You can not select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.

980 lines
31 KiB

from sympy.assumptions.ask import (Q, ask)
from sympy.core import Basic, Add, Mul, S
from sympy.core.sympify import _sympify
from sympy.functions import adjoint
from sympy.functions.elementary.complexes import re, im
from sympy.strategies import typed, exhaust, condition, do_one, unpack
from sympy.strategies.traverse import bottom_up
from sympy.utilities.iterables import is_sequence, sift
from sympy.utilities.misc import filldedent
from sympy.matrices import Matrix, ShapeError
from sympy.matrices.common import NonInvertibleMatrixError
from sympy.matrices.expressions.determinant import det, Determinant
from sympy.matrices.expressions.inverse import Inverse
from sympy.matrices.expressions.matadd import MatAdd
from sympy.matrices.expressions.matexpr import MatrixExpr, MatrixElement
from sympy.matrices.expressions.matmul import MatMul
from sympy.matrices.expressions.matpow import MatPow
from sympy.matrices.expressions.slice import MatrixSlice
from sympy.matrices.expressions.special import ZeroMatrix, Identity
from sympy.matrices.expressions.trace import trace
from sympy.matrices.expressions.transpose import Transpose, transpose
class BlockMatrix(MatrixExpr):
"""A BlockMatrix is a Matrix comprised of other matrices.
The submatrices are stored in a SymPy Matrix object but accessed as part of
a Matrix Expression
>>> from sympy import (MatrixSymbol, BlockMatrix, symbols,
... Identity, ZeroMatrix, block_collapse)
>>> n,m,l = symbols('n m l')
>>> X = MatrixSymbol('X', n, n)
>>> Y = MatrixSymbol('Y', m, m)
>>> Z = MatrixSymbol('Z', n, m)
>>> B = BlockMatrix([[X, Z], [ZeroMatrix(m,n), Y]])
>>> print(B)
Matrix([
[X, Z],
[0, Y]])
>>> C = BlockMatrix([[Identity(n), Z]])
>>> print(C)
Matrix([[I, Z]])
>>> print(block_collapse(C*B))
Matrix([[X, Z + Z*Y]])
Some matrices might be comprised of rows of blocks with
the matrices in each row having the same height and the
rows all having the same total number of columns but
not having the same number of columns for each matrix
in each row. In this case, the matrix is not a block
matrix and should be instantiated by Matrix.
>>> from sympy import ones, Matrix
>>> dat = [
... [ones(3,2), ones(3,3)*2],
... [ones(2,3)*3, ones(2,2)*4]]
...
>>> BlockMatrix(dat)
Traceback (most recent call last):
...
ValueError:
Although this matrix is comprised of blocks, the blocks do not fill
the matrix in a size-symmetric fashion. To create a full matrix from
these arguments, pass them directly to Matrix.
>>> Matrix(dat)
Matrix([
[1, 1, 2, 2, 2],
[1, 1, 2, 2, 2],
[1, 1, 2, 2, 2],
[3, 3, 3, 4, 4],
[3, 3, 3, 4, 4]])
See Also
========
sympy.matrices.matrices.MatrixBase.irregular
"""
def __new__(cls, *args, **kwargs):
from sympy.matrices.immutable import ImmutableDenseMatrix
isMat = lambda i: getattr(i, 'is_Matrix', False)
if len(args) != 1 or \
not is_sequence(args[0]) or \
len({isMat(r) for r in args[0]}) != 1:
raise ValueError(filldedent('''
expecting a sequence of 1 or more rows
containing Matrices.'''))
