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__all__ = ['eig', 'eigvals', 'eigh', 'eigvalsh', |
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'eig_banded', 'eigvals_banded', |
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'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf'] |
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|
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import numpy as np |
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from numpy import (array, isfinite, inexact, nonzero, iscomplexobj, |
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flatnonzero, conj, asarray, argsort, empty, |
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iscomplex, zeros, einsum, eye, inf) |
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|
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from scipy._lib._util import _asarray_validated |
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from ._misc import LinAlgError, _datacopied, norm |
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from .lapack import get_lapack_funcs, _compute_lwork |
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_I = np.array(1j, dtype='F') |
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|
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def _make_complex_eigvecs(w, vin, dtype): |
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""" |
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Produce complex-valued eigenvectors from LAPACK DGGEV real-valued output |
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""" |
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|
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v = np.array(vin, dtype=dtype) |
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m = (w.imag > 0) |
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m[:-1] |= (w.imag[1:] < 0) |
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for i in flatnonzero(m): |
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v.imag[:, i] = vin[:, i+1] |
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conj(v[:, i], v[:, i+1]) |
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return v |
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|
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def _make_eigvals(alpha, beta, homogeneous_eigvals): |
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if homogeneous_eigvals: |
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if beta is None: |
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return np.vstack((alpha, np.ones_like(alpha))) |
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else: |
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return np.vstack((alpha, beta)) |
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else: |
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if beta is None: |
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return alpha |
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else: |
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w = np.empty_like(alpha) |
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alpha_zero = (alpha == 0) |
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beta_zero = (beta == 0) |
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beta_nonzero = ~beta_zero |
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w[beta_nonzero] = alpha[beta_nonzero]/beta[beta_nonzero] |
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w[~alpha_zero & beta_zero] = np.inf |
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if np.all(alpha.imag == 0): |
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w[alpha_zero & beta_zero] = np.nan |
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else: |
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w[alpha_zero & beta_zero] = complex(np.nan, np.nan) |
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return w |
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|
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def _geneig(a1, b1, left, right, overwrite_a, overwrite_b, |
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homogeneous_eigvals): |
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ggev, = get_lapack_funcs(('ggev',), (a1, b1)) |
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cvl, cvr = left, right |
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res = ggev(a1, b1, lwork=-1) |
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lwork = res[-2][0].real.astype(np.int_) |
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if ggev.typecode in 'cz': |
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alpha, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, lwork, |
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overwrite_a, overwrite_b) |
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w = _make_eigvals(alpha, beta, homogeneous_eigvals) |
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else: |
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alphar, alphai, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, |
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lwork, overwrite_a, |
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overwrite_b) |
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alpha = alphar + _I * alphai |
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w = _make_eigvals(alpha, beta, homogeneous_eigvals) |
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_check_info(info, 'generalized eig algorithm (ggev)') |
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only_real = np.all(w.imag == 0.0) |
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if not (ggev.typecode in 'cz' or only_real): |
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t = w.dtype.char |
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if left: |
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vl = _make_complex_eigvecs(w, vl, t) |
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if right: |
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vr = _make_complex_eigvecs(w, vr, t) |
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for i in range(vr.shape[0]): |
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if right: |
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vr[:, i] /= norm(vr[:, i]) |
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if left: |
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vl[:, i] /= norm(vl[:, i]) |
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|
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if not (left or right): |
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return w |
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if left: |
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if right: |
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return w, vl, vr |
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return w, vl |
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return w, vr |
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def eig(a, b=None, left=False, right=True, overwrite_a=False, |
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overwrite_b=False, check_finite=True, homogeneous_eigvals=False): |
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""" |
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Solve an ordinary or generalized eigenvalue problem of a square matrix. |
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|
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Find eigenvalues w and right or left eigenvectors of a general matrix:: |
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|
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a vr[:,i] = w[i] b vr[:,i] |
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a.H vl[:,i] = w[i].conj() b.H vl[:,i] |
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where ``.H`` is the Hermitian conjugation. |
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|
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Parameters |
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---------- |
