Creation of matrices and linear operators

In the first part of this chapter, we are going to focus on the effective creation of matrices. We start by recalling some different ways to construct a basic matrix as an ndarray instance class, including an enumeration of all the special matrices already included in NumPy and SciPy. We proceed to examine the possibilities of constructing complex matrices from basic ones. We review the same concepts within the matrix instance class. Next, we explore in detail the different ways to input sparse matrices. We finish the section with the construction of linear operators.

Note

We assume familiarity with ndarray creation in NumPy, as well as data types (dtype), indexing, routines for the combination of two or more arrays, array manipulation, or extracting information from these objects. In this chapter, we will focus on the functions, methods, and routines that are significant to matrices alone. We will disregard operations if their outputs have no translation into linear algebra equivalents. For a primer on ndarray, we recommend you to browse through Chapter 2, Top-Level SciPy of Learning SciPy for Numerical and Scientific Computing, Second Edition. For a quick review of Linear Algebra, we recommend Hoffman and Kunze, Linear Algebra 2nd Edition, Pearson, 1971.

Constructing matrices in the ndarray class

We may create matrices from data as ndarray instances in three different ways: manually from standard input, by assigning to each entry a value from a function, or by retrieving the data from external files.

Constructor

Description

numpy.array(object)

Create a matrix from object

numpy.diag(arr, k)

Create diagonal matrix with entries of array arr on diagonal k

numpy.fromfunction(function, shape)

Create a matrix by executing a function over each coordinate

numpy.fromfile(fname)

Create a matrix from a text or binary file (basic)

numpy.loadtxt(fname)

Create a matrix from a text file (advanced)

Let us create some example matrices to illustrate some of the functions defined in the previous table. As before, we start an iPython session:

In [1]: import numpy as np, matplotlib.pyplot as plt, 
   ...: scipy.linalg as spla, scipy.sparse as spsp, 
   ...: scipy.sparse.linalg as spspla
In [2]: A = np.array([[1,2],[4,16]]); ...: A
Out[2]:
array([[ 1,  2],
       [ 4, 16]])
In [3]: B = np.fromfunction(lambda i,j: (i-1)*(j+1),
   ...:                     (3,2), dtype=int); 
   ...: print B
   ...:
 [[-1 -2]
  [ 0  0]
  [ 1  2]]
In [4]: np.diag((1j,4))
Out[4]:
array([[ 0.+1.j,  0.+0.j],
       [ 0.+0.j,  4.+0.j]])

Special matrices with predetermined zeros and ones can be constructed with the following functions:

Constructor

Description

numpy.empty(shape)

Array of a given shape, entries not initialized

numpy.eye(N, M, k)

2-D array with ones on the k-th diagonal, and zeros elsewhere

numpy.identity(n)

Identity array

numpy.ones(shape)

Array with all entries equal to one

numpy.zeros(shape)

Array with all entries equal to zero

numpy.tri(N, M, k)

Array with ones at and below the given diagonal, zeros otherwise

Tip

All these constructions, except numpy.tri, have a companion function xxx_like that creates ndarray with the requested characteristics and with the same shape and data type as another source ndarray class:

In [5]: np.empty_like(A)
Out[5]:
array([[140567774850560, 140567774850560],
       [     4411734640, 562954363882576]])

Of notable importance are arrays constructed as numerical ranges.

Constructor

Description

numpy.arange(stop)

Evenly spaced values within an interval

numpy.linspace(start, stop)

Evenly spaced numbers over an interval

numpy.logspace(start, stop)

Evenly spaced numbers on a log scale

numpy.meshgrid

Coordinate matrices from two or more coordinate vectors

numpy.mgrid

nd_grid instance returning dense multi-dimensional meshgrid

numpy.ogrid

nd_grid instance returning open multi-dimensional meshgrid

Special matrices with numerous applications in linear algebra can be easily called from within NumPy and the module scipy.linalg.