rows = args[0] if args else []
if not isMat(rows):
if rows and isMat(rows[0]):
rows = [rows] # rows is not list of lists or []
# regularity check
# same number of matrices in each row
blocky = ok = len({len(r) for r in rows}) == 1
if ok:
# same number of rows for each matrix in a row
for r in rows:
ok = len({i.rows for i in r}) == 1
if not ok:
break
blocky = ok
if ok:
# same number of cols for each matrix in each col
for c in range(len(rows[0])):
ok = len({rows[i][c].cols
for i in range(len(rows))}) == 1
if not ok:
break
if not ok:
# same total cols in each row
ok = len({
sum([i.cols for i in r]) for r in rows}) == 1
if blocky and ok:
raise ValueError(filldedent('''
Although this matrix is comprised of blocks,
the blocks do not fill the matrix in a
size-symmetric fashion. To create a full matrix
from these arguments, pass them directly to
Matrix.'''))
raise ValueError(filldedent('''
When there are not the same number of rows in each
row's matrices or there are not the same number of
total columns in each row, the matrix is not a
block matrix. If this matrix is known to consist of
blocks fully filling a 2-D space then see
Matrix.irregular.'''))
mat = ImmutableDenseMatrix(rows, evaluate=False)
obj = Basic.__new__(cls, mat)
return obj
@property
def shape(self):
numrows = numcols = 0
M = self.blocks
for i in range(M.shape[0]):
numrows += M[i, 0].shape[0]
for i in range(M.shape[1]):
numcols += M[0, i].shape[1]
return (numrows, numcols)
@property
def blockshape(self):
return self.blocks.shape
@property
def blocks(self):
return self.args[0]
@property
def rowblocksizes(self):
return [self.blocks[i, 0].rows for i in range(self.blockshape[0])]
@property
def colblocksizes(self):
return [self.blocks[0, i].cols for i in range(self.blockshape[1])]
def structurally_equal(self, other):
return (isinstance(other, BlockMatrix)
and self.shape == other.shape
and self.blockshape == other.blockshape
and self.rowblocksizes == other.rowblocksizes
and self.colblocksizes == other.colblocksizes)
def _blockmul(self, other):
if (isinstance(other, BlockMatrix) and
self.colblocksizes == other.rowblocksizes):
return BlockMatrix(self.blocks*other.blocks)
return self * other
def _blockadd(self, other):
if (isinstance(other, BlockMatrix)
and self.structurally_equal(other)):
return BlockMatrix(self.blocks + other.blocks)
return self + other
def _eval_transpose(self):
# Flip all the individual matrices
matrices = [transpose(matrix) for matrix in self.blocks]
# Make a copy
M = Matrix(self.blockshape[0], self.blockshape[1], matrices)
# Transpose the block structure
M = M.transpose()
return BlockMatrix(M)
def _eval_adjoint(self):
# Adjoint all the individual matrices
matrices = [adjoint(matrix) for matrix in self.blocks]
# Make a copy
M = Matrix(self.blockshape[0], self.blockshape[1], matrices)
# Transpose the block structure
M = M.transpose()
return BlockMatrix(M)
def _eval_trace(self):
if self.rowblocksizes == self.colblocksizes:
return Add(*[trace(self.blocks[i, i])
for i in range(self.blockshape[0])])
raise NotImplementedError(
"Can't perform trace of irregular blockshape")
def _eval_determinant(self):
if self.blockshape == (1, 1):
return det(self.blocks[0, 0])
if self.blockshape == (2, 2):
[[A, B],
[C, D]] = self.blocks.tolist()
if ask(Q.invertible(A)):
return det(A)*det(D - C*A.I*B)
elif ask(Q.invertible(D)):
return det(D)*det(A - B*D.I*C)
return Determinant(self)
def _eval_as_real_imag(self):
real_matrices = [re(matrix) for matrix in self.blocks]
real_matrices = Matrix(self.blockshape[0], self.blockshape[1], real_matrices)
im_matrices = [im(matrix) for matrix in self.blocks]
im_matrices = Matrix(self.blockshape[0], self.blockshape[1], im_matrices)
return (BlockMatrix(real_matrices), BlockMatrix(im_matrices))
def transpose(self):
"""Return transpose of matrix.
