freealg 0.7.15__py3-none-any.whl → 0.7.17__py3-none-any.whl

freealg/__version__.py

@@ -1 +1 @@
-__version__ = "0.7.15"
+__version__ = "0.7.17"

freealg/_algebraic_form/algebraic_form.py

@@ -245,15 +245,15 @@ class AlgebraicForm(object):
         ----------
 
         deg_m : int
-            Degree :math:`\\deg_m(P)`
+            Degree :math:`\\mathrm{deg}_m(P)`
 
         deg_z : int
-            Degree :math:`\\deg_z(P)`
+            Degree :math:`\\mathrm{deg}_z(P)`
 
         mu : array_like, default=None
-            If an array :math:`[\\mu_0, \\mu_`, \\dots, \\mu_r]` is given,
+            If an array :math:`[\\mu_0, \\mu_1`, \\dots, \\mu_r]` is given,
             it enforces the first :math:`r+1` moments. Note that :math:`\\mu_0`
-            should be :math:`1` to ensure unit mass. See also ``mu_reg`.
+            should be :math:`1` to ensure unit mass. See also ``mu_reg``.
 
         mu_reg: float, default=None
             If `None`, the constraints ``mu`` are applied as hard constraint.

freealg/distributions/_compound_poisson.py

@@ -372,23 +372,6 @@ class CompoundPoisson(object):
         """
         Generate a symmetric random matrix whose ESD approximates this law.
 
-        Construction
-        ------------
-        Use a sum of two independent (rotationally invariant) Wishart terms,
-        which are asymptotically free:
-
-            A = s1 * (1/m1) Z1 Z1^T + s2 * (1/m2) Z2 Z2^T,
-
-        where Zi are n x mi i.i.d. N(0,1). Choose aspect ratios ci = n/mi and
-        scales si so each term has R-transform
-
-            Ri(w) = lam_i * a_i / (1 - a_i w),
-
-        with lam_1 = lam*w1, lam_2 = lam*(1-w1). This is achieved by setting
-
-            c_i = 1/lam_i,
-            s_i = a_i * lam_i.
-
         Parameters
         ----------
         size : int
@@ -401,6 +384,33 @@ class CompoundPoisson(object):
         -------
         A : numpy.ndarray
             Symmetric matrix (n x n).
+
+        Notes
+        -----
+
+        Use a sum of two independent (rotationally invariant) Wishart terms,
+        which are asymptotically free:
+
+        .. math::
+
+            A = s_1 \\frac{1}{m_1} \\mathbf{Z}_1 \\mathbf{Z}_1^{\\intercal} +
+            s_2 * \\frac{1}{m_2} \\mathbf{Z}_2 \\mathbf{Z}_2^{\\intefcal},
+
+        where :math:`\\mathbf{Z}_i` are :math:`n \\times m_`i` i.i.d.
+        :math:`N(0,1)`. Choose aspect ratios :math:`c_i = n/m_i` and
+        scales :math:`s_i` so each term has R-transform
+
+        .. math::
+
+            R_i(w) = \\lambda_i \\frac{a_i}{(1 - a_i w},
+
+        with :math:`\\lambda_1 = \\lambda w1`,
+        :math:`\\lambda_2 = \\lambda (1-w_1)`. This is achieved by setting
+
+        .. math::
+
+            c_i = 1 / \\lambda_i,
+            s_i = a_i * \\lambda_i.
         """
 
         n = int(size)

freealg/distributions/_deformed_marchenko_pastur.py

@@ -246,91 +246,35 @@ class DeformedMarchenkoPastur(object):
     # density
     # =======
 
-    def density(self, x, eta=1e-3):
+    def density(self, x, eta=1e-3, ac_only=True):
         """
         Density via Stieltjes inversion with robust x-continuation.
 
