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476 lines
11 KiB
476 lines
11 KiB
5 months ago
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from sympy.core.numbers import mod_inverse
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from .common import MatrixError, NonSquareMatrixError, NonInvertibleMatrixError
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from .utilities import _iszero
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def _pinv_full_rank(M):
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"""Subroutine for full row or column rank matrices.
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For full row rank matrices, inverse of ``A * A.H`` Exists.
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For full column rank matrices, inverse of ``A.H * A`` Exists.
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This routine can apply for both cases by checking the shape
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and have small decision.
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"""
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if M.is_zero_matrix:
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return M.H
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if M.rows >= M.cols:
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return M.H.multiply(M).inv().multiply(M.H)
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else:
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return M.H.multiply(M.multiply(M.H).inv())
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def _pinv_rank_decomposition(M):
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"""Subroutine for rank decomposition
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With rank decompositions, `A` can be decomposed into two full-
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rank matrices, and each matrix can take pseudoinverse
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individually.
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"""
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if M.is_zero_matrix:
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return M.H
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B, C = M.rank_decomposition()
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Bp = _pinv_full_rank(B)
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Cp = _pinv_full_rank(C)
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return Cp.multiply(Bp)
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def _pinv_diagonalization(M):
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"""Subroutine using diagonalization
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This routine can sometimes fail if SymPy's eigenvalue
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computation is not reliable.
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"""
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if M.is_zero_matrix:
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return M.H
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A = M
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AH = M.H
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try:
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if M.rows >= M.cols:
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P, D = AH.multiply(A).diagonalize(normalize=True)
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D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x)
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return P.multiply(D_pinv).multiply(P.H).multiply(AH)
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else:
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P, D = A.multiply(AH).diagonalize(
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normalize=True)
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D_pinv = D.applyfunc(lambda x: 0 if _iszero(x) else 1 / x)
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return AH.multiply(P).multiply(D_pinv).multiply(P.H)
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except MatrixError:
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raise NotImplementedError(
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'pinv for rank-deficient matrices where '
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'diagonalization of A.H*A fails is not supported yet.')
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def _pinv(M, method='RD'):
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"""Calculate the Moore-Penrose pseudoinverse of the matrix.
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The Moore-Penrose pseudoinverse exists and is unique for any matrix.
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If the matrix is invertible, the pseudoinverse is the same as the
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inverse.
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Parameters
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==========
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method : String, optional
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Specifies the method for computing the pseudoinverse.
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If ``'RD'``, Rank-Decomposition will be used.
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If ``'ED'``, Diagonalization will be used.
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Examples
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========
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Computing pseudoinverse by rank decomposition :
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>>> from sympy import Matrix
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>>> A = Matrix([[1, 2, 3], [4, 5, 6]])
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>>> A.pinv()
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Matrix([
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[-17/18, 4/9],
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[ -1/9, 1/9],
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[ 13/18, -2/9]])
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Computing pseudoinverse by diagonalization :
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>>> B = A.pinv(method='ED')
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>>> B.simplify()
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>>> B
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Matrix([
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[-17/18, 4/9],
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[ -1/9, 1/9],
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[ 13/18, -2/9]])
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See Also
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========
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inv
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pinv_solve
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References
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==========
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.. [1] https://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse
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"""
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# Trivial case: pseudoinverse of all-zero matrix is its transpose.
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if M.is_zero_matrix:
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return M.H
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if method == 'RD':
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return _pinv_rank_decomposition(M)
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elif method == 'ED':
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return _pinv_diagonalization(M)
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else:
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raise ValueError('invalid pinv method %s' % repr(method))
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def _inv_mod(M, m):
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r"""
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Returns the inverse of the matrix `K` (mod `m`), if it exists.
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Method to find the matrix inverse of `K` (mod `m`) implemented in this function:
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* Compute `\mathrm{adj}(K) = \mathrm{cof}(K)^t`, the adjoint matrix of `K`.
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* Compute `r = 1/\mathrm{det}(K) \pmod m`.
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* `K^{-1} = r\cdot \mathrm{adj}(K) \pmod m`.
