numpy 1.9.3__zip → 1.10.0__zip

numpy-1.10.0.post2/numpy/linalg/linalg.py

@@ -0,0 +1,2406 @@
+"""Lite version of scipy.linalg.
+
+Notes
+-----
+This module is a lite version of the linalg.py module in SciPy which
+contains high-level Python interface to the LAPACK library.  The lite
+version only accesses the following LAPACK functions: dgesv, zgesv,
+dgeev, zgeev, dgesdd, zgesdd, dgelsd, zgelsd, dsyevd, zheevd, dgetrf,
+zgetrf, dpotrf, zpotrf, dgeqrf, zgeqrf, zungqr, dorgqr.
+"""
+from __future__ import division, absolute_import, print_function
+
+
+__all__ = ['matrix_power', 'solve', 'tensorsolve', 'tensorinv', 'inv',
+           'cholesky', 'eigvals', 'eigvalsh', 'pinv', 'slogdet', 'det',
+           'svd', 'eig', 'eigh', 'lstsq', 'norm', 'qr', 'cond', 'matrix_rank',
+           'LinAlgError', 'multi_dot']
+
+import warnings
+
+from numpy.core import (
+    array, asarray, zeros, empty, empty_like, transpose, intc, single, double,
+    csingle, cdouble, inexact, complexfloating, newaxis, ravel, all, Inf, dot,
+    add, multiply, sqrt, maximum, fastCopyAndTranspose, sum, isfinite, size,
+    finfo, errstate, geterrobj, longdouble, rollaxis, amin, amax, product, abs,
+    broadcast, atleast_2d, intp, asanyarray, isscalar
+    )
+from numpy.lib import triu, asfarray
+from numpy.linalg import lapack_lite, _umath_linalg
+from numpy.matrixlib.defmatrix import matrix_power
+from numpy.compat import asbytes
+
+# For Python2/3 compatibility
+_N = asbytes('N')
+_V = asbytes('V')
+_A = asbytes('A')
+_S = asbytes('S')
+_L = asbytes('L')
+
+fortran_int = intc
+
+# Error object
+class LinAlgError(Exception):
+    """
+    Generic Python-exception-derived object raised by linalg functions.
+
+    General purpose exception class, derived from Python's exception.Exception
+    class, programmatically raised in linalg functions when a Linear
+    Algebra-related condition would prevent further correct execution of the
+    function.
+
+    Parameters
+    ----------
+    None
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+    >>> LA.inv(np.zeros((2,2)))
+    Traceback (most recent call last):
+      File "<stdin>", line 1, in <module>
+      File "...linalg.py", line 350,
+        in inv return wrap(solve(a, identity(a.shape[0], dtype=a.dtype)))
+      File "...linalg.py", line 249,
+        in solve
+        raise LinAlgError('Singular matrix')
+    numpy.linalg.LinAlgError: Singular matrix
+
+    """
+    pass
+
+# Dealing with errors in _umath_linalg
+
+_linalg_error_extobj = None
+
+def _determine_error_states():
+    global _linalg_error_extobj
+    errobj = geterrobj()
+    bufsize = errobj[0]
+
+    with errstate(invalid='call', over='ignore',
+                  divide='ignore', under='ignore'):
+        invalid_call_errmask = geterrobj()[1]
+
+    _linalg_error_extobj = [bufsize, invalid_call_errmask, None]
+
+_determine_error_states()
+
+def _raise_linalgerror_singular(err, flag):
+    raise LinAlgError("Singular matrix")
+
+def _raise_linalgerror_nonposdef(err, flag):
+    raise LinAlgError("Matrix is not positive definite")
+
+def _raise_linalgerror_eigenvalues_nonconvergence(err, flag):
+    raise LinAlgError("Eigenvalues did not converge")
+
+def _raise_linalgerror_svd_nonconvergence(err, flag):
+    raise LinAlgError("SVD did not converge")
+
+def get_linalg_error_extobj(callback):
+    extobj = list(_linalg_error_extobj)
+    extobj[2] = callback
+    return extobj
+
+def _makearray(a):
+    new = asarray(a)
+    wrap = getattr(a, "__array_prepare__", new.__array_wrap__)
+    return new, wrap
+
+def isComplexType(t):
+    return issubclass(t, complexfloating)
+
+_real_types_map = {single : single,
+                   double : double,
+                   csingle : single,
+                   cdouble : double}
+
+_complex_types_map = {single : csingle,
+                      double : cdouble,
+                      csingle : csingle,
+                      cdouble : cdouble}
+
+def _realType(t, default=double):
+    return _real_types_map.get(t, default)
+
+def _complexType(t, default=cdouble):
+    return _complex_types_map.get(t, default)
+
+def _linalgRealType(t):
+    """Cast the type t to either double or cdouble."""
+    return double
+
+_complex_types_map = {single : csingle,
+                      double : cdouble,
+                      csingle : csingle,
+                      cdouble : cdouble}
+
+def _commonType(*arrays):
+    # in lite version, use higher precision (always double or cdouble)
+    result_type = single
+    is_complex = False
+    for a in arrays:
+        if issubclass(a.dtype.type, inexact):
+            if isComplexType(a.dtype.type):
+                is_complex = True
+            rt = _realType(a.dtype.type, default=None)
+            if rt is None:
+                # unsupported inexact scalar
+                raise TypeError("array type %s is unsupported in linalg" %
+                        (a.dtype.name,))
+        else:
+            rt = double
+        if rt is double:
+            result_type = double
+    if is_complex:
+        t = cdouble
+        result_type = _complex_types_map[result_type]
+    else:
+        t = double
+    return t, result_type
+
+
+# _fastCopyAndTranpose assumes the input is 2D (as all the calls in here are).
+
+_fastCT = fastCopyAndTranspose
+
+def _to_native_byte_order(*arrays):
+    ret = []
+    for arr in arrays:
+        if arr.dtype.byteorder not in ('=', '|'):
+            ret.append(asarray(arr, dtype=arr.dtype.newbyteorder('=')))
+        else:
+            ret.append(arr)
+    if len(ret) == 1:
+        return ret[0]
+    else:
+        return ret
+
+def _fastCopyAndTranspose(type, *arrays):
+    cast_arrays = ()
+    for a in arrays:
+        if a.dtype.type is type:
+            cast_arrays = cast_arrays + (_fastCT(a),)
+        else:
+            cast_arrays = cast_arrays + (_fastCT(a.astype(type)),)
+    if len(cast_arrays) == 1:
+        return cast_arrays[0]
+    else:
+        return cast_arrays
+
+def _assertRank2(*arrays):
+    for a in arrays:
+        if len(a.shape) != 2:
+            raise LinAlgError('%d-dimensional array given. Array must be '
+                    'two-dimensional' % len(a.shape))
+
+def _assertRankAtLeast2(*arrays):
+    for a in arrays:
+        if len(a.shape) < 2:
+            raise LinAlgError('%d-dimensional array given. Array must be '
+                    'at least two-dimensional' % len(a.shape))
+
+def _assertSquareness(*arrays):
+    for a in arrays:
+        if max(a.shape) != min(a.shape):
+            raise LinAlgError('Array must be square')
+
+def _assertNdSquareness(*arrays):
+    for a in arrays:
+        if max(a.shape[-2:]) != min(a.shape[-2:]):
+            raise LinAlgError('Last 2 dimensions of the array must be square')
+
+def _assertFinite(*arrays):
+    for a in arrays:
+        if not (isfinite(a).all()):
+            raise LinAlgError("Array must not contain infs or NaNs")
+
+def _assertNoEmpty2d(*arrays):
+    for a in arrays:
+        if a.size == 0 and product(a.shape[-2:]) == 0:
+            raise LinAlgError("Arrays cannot be empty")
+
+
+# Linear equations
+
+def tensorsolve(a, b, axes=None):
+    """
+    Solve the tensor equation ``a x = b`` for x.
+
+    It is assumed that all indices of `x` are summed over in the product,
+    together with the rightmost indices of `a`, as is done in, for example,
+    ``tensordot(a, x, axes=len(b.shape))``.
+
+    Parameters
+    ----------
+    a : array_like
+        Coefficient tensor, of shape ``b.shape + Q``. `Q`, a tuple, equals
+        the shape of that sub-tensor of `a` consisting of the appropriate
+        number of its rightmost indices, and must be such that
+        ``prod(Q) == prod(b.shape)`` (in which sense `a` is said to be
+        'square').
+    b : array_like
+        Right-hand tensor, which can be of any shape.
+    axes : tuple of ints, optional
+        Axes in `a` to reorder to the right, before inversion.
+        If None (default), no reordering is done.
+
+    Returns
+    -------
+    x : ndarray, shape Q
+
+    Raises
+    ------
+    LinAlgError
+        If `a` is singular or not 'square' (in the above sense).
+
+    See Also
+    --------
+    tensordot, tensorinv, einsum
+
+    Examples
+    --------
+    >>> a = np.eye(2*3*4)
+    >>> a.shape = (2*3, 4, 2, 3, 4)
+    >>> b = np.random.randn(2*3, 4)
+    >>> x = np.linalg.tensorsolve(a, b)
+    >>> x.shape
+    (2, 3, 4)
+    >>> np.allclose(np.tensordot(a, x, axes=3), b)
+    True
+
+    """
+    a, wrap = _makearray(a)
+    b = asarray(b)
+    an = a.ndim
+
+    if axes is not None:
+        allaxes = list(range(0, an))
+        for k in axes:
+            allaxes.remove(k)
+            allaxes.insert(an, k)
+        a = a.transpose(allaxes)
+
+    oldshape = a.shape[-(an-b.ndim):]
+    prod = 1
+    for k in oldshape:
+        prod *= k
+
+    a = a.reshape(-1, prod)
+    b = b.ravel()
+    res = wrap(solve(a, b))
+    res.shape = oldshape
+    return res
+
+def solve(a, b):
+    """
+    Solve a linear matrix equation, or system of linear scalar equations.
+
+    Computes the "exact" solution, `x`, of the well-determined, i.e., full
+    rank, linear matrix equation `ax = b`.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        Coefficient matrix.
+    b : {(..., M,), (..., M, K)}, array_like
+        Ordinate or "dependent variable" values.
+
+    Returns
+    -------
+    x : {(..., M,), (..., M, K)} ndarray
+        Solution to the system a x = b.  Returned shape is identical to `b`.
