scipy 1.16.2__cp312-cp312-win_arm64.whl

scipy/sparse/linalg/_norm.py

@@ -0,0 +1,195 @@
+"""Sparse matrix norms.
+
+"""
+import numpy as np
+from scipy.sparse import issparse
+from scipy.sparse.linalg import svds
+from scipy.sparse._sputils import convert_pydata_sparse_to_scipy
+import scipy.sparse as sp
+
+from numpy import sqrt, abs
+
+__all__ = ['norm']
+
+
+def _sparse_frobenius_norm(x):
+    data = sp._sputils._todata(x)
+    return np.linalg.norm(data)
+
+
+def norm(x, ord=None, axis=None):
+    """
+    Norm of a sparse matrix
+
+    This function is able to return one of seven different matrix norms,
+    depending on the value of the ``ord`` parameter.
+
+    Parameters
+    ----------
+    x : a sparse array
+        Input sparse array.
+    ord : {non-zero int, inf, -inf, 'fro'}, 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.
+
+    Returns
+    -------
+    n : float or ndarray
+
+    Notes
+    -----
+    Some of the ord are not implemented because some associated functions like,
+    _multi_svd_norm, are not yet available for sparse array.
+
+    This docstring is modified based on numpy.linalg.norm.
+    https://github.com/numpy/numpy/blob/main/numpy/linalg/linalg.py
+
+    The following norms can be calculated:
+
+    =====  ============================
+    ord    norm for sparse arrays
+    =====  ============================
+    None   Frobenius norm
+    'fro'  Frobenius norm
+    inf    max(sum(abs(x), axis=1))
+    -inf   min(sum(abs(x), axis=1))
+    0      abs(x).sum(axis=axis)
+    1      max(sum(abs(x), axis=0))
+    -1     min(sum(abs(x), axis=0))
+    2      Spectral norm (the largest singular value)
+    -2     Not implemented
+    other  Not implemented
+    =====  ============================
+
+    The Frobenius norm is given by [1]_:
+
+        :math:`||A||_F = [\\sum_{i,j} abs(a_{i,j})^2]^{1/2}`
+
+    References
+    ----------
+    .. [1] G. H. Golub and C. F. Van Loan, *Matrix Computations*,
+        Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15
+
+    Examples
+    --------
+    >>> from scipy.sparse import csr_array, diags_array
+    >>> import numpy as np
+    >>> from scipy.sparse.linalg import norm
+    >>> 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]])
+
+    >>> b = csr_array(b)
+    >>> norm(b)
+    7.745966692414834
+    >>> norm(b, 'fro')
+    7.745966692414834
+    >>> norm(b, np.inf)
+    9
+    >>> norm(b, -np.inf)
+    2
+    >>> norm(b, 1)
+    7
+    >>> norm(b, -1)
+    6
+
+    The matrix 2-norm or the spectral norm is the largest singular
+    value, computed approximately and with limitations.
+
+    >>> b = diags_array([-1, 1], offsets=[0, 1], shape=(9, 10))
+    >>> norm(b, 2)
+    1.9753...
+    """
+    x = convert_pydata_sparse_to_scipy(x, target_format="csr")
+    if not issparse(x):
+        raise TypeError("input is not sparse. use numpy.linalg.norm")
+
+    # Check the default case first and handle it immediately.
+    if axis is None and ord in (None, 'fro', 'f'):
+        return _sparse_frobenius_norm(x)
+
+    # Some norms require functions that are not implemented for all types.
+    x = x.tocsr()
+
+    if axis is None:
+        axis = tuple(range(x.ndim))
+    elif not isinstance(axis, tuple):
+        msg = "'axis' must be None, an integer or a tuple of integers"
+        try:
+            int_axis = int(axis)
+        except TypeError as e:
+            raise TypeError(msg) from e
+        if axis != int_axis:
+            raise TypeError(msg)
+        axis = (int_axis,)
+
+    nd = x.ndim
+    if len(axis) == 2:
+        row_axis, col_axis = axis
+        if not (-nd <= row_axis < nd and -nd <= col_axis < nd):
+            message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
+            raise ValueError(message)
+        if row_axis % nd == col_axis % nd:
+            raise ValueError('Duplicate axes given.')
