from sympy.core.function import expand_mul from sympy.core.symbol import Dummy, uniquely_named_symbol, symbols from sympy.utilities.iterables import numbered_symbols from .common import ShapeError, NonSquareMatrixError, NonInvertibleMatrixError from .eigen import _fuzzy_positive_definite from .utilities import _get_intermediate_simp, _iszero def _diagonal_solve(M, rhs): """Solves ``Ax = B`` efficiently, where A is a diagonal Matrix, with non-zero diagonal entries. Examples ======== >>> from sympy import Matrix, eye >>> A = eye(2)*2 >>> B = Matrix([[1, 2], [3, 4]]) >>> A.diagonal_solve(B) == B/2 True See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve cholesky_solve LDLsolve LUsolve QRsolve pinv_solve """ if not M.is_diagonal(): raise TypeError("Matrix should be diagonal") if rhs.rows != M.rows: raise TypeError("Size mismatch") return M._new( rhs.rows, rhs.cols, lambda i, j: rhs[i, j] / M[i, i]) def _lower_triangular_solve(M, rhs): """Solves ``Ax = B``, where A is a lower triangular matrix. See Also ======== upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv_solve """ from .dense import MutableDenseMatrix if not M.is_square: raise NonSquareMatrixError("Matrix must be square.") if rhs.rows != M.rows: raise ShapeError("Matrices size mismatch.") if not M.is_lower: raise ValueError("Matrix must be lower triangular.") dps = _get_intermediate_simp() X = MutableDenseMatrix.zeros(M.rows, rhs.cols) for j in range(rhs.cols): for i in range(M.rows): if M[i, i] == 0: raise TypeError("Matrix must be non-singular.") X[i, j] = dps((rhs[i, j] - sum(M[i, k]*X[k, j] for k in range(i))) / M[i, i]) return M._new(X) def _lower_triangular_solve_sparse(M, rhs): """Solves ``Ax = B``, where A is a lower triangular matrix. See Also ======== upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv_solve """ if not M.is_square: raise NonSquareMatrixError("Matrix must be square.") if rhs.rows != M.rows: raise ShapeError("Matrices size mismatch.") if not M.is_lower: raise ValueError("Matrix must be lower triangular.") dps = _get_intermediate_simp() rows = [[] for i in range(M.rows)] for i, j, v in M.row_list(): if i > j: rows[i].append((j, v)) X = rhs.as_mutable() for j in range(rhs.cols): for i in range(rhs.rows): for u, v in rows[i]: X[i, j] -= v*X[u, j] X[i, j] = dps(X[i, j] / M[i, i]) return M._new(X) def _upper_triangular_solve(M, rhs): """Solves ``Ax = B``, where A is an upper triangular matrix. See Also ======== lower_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv_solve """ from .dense import MutableDenseMatrix if not M.is_square: raise NonSquareMatrixError("Matrix must be square.") if rhs.rows != M.rows: raise ShapeError("Matrix size mismatch.") if not M.is_upper: raise TypeError("Matrix is not upper triangular.") dps = _get_intermediate_simp() X = MutableDenseMatrix.zeros(M.rows, rhs.cols) for j in range(rhs.cols): for i in reversed(range(M.rows)): if M[i, i] == 0: raise ValueError("Matrix must be non-singular.") X[i, j] = dps((rhs[i, j] - sum(M[i, k]*X[k, j] for k in range(i + 1, M.rows))) / M[i, i]) return M._new(X) def _upper_triangular_solve_sparse(M, rhs): """Solves ``Ax = B``, where A is an upper triangular matrix. See Also ======== lower_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv_solve """ if not M.is_square: raise NonSquareMatrixError("Matrix must be square.") if rhs.rows != M.rows: raise ShapeError("Matrix size mismatch.") if not M.is_upper: raise TypeError("Matrix is not upper triangular.") dps = _get_intermediate_simp() rows = [[] for i in range(M.rows)] for i, j, v in M.row_list(): if i < j: rows[i].append((j, v)) X = rhs.as_mutable() for j in range(rhs.cols): for i in reversed(range(rhs.rows)): for u, v in reversed(rows[i]): X[i, j] -= v*X[u, j] X[i, j] = dps(X[i, j] / M[i, i]) return M._new(X) def _cholesky_solve(M, rhs): """Solves ``Ax = B`` using Cholesky decomposition, for a general square non-singular matrix. For a non-square matrix with rows > cols, the least squares solution is returned. See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve diagonal_solve LDLsolve LUsolve QRsolve pinv_solve """ if M.rows < M.cols: raise NotImplementedError( 'Under-determined System. Try M.gauss_jordan_solve(rhs)') hermitian = True reform = False if M.is_symmetric(): hermitian = False elif not M.is_hermitian: reform = True if reform or _fuzzy_positive_definite(M) is False: H = M.H M = H.multiply(M) rhs = H.multiply(rhs) hermitian = not M.is_symmetric() L = M.cholesky(hermitian=hermitian) Y = L.lower_triangular_solve(rhs) if hermitian: return (L.H).upper_triangular_solve(Y) else: return (L.T).upper_triangular_solve(Y) def _LDLsolve(M, rhs): """Solves ``Ax = B`` using LDL decomposition, for a general square and non-singular matrix. For a non-square matrix with rows > cols, the least squares solution is returned. Examples ======== >>> from sympy import Matrix, eye >>> A = eye(2)*2 >>> B = Matrix([[1, 2], [3, 4]]) >>> A.LDLsolve(B) == B/2 True See Also ======== sympy.matrices.dense.DenseMatrix.LDLdecomposition sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LUsolve QRsolve pinv_solve """ if M.rows < M.cols: raise NotImplementedError( 'Under-determined System. Try M.gauss_jordan_solve(rhs)') hermitian = True reform = False if M.is_symmetric(): hermitian = False elif not M.is_hermitian: reform = True if reform or _fuzzy_positive_definite(M) is False: H = M.H M = H.multiply(M) rhs = H.multiply(rhs) hermitian = not M.is_symmetric() L, D = M.LDLdecomposition(hermitian=hermitian) Y = L.lower_triangular_solve(rhs) Z = D.diagonal_solve(Y) if hermitian: return (L.H).upper_triangular_solve(Z) else: return (L.T).upper_triangular_solve(Z) def _LUsolve(M, rhs, iszerofunc=_iszero): """Solve the linear system ``Ax = rhs`` for ``x`` where ``A = M``. This is for symbolic matrices, for real or complex ones use mpmath.lu_solve or mpmath.qr_solve. See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve QRsolve pinv_solve LUdecomposition """ if rhs.rows != M.rows: raise ShapeError( "``M`` and ``rhs`` must have the same number of rows.") m = M.rows n = M.cols if m < n: raise NotImplementedError("Underdetermined systems not supported.") try: A, perm = M.LUdecomposition_Simple( iszerofunc=_iszero, rankcheck=True) except ValueError: raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") dps = _get_intermediate_simp() b = rhs.permute_rows(perm).as_mutable() # forward substitution, all diag entries are scaled to 1 for i in range(m): for j in range(min(i, n)): scale = A[i, j] b.zip_row_op(i, j, lambda x, y: dps(x - y * scale)) # consistency check for overdetermined systems if m > n: for i in range(n, m): for j in range(b.cols): if not iszerofunc(b[i, j]): raise ValueError("The system is inconsistent.") b = b[0:n, :] # truncate zero rows if consistent # backward substitution for i in range(n - 1, -1, -1): for j in range(i + 1, n): scale = A[i, j] b.zip_row_op(i, j, lambda x, y: dps(x - y * scale)) scale = A[i, i] b.row_op(i, lambda x, _: dps(x / scale)) return rhs.