from __future__ import division, print_function, absolute_import import numpy as np from scipy.sparse.sputils import isshape, isintlike from scipy.sparse import isspmatrix __all__ = ['LinearOperator', 'aslinearoperator'] class LinearOperator(object): """Common interface for performing matrix vector products Many iterative methods (e.g. cg, gmres) do not need to know the individual entries of a matrix to solve a linear system A*x=b. Such solvers only require the computation of matrix vector products, A*v where v is a dense vector. This class serves as an abstract interface between iterative solvers and matrix-like objects. Parameters ---------- shape : tuple Matrix dimensions (M,N) matvec : callable f(v) Returns returns A * v. Other Parameters ---------------- rmatvec : callable f(v) Returns A^H * v, where A^H is the conjugate transpose of A. matmat : callable f(V) Returns A * V, where V is a dense matrix with dimensions (N,K). dtype : dtype Data type of the matrix. Attributes ---------- args : tuple For linear operators describing products etc. of other linear operators, the operands of the binary operation. See Also -------- aslinearoperator : Construct LinearOperators Notes ----- The user-defined matvec() function must properly handle the case where v has shape (N,) as well as the (N,1) case. The shape of the return type is handled internally by LinearOperator. LinearOperator instances can also be multiplied, added with each other and exponentiated, to produce a new linear operator. Examples -------- >>> from scipy.sparse.linalg import LinearOperator >>> from scipy import * >>> def mv(v): ... return array([ 2*v[0], 3*v[1]]) ... >>> A = LinearOperator( (2,2), matvec=mv ) >>> A <2x2 LinearOperator with unspecified dtype> >>> A.matvec( ones(2) ) array([ 2., 3.]) >>> A * ones(2) array([ 2., 3.]) """ def __init__(self, shape, matvec, rmatvec=None, matmat=None, dtype=None): shape = tuple(shape) if not isshape(shape): raise ValueError('invalid shape') self.shape = shape self._matvec = matvec self.args = () if rmatvec is None: def rmatvec(v): raise NotImplementedError('rmatvec is not defined') self.rmatvec = rmatvec else: self.rmatvec = rmatvec if matmat is not None: # matvec each column of V self._matmat = matmat if dtype is not None: self.dtype = np.dtype(dtype) def _matmat(self, X): """Default matrix-matrix multiplication handler. Falls back on the user-defined matvec() routine, which is always provided. """ return np.hstack([self.matvec(col.reshape(-1,1)) for col in X.T]) def matvec(self, x): """Matrix-vector multiplication Performs the operation y=A*x where A is an MxN linear operator and x is a column vector or rank-1 array. Parameters ---------- x : {matrix, ndarray} An array with shape (N,) or (N,1). Returns ------- y : {matrix, ndarray} A matrix or ndarray with shape (M,) or (M,1) depending on the type and shape of the x argument. Notes ----- This matvec wraps the user-specified matvec routine to ensure that y has the correct shape and type. """ x = np.asanyarray(x) M,N = self.shape if x.shape != (N,) and x.shape != (N,1): raise ValueError('dimension mismatch') y = self._matvec(x) if isinstance(x, np.matrix): y = np.asmatrix(y) else: y = np.asarray(y) if x.ndim == 1: y = y.reshape(M) elif x.ndim == 2: y = y.reshape(M,1) else: raise ValueError('invalid shape returned by user-defined matvec()') return y def matmat(self, X): """Matrix-matrix multiplication Performs the operation y=A*X where A is an MxN linear operator and X dense N*K matrix or ndarray. Parameters ---------- X : {matrix, ndarray} An array with shape (N,K). Returns ------- Y : {matrix, ndarray} A matrix or ndarray with shape (M,K) depending on the type of the X argument. Notes ----- This matmat wraps any user-specified matmat routine to ensure that y has the correct type. """ X = np.asanyarray(X) if X.ndim != 2: raise ValueError('expected rank-2 ndarray or matrix') M,N = self.shape if X.shape[0] != N: raise ValueError('dimension mismatch') Y = self._matmat(X) if isinstance(Y, np.matrix): Y = np.asmatrix(Y) return Y def __call__(self, x): return self*x def __mul__(self, x): if isinstance(x, LinearOperator): return _ProductLinearOperator(self, x) elif np.isscalar(x): return _ScaledLinearOperator(self, x) else: x = np.asarray(x) if x.ndim == 1 or x.ndim == 2 and x.shape[1] == 1: return self.matvec(x) elif x.ndim == 2: return self.matmat(x) else: raise ValueError('expected rank-1 or rank-2 array or matrix') def dot(self, other): # modeled after scipy.sparse.base.dot return self * other def __rmul__(self, x): if np.isscalar(x): return _ScaledLinearOperator(self, x) else: return NotImplemented def __pow__(self, p): if np.isscalar(p): return _PowerLinearOperator(self, p) else: return NotImplemented def __add__(self, x): if isinstance(x, LinearOperator): return _SumLinearOperator(self, x) else: return NotImplemented def __neg__(self): return _ScaledLinearOperator(self, -1) def __sub__(self, x): return self.