Documentation for ‘block_sparse’ module

Documentation for the regrnd model class.

class block_sparse.block_sparse(blocks, nonzero, submatrices, dtype=<type 'numpy.float32'>, row_names=None, col_names=None)[source]

Define a block-sparse matrix

Parameters:

blocks : list

list of [row_block_boundaries,col_block_boundaries], where each of row_block_boundaries and col_block_boundaries is a 1D array of integers, beginning with 0, followed by the end boundaries of each block in increasing order

nonzero : array

boolean numpy array with number of rows equal to number of row blocks, and number of columns equal to number of col blocks. If entry [i,j] of nonzero is True, then the corresponding block is non-zero; if it is False, then the corresponding block is zero.

submatrices : list

list of submatrices for non-zero blocks in row-major order; e.g., block (1,1), (1,2), (2,1), (2,2),... Each submatrix can be an array, a block_sparse matrix, or a symmetric_block_sparse matrix.

dtype : numpy data type object

Set the default data type for the submatrices. Default float32

row_names : array

numpy array with names of the row-blocks. Default None

col_names : array

numpy array with names of the col-blocks. Default None
Returns:

matrix : block_sparse

block-sparse matrix

Methods

add(A) Matrix addition of a matrix A to current matrix
dot(A) Right multiply the current matrix with another block_sparse matrix, symmetric_block_sparse matrix, or array, A.
frobenius(A) Compute the frobenius inner product between the current matrix and matrix A
get_submatrix(block) Retrieve a particular block of the matrix
get_type(block) Retrieve the type of a particular block of the matrix
norm() Compute the frobenius norm of the current matrix
qform(y[, z]) Computes quadratic form defined by current matrix and input vectors.
to_dense() Return the current matrix as a standard (dense) numpy array
transpose() Return the transpose of the block-sparse matrix
add(A)[source]

Matrix addition of a matrix A to current matrix

Parameters:

A : matrix

matrix A with same dimensions as current matrix. The matrix A can be an array, block_sparse matrix, or symmetric_block_sparse matrix. It must have the same block structure as the current matrix if the matrix is a block_sparse matrix or symmetric_block_sparse matrix.
Returns:

block_sparse

the block-sparse matrix formed by matrix addition of the current matrix to A
dot(A)[source]

Right multiply the current matrix with another block_sparse matrix, symmetric_block_sparse matrix, or array, A.

Parameters:

A : matrix

matrix A with compatible dimensions and block structure: i.e. the row blocks of A must match the column blocks of the current matrix, unless A is an array.
Returns:

block_sparse

the block-sparse matrix formed by right multiplication of the current matrix by A
frobenius(A)[source]

Compute the frobenius inner product between the current matrix and matrix A

Parameters:

A : matrix

matrix A with same dimensions as current matrix. The matrix A can be an array, block_sparse matrix, or symmetric_block_sparse matrix. It must have the same block structure as the current matrix if the matrix is a block_sparse matrix or symmetric_block_sparse matrix.
Returns:

float

the frobenius inner product between the current matrix and matrix A
get_submatrix(block)[source]

Retrieve a particular block of the matrix

Parameters:

block : tuple

tuple (i,j) giving the index of the block
Returns:

block

either an array, a block_sparse matrix, or a symmetric_block_sparse matrix.
get_type(block)[source]

Retrieve the type of a particular block of the matrix

Parameters:

block : tuple

tuple (i,j) giving the index of the block
Returns:

block type
norm()[source]

Compute the frobenius norm of the current matrix

Returns:

float

the frobenius norm of the current matrix
qform(y, z=None)[source]

Computes quadratic form defined by current matrix and input vectors. Let X be the current block_sparse matrix, and y and z column vectors. When it is defined, this computes the quadratic form y’Xz. If only y is provided, this computes the quadratic form y’Xy.

Parameters:

y : array

1D numpy array of same length as number of rows of current matrix

z : array

1D numpy array of same length as number of rows of current matrix. Default None.
Returns:

float

the value of the quadratic form y’Xz
to_dense()[source]

Return the current matrix as a standard (dense) numpy array

Returns:array
transpose()[source]

Return the transpose of the block-sparse matrix

Returns:block_sparse
class block_sparse.symmetric_block_sparse(blocks, nonzero, submatrices, dtype=<type 'numpy.float32'>, row_names=None, col_names=None)[source]

Define a symmetric block-sparse matrix. Inherits some methods from block_sparse.

