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""" |
|
The eigenvalue problem |
|
---------------------- |
|
|
|
This file contains routines for the eigenvalue problem. |
|
|
|
high level routines: |
|
|
|
hessenberg : reduction of a real or complex square matrix to upper Hessenberg form |
|
schur : reduction of a real or complex square matrix to upper Schur form |
|
eig : eigenvalues and eigenvectors of a real or complex square matrix |
|
|
|
low level routines: |
|
|
|
hessenberg_reduce_0 : reduction of a real or complex square matrix to upper Hessenberg form |
|
hessenberg_reduce_1 : auxiliary routine to hessenberg_reduce_0 |
|
qr_step : a single implicitly shifted QR step for an upper Hessenberg matrix |
|
hessenberg_qr : Schur decomposition of an upper Hessenberg matrix |
|
eig_tr_r : right eigenvectors of an upper triangular matrix |
|
eig_tr_l : left eigenvectors of an upper triangular matrix |
|
""" |
|
|
|
from ..libmp.backend import xrange |
|
|
|
class Eigen(object): |
|
pass |
|
|
|
def defun(f): |
|
setattr(Eigen, f.__name__, f) |
|
return f |
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|
|
def hessenberg_reduce_0(ctx, A, T): |
|
""" |
|
This routine computes the (upper) Hessenberg decomposition of a square matrix A. |
|
Given A, an unitary matrix Q is calculated such that |
|
|
|
Q' A Q = H and Q' Q = Q Q' = 1 |
|
|
|
where H is an upper Hessenberg matrix, meaning that it only contains zeros |
|
below the first subdiagonal. Here ' denotes the hermitian transpose (i.e. |
|
transposition and conjugation). |
|
|
|
parameters: |
|
A (input/output) On input, A contains the square matrix A of |
|
dimension (n,n). On output, A contains a compressed representation |
|
of Q and H. |
|
T (output) An array of length n containing the first elements of |
|
the Householder reflectors. |
|
""" |
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n = A.rows |
|
if n <= 2: return |
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|
|
for i in xrange(n-1, 1, -1): |
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scale = 0 |
|
for k in xrange(0, i): |
|
scale += abs(ctx.re(A[i,k])) + abs(ctx.im(A[i,k])) |
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scale_inv = 0 |
|
if scale != 0: |
|
scale_inv = 1 / scale |
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|
|
if scale == 0 or ctx.isinf(scale_inv): |
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T[i] = 0 |
|
A[i,i-1] = 0 |
|
continue |
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H = 0 |
|
for k in xrange(0, i): |
|
A[i,k] *= scale_inv |
|
rr = ctx.re(A[i,k]) |
|
ii = ctx.im(A[i,k]) |
|
H += rr * rr + ii * ii |
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|
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F = A[i,i-1] |
|
f = abs(F) |
|
G = ctx.sqrt(H) |
|
A[i,i-1] = - G * scale |
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|
|
if f == 0: |
|
T[i] = G |
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else: |
|
ff = F / f |
|
T[i] = F + G * ff |
|
A[i,i-1] *= ff |
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|
