (M, K) ndarray
        The solution to the system a x = b.  Returned shape depends on the
        shape of `b`.

    """
    a1 = _asarray_validated(ab, check_finite=check_finite, as_inexact=True)
    b1 = _asarray_validated(b, check_finite=check_finite, as_inexact=True)
    # Validate shapes.
    if a1.shape[-1] != b1.shape[0]:
        raise ValueError("shapes of ab and b are not compatible.")
    (l, u) = l_and_u
    if l + u + 1 != a1.shape[0]:
        raise ValueError("invalid values for the number of lower and upper "
                         "diagonals: l+u+1 (%d) does not equal ab.shape[0] "
                         "(%d)" % (l+u+1, ab.shape[0]))

    overwrite_b = overwrite_b or _datacopied(b1, b)
    if a1.shape[-1] == 1:
        b2 = np.array(b1, copy=(not overwrite_b))
        b2 /= a1[1, 0]
        return b2
    if l == u == 1:
        overwrite_ab = overwrite_ab or _datacopied(a1, ab)
        gtsv, = get_lapack_funcs(('gtsv',), (a1, b1))
        du = a1[0, 1:]
        d = a1[1, :]
        dl = a1[2, :-1]
        du2, d, du, x, info = gtsv(dl, d, du, b1, overwrite_ab, overwrite_ab,
                                   overwrite_ab, overwrite_b)
    else:
        gbsv, = get_lapack_funcs(('gbsv',), (a1, b1))
        a2 = np.zeros((2*l+u+1, a1.shape[1]), dtype=gbsv.dtype)
        a2[l:, :] = a1
        lu, piv, x, info = gbsv(l, u, a2, b1, overwrite_ab=True,
                                overwrite_b=overwrite_b)
    if info == 0:
        return x
    if info > 0:
        raise LinAlgError("singular matrix")
    raise ValueError('illegal value in %d-th argument of internal gbsv/gtsv' %
                     -info)


def solveh_banded(ab, b, overwrite_ab=False, overwrite_b=False, lower=False,
                  check_finite=True):
    """
    Solve equation a x = b. a is Hermitian positive-definite banded matrix.

    The matrix a is stored in `ab` either in lower diagonal or upper
    diagonal ordered form:

        ab[u + i - j, j] == a[i,j]        (if upper form; i <= j)
        ab[    i - j, j] == a[i,j]        (if lower form; i >= j)

    Example of `ab` (shape of a is (6, 6), `u` =2)::

        upper form:
        *   *   a02 a13 a24 a35
        *   a01 a12 a23 a34 a45
        a00 a11 a22 a33 a44 a55

        lower form:
        a00 a11 a22 a33 a44 a55
        a10 a21 a32 a43 a54 *
        a20 a31 a42 a53 *   *

    Cells marked with * are not used.

    Parameters
    ----------
    ab : (`u` + 1, M) array_like
        Banded matrix
    b : (M,) or (M, K) array_like
        Right-hand side
    overwrite_ab : bool, optional
        Discard data in `ab` (may enhance performance)
    overwrite_b : bool, optional
        Discard data in `b` (may enhance performance)
    lower : bool, optional
        Is the matrix in the lower form. (Default is upper form)
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    x : (M,) or (M, K) ndarray
        The solution to the system a x = b.  Shape of return matches shape
        of `b`.

    """
    a1 = _asarray_validated(ab, check_finite=check_finite)
    b1 = _asarray_validated(b, check_finite=check_finite)
    # Validate shapes.
    if a1.shape[-1] != b1.shape[0]:
        raise ValueError("shapes of ab and b are not compatible.")

