Is there a built-in/easy LDU decomposition method in Numpy? - python

I see cholesky decomposition in numpy.linalg.cholesky, but could not find a LDU decompositon. Can anyone suggest a function to use?

Scipy has an LU decomposition function: scipy.linalg.lu. Note that this also introduces a permutation matrix P into the mix. This answer gives a nice explanation of why this happens.
If you specifically need LDU, then you can just normalize the U matrix to pull out D.
Here's how you might do it:
>>> import numpy as np
>>> import scipy.linalg as la
>>> a = np.array([[2, 4, 5],
[1, 3, 2],
[4, 2, 1]])
>>> (P, L, U) = la.lu(a)
>>> P
array([[ 0., 1., 0.],
[ 0., 0., 1.],
[ 1., 0., 0.]])
>>> L
array([[ 1. , 0. , 0. ],
[ 0.5 , 1. , 0. ],
[ 0.25 , 0.83333333, 1. ]])
>>> U
array([[ 4. , 2. , 1. ],
[ 0. , 3. , 4.5],
[ 0. , 0. , -2. ]])
>>> D = np.diag(np.diag(U)) # D is just the diagonal of U
>>> U /= np.diag(U)[:, None] # Normalize rows of U
>>> P.dot(L.dot(D.dot(U))) # Check
array([[ 2., 4., 5.],
[ 1., 3., 2.],
[ 4., 2., 1.]])

Try this:
import numpy as np
A = np.array([[1,2,3,4],[1,2,3,4],[1,2,3,4],[1,2,3,4]])
U = np.triu(A,1)
L = np.tril(A,-1)
D = np.tril(np.triu(A))
print(A)
print(L)
print(D)
print(U)

Related

How to create a specific upper triangular matrix?

I would like to create in python (using numpy) an upper triangular matrix in the form:
[[ 1, c, c^2],
[ 0, 1, c ],
[ 0, 0, 1 ]])
where c is a rational number and the rank of the matrix may vary (2, 3, 4, ...). Is there any smart way to do it other than creating rows and stacking them?
r = 3
c = 3
i,j = np.indices((r,r))
np.triu(float(c)**(j-i))
Result:
array([[1., 3., 9.],
[0., 1., 3.],
[0., 0., 1.]])
There are probably more straightforward solutions but this is what I came up with:
import numpy as np
c=5
m=np.triu(c**np.triu(np.ones((3,3)), 1).cumsum(axis =1))
print(m)
output:
[[ 1. 5. 25.]
[ 0. 1. 5.]
[ 0. 0. 1.]]

