Python Optimization: Using vector technique to find power of each matrix in an numpy array
3D numpy array A contains a series (in this example, I am choosing 3) of 2D numpy array D of shape 2 x 2. The D matrix is as follows:
D = np.array([[1,2],[3,4]])
A is initialized and assigned as below:
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
Now, essentially what I require after the execution of the codes is:
Mathematically, A = {D^0, D^1, D^2} = {D0, D1, D2}
where D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]
Is it possible to apply power to each matrix element in A without using a for-loop? I would be doing larger matrices with more in the series.
I had defined, n = np.array([0,1,2]) # corresponding to powers 0, 1 and 2 and tried
Result = np.power(A,n) but I do not get the desired output.
Is there are an efficient way to do it?
Full code:
D = np.array([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
n = np.array([0,1,2])
Result = np.power(A,n) # ------> Not the desired output.
python numpy
add a comment |
3D numpy array A contains a series (in this example, I am choosing 3) of 2D numpy array D of shape 2 x 2. The D matrix is as follows:
D = np.array([[1,2],[3,4]])
A is initialized and assigned as below:
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
Now, essentially what I require after the execution of the codes is:
Mathematically, A = {D^0, D^1, D^2} = {D0, D1, D2}
where D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]
Is it possible to apply power to each matrix element in A without using a for-loop? I would be doing larger matrices with more in the series.
I had defined, n = np.array([0,1,2]) # corresponding to powers 0, 1 and 2 and tried
Result = np.power(A,n) but I do not get the desired output.
Is there are an efficient way to do it?
Full code:
D = np.array([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
n = np.array([0,1,2])
Result = np.power(A,n) # ------> Not the desired output.
python numpy
Can you explain the expected output? is ThisD0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]the expected output? If so, that does not seem like a power function.
– Paritosh Singh
Jan 1 at 13:21
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
why does raising[[1,2],[3,4]]to zero turn it into[[1,0],[0,1]]. Should it not be[[1,1],[1,1]]? What is the logic of the operation?
– Paritosh Singh
Jan 1 at 13:45
1
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14
add a comment |
3D numpy array A contains a series (in this example, I am choosing 3) of 2D numpy array D of shape 2 x 2. The D matrix is as follows:
D = np.array([[1,2],[3,4]])
A is initialized and assigned as below:
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
Now, essentially what I require after the execution of the codes is:
Mathematically, A = {D^0, D^1, D^2} = {D0, D1, D2}
where D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]
Is it possible to apply power to each matrix element in A without using a for-loop? I would be doing larger matrices with more in the series.
I had defined, n = np.array([0,1,2]) # corresponding to powers 0, 1 and 2 and tried
Result = np.power(A,n) but I do not get the desired output.
Is there are an efficient way to do it?
Full code:
D = np.array([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
n = np.array([0,1,2])
Result = np.power(A,n) # ------> Not the desired output.
python numpy
3D numpy array A contains a series (in this example, I am choosing 3) of 2D numpy array D of shape 2 x 2. The D matrix is as follows:
D = np.array([[1,2],[3,4]])
A is initialized and assigned as below:
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
Now, essentially what I require after the execution of the codes is:
Mathematically, A = {D^0, D^1, D^2} = {D0, D1, D2}
where D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]
Is it possible to apply power to each matrix element in A without using a for-loop? I would be doing larger matrices with more in the series.
I had defined, n = np.array([0,1,2]) # corresponding to powers 0, 1 and 2 and tried
Result = np.power(A,n) but I do not get the desired output.
Is there are an efficient way to do it?
Full code:
D = np.array([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
n = np.array([0,1,2])
Result = np.power(A,n) # ------> Not the desired output.
python numpy
python numpy
asked Jan 1 at 12:54
Naseef UmmerNaseef Ummer
15214
15214
Can you explain the expected output? is ThisD0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]the expected output? If so, that does not seem like a power function.
– Paritosh Singh
Jan 1 at 13:21
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
why does raising[[1,2],[3,4]]to zero turn it into[[1,0],[0,1]]. Should it not be[[1,1],[1,1]]? What is the logic of the operation?
– Paritosh Singh
Jan 1 at 13:45
1
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14
add a comment |
Can you explain the expected output? is ThisD0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]the expected output? If so, that does not seem like a power function.
– Paritosh Singh
Jan 1 at 13:21
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
why does raising[[1,2],[3,4]]to zero turn it into[[1,0],[0,1]]. Should it not be[[1,1],[1,1]]? What is the logic of the operation?