+        if ord == 2:
+            # Only solver="lobpcg" supports all numpy dtypes
+            _, s, _ = svds(x, k=1, solver="lobpcg")
+            return s[0]
+        elif ord == -2:
+            raise NotImplementedError
+            #return _multi_svd_norm(x, row_axis, col_axis, amin)
+        elif ord == 1:
+            return abs(x).sum(axis=row_axis).max()
+        elif ord == np.inf:
+            return abs(x).sum(axis=col_axis).max()
+        elif ord == -1:
+            return abs(x).sum(axis=row_axis).min()
+        elif ord == -np.inf:
+            return abs(x).sum(axis=col_axis).min()
+        elif ord in (None, 'f', 'fro'):
+            # The axis order does not matter for this norm.
+            return _sparse_frobenius_norm(x)
+        else:
+            raise ValueError("Invalid norm order for matrices.")
+    elif len(axis) == 1:
+        a, = axis
+        if not (-nd <= a < nd):
+            message = f'Invalid axis {axis!r} for an array with shape {x.shape!r}'
+            raise ValueError(message)
+        if ord == np.inf:
+            M = abs(x).max(axis=a)
+        elif ord == -np.inf:
+            M = abs(x).min(axis=a)
+        elif ord == 0:
+            # Zero norm
+            M = (x != 0).sum(axis=a)
+        elif ord == 1:
+            # special case for speedup
+            M = abs(x).sum(axis=a)
+        elif ord in (2, None):
+            M = sqrt(abs(x).power(2).sum(axis=a))
+        else:
+            try:
+                ord + 1
+            except TypeError as e:
+                raise ValueError('Invalid norm order for vectors.') from e
+            M = np.power(abs(x).power(ord).sum(axis=a), 1 / ord)
+        if hasattr(M, 'toarray'):
+            return M.toarray().ravel()
+        elif hasattr(M, 'A'):
+            return M.A.ravel()
+        else:
+            return M.ravel()
+    else:
+        raise ValueError("Improper number of dimensions to norm.")

scipy/sparse/linalg/_onenormest.py

@@ -0,0 +1,467 @@
+"""Sparse block 1-norm estimator.
+"""
+
+import numpy as np
+from scipy.sparse.linalg import aslinearoperator
+
+
+__all__ = ['onenormest']
+
+
+def onenormest(A, t=2, itmax=5, compute_v=False, compute_w=False):
+    """
+    Compute a lower bound of the 1-norm of a sparse array.
+
+    Parameters
+    ----------
+    A : ndarray or other linear operator
+        A linear operator that can be transposed and that can
+        produce matrix products.
+    t : int, optional
+        A positive parameter controlling the tradeoff between
+        accuracy versus time and memory usage.
+        Larger values take longer and use more memory
+        but give more accurate output.
+    itmax : int, optional
+        Use at most this many iterations.
+    compute_v : bool, optional
+        Request a norm-maximizing linear operator input vector if True.
+    compute_w : bool, optional
+        Request a norm-maximizing linear operator output vector if True.
+
+    Returns
+    -------
+    est : float
+        An underestimate of the 1-norm of the sparse array.
+    v : ndarray, optional
+        The vector such that ||Av||_1 == est*||v||_1.
+        It can be thought of as an input to the linear operator
+        that gives an output with particularly large norm.
+    w : ndarray, optional
+        The vector Av which has relatively large 1-norm.
+        It can be thought of as an output of the linear operator
+        that is relatively large in norm compared to the input.
+
+    Notes
+    -----
+    This is algorithm 2.4 of [1].
+
+    In [2] it is described as follows.
+    "This algorithm typically requires the evaluation of
+    about 4t matrix-vector products and almost invariably
+    produces a norm estimate (which is, in fact, a lower
+    bound on the norm) correct to within a factor 3."
+
+    .. versionadded:: 0.13.0
+
+    References
+    ----------
+    .. [1] Nicholas J. Higham and Francoise Tisseur (2000),
+           "A Block Algorithm for Matrix 1-Norm Estimation,
+           with an Application to 1-Norm Pseudospectra."
+           SIAM J. Matrix Anal. Appl. Vol. 21, No. 4, pp. 1185-1201.
+
+    .. [2] Awad H. Al-Mohy and Nicholas J. Higham (2009),
+           "A new scaling and squaring algorithm for the matrix exponential."
+           SIAM J. Matrix Anal. Appl. Vol. 31, No. 3, pp. 970-989.
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from scipy.sparse import csc_array
+    >>> from scipy.sparse.linalg import onenormest
+    >>> A = csc_array([[1., 0., 0.], [5., 8., 2.], [0., -1., 0.]], dtype=float)
+    >>> A.toarray()
+    array([[ 1.,  0.,  0.],
+           [ 5.,  8.,  2.],
+           [ 0., -1.,  0.]])
