freealg 0.1.8__py3-none-any.whl → 0.1.10__py3-none-any.whl

freealg/__init__.py

@@ -7,7 +7,8 @@
 # directory of this source tree.
 
 from .freeform import FreeForm
+from . import distributions
 
-__all__ = ['FreeForm']
+__all__ = ['FreeForm', 'distributions']
 
 from .__version__ import __version__                          # noqa: F401 E402

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.1.8"
+__version__ = "0.1.10"

freealg/_plot_util.py

@@ -81,6 +81,59 @@ def plot_fit(psi, x_supp, g_supp, g_supp_approx, support, latex=False,
                                   show_and_save=save_status, verbose=True)
 
 
+# =========
+# auto bins
+# =========
+
+def _auto_bins(array, method='scott', factor=5):
+    """
+    Automatic choice for the number of bins for the histogram of an array.
+
+    Parameters
+    ----------
+
+    array : numpy.array
+        An array for histogram.
+
+    method : {``'freedman'``, ``'scott'``, ``'sturges'``}, default= ``'scott'``
+        Method of choosing number of bins.
+
+    Returns
+    -------
+
+    num_bins : int
+        Number of bins for histogram.
+    """
+
+    if method == 'freedman':
+
+        q75, q25 = numpy.percentile(array, [75, 25])
+        iqr = q75 - q25
+        bin_width = 2 * iqr / (len(array) ** (1/3))
+
+        if bin_width == 0:
+            # Fallback default
+            return
+            num_bins = 100
+        else:
+            num_bins = int(numpy.ceil((array.max() - array.min()) / bin_width))
+
+    elif method == 'scott':
+
+        std = numpy.std(array)
+        bin_width = 3.5 * std / (len(array) ** (1/3))
+        num_bins = int(numpy.ceil((array.max() - array.min()) / bin_width))
+
+    elif method == 'sturges':
+
+        num_bins = int(numpy.ceil(numpy.log2(len(array)) + 1))
+
+    else:
+        raise ValueError('"method" is invalid.')
+
+    return num_bins * factor
+
+
 # ============
 # plot density
 # ============
@@ -96,7 +149,7 @@ def plot_density(x, rho, eig=None, support=None, label='',
 
         if (support is not None) and (eig is not None):
             lam_m, lam_p = support
-            bins = numpy.linspace(lam_m, lam_p, 250)
+            bins = numpy.linspace(lam_m, lam_p, _auto_bins(eig))
             _ = ax.hist(eig, bins, density=True, color='silver',
                         edgecolor='none', label='Histogram')
         else:
@@ -503,7 +556,7 @@ def plot_samples(x, rho, x_min, x_max, samples, latex=False, save=False):
 
         fig, ax = plt.subplots(figsize=(6, 3))
 
-        bins = numpy.linspace(x_min, x_max, samples.size // 15)
+        bins = numpy.linspace(x_min, x_max, _auto_bins(samples))
         _ = ax.hist(samples, bins, density=True, color='silver',
                     edgecolor='none', label='Samples histogram')
         ax.plot(x, rho, color='black', label='Exact density')

freealg/_sample.py

@@ -10,6 +10,7 @@
 # Imports
 # =======
 
+import numpy
 from scipy.integrate import cumulative_trapezoid
 from scipy.interpolate import interp1d
 from scipy.stats import qmc
@@ -35,7 +36,7 @@ def _quantile_func(x, rho):
 # qmc sample
 # ==========
 
-def qmc_sample(x, rho, num_pts):
+def qmc_sample(x, rho, num_pts, seed=None):
     """
     Low-discrepancy sampling from a univariate density estimate using
     Quasi-Monte Carlo.
@@ -52,6 +53,9 @@ def qmc_sample(x, rho, num_pts):
     num_pts : int
         Number of sample points to generate from the density estimate.
 
+    seed : int, default=None
+        Seed for random number generator
+
     Returns
     -------
     samples : numpy.array, shape (num_pts,)
@@ -78,6 +82,9 @@ def qmc_sample(x, rho, num_pts):
         >>> numpy.allclose(samples.mean(), 0.75, atol=0.02)
     """
 
+    if seed is not None:
+        numpy.random.rand(seed)
+
     quantile = _quantile_func(x, rho)
     engine = qmc.Halton(d=1)
     u = engine.random(num_pts)

freealg/distributions/__init__.py

@@ -6,10 +6,10 @@
 # under the terms of the license found in the LICENSE.txt file in the root
 # directory of this source tree.
 
-from .marchenko_pastur import MarchenkoPastur
-from .wigner import Wigner
-from .kesten_mckay import KestenMcKay
-from .wachter import Wachter
-from .meixner import Meixner
+from ._marchenko_pastur import MarchenkoPastur
+from ._wigner import Wigner
+from ._kesten_mckay import KestenMcKay
+from ._wachter import Wachter
+from ._meixner import Meixner
 
 __all__ = ['MarchenkoPastur', 'Wigner', 'KestenMcKay', 'Wachter', 'Meixner']

freealg/distributions/{kesten_mckay.py → _kesten_mckay.py}

@@ -429,8 +429,8 @@ class KestenMcKay(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
-               latex=False, save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', seed=None,
+               plot=False, latex=False, save=False):
         """
         Sample from distribution.
 