__add__(-x) def __repr__(self): M,N = self.shape if hasattr(self,'dtype'): dt = 'dtype=' + str(self.dtype) else: dt = 'unspecified dtype' return '<%dx%d %s with %s>' % (M, N, self.__class__.__name__, dt) def _get_dtype(operators, dtypes=[]): for obj in operators: if obj is not None and hasattr(obj, 'dtype'): dtypes.append(obj.dtype) return np.find_common_type(dtypes, []) class _SumLinearOperator(LinearOperator): def __init__(self, A, B): if not isinstance(A, LinearOperator) or \ not isinstance(B, LinearOperator): raise ValueError('both operands have to be a LinearOperator') if A.shape != B.shape: raise ValueError('shape mismatch') super(_SumLinearOperator, self).__init__(A.shape, self.matvec, self.rmatvec, self.matmat, _get_dtype([A,B])) self.args = (A, B) def matvec(self, x): return self.args[0].matvec(x) + self.args[1].matvec(x) def rmatvec(self, x): return self.args[0].rmatvec(x) + self.args[1].rmatvec(x) def matmat(self, x): return self.args[0].matmat(x) + self.args[1].matmat(x) class _ProductLinearOperator(LinearOperator): def __init__(self, A, B): if not isinstance(A, LinearOperator) or \ not isinstance(B, LinearOperator): raise ValueError('both operands have to be a LinearOperator') if A.shape[1] != B.shape[0]: raise ValueError('shape mismatch') super(_ProductLinearOperator, self).__init__((A.shape[0], B.shape[1]), self.matvec, self.rmatvec, self.matmat, _get_dtype([A,B])) self.args = (A, B) def matvec(self, x): return self.args[0].matvec(self.args[1].matvec(x)) def rmatvec(self, x): return self.args[1].rmatvec(self.args[0].rmatvec(x)) def matmat(self, x): return self.args[0].matmat(self.args[1].matmat(x)) class _ScaledLinearOperator(LinearOperator): def __init__(self, A, alpha): if not isinstance(A, LinearOperator): raise ValueError('LinearOperator expected as A') if not np.isscalar(alpha): raise ValueError('scalar expected as alpha') super(_ScaledLinearOperator, self).__init__(A.shape, self.matvec, self.rmatvec, self.matmat, _get_dtype([A], [type(alpha)])) self.args = (A, alpha) def matvec(self, x): return self.args[1] * self.args[0].matvec(x) def rmatvec(self, x): return np.conj(self.args[1]) * self.args[0].rmatvec(x) def matmat(self, x): return self.args[1] * self.args[0].matmat(x) class _PowerLinearOperator(LinearOperator): def __init__(self, A, p): if not isinstance(A, LinearOperator): raise ValueError('LinearOperator expected as A') if A.shape[0] != A.shape[1]: raise ValueError('square LinearOperator expected as A') if not isintlike(p): raise ValueError('integer expected as p') super(_PowerLinearOperator, self).__init__(A.shape, self.matvec, self.rmatvec, self.matmat, _get_dtype([A])) self.args = (A, p) def _power(self, fun, x): res = np.array(x, copy=True) for i in range(self.args[1]): res = fun(res) return res def matvec(self, x): return self._power(self.args[0].matvec, x) def rmatvec(self, x): return self._power(self.args[0].rmatvec, x) def matmat(self, x): return self._power(self.args[0].matmat, x) class MatrixLinearOperator(LinearOperator): def __init__(self, A): super(MatrixLinearOperator, self).__init__(shape=A.shape, dtype=A.dtype, matvec=None, rmatvec=self.rmatvec) self.matvec = A.dot self.matmat = A.dot self.__mul__ = A.dot self.A = A self.A_conj = None self.args = (A,) def rmatvec(self, x): if self.A_conj is None: self.A_conj = self.A.T.conj() return self.A_conj.dot(x) class IdentityOperator(LinearOperator): def __init__(self, shape, dtype): super(IdentityOperator, self).__init__(shape=shape, dtype=dtype, matvec=None, rmatvec=self.rmatvec) def matvec(self, x): return x def rmatvec(self, x): return x def matmat(self, x): return x def __mul__(self, x): return x def aslinearoperator(A): """Return A as a LinearOperator. 'A' may be any of the following types: - ndarray - matrix - sparse matrix (e.g. csr_matrix, lil_matrix, etc.) - LinearOperator - An object with .shape and .matvec attributes See the LinearOperator documentation for additional information. Examples -------- >>> from scipy import matrix >>> M = matrix( [[1,2,3],[4,5,6]], dtype='int32' ) >>> aslinearoperator( M ) <2x3 LinearOperator with dtype=int32> """ if isinstance(A, LinearOperator): return A elif isinstance(A, np.ndarray) or isinstance(A, np.matrix): if A.ndim > 2: raise ValueError('array must have rank <= 2') A = np.atleast_2d(np.asarray(A)) return MatrixLinearOperator(A) elif isspmatrix(A): return MatrixLinearOperator(A) else: if hasattr(A, 'shape') and hasattr(A, 'matvec'): rmatvec = None dtype = None if hasattr(A, 'rmatvec'): rmatvec = A.rmatvec if hasattr(A, 'dtype'): dtype = A.dtype return LinearOperator(A.shape, A.matvec, rmatvec=rmatvec, dtype=dtype) else: raise TypeError('type not understood')