    overwrite_b = overwrite_b or _datacopied(b1, b)
    overwrite_ab = overwrite_ab or _datacopied(a1, ab)

    if a1.shape[0] == 2:
        ptsv, = get_lapack_funcs(('ptsv',), (a1, b1))
        if lower:
            d = a1[0, :].real
            e = a1[1, :-1]
        else:
            d = a1[1, :].real
            e = a1[0, 1:].conj()
        d, du, x, info = ptsv(d, e, b1, overwrite_ab, overwrite_ab,
                              overwrite_b)
    else:
        pbsv, = get_lapack_funcs(('pbsv',), (a1, b1))
        c, x, info = pbsv(a1, b1, lower=lower, overwrite_ab=overwrite_ab,
                          overwrite_b=overwrite_b)
    if info > 0:
        raise LinAlgError("%d-th leading minor not positive definite" % info)
    if info < 0:
        raise ValueError('illegal value in %d-th argument of internal pbsv' %
                         -info)
    return x


def solve_toeplitz(c_or_cr, b, check_finite=True):
    """Solve a Toeplitz system using Levinson Recursion

    The Toeplitz matrix has constant diagonals, with c as its first column
    and r as its first row.  If r is not given, ``r == conjugate(c)`` is
    assumed.

    Parameters
    ----------
    c_or_cr : array_like or tuple of (array_like, array_like)
        The vector ``c``, or a tuple of arrays (``c``, ``r``). Whatever the
        actual shape of ``c``, it will be converted to a 1-D array. If not
        supplied, ``r = conjugate(c)`` is assumed; in this case, if c[0] is
        real, the Toeplitz matrix is Hermitian. r[0] is ignored; the first row
        of the Toeplitz matrix is ``[c[0], r[1:]]``.  Whatever the actual shape
        of ``r``, it will be converted to a 1-D array.
    b : (M,) or (M, K) array_like
        Right-hand side in ``T x = b``.
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (result entirely NaNs) if the inputs do contain infinities or NaNs.

    Returns
    -------
    x : (M,) or (M, K) ndarray
        The solution to the system ``T x = b``.  Shape of return matches shape
        of `b`.

    Notes
    -----
    The solution is computed using Levinson-Durbin recursion, which is faster
    than generic least-squares methods, but can be less numerically stable.
    """
    # If numerical stability of this algorithm is a problem, a future
    # developer might consider implementing other O(N^2) Toeplitz solvers,
    # such as GKO (http://www.jstor.org/stable/2153371) or Bareiss.
    if isinstance(c_or_cr, tuple):
        c, r = c_or_cr
        c = _asarray_validated(c, check_finite=check_finite).ravel()
        r = _asarray_validated(r, check_finite=check_finite).ravel()
    else:
        c = _asarray_validated(c_or_cr, check_finite=check_finite).ravel()
        r = c.conjugate()

    # Form a 1D array of values to be used in the matrix, containing a reversed
    # copy of r[1:], followed by c.
    vals = np.concatenate((r[-1:0:-1], c))
    if b is None:
        raise ValueError('illegal value, `b` is a required argument')
    if vals.shape[0] != (2*b.shape[0] - 1):
        raise ValueError('incompatible dimensions')

    b = _asarray_validated(b)
    if np.iscomplexobj(vals) or np.iscomplexobj(b):
        vals = np.asarray(vals, dtype=np.complex128, order='c')
        b = np.asarray(b, dtype=np.complex128)

    else:
        vals = np.asarray(vals, dtype=np.double, order='c')
        b = np.asarray(b, dtype=np.double)

    if b.ndim == 1:
        x, _ = levinson(vals, np.ascontiguousarray(b))
    else:
        b_shape = b.shape
        b = b.reshape(b.shape[0], -1)
        x = np.column_stack(
            (levinson(vals, np.ascontiguousarray(b[:, i]))[0])
            for i in range(b.shape[1]))
        x = x.reshape(*b_shape)

    return x


def _get_axis_len(aname, a, axis):
    ax = axis
    if ax < 0:
        ax += a.ndim
    if 0 <= ax < a.ndim:
        return a.shape[ax]
    raise ValueError("'%saxis' entry is out of bounds" % (aname,))


def solve_circulant(c, b, singular='raise', tol=None,
                    caxis=-1, baxis=0, outaxis=0):
    """Solve C x = b for x, where C is a circulant matrix.

