31.18 Dense matrices over the real double field

Module: sage.matrix.matrix_real_double_dense

File: sage/matrix/matrix_real_double_dense.pyx (starting at line 1)

Dense matrices over the real double field.

Matrix operations use GSl and numpy.

sage: b=Mat(RDF,2,3).basis()
sage: b[0]
[1.0 0.0 0.0]
[0.0 0.0 0.0]

We deal with the case of zero rows or zero columns:

sage: m = MatrixSpace(RDF,0,3)
sage: m.zero_matrix()
[]

TESTS:

sage: a = matrix(RDF,2,range(4), sparse=False)
sage: loads(dumps(a)) == a
True

Author Log:

Class: Matrix_real_double_dense

class Matrix_real_double_dense
File: sage/matrix/matrix_real_double_dense.pyx (starting at line 75)

Class that implements matrices over the real double field. These are supposed to be fast matrix operations using C doubles. Most operations are implemented using GSl or numpy libraries which will call the underlying BLAS on the system.

sage: m = Matrix(RDF, [[1,2],[3,4]])
sage: m**2
[ 7.0 10.0]
[15.0 22.0]
sage: n= m^(-1); n
[-2.0  1.0]
[ 1.5 -0.5]

To compute eigenvalues the use the function eigen

sage: p,e = m.eigen_left()

the result of eigen is a pair p,e, where p is a list of eigenvalues and the e is a matrix whose columns are the eigenvectors

To solve a linear system Ax = b for A = [[1,2] and b = [5,6] [3,4]]

sage: b = vector(RDF,[5,6])
sage: m.solve_left(b)
(-4.0, 4.5)

See the commands QR,LU,SVD for QR, LU, and singular value decomposition.

Functions: cholesky,$  $ determinant,$  $ eigen_left,$  $ eigen_right,$  $ eigenspaces,$  $ is_symmetric,$  $ log_determinant,$  $ LU,$  $ LU_valid,$  $ numpy,$  $ QR,$  $ solve_left,$  $ solve_left_LU,$  $ SVD,$  $ transpose

cholesky( )

Return the cholesky factorization of this matrix. The input matrix must be symmetric and positive definite or an exception will be raised.

sage: M = MatrixSpace(RDF,5)
sage: r = matrix(RDF,[[   0.,    0.,    0.,    0.,    1.],[   1.,    1.,    1.,    1.,    1.],[  16.,    8.,    4.,    2.,    1.],[  81.,   27.,    9.,    3.,    1.],[ 256.,   64.,   16.,    4.,    1.]])

sage: m = r*M(1)*r.transpose()
sage: c = m.cholesky()
sage: c*c.transpose()
[ 1.0     1.0     1.0     1.0     1.0]
[ 1.0     5.0    31.0   121.0   341.0]
[ 1.0    31.0   341.0  1555.0  4681.0]
[ 1.0   121.0  1555.0  7381.0 22621.0]
[ 1.0   341.0  4681.0 22621.0 69905.0]

determinant( )

Return the determinant of self.

ALGORITHM: Use GSL (LU decompositon)

sage: m = matrix(RDF,2,range(4)); m.det()
-2.0
sage: m = matrix(RDF,0,[]); m.det()
1.0
sage: m = matrix(RDF, 2, range(6)); m.det()
Traceback (most recent call last):
...
ValueError: self must be square

eigen_left( )

Computes the eigenvalues and *left* eigenvectors of this matrix m acting *from the right*. I.e., vectors v such that v*m = lambda*m.

OUTPUT: eigenvalues - as a list corresponding eigenvectors - as an RDF matrix whose columns are the eigenvectors.

sage: m = Matrix(RDF, 3, range(9))
sage: m.eigen_left()           # random-ish platform-dependent output (low order digits)

IMPLEMENTATION: Uses numpy.

eigen_right( )

Computes the eigenvalues and *right* eigenvectors of this matrix m acting *from the left*. I.e., vectors v such that m * v = lambda*m, where v is viewed as a column vector.

OUTPUT: eigenvalues - as a list corresponding eigenvectors - as an RDF matrix whose columns are the eigenvectors.

sage: m = Matrix(RDF, 3, range(9))
sage: m.eigen_right()           # random-ish platform-dependent output (low order digits)

IMPLEMENTATION: Uses numpy.

eigenspaces( )

Return a list of pairs (e, V) where e runs through all complex eigenvalues of this matrix, and V is the corresponding eigenspace (always a 1-dimensional complex vector space).

