freealg 0.3.5__py3-none-any.whl → 0.4.0__py3-none-any.whl

freealg/__init__.py

@@ -7,10 +7,10 @@
 # directory of this source tree.
 
 from .freeform import FreeForm
-from .eigh import eigh, cond, norm, trace, slogdet
+from ._linalg import eigvalsh, cond, norm, trace, slogdet
 from . import distributions
 
-__all__ = ['FreeForm', 'distributions', 'eigh', 'cond', 'norm', 'trace',
+__all__ = ['FreeForm', 'distributions', 'eigvalsh', 'cond', 'norm', 'trace',
            'slogdet']
 
 from .__version__ import __version__                          # noqa: F401 E402

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.3.5"
+__version__ = "0.4.0"

freealg/{eigh.py → _linalg.py}

@@ -14,7 +14,7 @@ import numpy
 from ._util import compute_eig
 from .freeform import FreeForm
 
-__all__ = ['eigh', 'cond', 'norm', 'trace', 'slogdet']
+__all__ = ['eigvalsh', 'cond', 'norm', 'trace', 'slogdet']
 
 
 # ===============
@@ -53,11 +53,11 @@ def _subsample_apply(f, A, output_array=False):
     return numpy.array(samples), n, n_s
 
 
-# ====
-# eigh
-# ====
+# ========
+# eigvalsh
+# ========
 
-def eigh(A, N=None, psd=None, plots=False):
+def eigvalsh(A, size=None, psd=None, seed=None, plot=False, **kwargs):
     """
     Estimate the eigenvalues of a matrix.
 
@@ -72,7 +72,7 @@ def eigh(A, N=None, psd=None, plots=False):
         (or those of a matrix containing :math:`\\mathbf{A}`) are to be
         computed.
 
-    N : int, default=None
+    size : 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.
@@ -82,9 +82,16 @@ def eigh(A, N=None, psd=None, plots=False):
         eigenvalues are non-negative). If `None`, the matrix is considered PSD
         if all sampled eigenvalues are positive.
 
-    plots : bool, default=False
+    seed : int, default=None
+        The seed for the Quasi-Monte Carlo sampler.
+
+    plot : bool, default=False
         Print out all relevant plots for diagnosing eigenvalue accuracy.
 
+    **kwargs : dict, optional
+        Pass additional options to the underlying
+        :func:`FreeForm.decompress` function.
+
     Returns
     -------
 
@@ -101,7 +108,7 @@ def eigh(A, N=None, psd=None, plots=False):
 
     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
+    For improved performance and plotting utilities, consider fine-tuning
     parameters using the FreeForm class.
 
     References
@@ -120,13 +127,13 @@ def eigh(A, N=None, psd=None, plots=False):
 
         >>> mp = MarchenkoPastur(1/50)
         >>> A = mp.matrix(3000)
-        >>> eigs = eigh(A)
+        >>> eigs = eigvalsh(A)
     """
 
     samples, n, n_s = _subsample_apply(compute_eig, A, output_array=True)
 
-    if N is None:
-        N = n
+    if size is None:
+        size = n
 
     # If all eigenvalues are positive, set PSD flag
     if psd is None:
@@ -137,15 +144,15 @@ def eigh(A, N=None, psd=None, plots=False):
     ff.n = n_s
 
     # Perform fit and estimate eigenvalues
-    order = 1 + int(len(samples)**.2)
+    order = 1 + int(len(samples)**0.2)
     ff.fit(method='chebyshev', K=order, projection='sample',
            force=True, plot=False, latex=False, save=False)
 
-    if plots:
+    if plot:
         ff.density(plot=True)
         ff.stieltjes(plot=True)
 
-    _, _, eigs = ff.decompress(N, plot=plots)
+    eigs = ff.eigvalsh(size, seed=seed, plot=plot, **kwargs)
 
     if psd:
         eigs = numpy.abs(eigs)
@@ -158,7 +165,7 @@ def eigh(A, N=None, psd=None, plots=False):
 # cond
 # ====
 
-def cond(A, N=None):
+def cond(A, size=None, seed=None, **kwargs):
     """
     Estimate the condition number of a Hermitian positive-definite matrix.
 
@@ -174,11 +181,18 @@ def cond(A, N=None):
         number (or that of a matrix containing :math:`\\mathbf{A}`) are to be
         computed.
 