    `C` is the circulant matrix associated with the vector `c`.

    The system is solved by doing division in Fourier space.  The
    calculation is::

        x = ifft(fft(b) / fft(c))

    where `fft` and `ifft` are the fast Fourier transform and its inverse,
    respectively.  For a large vector `c`, this is *much* faster than
    solving the system with the full circulant matrix.

    Parameters
    ----------
    c : array_like
        The coefficients of the circulant matrix.
    b : array_like
        Right-hand side matrix in ``a x = b``.
    singular : str, optional
        This argument controls how a near singular circulant matrix is
        handled.  If `singular` is "raise" and the circulant matrix is
        near singular, a `LinAlgError` is raised.  If `singular` is
        "lstsq", the least squares solution is returned.  Default is "raise".
    tol : float, optional
        If any eigenvalue of the circulant matrix has an absolute value
        that is less than or equal to `tol`, the matrix is considered to be
        near singular.  If not given, `tol` is set to::

            tol = abs_eigs.max() * abs_eigs.size * np.finfo(np.float64).eps

        where `abs_eigs` is the array of absolute values of the eigenvalues
        of the circulant matrix.
    caxis : int
        When `c` has dimension greater than 1, it is viewed as a collection
        of circulant vectors.  In this case, `caxis` is the axis of `c` that
        holds the vectors of circulant coefficients.
    baxis : int
        When `b` has dimension greater than 1, it is viewed as a collection
        of vectors.  In this case, `baxis` is the axis of `b` that holds the
        right-hand side vectors.
    outaxis : int
        When `c` or `b` are multidimensional, the value returned by
        `solve_circulant` is multidimensional.  In this case, `outaxis` is
        the axis of the result that holds the solution vectors.

    Returns
    -------
    x : ndarray
        Solution to the system ``C x = b``.

    Raises
    ------
    LinAlgError
        If the circulant matrix associated with `c` is near singular.

    See Also
    --------
    circulant

    Notes
    -----
    For a one-dimensional vector `c` with length `m`, and an array `b`
    with shape ``(m, ...)``,

        solve_circulant(c, b)

    returns the same result as

        solve(circulant(c), b)

    where `solve` and `circulant` are from `scipy.linalg`.

    .. versionadded:: 0.16.0

    Examples
    --------
    >>> from scipy.linalg import solve_circulant, solve, circulant, lstsq

    >>> c = np.array([2, 2, 4])
    >>> b = np.array([1, 2, 3])
    >>> solve_circulant(c, b)
    array([ 0.75, -0.25,  0.25])

    Compare that result to solving the system with `scipy.linalg.solve`:

    >>> solve(circulant(c), b)
    array([ 0.75, -0.25,  0.25])

    A singular example:

    >>> c = np.array([1, 1, 0, 0])
    >>> b = np.array([1, 2, 3, 4])

    Calling ``solve_circulant(c, b)`` will raise a `LinAlgError`.  For the
    least square solution, use the option ``singular='lstsq'``:

    >>> solve_circulant(c, b, singular='lstsq')
    array([ 0.25,  1.25,  2.25,  1.25])

    Compare to `scipy.linalg.lstsq`:

    >>> x, resid, rnk, s = lstsq(circulant(c), b)
    >>> x
    array([ 0.25,  1.25,  2.25,  1.25])

    A broadcasting example:

    Suppose we have the vectors of two circulant matrices stored in an array
    with shape (2, 5), and three `b` vectors stored in an array with shape
    (3, 5).  For example,

    >>> c = np.array([[1.5, 2, 3, 0, 0], [1, 1, 4, 3, 2]])
    >>> b = np.arange(15).reshape(-1, 5)

