I am working in sympy with symbolic matrices.
Once made explicit I can not return to implicit representations.
I tried to work something out with the pair of .as_explicit() and MatrixExpr.from_index_summation(expr)
But the latter seems to expect an explicit sigma notation sum, not a sum of indexed elements.
As a minimal working example here is my approach on matrix multiplication:
A = MatrixSymbol('A',3,4)
B = MatrixSymbol('B',4,3)
Matrix_Notation = A * B
Expanded = (A * B).as_explicit()
FromSummation = MatrixExpr.from_index_summation(Expanded)
Here we can see, that FromSummation is still the same as Expanded
I suppose that the Expanded expression should be converted to sigma sums such that .from_index_summation can be expected to work. But how can this be done?
Related
I'm trying to get a single element of an adjugate A_adj of a matrix A, both of which need to be symbolic expressions, where the symbols x_i are binary and the matrix A is symmetric and sparse. Python's sympy works great for small problems:
from sympy import zeros, symbols
size = 4
A = zeros(size,size)
x_i = [x for x in symbols(f'x0:{size}')]
for i in range(size-1):
A[i,i] += 0.5*x_i[i]
A[i+1,i+1] += 0.5*x_i[i]
A[i,i+1] = A[i+1,i] = -0.3*(i+1)*x_i[i]
A_adj_0 = A[1:,1:].det()
A_adj_0
This calculates the first element A_adj_0 of the cofactor matrix (which is the corresponding minor) and correctly gives me 0.125x_0x_1x_2 - 0.28x_2x_2^2 - 0.055x_1^2x_2 - 0.28x_1x_2^2, which is the expression I need, but there are two issues:
This is completely unfeasible for larger matrices (I need this for sizes of ~100).
The x_i are binary variables (i.e. either 0 or 1) and there seems to be no way for sympy to simplify expressions of binary variables, i.e. simplifying polynomials x_i^n = x_i.
The first issue can be partly addressed by instead solving a linear equation system Ay = b, where b is set to the first basis vector [1, 0, 0, 0], such that y is the first column of the inverse of A. The first entry of y is the first element of the inverse of A:
b = zeros(size,1)
b[0] = 1
y = A.LUsolve(b)
s = {x_i[i]: 1 for i in range(size)}
print(y[0].subs(s) * A.subs(s).det())
print(A_adj_0.subs(s))
The problem here is that the expression for the first element of y is extremely complicated, even after using simplify() and so on. It would be a very simple expression with simplification of binary expressions as mentioned in point 2 above. It's a faster method, but still unfeasible for larger matrices.
This boils down to my actual question:
Is there an efficient way to compute a single element of the adjugate of a sparse and symmetric symbolic matrix, where the symbols are binary values?
I'm open to using other software as well.
Addendum 1:
It seems simplifying binary expressions in sympy is possible with a simple custom substitution which I wasn't aware of:
A_subs = A_adj_0
for i in range(size):
A_subs = A_subs.subs(x_i[i]*x_i[i], x_i[i])
A_subs
You should make sure to use Rational rather than floats in sympy so S(1)/2 or Rational(1, 2) rather than 0.5.
There is a new (undocumented and for the moment internal) implementation of matrices in sympy called DomainMatrix. It is likely to be a lot faster for a problem like this and always produces polynomial results in a fully expanded form. I expect that it will be much faster for this kind of problem but it still seems to be fairly slow for this because is is not sparse internally (yet - that will probably change in the next release) and it does not take advantage of the simplification from the symbols being binary-valued. It can be made to work over GF(2) but not with symbols that are assumed to be in GF(2) which is something different.