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H += G * f |
|
H = 1 / ctx.sqrt(H) |
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T[i] *= H |
|
for k in xrange(0, i - 1): |
|
A[i,k] *= H |
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for j in xrange(0, i): |
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G = ctx.conj(T[i]) * A[j,i-1] |
|
for k in xrange(0, i-1): |
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G += ctx.conj(A[i,k]) * A[j,k] |
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A[j,i-1] -= G * T[i] |
|
for k in xrange(0, i-1): |
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A[j,k] -= G * A[i,k] |
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for j in xrange(0, n): |
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G = T[i] * A[i-1,j] |
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for k in xrange(0, i-1): |
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G += A[i,k] * A[k,j] |
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|
A[i-1,j] -= G * ctx.conj(T[i]) |
|
for k in xrange(0, i-1): |
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A[k,j] -= G * ctx.conj(A[i,k]) |
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def hessenberg_reduce_1(ctx, A, T): |
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""" |
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This routine forms the unitary matrix Q described in hessenberg_reduce_0. |
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|
parameters: |
|
A (input/output) On input, A is the same matrix as delivered by |
|
hessenberg_reduce_0. On output, A is set to Q. |
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|
|
T (input) On input, T is the same array as delivered by hessenberg_reduce_0. |
|
""" |
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|
|
n = A.rows |
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|
if n == 1: |
|
A[0,0] = 1 |
|
return |
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|
|
A[0,0] = A[1,1] = 1 |
|
A[0,1] = A[1,0] = 0 |
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|
for i in xrange(2, n): |
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if T[i] != 0: |
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|
for j in xrange(0, i): |
|
G = T[i] * A[i-1,j] |
|
for k in xrange(0, i-1): |
|
G += A[i,k] * A[k,j] |
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A[i-1,j] -= G * ctx.conj(T[i]) |
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for k in xrange(0, i-1): |
|
A[k,j] -= G * ctx.conj(A[i,k]) |
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A[i,i] = 1 |
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for j in xrange(0, i): |
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A[j,i] = A[i,j] = 0 |
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|
@defun |
|
def hessenberg(ctx, A, overwrite_a = False): |
|
""" |
|
This routine computes the Hessenberg decomposition of a square matrix A. |
|
Given A, an unitary matrix Q is determined such that |
|
|
|
Q' A Q = H and Q' Q = Q Q' = 1 |
|
|
|
where H is an upper right Hessenberg matrix. Here ' denotes the hermitian |