    We want to solve all combinations of circulant matrices and `b` vectors,
    with the result stored in an array with shape (2, 3, 5).  When we
    disregard the axes of `c` and `b` that hold the vectors of coefficients,
    the shapes of the collections are (2,) and (3,), respectively, which are
    not compatible for broadcasting.  To have a broadcast result with shape
    (2, 3), we add a trivial dimension to `c`: ``c[:, np.newaxis, :]`` has
    shape (2, 1, 5).  The last dimension holds the coefficients of the
    circulant matrices, so when we call `solve_circulant`, we can use the
    default ``caxis=-1``.  The coefficients of the `b` vectors are in the last
    dimension of the array `b`, so we use ``baxis=-1``.  If we use the
    default `outaxis`, the result will have shape (5, 2, 3), so we'll use
    ``outaxis=-1`` to put the solution vectors in the last dimension.

    >>> x = solve_circulant(c[:, np.newaxis, :], b, baxis=-1, outaxis=-1)
    >>> x.shape
    (2, 3, 5)
    >>> np.set_printoptions(precision=3)  # For compact output of numbers.
    >>> x
    array([[[-0.118,  0.22 ,  1.277, -0.142,  0.302],
            [ 0.651,  0.989,  2.046,  0.627,  1.072],
            [ 1.42 ,  1.758,  2.816,  1.396,  1.841]],
           [[ 0.401,  0.304,  0.694, -0.867,  0.377],
            [ 0.856,  0.758,  1.149, -0.412,  0.831],
            [ 1.31 ,  1.213,  1.603,  0.042,  1.286]]])

    Check by solving one pair of `c` and `b` vectors (cf. ``x[1, 1, :]``):

    >>> solve_circulant(c[1], b[1, :])
    array([ 0.856,  0.758,  1.149, -0.412,  0.831])

    """
    c = np.atleast_1d(c)
    nc = _get_axis_len("c", c, caxis)
    b = np.atleast_1d(b)
    nb = _get_axis_len("b", b, baxis)
    if nc != nb:
        raise ValueError('Incompatible c and b axis lengths')

    fc = np.fft.fft(np.rollaxis(c, caxis, c.ndim), axis=-1)
    abs_fc = np.abs(fc)
    if tol is None:
        # This is the same tolerance as used in np.linalg.matrix_rank.
        tol = abs_fc.max(axis=-1) * nc * np.finfo(np.float64).eps
        if tol.shape != ():
            tol.shape = tol.shape + (1,)
        else:
            tol = np.atleast_1d(tol)

    near_zeros = abs_fc <= tol
    is_near_singular = np.any(near_zeros)
    if is_near_singular:
        if singular == 'raise':
            raise LinAlgError("near singular circulant matrix.")
        else:
            # Replace the small values with 1 to avoid errors in the
            # division fb/fc below.
            fc[near_zeros] = 1

    fb = np.fft.fft(np.rollaxis(b, baxis, b.ndim), axis=-1)

    q = fb / fc

    if is_near_singular:
        # `near_zeros` is a boolean array, same shape as `c`, that is
        # True where `fc` is (near) zero.  `q` is the broadcasted result
        # of fb / fc, so to set the values of `q` to 0 where `fc` is near
        # zero, we use a mask that is the broadcast result of an array
        # of True values shaped like `b` with `near_zeros`.
        mask = np.ones_like(b, dtype=bool) & near_zeros
        q[mask] = 0

    x = np.fft.ifft(q, axis=-1)
    if not (np.iscomplexobj(c) or np.iscomplexobj(b)):
        x = x.real
    if outaxis != -1:
        x = np.rollaxis(x, -1, outaxis)
    return x


# matrix inversion
def inv(a, overwrite_a=False, check_finite=True):
    """
    Compute the inverse of a matrix.

    Parameters
    ----------
    a : array_like
        Square matrix to be inverted.
    overwrite_a : bool, optional
        Discard data in `a` (may improve performance). Default is False.
    check_finite : bool, optional
        Whether to check that the input matrix contains only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    ainv : ndarray
        Inverse of the matrix `a`.

    Raises
    ------
    LinAlgError
        If `a` is singular.
    ValueError
        If `a` is not square, or not 2-dimensional.

