def abeff_trianglebound(N, y, t, cond): sigma1 = 0.5 * (1 + y) sum1, sum2, sum3, sum5 = [0.0 for _ in range(4)] b1 = 1 a1 = mp.power(N, -0.4) xN = 4 * mp.pi() * N * N - mp.pi() * t / 4.0 xNp1 = 4 * mp.pi() * (N + 1) * (N + 1) - mp.pi() * t / 4.0 delta = mp.pi() * y / (2 * (xN - 6 - (14 + 2 * y) / mp.pi())) + 2 * y * ( 7 + y) * mp.log(abs(1 + y + 1j * xNp1) / (4 * mp.pi)) / (xN * xN) expdelta = mp.exp(delta) for n in range(1, 30 * N + 1): nf = float(n) denom = mp.power(nf, sigma1 + (t / 4.0) * mp.log(N * N)) common1 = mp.exp((t / 4.0) * mp.power(mp.log(nf), 2)) common2 = common1 * mp.power(nf / N, y) * expdelta * mp.exp( t * y * mp.log(n) / (2 * (xN - 6))) bn, bn2, bn3, bn5 = [ common1 * abs(cond[n][2 * i - 1]) for i in range(1, 5) ] an, an2, an3, an5 = [ common2 * abs(cond[n][2 * i]) for i in range(1, 5) ] sum1 += (bn + an) / denom sum2 += (bn2 + an2) / denom sum3 += (bn3 + an3) / denom sum5 += (bn5 + an5) / denom return [N, expdelta] + [2 - j for j in [sum1, sum2, sum3, sum5]]
def abtoyx_e3(z, t): x = z.real xdash = x + mp.pi() * t / 4.0 y = z.imag sigma1, sigma2 = 0.5 * (1 + y), 0.5 * (1 - y) s1, s2 = sigma1 + 0.5j * xdash, sigma2 + 0.5j * xdash N = int(mp.sqrt(0.25 * x / mp.pi())) sum1_L, sum1_R = 0.0, 0.0 factor2 = 1 - 1 / mp.power(2.0, s1 + (t / 4.0) * mp.log(N * N / 2.0)) factor3 = 1 - 1 / mp.power(3.0, s1 + (t / 4.0) * mp.log(N * N / 2.0)) factorN = mp.power(N, -0.4) for n in range(1, N + 1): n = float(n) sum1_L += mp.power(n, -1 * s1 - (t / 4.0) * mp.log(N * N / n)) sum1_R += mp.power(n, -1 * s2 - (t / 4.0) * mp.log(N * N / n)) sum1_R = sum1_R * factorN sum12_L, sum12_R = sum1_L * factor2, sum1_R * factor2 sum123_L, sum123_R = sum12_L * factor3, sum12_R * factor3 absum1_L, absum1_R, absum12_L, absum12_R, absum123_L, absum123_R = abs( sum1_L), abs(sum1_R), abs(sum12_L), abs(sum12_R), abs(sum123_L), abs( sum123_R) abdiff1, abdiff12, abdiff123 = absum1_L - absum1_R, absum12_L - absum12_R, absum123_L - absum123_R return [ sum1_L, sum1_R, absum1_L, absum1_R, abdiff1, sum12_L, sum12_R, absum12_L, absum12_R, abdiff12, sum123_L, sum123_R, absum123_L, absum123_R, abdiff123 ]
def FreeFermions(eigvec, subsystem, FermiVector): r=range(FermiVector) Cij=mp.matrix([[mp.fsum([eigvec[i,k]*eigvec[j,k] for k in r]) for i in subsystem] for j in subsystem]) C_eigval=mp.eigsy(Cij, eigvals_only=True) EH_eigval=mp.matrix([mp.log(mp.fdiv(mp.fsub(mp.mpf(1.0),x),x)) for x in C_eigval]) S=mp.re(mp.fsum([mp.log(mp.mpf(1.0)+mp.exp(-x))+mp.fdiv(x,mp.exp(x)+mp.mpf(1.0)) for x in EH_eigval])) return(S)
def abeff_lemmabound(N, y, t, cond): sigma1 = 0.5 * (1 + y) sum1, sum2, sum3, sum5 = [0.0 for _ in range(4)] b1 = 1 a1 = mp.power(N, -0.4) xN = 4 * mp.pi() * N * N - mp.pi() * t / 4.0 xNp1 = 4 * mp.pi() * (N + 1) * (N + 1) - mp.pi() * t / 4.0 delta = mp.pi() * y / (2 * (xN - 6 - (14 + 2 * y) / mp.pi())) + 2 * y * ( 7 + y) * mp.log(abs(1 + y + 1j * xNp1) / (4 * mp.pi)) / (xN * xN) expdelta = mp.exp(delta) for n in range(2, 30 * N + 1): nf = float(n) denom = mp.power(nf, sigma1 + (t / 4.0) * mp.log(N * N)) #print([cond[n][i] for i in range(1,9)]) common1 = mp.exp((t / 4.0) * mp.power(mp.log(nf), 2)) common2 = common1 * mp.power(nf / N, y) common3 = expdelta * (mp.exp(t * y * mp.log(n) / (2 * (xN - 6))) - 1) bn, bn2, bn3, bn5 = [common1 * cond[n][2 * i - 1] for i in range(1, 5)] an, an2, an3, an5 = [common2 * cond[n][2 * i] for i in range(1, 5)] en, en2, en3, en5 = an * common3, an2 * common3, an3 * common3, an5 * common3 sum1 += (en + max( (1 - a1) * abs(bn + an) / (1 + a1), abs(bn - an))) / denom sum2 += (en2 + max( (1 - a1) * abs(bn2 + an2) / (1 + a1), abs(bn2 - an2))) / denom sum3 += (en3 + max( (1 - a1) * abs(bn3 + an3) / (1 + a1), abs(bn3 - an3))) / denom sum5 += (en5 + max( (1 - a1) * abs(bn5 + an5) / (1 + a1), abs(bn5 - an5))) / denom return [N, expdelta] + [1 - a1 - j for j in [sum1, sum2, sum3, sum5]]