Depthwise stacking with NumPy

I am using the following code and getting an output numpy ndarray of size (2,9) that I am then trying to reshape into size (3,3,2). My hope was that calling reshape using (3,3,2) as the dimensions of the new array would take each row of the 2x9 array and shape it into a 3x3 array and wrap these two 3x3 arrays into another array.
For instance, when I index the result I would like the following behavior:
input: print(result)
output: [[ 2. 2. 1. 0. 8. 5. 2. 4. 5.]
[ 4. 7. 5. 6. 4. 3. -3. 2. 1.]]
result = result.reshape((3,3,2))
DESIRED NEW BEHAVIOR
input: print(result[:,:,0])
output: [[2. 2. 1.]
[0. 8. 5.]
[2. 4. 5.]]
input: print(result[:,:,1])
output: [[ 4. 7. 5.]
[ 6. 4. 3.]
[-3. 2. 1.]]
ACTUAL NEW BEHAVIOR
input: print(result[:,:,0])
output: [[2. 1. 8.]
[2. 5. 7.]
[6. 3. 2.]]
input: print(result[:,:,1])
output: [[ 2. 0. 5.]
[ 4. 4. 5.]
[ 4. -3. 1.]]
Is there a way to specify to reshape that I would like to go row by row along the depth dimension? I'm very confused as to why numpy by default makes the choice it does for reshape.
Here is the code I am using to produce result matrix, this code may or may not be necessary to analyze my issue. I feel as if it will not be necessary but am including it for completeness:
import numpy as np
# im2col implementation assuming width/height dimensions of filter and input_vol
# are the same (i.e. input_vol_width is equal to input_vol_height and the same
# for the filter spatial dimensions, although input_vol_width need not equal
# filter_vol_width)
def im2col(input, filters, input_vol_dims, filter_size_dims, stride):
receptive_field_size = 1
for dim in filter_size_dims:
receptive_field_size *= dim
output_width = output_height = int((input_vol_dims[0]-filter_size_dims[0])/stride + 1)
X_col = np.zeros((receptive_field_size,output_width*output_height))
W_row = np.zeros((len(filters),receptive_field_size))
pos = 0
for i in range(0,input_vol_dims[0]-1,stride):
for j in range(0,input_vol_dims[1]-1,stride):
X_col[:,pos] = input[i:i+stride+1,j:j+stride+1,:].ravel()
pos += 1
for i in range(len(filters)):
W_row[i,:] = filters[i].ravel()
bias = np.array([[1], [0]])
result = np.dot(W_row, X_col) + bias
print(result)
if __name__ == '__main__':
x = np.zeros((7, 7, 3))
x[:,:,0] = np.array([[0,0,0,0,0,0,0],
[0,1,1,0,0,1,0],
[0,2,2,1,1,1,0],
[0,2,0,2,1,0,0],
[0,2,0,0,1,0,0],
[0,0,0,1,1,0,0],
[0,0,0,0,0,0,0]])
x[:,:,1] = np.array([[0,0,0,0,0,0,0],
[0,2,0,1,0,2,0],
[0,0,1,2,1,0,0],
[0,2,0,0,2,0,0],
[0,2,1,0,0,0,0],
[0,1,2,2,2,0,0],
[0,0,0,0,0,0,0]])
x[:,:,2] = np.array([[0,0,0,0,0,0,0],
[0,0,0,2,1,1,0],
[0,0,0,2,2,0,0],
[0,2,1,0,2,2,0],
[0,0,1,2,1,2,0],
[0,2,0,0,2,1,0],
[0,0,0,0,0,0,0]])
w0 = np.zeros((3,3,3))
w0[:,:,0] = np.array([[1,1,0],
[1,-1,1],
[-1,1,1]])
w0[:,:,1] = np.array([[-1,-1,0],
[1,-1,1],
[1,-1,-1]])
w0[:,:,2] = np.array([[0,0,0],
[0,0,1],
[1,0,1]]
w1 = np.zeros((3,3,3))
w1[:,:,0] = np.array([[0,-1,1],
[1,1,0],
[1,1,0]])
w1[:,:,1] = np.array([[-1,-1,1],
[1,0,1],
[0,1,1]])
w1[:,:,2] = np.array([[-1,-1,0],
[1,-1,0],
[1,1,0]])
filters = np.array([w0,w1])
im2col(x,np.array([w0,w1]),x.shape,w0.shape,2)
Let's reshape a bit differently and then do a depth-wise dstack:
arr = np.dstack(result.reshape((-1,3,3)))
arr[..., 0]
array([[2., 2., 1.],
[0., 8., 5.],
[2., 4., 5.]])
Reshape keeps the original order of the elements
In [215]: x=np.array(x)
In [216]: x.shape
Out[216]: (2, 9)
Reshaping the size 9 dimension into a 3x3 keeps the element order that you want:
In [217]: x.reshape(2,3,3)
Out[217]:
array([[[ 2., 2., 1.],
[ 0., 8., 5.],
[ 2., 4., 5.]],
[[ 4., 7., 5.],
[ 6., 4., 3.],
[-3., 2., 1.]]])
But you have to index it with [0,:,:] to see one of those blocks.
To see the same blocks with [:,:,0], you have to move that size 2 dimension to the end. COLDSPEED's dstack does that by iterating on the first dimension, and joining the 2 blocks (each 3x3) on a new third dimension). Another way is to use transpose to reorder the dimensions:
In [218]: x.reshape(2,3,3).transpose(1,2,0)
Out[218]:
array([[[ 2., 4.],
[ 2., 7.],
[ 1., 5.]],
[[ 0., 6.],
[ 8., 4.],
[ 5., 3.]],
[[ 2., -3.],
[ 4., 2.],
[ 5., 1.]]])
In [219]: y = _
In [220]: y.shape
Out[220]: (3, 3, 2)
In [221]: y[:,:,0]
Out[221]:
array([[2., 2., 1.],
[0., 8., 5.],
[2., 4., 5.]])