__class__(b) def _QRsolve(M, b): """Solve the linear system ``Ax = b``. ``M`` is the matrix ``A``, the method argument is the vector ``b``. The method returns the solution vector ``x``. If ``b`` is a matrix, the system is solved for each column of ``b`` and the return value is a matrix of the same shape as ``b``. This method is slower (approximately by a factor of 2) but more stable for floating-point arithmetic than the LUsolve method. However, LUsolve usually uses an exact arithmetic, so you do not need to use QRsolve. This is mainly for educational purposes and symbolic matrices, for real (or complex) matrices use mpmath.qr_solve. See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve pinv_solve QRdecomposition """ dps = _get_intermediate_simp(expand_mul, expand_mul) Q, R = M.QRdecomposition() y = Q.T * b # back substitution to solve R*x = y: # We build up the result "backwards" in the vector 'x' and reverse it # only in the end. x = [] n = R.rows for j in range(n - 1, -1, -1): tmp = y[j, :] for k in range(j + 1, n): tmp -= R[j, k] * x[n - 1 - k] tmp = dps(tmp) x.append(tmp / R[j, j]) return M.vstack(*x[::-1]) def _gauss_jordan_solve(M, B, freevar=False): """ Solves ``Ax = B`` using Gauss Jordan elimination. There may be zero, one, or infinite solutions. If one solution exists, it will be returned. If infinite solutions exist, it will be returned parametrically. If no solutions exist, It will throw ValueError. Parameters ========== B : Matrix The right hand side of the equation to be solved for. Must have the same number of rows as matrix A. freevar : boolean, optional Flag, when set to `True` will return the indices of the free variables in the solutions (column Matrix), for a system that is undetermined (e.g. A has more columns than rows), for which infinite solutions are possible, in terms of arbitrary values of free variables. Default `False`. Returns ======= x : Matrix The matrix that will satisfy ``Ax = B``. Will have as many rows as matrix A has columns, and as many columns as matrix B. params : Matrix If the system is underdetermined (e.g. A has more columns than rows), infinite solutions are possible, in terms of arbitrary parameters. These arbitrary parameters are returned as params Matrix. free_var_index : List, optional If the system is underdetermined (e.g. A has more columns than rows), infinite solutions are possible, in terms of arbitrary values of free variables. Then the indices of the free variables in the solutions (column Matrix) are returned by free_var_index, if the flag `freevar` is set to `True`. Examples ======== >>> from sympy import Matrix >>> A = Matrix([[1, 2, 1, 1], [1, 2, 2, -1], [2, 4, 0, 6]]) >>> B = Matrix([7, 12, 4]) >>> sol, params = A.gauss_jordan_solve(B) >>> sol Matrix([ [-2*tau0 - 3*tau1 + 2], [ tau0], [ 2*tau1 + 5], [ tau1]]) >>> params Matrix([ [tau0], [tau1]]) >>> taus_zeroes = { tau:0 for tau in params } >>> sol_unique = sol.xreplace(taus_zeroes) >>> sol_unique Matrix([ [2], [0], [5], [0]]) >>> A = Matrix([[1, 2, 3], [4, 5, 6], [7, 8, 10]]) >>> B = Matrix([3, 6, 9]) >>> sol, params = A.gauss_jordan_solve(B) >>> sol Matrix([ [-1], [ 2], [ 0]]) >>> params Matrix(0, 1, []) >>> A = Matrix([[2, -7], [-1, 4]]) >>> B = Matrix([[-21, 3], [12, -2]]) >>> sol, params = A.gauss_jordan_solve(B) >>> sol Matrix([ [0, -2], [3, -1]]) >>> params Matrix(0, 2, []) >>> from sympy import Matrix >>> A = Matrix([[1, 2, 1, 1], [1, 2, 2, -1], [2, 4, 0, 6]]) >>> B = Matrix([7, 12, 4]) >>> sol, params, freevars = A.gauss_jordan_solve(B, freevar=True) >>> sol Matrix([ [-2*tau0 - 3*tau1 + 2], [ tau0], [ 2*tau1 + 5], [ tau1]]) >>> params Matrix([ [tau0], [tau1]]) >>> freevars [1, 3] See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv References ========== .. [1] https://en.wikipedia.org/wiki/Gaussian_elimination """ from sympy.matrices import Matrix, zeros cls = M.