+
+    Raises
+    ------
+    LinAlgError
+        If `a` is singular or not square.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The solutions are computed using LAPACK routine _gesv
+
+    `a` must be square and of full-rank, i.e., all rows (or, equivalently,
+    columns) must be linearly independent; if either is not true, use
+    `lstsq` for the least-squares best "solution" of the
+    system/equation.
+
+    References
+    ----------
+    .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando,
+           FL, Academic Press, Inc., 1980, pg. 22.
+
+    Examples
+    --------
+    Solve the system of equations ``3 * x0 + x1 = 9`` and ``x0 + 2 * x1 = 8``:
+
+    >>> a = np.array([[3,1], [1,2]])
+    >>> b = np.array([9,8])
+    >>> x = np.linalg.solve(a, b)
+    >>> x
+    array([ 2.,  3.])
+
+    Check that the solution is correct:
+
+    >>> np.allclose(np.dot(a, x), b)
+    True
+
+    """
+    a, _ = _makearray(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    b, wrap = _makearray(b)
+    t, result_t = _commonType(a, b)
+
+    # We use the b = (..., M,) logic, only if the number of extra dimensions
+    # match exactly
+    if b.ndim == a.ndim - 1:
+        if a.shape[-1] == 0 and b.shape[-1] == 0:
+            # Legal, but the ufunc cannot handle the 0-sized inner dims
+            # let the ufunc handle all wrong cases.
+            a = a.reshape(a.shape[:-1])
+            bc = broadcast(a, b)
+            return wrap(empty(bc.shape, dtype=result_t))
+
+        gufunc = _umath_linalg.solve1
+    else:
+        if b.size == 0:
+            if (a.shape[-1] == 0 and b.shape[-2] == 0) or b.shape[-1] == 0:
+                a = a[:,:1].reshape(a.shape[:-1] + (1,))
+                bc = broadcast(a, b)
+                return wrap(empty(bc.shape, dtype=result_t))
+
+        gufunc = _umath_linalg.solve
+
+    signature = 'DD->D' if isComplexType(t) else 'dd->d'
+    extobj = get_linalg_error_extobj(_raise_linalgerror_singular)
+    r = gufunc(a, b, signature=signature, extobj=extobj)
+
+    return wrap(r.astype(result_t, copy=False))
+
+
+def tensorinv(a, ind=2):
+    """
+    Compute the 'inverse' of an N-dimensional array.
+
+    The result is an inverse for `a` relative to the tensordot operation
+    ``tensordot(a, b, ind)``, i. e., up to floating-point accuracy,
+    ``tensordot(tensorinv(a), a, ind)`` is the "identity" tensor for the
+    tensordot operation.
+
+    Parameters
+    ----------
+    a : array_like
+        Tensor to 'invert'. Its shape must be 'square', i. e.,
+        ``prod(a.shape[:ind]) == prod(a.shape[ind:])``.
+    ind : int, optional
+        Number of first indices that are involved in the inverse sum.
+        Must be a positive integer, default is 2.
+
+    Returns
+    -------
+    b : ndarray
+        `a`'s tensordot inverse, shape ``a.shape[ind:] + a.shape[:ind]``.
+
+    Raises
+    ------
+    LinAlgError
+        If `a` is singular or not 'square' (in the above sense).
+
+    See Also
+    --------
+    tensordot, tensorsolve
+
+    Examples
+    --------
+    >>> a = np.eye(4*6)
+    >>> a.shape = (4, 6, 8, 3)
+    >>> ainv = np.linalg.tensorinv(a, ind=2)
+    >>> ainv.shape
+    (8, 3, 4, 6)
+    >>> b = np.random.randn(4, 6)
+    >>> np.allclose(np.tensordot(ainv, b), np.linalg.tensorsolve(a, b))
+    True
+
+    >>> a = np.eye(4*6)
+    >>> a.shape = (24, 8, 3)
+    >>> ainv = np.linalg.tensorinv(a, ind=1)
+    >>> ainv.shape
+    (8, 3, 24)
+    >>> b = np.random.randn(24)
+    >>> np.allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b))
+    True
+
+    """
+    a = asarray(a)
+    oldshape = a.shape
+    prod = 1
+    if ind > 0:
+        invshape = oldshape[ind:] + oldshape[:ind]
+        for k in oldshape[ind:]:
+            prod *= k
+    else:
+        raise ValueError("Invalid ind argument.")
+    a = a.reshape(prod, -1)
+    ia = inv(a)
+    return ia.reshape(*invshape)
+
+
+# Matrix inversion
+
+def inv(a):
+    """
+    Compute the (multiplicative) inverse of a matrix.
+
+    Given a square matrix `a`, return the matrix `ainv` satisfying
+    ``dot(a, ainv) = dot(ainv, a) = eye(a.shape[0])``.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        Matrix to be inverted.
+
+    Returns
+    -------
+    ainv : (..., M, M) ndarray or matrix
+        (Multiplicative) inverse of the matrix `a`.
+
+    Raises
+    ------
+    LinAlgError
+        If `a` is not square or inversion fails.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    Examples
+    --------
+    >>> from numpy.linalg import inv
+    >>> a = np.array([[1., 2.], [3., 4.]])
+    >>> ainv = inv(a)
+    >>> np.allclose(np.dot(a, ainv), np.eye(2))
+    True
+    >>> np.allclose(np.dot(ainv, a), np.eye(2))
+    True
+
+    If a is a matrix object, then the return value is a matrix as well:
+
+    >>> ainv = inv(np.matrix(a))
+    >>> ainv
+    matrix([[-2. ,  1. ],
+            [ 1.5, -0.5]])
+
+    Inverses of several matrices can be computed at once:
+
+    >>> a = np.array([[[1., 2.], [3., 4.]], [[1, 3], [3, 5]]])
+    >>> inv(a)
+    array([[[-2. ,  1. ],
+            [ 1.5, -0.5]],
+           [[-5. ,  2. ],
+            [ 3. , -1. ]]])
+
+    """
+    a, wrap = _makearray(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+
+    if a.shape[-1] == 0:
+        # The inner array is 0x0, the ufunc cannot handle this case
+        return wrap(empty_like(a, dtype=result_t))
+
+    signature = 'D->D' if isComplexType(t) else 'd->d'
+    extobj = get_linalg_error_extobj(_raise_linalgerror_singular)
+    ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj)
+    return wrap(ainv.astype(result_t, copy=False))
+
+
+# Cholesky decomposition
+
+def cholesky(a):
+    """
+    Cholesky decomposition.
+
+    Return the Cholesky decomposition, `L * L.H`, of the square matrix `a`,
+    where `L` is lower-triangular and .H is the conjugate transpose operator
+    (which is the ordinary transpose if `a` is real-valued).  `a` must be
+    Hermitian (symmetric if real-valued) and positive-definite.  Only `L` is
+    actually returned.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        Hermitian (symmetric if all elements are real), positive-definite
+        input matrix.
+
+    Returns
+    -------
+    L : (..., M, M) array_like
+        Upper or lower-triangular Cholesky factor of `a`.  Returns a
+        matrix object if `a` is a matrix object.
+
+    Raises
+    ------
+    LinAlgError
+       If the decomposition fails, for example, if `a` is not
+       positive-definite.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The Cholesky decomposition is often used as a fast way of solving
+
+    .. math:: A \\mathbf{x} = \\mathbf{b}
+
+    (when `A` is both Hermitian/symmetric and positive-definite).
+
+    First, we solve for :math:`\\mathbf{y}` in
+
+    .. math:: L \\mathbf{y} = \\mathbf{b},
+
+    and then for :math:`\\mathbf{x}` in
+
+    .. math:: L.H \\mathbf{x} = \\mathbf{y}.
+
+    Examples
+    --------
+    >>> A = np.array([[1,-2j],[2j,5]])
+    >>> A
+    array([[ 1.+0.j,  0.-2.j],
+           [ 0.+2.j,  5.+0.j]])
+    >>> L = np.linalg.cholesky(A)
+    >>> L
+    array([[ 1.+0.j,  0.+0.j],
+           [ 0.+2.j,  1.+0.j]])
+    >>> np.dot(L, L.T.conj()) # verify that L * L.H = A
+    array([[ 1.+0.j,  0.-2.j],
+           [ 0.+2.j,  5.+0.j]])
+    >>> A = [[1,-2j],[2j,5]] # what happens if A is only array_like?
+    >>> np.linalg.cholesky(A) # an ndarray object is returned
+    array([[ 1.+0.j,  0.+0.j],
+           [ 0.+2.j,  1.+0.j]])
+    >>> # But a matrix object is returned if A is a matrix object
+    >>> LA.cholesky(np.matrix(A))
+    matrix([[ 1.+0.j,  0.+0.j],
+            [ 0.+2.j,  1.+0.j]])
+
+    """
+    extobj = get_linalg_error_extobj(_raise_linalgerror_nonposdef)
+    gufunc = _umath_linalg.cholesky_lo
+    a, wrap = _makearray(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+    signature = 'D->D' if isComplexType(t) else 'd->d'
+    r = gufunc(a, signature=signature, extobj=extobj)
+    return wrap(r.astype(result_t, copy=False))
+
+# QR decompostion
+
+def qr(a, mode='reduced'):
+    """
+    Compute the qr factorization of a matrix.
+
+    Factor the matrix `a` as *qr*, where `q` is orthonormal and `r` is
+    upper-triangular.
+
+    Parameters
+    ----------
+    a : array_like, shape (M, N)
+        Matrix to be factored.
+    mode : {'reduced', 'complete', 'r', 'raw', 'full', 'economic'}, optional
+        If K = min(M, N), then
+
+        'reduced'  : returns q, r with dimensions (M, K), (K, N) (default)
+        'complete' : returns q, r with dimensions (M, M), (M, N)
+        'r'        : returns r only with dimensions (K, N)
+        'raw'      : returns h, tau with dimensions (N, M), (K,)
+        'full'     : alias of 'reduced', deprecated
+        'economic' : returns h from 'raw', deprecated.
+
+        The options 'reduced', 'complete, and 'raw' are new in numpy 1.8,
+        see the notes for more information. The default is 'reduced' and to
+        maintain backward compatibility with earlier versions of numpy both
+        it and the old default 'full' can be omitted. Note that array h
+        returned in 'raw' mode is transposed for calling Fortran. The
+        'economic' mode is deprecated.  The modes 'full' and 'economic' may
+        be passed using only the first letter for backwards compatibility,
+        but all others must be spelled out. See the Notes for more
+        explanation.
