freealg 0.7.1__tar.gz → 0.7.3__tar.gz

{freealg-0.7.1 → freealg-0.7.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.7.1
+Version: 0.7.3
 Summary: Free probability for large matrices
 Home-page: https://github.com/ameli/freealg
 Download-URL: https://github.com/ameli/freealg/archive/main.zip

{freealg-0.7.1 → freealg-0.7.3}/freealg/__init__.py

@@ -6,7 +6,7 @@
 # under the terms of the license found in the LICENSE.txt file in the root
 # directory of this source tree.
 
-from ._freeform import FreeForm, eigvalsh, cond, norm, trace, slogdet, supp, \
+from ._free_form import FreeForm, eigvalsh, cond, norm, trace, slogdet, supp, \
     sample, kde
 from ._algebraic_form import AlgebraicForm
 from ._geometric_form import GeometricForm

freealg-0.7.3/freealg/__version__.py

@@ -0,0 +1 @@
+__version__ = "0.7.3"

{freealg-0.7.1 → freealg-0.7.3}/freealg/_algebraic_form/_continuation_algebraic.py

@@ -14,10 +14,48 @@
 import numpy
 from .._geometric_form._continuation_genus0 import joukowski_z
 
-__all__ = [
-    'sample_z_joukowski', 'filter_z_away_from_cuts', 'powers',
-    'fit_polynomial_relation', 'eval_P', 'eval_roots',
-    'build_sheets_from_roots']
+__all__ = ['sample_z_joukowski', 'filter_z_away_from_cuts', 'powers',
+           'fit_polynomial_relation', 'eval_P', 'eval_roots',
+           'build_sheets_from_roots']
+
+
+# ======================
+# normalize coefficients
+# ======================
+
+def _normalize_coefficients(a):
+    """
+    Trim rows and columns on the sides (equivalent to factorizing or reducing
+    degree) and normalize so that the sum of the first column is one.
+    """
+
+    if a.size == 0:
+        return a
+
+    # --- Trim zero rows (top and bottom) ---
+    non_zero_rows = numpy.any(a != 0, axis=1)
+    if not numpy.any(non_zero_rows):
+        return a[:0, :0]
+
+    first_row = numpy.argmax(non_zero_rows)
+    last_row = len(non_zero_rows) - numpy.argmax(non_zero_rows[::-1])
+    a = a[first_row:last_row, :]
+
+    # --- Trim zero columns (left and right) ---
+    non_zero_cols = numpy.any(a != 0, axis=0)
+    if not numpy.any(non_zero_cols):
+        return a[:, :0]
+
+    first_col = numpy.argmax(non_zero_cols)
+    last_col = len(non_zero_cols) - numpy.argmax(non_zero_cols[::-1])
+    a = a[:, first_col:last_col]
+
+    # --- Normalize so first column sums to 1 ---
+    col_sum = numpy.sum(a[:, 0])
+    if col_sum != 0:
+        a = a / col_sum
+
+    return a
 
 
 # ==================
@@ -91,7 +129,7 @@ def powers(x, deg):
 # =======================
 
 def fit_polynomial_relation(z, m, s, deg_z, ridge_lambda=0.0, weights=None,
-                            triangular=None):
+                            triangular=None, normalize=False):
 
     z = numpy.asarray(z, dtype=complex).ravel()
     m = numpy.asarray(m, dtype=complex).ravel()
@@ -167,6 +205,9 @@ def fit_polynomial_relation(z, m, s, deg_z, ridge_lambda=0.0, weights=None,
     for k, (i, j) in enumerate(pairs):
         full[i, j] = coef[k]
 
+    if normalize:
+        full = _normalize_coefficients(full)
+
     return full
 
 