def cumulants(self, gamma): """ Compute .. math:: \Lambda(\gamma) = \log\left(\int_{\mathbb{R}^n} e^{\gamma \|z\|^2_2} F(dz)\right) as well as its first two derivatives with respect to $\gamma$, where $F$ is the empirical distribution of `self.sample`. """ norm_squared = self.sample M = norm_squared.mean() M0 = float(np.mean([mp.exp(gamma * (ns - M)) for ns in norm_squared])) M0 *= mp.exp(gamma * M) M1 = np.mean([ np.exp(float(gamma * ns + np.log(ns) - mp.log(M0))) for ns in norm_squared ]) M2 = np.mean([ np.exp(float(gamma * ns + 2 * np.log(ns) - mp.log(M0))) for ns in norm_squared ]) return M0, M1, (M2 - M1**2)
def D_transform(j0,j1,j2): d = mp.mpf(10**(-mp.dps+1)) z0,z1,z2,z3 = 1/(j0*j1*j2),j1*j0/j2,j2*j0/j1,j1*j2/j0 c0,c1,c2,c3 = z0+z1+z2+z3,z0+z1-z2-z3,z0+z2-z1-z3,z0+z3-z1-z2 t1 = mp.sqrt(c2+0j)*mp.sqrt(c3+0j)/(mp.sqrt(c0+0j)*mp.sqrt(c1+0j)) t2 = mp.sqrt(c1+0j)*mp.sqrt(c3+0j)/(mp.sqrt(c0+0j)*mp.sqrt(c2+0j)) t3 = mp.sqrt(c1+0j)*mp.sqrt(c2+0j)/(mp.sqrt(c0+0j)*mp.sqrt(c3+0j)) if abs(1+t1)<d: t1 = -1+d if abs(1+t2)<d: t2 = -1+d if abs(1+t3)<d: t3 = -1+d j1p = d + mp.sqrt((1-t1)/(1+t1)) j2p = d + mp.sqrt((1-t2)/(1+t2)) jD = d + mp.sqrt((1-t3)/(1+t3)) dF = mp.log(z0/(j1p*j2p*jD+1/(j1p*j2p*jD))+0j)+mp.log(jD+1/jD) return j1p,j2p,dF
def _solve_expx_x_logx(tau, tol, max_steps=10): '''Solves the equation log(pi/tau) = pi/2 * exp(x) - x - log(x) approximately using Newton's method. The approximate solution is guaranteed to overestimate. ''' x = mp.log(2 / mp.pi * mp.log(mp.pi / tau)) # x = mp.log(tau/mp.pi) - mp.lambertw(-tau/2, -1)) # x = mp.mpf(1)/2 \ # - mp.log(mp.sqrt(mp.pi/tau)) \ # - mp.lambertw(-mp.sqrt(mp.exp(1)*mp.pi*tau)/4, -1) def f0(x): return mp.pi / 2 * mp.exp(x) - x - mp.log(x * mp.pi / tau) def f1(x): return mp.pi / 2 * mp.exp(x) - 1 - mp.mpf(1) / x f0x = f0(x) success = False # At least one step is performed. This is required for the guarantee of # overestimation. for _ in range(max_steps): x -= f0x / f1(x) f0x = f0(x) if abs(f0x) < tol: success = True break assert success return x
def Nt(t, T): '''Estimates number of H_t zeroes expected to be found upto height T''' t, T = mp.mpf(t), mp.mpf(T) Tsmall = T / (4 * mp.pi()) N0 = Tsmall * mp.log(Tsmall) - Tsmall extra = (t / 16.0) * mp.log(Tsmall) return (N0 + extra).real
def kill_vertical(E, j_matrix, x, y): y0, y1 = y, y + 1 j0 = j_matrix[y0 * L + x, y1 * L + x] j_matrix[y0 * L + x, y1 * L + x], j_matrix[y1 * L + x, y0 * L + x] = 1, 1 dF = mp.log(j0 + 1 / j0) - mp.log(2) E += dF return E, j_matrix
def Ht_Effective(z, t): """ This uses the effective approximation of H_t from Terry's blog :param z: point at which H_t is computed :param t: the "time" parameter :return: H_t as a sum of two terms that are analogous to A and B, but now also with an efffective error bound (returned as percentage of |H_t| """ z, t = mp.mpc(z), mp.mpc(t) sigma = (1 - z.imag) / 2.0 T = (z.real) / 2.0 Tdash = T + t * mp.pi() / 8.0 s1 = sigma + 1j * T s2 = 1 - sigma + 1j * T N = int((mp.sqrt(Tdash / (2 * mp.pi()))).real) alph1 = alpha1(s1) alph2 = alpha1(s2).conjugate() A0_expo = (t / 4.0) * alph1 * alph1 B0_expo = (t / 4.0) * alph2 * alph2 H01_est1 = H01(s1) H01_est2 = H01(s2).conjugate() #begin main estimate block A0 = mp.exp(A0_expo) * H01_est1 B0 = mp.exp(B0_expo) * H01_est2 A_sum = 0.0 B_sum = 0.0 for n in range(1, N + 1): A_sum += 1 / mp.power(n, s1 + (t / 2.0) * alph1 - (t / 4.0) * mp.log(n)) B_sum += 1 / mp.power( n, 1 - s1 + (t / 2.0) * alph2 - (t / 4.0) * mp.log(n)) A = A0 * A_sum B = B0 * B_sum H = (A + B) / 8.0 #end main estimate block #begin error block A0_err_expo = (t / 4.0) * (abs(alph1)**2) #A0_expo.real may also work B0_err_expo = (t / 4.0) * (abs(alph2)**2) #B0_expo.real may also work epserr_1 = mp.exp(A0_err_expo) * abs(H01_est1) * abs(eps_err(s1, t)) / ( (T - 3.33) * 8.0) epserr_2 = mp.exp(B0_err_expo) * abs(H01_est2) * abs(eps_err(s2, t)) / ( (T - 3.33) * 8.0) epserr = epserr_1 + epserr_2 C0 = mp.sqrt(mp.pi()) * mp.exp(-1 * (t / 64.0) * (mp.pi()**2)) * mp.power( Tdash, 1.5) * mp.exp(-1 * mp.pi() * T / 4.0) C = C0 * vwf_err(s1, t) / 8.0 toterr = epserr + C #print(epserr_1, epserr_2, C0, vwf_err(s1, t), C, toterr.real) #end error block if z.imag == 0: return (H.real, toterr.real / abs(H.real)) else: return (H, toterr.real / abs(H))