-        Notes:
+        Notes
+        -----
+
           - Do not warm-start across x<0 (MP-type support is >=0).
           - Reset warm-start when previous u is (nearly) real.
           - If Newton lands on a non-Herglotz root, fall back to cubic roots +
             pick.
-        """
 
-        # Unpack parameters
-        t1 = self.t1
-        t2 = self.t2
-        w1 = self.w1
-        c = self.c
+        If ac_only is True and c < 1, subtract the smeared atom at zero of mass
+        (1-c) for visualization.
+        """
 
         x = numpy.asarray(x, dtype=numpy.float64)
-        rho = numpy.zeros_like(x, dtype=numpy.float64)
-
-        c = float(c)
-        if c < 0.0:
-            raise ValueError("c must be >= 0.")
-        if c == 0.0:
-            # Degenerate: μ = H when c=0, so m(z)=E[1/(t-z)] and rho from Im m.
-            z = x + 1j * float(eta)
-            w2 = 1.0 - w1
-            m = (w1 / (t1 - z)) + (w2 / (t2 - z))
-            rho = numpy.maximum(numpy.imag(m) / numpy.pi, 0.0)
-            return rho
-
-        # MP-type spectra live on x>=0; probing code includes x<0 (x_min<0),
-        # so we keep rho(x<0)=0 and DO NOT carry warm-start across 0.
-        mask = (x >= 0.0)
-        if not numpy.any(mask):
-            return rho
-
-        xp = x[mask]
-
-        # Preserve original order (support probing uses increasing xp).
-        order = numpy.argsort(xp)
-        inv = numpy.empty_like(order)
-        inv[order] = numpy.arange(order.size)
-
-        xp_sorted = xp[order]
-        z = xp_sorted + 1j * float(eta)
-        zf = z.ravel()
-
-        u = numpy.empty_like(zf, dtype=numpy.complex128)
-        u_prev = None
-
-        # thresholds
-        imag_eps = 1e-14
-
-        w2 = 1.0 - w1
-
-        for i in range(zf.size):
-            zi = zf[i]
-
-            # Warm start only if previous iterate had meaningful imaginary part
-            # (otherwise we risk sticking to a real branch across the bulk).
-            if (u_prev is None) or (abs(u_prev.imag) <= imag_eps):
-                ui0 = -1.0 / zi
-            else:
-                ui0 = complex(u_prev)
-
-            ui, _ = self._solve_u_newton(zi, u0=ui0, max_iter=120, tol=1e-13)
-
-            # Enforce Herglotz: sign(Im z) == sign(Im u) (eta>0 => Im u must be
-            # >0)
-            if (not numpy.isfinite(ui)) or (ui.imag <= 0.0):
-                u_roots = self._roots_cubic_u_scalar(zi)
-                ui = _pick_physical_root_scalar(zi, u_roots)
-
-            u[i] = ui
-            u_prev = ui
+        z = x + 1j * float(eta)
 
-        m = (u + (1.0 - c) / zf) / c
-        rh = numpy.maximum(numpy.imag(m) / numpy.pi, 0.0)
+        m = self.stieltjes(z)
+        rho = numpy.imag(m) / numpy.pi
 
-        # Unsort back
-        rh = rh.reshape(xp_sorted.shape)
-        rho[mask] = rh[inv]
+        # Optional: remove the atom at zero (only for visualization of AC part)
+        if ac_only and (self.c > 1.0):
+            w0 = 1.0 - 1.0 / self.c
+            rho = rho - w0 * (float(eta) / numpy.pi) / \
+                (x * x + float(eta) * float(eta))
 
-        return rho
+        return numpy.maximum(rho, 0.0)
 
     # =====
     # roots

freealg/distributions/_deformed_wigner.py

@@ -139,50 +139,13 @@ class DeformedWigner(object):
         """
         """
 
-        # Unpack parameters
-        t1 = self.t1
-        t2 = self.t2
-        w1 = self.w1
-        sigma = self.sigma
-
         x = numpy.asarray(x, dtype=numpy.float64)
         z = x + 1j * float(eta)
 
-        zf = z.ravel()
-        m = numpy.empty_like(zf, dtype=numpy.complex128)
-
-        m_prev = None
-        for i in range(zf.size):
-            zi = zf[i]
-            if m_prev is None:
-                mi = -1.0 / zi
-            else:
-                mi = complex(m_prev)
-
-            for _ in range(80):
-                d1 = (t1 - zi - (sigma * sigma) * mi)
-                d2 = (t2 - zi - (sigma * sigma) * mi)
-
-                f = mi - (w1 / d1 + (1.0 - w1) / d2)
-                fp = 1.0 - (
-                    w1 * (sigma * sigma) / (d1 * d1) +
-                    (1.0 - w1) * (sigma * sigma) / (d2 * d2)
-                )
-
-                step = f / fp
-                mi2 = mi - step
-                if abs(step) < 1e-12 * (1.0 + abs(mi2)):
-                    mi = mi2
-                    break
-                mi = mi2
-
-            m[i] = mi
-            m_prev = mi
-
-        m = m.reshape(z.shape)
+        m = self.stieltjes(z)
         rho = numpy.imag(m) / numpy.pi
-        rho = numpy.maximum(rho, 0.0)
-        return rho
+
+        return numpy.maximum(rho, 0.0)
 