{freealg-0.7.1 → freealg-0.7.3}/freealg/_algebraic_form/algebraic_form.py

@@ -183,6 +183,7 @@ class AlgebraicForm(object):
             y_eps=2e-2,
             x_pad=0.0,
             triangular=None,
+            normalize=False,
             verbose=False):
         """
         Fits polynomial.
@@ -213,7 +214,8 @@ class AlgebraicForm(object):
         m1_fit = self.stieltjes(z_fit)
         a_coeffs = fit_polynomial_relation(z_fit, m1_fit, s=deg_m, deg_z=deg_z,
                                            ridge_lambda=reg,
-                                           triangular=triangular)
+                                           triangular=triangular,
+                                           normalize=normalize)
 
         self.a_coeffs = a_coeffs
 

{freealg-0.7.1/freealg/_freeform → freealg-0.7.3/freealg/_free_form}/__init__.py

@@ -6,7 +6,7 @@
 # under the terms of the license found in the LICENSE.txt file in the root
 # directory of this source tree.
 
-from .freeform import FreeForm
+from .free_form import FreeForm
 from ._linalg import eigvalsh, cond, norm, trace, slogdet
 from ._support import supp
 from ._sample import sample

{freealg-0.7.1/freealg/_freeform → freealg-0.7.3/freealg/_free_form}/_linalg.py

@@ -12,7 +12,7 @@
 
 import numpy
 from .._util import compute_eig
-from .freeform import FreeForm
+from .free_form import FreeForm
 
 __all__ = ['eigvalsh', 'cond', 'norm', 'trace', 'slogdet']
 

{freealg-0.7.1/freealg/_freeform → freealg-0.7.3/freealg/_free_form}/_support.py

@@ -11,7 +11,7 @@
 # =======
 
 import numpy
-import numba
+# import numba
 from scipy.stats import gaussian_kde
 
 __all__ = ['support_from_density', 'supp']
@@ -21,10 +21,10 @@ __all__ = ['support_from_density', 'supp']
 # support from density
 # ====================
 
-@numba.njit(numba.types.UniTuple(numba.types.int64, 2)(
-    numba.types.float64,
-    numba.types.float64[::1]
-))
+# @numba.njit(numba.types.UniTuple(numba.types.int64, 2)(
+#     numba.types.float64,
+#     numba.types.float64[::1]
+# ))
 def support_from_density(dx, density):
     """
     Estimates the support from a collection of noisy observations of a

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_chiral_block.py

@@ -404,7 +404,7 @@ class ChiralBlock(object):
         ----------
 
         size : int
-            Size :math:`n` of the matrix.
+            Total size :math:`N = n + m` of the returned matrix.
 
         seed : int, default=None
             Seed for random number generator.
@@ -413,7 +413,24 @@ class ChiralBlock(object):
         -------
 
         A : numpy.ndarray
-            A matrix of the size :math:`n \\times n`.
+            Symmetric matrix of shape :math:`N \\times N`.
+
+        Notes
+        -----
+
+        Generate a :math:`(n+m) x (n+m)` matrix
+
+        .. math::
+
+            H =
+            \\begin{bmatrix}
+                \\alpha \\mathbf{I}_n & (1/\\sqrt{m})) \\mathbf{X} \\
+                (1/\\sqrt{m})) \\mathbf{X}^{\\intercal} & \\beta \\mathbf{I}_m
+            \\end{bmatrix}
+
+
+        where :math:`\\mathbf{X}` has i.i.d. :math:`N(0,1)` entries and
+        :math:`n/m` approximates :math:`c`.
 
         Examples
         --------
@@ -425,16 +442,53 @@ class ChiralBlock(object):
             >>> A = mp.matrix(2000)
         """
 