Examples
========
>>> from sympy import MatrixSymbol, BlockMatrix, ZeroMatrix
>>> from sympy.abc import m, n
>>> X = MatrixSymbol('X', n, n)
>>> Y = MatrixSymbol('Y', m, m)
>>> Z = MatrixSymbol('Z', n, m)
>>> B = BlockMatrix([[X, Z], [ZeroMatrix(m,n), Y]])
>>> B.transpose()
Matrix([
[X.T, 0],
[Z.T, Y.T]])
>>> _.transpose()
Matrix([
[X, Z],
[0, Y]])
"""
return self._eval_transpose()
def schur(self, mat = 'A', generalized = False):
"""Return the Schur Complement of the 2x2 BlockMatrix
Parameters
==========
mat : String, optional
The matrix with respect to which the
Schur Complement is calculated. 'A' is
used by default
generalized : bool, optional
If True, returns the generalized Schur
Component which uses Moore-Penrose Inverse
Examples
========
>>> from sympy import symbols, MatrixSymbol, BlockMatrix
>>> m, n = symbols('m n')
>>> A = MatrixSymbol('A', n, n)
>>> B = MatrixSymbol('B', n, m)
>>> C = MatrixSymbol('C', m, n)
>>> D = MatrixSymbol('D', m, m)
>>> X = BlockMatrix([[A, B], [C, D]])
The default Schur Complement is evaluated with "A"
>>> X.schur()
-C*A**(-1)*B + D
>>> X.schur('D')
A - B*D**(-1)*C
Schur complement with non-invertible matrices is not
defined. Instead, the generalized Schur complement can
be calculated which uses the Moore-Penrose Inverse. To
achieve this, `generalized` must be set to `True`
>>> X.schur('B', generalized=True)
C - D*(B.T*B)**(-1)*B.T*A
>>> X.schur('C', generalized=True)
-A*(C.T*C)**(-1)*C.T*D + B
Returns
=======
M : Matrix
The Schur Complement Matrix
Raises
======
ShapeError
If the block matrix is not a 2x2 matrix
NonInvertibleMatrixError
If given matrix is non-invertible
References
==========
.. [1] Wikipedia Article on Schur Component : https://en.wikipedia.org/wiki/Schur_complement
See Also
========
sympy.matrices.matrices.MatrixBase.pinv
"""
if self.blockshape == (2, 2):
[[A, B],
[C, D]] = self.blocks.tolist()
d={'A' : A, 'B' : B, 'C' : C, 'D' : D}
try:
inv = (d[mat].T*d[mat]).inv()*d[mat].T if generalized else d[mat].inv()
if mat == 'A':
return D - C * inv * B
elif mat == 'B':
return C - D * inv * A
elif mat == 'C':
return B - A * inv * D
elif mat == 'D':
return A - B * inv * C
#For matrices where no sub-matrix is square
return self
except NonInvertibleMatrixError:
raise NonInvertibleMatrixError('The given matrix is not invertible. Please set generalized=True \
to compute the generalized Schur Complement which uses Moore-Penrose Inverse')
else:
raise ShapeError('Schur Complement can only be calculated for 2x2 block matrices')
def LDUdecomposition(self):
"""Returns the Block LDU decomposition of
a 2x2 Block Matrix
Returns
=======
(L, D, U) : Matrices
L : Lower Diagonal Matrix
D : Diagonal Matrix
U : Upper Diagonal Matrix
Examples
========
>>> from sympy import symbols, MatrixSymbol, BlockMatrix, block_collapse
>>> m, n = symbols('m n')
>>> A = MatrixSymbol('A', n, n)
>>> B = MatrixSymbol('B', n, m)
>>> C = MatrixSymbol('C', m, n)
>>> D = MatrixSymbol('D', m, m)
>>> X = BlockMatrix([[A, B], [C, D]])
>>> L, D, U = X.LDUdecomposition()
>>> block_collapse(L*D*U)
Matrix([
[A, B],
[C, D]])
Raises
======
ShapeError
If the block matrix is not a 2x2 matrix
NonInvertibleMatrixError
If the matrix "A" is non-invertible
