def eigs(self,
neigs=None,
symmetric=False,
niter=None,
uselobpcg=False,
**kwargs_eig):
r"""Most significant eigenvalues of linear operator.
Return an estimate of the most significant eigenvalues
of the linear operator. If the operator has rectangular
shape (``shape[0]!=shape[1]``), eigenvalues are first
computed for the square operator :math:`\mathbf{A^H}\mathbf{A}`
and the square-root values are returned.
Parameters
----------
neigs : :obj:`int`
Number of eigenvalues to compute (if ``None``, return all). Note
that for ``explicit=False``, only :math:`N-1` eigenvalues can be
computed where :math:`N` is the size of the operator in the
model space
symmetric : :obj:`bool`, optional
Operator is symmetric (``True``) or not (``False``). User should
set this parameter to ``True`` only when it is guaranteed that the
operator is real-symmetric or complex-hermitian matrices
niter : :obj:`int`, optional
Number of iterations for eigenvalue estimation
uselobpcg : :obj:`bool`, optional
Use :func:`scipy.sparse.linalg.lobpcg`
**kwargs_eig
Arbitrary keyword arguments for :func:`scipy.sparse.linalg.eigs`,
:func:`scipy.sparse.linalg.eigsh`, or
:func:`scipy.sparse.linalg.lobpcg`
Returns
-------
eigenvalues : :obj:`numpy.ndarray`
Operator eigenvalues.
Raises
-------
ValueError
If ``uselobpcg=True`` for a non-symmetric square matrix with
complex type
Notes
-----
Depending on the size of the operator, whether it is explicit or not
and the number of eigenvalues requested, different algorithms are
used by this routine.
More precisely, when only a limited number of eigenvalues is requested
the :func:`scipy.sparse.linalg.eigsh` method is used in case of
``symmetric=True`` and the :func:`scipy.sparse.linalg.eigs` method
is used ``symmetric=False``. However, when the matrix is represented
explicitly within the linear operator (``explicit=True``) and all the
eigenvalues are requested the :func:`scipy.linalg.eigvals` is used
instead.
Finally, when only a limited number of eigenvalues is required,
it is also possible to explicitly choose to use the
``scipy.sparse.linalg.lobpcg`` method via the ``uselobpcg`` input
parameter flag.
Most of these algorithms are a port of ARPACK [1]_, a Fortran package
which provides routines for quickly finding eigenvalues/eigenvectors
of a matrix. As ARPACK requires only left-multiplication
by the matrix in question, eigenvalues/eigenvectors can also be
estimated for linear operators when the dense matrix is not available.
.. [1] http://www.caam.rice.edu/software/ARPACK/
"""
if self.explicit and isinstance(self.A, np.ndarray):
if self.shape[0] == self.shape[1]:
if neigs is None or neigs == self.shape[1]:
eigenvalues = eigvals(self.A)
else:
if not symmetric and np.iscomplexobj(self) and uselobpcg:
raise ValueError(
'cannot use scipy.sparse.linalg.lobpcg '
'for non-symmetric square matrices of '
'complex type...')
if symmetric and uselobpcg:
X = np.random.rand(self.shape[0], neigs)
eigenvalues = \
sp_lobpcg(self.A, X=X, maxiter=niter,
**kwargs_eig)[0]
elif symmetric:
eigenvalues = sp_eigsh(self.A,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
eigenvalues = sp_eigs(self.A,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
if neigs is None or neigs == self.shape[1]:
eigenvalues = np.sqrt(
eigvals(np.dot(np.conj(self.A.T), self.A)))
else:
if uselobpcg:
X = np.random.rand(self.shape[1], neigs)
eigenvalues = np.sqrt(
sp_lobpcg(np.dot(np.conj(self.A.T), self.A),
X=X,
maxiter=niter,
**kwargs_eig)[0])
else:
eigenvalues = np.sqrt(
sp_eigsh(np.dot(np.conj(self.A.T), self.A),
k=neigs,
maxiter=niter,
**kwargs_eig)[0])
else:
if neigs is None or neigs >= self.shape[1]:
neigs = self.shape[1] - 2
if self.shape[0] == self.shape[1]:
if not symmetric and np.iscomplexobj(self) and uselobpcg:
raise ValueError(
'cannot use scipy.sparse.linalg.lobpcg for '
'non symmetric square matrices of '
'complex type...')