OUTPUT: list - of eigenvalues list - of 1-dimensional CDF vector spaces

sage: m = matrix(RDF, 3, range(9)); m
[0.0 1.0 2.0]
[3.0 4.0 5.0]
[6.0 7.0 8.0]
sage: e, v = m.eigenspaces()
sage: e      # random low order bits
[13.3484692283, -1.34846922835, -9.96461975961e-16]
sage: a = (v[0].0) * m; b = e[0] * v[0].0
sage: a.change_ring(CDF) - b         # random -- very small numbers
(-2.6645352591e-15, -7.1054273576e-15, -3.5527136788e-15)

is_symmetric( )

Return whether this matrix is symmetric, to the given tolerance.

sage: m = matrix(RDF,2,2,range(4)); m
[0.0 1.0]
[2.0 3.0]
sage: m.is_symmetric()
False
sage: m[1,0] = 1.1; m
[0.0 1.0]
[1.1 3.0]
sage: m.is_symmetric()
False

The tolerance inequality is strict:

sage: m.is_symmetric(tol=0.1)
False
sage: m.is_symmetric(tol=0.11)
True

log_determinant( )

Compute the log of the absolute value of the determinant using GSL (LU decomposition).

NOTE: This is useful if the usual determinant overlows.

sage: m = matrix(RDF,2,2,range(4)); m
[0.0 1.0]
[2.0 3.0]
sage: RDF(log(abs(m.determinant())))
0.69314718056
sage: m.log_determinant()
0.69314718056
sage: m = matrix(RDF,0,0,range(4)); m
[]
sage: m.log_determinant()
0.0

LU( )

Computes the LU decomposition of a matrix.

For and square matrix A we can find matrices P,L, and U. s.t. P*A = L*U where P is a permutation matrix, L is lower triangular and U is upper triangular.

OUTPUT: P, L, U - as a tuple

sage: m = matrix(RDF,4,range(16))
sage: P,L,U = m.LU()
sage: P*m
[12.0 13.0 14.0 15.0]
[ 0.0  1.0  2.0  3.0]
[ 8.0  9.0 10.0 11.0]
[ 4.0  5.0  6.0  7.0]        
sage: L*U
[12.0 13.0 14.0 15.0]
[ 0.0  1.0  2.0  3.0]
[ 8.0  9.0 10.0 11.0]
[ 4.0  5.0  6.0  7.0]

numpy( )

This method returns a copy of the matrix as a numpy array. It uses the numpy C/api so is very fast.

sage: m = matrix(RDF,[[1,2],[3,4]])
sage: n = m.numpy()
sage: import numpy
sage: numpy.linalg.eig(n)
(array([-0.37228132,  5.37228132]), array([[-0.82456484, -0.41597356],
       [ 0.56576746, -0.90937671]]))
sage: m = matrix(RDF, 2, range(6)); m
[0.0 1.0 2.0]
[3.0 4.0 5.0]
sage: m.numpy()
array([[ 0.,  1.,  2.],
       [ 3.,  4.,  5.]])

TESTS:

sage: m = matrix(RDF,0,5,[]); m
[]
sage: m.numpy()
array([], shape=(0, 5), dtype=float64)
sage: m = matrix(RDF,5,0,[]); m
[]
sage: m.numpy()
array([], shape=(5, 0), dtype=float64)

QR( )

Return the Q,R factorization of a real matrix A.

INPUT:
   self -- a real matrix A

OUTPUT:
   Q, R -- matrices such that A = Q*R such that the columns of Q are
           orthogonal (i.e., Q^t*Q = I), and R is upper triangular.

sage: m = matrix(RDF,3,range(12)); m
[ 0.0  1.0  2.0  3.0]
[ 4.0  5.0  6.0  7.0]
[ 8.0  9.0 10.0 11.0]
sage: Q,R = m.QR()
sage: Q*R
[ 0.0  1.0  2.0  3.0]
[ 4.0  5.0  6.0  7.0]
[ 8.0  9.0 10.0 11.0]

Note that the columns of Q will be an orthogonal

sage: Q*Q.transpose()           # slightly random output.
[1.0                   5.55111512313e-17 -1.11022302463e-16]
[ 5.55111512313e-17    1.0               -5.55111512313e-17]
[-1.11022302463e-16    -5.55111512313e-17               1.0]

solve_left( )

Solve the equation A*x = b, where

sage: A = matrix(RDF, 3,3, [1,2,5,7.6,2.3,1,1,2,-1]); A
[ 1.0  2.0  5.0]
[ 7.6  2.3  1.0]
[ 1.0  2.0 -1.0]
sage: b = vector(RDF,[1,2,3])
sage: x = A.solve_left(b); x
(-0.113695090439, 1.39018087855, -0.333333333333)
sage: A*x
(1.0, 2.0, 3.0)

TESTS: We test two degenerate cases:

sage: A = matrix(RDF, 0, 3, [])
sage: A.solve_left(vector(RDF,[]))
()
sage: A = matrix(RDF, 3, 0, [])
sage: A.solve_left(vector(RDF,3, [1,2,3]))
(0.0, 0.0, 0.0)

solve_left_LU( )

Solve the equation A*x = b.

