freealg 0.1.6__py3-none-any.whl → 0.1.8__py3-none-any.whl

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.1.6"
+__version__ = "0.1.8"

freealg/_plot_util.py

@@ -18,7 +18,6 @@ import matplotlib
 import colorsys
 import matplotlib.ticker as ticker
 import matplotlib.gridspec as gridspec
-from ._decompress import reverse_characteristics
 
 __all__ = ['plot_fit', 'plot_density', 'plot_hilbert', 'plot_stieltjes',
            'plot_stieltjes_on_disk']
@@ -244,42 +243,11 @@ def _value_formatter(v, pos):
         return f"{m_val:.1f}"
 
 
-# ================
-# plot char curves
-# ================
-def _plot_char_curves(ax, char_curves):
-    """
-    """
-
-    curves = reverse_characteristics(char_curves['matrix'],
-                                     char_curves['z'], 4)
-    lw = 2
-    for idx in range(curves.shape[1]):
-
-        creal, cimag = curves[:, idx].real, curves[:, idx].imag
-
-        ax.plot(creal, cimag, ':', color='white', linewidth=lw,
-                alpha=0.75)
-
-        ax.annotate(
-            '',                             # no text
-            xy=(creal[-1], cimag[-1]),      # arrow tip at final point
-            xytext=(creal[-2], cimag[-2]),  # tail at penultimate point
-            arrowprops=dict(
-                arrowstyle='-|>',           # simple arrow head
-                mutation_scale=5,           # size of the head
-                color='white',
-                lw=lw, alpha=0.75,          # arrow shaft line width
-            )
-        )
-
-
 # ==============
 # plot stieltjes
 # ==============
 
-def plot_stieltjes(x, y, m1, m2, support, latex=False, char_curves=None,
-                   save=False):
+def plot_stieltjes(x, y, m1, m2, support, latex=False, save=False):
     """
     """
 
@@ -329,10 +297,6 @@ def plot_stieltjes(x, y, m1, m2, support, latex=False, char_curves=None,
         ax1.set_xlim([x_min, x_max])
         ax1.set_ylim([y_min, y_max])
 
-        # Plot characteristic curves
-        if char_curves is not None:
-            _plot_char_curves(ax1, char_curves)
-
         pos = ax1.get_position()
         cbar_width = 0.013
         pad = 0.013

freealg/distributions/__init__.py

@@ -10,7 +10,6 @@ from .marchenko_pastur import MarchenkoPastur
 from .wigner import Wigner
 from .kesten_mckay import KestenMcKay
 from .wachter import Wachter
-# from .meixner import meixner
+from .meixner import Meixner
 
-# __all__ = ['MarchenkoPastur', 'Wigner', 'KestenMcKay', 'Wachter', 'Meixner']
-__all__ = ['MarchenkoPastur', 'Wigner', 'KestenMcKay', 'Wachter']
+__all__ = ['MarchenkoPastur', 'Wigner', 'KestenMcKay', 'Wachter', 'Meixner']

freealg/distributions/kesten_mckay.py

@@ -12,7 +12,6 @@
 # =======
 
 import numpy
-import networkx as nx
 from scipy.interpolate import interp1d
 from .._plot_util import plot_density, plot_hilbert, plot_stieltjes, \
     plot_stieltjes_on_disk, plot_samples
@@ -61,7 +60,7 @@ class KestenMcKay(object):
     Notes
     -----
 
-    The Marchenko-Pastur distribution has the absolutely-continuous density
+    The Kesten-McKay distribution has the absolutely-continuous density
 
     .. math::
 
@@ -236,10 +235,10 @@ class KestenMcKay(object):
             x = numpy.linspace(x_min, x_max, 500)
 
         def _P(x):
-            return (self.d - 2.0) * x
+            return (self.d - 2.0) * x / (self.d - 1.0)
 
         def _Q(x):
-            return self.d**2 - x**2
+            return (self.d**2 - x**2) / (self.d - 1.0)
 
         P = _P(x)
         Q = _Q(x)
@@ -262,15 +261,15 @@ class KestenMcKay(object):
 
     def _m_mp_numeric_vectorized(self, z, alt_branch=False, tol=1e-8):
         """
-        Stieltjes transform (principal or secondary branch)
-        for Marchenko–Pastur distribution on upper half-plane.
+        Stieltjes transform (principal or secondary branch) for Kesten-McKay
+        distribution on upper half-plane.
         """
 
         m = numpy.empty_like(z, dtype=complex)
 
         sign = -1 if alt_branch else 1
-        A = self.d**2 - z**2
-        B = (self.d - 2.0) * z
+        A = (self.d**2 - z**2) / (self.d - 1.0)
+        B = ((self.d - 2.0) * z) / (self.d - 1.0)
         D = B**2 - 4 * A
         sqrtD = numpy.sqrt(D)
         m1 = (-B + sqrtD) / (2 * A)
@@ -370,7 +369,7 @@ class KestenMcKay(object):
 
