Python linalg.svdvals函数代码示例

def format_eig_svd():
    def format_cplx(z):
        if z.imag < 1e-300:
            return '{0:.4f}'.format(z.real)
        return '{0:.4f}+{1:.4f}i'.format(z.real, z.imag)

    eig12 = sp.eigvals(generate_matrix(12))
    svd12 = sp.svdvals(generate_matrix(12))

    eig25 = sp.eigvals(generate_matrix(25))
    svd25 = sp.svdvals(generate_matrix(25))

    result12 = r'\begin{tabular}{cc}' + '\n'
    result12 += r'    Eigenvalues&Singular values\\' + '\n'
    result12 += '     \\hline\n'
    result25 = copy.copy(result12)
    for k in range(25):
        if k < 12:
            result12 += r'    ${0}$&${1:.4f}$\\'.format(format_cplx(eig12[k]), svd12[k]) + '\n'
        result25 += r'    ${0}$&${1:.4f}$\\'.format(format_cplx(eig25[k]), svd25[k]) + '\n'

    result12 += '\\end{tabular}\n'
    result25 += '\\end{tabular}\n'

    print(result12)

    print(result25)

	def _EFA_fired(self):

		#number of singular values to track
		singvals = 3

		#Time
		rows = Data.TrA_Data.shape[0]
		forward_r = np.zeros((rows,singvals))
		backward_r = np.zeros((rows,singvals))

		stepl_r = rows-singvals
		#Forward

		#Must start with number of tracked singular values in order to intially generate 10 SV
		for i in range(singvals,rows):
			partsvd = linalg.svdvals(Data.TrA_Data[:i,:]).T
			forward_r[i,:] = partsvd[:singvals]

		#Backwards

		for i in range(0,stepl_r):
			j = (rows-singvals)-i
			partsvd = linalg.svdvals(Data.TrA_Data[j:,:]).T
			backward_r[j,:] = partsvd[:singvals]

		plt.figure()
		plt.semilogy(Data.time[singvals:],forward_r[singvals:,:],'b',Data.time[:(rows-singvals)],backward_r[:(rows-singvals),:],'r')
		plt.title("%s EFA time" %(self.title))
		plt.xlabel("Time (ps)")
		plt.ylabel("Log(EV)")
		plt.show()

		#Wavelength

		cols = Data.TrA_Data.shape[1]
		forward_c = np.zeros((cols,singvals))
		backward_c = np.zeros((cols,singvals))

		stepl_c = cols-singvals
		#Forward

		#Must start with number of tracked singular values in order to intially generate 10 SV
		for i in range(singvals,cols):
			partsvd = linalg.svdvals(Data.TrA_Data[:,:i])
			forward_c[i,:] = partsvd[:singvals]

		#Backwards

		for i in range(0,stepl_c):
			j = (cols-singvals)-i
			partsvd = linalg.svdvals(Data.TrA_Data[:,j:])
			backward_c[j,:] = partsvd[:singvals]

		plt.figure()
		plt.semilogy(Data.wavelength[singvals:],forward_c[singvals:,:],'b',Data.wavelength[:cols-singvals],backward_c[:cols-singvals,:],'r')
		plt.title("%s EFA wavelength" %(self.title))
		plt.xlabel("Wavelength (nm)")
		plt.ylabel("Log(EV)")
		plt.show()

def test_trace_1():
    B = np.ones((3, 3))
    X = np.random.randn(100, 9)
    y = np.dot(X, B.ravel('F')) + .1 * np.random.randn(100)

    alpha = 10.
    B_, _ = mt.trace(X, y, alpha, 0., (3, 3), rtol=1e-10)

    # KKT conditions
    grad = - np.dot(X.T, y - np.dot(X, B_.ravel('F')))
    M = (grad / alpha).reshape(B.shape, order='F')
    assert np.all(linalg.svdvals(M) < 1. + 1e-3)
    testing.assert_allclose(np.dot(M.ravel('F'), B_.ravel('F')),
        - linalg.svdvals(B_).sum())

def sample_moments( X, k ):
    """Get the sample moments from data"""
    N, d = X.shape

    # Partition X into two halves to independently estimate M2 and M3
    X1, X2 = X[:N/2], X[N/2:]

    # Get the moments  
    M1 = X1.mean(0)
    M1_ = X2.mean(0)
    M2 = Pairs( X1, X1 ) 
    M3 = lambda theta: TriplesP( X2, X2, X2, theta )
    #M3 = Triples( X2, X2, X2 )

