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## Automatically adapted for scipy Oct 18, 2005 by
## Automatically adapted for scipy Oct 18, 2005 by
#
# Author: Pearu Peterson, March 2002
#
# w/ additions by Travis Oliphant, March 2002
__all__ = ['solve','inv','det','lstsq','norm','pinv','pinv2',
'tri','tril','triu','toeplitz','hankel','lu_solve',
'cho_solve','solve_banded','LinAlgError','kron',
'all_mat', 'cholesky_banded', 'solveh_banded']
#from blas import get_blas_funcs
from flinalg import get_flinalg_funcs
from lapack import get_lapack_funcs
from numpy import asarray,zeros,sum,newaxis,greater_equal,subtract,arange,\
conjugate,ravel,r_,mgrid,take,ones,dot,transpose,sqrt,add,real
import numpy
from numpy import asarray_chkfinite, outer, concatenate, reshape, single
from numpy import matrix as Matrix
from numpy.linalg import LinAlgError
from scipy.linalg import calc_lwork
def lu_solve((lu, piv), b, trans=0, overwrite_b=0):
"""Solve an equation system, a x = b, given the LU factorization of a
Parameters
----------
(lu, piv)
Factorization of the coefficient matrix a, as given by lu_factor
b : array
Right-hand side
trans : {0, 1, 2}
Type of system to solve:
===== =========
trans system
===== =========
0 a x = b
1 a^T x = b
2 a^H x = b
===== =========
Returns
-------
x : array
Solution to the system
See also
--------
lu_factor : LU factorize a matrix
"""
b1 = asarray_chkfinite(b)
overwrite_b = overwrite_b or (b1 is not b and not hasattr(b,'__array__'))
if lu.shape[0] != b1.shape[0]:
raise ValueError, "incompatible dimensions."
getrs, = get_lapack_funcs(('getrs',),(lu,b1))
x,info = getrs(lu,piv,b1,trans=trans,overwrite_b=overwrite_b)
if info==0:
return x
raise ValueError,\
'illegal value in %-th argument of internal gesv|posv'%(-info)
def cho_solve((c, lower), b, overwrite_b=0):
"""Solve an equation system, a x = b, given the Cholesky factorization of a
Parameters
----------
(c, lower)
Cholesky factorization of a, as given by cho_factor
b : array
Right-hand side
Returns
-------
x : array
The solution to the system a x = b
See also
--------
cho_factor : Cholesky factorization of a matrix
"""
b1 = asarray_chkfinite(b)
overwrite_b = overwrite_b or (b1 is not b and not hasattr(b,'__array__'))
if c.shape[0] != b1.shape[0]:
raise ValueError, "incompatible dimensions."
potrs, = get_lapack_funcs(('potrs',),(c,b1))
x,info = potrs(c,b1,lower=lower,overwrite_b=overwrite_b)
if info==0:
return x
raise ValueError,\
'illegal value in %-th argument of internal gesv|posv'%(-info)
# Linear equations
def solve(a, b, sym_pos=0, lower=0, overwrite_a=0, overwrite_b=0,
debug = 0):
"""Solve the equation a x = b for x
Parameters
----------
a : array, shape (M, M)
b : array, shape (M,) or (M, N)
sym_pos : boolean
Assume a is symmetric and positive definite
lower : boolean
Use only data contained in the lower triangle of a, if sym_pos is true.
Default is to use upper triangle.
overwrite_a : boolean
Allow overwriting data in a (may enhance performance)
overwrite_b : boolean
Allow overwriting data in b (may enhance performance)
Returns
-------
x : array, shape (M,) or (M, N) depending on b
Solution to the system a x = b
Raises LinAlgError if a is singular
"""
a1, b1 = map(asarray_chkfinite,(a,b))
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 (a1 is not a and not hasattr(a,'__array__'))
overwrite_b = overwrite_b or (b1 is not b and not hasattr(b,'__array__'))
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 %-th argument of internal gesv|posv'%(-info)
def solve_banded((l,u), ab, b, overwrite_ab=0, overwrite_b=0,
debug = 0):
"""Solve the equation a x = b for x, assuming a is banded matrix.
