hyhound 1.0.2a1__cp39-cp39-linux_armv6l.whl

hyhound/__init__.py

@@ -0,0 +1,8 @@
+"""
+Hyperbolic Householder transformations for Up- and Downdating Cholesky factorizations.
+"""
+
+__version__ = "1.0.2a1"
+
+from ._hyhound import *  # noqa: F403
+from ._hyhound import __version__ as __c_version__  # noqa: F401

hyhound/_hyhound.py

@@ -0,0 +1,14 @@
+import contextlib, importlib, os, sys
+
+_variant = os.getenv("HYHOUND_VARIANT")
+if _variant is None:
+    _variant = "generic"
+    with contextlib.suppress(ModuleNotFoundError):
+        from ._dispatch import get_dispatch_name
+
+        _variant = get_dispatch_name()
+
+_target_name = __name__ + "_" + _variant
+_target = importlib.import_module(_target_name, package=__package__)
+setattr(_target, "variant", _variant)
+sys.modules[__name__] = _target

hyhound/_hyhound.pyi

@@ -0,0 +1,235 @@
+from typing import Annotated, overload
+
+import numpy
+from numpy.typing import NDArray
+
+
+build_time: str = '2025-10-05T22:30:09Z'
+
+commit_hash: str = 'ab5d1ca1f14486665601ffa9462f4ff7215ae3bc'
+
+@overload
+def update_cholesky_inplace(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')]) -> None:
+    """
+    Cholesky factorization update. Overwrites its arguments.
+
+    L̃L̃ᵀ + ÃÃᵀ = LLᵀ + AAᵀ
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal, Fortran order
+        On entry, the original Cholesky factor L.
+        On exit, contains the updated Cholesky factor L̃.
+
+    A : (k × m), rectangular, Fortran order
+        On entry, the update matrix A.
+        On exit, contains the k-n bottom rows of the remaining update matrix Ã
+        (the top n rows of à are implicitly zero).
+        The top n rows of A are overwritten by Householder reflectors and are generally not useful.
+    """
+
+@overload
+def update_cholesky_inplace(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')]) -> None: ...
+
+@overload
+def downdate_cholesky_inplace(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')]) -> None:
+    """
+    Cholesky factorization downdate. Overwrites its arguments.
+
+    L̃L̃ᵀ - ÃÃᵀ = LLᵀ - AAᵀ
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal, Fortran order
+        On entry, the original Cholesky factor L.
+        On exit, contains the updated Cholesky factor L̃.
+
+    A : (k × m), rectangular, Fortran order
+        On entry, the downdate matrix A.
+        On exit, contains the k-n bottom rows of the remaining downdate matrix Ã
+        (the top n rows of à are implicitly zero).
+        The top n rows of A are overwritten by Householder reflectors and are generally not useful.
+    """
+
+@overload
+def downdate_cholesky_inplace(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')]) -> None: ...
+
+@overload
+def update_cholesky_sign_inplace(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], signs: Annotated[NDArray[numpy.float64], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> None:
+    """
+    Cholesky factorization update with signed columns. Overwrites its arguments.
+
+    L̃L̃ᵀ + ÃSÃᵀ = LLᵀ + ASAᵀ,
+    where S = np.diag(np.copysign(np.ones(m), signs)) and signs contains ±0.
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal, Fortran order
+        On entry, the original Cholesky factor L.
+        On exit, contains the updated Cholesky factor L̃.
+
+    A : (k × m), rectangular, Fortran order
+        On entry, the update matrix A.
+        On exit, contains the k-n bottom rows of the remaining update matrix Ã
+        (the top n rows of à are implicitly zero).
+        The top n rows of A are overwritten by Householder reflectors and are generally not useful.
+
+    signs : m-vector
+        Signs that determine whether a column of A is added (+0) or removed (-0).
+        Values other than ±0 are not allowed.
+    """
+
+@overload
+def update_cholesky_sign_inplace(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], signs: Annotated[NDArray[numpy.float32], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> None: ...
+
+@overload
+def update_cholesky_diag_inplace(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), order='F', device='cpu')], diag: Annotated[NDArray[numpy.float64], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> None:
+    """
+    Cholesky factorization update with diagonal scaling. Overwrites its arguments.
+
+    L̃L̃ᵀ + ÃDÃᵀ = LLᵀ + ADAᵀ,
+    where D = np.diag(diag).
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal, Fortran order
+        On entry, the original Cholesky factor L.
+        On exit, contains the updated Cholesky factor L̃.
+
+    A : (k × m), rectangular, Fortran order
+        On entry, the update matrix A.
+        On exit, contains the k-n bottom rows of the remaining update matrix Ã
+        (the top n rows of à are implicitly zero).
+        The top n rows of A are overwritten by Householder reflectors and are generally not useful.
+
+    diag : m-vector
+        Scale factors corresponding to the columns of A.
+    """
+
+@overload
+def update_cholesky_diag_inplace(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), order='F', device='cpu')], diag: Annotated[NDArray[numpy.float32], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> None: ...
+
+@overload
+def update_cholesky(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)]) -> tuple:
+    """
+    Cholesky factorization update. Returns updated copies.
+
+    L̃L̃ᵀ + ÃÃᵀ = LLᵀ + AAᵀ
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal
+        The original Cholesky factor.
+
+    A : (k × m), rectangular
+        The update matrix.
+
+    Returns
+    -------
+    L̃ : (k × n)
+        The updated Cholesky factor.
+
+    A_rem : (k × m)
+        Contains the k-n bottom rows of the remaining update matrix Ã.
+        The top n rows of à are zero (not stored explicitly).
+        The top n rows of A_rem contain Householder reflectors and are generally not useful.
+    """
+
+@overload
+def update_cholesky(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)]) -> tuple: ...
+
+@overload
+def downdate_cholesky(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)]) -> tuple:
+    """
+    Cholesky factorization downdate. Returns updated copies.
+
+    L̃L̃ᵀ - ÃÃᵀ = LLᵀ - AAᵀ
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal
+        The original Cholesky factor.
+
+    A : (k × m), rectangular
+        The downdate matrix.
+
+    Returns
+    -------
+    L̃ : (k × n)
+        The updated Cholesky factor.
+
+    A_rem : (k × m)
+        Contains the k-n bottom rows of the remaining downdate matrix Ã.
+        The top n rows of à are zero (not stored explicitly).
+        The top n rows of A_rem contain Householder reflectors and are generally not useful.
+    """
+
+@overload
+def downdate_cholesky(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)]) -> tuple: ...
+
+@overload
+def update_cholesky_sign(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], signs: Annotated[NDArray[numpy.float64], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> tuple:
+    """
+    Cholesky factorization update with signed columns. Returns updated copies.
+
+    L̃L̃ᵀ + ÃSÃᵀ = LLᵀ + ASAᵀ,
+    where S = np.diag(np.copysign(np.ones(m), signs)) and signs contains ±0.
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal
+        The original Cholesky factor.
+
+    A : (k × m), rectangular
+        The update matrix.
+
+    signs : m-vector
+        Signs that determine whether a column of A is added (+0) or removed (-0).
+        Values other than ±0 are not allowed.
+
+    Returns
+    -------
+    L̃ : (k × n)
+        The updated Cholesky factor.
+
+    A_rem : (k × m)
+        Contains the k-n bottom rows of the remaining update matrix Ã.
+        The top n rows of à are zero (not stored explicitly).
+        The top n rows of A_rem contain Householder reflectors and are generally not useful.
+    """
+
+@overload
+def update_cholesky_sign(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], signs: Annotated[NDArray[numpy.float32], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> tuple: ...
+
+@overload
+def update_cholesky_diag(L: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float64], dict(shape=(None, None), device='cpu', writable=False)], diag: Annotated[NDArray[numpy.float64], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> tuple:
+    """
+    Cholesky factorization update with diagonal scaling. Returns updated copies.
+
+    L̃L̃ᵀ + ÃDÃᵀ = LLᵀ + ADAᵀ,
+    where D = np.diag(diag).
+
+    Parameters
+    ----------
+    L : (k × n), lower-trapezoidal
+        The original Cholesky factor.
+
+    A : (k × m), rectangular
+        The update matrix.
+
+    diag : m-vector
+        Scale factors corresponding to the columns of A.
+
+    Returns
+    -------
+    L̃ : (k × n)
+        The updated Cholesky factor.
+
+    A_rem : (k × m)
+        Contains the k-n bottom rows of the remaining update matrix Ã.
+        The top n rows of à are zero (not stored explicitly).
+        The top n rows of A_rem contain Householder reflectors and are generally not useful.
+    """
+
+@overload
+def update_cholesky_diag(L: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], A: Annotated[NDArray[numpy.float32], dict(shape=(None, None), device='cpu', writable=False)], diag: Annotated[NDArray[numpy.float32], dict(shape=(None,), order='A', device='cpu', writable=False)]) -> tuple: ...

hyhound-1.0.2a1.dist-info/METADATA

@@ -0,0 +1,98 @@
+Metadata-Version: 2.4
+Name: hyhound
+Version: 1.0.2a1
+Summary: Hyperbolic Householder transformations for Up- and Downdating Cholesky factorizations.
+Keywords: linear-algebra,cholesky,update,downdate,matrix
+Author-Email: Pieter P <pieter.p.dev@outlook.com>
+License-Expression: LGPL-3.0-or-later
+License-File: LICENSE
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: MacOS
+Classifier: Typing :: Typed
+Project-URL: Documentation, https://kul-optec.github.io/hyhound
+Project-URL: Source, https://github.com/kul-optec/hyhound
+Project-URL: Bug Tracker, https://github.com/kul-optec/hyhound/issues
+Requires-Python: >=3.9
+Requires-Dist: numpy<3
+Provides-Extra: test
+Requires-Dist: pytest<9,>=7.2.0; extra == "test"
+Description-Content-Type: text/x-rst
+
+.. image:: https://img.shields.io/badge/arXiv-Preprint-b31b1b
+   :target: https://arxiv.org/abs/2503.15372v1
+   :alt: arXiv Preprint
+
+.. image:: https://github.com/kul-optec/hyhound/actions/workflows/linux.yml/badge.svg
+   :target: https://github.com/kul-optec/hyhound/actions/workflows/linux.yml
+   :alt: CI: Linux
+
+.. image:: https://img.shields.io/pypi/dm/hyhound?label=PyPI&logo=python
+   :target: https://pypi.org/project/hyhound
+   :alt: PyPI Downloads
+
+
+hyhound
+=======
+
+**Hy**\perbolic **Ho**\useholder transformations for **U**\p- ‘**n**’ **D**\owndating Cholesky factorizations.
+
+
+Purpose
+-------
+
+Given a Cholesky factor :math:`L` of a dense matrix :math:`H`, the
+``hyhound::update_cholesky`` function computes the Cholesky factor
+:math:`\tilde L` of the matrix
+
+.. math::
+
+   \tilde H = \tilde L \tilde L^\top = H + A \Sigma A^\top,
+
+where :math:`H,\tilde H\in\mathbb{R}^{n\times n}` with :math:`H \succ 0`
+and :math:`\tilde H \succ 0`, :math:`A \in \mathbb{R}^{n\times m}`,
+:math:`\Sigma \in \mathbb{R}^{m\times m}` diagonal,
+and :math:`L, \tilde L\in\mathbb{R}^{n\times n}` lower triangular.
+
+Computing :math:`\tilde L` in this way is done in
+:math:`mn^2 + \mathcal{O}(n^2 + mn)` operations rather than the
+:math:`\tfrac16 n^3 + \tfrac12 mn^2 + \mathcal{O}(n^2 + mn)` operations
+required for the explicit evaluation and factorization of :math:`\tilde H`.
+When :math:`m \ll n`, this results in a considerable speedup over full
+factorization, enabling efficient low-rank updates of Cholesky
+factorizations, for use in e.g. iterative algorithms for numerical
+optimization.
+
+Additionally, hyhound includes efficient routines for updating
+factorizations of the Riccati recursion for optimal control problems.
+
+
+Preprint
+--------
+
+The paper describing the algorithms in this repository can be found on arXiv:  
+`https://arxiv.org/abs/2503.15372v1 <https://arxiv.org/abs/2503.15372v1>`_
+
+.. code-block:: bibtex
+
+   @misc{pas_blocked_2025,
+      title = {Blocked {Cholesky} factorization updates of the {Riccati} recursion using hyperbolic {Householder} transformations},
+      url = {http://arxiv.org/abs/2503.15372},
+      doi = {10.48550/arXiv.2503.15372},
+      publisher = {arXiv},
+      author = {Pas, Pieter and Patrinos, Panagiotis},
+      month = mar,
+      year = {2025},
+      note = {Accepted for publication in the Proceedings of CDC 2025}
+   }

hyhound-1.0.2a1.dist-info/RECORD

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+hyhound/_hyhound.py,sha256=Qq4QcfETX6JJ8bta2vX4JM2dA9BZtHvfmhOiztQOPWU,446
+hyhound/_hyhound.pyi,sha256=FYMsgReExWKPbFNDBpEX_VSVMIwizn8IodQeXIr1txs,10480
+hyhound/_hyhound_generic.cpython-39-arm-linux-gnueabihf.so,sha256=045D5757JxaquQRK95r3WsPSEFHm9VJ9vAnyvDsH2EY,802864
+hyhound/libnanobind-hyhound.so,sha256=mEcShAQ2wnXNeXjCetiB-d4DW2EXpI9EI9pyLjFdiAk,299664
+hyhound/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+hyhound-1.0.2a1.dist-info/METADATA,sha256=Vbl_u4t1EIqbSddPclr_MkpGfRZe7fuskdMu55UfVZE,3745
+hyhound-1.0.2a1.dist-info/WHEEL,sha256=o_F7pRSYYuMBU2Z9-dwRIC3BPWGqpVTfzWFz0Ba7rBI,94
+hyhound-1.0.2a1.dist-info/entry_points.txt,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+hyhound-1.0.2a1.dist-info/licenses/LICENSE,sha256=46mU2C5kSwOnkqkw9XQAJlhBL2JAf1_uCD8lVcXyMRg,7652
+hyhound-1.0.2a1.dist-info/RECORD,,

hyhound-1.0.2a1.dist-info/WHEEL

@@ -0,0 +1,4 @@
+Wheel-Version: 1.0
+Generator: distlib 0.4.0
+Root-Is-Purelib: false
+Tag: cp39-cp39-linux_armv6l

hyhound-1.0.2a1.dist-info/licenses/LICENSE

@@ -0,0 +1,165 @@
+                   GNU LESSER GENERAL PUBLIC LICENSE
+                       Version 3, 29 June 2007
+
+ Copyright (C) 2007 Free Software Foundation, Inc. <https://fsf.org/>
+ Everyone is permitted to copy and distribute verbatim copies
+ of this license document, but changing it is not allowed.
+
+
+  This version of the GNU Lesser General Public License incorporates
+the terms and conditions of version 3 of the GNU General Public
+License, supplemented by the additional permissions listed below.
+
+  0. Additional Definitions.
+
+  As used herein, "this License" refers to version 3 of the GNU Lesser
+General Public License, and the "GNU GPL" refers to version 3 of the GNU
+General Public License.
+
+  "The Library" refers to a covered work governed by this License,
+other than an Application or a Combined Work as defined below.
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+  An "Application" is any work that makes use of an interface provided
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+   is a work based on the Library, and explaining where to find the
+   accompanying uncombined form of the same work.
+
+  6. Revised Versions of the GNU Lesser General Public License.
+
+  The Free Software Foundation may publish revised and/or new versions
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