tensor.nlinalg – Linear Algebra Ops Using Numpy#

Note

This module is not imported by default. You need to import it to use it.

API#

pytensor.tensor.nlinalg.matrix_dot(*args)[source]#

Shorthand for product between several dots.

Given \(N\) matrices \(A_0, A_1, .., A_N\), matrix_dot will generate the matrix product between all in the given order, namely \(A_0 \cdot A_1 \cdot A_2 \cdot .. \cdot A_N\).

pytensor.tensor.nlinalg.matrix_power(M, n)[source]#

Raise a square matrix, M, to the (integer) power n.

This implementation uses exponentiation by squaring which is significantly faster than the naive implementation. The time complexity for exponentiation by squaring is :math: mathcal{O}((n log M)^k)

Parameters:
pytensor.tensor.nlinalg.pinv(x, hermitian=False)[source]#

Computes the pseudo-inverse of a matrix \(A\).

The pseudo-inverse of a matrix \(A\), denoted \(A^+\), is defined as: “the matrix that ‘solves’ [the least-squares problem] \(Ax = b\),” i.e., if \(\bar{x}\) is said solution, then \(A^+\) is that matrix such that \(\bar{x} = A^+b\).

Note that \(Ax=AA^+b\), so \(AA^+\) is close to the identity matrix. This method is not faster than matrix_inverse. Its strength comes from that it works for non-square matrices. If you have a square matrix though, matrix_inverse can be both more exact and faster to compute. Also this op does not get optimized into a solve op.

pytensor.tensor.nlinalg.qr(a, mode='reduced')[source]#

Computes the QR decomposition 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'}, optional) –

    If K = min(M, N), then

    ’reduced’

    returns q, r with dimensions (M, K), (K, N)

    ’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,)

    Note that array h returned in ‘raw’ mode is transposed for calling Fortran.

    Default mode is ‘reduced’

Returns:

  • q (matrix 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 (matrix of float or complex, optional) – The upper-triangular matrix.

pytensor.tensor.nlinalg.svd(a, full_matrices=1, compute_uv=1)[source]#

This function performs the SVD on CPU.

Parameters:

  • 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, V, D

Return type:

matrices

pytensor.tensor.nlinalg.tensorinv(a, ind=2)[source]#

PyTensor utilization of numpy.linalg.tensorinv;

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 – a’s tensordot inverse, shape a.shape[ind:] + a.shape[:ind].

Return type:

ndarray

Raises:

LinAlgError – If a is singular or not ‘square’ (in the above sense).

pytensor.tensor.nlinalg.tensorsolve(a, b, axes=None)[source]#

PyTensor utilization of numpy.linalg.tensorsolve.

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

Return type:

ndarray, shape Q

Raises:

LinAlgError – If a is singular or not ‘square’ (in the above sense).

pytensor.tensor.nlinalg.trace(X)[source]#

Returns the sum of diagonal elements of matrix X.