"""Abstract linear algebra library. This module defines a class hierarchy that implements a kind of "lazy" matrix representation, called the ``LinearOperator``. It can be used to do linear algebra with extremely large sparse or structured matrices, without representing those explicitly in memory. Such matrices can be added, multiplied, transposed, etc. As a motivating example, suppose you want have a matrix where almost all of the elements have the value one. The standard sparse matrix representation skips the storage of zeros, but not ones. By contrast, a LinearOperator is able to represent such matrices efficiently. First, we need a compact way to represent an all-ones matrix:: >>> import numpy as np >>> from scipy.sparse.linalg._interface import LinearOperator >>> class Ones(LinearOperator): ... def __init__(self, shape): ... super().__init__(dtype=None, shape=shape) ... def _matvec(self, x): ... return np.repeat(x.sum(), self.shape[0]) Instances of this class emulate ``np.ones(shape)``, but using a constant amount of storage, independent of ``shape``. The ``_matvec`` method specifies how this linear operator multiplies with (operates on) a vector. We can now add this operator to a sparse matrix that stores only offsets from one:: >>> from scipy.sparse.linalg._interface import aslinearoperator >>> from scipy.sparse import csr_matrix >>> offsets = csr_matrix([[1, 0, 2], [0, -1, 0], [0, 0, 3]]) >>> A = aslinearoperator(offsets) + Ones(offsets.shape) >>> A.dot([1, 2, 3]) array([13, 4, 15]) The result is the same as that given by its dense, explicitly-stored counterpart:: >>> (np.ones(A.shape, A.dtype) + offsets.toarray()).dot([1, 2, 3]) array([13, 4, 15]) Several algorithms in the ``scipy.sparse`` library are able to operate on ``LinearOperator`` instances. """ import warnings import numpy as np from scipy.sparse import issparse from scipy.sparse._sputils import isshape, isintlike, asmatrix, is_pydata_spmatrix __all__ = ['LinearOperator', 'aslinearoperator'] class LinearOperator: """Common interface for performing matrix vector products Many iterative methods (e.g. cg, gmres) do not need to know the individual entries of a matrix to solve a linear system A*x=b. Such solvers only require the computation of matrix vector products, A*v where v is a dense vector. This class serves as an abstract interface between iterative solvers and matrix-like objects. To construct a concrete LinearOperator, either pass appropriate callables to the constructor of this class, or subclass it. A subclass must implement either one of the methods ``_matvec`` and ``_matmat``, and the attributes/properties ``shape`` (pair of integers) and ``dtype`` (may be None). It may call the ``__init__`` on this class to have these attributes validated. Implementing ``_matvec`` automatically implements ``_matmat`` (using a naive algorithm) and vice-versa. Optionally, a subclass may implement ``_rmatvec`` or ``_adjoint`` to implement the Hermitian adjoint (conjugate transpose). As with ``_matvec`` and ``_matmat``, implementing either ``_rmatvec`` or ``_adjoint`` implements the other automatically. Implementing ``_adjoint`` is preferable; ``_rmatvec`` is mostly there for backwards compatibility. Parameters ---------- shape : tuple Matrix dimensions (M, N). matvec : callable f(v) Returns returns A * v. rmatvec : callable f(v) Returns A^H * v, where A^H is the conjugate transpose of A. matmat : callable f(V) Returns A * V, where V is a dense matrix with dimensions (N, K). dtype : dtype Data type of the matrix. rmatmat : callable f(V) Returns A^H * V, where V is a dense matrix with dimensions (M, K). Attributes ---------- args : tuple For linear operators describing products