__class__ aug = M.hstack(M.copy(), B.copy()) B_cols = B.cols row, col = aug[:, :-B_cols].shape # solve by reduced row echelon form A, pivots = aug.rref(simplify=True) A, v = A[:, :-B_cols], A[:, -B_cols:] pivots = list(filter(lambda p: p < col, pivots)) rank = len(pivots) # Get index of free symbols (free parameters) # non-pivots columns are free variables free_var_index = [c for c in range(A.cols) if c not in pivots] # Bring to block form permutation = Matrix(pivots + free_var_index).T # check for existence of solutions # rank of aug Matrix should be equal to rank of coefficient matrix if not v[rank:, :].is_zero_matrix: raise ValueError("Linear system has no solution") # Free parameters # what are current unnumbered free symbol names? name = uniquely_named_symbol('tau', aug, compare=lambda i: str(i).rstrip('1234567890'), modify=lambda s: '_' + s).name gen = numbered_symbols(name) tau = Matrix([next(gen) for k in range((col - rank)*B_cols)]).reshape( col - rank, B_cols) # Full parametric solution V = A[:rank, free_var_index] vt = v[:rank, :] free_sol = tau.vstack(vt - V * tau, tau) # Undo permutation sol = zeros(col, B_cols) for k in range(col): sol[permutation[k], :] = free_sol[k,:] sol, tau = cls(sol), cls(tau) if freevar: return sol, tau, free_var_index else: return sol, tau def _pinv_solve(M, B, arbitrary_matrix=None): """Solve ``Ax = B`` using the Moore-Penrose pseudoinverse. There may be zero, one, or infinite solutions. If one solution exists, it will be returned. If infinite solutions exist, one will be returned based on the value of arbitrary_matrix. If no solutions exist, the least-squares solution is returned. Parameters ========== B : Matrix The right hand side of the equation to be solved for. Must have the same number of rows as matrix A. arbitrary_matrix : Matrix If the system is underdetermined (e.g. A has more columns than rows), infinite solutions are possible, in terms of an arbitrary matrix. This parameter may be set to a specific matrix to use for that purpose; if so, it must be the same shape as x, with as many rows as matrix A has columns, and as many columns as matrix B. If left as None, an appropriate matrix containing dummy symbols in the form of ``wn_m`` will be used, with n and m being row and column position of each symbol. Returns ======= x : Matrix The matrix that will satisfy ``Ax = B``. Will have as many rows as matrix A has columns, and as many columns as matrix B. Examples ======== >>> from sympy import Matrix >>> A = Matrix([[1, 2, 3], [4, 5, 6]]) >>> B = Matrix([7, 8]) >>> A.pinv_solve(B) Matrix([ [ _w0_0/6 - _w1_0/3 + _w2_0/6 - 55/18], [-_w0_0/3 + 2*_w1_0/3 - _w2_0/3 + 1/9], [ _w0_0/6 - _w1_0/3 + _w2_0/6 + 59/18]]) >>> A.pinv_solve(B, arbitrary_matrix=Matrix([0, 0, 0])) Matrix([ [-55/18], [ 1/9], [ 59/18]]) See Also ======== sympy.matrices.dense.DenseMatrix.lower_triangular_solve sympy.matrices.dense.DenseMatrix.upper_triangular_solve gauss_jordan_solve cholesky_solve diagonal_solve LDLsolve LUsolve QRsolve pinv Notes ===== This may return either exact solutions or least squares solutions. To determine which, check ``A * A.pinv() * B == B``. It will be True if exact solutions exist, and False if only a least-squares solution exists. Be aware that the left hand side of that equation may need to be simplified to correctly compare to the right hand side. References ========== .. [1] https://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse#Obtaining_all_solutions_of_a_linear_system """ from sympy.matrices import eye A = M A_pinv = M.pinv() if arbitrary_matrix is None: rows, cols = A.cols, B.cols w = symbols('w:{}_:{}'.format(rows, cols), cls=Dummy) arbitrary_matrix = M.