+    >>> onenormest(A)
+    9.0
+    >>> np.linalg.norm(A.toarray(), ord=1)
+    9.0
+    """
+
+    # Check the input.
+    A = aslinearoperator(A)
+    if A.shape[0] != A.shape[1]:
+        raise ValueError('expected the operator to act like a square matrix')
+
+    # If the operator size is small compared to t,
+    # then it is easier to compute the exact norm.
+    # Otherwise estimate the norm.
+    n = A.shape[1]
+    if t >= n:
+        A_explicit = np.asarray(aslinearoperator(A).matmat(np.identity(n)))
+        if A_explicit.shape != (n, n):
+            raise Exception('internal error: ',
+                    'unexpected shape ' + str(A_explicit.shape))
+        col_abs_sums = abs(A_explicit).sum(axis=0)
+        if col_abs_sums.shape != (n, ):
+            raise Exception('internal error: ',
+                    'unexpected shape ' + str(col_abs_sums.shape))
+        argmax_j = np.argmax(col_abs_sums)
+        v = elementary_vector(n, argmax_j)
+        w = A_explicit[:, argmax_j]
+        est = col_abs_sums[argmax_j]
+    else:
+        est, v, w, nmults, nresamples = _onenormest_core(A, A.H, t, itmax)
+
+    # Report the norm estimate along with some certificates of the estimate.
+    if compute_v or compute_w:
+        result = (est,)
+        if compute_v:
+            result += (v,)
+        if compute_w:
+            result += (w,)
+        return result
+    else:
+        return est
+
+
+def _blocked_elementwise(func):
+    """
+    Decorator for an elementwise function, to apply it blockwise along
+    first dimension, to avoid excessive memory usage in temporaries.
+    """
+    block_size = 2**20
+
+    def wrapper(x):
+        if x.shape[0] < block_size:
+            return func(x)
+        else:
+            y0 = func(x[:block_size])
+            y = np.zeros((x.shape[0],) + y0.shape[1:], dtype=y0.dtype)
+            y[:block_size] = y0
+            del y0
+            for j in range(block_size, x.shape[0], block_size):
+                y[j:j+block_size] = func(x[j:j+block_size])
+            return y
+    return wrapper
+
+
+@_blocked_elementwise
+def sign_round_up(X):
+    """
+    This should do the right thing for both real and complex matrices.
+
+    From Higham and Tisseur:
+    "Everything in this section remains valid for complex matrices
+    provided that sign(A) is redefined as the matrix (aij / |aij|)
+    (and sign(0) = 1) transposes are replaced by conjugate transposes."
+
+    """
+    Y = X.copy()
+    Y[Y == 0] = 1
+    Y /= np.abs(Y)
+    return Y
+
+
+@_blocked_elementwise
+def _max_abs_axis1(X):
+    return np.max(np.abs(X), axis=1)
+
+
+def _sum_abs_axis0(X):
+    block_size = 2**20
+    r = None
+    for j in range(0, X.shape[0], block_size):
+        y = np.sum(np.abs(X[j:j+block_size]), axis=0)
+        if r is None:
+            r = y
+        else:
+            r += y
+    return r
+
+
+def elementary_vector(n, i):
+    v = np.zeros(n, dtype=float)
+    v[i] = 1
+    return v
+
+
+def vectors_are_parallel(v, w):
+    # Columns are considered parallel when they are equal or negative.
+    # Entries are required to be in {-1, 1},
+    # which guarantees that the magnitudes of the vectors are identical.
+    if v.ndim != 1 or v.shape != w.shape:
+        raise ValueError('expected conformant vectors with entries in {-1,1}')
+    n = v.shape[0]
+    return np.dot(v, w) == n
+
+
+def every_col_of_X_is_parallel_to_a_col_of_Y(X, Y):
+    for v in X.T:
+        if not any(vectors_are_parallel(v, w) for w in Y.T):
+            return False
+    return True
+
+
+def column_needs_resampling(i, X, Y=None):
+    # column i of X needs resampling if either
+    # it is parallel to a previous column of X or
+    # it is parallel to a column of Y
+    n, t = X.shape
+    v = X[:, i]
+    if any(vectors_are_parallel(v, X[:, j]) for j in range(i)):
+        return True
+    if Y is not None:
+        if any(vectors_are_parallel(v, w) for w in Y.T):
+            return True
+    return False
+
+
+def resample_column(i, X):
+    X[:, i] = np.random.randint(0, 2, size=X.shape[0])*2 - 1
+
+
+def less_than_or_close(a, b):
+    return np.allclose(a, b) or (a < b)
+
+
+def _algorithm_2_2(A, AT, t):
+    """
+    This is Algorithm 2.2.