In case it is helpful though this is how you would use it in sympy 1.7.1:
from sympy import zeros, symbols, Rational
from sympy.polys.domainmatrix import DomainMatrix
size = 10
A = zeros(size,size)
x_i = [x for x in symbols(f'x0:{size}')]
for i in range(size-1):
A[i,i] += Rational(1, 2)*x_i[i]
A[i+1,i+1] += Rational(1, 2)*x_i[i]
A[i,i+1] = A[i+1,i] = -Rational(3, 10)*(i+1)*x_i[i]
# Convert to DomainMatrix:
dM = DomainMatrix.from_list_sympy(size-1, size-1, A[1:, 1:].tolist())
# Compute determinant and convert back to normal sympy expression:
# Could also use dM.det().as_expr() although it might be slower
A_adj_0 = dM.charpoly()[-1].as_expr()
# Reduce powers:
A_adj_0 = A_adj_0.replace(lambda e: e.is_Pow, lambda e: e.args[0])
print(A_adj_0)
I would like to compute the trace of the product of two given matrices, say A and B, Trace(AInv * B) where * is the regular matrix product, AInv is the inverse of A (being symmetric and positive definite) and B is symmetric.
Solution 1: computing the inverse explicitely
Noting that Trace(AInv * B) is equivalent to taking the sum of the componentwise product of AInv and B:
double sol1 = (A.inverse().cwiseProduct(B)).sum();
Solution 2: using ldlt decomposition from the Eigen library
double sol2 = (A.selfadjointView<Lower>().ldlt().solve(B)).trace();
Theoretically, these solutions should be the same, but in my test, they don't. Sounds like I am missing something. As .ldlt().solve() is not made to compute matrix inverse but rather solve a linear system, my question is : does .ldlt() perform any sort of normalization? If not, what I am doing wrong?
Many thanks!
The statement to compute sol1 is wrong: you need to either transpose one of the operands or use a matrix-matrix product: correct versions:
double sol1 = (A.inverse().cwiseProduct(B.transpose())).sum();
double sol1 = (A.inverse().lazyProduct(B)).diagonal().sum();
double sol1 = (A.inverse().lazyProduct(B)).trace();
double sol1 = (A.inverse() * B).diagonal().sum();
double sol1 = (A.inverse() * B).trace();
Note that, in Eigen, when you write (A*B).diagonal() only diagonal elements of A*B are computed;, not the off-diagonal ones.
In general, it is not recommended to explicitly compute the inverse of a matrix, and using either A.lu().solve(B) or A.ldlt().solve(B) will give you more accurate results and will be faster too because, unless A is very small (2, 3, 4), A.inverse() is equivalent to A.lu().solve(I). In the future, Eigen will very likely rewrite expressions like:
A.inverse() * B
as:
A.lu().solve(B)
for you anyway.
Consider (a-b)/(c-d) operation, where a,b,c and d are floating-point numbers (namely, double type in C++). Both (a-b) and (c-d) are (sum-correction) pairs, as in Kahan summation algorithm. Briefly, the specific of these (sum-correction) pairs is that sum contains a large value relatively to what's in correction. More precisely, correction contains what didn't fit in sum during summation due to numerical limitations (53 bits of mantissa in double type).
What is the numerically most precise way to calculate (a-b)/(c-d) given the above speciality of the numbers?
Bonus question: it would be better to get the result also as (sum-correction), as in Kahan summation algorithm. So to find (e-f)=(a-b)/(c-d), rather than just e=(a-b)/(c-d) .
The div2 algorithm of Dekker (1971) is a good approach.
It requires a mul12(p,q) algorithm which can exactly computes a pair u+v = p*q. Dekker uses a method known as Veltkamp splitting, but if you have access to an fma function, then a much simpler method is
u = p*q
v = fma(p,q,-u)
the actual division then looks like (I've had to change some of the signs since Dekker uses additive pairs instead of subtractive):
r = a/c
u,v = mul12(r,c)
s = (a - u - v - b + r*d)/c
The the sum r+s is an accurate approximation to (a-b)/(c-d).
UPDATE: The subtraction and addition are assumed to be left-associative, i.e.
s = ((((a-u)-v)-b)+r*d)/c
This works because if we let rr be the error in the computation of r (i.e. r + rr = a/c exactly), then since u+v = r*c exactly, we have that rr*c = a-u-v exactly, so therefore (a-u-v-b)/c gives a fairly good approximation to the correction term of (a-b)/c.