     # =====
     # roots
@@ -334,7 +297,7 @@ class DeformedWigner(object):
 
         # W part: Symmetric Wigner with variance 1/n (up to symmetry)
         G = rng.standard_normal((n, n))
-        W = (G + G.T) * (0.5 / numpy.sqrt(n))
+        W = (G + G.T) / numpy.sqrt(2.0 * n)
 
         # Compose
         A = T + sigma * W
@@ -373,7 +336,7 @@ class DeformedWigner(object):
         a[1, 1] = -(t1 + t2)
         a[2, 1] = 1.0
 
-        # m^2 column (a2(z) = s2 z - s2 (t1+t2))
+        # m^2 column (a2(z) = 2 s2 z - s2 (t1+t2))
         a[0, 2] = -s2 * (t1 + t2)
         a[1, 2] = 2.0 * s2
         a[2, 2] = 0.0

{freealg-0.7.15.dist-info → freealg-0.7.17.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.7.15
+Version: 0.7.17
 Summary: Free probability for large matrices
 Home-page: https://github.com/ameli/freealg
 Download-URL: https://github.com/ameli/freealg/archive/main.zip

{freealg-0.7.15.dist-info → freealg-0.7.17.dist-info}/RECORD

@@ -1,5 +1,5 @@
 freealg/__init__.py,sha256=is4de7kygj1be0S3EAcAlW_vGriWjdjHCR-J9NN6wyk,873
-freealg/__version__.py,sha256=7TV8ktpkocjy2CbaPP0e82unkG7763a7BOPYX37gato,23
+freealg/__version__.py,sha256=OaW7Nqbk6j_afc_1rZbViV0T5t8K2yQ3XoJdd50o-lc,23
 freealg/_util.py,sha256=RzccUCORgzrI9NdNqwMVugiHU0uDKkJFcIyjFMUOnv8,2518
 freealg/_algebraic_form/__init__.py,sha256=etgaRiuipcmxtwHzMVxZwO_qbX8R7m9j39mKvgRyTZg,463
 freealg/_algebraic_form/_branch_points.py,sha256=jzvHszw7xFe9B15a5RZV3pGfCGtndvrKJ4GIX6F3qhc,7814
@@ -27,7 +27,7 @@ freealg/_algebraic_form/_homotopy5.py,sha256=lHWA5tknnZBMymcWt_KQXcI0qLrd_ftUGgd
 freealg/_algebraic_form/_moments.py,sha256=R1-EepGsni4he-kNfiP3E3tFqR2Z27fz-ixtSVU2fSE,12427
 freealg/_algebraic_form/_sheets_util.py,sha256=6OLzWQKu-gN8rxM2rbpbN8TjNZFmD8UJ-8t9kcZdkCo,4174
 freealg/_algebraic_form/_support.py,sha256=Gjp4nVQJb_Syou3M_uroSl52bPTafqKk6IUSJgglKu4,6791
-freealg/_algebraic_form/algebraic_form.py,sha256=14bKYTLdYb4F1vgIdEeFHi-PI_-AZGoAaEfzf5HAaJk,37762
+freealg/_algebraic_form/algebraic_form.py,sha256=NshXrMXJBxqfiwMckBD7tmgNjQ4TpawPUKNJuVIS4Gw,37780
 freealg/_free_form/__init__.py,sha256=5cnSX7kHci3wKx6-BEFhmVY_NjjmQAq1JjWPTEqETTg,611
 freealg/_free_form/_chebyshev.py,sha256=zkyVA8NLf7uUKlJdLz4ijd_SurdsqUgkA5nHGWSybaE,6916
 freealg/_free_form/_damp.py,sha256=k2vtBtWOxQBf4qXaWu_En81lQBXbEO4QbxxWpvuVhdE,1802
@@ -50,9 +50,9 @@ freealg/_geometric_form/_torus_maps.py,sha256=7m5QsbmnXTWHJE5rWjKG3_TnErHEEQ41vW
 freealg/_geometric_form/geometric_form.py,sha256=whHKYQdakqShtR-jCEugevnje72JEr9M0HSvZ2BYoKs,33379