         .. code-block:: python
 
-            >>> m1, m2 = mp.stieltjes(plot=True, on_disk=True)
+            >>> m1, m2 = km.stieltjes(plot=True, on_disk=True)
 
         .. image:: ../_static/images/plots/km_stieltjes_disk.png
             :align: center
@@ -450,7 +449,7 @@ class KestenMcKay(object):
             is used.
 
         method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
-            Method of drawing samples from uniform distirbution:
+            Method of drawing samples from uniform distribution:
 
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
@@ -534,6 +533,39 @@ class KestenMcKay(object):
 
         return samples
 
+    # ============
+    # Haar unitary
+    # ============
+
+    def _haar_orthogonal(self, n, k):
+        """
+        Haar-distributed O(n) via the Mezzadri QR trick.
+
+        References
+        ----------
+
+        .. [1] Francesco Mezzadri. How to generate random matrices from the
+               classical compact groups. https://arxiv.org/pdf/math-ph/0609050
+
+        Notes
+        -----
+
+        Taking the QR of a normal-Gaussian matrix gives an orthonormal basis,
+        but the columns of that Q are not uniform on the sphere, as they are
+        biased by the signs or phases in the R-factor.
+
+        With Mezzadri method, columns of Q are rescaled by the reciprocals of
+        the diagonals of R phase, resulting in a matrix that is exactly
+        uniformly distributed under Haar measure O(n).
+        """
+
+        rng = numpy.random.default_rng()
+        Z = rng.standard_normal((n, k))
+        Q, R = numpy.linalg.qr(Z, mode='reduced')   # Q is n by k
+        Q *= numpy.sign(numpy.diag(R))
+
+        return Q
+
     # ======
     # matrix
     # ======
@@ -554,6 +586,43 @@ class KestenMcKay(object):
         A : numpy.ndarray
             A matrix of the size :math:`n \\times n`.
 
+        Notes
+        -----
+
+        If the parameter :math:`d` is even, the matrtix is generated from
+
+        .. math::
+
+            \\mathbf{A} = \\sum_{i=1}^{d/2} \\mathbf{O}_i +
+            \\mathbf{O}_o^{\\intercal},
+
+        where :math:`\\mathbf{O}_i` are randomly generated orthogonal matrices
+        with Haar. This method is fast but :math:`d` has to be even.
+
+        If all other :math:`d`, the following is used:
+
+        .. math::
+
+            \\mathbf{A} = \\mathbf{P} \\mathbf{O} \\mathbf{D} \\mathbf{O}^{-1}
+            \\mathbf{P},
+
+        where :math:`\\mathbf{D}` is diagonal matrix with entries
+        :math:`\\pm 1`, :math:`\\mathbf{O}` is orthogonal with Haar measure,
+        and :math:`\\mathbf{P}` is a projection matrix. For more details, see
+        Section 5 and 6 of [1]_.
+
+        The orthogonal matrices are genrated using the method of [2]_.
+
+        References
+        ----------
+
+        .. [1] Iris S. A. Longoria and James A. Mingo, Freely Independent Coin
+               Tosses, Standard Young Tableaux, and the Kesten--McKay Law.
+               https://arxiv.org/abs/2009.11950
+
+        .. [2] Francesco Mezzadri. How to generate random matrices from the
+               classical compact groups. https://arxiv.org/pdf/math-ph/0609050
+
         Examples
         --------
 
@@ -564,11 +633,38 @@ class KestenMcKay(object):
             >>> A = km.matrix(2000)
         """
 
-        n = size
-        G = nx.random_regular_graph(self.d, n)
-        A = nx.to_numpy_array(G, dtype=float)  # shape (n,n)
-
-        mu = self.d / n
-        A_c = A - mu * numpy.ones((n, n))
-
-        return A_c
+        if (self.d >= 2) and (self.d % 2 == 0):
+            # Uses algorithm 1 . Only if d is even. This is much faster than
+            # algorithm 2.
+            n = size
+            rng = numpy.random.default_rng()
+            m = self.d // 2
+            A = numpy.zeros((n, n))
+
+            for _ in range(m):
+                O_ = self._haar_orthogonal(n, n)
+                A += O_ + O_.T
+        else:
+            # Uses algorithm 2. Only when d is odd, but this algorithm works
+            # for any d (even and odd), but it takes much longer to comute
+            # especially if d is larger. As such, as only use algorithm 1 when
+            # d is even and use algorithm 2 for the rest.
+            n = size * self.d
+            rng = numpy.random.default_rng()
+
+            # Deterministic pieces
+            k = size
+            if k == 0:
+                raise ValueError('Choose size larger then d.')
+
+            # Projection rows of O
+            Q = self._haar_orthogonal(n, k)
+            O_k = Q.T
+
+            # diagonal D with equal \pm 1 (trace 0)
+            diag = numpy.ones(n, dtype=float)
+            diag[:n//2] = -1
+            rng.shuffle(diag)
+            A = (n/k) * (O_k * diag) @ O_k.T
+
+        return A

freealg/distributions/marchenko_pastur.py

@@ -456,7 +456,7 @@ class MarchenkoPastur(object):
             is used.
 
