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import warnings
import numpy as np
from numpy import asarray_chkfinite, single
from misc import LinAlgError, _datacopied
from lapack import get_lapack_funcs
__all__ = ['qz']
_double_precision = ['i','l','d']
def _select_function(sort, typ):
if typ in ['F','D']:
if callable(sort):
#assume the user knows what they're doing
sfunction = sort
elif sort == 'lhp':
sfunction = lambda x,y: (np.real(x/y) < 0.0)
elif sort == 'rhp':
sfunction = lambda x,y: (np.real(x/y) >= 0.0)
elif sort == 'iuc':
sfunction = lambda x,y: (abs(x/y) <= 1.0)
elif sort == 'ouc':
sfunction = lambda x,y: (abs(x/y) > 1.0)
else:
raise ValueError("sort parameter must be None, a callable, or "
"one of ('lhp','rhp','iuc','ouc')")
elif typ in ['f','d']:
if callable(sort):
#assume the user knows what they're doing
sfunction = sort
elif sort == 'lhp':
sfunction = lambda x,y,z: (np.real((x+y*1j)/z) < 0.0)
elif sort == 'rhp':
sfunction = lambda x,y,z: (np.real((x+y*1j)/z) >= 0.0)
elif sort == 'iuc':
sfunction = lambda x,y,z: (abs((x+y*1j)/z) <= 1.0)
elif sort == 'ouc':
sfunction = lambda x,y,z: (abs((x+y*1j)/z) > 1.0)
else:
raise ValueError("sort parameter must be None, a callable, or "
"one of ('lhp','rhp','iuc','ouc')")
else: # to avoid an error later
raise ValueError("dtype %s not understood" % typ)
return sfunction
def qz(A, B, output='real', lwork=None, sort=None, overwrite_a=False,
overwrite_b=False):
"""
QZ decompostion for generalized eigenvalues of a pair of matrices.
The QZ, or generalized Schur, decomposition for a pair of N x N
nonsymmetric matrices (A,B) is
(A,B) = (Q*AA*Z', Q*BB*Z')
where AA, BB is in generalized Schur form if BB is upper-triangular
with non-negative diagonal and AA is upper-triangular, or for real QZ
decomposition (output='real') block upper triangular with 1x1
and 2x2 blocks. In this case, the 1x1 blocks correpsond to real
generalized eigenvalues and 2x2 blocks are 'standardized' by making
the correpsonding elements of BB have the form::
[ a 0 ]
[ 0 b ]
and the pair of correpsonding 2x2 blocks in AA and BB will have a complex
conjugate pair of generalized eigenvalues. If (output='complex') or A
and B are complex matrices, Z' denotes the conjugate-transpose of Z.
Q and Z are unitary matrices.
Parameters
----------
A : array_like, shape (N,N)
2d array to decompose
B : array_like, shape (N,N)
2d array to decompose
output : str {'real','complex'}
Construct the real or complex QZ decomposition for real matrices.
lwork : integer, optional
Work array size. If None or -1, it is automatically computed.
sort : {None, callable, 'lhp', 'rhp', 'iuc', 'ouc'}
Specifies whether the upper eigenvalues should be sorted. A callable
may be passed that, given a eigenvalue, returns a boolean denoting
whether the eigenvalue should be sorted to the top-left (True). For
real matrix pairs, the sort function takes three real arguments
(alphar, alphai, beta). The eigenvalue x = (alphar + alphai*1j)/beta.
For complex matrix pairs or output='complex', the sort function
takes two complex arguments (alpha, beta). The eigenvalue
x = (alpha/beta).
Alternatively, string parameters may be used:
'lhp' Left-hand plane (x.real < 0.0)
'rhp' Right-hand plane (x.real > 0.0)
'iuc' Inside the unit circle (x*x.conjugate() <= 1.0)
'ouc' Outside the unit circle (x*x.conjugate() > 1.0)
Defaults to None (no sorting).
Returns
-------
AA : ndarray, shape (N,N)
Generalized Schur form of A.
BB : ndarray, shape (N,N)
Generalized Schur form of B.
Q : ndarray, shape (N,N)
The left Schur vectors.
Z : ndarray, shape (N,N)
The right Schur vectors.
sdim : int
If sorting was requested, a fifth return value will contain the
number of eigenvalues for which the sort condition was True.
Notes
-----
Q is transposed versus the equivalent function in Matlab.
.. versionadded:: 0.11.0
"""
if not output in ['real','complex','r','c']:
raise ValueError("argument must be 'real', or 'complex'")
a1 = asarray_chkfinite(A)
b1 = asarray_chkfinite(B)
a_m, a_n = a1.shape
b_m, b_n = b1.shape
try:
assert a_m == a_n == b_m == b_n
except AssertionError:
raise ValueError("Array dimensions must be square and agree")
typa = a1.dtype.char
if output in ['complex', 'c'] and typa not in ['F','D']:
if typa in _double_precision:
a1 = a1.astype('D')
typa = 'D'
else:
a1 = a1.astype('F')
typa = 'F'
typb = b1.dtype.char
if output in ['complex', 'c'] and typb not in ['F','D']:
if typb in _double_precision:
b1 = b1.astype('D')
typb = 'D'
else:
b1 = b1.astype('F')
typb = 'F'
overwrite_a = overwrite_a or (_datacopied(a1,A))
overwrite_b = overwrite_b or (_datacopied(b1,B))
gges, = get_lapack_funcs(('gges',), (a1,b1))
if lwork is None or lwork == -1:
# get optimal work array size
result = gges(lambda x: None, a1, b1, lwork=-1)
lwork = result[-2][0].real.astype(np.int)
if sort is None:
sort_t = 0
sfunction = lambda x : None
else:
sort_t = 1
sfunction = _select_function(sort, typa)
result = gges(sfunction, a1, b1, lwork=lwork, overwrite_a=overwrite_a,
overwrite_b=overwrite_b, sort_t=sort_t)
info = result[-1]
if info < 0:
raise ValueError("Illegal value in argument %d of gges" % -info)
elif info > 0 and info <= a_n:
warnings.warn("The QZ iteration failed. (a,b) are not in Schur "
"form, but ALPHAR(j), ALPHAI(j), and BETA(j) should be correct"
"for J=%d,...,N" % info-1, UserWarning)
elif info == a_n+1:
raise LinAlgError("Something other than QZ iteration failed")
elif info == a_n+2:
raise LinAlgError("After reordering, roundoff changed values of some"
"complex eigenvalues so that leading eigenvalues in the"
"Generalized Schur form no longer satisfy sort=True."
"This could also be caused due to scaling.")
elif info == a_n+3:
raise LinAlgError("Reordering failed in <s,d,c,z>tgsen")
# output for real
#AA, BB, sdim, alphar, alphai, beta, vsl, vsr, work, info
# output for complex
#AA, BB, sdim, alphai, beta, vsl, vsr, work, info
if sort_t == 0:
return result[0], result[1], result[-4], result[-3]
else:
return result[0], result[1], result[-4], result[-3], result[2]
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