|
transpose (i.e. transposition and conjugation). |
|
|
|
input: |
|
A : a real or complex square matrix |
|
overwrite_a : if true, allows modification of A which may improve |
|
performance. if false, A is not modified. |
|
|
|
output: |
|
Q : an unitary matrix |
|
H : an upper right Hessenberg matrix |
|
|
|
example: |
|
>>> from mpmath import mp |
|
>>> A = mp.matrix([[3, -1, 2], [2, 5, -5], [-2, -3, 7]]) |
|
>>> Q, H = mp.hessenberg(A) |
|
>>> mp.nprint(H, 3) # doctest:+SKIP |
|
[ 3.15 2.23 4.44] |
|
[-0.769 4.85 3.05] |
|
[ 0.0 3.61 7.0] |
|
>>> print(mp.chop(A - Q * H * Q.transpose_conj())) |
|
[0.0 0.0 0.0] |
|
[0.0 0.0 0.0] |
|
[0.0 0.0 0.0] |
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|
|
return value: (Q, H) |
|
""" |
|
|
|
n = A.rows |
|
|
|
if n == 1: |
|
return (ctx.matrix([[1]]), A) |
|
|
|
if not overwrite_a: |
|
A = A.copy() |
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|
|
T = ctx.matrix(n, 1) |
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|
|
hessenberg_reduce_0(ctx, A, T) |
|
Q = A.copy() |
|
hessenberg_reduce_1(ctx, Q, T) |
|
|
|
for x in xrange(n): |
|
for y in xrange(x+2, n): |
|
A[y,x] = 0 |
|
|
|
return Q, A |
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|
def qr_step(ctx, n0, n1, A, Q, shift): |
|
""" |
|
This subroutine executes a single implicitly shifted QR step applied to an |
|
upper Hessenberg matrix A. Given A and shift as input, first an QR |
|
decomposition is calculated: |
|
|
|
Q R = A - shift * 1 . |
|
|
|
The output is then following matrix: |
|
|
|
R Q + shift * 1 |
|
|
|
parameters: |
|
n0, n1 (input) Two integers which specify the submatrix A[n0:n1,n0:n1] |
|
on which this subroutine operators. The subdiagonal elements |
|
to the left and below this submatrix must be deflated (i.e. zero). |
|
following restriction is imposed: n1>=n0+2 |
|
A (input/output) On input, A is an upper Hessenberg matrix. |
|
On output, A is replaced by "R Q + shift * 1" |
|
Q (input/output) The parameter Q is multiplied by the unitary matrix |
|
Q arising from the QR decomposition. Q can also be false, in which |
|
case the unitary matrix Q is not computated. |
|
shift (input) a complex number specifying the shift. idealy close to an |
|
eigenvalue of the bottemmost part of the submatrix A[n0:n1,n0:n1]. |
|
|
|
references: |
|
Stoer, Bulirsch - Introduction to Numerical Analysis. |
|
Kresser : Numerical Methods for General and Structured Eigenvalue Problems |
|
""" |
|
|
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|
n = A.rows |
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|
c = A[n0 ,n0] - shift |
|
s = A[n0+1,n0] |
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|
|
v = ctx.hypot(ctx.hypot(ctx.re(c), ctx.im(c)), ctx.hypot(ctx.re(s), ctx.im(s))) |
|
|
|
if v == 0: |
|
v = 1 |
|
c = 1 |
|
s = 0 |
|
else: |
|
c /= v |
|
s /= v |
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|
|
cc = ctx.conj(c) |
|
cs = ctx.conj(s) |
|
|
|
for k in xrange(n0, n): |
|
|
|
x = A[n0 ,k] |
|
y = A[n0+1,k] |
|
A[n0 ,k] = cc * x + cs * y |
|
A[n0+1,k] = c * y - s * x |
|
|
|
