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decomp.py
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decomp.py
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#
# Author: Pearu Peterson, March 2002
#
# additions by Travis Oliphant, March 2002
# additions by Eric Jones, June 2002
# additions by Johannes Loehnert, June 2006
# additions by Bart Vandereycken, June 2006
# additions by Andrew D Straw, May 2007
# additions by Tiziano Zito, November 2008
#
# April 2010: Functions for LU, QR, SVD, Schur and Cholesky decompositions were
# moved to their own files. Still in this file are functions for eigenstuff
# and for the Hessenberg form.
from __future__ import division, print_function, absolute_import
__all__ = ['eig', 'eigvals', 'eigh', 'eigvalsh',
'eig_banded', 'eigvals_banded',
'eigh_tridiagonal', 'eigvalsh_tridiagonal', 'hessenberg', 'cdf2rdf']
import numpy
from numpy import (array, isfinite, inexact, nonzero, iscomplexobj, cast,
flatnonzero, conj, asarray, argsort, empty, newaxis,
argwhere, iscomplex, eye, zeros, einsum)
# Local imports
from scipy._lib.six import xrange
from scipy._lib._util import _asarray_validated
from scipy._lib.six import string_types
from .misc import LinAlgError, _datacopied, norm
from .lapack import get_lapack_funcs, _compute_lwork
_I = cast['F'](1j)
def _make_complex_eigvecs(w, vin, dtype):
"""
Produce complex-valued eigenvectors from LAPACK DGGEV real-valued output
"""
# - see LAPACK man page DGGEV at ALPHAI
v = numpy.array(vin, dtype=dtype)
m = (w.imag > 0)
m[:-1] |= (w.imag[1:] < 0) # workaround for LAPACK bug, cf. ticket #709
for i in flatnonzero(m):
v.imag[:, i] = vin[:, i+1]
conj(v[:, i], v[:, i+1])
return v
def _make_eigvals(alpha, beta, homogeneous_eigvals):
if homogeneous_eigvals:
if beta is None:
return numpy.vstack((alpha, numpy.ones_like(alpha)))
else:
return numpy.vstack((alpha, beta))
else:
if beta is None:
return alpha
else:
w = numpy.empty_like(alpha)
alpha_zero = (alpha == 0)
beta_zero = (beta == 0)
beta_nonzero = ~beta_zero
w[beta_nonzero] = alpha[beta_nonzero]/beta[beta_nonzero]
# Use numpy.inf for complex values too since
# 1/numpy.inf = 0, i.e. it correctly behaves as projective
# infinity.
w[~alpha_zero & beta_zero] = numpy.inf
if numpy.all(alpha.imag == 0):
w[alpha_zero & beta_zero] = numpy.nan
else:
w[alpha_zero & beta_zero] = complex(numpy.nan, numpy.nan)
return w
def _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
homogeneous_eigvals):
ggev, = get_lapack_funcs(('ggev',), (a1, b1))
cvl, cvr = left, right
res = ggev(a1, b1, lwork=-1)
lwork = res[-2][0].real.astype(numpy.int)
if ggev.typecode in 'cz':
alpha, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr, lwork,
overwrite_a, overwrite_b)
w = _make_eigvals(alpha, beta, homogeneous_eigvals)
else:
alphar, alphai, beta, vl, vr, work, info = ggev(a1, b1, cvl, cvr,
lwork, overwrite_a,
overwrite_b)
alpha = alphar + _I * alphai
w = _make_eigvals(alpha, beta, homogeneous_eigvals)
_check_info(info, 'generalized eig algorithm (ggev)')
only_real = numpy.all(w.imag == 0.0)
if not (ggev.typecode in 'cz' or only_real):
t = w.dtype.char
if left:
vl = _make_complex_eigvecs(w, vl, t)
if right:
vr = _make_complex_eigvecs(w, vr, t)
# the eigenvectors returned by the lapack function are NOT normalized
for i in xrange(vr.shape[0]):
if right:
vr[:, i] /= norm(vr[:, i])
if left:
vl[:, i] /= norm(vl[:, i])
if not (left or right):
return w
if left:
if right:
return w, vl, vr
return w, vl
return w, vr
def eig(a, b=None, left=False, right=True, overwrite_a=False,
overwrite_b=False, check_finite=True, homogeneous_eigvals=False):
"""
Solve an ordinary or generalized eigenvalue problem of a square matrix.