– Paritosh Singh
Jan 1 at 13:45
1
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14
Can you explain the expected output? is This
D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]] the expected output? If so, that does not seem like a power function.– Paritosh Singh
Jan 1 at 13:21
Can you explain the expected output? is This
D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]] the expected output? If so, that does not seem like a power function.– Paritosh Singh
Jan 1 at 13:21
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
why does raising
[[1,2],[3,4]] to zero turn it into [[1,0],[0,1]]. Should it not be [[1,1],[1,1]]? What is the logic of the operation?– Paritosh Singh
Jan 1 at 13:45
why does raising
[[1,2],[3,4]] to zero turn it into [[1,0],[0,1]]. Should it not be [[1,1],[1,1]]? What is the logic of the operation?– Paritosh Singh
Jan 1 at 13:45
1
1
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14
add a comment |
4 Answers
4
active
oldest
votes
A cumulative product exists in numpy, but not for matrices. Therefore, you need to make your own 'matcumprod' function. You can use np.dot for this, but np.matmul (or @) is specialized for matrix multiplication.
Since you state your powers always go from 0 to some_power, I suggest the following function:
def matcumprod(D, upto):
Res = np.empty((upto, *D.shape), dtype=A.dtype)
Res[0, :, :] = np.eye(D.shape[0])
Res[1, :, :] = D.copy()
for i in range(1,upto):
Res[i, :, :] = Res[i-1,:,:] @ D
return Res
By the way, a loop often times outperforms a built-in numpy function if the latter uses a lot of memory, so don't fret over it if your powers stay within bounds...
add a comment |
Alright, i spent a lot of time on this problem but could not seem to find a vectorized solution in the way you'd like. So i would like to instead first propose a basic solution, and then perhaps an optimization if you require finding continuous powers.
The function you're looking for is called numpy.linalg.matrix_power
import numpy as np
D = np.matrix([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
np.zeros(A.shape)
n = np.array([0,1,2])
result = [np.linalg.matrix_power(D, i) for i in n]
np.array(result)
#Output:
array([[[ 1, 0],
[ 0, 1]],
[[ 1, 2],
[ 3, 4]],
[[ 7, 10],
[15, 22]]])
However, if you notice, you end up calculating multiple powers for the same base matrix. We could instead utilize the intermediate results and go from there, using numpy.linalg.multi_dot
def all_powers_arr_of_matrix(A):
result = np.zeros(A.shape)
result[0] = np.linalg.matrix_power(A[0], 0)
for i in range(1, A.shape[0]):
result[i] = np.linalg.multi_dot([result[i - 1], A[i]])
return result
result = all_powers_arr_of_matrix(A)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Also, we can avoid creating the matrix A entirely, saving some time.
def all_powers_matrix(D, *rangeargs): #end exclusive
''' Expects 2D matrix.
Use as all_powers_matrix(D, end) or
all_powers_matrix(D, start, end)
'''
if len(rangeargs) == 1:
start = 0
end = rangeargs[0]
elif len(rangeargs) == 2:
start = rangeargs[0]
end = rangeargs[1]
else:
print("incorrect args")
return None
result = np.zeros((end - start, *D.shape))
result[0] = np.linalg.matrix_power(A[0], start)
for i in range(start + 1, end):
result[i] = np.linalg.multi_dot([result[i - 1], D])
return result
return result
result = all_powers_matrix(D, 3)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Note that you'd need to add error handling if you decide to use these functions as-is.
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
add a comment |
I don't have a full solution, but there are some things I wanted to mention which are a bit too long for the comments.
You might first look into addition chain exponentiation if you are computing big powers of big matrices. This is basically asking how many matrix multiplications are required to compute A^k for a given k. For instance A^5 = A(A^2)^2 so you need to only three matrix multiplies: A^2 and (A^2)^2 and A(A^2)^2. This might be the simplest way to gain some efficiency, but you will probably still have to use explicit loops.
Your question is also related to the problem of computing Ax, A^2x, ... , A^kx for a given A and x. This is an active area of research right now (search "matrix powers kernel"), since computing such a sequence efficiently is useful for parallel/communication avoiding Krylov subspace methods. If you're looking for a very efficient solution to your problem it might be worth looking into some of the results about this.
add a comment |
To calculate power of matrix D, one way could be to find the eigenvalues and right eigenvectors of it with np.linalg.eig and then raise the power of the diagonal matrix as it is easier, then after some manipulation, you can use two np.einsum to calculate A
#get eigvalues and eigvectors
eigval, eigvect = np.linalg.eig(D)
# to check how it works, you can do:
print (np.dot(eigvect*eigval,np.linalg.inv(eigvect)))
#[[1. 2.]
