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Bas Nijholt authoredBas Nijholt authored
pfaffian.py 14.04 KiB
"""A package for computing Pfaffians"""
import cmath
import math
import numpy as np
import scipy.linalg as la
import scipy.sparse as sp
def householder_real(x):
"""(v, tau, alpha) = householder_real(x)
Compute a Householder transformation such that
(1-tau v v^T) x = alpha e_1
where x and v a real vectors, tau is 0 or 2, and
alpha a real number (e_1 is the first unit vector)
"""
assert x.shape[0] > 0
sigma = x[1:] @ x[1:]
if sigma == 0:
return (np.zeros(x.shape[0]), 0, x[0])
else:
norm_x = math.sqrt(x[0] ** 2 + sigma)
v = x.copy()
# depending on whether x[0] is positive or negatvie
# choose the sign
if x[0] <= 0:
v[0] -= norm_x
alpha = +norm_x
else:
v[0] += norm_x
alpha = -norm_x
v /= np.linalg.norm(v)
return (v, 2, alpha)
def householder_complex(x):
"""(v, tau, alpha) = householder_real(x)
Compute a Householder transformation such that
(1-tau v v^T) x = alpha e_1
where x and v a complex vectors, tau is 0 or 2, and
alpha a complex number (e_1 is the first unit vector)
"""
assert x.shape[0] > 0
sigma = np.conj(x[1:]) @ x[1:]
if sigma == 0:
return (np.zeros(x.shape[0]), 0, x[0])
else:
norm_x = cmath.sqrt(x[0].conjugate() * x[0] + sigma)
v = x.copy()
phase = cmath.exp(1j * math.atan2(x[0].imag, x[0].real))
v[0] += phase * norm_x
v /= np.linalg.norm(v)
return (v, 2, -phase * norm_x)
def skew_tridiagonalize(A, overwrite_a=False, calc_q=True):
""" T, Q = skew_tridiagonalize(A, overwrite_a, calc_q=True)
or
T = skew_tridiagonalize(A, overwrite_a, calc_q=False)
Bring a real or complex skew-symmetric matrix (A=-A^T) into
tridiagonal form T (with zero diagonal) with a orthogonal
(real case) or unitary (complex case) matrix U such that
A = Q T Q^T
(Note that Q^T and *not* Q^dagger also in the complex case)
A is overwritten if overwrite_a=True (default: False), and
Q only calculated if calc_q=True (default: True)
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14
n = A.shape[0]
A = np.asarray(A) # the slice views work only properly for arrays
# Check if we have a complex data type
if np.issubdtype(A.dtype, np.complexfloating):
householder = householder_complex
elif not np.issubdtype(A.dtype, np.number):
raise TypeError("pfaffian() can only work on numeric input")
else:
householder = householder_real
if not overwrite_a:
A = A.copy()
if calc_q:
Q = np.eye(A.shape[0], dtype=A.dtype)
for i in range(A.shape[0] - 2):
# Find a Householder vector to eliminate the i-th column
v, tau, alpha = householder(A[i + 1 :, i])
A[i + 1, i] = alpha
A[i, i + 1] = -alpha
A[i + 2 :, i] = 0
A[i, i + 2 :] = 0
# Update the matrix block A(i+1:N,i+1:N)
w = tau * A[i + 1 :, i + 1 :] @ v.conj()
A[i + 1 :, i + 1 :] += np.outer(v, w) - np.outer(w, v)
if calc_q:
# Accumulate the individual Householder reflections
# Accumulate them in the form P_1*P_2*..., which is
# (..*P_2*P_1)^dagger
y = tau * Q[:, i + 1 :] @ v
Q[:, i + 1 :] -= np.outer(y, v.conj())
if calc_q:
return (np.asmatrix(A), np.asmatrix(Q))
else:
return np.asmatrix(A)
def skew_LTL(A, overwrite_a=False, calc_L=True, calc_P=True):
""" T, L, P = skew_LTL(A, overwrite_a, calc_q=True)
Bring a real or complex skew-symmetric matrix (A=-A^T) into
tridiagonal form T (with zero diagonal) with a lower unit
triangular matrix L such that
P A P^T= L T L^T
A is overwritten if overwrite_a=True (default: False),
L and P only calculated if calc_L=True or calc_P=True,
respectively (default: True).
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14
n = A.shape[0]
A = np.asarray(A) # the slice views work only properly for arrays
if not overwrite_a:
A = A.copy()
if calc_L:
L = np.eye(n, dtype=A.dtype)
if calc_P:
Pv = np.arange(n)
for k in range(n - 2):
# First, find the largest entry in A[k+1:,k] and
# permute it to A[k+1,k]
kp = k + 1 + np.abs(A[k + 1 :, k]).argmax()
# Check if we need to pivot
if kp != k + 1:
# interchange rows k+1 and kp
temp = A[k + 1, k:].copy()
A[k + 1, k:] = A[kp, k:]
A[kp, k:] = temp
# Then interchange columns k+1 and kp
temp = A[k:, k + 1].copy()
A[k:, k + 1] = A[k:, kp]
A[k:, kp] = temp
if calc_L:
# permute L accordingly
temp = L[k + 1, 1 : k + 1].copy()
L[k + 1, 1 : k + 1] = L[kp, 1 : k + 1]
L[kp, 1 : k + 1] = temp
if calc_P:
# accumulate the permutation matrix
temp = Pv[k + 1]
Pv[k + 1] = Pv[kp]
Pv[kp] = temp
# Now form the Gauss vector
if A[k + 1, k] != 0.0:
tau = A[k + 2 :, k].copy()
tau /= A[k + 1, k]
# clear eliminated row and column
A[k + 2 :, k] = 0.0
A[k, k + 2 :] = 0.0
# Update the matrix block A(k+2:,k+2)
A[k + 2 :, k + 2 :] += np.outer(tau, A[k + 2 :, k + 1])
A[k + 2 :, k + 2 :] -= np.outer(A[k + 2 :, k + 1], tau)
if calc_L:
L[k + 2 :, k + 1] = tau
if calc_P:
# form the permutation matrix as a sparse matrix
P = sp.csr_matrix((np.ones(n), (np.arange(n), Pv)))
if calc_L:
if calc_P:
return (np.asmatrix(A), np.asmatrix(L), P)
else:
return (np.asmatrix(A), np.asmatrix(L))
else:
if calc_P:
return (np.asmatrix(A), P)
else:
return np.asmatrix(A)
def pfaffian(A, overwrite_a=False, method="P", sign_only=False):
""" pfaffian(A, overwrite_a=False, method='P')
Compute the Pfaffian of a real or complex skew-symmetric
matrix A (A=-A^T). If overwrite_a=True, the matrix A
is overwritten in the process. This function uses
either the Parlett-Reid algorithm (method='P', default),
or the Householder tridiagonalization (method='H')
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14, abs((A + A.T).max())
# Check that the method variable is appropriately set
assert method == "P" or method == "H"
if method == "H" and sign_only:
raise Exception("Use `method='P'` when using `sign_only=True`")
if method == "P":
return pfaffian_LTL(A, overwrite_a, sign_only)
else:
return pfaffian_householder(A, overwrite_a)
def pfaffian_LTL(A, overwrite_a=False, sign_only=False):
""" pfaffian_LTL(A, overwrite_a=False)
Compute the Pfaffian of a real or complex skew-symmetric
matrix A (A=-A^T). If overwrite_a=True, the matrix A
is overwritten in the process. This function uses
the Parlett-Reid algorithm.
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14
n = A.shape[0]
A = np.asarray(A) # the slice views work only properly for arrays
# Quick return if possible
if n % 2 == 1:
return 0
if not overwrite_a:
A = A.copy()
pfaffian_val = 1.0
for k in range(0, n - 1, 2):
# First, find the largest entry in A[k+1:,k] and
# permute it to A[k+1,k]
kp = k + 1 + np.abs(A[k + 1 :, k]).argmax()
# Check if we need to pivot
if kp != k + 1:
# interchange rows k+1 and kp
temp = A[k + 1, k:].copy()
A[k + 1, k:] = A[kp, k:]
A[kp, k:] = temp
# Then interchange columns k+1 and kp
temp = A[k:, k + 1].copy()
A[k:, k + 1] = A[k:, kp]
A[k:, kp] = temp
# every interchange corresponds to a "-" in det(P)
pfaffian_val *= -1
# Now form the Gauss vector
if A[k + 1, k] != 0.0:
tau = A[k, k + 2 :].copy()
tau /= A[k, k + 1]
if sign_only:
pfaffian_val *= np.sign(A[k, k + 1])
else:
pfaffian_val *= A[k, k + 1]
if k + 2 < n:
# Update the matrix block A(k+2:,k+2)
A[k + 2 :, k + 2 :] += np.outer(tau, A[k + 2 :, k + 1])
A[k + 2 :, k + 2 :] -= np.outer(A[k + 2 :, k + 1], tau)
else:
# if we encounter a zero on the super/subdiagonal, the
# Pfaffian is 0
return 0.0
return pfaffian_val
def pfaffian_householder(A, overwrite_a=False):
""" pfaffian(A, overwrite_a=False)
Compute the Pfaffian of a real or complex skew-symmetric
matrix A (A=-A^T). If overwrite_a=True, the matrix A
is overwritten in the process. This function uses the
Householder tridiagonalization.
