freealg 0.1.14__tar.gz → 0.1.15__tar.gz

{freealg-0.1.14 → freealg-0.1.15}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.14
+Version: 0.1.15
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

{freealg-0.1.14 → freealg-0.1.15}/freealg/__init__.py

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

freealg-0.1.15/freealg/__version__.py

@@ -0,0 +1 @@
+__version__ = "0.1.15"

{freealg-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/freealg/_decompress.py

@@ -21,7 +21,7 @@ __all__ = ['decompress', 'reverse_characteristics']
 
 
 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

{freealg-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/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-0.1.14 → freealg-0.1.15}/freealg/eigfree.py

@@ -15,7 +15,7 @@ import numpy
 from ._util import compute_eig
 from .freeform import FreeForm
 
-__all__ = ['eigfree']
+__all__ = ['eigfree', 'condfree']
 
 
 # ========
@@ -69,7 +69,11 @@ def eigfree(A, N=None, psd=None, plots=False):
 
     .. code-block:: python
 
-        >>> from freealg import FreeForm
+        >>> from freealg import condfree
+        >>> from freealg.distributions import MarchenkoPastur
+        >>> mp = MarchenkoPastur(1/50)
+        >>> A = mp.matrix(3000)
+        >>> eigs = eigfree(A)
     """
 
     if A.ndim != 2 or A.shape[0] != A.shape[1]:
@@ -118,3 +122,49 @@ def eigfree(A, N=None, psd=None, plots=False):
         eigs.sort()
 
     return eigs
+
+
+# ========
+# cond free
+# ========
+
+def condfree(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.
+
+    Notes
+    -----
+
+    This is a convenience function using the eigfree procedure.
+
+    Examples
+    --------
+
+    .. code-block:: python
+
+        >>> from freealg import condfree
+        >>> from freealg.distributions import MarchenkoPastur
+        >>> mp = MarchenkoPastur(1/50)
+        >>> A = mp.matrix(3000)
+        >>> condfree(A)
+    """
+
+    eigs = eigfree(A, N)
+    return eigs.max() / eigs.min()

{freealg-0.1.14 → freealg-0.1.15}/freealg.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.14
+Version: 0.1.15
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

freealg-0.1.14/freealg/__version__.py

@@ -1 +0,0 @@
-__version__ = "0.1.14"