def test_mixed_deriv_mixed_expressions():
expr = Trace(A)*A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A)*A)
assert expr.diff(A) == (2*Trace(A))*Identity(k)
def test_matrix_derivative_with_inverse():
# Cookbook example 61:
expr = a.T*Inverse(X)*b
assert expr.diff(X) == -Inverse(X).T*a*b.T*Inverse(X).T
# Cookbook example 63:
expr = Trace(A*Inverse(X)*B)
assert expr.diff(X) == -(X**(-1)*B*A*X**(-1)).T
# Cookbook example 64:
expr = Trace(Inverse(X + A))
assert expr.diff(X) == -(Inverse(X + A)*Inverse(X + A)).T
def test_mixed_deriv_mixed_expressions():
expr = 3*Trace(A)
assert expr.diff(A) == 3*Identity(k)
expr = k
deriv = expr.diff(A)
assert isinstance(deriv, ZeroMatrix)
assert deriv == ZeroMatrix(k, k)
expr = Trace(A)**2
assert expr.diff(A) == (2*Trace(A))*Identity(k)
expr = Trace(A)*A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A)*A)
assert expr.diff(A) == (2*Trace(A))*Identity(k)
expr = Trace(Trace(Trace(A)*A)*A)
assert expr.diff(A) == (3*Trace(A)**2)*Identity(k)
def test_non_atoms():
assert ask(Q.real(Trace(X)), Q.positive(Trace(X)))
def density(self, expr):
n, ZGSE = self.dimension, self.normalization_constant
h_pspace = RandomMatrixPSpace('P', model=self)
H = RandomMatrixSymbol('H', n, n, pspace=h_pspace)
return Lambda(H, exp(-S(n) * Trace(H**2)) / ZGSE)(expr)
def normalization_constant(self):
n = self.dimension
_H = MatrixSymbol('_H', n, n)
return Integral(exp(-S(n) * Trace(_H**2)))
def trace_sum_distribute_repl(dX):
return lambda x: Add(*[Trace(A) for A in x.arg.args])
def transpose_traces_repl(dX):
return lambda x: Trace(x.arg.T)
from .symbols import d, Kron, SymmetricMatrixSymbol
from .simplifications import simplify_matdiff
MATRIX_DIFF_RULES = {
# e =expression, s = a list of symbols respsect to which
# we want to differentiate
Symbol: lambda e, s: d(e) if (e in s) else 0,
MatrixSymbol: lambda e, s: d(e) if (e in s) else ZeroMatrix(*e.shape),
SymmetricMatrixSymbol: lambda e, s: d(e) if (e in s) else ZeroMatrix(*e.shape),
Add: lambda e, s: Add(*[_matDiff_apply(arg, s) for arg in e.args]),
Mul: lambda e, s: _matDiff_apply(e.args[0], s) if len(e.args)==1 else Mul(_matDiff_apply(e.args[0],s),Mul(*e.args[1:])) + Mul(e.args[0], _matDiff_apply(Mul(*e.args[1:]),s)),
MatAdd: lambda e, s: MatAdd(*[_matDiff_apply(arg, s) for arg in e.args]),
MatMul: lambda e, s: _matDiff_apply(e.args[0], s) if len(e.args)==1 else MatMul(_matDiff_apply(e.args[0],s),MatMul(*e.args[1:])) + MatMul(e.args[0], _matDiff_apply(MatMul(*e.args[1:]),s)),
Kron: lambda e, s: _matDiff_apply(e.args[0],s) if len(e.args)==1 else Kron(_matDiff_apply(e.args[0],s),Kron(*e.args[1:]))
+ Kron(e.args[0],_matDiff_apply(Kron(*e.args[1:]),s)),
Determinant: lambda e, s: MatMul(Determinant(e.args[0]), Trace(e.args[0].I*_matDiff_apply(e.args[0], s))),
# inverse always has 1 arg, so we index
Inverse: lambda e, s: -Inverse(e.args[0]) * _matDiff_apply(e.args[0], s) * Inverse(e.args[0]),
# trace always has 1 arg
Trace: lambda e, s: Trace(_matDiff_apply(e.args[0], s)),
# transpose also always has 1 arg, index
Transpose: lambda e, s: Transpose(_matDiff_apply(e.args[0], s))
}
def _matDiff_apply(expr, syms):
if expr.__class__ in list(MATRIX_DIFF_RULES.keys()):
return MATRIX_DIFF_RULES[expr.__class__](expr, syms)