         method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
-            Method of drawing samples from uniform distirbution:
+            Method of drawing samples from uniform distribution:
 
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo

freealg/distributions/meixner.py

@@ -0,0 +1,601 @@
+# SPDX-FileCopyrightText: Copyright 2025, Siavash Ameli <sameli@berkeley.edu>
+# SPDX-License-Identifier: BSD-3-Clause
+# SPDX-FileType: SOURCE
+#
+# This program is free software: you can redistribute it and/or modify it
+# under the terms of the license found in the LICENSE.txt file in the root
+# directory of this source tree.
+
+
+# =======
+# Imports
+# =======
+
+import numpy
+from scipy.interpolate import interp1d
+from .._plot_util import plot_density, plot_hilbert, plot_stieltjes, \
+    plot_stieltjes_on_disk, plot_samples
+
+try:
+    from scipy.integrate import cumtrapz
+except ImportError:
+    from scipy.integrate import cumulative_trapezoid as cumtrapz
+from scipy.stats import qmc
+
+__all__ = ['Meixner']
+
+
+# =======
+# Meixner
+# =======
+
+class Meixner(object):
+    """
+    Meixner distribution.
+
+    Parameters
+    ----------
+
+    a : float
+        Parameter :math:`a` of the distribution. See Notes.
+
+    b : float
+        Parameter :math:`b` of the distribution. See Notes.
+
+    Methods
+    -------
+
+    density
+        Spectral density of distribution.
+
+    hilbert
+        Hilbert transform of distribution.
+
+    stieltjes
+        Stieltjes transform of distribution.
+
+    sample
+        Sample from distribution.
+
+    matrix
+        Generate matrix with its empirical spectral density of distribution
+
+    Notes
+    -----
+
+    The Meixner distribution has the absolutely-continuous density
+
+    .. math::
+
+        \\mathrm{d} \\rho(x) =
+        \\frac{4(1+b) - (x-a)^2}{2 \\pi (b x^2 + a x + 1)}
+        \\mathbf{1}_{x \\in [\\lambda_{-}, \\lambda_{+}]} \\mathrm{d}{x}
+
+    where :math:`a, b` are the shape parameters of the distribution. The edges
+    of the support are
+
+    .. math::
+
+        \\lambda_{\\pm} = a \\pm 2 \\sqrt{1 + b}.
+
+    References
+    ----------
+
+    .. [1] Saitoh, N. & Yosnida, M. (2001). The infinite divisibility and
+           orthogonal polynomials with a constant recursion formula in free
+           probability theory. Probab. Math. Statist., 21, 159–170.
+
+    Examples
+    --------
+
+    .. code-block:: python
+
+        >>> from freealg.distributions import Meixner
+        >>> mx = Meixner(2, 3)
+    """
+
+    # ====
+    # init
+    # ====
+
+    def __init__(self, a, b, c):
+        """
+        Initialization.
+        """
+
+        self.a = a
+        self.b = b
+        self.c = c
+        self.lam_p = self.a + 2.0 * numpy.sqrt(self.b)
+        self.lam_m = self.a - 2.0 * numpy.sqrt(self.b)
+        self.support = (self.lam_m, self.lam_p)
+
+    # =======
+    # density
+    # =======
+
+    def density(self, x=None, plot=False, latex=False, save=False):
+        """
+        Density of distribution.
+
+        Parameters
+        ----------
+
+        x : numpy.array, default=None
+            The locations where density is evaluated at. If `None`, an interval
+            slightly larger than the support interval of the spectral density
+            is used.
+
+        rho : numpy.array, default=None
+            Density. If `None`, it will be computed.
+
+        plot : bool, default=False
+            If `True`, density is plotted.
+
+        latex : bool, default=False
+            If `True`, the plot is rendered using LaTeX. This option is
+            relevant only if ``plot=True``.
+
+        save : bool, default=False
+            If not `False`, the plot is saved. If a string is given, it is
+            assumed to the save filename (with the file extension). This option
+            is relevant only if ``plot=True``.
+
+        Returns
+        -------
+
+        rho : numpy.array
+            Density.
+
+        Examples
+        --------
+
+        .. code-block::python
+
+            >>> from freealg.distributions import Meixner
+            >>> mx = Meixner(2, 3)
+            >>> rho = mx.density(plot=True)
+
+        .. image:: ../_static/images/plots/mx_density.png
+            :align: center
+            :class: custom-dark
+        """
+
+        # Create x if not given
+        if x is None:
+            radius = 0.5 * (self.lam_p - self.lam_m)