    Examples
    --------
    >>> from scipy import linalg
    >>> a = np.array([[1., 2.], [3., 4.]])
    >>> linalg.inv(a)
    array([[-2. ,  1. ],
           [ 1.5, -0.5]])
    >>> np.dot(a, linalg.inv(a))
    array([[ 1.,  0.],
           [ 0.,  1.]])

    """
    a1 = _asarray_validated(a, check_finite=check_finite)
    if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
        raise ValueError('expected square matrix')
    overwrite_a = overwrite_a or _datacopied(a1, a)
    #XXX: I found no advantage or disadvantage of using finv.
##     finv, = get_flinalg_funcs(('inv',),(a1,))
##     if finv is not None:
##         a_inv,info = finv(a1,overwrite_a=overwrite_a)
##         if info==0:
##             return a_inv
##         if info>0: raise LinAlgError, "singular matrix"
##         if info<0: raise ValueError,\
##            'illegal value in %d-th argument of internal inv.getrf|getri'%(-info)
    getrf, getri, getri_lwork = get_lapack_funcs(('getrf', 'getri',
                                                  'getri_lwork'),
                                                 (a1,))
    lu, piv, info = getrf(a1, overwrite_a=overwrite_a)
    if info == 0:
        lwork = _compute_lwork(getri_lwork, a1.shape[0])

        # XXX: the following line fixes curious SEGFAULT when
        # benchmarking 500x500 matrix inverse. This seems to
        # be a bug in LAPACK ?getri routine because if lwork is
        # minimal (when using lwork[0] instead of lwork[1]) then
        # all tests pass. Further investigation is required if
        # more such SEGFAULTs occur.
        lwork = int(1.01 * lwork)
        inv_a, info = getri(lu, piv, lwork=lwork, overwrite_lu=1)
    if info > 0:
        raise LinAlgError("singular matrix")
    if info < 0:
        raise ValueError('illegal value in %d-th argument of internal '
                         'getrf|getri' % -info)
    return inv_a


### Determinant

def det(a, overwrite_a=False, check_finite=True):
    """
    Compute the determinant of a matrix

    The determinant of a square matrix is a value derived arithmetically
    from the coefficients of the matrix.

    The determinant for a 3x3 matrix, for example, is computed as follows::

        a    b    c
        d    e    f = A
        g    h    i

        det(A) = a*e*i + b*f*g + c*d*h - c*e*g - b*d*i - a*f*h

    Parameters
    ----------
    a : (M, M) array_like
        A square matrix.
    overwrite_a : bool, optional
        Allow overwriting data in a (may enhance performance).
    check_finite : bool, optional
        Whether to check that the input matrix contains only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    det : float or complex
        Determinant of `a`.

    Notes
    -----
    The determinant is computed via LU factorization, LAPACK routine z/dgetrf.

    Examples
    --------
    >>> from scipy import linalg
    >>> a = np.array([[1,2,3], [4,5,6], [7,8,9]])
    >>> linalg.det(a)
    0.0
    >>> a = np.array([[0,2,3], [4,5,6], [7,8,9]])
    >>> linalg.det(a)
    3.0

    """
    a1 = _asarray_validated(a, check_finite=check_finite)
    if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
        raise ValueError('expected square matrix')
    overwrite_a = overwrite_a or _datacopied(a1, a)
    fdet, = get_flinalg_funcs(('det',), (a1,))
    a_det, info = fdet(a1, overwrite_a=overwrite_a)
    if info < 0:
        raise ValueError('illegal value in %d-th argument of internal '
                         'det.getrf' % -info)
    return a_det

### Linear Least Squares

class LstsqLapackError(LinAlgError):
    pass


def lstsq(a, b, cond=None, overwrite_a=False, overwrite_b=False,
          check_finite=True, lapack_driver=None):
    """
    Compute least-squares solution to equation Ax = b.

    Compute a vector x such that the 2-norm ``|b - A x|`` is minimized.