-    N : int, default=None
+    size : 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.
 
+    seed : int, default=None
+        The seed for the Quasi-Monte Carlo sampler.
+
+    **kwargs : dict, optional
+        Pass additional options to the underlying
+        :func:`FreeForm.decompress` function.
+
     Returns
     -------
 
@@ -188,7 +202,7 @@ def cond(A, N=None):
     See Also
     --------
 
-    eigh
+    eigvalsh
     norm
     slogdet
     trace
@@ -196,7 +210,7 @@ def cond(A, N=None):
     Notes
     -----
 
-    This is a convenience function using :func:`freealg.eigh`.
+    This is a convenience function using :func:`freealg.eigvalsh`.
 
     Examples
     --------
@@ -212,7 +226,7 @@ def cond(A, N=None):
         >>> cond(A)
     """
 
-    eigs = eigh(A, N, psd=True)
+    eigs = eigvalsh(A, size=size, psd=True, seed=seed, **kwargs)
     return eigs.max() / eigs.min()
 
 
@@ -220,7 +234,7 @@ def cond(A, N=None):
 # norm
 # ====
 
-def norm(A, N=None, order=None):
+def norm(A, size=None, order=2, seed=None, **kwargs):
     """
     Estimate the Schatten norm of a Hermitian matrix.
 
@@ -235,7 +249,7 @@ def norm(A, N=None, order=None):
         number (or that of a matrix containing :math:`\\mathbf{A}`) are to be
         computed.
 
-    N : int, default=None
+    size : 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.
@@ -251,6 +265,13 @@ def norm(A, N=None, order=None):
         * ``'fro'``: Frobenius norm corresponding to :math:`p=2`
         * ``'nuc'``: Nuclear (or trace) norm corresponding to :math:`p=1`
 
+    seed : int, default=None
+        The seed for the Quasi-Monte Carlo sampler.
+
+    **kwargs : dict, optional
+        Pass additional options to the underlying
+        :func:`FreeForm.decompress` function.
+
     Returns
     -------
 
@@ -260,7 +281,7 @@ def norm(A, N=None, order=None):
     See Also
     --------
 
-    eigh
+    eigvalsh
     cond
     slogdet
     trace
@@ -289,29 +310,34 @@ def norm(A, N=None, order=None):
         >>> norm(A, 100_000, order='fro')
     """
 
-    eigs = eigh(A, N)
+    eigs = eigvalsh(A, size=size, seed=seed, **kwargs)
+
+    # Check order type and convert to float
+    if order == 'nuc':
+        order = 1
+    elif order == 'fro':
+        order = 2
+    elif order == 'inf':
+        order = float('inf')
+    elif order == '-inf':
+        order = -float('inf')
+    elif not isinstance(order,
+                        (int, float, numpy.integer, numpy.floating)) \
+            and not isinstance(order, (bool, numpy.bool_)):
+        raise ValueError('"order" is invalid.')
 
-    if (order == 'inf') or numpy.isinf(order):
+    # Compute norm
+    if numpy.isinf(order) and not numpy.isneginf(order):
         norm_ = max(numpy.abs(eigs))
 
-    elif (order == '-inf') or numpy.isneginf(order):
+    elif numpy.isneginf(order):
         norm_ = min(numpy.abs(eigs))
 
-    elif (order == 'nuc') or (order == 1.0):
-        norm_ = numpy.sum(numpy.abs(eigs))
-
-    elif (order == 'fro') or (order == 2.0):
-        norm_2 = numpy.sum(numpy.abs(eigs)**2)
-        norm_ = numpy.sqrt(norm_2)
-
-    elif isinstance(order, (int, float, numpy.integer, numpy.floating)) and \
-            not isinstance(order, (bool, numpy.bool_)):
+    elif isinstance(order, (int, float, numpy.integer, numpy.floating)) \
+            and not isinstance(order, (bool, numpy.bool_)):
         norm_q = numpy.sum(numpy.abs(eigs)**order)
         norm_ = norm_q**(1.0 / order)
 
-    else:
-        raise ValueError('"order" is invalid.')
-
     return norm_
 
 
@@ -319,7 +345,7 @@ def norm(A, N=None, order=None):
 # trace
 # =====
 
-def trace(A, N=None, p=1.0):
+def trace(A, N=None, p=1.0, seed=None, **kwargs):
     """
     Estimate the trace of a power of a Hermitian matrix.
 