for k in xrange(min(n1, n0+3)): |
|
|
|
x = A[k,n0 ] |
|
y = A[k,n0+1] |
|
A[k,n0 ] = c * x + s * y |
|
A[k,n0+1] = cc * y - cs * x |
|
|
|
if not isinstance(Q, bool): |
|
for k in xrange(n): |
|
|
|
x = Q[k,n0 ] |
|
y = Q[k,n0+1] |
|
Q[k,n0 ] = c * x + s * y |
|
Q[k,n0+1] = cc * y - cs * x |
|
|
|
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|
|
for j in xrange(n0, n1 - 2): |
|
|
|
|
|
c = A[j+1,j] |
|
s = A[j+2,j] |
|
|
|
v = ctx.hypot(ctx.hypot(ctx.re(c), ctx.im(c)), ctx.hypot(ctx.re(s), ctx.im(s))) |
|
|
|
if v == 0: |
|
A[j+1,j] = 0 |
|
v = 1 |
|
c = 1 |
|
s = 0 |
|
else: |
|
A[j+1,j] = v |
|
c /= v |
|
s /= v |
|
|
|
A[j+2,j] = 0 |
|
|
|
cc = ctx.conj(c) |
|
cs = ctx.conj(s) |
|
|
|
for k in xrange(j+1, n): |
|
|
|
x = A[j+1,k] |
|
y = A[j+2,k] |
|
A[j+1,k] = cc * x + cs * y |
|
A[j+2,k] = c * y - s * x |
|
|
|
for k in xrange(0, min(n1, j+4)): |
|
|
|
x = A[k,j+1] |
|
y = A[k,j+2] |
|
A[k,j+1] = c * x + s * y |
|
A[k,j+2] = cc * y - cs * x |
|
|
|
if not isinstance(Q, bool): |
|
for k in xrange(0, n): |
|
|
|
x = Q[k,j+1] |
|
y = Q[k,j+2] |
|
Q[k,j+1] = c * x + s * y |
|
Q[k,j+2] = cc * y - cs * x |
|
|
|
|
|
|
|
def hessenberg_qr(ctx, A, Q): |
|
""" |
|
This routine computes the Schur decomposition of an upper Hessenberg matrix A. |
|
Given A, an unitary matrix Q is determined such that |
|
|
|
Q' A Q = R and Q' Q = Q Q' = 1 |
|
|
|
where R is an upper right triangular matrix. Here ' denotes the hermitian |
|
transpose (i.e. transposition and conjugation). |
|
|
|
parameters: |
|
A (input/output) On input, A contains an upper Hessenberg matrix. |
|
On output, A is replace by the upper right triangluar matrix R. |
|
|
|
Q (input/output) The parameter Q is multiplied by the unitary |
|
matrix Q arising from the Schur decomposition. Q can also be |
|
false, in which case the unitary matrix Q is not computated. |
|
""" |
|
|
|
n = A.rows |
|
|
|
norm = 0 |
|
for x in xrange(n): |
|
for y in xrange(min(x+2, n)): |
|
norm += ctx.re(A[y,x]) ** 2 + ctx.im(A[y,x]) ** 2 |
|
norm = ctx.sqrt(norm) / n |
|
|
|
if norm == 0: |
|
return |
|
|
|
n0 = 0 |
|
n1 = n |
|
|
|
eps = ctx.eps / (100 * n) |
|
maxits = ctx.dps * 4 |
|
|
|
its = totalits = 0 |
|
|
|
while 1: |
|
|
|
|
|
|
|
k = n0 |
|
|
|
while k + 1 < n1: |
|
s = abs(ctx.re(A[k,k])) + abs(ctx.im(A[k,k])) + abs(ctx.re(A[k+1,k+1])) + abs(ctx.im(A[k+1,k+1])) |
|
if s < eps * norm: |
|
s = norm |
|
if abs(A[k+1,k]) < eps * s: |
|
break |
|
k += 1 |
|
|
|
if k + 1 < n1: |
|
|
|
|
|
A[k+1,k] = 0 |
|
n0 = k + 1 |
|
|
|
its = 0 |
|
|
|
if n0 + 1 >= n1: |
|
|
|
n0 = 0 |
|
n1 = k + 1 |
|
if n1 < 2: |
|
|
|
return |
|
else: |
|
if (its % 30) == 10: |
|
|
|
shift = A[n1-1,n1-2] |
|
elif (its % 30) == 20: |
|
|
|
shift = abs(A[n1-1,n1-2]) |
|
elif (its % 30) == 29: |
|
|
|
shift = norm |
|
else: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
t = A[n1-2,n1-2] + A[n1-1,n1-1] |
|
s = (A[n1-1,n1-1] - A[n1-2,n1-2]) ** 2 + 4 * A[n1-1,n1-2] * A[n1-2,n1-1] |
|
if ctx.re(s) > 0: |
|
s = ctx.sqrt(s) |
|
else: |
|
s = ctx.sqrt(-s) * 1j |
|
a = (t + s) / 2 |
|
b = (t - s) / 2 |
|
if abs(A[n1-1,n1-1] - a) > abs(A[n1-1,n1-1] - b): |