Find eigenvalues w and right or left eigenvectors of a general matrix::
a vr[:,i] = w[i] b vr[:,i]
a.H vl[:,i] = w[i].conj() b.H vl[:,i]
where ``.H`` is the Hermitian conjugation.
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.
Default is None, identity matrix is assumed.
left : bool, optional
Whether to calculate and return left eigenvectors. Default is False.
right : bool, optional
Whether to calculate and return right eigenvectors. Default is True.
overwrite_a : bool, optional
Whether to overwrite `a`; may improve performance. Default is False.
overwrite_b : bool, optional
Whether to overwrite `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.
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. The shape is (M,) unless
``homogeneous_eigvals=True``.
vl : (M, M) double or complex ndarray
The normalized left eigenvector corresponding to the eigenvalue
``w[i]`` is the column vl[:,i]. Only returned if ``left=True``.
vr : (M, M) double or complex ndarray
The normalized right eigenvector corresponding to the eigenvalue
``w[i]`` is the column ``vr[:,i]``. Only returned if ``right=True``.
Raises
------
LinAlgError
If eigenvalue computation does not converge.
See Also
--------
eigvals : eigenvalues of general arrays
eigh : Eigenvalues and right eigenvectors for symmetric/Hermitian arrays.
eig_banded : eigenvalues and right eigenvectors for symmetric/Hermitian
band matrices
eigh_tridiagonal : eigenvalues and right eiegenvectors for
symmetric/Hermitian tridiagonal matrices
Examples
--------
>>> 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]])
>>> a = np.array([[0., -1.], [1., 0.]])
>>> linalg.eigvals(a) == linalg.eig(a)[0]
array([ True, True])
>>> linalg.eig(a, left=True, right=False)[1] # normalized left eigenvector
array([[-0.70710678+0.j , -0.70710678-0.j ],
[-0. +0.70710678j, -0. -0.70710678j]])
>>> linalg.eig(a, left=False, right=True)[1] # normalized right eigenvector
array([[0.70710678+0.j , 0.70710678-0.j ],
[0. -0.70710678j, 0. +0.70710678j]])
"""
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 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 matrix')
if b1.shape != a1.shape:
raise ValueError('a and b must have the same shape')
return _geneig(a1, b1, left, right, overwrite_a, overwrite_b,
homogeneous_eigvals)
geev, geev_lwork = get_lapack_funcs(('geev', 'geev_lwork'), (a1,))
compute_vl, compute_vr = left, right
lwork = _compute_lwork(geev_lwork, a1.shape[0],
compute_vl=compute_vl,
compute_vr=compute_vr)
if geev.typecode in 'cz':
w, vl, vr, info = geev(a1, lwork=lwork,
compute_vl=compute_vl,
compute_vr=compute_vr,
overwrite_a=overwrite_a)
w = _make_eigvals(w, None, homogeneous_eigvals)
else:
wr, wi, vl, vr, info = geev(a1, lwork=lwork,
compute_vl=compute_vl,
compute_vr=compute_vr,
overwrite_a=overwrite_a)
t = {'f': 'F', 'd': 'D'}[wr.dtype.char]
w = wr + _I * wi
w = _make_eigvals(w, None, homogeneous_eigvals)
_check_info(info, 'eig algorithm (geev)',
positive='did not converge (only eigenvalues '
'with order >= %d have converged)')
only_real = numpy.all(w.imag == 0.0)
if not (geev.typecode in 'cz' or only_real):
t = w.dtype.char
if left:
vl = _make_complex_eigvecs(w, vl, t)
if right:
vr = _make_complex_eigvecs(w, vr, t)
if not (left or right):
return w
if left:
if right:
return w, vl, vr
return w, vl
return w, vr
def eigh(a, b=None, lower=True, eigvals_only=False, overwrite_a=False,
overwrite_b=False, turbo=True, eigvals=None, type=1,
check_finite=True):
"""
Solve an ordinary or generalized eigenvalue problem for a complex
Hermitian or real symmetric matrix.