The matrix a is stored in ab using the matrix diagonal orded 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 : array, shape (l+u+1, M)
Banded matrix
b : array, shape (M,) or (M, K)
Right-hand side
overwrite_ab : boolean
Discard data in ab (may enhance performance)
overwrite_b : boolean
Discard data in b (may enhance performance)
Returns
-------
x : array, shape (M,) or (M, K)
The solution to the system a x = b
"""
a1, b1 = map(asarray_chkfinite,(ab,b))
overwrite_b = overwrite_b or (b1 is not b and not hasattr(b,'__array__'))
gbsv, = get_lapack_funcs(('gbsv',),(a1,b1))
a2 = 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=1,
overwrite_b=overwrite_b)
if info==0:
return x
if info>0:
raise LinAlgError, "singular matrix"
raise ValueError,\
'illegal value in %-th argument of internal gbsv'%(-info)
def solveh_banded(ab, b, overwrite_ab=0, overwrite_b=0,
lower=0):
"""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 : array, shape (M, u + 1)
Banded matrix
b : array, shape (M,) or (M, K)
Right-hand side
overwrite_ab : boolean
Discard data in ab (may enhance performance)
overwrite_b : boolean
Discard data in b (may enhance performance)
lower : boolean
Is the matrix in the lower form. (Default is upper form)
Returns
-------
c : array, shape (M, u+1)
Cholesky factorization of a, in the same banded format as ab
x : array, shape (M,) or (M, K)
The solution to the system a x = b
"""
ab, b = map(asarray_chkfinite,(ab,b))
pbsv, = get_lapack_funcs(('pbsv',),(ab,b))
c,x,info = pbsv(ab,b,
lower=lower,
overwrite_ab=overwrite_ab,
overwrite_b=overwrite_b)
if info==0:
return c, x
if info>0:
raise LinAlgError, "%d-th leading minor not positive definite" % info
raise ValueError,\
'illegal value in %d-th argument of internal pbsv'%(-info)
def cholesky_banded(ab, overwrite_ab=0, lower=0):
"""Cholesky decompose a banded Hermitian positive-definite 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 * *
Parameters
----------
ab : array, shape (M, u + 1)
Banded matrix
overwrite_ab : boolean
Discard data in ab (may enhance performance)
lower : boolean
Is the matrix in the lower form. (Default is upper form)
Returns
-------
c : array, shape (M, u+1)
Cholesky factorization of a, in the same banded format as ab
"""
ab = asarray_chkfinite(ab)
pbtrf, = get_lapack_funcs(('pbtrf',),(ab,))
c,info = pbtrf(ab,
lower=lower,
overwrite_ab=overwrite_ab)
if info==0:
return c
if info>0:
raise LinAlgError, "%d-th leading minor not positive definite" % info
raise ValueError,\
'illegal value in %d-th argument of internal pbtrf'%(-info)
# matrix inversion
def inv(a, overwrite_a=0):
"""Compute the inverse of a matrix.
Parameters
----------
a : array-like, shape (M, M)
Matrix to be inverted
Returns
-------
ainv : array-like, shape (M, M)
Inverse of the matrix a
Raises LinAlgError if a is singular
Examples
--------
>>> a = array([[1., 2.], [3., 4.]])
>>> inv(a)
array([[-2. , 1. ],
[ 1.5, -0.5]])
>>> dot(a, inv(a))
array([[ 1., 0.],
[ 0., 1.]])
"""
a1 = asarray_chkfinite(a)
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
raise ValueError, 'expected square matrix'
overwrite_a = overwrite_a or (a1 is not a and not hasattr(a,'__array__'))
#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 %-th argument of internal inv.getrf|getri'%(-info)
getrf,getri = get_lapack_funcs(('getrf','getri'),(a1,))
#XXX: C ATLAS versions of getrf/i have rowmajor=1, this could be
# exploited for further optimization. But it will be probably
# a mess. So, a good testing site is required before trying
# to do that.
if getrf.module_name[:7]=='clapack'!=getri.module_name[:7]:
# ATLAS 3.2.1 has getrf but not getri.
lu,piv,info = getrf(transpose(a1),
rowmajor=0,overwrite_a=overwrite_a)
lu = transpose(lu)
else:
lu,piv,info = getrf(a1,overwrite_a=overwrite_a)
if info==0:
if getri.module_name[:7] == 'flapack':
lwork = calc_lwork.getri(getri.prefix,a1.shape[0])
lwork = lwork[1]
# 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)
else: # clapack
inv_a,info = getri(lu,piv,overwrite_lu=1)
if info>0: raise LinAlgError, "singular matrix"
if info<0: raise ValueError,\
'illegal value in %-th argument of internal getrf|getri'%(-info)
return inv_a
## matrix and Vector norm
import decomp
def norm(x, ord=None):
"""Matrix or vector norm.
Parameters
----------
x : array, shape (M,) or (M, N)
ord : number, or {None, 1, -1, 2, -2, inf, -inf, 'fro'}
Order of the norm:
===== ============================ ==========================
ord norm for matrices norm for vectors
===== ============================ ==========================
None Frobenius norm 2-norm
'fro' Frobenius norm --
inf max(sum(abs(x), axis=1)) max(abs(x))
-inf min(sum(abs(x), axis=1)) min(abs(x))
1 max(sum(abs(x), axis=0)) as below
-1 min(sum(abs(x), axis=0)) as below
2 2-norm (largest sing. value) as below
-2 smallest singular value as below
other -- sum(abs(x)**ord)**(1./ord)
===== ============================ ==========================
Returns
-------
n : float
Norm of the matrix or vector
Notes
-----
For values ord < 0, the result is, strictly speaking, not a
mathematical 'norm', but it may still be useful for numerical
purposes.
"""
x = asarray_chkfinite(x)
if ord is None: # check the default case first and handle it immediately
return sqrt(add.reduce(real((conjugate(x)*x).ravel())))
nd = len(x.shape)
Inf = numpy.Inf
if nd == 1:
if ord == Inf:
return numpy.amax(abs(x))
elif ord == -Inf:
return numpy.amin(abs(x))
elif ord == 1:
return numpy.sum(abs(x),axis=0) # special case for speedup
elif ord == 2:
return sqrt(numpy.sum(real((conjugate(x)*x)),axis=0)) # special case for speedup
else:
return numpy.sum(abs(x)**ord,axis=0)**(1.0/ord)
elif nd == 2:
if ord == 2:
return numpy.amax(decomp.svd(x,compute_uv=0))
elif ord == -2:
return numpy.amin(decomp.svd(x,compute_uv=0))
elif ord == 1:
return numpy.amax(numpy.sum(abs(x),axis=0))
elif ord == Inf:
return numpy.amax(numpy.sum(abs(x),axis=1))
elif ord == -1:
return numpy.amin(numpy.sum(abs(x),axis=0))
elif ord == -Inf:
return numpy.amin(numpy.sum(abs(x),axis=1))
elif ord in ['fro','f']:
return sqrt(add.reduce(real((conjugate(x)*x).ravel())))
else:
raise ValueError, "Invalid norm order for matrices."
else:
raise ValueError, "Improper number of dimensions to norm."
### Determinant
def det(a, overwrite_a=0):
"""Compute the determinant of a matrix
Parameters
----------
a : array, shape (M, M)
Returns
-------
det : float or complex
Determinant of a
Notes
-----
The determinant is computed via LU factorization, LAPACK routine z/dgetrf.