|
shift = b |
|
else: |
|
shift = a |
|
|
|
its += 1 |
|
totalits += 1 |
|
|
|
qr_step(ctx, n0, n1, A, Q, shift) |
|
|
|
if its > maxits: |
|
raise RuntimeError("qr: failed to converge after %d steps" % its) |
|
|
|
|
|
@defun |
|
def schur(ctx, A, overwrite_a = False): |
|
""" |
|
This routine computes the Schur decomposition of a square matrix A. |
|
Given A, an unitary matrix Q is determined such that |
|
|
|
Q' A Q = R and Q' Q = Q Q' = 1 |
|
|
|
where R is an upper right triangular matrix. Here ' denotes the |
|
hermitian transpose (i.e. transposition and conjugation). |
|
|
|
input: |
|
A : a real or complex square matrix |
|
overwrite_a : if true, allows modification of A which may improve |
|
performance. if false, A is not modified. |
|
|
|
output: |
|
Q : an unitary matrix |
|
R : an upper right triangular matrix |
|
|
|
return value: (Q, R) |
|
|
|
example: |
|
>>> from mpmath import mp |
|
>>> A = mp.matrix([[3, -1, 2], [2, 5, -5], [-2, -3, 7]]) |
|
>>> Q, R = mp.schur(A) |
|
>>> mp.nprint(R, 3) # doctest:+SKIP |
|
[2.0 0.417 -2.53] |
|
[0.0 4.0 -4.74] |
|
[0.0 0.0 9.0] |
|
>>> print(mp.chop(A - Q * R * Q.transpose_conj())) |
|
[0.0 0.0 0.0] |
|
[0.0 0.0 0.0] |
|
[0.0 0.0 0.0] |
|
|
|
warning: The Schur decomposition is not unique. |
|
""" |
|
|
|
n = A.rows |
|
|
|
if n == 1: |
|
return (ctx.matrix([[1]]), A) |
|
|
|
if not overwrite_a: |
|
A = A.copy() |
|
|
|
T = ctx.matrix(n, 1) |
|
|
|
hessenberg_reduce_0(ctx, A, T) |
|
Q = A.copy() |
|
hessenberg_reduce_1(ctx, Q, T) |
|
|
|
for x in xrange(n): |
|
for y in xrange(x + 2, n): |
|
A[y,x] = 0 |
|
|
|
hessenberg_qr(ctx, A, Q) |
|
|
|
return Q, A |
|
|
|
|
|
def eig_tr_r(ctx, A): |
|
""" |
|
This routine calculates the right eigenvectors of an upper right triangular matrix. |
|
|
|
input: |
|
A an upper right triangular matrix |
|
|
|
output: |
|
ER a matrix whose columns form the right eigenvectors of A |
|
|
|
return value: ER |
|
""" |
|
|
|
|
|
|
|
n = A.rows |
|
|
|
ER = ctx.eye(n) |
|
|
|
eps = ctx.eps |
|
|
|
unfl = ctx.ldexp(ctx.one, -ctx.prec * 30) |
|
|
|
|
|
|
|
smlnum = unfl * (n / eps) |
|
simin = 1 / ctx.sqrt(eps) |
|
|
|
rmax = 1 |
|
|
|
for i in xrange(1, n): |
|
s = A[i,i] |
|
|
|
smin = max(eps * abs(s), smlnum) |
|
|
|
for j in xrange(i - 1, -1, -1): |
|
|
|
r = 0 |
|
for k in xrange(j + 1, i + 1): |
|
r += A[j,k] * ER[k,i] |
|
|
|
t = A[j,j] - s |
|
if abs(t) < smin: |
|
t = smin |
|
|
|
r = -r / t |
|
ER[j,i] = r |
|
|
|
rmax = max(rmax, abs(r)) |
|
if rmax > simin: |
|
for k in xrange(j, i+1): |
|
ER[k,i] /= rmax |
|
rmax = 1 |
|
|
|
if rmax != 1: |
|
for k in xrange(0, i + 1): |
|
ER[k,i] /= rmax |
|
|
|
return ER |
|
|
|
def eig_tr_l(ctx, A): |
|
""" |
|
This routine calculates the left eigenvectors of an upper right triangular matrix. |
|
|
|
input: |
|
A an upper right triangular matrix |
|
|
|
output: |
|
EL a matrix whose rows form the left eigenvectors of A |
|
|
|
return value: EL |
|
""" |
|
|
|
n = A.rows |
|
|
|
EL = ctx.eye(n) |
|
|
|
eps = ctx.eps |
|
|
|
unfl = ctx.ldexp(ctx.one, -ctx.prec * 30) |
|
|
|
|
|
|
|
smlnum = unfl * (n / eps) |
|