etc. of other linear operators, the operands of the binary operation. ndim : int Number of dimensions (this is always 2) See Also -------- aslinearoperator : Construct LinearOperators Notes ----- The user-defined matvec() function must properly handle the case where v has shape (N,) as well as the (N,1) case. The shape of the return type is handled internally by LinearOperator. LinearOperator instances can also be multiplied, added with each other and exponentiated, all lazily: the result of these operations is always a new, composite LinearOperator, that defers linear operations to the original operators and combines the results. More details regarding how to subclass a LinearOperator and several examples of concrete LinearOperator instances can be found in the external project `PyLops `_. Examples -------- >>> import numpy as np >>> from scipy.sparse.linalg import LinearOperator >>> def mv(v): ... return np.array([2*v[0], 3*v[1]]) ... >>> A = LinearOperator((2,2), matvec=mv) >>> A <2x2 _CustomLinearOperator with dtype=float64> >>> A.matvec(np.ones(2)) array([ 2., 3.]) >>> A * np.ones(2) array([ 2., 3.]) """ ndim = 2 # Necessary for right matmul with numpy arrays. __array_ufunc__ = None def __new__(cls, *args, **kwargs): if cls is LinearOperator: # Operate as _CustomLinearOperator factory. return super().__new__(_CustomLinearOperator) else: obj = super().__new__(cls) if (type(obj)._matvec == LinearOperator._matvec and type(obj)._matmat == LinearOperator._matmat): warnings.warn("LinearOperator subclass should implement" " at least one of _matvec and _matmat.", category=RuntimeWarning, stacklevel=2) return obj def __init__(self, dtype, shape): """Initialize this LinearOperator. To be called by subclasses. ``dtype`` may be None; ``shape`` should be convertible to a length-2 tuple. """ if dtype is not None: dtype = np.dtype(dtype) shape = tuple(shape) if not isshape(shape): raise ValueError(f"invalid shape {shape!r} (must be 2-d)") self.dtype = dtype self.shape = shape def _init_dtype(self): """Called from subclasses at the end of the __init__ routine. """ if self.dtype is None: v = np.zeros(self.shape[-1]) self.dtype = np.asarray(self.matvec(v)).dtype def _matmat(self, X): """Default matrix-matrix multiplication handler. Falls back on the user-defined _matvec method, so defining that will define matrix multiplication (though in a very suboptimal way). """ return np.hstack([self.matvec(col.reshape(-1,1)) for col in X.T]) def _matvec(self, x): """Default matrix-vector multiplication handler. If self is a linear operator of shape (M, N), then this method will be called on a shape (N,) or (N, 1) ndarray, and should return a shape (M,) or (M, 1) ndarray. This default implementation falls back on _matmat, so defining that will define matrix-vector multiplication as well. """ return self.matmat(x.reshape(-1, 1)) def matvec(self, x): """Matrix-vector multiplication. Performs the operation y=A*x where A is an MxN linear operator and x is a column vector or 1-d array. Parameters ---------- x : {matrix, ndarray} An array with shape (N,) or (N,1). Returns ------- y : {matrix, ndarray} A matrix or ndarray with shape (M,) or (M,1) depending on the type and shape of the x argument. Notes ----- This matvec wraps the user-specified matvec routine or overridden _matvec method to ensure that y has the correct shape and type. """ x = np.asanyarray(x) M,N = self.shape if x.shape != (N,) and x.shape != (N,1): raise ValueError('dimension mismatch') y = self._matvec(x) if isinstance(x, np.matrix): y = asmatrix(y) else: y = np.asarray(y) if x.ndim == 1: y = y.reshape(M) elif x.ndim == 2: y = y.reshape(M,1) else: raise ValueError('invalid shape returned by