+
+    Parameters
+    ----------
+    A : ndarray or other linear operator
+        A linear operator that can produce matrix products.
+    AT : ndarray or other linear operator
+        The transpose of A.
+    t : int, optional
+        A positive parameter controlling the tradeoff between
+        accuracy versus time and memory usage.
+
+    Returns
+    -------
+    g : sequence
+        A non-negative decreasing vector
+        such that g[j] is a lower bound for the 1-norm
+        of the column of A of jth largest 1-norm.
+        The first entry of this vector is therefore a lower bound
+        on the 1-norm of the linear operator A.
+        This sequence has length t.
+    ind : sequence
+        The ith entry of ind is the index of the column A whose 1-norm
+        is given by g[i].
+        This sequence of indices has length t, and its entries are
+        chosen from range(n), possibly with repetition,
+        where n is the order of the operator A.
+
+    Notes
+    -----
+    This algorithm is mainly for testing.
+    It uses the 'ind' array in a way that is similar to
+    its usage in algorithm 2.4. This algorithm 2.2 may be easier to test,
+    so it gives a chance of uncovering bugs related to indexing
+    which could have propagated less noticeably to algorithm 2.4.
+
+    """
+    A_linear_operator = aslinearoperator(A)
+    AT_linear_operator = aslinearoperator(AT)
+    n = A_linear_operator.shape[0]
+
+    # Initialize the X block with columns of unit 1-norm.
+    X = np.ones((n, t))
+    if t > 1:
+        X[:, 1:] = np.random.randint(0, 2, size=(n, t-1))*2 - 1
+    X /= float(n)
+
+    # Iteratively improve the lower bounds.
+    # Track extra things, to assert invariants for debugging.
+    g_prev = None
+    h_prev = None
+    k = 1
+    ind = range(t)
+    while True:
+        Y = np.asarray(A_linear_operator.matmat(X))
+        g = _sum_abs_axis0(Y)
+        best_j = np.argmax(g)
+        g.sort()
+        g = g[::-1]
+        S = sign_round_up(Y)
+        Z = np.asarray(AT_linear_operator.matmat(S))
+        h = _max_abs_axis1(Z)
+
+        # If this algorithm runs for fewer than two iterations,
+        # then its return values do not have the properties indicated
+        # in the description of the algorithm.
+        # In particular, the entries of g are not 1-norms of any
+        # column of A until the second iteration.
+        # Therefore we will require the algorithm to run for at least
+        # two iterations, even though this requirement is not stated
+        # in the description of the algorithm.
+        if k >= 2:
+            if less_than_or_close(max(h), np.dot(Z[:, best_j], X[:, best_j])):
+                break
+        ind = np.argsort(h)[::-1][:t]
+        h = h[ind]
+        for j in range(t):
+            X[:, j] = elementary_vector(n, ind[j])
+
+        # Check invariant (2.2).
+        if k >= 2:
+            if not less_than_or_close(g_prev[0], h_prev[0]):
+                raise Exception('invariant (2.2) is violated')
+            if not less_than_or_close(h_prev[0], g[0]):
+                raise Exception('invariant (2.2) is violated')
+
+        # Check invariant (2.3).
+        if k >= 3:
+            for j in range(t):
+                if not less_than_or_close(g[j], g_prev[j]):
+                    raise Exception('invariant (2.3) is violated')
+
+        # Update for the next iteration.
+        g_prev = g
+        h_prev = h
+        k += 1
+
+    # Return the lower bounds and the corresponding column indices.
+    return g, ind
+
+
+def _onenormest_core(A, AT, t, itmax):
+    """
+    Compute a lower bound of the 1-norm of a sparse array.
+
+    Parameters
+    ----------
+    A : ndarray or other linear operator
+        A linear operator that can produce matrix products.
+    AT : ndarray or other linear operator
+        The transpose of A.
+    t : int, optional
+        A positive parameter controlling the tradeoff between
+        accuracy versus time and memory usage.
+    itmax : int, optional
+        Use at most this many iterations.
+
+    Returns
+    -------
+    est : float
+        An underestimate of the 1-norm of the sparse array.
+    v : ndarray, optional
+        The vector such that ||Av||_1 == est*||v||_1.
+        It can be thought of as an input to the linear operator
+        that gives an output with particularly large norm.