# [3. 4.]]
# so you get back on D
#use power as ufunc of outer with n on the eigenvalues to get all the one you want
arrp = np.power.outer( eigval, n).T
#apply_along_axis to create the diagonal matrix along the last axis
diagp = np.apply_along_axis( np.diag, axis=-1, arr=arrp)
#finally use two np.einsum to calculate with the subscript to get what you want
A = np.einsum('lij,jk -> lik',
np.einsum('ij,kjl -> kil',eigvect,diagp), np.linalg.inv(eigvect)).round()
print (A)
print (A.shape)
#[[[ 1. 0.]
# [-0. 1.]]
#
# [[ 1. 2.]
# [ 3. 4.]]
#
# [[ 7. 10.]
# [15. 22.]]]
#
#(3, 2, 2)
add a comment |
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4 Answers
4
active
oldest
votes
4 Answers
4
active
oldest
votes
active
oldest
votes
active
oldest
votes
A cumulative product exists in numpy, but not for matrices. Therefore, you need to make your own 'matcumprod' function. You can use np.dot for this, but np.matmul (or @) is specialized for matrix multiplication.
Since you state your powers always go from 0 to some_power, I suggest the following function:
def matcumprod(D, upto):
Res = np.empty((upto, *D.shape), dtype=A.dtype)
Res[0, :, :] = np.eye(D.shape[0])
Res[1, :, :] = D.copy()
for i in range(1,upto):
Res[i, :, :] = Res[i-1,:,:] @ D
return Res
By the way, a loop often times outperforms a built-in numpy function if the latter uses a lot of memory, so don't fret over it if your powers stay within bounds...
add a comment |
A cumulative product exists in numpy, but not for matrices. Therefore, you need to make your own 'matcumprod' function. You can use np.dot for this, but np.matmul (or @) is specialized for matrix multiplication.
Since you state your powers always go from 0 to some_power, I suggest the following function:
def matcumprod(D, upto):
Res = np.empty((upto, *D.shape), dtype=A.dtype)
Res[0, :, :] = np.eye(D.shape[0])
Res[1, :, :] = D.copy()
for i in range(1,upto):
Res[i, :, :] = Res[i-1,:,:] @ D
return Res
By the way, a loop often times outperforms a built-in numpy function if the latter uses a lot of memory, so don't fret over it if your powers stay within bounds...
add a comment |
A cumulative product exists in numpy, but not for matrices. Therefore, you need to make your own 'matcumprod' function. You can use np.dot for this, but np.matmul (or @) is specialized for matrix multiplication.
Since you state your powers always go from 0 to some_power, I suggest the following function:
def matcumprod(D, upto):
Res = np.empty((upto, *D.shape), dtype=A.dtype)
Res[0, :, :] = np.eye(D.shape[0])
Res[1, :, :] = D.copy()
for i in range(1,upto):
Res[i, :, :] = Res[i-1,:,:] @ D
return Res
By the way, a loop often times outperforms a built-in numpy function if the latter uses a lot of memory, so don't fret over it if your powers stay within bounds...
A cumulative product exists in numpy, but not for matrices. Therefore, you need to make your own 'matcumprod' function. You can use np.dot for this, but np.matmul (or @) is specialized for matrix multiplication.
Since you state your powers always go from 0 to some_power, I suggest the following function:
def matcumprod(D, upto):
Res = np.empty((upto, *D.shape), dtype=A.dtype)
Res[0, :, :] = np.eye(D.shape[0])
Res[1, :, :] = D.copy()
for i in range(1,upto):
Res[i, :, :] = Res[i-1,:,:] @ D
return Res
By the way, a loop often times outperforms a built-in numpy function if the latter uses a lot of memory, so don't fret over it if your powers stay within bounds...
edited Jan 1 at 20:39
answered Jan 1 at 17:02
HermenHermen
462
462
add a comment |
add a comment |
Alright, i spent a lot of time on this problem but could not seem to find a vectorized solution in the way you'd like. So i would like to instead first propose a basic solution, and then perhaps an optimization if you require finding continuous powers.