@@ -454,6 +454,9 @@ class KestenMcKay(object):
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
 
+        seed : int, default=None,
+            Seed for random number generator.
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -491,6 +494,9 @@ class KestenMcKay(object):
             :class: custom-dark
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -537,7 +543,7 @@ class KestenMcKay(object):
     # Haar unitary
     # ============
 
-    def _haar_orthogonal(self, n, k):
+    def _haar_orthogonal(self, n, k, seed=None):
         """
         Haar-distributed O(n) via the Mezzadri QR trick.
 
@@ -559,7 +565,7 @@ class KestenMcKay(object):
         uniformly distributed under Haar measure O(n).
         """
 
-        rng = numpy.random.default_rng()
+        rng = numpy.random.default_rng(seed)
         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))
@@ -570,7 +576,7 @@ class KestenMcKay(object):
     # matrix
     # ======
 
-    def matrix(self, size):
+    def matrix(self, size, seed=None):
         """
         Generate matrix with the spectral density of the distribution.
 
@@ -580,6 +586,9 @@ class KestenMcKay(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -621,7 +630,7 @@ class KestenMcKay(object):
                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
+               classical compact groups. https://arxiv.org/abs/math-ph/0609050
 
         Examples
         --------
@@ -637,12 +646,12 @@ class KestenMcKay(object):
             # Uses algorithm 1 . Only if d is even. This is much faster than
             # algorithm 2.
             n = size
-            rng = numpy.random.default_rng()
+            rng = numpy.random.default_rng(seed)
             m = self.d // 2
             A = numpy.zeros((n, n))
 
             for _ in range(m):
-                O_ = self._haar_orthogonal(n, n)
+                O_ = self._haar_orthogonal(n, n, seed=seed)
                 A += O_ + O_.T
         else:
             # Uses algorithm 2. Only when d is odd, but this algorithm works
@@ -650,7 +659,7 @@ class KestenMcKay(object):
             # 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()
+            rng = numpy.random.default_rng(seed)
 
             # Deterministic pieces
             k = size

freealg/distributions/{marchenko_pastur.py → _marchenko_pastur.py}

@@ -436,8 +436,8 @@ class MarchenkoPastur(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
-               latex=False, save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', seed=None,
+               plot=False, latex=False, save=False):
         """
         Sample from distribution.
 
@@ -461,6 +461,9 @@ class MarchenkoPastur(object):
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
 
+        seed : int, default=None,
+            Seed for random number generator.
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -498,6 +501,9 @@ class MarchenkoPastur(object):
             :class: custom-dark
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -544,7 +550,7 @@ class MarchenkoPastur(object):
     # matrix
     # ======
 
-    def matrix(self, size):
+    def matrix(self, size, seed=None):
         """
         Generate matrix with the spectral density of the distribution.
 
@@ -554,6 +560,9 @@ class MarchenkoPastur(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -570,7 +579,8 @@ class MarchenkoPastur(object):
             >>> A = mp.matrix(2000)
         """
 
-        numpy.random.seed(0)
+        if seed is not None:
+            numpy.random.seed(seed)
 
         # Parameters
         m = int(size / self.lam)

freealg/distributions/{meixner.py → _meixner.py}

@@ -461,8 +461,8 @@ class Meixner(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
-               latex=False, save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', seed=None,
+               plot=False, latex=False, save=False):
         """
         Sample from distribution.
 
@@ -486,6 +486,9 @@ class Meixner(object):
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
 
+        seed : int, default=None,
+            Seed for random number generator.
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -523,6 +526,9 @@ class Meixner(object):
             :class: custom-dark
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -569,7 +575,7 @@ class Meixner(object):
     # matrix
     # ======
 
-    def matrix(self, size):
+    def matrix(self, size, seed=None):
         """
         Generate matrix with the spectral density of the distribution.
 
@@ -579,6 +585,9 @@ class Meixner(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 

freealg/distributions/{wachter.py → _wachter.py}

@@ -436,8 +436,8 @@ class Wachter(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
-               latex=False, save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', seed=None,
+               plot=False, latex=False, save=False):
         """
         Sample from distribution.
 
@@ -461,6 +461,9 @@ class Wachter(object):
             * ``'mc'``: Monte Carlo
             * ``'qmc'``: Quasi Monte Carlo
 
+        seed : int, default=None,
+            Seed for random number generator.
+
         plot : bool, default=False
             If `True`, samples histogram is plotted.
 
