from sympy.concrete.products import Product from sympy.concrete.summations import Sum from sympy.core.basic import Basic from sympy.core.function import Lambda from sympy.core.numbers import (I, pi) from sympy.core.singleton import S from sympy.core.symbol import Dummy from sympy.functions.elementary.complexes import Abs from sympy.functions.elementary.exponential import exp from sympy.functions.special.gamma_functions import gamma from sympy.integrals.integrals import Integral from sympy.matrices.expressions.matexpr import MatrixSymbol from sympy.matrices.expressions.trace import Trace from sympy.tensor.indexed import IndexedBase from sympy.core.sympify import _sympify from sympy.stats.rv import _symbol_converter, Density, RandomMatrixSymbol, is_random from sympy.stats.joint_rv_types import JointDistributionHandmade from sympy.stats.random_matrix import RandomMatrixPSpace from sympy.tensor.array import ArrayComprehension __all__ = [ 'CircularEnsemble', 'CircularUnitaryEnsemble', 'CircularOrthogonalEnsemble', 'CircularSymplecticEnsemble', 'GaussianEnsemble', 'GaussianUnitaryEnsemble', 'GaussianOrthogonalEnsemble', 'GaussianSymplecticEnsemble', 'joint_eigen_distribution', 'JointEigenDistribution', 'level_spacing_distribution' ] @is_random.register(RandomMatrixSymbol) def _(x): return True class RandomMatrixEnsembleModel(Basic): """ Base class for random matrix ensembles. It acts as an umbrella and contains the methods common to all the ensembles defined in sympy.stats.random_matrix_models. """ def __new__(cls, sym, dim=None): sym, dim = _symbol_converter(sym), _sympify(dim) if dim.is_integer == False: raise ValueError("Dimension of the random matrices must be " "integers, received %s instead."%(dim)) return Basic.__new__(cls, sym, dim) symbol = property(lambda self: self.args[0]) dimension = property(lambda self: self.args[1]) def density(self, expr): return Density(expr) def __call__(self, expr): return self.density(expr) class GaussianEnsembleModel(RandomMatrixEnsembleModel): """ Abstract class for Gaussian ensembles. Contains the properties common to all the gaussian ensembles. References ========== .. [1] https://en.wikipedia.org/wiki/Random_matrix#Gaussian_ensembles .. [2] https://arxiv.org/pdf/1712.07903.pdf """ def _compute_normalization_constant(self, beta, n): """ Helper function for computing normalization constant for joint probability density of eigen values of Gaussian ensembles. References ========== .. [1] https://en.wikipedia.org/wiki/Selberg_integral#Mehta's_integral """ n = S(n) prod_term = lambda j: gamma(1 + beta*S(j)/2)/gamma(S.One + beta/S(2)) j = Dummy('j', integer=True, positive=True) term1 = Product(prod_term(j), (j, 1, n)).doit() term2 = (2/(beta*n))**(beta*n*(n - 1)/4 + n/2) term3 = (2*pi)**(n/2) return term1 * term2 * term3 def _compute_joint_eigen_distribution(self, beta): """ Helper function for computing the joint probability distribution of eigen values of the random matrix. """ n = self.dimension Zbn = self._compute_normalization_constant(beta, n) l = IndexedBase('l') i = Dummy('i', integer=True, positive=True) j = Dummy('j', integer=True, positive=True) k = Dummy('k', integer=True, positive=True) term1 = exp((-S(n)/2) * Sum(l[k]**2, (k, 1, n)).doit()) sub_term = Lambda(i, Product(Abs(l[j] - l[i])**beta, (j, i + 1, n))) term2 = Product(sub_term(i).doit(), (i, 1, n - 1)).doit() syms = ArrayComprehension(l[k], (k, 1, n)).doit() return Lambda(tuple(syms), (term1 * term2)/Zbn) class GaussianUnitaryEnsembleModel(GaussianEnsembleModel): @property def normalization_constant(self): n = self.dimension return 2**(S(n)/2) * pi**(S(n**2)/2) def density(self, expr): n, ZGUE = self.dimension, self.normalization_constant h_pspace = RandomMatrixPSpace('P', model=self) H = RandomMatrixSymbol('H', n, n, pspace=h_pspace) return Lambda(H, exp(-S(n)/2 * Trace(H**2))/ZGUE)(expr) def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S(2)) def level_spacing_distribution(self): s = Dummy('s') f = (32/pi**2)*(s**2)*exp((-4/pi)*s**2) return Lambda(s, f) class GaussianOrthogonalEnsembleModel(GaussianEnsembleModel): @property def normalization_constant(self): n = self.dimension _H = MatrixSymbol('_H', n, n) return Integral(exp(-S(n)/4 * Trace(_H**2))) def density(self, expr): n, ZGOE = self.dimension, self.normalization_constant h_pspace = RandomMatrixPSpace('P', model=self) H = RandomMatrixSymbol('H', n, n, pspace=h_pspace) return Lambda(H, exp(-S(n)/4 * Trace(H**2))/ZGOE)(expr) def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S.One) def level_spacing_distribution(self): s = Dummy('s') f = (pi/2)*s*exp((-pi/4)*s**2) return Lambda(s, f) class GaussianSymplecticEnsembleModel(GaussianEnsembleModel): @property def normalization_constant(self): n = self.dimension _H = MatrixSymbol('_H', n, n) return Integral(exp(-S(n) * Trace(_H**2))) def density(self, expr): n, ZGSE = self.dimension, self.normalization_constant h_pspace = RandomMatrixPSpace('P', model=self) H = RandomMatrixSymbol('H', n, n, pspace=h_pspace) return Lambda(H, exp(-S(n) * Trace(H**2))/ZGSE)(expr) def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S(4)) def level_spacing_distribution(self): s = Dummy('s') f = ((S(2)**18)/((S(3)**6)*(pi**3)))*(s**4)*exp((-64/(9*pi))*s**2) return Lambda(s, f) def GaussianEnsemble(sym, dim): sym, dim = _symbol_converter(sym), _sympify(dim) model = GaussianEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def GaussianUnitaryEnsemble(sym, dim): """ Represents Gaussian Unitary Ensembles. Examples ======== >>> from sympy.stats import GaussianUnitaryEnsemble as GUE, density >>> from sympy import MatrixSymbol >>> G = GUE('U', 2) >>> X = MatrixSymbol('X', 2, 2) >>> density(G)(X) exp(-Trace(X**2))/(2*pi**2) """ sym, dim = _symbol_converter(sym), _sympify(dim) model = GaussianUnitaryEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def GaussianOrthogonalEnsemble(sym, dim): """ Represents Gaussian Orthogonal Ensembles. Examples ======== >>> from sympy.stats import GaussianOrthogonalEnsemble as GOE, density >>> from sympy import MatrixSymbol >>> G = GOE('U', 2) >>> X = MatrixSymbol('X', 2, 2) >>> density(G)(X) exp(-Trace(X**2)/2)/Integral(exp(-Trace(_H**2)/2), _H) """ sym, dim = _symbol_converter(sym), _sympify(dim) model = GaussianOrthogonalEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def GaussianSymplecticEnsemble(sym, dim): """ Represents Gaussian Symplectic Ensembles. Examples ======== >>> from sympy.stats import GaussianSymplecticEnsemble as GSE, density >>> from sympy import MatrixSymbol >>> G = GSE('U', 2) >>> X = MatrixSymbol('X', 2, 2) >>> density(G)(X) exp(-2*Trace(X**2))/Integral(exp(-2*Trace(_H**2)), _H) """ sym, dim = _symbol_converter(sym), _sympify(dim) model = GaussianSymplecticEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) class CircularEnsembleModel(RandomMatrixEnsembleModel): """ Abstract class for Circular ensembles. Contains the properties and methods common to all the circular ensembles. References ========== .. [1] https://en.wikipedia.org/wiki/Circular_ensemble """ def density(self, expr): # TODO : Add support for Lie groups(as extensions of sympy.diffgeom) # and define measures on them raise NotImplementedError("Support for Haar measure hasn't been " "implemented yet, therefore the density of " "%s cannot be computed."%(self)) def _compute_joint_eigen_distribution(self, beta): """ Helper function to compute the joint distribution of phases of the complex eigen values of matrices belonging to any circular ensembles. """ n = self.dimension Zbn = ((2*pi)**n)*(gamma(beta*n/2 + 1)/S(gamma(beta/2 + 1))**n) t = IndexedBase('t') i, j, k = (Dummy('i', integer=True), Dummy('j', integer=True), Dummy('k', integer=True)) syms = ArrayComprehension(t[i], (i, 1, n)).doit() f = Product(Product(Abs(exp(I*t[k]) - exp(I*t[j]))**beta, (j, k + 1, n)).doit(), (k, 1, n - 1)).doit() return Lambda(tuple(syms), f/Zbn) class CircularUnitaryEnsembleModel(CircularEnsembleModel): def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S(2)) class CircularOrthogonalEnsembleModel(CircularEnsembleModel): def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S.One) class CircularSymplecticEnsembleModel(CircularEnsembleModel): def joint_eigen_distribution(self): return self._compute_joint_eigen_distribution(S(4)) def CircularEnsemble(sym, dim): sym, dim = _symbol_converter(sym), _sympify(dim) model = CircularEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def CircularUnitaryEnsemble(sym, dim): """ Represents Circular Unitary Ensembles. Examples ======== >>> from sympy.stats import CircularUnitaryEnsemble as CUE >>> from sympy.stats import joint_eigen_distribution >>> C = CUE('U', 1) >>> joint_eigen_distribution(C) Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k]))**2, (_j, _k + 1, 1), (_k, 1, 0))/(2*pi)) Note ==== As can be seen above in the example, density of CiruclarUnitaryEnsemble is not evaluated because the exact definition is based on haar measure of unitary group which is not unique. """ sym, dim = _symbol_converter(sym), _sympify(dim) model = CircularUnitaryEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def CircularOrthogonalEnsemble(sym, dim): """ Represents Circular Orthogonal Ensembles. Examples ======== >>> from sympy.stats import CircularOrthogonalEnsemble as COE >>> from sympy.stats import joint_eigen_distribution >>> C = COE('O', 1) >>> joint_eigen_distribution(C) Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k])), (_j, _k + 1, 1), (_k, 1, 0))/(2*pi)) Note ==== As can be seen above in the example, density of CiruclarOrthogonalEnsemble is not evaluated because the exact definition is based on haar measure of unitary group which is not unique. """ sym, dim = _symbol_converter(sym), _sympify(dim) model = CircularOrthogonalEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def CircularSymplecticEnsemble(sym, dim): """ Represents Circular Symplectic Ensembles. Examples ======== >>> from sympy.stats import CircularSymplecticEnsemble as CSE >>> from sympy.stats import joint_eigen_distribution >>> C = CSE('S', 1) >>> joint_eigen_distribution(C) Lambda(t[1], Product(Abs(exp(I*t[_j]) - exp(I*t[_k]))**4, (_j, _k + 1, 1), (_k, 1, 0))/(2*pi)) Note ==== As can be seen above in the example, density of CiruclarSymplecticEnsemble is not evaluated because the exact definition is based on haar measure of unitary group which is not unique. """ sym, dim = _symbol_converter(sym), _sympify(dim) model = CircularSymplecticEnsembleModel(sym, dim) rmp = RandomMatrixPSpace(sym, model=model) return RandomMatrixSymbol(sym, dim, dim, pspace=rmp) def joint_eigen_distribution(mat): """ For obtaining joint probability distribution of eigen values of random matrix. Parameters ========== mat: RandomMatrixSymbol The matrix symbol whose eigen values are to be considered. Returns ======= Lambda Examples ======== >>> from sympy.stats import GaussianUnitaryEnsemble as GUE >>> from sympy.stats import joint_eigen_distribution >>> U = GUE('U', 2) >>> joint_eigen_distribution(U) Lambda((l[1], l[2]), exp(-l[1]**2 - l[2]**2)*Product(Abs(l[_i] - l[_j])**2, (_j, _i + 1, 2), (_i, 1, 1))/pi) """ if not isinstance(mat, RandomMatrixSymbol): raise ValueError("%s is not of type, RandomMatrixSymbol."%(mat)) return mat.pspace.model.joint_eigen_distribution() def JointEigenDistribution(mat): """ Creates joint distribution of eigen values of matrices with random expressions. Parameters ========== mat: Matrix The matrix under consideration. Returns ======= JointDistributionHandmade Examples ======== >>> from sympy.stats import Normal, JointEigenDistribution >>> from sympy import Matrix >>> A = [[Normal('A00', 0, 1), Normal('A01', 0, 1)], ... [Normal('A10', 0, 1), Normal('A11', 0, 1)]] >>> JointEigenDistribution(Matrix(A)) JointDistributionHandmade(-sqrt(A00**2 - 2*A00*A11 + 4*A01*A10 + A11**2)/2 + A00/2 + A11/2, sqrt(A00**2 - 2*A00*A11 + 4*A01*A10 + A11**2)/2 + A00/2 + A11/2) """ eigenvals = mat.eigenvals(multiple=True) if not all(is_random(eigenval) for eigenval in set(eigenvals)): raise ValueError("Eigen values do not have any random expression, " "joint distribution cannot be generated.") return JointDistributionHandmade(*eigenvals) def level_spacing_distribution(mat): """ For obtaining distribution of level spacings. Parameters ========== mat: RandomMatrixSymbol The random matrix symbol whose eigen values are to be considered for finding the level spacings. Returns ======= Lambda Examples ======== >>> from sympy.stats import GaussianUnitaryEnsemble as GUE >>> from sympy.stats import level_spacing_distribution >>> U = GUE('U', 2) >>> level_spacing_distribution(U) Lambda(_s, 32*_s**2*exp(-4*_s**2/pi)/pi**2) References ========== .. [1] https://en.wikipedia.org/wiki/Random_matrix#Distribution_of_level_spacings """ return mat.pspace.model.level_spacing_distribution()