 freealg/distributions/__init__.py,sha256=sCx2NVcRTaHwvxXpFRU_9unN98ZED6B-xFoFZ2eU9-E,875
 freealg/distributions/_chiral_block.py,sha256=YSC_Sk1u1UKlWVE1GGJEjX6VrWqpEEYNxBZ2j8Csc3A,13897
-freealg/distributions/_compound_poisson.py,sha256=TjeyfJod5ghPHtr-tbD8e4cbo-JhkSRvJUOFyfn8m2g,12676
-freealg/distributions/_deformed_marchenko_pastur.py,sha256=hrA2U_LBw7eB0QBqAwZtLuAU6Tq1nQsJgX2Y1_Y3ae8,20926
-freealg/distributions/_deformed_wigner.py,sha256=0933XQAplP3mifJKdSU7qXgrndqUs1MUpYMJHR-NId8,9086
+freealg/distributions/_compound_poisson.py,sha256=SFjplOK6NRl3YwFfV3t1TVR_yTn55hQBboFAjHve_ZA,12951
+freealg/distributions/_deformed_marchenko_pastur.py,sha256=9WyAYDhpzR2JLqWA8-yUpw6pWvPC5bu4FxrWof17NSM,19249
+freealg/distributions/_deformed_wigner.py,sha256=yMA-d2cDsRLyIWUjTlh0Aqh29mw68LNJHOnUUYSkVms,8067
 freealg/distributions/_kesten_mckay.py,sha256=Uv3QuUYsfXbPMovXSO_pN3wdkc1fTKGVX7iuHDgBRqk,20089
 freealg/distributions/_marchenko_pastur.py,sha256=eemaxDosKpV37TAn9uSiYpljIkVNoTWDJ9ZfYb8tAeY,20646
 freealg/distributions/_meixner.py,sha256=GbcWeHrXMxK3Hdj4pCTESlMts9dEPQE1DhClxYprWfg,17590
@@ -61,9 +61,9 @@ freealg/distributions/_wigner.py,sha256=epgx6ne6R_7to5j6-QsWIAVFJQFquWMmYgnZYMN4
 freealg/visualization/__init__.py,sha256=NLq_zwueF7ytZ8sl8zLPqm-AODxxXNvfMozHGmmklcE,435
 freealg/visualization/_glue_util.py,sha256=2oKnEYjUOS4OZfivmciVLauVr53kyHMwi6c2zRKilTQ,693
 freealg/visualization/_rgb_hsv.py,sha256=rEskxXxSlKKxIrHRslVkgxHtD010L3ge9YtcVsOPl8E,3650
-freealg-0.7.15.dist-info/licenses/AUTHORS.txt,sha256=0b67Nz4_JgIzUupHJTAZxu5QdSUM_HRM_X_w4xCb17o,30
-freealg-0.7.15.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
-freealg-0.7.15.dist-info/METADATA,sha256=NRK-E0Ni96OuonpfAX_PAGCZIbHZ_A_kVRzQ4TmfTRQ,5537
-freealg-0.7.15.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
-freealg-0.7.15.dist-info/top_level.txt,sha256=eR2wrgYwDdnnJ9Zf5PruPqe4kQav0GMvRsqct6y00Q8,8
-freealg-0.7.15.dist-info/RECORD,,
+freealg-0.7.17.dist-info/licenses/AUTHORS.txt,sha256=0b67Nz4_JgIzUupHJTAZxu5QdSUM_HRM_X_w4xCb17o,30
+freealg-0.7.17.dist-info/licenses/LICENSE.txt,sha256=J-EEYEtxb3VVf_Bn1TYfWnpY5lMFIM15iLDDcnaDTPA,1443
+freealg-0.7.17.dist-info/METADATA,sha256=aRVcV7-c3J0nYZgltd6sSnqeczyVL8deqHHKJ9LV1SQ,5537
+freealg-0.7.17.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
+freealg-0.7.17.dist-info/top_level.txt,sha256=eR2wrgYwDdnnJ9Zf5PruPqe4kQav0GMvRsqct6y00Q8,8
+freealg-0.7.17.dist-info/RECORD,,