pyerrors/pyerrors/linalg.py
2021-12-23 14:26:17 +01:00

282 lines
9.8 KiB
Python

import numpy as np
import autograd.numpy as anp # Thinly-wrapped numpy
from .obs import derived_observable, CObs, Obs, import_jackknife
def matmul(*operands):
"""Matrix multiply all operands.
Parameters
----------
operands : numpy.ndarray
Arbitrary number of 2d-numpy arrays which can be real or complex
Obs valued.
This implementation is faster compared to standard multiplication via the @ operator.
"""
if any(isinstance(o[0, 0], CObs) for o in operands):
extended_operands = []
for op in operands:
tmp = np.vectorize(lambda x: (np.real(x), np.imag(x)))(op)
extended_operands.append(tmp[0])
extended_operands.append(tmp[1])
def multi_dot(operands, part):
stack_r = operands[0]
stack_i = operands[1]
for op_r, op_i in zip(operands[2::2], operands[3::2]):
tmp_r = stack_r @ op_r - stack_i @ op_i
tmp_i = stack_r @ op_i + stack_i @ op_r
stack_r = tmp_r
stack_i = tmp_i
if part == 'Real':
return stack_r
else:
return stack_i
def multi_dot_r(operands):
return multi_dot(operands, 'Real')
def multi_dot_i(operands):
return multi_dot(operands, 'Imag')
Nr = derived_observable(multi_dot_r, extended_operands, array_mode=True)
Ni = derived_observable(multi_dot_i, extended_operands, array_mode=True)
res = np.empty_like(Nr)
for (n, m), entry in np.ndenumerate(Nr):
res[n, m] = CObs(Nr[n, m], Ni[n, m])
return res
else:
def multi_dot(operands):
stack = operands[0]
for op in operands[1:]:
stack = stack @ op
return stack
return derived_observable(multi_dot, operands, array_mode=True)
def jack_matmul(*operands):
"""Matrix multiply both operands making use of the jackknife approximation.
Parameters
----------
operands : numpy.ndarray
Arbitrary number of 2d-numpy arrays which can be real or complex
Obs valued.
For large matrices this is considerably faster compared to matmul.
"""
def _exp_to_jack(matrix):
base_matrix = np.empty_like(matrix)
for index, entry in np.ndenumerate(matrix):
base_matrix[index] = entry.export_jackknife()
return base_matrix
def _imp_from_jack(matrix, name, idl):
base_matrix = np.empty_like(matrix)
for index, entry in np.ndenumerate(matrix):
base_matrix[index] = import_jackknife(entry, name, [idl])
return base_matrix
def _exp_to_jack_c(matrix):
base_matrix = np.empty_like(matrix)
for index, entry in np.ndenumerate(matrix):
base_matrix[index] = entry.real.export_jackknife() + 1j * entry.imag.export_jackknife()
return base_matrix
def _imp_from_jack_c(matrix, name, idl):
base_matrix = np.empty_like(matrix)
for index, entry in np.ndenumerate(matrix):
base_matrix[index] = CObs(import_jackknife(entry.real, name, [idl]),
import_jackknife(entry.imag, name, [idl]))
return base_matrix
if any(isinstance(o.flat[0], CObs) for o in operands):
name = operands[0].flat[0].real.names[0]
idl = operands[0].flat[0].real.idl[name]
r = _exp_to_jack_c(operands[0])
for op in operands[1:]:
if isinstance(op.flat[0], CObs):
r = r @ _exp_to_jack_c(op)
else:
r = r @ op
return _imp_from_jack_c(r, name, idl)
else:
name = operands[0].flat[0].names[0]
idl = operands[0].flat[0].idl[name]
r = _exp_to_jack(operands[0])
for op in operands[1:]:
if isinstance(op.flat[0], Obs):
r = r @ _exp_to_jack(op)
else:
r = r @ op
return _imp_from_jack(r, name, idl)
def einsum(subscripts, *operands):
"""Wrapper for numpy.einsum
Parameters
----------
subscripts : str
Subscripts for summation (see numpy documentation for details)
operands : numpy.ndarray
Arbitrary number of 2d-numpy arrays which can be real or complex
Obs valued.