def FreeFermions(subsystem, C): C = mp.matrix([[C[x, y] for x in subsystem] for y in subsystem]) C_eigval = mp.eigh(C, eigvals_only=True) EH_eigval = mp.matrix( [mp.log(mp.fdiv(mp.fsub(mp.mpf(1.0), x), x)) for x in C_eigval]) S = mp.re( mp.fsum([ mp.log(mp.mpf(1.0) + mp.exp(-x)) + mp.fdiv(x, mp.exp(x) + mp.mpf(1.0)) for x in EH_eigval ])) return (S)
def abtoybound(N, y, t, cond): sigma1, sigma2 = 0.5 * (1 + y), 0.5 * (1 - y) sum1_L, sum1_R, sum12_L, sum12_R, sum123_L, sum123_R, sum1235_L, sum1235_R = [ 0.0 for _ in range(8) ] ddxsum1_L, ddxsum1_R, ddxsum12_L, ddxsum12_R, ddxsum123_L, ddxsum123_R, ddxsum1235_L, ddxsum1235_R = [ 0.0 for _ in range(8) ] factorN = 1 / mp.power(N, 0.4) for n in range(1, 30 * N + 1): nf = float(n) denom1 = mp.power(nf, sigma1 + (t / 4.0) * mp.log(N * N / nf)) denom2 = mp.power(nf, sigma2 + (t / 4.0) * mp.log(N * N / nf)) term1_L = abs(cond[n][1] / denom1) term1_R = abs(cond[n][2] / denom2) sum1_L += term1_L sum1_R += term1_R ddxsum1_L += mp.log(n) * term1_L ddxsum1_R += mp.log(n) * term1_R term12_L = abs(cond[n][3] / denom1) term12_R = abs(cond[n][4] / denom2) sum12_L += term12_L sum12_R += term12_R ddxsum12_L += mp.log(n) * term12_L ddxsum12_R += mp.log(n) * term12_R term123_L = abs(cond[n][5] / denom1) term123_R = abs(cond[n][6] / denom2) sum123_L += term123_L sum123_R += term123_R ddxsum123_L += mp.log(n) * term123_L ddxsum123_R += mp.log(n) * term123_R term1235_L = abs(cond[n][7] / denom1) term1235_R = abs(cond[n][8] / denom2) sum1235_L += term1235_L sum1235_R += term1235_R ddxsum1235_L += mp.log(n) * term1235_L ddxsum1235_R += mp.log(n) * term1235_R sum1_L, sum12_L, sum123_L, sum1235_L = sum1_L - 1, sum12_L - 1, sum123_L - 1, sum1235_L - 1 sum1_R, sum12_R, sum123_R, sum1235_R = sum1_R * factorN, sum12_R * factorN, sum123_R * factorN, sum1235_R * factorN ddxsum1_L, ddxsum12_L, ddxsum123_L, ddxsum1235_L = 0.5 * ddxsum1_L, 0.5 * ddxsum12_L, 0.5 * ddxsum123_L, 0.5 * ddxsum1235_L ddxsum1_R, ddxsum12_R, ddxsum123_R, ddxsum1235_R = 0.5 * ddxsum1_R * factorN, 0.5 * ddxsum12_R * factorN, 0.5 * ddxsum123_R * factorN, 0.5 * ddxsum1235_R * factorN abdiff1, ddxsum1 = 1 - sum1_L - sum1_R, ddxsum1_L + ddxsum1_R abdiff12, ddxsum12 = 1 - sum12_L - sum12_R, ddxsum12_L + ddxsum12_R abdiff123, ddxsum123 = 1 - sum123_L - sum123_R, ddxsum123_L + ddxsum123_R abdiff1235, ddxsum1235 = 1 - sum1235_L - sum1235_R, ddxsum1235_L + ddxsum1235_R return [ sum1_L, sum1_R, abdiff1, ddxsum1_L, ddxsum1_R, ddxsum1, sum12_L, sum12_R, abdiff12, ddxsum12_L, ddxsum12_R, ddxsum12, sum123_L, sum123_R, abdiff123, ddxsum123_L, ddxsum123_R, ddxsum123, sum1235_L, sum1235_R, abdiff1235, ddxsum1235_L, ddxsum1235_R, ddxsum1235 ]
def FreeFermions(subsystem, C_t): #implements free fermion technique by peschel C = mp.matrix([[C_t[x, y] for x in subsystem] for y in subsystem]) C_eigval = mp.eigh(C, eigvals_only=True) EH_eigval = mp.matrix( [mp.log(mp.fdiv(mp.fsub(mp.mpf(1.0), x), x)) for x in C_eigval]) S = mp.re( mp.fsum([ mp.log(mp.mpf(1.0) + mp.exp(-x)) + mp.fdiv(x, mp.exp(x) + mp.mpf(1.0)) for x in EH_eigval ])) return (S)
def calc_lmsr_marginal_price(token_count, token_index, net_outcome_tokens_sold, funding): mp.dps = 100 mp.pretty = True b = mpf(funding) / mp.log(len(net_outcome_tokens_sold)) result = b * mp.log( sum( mp.exp(share_count / b + token_count / b) for share_count in net_outcome_tokens_sold) - sum( mp.exp(share_count / b) for index, share_count in enumerate(net_outcome_tokens_sold) if index != token_index)) - net_outcome_tokens_sold[token_index] return result