Why can't I change numpy's array?

My array is from a image whick like below:
[[[ 66.17041352 32.64576397 20.96214396]
[ 66.17041352 32.64576397 20.96214396]
[ 65.96318838 32.36065031 16.13857633]
...,
[ 69.04849876 28.06324166 26.57747623]
[ 63.7269604 32.96378326 25.94336956]
[ 53.96807994 39.33219382 23.9025511 ]]
...,
[[ 18.55833403 34.4104455 -9.75497344]
[ 18.55833403 34.4104455 -9.75497344]
[ 21.45103128 32.77919479 -3.84284208]
...,
[ 44.64859327 41.89617915 14.25196745]
[ 43.40291913 43.25109885 17.43372679]
[ 43.30009306 47.94315449 15.59464532]]
[[ 18.64249436 31.63054472 -7.56023249]
[ 18.64249436 31.63054472 -7.56023249]
[ 23.23099091 32.284216 -3.86411699]
...,
[ 44.98536772 45.0246078 17.92556564]
[ 45.53417128 45.42120428 17.50264622]
[ 46.7226915 45.42428651 19.21054283]]]
I want to change the array to zero like this:
[[[ 0. 0. 0.]
[ 0. 0. 0.]
[ 0. 0. 0.]
...,
[ 0. 0. 0.]
[ 0. 0. 0.]
[ 0. 0. 0.]]
...,
[[ 0. 0. 0.]
[ 0. 0. 0.]
[ 0. 0. 0.]
...,
[[ 0. 0. 0.]
[ 0. 0. 0.]
[ 0. 0. 0.]
...,
[ 0. 0. 0.]
[ 0. 0. 0.]
[ 0. 0. 0.]]]
I know how to make it happen, but I just wonder why my origin code doesn't work.The print shows that nothing changed.
for row in image_arr:
for col in row:
col = [0,0,0]
print image_arr
In your loop, you are just reassigning the name col to the list [0,0,0], over and over and over again. Not at all what you want! To change your 3d array to all zeros, you simply do this.:
arr[:, :, :,] = 0
Bing bang boom, you're done.
This is because col is a copy not a reference. This is true for all of python:
CODE Example:
simple = [1,2,3,4,5,6]
print simple
for elem in simple:
elem = 0
print simple
OUTPUT:
[1, 2, 3, 4, 5, 6]
[1, 2, 3, 4, 5, 6]
Try this instead:
rows,cols,lens = arr.shape
for r in range(rows):
for c in range(cols):
arr[r][c] = [0,0,0]
You change the value col in the loop but it's not related to the original variable image_arr.
You can use enumerate to access the index and modify image_arr variable directly. As in the following example:
import numpy as np
image_arr = np.arange(30).reshape(3, 5, 2)
print(image_arr)
for i,row in enumerate(image_arr):
for j,col in enumerate(row):
image_arr[i][j]=0
print(image_arr)
You are changing col to a new list, but col is not a reference to a sublist of row. Instead, if you change the elements of col, then you will get the result you want:
for row in image_arr:
for col in row:
for i in range(len(col))
col[i] = 0
Is because col is a value not a reference , see Python objects confusion: a=b, modify b and a changes!
try instead :
a=0
b=0
for row in image_arr:
for col in row:
image_arr[a][b] = [0,0,0]
a=a+1
b=b+1
print image_arr
col is a 1d array, a view of arr. To change its values you need to use slicing notation. col=[0,0,0] reassigns the variable without mutating the iteration variable. Mutability is a key concept here (and applicable to lists and dictionaries as well).
In [254]: arr = np.ones((2,3,4))
In [255]: for row in arr:
...: for col in row:
...: col[:] = 0 # or = [1,2,3,5]
...:
In [256]: arr
Out[256]:
array([[[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.]],
[[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.],
[ 0., 0., 0., 0.]]])
And since you want to change all the values, col[:]=0 works just as well as col[:]=[0,0,0,0] (in my shape).
But while we are at it, any of these also work
In [257]: for row in arr:
...: row[:,:] = 1
...:
In [258]: arr
Out[258]:
array([[[ 1., 1., 1., 1.],
[ 1., 1., 1., 1.],
...]]])
In [259]: arr[:,:,:]=2 # one : per dimension
In [260]: arr[...] = 3 # ... shorthand for multiple :
But why reset arr? Why not make a new array with the same shape (and throw away the 'original')?
arr1 = np.zeros_like(arr)