user-defined matvec()') return y def rmatvec(self, x): """Adjoint matrix-vector multiplication. Performs the operation y = A^H * x where A is an MxN linear operator and x is a column vector or 1-d array. Parameters ---------- x : {matrix, ndarray} An array with shape (M,) or (M,1). Returns ------- y : {matrix, ndarray} A matrix or ndarray with shape (N,) or (N,1) depending on the type and shape of the x argument. Notes ----- This rmatvec wraps the user-specified rmatvec routine or overridden _rmatvec method to ensure that y has the correct shape and type. """ x = np.asanyarray(x) M,N = self.shape if x.shape != (M,) and x.shape != (M,1): raise ValueError('dimension mismatch') y = self._rmatvec(x) if isinstance(x, np.matrix): y = asmatrix(y) else: y = np.asarray(y) if x.ndim == 1: y = y.reshape(N) elif x.ndim == 2: y = y.reshape(N,1) else: raise ValueError('invalid shape returned by user-defined rmatvec()') return y def _rmatvec(self, x): """Default implementation of _rmatvec; defers to adjoint.""" if type(self)._adjoint == LinearOperator._adjoint: # _adjoint not overridden, prevent infinite recursion raise NotImplementedError else: return self.H.matvec(x) def matmat(self, X): """Matrix-matrix multiplication. Performs the operation y=A*X where A is an MxN linear operator and X dense N*K matrix or ndarray. Parameters ---------- X : {matrix, ndarray} An array with shape (N,K). Returns ------- Y : {matrix, ndarray} A matrix or ndarray with shape (M,K) depending on the type of the X argument. Notes ----- This matmat wraps any user-specified matmat routine or overridden _matmat method to ensure that y has the correct type. """ if not (issparse(X) or is_pydata_spmatrix(X)): X = np.asanyarray(X) if X.ndim != 2: raise ValueError(f'expected 2-d ndarray or matrix, not {X.ndim}-d') if X.shape[0] != self.shape[1]: raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}') try: Y = self._matmat(X) except Exception as e: if issparse(X) or is_pydata_spmatrix(X): raise TypeError( "Unable to multiply a LinearOperator with a sparse matrix." " Wrap the matrix in aslinearoperator first." ) from e raise if isinstance(Y, np.matrix): Y = asmatrix(Y) return Y def rmatmat(self, X): """Adjoint matrix-matrix multiplication. Performs the operation y = A^H * x where A is an MxN linear operator and x is a column vector or 1-d array, or 2-d array. The default implementation defers to the adjoint. Parameters ---------- X : {matrix, ndarray} A matrix or 2D array. Returns ------- Y : {matrix, ndarray} A matrix or 2D array depending on the type of the input. Notes ----- This rmatmat wraps the user-specified rmatmat routine. """ if not (issparse(X) or is_pydata_spmatrix(X)): X = np.asanyarray(X) if X.ndim != 2: raise ValueError('expected 2-d ndarray or matrix, not %d-d' % X.ndim) if X.shape[0] != self.shape[0]: raise ValueError(f'dimension mismatch: {self.shape}, {X.shape}') try: Y = self._rmatmat(X) except Exception as e: if issparse(X) or is_pydata_spmatrix(X): raise TypeError( "Unable to multiply a LinearOperator with a sparse matrix." " Wrap the matrix in aslinearoperator() first." ) from e raise if isinstance(Y, np.matrix): Y = asmatrix(Y) return Y def _rmatmat(self, X): """Default implementation of _rmatmat defers to rmatvec or adjoint.""" if type(self)._adjoint == LinearOperator._adjoint: return np.hstack([self.rmatvec(col.reshape(-1, 1)) for col in X.T]) else: return self.H.matmat(X) def __call__(self, x): return self*x def __mul__(self, x): return self.dot(x) def __truediv__(self, other): if not np.isscalar(other): raise ValueError("Can only divide a linear operator by a scalar.") return _ScaledLinearOperator(self, 1.0/other) def dot(self, x): """Matrix-matrix or