def ln_I(k, n, t, rho, X, W): N = len(X) y0 = find_y0(k, n, t, rho) fy0 = f(y0, k, n, t, rho) fppy0 = d2fdy2(y0, k, n, t, rho) #X,W = scipy.special.he_roots(N) r = lambda y: f(y, k, n, t, rho) - fy0 + ((y - y0)**2) * (abs(fppy0) / 2.) ln_ans = mp.log( sum([ W[i] * mp.exp(r(mp.sqrt(1. / abs(fppy0)) * X[i] + y0)) for i in range(N) ])) ln_ans = ln_ans + fy0 + 0.5 * mp.log(1 - rho) - 0.5 * mp.log( 2 * mp.pi * rho * abs(fppy0)) return (ln_ans)
def kill_horizontal(E, j_matrix, x, y): if x > 0: j1 = j_matrix[y * L + x, y * L + x + 1] j2 = j_matrix[y * L + x - 1, y * L + x] jp, dF = L_transform(j1, j2) j_matrix[y * L + x + 1, y * L + x], j_matrix[y * L + x, y * L + x + 1] = 1, 1 j_matrix[y * L + x - 1, y * L + x], j_matrix[y * L + x, y * L + x - 1] = jp, jp E += dF - mp.log(2) if x == 0: j0 = j_matrix[0, 1] j_matrix[0, 1], j_matrix[1, 0] = 1, 1 E += mp.log(j0 + 1 / j0) - mp.log(2) return E, j_matrix
def z_Zolotarev(N, x, m): r""" Function to evaluate the Zolotarev polynomial (eq 1, [McNamara93]_). :param N: Order of the Zolotarev polynomial :param x: The argument at which one would like to evaluate the Zolotarev polynomial :param m: m is the elliptic parameter (not the modulus k and not the nome q) :rtype: Returns a float, the value of Zolotarev polynomial at x """ M = -ellipk(m) / N x3 = ellipfun('sn', u=-M, m=m) xbar = x3 * mp.sqrt( (x**2 - 1) / (x**2 - x3**2)) # rearranged eq 21, [Levy70]_ u = ellipf(mp.asin(xbar), m) # rearranged eq 20, [Levy70]_, asn(x) = F(asin(x)|m) f = mp.cosh((N / 2) * mp.log(z_eta(M + u, m) / z_eta(M - u, m))) if f.imag / f.real > 1e-10: print("imaginary part of the Zolotarev function is not negligible!") print("f_imaginary = ", f.imag) else: if (x > 0): # no idea why I am doing this ... anyhow, it seems working f = -f.real else: f = f.real return f
def test_svd_test_case(): # a test case from Golub and Reinsch # (see wilkinson/reinsch: handbook for auto. comp., vol ii-linear algebra, 134-151(1971).) eps = mp.exp(0.8 * mp.log(mp.eps)) a = [[22, 10, 2, 3, 7], [14, 7, 10, 0, 8], [-1, 13, -1, -11, 3], [-3, -2, 13, -2, 4], [ 9, 8, 1, -2, 4], [ 9, 1, -7, 5, -1], [ 2, -6, 6, 5, 1], [ 4, 5, 0, -2, 2]] a = mp.matrix(a) b = mp.matrix([mp.sqrt(1248), 20, mp.sqrt(384), 0, 0]) S = mp.svd_r(a, compute_uv = False) S -= b assert mp.mnorm(S) < eps S = mp.svd_c(a, compute_uv = False) S -= b assert mp.mnorm(S) < eps
def run_eig(A, verbose = 0): if verbose > 1: print("original matrix (eig):\n", A) n = A.rows E, EL, ER = mp.eig(A, left = True, right = True) if verbose > 1: print("E:\n", E) print("EL:\n", EL) print("ER:\n", ER) eps = mp.exp(0.8 * mp.log(mp.eps)) err0 = 0 for i in xrange(n): B = A * ER[:,i] - E[i] * ER[:,i] err0 = max(err0, mp.mnorm(B)) B = EL[i,:] * A - EL[i,:] * E[i] err0 = max(err0, mp.mnorm(B)) err0 /= n * n if verbose > 0: print("difference (E):", err0) assert err0 < eps
def floor_power(x, n=2): """ Return the value sign(x) * n^k such that n^k is the largest value <= |x| for integer k. """ x = abs(x) return mp.power(n, mp.floor(mp.log(x, n)))
def next_power(x, n=2): """ Return the value sign(x) * n^k such that n^k is the smallest value > |x| for integer k. """ x = abs(x) return mp.power(n, mp.floor(mp.log(x, n)) + 1)
def entropy_pf(Lph,Tph,meas,G,prec=15,q=2,dps=200): # setting digit precision mp.dps = dps # ============================================================================= # Evaluation of the entropy using partition function # Lph,Tph -- physical size (number of qubits) and time (circuit depth) # G -- (large) parameter controling the gap between relevant and irrelevant states # prec -- number of digits in the answer # q -- qudit dimension # ============================================================================= # -- define effective inverse temperature beta = mp.log((q**2+1)/q) # -- dimension of the effective lattice L,T = int(Lph/2)+(Lph+1)%2,Tph+1 # -- corresponding couplings for the numerator and denominator J_matrix1,J_matrix2 = generate_lattice_couplings(L,T,meas,G,beta) # -- including the temperature J_matrix1 = -beta*mp.matrix(J_matrix1.tolist()) J_matrix2 = -beta*mp.matrix(J_matrix2.tolist()) # -- evaluation of the entropy entropy = -log_partition_function(J_matrix1,L,T).real\ +log_partition_function(J_matrix2,L,T).real return mp.nstr(entropy,prec)