The function you're looking for is called numpy.linalg.matrix_power
import numpy as np
D = np.matrix([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
np.zeros(A.shape)
n = np.array([0,1,2])
result = [np.linalg.matrix_power(D, i) for i in n]
np.array(result)
#Output:
array([[[ 1, 0],
[ 0, 1]],
[[ 1, 2],
[ 3, 4]],
[[ 7, 10],
[15, 22]]])
However, if you notice, you end up calculating multiple powers for the same base matrix. We could instead utilize the intermediate results and go from there, using numpy.linalg.multi_dot
def all_powers_arr_of_matrix(A):
result = np.zeros(A.shape)
result[0] = np.linalg.matrix_power(A[0], 0)
for i in range(1, A.shape[0]):
result[i] = np.linalg.multi_dot([result[i - 1], A[i]])
return result
result = all_powers_arr_of_matrix(A)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Also, we can avoid creating the matrix A entirely, saving some time.
def all_powers_matrix(D, *rangeargs): #end exclusive
''' Expects 2D matrix.
Use as all_powers_matrix(D, end) or
all_powers_matrix(D, start, end)
'''
if len(rangeargs) == 1:
start = 0
end = rangeargs[0]
elif len(rangeargs) == 2:
start = rangeargs[0]
end = rangeargs[1]
else:
print("incorrect args")
return None
result = np.zeros((end - start, *D.shape))
result[0] = np.linalg.matrix_power(A[0], start)
for i in range(start + 1, end):
result[i] = np.linalg.multi_dot([result[i - 1], D])
return result
return result
result = all_powers_matrix(D, 3)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Note that you'd need to add error handling if you decide to use these functions as-is.
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
add a comment |
Alright, i spent a lot of time on this problem but could not seem to find a vectorized solution in the way you'd like. So i would like to instead first propose a basic solution, and then perhaps an optimization if you require finding continuous powers.
The function you're looking for is called numpy.linalg.matrix_power
import numpy as np
D = np.matrix([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
np.zeros(A.shape)
n = np.array([0,1,2])
result = [np.linalg.matrix_power(D, i) for i in n]
np.array(result)
#Output:
array([[[ 1, 0],
[ 0, 1]],
[[ 1, 2],
[ 3, 4]],
[[ 7, 10],
[15, 22]]])
However, if you notice, you end up calculating multiple powers for the same base matrix. We could instead utilize the intermediate results and go from there, using numpy.linalg.multi_dot
def all_powers_arr_of_matrix(A):
result = np.zeros(A.shape)
result[0] = np.linalg.matrix_power(A[0], 0)
for i in range(1, A.shape[0]):
result[i] = np.linalg.multi_dot([result[i - 1], A[i]])
return result
result = all_powers_arr_of_matrix(A)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Also, we can avoid creating the matrix A entirely, saving some time.
def all_powers_matrix(D, *rangeargs): #end exclusive
''' Expects 2D matrix.
Use as all_powers_matrix(D, end) or
all_powers_matrix(D, start, end)
'''
if len(rangeargs) == 1:
start = 0
end = rangeargs[0]
elif len(rangeargs) == 2:
start = rangeargs[0]
end = rangeargs[1]
else:
print("incorrect args")
return None
result = np.zeros((end - start, *D.shape))
result[0] = np.linalg.matrix_power(A[0], start)
for i in range(start + 1, end):
result[i] = np.linalg.multi_dot([result[i - 1], D])
return result
return result
result = all_powers_matrix(D, 3)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Note that you'd need to add error handling if you decide to use these functions as-is.
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
add a comment |
Alright, i spent a lot of time on this problem but could not seem to find a vectorized solution in the way you'd like. So i would like to instead first propose a basic solution, and then perhaps an optimization if you require finding continuous powers.
The function you're looking for is called numpy.linalg.matrix_power
import numpy as np
D = np.matrix([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
np.zeros(A.shape)
n = np.array([0,1,2])
result = [np.linalg.matrix_power(D, i) for i in n]
np.array(result)
#Output:
array([[[ 1, 0],
[ 0, 1]],
[[ 1, 2],
[ 3, 4]],
[[ 7, 10],
[15, 22]]])
However, if you notice, you end up calculating multiple powers for the same base matrix. We could instead utilize the intermediate results and go from there, using numpy.linalg.multi_dot
def all_powers_arr_of_matrix(A):
result = np.zeros(A.shape)
result[0] = np.linalg.matrix_power(A[0], 0)
for i in range(1, A.shape[0]):
result[i] = np.linalg.multi_dot([result[i - 1], A[i]])
return result
result = all_powers_arr_of_matrix(A)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Also, we can avoid creating the matrix A entirely, saving some time.
def all_powers_matrix(D, *rangeargs): #end exclusive
''' Expects 2D matrix.
