Python nlinalg.det函数代码示例

def test_det_shape():
    rng = np.random.RandomState(utt.fetch_seed())
    r = rng.randn(5, 5).astype(config.floatX)

    x = tensor.matrix()
    f = theano.function([x], det(x))
    f_shape = theano.function([x], det(x).shape)
    assert np.all(f(r).shape == f_shape(r))

    def logp(self, X):
        n = self.n
        p = self.p
        V = self.V

        IVI = det(V)
        IXI = det(X)

        return bound(
            ((n - p - 1) * log(IXI) - trace(matrix_inverse(V).dot(X)) -
                n * p * log(2) - n * log(IVI) - 2 * multigammaln(n / 2., p)) / 2,
             n > (p - 1))

    def logp(self, X):
        n = self.n
        p = self.p
        V = self.V

        IVI = det(V)
        IXI = det(X)

        return bound(
            ((n - p - 1) * log(IXI) - trace(matrix_inverse(V).dot(X)) -
                n * p * log(2) - n * log(IVI) - 2 * multigammaln(n / 2., p)) / 2,
            gt(n, (p - 1)),
            all(gt(eigh(X)[0], 0)),
            eq(X, X.T)
        )

    def logp(self, X):
        n = self.n
        p = self.p
        V = self.V

        IVI = det(V)
        IXI = det(X)

        return bound(((n - p - 1) * tt.log(IXI)
                      - trace(matrix_inverse(V).dot(X))
                      - n * p * tt.log(2) - n * tt.log(IVI)
                      - 2 * multigammaln(n / 2., p)) / 2,
                     matrix_pos_def(X),
                     tt.eq(X, X.T),
                     n > (p - 1))

def test_det():
    rng = np.random.RandomState(utt.fetch_seed())

    r = rng.randn(5, 5).astype(config.floatX)
    x = tensor.matrix()
    f = theano.function([x], det(x))
    assert np.allclose(np.linalg.det(r), f(r))

def likelihood(f, l, R, mu, eps, sigma2, lambda_1=1e-4):
    # The similarity matrix W is a linear combination of the slices in R
    W = T.tensordot(R, mu, axes=1)

    # The following indices correspond to labeled and unlabeled examples
    labeled = T.eq(l, 1).nonzero()

    # Calculating the graph Laplacian of W
    D = T.diag(W.sum(axis=0))
    L = D - W

    # The Covariance (or Kernel) matrix is the inverse of the (regularized) Laplacian
    epsI = eps * T.eye(L.shape[0])
    rL = L + epsI
    Sigma = nlinalg.matrix_inverse(rL)

    # The marginal density of labeled examples uses Sigma_LL as covariance (sub-)matrix
    Sigma_LL = Sigma[labeled][:, labeled][:, 0, :]

    # We also consider additive Gaussian noise with variance sigma2
    K_L = Sigma_LL + (sigma2 * T.eye(Sigma_LL.shape[0]))

    # Calculating the inverse and the determinant of K_L
    iK_L = nlinalg.matrix_inverse(K_L)
    dK_L = nlinalg.det(K_L)

    f_L = f[labeled]

    # The (L1-regularized) log-likelihood is given by the summation of the following four terms
    term_A = - (1 / 2) * f_L.dot(iK_L.dot(f_L))
    term_B = - (1 / 2) * T.log(dK_L)
    term_C = - (1 / 2) * T.log(2 * np.pi)
    term_D = - lambda_1 * T.sum(abs(mu))

    return term_A + term_B + term_C + term_D

    def logp(self, X):
        nu = self.nu
        p = self.p
        V = self.V

        IVI = det(V)
        IXI = det(X)

        return bound(((nu - p - 1) * tt.log(IXI)
                      - trace(matrix_inverse(V).dot(X))
                      - nu * p * tt.log(2) - nu * tt.log(IVI)
                      - 2 * multigammaln(nu / 2., p)) / 2,
                     matrix_pos_def(X),
                     tt.eq(X, X.T),
                     nu > (p - 1),
                     broadcast_conditions=False
        )

    def logp(self, value):
        mu = self.mu
        tau = self.tau

        delta = value - mu
        k = tau.shape[0]

        return 1/2. * (-k * log(2*pi) + log(det(tau)) - dot(delta.T, dot(tau, delta)))

    def logp(self, x):
        n = self.n
        p = self.p

        X = x[self.tri_index]
        X = T.fill_diagonal(X, 1)

        result = self._normalizing_constant(n, p)
        result += (n - 1.0) * T.log(det(X))
        return bound(result, T.all(X <= 1), T.all(X >= -1), n > 0)

    def evaluateLogDensity(self,X,Y):
        Ypred = theano.clone(self.rate,replace={self.Xsamp: X})
        resY  = Y-Ypred
        resX  = X[1:]-T.dot(X[:(X.shape[0]-1)],self.A.T)
        resX0 = X[0]-self.x0

        LogDensity  = -(0.5*T.dot(resY.T,resY)*T.diag(self.Rinv)).sum() - (0.5*T.dot(resX.T,resX)*self.Lambda).sum() - 0.5*T.dot(T.dot(resX0,self.Lambda0),resX0.T)
        LogDensity += 0.5*(T.log(self.Rinv)).sum()*Y.shape[0] + 0.5*T.log(Tla.det(self.Lambda))*(Y.shape[0]-1) + 0.5*T.log(Tla.det(self.Lambda0))  - 0.5*(self.xDim + self.yDim)*np.log(2*np.pi)*Y.shape[0]

        return LogDensity

    def logp(self, x):
        n = self.n
        p = self.p

        X = x[self.tri_index]
        X = t.fill_diagonal(X, 1)

        result = self._normalizing_constant(n, p)
        result += (n - 1.0) * log(det(X))
        return bound(result, n > 0, all(le(X, 1)), all(ge(X, -1)))

def logp_normal(mu, tau, value):
    # log probability of individual samples
    dim = tau.shape[0]
    delta = lambda mu: value - mu
    return -0.5 * (dim * tt.log(2 * np.pi) + tt.log(1/det(tau)) +
                         (delta(mu).dot(tau) * delta(mu)).sum(axis=1))