195 lines
6.3 KiB
Python
195 lines
6.3 KiB
Python
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from __future__ import division, print_function, absolute_import
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import numpy as np
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from numpy.linalg import LinAlgError
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from .blas import get_blas_funcs
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from .lapack import get_lapack_funcs
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__all__ = ['LinAlgError', 'LinAlgWarning', 'norm']
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class LinAlgWarning(RuntimeWarning):
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"""
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The warning emitted when a linear algebra related operation is close
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to fail conditions of the algorithm or loss of accuracy is expected.
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"""
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pass
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def norm(a, ord=None, axis=None, keepdims=False, check_finite=True):
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"""
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Matrix or vector norm.
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This function is able to return one of seven different matrix norms,
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or one of an infinite number of vector norms (described below), depending
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on the value of the ``ord`` parameter.
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Parameters
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----------
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a : (M,) or (M, N) array_like
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Input array. If `axis` is None, `a` must be 1-D or 2-D.
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ord : {non-zero int, inf, -inf, 'fro'}, optional
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Order of the norm (see table under ``Notes``). inf means numpy's
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`inf` object
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axis : {int, 2-tuple of ints, None}, optional
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If `axis` is an integer, it specifies the axis of `a` along which to
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compute the vector norms. If `axis` is a 2-tuple, it specifies the
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axes that hold 2-D matrices, and the matrix norms of these matrices
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are computed. If `axis` is None then either a vector norm (when `a`
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is 1-D) or a matrix norm (when `a` is 2-D) is returned.
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keepdims : bool, optional
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If this is set to True, the axes which are normed over are left in the
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result as dimensions with size one. With this option the result will
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broadcast correctly against the original `a`.
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check_finite : bool, optional
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Whether to check that the input matrix contains only finite numbers.
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Disabling may give a performance gain, but may result in problems
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(crashes, non-termination) if the inputs do contain infinities or NaNs.
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Returns
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-------
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n : float or ndarray
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Norm of the matrix or vector(s).
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Notes
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-----
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For values of ``ord <= 0``, the result is, strictly speaking, not a
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mathematical 'norm', but it may still be useful for various numerical
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purposes.
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The following norms can be calculated:
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===== ============================ ==========================
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ord norm for matrices norm for vectors
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===== ============================ ==========================
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None Frobenius norm 2-norm
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'fro' Frobenius norm --
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inf max(sum(abs(x), axis=1)) max(abs(x))
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-inf min(sum(abs(x), axis=1)) min(abs(x))
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0 -- sum(x != 0)
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1 max(sum(abs(x), axis=0)) as below
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-1 min(sum(abs(x), axis=0)) as below
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2 2-norm (largest sing. value) as below
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-2 smallest singular value as below
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other -- sum(abs(x)**ord)**(1./ord)
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===== ============================ ==========================
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The Frobenius norm is given by [1]_:
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:math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
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The ``axis`` and ``keepdims`` arguments are passed directly to
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``numpy.linalg.norm`` and are only usable if they are supported
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by the version of numpy in use.
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References
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----------
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.. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
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Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
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Examples
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--------
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>>> from scipy.linalg import norm
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>>> a = np.arange(9) - 4.0
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>>> a
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array([-4., -3., -2., -1., 0., 1., 2., 3., 4.])
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>>> b = a.reshape((3, 3))
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>>> b
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array([[-4., -3., -2.],
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[-1., 0., 1.],
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[ 2., 3., 4.]])
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>>> norm(a)
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7.745966692414834
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>>> norm(b)
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7.745966692414834
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>>> norm(b, 'fro')
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7.745966692414834
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>>> norm(a, np.inf)
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4
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>>> norm(b, np.inf)
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9
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>>> norm(a, -np.inf)
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0
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>>> norm(b, -np.inf)
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2
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>>> norm(a, 1)
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20
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>>> norm(b, 1)
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7
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>>> norm(a, -1)
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-4.6566128774142013e-010
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>>> norm(b, -1)
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6
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>>> norm(a, 2)
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7.745966692414834
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>>> norm(b, 2)
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7.3484692283495345
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>>> norm(a, -2)
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0
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>>> norm(b, -2)
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1.8570331885190563e-016
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>>> norm(a, 3)
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5.8480354764257312
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>>> norm(a, -3)
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0
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"""
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# Differs from numpy only in non-finite handling and the use of blas.
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if check_finite:
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a = np.asarray_chkfinite(a)
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else:
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a = np.asarray(a)
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# Only use optimized norms if axis and keepdims are not specified.
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if a.dtype.char in 'fdFD' and axis is None and not keepdims:
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if ord in (None, 2) and (a.ndim == 1):
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# use blas for fast and stable euclidean norm
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nrm2 = get_blas_funcs('nrm2', dtype=a.dtype)
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return nrm2(a)
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if a.ndim == 2 and axis is None and not keepdims:
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# Use lapack for a couple fast matrix norms.
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# For some reason the *lange frobenius norm is slow.
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lange_args = None
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# Make sure this works if the user uses the axis keywords
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# to apply the norm to the transpose.
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if ord == 1:
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if np.isfortran(a):
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lange_args = '1', a
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elif np.isfortran(a.T):
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lange_args = 'i', a.T
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elif ord == np.inf:
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if np.isfortran(a):
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lange_args = 'i', a
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elif np.isfortran(a.T):
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lange_args = '1', a.T
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if lange_args:
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lange = get_lapack_funcs('lange', dtype=a.dtype)
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return lange(*lange_args)
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# Filter out the axis and keepdims arguments if they aren't used so they
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# are never inadvertently passed to a version of numpy that doesn't
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# support them.
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if axis is not None:
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if keepdims:
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return np.linalg.norm(a, ord=ord, axis=axis, keepdims=keepdims)
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return np.linalg.norm(a, ord=ord, axis=axis)
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return np.linalg.norm(a, ord=ord)
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def _datacopied(arr, original):
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"""
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Strict check for `arr` not sharing any data with `original`,
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under the assumption that arr = asarray(original)
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"""
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if arr is original:
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return False
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if not isinstance(original, np.ndarray) and hasattr(original, '__array__'):
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return False
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return arr.base is None
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