def test_derivatives_of_hadamard_expressions(): # Hadamard Product expr = hadamard_product(a, x, b) assert expr.diff(x) == DiagMatrix(hadamard_product(b, a)) expr = a.T * hadamard_product(A, X, B) * b assert expr.diff(X) == HadamardProduct(a * b.T, A, B) # Hadamard Power expr = hadamard_power(x, 2) assert expr.diff(x).doit() == 2 * DiagMatrix(x) expr = hadamard_power(x.T, 2) assert expr.diff(x).doit() == 2 * DiagMatrix(x) expr = hadamard_power(x, S.Half) assert expr.diff(x) == S.Half * DiagMatrix( hadamard_power(x, Rational(-1, 2))) expr = hadamard_power(a.T * X * b, 2) assert expr.diff(X) == 2 * a * a.T * X * b * b.T expr = hadamard_power(a.T * X * b, S.Half) assert expr.diff(X) == a / (2 * sqrt(a.T * X * b)) * b.T
def test_matrix_derivative_by_scalar(): assert A.diff(i) == ZeroMatrix(k, k) assert (A*(X + B)*c).diff(i) == ZeroMatrix(k, 1) assert x.diff(i) == ZeroMatrix(k, 1) assert (x.T*y).diff(i) == ZeroMatrix(1, 1) assert (x*x.T).diff(i) == ZeroMatrix(k, k) assert (x + y).diff(i) == ZeroMatrix(k, 1) assert hadamard_power(x, 2).diff(i) == ZeroMatrix(k, 1) assert hadamard_power(x, i).diff(i).dummy_eq( HadamardProduct(x.applyfunc(log), HadamardPower(x, i))) assert hadamard_product(x, y).diff(i) == ZeroMatrix(k, 1) assert hadamard_product(i*OneMatrix(k, 1), x, y).diff(i) == hadamard_product(x, y) assert (i*x).diff(i) == x assert (sin(i)*A*B*x).diff(i) == cos(i)*A*B*x assert x.applyfunc(sin).diff(i) == ZeroMatrix(k, 1) assert Trace(i**2*X).diff(i) == 2*i*Trace(X) mu = symbols("mu") expr = (2*mu*x) assert expr.diff(x) == 2*mu*Identity(k)
def _eval_derivative(self, x): from sympy.matrices.expressions.hadamard import hadamard_product dexpr = self.expr.diff(x) fdiff = self._get_function_fdiff() return hadamard_product(dexpr, ElementwiseApplyFunction(fdiff, self.expr))
def identify_hadamard_products(expr: tUnion[ArrayContraction, ArrayDiagonal]): editor: _EditArrayContraction = _EditArrayContraction(expr) map_contr_to_args: tDict[FrozenSet, List[_ArgE]] = defaultdict(list) map_ind_to_inds: tDict[Optional[int], int] = 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) return editor.to_array_contraction()