@@ -334,7 +360,7 @@ def trace(A, N=None, p=1.0):
         a power (or that of a matrix containing :math:`\\mathbf{A}`) is to be
         computed.
 
-    N : int, default=None
+    size : 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.
@@ -342,6 +368,12 @@ def trace(A, N=None, p=1.0):
     p : float, default=1.0
         The exponent :math:`p` in :math:`\\mathbf{A}^p`.
 
+    seed : int, default=None
+        The seed for the Quasi-Monte Carlo sampler.
+
+    **kwargs : dict, optional
+        Pass additional options to the underlying
+        :func:`FreeForm.decompress` function.
 
     Returns
     -------
@@ -352,7 +384,7 @@ def trace(A, N=None, p=1.0):
     See Also
     --------
 
-    eigh
+    eigvalsh
     cond
     slogdet
     norm
@@ -362,7 +394,7 @@ def trace(A, N=None, p=1.0):
 
     The trace is highly amenable to subsampling: under free decompression
     the average eigenvalue is assumed constant, so the trace increases
-    linearly. Traces of powers fall back to :func:`freealg.eigh`.
+    linearly. Traces of powers fall back to :func:`freealg.eigvalsh`.
 
     Examples
     --------
@@ -381,10 +413,10 @@ def trace(A, N=None, p=1.0):
     if numpy.isclose(p, 1.0):
         samples, n, n_s = _subsample_apply(numpy.trace, A, output_array=False)
         if N is None:
-            N = n
-        return numpy.mean(samples) * (N / n_s)
+            size = n
+        return numpy.mean(samples) * (size / n_s)
 
-    eig = eigh(A, N)
+    eig = eigvalsh(A, size=size, seed=seed, **kwargs)
     return numpy.sum(eig ** p)
 
 
@@ -392,7 +424,7 @@ def trace(A, N=None, p=1.0):
 # slogdet
 # =======
 
-def slogdet(A, N=None):
+def slogdet(A, size=None, seed=None, **kwargs):
     """
     Estimate the sign and logarithm of the determinant of a Hermitian matrix.
 
@@ -407,11 +439,18 @@ def slogdet(A, N=None):
         number (or that of a matrix containing :math:`\\mathbf{A}`) are to be
         computed.
 
-    N : int, default=None
+    size : 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.
 
+    seed : int, default=None
+        The seed for the Quasi-Monte Carlo sampler.
+
+    **kwargs : dict, optional
+        Pass additional options to the underlying
+        :func:`FreeForm.decompress` function.
+
     Returns
     -------
 
@@ -424,7 +463,7 @@ def slogdet(A, N=None):
     See Also
     --------
 
-    eigh
+    eigvalsh
     cond
     trace
     norm
@@ -432,7 +471,7 @@ def slogdet(A, N=None):
     Notes
     -----
 
-    This is a convenience function using :func:`freealg.eigh`.
+    This is a convenience function using :func:`freealg.eigvalsh`.
 
     Examples
     --------
@@ -448,7 +487,7 @@ def slogdet(A, N=None):
         >>> sign, ld = slogdet(A, 100_000)
     """
 
-    eigs = eigh(A, N)
+    eigs = eigvalsh(A, size=size, seed=seed, **kwargs)
     sign = numpy.prod(numpy.sign(eigs))
     ld = numpy.sum(numpy.log(numpy.abs(eigs)))
 

freealg/freeform.py

@@ -108,6 +108,21 @@ class FreeForm(object):
     decompress
         Free decompression of spectral density
 
+    eigvalsh
+        Estimate the eigenvalues
+
+    cond
+        Estimate the condition number
+
+    trace
+        Estimate the trace of a matrix power
+
+    slogdet
+        Estimate the sign and logarithm of the determinant
+
+    norm
+        Estimate the Schatten norm
+
     Examples
     --------
 