See Also
========
sympy.matrices.expressions.blockmatrix.BlockMatrix.UDLdecomposition
sympy.matrices.expressions.blockmatrix.BlockMatrix.LUdecomposition
"""
if self.blockshape == (2,2):
[[A, B],
[C, D]] = self.blocks.tolist()
try:
AI = A.I
except NonInvertibleMatrixError:
raise NonInvertibleMatrixError('Block LDU decomposition cannot be calculated when\
"A" is singular')
Ip = Identity(B.shape[0])
Iq = Identity(B.shape[1])
Z = ZeroMatrix(*B.shape)
L = BlockMatrix([[Ip, Z], [C*AI, Iq]])
D = BlockDiagMatrix(A, self.schur())
U = BlockMatrix([[Ip, AI*B],[Z.T, Iq]])
return L, D, U
else:
raise ShapeError("Block LDU decomposition is supported only for 2x2 block matrices")
def UDLdecomposition(self):
"""Returns the Block UDL decomposition of
a 2x2 Block Matrix
Returns
=======
(U, D, L) : Matrices
U : Upper Diagonal Matrix
D : Diagonal Matrix
L : Lower Diagonal Matrix
Examples
========
>>> from sympy import symbols, MatrixSymbol, BlockMatrix, block_collapse
>>> m, n = symbols('m n')
>>> A = MatrixSymbol('A', n, n)
>>> B = MatrixSymbol('B', n, m)
>>> C = MatrixSymbol('C', m, n)
>>> D = MatrixSymbol('D', m, m)
>>> X = BlockMatrix([[A, B], [C, D]])
>>> U, D, L = X.UDLdecomposition()
>>> block_collapse(U*D*L)
Matrix([
[A, B],
[C, D]])
Raises
======
ShapeError
If the block matrix is not a 2x2 matrix
NonInvertibleMatrixError
If the matrix "D" is non-invertible
See Also
========
sympy.matrices.expressions.blockmatrix.BlockMatrix.LDUdecomposition
sympy.matrices.expressions.blockmatrix.BlockMatrix.LUdecomposition
"""
if self.blockshape == (2,2):
[[A, B],
[C, D]] = self.blocks.tolist()
try:
DI = D.I
except NonInvertibleMatrixError:
raise NonInvertibleMatrixError('Block UDL decomposition cannot be calculated when\
"D" is singular')
Ip = Identity(A.shape[0])
Iq = Identity(B.shape[1])
Z = ZeroMatrix(*B.shape)
U = BlockMatrix([[Ip, B*DI], [Z.T, Iq]])
D = BlockDiagMatrix(self.schur('D'), D)
L = BlockMatrix([[Ip, Z],[DI*C, Iq]])
return U, D, L
else:
raise ShapeError("Block UDL decomposition is supported only for 2x2 block matrices")
def LUdecomposition(self):
"""Returns the Block LU decomposition of
a 2x2 Block Matrix
Returns
=======
(L, U) : Matrices
L : Lower Diagonal Matrix
U : Upper Diagonal Matrix
Examples
========
>>> from sympy import symbols, MatrixSymbol, BlockMatrix, block_collapse
>>> m, n = symbols('m n')
>>> A = MatrixSymbol('A', n, n)
>>> B = MatrixSymbol('B', n, m)
>>> C = MatrixSymbol('C', m, n)
>>> D = MatrixSymbol('D', m, m)
>>> X = BlockMatrix([[A, B], [C, D]])
>>> L, U = X.LUdecomposition()
>>> block_collapse(L*U)
Matrix([
[A, B],
[C, D]])
Raises
======
ShapeError
If the block matrix is not a 2x2 matrix
NonInvertibleMatrixError
If the matrix "A" is non-invertible
See Also
========
sympy.matrices.expressions.blockmatrix.BlockMatrix.UDLdecomposition
sympy.matrices.expressions.blockmatrix.BlockMatrix.LDUdecomposition
"""
if self.blockshape == (2,2):
[[A, B],
[C, D]] = self.blocks.tolist()
try:
A = A**0.5
AI = A.I
except NonInvertibleMatrixError:
raise NonInvertibleMatrixError('Block LU decomposition cannot be calculated when\
"A" is singular')
Z = ZeroMatrix(*B.shape)
Q = self.schur()**0.5
L = BlockMatrix([[A, Z], [C*AI, Q]])