matrix-vector multiplication. Parameters ---------- x : array_like 1-d or 2-d array, representing a vector or matrix. Returns ------- Ax : array 1-d or 2-d array (depending on the shape of x) that represents the result of applying this linear operator on x. """ if isinstance(x, LinearOperator): return _ProductLinearOperator(self, x) elif np.isscalar(x): return _ScaledLinearOperator(self, x) else: if not issparse(x) and not is_pydata_spmatrix(x): # Sparse matrices shouldn't be converted to numpy arrays. x = np.asarray(x) if x.ndim == 1 or x.ndim == 2 and x.shape[1] == 1: return self.matvec(x) elif x.ndim == 2: return self.matmat(x) else: raise ValueError('expected 1-d or 2-d array or matrix, got %r' % x) def __matmul__(self, other): if np.isscalar(other): raise ValueError("Scalar operands are not allowed, " "use '*' instead") return self.__mul__(other) def __rmatmul__(self, other): if np.isscalar(other): raise ValueError("Scalar operands are not allowed, " "use '*' instead") return self.__rmul__(other) def __rmul__(self, x): if np.isscalar(x): return _ScaledLinearOperator(self, x) else: return self._rdot(x) def _rdot(self, x): """Matrix-matrix or matrix-vector multiplication from the right. Parameters ---------- x : array_like 1-d or 2-d array, representing a vector or matrix. Returns ------- xA : array 1-d or 2-d array (depending on the shape of x) that represents the result of applying this linear operator on x from the right. Notes ----- This is copied from dot to implement right multiplication. """ if isinstance(x, LinearOperator): return _ProductLinearOperator(x, self) elif np.isscalar(x): return _ScaledLinearOperator(self, x) else: if not issparse(x) and not is_pydata_spmatrix(x): # Sparse matrices shouldn't be converted to numpy arrays. x = np.asarray(x) # We use transpose instead of rmatvec/rmatmat to avoid # unnecessary complex conjugation if possible. if x.ndim == 1 or x.ndim == 2 and x.shape[0] == 1: return self.T.matvec(x.T).T elif x.ndim == 2: return self.T.matmat(x.T).T else: raise ValueError('expected 1-d or 2-d array or matrix, got %r' % x) def __pow__(self, p): if np.isscalar(p): return _PowerLinearOperator(self, p) else: return NotImplemented def __add__(self, x): if isinstance(x, LinearOperator): return _SumLinearOperator(self, x) else: return NotImplemented def __neg__(self): return _ScaledLinearOperator(self, -1) def __sub__(self, x): return self.__add__(-x) def __repr__(self): M,N = self.shape if self.dtype is None: dt = 'unspecified dtype' else: dt = 'dtype=' + str(self.dtype) return '<%dx%d %s with %s>' % (M, N, self.__class__.__name__, dt) def adjoint(self): """Hermitian adjoint. Returns the Hermitian adjoint of self, aka the Hermitian conjugate or Hermitian transpose. For a complex matrix, the Hermitian adjoint is equal to the conjugate transpose. Can be abbreviated self.H instead of self.adjoint(). Returns ------- A_H : LinearOperator Hermitian adjoint of self. """ return self._adjoint() H = property(adjoint) def transpose(self): """Transpose this linear operator. Returns a LinearOperator that represents the transpose of this one. Can be abbreviated self.T instead of self.transpose(). """ return self._transpose() T = property(transpose) def _adjoint(self): """Default implementation of _adjoint; defers to rmatvec.""" return _AdjointLinearOperator(self) def _transpose(self): """ Default implementation of _transpose; defers to rmatvec + conj""" return _TransposedLinearOperator(self) class _CustomLinearOperator(LinearOperator): """Linear operator defined in terms of user-specified operations.""" def __init__(self, shape, matvec, rmatvec=None, matmat=None, dtype=None, rmatmat=None): super().__init__(dtype, shape) self.args = () self.