def run_eigsy(A, verbose = False): if verbose: print("original matrix:\n", str(A)) D, Q = mp.eigsy(A) B = Q * mp.diag(D) * Q.transpose() C = A - B E = Q * Q.transpose() - mp.eye(A.rows) if verbose: print("eigenvalues:\n", D) print("eigenvectors:\n", Q) NC = mp.mnorm(C) NE = mp.mnorm(E) if verbose: print("difference:", NC, "\n", C, "\n") print("difference:", NE, "\n", E, "\n") eps = mp.exp( 0.8 * mp.log(mp.eps)) assert NC < eps assert NE < eps return NC
def log_likelihood(self, x, S=10): # define the posterior q(z|x) / encode x into q(z|x) qz = self.posterior(x) # define the prior p(z) pz = self.prior(batch_size=x.size(0)) # sample S samples from the posterior per data point x z = qz.rsample([S]) # [S, batchsize, latentdim] # define the observation model p(x|z) = B(x | g(z)) px = self.observation_model(z) # Calculating Monte Carlo Estimate of log likelihood sum_log_lik = px.log_prob(x).sum(-1) + pz.log_prob(z).sum( -1) - qz.log_prob(z).sum(-1) log_lik = torch.zeros(x.shape[0]) for i in range(x.shape[0]): tmp = mp.log( sum([mp.exp(t) for t in sum_log_lik[:, i].detach().numpy()]) / S) log_lik[i] = float(tmp) ave_log_lik = log_lik.mean() n_in_ave = x.shape[0] return { "log_like": log_lik, "average_log_like": ave_log_lik, "n": n_in_ave }
def run_hessenberg(A, verbose=0): if verbose > 1: print("original matrix (hessenberg):\n", A) n = A.rows Q, H = mp.hessenberg(A) if verbose > 1: print("Q:\n", Q) print("H:\n", H) B = Q * H * Q.transpose_conj() eps = mp.exp(0.8 * mp.log(mp.eps)) err0 = 0 for x in xrange(n): for y in xrange(n): err0 += abs(A[y, x] - B[y, x]) err0 /= n * n err1 = 0 for x in xrange(n): for y in xrange(x + 2, n): err1 += abs(H[y, x]) if verbose > 0: print("difference (H):", err0, err1) if verbose > 1: print("B:\n", B) assert err0 < eps assert err1 == 0
def test_levin_2(): # [2] A. Sidi - "Pratical Extrapolation Methods" p.373 mp.dps = 17 z = mp.mpf(10) eps = mp.mpf(mp.eps) with mp.extraprec(2 * mp.prec): L = mp.levin(method="sidi", variant="t") n = 0 while 1: s = (-1)**n * mp.fac(n) * z**(-n) v, e = L.step(s) n += 1 if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.9 * mp.log(eps)) exact = mp.quad(lambda x: mp.exp(-x) / (1 + x / z), [0, mp.inf]) # there is also a symbolic expression for the integral: # exact = z * mp.exp(z) * mp.expint(1,z) err = abs(v - exact) assert err < eps w = mp.nsum(lambda n: (-1)**n * mp.fac(n) * z**(-n), [0, mp.inf], method="sidi", levin_variant="t") assert err < eps
def Ht_AFE_B(z, t): """ This is the much more accurate approx functional eqn posted by Terry at https://terrytao.wordpress.com/2018/02/02/polymath15-second-thread-generalising-the-riemann-siegel-approximate-functional-equation/#comment-492182 :param z: point at which H_t is computed :param t: the "time" parameter :return: the B part in Ht """ z, t = mp.mpc(z), mp.mpc(t) s = (1 + 1j * z.real - z.imag) / 2 tau = mp.sqrt(s.imag / (2 * mp.pi())) M = int(tau) B_pre = (1 / 16.0) * s * (s - 1) * mp.power(mp.pi(), 0.5 * (s - 1)) * mp.gamma(0.5 * (1 - s)) B_sum = 0.0 for m in range(1, M + 1): if t.real > 0: B_sum += mp.exp( (t / 16.0) * mp.power(mp.log( (5 - s) / (2 * mp.pi() * m * m)), 2)) / mp.power(m, 1 - s) else: B_sum += 1 / mp.power(m, 1 - s) return B_pre * B_sum
def w(sigma, t, T0dash): wterm1 = 1 + (sigma**2) / (T0dash**2) wterm2 = 1 + ((1 - sigma)**2) / (T0dash**2) wterm3 = (sigma - 1) * mp.log(wterm1) / 4.0 + nonnegative( (T0dash / 2.0) * mp.atan(sigma / T0dash) - sigma / 2.0) + 1 / (12.0 * (T0dash - 0.33)) return mp.sqrt(wterm1) * mp.sqrt(wterm2) * mp.exp(wterm3)