The final r*d arises due to the following:
(a-b)/(c-d) = (a-b)/c * c/(c-d) = (a-b)/c *(1 + d/(c-d))
= [a-b + (a-b)/(c-d) * d]/c
Now r is also a fairly good initial approximation to (a-b)/(c-d) so we substitute that inside the [...], so we find that (a-u-v-b+r*d)/c is a good approximation to the correction term of (a-b)/(c-d)
For tiny corrections, maybe think of
(a - b) / (c - d) = a/b (1 - b/a) / (1 - c/d) ~ a/b (1 - b/a + c/d)
How should I write this:
(d*a)mod(b)=1
in order to make it work properly in Ruby? I tried it on Wolfram, but their solution:
(da(b, d))/(dd) = -a/d
doesn't help me. I know a and b. I need to solve (d*a)mod(b)=1 for d in the form d=....
It's not clear what you're asking, and, depending on what you mean, a solution may be impossible.
First off, (da(b, d))/(dd) = -a/d, is not a solution to that equation; rather, it's a misinterpretation of the notation used for partial derivatives. What Wolfram Alpha actually gave you was:
, which is entirely unrelated.
Secondly, if you're trying to solve (d*a)mod(b)=1 for d, you may be out of luck. For any value of a and b, where a and b have a common prime factor, there are an infinite number of values of d that satisfy the equation. If a and b are coprime, you can use the formula given in LutzL's answer.
Additionally, if you're looking to perform symbolic manipulation of equations, Ruby is likely not the proper tool. Consider using a CAS, like Python's SymPy or Wolfram Mathematica.
Finally, if you're just trying to compute (d*a)mod(b), the modulo operator in Ruby is %, so you'd write (d*a)%(b).
You are looking for the modular inverse of a modulo b.
For any two numbers a,b the extended euclidean algorithm
g,u,v = xgcd(a, b)
gives coefficients u,v such that
u*a+v*b = g
and g is the greatest common divisor. You need a,b co-prime, preferably by ensuring that b is a prime number, to get g=1 and then you can set d=u.
xgcd(a,b)
if b = 0
return (a,1,0)
q,r = a divmod b
// a = q*b + r
g,u,v = xgcd(b, r)
// g = u*b + v*r = u*b + v*(a-q*b) = v*a+(u-q*v)*b
return g,v,u - q*v
I'm working on new data type for arbitrary length numbers (only non-negative integers) and I got stuck at implementing square root and exponentiation functions (only for natural exponents). Please help.
I store the arbitrary length number as a string, so all operations are made char by char.
Please don't include advices to use different (existing) library or other way to store the number than string. It's meant to be a programming exercise, not a real-world application, so optimization and performance are not so necessary.
If you include code in your answer, I would prefer it to be in either pseudo-code or in C++. The important thing is the algorithm, not the implementation itself.
Thanks for the help.
Square root: Babylonian method. I.e.
function sqrt(N):
oldguess = -1
guess = 1
while abs(guess-oldguess) > 1:
oldguess = guess
guess = (guess + N/guess) / 2
return guess
Exponentiation: by squaring.
function exp(base, pow):
result = 1
bits = toBinary(powr)
for bit in bits:
result = result * result
if (bit):
result = result * base
return result
where toBinary returns a list/array of 1s and 0s, MSB first, for instance as implemented by this Python function:
def toBinary(x):
return map(lambda b: 1 if b == '1' else 0, bin(x)[2:])
Note that if your implementation is done using binary numbers, this can be implemented using bitwise operations without needing any extra memory. If using decimal, then you will need the extra to store the binary encoding.
However, there is a decimal version of the algorithm, which looks something like this:
function exp(base, pow):
lookup = [1, base, base*base, base*base*base, ...] #...up to base^9
#The above line can be optimised using exp-by-squaring if desired
result = 1
digits = toDecimal(powr)
for digit in digits:
result = result * result * lookup[digit]
return result
Exponentiation is trivially implemented with multiplication - the most basic implementation is just a loop,
result = 1;
for (int i = 0; i < power; ++i) result *= base;
You can (and should) implement a better version using squaring with divide & conquer - i.e. a^5 = a^4 * a = (a^2)^2 * a.
Square root can be found using Newton's method - you have to get an initial guess (a good one is to take a square root from the highest digit, and to multiply that by base of the digits raised to half of the original number's length), and then to refine it using division: if a is an approximation to sqrt(x), then a better approximation is (a + x / a) / 2. You should stop when the next approximation is equal to the previous one, or to x / a.