@@ -411,9 +426,30 @@ class FreeForm(object):
     # density
     # =======
 
+    def _grid(self, scale, extend=1.0, N=500):
+        """
+        Return a grid of points to evaluate density / Hilbert / Stieltjes
+        transforms.
+        """
+
+        radius = 0.5 * (self.lam_p - self.lam_m)
+        center = 0.5 * (self.lam_p + self.lam_m)
+
+        x_min = numpy.floor(extend * (center - extend * radius * scale))
+        x_max = numpy.ceil(extend * (center + extend * radius * scale))
+
+        x_min /= extend
+        x_max /= extend
+
+        return numpy.linspace(x_min, x_max, N)
+
+    # =======
+    # density
+    # =======
+
     def density(self, x=None, plot=False, latex=False, save=False):
         """
-        Evaluate density.
+        Evaluate spectral density.
 
         Parameters
         ----------
@@ -459,12 +495,7 @@ class FreeForm(object):
 
         # 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)
+            x = self._grid(1.25)
 
         # Preallocate density to zero
         rho = numpy.zeros_like(x)
@@ -554,12 +585,7 @@ class FreeForm(object):
 
         # 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)
+            x = self._grid(1.25)
 
         # if (numpy.min(x) > self.lam_m) or (numpy.max(x) < self.lam_p):
         #     raise ValueError('"x" does not encompass support interval.')
@@ -683,12 +709,8 @@ class FreeForm(object):
 
         # 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)
+            x = self._grid(2.0, extend=2.0)
+
             if not cartesian:
                 # Evaluate slightly above the real line
                 x = x.astype(complex)
@@ -803,7 +825,7 @@ class FreeForm(object):
     # ==========
 
     def decompress(self, size, x=None, max_iter=500, eigvals=True,
-                   tolerance=1e-9, seed=None, plot=False,
+                   tolerance=1e-9, plot=False,
                    latex=False, save=False):
         """
         Free decompression of spectral density.
@@ -828,9 +850,6 @@ 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.
 
@@ -890,8 +909,339 @@ class FreeForm(object):
             plot_density(x, rho, support=(lb, ub),
                          label='Decompression', latex=latex, save=save)
 