elif expr.is_constant():
return 0
else:
def identify_hadamard_products(expr: Union[ArrayContraction, ArrayDiagonal]):
mapping = _get_mapping_from_subranks(expr.subranks)
editor: _EditArrayContraction
if isinstance(expr, ArrayContraction):
editor = _EditArrayContraction(expr)
elif isinstance(expr, ArrayDiagonal):
if isinstance(expr.expr, ArrayContraction):
editor = _EditArrayContraction(expr.expr)
diagonalized = ArrayContraction._push_indices_down(
expr.expr.contraction_indices, expr.diagonal_indices)
elif isinstance(expr.expr, ArrayTensorProduct):
editor = _EditArrayContraction(None)
editor.args_with_ind = [
_ArgE(arg) for i, arg in enumerate(expr.expr.args)
]
diagonalized = expr.diagonal_indices
else:
return expr
# Trick: add diagonalized indices as negative indices into the editor object:
for i, e in enumerate(diagonalized):
for j in e:
arg_pos, rel_pos = mapping[j]
editor.args_with_ind[arg_pos].indices[rel_pos] = -1 - i
map_contr_to_args: Dict[FrozenSet, List[_ArgE]] = defaultdict(list)
map_ind_to_inds = defaultdict(int)
for arg_with_ind in editor.args_with_ind:
for ind in arg_with_ind.indices:
map_ind_to_inds[ind] += 1
if None in arg_with_ind.indices:
continue
map_contr_to_args[frozenset(arg_with_ind.indices)].append(arg_with_ind)
k: FrozenSet[int]
v: List[_ArgE]
for k, v in map_contr_to_args.items():
make_trace: bool = False
if len(k) == 1 and next(iter(k)) >= 0 and sum(
[next(iter(k)) in i for i in map_contr_to_args]) == 1:
# This is a trace: the arguments are fully contracted with only one
# index, and the index isn't used anywhere else:
make_trace = True
first_element = S.One
elif len(k) != 2:
# Hadamard product only defined for matrices:
continue
if len(v) == 1:
# Hadamard product with a single argument makes no sense:
continue
for ind in k:
if map_ind_to_inds[ind] <= 2:
# There is no other contraction, skip:
continue
def check_transpose(x):
x = [i if i >= 0 else -1 - i for i in x]
return x == sorted(x)
# Check if expression is a trace:
if all([map_ind_to_inds[j] == len(v) and j >= 0
for j in k]) and all([j >= 0 for j in k]):
# This is a trace
make_trace = True
first_element = v[0].element
if not check_transpose(v[0].indices):
first_element = first_element.T
hadamard_factors = v[1:]
else:
hadamard_factors = v
# This is a Hadamard product:
hp = hadamard_product(*[
i.element if check_transpose(i.indices) else Transpose(i.element)
for i in hadamard_factors
])
hp_indices = v[0].indices
if not check_transpose(hadamard_factors[0].indices):
hp_indices = list(reversed(hp_indices))
if make_trace:
hp = Trace(first_element * hp.T)._normalize()
hp_indices = []
editor.insert_after(v[0], _ArgE(hp, hp_indices))
for i in v:
editor.args_with_ind.remove(i)
# Count the ranks of the arguments:
counter = 0
# Create a collector for the new diagonal indices:
diag_indices = defaultdict(list)
count_index_freq = Counter()
for arg_with_ind in editor.args_with_ind:
count_index_freq.update(Counter(arg_with_ind.indices))
free_index_count = count_index_freq[None]
# Construct the inverse permutation:
inv_perm1 = []
inv_perm2 = []
# Keep track of which diagonal indices have already been processed:
done = set([])
# Counter for the diagonal indices:
counter4 = 0
for arg_with_ind in editor.args_with_ind:
# If some diagonalization axes have been removed, they should be
# permuted in order to keep the permutation.
# Add permutation here
counter2 = 0 # counter for the indices
for i in arg_with_ind.indices:
if i is None:
inv_perm1.append(counter4)
counter2 += 1
counter4 += 1
continue
if i >= 0:
continue
# Reconstruct the diagonal indices:
diag_indices[-1 - i].append(counter + counter2)
if count_index_freq[i] == 1 and i not in done:
inv_perm1.append(free_index_count - 1 - i)
done.add(i)
elif i not in done:
inv_perm2.append(free_index_count - 1 - i)
done.add(i)
counter2 += 1
# Remove negative indices to restore a proper editor object:
arg_with_ind.indices = [
i if i is not None and i >= 0 else None
for i in arg_with_ind.indices
]
counter += len([i for i in arg_with_ind.indices if i is None or i < 0])
inverse_permutation = inv_perm1 + inv_perm2
permutation = _af_invert(inverse_permutation)
if isinstance(expr, ArrayContraction):
return editor.to_array_contraction()
else:
# Get the diagonal indices after the detection of HadamardProduct in the expression:
diag_indices_filtered = [
tuple(v) for v in diag_indices.values() if len(v) > 1
]
expr1 = editor.to_array_contraction()
expr2 = ArrayDiagonal(expr1, *diag_indices_filtered)
expr3 = PermuteDims(expr2, permutation)
return expr3
def _a2m_trace(arg):
if isinstance(arg, _CodegenArrayAbstract):
return ArrayContraction(arg, (0, 1))
else:
from sympy import Trace
return Trace(arg)
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(MatMul(X, X, B))
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
# Cookbook example 120:
# TODO: no support for TensorProduct.
# expr = Trace(TensorProduct(X, X))
# expr = Trace(X)*Trace(X)
# expr.diff(X) == 2*Trace(X)*Identity(k)
# Higher Order
# Cookbook example 121:
expr = Trace(X**k)
#assert expr.diff(X) == k*(X**(k-1)).T
# Cookbook example 122:
expr = Trace(A*X**k)
#assert expr.diff(X) == # Needs indices
# Cookbook example 123:
expr = Trace(B.T*X.T*C*X*X.T*C*X*B)
assert expr.diff(X) == C*X*X.T*C*X*B*B.T + C.T*X*B*B.T*X.T*C.T*X + C*X*B*B.T*X.T*C*X + C.T*X*X.T*C.T*X*B*B.T
# Other
# Cookbook example 124:
expr = Trace(A*X**(-1)*B)
assert expr.diff(X) == -Inverse(X).T*A.T*B.T*Inverse(X).T
# Cookbook example 125:
expr = Trace(Inverse(X.T*C*X)*A)
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == - X.inv().T*A.T*X.inv()*C.inv().T*X.inv().T - X.inv().T*A*X.inv()*C.inv()*X.inv().T
# Cookbook example 126:
expr = Trace((X.T*C*X).inv()*(X.T*B*X))
assert expr.diff(X) == -2*C*X*(X.T*C*X).inv()*X.T*B*X*(X.T*C*X).inv() + 2*B*X*(X.T*C*X).inv()
# Cookbook example 127:
expr = Trace((A + X.T*C*X).inv()*(X.T*B*X))