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a : (M, M) array_like |
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A complex or real matrix whose eigenvalues and eigenvectors |
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will be computed. |
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b : (M, M) array_like, optional |
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Right-hand side matrix in a generalized eigenvalue problem. |
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Default is None, identity matrix is assumed. |
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left : bool, optional |
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Whether to calculate and return left eigenvectors. Default is False. |
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right : bool, optional |
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Whether to calculate and return right eigenvectors. Default is True. |
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overwrite_a : bool, optional |
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Whether to overwrite `a`; may improve performance. Default is False. |
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overwrite_b : bool, optional |
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Whether to overwrite `b`; may improve performance. Default is False. |
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check_finite : bool, optional |
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Whether to check that the input matrices contain only finite numbers. |
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Disabling may give a performance gain, but may result in problems |
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(crashes, non-termination) if the inputs do contain infinities or NaNs. |
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homogeneous_eigvals : bool, optional |
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If True, return the eigenvalues in homogeneous coordinates. |
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In this case ``w`` is a (2, M) array so that:: |
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|
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w[1,i] a vr[:,i] = w[0,i] b vr[:,i] |
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|
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Default is False. |
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|
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Returns |
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------- |
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w : (M,) or (2, M) double or complex ndarray |
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The eigenvalues, each repeated according to its |
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multiplicity. The shape is (M,) unless |
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``homogeneous_eigvals=True``. |
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vl : (M, M) double or complex ndarray |
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The left eigenvector corresponding to the eigenvalue |
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``w[i]`` is the column ``vl[:,i]``. Only returned if ``left=True``. |
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The left eigenvector is not normalized. |
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vr : (M, M) double or complex ndarray |
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The normalized right eigenvector corresponding to the eigenvalue |
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``w[i]`` is the column ``vr[:,i]``. Only returned if ``right=True``. |
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|
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Raises |
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------ |
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LinAlgError |
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If eigenvalue computation does not converge. |
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|
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See Also |
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-------- |
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eigvals : eigenvalues of general arrays |
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eigh : Eigenvalues and right eigenvectors for symmetric/Hermitian arrays. |
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eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian |
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band matrices |
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eigh_tridiagonal : eigenvalues and right eiegenvectors for |
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symmetric/Hermitian tridiagonal matrices |
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|
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Examples |
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-------- |
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>>> import numpy as np |
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>>> from scipy import linalg |
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>>> a = np.array([[0., -1.], [1., 0.]]) |
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>>> linalg.eigvals(a) |
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array([0.+1.j, 0.-1.j]) |
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|
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>>> b = np.array([[0., 1.], [1., 1.]]) |
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>>> linalg.eigvals(a, b) |
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array([ 1.+0.j, -1.+0.j]) |
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|
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>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]]) |
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>>> linalg.eigvals(a, homogeneous_eigvals=True) |
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array([[3.+0.j, 8.+0.j, 7.+0.j], |
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[1.+0.j, 1.+0.j, 1.+0.j]]) |
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|
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>>> a = np.array([[0., -1.], [1., 0.]]) |
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>>> linalg.eigvals(a) == linalg.eig(a)[0] |
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array([ True, True]) |
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>>> linalg.eig(a, left=True, right=False)[1] # normalized left eigenvector |
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array([[-0.70710678+0.j , -0.70710678-0.j ], |
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[-0. +0.70710678j, -0. -0.70710678j]]) |
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>>> linalg.eig(a, left=False, right=True)[1] # normalized right eigenvector |
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array([[0.70710678+0.j , 0.70710678-0.j ], |
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[0. -0.70710678j, 0. +0.70710678j]]) |
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|
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""" |
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a1 = _asarray_validated(a, check_finite=check_finite) |
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if len(a1.shape) != 2 or a1.shape[0] != a1.shape[1]: |
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raise ValueError('expected square matrix') |
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|
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if a1.size == 0: |
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w_n, vr_n = eig(np.eye(2, dtype=a1.dtype)) |
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w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype) |
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w = _make_eigvals(w, None, homogeneous_eigvals) |
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vl = np.empty_like(a1, shape=(0, 0), dtype=vr_n.dtype) |