-        if eigvals:
-            eigs = numpy.sort(qmc_sample(x, rho, size, seed=seed))
-            return x, rho, eigs
+        return x, rho
+
+    # ========
+    # eigvalsh
+    # ========
+
+    def eigvalsh(self, size=None, seed=None, **kwargs):
+        """
+        Estimate the eigenvalues.
+
+        This function estimates the eigenvalues of the freeform matrix
+        or a larger matrix containing it using free decompression.
+
+        Parameters
+        ----------
+
+        size : 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.
+
+        seed : int, default=None
+            The seed for the Quasi-Monte Carlo sampler.
+
+        **kwargs : dict, optional
+            Pass additional options to the underlying
+            :func:`FreeForm.decompress` function.
+
+        Returns
+        -------
+
+        eigs : numpy.array
+            Eigenvalues of decompressed matrix
+
+        See Also
+        --------
+
+        FreeForm.decompress
+        FreeForm.cond
+
+        Notes
+        -----
+
+        All arguments to the `.decompress()` procedure can be provided.
+
+        Examples
+        --------
+
+        .. code-block:: python
+            :emphasize-lines: 1
+
+            >>> from freealg import FreeForm
+        """
+
+        if size is None:
+            x = self._grid(1.25)
+            rho = self.density(x)
+            size = self.n
         else:
-            return x, rho
+            x, rho = self.decompress(size, **kwargs)
+        eigs = numpy.sort(qmc_sample(x, rho, size, seed=seed))
+        return eigs
+
+    # ====
+    # cond
+    # ====
+
+    def cond(self, size=None, seed=None, **kwargs):
+        """
+        Estimate the condition number.
+
+        This function estimates the condition number of the matrix
+        :math:`\\mathbf{A}` or a larger matrix containing :math:`\\mathbf{A}`
+        using free decompression.
+
+        Parameters
+        ----------
+
+        size : 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.
+
+        **kwargs : dict, optional
+            Pass additional options to the underlying
+            :func:`FreeForm.decompress` function.
+
+        Returns
+        -------
+
+        c : float
+            Condition number
+
+        See Also
+        --------
+
+        FreeForm.eigvalsh
+        FreeForm.norm
+        FreeForm.slogdet
+        FreeForm.trace
+
+        Examples
+        --------
+
+        .. code-block:: python
+            :emphasize-lines: 1
+
+            >>> from freealg import FreeForm
+        """
+
+        eigs = self.eigvalsh(size=size, **kwargs)
+        return eigs.max() / eigs.min()
+
+    # =====
+    # trace
+    # =====
+
+    def trace(self, size=None, p=1.0, seed=None, **kwargs):
+        """
+        Estimate the trace of a power.
+
+        This function estimates the trace of the matrix power
+        :math:`\\mathbf{A}^p` of the freeform or that of a larger matrix
+        containing it.
+
+        Parameters
+        ----------
+
+        size : 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.
+
+        p : float, default=1.0
+            The exponent :math:`p` in :math:`\\mathbf{A}^p`.
+
+        seed : int, default=None
+            The seed for the Quasi-Monte Carlo sampler.
+
+        **kwargs : dict, optional
+            Pass additional options to the underlying
+            :func:`FreeForm.decompress` function.
+
+        Returns
+        -------
+
+        trace : float
+            matrix trace
+
+        See Also
+        --------
+
+        FreeForm.eigvalsh
+        FreeForm.cond
+        FreeForm.slogdet
+        FreeForm.norm
+
+        Notes
+        -----
+
+        The trace is highly amenable to subsampling: under free decompression
+        the average eigenvalue is assumed constant, so the trace increases
+        linearly. Traces of powers fall back to :func:`eigvalsh`.
+        All arguments to the `.decompress()` procedure can be provided.
+
+        Examples
+        --------
+
+        .. code-block:: python
+            :emphasize-lines: 6
+
+            >>> ...
+        """
+        if numpy.isclose(p, 1.0):
+            return numpy.mean(self.eig) * (size / self.n)
+
+        eig = self.eigvalsh(size=size, seed=seed, **kwargs)
+        return numpy.sum(eig ** p)
+
+    # =======
+    # slogdet
+    # =======
+
+    def slogdet(self, size=None, seed=None, **kwargs):
+        """
+        Estimate the sign and logarithm of the determinant.
+
+        This function estimates the *slogdet* of the freeform or that of
+        a larger matrix containing it using free decompression.
+
+        Parameters
+        ----------
+
+        size : 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.
+
+        seed : int, default=None
+            The seed for the Quasi-Monte Carlo sampler.
+
+        Returns
+        -------
+
+        sign : float
+            Sign of determinant
+
+        ld : float
+            natural logarithm of the absolute value of the determinant
+
+        See Also
+        --------
+
+        FreeForm.eigvalsh
+        FreeForm.cond
+        FreeForm.trace
+        FreeForm.norm
+
+        Notes
+        -----
+
+        All arguments to the `.decompress()` procedure can be provided.
+
+        Examples
+        --------
+
+        .. code-block:: python
+            :emphasize-lines: 6
+
+            >>> ...
+        """
+
+        eigs = self.eigvalsh(size=size, seed=seed, **kwargs)
+        sign = numpy.prod(numpy.sign(eigs))
+        ld = numpy.sum(numpy.log(numpy.abs(eigs)))
+        return sign, ld
+
+    # ====
+    # norm
+    # ====
+
+    def norm(self, size=None, order=2, seed=None, **kwargs):
+        """
+        Estimate the Schatten norm.
+
+        This function estimates the norm of the freeform or a larger
+        matrix containing it using free decompression.
+
+        Parameters
+        ----------
+
+        size : 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.
+
+        order : {float, ``''inf``, ``'-inf'``, ``'fro'``, ``'nuc'``}, default=2
+            Order of the norm.
+
+            * float :math:`p`: Schatten p-norm.
+            * ``'inf'``: Largest absolute eigenvalue
+            :math:`\\max \\vert \\lambda_i \\vert)`
+            * ``'-inf'``: Smallest absolute eigenvalue
+            :math:`\\min \\vert \\lambda_i \\vert)`
+            * ``'fro'``: Frobenius norm corresponding to :math:`p=2`
+            * ``'nuc'``: Nuclear (or trace) norm corresponding to :math:`p=1`
+
+        seed : int, default=None
+            The seed for the Quasi-Monte Carlo sampler.
+
+        **kwargs : dict, optional
+            Pass additional options to the underlying
+            :func:`FreeForm.decompress` function.
+
+        Returns
+        -------
+
+        norm : float
+            matrix norm
+
+        See Also
+        --------
+
+        FreeForm.eigvalsh
+        FreeForm.cond
+        FreeForm.slogdet
+        FreeForm.trace
+
+        Notes
+        -----
+
+        Thes Schatten :math:`p`-norm is defined by
+
+        .. math::
+
+            \\Vert \\mathbf{A} \\Vert_p = \\left(
+            \\sum_{i=1}^N \\vert \\lambda_i \\vert^p \\right)^{1/p}.
+
+        Examples
+        --------
+
+        .. code-block:: python
+            :emphasize-lines: 6
+
+            >>> ...
+        """
+
+        eigs = self.eigvalsh(size, seed=seed, **kwargs)
+
+        # Check order type and convert to float
+        if order == 'nuc':
+            order = 1
+        elif order == 'fro':
+            order = 2
+        elif order == 'inf':
+            order = float('inf')
+        elif order == '-inf':
+            order = -float('inf')
+        elif not isinstance(order,
+                            (int, float, numpy.integer, numpy.floating)) \
+                and not isinstance(order, (bool, numpy.bool_)):
+            raise ValueError('"order" is invalid.')
+
+        # Compute norm
+        if numpy.isinf(order) and not numpy.isneginf(order):
+            norm_ = max(numpy.abs(eigs))
+
+        elif numpy.isneginf(order):
+            norm_ = min(numpy.abs(eigs))
+
+        elif isinstance(order, (int, float, numpy.integer, numpy.floating)) \
+                and not isinstance(order, (bool, numpy.bool_)):
+            norm_q = numpy.sum(numpy.abs(eigs)**order)
+            norm_ = norm_q**(1.0 / order)
+
+        return norm_