"""
a1 = asarray_chkfinite(a)
if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]:
raise ValueError, 'expected square matrix'
overwrite_a = overwrite_a or (a1 is not a and not hasattr(a,'__array__'))
fdet, = get_flinalg_funcs(('det',),(a1,))
a_det,info = fdet(a1,overwrite_a=overwrite_a)
if info<0: raise ValueError,\
'illegal value in %-th argument of internal det.getrf'%(-info)
return a_det
### Linear Least Squares
def lstsq(a, b, cond=None, overwrite_a=0, overwrite_b=0):
"""Compute least-squares solution to equation :m:`a x = b`
Compute a vector x such that the 2-norm :m:`|b - a x|` is minimised.
Parameters
----------
a : array, shape (M, N)
b : array, shape (M,) or (M, K)
cond : float
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 : boolean
Discard data in a (may enhance performance)
overwrite_b : boolean
Discard data in b (may enhance performance)
Returns
-------
x : array, shape (N,) or (N, K) depending on shape of b
Least-squares solution
residues : array, shape () or (1,) or (K,)
Sums of residues, squared 2-norm for each column in :m:`b - a x`
If rank of matrix a is < N or > M this is an empty array.
If b was 1-d, this is an (1,) shape array, otherwise the shape is (K,)
rank : integer
Effective rank of matrix a
s : array, shape (min(M,N),)
Singular values of a. The condition number of a is abs(s[0]/s[-1]).
Raises LinAlgError if computation does not converge
"""
a1, b1 = map(asarray_chkfinite,(a,b))
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'
gelss, = get_lapack_funcs(('gelss',),(a1,b1))
if n>m:
# need to extend b matrix as it will be filled with
# a larger solution matrix
b2 = zeros((n,nrhs), dtype=gelss.dtype)
if len(b1.shape)==2: b2[:m,:] = b1
else: b2[:m,0] = b1
b1 = b2
overwrite_a = overwrite_a or (a1 is not a and not hasattr(a,'__array__'))
overwrite_b = overwrite_b or (b1 is not b and not hasattr(b,'__array__'))
if gelss.module_name[:7] == 'flapack':
lwork = calc_lwork.gelss(gelss.prefix,m,n,nrhs)[1]
v,x,s,rank,info = gelss(a1,b1,cond = cond,
lwork = lwork,
overwrite_a = overwrite_a,
overwrite_b = overwrite_b)
else:
raise NotImplementedError,'calling gelss from %s' % (gelss.module_name)
if info>0: raise LinAlgError, "SVD did not converge in Linear Least Squares"
if info<0: raise ValueError,\
'illegal value in %-th argument of internal gelss'%(-info)
resids = asarray([], dtype=x.dtype)
if n<m:
x1 = x[:n]
if rank==n: resids = sum(x[n:]**2,axis=0)
x = x1
return x,resids,rank,s
def pinv(a, cond=None, rcond=None):
"""Compute the (Moore-Penrose) pseudo-inverse of a matrix.
Calculate a generalized inverse of a matrix using a least-squares
solver.
Parameters
----------
a : array, shape (M, N)
Matrix to be pseudo-inverted
cond, rcond : float
Cutoff for 'small' singular values in the least-squares solver.
Singular values smaller than rcond*largest_singular_value are
considered zero.
Returns
-------
B : array, shape (N, M)
Raises LinAlgError if computation does not converge
Examples
--------
>>> from numpy import *
>>> a = random.randn(9, 6)
>>> B = linalg.pinv(a)
>>> allclose(a, dot(a, dot(B, a)))
True
>>> allclose(B, dot(B, dot(a, B)))
True
"""
a = asarray_chkfinite(a)
b = numpy.identity(a.shape[0], dtype=a.dtype)
if rcond is not None:
cond = rcond
return lstsq(a, b, cond=cond)[0]
eps = numpy.finfo(float).eps
feps = numpy.finfo(single).eps
_array_precision = {'f': 0, 'd': 1, 'F': 0, 'D': 1}
def pinv2(a, cond=None, rcond=None):
"""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 : array, shape (M, N)
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.