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vr = np.empty_like(a1, shape=(0, 0), dtype=vr_n.dtype) |
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if not (left or right): |
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return w |
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if left: |
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if right: |
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return w, vl, vr |
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return w, vl |
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return w, vr |
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|
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overwrite_a = overwrite_a or (_datacopied(a1, a)) |
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if b is not None: |
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b1 = _asarray_validated(b, check_finite=check_finite) |
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overwrite_b = overwrite_b or _datacopied(b1, b) |
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if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]: |
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raise ValueError('expected square matrix') |
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if b1.shape != a1.shape: |
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raise ValueError('a and b must have the same shape') |
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return _geneig(a1, b1, left, right, overwrite_a, overwrite_b, |
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homogeneous_eigvals) |
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|
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geev, geev_lwork = get_lapack_funcs(('geev', 'geev_lwork'), (a1,)) |
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compute_vl, compute_vr = left, right |
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|
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lwork = _compute_lwork(geev_lwork, a1.shape[0], |
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compute_vl=compute_vl, |
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compute_vr=compute_vr) |
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|
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if geev.typecode in 'cz': |
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w, vl, vr, info = geev(a1, lwork=lwork, |
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compute_vl=compute_vl, |
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compute_vr=compute_vr, |
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overwrite_a=overwrite_a) |
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w = _make_eigvals(w, None, homogeneous_eigvals) |
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else: |
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wr, wi, vl, vr, info = geev(a1, lwork=lwork, |
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compute_vl=compute_vl, |
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compute_vr=compute_vr, |
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overwrite_a=overwrite_a) |
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w = wr + _I * wi |
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w = _make_eigvals(w, None, homogeneous_eigvals) |
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|
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_check_info(info, 'eig algorithm (geev)', |
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positive='did not converge (only eigenvalues ' |
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'with order >= %d have converged)') |
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|
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only_real = np.all(w.imag == 0.0) |
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if not (geev.typecode in 'cz' or only_real): |
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t = w.dtype.char |
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if left: |
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vl = _make_complex_eigvecs(w, vl, t) |
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if right: |
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vr = _make_complex_eigvecs(w, vr, t) |
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if not (left or right): |
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return w |
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if left: |
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if right: |
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return w, vl, vr |
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return w, vl |
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return w, vr |
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|
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|
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def eigh(a, b=None, *, lower=True, eigvals_only=False, overwrite_a=False, |
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overwrite_b=False, type=1, check_finite=True, subset_by_index=None, |
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subset_by_value=None, driver=None): |
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""" |
|
Solve a standard or generalized eigenvalue problem for a complex |
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Hermitian or real symmetric matrix. |
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|
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Find eigenvalues array ``w`` and optionally eigenvectors array ``v`` of |
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array ``a``, where ``b`` is positive definite such that for every |
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eigenvalue λ (i-th entry of w) and its eigenvector ``vi`` (i-th column of |
|
``v``) satisfies:: |
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|
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a @ vi = λ * b @ vi |
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vi.conj().T @ a @ vi = λ |
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vi.conj().T @ b @ vi = 1 |
|
|
|
In the standard problem, ``b`` is assumed to be the identity matrix. |
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|
|
Parameters |
|
---------- |
|
a : (M, M) array_like |
|
A complex Hermitian or real symmetric matrix whose eigenvalues and |
|
eigenvectors will be computed. |
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b : (M, M) array_like, optional |
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A complex Hermitian or real symmetric definite positive matrix in. |
|
If omitted, identity matrix is assumed. |
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lower : bool, optional |
|
Whether the pertinent array data is taken from the lower or upper |
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triangle of ``a`` and, if applicable, ``b``. (Default: lower) |
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eigvals_only : bool, optional |
|
Whether to calculate only eigenvalues and no eigenvectors. |
|
(Default: both are calculated) |
|
subset_by_index : iterable, optional |
|
If provided, this two-element iterable defines the start and the end |
|
indices of the desired eigenvalues (ascending order and 0-indexed). |
|
To return only the second smallest to fifth smallest eigenvalues, |
|
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only |
|
available with "evr", "evx", and "gvx" drivers. The entries are |
|
directly converted to integers via ``int()``. |
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subset_by_value : iterable, optional |
|
If provided, this two-element iterable defines the half-open interval |
|
``(a, b]`` that, if any, only the eigenvalues between these values |
|
are returned. Only available with "evr", "evx", and "gvx" drivers. Use |
|
``np.inf`` for the unconstrained ends. |
|
driver : str, optional |
|
Defines which LAPACK driver should be used. Valid options are "ev", |
|
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for |