+    w : ndarray, optional
+        The vector Av which has relatively large 1-norm.
+        It can be thought of as an output of the linear operator
+        that is relatively large in norm compared to the input.
+    nmults : int, optional
+        The number of matrix products that were computed.
+    nresamples : int, optional
+        The number of times a parallel column was observed,
+        necessitating a re-randomization of the column.
+
+    Notes
+    -----
+    This is algorithm 2.4.
+
+    """
+    # This function is a more or less direct translation
+    # of Algorithm 2.4 from the Higham and Tisseur (2000) paper.
+    A_linear_operator = aslinearoperator(A)
+    AT_linear_operator = aslinearoperator(AT)
+    if itmax < 2:
+        raise ValueError('at least two iterations are required')
+    if t < 1:
+        raise ValueError('at least one column is required')
+    n = A.shape[0]
+    if t >= n:
+        raise ValueError('t should be smaller than the order of A')
+    # Track the number of big*small matrix multiplications
+    # and the number of resamplings.
+    nmults = 0
+    nresamples = 0
+    # "We now explain our choice of starting matrix.  We take the first
+    # column of X to be the vector of 1s [...] This has the advantage that
+    # for a matrix with nonnegative elements the algorithm converges
+    # with an exact estimate on the second iteration, and such matrices
+    # arise in applications [...]"
+    X = np.ones((n, t), dtype=float)
+    # "The remaining columns are chosen as rand{-1,1},
+    # with a check for and correction of parallel columns,
+    # exactly as for S in the body of the algorithm."
+    if t > 1:
+        for i in range(1, t):
+            # These are technically initial samples, not resamples,
+            # so the resampling count is not incremented.
+            resample_column(i, X)
+        for i in range(t):
+            while column_needs_resampling(i, X):
+                resample_column(i, X)
+                nresamples += 1
+    # "Choose starting matrix X with columns of unit 1-norm."
+    X /= float(n)
+    # "indices of used unit vectors e_j"
+    ind_hist = np.zeros(0, dtype=np.intp)
+    est_old = 0
+    S = np.zeros((n, t), dtype=float)
+    k = 1
+    ind = None
+    while True:
+        Y = np.asarray(A_linear_operator.matmat(X))
+        nmults += 1
+        mags = _sum_abs_axis0(Y)
+        est = np.max(mags)
+        best_j = np.argmax(mags)
+        if est > est_old or k == 2:
+            if k >= 2:
+                ind_best = ind[best_j]
+            w = Y[:, best_j]
+        # (1)
+        if k >= 2 and est <= est_old:
+            est = est_old
+            break
+        est_old = est
+        S_old = S
+        if k > itmax:
+            break
+        S = sign_round_up(Y)
+        del Y
+        # (2)
+        if every_col_of_X_is_parallel_to_a_col_of_Y(S, S_old):
+            break
+        if t > 1:
+            # "Ensure that no column of S is parallel to another column of S
+            # or to a column of S_old by replacing columns of S by rand{-1,1}."
+            for i in range(t):
+                while column_needs_resampling(i, S, S_old):
+                    resample_column(i, S)
+                    nresamples += 1
+        del S_old
+        # (3)
+        Z = np.asarray(AT_linear_operator.matmat(S))
+        nmults += 1
+        h = _max_abs_axis1(Z)
+        del Z
+        # (4)
+        if k >= 2 and max(h) == h[ind_best]:
+            break
+        # "Sort h so that h_first >= ... >= h_last
+        # and re-order ind correspondingly."
+        #
+        # Later on, we will need at most t+len(ind_hist) largest
+        # entries, so drop the rest
+        ind = np.argsort(h)[::-1][:t+len(ind_hist)].copy()
+        del h
+        if t > 1:
+            # (5)
+            # Break if the most promising t vectors have been visited already.
+            if np.isin(ind[:t], ind_hist).all():
+                break
+            # Put the most promising unvisited vectors at the front of the list
+            # and put the visited vectors at the end of the list.
+            # Preserve the order of the indices induced by the ordering of h.
+            seen = np.isin(ind, ind_hist)
+            ind = np.concatenate((ind[~seen], ind[seen]))
+        for j in range(t):
+            X[:, j] = elementary_vector(n, ind[j])
+
+        new_ind = ind[:t][~np.isin(ind[:t], ind_hist)]
+        ind_hist = np.concatenate((ind_hist, new_ind))
+        k += 1
+    v = elementary_vector(n, ind_best)
+    return est, v, w, nmults, nresamples