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Examples
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========
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>>> from sympy import Matrix
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>>> A = Matrix(2, 2, [1, 2, 3, 4])
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>>> A.inv_mod(5)
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Matrix([
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[3, 1],
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[4, 2]])
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>>> A.inv_mod(3)
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Matrix([
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[1, 1],
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[0, 1]])
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"""
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if not M.is_square:
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raise NonSquareMatrixError()
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N = M.cols
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det_K = M.det()
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det_inv = None
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try:
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det_inv = mod_inverse(det_K, m)
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except ValueError:
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raise NonInvertibleMatrixError('Matrix is not invertible (mod %d)' % m)
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K_adj = M.adjugate()
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K_inv = M.__class__(N, N,
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[det_inv * K_adj[i, j] % m for i in range(N) for j in range(N)])
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return K_inv
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def _verify_invertible(M, iszerofunc=_iszero):
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"""Initial check to see if a matrix is invertible. Raises or returns
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determinant for use in _inv_ADJ."""
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if not M.is_square:
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raise NonSquareMatrixError("A Matrix must be square to invert.")
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d = M.det(method='berkowitz')
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zero = d.equals(0)
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if zero is None: # if equals() can't decide, will rref be able to?
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ok = M.rref(simplify=True)[0]
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zero = any(iszerofunc(ok[j, j]) for j in range(ok.rows))
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if zero:
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raise NonInvertibleMatrixError("Matrix det == 0; not invertible.")
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return d
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def _inv_ADJ(M, iszerofunc=_iszero):
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"""Calculates the inverse using the adjugate matrix and a determinant.
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See Also
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========
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inv
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inverse_GE
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inverse_LU
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inverse_CH
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inverse_LDL
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"""
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d = _verify_invertible(M, iszerofunc=iszerofunc)
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return M.adjugate() / d
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def _inv_GE(M, iszerofunc=_iszero):
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"""Calculates the inverse using Gaussian elimination.
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See Also
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========
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inv
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inverse_ADJ
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inverse_LU
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inverse_CH
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inverse_LDL
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"""
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from .dense import Matrix
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if not M.is_square:
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raise NonSquareMatrixError("A Matrix must be square to invert.")
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big = Matrix.hstack(M.as_mutable(), Matrix.eye(M.rows))
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red = big.rref(iszerofunc=iszerofunc, simplify=True)[0]
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if any(iszerofunc(red[j, j]) for j in range(red.rows)):
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raise NonInvertibleMatrixError("Matrix det == 0; not invertible.")
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return M._new(red[:, big.rows:])
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def _inv_LU(M, iszerofunc=_iszero):
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"""Calculates the inverse using LU decomposition.
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See Also
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========
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inv
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inverse_ADJ
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inverse_GE
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inverse_CH
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inverse_LDL
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"""
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if not M.is_square:
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raise NonSquareMatrixError("A Matrix must be square to invert.")
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if M.free_symbols:
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_verify_invertible(M, iszerofunc=iszerofunc)
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return M.LUsolve(M.eye(M.rows), iszerofunc=_iszero)
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def _inv_CH(M, iszerofunc=_iszero):
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"""Calculates the inverse using cholesky decomposition.
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See Also
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========
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inv
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inverse_ADJ
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inverse_GE
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inverse_LU
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inverse_LDL
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"""
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_verify_invertible(M, iszerofunc=iszerofunc)
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return M.cholesky_solve(M.eye(M.rows))
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def _inv_LDL(M, iszerofunc=_iszero):
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"""Calculates the inverse using LDL decomposition.
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See Also
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========
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inv
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inverse_ADJ
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inverse_GE
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inverse_LU
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inverse_CH
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"""
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_verify_invertible(M, iszerofunc=iszerofunc)
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return M.LDLsolve(M.eye(M.rows))
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def _inv_QR(M, iszerofunc=_iszero):
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"""Calculates the inverse using QR decomposition.
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See Also
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========
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inv
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inverse_ADJ
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inverse_GE
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inverse_CH
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inverse_LDL
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"""
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_verify_invertible(M, iszerofunc=iszerofunc)
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return M.QRsolve(M.eye(M.rows))
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def _inv_block(M, iszerofunc=_iszero):
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"""Calculates the inverse using BLOCKWISE inversion.
