freealg 0.1.8__py3-none-any.whl → 0.1.9__py3-none-any.whl

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.1.8"
+__version__ = "0.1.9"

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 +82,8 @@ def qmc_sample(x, rho, num_pts):
         >>> numpy.allclose(samples.mean(), 0.75, atol=0.02)
     """
 
+    numpy.random.rand(seed)
+
     quantile = _quantile_func(x, rho)
     engine = qmc.Halton(d=1)
     u = engine.random(num_pts)

freealg/distributions/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 +494,8 @@ class KestenMcKay(object):
             :class: custom-dark
         """
 
+        numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -537,7 +542,7 @@ 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 +564,7 @@ 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 +575,7 @@ 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 +585,9 @@ class KestenMcKay(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -621,7 +629,7 @@ 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 +645,12 @@ 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 +658,7 @@ 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

@@ -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 +501,8 @@ class MarchenkoPastur(object):
             :class: custom-dark
         """
 
+        numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -544,7 +549,7 @@ 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 +559,9 @@ class MarchenkoPastur(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -570,7 +578,7 @@ class MarchenkoPastur(object):
             >>> A = mp.matrix(2000)
         """
 
-        numpy.random.seed(0)
+        numpy.random.seed(seed)
 
         # Parameters
         m = int(size / self.lam)

freealg/distributions/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 +526,8 @@ class Meixner(object):
             :class: custom-dark
         """
 
+        numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -569,7 +574,7 @@ 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 +584,9 @@ 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

@@ -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 +501,8 @@ class Wachter(object):
             :class: custom-dark
         """
 
+        numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -544,7 +549,7 @@ 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 +559,9 @@ class Wachter(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -573,6 +581,8 @@ class Wachter(object):
             >>> A = wa.matrix(2000)
         """
 
+        numpy.random.seed(seed)
+
         n = size
         m1 = int(self.a * n)
         m2 = int(self.b * n)

freealg/distributions/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 +478,8 @@ class Wigner(object):
             :class: custom-dark
         """
 
+        numpy.random.seed(seed)
+
         if x_min is None:
             x_min = self.lam_m
 
@@ -524,7 +526,7 @@ 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 +536,9 @@ class Wigner(object):
         size : int
             Size :math:`n` of the matrix.
 
+        seed : int, default=None
+            Seed for random number generator.
+
         Returns
         -------
 
@@ -550,6 +555,8 @@ class Wigner(object):
             >>> A = wg.matrix(2000)
         """
 
+        numpy.random.seed(seed)
+
         # Parameters
         n = size
         X = numpy.random.randn(n, n)

freealg/freeform.py

@@ -839,8 +839,8 @@ 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 +868,9 @@ 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 +928,6 @@ 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-0.1.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.1.8
+Version: 0.1.9
 Summary: Free probability for large matrices
 Keywords: leaderboard bot chat
 Platform: Linux

freealg-0.1.9.dist-info/RECORD

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freealg-0.1.8.dist-info/RECORD

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