__class__(cols, rows, w).T return A_pinv.multiply(B) + (eye(A.cols) - A_pinv.multiply(A)).multiply(arbitrary_matrix) def _solve(M, rhs, method='GJ'): """Solves linear equation where the unique solution exists. Parameters ========== rhs : Matrix Vector representing the right hand side of the linear equation. method : string, optional If set to ``'GJ'`` or ``'GE'``, the Gauss-Jordan elimination will be used, which is implemented in the routine ``gauss_jordan_solve``. If set to ``'LU'``, ``LUsolve`` routine will be used. If set to ``'QR'``, ``QRsolve`` routine will be used. If set to ``'PINV'``, ``pinv_solve`` routine will be used. It also supports the methods available for special linear systems For positive definite systems: If set to ``'CH'``, ``cholesky_solve`` routine will be used. If set to ``'LDL'``, ``LDLsolve`` routine will be used. To use a different method and to compute the solution via the inverse, use a method defined in the .inv() docstring. Returns ======= solutions : Matrix Vector representing the solution. Raises ====== ValueError If there is not a unique solution then a ``ValueError`` will be raised. If ``M`` is not square, a ``ValueError`` and a different routine for solving the system will be suggested. """ if method in ('GJ', 'GE'): try: soln, param = M.gauss_jordan_solve(rhs) if param: raise NonInvertibleMatrixError("Matrix det == 0; not invertible. " "Try ``M.gauss_jordan_solve(rhs)`` to obtain a parametric solution.") except ValueError: raise NonInvertibleMatrixError("Matrix det == 0; not invertible.") return soln elif method == 'LU': return M.LUsolve(rhs) elif method == 'CH': return M.cholesky_solve(rhs) elif method == 'QR': return M.QRsolve(rhs) elif method == 'LDL': return M.LDLsolve(rhs) elif method == 'PINV': return M.pinv_solve(rhs) else: return M.inv(method=method).multiply(rhs) def _solve_least_squares(M, rhs, method='CH'): """Return the least-square fit to the data. Parameters ========== rhs : Matrix Vector representing the right hand side of the linear equation. method : string or boolean, optional If set to ``'CH'``, ``cholesky_solve`` routine will be used. If set to ``'LDL'``, ``LDLsolve`` routine will be used. If set to ``'QR'``, ``QRsolve`` routine will be used. If set to ``'PINV'``, ``pinv_solve`` routine will be used. Otherwise, the conjugate of ``M`` will be used to create a system of equations that is passed to ``solve`` along with the hint defined by ``method``. Returns ======= solutions : Matrix Vector representing the solution. Examples ======== >>> from sympy import Matrix, ones >>> A = Matrix([1, 2, 3]) >>> B = Matrix([2, 3, 4]) >>> S = Matrix(A.row_join(B)) >>> S Matrix([ [1, 2], [2, 3], [3, 4]]) If each line of S represent coefficients of Ax + By and x and y are [2, 3] then S*xy is: >>> r = S*Matrix([2, 3]); r Matrix([ [ 8], [13], [18]]) But let's add 1 to the middle value and then solve for the least-squares value of xy: >>> xy = S.solve_least_squares(Matrix([8, 14, 18])); xy Matrix([ [ 5/3], [10/3]]) The error is given by S*xy - r: >>> S*xy - r Matrix([ [1/3], [1/3], [1/3]]) >>> _.norm().n(2) 0.58 If a different xy is used, the norm will be higher: >>> xy += ones(2, 1)/10 >>> (S*xy - r).norm().n(2) 1.5 """ if method == 'CH': return M.cholesky_solve(rhs) elif method == 'QR': return M.QRsolve(rhs) elif method == 'LDL': return M.LDLsolve(rhs) elif method == 'PINV': return M.pinv_solve(rhs) else: t = M.H return (t * M).solve(t * rhs, method=method)