Parameters:

blocks : array

1D numpy integer array, starting at zero, followed by block boundaries, which are the same for both rows and columns

nonzero : array

symmetric boolean numpy array with number of rows equal to number of row blocks, which is equal to the number of col blocks. If entry [i,j] of nonzero is True, then the corresponding block is non-zero; if it is False, then the corresponding block is zero.

submatrices : list

list of submatrices for non-zero blocks in row-major order, ignoring lower-triangular blocks; e.g., block (1,1), (1,2), (2,2),... Each submatrix can be a array, a block_sparse matrix, or a symmetric_block_sparse matrix.

dtype : numpy data type object

Set the default data type for the submatrices. Default float32

row_names : array

numpy array with names of the row-blocks. Default None

col_names : array

numpy array with names of the col-blocks. Default None
Returns:

symmetric_block_sparse

block-sparse matrix

Methods

add(A) Matrix addition of a matrix A to current matrix.
dot(A) Right multiply the current matrix with another block_sparse matrix, symmetric_block_sparse matrix, or array, A.
frobenius(A) Compute the frobenius inner product between the current matrix and matrix A
get_submatrix(block) Retrieve a particular block of the matrix
get_type(block) Retrieve the type of a particular block of the matrix
norm() Compute the frobenius norm of the current matrix
qform(y[, z]) Let X be the current symmetric_block_sparse matrix, and y and z column vectors.
to_dense() Return the current matrix as a standard (dense) numpy array
transpose() Return the transpose of the symmetric block-sparse matrix
add(A)[source]

Matrix addition of a matrix A to current matrix.

Parameters:

A : matrix

matrix A with same dimensions as current matrix. The matrix A can be a array, block_sparse matrix, or symmetric_block_sparse matrix. It must have the same block structure as the current matrix if the matrix is a block_sparse matrix or symmetric_block_sparse matrix.
Returns:

matrix

If A is symmetric_block_sparse, returns a symmetric_block_sparse matrix. Otherwise, returns a block_sparse matrix.
get_submatrix(block)[source]

Retrieve a particular block of the matrix

Parameters:

block : tuple

tuple (i,j) giving the index of the block
Returns:

block

either a array, a block_sparse matrix, or a symmetric_block_sparse matrix.
get_type(block)[source]

Retrieve the type of a particular block of the matrix

Parameters:

block : tuple

tuple (i,j) giving the index of the block
Returns:

block type

either array, block_sparse matrix, or symmetric_block_sparse matrix.
qform(y, z=None)[source]

Let X be the current symmetric_block_sparse matrix, and y and z column vectors. When it is defined, this computes the quadratic form y’Xz. If only y is provided, this computes the quadratic form y’Xy.

Parameters:

y : array

1D numpy array of same length as number of rows of current matrix

z : array

1D numpy array of same length as number of rows of current matrix. Default None.
Returns:

float

the value of the quadratic form y’Xz
to_dense()[source]

Return the current matrix as a standard (dense) numpy array

Returns:array
transpose()[source]

Return the transpose of the symmetric block-sparse matrix

Returns:

symmetric_block_sparse

the current matrix, as it is symmetric
block_sparse.matmul(X, A)[source]

Matrix multiplication between block_sparse and symmetric_block_sparse matrices, as well as matrix multiplication between a block_sparse or symmetric_block_sparse matrix and an array.

Parameters:

X : matrix

The matrix X can be a block_sparse matrix, a symmetric_block_sparse matrix, or a array.

A : matrix

The matrix A can be a block_sparse matrix, a symmetric_block_sparse matrix, or a array. Note that the number of rows of A must match the number of columns of X. Furthermore, if X and A are both block_sparse or symmetric_block_sparse, then the column blocks of X must match the row blocks of A.
Returns:

block_sparse

the block-sparse matrix formed by matrix multiplication XA
block_sparse.dense_to_block_sparse(dense, blocks, symmetric, dtype=<type 'numpy.float64'>)[source]

Convert a standard (dense) numpy array into a block_sparse or a symmetric_block_sparse matrix. Note this simply imposes a block structure onto the matrix so that it can interact with other block matrices. It does not take advantage of any sparsity in the input matrix.

Parameters:

dense : array

input matrix

blocks : list

list of [row_block_boundaries,col_block_boundaries], where each of row_block_boundaries and col_block_boundaries is a 1D array of integers, beginning with 0, followed by the end boundaries of each block in increasing order

symmetric : bool

if True, returns a symmetric_block_sparse matrix; if False, returns a block_sparse matrix

dtype : numpy data type

the default data type of the returned matrix
Returns:

matrix

the current matrix as a block_sparse or a symmetric_block_sparse matrix