    # TODO: Ah, not computing sigma2! 
    # Estimate \sigma^2 = k-th eigenvalue of  M2 - mu mu^T
    sigma2 = svdvals( M2 - outer( M1, M1 ) )[k-1]
    assert( sc.isreal( sigma2 ) and sigma2 > 0 )
    # P (M_2) is the best kth rank apprximation to M2 - sigma^2 I
    P = approxk( M2 - sigma2 * eye( d ), k )

    B = matrix_tensorify( eye(d), M1_ )
    T = lambda theta: M3(theta) - sigma2 * ( M1_.dot(theta) * eye( d ) + outer( M1_, theta ) + outer( theta, M1_ ) )
    #T = M3 - sigma2 * ( B + B.swapaxes(2, 1) + B.swapaxes(2, 0) )

    return P, T    

def rank(X, cond=1.0e-12):
    X = np.asarray(X)
    if len(X.shape) == 2:
        D = svdvals(X)
        return int(np.add.reduce(np.greater(D / D.max(), cond).astype(np.int32)))
    else:
        return int(not np.alltrue(np.equal(X, 0.0)))

def sweep_fidelity(kets,direction):
    '''
    Sweep fidelity.
    '''
    bra=kets[0].tobra(labels=[kets[0].labels[0],kets[0].labels[1]+'\''])
    ket=kets[1]
    if direction=='->':
        [keti<<keti.l-1 for keti in [bra,ket]]
        step=1
        clink_axis=kets[0].llink_axis
        attach_S='A'
        edge_labels=[bra.AL[0].labels[clink_axis],ket.AL[0].labels[clink_axis]]
    else:
        step=-1
        clink_axis=kets[0].rlink_axis
        attach_S='B'
        [keti>>keti.nsite-1-keti.l for keti in [bra,ket]]
        edge_labels=[bra.BL[-1].labels[clink_axis],ket.BL[-1].labels[clink_axis]]
    Ri=tensor.Tensor(identity(1),labels=edge_labels)
    fs=[1]
    for i in xrange(ket.nsite):
        sitei=i if direction=='->' else ket.nsite-i-1
        Ri=(bra.get(sitei,attach_S=attach_S)*Ri*ket.get(sitei,attach_S=attach_S))
        S=svdvals(Ri)
        fs.append(sum(S))

        print i,sum(S)
    if direction=='<-':
        fs.reverse()
    return fs

    def add_consts( self, key, A, k=-1, ntype=None ):
        """Print the error between two objects"""

        if ntype is None:
            self.add( "norm_%s" % key, norm( A ) )
        else:
            self.add( "norm_%s_%s" % (key, str(ntype)), norm( A, ntype ) )

        if ntype == 2:
            if k > 0:
                self.add( "s_k_%s" % key, svdvals(A)[k-1]  )
            else:
                self.add( "s_k_%s" % key, svdvals(A)[-1]  )
            self.add( "K_%s" % key, condition_number( A, k ) )
            if A.shape[0] == A.shape[1]:
                self.add( "D_%s" % key, eigen_sep( A, k ) )

def schmidt_vals(dw,aas,aai,eps,deltaw,f):
    """
    Args:
    dw: size of the grid spacing
    aas=relative slowness of the signal mode
    aai=relative slowness of the idler mode
    lnl=inverse of the strength of the nonlinearity
    deltaw:  specifies the size of the frequency grid going from
    -deltaw to deltaw for each frequency
    f: shape of the pump function
    """
    ddws=np.arange(-deltaw-dw/2,deltaw+dw/2,dw)
    deltaks=aas*ddws
    ddwi=np.arange(-deltaw-dw/2,deltaw+dw/2,dw)
    deltaki=aai*ddwi
    ds=np.diag(deltaks)
    di=np.diag(deltaki)


    def ff(x,y):
        return f(x+y)
    
    v=eps*(dw)*ff(ddwi[:,None],ddws[None,:])
    G=1j*np.concatenate((np.concatenate((ds,v),axis=1),np.concatenate((-v,-di),axis=1)),axis=0)
    z=1;
    dsi=np.concatenate((deltaks,-deltaki),axis=0)
    U0=linalg.expm(-1j*np.diag(dsi)*z/2)
    GG=np.dot(np.dot(U0,linalg.expm(G)),U0)
    n=len(ddws)
    C=GG[0:n,n:2*n]
    na=np.dot(np.conj(np.transpose(C)),C)*dw
    vv=np.arcsinh(np.sqrt(np.diag(np.diag(linalg.svdvals(na))/dw)))
    return vv