-        # Parameters
-        # m = int(size / self.lam)
-        #
-        # # Generate random matrix X (n x m) with i.i.d.
-        # rng = numpy.random.default_rng(seed)
-        # X = rng.standard_normal((size, m))
-        #
-        # # Form the sample covariance matrix A = (1/m)*XX^T.
-        # A = X @ X.T / m
-        #
-        # return A
-
-        pass
+        N = int(size)
+        if N <= 1:
+            raise ValueError("size must be an integer >= 2.")
+
+        # Unpack parameters
+        alpha = float(self.alpha)
+        beta = float(self.beta)
+        c = float(self.c)
+
+        rng = numpy.random.default_rng(seed)
+
+        # Choose n,m so that n/m approx c and n+m = N.
+        # Solve n = c m and n + m = N -> m = N/(c+1), n = cN/(c+1).
+        m = int(round(N / (c + 1.0)))
+        m = max(1, min(N - 1, m))
+        n = N - m
+
+        # Optionally refine to get ratio closer to c (cheap local search).
+        # This keeps deterministic behavior.
+        best_n = n
+        best_m = m
+        best_err = abs((n / float(m)) - c)
+        for dm in (-2, -1, 0, 1, 2):
+            mm = m + dm
+            if mm <= 0 or mm >= N:
+                continue
+            nn = N - mm
+            err = abs((nn / float(mm)) - c)
+            if err < best_err:
+                best_err = err
+                best_n = nn
+                best_m = mm
+        n = best_n
+        m = best_m
+
+        # Draw X (n x m) with i.i.d. entries
+        X = rng.standard_normal((n, m))
+
+        # Assemble H
+        H = numpy.zeros((N, N), dtype=numpy.float64)
+
+        H[:n, :n] = alpha * numpy.eye(n, dtype=numpy.float64)
+        H[n:, n:] = beta * numpy.eye(m, dtype=numpy.float64)
+
+        s = 1.0 / numpy.sqrt(float(m))
+        B = s * X
+        H[:n, n:] = B
+        H[n:, :n] = B.T
+
+        return H

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_deformed_marchenko_pastur.py

@@ -70,6 +70,15 @@ class DeformedMarchenkoPastur(object):
         Initialization.
         """
 
+        if not (0.0 <= w1 <= 1.0):
+            raise ValueError("w1 must be in [0, 1].")
+
+        if c < 0.0:
+            raise ValueError("c must be >= 0.")
+
+        if t1 < 0.0 or t2 < 0.0:
+            raise ValueError("t1 and t2 must be >= 0 for a covariance model.")
+
         self.t1 = t1
         self.t2 = t2
         self.w1 = w1
@@ -592,6 +601,24 @@ class DeformedMarchenkoPastur(object):
         A : numpy.ndarray
             A matrix of the size :math:`n \\times n`.
 
+        Notes
+        -----
+
+        Generate an :math:`n x n` sample covariance matrix :math:`\\mathbf{S}`
+        whose ESD converges to :math:`H \\boxtimes MP_c`, where
+        :math:`H = w_1 \\delta_{t_1} + (1-w_1) \\delta_{t_2}`.
+
+        Finite :math:`n` construction:
+
+        * :math:`m` is chosen so that :math:`n/m` approx :math:`c` (when
+          :math:`c>0`),
+        * :math:`Z` has i.i.d. :math:`N(0,1)`,
+        * :math:`\\boldsymbol{\\Sigma}` has eigenvalues :math:`t_1`,
+          :math:`t_2` with proportions
+          :math:`w_1`, and :math:`1-w_1`,
+        * :math:`\\mathbf{S} = (1/m) \\boldsymbol{\\Sigma}^{1/2} \\mathbf{Z}
+          \\mathbf{Z}^T \\boldsymbol{\\Sigma}^{1/2}`.
+
         Examples
         --------
 
@@ -602,16 +629,47 @@ class DeformedMarchenkoPastur(object):
             >>> A = mp.matrix(2000)
         """
 