__matvec_impl = matvec self.__rmatvec_impl = rmatvec self.__rmatmat_impl = rmatmat self.__matmat_impl = matmat self._init_dtype() def _matmat(self, X): if self.__matmat_impl is not None: return self.__matmat_impl(X) else: return super()._matmat(X) def _matvec(self, x): return self.__matvec_impl(x) def _rmatvec(self, x): func = self.__rmatvec_impl if func is None: raise NotImplementedError("rmatvec is not defined") return self.__rmatvec_impl(x) def _rmatmat(self, X): if self.__rmatmat_impl is not None: return self.__rmatmat_impl(X) else: return super()._rmatmat(X) def _adjoint(self): return _CustomLinearOperator(shape=(self.shape[1], self.shape[0]), matvec=self.__rmatvec_impl, rmatvec=self.__matvec_impl, matmat=self.__rmatmat_impl, rmatmat=self.__matmat_impl, dtype=self.dtype) class _AdjointLinearOperator(LinearOperator): """Adjoint of arbitrary Linear Operator""" def __init__(self, A): shape = (A.shape[1], A.shape[0]) super().__init__(dtype=A.dtype, shape=shape) self.A = A self.args = (A,) def _matvec(self, x): return self.A._rmatvec(x) def _rmatvec(self, x): return self.A._matvec(x) def _matmat(self, x): return self.A._rmatmat(x) def _rmatmat(self, x): return self.A._matmat(x) class _TransposedLinearOperator(LinearOperator): """Transposition of arbitrary Linear Operator""" def __init__(self, A): shape = (A.shape[1], A.shape[0]) super().__init__(dtype=A.dtype, shape=shape) self.A = A self.args = (A,) def _matvec(self, x): # NB. np.conj works also on sparse matrices return np.conj(self.A._rmatvec(np.conj(x))) def _rmatvec(self, x): return np.conj(self.A._matvec(np.conj(x))) def _matmat(self, x): # NB. np.conj works also on sparse matrices return np.conj(self.A._rmatmat(np.conj(x))) def _rmatmat(self, x): return np.conj(self.A._matmat(np.conj(x))) def _get_dtype(operators, dtypes=None): if dtypes is None: dtypes = [] for obj in operators: if obj is not None and hasattr(obj, 'dtype'): dtypes.append(obj.dtype) return np.result_type(*dtypes) class _SumLinearOperator(LinearOperator): def __init__(self, A, B): if not isinstance(A, LinearOperator) or \ not isinstance(B, LinearOperator): raise ValueError('both operands have to be a LinearOperator') if A.shape != B.shape: raise ValueError(f'cannot add {A} and {B}: shape mismatch') self.args = (A, B) super().__init__(_get_dtype([A, B]), A.shape) def _matvec(self, x): return self.args[0].matvec(x) + self.args[1].matvec(x) def _rmatvec(self, x): return self.args[0].rmatvec(x) + self.args[1].rmatvec(x) def _rmatmat(self, x): return self.args[0].rmatmat(x) + self.args[1].rmatmat(x) def _matmat(self, x): return self.args[0].matmat(x) + self.args[1].matmat(x) def _adjoint(self): A, B = self.args return A.H + B.H class _ProductLinearOperator(LinearOperator): def __init__(self, A, B): if not isinstance(A, LinearOperator) or \ not isinstance(B, LinearOperator): raise ValueError('both operands have to be a LinearOperator') if A.shape[1] != B.shape[0]: raise ValueError(f'cannot multiply {A} and {B}: shape mismatch') super().__init__(_get_dtype([A, B]), (A.shape[0], B.shape[1])) self.args = (A, B) def _matvec(self, x): return self.args[0].matvec(self.args[1].matvec(x)) def _rmatvec(self, x): return self.args[1].rmatvec(self.args[0].rmatvec(x)) def _rmatmat(self, x): return self.args[1].rmatmat(self.args[0].rmatmat(x)) def _matmat(self, x): return self.args[0].matmat(self.args[1].matmat(x)) def _adjoint(self): A, B = self.args return B.H * A.H class _ScaledLinearOperator(LinearOperator): def __init__(self, A, alpha): if not isinstance(A, LinearOperator): raise ValueError('LinearOperator expected as A') if not np.isscalar(alpha): raise ValueError('scalar expected as alpha') if isinstance(A, _ScaledLinearOperator): A, alpha_original = A.args # Avoid in-place multiplication so that we don't accidentally mutate # the original prefactor. alpha = alpha * alpha_original dtype = _get_dtype([A], [type(alpha)]) super().