Constructor

Description

scipy.linalg.circulant(arr)

Circulant matrix generated by 1-D array arr

scipy.linalg.companion(arr)

Companion matrix of polynomial with coefficients coded by arr

scipy.linalg.hadamard(n)

Sylvester's construction of a Hadamard matrix of size n × n. n must be a power of 2

scipy.linalg.hankel(arr1, arr2)

Hankel matrix with arr1 as the first column and arr2 as the last column

scipy.linalg.hilbert(n)

Hilbert matrix of size n × n

scipy.linalg.invhilbert(n)

The inverse of a Hilbert matrix of size n × n

scipy.linalg.leslie(arr1, arr2)

Leslie matrix with fecundity array arr1 and survival coefficients arr2

scipy.linalg.pascal(n)

n × n truncations of the Pascal matrix of binomial coefficients

scipy.linalg.toeplitz(arr1, arr2)

Toeplitz array with first column arr1 and first row arr2

numpy.vander(arr)

Van der Monde matrix of array arr

For instance, one fast way to obtain all binomial coefficients of orders up to a large number (the corresponding Pascal triangle) is by means of a precise Pascal matrix. The following example shows how to compute these coefficients up to order 13:

In [6]: print spla.pascal(13, kind='lower')
Constructing matrices in the ndarray class

Besides these basic constructors, we can always stack arrays in different ways:

Constructor

Description

numpy.concatenate((A1, A2, ...))

Join matrices together

numpy.hstack((A1, A2, ...))

Stack matrices horizontally

numpy.vstack((A1, A2, ...))

Stack matrices vertically

numpy.tile(A, reps)

Repeat a matrix a certain number of times (given by reps)

scipy.linalg.block_diag(A1,A2, ...)

Create a block diagonal array

Let us observe some of these constructors in action:

In [7]: np.tile(A, (2,3))   # 2 rows, 3 columns
Out[7]:
array([[ 1,  2,  1,  2,  1,  2],
       [ 4, 16,  4, 16,  4, 16],
       [ 1,  2,  1,  2,  1,  2],
       [ 4, 16,  4, 16,  4, 16]])
In [8]: spla.block_diag(A,B)
Out[8]:
array([[ 1,  2,  0,  0],
       [ 4, 16,  0,  0],
       [ 0,  0, -1, -2],
       [ 0,  0,  0,  0],
       [ 0,  0,  1,  2]])

Constructing matrices in the matrix class

For the matrix class, the usual way to create a matrix directly is to invoke either numpy.mat or numpy.matrix. Observe how much more comfortable is the syntax of numpy.matrix than that of numpy.array, in the creation of a matrix similar to A. With this syntax, different values separated by commas belong to the same row of the matrix. A semi-colon indicates a change of row. Notice the casting to the matrix class too!

In [9]: C = np.matrix('1,2;4,16'); 
   ...: C
Out[9]:
matrix([[ 1,  2],
        [ 4, 16]])

These two functions also transform any ndarray into matrix. There is a third function that accomplishes this task: numpy.asmatrix:

In [10]: np.asmatrix(A)
Out[10]:
matrix([[ 1,  2],
        [ 4, 16]])

For arrangements of matrices composed by blocks, besides the common stack operations for ndarray described before, we have the extremely convenient function numpy.bmat. Note the similarity with the syntax of numpy.matrix, particularly the use of commas to signify horizontal concatenation and semi-colons to signify vertical concatenation:

In [11]: np.bmat('A;B')        In [12]: np.bmat('A,C;C,A')
Out[11]:                       Out[12]:
matrix([[ 1,  2],              matrix([[ 1,  2,  1,  2],
        [ 4, 16],                      [ 4, 16,  4, 16],
        [-1, -2],                      [ 1,  2,  1,  2],
        [ 0,  0],                      [ 4, 16,  4, 16]])
        [ 1,  2]])

Constructing sparse matrices

There are seven different ways to input sparse matrices. Each format is designed to make a specific problem or operation more efficient. Let us go over them in detail:

Method

Name

Optimal use

BSR

Block Sparse Row

Efficient arithmetic, provided the matrix contains blocks.

COO

Coordinate

Fast and efficient construction format. Efficient methods to convert to the CSC and CSR formats.

CSC

Compressed Sparse Column

Efficient matrix arithmetic and column slicing. Relatively fast matrix-vector product.

CSR

Compressed Sparse Row

Efficient matrix arithmetic and row slicing. Fastest to perform matrix-vector products.

DIA

Diagonal storage

Efficient for construction and storage if the matrix contains long diagonals of non-zero entries.

DOK

Dictionary of keys

Efficient incremental construction and access of individual matrix entries.