+            center = 0.5 * (self.lam_p + self.lam_m)
+            scale = 1.25
+            x_min = numpy.floor(center - radius * scale)
+            x_max = numpy.ceil(center + radius * scale)
+            x = numpy.linspace(x_min, x_max, 500)
+
+        rho = numpy.zeros_like(x)
+        mask = numpy.logical_and(x > self.lam_m, x < self.lam_p)
+
+        # rho[mask] = \
+        #     numpy.sqrt(4.0 * (1.0 + self.b) - (x[mask] - self.a)**2) / \
+        #     (2.0 * numpy.pi * (self.b * x[mask]**2 + self.a * x[mask] + 1))
+
+        numer = numpy.zeros_like(x)
+        denom = numpy.ones_like(x)
+        numer[mask] = self.c * numpy.sqrt(4.0 * self.b - (x[mask] - self.a)**2)
+        denom[mask] = (1 - self.c)*(x[mask] - self.a)**2
+        denom[mask] += self.a * (2 - self.c)*(x[mask] - self.a)
+        denom[mask] += self.a**2 + self.b * self.c**2
+        denom[mask] *= 2 * numpy.pi
+
+        rho[mask] = numer[mask] / denom[mask]
+
+        if plot:
+            plot_density(x, rho, label='', latex=latex, save=save)
+
+        return rho
+
+    # =======
+    # hilbert
+    # =======
+
+    def hilbert(self, x=None, plot=False, latex=False, save=False):
+        """
+        Hilbert transform of the distribution.
+
+        Parameters
+        ----------
+
+        x : numpy.array, default=None
+            The locations where Hilbert transform is evaluated at. If `None`,
+            an interval slightly larger than the support interval of the
+            spectral density is used.
+
+        plot : bool, default=False
+            If `True`, Hilbert transform is plotted.
+
+        latex : bool, default=False
+            If `True`, the plot is rendered using LaTeX. This option is
+            relevant only if ``plot=True``.
+
+        save : bool, default=False
+            If not `False`, the plot is saved. If a string is given, it is
+            assumed to the save filename (with the file extension). This option
+            is relevant only if ``plot=True``.
+
+        Returns
+        -------
+
+        hilb : numpy.array
+            Hilbert transform.
+
+        Examples
+        --------
+
+        .. code-block::python
+
+            >>> from freealg.distributions import Meixner
+            >>> mx = Meixner(2, 3)
+            >>> hilb = mx.hilbert(plot=True)
+
+        .. image:: ../_static/images/plots/mx_hilbert.png
+            :align: center
+            :class: custom-dark
+        """
+
+        # Create x if not given
+        if x is None:
+            radius = 0.5 * (self.lam_p - self.lam_m)
+            center = 0.5 * (self.lam_p + self.lam_m)
+            scale = 1.25
+            x_min = numpy.floor(center - radius * scale)
+            x_max = numpy.ceil(center + radius * scale)
+            x = numpy.linspace(x_min, x_max, 500)
+
+        def _P(x):
+            # denom = 1.0 + self.b
+            # return ((1.0 + 2.0 * self.b) * x + self.a) / denom
+            P = ((self.c - 2.0) * x - self.a * self.c) / 2.0
+            return P
+
+        def _Q(x):
+            # denom = 1.0 + self.b
+            # return (self.b * x**2 + self.a * x + 1.0) / denom
+            Q = ((1.0 - self.c) * x**2 + self.a * self.c * x +
+                 self.b * self.c**2) / 4.0
+            return Q
+
+        P = _P(x)
+        Q = _Q(x)
+        Delta2 = P**2 - 4.0 * Q
+        Delta = numpy.sqrt(numpy.maximum(Delta2, 0))
+        sign = numpy.sign(P)
+        hilb = (P - sign * Delta) / (2.0 * Q)
+
+        # using negative sign convention
+        hilb = -hilb
+
+        if plot:
+            plot_hilbert(x, hilb, support=self.support, latex=latex, save=save)
+
+        return hilb
+
+    # =======================
+    # m mp numeric vectorized
+    # =======================
+
+    def _m_mp_numeric_vectorized(self, z, alt_branch=False, tol=1e-8):
+        """
+        Stieltjes transform (principal or secondary branch) for Meixner
+        distribution on upper half-plane.
+        """
+
+        sign = -1 if alt_branch else 1
+        # denom = 1.0 + self.b
+        # A = (self.b * z**2 + self.a * z + 1.0) / denom
+        # B = ((1.0 + 2.0 * self.b) * z + self.a) / denom
+        A = ((1.0 - self.c) * z**2 + self.a * self.c * z +
+             self.b * self.c**2) / 4.0
+        B = ((self.c - 2.0) * z - self.a * self.c) / 2.0
+
+        # D = B**2 - 4 * A
+        # sqrtD = numpy.sqrt(D)
+
+        # Avoid numpy picking the wrong branch
+        d = 2 * numpy.sqrt(1.0 + self.b)