if symmetric and uselobpcg:
X = np.random.rand(self.shape[0], neigs)
eigenvalues = \
sp_lobpcg(self, X=X, maxiter=niter, **kwargs_eig)[0]
elif symmetric:
eigenvalues = sp_eigsh(self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
eigenvalues = sp_eigs(self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
if uselobpcg:
X = np.random.rand(self.shape[1], neigs)
eigenvalues = np.sqrt(
sp_lobpcg(self.H * self,
X=X,
maxiter=niter,
**kwargs_eig)[0])
else:
eigenvalues = np.sqrt(
sp_eigs(self.H * self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0])
return -np.sort(-eigenvalues)
def eigs(self, neigs=None, symmetric=False, niter=None, **kwargs_eig):
r"""Most significant eigenvalues of linear operator.
Return an estimate of the most significant eigenvalues
of the linear operator. If the operator has rectangular
shape (``shape[0]!=shape[1]``), eigenvalues are first
computed for the square operator :math:`\mathbf{A^H}\mathbf{A}`
and the square-root values are returned.
Parameters
----------
neigs : :obj:`int`
Number of eigenvalues to compute (if ``None``, return all). Note
that for ``explicit=False``, only :math:`N-1` eigenvalues can be
computed where :math:`N` is the size of the operator in the
model space
symmetric : :obj:`bool`, optional
Operator is symmetric (``True``) or not (``False``). User should
set this parameter to ``True`` only when it is guaranteed that the
operator is real-symmetric or complex-hermitian matrices
niter : :obj:`int`, optional
Number of iterations for eigenvalue estimation
**kwargs_eig
Arbitrary keyword arguments for
:func:`scipy.sparse.linalg.eigs` or
:func:`scipy.sparse.linalg.eigsh`
Returns
-------
eigenvalues : :obj:`numpy.ndarray`
Operator eigenvalues.
Notes
-----
Eigenvalues are estimated using :func:`scipy.sparse.linalg.eigs`
(``explicit=True``) or :func:`scipy.sparse.linalg.eigsh`
(``explicit=False``).
This is a port of ARPACK [1]_, a Fortran package which provides
routines for quickly finding eigenvalues/eigenvectors
of a matrix. As ARPACK requires only left-multiplication
by the matrix in question, eigenvalues/eigenvectors can also be
estimated for linear operators when the dense matrix is not available.
.. [1] http://www.caam.rice.edu/software/ARPACK/
"""
if self.explicit and isinstance(self.A, np.ndarray):
if self.shape[0] == self.shape[1]:
if neigs is None or neigs == self.shape[1]:
eigenvalues = eigvals(self.A)
else:
if symmetric:
eigenvalues = sp_eigsh(self.A,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
eigenvalues = sp_eigs(self.A,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
if neigs is None or neigs == self.shape[1]:
eigenvalues = np.sqrt(
eigvals(np.dot(np.conj(self.A.T), self.A)))
else:
eigenvalues = np.sqrt(
sp_eigsh(np.dot(np.conj(self.A.T), self.A),
k=neigs,
maxiter=niter,
**kwargs_eig)[0])
else:
if neigs is None or neigs >= self.shape[1]:
neigs = self.shape[1] - 2
if self.shape[0] == self.shape[1]:
if symmetric:
eigenvalues = sp_eigsh(self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
eigenvalues = sp_eigs(self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0]
else:
eigenvalues = np.sqrt(
sp_eigs(self.H * self,
k=neigs,
maxiter=niter,
**kwargs_eig)[0])
return -np.sort(-eigenvalues)
