def svd(x, compute_uv = True):
"""Wrap the numx SVD routine, so that it returns arrays of the correct
dtype and a SymeigException in case of failures."""
tc = x.dtype
try:
if compute_uv:
u, s, v = _mdp.numx_linalg.svd(x)
return refcast(u, tc), refcast(s, tc), refcast(v, tc)
else:
s = _mdp.numx_linalg.svd(x, compute_uv=False)
return refcast(s, tc)
except _mdp.numx_linalg.LinAlgError, exc:
raise SymeigException(str(exc))
def svd(x, compute_uv=True):
"""Wrap the numx SVD routine, so that it returns arrays of the correct
dtype and a SymeigException in case of failures."""
tc = x.dtype
try:
if compute_uv:
u, s, v = _mdp.numx_linalg.svd(x)
return refcast(u, tc), refcast(s, tc), refcast(v, tc)
else:
s = _mdp.numx_linalg.svd(x, compute_uv=False)
return refcast(s, tc)
except _mdp.numx_linalg.LinAlgError, exc:
raise SymeigException(str(exc))
def __init__(self, H, f=None, c=None, dtype='d'):
"""
The quadratic form is defined as 1/2 x'Hx + f'x + c .
'dtype' specifies the numerical type of the internal structures.
"""
local_eps = 10*numx.finfo(numx.dtype(dtype)).eps
# check that H is almost symmetric
if not numx.allclose(H, H.T, rtol=100*local_eps, atol=local_eps):
raise QuadraticFormException('H does not seem to be symmetric')
self.H = refcast(H, dtype)
if f is None:
f = numx.zeros((H.shape[0],), dtype=dtype)
if c is None:
c = 0
self.f = refcast(f, dtype)
self.c = c
self.dtype = dtype
def __init__(self, H, f=None, c=None, dtype='d'):
"""
The quadratic form is defined as 1/2 x'Hx + f'x + c .
'dtype' specifies the numerical type of the internal structures.
"""
local_eps = 10 * numx.finfo(numx.dtype(dtype)).eps
# check that H is almost symmetric
if not numx.allclose(H, H.T, rtol=100 * local_eps, atol=local_eps):
raise QuadraticFormException('H does not seem to be symmetric')
self.H = refcast(H, dtype)
if f is None:
f = numx.zeros((H.shape[0], ), dtype=dtype)
if c is None:
c = 0
self.f = refcast(f, dtype)
self.c = c
self.dtype = dtype
trans_a : 0 (a not transposed), 1 (a transposed),
2 (a conjugate transposed)
trans_b : 0 (b not transposed), 1 (b transposed),
2 (b conjugate transposed)
"""
if c:
gemm,=_mdp.numx_linalg.get_blas_funcs(('gemm',),(a,b,c))
else:
gemm,=_mdp.numx_linalg.get_blas_funcs(('gemm',),(a,b))
return gemm(alpha, a, b, beta, c, trans_a, trans_b)
# workaround to numpy issues with dtype behavior:
# 'f' is upcasted at least in the following functions
_inv = _mdp.numx_linalg.inv
inv = lambda x: refcast(_inv(x), x.dtype)
_pinv = _mdp.numx_linalg.pinv
pinv = lambda x: refcast(_pinv(x), x.dtype)
_solve = _mdp.numx_linalg.solve
solve = lambda x, y: refcast(_solve(x, y), x.dtype)
def svd(x, compute_uv = True):
"""Wrap the numx SVD routine, so that it returns arrays of the correct
dtype and a SymeigException in case of failures."""
tc = x.dtype
try:
if compute_uv:
u, s, v = _mdp.numx_linalg.svd(x)
return refcast(u, tc), refcast(s, tc), refcast(v, tc)
else:
s = _mdp.numx_linalg.svd(x, compute_uv=False)
2 (a conjugate transposed)
trans_b : 0 (b not transposed), 1 (b transposed),
2 (b conjugate transposed)
"""
if c:
gemm, = _mdp.numx_linalg.get_blas_funcs(('gemm', ), (a, b, c))
else:
gemm, = _mdp.numx_linalg.get_blas_funcs(('gemm', ), (a, b))
return gemm(alpha, a, b, beta, c, trans_a, trans_b)
# workaround to numpy issues with dtype behavior:
# 'f' is upcasted at least in the following functions
_inv = _mdp.numx_linalg.inv
inv = lambda x: refcast(_inv(x), x.dtype)
_pinv = _mdp.numx_linalg.pinv
pinv = lambda x: refcast(_pinv(x), x.dtype)
_solve = _mdp.numx_linalg.solve
solve = lambda x, y: refcast(_solve(x, y), x.dtype)
def svd(x, compute_uv=True):
"""Wrap the numx SVD routine, so that it returns arrays of the correct
dtype and a SymeigException in case of failures."""
tc = x.dtype
try:
if compute_uv:
u, s, v = _mdp.numx_linalg.svd(x)
return refcast(u, tc), refcast(s, tc), refcast(v, tc)
else:
