freealg 0.1.14__py3-none-any.whl → 0.2.0__py3-none-any.whl

freealg/__init__.py

@@ -7,9 +7,9 @@
 # directory of this source tree.
 
 from .freeform import FreeForm
-from .eigfree import eigfree
+from .eigh import eigh, cond
 from . import distributions
 
-__all__ = ['FreeForm', 'distributions', 'eigfree']
+__all__ = ['FreeForm', 'distributions', 'eigh', 'cond']
 
 from .__version__ import __version__                          # noqa: F401 E402

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.1.14"
+__version__ = "0.2.0"

freealg/_chebyshev.py

@@ -224,14 +224,6 @@ def chebyshev_stieltjes(z, psi, support):
     psi_zero = numpy.concatenate([[0], psi])
     S = wynn_pade(psi_zero, J)
 
-    # build powers J^(k+1) for k=0..K
-    # K = len(psi) - 1
-    # shape: (..., K+1)
-    # Jpow = J[..., None] ** numpy.arange(1, K+2)
-
-    # sum psi_k * J^(k+1)
-    # S = numpy.sum(psi * Jpow, axis=-1)
-
     # assemble m(z)
     m_z = -2 / span * numpy.pi * S
 

freealg/_decompress.py

@@ -12,6 +12,10 @@
 
 import numpy
 
+# Fallback to previous API
+if not hasattr(numpy, 'trapezoid'):
+    numpy.trapezoid = numpy.trapz
+
 __all__ = ['decompress', 'reverse_characteristics']
 
 
@@ -19,9 +23,8 @@ __all__ = ['decompress', 'reverse_characteristics']
 # secant method
 # =============
 
-
 def secant_complex(f, z0, z1, a=0+0j, tol=1e-12, max_iter=100,
-                   alpha=0.5, max_bt=2, eps=1e-30, step_factor=5.0,
+                   alpha=0.5, max_bt=1, eps=1e-30, step_factor=5.0,
                    post_smooth=True, jump_tol=10.0, verbose=False):
     """
     Solves :math:``f(z) = a`` for many starting points simultaneously
@@ -200,7 +203,6 @@ def secant_complex(f, z0, z1, a=0+0j, tol=1e-12, max_iter=100,
 # decompress
 # ==========
 
-
 def decompress(freeform, size, x=None, delta=1e-4, max_iter=500,
                tolerance=1e-8):
     """
@@ -287,9 +289,9 @@ def decompress(freeform, size, x=None, delta=1e-4, max_iter=500,
     def _char_z(z):
         return z + (1 / m(z)) * (1 - alpha)
 
-    z0 = numpy.full(target.shape, numpy.mean(freeform.support) + .1j,
+    z0 = numpy.full(target.shape, numpy.mean(freeform.support) + 0.1j,
                     dtype=numpy.complex128)
-    z1 = z0 - .2j
+    z1 = z0 - 0.2j
 
     roots, _, _ = secant_complex(
         _char_z, z0, z1,

freealg/_pade.py

@@ -299,7 +299,6 @@ def wynn_pade(coeffs, x):
 # fit pade
 # ========
 
-
 def fit_pade(x, f, lam_m, lam_p, p=1, q=2, odd_side='left', pade_reg=0.0,
              safety=1.0, max_outer=40, xtol=1e-12, ftol=1e-12, optimizer='ls',
              verbose=0):

freealg/_support.py

@@ -14,6 +14,12 @@ import numpy
 import numba
 from scipy.stats import gaussian_kde
 
+__all__ = ['support_from_density', 'detect_support']
+
+
+# ====================
+# support from density
+# ====================
 
 @numba.njit(numba.types.UniTuple(numba.types.int64, 2)(
     numba.types.float64,
@@ -24,6 +30,7 @@ def support_from_density(dx, density):
     Estimates the support from a collection of noisy observations of a
     density over a grid of x-values with mesh spacing dx.
     """
+
     n = density.shape[0]
     target = 1.0 / dx
 
@@ -92,6 +99,10 @@ def support_from_density(dx, density):
     return optimal_i, optimal_j
 
 
+# ==============
+# detect support
+# ==============
+
 def detect_support(eigs, method='asymp', k=None, p=0.001, **kwargs):
     """
     Estimates the support of the eigenvalue density.

freealg/_util.py

@@ -16,6 +16,10 @@ import scipy
 from scipy.stats import beta
 from scipy.optimize import minimize
 
+# Fallback to previous API
+if not hasattr(numpy, 'trapezoid'):
+    numpy.trapezoid = numpy.trapz
+
 __all__ = ['compute_eig', 'beta_kde', 'force_density']
 