Matrix multiplication issue for LU decomposition?

I'm trying to solve an Ax=b by using LU decomposition, but somehow I can't get the A by multiplying L*U. Here's the code and the results;
A = array([2,3,5,4]).reshape(2,2)
b = array([4,3])
P,L, U = lu(A)
And the results for L and U
L:
array([[ 1. , 0. ],
[ 0.4, 1. ]])
U:
array([[ 5. , 4. ],
[ 0. , 1.4]])
Result for L*U
dot(L,U):
array([[ 5., 4.],
[ 2., 3.]])
So instead of ((2, 3),(5, 4)), I'm getting (( 5., 4.),( 2., 3.)). And as a result, I can't solve Ax=b. What is the reason for getting such L*U result?
Oh seems like I totally forgot about the permutation matrix P. Multiplying the inverse of P with L*U solved the problem;
dot(inv(P),dot(P,A)):
array([[ 2., 3.],
[ 5., 4.]])
According to the WikiPedia: PA = LU.
So, if you want A = LU, you could add permute_l=True to lu function:
(ins)>>> a = np.array([2,3,5,4]).reshape(2,2)
(ins)>>> l,u = scipy.linalg.lu(a, permute_l=True)
(ins)>>> l.dot(u)
array([[ 2., 3.],
[ 5., 4.]])