Find eigenvalues w and optionally eigenvectors v of matrix `a`, where
`b` is positive definite::
a v[:,i] = w[i] b v[:,i]
v[i,:].conj() a v[:,i] = w[i]
v[i,:].conj() b v[:,i] = 1
Parameters
----------
a : (M, M) array_like
A complex Hermitian or real symmetric matrix whose eigenvalues and
eigenvectors 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`. (Default: lower)
eigvals_only : bool, optional
Whether to calculate only eigenvalues and no eigenvectors.
(Default: both are calculated)
turbo : bool, optional
Use divide and conquer algorithm (faster but expensive in memory,
only for generalized eigenvalue problem and if eigvals=None)
eigvals : tuple (lo, hi), optional
Indexes of the smallest and largest (in ascending order) eigenvalues
and corresponding eigenvectors to be returned: 0 <= lo <= hi <= M-1.
If omitted, all eigenvalues and eigenvectors are returned.
type : int, optional
Specifies the problem type to be solved:
type = 1: a v[:,i] = w[i] b v[:,i]
type = 2: a b v[:,i] = w[i] v[:,i]
type = 3: b a v[:,i] = w[i] v[:,i]
overwrite_a : bool, optional
Whether to overwrite data in `a` (may improve performance)
overwrite_b : bool, optional
Whether to overwrite data in `b` (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.
Returns
-------
w : (N,) float ndarray
The N (1<=N<=M) selected eigenvalues, in ascending order, each
repeated according to its multiplicity.
v : (M, N) complex ndarray
(if eigvals_only == False)
The normalized selected eigenvector corresponding to the
eigenvalue w[i] is the column v[:,i].
Normalization:
type 1 and 3: v.conj() a v = w
type 2: inv(v).conj() a inv(v) = w
type = 1 or 2: v.conj() b v = I
type = 3: v.conj() inv(b) v = I
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 is 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 : eigenvalues and right eigenvectors for symmetric/Hermitian 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.
Examples
--------
>>> 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
"""
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 iscomplexobj(a1):
cplx = True
else:
cplx = False
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 matrix')
if b1.shape != a1.shape:
raise ValueError("wrong b dimensions %s, should "
"be %s" % (str(b1.shape), str(a1.shape)))
if iscomplexobj(b1):
cplx = True
else:
cplx = cplx or False
else:
b1 = None
# Set job for fortran routines
_job = (eigvals_only and 'N') or 'V'
# port eigenvalue range from python to fortran convention
if eigvals is not None:
lo, hi = eigvals
if lo < 0 or hi >= a1.shape[0]:
raise ValueError('The eigenvalue range specified is not valid.\n'
'Valid range is [%s,%s]' % (0, a1.shape[0]-1))
lo += 1
hi += 1
eigvals = (lo, hi)
# set lower
if lower:
uplo = 'L'
else:
uplo = 'U'
# fix prefix for lapack routines
if cplx:
pfx = 'he'
else:
pfx = 'sy'
# Standard Eigenvalue Problem
# Use '*evr' routines
# FIXME: implement calculation of optimal lwork
# for all lapack routines
if b1 is None:
driver = pfx+'evr'
(evr,) = get_lapack_funcs((driver,), (a1,))
if eigvals is None:
w, v, info = evr(a1, uplo=uplo, jobz=_job, range="A", il=1,
iu=a1.shape[0], overwrite_a=overwrite_a)
else:
(lo, hi) = eigvals
w_tot, v, info = evr(a1, uplo=uplo, jobz=_job, range="I",
il=lo, iu=hi, overwrite_a=overwrite_a)
w = w_tot[0:hi-lo+1]
# Generalized Eigenvalue Problem
else:
# Use '*gvx' routines if range is specified
if eigvals is not None:
driver = pfx+'gvx'
(gvx,) = get_lapack_funcs((driver,), (a1, b1))
(lo, hi) = eigvals
w_tot, v, ifail, info = gvx(a1, b1, uplo=uplo, iu=hi,
itype=type, jobz=_job, il=lo,
overwrite_a=overwrite_a,
overwrite_b=overwrite_b)
w = w_tot[0:hi-lo+1]
# Use '*gvd' routine if turbo is on and no eigvals are specified
elif turbo:
driver = pfx+'gvd'
(gvd,) = get_lapack_funcs((driver,), (a1, b1))
v, w, info = gvd(a1, b1, uplo=uplo, itype=type, jobz=_job,
overwrite_a=overwrite_a,
overwrite_b=overwrite_b)
# Use '*gv' routine if turbo is off and no eigvals are specified
else:
driver = pfx+'gv'
(gv,) = get_lapack_funcs((driver,), (a1, b1))
v, w, info = gv(a1, b1, uplo=uplo, itype=type, jobz=_job,
overwrite_a=overwrite_a,
overwrite_b=overwrite_b)
# Check if we had a successful exit
if info == 0:
if eigvals_only:
return w
else:
return w, v
_check_info(info, driver, positive=False) # triage more specifically
if info > 0 and b1 is None:
raise LinAlgError("unrecoverable internal error.")