INPUT:
   self -- an invertible matrix
   b -- a vector

NOTES: This method precomputes and stores the LU decomposition before solving. If many equations of the form Ax=b need to be solved for a singe matrix A, then this method should be used instead of solve. The first time this method is called it will compute the LU decomposition. If the matrix has not changed then subsequent calls will be very fast as the precomputed LU decomposition will be reused.

sage: A = matrix(RDF, 3,3, [1,2,5,7.6,2.3,1,1,2,-1]); A
[ 1.0  2.0  5.0]
[ 7.6  2.3  1.0]
[ 1.0  2.0 -1.0]
sage: b = vector(RDF,[1,2,3])
sage: x = A.solve_left(b); x
(-0.113695090439, 1.39018087855, -0.333333333333)
sage: A*x
(1.0, 2.0, 3.0)

TESTS: We test two degenerate cases:

sage: A = matrix(RDF, 0, 3, [])
sage: A.solve_left_LU(vector(RDF,[]))
(0.0, 0.0, 0.0)
sage: A = matrix(RDF, 3, 0, [])
sage: A.solve_left_LU(vector(RDF,3, [1,2,3]))
()

SVD( )

Return the singular value decomposition of this matrix.

INPUT:
    A -- a matrix
OUTPUT:
    U, S, V -- matrices such that A = U * S * V^t, where
               U and V are orthogonal and S is diagonal.

sage: m = matrix(RDF,4,range(16))
sage: U,S,V = m.SVD()
sage: U*S*V.transpose()    # slightly random output (due to computer architecture)
[3.45569519412e-16               1.0               2.0               3.0]
[4.0               5.0               6.0               7.0]
[8.0               9.0              10.0              11.0]
[12.0              13.0              14.0              15.0]

A non-square example:

sage: m = matrix(RDF, 2, range(6)); m
[0.0 1.0 2.0]
[3.0 4.0 5.0]
sage: U, S, V = m.SVD()
sage: U
[-0.274721127897 -0.961523947641]
[-0.961523947641  0.274721127897]
sage: S
[7.34846922835           0.0]
[          0.0           1.0]
sage: V
[-0.392540507864  0.824163383692]
[-0.560772154092  0.137360563949]
[ -0.72900380032 -0.549442255795]
sage: U*S*V.transpose()           # random low bits
[7.62194127257e-17               1.0               2.0]
[              3.0               4.0               5.0]
sage: m = matrix(RDF,3,2,range(6)); m
[0.0 1.0]
[2.0 3.0]
[4.0 5.0]
sage: U,S,V = m.SVD()
sage: U*S*V.transpose()   # random low order bits
[-8.13151629364e-19                1.0]
[               2.0                3.0]
[               4.0                5.0]

TESTS:

sage: m = matrix(RDF, 3, 0, []); m
[]
sage: m.SVD()
([], [], [])
sage: m = matrix(RDF, 0, 3, []); m
[]        
sage: m.SVD()
([], [], [])

transpose( )

Return the transpose of this matrix.

sage: m = matrix(RDF,2,3,range(6)); m
[0.0 1.0 2.0]
[3.0 4.0 5.0]
sage: m.transpose()
[0.0 3.0]
[1.0 4.0]
[2.0 5.0]
sage: m = matrix(RDF,0,3); m
[]
sage: m.transpose()
[]
sage: m.transpose().parent()
Full MatrixSpace of 3 by 0 dense matrices over Real Double Field

Special Functions: __eq__,$  $ __ge__,$  $ __gt__,$  $ __invert__,$  $ __le__,$  $ __lt__,$  $ __ne__,$  $ __neg__,$  $ _cholesky_gsl,$  $ _replace_self_with_numpy,$  $ _replace_self_with_numpy32

_cholesky_gsl( )

_replace_self_with_numpy( )

sage: import numpy
sage: a = numpy.array([[1,2],[3,4]], 'float64')
sage: m = matrix(RDF,2,2,0)
sage: m._replace_self_with_numpy(a)
sage: m
[1.0 2.0]
[3.0 4.0]

_replace_self_with_numpy32( )

sage: import numpy
sage: a = numpy.array([[1,2],[3,4]], 'float32')
sage: m = matrix(RDF,2,2,0)
sage: m._replace_self_with_numpy32(a)
sage: m
[1.0 2.0]
[3.0 4.0]

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