+        r_min = self.a - d
+        r_max = self.a + d
+        sqrtD = numpy.sqrt(z - r_min) * numpy.sqrt(z - r_max)
+
+        m1 = (-B + sqrtD) / (2 * A)
+        m2 = (-B - sqrtD) / (2 * A)
+
+        # pick correct branch only for non‑masked entries
+        upper = z.imag >= 0
+        branch = numpy.empty_like(m1)
+        branch[upper] = numpy.where(
+            sign*m1[upper].imag > 0, m1[upper], m2[upper])
+        branch[~upper] = numpy.where(
+            sign*m1[~upper].imag < 0, m1[~upper], m2[~upper])
+        m = branch
+
+        return m
+
+    # ============
+    # m mp reflect
+    # ============
+
+    def _m_mp_reflect(self, z, alt_branch=False):
+        """
+        Analytic continuation using Schwarz reflection.
+        """
+
+        mask_p = z.imag >= 0.0
+        mask_n = z.imag < 0.0
+
+        m = numpy.zeros_like(z)
+
+        f = self._m_mp_numeric_vectorized
+        m[mask_p] = f(z[mask_p], alt_branch=False)
+        m[mask_n] = f(z[mask_n], alt_branch=alt_branch)
+
+        return m
+
+    # =========
+    # stieltjes
+    # =========
+
+    def stieltjes(self, x=None, y=None, plot=False, on_disk=False, latex=False,
+                  save=False):
+        """
+        Stieltjes transform of distribution.
+
+        Parameters
+        ----------
+
+        x : numpy.array, default=None
+            The x axis of the grid where the Stieltjes transform is evaluated.
+            If `None`, an interval slightly larger than the support interval of
+            the spectral density is used.
+
+        y : numpy.array, default=None
+            The y axis of the grid where the Stieltjes transform is evaluated.
+            If `None`, a grid on the interval ``[-1, 1]`` is used.
+
+        plot : bool, default=False
+            If `True`, Stieltjes transform is plotted.
+
+        on_disk : bool, default=False
+            If `True`, the Stieltjes transform is mapped on unit disk. This
+            option relevant only if ``plot=True``.
+
+        latex : bool, default=False
+            If `True`, the plot is rendered using LaTeX. This option is
+            relevant only if ``plot=True``.
+
+        save : bool, default=False
+            If not `False`, the plot is saved. If a string is given, it is
+            assumed to the save filename (with the file extension). This option
+            is relevant only if ``plot=True``.
+
+        Returns
+        -------
+
+        m1 : numpy.array
+            Stieltjes transform on principal branch.
+
+        m12 : numpy.array
+            Stieltjes transform on secondary branch.
+
+        Examples
+        --------
+
+        .. code-block:: python
+
+            >>> from freealg.distributions import Meixner
+            >>> mx = Meixner(2, 3)
+            >>> m1, m2 = mx.stieltjes(plot=True)
+
+        .. image:: ../_static/images/plots/mx_stieltjes.png
+            :align: center
+            :class: custom-dark
+
+        Plot on unit disk using Cayley transform:
+
+        .. code-block:: python
+
+            >>> m1, m2 = mx.stieltjes(plot=True, on_disk=True)
+
+        .. image:: ../_static/images/plots/mx_stieltjes_disk.png
+            :align: center
+            :class: custom-dark
+        """
+
+        if (plot is True) and (on_disk is True):
+            n_r = 1000
+            n_t = 1000
+            r_min, r_max = 0, 2.5
+            t_min, t_max = 0, 2.0 * numpy.pi
+            r = numpy.linspace(r_min, r_max, n_r)
+            t = numpy.linspace(t_min, t_max, n_t + 1)[:-1]
+            grid_r, grid_t = numpy.meshgrid(r, t)
+
+            grid_x_D = grid_r * numpy.cos(grid_t)
+            grid_y_D = grid_r * numpy.sin(grid_t)
+            zeta = grid_x_D + 1j * grid_y_D
+
+            # Cayley transform mapping zeta on D to z on H
+            z_H = 1j * (1 + zeta) / (1 - zeta)
+
+            m1_D = self._m_mp_reflect(z_H, alt_branch=False)
+            m2_D = self._m_mp_reflect(z_H, alt_branch=True)
+
+            plot_stieltjes_on_disk(r, t, m1_D, m2_D, support=self.support,
+                                   latex=latex, save=save)
+
+            return m1_D, m2_D
+
+        # Create x if not given
+        if x is None:
+            radius = 0.5 * (self.lam_p - self.lam_m)
+            center = 0.5 * (self.lam_p + self.lam_m)
+            scale = 2.0
+            x_min = numpy.floor(2.0 * (center - 2.0 * radius * scale)) / 2.0
+            x_max = numpy.ceil(2.0 * (center + 2.0 * radius * scale)) / 2.0