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See Also
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========
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inv
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inverse_ADJ
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inverse_GE
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inverse_CH
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inverse_LDL
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"""
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from sympy.matrices.expressions.blockmatrix import BlockMatrix
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i = M.shape[0]
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if i <= 20 :
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return M.inv(method="LU", iszerofunc=_iszero)
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A = M[:i // 2, :i //2]
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B = M[:i // 2, i // 2:]
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C = M[i // 2:, :i // 2]
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D = M[i // 2:, i // 2:]
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try:
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D_inv = _inv_block(D)
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except NonInvertibleMatrixError:
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return M.inv(method="LU", iszerofunc=_iszero)
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B_D_i = B*D_inv
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BDC = B_D_i*C
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A_n = A - BDC
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try:
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A_n = _inv_block(A_n)
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except NonInvertibleMatrixError:
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return M.inv(method="LU", iszerofunc=_iszero)
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B_n = -A_n*B_D_i
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dc = D_inv*C
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C_n = -dc*A_n
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D_n = D_inv + dc*-B_n
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nn = BlockMatrix([[A_n, B_n], [C_n, D_n]]).as_explicit()
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return nn
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def _inv(M, method=None, iszerofunc=_iszero, try_block_diag=False):
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"""
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Return the inverse of a matrix using the method indicated. Default for
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dense matrices is is Gauss elimination, default for sparse matrices is LDL.
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Parameters
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==========
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method : ('GE', 'LU', 'ADJ', 'CH', 'LDL')
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iszerofunc : function, optional
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Zero-testing function to use.
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try_block_diag : bool, optional
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If True then will try to form block diagonal matrices using the
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method get_diag_blocks(), invert these individually, and then
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reconstruct the full inverse matrix.
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Examples
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========
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>>> from sympy import SparseMatrix, Matrix
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>>> A = SparseMatrix([
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... [ 2, -1, 0],
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... [-1, 2, -1],
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... [ 0, 0, 2]])
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>>> A.inv('CH')
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Matrix([
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[2/3, 1/3, 1/6],
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[1/3, 2/3, 1/3],
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[ 0, 0, 1/2]])
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>>> A.inv(method='LDL') # use of 'method=' is optional
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Matrix([
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[2/3, 1/3, 1/6],
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[1/3, 2/3, 1/3],
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[ 0, 0, 1/2]])
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>>> A * _
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Matrix([
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[1, 0, 0],
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[0, 1, 0],
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[0, 0, 1]])
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>>> A = Matrix(A)
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>>> A.inv('CH')
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Matrix([
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[2/3, 1/3, 1/6],
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[1/3, 2/3, 1/3],
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[ 0, 0, 1/2]])
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>>> A.inv('ADJ') == A.inv('GE') == A.inv('LU') == A.inv('CH') == A.inv('LDL') == A.inv('QR')
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True
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Notes
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=====
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According to the ``method`` keyword, it calls the appropriate method:
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GE .... inverse_GE(); default for dense matrices
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LU .... inverse_LU()
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ADJ ... inverse_ADJ()
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CH ... inverse_CH()
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LDL ... inverse_LDL(); default for sparse matrices
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QR ... inverse_QR()
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Note, the GE and LU methods may require the matrix to be simplified
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before it is inverted in order to properly detect zeros during
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pivoting. In difficult cases a custom zero detection function can
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be provided by setting the ``iszerofunc`` argument to a function that
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should return True if its argument is zero. The ADJ routine computes
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the determinant and uses that to detect singular matrices in addition
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to testing for zeros on the diagonal.
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See Also
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========
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inverse_ADJ
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inverse_GE
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inverse_LU
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inverse_CH
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inverse_LDL
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Raises
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======
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ValueError
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If the determinant of the matrix is zero.
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"""
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from sympy.matrices import diag, SparseMatrix
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if method is None:
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method = 'LDL' if isinstance(M, SparseMatrix) else 'GE'
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if try_block_diag:
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blocks = M.get_diag_blocks()
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r = []
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for block in blocks:
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r.append(block.inv(method=method, iszerofunc=iszerofunc))
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return diag(*r)
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if method == "GE":
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rv = M.inverse_GE(iszerofunc=iszerofunc)
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elif method == "LU":
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rv = M.inverse_LU(iszerofunc=iszerofunc)
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elif method == "ADJ":
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rv = M.inverse_ADJ(iszerofunc=iszerofunc)
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elif method == "CH":
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rv = M.inverse_CH(iszerofunc=iszerofunc)
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elif method == "LDL":
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rv = M.inverse_LDL(iszerofunc=iszerofunc)
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elif method == "QR":
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rv = M.inverse_QR(iszerofunc=iszerofunc)
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elif method == "BLOCK":
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rv = M.inverse_BLOCK(iszerofunc=iszerofunc)
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else:
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raise ValueError("Inversion method unrecognized")
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||
|
return M._new(rv)
|