def spectral_gap( x, k = None ):
    """Minimum difference in eigenvalues"""
    # Get the singular values
    s = svdvals( x )
    if k is not None:
        s = s[:k]

    return (sc.diff( s )).min() / s[0]

def test_singular_values():
  from scipy.linalg import svdvals
  random.seed(13811)
  for n in 2,3:
    A = random.randn(7,n,n)
    D = fast_singular_values(A)
    for a,d in zip(A,D):
      assert allclose(svdvals(a),abs(d))

def pca_eigvals(d):
    """
    Compute the eigenvalues of the covariance matrix of the data d.  The covariance
    matrix is computed as d*d^T.
    """
    # remove mean of each row
    d = d - np.mean(d, axis = 1)[:, np.newaxis]
    
    return 1.0 / (d.shape[1] - 1) * svdvals(d, True)**2

def condition_number( x, k = None ):
    """Condition number for the k-rank approximation of x"""
    # Get the eigenvalues
    s = svdvals( x )

    if k is not None:
        return s[0]/s[k-1]
    else:
        return s[0]/s[-1]

def rank(X, cond=1.0e-12):
    """
    Return the rank of a matrix X based on its generalized inverse,
    not the SVD.
    """
    X = np.asarray(X)
    if len(X.shape) == 2:
        D = svdvals(X)
        return int(np.add.reduce(np.greater(D / D.max(), cond).astype(np.int32)))
    else:
        return int(not np.alltrue(np.equal(X, 0.)))

def compute_depth_prior(G, gain_info, is_fixed_ori, exp=0.8, limit=10.0,
                        patch_areas=None, limit_depth_chs=False):
    """Compute weighting for depth prior
    """
    logger.info('Creating the depth weighting matrix...')

    # If possible, pick best depth-weighting channels
    if limit_depth_chs is True:
        G = _restrict_gain_matrix(G, gain_info)

    # Compute the gain matrix
    if is_fixed_ori:
        d = np.sum(G ** 2, axis=0)
    else:
        n_pos = G.shape[1] // 3
        d = np.zeros(n_pos)
        for k in xrange(n_pos):
            Gk = G[:, 3 * k:3 * (k + 1)]
            d[k] = linalg.svdvals(np.dot(Gk.T, Gk))[0]

    # XXX Currently the fwd solns never have "patch_areas" defined
    if patch_areas is not None:
        d /= patch_areas ** 2
        logger.info('    Patch areas taken into account in the depth '
                    'weighting')

    w = 1.0 / d
    ws = np.sort(w)
    weight_limit = limit ** 2
    if limit_depth_chs is False:
        # match old mne-python behavor
        ind = np.argmin(ws)
        n_limit = ind
        limit = ws[ind] * weight_limit
        wpp = (np.minimum(w / limit, 1)) ** exp
    else:
        # match C code behavior
        limit = ws[-1]
        n_limit = len(d)
        if ws[-1] > weight_limit * ws[0]:
            ind = np.where(ws > weight_limit * ws[0])[0][0]
            limit = ws[ind]
            n_limit = ind

    logger.info('    limit = %d/%d = %f'
                % (n_limit + 1, len(d),
                np.sqrt(limit / ws[0])))
    scale = 1.0 / limit
    logger.info('    scale = %g exp = %g' % (scale, exp))
    wpp = np.minimum(w / limit, 1) ** exp

    depth_prior = wpp if is_fixed_ori else np.repeat(wpp, 3)

    return depth_prior

def test_add_indep():
    x1 = np.array([0,0,0,0,0,1,1,1,2,2,2])
    x2 = np.array([0,0,0,0,0,1,1,1,1,1,1])
    x0 = np.ones(len(x2))
    x = np.column_stack([x0, x1[:,None]*np.arange(3), x2[:,None]*np.arange(2)])
    varnames = ['const'] + ['var1_%d' %i for i in np.arange(3)] \
                         + ['var2_%d' %i for i in np.arange(2)]
    xo, vo = add_indep(x, varnames)

    assert_equal(xo, np.column_stack((x0, x1, x2)))
    assert_equal((linalg.svdvals(x) > 1e-12).sum(), 3)
    assert_equal(vo, ['const', 'var1_1', 'var2_1'])