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == B*X*Inverse(A + X.T*C*X) - C*X*Inverse(A + X.T*C*X)*X.T*B*X*Inverse(A + X.T*C*X) - C.T*X*Inverse(A.T + (C*X).T*X)*X.T*B.T*X*Inverse(A.T + (C*X).T*X) + B.T*X*Inverse(A.T + (C*X).T*X)
def test_arrayexpr_convert_matrix_to_array():
expr = M*N
result = ArrayContraction(ArrayTensorProduct(M, N), (1, 2))
assert convert_matrix_to_array(expr) == result
expr = M*N*M
result = ArrayContraction(ArrayTensorProduct(M, N, M), (1, 2), (3, 4))
assert convert_matrix_to_array(expr) == result
expr = Transpose(M)
assert convert_matrix_to_array(expr) == PermuteDims(M, [1, 0])
expr = M*Transpose(N)
assert convert_matrix_to_array(expr) == ArrayContraction(ArrayTensorProduct(M, PermuteDims(N, [1, 0])), (1, 2))
expr = 3*M*N
res = convert_matrix_to_array(expr)
rexpr = convert_array_to_matrix(res)
assert expr == rexpr
expr = 3*M + N*M.T*M + 4*k*N
res = convert_matrix_to_array(expr)
rexpr = convert_array_to_matrix(res)
assert expr == rexpr
expr = Inverse(M)*N
rexpr = convert_array_to_matrix(convert_matrix_to_array(expr))
assert expr == rexpr
expr = M**2
rexpr = convert_array_to_matrix(convert_matrix_to_array(expr))
assert expr == rexpr
expr = M*(2*N + 3*M)
res = convert_matrix_to_array(expr)
rexpr = convert_array_to_matrix(res)
assert expr == rexpr
expr = Trace(M)
result = ArrayContraction(M, (0, 1))
assert convert_matrix_to_array(expr) == result
expr = 3*Trace(M)
result = ArrayContraction(ArrayTensorProduct(3, M), (0, 1))
assert convert_matrix_to_array(expr) == result
expr = 3*Trace(Trace(M) * M)
result = ArrayContraction(ArrayTensorProduct(3, M, M), (0, 1), (2, 3))
assert convert_matrix_to_array(expr) == result
expr = 3*Trace(M)**2
result = ArrayContraction(ArrayTensorProduct(3, M, M), (0, 1), (2, 3))
assert convert_matrix_to_array(expr) == result
expr = HadamardProduct(M, N)
result = ArrayDiagonal(ArrayTensorProduct(M, N), (0, 2), (1, 3))
assert convert_matrix_to_array(expr) == result
expr = HadamardProduct(M*N, N*M)
result = ArrayDiagonal(ArrayContraction(ArrayTensorProduct(M, N, N, M), (1, 2), (5, 6)), (0, 2), (1, 3))
assert convert_matrix_to_array(expr) == result
expr = HadamardPower(M, 2)
result = ArrayDiagonal(ArrayTensorProduct(M, M), (0, 2), (1, 3))
assert convert_matrix_to_array(expr) == result
expr = HadamardPower(M*N, 2)
result = ArrayDiagonal(ArrayContraction(ArrayTensorProduct(M, N, M, N), (1, 2), (5, 6)), (0, 2), (1, 3))
assert convert_matrix_to_array(expr) == result
expr = M**2
assert isinstance(expr, MatPow)
assert convert_matrix_to_array(expr) == ArrayContraction(ArrayTensorProduct(M, M), (1, 2))
expr = a.T*b
cg = convert_matrix_to_array(expr)
assert cg == ArrayContraction(ArrayTensorProduct(a, b), (0, 2))
def _support_function_tp1_recognize(contraction_indices, args):