|
generalized (where b is not None) problems. See the Notes section. |
|
The default for standard problems is "evr". For generalized problems, |
|
"gvd" is used for full set, and "gvx" for subset requested cases. |
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type : int, optional |
|
For the generalized problems, this keyword specifies the problem type |
|
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible |
|
inputs):: |
|
|
|
1 => a @ v = w @ b @ v |
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2 => a @ b @ v = w @ v |
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3 => b @ a @ v = w @ v |
|
|
|
This keyword is ignored for standard problems. |
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overwrite_a : bool, optional |
|
Whether to overwrite data in ``a`` (may improve performance). Default |
|
is False. |
|
overwrite_b : bool, optional |
|
Whether to overwrite data in ``b`` (may improve 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 |
|
------- |
|
w : (N,) ndarray |
|
The N (N<=M) selected eigenvalues, in ascending order, each |
|
repeated according to its multiplicity. |
|
v : (M, N) ndarray |
|
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is |
|
the column ``v[:,i]``. Only returned if ``eigvals_only=False``. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge, an error occurred, or |
|
b matrix is not definite positive. Note that if input matrices are |
|
not symmetric or Hermitian, no error will be reported but results will |
|
be wrong. |
|
|
|
See Also |
|
-------- |
|
eigvalsh : eigenvalues of symmetric or Hermitian arrays |
|
eig : eigenvalues and right eigenvectors for non-symmetric arrays |
|
eigh_tridiagonal : eigenvalues and right eiegenvectors for |
|
symmetric/Hermitian tridiagonal matrices |
|
|
|
Notes |
|
----- |
|
This function does not check the input array for being Hermitian/symmetric |
|
in order to allow for representing arrays with only their upper/lower |
|
triangular parts. Also, note that even though not taken into account, |
|
finiteness check applies to the whole array and unaffected by "lower" |
|
keyword. |
|
|
|
This function uses LAPACK drivers for computations in all possible keyword |
|
combinations, prefixed with ``sy`` if arrays are real and ``he`` if |
|
complex, e.g., a float array with "evr" driver is solved via |
|
"syevr", complex arrays with "gvx" driver problem is solved via "hegvx" |
|
etc. |
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|
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As a brief summary, the slowest and the most robust driver is the |
|
classical ``<sy/he>ev`` which uses symmetric QR. ``<sy/he>evr`` is seen as |
|
the optimal choice for the most general cases. However, there are certain |
|
occasions that ``<sy/he>evd`` computes faster at the expense of more |
|
memory usage. ``<sy/he>evx``, while still being faster than ``<sy/he>ev``, |
|
often performs worse than the rest except when very few eigenvalues are |
|
requested for large arrays though there is still no performance guarantee. |
|
|
|
Note that the underlying LAPACK algorithms are different depending on whether |
|
`eigvals_only` is True or False --- thus the eigenvalues may differ |
|
depending on whether eigenvectors are requested or not. The difference is |
|
generally of the order of machine epsilon times the largest eigenvalue, |
|
so is likely only visible for zero or nearly zero eigenvalues. |
|
|
|
For the generalized problem, normalization with respect to the given |
|
type argument:: |
|
|
|
type 1 and 3 : v.conj().T @ a @ v = w |
|
type 2 : inv(v).conj().T @ a @ inv(v) = w |
|
|
|
type 1 or 2 : v.conj().T @ b @ v = I |
|
type 3 : v.conj().T @ inv(b) @ v = I |
|
|
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import eigh |
|
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]]) |
|
>>> w, v = eigh(A) |
|
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) |
|
True |
|
|
|
Request only the eigenvalues |
|
|
|
>>> w = eigh(A, eigvals_only=True) |
|
|
|
Request eigenvalues that are less than 10. |
|
|
|
>>> A = np.array([[34, -4, -10, -7, 2], |
|
... [-4, 7, 2, 12, 0], |
|
... [-10, 2, 44, 2, -19], |
|
... [-7, 12, 2, 79, -34], |
|
... [2, 0, -19, -34, 29]]) |
|
>>> eigh(A, eigvals_only=True, subset_by_value=[-np.inf, 10]) |
|
array([6.69199443e-07, 9.11938152e+00]) |
|
|
|
Request the second smallest eigenvalue and its eigenvector |
|
|
|
>>> w, v = eigh(A, subset_by_index=[1, 1]) |
|
>>> w |
|
array([9.11938152]) |
|
>>> v.shape # only a single column is returned |
|
(5, 1) |
|
|
|
""" |
|
|
|
uplo = 'L' if lower else 'U' |
|
|
|
_job = 'N' if eigvals_only else 'V' |
|
|
|
drv_str = [None, "ev", "evd", "evr", "evx", "gv", "gvd", "gvx"] |
|
if driver not in drv_str: |
|
raise ValueError('"{}" is unknown. Possible values are "None", "{}".' |
|
''.format(driver, '", "'.join(drv_str[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 "a" matrix') |
|
|
|
|
|
if a1.size == 0: |
|
w_n, v_n = eigh(np.eye(2, dtype=a1.dtype)) |
|
|
|
w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype) |
|
v = np.empty_like(a1, shape=(0, 0), dtype=v_n.dtype) |
|
if eigvals_only: |
|
return w |
|
else: |
|
return w, v |
|
|
|
overwrite_a = overwrite_a or (_datacopied(a1, a)) |
|
cplx = True if iscomplexobj(a1) else False |
|
n = a1.shape[0] |
|
drv_args = {'overwrite_a': overwrite_a} |
|
|
|
if b is not None: |
|
b1 = _asarray_validated(b, check_finite=check_finite) |
|
overwrite_b = overwrite_b or _datacopied(b1, b) |
|
if len(b1.shape) != 2 or b1.shape[0] != b1.shape[1]: |
|
raise ValueError('expected square "b" matrix') |
|
|
|
if b1.shape != a1.shape: |
|
raise ValueError(f"wrong b dimensions {b1.shape}, should be {a1.shape}") |
|
|
|
if type not in [1, 2, 3]: |
|
raise ValueError('"type" keyword only accepts 1, 2, and 3.') |
|
|
|
cplx = True if iscomplexobj(b1) else (cplx or False) |
|
drv_args.update({'overwrite_b': overwrite_b, 'itype': type}) |
|
|
|
subset = (subset_by_index is not None) or (subset_by_value is not None) |
|
|
|
|
|
if subset_by_index and subset_by_value: |
|
raise ValueError('Either index or value subset can be requested.') |
|
|
|
|
|
if subset_by_index: |
|
lo, hi = (int(x) for x in subset_by_index) |
|
if not (0 <= lo <= hi < n): |
|
raise ValueError('Requested eigenvalue indices are not valid. ' |
|
f'Valid range is [0, {n-1}] and start <= end, but ' |
|
f'start={lo}, end={hi} is given') |
|
|
|
drv_args.update({'range': 'I', 'il': lo + 1, 'iu': hi + 1}) |
|
|
|
if subset_by_value: |
|
lo, hi = subset_by_value |
|
if not (-inf <= lo < hi <= inf): |
|
raise ValueError('Requested eigenvalue bounds are not valid. ' |
|
'Valid range is (-inf, inf) and low < high, but ' |
|
f'low={lo}, high={hi} is given') |
|
|
|
drv_args.update({'range': 'V', 'vl': lo, 'vu': hi}) |
|
|
|
|
|
pfx = 'he' if cplx else 'sy' |
|
|
|
|
|
|
|
if driver: |
|
if b is None and (driver in ["gv", "gvd", "gvx"]): |
|
raise ValueError(f'{driver} requires input b array to be supplied ' |
|
'for generalized eigenvalue problems.') |
|
if (b is not None) and (driver in ['ev', 'evd', 'evr', 'evx']): |
|
raise ValueError(f'"{driver}" does not accept input b array ' |
|
'for standard eigenvalue problems.') |
|
if subset and (driver in ["ev", "evd", "gv", "gvd"]): |
|
raise ValueError(f'"{driver}" cannot compute subsets of eigenvalues') |
|
|
|
|
|
else: |
|
driver = "evr" if b is None else ("gvx" if subset else "gvd") |
|
|
|
lwork_spec = { |
|
'syevd': ['lwork', 'liwork'], |
|
'syevr': ['lwork', 'liwork'], |
|
'heevd': ['lwork', 'liwork', 'lrwork'], |
|
'heevr': ['lwork', 'lrwork', 'liwork'], |
|
} |
|
|
|
if b is None: |
|
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'), |
|
[a1]) |
|
clw_args = {'n': n, 'lower': lower} |
|
if driver == 'evd': |
|
clw_args.update({'compute_v': 0 if _job == "N" else 1}) |
|
|
|
lw = _compute_lwork(drvlw, **clw_args) |
|
|
|
if isinstance(lw, tuple): |
|
lwork_args = dict(zip(lwork_spec[pfx+driver], lw)) |
|
else: |
|
lwork_args = {'lwork': lw} |
|
|
|
drv_args.update({'lower': lower, 'compute_v': 0 if _job == "N" else 1}) |
|
w, v, *other_args, info = drv(a=a1, **drv_args, **lwork_args) |