U = BlockMatrix([[A, AI*B],[Z.T, Q]])
return L, U
else:
raise ShapeError("Block LU decomposition is supported only for 2x2 block matrices")
def _entry(self, i, j, **kwargs):
# Find row entry
orig_i, orig_j = i, j
for row_block, numrows in enumerate(self.rowblocksizes):
cmp = i < numrows
if cmp == True:
break
elif cmp == False:
i -= numrows
elif row_block < self.blockshape[0] - 1:
# Can't tell which block and it's not the last one, return unevaluated
return MatrixElement(self, orig_i, orig_j)
for col_block, numcols in enumerate(self.colblocksizes):
cmp = j < numcols
if cmp == True:
break
elif cmp == False:
j -= numcols
elif col_block < self.blockshape[1] - 1:
return MatrixElement(self, orig_i, orig_j)
return self.blocks[row_block, col_block][i, j]
@property
def is_Identity(self):
if self.blockshape[0] != self.blockshape[1]:
return False
for i in range(self.blockshape[0]):
for j in range(self.blockshape[1]):
if i==j and not self.blocks[i, j].is_Identity:
return False
if i!=j and not self.blocks[i, j].is_ZeroMatrix:
return False
return True
@property
def is_structurally_symmetric(self):
return self.rowblocksizes == self.colblocksizes
def equals(self, other):
if self == other:
return True
if (isinstance(other, BlockMatrix) and self.blocks == other.blocks):
return True
return super().equals(other)
class BlockDiagMatrix(BlockMatrix):
"""A sparse matrix with block matrices along its diagonals
Examples
========
>>> from sympy import MatrixSymbol, BlockDiagMatrix, symbols
>>> n, m, l = symbols('n m l')
>>> X = MatrixSymbol('X', n, n)
>>> Y = MatrixSymbol('Y', m, m)
>>> BlockDiagMatrix(X, Y)
Matrix([
[X, 0],
[0, Y]])
Notes
=====
If you want to get the individual diagonal blocks, use
:meth:`get_diag_blocks`.
See Also
========
sympy.matrices.dense.diag
"""
def __new__(cls, *mats):
return Basic.__new__(BlockDiagMatrix, *[_sympify(m) for m in mats])
@property
def diag(self):
return self.args
@property
def blocks(self):
from sympy.matrices.immutable import ImmutableDenseMatrix
mats = self.args
data = [[mats[i] if i == j else ZeroMatrix(mats[i].rows, mats[j].cols)
for j in range(len(mats))]
for i in range(len(mats))]
return ImmutableDenseMatrix(data, evaluate=False)
@property
def shape(self):
return (sum(block.rows for block in self.args),
sum(block.cols for block in self.args))
@property
def blockshape(self):
n = len(self.args)
return (n, n)
@property
def rowblocksizes(self):
return [block.rows for block in self.args]
@property
def colblocksizes(self):
return [block.cols for block in self.args]
def _all_square_blocks(self):
"""Returns true if all blocks are square"""
return all(mat.is_square for mat in self.args)
def _eval_determinant(self):
if self._all_square_blocks():
return Mul(*[det(mat) for mat in self.args])
# At least one block is non-square. Since the entire matrix must be square we know there must
# be at least two blocks in this matrix, in which case the entire matrix is necessarily rank-deficient
return S.Zero
def _eval_inverse(self, expand='ignored'):
if self._all_square_blocks():
return BlockDiagMatrix(*[mat.inverse() for mat in self.args])
# See comment in _eval_determinant()
raise NonInvertibleMatrixError('Matrix det == 0; not invertible.')