subranks = [get_rank(i) for i in args]
coeff = reduce(lambda x, y: x * y,
[arg for arg, srank in zip(args, subranks) if srank == 0],
S.One)
mapping = _get_mapping_from_subranks(subranks)
new_contraction_indices = list(contraction_indices)
newargs = args[:] # make a copy of the list
removed = [None for i in newargs]
cumul = list(accumulate([0] + [get_rank(arg) for arg in args]))
new_perms = [
list(range(cumul[i], cumul[i + 1])) for i, arg in enumerate(args)
]
for pi, contraction_pair in enumerate(contraction_indices):
if len(contraction_pair) != 2:
continue
i1, i2 = contraction_pair
a1, e1 = mapping[i1]
a2, e2 = mapping[i2]
while removed[a1] is not None:
a1, e1 = removed[a1]
while removed[a2] is not None:
a2, e2 = removed[a2]
if a1 == a2:
trace_arg = newargs[a1]
newargs[a1] = Trace(trace_arg)._normalize()
new_contraction_indices[pi] = None
continue
if not isinstance(newargs[a1], MatrixExpr) or not isinstance(
newargs[a2], MatrixExpr):
continue
arg1 = newargs[a1]
arg2 = newargs[a2]
if (e1 == 1 and e2 == 1) or (e1 == 0 and e2 == 0):
arg2 = Transpose(arg2)
if e1 == 1:
argnew = arg1 * arg2
else:
argnew = arg2 * arg1
removed[a2] = a1, e1
new_perms[a1][e1] = new_perms[a2][1 - e2]
new_perms[a2] = None
newargs[a1] = argnew
newargs[a2] = None
new_contraction_indices[pi] = None
new_contraction_indices = [
i for i in new_contraction_indices if i is not None
]
newargs2 = [arg for arg in newargs if arg is not None]
if len(newargs2) == 0:
return coeff
tp = _a2m_tensor_product(*newargs2)
tc = ArrayContraction(tp, *new_contraction_indices)
new_perms2 = ArrayContraction._push_indices_up(
contraction_indices, [i for i in new_perms if i is not None])
permutation = _af_invert(
[j for i in new_perms2 for j in i if j is not None])
if permutation == [1, 0] and len(newargs2) == 1:
return Transpose(newargs2[0]).doit()
tperm = PermuteDims(tc, permutation)
return tperm
def test_mixed_deriv_mixed_expressions():
expr = 3 * Trace(A)
assert expr.diff(A) == 3 * Identity(k)
expr = k
deriv = expr.diff(A)
assert isinstance(deriv, ZeroMatrix)
assert deriv == ZeroMatrix(k, k)
expr = Trace(A)**2
assert expr.diff(A) == (2 * Trace(A)) * Identity(k)
expr = Trace(A) * A
# TODO: this is not yet supported:
assert expr.diff(A) == Derivative(expr, A)
expr = Trace(Trace(A) * A)
assert expr.diff(A) == (2 * Trace(A)) * Identity(k)
expr = Trace(Trace(Trace(A) * A) * A)
assert expr.diff(A) == (3 * Trace(A)**2) * Identity(k)
def test_matrix_derivatives_of_traces():
expr = Trace(A)*A
assert expr.diff(A) == Derivative(Trace(A)*A, A)
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
assert expr.diff(X) == (X*B + B*X).T
expr = Trace(MatMul(X, X, B))