Note that the function pfaffian_schur() can also be used in the
real case. That function does not make use of the skew-symmetry
and is only slightly slower than pfaffian_householder().
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14
n = A.shape[0]
# Quick return if possible
if n % 2 == 1:
return 0
# Check if we have a complex data type
if np.issubdtype(A.dtype, np.complexfloating):
householder = householder_complex
elif not np.issubdtype(A.dtype, np.number):
raise TypeError("pfaffian() can only work on numeric input")
else:
householder = householder_real
A = np.asarray(A) # the slice views work only properly for arrays
if not overwrite_a:
A = A.copy()
pfaffian_val = 1.0
for i in range(A.shape[0] - 2):
# Find a Householder vector to eliminate the i-th column
v, tau, alpha = householder(A[i + 1 :, i])
A[i + 1, i] = alpha
A[i, i + 1] = -alpha
A[i + 2 :, i] = 0
A[i, i + 2 :] = 0
# Update the matrix block A(i+1:N,i+1:N)
w = tau * A[i + 1 :, i + 1 :] @ v.conj()
A[i + 1 :, i + 1 :] += np.outer(v, w) - np.outer(w, v)
if tau != 0:
pfaffian_val *= 1 - tau
if i % 2 == 0:
pfaffian_val *= -alpha
pfaffian_val *= A[n - 2, n - 1]
return pfaffian_val
def pfaffian_schur(A, overwrite_a=False):
"""Calculate Pfaffian of a real antisymmetric matrix using
the Schur decomposition. (Hessenberg would in principle be faster,
but scipy-0.8 messed up the performance for scipy.linalg.hessenberg()).
This function does not make use of the skew-symmetry of the matrix A,
but uses a LAPACK routine that is coded in FORTRAN and hence faster
than python. As a consequence, pfaffian_schur is only slightly slower
than pfaffian().
"""
assert np.issubdtype(A.dtype, np.number) and not np.issubdtype(
A.dtype, np.complexfloating
)
assert A.shape[0] == A.shape[1] > 0
assert abs(A + A.T).max() < 1e-14
# Quick return if possible
if A.shape[0] % 2 == 1:
return 0
(t, z) = la.schur(A, output="real", overwrite_a=overwrite_a)
l = np.diag(t, 1)
return np.prod(l[::2]) * la.det(z)
def pfaffian_sign(A, overwrite_a=False):
""" pfaffian(A, overwrite_a=False, method='P')
Compute the Pfaffian of a real or complex skew-symmetric
matrix A (A=-A^T). If overwrite_a=True, the matrix A
is overwritten in the process. This function uses
either the Parlett-Reid algorithm (method='P', default),
or the Householder tridiagonalization (method='H')
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14, abs((A + A.T).max())
return pfaffian_LTL_sign(A, overwrite_a)
def pfaffian_LTL_sign(A, overwrite_a=False):
"""MODIFIED FROM pfaffian_LTL(A, overwrite_a=False)
Compute the Pfaffian of a real or complex skew-symmetric
matrix A (A=-A^T). If overwrite_a=True, the matrix A
is overwritten in the process. This function uses
the Parlett-Reid algorithm.
"""
# Check if matrix is square
assert A.shape[0] == A.shape[1] > 0
# Check if it's skew-symmetric
assert abs((A + A.T).max()) < 1e-14
n = A.shape[0]
A = np.asarray(A) # the slice views work only properly for arrays
# Quick return if possible
if n % 2 == 1:
return 0
if not overwrite_a:
A = A.copy()
pfaffian_val = 1.0
for k in range(0, n - 1, 2):
# First, find the largest entry in A[k+1:,k] and
# permute it to A[k+1,k]
kp = k + 1 + np.abs(A[k + 1 :, k]).argmax()
# Check if we need to pivot
if kp != k + 1:
# interchange rows k+1 and kp
temp = A[k + 1, k:].copy()
A[k + 1, k:] = A[kp, k:]
A[kp, k:] = temp
# Then interchange columns k+1 and kp
temp = A[k:, k + 1].copy()
A[k:, k + 1] = A[k:, kp]
A[k:, kp] = temp
# every interchange corresponds to a "-" in det(P)
pfaffian_val *= -1
# Now form the Gauss vector
if A[k + 1, k] != 0.0:
tau = A[k, k + 2 :].copy()
tau /= A[k, k + 1]
pfaffian_val *= A[k, k + 1]
if k + 2 < n:
# Update the matrix block A(k+2:,k+2)
A[k + 2 :, k + 2 :] += np.outer(tau, A[k + 2 :, k + 1])
A[k + 2 :, k + 2 :] -= np.outer(A[k + 2 :, k + 1], tau)
else:
# if we encounter a zero on the super/subdiagonal, the
# Pfaffian is 0
return 0.0
return pfaffian_val