+
+
+    Returns
+    -------
+    q : ndarray of float or complex, optional
+        A matrix with orthonormal columns. When mode = 'complete' the
+        result is an orthogonal/unitary matrix depending on whether or not
+        a is real/complex. The determinant may be either +/- 1 in that
+        case.
+    r : ndarray of float or complex, optional
+        The upper-triangular matrix.
+    (h, tau) : ndarrays of np.double or np.cdouble, optional
+        The array h contains the Householder reflectors that generate q
+        along with r. The tau array contains scaling factors for the
+        reflectors. In the deprecated  'economic' mode only h is returned.
+
+    Raises
+    ------
+    LinAlgError
+        If factoring fails.
+
+    Notes
+    -----
+    This is an interface to the LAPACK routines dgeqrf, zgeqrf,
+    dorgqr, and zungqr.
+
+    For more information on the qr factorization, see for example:
+    http://en.wikipedia.org/wiki/QR_factorization
+
+    Subclasses of `ndarray` are preserved except for the 'raw' mode. So if
+    `a` is of type `matrix`, all the return values will be matrices too.
+
+    New 'reduced', 'complete', and 'raw' options for mode were added in
+    Numpy 1.8 and the old option 'full' was made an alias of 'reduced'.  In
+    addition the options 'full' and 'economic' were deprecated.  Because
+    'full' was the previous default and 'reduced' is the new default,
+    backward compatibility can be maintained by letting `mode` default.
+    The 'raw' option was added so that LAPACK routines that can multiply
+    arrays by q using the Householder reflectors can be used. Note that in
+    this case the returned arrays are of type np.double or np.cdouble and
+    the h array is transposed to be FORTRAN compatible.  No routines using
+    the 'raw' return are currently exposed by numpy, but some are available
+    in lapack_lite and just await the necessary work.
+
+    Examples
+    --------
+    >>> a = np.random.randn(9, 6)
+    >>> q, r = np.linalg.qr(a)
+    >>> np.allclose(a, np.dot(q, r))  # a does equal qr
+    True
+    >>> r2 = np.linalg.qr(a, mode='r')
+    >>> r3 = np.linalg.qr(a, mode='economic')
+    >>> np.allclose(r, r2)  # mode='r' returns the same r as mode='full'
+    True
+    >>> # But only triu parts are guaranteed equal when mode='economic'
+    >>> np.allclose(r, np.triu(r3[:6,:6], k=0))
+    True
+
+    Example illustrating a common use of `qr`: solving of least squares
+    problems
+
+    What are the least-squares-best `m` and `y0` in ``y = y0 + mx`` for
+    the following data: {(0,1), (1,0), (1,2), (2,1)}. (Graph the points
+    and you'll see that it should be y0 = 0, m = 1.)  The answer is provided
+    by solving the over-determined matrix equation ``Ax = b``, where::
+
+      A = array([[0, 1], [1, 1], [1, 1], [2, 1]])
+      x = array([[y0], [m]])
+      b = array([[1], [0], [2], [1]])
+
+    If A = qr such that q is orthonormal (which is always possible via
+    Gram-Schmidt), then ``x = inv(r) * (q.T) * b``.  (In numpy practice,
+    however, we simply use `lstsq`.)
+
+    >>> A = np.array([[0, 1], [1, 1], [1, 1], [2, 1]])
+    >>> A
+    array([[0, 1],
+           [1, 1],
+           [1, 1],
+           [2, 1]])
+    >>> b = np.array([1, 0, 2, 1])
+    >>> q, r = LA.qr(A)
+    >>> p = np.dot(q.T, b)
+    >>> np.dot(LA.inv(r), p)
+    array([  1.1e-16,   1.0e+00])
+
+    """
+    if mode not in ('reduced', 'complete', 'r', 'raw'):
+        if mode in ('f', 'full'):
+            # 2013-04-01, 1.8
+            msg = "".join((
+                    "The 'full' option is deprecated in favor of 'reduced'.\n",
+                    "For backward compatibility let mode default."))
+            warnings.warn(msg, DeprecationWarning)
+            mode = 'reduced'
+        elif mode in ('e', 'economic'):
+            # 2013-04-01, 1.8
+            msg = "The 'economic' option is deprecated.",
+            warnings.warn(msg, DeprecationWarning)
+            mode = 'economic'
+        else:
+            raise ValueError("Unrecognized mode '%s'" % mode)
+
+    a, wrap = _makearray(a)
+    _assertRank2(a)
+    _assertNoEmpty2d(a)
+    m, n = a.shape
+    t, result_t = _commonType(a)
+    a = _fastCopyAndTranspose(t, a)
+    a = _to_native_byte_order(a)
+    mn = min(m, n)
+    tau = zeros((mn,), t)
+    if isComplexType(t):
+        lapack_routine = lapack_lite.zgeqrf
+        routine_name = 'zgeqrf'
+    else:
+        lapack_routine = lapack_lite.dgeqrf
+        routine_name = 'dgeqrf'
+
+    # calculate optimal size of work data 'work'
+    lwork = 1
+    work = zeros((lwork,), t)
+    results = lapack_routine(m, n, a, m, tau, work, -1, 0)
+    if results['info'] != 0:
+        raise LinAlgError('%s returns %d' % (routine_name, results['info']))
+
+    # do qr decomposition
+    lwork = int(abs(work[0]))
+    work = zeros((lwork,), t)
+    results = lapack_routine(m, n, a, m, tau, work, lwork, 0)
+    if results['info'] != 0:
+        raise LinAlgError('%s returns %d' % (routine_name, results['info']))
+
+    # handle modes that don't return q
+    if mode == 'r':
+        r = _fastCopyAndTranspose(result_t, a[:, :mn])
+        return wrap(triu(r))
+
+    if mode == 'raw':
+        return a, tau
+
+    if mode == 'economic':
+        if t != result_t :
+            a = a.astype(result_t, copy=False)
+        return wrap(a.T)
+
+    #  generate q from a
+    if mode == 'complete' and m > n:
+        mc = m
+        q = empty((m, m), t)
+    else:
+        mc = mn
+        q = empty((n, m), t)
+    q[:n] = a
+
+    if isComplexType(t):
+        lapack_routine = lapack_lite.zungqr
+        routine_name = 'zungqr'
+    else:
+        lapack_routine = lapack_lite.dorgqr
+        routine_name = 'dorgqr'
+
+    # determine optimal lwork
+    lwork = 1
+    work = zeros((lwork,), t)
+    results = lapack_routine(m, mc, mn, q, m, tau, work, -1, 0)
+    if results['info'] != 0:
+        raise LinAlgError('%s returns %d' % (routine_name, results['info']))
+
+    # compute q
+    lwork = int(abs(work[0]))
+    work = zeros((lwork,), t)
+    results = lapack_routine(m, mc, mn, q, m, tau, work, lwork, 0)
+    if results['info'] != 0:
+        raise LinAlgError('%s returns %d' % (routine_name, results['info']))
+
+    q = _fastCopyAndTranspose(result_t, q[:mc])
+    r = _fastCopyAndTranspose(result_t, a[:, :mc])
+
+    return wrap(q), wrap(triu(r))
+
+
+# Eigenvalues
+
+
+def eigvals(a):
+    """
+    Compute the eigenvalues of a general matrix.
+
+    Main difference between `eigvals` and `eig`: the eigenvectors aren't
+    returned.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        A complex- or real-valued matrix whose eigenvalues will be computed.
+
+    Returns
+    -------
+    w : (..., M,) ndarray
+        The eigenvalues, each repeated according to its multiplicity.
+        They are not necessarily ordered, nor are they necessarily
+        real for real matrices.
+
+    Raises
+    ------
+    LinAlgError
+        If the eigenvalue computation does not converge.
+
+    See Also
+    --------
+    eig : eigenvalues and right eigenvectors of general arrays
+    eigvalsh : eigenvalues of symmetric or Hermitian arrays.
+    eigh : eigenvalues and eigenvectors of symmetric/Hermitian arrays.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    This is implemented using the _geev LAPACK routines which compute
+    the eigenvalues and eigenvectors of general square arrays.
+
+    Examples
+    --------
+    Illustration, using the fact that the eigenvalues of a diagonal matrix
+    are its diagonal elements, that multiplying a matrix on the left
+    by an orthogonal matrix, `Q`, and on the right by `Q.T` (the transpose
+    of `Q`), preserves the eigenvalues of the "middle" matrix.  In other words,
+    if `Q` is orthogonal, then ``Q * A * Q.T`` has the same eigenvalues as
+    ``A``:
+
+    >>> from numpy import linalg as LA
+    >>> x = np.random.random()
+    >>> Q = np.array([[np.cos(x), -np.sin(x)], [np.sin(x), np.cos(x)]])
+    >>> LA.norm(Q[0, :]), LA.norm(Q[1, :]), np.dot(Q[0, :],Q[1, :])
+    (1.0, 1.0, 0.0)
+
+    Now multiply a diagonal matrix by Q on one side and by Q.T on the other:
+
+    >>> D = np.diag((-1,1))
+    >>> LA.eigvals(D)
+    array([-1.,  1.])
+    >>> A = np.dot(Q, D)
+    >>> A = np.dot(A, Q.T)
+    >>> LA.eigvals(A)
+    array([ 1., -1.])
+
+    """
+    a, wrap = _makearray(a)
+    _assertNoEmpty2d(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    _assertFinite(a)
+    t, result_t = _commonType(a)
+
+    extobj = get_linalg_error_extobj(
+        _raise_linalgerror_eigenvalues_nonconvergence)
+    signature = 'D->D' if isComplexType(t) else 'd->D'
+    w = _umath_linalg.eigvals(a, signature=signature, extobj=extobj)
+
+    if not isComplexType(t):
+        if all(w.imag == 0):
+            w = w.real
+            result_t = _realType(result_t)
+        else:
+            result_t = _complexType(result_t)
+
+    return w.astype(result_t, copy=False)
+
+def eigvalsh(a, UPLO='L'):
+    """
+    Compute the eigenvalues of a Hermitian or real symmetric matrix.
+
+    Main difference from eigh: the eigenvectors are not computed.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        A complex- or real-valued matrix whose eigenvalues are to be
+        computed.
+    UPLO : {'L', 'U'}, optional
+        Same as `lower`, with 'L' for lower and 'U' for upper triangular.
+        Deprecated.
+
+    Returns
+    -------
+    w : (..., M,) ndarray
+        The eigenvalues in ascending order, each repeated according to
+        its multiplicity.
+
+    Raises
+    ------
+    LinAlgError
+        If the eigenvalue computation does not converge.