 

freealg/distributions/_kesten_mckay.py

@@ -178,7 +178,7 @@ class KestenMcKay(object):
 
         if plot:
             if eig is not None:
-                label = 'Estimate'
+                label = 'Theoretical'
             else:
                 label = ''
             plot_density(x, rho, label=label, latex=latex, save=save, eig=eig)

freealg/distributions/_marchenko_pastur.py

@@ -176,7 +176,7 @@ class MarchenkoPastur(object):
 
         if plot:
             if eig is not None:
-                label = 'Estimate'
+                label = 'Theoretical'
             else:
                 label = ''
             plot_density(x, rho, label=label, latex=latex, save=save, eig=eig)

freealg/distributions/_meixner.py

@@ -193,7 +193,7 @@ class Meixner(object):
 
         if plot:
             if eig is not None:
-                label = 'Estimate'
+                label = 'Theoretical'
             else:
                 label = ''
             plot_density(x, rho, label=label, latex=latex, save=save, eig=eig)

freealg/distributions/_wachter.py

@@ -184,7 +184,7 @@ class Wachter(object):
 
         if plot:
             if eig is not None:
-                label = 'Estimate'
+                label = 'Theoretical'
             else:
                 label = ''
             plot_density(x, rho, label=label, latex=latex, save=save, eig=eig)

freealg/distributions/_wigner.py

@@ -164,7 +164,7 @@ class Wigner(object):
 
         if plot:
             if eig is not None:
-                label = 'Estimate'
+                label = 'Theoretical'
             else:
                 label = ''
             plot_density(x, rho, label=label, latex=latex, save=save, eig=eig)

freealg/{eigfree.py → eigh.py}

@@ -1,4 +1,3 @@
-# SPDX-FileCopyrightText: Copyright 2025, Siavash Ameli <sameli@berkeley.edu>
 # SPDX-License-Identifier: BSD-3-Clause
 # SPDX-FileType: SOURCE
 #
@@ -15,15 +14,14 @@ import numpy
 from ._util import compute_eig
 from .freeform import FreeForm
 
-__all__ = ['eigfree']
+__all__ = ['eigh', 'cond']
 
 
-# ========
-# eig free
-# ========
+# ====
+# eigh
+# ====
 
-
-def eigfree(A, N=None, psd=None, plots=False):
+def eigh(A, N=None, psd=None, plots=False):
     """
     Estimate the eigenvalues of a matrix.
 
@@ -43,21 +41,32 @@ def eigfree(A, N=None, psd=None, plots=False):
         eigenvalues of. If None, returns estimates of the eigenvalues of
         :math:`\\mathbf{A}` itself.
 
-    psd: bool, default=None
+    psd : bool, default=None
         Determines whether the matrix is positive-semidefinite (PSD; all
-        eigenvalues are non-negative). If None, the matrix is considered PSD if
-        all sampled eigenvalues are positive.
+        eigenvalues are non-negative). If `None`, the matrix is considered PSD
+        if all sampled eigenvalues are positive.
 
     plots : bool, default=False
         Print out all relevant plots for diagnosing eigenvalue accuracy.
 
+    Returns
+    -------
+
+    eigs : numpy.array
+        Eigenvalues of decompressed matrix
+
+    See Also
+    --------
+
+    cond
+
     Notes
     -----
 
-    This is a convenience function for the FreeForm class with some effective
-    defaults that work well for common random matrix ensembles. For improved
-    performance and plotting utilites, consider finetuning parameters using
-    the FreeForm class.
+    This is a convenience function for the :class:`freealg.FreeForm` class with
+    some effective defaults that work well for common random matrix ensembles.
+    For improved performance and plotting utilites, consider fine-tuning
+    parameters using the FreeForm class.
 
     References
     ----------
@@ -68,8 +77,14 @@ def eigfree(A, N=None, psd=None, plots=False):
     --------
 
     .. code-block:: python
+        :emphasize-lines: 6
 
-        >>> from freealg import FreeForm
+        >>> from freealg import cond
+        >>> from freealg.distributions import MarchenkoPastur
+
+        >>> mp = MarchenkoPastur(1/50)
+        >>> A = mp.matrix(3000)
+        >>> eigs = eigh(A)
     """
 
     if A.ndim != 2 or A.shape[0] != A.shape[1]:
@@ -118,3 +133,62 @@ def eigfree(A, N=None, psd=None, plots=False):
         eigs.sort()
 