"""
def _exp_to_jack(matrix):
base_matrix = []
for index, entry in np.ndenumerate(matrix):
base_matrix.append(entry.export_jackknife())
return np.asarray(base_matrix).reshape(matrix.shape + base_matrix[0].shape)
def _exp_to_jack_c(matrix):
base_matrix = []
for index, entry in np.ndenumerate(matrix):
base_matrix.append(entry.real.export_jackknife() + 1j * entry.imag.export_jackknife())
return np.asarray(base_matrix).reshape(matrix.shape + base_matrix[0].shape)
def _imp_from_jack(matrix, name, idl):
base_matrix = np.empty(shape=matrix.shape[:-1], dtype=object)
for index in np.ndindex(matrix.shape[:-1]):
base_matrix[index] = import_jackknife(matrix[index], name, [idl])
return base_matrix
def _imp_from_jack_c(matrix, name, idl):
base_matrix = np.empty(shape=matrix.shape[:-1], dtype=object)
for index in np.ndindex(matrix.shape[:-1]):
base_matrix[index] = CObs(import_jackknife(matrix[index].real, name, [idl]),
import_jackknife(matrix[index].imag, name, [idl]))
return base_matrix
for op in operands:
if isinstance(op.flat[0], CObs):
name = op.flat[0].real.names[0]
idl = op.flat[0].real.idl[name]
break
elif isinstance(op.flat[0], Obs):
name = op.flat[0].names[0]
idl = op.flat[0].idl[name]
break
conv_operands = []
for op in operands:
if isinstance(op.flat[0], CObs):
conv_operands.append(_exp_to_jack_c(op))
elif isinstance(op.flat[0], Obs):
conv_operands.append(_exp_to_jack(op))
else:
conv_operands.append(op)
tmp_subscripts = ','.join([o + '...' for o in subscripts.split(',')])
extended_subscripts = '->'.join([o + '...' for o in tmp_subscripts.split('->')[:-1]] + [tmp_subscripts.split('->')[-1]])
einsum_path = np.einsum_path(extended_subscripts, *conv_operands, optimize='optimal')[0]
jack_einsum = np.einsum(extended_subscripts, *conv_operands, optimize=einsum_path)
if jack_einsum.dtype == complex:
result = _imp_from_jack_c(jack_einsum, name, idl)
elif jack_einsum.dtype == float:
result = _imp_from_jack(jack_einsum, name, idl)
else:
raise Exception("Result has unexpected datatype")
if result.shape == ():
return result.flat[0]
else:
return result
def inv(x):
"""Inverse of Obs or CObs valued matrices."""
return _mat_mat_op(anp.linalg.inv, x)
def cholesky(x):
"""Cholesky decomposition of Obs or CObs valued matrices."""
return _mat_mat_op(anp.linalg.cholesky, x)
def det(x):
"""Determinant of Obs valued matrices."""
return _scalar_mat_op(anp.linalg.det, x)
def _scalar_mat_op(op, obs, **kwargs):
"""Computes the matrix to scalar operation op to a given matrix of Obs."""
def _mat(x, **kwargs):
dim = int(np.sqrt(len(x)))
mat = []
for i in range(dim):
row = []
for j in range(dim):
row.append(x[j + dim * i])
mat.append(row)
return op(anp.array(mat))
if isinstance(obs, np.ndarray):
raveled_obs = (1 * (obs.ravel())).tolist()
else:
raise TypeError('Unproper type of input.')
return derived_observable(_mat, raveled_obs, **kwargs)
def _mat_mat_op(op, obs, **kwargs):
"""Computes the matrix to matrix operation op to a given matrix of Obs."""
# Use real representation to calculate matrix operations for complex matrices
if isinstance(obs.ravel()[0], CObs):
A = np.empty_like(obs)
B = np.empty_like(obs)
for (n, m), entry in np.ndenumerate(obs):
if hasattr(entry, 'real') and hasattr(entry, 'imag'):
A[n, m] = entry.real
B[n, m] = entry.imag
else:
A[n, m] = entry
B[n, m] = 0.0
big_matrix = np.block([[A, -B], [B, A]])
op_big_matrix = derived_observable(lambda x, **kwargs: op(x), [big_matrix], array_mode=True)[0]
dim = op_big_matrix.shape[0]
op_A = op_big_matrix[0: dim // 2, 0: dim // 2]
op_B = op_big_matrix[dim // 2:, 0: dim // 2]
res = np.empty_like(op_A)
for (n, m), entry in np.ndenumerate(op_A):
res[n, m] = CObs(op_A[n, m], op_B[n, m])
return res
else:
return derived_observable(lambda x, **kwargs: op(x), [obs], array_mode=True)[0]
def eigh(obs, **kwargs):
"""Computes the eigenvalues and eigenvectors of a given hermitian matrix of Obs according to np.linalg.eigh."""
w = derived_observable(lambda x, **kwargs: anp.linalg.eigh(x)[0], obs)
v = derived_observable(lambda x, **kwargs: anp.linalg.eigh(x)[1], obs)
return w, v
def eig(obs, **kwargs):
"""Computes the eigenvalues of a given matrix of Obs according to np.linalg.eig."""
w = derived_observable(lambda x, **kwargs: anp.real(anp.linalg.eig(x)[0]), obs)
return w
def pinv(obs, **kwargs):
"""Computes the Moore-Penrose pseudoinverse of a matrix of Obs."""
return derived_observable(lambda x, **kwargs: anp.linalg.pinv(x), obs)
def svd(obs, **kwargs):
"""Computes the singular value decomposition of a matrix of Obs."""
u = derived_observable(lambda x, **kwargs: anp.linalg.svd(x, full_matrices=False)[0], obs)
s = derived_observable(lambda x, **kwargs: anp.linalg.svd(x, full_matrices=False)[1], obs)
vh = derived_observable(lambda x, **kwargs: anp.linalg.svd(x, full_matrices=False)[2], obs)
return (u, s, vh)