+            x = numpy.linspace(x_min, x_max, 500)
+
+        # Create y if not given
+        if y is None:
+            y = numpy.linspace(-1, 1, 400)
+
+        x_grid, y_grid = numpy.meshgrid(x, y)
+        z = x_grid + 1j * y_grid              # shape (Ny, Nx)
+
+        m1 = self._m_mp_reflect(z, alt_branch=False)
+        m2 = self._m_mp_reflect(z, alt_branch=True)
+
+        if plot:
+            plot_stieltjes(x, y, m1, m2, support=self.support, latex=latex,
+                           save=save)
+
+        return m1, m2
+
+    # ======
+    # sample
+    # ======
+
+    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
+               latex=False, save=False):
+        """
+        Sample from distribution.
+
+        Parameters
+        ----------
+
+        size : int
+            Size of sample.
+
+        x_min : float, default=None
+            Minimum of sample values. If `None`, the left edge of the support
+            is used.
+
+        x_max : float, default=None
+            Maximum of sample values. If `None`, the right edge of the support
+            is used.
+
+        method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
+            Method of drawing samples from uniform distribution:
+
+            * ``'mc'``: Monte Carlo
+            * ``'qmc'``: Quasi Monte Carlo
+
+        plot : bool, default=False
+            If `True`, samples histogram is plotted.
+
+        latex : bool, default=False
+            If `True`, the plot is rendered using LaTeX. This option is
+            relevant only if ``plot=True``.
+
+        save : bool, default=False
+            If not `False`, the plot is saved. If a string is given, it is
+            assumed to the save filename (with the file extension). This option
+            is relevant only if ``plot=True``.
+
+        Returns
+        -------
+
+        s : numpy.ndarray
+            Samples.
+
+        Notes
+        -----
+
+        This method uses inverse transform sampling.
+
+        Examples
+        --------
+
+        .. code-block::python
+
+            >>> from freealg.distributions import Meixner
+            >>> mx = Meixner(2, 3)
+            >>> s = mx.sample(2000)
+
+        .. image:: ../_static/images/plots/mx_samples.png
+            :align: center
+            :class: custom-dark
+        """
+
+        if x_min is None:
+            x_min = self.lam_m
+
+        if x_max is None:
+            x_max = self.lam_p
+
+        # Grid and PDF
+        xs = numpy.linspace(x_min, x_max, size)
+        pdf = self.density(xs)
+
+        # CDF (using cumulative trapezoidal rule)
+        cdf = cumtrapz(pdf, xs, initial=0)
+        cdf /= cdf[-1]  # normalize CDF to 1
+
+        # Inverse CDF interpolator
+        inv_cdf = interp1d(cdf, xs, bounds_error=False,
+                           fill_value=(x_min, x_max))
+
+        # Draw from uniform distribution
+        if method == 'mc':
+            u = numpy.random.rand(size)
+        elif method == 'qmc':
+            engine = qmc.Halton(d=1)
+            u = engine.random(size)
+        else:
+            raise ValueError('"method" is invalid.')
+
+        # Draw from distribution by mapping from inverse CDF
+        samples = inv_cdf(u).ravel()
+
+        if plot:
+            radius = 0.5 * (self.lam_p - self.lam_m)
+            center = 0.5 * (self.lam_p + self.lam_m)
+            scale = 1.25
+            x_min = numpy.floor(center - radius * scale)
+            x_max = numpy.ceil(center + radius * scale)
+            x = numpy.linspace(x_min, x_max, 500)
+            rho = self.density(x)
+            plot_samples(x, rho, x_min, x_max, samples, latex=latex, save=save)
+
+        return samples
+
+    # ======
+    # matrix
+    # ======
+
+    def matrix(self, size):
+        """
+        Generate matrix with the spectral density of the distribution.
+
+        Parameters
+        ----------
+
+        size : int
+            Size :math:`n` of the matrix.
+
+        Returns
+        -------
+
+        Sx : numpy.ndarray
+            A matrix of the size :math:`n \\times n`.
+
+        Sy : numpy.ndarray
+            A matrix of the size :math:`n \\times n`.
+
+        Examples
+        --------
+
+        .. code-block::python
+
+            >>> from freealg.distributions import Meixner
+            >>> mx = Meixner(2, 3)
+            >>> A = mx.matrix(2000)
+        """
+
+        raise NotImplementedError

