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-rw-r--r--numpy/linalg/linalg.py133
1 files changed, 118 insertions, 15 deletions
diff --git a/numpy/linalg/linalg.py b/numpy/linalg/linalg.py
index 5ee230f92..98af0733b 100644
--- a/numpy/linalg/linalg.py
+++ b/numpy/linalg/linalg.py
@@ -16,20 +16,20 @@ __all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv',
'svd', 'eig', 'eigh', 'lstsq', 'norm', 'qr', 'cond', 'matrix_rank',
'LinAlgError', 'multi_dot']
+import operator
import warnings
from numpy.core import (
array, asarray, zeros, empty, empty_like, intc, single, double,
- csingle, cdouble, inexact, complexfloating, newaxis, ravel, all, Inf, dot,
- add, multiply, sqrt, maximum, fastCopyAndTranspose, sum, isfinite, size,
- finfo, errstate, geterrobj, longdouble, moveaxis, amin, amax, product, abs,
- broadcast, atleast_2d, intp, asanyarray, object_, ones, matmul,
- swapaxes, divide, count_nonzero, ndarray, isnan
+ csingle, cdouble, inexact, complexfloating, newaxis, all, Inf, dot,
+ add, multiply, sqrt, fastCopyAndTranspose, sum, isfinite,
+ finfo, errstate, geterrobj, moveaxis, amin, amax, product, abs,
+ atleast_2d, intp, asanyarray, object_, matmul,
+ swapaxes, divide, count_nonzero, isnan
)
from numpy.core.multiarray import normalize_axis_index
-from numpy.lib import triu, asfarray
+from numpy.lib.twodim_base import triu, eye
from numpy.linalg import lapack_lite, _umath_linalg
-from numpy.matrixlib.defmatrix import matrix_power
# For Python2/3 compatibility
_N = b'N'
@@ -210,7 +210,8 @@ def _assertSquareness(*arrays):
def _assertNdSquareness(*arrays):
for a in arrays:
- if max(a.shape[-2:]) != min(a.shape[-2:]):
+ m, n = a.shape[-2:]
+ if m != n:
raise LinAlgError('Last 2 dimensions of the array must be square')
def _assertFinite(*arrays):
@@ -532,6 +533,109 @@ def inv(a):
return wrap(ainv.astype(result_t, copy=False))
+def matrix_power(a, n):
+ """
+ Raise a square matrix to the (integer) power `n`.
+
+ For positive integers `n`, the power is computed by repeated matrix
+ squarings and matrix multiplications. If ``n == 0``, the identity matrix
+ of the same shape as M is returned. If ``n < 0``, the inverse
+ is computed and then raised to the ``abs(n)``.
+
+ Parameters
+ ----------
+ a : (..., M, M) array_like
+ Matrix to be "powered."
+ n : int
+ The exponent can be any integer or long integer, positive,
+ negative, or zero.
+
+ Returns
+ -------
+ a**n : (..., M, M) ndarray or matrix object
+ The return value is the same shape and type as `M`;
+ if the exponent is positive or zero then the type of the
+ elements is the same as those of `M`. If the exponent is
+ negative the elements are floating-point.
+
+ Raises
+ ------
+ LinAlgError
+ For matrices that are not square or that (for negative powers) cannot
+ be inverted numerically.
+
+ Examples
+ --------
+ >>> from numpy.linalg import matrix_power
+ >>> i = np.array([[0, 1], [-1, 0]]) # matrix equiv. of the imaginary unit
+ >>> matrix_power(i, 3) # should = -i
+ array([[ 0, -1],
+ [ 1, 0]])
+ >>> matrix_power(i, 0)
+ array([[1, 0],
+ [0, 1]])
+ >>> matrix_power(i, -3) # should = 1/(-i) = i, but w/ f.p. elements
+ array([[ 0., 1.],
+ [-1., 0.]])
+
+ Somewhat more sophisticated example
+
+ >>> q = np.zeros((4, 4))
+ >>> q[0:2, 0:2] = -i
+ >>> q[2:4, 2:4] = i
+ >>> q # one of the three quaternion units not equal to 1
+ array([[ 0., -1., 0., 0.],
+ [ 1., 0., 0., 0.],
+ [ 0., 0., 0., 1.],
+ [ 0., 0., -1., 0.]])
+ >>> matrix_power(q, 2) # = -np.eye(4)
+ array([[-1., 0., 0., 0.],
+ [ 0., -1., 0., 0.],
+ [ 0., 0., -1., 0.],
+ [ 0., 0., 0., -1.]])
+
+ """
+ a = asanyarray(a)
+ _assertRankAtLeast2(a)
+ _assertNdSquareness(a)
+
+ try:
+ n = operator.index(n)
+ except TypeError:
+ raise TypeError("exponent must be an integer")
+
+ if n == 0:
+ a = empty_like(a)
+ a[...] = eye(a.shape[-2], dtype=a.dtype)
+ return a
+
+ elif n < 0:
+ a = inv(a)
+ n = abs(n)
+
+ # short-cuts.
+ if n == 1:
+ return a
+
+ elif n == 2:
+ return matmul(a, a)
+
+ elif n == 3:
+ return matmul(matmul(a, a), a)
+
+ # Use binary decomposition to reduce the number of matrix multiplications.
+ # Here, we iterate over the bits of n, from LSB to MSB, raise `a` to
+ # increasing powers of 2, and multiply into the result as needed.
+ z = result = None
+ while n > 0:
+ z = a if z is None else matmul(z, z)
+ n, bit = divmod(n, 2)
+ if bit:
+ result = z if result is None else matmul(result, z)
+
+ return result
+
+
# Cholesky decomposition
def cholesky(a):
@@ -1429,8 +1533,7 @@ def svd(a, full_matrices=True, compute_uv=True):
extobj = get_linalg_error_extobj(_raise_linalgerror_svd_nonconvergence)
- m = a.shape[-2]
- n = a.shape[-1]
+ m, n = a.shape[-2:]
if compute_uv:
if full_matrices:
if m < n:
@@ -1750,7 +1853,8 @@ def pinv(a, rcond=1e-15 ):
a, wrap = _makearray(a)
rcond = asarray(rcond)
if _isEmpty2d(a):
- res = empty(a.shape[:-2] + (a.shape[-1], a.shape[-2]), dtype=a.dtype)
+ m, n = a.shape[-2:]
+ res = empty(a.shape[:-2] + (n, m), dtype=a.dtype)
return wrap(res)
a = a.conjugate()
u, s, vt = svd(a, full_matrices=False)
@@ -2007,10 +2111,9 @@ def lstsq(a, b, rcond="warn"):
b = b[:, newaxis]
_assertRank2(a, b)
_assertNoEmpty2d(a, b) # TODO: relax this constraint
- m = a.shape[0]
- n = a.shape[1]
- n_rhs = b.shape[1]
- if m != b.shape[0]:
+ m, n = a.shape[-2:]
+ m2, n_rhs = b.shape[-2:]
+ if m != m2:
raise LinAlgError('Incompatible dimensions')
t, result_t = _commonType(a, b)