    Parameters
    ----------
    a : (M, N) array_like
        Left hand side matrix (2-D array).
    b : (M,) or (M, K) array_like
        Right hand side matrix or vector (1-D or 2-D array).
    cond : float, optional
        Cutoff for 'small' singular values; used to determine effective
        rank of a. Singular values smaller than
        ``rcond * largest_singular_value`` are considered zero.
    overwrite_a : bool, optional
        Discard data in `a` (may enhance performance). Default is False.
    overwrite_b : bool, optional
        Discard data in `b` (may enhance performance). Default is False.
    check_finite : bool, optional
        Whether to check that the input matrices contain only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.
    lapack_driver: str, optional
        Which LAPACK driver is used to solve the least-squares problem.
        Options are ``'gelsd'``, ``'gelsy'``, ``'gelss'``. Default
        (``'gelsd'``) is a good choice.  However, ``'gelsy'`` can be slightly
        faster on many problems.  ``'gelss'`` was used historically.  It is
        generally slow but uses less memory.

        .. versionadded:: 0.17.0

    Returns
    -------
    x : (N,) or (N, K) ndarray
        Least-squares solution.  Return shape matches shape of `b`.
    residues : () or (1,) or (K,) ndarray
        Sums of residues, squared 2-norm for each column in ``b - a x``.
        If rank of matrix a is ``< N`` or ``> M``, or ``'gelsy'`` is used,
        this is an empty array. If b was 1-D, this is an (1,) shape array,
        otherwise the shape is (K,).
    rank : int
        Effective rank of matrix `a`.
    s : (min(M,N),) ndarray or None
        Singular values of `a`. The condition number of a is
        ``abs(s[0] / s[-1])``. None is returned when ``'gelsy'`` is used.

    Raises
    ------
    LinAlgError
        If computation does not converge.

    ValueError
        When parameters are wrong.

    See Also
    --------
    optimize.nnls : linear least squares with non-negativity constraint

    """
    a1 = _asarray_validated(a, check_finite=check_finite)
    b1 = _asarray_validated(b, check_finite=check_finite)
    if len(a1.shape) != 2:
        raise ValueError('expected matrix')
    m, n = a1.shape
    if len(b1.shape) == 2:
        nrhs = b1.shape[1]
    else:
        nrhs = 1
    if m != b1.shape[0]:
        raise ValueError('incompatible dimensions')

    driver = lapack_driver
    if driver is None:
        driver = lstsq.default_lapack_driver
    if driver not in ('gelsd', 'gelsy', 'gelss'):
        raise ValueError('LAPACK driver "%s" is not found' % driver)

    lapack_func, lapack_lwork = get_lapack_funcs((driver,
                                        '%s_lwork' % driver), (a1, b1))
    real_data = True if (lapack_func.dtype.kind == 'f') else False

    if m < n:
        # need to extend b matrix as it will be filled with
        # a larger solution matrix
        if len(b1.shape) == 2:
            b2 = np.zeros((n, nrhs), dtype=lapack_func.dtype)
            b2[:m, :] = b1
        else:
            b2 = np.zeros(n, dtype=lapack_func.dtype)
            b2[:m] = b1
        b1 = b2

    overwrite_a = overwrite_a or _datacopied(a1, a)
    overwrite_b = overwrite_b or _datacopied(b1, b)

    if cond is None:
        cond = np.finfo(lapack_func.dtype).eps

    if driver in ('gelss', 'gelsd'):
        if driver == 'gelss':
            lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
            v, x, s, rank, work, info = lapack_func(a1, b1, cond, lwork,
                                                    overwrite_a=overwrite_a,
                                                    overwrite_b=overwrite_b)

        elif driver == 'gelsd':
            if real_data:
                lwork, iwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
                if iwork == 0:
                    # this is LAPACK bug 0038: dgelsd does not provide the
                    # size of the iwork array in query mode.  This bug was
                    # fixed in LAPACK 3.2.2, released July 21, 2010.
                    mesg = ("internal gelsd driver lwork query error, "
                           "required iwork dimension not returned. "
                           "This is likely the result of LAPACK bug "
                           "0038, fixed in LAPACK 3.2.2 (released "
                           "July 21, 2010). ")
                    
                    if lapack_driver is None:
                        # restart with gelss
                        lstsq.default_lapack_driver = 'gelss'
                        mesg += "Falling back to 'gelss' driver."
                        warnings.warn(mesg, RuntimeWarning)
                        return lstsq(a, b, cond, overwrite_a, overwrite_b,
                                    check_finite, lapack_driver='gelss')