|
|
|
else: |
|
|
|
if driver == "gvd": |
|
drv = get_lapack_funcs(pfx + "gvd", [a1, b1]) |
|
lwork_args = {} |
|
else: |
|
drv, drvlw = get_lapack_funcs((pfx + driver, pfx+driver+'_lwork'), |
|
[a1, b1]) |
|
|
|
lw = _compute_lwork(drvlw, n, uplo=uplo) |
|
lwork_args = {'lwork': lw} |
|
|
|
drv_args.update({'uplo': uplo, 'jobz': _job}) |
|
|
|
w, v, *other_args, info = drv(a=a1, b=b1, **drv_args, **lwork_args) |
|
|
|
|
|
w = w[:other_args[0]] if subset else w |
|
v = v[:, :other_args[0]] if (subset and not eigvals_only) else v |
|
|
|
|
|
if info == 0: |
|
if eigvals_only: |
|
return w |
|
else: |
|
return w, v |
|
else: |
|
if info < -1: |
|
raise LinAlgError(f'Illegal value in argument {-info} of internal ' |
|
f'{drv.typecode + pfx + driver}') |
|
elif info > n: |
|
raise LinAlgError(f'The leading minor of order {info-n} of B is not ' |
|
'positive definite. The factorization of B ' |
|
'could not be completed and no eigenvalues ' |
|
'or eigenvectors were computed.') |
|
else: |
|
drv_err = {'ev': 'The algorithm failed to converge; {} ' |
|
'off-diagonal elements of an intermediate ' |
|
'tridiagonal form did not converge to zero.', |
|
'evx': '{} eigenvectors failed to converge.', |
|
'evd': 'The algorithm failed to compute an eigenvalue ' |
|
'while working on the submatrix lying in rows ' |
|
'and columns {0}/{1} through mod({0},{1}).', |
|
'evr': 'Internal Error.' |
|
} |
|
if driver in ['ev', 'gv']: |
|
msg = drv_err['ev'].format(info) |
|
elif driver in ['evx', 'gvx']: |
|
msg = drv_err['evx'].format(info) |
|
elif driver in ['evd', 'gvd']: |
|
if eigvals_only: |
|
msg = drv_err['ev'].format(info) |
|
else: |
|
msg = drv_err['evd'].format(info, n+1) |
|
else: |
|
msg = drv_err['evr'] |
|
|
|
raise LinAlgError(msg) |
|
|
|
|
|
_conv_dict = {0: 0, 1: 1, 2: 2, |
|
'all': 0, 'value': 1, 'index': 2, |
|
'a': 0, 'v': 1, 'i': 2} |
|
|
|
|
|
def _check_select(select, select_range, max_ev, max_len): |
|
"""Check that select is valid, convert to Fortran style.""" |
|
if isinstance(select, str): |
|
select = select.lower() |
|
try: |
|
select = _conv_dict[select] |
|
except KeyError as e: |
|
raise ValueError('invalid argument for select') from e |
|
vl, vu = 0., 1. |
|
il = iu = 1 |
|
if select != 0: |
|
sr = asarray(select_range) |
|
if sr.ndim != 1 or sr.size != 2 or sr[1] < sr[0]: |
|
raise ValueError('select_range must be a 2-element array-like ' |
|
'in nondecreasing order') |
|
if select == 1: |
|
vl, vu = sr |
|
if max_ev == 0: |
|
max_ev = max_len |
|
else: |
|
if sr.dtype.char.lower() not in 'hilqp': |
|
raise ValueError( |
|
f'when using select="i", select_range must ' |
|
f'contain integers, got dtype {sr.dtype} ({sr.dtype.char})' |
|
) |
|
|
|
il, iu = sr + 1 |
|
if min(il, iu) < 1 or max(il, iu) > max_len: |
|
raise ValueError('select_range out of bounds') |
|
max_ev = iu - il + 1 |
|
return select, vl, vu, il, iu, max_ev |
|
|
|
|
|
def eig_banded(a_band, lower=False, eigvals_only=False, overwrite_a_band=False, |
|
select='a', select_range=None, max_ev=0, check_finite=True): |
|
""" |
|
Solve real symmetric or complex Hermitian band matrix eigenvalue problem. |
|
|
|
Find eigenvalues w and optionally right eigenvectors v of a:: |
|
|
|
a v[:,i] = w[i] v[:,i] |
|
v.H v = identity |
|
|
|
The matrix a is stored in a_band either in lower diagonal or upper |
|
diagonal ordered form: |
|
|
|
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j) |
|
a_band[ i - j, j] == a[i,j] (if lower form; i >= j) |
|
|
|
where u is the number of bands above the diagonal. |
|
|
|
Example of a_band (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 |
|
---------- |
|
a_band : (u+1, M) array_like |
|
The bands of the M by M matrix a. |
|
lower : bool, optional |
|
Is the matrix in the lower form. (Default is upper form) |
|
eigvals_only : bool, optional |
|
Compute only the eigenvalues and no eigenvectors. |
|
(Default: calculate also eigenvectors) |
|
overwrite_a_band : bool, optional |
|
Discard data in a_band (may enhance performance) |
|
select : {'a', 'v', 'i'}, optional |
|
Which eigenvalues to calculate |
|
|
|
====== ======================================== |
|
select calculated |
|
====== ======================================== |
|
'a' All eigenvalues |
|
'v' Eigenvalues in the interval (min, max] |
|
'i' Eigenvalues with indices min <= i <= max |
|
====== ======================================== |
|
select_range : (min, max), optional |
|
Range of selected eigenvalues |
|
max_ev : int, optional |
|
For select=='v', maximum number of eigenvalues expected. |
|
For other values of select, has no meaning. |
|
|
|
In doubt, leave this parameter untouched. |
|
|
|
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 |
|
------- |
|
w : (M,) ndarray |
|
The eigenvalues, in ascending order, each repeated according to its |
|
multiplicity. |
|
v : (M, M) float or complex ndarray |
|
The normalized eigenvector corresponding to the eigenvalue w[i] is |
|
the column v[:,i]. Only returned if ``eigvals_only=False``. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge. |
|
|
|
See Also |
|
-------- |
|
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices |
|
eig : eigenvalues and right eigenvectors of general arrays. |
|
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays |
|
eigh_tridiagonal : eigenvalues and right eigenvectors for |
|
symmetric/Hermitian tridiagonal matrices |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import eig_banded |
|
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]]) |
|
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]]) |
|
>>> w, v = eig_banded(Ab, lower=True) |
|
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) |
|
True |
|
>>> w = eig_banded(Ab, lower=True, eigvals_only=True) |
|
>>> w |
|
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359]) |
|
|
|
Request only the eigenvalues between ``[-3, 4]`` |
|
|
|
>>> w, v = eig_banded(Ab, lower=True, select='v', select_range=[-3, 4]) |
|
>>> w |
|
array([-2.22987175, 3.95222349]) |
|
|
|
""" |
|
if eigvals_only or overwrite_a_band: |
|
a1 = _asarray_validated(a_band, check_finite=check_finite) |
|
overwrite_a_band = overwrite_a_band or (_datacopied(a1, a_band)) |
|
else: |
|
a1 = array(a_band) |
|
if issubclass(a1.dtype.type, inexact) and not isfinite(a1).all(): |
|
raise ValueError("array must not contain infs or NaNs") |
|
overwrite_a_band = 1 |
|
|
|
if len(a1.shape) != 2: |
|
raise ValueError('expected a 2-D array') |
|
|
|
|
|
if a1.size == 0: |
|
w_n, v_n = eig_banded(np.array([[0, 0], [1, 1]], dtype=a1.dtype)) |
|
|
|
w = np.empty_like(a1, shape=(0,), dtype=w_n.dtype) |
|
v = np.empty_like(a1, shape=(0, 0), dtype=v_n.dtype) |
|
if eigvals_only: |
|
return w |
|
else: |
|
return w, v |
|
|
|
select, vl, vu, il, iu, max_ev = _check_select( |
|
select, select_range, max_ev, a1.shape[1]) |
|
|
|
del select_range |
|
if select == 0: |
|
if a1.dtype.char in 'GFD': |
|
|
|
|
|
|
|
|
|
internal_name = 'hbevd' |
|
else: |
|
|
|
|
|
|
|
internal_name = 'sbevd' |
|
bevd, = get_lapack_funcs((internal_name,), (a1,)) |
|
w, v, info = bevd(a1, compute_v=not eigvals_only, |
|
lower=lower, overwrite_ab=overwrite_a_band) |
|
else: |
|
if eigvals_only: |
|
max_ev = 1 |
|
|
|
if a1.dtype.char in 'fF': |
|
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='f'),)) |
|
else: |
|
lamch, = get_lapack_funcs(('lamch',), (array(0, dtype='d'),)) |
|
abstol = 2 * lamch('s') |
|
if a1.dtype.char in 'GFD': |
|
internal_name = 'hbevx' |
|
else: |
|
internal_name = 'sbevx' |
|
bevx, = get_lapack_funcs((internal_name,), (a1,)) |
|
w, v, m, ifail, info = bevx( |
|
a1, vl, vu, il, iu, compute_v=not eigvals_only, mmax=max_ev, |
|
range=select, lower=lower, overwrite_ab=overwrite_a_band, |
|
abstol=abstol) |
|
|
|
w = w[:m] |
|
if not eigvals_only: |
|
v = v[:, :m] |
|
_check_info(info, internal_name) |
|
|
|
if eigvals_only: |
|
return w |
|
return w, v |
|
|
|
|
|
def eigvals(a, b=None, overwrite_a=False, check_finite=True, |
|
homogeneous_eigvals=False): |
|
""" |
|
Compute eigenvalues from an ordinary or generalized eigenvalue problem. |
|
|
|
Find eigenvalues of a general matrix:: |
|
|
|