simin = 1 / ctx.sqrt(eps) |
|
|
|
rmax = 1 |
|
|
|
for i in xrange(0, n - 1): |
|
s = A[i,i] |
|
|
|
smin = max(eps * abs(s), smlnum) |
|
|
|
for j in xrange(i + 1, n): |
|
|
|
r = 0 |
|
for k in xrange(i, j): |
|
r += EL[i,k] * A[k,j] |
|
|
|
t = A[j,j] - s |
|
if abs(t) < smin: |
|
t = smin |
|
|
|
r = -r / t |
|
EL[i,j] = r |
|
|
|
rmax = max(rmax, abs(r)) |
|
if rmax > simin: |
|
for k in xrange(i, j + 1): |
|
EL[i,k] /= rmax |
|
rmax = 1 |
|
|
|
if rmax != 1: |
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for k in xrange(i, n): |
|
EL[i,k] /= rmax |
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|
|
return EL |
|
|
|
@defun |
|
def eig(ctx, A, left = False, right = True, overwrite_a = False): |
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""" |
|
This routine computes the eigenvalues and optionally the left and right |
|
eigenvectors of a square matrix A. Given A, a vector E and matrices ER |
|
and EL are calculated such that |
|
|
|
A ER[:,i] = E[i] ER[:,i] |
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EL[i,:] A = EL[i,:] E[i] |
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|
|
E contains the eigenvalues of A. The columns of ER contain the right eigenvectors |
|
of A whereas the rows of EL contain the left eigenvectors. |
|
|
|
|
|
input: |
|
A : a real or complex square matrix of shape (n, n) |
|
left : if true, the left eigenvectors are calculated. |
|
right : if true, the right eigenvectors are calculated. |
|
overwrite_a : if true, allows modification of A which may improve |
|
performance. if false, A is not modified. |
|
|
|
output: |
|
E : a list of length n containing the eigenvalues of A. |
|
ER : a matrix whose columns contain the right eigenvectors of A. |
|
EL : a matrix whose rows contain the left eigenvectors of A. |
|
|
|
return values: |
|
E if left and right are both false. |
|
(E, ER) if right is true and left is false. |
|
(E, EL) if left is true and right is false. |
|
(E, EL, ER) if left and right are true. |
|
|
|
|
|
examples: |
|
>>> from mpmath import mp |
|
>>> A = mp.matrix([[3, -1, 2], [2, 5, -5], [-2, -3, 7]]) |
|
>>> E, ER = mp.eig(A) |
|
>>> print(mp.chop(A * ER[:,0] - E[0] * ER[:,0])) |
|
[0.0] |
|
[0.0] |
|
[0.0] |
|
|
|
>>> E, EL, ER = mp.eig(A,left = True, right = True) |
|
>>> E, EL, ER = mp.eig_sort(E, EL, ER) |
|
>>> mp.nprint(E) |
|
[2.0, 4.0, 9.0] |
|
>>> print(mp.chop(A * ER[:,0] - E[0] * ER[:,0])) |
|
[0.0] |
|
[0.0] |
|
[0.0] |
|
>>> print(mp.chop( EL[0,:] * A - EL[0,:] * E[0])) |
|
[0.0 0.0 0.0] |
|
|
|
warning: |
|
- If there are multiple eigenvalues, the eigenvectors do not necessarily |
|
span the whole vectorspace, i.e. ER and EL may have not full rank. |
|
Furthermore in that case the eigenvectors are numerical ill-conditioned. |
|
- In the general case the eigenvalues have no natural order. |
|
|
|
see also: |
|
- eigh (or eigsy, eighe) for the symmetric eigenvalue problem. |
|
- eig_sort for sorting of eigenvalues and eigenvectors |
|
""" |
|
|
|
n = A.rows |
|
|
|
if n == 1: |
|
if left and (not right): |
|
return ([A[0]], ctx.matrix([[1]])) |
|
|
|
if right and (not left): |