                    # can't proceed, bail out
                    mesg += ("Use a different lapack_driver when calling lstsq "
                            "or upgrade LAPACK.")
                    raise LstsqLapackError(mesg)

                x, s, rank, info = lapack_func(a1, b1, lwork,
                                               iwork, cond, False, False)
            else:  # complex data
                lwork, rwork, iwork = _compute_lwork(lapack_lwork, m, n,
                                                     nrhs, cond)
                x, s, rank, info = lapack_func(a1, b1, lwork, rwork, iwork,
                                               cond, False, False)
        if info > 0:
            raise LinAlgError("SVD did not converge in Linear Least Squares")
        if info < 0:
            raise ValueError('illegal value in %d-th argument of internal %s'
                                                    % (-info, lapack_driver))
        resids = np.asarray([], dtype=x.dtype)
        if m > n:
            x1 = x[:n]
            if rank == n:
                resids = np.sum(np.abs(x[n:])**2, axis=0)
            x = x1
        return x, resids, rank, s

    elif driver == 'gelsy':
        lwork = _compute_lwork(lapack_lwork, m, n, nrhs, cond)
        jptv = np.zeros((a1.shape[1],1), dtype=np.int32)
        v, x, j, rank, info = lapack_func(a1, b1, jptv, cond,
                                           lwork, False, False)
        if info < 0:
            raise ValueError("illegal value in %d-th argument of internal "
                             "gelsy" % -info)
        if m > n:
            x1 = x[:n]
            x = x1
        return x, np.array([], x.dtype), rank, None
lstsq.default_lapack_driver = 'gelsd'

def pinv(a, cond=None, rcond=None, return_rank=False, check_finite=True):
    """
    Compute the (Moore-Penrose) pseudo-inverse of a matrix.

    Calculate a generalized inverse of a matrix using a least-squares
    solver.

    Parameters
    ----------
    a : (M, N) array_like
        Matrix to be pseudo-inverted.
    cond, rcond : float, optional
        Cutoff for 'small' singular values in the least-squares solver.
        Singular values smaller than ``rcond * largest_singular_value``
        are considered zero.
    return_rank : bool, optional
        if True, return the effective rank of the matrix
    check_finite : bool, optional
        Whether to check that the input matrix contains only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    B : (N, M) ndarray
        The pseudo-inverse of matrix `a`.
    rank : int
        The effective rank of the matrix.  Returned if return_rank == True

    Raises
    ------
    LinAlgError
        If computation does not converge.

    Examples
    --------
    >>> from scipy import linalg
    >>> a = np.random.randn(9, 6)
    >>> B = linalg.pinv(a)
    >>> np.allclose(a, np.dot(a, np.dot(B, a)))
    True
    >>> np.allclose(B, np.dot(B, np.dot(a, B)))
    True

    """
    a = _asarray_validated(a, check_finite=check_finite)
    b = np.identity(a.shape[0], dtype=a.dtype)
    if rcond is not None:
        cond = rcond

    x, resids, rank, s = lstsq(a, b, cond=cond, check_finite=False)

    if return_rank:
        return x, rank
    else:
        return x


def pinv2(a, cond=None, rcond=None, return_rank=False, check_finite=True):
    """
    Compute the (Moore-Penrose) pseudo-inverse of a matrix.

    Calculate a generalized inverse of a matrix using its
    singular-value decomposition and including all 'large' singular
    values.

