Python scipy.rand方法代碼示例

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def setUp(self):
        random.seed(0)  # make tests repeatable
        self.real_matrices = []
        self.real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                          [0, 1], 5, 5))
        self.real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                          [0, 1], 4, 5))
        self.real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                          [0, 2], 5, 5))
        self.real_matrices.append(rand(3,3))
        self.real_matrices.append(rand(5,4))
        self.real_matrices.append(rand(4,5))

        self.real_matrices = [csc_matrix(x).astype('d') for x
                in self.real_matrices]
        self.complex_matrices = [x.astype(np.complex128)
                                 for x in self.real_matrices]

        _DeprecationAccept.setUp(self)

# Skip methods if umfpack not present 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def compare_solutions(A,B,m):
    n = A.shape[0]

    numpy.random.seed(0)

    V = rand(n,m)
    X = linalg.orth(V)

    eigs,vecs = lobpcg(A, X, B=B, tol=1e-5, maxiter=30)
    eigs.sort()

    #w,v = symeig(A,B)
    w,v = eig(A,b=B)
    w.sort()

    assert_almost_equal(w[:int(m/2)],eigs[:int(m/2)],decimal=2)

    #from pylab import plot, show, legend, xlabel, ylabel
    #plot(arange(0,len(w[:m])),w[:m],'bx',label='Results by symeig')
    #plot(arange(0,len(eigs)),eigs,'r+',label='Results by lobpcg')
    #legend()
    #xlabel(r'Eigenvalue $i$')
    #ylabel(r'$\lambda_i$')
    #show() 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def setUp(self):
        random.seed(0)  # make tests repeatable
        real_matrices = []
        real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                     [0, 1], 5, 5))
        real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                     [0, 1], 4, 5))
        real_matrices.append(spdiags([[1, 2, 3, 4, 5], [6, 5, 8, 9, 10]],
                                     [0, 2], 5, 5))
        real_matrices.append(rand(3,3))
        real_matrices.append(rand(5,4))
        real_matrices.append(rand(4,5))

        self.real_matrices = [csc_matrix(x).astype('d')
                              for x in real_matrices]
        self.complex_matrices = [x.astype(np.complex128)
                                 for x in self.real_matrices]

        self.real_int64_matrices = [_to_int64(x)
                                   for x in self.real_matrices]
        self.complex_int64_matrices = [_to_int64(x)
                                      for x in self.complex_matrices]

        _DeprecationAccept.setUp(self) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def generate_data(N, S, L):

        # generate genetics
        G = 1.0 * (sp.rand(N, S) < 0.2)
        G -= G.mean(0)
        G /= G.std(0) * sp.sqrt(G.shape[1])

        # generate latent phenotypes
        Zg = sp.dot(G, sp.randn(G.shape[1], L))
        Zn = sp.randn(N, L)

        # generate variance exapleind
        vg = sp.linspace(0.8, 0, L)

        # rescale and sum
        Zg *= sp.sqrt(vg / Zg.var(0))
        Zn *= sp.sqrt((1 - vg) / Zn.var(0))
        Z = Zg + Zn

        return Z, G 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def test_warm_start(self):

        # Big problem
        sp.random.seed(2)
        self.n = 100
        self.m = 200
        self.A = sparse.random(self.m, self.n, density=0.9, format='csc')
        self.l = -sp.rand(self.m) * 2.
        self.u = sp.rand(self.m) * 2.

        P = sparse.random(self.n, self.n, density=0.9)
        self.P = sparse.triu(P.dot(P.T), format='csc')
        self.q = sp.randn(self.n)

        # Setup solver
        self.model = osqp.OSQP()
        self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u,
                         **self.opts)

        # Solve problem with OSQP
        res = self.model.solve()

        # Store optimal values
        x_opt = res.x
        y_opt = res.y
        tot_iter = res.info.iter

        # Warm start with zeros and check if number of iterations is the same
        self.model.warm_start(x=np.zeros(self.n), y=np.zeros(self.m))
        res = self.model.solve()
        self.assertEqual(res.info.iter, tot_iter)

        # Warm start with optimal values and check that number of iter < 10
        self.model.warm_start(x=x_opt, y=y_opt)
        res = self.model.solve()
        self.assertLess(res.info.iter, 10) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def test_primal_infeasible_problem(self):

        # Simple QP problem
        sp.random.seed(4)

        self.n = 50
        self.m = 500
        # Generate random Matrices
        Pt = sparse.random(self.n, self.n)
        self.P = sparse.triu(Pt.T.dot(Pt), format='csc')
        self.q = sp.randn(self.n)
        self.A = sparse.random(self.m, self.n).tolil()  # Lil for efficiency
        self.u = 3 + sp.randn(self.m)
        self.l = -3 + sp.randn(self.m)