-        # Parameters
-        # m = int(size / self.lam)
-        #
-        # # Generate random matrix X (n x m) with i.i.d.
-        # rng = numpy.random.default_rng(seed)
-        # X = rng.standard_normal((size, m))
-        #
-        # # Form the sample covariance matrix A = (1/m)*XX^T.
-        # A = X @ X.T / m
-        #
-        # return A
-
-        pass
+        n = int(size)
+        if n <= 0:
+            raise ValueError("size must be a positive integer.")
+
+        # Unpack parameters
+        t1 = float(self.t1)
+        t2 = float(self.t2)
+        w1 = float(self.w1)
+        c = float(self.c)
+
+        rng = numpy.random.default_rng(seed)
+
+        # Choose m so that n/m approx c (for c>0). For c=0, return population
+        # Sigma.
+        if c == 0.0:
+            n1 = int(round(w1 * n))
+            n1 = max(0, min(n, n1))
+            d = numpy.empty(n, dtype=numpy.float64)
+            d[:n1] = t1
+            d[n1:] = t2
+            rng.shuffle(d)
+            return numpy.diag(d)
+
+        # m must be positive integer
+        m = int(round(n / c)) if c > 0.0 else n
+        m = max(1, m)
+
+        # Build diagonal Sigma^{1/2} with two atoms
+        n1 = int(round(w1 * n))
+        n1 = max(0, min(n, n1))
+
+        s = numpy.empty(n, dtype=numpy.float64)
+        s[:n1] = numpy.sqrt(t1)
+        s[n1:] = numpy.sqrt(t2)
+        rng.shuffle(s)
+
+        # Draw Z and form X = Sigma^{1/2} Z / sqrt(m)
+        Z = rng.standard_normal((n, m))
+        X = (s[:, None] * Z) / numpy.sqrt(m)
+
+        # Sample covariance
+        S = X @ X.T
+
+        return S

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_deformed_wigner.py

@@ -35,6 +35,9 @@ class DeformedWigner(object):
         Initialization.
         """
 
+        if not (0.0 <= w1 <= 1.0):
+            raise ValueError("w1 must be in [0, 1].")
+
         self.t1 = t1
         self.t2 = t2
         self.w1 = w1
@@ -287,26 +290,65 @@ class DeformedWigner(object):
         A : numpy.ndarray
             A matrix of the size :math:`n \\times n`.
 
+        Parameters
+        ----------
+        size : int
+            Size n of the matrix.
+
+        seed : int, default=None
+            Seed for random number generator.
+
+        Returns
+        -------
+        A : numpy.ndarray
+            Symmetric matrix of shape (n, n).
+
+        Notes
+        -----
+
+        Generate an :math:`n x n` matrix :math:`\\mathbf{A} = \\mathbf{T} +
+        \\sigma \\mathbf{W}` whose ESD converges to
+        :math:`H \\boxplus SC_{\\sigma^2}`, where
+        :math:`H = w_1 \\delta_{t_1} + (1-w_1) \\delta_{t_2}`.
+
         Examples
         --------
 
         .. code-block::python
 
-            >>> from freealg.distributions import MarchenkoPastur
-            >>> mp = MarchenkoPastur(1/50)
+            >>> from freealg.distributions import DeformedWigner
+            >>> mp = DeformedWigner(1/50)
             >>> A = mp.matrix(2000)
         """
 
-        # Parameters
-        # m = int(size / self.lam)
-        #
-        # # Generate random matrix X (n x m) with i.i.d.
-        # rng = numpy.random.default_rng(seed)
-        # X = rng.standard_normal((size, m))
-        #
-        # # Form the sample covariance matrix A = (1/m)*XX^T.
-        # A = X @ X.T / m
-        #
-        # return A
-
-        pass
+        n = int(size)
+        if n <= 0:
+            raise ValueError("size must be a positive integer.")
+
+        # Unpack parameters
+        t1 = float(self.t1)
+        t2 = float(self.t2)
+        w1 = float(self.w1)
+        sigma = float(self.sigma)
+
+        # RNG
+        rng = numpy.random.default_rng(seed)
+
+        # T part
+        n1 = int(round(w1 * n))
+        n1 = max(0, min(n, n1))
+
+        d = numpy.empty(n, dtype=numpy.float64)
+        d[:n1] = t1
+        d[n1:] = t2
+        rng.shuffle(d)  # randomize positions
+        T = numpy.diag(d)
+
+        # 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))
+
+        # Compose
+        A = T + sigma * W
+
+        return A