Use as all_powers_matrix(D, end) or
all_powers_matrix(D, start, end)
'''
if len(rangeargs) == 1:
start = 0
end = rangeargs[0]
elif len(rangeargs) == 2:
start = rangeargs[0]
end = rangeargs[1]
else:
print("incorrect args")
return None
result = np.zeros((end - start, *D.shape))
result[0] = np.linalg.matrix_power(A[0], start)
for i in range(start + 1, end):
result[i] = np.linalg.multi_dot([result[i - 1], D])
return result
return result
result = all_powers_matrix(D, 3)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Note that you'd need to add error handling if you decide to use these functions as-is.
Alright, i spent a lot of time on this problem but could not seem to find a vectorized solution in the way you'd like. So i would like to instead first propose a basic solution, and then perhaps an optimization if you require finding continuous powers.
The function you're looking for is called numpy.linalg.matrix_power
import numpy as np
D = np.matrix([[1,2],[3,4]])
idx = np.arange(3)
A = np.zeros((3,2,2))
A[idx,:,:] = D # This gives A = [[[1,2],[3,4]],[[1,2],[3,4]],
# [[1,2],[3,4]]]
# In mathematical notation: A = {D, D, D}
np.zeros(A.shape)
n = np.array([0,1,2])
result = [np.linalg.matrix_power(D, i) for i in n]
np.array(result)
#Output:
array([[[ 1, 0],
[ 0, 1]],
[[ 1, 2],
[ 3, 4]],
[[ 7, 10],
[15, 22]]])
However, if you notice, you end up calculating multiple powers for the same base matrix. We could instead utilize the intermediate results and go from there, using numpy.linalg.multi_dot
def all_powers_arr_of_matrix(A):
result = np.zeros(A.shape)
result[0] = np.linalg.matrix_power(A[0], 0)
for i in range(1, A.shape[0]):
result[i] = np.linalg.multi_dot([result[i - 1], A[i]])
return result
result = all_powers_arr_of_matrix(A)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Also, we can avoid creating the matrix A entirely, saving some time.
def all_powers_matrix(D, *rangeargs): #end exclusive
''' Expects 2D matrix.
Use as all_powers_matrix(D, end) or
all_powers_matrix(D, start, end)
'''
if len(rangeargs) == 1:
start = 0
end = rangeargs[0]
elif len(rangeargs) == 2:
start = rangeargs[0]
end = rangeargs[1]
else:
print("incorrect args")
return None
result = np.zeros((end - start, *D.shape))
result[0] = np.linalg.matrix_power(A[0], start)
for i in range(start + 1, end):
result[i] = np.linalg.multi_dot([result[i - 1], D])
return result
return result
result = all_powers_matrix(D, 3)
#Output:
array([[[ 1., 0.],
[ 0., 1.]],
[[ 1., 2.],
[ 3., 4.]],
[[ 7., 10.],
[15., 22.]]])
Note that you'd need to add error handling if you decide to use these functions as-is.
answered Jan 1 at 15:30
Paritosh SinghParitosh Singh
2,0421218
2,0421218
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
add a comment |
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
Thank you for taking your time to solve this. I am putting it for timeit test and I will brief you on the result.
– Naseef Ummer
Jan 1 at 23:26
add a comment |
I don't have a full solution, but there are some things I wanted to mention which are a bit too long for the comments.
You might first look into addition chain exponentiation if you are computing big powers of big matrices. This is basically asking how many matrix multiplications are required to compute A^k for a given k. For instance A^5 = A(A^2)^2 so you need to only three matrix multiplies: A^2 and (A^2)^2 and A(A^2)^2. This might be the simplest way to gain some efficiency, but you will probably still have to use explicit loops.
Your question is also related to the problem of computing Ax, A^2x, ... , A^kx for a given A and x. This is an active area of research right now (search "matrix powers kernel"), since computing such a sequence efficiently is useful for parallel/communication avoiding Krylov subspace methods. If you're looking for a very efficient solution to your problem it might be worth looking into some of the results about this.
add a comment |
I don't have a full solution, but there are some things I wanted to mention which are a bit too long for the comments.
