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"""Schur decomposition functions."""
import numpy
from numpy import asarray_chkfinite, single
# Local imports.
import misc
from misc import LinAlgError, _datanotshared
from lapack import get_lapack_funcs
from decomp import eigvals
__all__ = ['schur', 'rsf2csf']
_double_precision = ['i','l','d']
def schur(a, output='real', lwork=None, overwrite_a=False):
"""Compute Schur decomposition of a matrix.
The Schur decomposition is
A = Z T Z^H
where Z is unitary and T is either upper-triangular, or for real
Schur decomposition (output='real'), quasi-upper triangular. In
the quasi-triangular form, 2x2 blocks describing complex-valued
eigenvalue pairs may extrude from the diagonal.
Parameters
----------
a : array, shape (M, M)
Matrix to decompose
output : {'real', 'complex'}
Construct the real or complex Schur decomposition (for real matrices).
lwork : integer
Work array size. If None or -1, it is automatically computed.
overwrite_a : boolean
Whether to overwrite data in a (may improve performance)
Returns
-------
T : array, shape (M, M)
Schur form of A. It is real-valued for the real Schur decomposition.
Z : array, shape (M, M)
An unitary Schur transformation matrix for A.
It is real-valued for the real Schur decomposition.
See also
--------
rsf2csf : Convert real Schur form to complex Schur form
"""
if not output in ['real','complex','r','c']:
raise ValueError, "argument must be 'real', or 'complex'"
a1 = asarray_chkfinite(a)
if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]):
raise ValueError, 'expected square matrix'
typ = a1.dtype.char
if output in ['complex','c'] and typ not in ['F','D']:
if typ in _double_precision:
a1 = a1.astype('D')
typ = 'D'
else:
a1 = a1.astype('F')
typ = 'F'
overwrite_a = overwrite_a or (_datanotshared(a1, a))
gees, = get_lapack_funcs(('gees',), (a1,))
if lwork is None or lwork == -1:
# get optimal work array
result = gees(lambda x: None, a, lwork=-1)
lwork = result[-2][0]
result = gees(lambda x: None, a, lwork=result[-2][0], overwrite_a=overwrite_a)
info = result[-1]
if info < 0:
raise ValueError('illegal value in %d-th argument of internal gees'
% -info)
elif info > 0:
raise LinAlgError("Schur form not found. Possibly ill-conditioned.")
return result[0], result[-3]
eps = numpy.finfo(float).eps
feps = numpy.finfo(single).eps
_array_kind = {'b':0, 'h':0, 'B': 0, 'i':0, 'l': 0, 'f': 0, 'd': 0, 'F': 1, 'D': 1}
_array_precision = {'i': 1, 'l': 1, 'f': 0, 'd': 1, 'F': 0, 'D': 1}
_array_type = [['f', 'd'], ['F', 'D']]
def _commonType(*arrays):
kind = 0
precision = 0
for a in arrays:
t = a.dtype.char
kind = max(kind, _array_kind[t])
precision = max(precision, _array_precision[t])
return _array_type[kind][precision]
def _castCopy(type, *arrays):
cast_arrays = ()
for a in arrays:
if a.dtype.char == type:
cast_arrays = cast_arrays + (a.copy(),)
else:
cast_arrays = cast_arrays + (a.astype(type),)
if len(cast_arrays) == 1:
return cast_arrays[0]
else:
return cast_arrays
def rsf2csf(T, Z):
"""Convert real Schur form to complex Schur form.
Convert a quasi-diagonal real-valued Schur form to the upper triangular
complex-valued Schur form.
Parameters
----------
T : array, shape (M, M)
Real Schur form of the original matrix
Z : array, shape (M, M)
Schur transformation matrix
Returns
-------
T : array, shape (M, M)
Complex Schur form of the original matrix
Z : array, shape (M, M)
Schur transformation matrix corresponding to the complex form
See also
--------
schur : Schur decompose a matrix
"""
Z, T = map(asarray_chkfinite, (Z, T))
if len(Z.shape) != 2 or Z.shape[0] != Z.shape[1]:
raise ValueError("matrix must be square.")
if len(T.shape) != 2 or T.shape[0] != T.shape[1]:
raise ValueError("matrix must be square.")
if T.shape[0] != Z.shape[0]:
raise ValueError("matrices must be same dimension.")
N = T.shape[0]
arr = numpy.array
t = _commonType(Z, T, arr([3.0],'F'))
Z, T = _castCopy(t, Z, T)
conj = numpy.conj
dot = numpy.dot
r_ = numpy.r_
transp = numpy.transpose
for m in range(N-1, 0, -1):
if abs(T[m,m-1]) > eps*(abs(T[m-1,m-1]) + abs(T[m,m])):
k = slice(m-1, m+1)
mu = eigvals(T[k,k]) - T[m,m]
r = misc.norm([mu[0], T[m,m-1]])
c = mu[0] / r
s = T[m,m-1] / r
G = r_[arr([[conj(c), s]], dtype=t), arr([[-s, c]], dtype=t)]
Gc = conj(transp(G))
j = slice(m-1, N)
T[k,j] = dot(G, T[k,j])
i = slice(0, m+1)
T[i,k] = dot(T[i,k], Gc)
i = slice(0, N)
Z[i,k] = dot(Z[i,k], Gc)
T[m,m-1] = 0.0;
return T, Z
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