init?
This commit is contained in:
parent
b37d1af801
commit
6ed8b516e3
80
main.py
80
main.py
@ -1,23 +1,30 @@
|
||||
from typing import Tuple
|
||||
import numpy as np
|
||||
from copy import deepcopy
|
||||
from matplotlib import pyplot as plt
|
||||
from typing import Tuple
|
||||
|
||||
import numpy as np
|
||||
from scipy.linalg import solve
|
||||
|
||||
"""
|
||||
Class that performs qr decomposition. Use methods:
|
||||
perform_householder_QR,
|
||||
perform_givens_QR
|
||||
both accept np.nadarry that fulfils m >= n condtion is 2d, and contains real numbers.
|
||||
both accept np.ndarray that fulfils m >= n condition is 2d, and contains real numbers.
|
||||
"""
|
||||
|
||||
|
||||
class QR:
|
||||
def __init__(self) -> None:
|
||||
pass
|
||||
|
||||
"""
|
||||
Checks if caulcuated matricies fulfill QR decomposition conditions, that is:
|
||||
Checks if calculated matrices fulfill QR decomposition conditions, that is:
|
||||
A = QR , where Q -> Q * Qt = I and R is a upper triangular matrix
|
||||
"""
|
||||
|
||||
def __check_condition(self, Q: np.matrix, R: np.matrix) -> bool:
|
||||
if not np.allclose(R, np.triu(R)):
|
||||
print("R matrix is not upper traingle.")
|
||||
print("R matrix is not upper triangle.")
|
||||
return False
|
||||
I = np.identity(Q.shape[1])
|
||||
comparison = np.equal(np.matmul(np.transpose(Q), Q), I)
|
||||
@ -25,9 +32,11 @@ class QR:
|
||||
print("Q matrix is not orthogonal.")
|
||||
return False
|
||||
return True
|
||||
|
||||
"""
|
||||
Checks if given matrix is 2d, m >= n and filled with real numbers
|
||||
"""
|
||||
|
||||
def __check_pre_conditions(self, matrix: np.ndarray) -> bool:
|
||||
if not matrix.shape[0] >= matrix.shape[1]:
|
||||
print("Matrix is m is lesser than n.")
|
||||
@ -36,16 +45,17 @@ class QR:
|
||||
print("Matrix is not 2D.")
|
||||
return False
|
||||
if not np.isreal(matrix).all():
|
||||
print("Matrix doesn't containt all real numbers.")
|
||||
print("Matrix doesn't contain all real numbers.")
|
||||
return False
|
||||
return True
|
||||
|
||||
"""
|
||||
Method that performs Householder Transformation QR, acceptcs 2D, real numbers matrix, that
|
||||
Method that performs Householder Transformation QR, accepts 2D, real numbers matrix, that
|
||||
fulfills m >= n condition. Return Q and R matrices.
|
||||
"""
|
||||
|
||||
def perform_householder_QR(self, matrix: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
|
||||
if(self.__check_pre_conditions(matrix)):
|
||||
if self.__check_pre_conditions(matrix):
|
||||
return self.__householder_qr(matrix)
|
||||
else:
|
||||
print("Incorrect type.")
|
||||
@ -87,16 +97,29 @@ class QR:
|
||||
return Q.T, R
|
||||
|
||||
"""
|
||||
Method that performs Givens Rotation QR, acceptcs 2D, real numbers matrix, that
|
||||
Method that performs Givens Rotation QR, accepts 2D, real numbers matrix, that
|
||||
fulfills m >= n condition. Return Q and R matrices.
|
||||
"""
|
||||
|
||||
def perform_givens_QR(self, matrix: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
|
||||
if(self.__check_pre_conditions(matrix)):
|
||||
if self.__check_pre_conditions(matrix):
|
||||
return self.__givens_qr(matrix)
|
||||
else:
|
||||
print("Incorrect type.")
|
||||
raise Exception
|
||||
|
||||
def solve_least_squares(self, A: np.ndarray, b: np.array):
|
||||
Q, R = self.perform_householder_QR(A)
|
||||
x = solve(R, np.dot(Q.T, b))
|
||||
return x
|
||||
|
||||
def __design_matrix(self, A: np.ndarray):
|
||||
return np.hstack((np.ones(A.shape[0]).reshape(-1, 1), A[:, :-1]))
|
||||
|
||||
def fit_poly(self, A: np.ndarray):
|
||||
return self.solve_least_squares(
|
||||
np.dot(self.__design_matrix(A), self.__design_matrix(A).T),
|
||||
A[:, -1:].reshape(-1, 1))
|
||||
|
||||
|
||||
"""
|
||||
@ -104,7 +127,7 @@ Usage example
|
||||
"""
|
||||
if __name__ == "__main__":
|
||||
qr = QR()
|
||||
matrix = np.matrix('1 2 4; 5 6 7; 8 9 10')
|
||||
matrix = np.matrix('0 0 0; 1 1 2; 1 2 4; 3 3 5; 5 6 7; 8 9 10')
|
||||
matrix = np.asarray(matrix)
|
||||
print(matrix)
|
||||
a = deepcopy(matrix)
|
||||
@ -123,4 +146,39 @@ if __name__ == "__main__":
|
||||
Q, R = np.linalg.qr(c)
|
||||
print(Q)
|
||||
print(R)
|
||||
print('solve least squares')
|
||||
b_v = np.asarray([1, 1, ])
|
||||
print(matrix)
|
||||
print(b_v)
|
||||
|
||||
|
||||
def PolyCoefficients(x, coeffs):
|
||||
""" Returns a polynomial for ``x`` values for the ``coeffs`` provided.
|
||||
The coefficients must be in ascending order (``x**0`` to ``x**o``).
|
||||
"""
|
||||
o = len(coeffs)
|
||||
y = 0
|
||||
for i in range(o):
|
||||
y += coeffs[i] * x ** i
|
||||
return y
|
||||
|
||||
|
||||
def f(a, b):
|
||||
return a + 2 * b
|
||||
|
||||
|
||||
x1 = np.asarray(range(0, 6))
|
||||
x2 = np.asarray(range(0, 6))
|
||||
y = f(x1, x2)
|
||||
mat = np.asmatrix([x1, x2, y])
|
||||
|
||||
plt3d = plt.figure().gca(projection='3d')
|
||||
xx, yy = np.meshgrid(range(10), range(10))
|
||||
plt3d.plot_surface(xx, yy, f(xx, yy), alpha=0.2)
|
||||
print(mat.T)
|
||||
print(matrix)
|
||||
print(matrix.shape, mat.T.shape)
|
||||
# plt3d.plot_surface(xx, yy, PolyCoefficients(xx, qr.fit_poly(matrix)), alpha=0.2)
|
||||
plt3d.plot_surface(xx, yy, PolyCoefficients(xx, qr.fit_poly(mat.T)), alpha=0.2)
|
||||
|
||||
plt.show()
|
||||
|
Loading…
Reference in New Issue
Block a user