@@ -498,6 +501,9 @@ class Wachter(object):
             :class: custom-dark
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -544,7 +550,7 @@ class Wachter(object):
     # matrix
     # ======
 
-    def matrix(self, size):
+    def matrix(self, size, seed=None):
         """
         Generate matrix with the spectral density of the distribution.
 
@@ -554,6 +560,9 @@ class Wachter(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -573,6 +582,9 @@ class Wachter(object):
             >>> A = wa.matrix(2000)
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         n = size
         m1 = int(self.a * n)
         m2 = int(self.b * n)

freealg/distributions/{wigner.py → _wigner.py}

@@ -416,8 +416,8 @@ class Wigner(object):
     # sample
     # ======
 
-    def sample(self, size, x_min=None, x_max=None, method='qmc', plot=False,
-               latex=False, save=False):
+    def sample(self, size, x_min=None, x_max=None, method='qmc', seed=None,
+               plot=False, latex=False, save=False):
         """
         Sample from distribution.
 
@@ -478,6 +478,9 @@ class Wigner(object):
             :class: custom-dark
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -524,7 +527,7 @@ class Wigner(object):
     # matrix
     # ======
 
-    def matrix(self, size):
+    def matrix(self, size, seed=None):
         """
         Generate matrix with the spectral density of the distribution.
 
@@ -534,6 +537,9 @@ class Wigner(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -550,6 +556,9 @@ class Wigner(object):
             >>> A = wg.matrix(2000)
         """
 
+        if seed is not None:
+            numpy.random.seed(seed)
+
         # Parameters
         n = size
         X = numpy.random.randn(n, n)

freealg/freeform.py

@@ -499,17 +499,13 @@ class FreeForm(object):
         # Check density is unit mass
         mass = numpy.trapz(rho, x)
         if not numpy.isclose(mass, 1.0, atol=1e-2):
-            # raise RuntimeWarning(f'"rho" is not unit mass. mass: {mass}. ' +
-            #                      r'Set "force=True".')
-            print(f'"rho" is not unit mass. mass: {mass}. Set "force=True".')
+            print(f'"rho" is not unit mass. mass: {mass:>0.3f}. Set ' +
+                  r'"force=True".')
 
         # Check density is positive
         min_rho = numpy.min(rho)
         if min_rho < 0.0 - 1e-3:
-            # raise RuntimeWarning(
-            #         f'"rho" is not positive. min_rho: {min_rho}. Set ' +
-            #         r'"force=True".')
-            print(f'"rho" is not positive. min_rho: {min_rho}. Set ' +
+            print(f'"rho" is not positive. min_rho: {min_rho:>0.3f}. Set ' +
                   r'"force=True".')
 
         if plot:
@@ -631,7 +627,7 @@ class FreeForm(object):
     # stieltjes
     # =========
 
-    def stieltjes(self, x, y, plot=False, latex=False, save=False):
+    def stieltjes(self, x=None, y=None, plot=False, latex=False, save=False):
         """
         Compute Stieltjes transform of the spectral density over a 2D Cartesian
         grid on the complex plane.
@@ -839,8 +835,8 @@ class FreeForm(object):
     # ==========
 
     def decompress(self, size, x=None, delta=1e-6, iterations=500,
-                   step_size=0.1, tolerance=1e-4, plot=False, latex=False,
-                   save=False):
+                   step_size=0.1, tolerance=1e-4, seed=None, plot=False,
+                   latex=False, save=False):
         """
         Free decompression of spectral density.
 
@@ -868,6 +864,9 @@ class FreeForm(object):
             Tolerance for the solution obtained by the Newton solver. Also
             used for the finite difference approximation to the derivative.
 
+        seed : int, default=None
+            Seed for random number generator. Used for QMC sampling.
+
         plot : bool, default=False
             If `True`, density is plotted.
 
@@ -925,6 +924,6 @@ class FreeForm(object):
             plot_density(x, rho, support=(lb, ub),
                          label='Decompression', latex=latex, save=save)
 
-        eigs = numpy.sort(qmc_sample(x, rho, size))
+        eigs = numpy.sort(qmc_sample(x, rho, size, seed=seed))
 
         return rho, eigs

{freealg-0.1.8.dist-info → freealg-0.1.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.8
+Version: 0.1.10
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

freealg-0.1.10.dist-info/RECORD

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+freealg/distributions/_wigner.py,sha256=2ZSPjgmDr9q9qiz6jO6yhXFo4ALHfxK1f0EzolzhRNE,15565
+freealg-0.1.10.dist-info/licenses/AUTHORS.txt,sha256=0b67Nz4_JgIzUupHJTAZxu5QdSUM_HRM_X_w4xCb17o,30
+freealg-0.1.10.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
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+freealg-0.1.10.dist-info/top_level.txt,sha256=eR2wrgYwDdnnJ9Zf5PruPqe4kQav0GMvRsqct6y00Q8,8
+freealg-0.1.10.dist-info/RECORD,,

freealg-0.1.8.dist-info/RECORD

@@ -1,23 +0,0 @@
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