freealg/distributions/wachter.py

@@ -63,7 +63,7 @@ class Wachter(object):
     Notes
     -----
 
-    The Marchenko-Pastur distribution has the absolutely-continuous density
+    The Wachter distribution has the absolutely-continuous density
 
     .. math::
 
@@ -241,10 +241,12 @@ class Wachter(object):
             x = numpy.linspace(x_min, x_max, 500)
 
         def _P(x):
-            return 1.0 - self.a + (self.a + self.b - 2.0) * x
+            denom = self.a + self.b - 1.0
+            return (1.0 - self.a + (self.a + self.b - 2.0) * x) / denom
 
         def _Q(x):
-            return x * (1.0 - x)
+            denom = self.a + self.b - 1.0
+            return x * (1.0 - x) / denom
 
         P = _P(x)
         Q = _Q(x)
@@ -267,13 +269,14 @@ class Wachter(object):
 
     def _m_mp_numeric_vectorized(self, z, alt_branch=False, tol=1e-8):
         """
-        Stieltjes transform (principal or secondary branch)
-        for Marchenko–Pastur distribution on upper half-plane.
+        Stieltjes transform (principal or secondary branch) for Wachter
+        distribution on upper half-plane.
         """
 
         sign = -1 if alt_branch else 1
-        A = z * (1.0 - z)
-        B = 1.0 - self.a + (self.a + self.b - 2.0) * z
+        denom = self.a + self.b - 1.0
+        A = (z * (1.0 - z)) / denom
+        B = (1.0 - self.a + (self.a + self.b - 2.0) * z) / denom
         D = B**2 - 4 * A
         sqrtD = numpy.sqrt(D)
         m1 = (-B + sqrtD) / (2 * A)
@@ -373,7 +376,7 @@ class Wachter(object):
 
         .. code-block:: python
 
-            >>> m1, m2 = mp.stieltjes(plot=True, on_disk=True)
+            >>> m1, m2 = wa.stieltjes(plot=True, on_disk=True)
 
         .. image:: ../_static/images/plots/wa_stieltjes_disk.png
             :align: center
@@ -453,7 +456,7 @@ class Wachter(object):
             is used.
 
         method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
-            Method of drawing samples from uniform distirbution:
+            Method of drawing samples from uniform distribution:
 
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo

freealg/distributions/wigner.py

@@ -12,7 +12,6 @@
 # =======
 
 import numpy
-import networkx as nx
 from scipy.interpolate import interp1d
 from .._plot_util import plot_density, plot_hilbert, plot_stieltjes, \
     plot_stieltjes_on_disk, plot_samples
@@ -55,7 +54,7 @@ class Wigner(object):
     Notes
     -----
 
-    The Marchenko-Pastur distribution has the absolutely-continuous density
+    The Wigner distribution has the absolutely-continuous density
 
     .. math::
 
@@ -77,20 +76,20 @@ class Wigner(object):
     .. code-block:: python
 
         >>> from freealg.distributions import Wigner
-        >>> wg = Wigner()
+        >>> wg = Wigner(1)
     """
 
     # ====
     # init
     # ====
 
-    def __init__(self):
+    def __init__(self, r):
         """
         Initialization.
         """
-
-        self.lam_p = 2.0
-        self.lam_m = -2.0
+        self.r = r
+        self.lam_p = self.r
+        self.lam_m = -self.r
         self.support = (self.lam_m, self.lam_p)
 
     # =======
@@ -136,7 +135,7 @@ class Wigner(object):
         .. code-block::python
 
             >>> from freealg.distributions import Wigner
-            >>> wg = Wigner()
+            >>> wg = Wigner(1)
             >>> rho = wg.density(plot=True)
 
         .. image:: ../_static/images/plots/wg_density.png
@@ -156,8 +155,8 @@ class Wigner(object):
         rho = numpy.zeros_like(x)
         mask = numpy.logical_and(x >= self.lam_m, x <= self.lam_p)
 
-        rho[mask] = (1.0 / (2.0 * numpy.pi)) * \
-            numpy.sqrt(4.0 - x[mask]**2)
+        rho[mask] = (2.0 / (numpy.pi * self.r**2)) * \
+            numpy.sqrt(self.r**2 - x[mask]**2)
 
         if plot:
             plot_density(x, rho, label='', latex=latex, save=save)
@@ -204,7 +203,7 @@ class Wigner(object):
         .. code-block::python
 
             >>> from freealg.distributions import Wigner
-            >>> wg = Wigner()
+            >>> wg = Wigner(1)
             >>> hilb = wg.hilbert(plot=True)
 
         .. image:: ../_static/images/plots/wg_hilbert.png
@@ -225,7 +224,7 @@ class Wigner(object):
             return x
 
         def _Q(x):
-            return 1.0
+            return (self.r**2) / 4.0
 
         P = _P(x)
         Q = _Q(x)
@@ -248,15 +247,15 @@ class Wigner(object):
 
     def _m_mp_numeric_vectorized(self, z, alt_branch=False, tol=1e-8):
         """
-        Stieltjes transform (principal or secondary branch)
-        for Marchenko–Pastur distribution on upper half-plane.
+        Stieltjes transform (principal or secondary branch) for Wigner
+        distribution on upper half-plane.
         """
 
         m = numpy.empty_like(z, dtype=complex)
 