How to split an array based on minimum row value using vectorization

I am trying to figure out how to take the following for loop that splits an array based on the index of the lowest value in the row and use vectorization. I've looked at this link and have been trying to use the numpy.where function but currently unsuccessful.
For example if an array has n columns, then all the rows where col[0] has the lowest value are put in one array, all the rows where col[1] are put in another, etc.
Here's the code using a for loop.
import numpy
a = numpy.array([[ 0. 1. 3.]
[ 0. 1. 3.]
[ 0. 1. 3.]
[ 1. 0. 2.]
[ 1. 0. 2.]
[ 1. 0. 2.]
[ 3. 1. 0.]
[ 3. 1. 0.]
[ 3. 1. 0.]])
result_0 = []
result_1 = []
result_2 = []
for value in a:
if value[0] <= value[1] and value[0] <= value[2]:
result_0.append(value)
elif value[1] <= value[0] and value[1] <= value[2]:
result_1.append(value)
else:
result_2.append(value)
print(result_0)
>>[array([ 0. 1. 3.]), array([ 0. 1. 3.]), array([ 0. 1. 3.])]
print(result_1)
>>[array([ 1. 0. 2.]), array([ 1. 0. 2.]), array([ 1. 0. 2.])]
print(result_2)
>>[array([ 3. 1. 0.]), array([ 3. 1. 0.]), array([ 3. 1. 0.])]
First, use argsort to see where the lowest value in each row is:
>>> a.argsort(axis=1)
array([[0, 1, 2],
[0, 1, 2],
[0, 1, 2],
[1, 0, 2],
[1, 0, 2],
[1, 0, 2],
[2, 1, 0],
[2, 1, 0],
[2, 1, 0]])
Note that wherever a row has 0, that is the smallest column in that row.
Now you can build the results:
>>> sortidx = a.argsort(axis=1)
>>> [a[sortidx[:,i] == 0] for i in range(a.shape[1])]
[array([[ 0., 1., 3.],
[ 0., 1., 3.],
[ 0., 1., 3.]]),
array([[ 1., 0., 2.],
[ 1., 0., 2.],
[ 1., 0., 2.]]),
array([[ 3., 1., 0.],
[ 3., 1., 0.],
[ 3., 1., 0.]])]
So it is done with only a single loop over the columns, which will give a huge speedup if the number of rows is much larger than the number of columns.
This is not the best solution since it relies on simple python loops and is not very efficient when you start dealing with large data sets but it should get you started.
The point is to create an array of "buckets" which store the data based on the depth of the lengthiest element. Then enumerate each element in values, selecting the smallest one and saving its offset which is subsequently appended to the correct results "bucket", for each a. Finally we print this out in the last loop.
Solution using loops:
import numpy
import pprint
# random data set
a = numpy.array([[0, 1, 3],
[0, 1, 3],
[0, 1, 3],
[1, 0, 2],
[1, 0, 2],
[1, 0, 2],
[3, 1, 0],
[3, 1, 0],
[3, 1, 0]])
# create a list of results as big as the depth of elements in an entry
results = list()
for l in range(max(len(i) for i in a)):
results.append(list())
# don't do the following because all the references to the lists will be the same and you get dups:
# results = [[]]*max(len(i) for i in a)
for value in a:
res_offset, _val = min(enumerate(value), key=lambda x: x[1]) # get the offset and min value
results[res_offset].append(value) # store the original Array obj in the correct "bucket"
# print for visualization
for c, r in enumerate(results):
print("result_%s: %s" % (c, r))
Outputs:
result_0: [array([0, 1, 3]), array([0, 1, 3]), array([0, 1, 3])]
result_1: [array([1, 0, 2]), array([1, 0, 2]), array([1, 0, 2])]
result_2: [array([3, 1, 0]), array([3, 1, 0]), array([3, 1, 0])]
I found a much easier way to do this. I hope that I am interpreting the OP correctly.
My sense is that the OP wants to create a slice of the larger array based upon some set of conditions.
Note that the code above to create the array does not seem to work--at least in python 3.5. I generated the array as follow.
a = np.array([0., 1., 3., 0., 1., 3., 0., 1., 3., 1., 0., 2., 1., 0., 2.,1., 0., 2.,3., 1., 0.,3., 1., 0.,3., 1., 0.]).reshape([9,3])
Next, I sliced the original array into smaller arrays. Numpy has builtins to help with this.
result_0 = a[np.logical_and(a[:,0] <= a[:,1],a[:,0] <= a[:,2])]
result_1 = a[np.logical_and(a[:,1] <= a[:,0],a[:,1] <= a[:,2])]
result_2 = a[np.logical_and(a[:,2] <= a[:,0],a[:,2] <= a[:,1])]
This will generate new numpy arrays that match the given conditions.
Note if the user wants to convert these individual rows into a list or arrays, he/she can just enter the following code to obtain the result.
result_0 = [np.array(x) for x in result_0.tolist()]
result_0 = [np.array(x) for x in result_1.tolist()]
result_0 = [np.array(x) for x in result_2.tolist()]
This should generate the outcome requested in the OP.

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