You might first look into addition chain exponentiation if you are computing big powers of big matrices. This is basically asking how many matrix multiplications are required to compute A^k for a given k. For instance A^5 = A(A^2)^2 so you need to only three matrix multiplies: A^2 and (A^2)^2 and A(A^2)^2. This might be the simplest way to gain some efficiency, but you will probably still have to use explicit loops.
Your question is also related to the problem of computing Ax, A^2x, ... , A^kx for a given A and x. This is an active area of research right now (search "matrix powers kernel"), since computing such a sequence efficiently is useful for parallel/communication avoiding Krylov subspace methods. If you're looking for a very efficient solution to your problem it might be worth looking into some of the results about this.
add a comment |
I don't have a full solution, but there are some things I wanted to mention which are a bit too long for the comments.
You might first look into addition chain exponentiation if you are computing big powers of big matrices. This is basically asking how many matrix multiplications are required to compute A^k for a given k. For instance A^5 = A(A^2)^2 so you need to only three matrix multiplies: A^2 and (A^2)^2 and A(A^2)^2. This might be the simplest way to gain some efficiency, but you will probably still have to use explicit loops.
Your question is also related to the problem of computing Ax, A^2x, ... , A^kx for a given A and x. This is an active area of research right now (search "matrix powers kernel"), since computing such a sequence efficiently is useful for parallel/communication avoiding Krylov subspace methods. If you're looking for a very efficient solution to your problem it might be worth looking into some of the results about this.
I don't have a full solution, but there are some things I wanted to mention which are a bit too long for the comments.
You might first look into addition chain exponentiation if you are computing big powers of big matrices. This is basically asking how many matrix multiplications are required to compute A^k for a given k. For instance A^5 = A(A^2)^2 so you need to only three matrix multiplies: A^2 and (A^2)^2 and A(A^2)^2. This might be the simplest way to gain some efficiency, but you will probably still have to use explicit loops.
Your question is also related to the problem of computing Ax, A^2x, ... , A^kx for a given A and x. This is an active area of research right now (search "matrix powers kernel"), since computing such a sequence efficiently is useful for parallel/communication avoiding Krylov subspace methods. If you're looking for a very efficient solution to your problem it might be worth looking into some of the results about this.
edited Jan 1 at 19:03
answered Jan 1 at 18:58
tchtch
48525
48525
add a comment |
add a comment |
To calculate power of matrix D, one way could be to find the eigenvalues and right eigenvectors of it with np.linalg.eig and then raise the power of the diagonal matrix as it is easier, then after some manipulation, you can use two np.einsum to calculate A
#get eigvalues and eigvectors
eigval, eigvect = np.linalg.eig(D)
# to check how it works, you can do:
print (np.dot(eigvect*eigval,np.linalg.inv(eigvect)))
#[[1. 2.]
# [3. 4.]]
# so you get back on D
#use power as ufunc of outer with n on the eigenvalues to get all the one you want
arrp = np.power.outer( eigval, n).T
#apply_along_axis to create the diagonal matrix along the last axis
diagp = np.apply_along_axis( np.diag, axis=-1, arr=arrp)
#finally use two np.einsum to calculate with the subscript to get what you want
A = np.einsum('lij,jk -> lik',
np.einsum('ij,kjl -> kil',eigvect,diagp), np.linalg.inv(eigvect)).round()
print (A)
print (A.shape)
#[[[ 1. 0.]
# [-0. 1.]]
#
# [[ 1. 2.]
# [ 3. 4.]]
#
# [[ 7. 10.]
# [15. 22.]]]
#
#(3, 2, 2)
add a comment |
To calculate power of matrix D, one way could be to find the eigenvalues and right eigenvectors of it with np.linalg.eig and then raise the power of the diagonal matrix as it is easier, then after some manipulation, you can use two np.einsum to calculate A
#get eigvalues and eigvectors
eigval, eigvect = np.linalg.eig(D)
# to check how it works, you can do:
print (np.dot(eigvect*eigval,np.linalg.inv(eigvect)))
#[[1. 2.]