def _eval_transpose(self):
return BlockDiagMatrix(*[mat.transpose() for mat in self.args])
def _blockmul(self, other):
if (isinstance(other, BlockDiagMatrix) and
self.colblocksizes == other.rowblocksizes):
return BlockDiagMatrix(*[a*b for a, b in zip(self.args, other.args)])
else:
return BlockMatrix._blockmul(self, other)
def _blockadd(self, other):
if (isinstance(other, BlockDiagMatrix) and
self.blockshape == other.blockshape and
self.rowblocksizes == other.rowblocksizes and
self.colblocksizes == other.colblocksizes):
return BlockDiagMatrix(*[a + b for a, b in zip(self.args, other.args)])
else:
return BlockMatrix._blockadd(self, other)
def get_diag_blocks(self):
"""Return the list of diagonal blocks of the matrix.
Examples
========
>>> from sympy import BlockDiagMatrix, Matrix
>>> A = Matrix([[1, 2], [3, 4]])
>>> B = Matrix([[5, 6], [7, 8]])
>>> M = BlockDiagMatrix(A, B)
How to get diagonal blocks from the block diagonal matrix:
>>> diag_blocks = M.get_diag_blocks()
>>> diag_blocks[0]
Matrix([
[1, 2],
[3, 4]])
>>> diag_blocks[1]
Matrix([
[5, 6],
[7, 8]])
"""
return self.args
def block_collapse(expr):
"""Evaluates a block matrix expression
>>> from sympy import MatrixSymbol, BlockMatrix, symbols, Identity, ZeroMatrix, block_collapse
>>> n,m,l = symbols('n m l')
>>> X = MatrixSymbol('X', n, n)
>>> Y = MatrixSymbol('Y', m, m)
>>> Z = MatrixSymbol('Z', n, m)
>>> B = BlockMatrix([[X, Z], [ZeroMatrix(m, n), Y]])
>>> print(B)
Matrix([
[X, Z],
[0, Y]])
>>> C = BlockMatrix([[Identity(n), Z]])
>>> print(C)
Matrix([[I, Z]])
>>> print(block_collapse(C*B))
Matrix([[X, Z + Z*Y]])
"""
from sympy.strategies.util import expr_fns
hasbm = lambda expr: isinstance(expr, MatrixExpr) and expr.has(BlockMatrix)
conditioned_rl = condition(
hasbm,
typed(
{MatAdd: do_one(bc_matadd, bc_block_plus_ident),
MatMul: do_one(bc_matmul, bc_dist),
MatPow: bc_matmul,
Transpose: bc_transpose,
Inverse: bc_inverse,
BlockMatrix: do_one(bc_unpack, deblock)}
)
)
rule = exhaust(
bottom_up(
exhaust(conditioned_rl),
fns=expr_fns
)
)
result = rule(expr)
doit = getattr(result, 'doit', None)
if doit is not None:
return doit()
else:
return result
def bc_unpack(expr):
if expr.blockshape == (1, 1):
return expr.blocks[0, 0]
return expr
def bc_matadd(expr):
args = sift(expr.args, lambda M: isinstance(M, BlockMatrix))
blocks = args[True]
if not blocks:
return expr
nonblocks = args[False]
block = blocks[0]
for b in blocks[1:]:
block = block._blockadd(b)
if nonblocks:
return MatAdd(*nonblocks) + block
else:
return block
def bc_block_plus_ident(expr):
idents = [arg for arg in expr.args if arg.is_Identity]
if not idents:
return expr
blocks = [arg for arg in expr.args if isinstance(arg, BlockMatrix)]
if (blocks and all(b.structurally_equal(blocks[0]) for b in blocks)
and blocks[0].is_structurally_symmetric):