     return eigs
+
+
+# ====
+# cond
+# ====
+
+def cond(A, N=None):
+    """
+    Estimate the condition number of a positive-definite matrix.
+
+    This function estimates the condition number of the matrix
+    :math:`\\mathbf{A}` or a larger matrix containing :math:`\\mathbf{A}`
+    using free decompression.
+
+    Parameters
+    ----------
+
+    A : numpy.ndarray
+        The symmetric real-valued matrix :math:`\\mathbf{A}` whose condition
+        number (or that of a matrix containing :math:`\\mathbf{A}`) are to be
+        computed.
+
+    N : int, default=None
+        The size of the matrix containing :math:`\\mathbf{A}` to estimate
+        eigenvalues of. If None, returns estimates of the eigenvalues of
+        :math:`\\mathbf{A}` itself.
+
+    Returns
+    -------
+
+    c : float
+        Condition number
+
+    See Also
+    --------
+
+    eigh
+
+    Notes
+    -----
+
+    This is a convenience function using :func:`freealg.eigh`.
+
+    Examples
+    --------
+
+    .. code-block:: python
+        :emphasize-lines: 6
+
+        >>> from freealg import cond
+        >>> from freealg.distributions import MarchenkoPastur
+
+        >>> mp = MarchenkoPastur(1/50)
+        >>> A = mp.matrix(3000)
+        >>> cond(A)
+    """
+
+    eigs = eigh(A, N)
+    return eigs.max() / eigs.min()

freealg/freeform.py

@@ -28,6 +28,10 @@ from ._decompress import decompress
 from ._sample import qmc_sample
 from ._support import detect_support
 
+# Fallback to previous API
+if not hasattr(numpy, 'trapezoid'):
+    numpy.trapezoid = numpy.trapz
+
 __all__ = ['FreeForm']
 
 
@@ -890,103 +894,3 @@ class FreeForm(object):
             return x, rho, eigs
         else:
             return x, rho
-
-
-def eigfree(A, N=None, psd=None, plots=False):
-    """
-    Estimate the eigenvalues of a matrix :math:`\\mathbf{A}` or a larger matrix
-    containing :math:`\\mathbf{A}` using free decompression.
-
-    This is a convenience function for the FreeForm class with some effective
-    defaults that work well for common random matrix ensembles. For improved
-    performance and plotting utilites, consider finetuning parameters using
-    the FreeForm class.
-
-    Parameters
-    ----------
-
-    A : numpy.ndarray
-        The symmetric real-valued matrix :math:`\\mathbf{A}` whose eigenvalues
-        (or those of a matrix containing :math:`\\mathbf{A}`) are to be
-        computed.
-
-    N : int, default=None
-        The size of the matrix containing :math:`\\mathbf{A}` to estimate
-        eigenvalues of. If None, returns estimates of the eigenvalues of
-        :math:`\\mathbf{A}` itself.
-
-    psd : bool, default=None
-        Determines whether the matrix is positive-semidefinite (PSD; all
-        eigenvalues are non-negative). If None, the matrix is considered PSD if
-        all sampled eigenvalues are positive.
-
-    plots : bool, default=False
-        Print out all relevant plots for diagnosing eigenvalue accuracy.
-
-    Notes
-    -----
-
-    Notes.
-
-    References
-    ----------
-
-    .. [1] Reference.
-
-    Examples
-    --------
-
-    .. code-block:: python
-
-        >>> from freealg import FreeForm
-    """
-    if A.ndim != 2 or A.shape[0] != A.shape[1]:
-        raise RuntimeError("Only square matrices are permitted.")
-    n = A.shape[0]
-
-    if N is None:
-        N = n
-
-    # Size of sample matrix
-    n_s = int(80*(1 + numpy.log(n)))
-    # If matrix is not large enough, return eigenvalues
-    if n < n_s:
-        return compute_eig(A)
-    # Number of samples
-    num_samples = int(10 * (n / n_s)**0.5)
-    # else:
-    #     # Use the entire matrix given
-    #     n_s = n
-    #     num_samples = 1
-
-    # Collect eigenvalue samples
-    samples = []
-    for _ in range(num_samples):
-        indices = numpy.random.choice(n, n_s, replace=False)
-        samples.append(compute_eig(A[numpy.ix_(indices, indices)]))
-    samples = numpy.concatenate(samples).ravel()
-
-    # If all eigenvalues are positive, set PSD flag
-    if psd is None:
-        psd = samples.min() > 0
-
-    ff = FreeForm(samples)
-    # Since we are resampling, we need to provide the correct matrix size
-    ff.n = n_s
-
-    # Perform fit and estimate eigenvalues
-    order = 1 + int(len(samples)**.2)
-    ff.fit(method='chebyshev', K=order, projection='sample',
-           force=True, plot=False, latex=False, save=False)
-
-    if plots:
-        ff.density(plot=True)
-        ff.stieltjes(plot=True)
-
-    _, _, eigs = ff.decompress(N, plot=plots)
-
-    if psd:
-        eigs = numpy.abs(eigs)
-        eigs.sort()
-
-    return eigs

{freealg-0.1.14.dist-info → freealg-0.2.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.14
+Version: 0.2.0
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

freealg-0.2.0.dist-info/RECORD

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freealg-0.1.14.dist-info/RECORD

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