|
return ([A[0]], ctx.matrix([[1]])) |
|
|
|
return ([A[0]], ctx.matrix([[1]]), ctx.matrix([[1]])) |
|
|
|
if not overwrite_a: |
|
A = A.copy() |
|
|
|
T = ctx.zeros(n, 1) |
|
|
|
hessenberg_reduce_0(ctx, A, T) |
|
|
|
if left or right: |
|
Q = A.copy() |
|
hessenberg_reduce_1(ctx, Q, T) |
|
else: |
|
Q = False |
|
|
|
for x in xrange(n): |
|
for y in xrange(x + 2, n): |
|
A[y,x] = 0 |
|
|
|
hessenberg_qr(ctx, A, Q) |
|
|
|
E = [0 for i in xrange(n)] |
|
for i in xrange(n): |
|
E[i] = A[i,i] |
|
|
|
if not (left or right): |
|
return E |
|
|
|
if left: |
|
EL = eig_tr_l(ctx, A) |
|
EL = EL * Q.transpose_conj() |
|
|
|
if right: |
|
ER = eig_tr_r(ctx, A) |
|
ER = Q * ER |
|
|
|
if left and (not right): |
|
return (E, EL) |
|
|
|
if right and (not left): |
|
return (E, ER) |
|
|
|
return (E, EL, ER) |
|
|
|
@defun |
|
def eig_sort(ctx, E, EL = False, ER = False, f = "real"): |
|
""" |
|
This routine sorts the eigenvalues and eigenvectors delivered by ``eig``. |
|
|
|
parameters: |
|
E : the eigenvalues as delivered by eig |
|
EL : the left eigenvectors as delivered by eig, or false |
|
ER : the right eigenvectors as delivered by eig, or false |
|
f : either a string ("real" sort by increasing real part, "imag" sort by |
|
increasing imag part, "abs" sort by absolute value) or a function |
|
mapping complexs to the reals, i.e. ``f = lambda x: -mp.re(x) `` |
|
would sort the eigenvalues by decreasing real part. |
|
|
|
return values: |
|
E if EL and ER are both false. |
|
(E, ER) if ER is not false and left is false. |
|
(E, EL) if EL is not false and right is false. |
|
(E, EL, ER) if EL and ER are not false. |
|
|
|
example: |
|
>>> from mpmath import mp |
|
>>> A = mp.matrix([[3, -1, 2], [2, 5, -5], [-2, -3, 7]]) |
|
>>> E, EL, ER = mp.eig(A,left = True, right = True) |
|
>>> E, EL, ER = mp.eig_sort(E, EL, ER) |
|
>>> mp.nprint(E) |
|
[2.0, 4.0, 9.0] |
|
>>> E, EL, ER = mp.eig_sort(E, EL, ER,f = lambda x: -mp.re(x)) |
|
>>> mp.nprint(E) |
|
[9.0, 4.0, 2.0] |
|
>>> print(mp.chop(A * ER[:,0] - E[0] * ER[:,0])) |
|
[0.0] |
|
[0.0] |
|
[0.0] |
|
>>> print(mp.chop( EL[0,:] * A - EL[0,:] * E[0])) |
|
[0.0 0.0 0.0] |
|
""" |
|
|
|
if isinstance(f, str): |
|
if f == "real": |
|
f = ctx.re |
|
elif f == "imag": |
|
f = ctx.im |
|
elif f == "abs": |
|
f = abs |
|
else: |
|
raise RuntimeError("unknown function %s" % f) |
|
|
|
n = len(E) |
|
|
|
|
|
|
|
for i in xrange(n): |
|
imax = i |
|
s = f(E[i]) |
|
|
|
for j in xrange(i + 1, n): |
|
c = f(E[j]) |
|
if c < s: |
|
s = c |
|
imax = j |
|
|
|
if imax != i: |
|
|
|
|
|
z = E[i] |
|
E[i] = E[imax] |
|
E[imax] = z |
|
|
|
if not isinstance(EL, bool): |
|
for j in xrange(n): |
|
z = EL[i,j] |
|
EL[i,j] = EL[imax,j] |
|
EL[imax,j] = z |
|
|
|
if not isinstance(ER, bool): |
|
for j in xrange(n): |
|
z = ER[j,i] |
|
ER[j,i] = ER[j,imax] |
|
ER[j,imax] = z |
|
|
|
if isinstance(EL, bool) and isinstance(ER, bool): |
|
return E |
|
|
|
if isinstance(EL, bool) and not(isinstance(ER, bool)): |
|
return (E, ER) |
|
|
|
if isinstance(ER, bool) and not(isinstance(EL, bool)): |
|
return (E, EL) |
|
|
|
return (E, EL, ER) |
|
|