a vr[:,i] = w[i] b vr[:,i] |
|
|
|
Parameters |
|
---------- |
|
a : (M, M) array_like |
|
A complex or real matrix whose eigenvalues and eigenvectors |
|
will be computed. |
|
b : (M, M) array_like, optional |
|
Right-hand side matrix in a generalized eigenvalue problem. |
|
If omitted, identity matrix is assumed. |
|
overwrite_a : bool, optional |
|
Whether to overwrite data in a (may improve 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. |
|
homogeneous_eigvals : bool, optional |
|
If True, return the eigenvalues in homogeneous coordinates. |
|
In this case ``w`` is a (2, M) array so that:: |
|
|
|
w[1,i] a vr[:,i] = w[0,i] b vr[:,i] |
|
|
|
Default is False. |
|
|
|
Returns |
|
------- |
|
w : (M,) or (2, M) double or complex ndarray |
|
The eigenvalues, each repeated according to its multiplicity |
|
but not in any specific order. The shape is (M,) unless |
|
``homogeneous_eigvals=True``. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge |
|
|
|
See Also |
|
-------- |
|
eig : eigenvalues and right eigenvectors of general arrays. |
|
eigvalsh : eigenvalues of symmetric or Hermitian arrays |
|
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices |
|
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal |
|
matrices |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy import linalg |
|
>>> a = np.array([[0., -1.], [1., 0.]]) |
|
>>> linalg.eigvals(a) |
|
array([0.+1.j, 0.-1.j]) |
|
|
|
>>> b = np.array([[0., 1.], [1., 1.]]) |
|
>>> linalg.eigvals(a, b) |
|
array([ 1.+0.j, -1.+0.j]) |
|
|
|
>>> a = np.array([[3., 0., 0.], [0., 8., 0.], [0., 0., 7.]]) |
|
>>> linalg.eigvals(a, homogeneous_eigvals=True) |
|
array([[3.+0.j, 8.+0.j, 7.+0.j], |
|
[1.+0.j, 1.+0.j, 1.+0.j]]) |
|
|
|
""" |
|
return eig(a, b=b, left=0, right=0, overwrite_a=overwrite_a, |
|
check_finite=check_finite, |
|
homogeneous_eigvals=homogeneous_eigvals) |
|
|
|
|
|
def eigvalsh(a, b=None, *, lower=True, overwrite_a=False, |
|
overwrite_b=False, type=1, check_finite=True, subset_by_index=None, |
|
subset_by_value=None, driver=None): |
|
""" |
|
Solves a standard or generalized eigenvalue problem for a complex |
|
Hermitian or real symmetric matrix. |
|
|
|
Find eigenvalues array ``w`` of array ``a``, where ``b`` is positive |
|
definite such that for every eigenvalue λ (i-th entry of w) and its |
|
eigenvector vi (i-th column of v) satisfies:: |
|
|
|
a @ vi = λ * b @ vi |
|
vi.conj().T @ a @ vi = λ |
|
vi.conj().T @ b @ vi = 1 |
|
|
|
In the standard problem, b is assumed to be the identity matrix. |
|
|
|
Parameters |
|
---------- |
|
a : (M, M) array_like |
|
A complex Hermitian or real symmetric matrix whose eigenvalues will |
|
be computed. |
|
b : (M, M) array_like, optional |
|
A complex Hermitian or real symmetric definite positive matrix in. |
|
If omitted, identity matrix is assumed. |
|
lower : bool, optional |
|
Whether the pertinent array data is taken from the lower or upper |
|
triangle of ``a`` and, if applicable, ``b``. (Default: lower) |
|
overwrite_a : bool, optional |
|
Whether to overwrite data in ``a`` (may improve performance). Default |
|
is False. |
|
overwrite_b : bool, optional |
|
Whether to overwrite data in ``b`` (may improve performance). Default |
|
is False. |
|
type : int, optional |
|
For the generalized problems, this keyword specifies the problem type |
|
to be solved for ``w`` and ``v`` (only takes 1, 2, 3 as possible |
|
inputs):: |
|
|
|
1 => a @ v = w @ b @ v |
|
2 => a @ b @ v = w @ v |
|
3 => b @ a @ v = w @ v |
|
|
|
This keyword is ignored for standard problems. |
|
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. |
|
subset_by_index : iterable, optional |
|
If provided, this two-element iterable defines the start and the end |
|
indices of the desired eigenvalues (ascending order and 0-indexed). |
|
To return only the second smallest to fifth smallest eigenvalues, |
|
``[1, 4]`` is used. ``[n-3, n-1]`` returns the largest three. Only |
|
available with "evr", "evx", and "gvx" drivers. The entries are |
|
directly converted to integers via ``int()``. |
|
subset_by_value : iterable, optional |
|
If provided, this two-element iterable defines the half-open interval |
|
``(a, b]`` that, if any, only the eigenvalues between these values |
|
are returned. Only available with "evr", "evx", and "gvx" drivers. Use |
|
``np.inf`` for the unconstrained ends. |
|
driver : str, optional |
|
Defines which LAPACK driver should be used. Valid options are "ev", |
|
"evd", "evr", "evx" for standard problems and "gv", "gvd", "gvx" for |
|
generalized (where b is not None) problems. See the Notes section of |
|
`scipy.linalg.eigh`. |
|
|
|
Returns |
|
------- |
|
w : (N,) ndarray |
|
The N (N<=M) selected eigenvalues, in ascending order, each |
|
repeated according to its multiplicity. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge, an error occurred, or |
|
b matrix is not definite positive. Note that if input matrices are |
|
not symmetric or Hermitian, no error will be reported but results will |
|
be wrong. |
|
|
|
See Also |
|
-------- |
|
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays |
|
eigvals : eigenvalues of general arrays |
|
eigvals_banded : eigenvalues for symmetric/Hermitian band matrices |
|
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal |
|
matrices |
|
|
|
Notes |
|
----- |
|
This function does not check the input array for being Hermitian/symmetric |
|
in order to allow for representing arrays with only their upper/lower |
|
triangular parts. |
|
|
|
This function serves as a one-liner shorthand for `scipy.linalg.eigh` with |
|
the option ``eigvals_only=True`` to get the eigenvalues and not the |
|
eigenvectors. Here it is kept as a legacy convenience. It might be |
|
beneficial to use the main function to have full control and to be a bit |
|
more pythonic. |
|
|
|
Examples |
|
-------- |
|
For more examples see `scipy.linalg.eigh`. |
|
|
|
>>> import numpy as np |
|
>>> from scipy.linalg import eigvalsh |
|
>>> A = np.array([[6, 3, 1, 5], [3, 0, 5, 1], [1, 5, 6, 2], [5, 1, 2, 2]]) |
|
>>> w = eigvalsh(A) |
|
>>> w |
|
array([-3.74637491, -0.76263923, 6.08502336, 12.42399079]) |
|
|
|
""" |
|
return eigh(a, b=b, lower=lower, eigvals_only=True, overwrite_a=overwrite_a, |
|
overwrite_b=overwrite_b, type=type, check_finite=check_finite, |
|
subset_by_index=subset_by_index, subset_by_value=subset_by_value, |
|
driver=driver) |
|
|
|
|
|
def eigvals_banded(a_band, lower=False, overwrite_a_band=False, |
|
select='a', select_range=None, check_finite=True): |
|
""" |
|
Solve real symmetric or complex Hermitian band matrix eigenvalue problem. |
|
|
|
Find eigenvalues w of a:: |
|
|
|
a v[:,i] = w[i] v[:,i] |
|
v.H v = identity |
|
|
|
The matrix a is stored in a_band either in lower diagonal or upper |
|
diagonal ordered form: |
|
|
|
a_band[u + i - j, j] == a[i,j] (if upper form; i <= j) |
|
a_band[ i - j, j] == a[i,j] (if lower form; i >= j) |
|
|
|
where u is the number of bands above the diagonal. |
|
|
|
Example of a_band (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 |
|
---------- |
|
a_band : (u+1, M) array_like |
|
The bands of the M by M matrix a. |
|
lower : bool, optional |
|
Is the matrix in the lower form. (Default is upper form) |
|
overwrite_a_band : bool, optional |
|
Discard data in a_band (may enhance performance) |
|
select : {'a', 'v', 'i'}, optional |
|
Which eigenvalues to calculate |
|
|
|
====== ======================================== |
|
select calculated |
|
====== ======================================== |
|
'a' All eigenvalues |
|
'v' Eigenvalues in the interval (min, max] |
|
'i' Eigenvalues with indices min <= i <= max |
|
====== ======================================== |
|
select_range : (min, max), optional |
|
Range of selected eigenvalues |
|
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 |
|
------- |
|
w : (M,) ndarray |
|
The eigenvalues, in ascending order, each repeated according to its |
|
multiplicity. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge. |
|
|
|
See Also |
|
-------- |
|
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian |
|
band matrices |
|
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal |
|
matrices |
|
eigvals : eigenvalues of general arrays |
|
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays |
|
eig : eigenvalues and right eigenvectors for non-symmetric arrays |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import eigvals_banded |
|
>>> A = np.array([[1, 5, 2, 0], [5, 2, 5, 2], [2, 5, 3, 5], [0, 2, 5, 4]]) |
|
>>> Ab = np.array([[1, 2, 3, 4], [5, 5, 5, 0], [2, 2, 0, 0]]) |
|
>>> w = eigvals_banded(Ab, lower=True) |
|
>>> w |
|
array([-4.26200532, -2.22987175, 3.95222349, 12.53965359]) |
|
""" |
|
return eig_banded(a_band, lower=lower, eigvals_only=1, |
|
overwrite_a_band=overwrite_a_band, select=select, |
|
select_range=select_range, check_finite=check_finite) |
|
|
|
|
|
def eigvalsh_tridiagonal(d, e, select='a', select_range=None, |
|
check_finite=True, tol=0., lapack_driver='auto'): |
|
""" |
|
Solve eigenvalue problem for a real symmetric tridiagonal matrix. |
|
|
|
Find eigenvalues `w` of ``a``:: |
|
|
|
a v[:,i] = w[i] v[:,i] |
|
v.H v = identity |
|
|
|
For a real symmetric matrix ``a`` with diagonal elements `d` and |
|
off-diagonal elements `e`. |
|
|
|
Parameters |
|
---------- |
|
d : ndarray, shape (ndim,) |
|
The diagonal elements of the array. |
|
e : ndarray, shape (ndim-1,) |
|
The off-diagonal elements of the array. |
|
select : {'a', 'v', 'i'}, optional |
|
Which eigenvalues to calculate |
|
|
|
====== ======================================== |
|
select calculated |
|
====== ======================================== |
|
'a' All eigenvalues |
|
'v' Eigenvalues in the interval (min, max] |
|
'i' Eigenvalues with indices min <= i <= max |
|
====== ======================================== |
|
select_range : (min, max), optional |
|
Range of selected eigenvalues |
|
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. |
|
tol : float |
|
The absolute tolerance to which each eigenvalue is required |
|
(only used when ``lapack_driver='stebz'``). |
|
An eigenvalue (or cluster) is considered to have converged if it |
|
lies in an interval of this width. If <= 0. (default), |
|
the value ``eps*|a|`` is used where eps is the machine precision, |
|
and ``|a|`` is the 1-norm of the matrix ``a``. |
|
lapack_driver : str |
|
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf', |
|
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'`` |
|
and 'stebz' otherwise. 'sterf' and 'stev' can only be used when |
|
``select='a'``. |
|
|
|
Returns |
|
------- |
|
w : (M,) ndarray |
|
The eigenvalues, in ascending order, each repeated according to its |
|
multiplicity. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge. |
|
|
|
See Also |
|
-------- |
|
eigh_tridiagonal : eigenvalues and right eiegenvectors for |
|
symmetric/Hermitian tridiagonal matrices |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import eigvalsh_tridiagonal, eigvalsh |
|
>>> d = 3*np.ones(4) |
|
>>> e = -1*np.ones(3) |
|
>>> w = eigvalsh_tridiagonal(d, e) |
|
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1) |
|
>>> w2 = eigvalsh(A) # Verify with other eigenvalue routines |
|
>>> np.allclose(w - w2, np.zeros(4)) |
|
True |
|
""" |
|
return eigh_tridiagonal( |
|
d, e, eigvals_only=True, select=select, select_range=select_range, |
|
check_finite=check_finite, tol=tol, lapack_driver=lapack_driver) |
|
|
|
|
|
def eigh_tridiagonal(d, e, eigvals_only=False, select='a', select_range=None, |
|
check_finite=True, tol=0., lapack_driver='auto'): |
|
""" |
|
Solve eigenvalue problem for a real symmetric tridiagonal matrix. |
|
|
|
Find eigenvalues `w` and optionally right eigenvectors `v` of ``a``:: |
|
|
|
a v[:,i] = w[i] v[:,i] |
|
v.H v = identity |
|
|
|
For a real symmetric matrix ``a`` with diagonal elements `d` and |
|
off-diagonal elements `e`. |
|
|
|
Parameters |
|
---------- |
|
d : ndarray, shape (ndim,) |
|
The diagonal elements of the array. |
|
e : ndarray, shape (ndim-1,) |
|
The off-diagonal elements of the array. |
|
eigvals_only : bool, optional |
|
Compute only the eigenvalues and no eigenvectors. |
|
(Default: calculate also eigenvectors) |
|
select : {'a', 'v', 'i'}, optional |
|
Which eigenvalues to calculate |
|
|
|
====== ======================================== |
|
select calculated |
|
====== ======================================== |
|
'a' All eigenvalues |
|
'v' Eigenvalues in the interval (min, max] |
|
'i' Eigenvalues with indices min <= i <= max |
|
====== ======================================== |
|
select_range : (min, max), optional |
|
Range of selected eigenvalues |
|
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. |
|
tol : float |
|
The absolute tolerance to which each eigenvalue is required |
|
(only used when 'stebz' is the `lapack_driver`). |
|
An eigenvalue (or cluster) is considered to have converged if it |
|
lies in an interval of this width. If <= 0. (default), |
|
the value ``eps*|a|`` is used where eps is the machine precision, |
|
and ``|a|`` is the 1-norm of the matrix ``a``. |
|
lapack_driver : str |
|
LAPACK function to use, can be 'auto', 'stemr', 'stebz', 'sterf', |
|
or 'stev'. When 'auto' (default), it will use 'stemr' if ``select='a'`` |
|
and 'stebz' otherwise. When 'stebz' is used to find the eigenvalues and |
|
``eigvals_only=False``, then a second LAPACK call (to ``?STEIN``) is |
|
used to find the corresponding eigenvectors. 'sterf' can only be |
|
used when ``eigvals_only=True`` and ``select='a'``. 'stev' can only |
|
be used when ``select='a'``. |
|
|
|
Returns |
|
------- |
|
w : (M,) ndarray |
|
The eigenvalues, in ascending order, each repeated according to its |
|
multiplicity. |
|
v : (M, M) ndarray |
|
The normalized eigenvector corresponding to the eigenvalue ``w[i]`` is |
|
the column ``v[:,i]``. Only returned if ``eigvals_only=False``. |
|
|
|
Raises |
|
------ |
|
LinAlgError |
|
If eigenvalue computation does not converge. |
|
|
|
See Also |
|
-------- |
|
eigvalsh_tridiagonal : eigenvalues of symmetric/Hermitian tridiagonal |
|
matrices |
|
eig : eigenvalues and right eigenvectors for non-symmetric arrays |
|
eigh : eigenvalues and right eigenvectors for symmetric/Hermitian arrays |
|
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian |
|
band matrices |
|
|
|
Notes |
|
----- |
|
This function makes use of LAPACK ``S/DSTEMR`` routines. |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import eigh_tridiagonal |
|
>>> d = 3*np.ones(4) |
|
>>> e = -1*np.ones(3) |
|
>>> w, v = eigh_tridiagonal(d, e) |
|
>>> A = np.diag(d) + np.diag(e, k=1) + np.diag(e, k=-1) |
|
>>> np.allclose(A @ v - v @ np.diag(w), np.zeros((4, 4))) |
|
True |
|
""" |
|
d = _asarray_validated(d, check_finite=check_finite) |
|
e = _asarray_validated(e, check_finite=check_finite) |
|
for check in (d, e): |
|
if check.ndim != 1: |
|
raise ValueError('expected a 1-D array') |
|
if check.dtype.char in 'GFD': |
|
raise TypeError('Only real arrays currently supported') |
|
if d.size != e.size + 1: |
|
raise ValueError(f'd ({d.size}) must have one more element than e ({e.size})') |
|
select, vl, vu, il, iu, _ = _check_select( |
|
select, select_range, 0, d.size) |
|
if not isinstance(lapack_driver, str): |
|
raise TypeError('lapack_driver must be str') |
|
drivers = ('auto', 'stemr', 'sterf', 'stebz', 'stev') |
|
if lapack_driver not in drivers: |
|
raise ValueError(f'lapack_driver must be one of {drivers}, ' |
|
f'got {lapack_driver}') |
|
if lapack_driver == 'auto': |
|
lapack_driver = 'stemr' if select == 0 else 'stebz' |
|
|
|
|
|
if len(d) == 1: |
|
if select == 1 and (not (vl < d[0] <= vu)): |
|
w = array([]) |
|
v = empty([1, 0], dtype=d.dtype) |
|
else: |
|
w = array([d[0]], dtype=d.dtype) |
|
v = array([[1.]], dtype=d.dtype) |
|
|
|
if eigvals_only: |
|
return w |
|
else: |
|
return w, v |
|
|
|
func, = get_lapack_funcs((lapack_driver,), (d, e)) |
|
compute_v = not eigvals_only |
|
if lapack_driver == 'sterf': |
|
if select != 0: |
|
raise ValueError('sterf can only be used when select == "a"') |
|
if not eigvals_only: |
|
raise ValueError('sterf can only be used when eigvals_only is ' |
|
'True') |
|
w, info = func(d, e) |
|
m = len(w) |
|
elif lapack_driver == 'stev': |
|
if select != 0: |
|
raise ValueError('stev can only be used when select == "a"') |