def run_hessenberg(A, verbose = 0): if verbose > 1: print("original matrix (hessenberg):\n", A) n = A.rows Q, H = mp.hessenberg(A) if verbose > 1: print("Q:\n",Q) print("H:\n",H) B = Q * H * Q.transpose_conj() eps = mp.exp(0.8 * mp.log(mp.eps)) err0 = 0 for x in xrange(n): for y in xrange(n): err0 += abs(A[y,x] - B[y,x]) err0 /= n * n err1 = 0 for x in xrange(n): for y in xrange(x + 2, n): err1 += abs(H[y,x]) if verbose > 0: print("difference (H):", err0, err1) if verbose > 1: print("B:\n", B) assert err0 < eps assert err1 == 0
def Ht_AFE_A(z, t): """ This is the much more accurate approx functional eqn posted by Terry at https://terrytao.wordpress.com/2018/02/02/polymath15-second-thread-generalising-the-riemann-siegel-approximate-functional-equation/#comment-492182 :param z: point at which H_t is computed :param t: the "time" parameter :return: the A part in Ht """ z, t = mp.mpc(z), mp.mpc(t) s = (1 + 1j * z.real - z.imag) / 2 tau = mp.sqrt(s.imag / (2 * mp.pi())) N = int(tau) A_pre = (1/16) * s * (s-1) \ * mp.power(mp.pi(), -1*s/2) * mp.gamma(s/2) A_sum = 0.0 for n in range(1, N + 1): if t.real > 0: A_sum += mp.exp( (t / 16) * mp.power(mp.log( (s + 4) / (2 * mp.pi() * n * n)), 2)) / mp.power(n, s) else: A_sum += 1 / mp.power(n, s) return A_pre * A_sum
def test_levin_3(): mp.dps = 17 z = mp.mpf(2) eps = mp.mpf(mp.eps) with mp.extraprec( 7 * mp.prec ): # we need copious amount of precision to sum this highly divergent series L = mp.levin(method="levin", variant="t") n, s = 0, 0 while 1: s += (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4**n)) n += 1 v, e = L.step_psum(s) if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.8 * mp.log(eps)) exact = mp.quad(lambda x: mp.exp(-x * x / 2 - z * x**4), [0, mp.inf]) * 2 / mp.sqrt(2 * mp.pi) # there is also a symbolic expression for the integral: # exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) err = abs(v - exact) assert err < eps w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4**n)), [0, mp.inf], method="levin", levin_variant="t", workprec=8 * mp.prec, steps=[2] + [1 for x in xrange(1000)]) err = abs(v - w) assert err < eps
def run_eigsy(A, verbose=False): if verbose: print("original matrix:\n", str(A)) D, Q = mp.eigsy(A) B = Q * mp.diag(D) * Q.transpose() C = A - B E = Q * Q.transpose() - mp.eye(A.rows) if verbose: print("eigenvalues:\n", D) print("eigenvectors:\n", Q) NC = mp.mnorm(C) NE = mp.mnorm(E) if verbose: print("difference:", NC, "\n", C, "\n") print("difference:", NE, "\n", E, "\n") eps = mp.exp(0.8 * mp.log(mp.eps)) assert NC < eps assert NE < eps return NC
def run_eig(A, verbose=0): if verbose > 1: print("original matrix (eig):\n", A) n = A.rows E, EL, ER = mp.eig(A, left=True, right=True) if verbose > 1: print("E:\n", E) print("EL:\n", EL) print("ER:\n", ER) eps = mp.exp(0.8 * mp.log(mp.eps)) err0 = 0 for i in xrange(n): B = A * ER[:, i] - E[i] * ER[:, i] err0 = max(err0, mp.mnorm(B)) B = EL[i, :] * A - EL[i, :] * E[i] err0 = max(err0, mp.mnorm(B)) err0 /= n * n if verbose > 0: print("difference (E):", err0) assert err0 < eps
def test_levin_nsum(): mp.dps = 17 with mp.extraprec(mp.prec): z = mp.mpf(10) ** (-10) a = mp.nsum(lambda n: n**(-(1+z)), [1, mp.inf], method = "l") - 1 / z assert abs(a - mp.euler) < 1e-10 eps = mp.exp(0.8 * mp.log(mp.eps)) a = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "sidi") assert abs(a - mp.log(2)) < eps z = 2 + 1j f = lambda n: mp.rf(2 / mp.mpf(3), n) * mp.rf(4 / mp.mpf(3), n) * z**n / (mp.rf(1 / mp.mpf(3), n) * mp.fac(n)) v = mp.nsum(f, [0, mp.inf], method = "levin", steps = [10 for x in xrange(1000)]) exact = mp.hyp2f1(2 / mp.mpf(3), 4 / mp.mpf(3), 1 / mp.mpf(3), z) assert abs(exact - v) < eps
def cumulants(self, gamma): """ Compute .. math:: \Lambda(\gamma) = \log\left(\int_{\mathbb{R}^n} e^{\gamma \|z\|^2_2} F(dz)\right) as well as its first two derivatives with respect to $\gamma$, where $F$ is the empirical distribution of `self.sample`. """ norm_squared = self.sample M = norm_squared.mean() M0 = float(np.mean([mp.exp(gamma*(ns-M)) for ns in norm_squared])) M0 *= mp.exp(gamma*M) M1 = np.mean([np.exp(float(gamma*ns+np.log(ns)-mp.log(M0))) for ns in norm_squared]) M2 = np.mean([np.exp(float(gamma*ns+2*np.log(ns)-mp.log(M0))) for ns in norm_squared]) return M0, M1, (M2-M1**2)