Returns
-------
B : array, shape (N, M)
Raises LinAlgError if SVD computation does not converge
Examples
--------
>>> from numpy import *
>>> a = random.randn(9, 6)
>>> B = linalg.pinv2(a)
>>> allclose(a, dot(a, dot(B, a)))
True
>>> allclose(B, dot(B, dot(a, B)))
True
"""
a = asarray_chkfinite(a)
u, s, vh = decomp.svd(a)
t = u.dtype.char
if rcond is not None:
cond = rcond
if cond in [None,-1]:
cond = {0: feps*1e3, 1: eps*1e6}[_array_precision[t]]
m,n = a.shape
cutoff = cond*numpy.maximum.reduce(s)
psigma = zeros((m,n),t)
for i in range(len(s)):
if s[i] > cutoff:
psigma[i,i] = 1.0/conjugate(s[i])
#XXX: use lapack/blas routines for dot
return transpose(conjugate(dot(dot(u,psigma),vh)))
#-----------------------------------------------------------------------------
# matrix construction functions
#-----------------------------------------------------------------------------
def tri(N, M=None, k=0, dtype=None):
"""Construct (N, M) matrix filled with ones at and below the k-th diagonal.
The matrix has A[i,j] == 1 for i <= j + k
Parameters
----------
N : integer
M : integer
Size of the matrix. If M is None, M == N is assumed.
k : integer
Number of subdiagonal below which matrix is filled with ones.
k == 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal.
dtype : dtype
Data type of the matrix.
Returns
-------
A : array, shape (N, M)
Examples
--------
>>> from scipy.linalg import tri
>>> tri(3, 5, 2, dtype=int)
array([[1, 1, 1, 0, 0],
[1, 1, 1, 1, 0],
[1, 1, 1, 1, 1]])
>>> tri(3, 5, -1, dtype=int)
array([[0, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[1, 1, 0, 0, 0]])
"""
if M is None: M = N
if type(M) == type('d'):
#pearu: any objections to remove this feature?
# As tri(N,'d') is equivalent to tri(N,dtype='d')
dtype = M
M = N
m = greater_equal(subtract.outer(arange(N), arange(M)),-k)
if dtype is None:
return m
else:
return m.astype(dtype)
def tril(m, k=0):
"""Construct a copy of a matrix with elements above the k-th diagonal zeroed.
Parameters
----------
m : array
Matrix whose elements to return
k : integer
Diagonal above which to zero elements.
k == 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal.
Returns
-------
A : array, shape m.shape, dtype m.dtype
Examples
--------
>>> from scipy.linalg import tril
>>> tril([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1)
array([[ 0, 0, 0],
[ 4, 0, 0],
[ 7, 8, 0],
[10, 11, 12]])
"""
svsp = getattr(m,'spacesaver',lambda:0)()
m = asarray(m)
out = tri(m.shape[0], m.shape[1], k=k, dtype=m.dtype.char)*m
pass ## pass ## out.savespace(svsp)
return out
def triu(m, k=0):
"""Construct a copy of a matrix with elements below the k-th diagonal zeroed.
Parameters
----------
m : array
Matrix whose elements to return
k : integer
Diagonal below which to zero elements.
k == 0 is the main diagonal, k < 0 subdiagonal and k > 0 superdiagonal.
Returns
-------
A : array, shape m.shape, dtype m.dtype
Examples
--------
>>> from scipy.linalg import tril
>>> triu([[1,2,3],[4,5,6],[7,8,9],[10,11,12]], -1)
array([[ 1, 2, 3],
[ 4, 5, 6],
[ 0, 8, 9],
[ 0, 0, 12]])
"""
svsp = getattr(m,'spacesaver',lambda:0)()
m = asarray(m)
out = (1-tri(m.shape[0], m.shape[1], k-1, m.dtype.char))*m
pass ## pass ## out.savespace(svsp)
return out
def toeplitz(c,r=None):
"""Construct a Toeplitz matrix.