LIL

Row-based linked list

Flexible slicing. Efficient for changes to matrix sparsity.

They can be populated in up to five ways, three of which are common to every sparse matrix format:

  • They can cast to sparse any generic matrix. The lil format is the most effective with this method:
    In [13]: A_coo = spsp.coo_matrix(A); 
       ....: A_lil = spsp.lil_matrix(A)
    
  • They can cast to a specific sparse format another sparse matrix in another sparse format:
    In [14]: A_csr = spsp.csr_matrix(A_coo)
    
  • Empty sparse matrices of any shape can be constructed by indicating the shape and dtype:
    In [15]: M_bsr = spsp.bsr_matrix((100,100), dtype=int)
    

They all have several different extra input methods, each specific to their storage format.

  • Fancy indexing: As we would do with any generic matrix. This is only possible with the LIL or DOK formats:
    In [16]: M_lil = spsp.lil_matrix((100,100), dtype=int)
    In [17]: M_lil[25:75, 25:75] = 1
    In [18]: M_bsr[25:75, 25:75] = 1
    NotImplementedError    Traceback (most recent call last)
    <ipython-input-18-d9fa1001cab8> in <module>()
    ----> 1 M_bsr[25:75, 25:75] = 1
    [...]/scipy/sparse/bsr.pyc in __setitem__(self, key, val)
        297
        298     def __setitem__(self,key,val):
    --> 299         raise NotImplementedError
        300
        301     ######################
    NotImplementedError:
    
  • Dictionary of keys: This input system is most effective when we create, update, or search each element one at a time. It is efficient only for the LIL and DOK formats:
    In [19]: M_dok = spsp.dok_matrix((100,100), dtype=int)
    In [20]: position = lambda i, j: ((i<j) & ((i+j)%10==0))
    In [21]: for i in range(100):
       ....:     for j in range(100):
       ....:         M_dok[i,j] = position(i,j)
       ....:
    
  • Data, rows, and columns: This is common to four formats: BSR, COO, CSC, and CSR. This is the method of choice to import sparse matrices from the Matrix Market Exchange format, as illustrated at the beginning of the chapter.

    Tip

    With the data, rows, and columns input method, it is a good idea to always include the option shape in the construction. In case this is not provided, the size of the matrix will be inferred from the largest coordinates from the rows and columns, resulting possibly in a matrix of a smaller size than required.

  • Data, indices, and pointers: This is common to three formats: BSR, CSC, and CSR. It is the method of choice to import sparse matrices from the Rutherford-Boeing Exchange format.

    Note

    The Rutherford-Boeing Exchange format is an updated version of the Harwell-Boeing format. It stores the matrix as three vectors: pointers_v, indices_v, and data. The row indices of the entries of the jth column are located in positions pointers_v(j) through pointers_v(j+1)-1 of the vector indices_v. The corresponding values of the matrix are located at the same positions, in the vector data.

Let us show by example how to read an interesting matrix in the Rutherford-Boeing matrix exchange format, Pajek/football. This 35 × 35 matrix with 118 non-zero entries can be found in the collection at www.cise.ufl.edu/research/sparse/matrices/Pajek/football.html.

It is an adjacency matrix for a network of all the national football teams that attended the FIFA World Cup celebrated in France in 1998. Each node in the network represents one country (or national football team) and the links show which country exported players to another country.

This is a printout of the football.rb file:

Constructing sparse matrices

The header of the file (the first four lines) contains important information:

  • The first line provides us with the title of the matrix, Pajek/football; 1998; L. Krempel; ed: V. Batagelj, and a numerical key for identification purposes MTRXID=1474.
  • The second line contains four integer values: TOTCRD=12 (lines containing significant data after the header; see In [24]), PTRCRD=2 (number of lines containing pointer data), INDCRD=5 (number of lines containing indices data), and VALCRD=2 (number of lines containing the non-zero values of the matrix). Note that it must be TOTCRD = PTRCRD + INDCRD + VALCRD.
  • The third line indicates the matrix type MXTYPE=(iua), which in this case stands for an integer matrix, unsymmetrical, compressed column form. It also indicates the number of rows and columns (NROW=35, NCOL=35), and the number of non-zero entries (NNZERO=118). The last entry is not used in the case of a compressed column form, and it is usually set to zero.
  • The fourth column contains the Fortran formats for the data in the following columns. PTRFMT=(20I4) for the pointers, INDFMT=(26I3) for the indices, and VALFMT=(26I3) for the non-zero values.