def test_cohen_alt_0(): mp.dps = 17 AC = mp.cohen_alt() S, s, n = [], 0, 1 while 1: s += -((-1) ** n) * mp.one / (n * n) n += 1 S.append(s) v, e = AC.update_psum(S) if e < mp.eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.9 * mp.log(mp.eps)) err = abs(v - mp.pi ** 2 / 12) assert err < eps
def z_Zolotarev(N, x, m): """Function to evaluate the Zolotarev polynomial (eq 1, [McNamara93]_).""" M = -ellipk(m) / N x3 = ellipfun('sn', u= -M, m=m) xbar = x3 * mp.sqrt((x ** 2 - 1) / (x ** 2 - x3 ** 2)) # rearranged eq 21, [Levy70]_ u = ellipf(mp.asin(xbar), m) # rearranged eq 20, [Levy70]_, asn(x) = F(asin(x)|m) f = mp.cosh((N / 2) * mp.log(z_eta(M + u, m) / z_eta(M - u, m))) if (f.imag / f.real > 1e-10): print "imaginary part of the Zolotarev function is not negligible!" print "f_imaginary = ", f.imag else: if (x > 0): # no idea why I am doing this ... anyhow, it seems working f = -f.real else: f = f.real return f
def entropy(NMZ, NM, NZ, NZW, M, K, J, alpha, phi): ''' compute perplexity as a function of entropy of the model ''' AK = K * alpha N = 0 ent = 0 for m, d in enumerate(DTM): #print "m:", m #print "d", d theta = NMZ[m, :] / (M + AK) #print theta ent -= mp.log(np.inner(dryrun[:,m],theta)) #print "ent:", ent N += M return mp.exp(ent/N)
def run_schur(A, verbose = 0): if verbose > 1: print("original matrix (schur):\n", A) n = A.rows Q, R = mp.schur(A) if verbose > 1: print("Q:\n", Q) print("R:\n", R) B = Q * R * Q.transpose_conj() C = Q * Q.transpose_conj() eps = mp.exp(0.8 * mp.log(mp.eps)) err0 = 0 for x in xrange(n): for y in xrange(n): err0 += abs(A[y,x] - B[y,x]) err0 /= n * n err1 = 0 for x in xrange(n): for y in xrange(n): if x == y: C[y,x] -= 1 err1 += abs(C[y,x]) err1 /= n * n err2 = 0 for x in xrange(n): for y in xrange(x + 1, n): err2 += abs(R[y,x]) if verbose > 0: print("difference (S):", err0, err1, err2) if verbose > 1: print("B:\n", B) assert err0 < eps assert err1 < eps assert err2 == 0
def test_levin_0(): mp.dps = 17 eps = mp.mpf(mp.eps) with mp.extraprec(2 * mp.prec): L = mp.levin(method = "levin", variant = "u") S, s, n = [], 0, 1 while 1: s += mp.one / (n * n) n += 1 S.append(s) v, e = L.update_psum(S) if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.9 * mp.log(eps)) err = abs(v - mp.pi ** 2 / 6) assert err < eps w = mp.nsum(lambda n: 1/(n * n), [1, mp.inf], method = "levin", levin_variant = "u") err = abs(v - w) assert err < eps
def test_levin_1(): mp.dps = 17 eps = mp.mpf(mp.eps) with mp.extraprec(2 * mp.prec): L = mp.levin(method = "levin", variant = "v") A, n = [], 1 while 1: s = mp.mpf(n) ** (2 + 3j) n += 1 A.append(s) v, e = L.update(A) if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.9 * mp.log(eps)) err = abs(v - mp.zeta(-2-3j)) assert err < eps w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v") err = abs(v - w) assert err < eps
def run_svd_r(A, full_matrices = False, verbose = True): m, n = A.rows, A.cols eps = mp.exp(0.8 * mp.log(mp.eps)) if verbose: print("original matrix:\n", str(A)) print("full", full_matrices) U, S0, V = mp.svd_r(A, full_matrices = full_matrices) S = mp.zeros(U.cols, V.rows) for j in xrange(min(m, n)): S[j,j] = S0[j] if verbose: print("U:\n", str(U)) print("S:\n", str(S0)) print("V:\n", str(V)) C = U * S * V - A err = mp.mnorm(C) if verbose: print("C\n", str(C), "\n", err) assert err < eps D = V * V.transpose() - mp.eye(V.rows) err = mp.mnorm(D) if verbose: print("D:\n", str(D), "\n", err) assert err < eps E = U.transpose() * U - mp.eye(U.cols) err = mp.mnorm(E) if verbose: print("E:\n", str(E), "\n", err) assert err < eps