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_kesten_mckay.py

@@ -13,7 +13,7 @@
 
 import numpy
 from scipy.interpolate import interp1d
-from .._freeform._plot_util import plot_density, plot_hilbert, \
+from .._free_form._plot_util import plot_density, plot_hilbert, \
     plot_stieltjes, plot_stieltjes_on_disk, plot_samples
 
 try:

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_marchenko_pastur.py

@@ -13,7 +13,7 @@
 
 import numpy
 from scipy.interpolate import interp1d
-from .._freeform._plot_util import plot_density, plot_hilbert, \
+from .._free_form._plot_util import plot_density, plot_hilbert, \
     plot_stieltjes, plot_stieltjes_on_disk, plot_samples
 from ..visualization import glue_branches
 

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_meixner.py

@@ -13,7 +13,7 @@
 
 import numpy
 from scipy.interpolate import interp1d
-from .._freeform._plot_util import plot_density, plot_hilbert, \
+from .._free_form._plot_util import plot_density, plot_hilbert, \
     plot_stieltjes, plot_stieltjes_on_disk, plot_samples
 
 try:

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_wachter.py

@@ -13,7 +13,7 @@
 
 import numpy
 from scipy.interpolate import interp1d
-from .._freeform._plot_util import plot_density, plot_hilbert, \
+from .._free_form._plot_util import plot_density, plot_hilbert, \
     plot_stieltjes, plot_stieltjes_on_disk, plot_samples
 
 try:

{freealg-0.7.1 → freealg-0.7.3}/freealg/distributions/_wigner.py

@@ -13,7 +13,7 @@
 
 import numpy
 from scipy.interpolate import interp1d
-from .._freeform._plot_util import plot_density, plot_hilbert, \
+from .._free_form._plot_util import plot_density, plot_hilbert, \
     plot_stieltjes, plot_stieltjes_on_disk, plot_samples
 
 try:

{freealg-0.7.1 → freealg-0.7.3}/freealg.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: freealg
-Version: 0.7.1
+Version: 0.7.3
 Summary: Free probability for large matrices
 Home-page: https://github.com/ameli/freealg
 Download-URL: https://github.com/ameli/freealg/archive/main.zip

{freealg-0.7.1 → freealg-0.7.3}/freealg.egg-info/SOURCES.txt

@@ -22,19 +22,19 @@ freealg/_algebraic_form/_decompress.py
 freealg/_algebraic_form/_edge.py
 freealg/_algebraic_form/_sheets_util.py
 freealg/_algebraic_form/algebraic_form.py
-freealg/_freeform/__init__.py
-freealg/_freeform/_chebyshev.py
-freealg/_freeform/_damp.py
-freealg/_freeform/_decompress.py
-freealg/_freeform/_density_util.py
-freealg/_freeform/_jacobi.py
-freealg/_freeform/_linalg.py
-freealg/_freeform/_pade.py
-freealg/_freeform/_plot_util.py
-freealg/_freeform/_sample.py
-freealg/_freeform/_series.py
-freealg/_freeform/_support.py
-freealg/_freeform/freeform.py
+freealg/_free_form/__init__.py
+freealg/_free_form/_chebyshev.py
+freealg/_free_form/_damp.py
+freealg/_free_form/_decompress.py
+freealg/_free_form/_density_util.py
+freealg/_free_form/_jacobi.py
+freealg/_free_form/_linalg.py
+freealg/_free_form/_pade.py
+freealg/_free_form/_plot_util.py
+freealg/_free_form/_sample.py
+freealg/_free_form/_series.py
+freealg/_free_form/_support.py
+freealg/_free_form/free_form.py
 freealg/_geometric_form/__init__.py
 freealg/_geometric_form/_continuation_genus0.py
 freealg/_geometric_form/_continuation_genus1.py

freealg-0.7.1/freealg/__version__.py

@@ -1 +0,0 @@
-__version__ = "0.7.1"