__init__(dtype, A.shape) self.args = (A, alpha) def _matvec(self, x): return self.args[1] * self.args[0].matvec(x) def _rmatvec(self, x): return np.conj(self.args[1]) * self.args[0].rmatvec(x) def _rmatmat(self, x): return np.conj(self.args[1]) * self.args[0].rmatmat(x) def _matmat(self, x): return self.args[1] * self.args[0].matmat(x) def _adjoint(self): A, alpha = self.args return A.H * np.conj(alpha) class _PowerLinearOperator(LinearOperator): def __init__(self, A, p): if not isinstance(A, LinearOperator): raise ValueError('LinearOperator expected as A') if A.shape[0] != A.shape[1]: raise ValueError('square LinearOperator expected, got %r' % A) if not isintlike(p) or p < 0: raise ValueError('non-negative integer expected as p') super().__init__(_get_dtype([A]), A.shape) self.args = (A, p) def _power(self, fun, x): res = np.array(x, copy=True) for i in range(self.args[1]): res = fun(res) return res def _matvec(self, x): return self._power(self.args[0].matvec, x) def _rmatvec(self, x): return self._power(self.args[0].rmatvec, x) def _rmatmat(self, x): return self._power(self.args[0].rmatmat, x) def _matmat(self, x): return self._power(self.args[0].matmat, x) def _adjoint(self): A, p = self.args return A.H ** p class MatrixLinearOperator(LinearOperator): def __init__(self, A): super().__init__(A.dtype, A.shape) self.A = A self.__adj = None self.args = (A,) def _matmat(self, X): return self.A.dot(X) def _adjoint(self): if self.__adj is None: self.__adj = _AdjointMatrixOperator(self) return self.__adj class _AdjointMatrixOperator(MatrixLinearOperator): def __init__(self, adjoint): self.A = adjoint.A.T.conj() self.__adjoint = adjoint self.args = (adjoint,) self.shape = adjoint.shape[1], adjoint.shape[0] @property def dtype(self): return self.__adjoint.dtype def _adjoint(self): return self.__adjoint class IdentityOperator(LinearOperator): def __init__(self, shape, dtype=None): super().__init__(dtype, shape) def _matvec(self, x): return x def _rmatvec(self, x): return x def _rmatmat(self, x): return x def _matmat(self, x): return x def _adjoint(self): return self def aslinearoperator(A): """Return A as a LinearOperator. 'A' may be any of the following types: - ndarray - matrix - sparse matrix (e.g. csr_matrix, lil_matrix, etc.) - LinearOperator - An object with .shape and .matvec attributes See the LinearOperator documentation for additional information. Notes ----- If 'A' has no .dtype attribute, the data type is determined by calling :func:`LinearOperator.matvec()` - set the .dtype attribute to prevent this call upon the linear operator creation. Examples -------- >>> import numpy as np >>> from scipy.sparse.linalg import aslinearoperator >>> M = np.array([[1,2,3],[4,5,6]], dtype=np.int32) >>> aslinearoperator(M) <2x3 MatrixLinearOperator with dtype=int32> """ if isinstance(A, LinearOperator): return A elif isinstance(A, np.ndarray) or isinstance(A, np.matrix): if A.ndim > 2: raise ValueError('array must have ndim <= 2') A = np.atleast_2d(np.asarray(A)) return MatrixLinearOperator(A) elif issparse(A) or is_pydata_spmatrix(A): return MatrixLinearOperator(A) else: if hasattr(A, 'shape') and hasattr(A, 'matvec'): rmatvec = None rmatmat = None dtype = None if hasattr(A, 'rmatvec'): rmatvec = A.rmatvec if hasattr(A, 'rmatmat'): rmatmat = A.rmatmat if hasattr(A, 'dtype'): dtype = A.dtype return LinearOperator(A.shape, A.matvec, rmatvec=rmatvec, rmatmat=rmatmat, dtype=dtype) else: raise TypeError('type not understood')