def test_levin_3(): mp.dps = 17 z=mp.mpf(2) eps = mp.mpf(mp.eps) with mp.extraprec(7*mp.prec): # we need copious amount of precision to sum this highly divergent series L = mp.levin(method = "levin", variant = "t") n, s = 0, 0 while 1: s += (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)) n += 1 v, e = L.step_psum(s) if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.8 * mp.log(eps)) exact = mp.quad(lambda x: mp.exp( -x * x / 2 - z * x ** 4), [0,mp.inf]) * 2 / mp.sqrt(2 * mp.pi) # there is also a symbolic expression for the integral: # exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) err = abs(v - exact) assert err < eps w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)), [0, mp.inf], method = "levin", levin_variant = "t", workprec = 8*mp.prec, steps = [2] + [1 for x in xrange(1000)]) err = abs(v - w) assert err < eps
def test_levin_2(): # [2] A. Sidi - "Pratical Extrapolation Methods" p.373 mp.dps = 17 z=mp.mpf(10) eps = mp.mpf(mp.eps) with mp.extraprec(2 * mp.prec): L = mp.levin(method = "sidi", variant = "t") n = 0 while 1: s = (-1)**n * mp.fac(n) * z ** (-n) v, e = L.step(s) n += 1 if e < eps: break if n > 1000: raise RuntimeError("iteration limit exceeded") eps = mp.exp(0.9 * mp.log(eps)) exact = mp.quad(lambda x: mp.exp(-x)/(1+x/z),[0,mp.inf]) # there is also a symbolic expression for the integral: # exact = z * mp.exp(z) * mp.expint(1,z) err = abs(v - exact) assert err < eps w = mp.nsum(lambda n: (-1) ** n * mp.fac(n) * z ** (-n), [0, mp.inf], method = "sidi", levin_variant = "t") assert err < eps
def z_Zolotarev(N, x, m): r""" Function to evaluate the Zolotarev polynomial (eq 1, [McNamara93]_). :param N: Order of the Zolotarev polynomial :param x: The argument at which one would like to evaluate the Zolotarev polynomial :param m: m is the elliptic parameter (not the modulus k and not the nome q) :rtype: Returns a float, the value of Zolotarev polynomial at x """ M = -ellipk(m) / N x3 = ellipfun('sn', u= -M, m=m) xbar = x3 * mp.sqrt((x ** 2 - 1) / (x ** 2 - x3 ** 2)) # rearranged eq 21, [Levy70]_ u = ellipf(mp.asin(xbar), m) # rearranged eq 20, [Levy70]_, asn(x) = F(asin(x)|m) f = mp.cosh((N / 2) * mp.log(z_eta(M + u, m) / z_eta(M - u, m))) if (f.imag / f.real > 1e-10): print "imaginary part of the Zolotarev function is not negligible!" print "f_imaginary = ", f.imag else: if (x > 0): # no idea why I am doing this ... anyhow, it seems working f = -f.real else: f = f.real return f
############ # RG58 or Jans numbers ############ a = 0.4675*10**-3; # mm b = 1.475*10**-3; # mm c = 1.8 *10**-3; # mm sigma = 5.8*10**7; # 1/Ohm*m epsPE = 1.9; f = np.logspace(5, 8, 100); omega = 2*math.pi*f; Lp = mu0/(2*math.pi)*mp.log(b/a); # ln(ra/ri) Cp = 2*math.pi*eps0*epsPE/(mp.log(b/a)); # ln(ra/ri) etac = np.sqrt(1j*omega*mu0/sigma); gammac = np.sqrt(1j*omega*mu0*sigma); # shortcuts i0 = lambda x: mp.besseli(0,x) i1 = lambda x: mp.besseli(1,x) k0 = lambda x: mp.besselk(0,x) k1 = lambda x: mp.besselk(1,x) # Zap = etac/(2*math.pi*a)*(sp.iv(0,gammac*a) / sp.iv(1,gammac*a)); ZapA = etac/(2*math.pi*a)
# NOTE: This file implements an slightly different version of li_criter. # It finds the taylor expansion coefficients of log(xi(z/(z-1)), instead if its derivative, # which is in the original li_criterion # # the following code is from # http://fredrikj.net/blog/2013/03/testing-lis-criterion/ # It uses mpmath to calculate taylor expansion of xi function # # It will produce the 1st 21 coefficients for Li-criter # [-0.69315, 0.023096, 0.046173, 0.069213, 0.092198, 0.11511, 0.13793, 0.16064, 0.18322, 0.20566, # 0.22793, 0.25003, 0.27194, 0.29363, 0.31511, 0.33634, 0.35732, 0.37803, 0.39847, 0.41862, 0.43846] # # More information about mpmath can be found at: mpmath.org # http://mpmath.org/ from mpmath import mp mp.dps = 5 mp.pretty = True xi = lambda s: (s - 1) * mp.pi ** (-0.5 * s) * mp.gamma(1 + 0.5 * s) * mp.zeta(s) # calculate 1st 21 coefficients of taylor expansion of log(xi(z/(z-1)) tmp = mp.taylor(lambda z: mp.log(xi(z / (z - 1))), 0, 20) print tmp