    Parameters
    ----------
    a : (M, N) array_like
        Matrix to be pseudo-inverted.
    cond, rcond : float or None
        Cutoff for 'small' singular values.
        Singular values smaller than ``rcond*largest_singular_value``
        are considered zero.
        If None or -1, suitable machine precision is used.
    return_rank : bool, optional
        if True, return the effective rank of the matrix
    check_finite : bool, optional
        Whether to check that the input matrix contains only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    B : (N, M) ndarray
        The pseudo-inverse of matrix `a`.
    rank : int
        The effective rank of the matrix.  Returned if return_rank == True

    Raises
    ------
    LinAlgError
        If SVD computation does not converge.

    Examples
    --------
    >>> from scipy import linalg
    >>> a = np.random.randn(9, 6)
    >>> B = linalg.pinv2(a)
    >>> np.allclose(a, np.dot(a, np.dot(B, a)))
    True
    >>> np.allclose(B, np.dot(B, np.dot(a, B)))
    True

    """
    a = _asarray_validated(a, check_finite=check_finite)
    u, s, vh = decomp_svd.svd(a, full_matrices=False, check_finite=False)

    if rcond is not None:
        cond = rcond
    if cond in [None, -1]:
        t = u.dtype.char.lower()
        factor = {'f': 1E3, 'd': 1E6}
        cond = factor[t] * np.finfo(t).eps

    rank = np.sum(s > cond * np.max(s))

    u = u[:, :rank]
    u /= s[:rank]
    B = np.transpose(np.conjugate(np.dot(u, vh[:rank])))

    if return_rank:
        return B, rank
    else:
        return B


def pinvh(a, cond=None, rcond=None, lower=True, return_rank=False,
          check_finite=True):
    """
    Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix.

    Calculate a generalized inverse of a Hermitian or real symmetric matrix
    using its eigenvalue decomposition and including all eigenvalues with
    'large' absolute value.

    Parameters
    ----------
    a : (N, N) array_like
        Real symmetric or complex hermetian matrix to be pseudo-inverted
    cond, rcond : float or None
        Cutoff for 'small' eigenvalues.
        Singular values smaller than rcond * largest_eigenvalue are considered
        zero.

        If None or -1, suitable machine precision is used.
    lower : bool, optional
        Whether the pertinent array data is taken from the lower or upper
        triangle of a. (Default: lower)
    return_rank : bool, optional
        if True, return the effective rank of the matrix
    check_finite : bool, optional
        Whether to check that the input matrix contains only finite numbers.
        Disabling may give a performance gain, but may result in problems
        (crashes, non-termination) if the inputs do contain infinities or NaNs.

    Returns
    -------
    B : (N, N) ndarray
        The pseudo-inverse of matrix `a`.
    rank : int
        The effective rank of the matrix.  Returned if return_rank == True

    Raises
    ------
    LinAlgError
        If eigenvalue does not converge

    Examples
    --------
    >>> from scipy.linalg import pinvh
    >>> a = np.random.randn(9, 6)
    >>> a = np.dot(a, a.T)
    >>> B = pinvh(a)
    >>> np.allclose(a, np.dot(a, np.dot(B, a)))
    True
    >>> np.allclose(B, np.dot(B, np.dot(a, B)))
    True

    """
    a = _asarray_validated(a, check_finite=check_finite)
    s, u = decomp.eigh(a, lower=lower, check_finite=False)

    if rcond is not None:
        cond = rcond
    if cond in [None, -1]:
        t = u.dtype.char.lower()
        factor = {'f': 1E3, 'd': 1E6}
        cond = factor[t] * np.finfo(t).eps

    # For Hermitian matrices, singular values equal abs(eigenvalues)
    above_cutoff = (abs(s) > cond * np.max(abs(s)))
    psigma_diag = 1.0 / s[above_cutoff]
    u = u[:, above_cutoff]

    B = np.dot(u * psigma_diag, np.conjugate(u).T)

    if return_rank:
        return B, len(psigma_diag)
    else:
        return B