We proceed to opening the file for reading, storing each line after the header in a Python list, and extracting from the relevant lines of the file, the data we require to populate the vectors indptr, indices, and data. We finish by creating the corresponding sparse matrix called football in the CSR format, with the data, indices, pointers method:

In [22]: f = open("football.rb", 'r'); 
   ....: football_list = list(f); 
   ....: f.close()
In [23]: football_data = np.array([])
In [24]: for line in range(4, 4+12):
   ....:     newdata = np.fromstring(football_list[line], sep=" ")
   ....:     football_data = np.append(football_data, newdata)
   ....:
In [25]: indptr = football_data[:35+1] - 1; 
   ....: indices = football_data[35+1:35+1+118] - 1; 
   ....: data = football_data[35+1+118:]
In [26]: football = spsp.csr_matrix((data, indices, indptr),
   ....:                            shape=(35,35))

At this point, it is possible to visualize the network with its associated graph, with the help of a Python module called networkx. We obtain the following diagram depicting as nodes the different countries. Each arrow between the nodes indicates the fact that the originating country has exported players to the receiving country:

Note

networkx is a Python module to deal with complex networks. For more information, visit their Github project pages at networkx.github.io.

One way to accomplish this task is as follows:

In [27]: import networkx
In [28]: G = networkx.DiGraph(football)
In [29]: f = open("football_nodename.txt"); 
   ....: m = list(f); 
   ....: f.close()
In [30]: def rename(x): return m[x]
In [31]: G = networkx.relabel_nodes(G, rename)
In [32]: pos = networkx.spring_layout(G) 
In [33]: networkx.draw_networkx(G, pos, alpha=0.2, node_color='w',
   ....:                        edge_color='b')
Constructing sparse matrices

The module scipy.sparse borrows from NumPy some interesting concepts to create constructors and special matrices:

Constructor

Description

scipy.sparse.diags(diagonals, offsets)

Sparse matrix from diagonals

scipy.sparse.rand(m, n, density)

Random sparse matrix of prescribed density

scipy.sparse.eye(m)

Sparse matrix with ones in the main diagonal

scipy.sparse.identity(n)

Identity sparse matrix of size n × n

Both functions diags and rand deserve examples to show their syntax. We will start with a sparse matrix of size 14 × 14 with two diagonals: the main diagonal contains 1s, and the diagonal below contains 2s. We also create a random matrix with the function scipy.sparse.rand. This matrix has size 5 × 5, with 25 percent non-zero elements (density=0.25), and is crafted in the LIL format:

In [34]: diagonals = [[1]*14, [2]*13]
In [35]: print spsp.diags(diagonals, [0,-1]).todense()
[[ 1.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 2.  1.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  2.  1.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  2.  1.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  2.  1.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  2.  1.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  2.  1.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  2.  1.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  2.  1.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  2.  1.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  2.  1.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  2.  1.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  2.  1.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  0.  2.  1.]]
In [36]: S_25_lil = spsp.rand(5, 5, density=0.25, format='lil')
In [37]: S_25_lil
Out[37]:
<5x5 sparse matrix of type '<type 'numpy.float64'>'
        with 6 stored elements in LInked List format>
In [38]: print S_25_lil
  (0, 0)    0.186663044982
  (1, 0)    0.127636181284
  (1, 4)    0.918284870518
  (3, 2)    0.458768884701
  (3, 3)    0.533573291684
  (4, 3)    0.908751420065
In [39]: print S_25_lil.todense()
[[ 0.18666304  0.          0.          0.          0.        ]
 [ 0.12763618  0.          0.          0.          0.91828487]
 [ 0.          0.          0.          0.          0.        ]
 [ 0.          0.          0.45876888  0.53357329  0.        ]
 [ 0.          0.          0.          0.90875142  0.        ]]

Similar to the way we combined ndarray instances, we have some clever ways to combine sparse matrices to construct more complex objects:

Constructor

Description

scipy.sparse.bmat(blocks)

Sparse matrix from sparse sub-blocks

scipy.sparse.hstack(blocks)

Stack sparse matrices horizontally

scipy.sparse.vstack(blocks)

Stack sparse matrices vertically

Linear operators

A linear operator is basically a function that takes as input a column vector and outputs another column vector, by left multiplication of the input with a matrix. Although technically, we could represent these objects just by handling the corresponding matrix, there are better ways to do this.