        # Make random problem primal infeasible
        self.A[int(self.n/2), :] = self.A[int(self.n/2)+1, :]
        self.l[int(self.n/2)] = self.u[int(self.n/2)+1] + 10 * sp.rand()
        self.u[int(self.n/2)] = self.l[int(self.n/2)] + 0.5

        # Convert A to csc
        self.A = self.A.tocsc()

        self.model = osqp.OSQP()
        self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u,
                         **self.opts)

        # Solve problem with OSQP
        res = self.model.solve()

        # Assert close
        self.assertEqual(res.info.status_val,
                         constant('OSQP_PRIMAL_INFEASIBLE')) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def compare_solutions(A,B,m):
    n = A.shape[0]

    np.random.seed(0)

    V = rand(n,m)
    X = linalg.orth(V)

    eigs,vecs = lobpcg(A, X, B=B, tol=1e-5, maxiter=30)
    eigs.sort()

    w,v = eig(A,b=B)
    w.sort()

    assert_almost_equal(w[:int(m/2)],eigs[:int(m/2)],decimal=2) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def test_diagonal():
    # This test was moved from '__main__' in lobpcg.py.
    # Coincidentally or not, this is the same eigensystem
    # required to reproduce arpack bug
    # http://forge.scilab.org/index.php/p/arpack-ng/issues/1397/
    # even using the same n=100.

    np.random.seed(1234)

    # The system of interest is of size n x n.
    n = 100

    # We care about only m eigenpairs.
    m = 4

    # Define the generalized eigenvalue problem Av = cBv
    # where (c, v) is a generalized eigenpair,
    # and where we choose A to be the diagonal matrix whose entries are 1..n
    # and where B is chosen to be the identity matrix.
    vals = np.arange(1, n+1, dtype=float)
    A = scipy.sparse.diags([vals], [0], (n, n))
    B = scipy.sparse.eye(n)

    # Let the preconditioner M be the inverse of A.
    M = scipy.sparse.diags([np.reciprocal(vals)], [0], (n, n))

    # Pick random initial vectors.
    X = np.random.rand(n, m)

    # Require that the returned eigenvectors be in the orthogonal complement
    # of the first few standard basis vectors.
    m_excluded = 3
    Y = np.eye(n, m_excluded)

    eigs, vecs = lobpcg(A, X, B, M=M, Y=Y, tol=1e-4, maxiter=40, largest=False)

    assert_allclose(eigs, np.arange(1+m_excluded, 1+m_excluded+m))
    _check_eigen(A, eigs, vecs, rtol=1e-3, atol=1e-3) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def test_hermitian():
    np.random.seed(1234)

    sizes = [3, 10, 50]
    ks = [1, 3, 10, 50]
    gens = [True, False]

    for size, k, gen in itertools.product(sizes, ks, gens):
        if k > size:
            continue

        H = np.random.rand(size, size) + 1.j * np.random.rand(size, size)
        H = 10 * np.eye(size) + H + H.T.conj()

        X = np.random.rand(size, k)

        if not gen:
            B = np.eye(size)
            w, v = lobpcg(H, X, maxiter=5000)
            w0, v0 = eigh(H)
        else:
            B = np.random.rand(size, size) + 1.j * np.random.rand(size, size)
            B = 10 * np.eye(size) + B.dot(B.T.conj())
            w, v = lobpcg(H, X, B, maxiter=5000)
            w0, v0 = eigh(H, B)

        for wx, vx in zip(w, v.T):
            # Check eigenvector
            assert_allclose(np.linalg.norm(H.dot(vx) - B.dot(vx) * wx) / np.linalg.norm(H.dot(vx)),
                            0, atol=5e-4, rtol=0)

            # Compare eigenvalues
            j = np.argmin(abs(w0 - wx))
            assert_allclose(wx, w0[j], rtol=1e-4) 

# 需要導入模塊: import scipy [as 別名]
# 或者: from scipy import rand [as 別名]
def sequence_generation(volume, duration, c, fs, max_rate=10000):

    # repeated constant
    fpcv = 4 * np.pi * c ** 3 / volume

    # initial time
    t0 = ((2 * np.log(2)) / fpcv) ** (1.0 / 3.0)
    times = [t0]

    while times[-1] < t0 + duration:

        # uniform random variable
        z = np.random.rand()
        # rate of the point process at this time
        mu = np.minimum(fpcv * (t0 + times[-1]) ** 2, max_rate)
        # time interval to next point
        dt = np.log(1 / z) / mu

        times.append(times[-1] + dt)

    # convert from continuous to discrete time
    indices = (np.array(times) * fs).astype(np.int)
    seq = np.zeros(indices[-1] + 1)
    seq[indices] = np.random.choice([1, -1], size=len(indices))

    return seq