block_id = BlockDiagMatrix(*[Identity(k)
for k in blocks[0].rowblocksizes])
rest = [arg for arg in expr.args if not arg.is_Identity and not isinstance(arg, BlockMatrix)]
return MatAdd(block_id * len(idents), *blocks, *rest).doit()
return expr
def bc_dist(expr):
""" Turn a*[X, Y] into [a*X, a*Y] """
factor, mat = expr.as_coeff_mmul()
if factor == 1:
return expr
unpacked = unpack(mat)
if isinstance(unpacked, BlockDiagMatrix):
B = unpacked.diag
new_B = [factor * mat for mat in B]
return BlockDiagMatrix(*new_B)
elif isinstance(unpacked, BlockMatrix):
B = unpacked.blocks
new_B = [
[factor * B[i, j] for j in range(B.cols)] for i in range(B.rows)]
return BlockMatrix(new_B)
return expr
def bc_matmul(expr):
if isinstance(expr, MatPow):
if expr.args[1].is_Integer:
factor, matrices = (1, [expr.args[0]]*expr.args[1])
else:
return expr
else:
factor, matrices = expr.as_coeff_matrices()
i = 0
while (i+1 < len(matrices)):
A, B = matrices[i:i+2]
if isinstance(A, BlockMatrix) and isinstance(B, BlockMatrix):
matrices[i] = A._blockmul(B)
matrices.pop(i+1)
elif isinstance(A, BlockMatrix):
matrices[i] = A._blockmul(BlockMatrix([[B]]))
matrices.pop(i+1)
elif isinstance(B, BlockMatrix):
matrices[i] = BlockMatrix([[A]])._blockmul(B)
matrices.pop(i+1)
else:
i+=1
return MatMul(factor, *matrices).doit()
def bc_transpose(expr):
collapse = block_collapse(expr.arg)
return collapse._eval_transpose()
def bc_inverse(expr):
if isinstance(expr.arg, BlockDiagMatrix):
return expr.inverse()
expr2 = blockinverse_1x1(expr)
if expr != expr2:
return expr2
return blockinverse_2x2(Inverse(reblock_2x2(expr.arg)))
def blockinverse_1x1(expr):
if isinstance(expr.arg, BlockMatrix) and expr.arg.blockshape == (1, 1):
mat = Matrix([[expr.arg.blocks[0].inverse()]])
return BlockMatrix(mat)
return expr
def blockinverse_2x2(expr):
if isinstance(expr.arg, BlockMatrix) and expr.arg.blockshape == (2, 2):
# See: Inverses of 2x2 Block Matrices, Tzon-Tzer Lu and Sheng-Hua Shiou
[[A, B],
[C, D]] = expr.arg.blocks.tolist()
formula = _choose_2x2_inversion_formula(A, B, C, D)
if formula != None:
MI = expr.arg.schur(formula).I
if formula == 'A':
AI = A.I
return BlockMatrix([[AI + AI * B * MI * C * AI, -AI * B * MI], [-MI * C * AI, MI]])
if formula == 'B':
BI = B.I
return BlockMatrix([[-MI * D * BI, MI], [BI + BI * A * MI * D * BI, -BI * A * MI]])
if formula == 'C':
CI = C.I
return BlockMatrix([[-CI * D * MI, CI + CI * D * MI * A * CI], [MI, -MI * A * CI]])
if formula == 'D':
DI = D.I
return BlockMatrix([[MI, -MI * B * DI], [-DI * C * MI, DI + DI * C * MI * B * DI]])
return expr
def _choose_2x2_inversion_formula(A, B, C, D):
"""
Assuming [[A, B], [C, D]] would form a valid square block matrix, find
which of the classical 2x2 block matrix inversion formulas would be
best suited.