# [3. 4.]]
# so you get back on D
#use power as ufunc of outer with n on the eigenvalues to get all the one you want
arrp = np.power.outer( eigval, n).T
#apply_along_axis to create the diagonal matrix along the last axis
diagp = np.apply_along_axis( np.diag, axis=-1, arr=arrp)
#finally use two np.einsum to calculate with the subscript to get what you want
A = np.einsum('lij,jk -> lik',
np.einsum('ij,kjl -> kil',eigvect,diagp), np.linalg.inv(eigvect)).round()
print (A)
print (A.shape)
#[[[ 1. 0.]
# [-0. 1.]]
#
# [[ 1. 2.]
# [ 3. 4.]]
#
# [[ 7. 10.]
# [15. 22.]]]
#
#(3, 2, 2)
add a comment |
To calculate power of matrix D, one way could be to find the eigenvalues and right eigenvectors of it with np.linalg.eig and then raise the power of the diagonal matrix as it is easier, then after some manipulation, you can use two np.einsum to calculate A
#get eigvalues and eigvectors
eigval, eigvect = np.linalg.eig(D)
# to check how it works, you can do:
print (np.dot(eigvect*eigval,np.linalg.inv(eigvect)))
#[[1. 2.]
# [3. 4.]]
# so you get back on D
#use power as ufunc of outer with n on the eigenvalues to get all the one you want
arrp = np.power.outer( eigval, n).T
#apply_along_axis to create the diagonal matrix along the last axis
diagp = np.apply_along_axis( np.diag, axis=-1, arr=arrp)
#finally use two np.einsum to calculate with the subscript to get what you want
A = np.einsum('lij,jk -> lik',
np.einsum('ij,kjl -> kil',eigvect,diagp), np.linalg.inv(eigvect)).round()
print (A)
print (A.shape)
#[[[ 1. 0.]
# [-0. 1.]]
#
# [[ 1. 2.]
# [ 3. 4.]]
#
# [[ 7. 10.]
# [15. 22.]]]
#
#(3, 2, 2)
To calculate power of matrix D, one way could be to find the eigenvalues and right eigenvectors of it with np.linalg.eig and then raise the power of the diagonal matrix as it is easier, then after some manipulation, you can use two np.einsum to calculate A
#get eigvalues and eigvectors
eigval, eigvect = np.linalg.eig(D)
# to check how it works, you can do:
print (np.dot(eigvect*eigval,np.linalg.inv(eigvect)))
#[[1. 2.]
# [3. 4.]]
# so you get back on D
#use power as ufunc of outer with n on the eigenvalues to get all the one you want
arrp = np.power.outer( eigval, n).T
#apply_along_axis to create the diagonal matrix along the last axis
diagp = np.apply_along_axis( np.diag, axis=-1, arr=arrp)
#finally use two np.einsum to calculate with the subscript to get what you want
A = np.einsum('lij,jk -> lik',
np.einsum('ij,kjl -> kil',eigvect,diagp), np.linalg.inv(eigvect)).round()
print (A)
print (A.shape)
#[[[ 1. 0.]
# [-0. 1.]]
#
# [[ 1. 2.]
# [ 3. 4.]]
#
# [[ 7. 10.]
# [15. 22.]]]
#
#(3, 2, 2)
answered Jan 2 at 0:31
Ben.TBen.T
6,2102825
6,2102825
add a comment |
add a comment |
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Can you explain the expected output? is This
D0 = [[1,0],[0,1]], D1 = [[1,2],[3,4]], D2=[[7,10],[15,22]]the expected output? If so, that does not seem like a power function.– Paritosh Singh
Jan 1 at 13:21
I want D0, D1, D2 within A with that result. Prior to applying power: A = [[[1,2],[3,4]],[[1,2],[3,4]],[[1,2],[3,4]]]. After application of power it should be A = [[[1,0],[0,1]],[[1,2],[3,4]],[[7,10],[15,22]]].
– Naseef Ummer
Jan 1 at 13:37
why does raising
[[1,2],[3,4]]to zero turn it into[[1,0],[0,1]]. Should it not be[[1,1],[1,1]]? What is the logic of the operation?– Paritosh Singh
Jan 1 at 13:45
1
No, it should turn out to be an identity matrix. In case of any scalar number, a(b^0) = a because b^0 = 1. It's the identity property. Likewise for matrix, any square matrix to the power 0 is identity matrix i.e. in this case [[1,0],[0,1]] (say this is B). So if you now multiply any matrix A with B (AB) you get A, which can be verified manually as well..
– Naseef Ummer
Jan 1 at 14:03
Ah i see, thanks for explaining
– Paritosh Singh
Jan 1 at 14:14