# The algorithm failed to converge.
elif 0 < info <= b1.shape[0]:
if eigvals is not None:
raise LinAlgError("the eigenvectors %s failed to"
" converge." % nonzero(ifail)-1)
else:
raise LinAlgError("internal fortran routine failed to converge: "
"%i off-diagonal elements of an "
"intermediate tridiagonal form did not converge"
" to zero." % info)
# This occurs when b is not positive definite
else:
raise LinAlgError("the leading minor of order %i"
" of 'b' is not positive definite. The"
" factorization of 'b' could not be completed"
" and no eigenvalues or eigenvectors were"
" computed." % (info-b1.shape[0]))
_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, string_types):
select = select.lower()
try:
select = _conv_dict[select]
except KeyError:
raise ValueError('invalid argument for select')
vl, vu = 0., 1.
il = iu = 1
if select != 0: # (non-all)
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: # (value)
vl, vu = sr
if max_ev == 0:
max_ev = max_len
else: # 2 (index)
if sr.dtype.char.lower() not in 'hilqp':
raise ValueError('when using select="i", select_range must '
'contain integers, got dtype %s (%s)'
% (sr.dtype, sr.dtype.char))
# translate Python (0 ... N-1) into Fortran (1 ... N) with + 1
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].
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 eiegenvectors for
symmetric/Hermitian tridiagonal matrices
Examples
--------
>>> 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 two-dimensional array')
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':
# FIXME: implement this somewhen, for now go with builtin values
# FIXME: calc optimal lwork by calling ?hbevd(lwork=-1)
# or by using calc_lwork.f ???
# lwork = calc_lwork.hbevd(bevd.typecode, a1.shape[0], lower)
internal_name = 'hbevd'
else: # a1.dtype.char in 'fd':
# FIXME: implement this somewhen, for now go with builtin values
# see above
# lwork = calc_lwork.sbevd(bevd.typecode, a1.shape[0], lower)
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: # select in [1, 2]
if eigvals_only:
max_ev = 1
# calculate optimal abstol for dsbevx (see manpage)
if a1.dtype.char in 'fF': # single precision
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: # a1.dtype.char in 'gfd'
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)
# crop off w and v
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
--------
>>> 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, turbo=True, eigvals=None, type=1,
check_finite=True):
"""
Solve an ordinary or generalized eigenvalue problem for a complex
Hermitian or real symmetric matrix.
Find eigenvalues w of matrix a, where b is positive definite::
a v[:,i] = w[i] b v[:,i]
v[i,:].conj() a v[:,i] = w[i]
v[i,:].conj() b v[:,i] = 1
Parameters
----------
a : (M, M) array_like
A complex Hermitian or real symmetric matrix whose eigenvalues and
eigenvectors 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`. (Default: lower)
turbo : bool, optional
Use divide and conquer algorithm (faster but expensive in memory,
only for generalized eigenvalue problem and if eigvals=None)
eigvals : tuple (lo, hi), optional
Indexes of the smallest and largest (in ascending order) eigenvalues
and corresponding eigenvectors to be returned: 0 <= lo < hi <= M-1.
If omitted, all eigenvalues and eigenvectors are returned.
type : int, optional
Specifies the problem type to be solved:
type = 1: a v[:,i] = w[i] b v[:,i]
type = 2: a b v[:,i] = w[i] v[:,i]
type = 3: b a v[:,i] = w[i] v[:,i]
overwrite_a : bool, optional
Whether to overwrite data in `a` (may improve performance)
overwrite_b : bool, optional
Whether to overwrite data in `b` (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.
Returns
-------
w : (N,) float ndarray
The N (1<=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 is 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.
Examples
--------
>>> 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,
turbo=turbo, eigvals=eigvals, type=type,
check_finite=check_finite)
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
--------
>>> 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'``