|
w, v, info = func(d, e, compute_v=compute_v) |
|
m = len(w) |
|
elif lapack_driver == 'stebz': |
|
tol = float(tol) |
|
internal_name = 'stebz' |
|
stebz, = get_lapack_funcs((internal_name,), (d, e)) |
|
|
|
|
|
order = 'E' if eigvals_only else 'B' |
|
m, w, iblock, isplit, info = stebz(d, e, select, vl, vu, il, iu, tol, |
|
order) |
|
else: |
|
|
|
e_ = empty(e.size+1, e.dtype) |
|
e_[:-1] = e |
|
stemr_lwork, = get_lapack_funcs(('stemr_lwork',), (d, e)) |
|
lwork, liwork, info = stemr_lwork(d, e_, select, vl, vu, il, iu, |
|
compute_v=compute_v) |
|
_check_info(info, 'stemr_lwork') |
|
m, w, v, info = func(d, e_, select, vl, vu, il, iu, |
|
compute_v=compute_v, lwork=lwork, liwork=liwork) |
|
_check_info(info, lapack_driver + ' (eigh_tridiagonal)') |
|
w = w[:m] |
|
if eigvals_only: |
|
return w |
|
else: |
|
|
|
if lapack_driver == 'stebz': |
|
func, = get_lapack_funcs(('stein',), (d, e)) |
|
v, info = func(d, e, w, iblock, isplit) |
|
_check_info(info, 'stein (eigh_tridiagonal)', |
|
positive='%d eigenvectors failed to converge') |
|
|
|
order = argsort(w) |
|
w, v = w[order], v[:, order] |
|
else: |
|
v = v[:, :m] |
|
return w, v |
|
|
|
|
|
def _check_info(info, driver, positive='did not converge (LAPACK info=%d)'): |
|
"""Check info return value.""" |
|
if info < 0: |
|
raise ValueError('illegal value in argument %d of internal %s' |
|
% (-info, driver)) |
|
if info > 0 and positive: |
|
raise LinAlgError(("%s " + positive) % (driver, info,)) |
|
|
|
|
|
def hessenberg(a, calc_q=False, overwrite_a=False, check_finite=True): |
|
""" |
|
Compute Hessenberg form of a matrix. |
|
|
|
The Hessenberg decomposition is:: |
|
|
|
A = Q H Q^H |
|
|
|
where `Q` is unitary/orthogonal and `H` has only zero elements below |
|
the first sub-diagonal. |
|
|
|
Parameters |
|
---------- |
|
a : (M, M) array_like |
|
Matrix to bring into Hessenberg form. |
|
calc_q : bool, optional |
|
Whether to compute the transformation matrix. Default is False. |
|
overwrite_a : bool, optional |
|
Whether to overwrite `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 |
|
------- |
|
H : (M, M) ndarray |
|
Hessenberg form of `a`. |
|
Q : (M, M) ndarray |
|
Unitary/orthogonal similarity transformation matrix ``A = Q H Q^H``. |
|
Only returned if ``calc_q=True``. |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> from scipy.linalg import hessenberg |
|
>>> A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]]) |
|
>>> H, Q = hessenberg(A, calc_q=True) |
|
>>> H |
|
array([[ 2. , -11.65843866, 1.42005301, 0.25349066], |
|
[ -9.94987437, 14.53535354, -5.31022304, 2.43081618], |
|
[ 0. , -1.83299243, 0.38969961, -0.51527034], |
|
[ 0. , 0. , -3.83189513, 1.07494686]]) |
|
>>> np.allclose(Q @ H @ Q.conj().T - A, np.zeros((4, 4))) |
|
True |
|
""" |
|
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)) |
|
|
|
if a1.size == 0: |
|
h3 = hessenberg(np.eye(3, dtype=a1.dtype)) |
|
h = np.empty(a1.shape, dtype=h3.dtype) |
|
if not calc_q: |
|
return h |
|
else: |
|
h3, q3 = hessenberg(np.eye(3, dtype=a1.dtype), calc_q=True) |
|
q = np.empty(a1.shape, dtype=q3.dtype) |
|
h = np.empty(a1.shape, dtype=h3.dtype) |
|
return h, q |
|
|
|
|
|
if a1.shape[0] <= 2: |
|
if calc_q: |
|
return a1, eye(a1.shape[0]) |
|
return a1 |
|
|
|
gehrd, gebal, gehrd_lwork = get_lapack_funcs(('gehrd', 'gebal', |
|
'gehrd_lwork'), (a1,)) |
|
ba, lo, hi, pivscale, info = gebal(a1, permute=0, overwrite_a=overwrite_a) |
|
_check_info(info, 'gebal (hessenberg)', positive=False) |
|
n = len(a1) |
|
|
|
lwork = _compute_lwork(gehrd_lwork, ba.shape[0], lo=lo, hi=hi) |
|
|
|
hq, tau, info = gehrd(ba, lo=lo, hi=hi, lwork=lwork, overwrite_a=1) |
|
_check_info(info, 'gehrd (hessenberg)', positive=False) |
|
h = np.triu(hq, -1) |
|
if not calc_q: |
|
return h |
|
|
|
|
|
orghr, orghr_lwork = get_lapack_funcs(('orghr', 'orghr_lwork'), (a1,)) |
|
lwork = _compute_lwork(orghr_lwork, n, lo=lo, hi=hi) |
|
|
|
q, info = orghr(a=hq, tau=tau, lo=lo, hi=hi, lwork=lwork, overwrite_a=1) |
|
_check_info(info, 'orghr (hessenberg)', positive=False) |
|
return h, q |
|
|
|
|
|
def cdf2rdf(w, v): |
|
""" |
|
Converts complex eigenvalues ``w`` and eigenvectors ``v`` to real |
|
eigenvalues in a block diagonal form ``wr`` and the associated real |
|
eigenvectors ``vr``, such that:: |
|
|
|
vr @ wr = X @ vr |
|
|
|
continues to hold, where ``X`` is the original array for which ``w`` and |
|
``v`` are the eigenvalues and eigenvectors. |
|
|
|
.. versionadded:: 1.1.0 |
|
|
|
Parameters |
|
---------- |
|
w : (..., M) array_like |
|
Complex or real eigenvalues, an array or stack of arrays |
|
|
|
Conjugate pairs must not be interleaved, else the wrong result |
|
will be produced. So ``[1+1j, 1, 1-1j]`` will give a correct result, |
|
but ``[1+1j, 2+1j, 1-1j, 2-1j]`` will not. |
|
|
|
v : (..., M, M) array_like |
|
Complex or real eigenvectors, a square array or stack of square arrays. |
|
|
|
Returns |
|
------- |
|
wr : (..., M, M) ndarray |
|
Real diagonal block form of eigenvalues |
|
vr : (..., M, M) ndarray |
|
Real eigenvectors associated with ``wr`` |
|
|
|
See Also |
|
-------- |
|
eig : Eigenvalues and right eigenvectors for non-symmetric arrays |
|
rsf2csf : Convert real Schur form to complex Schur form |
|
|
|
Notes |
|
----- |
|
``w``, ``v`` must be the eigenstructure for some *real* matrix ``X``. |
|
For example, obtained by ``w, v = scipy.linalg.eig(X)`` or |
|
``w, v = numpy.linalg.eig(X)`` in which case ``X`` can also represent |
|
stacked arrays. |
|
|
|
.. versionadded:: 1.1.0 |
|
|
|
Examples |
|
-------- |
|
>>> import numpy as np |
|
>>> X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]]) |
|
>>> X |
|
array([[ 1, 2, 3], |
|
[ 0, 4, 5], |
|
[ 0, -5, 4]]) |
|
|
|
>>> from scipy import linalg |
|
>>> w, v = linalg.eig(X) |
|
>>> w |
|
array([ 1.+0.j, 4.+5.j, 4.-5.j]) |
|
>>> v |
|
array([[ 1.00000+0.j , -0.01906-0.40016j, -0.01906+0.40016j], |
|
[ 0.00000+0.j , 0.00000-0.64788j, 0.00000+0.64788j], |
|
[ 0.00000+0.j , 0.64788+0.j , 0.64788-0.j ]]) |
|
|
|
>>> wr, vr = linalg.cdf2rdf(w, v) |
|
>>> wr |
|
array([[ 1., 0., 0.], |
|
[ 0., 4., 5.], |
|
[ 0., -5., 4.]]) |
|
>>> vr |
|
array([[ 1. , 0.40016, -0.01906], |
|
[ 0. , 0.64788, 0. ], |
|
[ 0. , 0. , 0.64788]]) |
|
|
|
>>> vr @ wr |
|
array([[ 1. , 1.69593, 1.9246 ], |
|
[ 0. , 2.59153, 3.23942], |
|
[ 0. , -3.23942, 2.59153]]) |
|
>>> X @ vr |
|
array([[ 1. , 1.69593, 1.9246 ], |
|
[ 0. , 2.59153, 3.23942], |
|
[ 0. , -3.23942, 2.59153]]) |
|
""" |
|
w, v = _asarray_validated(w), _asarray_validated(v) |
|
|
|
|
|
if w.ndim < 1: |
|
raise ValueError('expected w to be at least 1D') |
|
if v.ndim < 2: |
|
raise ValueError('expected v to be at least 2D') |
|
if v.ndim != w.ndim + 1: |
|
raise ValueError('expected eigenvectors array to have exactly one ' |
|
'dimension more than eigenvalues array') |
|
|
|
|
|
n = w.shape[-1] |
|
M = w.shape[:-1] |
|
if v.shape[-2] != v.shape[-1]: |
|
raise ValueError('expected v to be a square matrix or stacked square ' |
|
'matrices: v.shape[-2] = v.shape[-1]') |
|
if v.shape[-1] != n: |
|
raise ValueError('expected the same number of eigenvalues as ' |
|
'eigenvectors') |
|
|
|
|
|
complex_mask = iscomplex(w) |
|
n_complex = complex_mask.sum(axis=-1) |
|
|
|
|
|
if not (n_complex % 2 == 0).all(): |
|
raise ValueError('expected complex-conjugate pairs of eigenvalues') |
|
|
|
|
|
idx = nonzero(complex_mask) |
|
idx_stack = idx[:-1] |
|
idx_elem = idx[-1] |
|
|
|
|
|
j = idx_elem[0::2] |
|
k = idx_elem[1::2] |
|
stack_ind = () |
|
for i in idx_stack: |
|
|
|
assert (i[0::2] == i[1::2]).all(), \ |
|
"Conjugate pair spanned different arrays!" |
|
stack_ind += (i[0::2],) |
|
|
|
|
|
wr = zeros(M + (n, n), dtype=w.real.dtype) |
|
di = range(n) |
|
wr[..., di, di] = w.real |
|
|
|
|
|
wr[stack_ind + (j, k)] = w[stack_ind + (j,)].imag |
|
wr[stack_ind + (k, j)] = w[stack_ind + (k,)].imag |
|
|
|
|
|
u = zeros(M + (n, n), dtype=np.cdouble) |
|
u[..., di, di] = 1.0 |
|
u[stack_ind + (j, j)] = 0.5j |
|
u[stack_ind + (j, k)] = 0.5 |
|
u[stack_ind + (k, j)] = -0.5j |
|
u[stack_ind + (k, k)] = 0.5 |
|
|
|
|
|
vr = einsum('...ij,...jk->...ik', v, u).real |
|
|
|
return wr, vr |
|
|