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
# Cookbook example 120:
# TODO: no support for TensorProduct.
# expr = Trace(TensorProduct(X, X))
# expr = Trace(X)*Trace(X)
# expr.diff(X) == 2*Trace(X)*Identity(k)
# Higher Order
# Cookbook example 121:
expr = Trace(X**k)
#assert expr.diff(X) == k*(X**(k-1)).T
# Cookbook example 122:
expr = Trace(A*X**k)
#assert expr.diff(X) == # Needs indices
# Cookbook example 123:
expr = Trace(B.T*X.T*C*X*X.T*C*X*B)
assert expr.diff(X) == C*X*X.T*C*X*B*B.T + C.T*X*B*B.T*X.T*C.T*X + C*X*B*B.T*X.T*C*X + C.T*X*X.T*C.T*X*B*B.T
# Other
# Cookbook example 124:
expr = Trace(A*X**(-1)*B)
assert expr.diff(X) == -Inverse(X).T*A.T*B.T*Inverse(X).T
# Cookbook example 125:
expr = Trace(Inverse(X.T*C*X)*A)
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == - X.inv().T*A.T*X.inv()*C.inv().T*X.inv().T - X.inv().T*A*X.inv()*C.inv()*X.inv().T
# Cookbook example 126:
expr = Trace((X.T*C*X).inv()*(X.T*B*X))
assert expr.diff(X) == -2*C*X*(X.T*C*X).inv()*X.T*B*X*(X.T*C*X).inv() + 2*B*X*(X.T*C*X).inv()
# Cookbook example 127:
expr = Trace((A + X.T*C*X).inv()*(X.T*B*X))
# Warning: result in the cookbook is equivalent if B and C are symmetric:
assert expr.diff(X) == B*X*Inverse(A + X.T*C*X) - C*X*Inverse(A + X.T*C*X)*X.T*B*X*Inverse(A + X.T*C*X) - C.T*X*Inverse(A.T + (C*X).T*X)*X.T*B.T*X*Inverse(A.T + (C*X).T*X) + B.T*X*Inverse(A.T + (C*X).T*X)
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(MatMul(X, X, B))
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
def test_matrix_derivatives_of_traces():
## First order:
# Cookbook example 99:
expr = Trace(X)
assert expr.diff(X) == Identity(k)
# Cookbook example 100:
expr = Trace(X*A)
assert expr.diff(X) == A.T
# Cookbook example 101:
expr = Trace(A*X*B)
assert expr.diff(X) == A.T*B.T
# Cookbook example 102:
expr = Trace(A*X.T*B)
assert expr.diff(X) == B*A
# Cookbook example 103:
expr = Trace(X.T*A)
assert expr.diff(X) == A
# Cookbook example 104:
expr = Trace(A*X.T)
assert expr.diff(X) == A
# Cookbook example 105:
# TODO: TensorProduct is not supported
#expr = Trace(TensorProduct(A, X))
#assert expr.diff(X) == Trace(A)*Identity(k)
## Second order:
# Cookbook example 106:
expr = Trace(X**2)
assert expr.diff(X) == 2*X.T
# Cookbook example 107:
expr = Trace(X**2*B)
# TODO: wrong result
#assert expr.diff(X) == (X*B + B*X).T
expr = Trace(X*X*B)
assert expr.diff(X) == (X*B + B*X).T
# Cookbook example 108:
expr = Trace(X.T*B*X)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 109:
expr = Trace(B*X*X.T)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 110:
expr = Trace(X*X.T*B)
assert expr.diff(X) == B*X + B.T*X
# Cookbook example 111:
expr = Trace(X*B*X.T)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 112:
expr = Trace(B*X.T*X)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 113:
expr = Trace(X.T*X*B)
assert expr.diff(X) == X*B.T + X*B
# Cookbook example 114:
expr = Trace(A*X*B*X)
assert expr.diff(X) == A.T*X.T*B.T + B.T*X.T*A.T
# Cookbook example 115:
expr = Trace(X.T*X)
assert expr.diff(X) == 2*X
expr = Trace(X*X.T)
assert expr.diff(X) == 2*X
# Cookbook example 116:
expr = Trace(B.T*X.T*C*X*B)
assert expr.diff(X) == C.T*X*B*B.T + C*X*B*B.T
# Cookbook example 117:
expr = Trace(X.T*B*X*C)
assert expr.diff(X) == B*X*C + B.T*X*C.T
# Cookbook example 118:
expr = Trace(A*X*B*X.T*C)
assert expr.diff(X) == A.T*C.T*X*B.T + C*A*X*B
# Cookbook example 119:
expr = Trace((A*X*B + C)*(A*X*B + C).T)
assert expr.diff(X) == 2*A.T*(A*X*B + C)*B.T
def density(self, expr):
n, ZGOE = self.dimension, self.normalization_constant
h_pspace = RandomMatrixPSpace("P", model=self)
H = RandomMatrixSymbol("H", n, n, pspace=h_pspace)
return Lambda(H, exp(-S(n) / 4 * Trace(H ** 2)) / ZGOE)