         # Use quadratic form
         sign = -1 if alt_branch else 1
-        A = 1.0
+        A = (self.r**2) / 4.0
         B = z
         D = B**2 - 4 * A
         sqrtD = numpy.sqrt(D)
@@ -346,7 +345,7 @@ class Wigner(object):
         .. code-block:: python
 
             >>> from freealg.distributions import Wigner
-            >>> wg = Wigner()
+            >>> wg = Wigner(1)
             >>> m1, m2 = wg.stieltjes(plot=True)
 
         .. image:: ../_static/images/plots/wg_stieltjes.png
@@ -357,7 +356,7 @@ class Wigner(object):
 
         .. code-block:: python
 
-            >>> m1, m2 = mp.stieltjes(plot=True, on_disk=True)
+            >>> m1, m2 = wg.stieltjes(plot=True, on_disk=True)
 
         .. image:: ../_static/images/plots/wg_stieltjes_disk.png
             :align: center
@@ -437,7 +436,7 @@ class Wigner(object):
             is used.
 
         method : {``'mc'``, ``'qmc'``}, default= ``'qmc'``
-            Method of drawing samples from uniform distirbution:
+            Method of drawing samples from uniform distribution:
 
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
@@ -471,7 +470,7 @@ class Wigner(object):
         .. code-block::python
 
             >>> from freealg.distributions import Wigner
-            >>> wg = Wigner()
+            >>> wg = Wigner(1)
             >>> s = wg.sample(2000)
 
         .. image:: ../_static/images/plots/wg_samples.png
@@ -553,15 +552,7 @@ class Wigner(object):
 
         # Parameters
         n = size
-        p = 1.0 / size
-
-        # Random graph
-        G = nx.erdos_renyi_graph(n, p)
-
-        # Adjancency
-        A = nx.to_numpy_array(G)  # shape (n,n), 0/1 entries
-
-        # Center & scale to get the semicircle
-        A_c = (A - p) / numpy.sqrt(n * p * (1-p))
+        X = numpy.random.randn(n, n)
+        X = (numpy.triu(X, 0) + numpy.triu(X, 1).T)
 
-        return A_c
+        return X * (self.r / (2.0 * numpy.sqrt(n)))

freealg/freeform.py

@@ -631,8 +631,7 @@ class FreeForm(object):
     # stieltjes
     # =========
 
-    def stieltjes(self, x, y, plot=False, latex=False, char_curves=None,
-                  save=False):
+    def stieltjes(self, x, y, plot=False, latex=False, save=False):
         """
         Compute Stieltjes transform of the spectral density over a 2D Cartesian
         grid on the complex plane.
@@ -656,10 +655,6 @@ class FreeForm(object):
             If `True`, the plot is rendered using LaTeX. This option is
             relevant only if ``plot=True``.
 
-        char_curves : numpy.array, default=None
-            If ``plot=True``, also plot characteristic curves starting from
-            these locations.
-
         save : bool, default=False
             If not `False`, the plot is saved. If a string is given, it is
             assumed to the save filename (with the file extension). This option
@@ -747,9 +742,7 @@ class FreeForm(object):
         m2[mask_m, :] = -m1[mask_m, :] + self._glue(z[mask_m, :])
 
         if plot:
-            plot_stieltjes(x, y, m1, m2, self.support, latex=latex,
-                           char_curves={'matrix': self, 'z': char_curves},
-                           save=save)
+            plot_stieltjes(x, y, m1, m2, self.support, latex=latex, save=save)
 
         return m1, m2
 

{freealg-0.1.6.dist-info → freealg-0.1.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.6
+Version: 0.1.8
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux
@@ -24,12 +24,12 @@ Classifier: Topic :: Software Development :: Libraries :: Python Modules
 Requires-Python: >=3.9
 Description-Content-Type: text/x-rst
 License-File: LICENSE.txt
+License-File: AUTHORS.txt
 Requires-Dist: numpy
 Requires-Dist: scipy
 Requires-Dist: texplot
 Requires-Dist: matplotlib
 Requires-Dist: colorcet
-Requires-Dist: networkx
 Requires-Dist: statsmodels
 Provides-Extra: test
 Provides-Extra: docs

freealg-0.1.8.dist-info/RECORD

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{freealg-0.1.6.dist-info → freealg-0.1.8.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.7.1)
+Generator: setuptools (80.8.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

freealg-0.1.8.dist-info/licenses/AUTHORS.txt

@@ -0,0 +1,2 @@
+Siavash Ameli
+Liam Hodgkinson

freealg-0.1.6.dist-info/RECORD

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