Constructor

Description

scipy.sparse.linalg.LinearOperator(shape, matvec)

Common interface for performing matrix vector products

scipy.sparse.linalg.aslinearoperator(A)

Return A as LinearOperator

In the scipy.sparse.linalg module, we have a common interface that handles these objects: the LinearOperator class. This class has only the following two attributes and three methods:

  • shape: The shape of the representing matrix
  • dtype: The data type of the matrix
  • matvec: To perform multiplication of a matrix with a vector
  • rmatvec: To perform multiplication by the conjugate transpose of a matrix with a vector
  • matmat: To perform multiplication of a matrix with another matrix

Its usage is best explained through an example. Consider two functions that take vectors of size 3, and output vectors of size 4, by left multiplication with two respective matrices of size 4 × 3. We could very well define these functions with lambda predicates:

In [40]: H1 = np.matrix("1,3,5; 2,4,6; 6,4,2; 5,3,1"); 
   ....: H2 = np.matrix("1,2,3; 1,3,2; 2,1,3; 2,3,1")
In [41]: L1 = lambda x: H1.dot(x); 
   ....: L2 = lambda x: H2.dot(x)
In [42]: print L1(np.ones(3))
[[  9.  12.  12.   9.]]
In [43]: print L2(np.tri(3,3))
 [[ 6.  5.  3.]
  [ 6.  5.  2.]
  [ 6.  4.  3.]
  [ 6.  4.  1.]]

Now, one issue arises when we try to add/subtract these two functions, or multiply any of them by a scalar. Technically, it should be as easy as adding/subtracting the corresponding matrices, or multiplying them by any number, and then performing the required left multiplication again. But that is not the case.

For instance, we would like to write (L1+L2)(v) instead of L1(v) + L2(v). Unfortunately, doing so will raise an error:

TypeError: unsupported operand type(s) for +: 'function' and 
'function'

Instead, we may instantiate the corresponding linear operators and manipulate them at will, as follows:

In [44]: Lo1 = spspla.aslinearoperator(H1); 
   ....: Lo2 = spspla.aslinearoperator(H2)
In [45]: Lo1 - 6 * Lo2
Out[45]: <4x3 _SumLinearOperator with dtype=float64>
In [46]: print Lo1 * np.ones(3)
[  9.  12.  12.  9.]
In [47]: print (Lo1-6*Lo2) * np.tri(3,3)
[[-27. -22. -13.]
 [-24. -20.  -6.]
 [-24. -18. -16.]
 [-27. -20.  -5.]]

Linear operators are a great advantage when the amount of information needed to describe the product with the related matrix is less than the amount of memory needed to store the non-zero elements of the matrix.

For instance, a permutation matrix is a square binary matrix (ones and zeros) that has exactly one entry in each row and each column. Consider a large permutation matrix, say 1024 × 1024, formed by four blocks of size 512 × 512: a zero block followed horizontally by an identity block, on top of an identity block followed horizontally by another zero block. We may store this matrix in three different ways:

In [47]: P_sparse = spsp.diags([[1]*512, [1]*512], [512,-512], 
   ....:                       dtype=int)
In [48]: P_dense = P_sparse.todense()
In [49]: mv = lambda v: np.roll(v, len(v)/2)
In [50]: P_lo = spspla.LinearOperator((1024,1024), matvec=mv, 
   ....:                              matmat=mv, dtype=int)

In the sparse case, P_sparse, we may think of this as the storage of just 1024 integer numbers. In the dense case, P_dense, we are technically storing 1048576 integer values. In the case of the linear operator, it actually looks like we are not storing anything! The function mv that indicates how to perform the multiplications has a much smaller footprint than any of the related matrices. This is also reflected in the time of execution of the multiplications with these objects:

In [51]: %timeit P_sparse * np.ones(1024)
10000 loops, best of 3: 29.7 µs per loop
In [52]: %timeit P_dense.dot(np.ones(1024))
100 loops, best of 3: 6.07 ms per loop
In [53]: %timeit P_lo * np.ones(1024)
10000 loops, best of 3: 25.4 µs per loop
..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
3.144.114.85