{freealg-0.3.5.dist-info → freealg-0.4.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.3.5
+Version: 0.4.0
 Summary: Free probability for large matrices
 Home-page: https://github.com/ameli/freealg
 Download-URL: https://github.com/ameli/freealg/archive/main.zip
@@ -102,10 +102,10 @@ using a much smaller Wishart matrix.
     >>> import freealg as fa
     >>> mp = fa.distributions.MarchenkoPastur(1/50) # Wishart matrices with aspect ratio 1/50
     >>> A = mp.matrix(1000)                         # Sample a 1000 x 1000 Wishart matrix
-    >>> eigs = fa.eigfree(A, 100_000)               # Estimate the eigenvalues of 100000 x 100000
+    >>> eigs = fa.eigvalsh(A, 100_000)              # Estimate the eigenvalues of 100000 x 100000
 
 For more details on how to interface with *freealg* check out the 
-`Quick Start Guide <https://github.com/ameli/freealg/blob/main/notebooks/quick_start.ipynb>`__.
+`Live Demo <https://colab.research.google.com/github/ameli/freealg/blob/main/notebooks/quick_start.ipynb>`__.
 
 
 Test
@@ -129,7 +129,7 @@ How to Contribute
 =================
 
 We welcome contributions via GitHub's pull request. Developers should review
-our [Contributing Guidelines](https://github.com/ameli/freealg/blob/main/CONTRIBUTING.rst)
+our `Contributing Guidelines <https://github.com/ameli/freealg/blob/main/CONTRIBUTING.rst>`__
 before submitting their code. If you do not feel comfortable modifying the
 code, we also welcome feature requests and bug reports.
 