Returns 'A', 'B', 'C', 'D' to represent the algorithm involving inversion
of the given argument or None if the matrix cannot be inverted using
any of those formulas.
"""
# Try to find a known invertible matrix. Note that the Schur complement
# is currently not being considered for this
A_inv = ask(Q.invertible(A))
if A_inv == True:
return 'A'
B_inv = ask(Q.invertible(B))
if B_inv == True:
return 'B'
C_inv = ask(Q.invertible(C))
if C_inv == True:
return 'C'
D_inv = ask(Q.invertible(D))
if D_inv == True:
return 'D'
# Otherwise try to find a matrix that isn't known to be non-invertible
if A_inv != False:
return 'A'
if B_inv != False:
return 'B'
if C_inv != False:
return 'C'
if D_inv != False:
return 'D'
return None
def deblock(B):
""" Flatten a BlockMatrix of BlockMatrices """
if not isinstance(B, BlockMatrix) or not B.blocks.has(BlockMatrix):
return B
wrap = lambda x: x if isinstance(x, BlockMatrix) else BlockMatrix([[x]])
bb = B.blocks.applyfunc(wrap) # everything is a block
try:
MM = Matrix(0, sum(bb[0, i].blocks.shape[1] for i in range(bb.shape[1])), [])
for row in range(0, bb.shape[0]):
M = Matrix(bb[row, 0].blocks)
for col in range(1, bb.shape[1]):
M = M.row_join(bb[row, col].blocks)
MM = MM.col_join(M)
return BlockMatrix(MM)
except ShapeError:
return B
def reblock_2x2(expr):
"""
Reblock a BlockMatrix so that it has 2x2 blocks of block matrices. If
possible in such a way that the matrix continues to be invertible using the
classical 2x2 block inversion formulas.
"""
if not isinstance(expr, BlockMatrix) or not all(d > 2 for d in expr.blockshape):
return expr
BM = BlockMatrix # for brevity's sake
rowblocks, colblocks = expr.blockshape
blocks = expr.blocks
for i in range(1, rowblocks):
for j in range(1, colblocks):
# try to split rows at i and cols at j
A = bc_unpack(BM(blocks[:i, :j]))
B = bc_unpack(BM(blocks[:i, j:]))
C = bc_unpack(BM(blocks[i:, :j]))
D = bc_unpack(BM(blocks[i:, j:]))
formula = _choose_2x2_inversion_formula(A, B, C, D)
if formula is not None:
return BlockMatrix([[A, B], [C, D]])
# else: nothing worked, just split upper left corner
return BM([[blocks[0, 0], BM(blocks[0, 1:])],
[BM(blocks[1:, 0]), BM(blocks[1:, 1:])]])
def bounds(sizes):
""" Convert sequence of numbers into pairs of low-high pairs
>>> from sympy.matrices.expressions.blockmatrix import bounds
>>> bounds((1, 10, 50))
[(0, 1), (1, 11), (11, 61)]
"""
low = 0
rv = []
for size in sizes:
rv.append((low, low + size))
low += size
return rv
def blockcut(expr, rowsizes, colsizes):
""" Cut a matrix expression into Blocks
>>> from sympy import ImmutableMatrix, blockcut
>>> M = ImmutableMatrix(4, 4, range(16))
>>> B = blockcut(M, (1, 3), (1, 3))
>>> type(B).__name__
'BlockMatrix'
>>> ImmutableMatrix(B.blocks[0, 1])
Matrix([[1, 2, 3]])
"""
rowbounds = bounds(rowsizes)
colbounds = bounds(colsizes)
return BlockMatrix([[MatrixSlice(expr, rowbound, colbound)
for colbound in colbounds]
for rowbound in rowbounds])