The Toepliz matrix has constant diagonals, c as its first column,
and r as its first row (if not given, r == c is assumed).
Parameters
----------
c : array
First column of the matrix
r : array
First row of the matrix. If None, r == c is assumed.
Returns
-------
A : array, shape (len(c), len(r))
Constructed Toeplitz matrix.
dtype is the same as (c[0] + r[0]).dtype
Examples
--------
>>> from scipy.linalg import toeplitz
>>> toeplitz([1,2,3], [1,4,5,6])
array([[1, 4, 5, 6],
[2, 1, 4, 5],
[3, 2, 1, 4]])
See also
--------
hankel : Hankel matrix
"""
isscalar = numpy.isscalar
if isscalar(c) or isscalar(r):
return c
if r is None:
r = c
r[0] = conjugate(r[0])
c = conjugate(c)
r,c = map(asarray_chkfinite,(r,c))
r,c = map(ravel,(r,c))
rN,cN = map(len,(r,c))
if r[0] != c[0]:
print "Warning: column and row values don't agree; column value used."
vals = r_[r[rN-1:0:-1], c]
cols = mgrid[0:cN]
rows = mgrid[rN:0:-1]
indx = cols[:,newaxis]*ones((1,rN),dtype=int) + \
rows[newaxis,:]*ones((cN,1),dtype=int) - 1
return take(vals, indx, 0)
def hankel(c,r=None):
"""Construct a Hankel matrix.
The Hankel matrix has constant anti-diagonals, c as its first column,
and r as its last row (if not given, r == 0 os assumed).
Parameters
----------
c : array
First column of the matrix
r : array
Last row of the matrix. If None, r == 0 is assumed.
Returns
-------
A : array, shape (len(c), len(r))
Constructed Hankel matrix.
dtype is the same as (c[0] + r[0]).dtype
Examples
--------
>>> from scipy.linalg import hankel
>>> hankel([1,2,3,4], [4,7,7,8,9])
array([[1, 2, 3, 4, 7],
[2, 3, 4, 7, 7],
[3, 4, 7, 7, 8],
[4, 7, 7, 8, 9]])
See also
--------
toeplitz : Toeplitz matrix
"""
isscalar = numpy.isscalar
if isscalar(c) or isscalar(r):
return c
if r is None:
r = zeros(len(c))
elif r[0] != c[-1]:
print "Warning: column and row values don't agree; column value used."
r,c = map(asarray_chkfinite,(r,c))
r,c = map(ravel,(r,c))
rN,cN = map(len,(r,c))
vals = r_[c, r[1:rN]]
cols = mgrid[1:cN+1]
rows = mgrid[0:rN]
indx = cols[:,newaxis]*ones((1,rN),dtype=int) + \
rows[newaxis,:]*ones((cN,1),dtype=int) - 1
return take(vals, indx, 0)
def all_mat(*args):
return map(Matrix,args)
def kron(a,b):
"""Kronecker product of a and b.
The result is the block matrix::
a[0,0]*b a[0,1]*b ... a[0,-1]*b
a[1,0]*b a[1,1]*b ... a[1,-1]*b
...
a[-1,0]*b a[-1,1]*b ... a[-1,-1]*b
Parameters
----------
a : array, shape (M, N)
b : array, shape (P, Q)
Returns
-------
A : array, shape (M*P, N*Q)
Kronecker product of a and b
Examples
--------
>>> from scipy import kron, array
>>> kron(array([[1,2],[3,4]]), array([[1,1,1]]))
array([[1, 1, 1, 2, 2, 2],
[3, 3, 3, 4, 4, 4]])
"""
if not a.flags['CONTIGUOUS']:
a = reshape(a, a.shape)
if not b.flags['CONTIGUOUS']:
b = reshape(b, b.shape)
o = outer(a,b)
o=o.reshape(a.shape + b.shape)
return concatenate(concatenate(o, axis=1), axis=1)
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