+
+    See Also
+    --------
+    eigh : eigenvalues and eigenvectors of symmetric/Hermitian arrays.
+    eigvals : eigenvalues of general real or complex arrays.
+    eig : eigenvalues and right eigenvectors of general real or complex
+          arrays.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The eigenvalues are computed using LAPACK routines _syevd, _heevd
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+    >>> a = np.array([[1, -2j], [2j, 5]])
+    >>> LA.eigvalsh(a)
+    array([ 0.17157288,  5.82842712])
+
+    """
+    UPLO = UPLO.upper()
+    if UPLO not in ('L', 'U'):
+        raise ValueError("UPLO argument must be 'L' or 'U'")
+
+    extobj = get_linalg_error_extobj(
+        _raise_linalgerror_eigenvalues_nonconvergence)
+    if UPLO == 'L':
+        gufunc = _umath_linalg.eigvalsh_lo
+    else:
+        gufunc = _umath_linalg.eigvalsh_up
+
+    a, wrap = _makearray(a)
+    _assertNoEmpty2d(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+    signature = 'D->d' if isComplexType(t) else 'd->d'
+    w = gufunc(a, signature=signature, extobj=extobj)
+    return w.astype(_realType(result_t), copy=False)
+
+def _convertarray(a):
+    t, result_t = _commonType(a)
+    a = _fastCT(a.astype(t))
+    return a, t, result_t
+
+
+# Eigenvectors
+
+
+def eig(a):
+    """
+    Compute the eigenvalues and right eigenvectors of a square array.
+
+    Parameters
+    ----------
+    a : (..., M, M) array
+        Matrices for which the eigenvalues and right eigenvectors will
+        be computed
+
+    Returns
+    -------
+    w : (..., M) array
+        The eigenvalues, each repeated according to its multiplicity.
+        The eigenvalues are not necessarily ordered. The resulting
+        array will be of complex type, unless the imaginary part is
+        zero in which case it will be cast to a real type. When `a`
+        is real the resulting eigenvalues will be real (0 imaginary
+        part) or occur in conjugate pairs
+
+    v : (..., M, M) array
+        The normalized (unit "length") eigenvectors, such that the
+        column ``v[:,i]`` is the eigenvector corresponding to the
+        eigenvalue ``w[i]``.
+
+    Raises
+    ------
+    LinAlgError
+        If the eigenvalue computation does not converge.
+
+    See Also
+    --------
+    eigvals : eigenvalues of a non-symmetric array.
+
+    eigh : eigenvalues and eigenvectors of a symmetric or Hermitian
+           (conjugate symmetric) array.
+
+    eigvalsh : eigenvalues of a symmetric or Hermitian (conjugate symmetric)
+               array.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    This is implemented using the _geev LAPACK routines which compute
+    the eigenvalues and eigenvectors of general square arrays.
+
+    The number `w` is an eigenvalue of `a` if there exists a vector
+    `v` such that ``dot(a,v) = w * v``. Thus, the arrays `a`, `w`, and
+    `v` satisfy the equations ``dot(a[:,:], v[:,i]) = w[i] * v[:,i]``
+    for :math:`i \\in \\{0,...,M-1\\}`.
+
+    The array `v` of eigenvectors may not be of maximum rank, that is, some
+    of the columns may be linearly dependent, although round-off error may
+    obscure that fact. If the eigenvalues are all different, then theoretically
+    the eigenvectors are linearly independent. Likewise, the (complex-valued)
+    matrix of eigenvectors `v` is unitary if the matrix `a` is normal, i.e.,
+    if ``dot(a, a.H) = dot(a.H, a)``, where `a.H` denotes the conjugate
+    transpose of `a`.
+
+    Finally, it is emphasized that `v` consists of the *right* (as in
+    right-hand side) eigenvectors of `a`.  A vector `y` satisfying
+    ``dot(y.T, a) = z * y.T`` for some number `z` is called a *left*
+    eigenvector of `a`, and, in general, the left and right eigenvectors
+    of a matrix are not necessarily the (perhaps conjugate) transposes
+    of each other.
+
+    References
+    ----------
+    G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando, FL,
+    Academic Press, Inc., 1980, Various pp.
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+
+    (Almost) trivial example with real e-values and e-vectors.
+
+    >>> w, v = LA.eig(np.diag((1, 2, 3)))
+    >>> w; v
+    array([ 1.,  2.,  3.])
+    array([[ 1.,  0.,  0.],
+           [ 0.,  1.,  0.],
+           [ 0.,  0.,  1.]])
+
+    Real matrix possessing complex e-values and e-vectors; note that the
+    e-values are complex conjugates of each other.
+
+    >>> w, v = LA.eig(np.array([[1, -1], [1, 1]]))
+    >>> w; v
+    array([ 1. + 1.j,  1. - 1.j])
+    array([[ 0.70710678+0.j        ,  0.70710678+0.j        ],
+           [ 0.00000000-0.70710678j,  0.00000000+0.70710678j]])
+
+    Complex-valued matrix with real e-values (but complex-valued e-vectors);
+    note that a.conj().T = a, i.e., a is Hermitian.
+
+    >>> a = np.array([[1, 1j], [-1j, 1]])
+    >>> w, v = LA.eig(a)
+    >>> w; v
+    array([  2.00000000e+00+0.j,   5.98651912e-36+0.j]) # i.e., {2, 0}
+    array([[ 0.00000000+0.70710678j,  0.70710678+0.j        ],
+           [ 0.70710678+0.j        ,  0.00000000+0.70710678j]])
+
+    Be careful about round-off error!
+
+    >>> a = np.array([[1 + 1e-9, 0], [0, 1 - 1e-9]])
+    >>> # Theor. e-values are 1 +/- 1e-9
+    >>> w, v = LA.eig(a)
+    >>> w; v
+    array([ 1.,  1.])
+    array([[ 1.,  0.],
+           [ 0.,  1.]])
+
+    """
+    a, wrap = _makearray(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    _assertFinite(a)
+    t, result_t = _commonType(a)
+
+    extobj = get_linalg_error_extobj(
+        _raise_linalgerror_eigenvalues_nonconvergence)
+    signature = 'D->DD' if isComplexType(t) else 'd->DD'
+    w, vt = _umath_linalg.eig(a, signature=signature, extobj=extobj)
+
+    if not isComplexType(t) and all(w.imag == 0.0):
+        w = w.real
+        vt = vt.real
+        result_t = _realType(result_t)
+    else:
+        result_t = _complexType(result_t)
+
+    vt = vt.astype(result_t, copy=False)
+    return w.astype(result_t, copy=False), wrap(vt)
+
+
+def eigh(a, UPLO='L'):
+    """
+    Return the eigenvalues and eigenvectors of a Hermitian or symmetric matrix.
+
+    Returns two objects, a 1-D array containing the eigenvalues of `a`, and
+    a 2-D square array or matrix (depending on the input type) of the
+    corresponding eigenvectors (in columns).
+
+    Parameters
+    ----------
+    a : (..., M, M) array
+        Hermitian/Symmetric matrices whose eigenvalues and
+        eigenvectors are to be computed.
+    UPLO : {'L', 'U'}, optional
+        Specifies whether the calculation is done with the lower triangular
+        part of `a` ('L', default) or the upper triangular part ('U').
+
+    Returns
+    -------
+    w : (..., M) ndarray
+        The eigenvalues in ascending order, each repeated according to
+        its multiplicity.
+    v : {(..., M, M) ndarray, (..., M, M) matrix}
+        The column ``v[:, i]`` is the normalized eigenvector corresponding
+        to the eigenvalue ``w[i]``.  Will return a matrix object if `a` is
+        a matrix object.
+
+    Raises
+    ------
+    LinAlgError
+        If the eigenvalue computation does not converge.
+
+    See Also
+    --------
+    eigvalsh : eigenvalues of symmetric or Hermitian arrays.
+    eig : eigenvalues and right eigenvectors for non-symmetric arrays.
+    eigvals : eigenvalues of non-symmetric arrays.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The eigenvalues/eigenvectors are computed using LAPACK routines _syevd,
+    _heevd
+
+    The eigenvalues of real symmetric or complex Hermitian matrices are
+    always real. [1]_ The array `v` of (column) eigenvectors is unitary
+    and `a`, `w`, and `v` satisfy the equations
+    ``dot(a, v[:, i]) = w[i] * v[:, i]``.
+
+    References
+    ----------
+    .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando,
+           FL, Academic Press, Inc., 1980, pg. 222.
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+    >>> a = np.array([[1, -2j], [2j, 5]])
+    >>> a
+    array([[ 1.+0.j,  0.-2.j],
+           [ 0.+2.j,  5.+0.j]])
+    >>> w, v = LA.eigh(a)
+    >>> w; v
+    array([ 0.17157288,  5.82842712])
+    array([[-0.92387953+0.j        , -0.38268343+0.j        ],
+           [ 0.00000000+0.38268343j,  0.00000000-0.92387953j]])
+
+    >>> np.dot(a, v[:, 0]) - w[0] * v[:, 0] # verify 1st e-val/vec pair
+    array([2.77555756e-17 + 0.j, 0. + 1.38777878e-16j])
+    >>> np.dot(a, v[:, 1]) - w[1] * v[:, 1] # verify 2nd e-val/vec pair
+    array([ 0.+0.j,  0.+0.j])
+
+    >>> A = np.matrix(a) # what happens if input is a matrix object
+    >>> A
+    matrix([[ 1.+0.j,  0.-2.j],
+            [ 0.+2.j,  5.+0.j]])
+    >>> w, v = LA.eigh(A)
+    >>> w; v
+    array([ 0.17157288,  5.82842712])
+    matrix([[-0.92387953+0.j        , -0.38268343+0.j        ],
+            [ 0.00000000+0.38268343j,  0.00000000-0.92387953j]])
+
+    """
+    UPLO = UPLO.upper()
+    if UPLO not in ('L', 'U'):
+        raise ValueError("UPLO argument must be 'L' or 'U'")
+
+    a, wrap = _makearray(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+
+    extobj = get_linalg_error_extobj(
+        _raise_linalgerror_eigenvalues_nonconvergence)
+    if UPLO == 'L':
+        gufunc = _umath_linalg.eigh_lo
+    else:
+        gufunc = _umath_linalg.eigh_up
+
+    signature = 'D->dD' if isComplexType(t) else 'd->dd'
+    w, vt = gufunc(a, signature=signature, extobj=extobj)
+    w = w.astype(_realType(result_t), copy=False)
+    vt = vt.astype(result_t, copy=False)
+    return w, wrap(vt)
+
+
+# Singular value decomposition
+
+def svd(a, full_matrices=1, compute_uv=1):
+    """
+    Singular Value Decomposition.
+
+    Factors the matrix `a` as ``u * np.diag(s) * v``, where `u` and `v`
+    are unitary and `s` is a 1-d array of `a`'s singular values.
+
+    Parameters
+    ----------
+    a : (..., M, N) array_like
+        A real or complex matrix of shape (`M`, `N`) .
+    full_matrices : bool, optional
+        If True (default), `u` and `v` have the shapes (`M`, `M`) and
+        (`N`, `N`), respectively.  Otherwise, the shapes are (`M`, `K`)
+        and (`K`, `N`), respectively, where `K` = min(`M`, `N`).
+    compute_uv : bool, optional
+        Whether or not to compute `u` and `v` in addition to `s`.  True
+        by default.
+
+    Returns
+    -------
+    u : { (..., M, M), (..., M, K) } array
+        Unitary matrices. The actual shape depends on the value of
+        ``full_matrices``. Only returned when ``compute_uv`` is True.
+    s : (..., K) array
+        The singular values for every matrix, sorted in descending order.
+    v : { (..., N, N), (..., K, N) } array
+        Unitary matrices. The actual shape depends on the value of
+        ``full_matrices``. Only returned when ``compute_uv`` is True.
+
+    Raises
+    ------
+    LinAlgError
+        If SVD computation does not converge.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The decomposition is performed using LAPACK routine _gesdd
+
+    The SVD is commonly written as ``a = U S V.H``.  The `v` returned
+    by this function is ``V.H`` and ``u = U``.
+
+    If ``U`` is a unitary matrix, it means that it
+    satisfies ``U.H = inv(U)``.
+
+    The rows of `v` are the eigenvectors of ``a.H a``. The columns
+    of `u` are the eigenvectors of ``a a.H``.  For row ``i`` in
+    `v` and column ``i`` in `u`, the corresponding eigenvalue is
+    ``s[i]**2``.
+
+    If `a` is a `matrix` object (as opposed to an `ndarray`), then so
+    are all the return values.
+
+    Examples
+    --------
+    >>> a = np.random.randn(9, 6) + 1j*np.random.randn(9, 6)
+
+    Reconstruction based on full SVD:
+
+    >>> U, s, V = np.linalg.svd(a, full_matrices=True)
+    >>> U.shape, V.shape, s.shape
+    ((9, 9), (6, 6), (6,))
+    >>> S = np.zeros((9, 6), dtype=complex)
+    >>> S[:6, :6] = np.diag(s)
+    >>> np.allclose(a, np.dot(U, np.dot(S, V)))
+    True
+
+    Reconstruction based on reduced SVD:
+
+    >>> U, s, V = np.linalg.svd(a, full_matrices=False)
+    >>> U.shape, V.shape, s.shape
+    ((9, 6), (6, 6), (6,))
+    >>> S = np.diag(s)
+    >>> np.allclose(a, np.dot(U, np.dot(S, V)))
+    True
+
+    """
+    a, wrap = _makearray(a)
+    _assertNoEmpty2d(a)
+    _assertRankAtLeast2(a)
+    t, result_t = _commonType(a)
+
+    extobj = get_linalg_error_extobj(_raise_linalgerror_svd_nonconvergence)
+
+    m = a.shape[-2]
+    n = a.shape[-1]
+    if compute_uv:
+        if full_matrices:
+            if m < n:
+                gufunc = _umath_linalg.svd_m_f
+            else:
+                gufunc = _umath_linalg.svd_n_f
+        else:
+            if m < n:
+                gufunc = _umath_linalg.svd_m_s
+            else:
+                gufunc = _umath_linalg.svd_n_s
+
+        signature = 'D->DdD' if isComplexType(t) else 'd->ddd'
+        u, s, vt = gufunc(a, signature=signature, extobj=extobj)
+        u = u.astype(result_t, copy=False)
+        s = s.astype(_realType(result_t), copy=False)
+        vt = vt.astype(result_t, copy=False)
+        return wrap(u), s, wrap(vt)
+    else:
+        if m < n:
+            gufunc = _umath_linalg.svd_m
+        else:
+            gufunc = _umath_linalg.svd_n
+
+        signature = 'D->d' if isComplexType(t) else 'd->d'
+        s = gufunc(a, signature=signature, extobj=extobj)
+        s = s.astype(_realType(result_t), copy=False)
+        return s
+
+def cond(x, p=None):
+    """
+    Compute the condition number of a matrix.
+
+    This function is capable of returning the condition number using
+    one of seven different norms, depending on the value of `p` (see
+    Parameters below).
+
+    Parameters
+    ----------
+    x : (..., M, N) array_like
+        The matrix whose condition number is sought.
+    p : {None, 1, -1, 2, -2, inf, -inf, 'fro'}, optional
+        Order of the norm:
+
+        =====  ============================
+        p      norm for matrices
+        =====  ============================
+        None   2-norm, computed directly using the ``SVD``
+        'fro'  Frobenius norm
+        inf    max(sum(abs(x), axis=1))
+        -inf   min(sum(abs(x), axis=1))
+        1      max(sum(abs(x), axis=0))
+        -1     min(sum(abs(x), axis=0))
+        2      2-norm (largest sing. value)
+        -2     smallest singular value
+        =====  ============================
+
+        inf means the numpy.inf object, and the Frobenius norm is
+        the root-of-sum-of-squares norm.
+
+    Returns
+    -------
+    c : {float, inf}
+        The condition number of the matrix. May be infinite.
+
+    See Also
+    --------
+    numpy.linalg.norm
+
+    Notes
+    -----
+    The condition number of `x` is defined as the norm of `x` times the
+    norm of the inverse of `x` [1]_; the norm can be the usual L2-norm
+    (root-of-sum-of-squares) or one of a number of other matrix norms.
+
+    References
+    ----------
+    .. [1] G. Strang, *Linear Algebra and Its Applications*, Orlando, FL,
+           Academic Press, Inc., 1980, pg. 285.
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+    >>> a = np.array([[1, 0, -1], [0, 1, 0], [1, 0, 1]])
+    >>> a
+    array([[ 1,  0, -1],
+           [ 0,  1,  0],
+           [ 1,  0,  1]])
+    >>> LA.cond(a)
+    1.4142135623730951
+    >>> LA.cond(a, 'fro')
+    3.1622776601683795
+    >>> LA.cond(a, np.inf)
+    2.0
+    >>> LA.cond(a, -np.inf)
+    1.0
+    >>> LA.cond(a, 1)
+    2.0
+    >>> LA.cond(a, -1)
+    1.0
+    >>> LA.cond(a, 2)
+    1.4142135623730951
+    >>> LA.cond(a, -2)
+    0.70710678118654746
+    >>> min(LA.svd(a, compute_uv=0))*min(LA.svd(LA.inv(a), compute_uv=0))
+    0.70710678118654746
+
+    """
+    x = asarray(x)  # in case we have a matrix
+    if p is None:
+        s = svd(x, compute_uv=False)
+        return s[..., 0]/s[..., -1]
+    else:
+        return norm(x, p, axis=(-2, -1)) * norm(inv(x), p, axis=(-2, -1))
+
+
+def matrix_rank(M, tol=None):
+    """
+    Return matrix rank of array using SVD method
+
+    Rank of the array is the number of SVD singular values of the array that are
+    greater than `tol`.
+
+    Parameters
+    ----------
+    M : {(M,), (M, N)} array_like
+        array of <=2 dimensions
+    tol : {None, float}, optional
+       threshold below which SVD values are considered zero. If `tol` is
+       None, and ``S`` is an array with singular values for `M`, and
+       ``eps`` is the epsilon value for datatype of ``S``, then `tol` is
+       set to ``S.max() * max(M.shape) * eps``.
+
+    Notes
+    -----
+    The default threshold to detect rank deficiency is a test on the magnitude
+    of the singular values of `M`.  By default, we identify singular values less
+    than ``S.max() * max(M.shape) * eps`` as indicating rank deficiency (with
+    the symbols defined above). This is the algorithm MATLAB uses [1].  It also
+    appears in *Numerical recipes* in the discussion of SVD solutions for linear
+    least squares [2].
+
+    This default threshold is designed to detect rank deficiency accounting for
+    the numerical errors of the SVD computation.  Imagine that there is a column
+    in `M` that is an exact (in floating point) linear combination of other
+    columns in `M`. Computing the SVD on `M` will not produce a singular value
+    exactly equal to 0 in general: any difference of the smallest SVD value from
+    0 will be caused by numerical imprecision in the calculation of the SVD.
+    Our threshold for small SVD values takes this numerical imprecision into
+    account, and the default threshold will detect such numerical rank
+    deficiency.  The threshold may declare a matrix `M` rank deficient even if
+    the linear combination of some columns of `M` is not exactly equal to
+    another column of `M` but only numerically very close to another column of
+    `M`.
+
+    We chose our default threshold because it is in wide use.  Other thresholds
+    are possible.  For example, elsewhere in the 2007 edition of *Numerical
+    recipes* there is an alternative threshold of ``S.max() *
+    np.finfo(M.dtype).eps / 2. * np.sqrt(m + n + 1.)``. The authors describe
+    this threshold as being based on "expected roundoff error" (p 71).
+
+    The thresholds above deal with floating point roundoff error in the
+    calculation of the SVD.  However, you may have more information about the
+    sources of error in `M` that would make you consider other tolerance values
+    to detect *effective* rank deficiency.  The most useful measure of the
+    tolerance depends on the operations you intend to use on your matrix.  For
+    example, if your data come from uncertain measurements with uncertainties
+    greater than floating point epsilon, choosing a tolerance near that
+    uncertainty may be preferable.  The tolerance may be absolute if the
+    uncertainties are absolute rather than relative.
+
+    References
+    ----------
+    .. [1] MATLAB reference documention, "Rank"
+           http://www.mathworks.com/help/techdoc/ref/rank.html
+    .. [2] W. H. Press, S. A. Teukolsky, W. T. Vetterling and B. P. Flannery,
+           "Numerical Recipes (3rd edition)", Cambridge University Press, 2007,
+           page 795.
+
+    Examples
+    --------
+    >>> from numpy.linalg import matrix_rank
+    >>> matrix_rank(np.eye(4)) # Full rank matrix
+    4
+    >>> I=np.eye(4); I[-1,-1] = 0. # rank deficient matrix
+    >>> matrix_rank(I)
+    3
+    >>> matrix_rank(np.ones((4,))) # 1 dimension - rank 1 unless all 0
+    1
+    >>> matrix_rank(np.zeros((4,)))
+    0
+    """
+    M = asarray(M)
+    if M.ndim > 2:
+        raise TypeError('array should have 2 or fewer dimensions')
+    if M.ndim < 2:
+        return int(not all(M==0))
+    S = svd(M, compute_uv=False)
+    if tol is None:
+        tol = S.max() * max(M.shape) * finfo(S.dtype).eps
+    return sum(S > tol)
+
+
+# Generalized inverse
+
+def pinv(a, rcond=1e-15 ):
+    """
+    Compute the (Moore-Penrose) pseudo-inverse of a matrix.
+
+    Calculate the generalized inverse of a matrix using its
+    singular-value decomposition (SVD) and including all
+    *large* singular values.
+
+    Parameters
+    ----------
+    a : (M, N) array_like
+      Matrix to be pseudo-inverted.
+    rcond : float
+      Cutoff for small singular values.
+      Singular values smaller (in modulus) than
+      `rcond` * largest_singular_value (again, in modulus)
+      are set to zero.
+
+    Returns
+    -------
+    B : (N, M) ndarray
+      The pseudo-inverse of `a`. If `a` is a `matrix` instance, then so
+      is `B`.
+
+    Raises
+    ------
+    LinAlgError
+      If the SVD computation does not converge.
+
+    Notes
+    -----
+    The pseudo-inverse of a matrix A, denoted :math:`A^+`, is
+    defined as: "the matrix that 'solves' [the least-squares problem]
+    :math:`Ax = b`," i.e., if :math:`\\bar{x}` is said solution, then
+    :math:`A^+` is that matrix such that :math:`\\bar{x} = A^+b`.
+
+    It can be shown that if :math:`Q_1 \\Sigma Q_2^T = A` is the singular
+    value decomposition of A, then
+    :math:`A^+ = Q_2 \\Sigma^+ Q_1^T`, where :math:`Q_{1,2}` are
+    orthogonal matrices, :math:`\\Sigma` is a diagonal matrix consisting
+    of A's so-called singular values, (followed, typically, by
+    zeros), and then :math:`\\Sigma^+` is simply the diagonal matrix
+    consisting of the reciprocals of A's singular values
+    (again, followed by zeros). [1]_
+
+    References
+    ----------
+    .. [1] G. Strang, *Linear Algebra and Its Applications*, 2nd Ed., Orlando,
+           FL, Academic Press, Inc., 1980, pp. 139-142.
+
+    Examples
+    --------
+    The following example checks that ``a * a+ * a == a`` and
+    ``a+ * a * a+ == a+``:
+
+    >>> a = np.random.randn(9, 6)
+    >>> B = np.linalg.pinv(a)
+    >>> np.allclose(a, np.dot(a, np.dot(B, a)))
+    True
+    >>> np.allclose(B, np.dot(B, np.dot(a, B)))
+    True
+
+    """
+    a, wrap = _makearray(a)
+    _assertNoEmpty2d(a)
+    a = a.conjugate()
+    u, s, vt = svd(a, 0)
+    m = u.shape[0]
+    n = vt.shape[1]
+    cutoff = rcond*maximum.reduce(s)
+    for i in range(min(n, m)):
+        if s[i] > cutoff:
+            s[i] = 1./s[i]
+        else:
+            s[i] = 0.;
+    res = dot(transpose(vt), multiply(s[:, newaxis], transpose(u)))
+    return wrap(res)
+
+# Determinant
+
+def slogdet(a):
+    """
+    Compute the sign and (natural) logarithm of the determinant of an array.
+
+    If an array has a very small or very large determinant, then a call to
+    `det` may overflow or underflow. This routine is more robust against such
+    issues, because it computes the logarithm of the determinant rather than
+    the determinant itself.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        Input array, has to be a square 2-D array.
+
+    Returns
+    -------
+    sign : (...) array_like
+        A number representing the sign of the determinant. For a real matrix,
+        this is 1, 0, or -1. For a complex matrix, this is a complex number
+        with absolute value 1 (i.e., it is on the unit circle), or else 0.
+    logdet : (...) array_like
+        The natural log of the absolute value of the determinant.
+
+    If the determinant is zero, then `sign` will be 0 and `logdet` will be
+    -Inf. In all cases, the determinant is equal to ``sign * np.exp(logdet)``.
+
+    See Also
+    --------
+    det
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    .. versionadded:: 1.6.0.
+
+    The determinant is computed via LU factorization using the LAPACK
+    routine z/dgetrf.
+
+
+    Examples
+    --------
+    The determinant of a 2-D array ``[[a, b], [c, d]]`` is ``ad - bc``:
+
+    >>> a = np.array([[1, 2], [3, 4]])
+    >>> (sign, logdet) = np.linalg.slogdet(a)
+    >>> (sign, logdet)
+    (-1, 0.69314718055994529)
+    >>> sign * np.exp(logdet)
+    -2.0
+
+    Computing log-determinants for a stack of matrices:
+
+    >>> a = np.array([ [[1, 2], [3, 4]], [[1, 2], [2, 1]], [[1, 3], [3, 1]] ])
+    >>> a.shape
+    (3, 2, 2)
+    >>> sign, logdet = np.linalg.slogdet(a)
+    >>> (sign, logdet)
+    (array([-1., -1., -1.]), array([ 0.69314718,  1.09861229,  2.07944154]))
+    >>> sign * np.exp(logdet)
+    array([-2., -3., -8.])
+
+    This routine succeeds where ordinary `det` does not:
+
+    >>> np.linalg.det(np.eye(500) * 0.1)
+    0.0
+    >>> np.linalg.slogdet(np.eye(500) * 0.1)
+    (1, -1151.2925464970228)
+
+    """
+    a = asarray(a)
+    _assertNoEmpty2d(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+    real_t = _realType(result_t)
+    signature = 'D->Dd' if isComplexType(t) else 'd->dd'
+    sign, logdet = _umath_linalg.slogdet(a, signature=signature)
+    if isscalar(sign):
+        sign = sign.astype(result_t)
+    else:
+        sign = sign.astype(result_t, copy=False)
+    if isscalar(logdet):
+        logdet = logdet.astype(real_t)
+    else:
+        logdet = logdet.astype(real_t, copy=False)
+    return sign, logdet
+
+def det(a):
+    """
+    Compute the determinant of an array.
+
+    Parameters
+    ----------
+    a : (..., M, M) array_like
+        Input array to compute determinants for.
+
+    Returns
+    -------
+    det : (...) array_like
+        Determinant of `a`.
+
+    See Also
+    --------
+    slogdet : Another way to representing the determinant, more suitable
+      for large matrices where underflow/overflow may occur.
+
+    Notes
+    -----
+
+    .. versionadded:: 1.8.0
+
+    Broadcasting rules apply, see the `numpy.linalg` documentation for
+    details.
+
+    The determinant is computed via LU factorization using the LAPACK
+    routine z/dgetrf.
+
+    Examples
+    --------
+    The determinant of a 2-D array [[a, b], [c, d]] is ad - bc:
+
+    >>> a = np.array([[1, 2], [3, 4]])
+    >>> np.linalg.det(a)
+    -2.0
+
+    Computing determinants for a stack of matrices:
+
+    >>> a = np.array([ [[1, 2], [3, 4]], [[1, 2], [2, 1]], [[1, 3], [3, 1]] ])
+    >>> a.shape
+    (3, 2, 2)
+    >>> np.linalg.det(a)
+    array([-2., -3., -8.])
+
+    """
+    a = asarray(a)
+    _assertNoEmpty2d(a)
+    _assertRankAtLeast2(a)
+    _assertNdSquareness(a)
+    t, result_t = _commonType(a)
+    signature = 'D->D' if isComplexType(t) else 'd->d'
+    r = _umath_linalg.det(a, signature=signature)
+    if isscalar(r):
+        r = r.astype(result_t)
+    else:
+        r = r.astype(result_t, copy=False)
+    return r
+
+# Linear Least Squares
+
+def lstsq(a, b, rcond=-1):
+    """
+    Return the least-squares solution to a linear matrix equation.
+
+    Solves the equation `a x = b` by computing a vector `x` that
+    minimizes the Euclidean 2-norm `|| b - a x ||^2`.  The equation may
+    be under-, well-, or over- determined (i.e., the number of
+    linearly independent rows of `a` can be less than, equal to, or
+    greater than its number of linearly independent columns).  If `a`
+    is square and of full rank, then `x` (but for round-off error) is
+    the "exact" solution of the equation.
+
+    Parameters
+    ----------
+    a : (M, N) array_like
+        "Coefficient" matrix.
+    b : {(M,), (M, K)} array_like
+        Ordinate or "dependent variable" values. If `b` is two-dimensional,
+        the least-squares solution is calculated for each of the `K` columns
+        of `b`.
+    rcond : float, optional
+        Cut-off ratio for small singular values of `a`.
+        Singular values are set to zero if they are smaller than `rcond`
+        times the largest singular value of `a`.
+
+    Returns
+    -------
+    x : {(N,), (N, K)} ndarray
+        Least-squares solution. If `b` is two-dimensional,
+        the solutions are in the `K` columns of `x`.
+    residuals : {(), (1,), (K,)} ndarray
+        Sums of residuals; squared Euclidean 2-norm for each column in
+        ``b - a*x``.
+        If the rank of `a` is < N or M <= N, this is an empty array.
+        If `b` is 1-dimensional, this is a (1,) shape array.
+        Otherwise the shape is (K,).
+    rank : int
+        Rank of matrix `a`.
+    s : (min(M, N),) ndarray
+        Singular values of `a`.
+
+    Raises
+    ------
+    LinAlgError
+        If computation does not converge.
+
+    Notes
+    -----
+    If `b` is a matrix, then all array results are returned as matrices.
+
+    Examples
+    --------
+    Fit a line, ``y = mx + c``, through some noisy data-points:
+
+    >>> x = np.array([0, 1, 2, 3])
+    >>> y = np.array([-1, 0.2, 0.9, 2.1])
+
+    By examining the coefficients, we see that the line should have a
+    gradient of roughly 1 and cut the y-axis at, more or less, -1.
+
+    We can rewrite the line equation as ``y = Ap``, where ``A = [[x 1]]``
+    and ``p = [[m], [c]]``.  Now use `lstsq` to solve for `p`:
+
+    >>> A = np.vstack([x, np.ones(len(x))]).T
+    >>> A
+    array([[ 0.,  1.],
+           [ 1.,  1.],
+           [ 2.,  1.],
+           [ 3.,  1.]])
+
+    >>> m, c = np.linalg.lstsq(A, y)[0]
+    >>> print m, c
+    1.0 -0.95
+
+    Plot the data along with the fitted line:
+
+    >>> import matplotlib.pyplot as plt
+    >>> plt.plot(x, y, 'o', label='Original data', markersize=10)
+    >>> plt.plot(x, m*x + c, 'r', label='Fitted line')
+    >>> plt.legend()
+    >>> plt.show()
+
+    """
+    import math
+    a, _ = _makearray(a)
+    b, wrap = _makearray(b)
+    is_1d = len(b.shape) == 1
+    if is_1d:
+        b = b[:, newaxis]
+    _assertRank2(a, b)
+    m  = a.shape[0]
+    n  = a.shape[1]
+    n_rhs = b.shape[1]
+    ldb = max(n, m)
+    if m != b.shape[0]:
+        raise LinAlgError('Incompatible dimensions')
+    t, result_t = _commonType(a, b)
+    result_real_t = _realType(result_t)
+    real_t = _linalgRealType(t)
+    bstar = zeros((ldb, n_rhs), t)
+    bstar[:b.shape[0], :n_rhs] = b.copy()
+    a, bstar = _fastCopyAndTranspose(t, a, bstar)
+    a, bstar = _to_native_byte_order(a, bstar)
+    s = zeros((min(m, n),), real_t)
+    nlvl = max( 0, int( math.log( float(min(m, n))/2. ) ) + 1 )
+    iwork = zeros((3*min(m, n)*nlvl+11*min(m, n),), fortran_int)
+    if isComplexType(t):
+        lapack_routine = lapack_lite.zgelsd
+        lwork = 1
+        rwork = zeros((lwork,), real_t)
+        work = zeros((lwork,), t)
+        results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond,
+                                 0, work, -1, rwork, iwork, 0)
+        lwork = int(abs(work[0]))
+        rwork = zeros((lwork,), real_t)
+        a_real = zeros((m, n), real_t)
+        bstar_real = zeros((ldb, n_rhs,), real_t)
+        results = lapack_lite.dgelsd(m, n, n_rhs, a_real, m,
+                                     bstar_real, ldb, s, rcond,
+                                     0, rwork, -1, iwork, 0)
+        lrwork = int(rwork[0])
+        work = zeros((lwork,), t)
+        rwork = zeros((lrwork,), real_t)
+        results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond,
+                                 0, work, lwork, rwork, iwork, 0)
+    else:
+        lapack_routine = lapack_lite.dgelsd
+        lwork = 1
+        work = zeros((lwork,), t)
+        results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond,
+                                 0, work, -1, iwork, 0)
+        lwork = int(work[0])
+        work = zeros((lwork,), t)
+        results = lapack_routine(m, n, n_rhs, a, m, bstar, ldb, s, rcond,
+                                 0, work, lwork, iwork, 0)
+    if results['info'] > 0:
+        raise LinAlgError('SVD did not converge in Linear Least Squares')
+    resids = array([], result_real_t)
+    if is_1d:
+        x = array(ravel(bstar)[:n], dtype=result_t, copy=True)
+        if results['rank'] == n and m > n:
+            if isComplexType(t):
+                resids = array([sum(abs(ravel(bstar)[n:])**2)],
+                               dtype=result_real_t)
+            else:
+                resids = array([sum((ravel(bstar)[n:])**2)],
+                               dtype=result_real_t)
+    else:
+        x = array(transpose(bstar)[:n,:], dtype=result_t, copy=True)
+        if results['rank'] == n and m > n:
+            if isComplexType(t):
+                resids = sum(abs(transpose(bstar)[n:,:])**2, axis=0).astype(
+                    result_real_t, copy=False)
+            else:
+                resids = sum((transpose(bstar)[n:,:])**2, axis=0).astype(
+                    result_real_t, copy=False)
+
+    st = s[:min(n, m)].astype(result_real_t, copy=True)
+    return wrap(x), wrap(resids), results['rank'], st
+
+
+def _multi_svd_norm(x, row_axis, col_axis, op):
+    """Compute a function of the singular values of the 2-D matrices in `x`.
+
+    This is a private utility function used by numpy.linalg.norm().
+
+    Parameters
+    ----------
+    x : ndarray
+    row_axis, col_axis : int
+        The axes of `x` that hold the 2-D matrices.
+    op : callable
+        This should be either numpy.amin or numpy.amax or numpy.sum.
+
+    Returns
+    -------
+    result : float or ndarray
+        If `x` is 2-D, the return values is a float.
+        Otherwise, it is an array with ``x.ndim - 2`` dimensions.
+        The return values are either the minimum or maximum or sum of the
+        singular values of the matrices, depending on whether `op`
+        is `numpy.amin` or `numpy.amax` or `numpy.sum`.
+
+    """
+    if row_axis > col_axis:
+        row_axis -= 1
+    y = rollaxis(rollaxis(x, col_axis, x.ndim), row_axis, -1)
+    result = op(svd(y, compute_uv=0), axis=-1)
+    return result
+
+
+def norm(x, ord=None, axis=None, keepdims=False):
+    """
+    Matrix or vector norm.
+
+    This function is able to return one of eight different matrix norms,
+    or one of an infinite number of vector norms (described below), depending
+    on the value of the ``ord`` parameter.
+
+    Parameters
+    ----------
+    x : array_like
+        Input array.  If `axis` is None, `x` must be 1-D or 2-D.
+    ord : {non-zero int, inf, -inf, 'fro', 'nuc'}, optional
+        Order of the norm (see table under ``Notes``). inf means numpy's
+        `inf` object.
+    axis : {int, 2-tuple of ints, None}, optional
+        If `axis` is an integer, it specifies the axis of `x` along which to
+        compute the vector norms.  If `axis` is a 2-tuple, it specifies the
+        axes that hold 2-D matrices, and the matrix norms of these matrices
+        are computed.  If `axis` is None then either a vector norm (when `x`
+        is 1-D) or a matrix norm (when `x` is 2-D) is returned.
+    keepdims : bool, optional
+        If this is set to True, the axes which are normed over are left in the
+        result as dimensions with size one.  With this option the result will
+        broadcast correctly against the original `x`.
+
+        .. versionadded:: 1.10.0
+
+    Returns
+    -------
+    n : float or ndarray
+        Norm of the matrix or vector(s).
+
+    Notes
+    -----
+    For values of ``ord <= 0``, the result is, strictly speaking, not a
+    mathematical 'norm', but it may still be useful for various numerical
+    purposes.
+
+    The following norms can be calculated:
+
+    =====  ============================  ==========================
+    ord    norm for matrices             norm for vectors
+    =====  ============================  ==========================
+    None   Frobenius norm                2-norm
+    'fro'  Frobenius norm                --
+    'nuc'  nuclear norm                  --
+    inf    max(sum(abs(x), axis=1))      max(abs(x))
+    -inf   min(sum(abs(x), axis=1))      min(abs(x))
+    0      --                            sum(x != 0)
+    1      max(sum(abs(x), axis=0))      as below
+    -1     min(sum(abs(x), axis=0))      as below
+    2      2-norm (largest sing. value)  as below
+    -2     smallest singular value       as below
+    other  --                            sum(abs(x)**ord)**(1./ord)
+    =====  ============================  ==========================
+
+    The Frobenius norm is given by [1]_:
+
+        :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
+
+    The nuclear norm is the sum of the singular values.
+
+    References
+    ----------
+    .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
+           Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
+
+    Examples
+    --------
+    >>> from numpy import linalg as LA
+    >>> a = np.arange(9) - 4
+    >>> a
+    array([-4, -3, -2, -1,  0,  1,  2,  3,  4])
+    >>> b = a.reshape((3, 3))
+    >>> b
+    array([[-4, -3, -2],
+           [-1,  0,  1],
+           [ 2,  3,  4]])
+
+    >>> LA.norm(a)
+    7.745966692414834
+    >>> LA.norm(b)
+    7.745966692414834
+    >>> LA.norm(b, 'fro')
+    7.745966692414834
+    >>> LA.norm(a, np.inf)
+    4
+    >>> LA.norm(b, np.inf)
+    9
+    >>> LA.norm(a, -np.inf)
+    0
+    >>> LA.norm(b, -np.inf)
+    2
+
+    >>> LA.norm(a, 1)
+    20
+    >>> LA.norm(b, 1)
+    7
+    >>> LA.norm(a, -1)
+    -4.6566128774142013e-010
+    >>> LA.norm(b, -1)
+    6
+    >>> LA.norm(a, 2)
+    7.745966692414834
+    >>> LA.norm(b, 2)
+    7.3484692283495345
+
+    >>> LA.norm(a, -2)
+    nan
+    >>> LA.norm(b, -2)
+    1.8570331885190563e-016
+    >>> LA.norm(a, 3)
+    5.8480354764257312
+    >>> LA.norm(a, -3)
+    nan
+
+    Using the `axis` argument to compute vector norms:
+
+    >>> c = np.array([[ 1, 2, 3],
+    ...               [-1, 1, 4]])
+    >>> LA.norm(c, axis=0)
+    array([ 1.41421356,  2.23606798,  5.        ])
+    >>> LA.norm(c, axis=1)
+    array([ 3.74165739,  4.24264069])
+    >>> LA.norm(c, ord=1, axis=1)
+    array([6, 6])
+
+    Using the `axis` argument to compute matrix norms:
+
+    >>> m = np.arange(8).reshape(2,2,2)
+    >>> LA.norm(m, axis=(1,2))
+    array([  3.74165739,  11.22497216])
+    >>> LA.norm(m[0, :, :]), LA.norm(m[1, :, :])
+    (3.7416573867739413, 11.224972160321824)
+
+    """
+    x = asarray(x)
+
+    # Immediately handle some default, simple, fast, and common cases.
+    if axis is None:
+        ndim = x.ndim
+        if ((ord is None) or
+            (ord in ('f', 'fro') and ndim == 2) or
+            (ord == 2 and ndim == 1)):
+
+            x = x.ravel(order='K')
+            if isComplexType(x.dtype.type):
+                sqnorm = dot(x.real, x.real) + dot(x.imag, x.imag)
+            else:
+                sqnorm = dot(x, x)
+            ret = sqrt(sqnorm)
+            if keepdims:
+                ret = ret.reshape(ndim*[1])
+            return ret
+
+    # Normalize the `axis` argument to a tuple.
+    nd = x.ndim
+    if axis is None:
+        axis = tuple(range(nd))
+    elif not isinstance(axis, tuple):
+        try:
+            axis = int(axis)
+        except:
+            raise TypeError("'axis' must be None, an integer or a tuple of integers")
+        axis = (axis,)
+
+    if len(axis) == 1:
+        if ord == Inf:
+            return abs(x).max(axis=axis, keepdims=keepdims)
+        elif ord == -Inf:
+            return abs(x).min(axis=axis, keepdims=keepdims)
+        elif ord == 0:
+            # Zero norm
+            return (x != 0).sum(axis=axis, keepdims=keepdims)
+        elif ord == 1:
+            # special case for speedup
+            return add.reduce(abs(x), axis=axis, keepdims=keepdims)
+        elif ord is None or ord == 2:
+            # special case for speedup
+            s = (x.conj() * x).real
+            return sqrt(add.reduce(s, axis=axis, keepdims=keepdims))
+        else:
+            try:
+                ord + 1
+            except TypeError:
+                raise ValueError("Invalid norm order for vectors.")
+            if x.dtype.type is longdouble:
+                # Convert to a float type, so integer arrays give
+                # float results.  Don't apply asfarray to longdouble arrays,
+                # because it will downcast to float64.
+                absx = abs(x)
+            else:
+                absx = x if isComplexType(x.dtype.type) else asfarray(x)
+                if absx.dtype is x.dtype:
+                    absx = abs(absx)
+                else:
+                    # if the type changed, we can safely overwrite absx
+                    abs(absx, out=absx)
+            absx **= ord
+            return add.reduce(absx, axis=axis, keepdims=keepdims) ** (1.0 / ord)
+    elif len(axis) == 2:
+        row_axis, col_axis = axis
+        if row_axis < 0:
+            row_axis += nd
+        if col_axis < 0:
+            col_axis += nd
+        if not (0 <= row_axis < nd and 0 <= col_axis < nd):
+            raise ValueError('Invalid axis %r for an array with shape %r' %
+                             (axis, x.shape))
+        if row_axis == col_axis:
+            raise ValueError('Duplicate axes given.')
+        if ord == 2:
+            ret =  _multi_svd_norm(x, row_axis, col_axis, amax)
+        elif ord == -2:
+            ret = _multi_svd_norm(x, row_axis, col_axis, amin)
+        elif ord == 1:
+            if col_axis > row_axis:
+                col_axis -= 1
+            ret = add.reduce(abs(x), axis=row_axis).max(axis=col_axis)
+        elif ord == Inf:
+            if row_axis > col_axis:
+                row_axis -= 1
+            ret = add.reduce(abs(x), axis=col_axis).max(axis=row_axis)
+        elif ord == -1:
+            if col_axis > row_axis:
+                col_axis -= 1
+            ret = add.reduce(abs(x), axis=row_axis).min(axis=col_axis)
+        elif ord == -Inf:
+            if row_axis > col_axis:
+                row_axis -= 1
+            ret = add.reduce(abs(x), axis=col_axis).min(axis=row_axis)
+        elif ord in [None, 'fro', 'f']:
+            ret = sqrt(add.reduce((x.conj() * x).real, axis=axis))
+        elif ord == 'nuc':
+            ret = _multi_svd_norm(x, row_axis, col_axis, sum)
+        else:
+            raise ValueError("Invalid norm order for matrices.")
+        if keepdims:
+            ret_shape = list(x.shape)
+            ret_shape[axis[0]] = 1
+            ret_shape[axis[1]] = 1
+            ret = ret.reshape(ret_shape)
+        return ret
+    else:
+        raise ValueError("Improper number of dimensions to norm.")
+
+
+# multi_dot
+
+def multi_dot(arrays):
+    """
+    Compute the dot product of two or more arrays in a single function call,
+    while automatically selecting the fastest evaluation order.
+
+    `multi_dot` chains `numpy.dot` and uses optimal parenthesization
+    of the matrices [1]_ [2]_. Depending on the shapes of the matrices,
+    this can speed up the multiplication a lot.
+
+    If the first argument is 1-D it is treated as a row vector.
+    If the last argument is 1-D it is treated as a column vector.
+    The other arguments must be 2-D.
+
+    Think of `multi_dot` as::
+
+        def multi_dot(arrays): return functools.reduce(np.dot, arrays)
+
+
+    Parameters
+    ----------
+    arrays : sequence of array_like
+        If the first argument is 1-D it is treated as row vector.
+        If the last argument is 1-D it is treated as column vector.
+        The other arguments must be 2-D.
+
+    Returns
+    -------
+    output : ndarray
+        Returns the dot product of the supplied arrays.
+
+    See Also
+    --------
+    dot : dot multiplication with two arguments.
+
+    References
+    ----------
+
+    .. [1] Cormen, "Introduction to Algorithms", Chapter 15.2, p. 370-378
+    .. [2] http://en.wikipedia.org/wiki/Matrix_chain_multiplication
+
+    Examples
+    --------
+    `multi_dot` allows you to write::
+
+    >>> from numpy.linalg import multi_dot
+    >>> # Prepare some data
+    >>> A = np.random.random(10000, 100)
+    >>> B = np.random.random(100, 1000)
+    >>> C = np.random.random(1000, 5)
+    >>> D = np.random.random(5, 333)
+    >>> # the actual dot multiplication
+    >>> multi_dot([A, B, C, D])
+
+    instead of::
+
+    >>> np.dot(np.dot(np.dot(A, B), C), D)
+    >>> # or
+    >>> A.dot(B).dot(C).dot(D)
+
+
+    Example: multiplication costs of different parenthesizations
+    ------------------------------------------------------------
+
+    The cost for a matrix multiplication can be calculated with the
+    following function::
+
+        def cost(A, B): return A.shape[0] * A.shape[1] * B.shape[1]
+
+    Let's assume we have three matrices
+    :math:`A_{10x100}, B_{100x5}, C_{5x50}$`.
+
+    The costs for the two different parenthesizations are as follows::
+
+        cost((AB)C) = 10*100*5 + 10*5*50   = 5000 + 2500   = 7500
+        cost(A(BC)) = 10*100*50 + 100*5*50 = 50000 + 25000 = 75000
+
+    """
+    n = len(arrays)
+    # optimization only makes sense for len(arrays) > 2
+    if n < 2:
+        raise ValueError("Expecting at least two arrays.")
+    elif n == 2:
+        return dot(arrays[0], arrays[1])
+
+    arrays = [asanyarray(a) for a in arrays]
+
+    # save original ndim to reshape the result array into the proper form later
+    ndim_first, ndim_last = arrays[0].ndim, arrays[-1].ndim
+    # Explicitly convert vectors to 2D arrays to keep the logic of the internal
+    # _multi_dot_* functions as simple as possible.
+    if arrays[0].ndim == 1:
+        arrays[0] = atleast_2d(arrays[0])
+    if arrays[-1].ndim == 1:
+        arrays[-1] = atleast_2d(arrays[-1]).T
+    _assertRank2(*arrays)
+
+    # _multi_dot_three is much faster than _multi_dot_matrix_chain_order
+    if n == 3:
+        result = _multi_dot_three(arrays[0], arrays[1], arrays[2])
+    else:
+        order = _multi_dot_matrix_chain_order(arrays)
+        result = _multi_dot(arrays, order, 0, n - 1)
+
+    # return proper shape
+    if ndim_first == 1 and ndim_last == 1:
+        return result[0, 0]  # scalar
+    elif ndim_first == 1 or ndim_last == 1:
+        return result.ravel()  # 1-D
+    else:
+        return result
+
+
+def _multi_dot_three(A, B, C):
+    """
+    Find the best order for three arrays and do the multiplication.
+
+    For three arguments `_multi_dot_three` is approximately 15 times faster
+    than `_multi_dot_matrix_chain_order`
+
+    """
+    # cost1 = cost((AB)C)
+    cost1 = (A.shape[0] * A.shape[1] * B.shape[1] +  # (AB)
+             A.shape[0] * B.shape[1] * C.shape[1])   # (--)C
+    # cost2 = cost((AB)C)
+    cost2 = (B.shape[0] * B.shape[1] * C.shape[1] +  #  (BC)
+             A.shape[0] * A.shape[1] * C.shape[1])   # A(--)
+
+    if cost1 < cost2:
+        return dot(dot(A, B), C)
+    else:
+        return dot(A, dot(B, C))
+
+
+def _multi_dot_matrix_chain_order(arrays, return_costs=False):
+    """
+    Return a np.array that encodes the optimal order of mutiplications.
+
+    The optimal order array is then used by `_multi_dot()` to do the
+    multiplication.
+
+    Also return the cost matrix if `return_costs` is `True`
+
+    The implementation CLOSELY follows Cormen, "Introduction to Algorithms",
+    Chapter 15.2, p. 370-378.  Note that Cormen uses 1-based indices.
+
+        cost[i, j] = min([
+            cost[prefix] + cost[suffix] + cost_mult(prefix, suffix)
+            for k in range(i, j)])
+
+    """
+    n = len(arrays)
+    # p stores the dimensions of the matrices
+    # Example for p: A_{10x100}, B_{100x5}, C_{5x50} --> p = [10, 100, 5, 50]
+    p = [a.shape[0] for a in arrays] + [arrays[-1].shape[1]]
+    # m is a matrix of costs of the subproblems
+    # m[i,j]: min number of scalar multiplications needed to compute A_{i..j}
+    m = zeros((n, n), dtype=double)
+    # s is the actual ordering
+    # s[i, j] is the value of k at which we split the product A_i..A_j
+    s = empty((n, n), dtype=intp)
+
+    for l in range(1, n):
+        for i in range(n - l):
+            j = i + l
+            m[i, j] = Inf
+            for k in range(i, j):
+                q = m[i, k] + m[k+1, j] + p[i]*p[k+1]*p[j+1]
+                if q < m[i, j]:
+                    m[i, j] = q
+                    s[i, j] = k  # Note that Cormen uses 1-based index
+
+    return (s, m) if return_costs else s
+
+
+def _multi_dot(arrays, order, i, j):
+    """Actually do the multiplication with the given order."""
+    if i == j:
+        return arrays[i]
+    else:
+        return dot(_multi_dot(arrays, order, i, order[i, j]),
+                   _multi_dot(arrays, order, order[i, j] + 1, j))