{freealg-0.3.5.dist-info → freealg-0.4.0.dist-info}/RECORD

@@ -1,25 +1,25 @@
-freealg/__init__.py,sha256=AM0G2tX7sBgzCTcOVbWynA9NFkQZKyphL9IR1tKOoK4,614
-freealg/__version__.py,sha256=ThnCuF3X7rsQSd5PAea_jfYA70ZmhLvkFcLBxBPwZnY,22
+freealg/__init__.py,sha256=KfzqG7qig6ZZCKqgHcC2ApTg4rTLkrbJsvVoJd8UFG8,625
+freealg/__version__.py,sha256=42STGor_9nKYXumfeV5tiyD_M8VdcddX7CEexmibPBk,22
 freealg/_chebyshev.py,sha256=dsAj3YEpmkzB65smluZ0Fi5IZSdpnQXBSIuKMg19grA,5523
 freealg/_damp.py,sha256=k2vtBtWOxQBf4qXaWu_En81lQBXbEO4QbxxWpvuVhdE,1802
 freealg/_decompress.py,sha256=0MYoO3lqwMgNYlVriaRNUqUwY3XYyZZsDAtNRBq6rhE,10470
 freealg/_jacobi.py,sha256=AT4ONSHGGDxVKE3MGMLyMR8uDFiO-e9u3x5udYfdJJk,5635
+freealg/_linalg.py,sha256=Vl1iB0rG-PVjEqoUbCXNxk6BmeujEbBucG2ZdBJoFjA,12490
 freealg/_pade.py,sha256=Diw850oH2OLQeUrBR-q19TmjSBoBvXl6ogp4o1s2UIo,15184
 freealg/_plot_util.py,sha256=U4alp7Pzg315_7jJdu1UB0tIUcxUovQgHDHsUYoa2Z0,19728
 freealg/_sample.py,sha256=ckC75eqv-mRP1F5BnhvsjfLTaoAzHK8bebl9bCRZYDo,2561
 freealg/_support.py,sha256=mYlrsdLbniqFgFofbHrZIiYSyJudPqtyMQQTPBD9Y6M,6439
 freealg/_util.py,sha256=8Tvz-XODtKYoU76ODmF1TBaIYLlr6-AXiyoMDwDSxVg,3779
-freealg/eigh.py,sha256=ybUCE8Qi-H8r-QxDvbeSP9Ow-q8xTuq5o-LNhPvBvIE,10926
-freealg/freeform.py,sha256=8emyCQ6AUjp_HB1gWQ-ecddlDgfxHGr3PqXSyoPxeMo,28593
+freealg/freeform.py,sha256=8yW7dwuUeQ52ewovhnpGbXZrpEZssuUj4djVoD5K2Iw,37065
 freealg/distributions/__init__.py,sha256=t_yZyEkW_W_tSV9IvgYXtVASxD2BEdiNVXcV2ebMy8M,579
 freealg/distributions/_kesten_mckay.py,sha256=210RF2OQEYLZBeLB6wmbdHnZPs_9ldDNHm_FMlg5tis,19881
 freealg/distributions/_marchenko_pastur.py,sha256=kchFccRMuVF2Cus_99vdEwuRimkHzEUV8xt5kZFg7ZI,16994
 freealg/distributions/_meixner.py,sha256=ws7t_EUa7V0s97dgMQIJLv1b6qMLqf9fLLbTJQudf_8,17512
 freealg/distributions/_wachter.py,sha256=Hna_MXqAPjuRkeilLPMf4Xg_3C6tTu5oZLEQnA-RuE4,16897
 freealg/distributions/_wigner.py,sha256=SxgPLtvIVBi9m4De-oBD0x6-2Je_eBqpDrpDYcoLuis,15871
-freealg-0.3.5.dist-info/licenses/AUTHORS.txt,sha256=0b67Nz4_JgIzUupHJTAZxu5QdSUM_HRM_X_w4xCb17o,30
-freealg-0.3.5.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
-freealg-0.3.5.dist-info/METADATA,sha256=8RiG0kyAzVeL0pvXV-xAZ8LMlYNFPzwqOg5kHlZeGno,4977
-freealg-0.3.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-freealg-0.3.5.dist-info/top_level.txt,sha256=eR2wrgYwDdnnJ9Zf5PruPqe4kQav0GMvRsqct6y00Q8,8
-freealg-0.3.5.dist-info/RECORD,,
+freealg-0.4.0.dist-info/licenses/AUTHORS.txt,sha256=0b67Nz4_JgIzUupHJTAZxu5QdSUM_HRM_X_w4xCb17o,30
+freealg-0.4.0.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
+freealg-0.4.0.dist-info/METADATA,sha256=6R-LP2gEEp1C7RvoSg1Nc_tMiGUSPEoHH-HpxR1gNM4,4994
+freealg-0.4.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+freealg-0.4.0.dist-info/top_level.txt,sha256=eR2wrgYwDdnnJ9Zf5PruPqe4kQav0GMvRsqct6y00Q8,8
+freealg-0.4.0.dist-info/RECORD,,