def test_diag_make():
diag = SpecialOnlyMatrix.diag
a = Matrix([[1, 2], [2, 3]])
b = Matrix([[3, x], [y, 3]])
c = Matrix([[3, x, 3], [y, 3, z], [x, y, z]])
assert diag(a, b, b) == Matrix([
[1, 2, 0, 0, 0, 0],
[2, 3, 0, 0, 0, 0],
[0, 0, 3, x, 0, 0],
[0, 0, y, 3, 0, 0],
[0, 0, 0, 0, 3, x],
[0, 0, 0, 0, y, 3],
])
assert diag(a, b, c) == Matrix([
[1, 2, 0, 0, 0, 0, 0],
[2, 3, 0, 0, 0, 0, 0],
[0, 0, 3, x, 0, 0, 0],
[0, 0, y, 3, 0, 0, 0],
[0, 0, 0, 0, 3, x, 3],
[0, 0, 0, 0, y, 3, z],
[0, 0, 0, 0, x, y, z],
])
assert diag(a, c, b) == Matrix([
[1, 2, 0, 0, 0, 0, 0],
[2, 3, 0, 0, 0, 0, 0],
[0, 0, 3, x, 3, 0, 0],
[0, 0, y, 3, z, 0, 0],
[0, 0, x, y, z, 0, 0],
[0, 0, 0, 0, 0, 3, x],
[0, 0, 0, 0, 0, y, 3],
])
a = Matrix([x, y, z])
b = Matrix([[1, 2], [3, 4]])
c = Matrix([[5, 6]])
# this "wandering diagonal" is what makes this
# a block diagonal where each block is independent
# of the others
assert diag(a, 7, b, c) == Matrix([[x, 0, 0, 0, 0, 0], [y, 0, 0, 0, 0, 0],
[z, 0, 0, 0, 0, 0], [0, 7, 0, 0, 0, 0],
[0, 0, 1, 2, 0, 0], [0, 0, 3, 4, 0, 0],
[0, 0, 0, 0, 5, 6]])
raises(ValueError, lambda: diag(a, 7, b, c, rows=5))
assert diag(1) == Matrix([[1]])
assert diag(1, rows=2) == Matrix([[1, 0], [0, 0]])
assert diag(1, cols=2) == Matrix([[1, 0], [0, 0]])
assert diag(1, rows=3, cols=2) == Matrix([[1, 0], [0, 0], [0, 0]])
assert diag(*[2, 3]) == Matrix([[2, 0], [0, 3]])
assert diag(Matrix([2, 3])) == Matrix([[2], [3]])
assert diag([1, [2, 3], 4], unpack=False) == \
diag([[1], [2, 3], [4]], unpack=False) == Matrix([
[1, 0],
[2, 3],
[4, 0]])
assert type(diag(1)) == SpecialOnlyMatrix
assert type(diag(1, cls=Matrix)) == Matrix
assert Matrix.diag([1, 2, 3]) == Matrix.diag(1, 2, 3)
assert Matrix.diag([1, 2, 3], unpack=False).shape == (3, 1)
assert Matrix.diag([[1, 2, 3]]).shape == (3, 1)
assert Matrix.diag([[1, 2, 3]], unpack=False).shape == (1, 3)
assert Matrix.diag([[[1, 2, 3]]]).shape == (1, 3)
# kerning can be used to move the starting point
assert Matrix.diag(ones(0, 2), 1, 2) == Matrix([[0, 0, 1, 0], [0, 0, 0,
2]])
assert Matrix.diag(ones(2, 0), 1, 2) == Matrix([[0, 0], [0, 0], [1, 0],
[0, 2]])
def matrix_exp_jordan_form(A, t):
r"""
Matrix exponential $\exp(A*t)$ for the matrix *A* and scalar *t*.
Explanation
===========
Returns the Jordan form of the $\exp(A*t)$ along with the matrix $P$ such that:
.. math::
\exp(A*t) = P * expJ * P^{-1}
Examples
========
>>> from sympy import Matrix, Symbol
>>> from sympy.solvers.ode.systems import matrix_exp, matrix_exp_jordan_form
>>> t = Symbol('t')
We will consider a 2x2 defective matrix. This shows that our method
works even for defective matrices.
>>> A = Matrix([[1, 1], [0, 1]])
It can be observed that this function gives us the Jordan normal form
and the required invertible matrix P.
>>> P, expJ = matrix_exp_jordan_form(A, t)
Here, it is shown that P and expJ returned by this function is correct
as they satisfy the formula: P * expJ * P_inverse = exp(A*t).
>>> P * expJ * P.inv() == matrix_exp(A, t)
True
Parameters
==========
A : Matrix
The matrix $A$ in the expression $\exp(A*t)$
t : Symbol
The independent variable
References
==========
.. [1] https://en.wikipedia.org/wiki/Defective_matrix
.. [2] https://en.wikipedia.org/wiki/Jordan_matrix
.. [3] https://en.wikipedia.org/wiki/Jordan_normal_form
"""
N, M = A.shape
if N != M:
raise ValueError('Needed square matrix but got shape (%s, %s)' %
(N, M))
elif A.has(t):
raise ValueError('Matrix A should not depend on t')
def jordan_chains(A):
'''Chains from Jordan normal form analogous to M.eigenvects().
Returns a dict with eignevalues as keys like:
{e1: [[v111,v112,...], [v121, v122,...]], e2:...}
where vijk is the kth vector in the jth chain for eigenvalue i.
'''
P, blocks = A.jordan_cells()
basis = [P[:, i] for i in range(P.shape[1])]
n = 0
chains = {}
for b in blocks:
eigval = b[0, 0]
size = b.shape[0]
if eigval not in chains:
chains[eigval] = []
chains[eigval].append(basis[n:n + size])
n += size
return chains
eigenchains = jordan_chains(A)
# Needed for consistency across Python versions:
eigenchains_iter = sorted(eigenchains.items(), key=default_sort_key)
isreal = not A.has(I)
blocks = []
vectors = []
seen_conjugate = set()
for e, chains in eigenchains_iter:
for chain in chains:
n = len(chain)
if isreal and e != e.conjugate() and e.conjugate() in eigenchains:
if e in seen_conjugate:
continue
seen_conjugate.add(e.conjugate())
exprt = exp(re(e) * t)
imrt = im(e) * t
imblock = Matrix([[cos(imrt), sin(imrt)],
[-sin(imrt), cos(imrt)]])
expJblock2 = Matrix(
n, n, lambda i, j: imblock * t**(j - i) / factorial(j - i)
if j >= i else zeros(2, 2))
expJblock = Matrix(
2 * n, 2 * n,
lambda i, j: expJblock2[i // 2, j // 2][i % 2, j % 2])
blocks.append(exprt * expJblock)
for i in range(n):
vectors.append(re(chain[i]))
vectors.append(im(chain[i]))
else:
vectors.extend(chain)
fun = lambda i, j: t**(j - i) / factorial(j - i
) if j >= i else 0
expJblock = Matrix(n, n, fun)
blocks.append(exp(e * t) * expJblock)
expJ = Matrix.diag(*blocks)
P = Matrix(N, N, lambda i, j: vectors[j][i])
return P, expJ
