"""Schur decomposition functions.""" import numpy from numpy import asarray_chkfinite, single, asarray, array from numpy.linalg import norm # Local imports. from ._misc import LinAlgError, _datacopied from .lapack import get_lapack_funcs from ._decomp import eigvals __all__ = ['schur', 'rsf2csf'] _double_precision = ['i', 'l', 'd'] def schur(a, output='real', lwork=None, overwrite_a=False, sort=None, check_finite=True): """ Compute Schur decomposition of a matrix. The Schur decomposition is:: A = Z T Z^H where Z is unitary and T is either upper-triangular, or for real Schur decomposition (output='real'), quasi-upper triangular. In the quasi-triangular form, 2x2 blocks describing complex-valued eigenvalue pairs may extrude from the diagonal. Parameters ---------- a : (M, M) array_like Matrix to decompose output : {'real', 'complex'}, optional Construct the real or complex Schur decomposition (for real matrices). lwork : int, optional Work array size. If None or -1, it is automatically computed. overwrite_a : bool, optional Whether to overwrite data in a (may improve performance). sort : {None, callable, 'lhp', 'rhp', 'iuc', 'ouc'}, optional Specifies whether the upper eigenvalues should be sorted. A callable may be passed that, given a eigenvalue, returns a boolean denoting whether the eigenvalue should be sorted to the top-left (True). Alternatively, string parameters may be used:: 'lhp' Left-hand plane (x.real < 0.0) 'rhp' Right-hand plane (x.real > 0.0) 'iuc' Inside the unit circle (x*x.conjugate() <= 1.0) 'ouc' Outside the unit circle (x*x.conjugate() > 1.0) Defaults to None (no sorting). check_finite : bool, optional Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Returns ------- T : (M, M) ndarray Schur form of A. It is real-valued for the real Schur decomposition. Z : (M, M) ndarray An unitary Schur transformation matrix for A. It is real-valued for the real Schur decomposition. sdim : int If and only if sorting was requested, a third return value will contain the number of eigenvalues satisfying the sort condition. Raises ------ LinAlgError Error raised under three conditions: 1. The algorithm failed due to a failure of the QR algorithm to compute all eigenvalues. 2. If eigenvalue sorting was requested, the eigenvalues could not be reordered due to a failure to separate eigenvalues, usually because of poor conditioning. 3. If eigenvalue sorting was requested, roundoff errors caused the leading eigenvalues to no longer satisfy the sorting condition. See Also -------- rsf2csf : Convert real Schur form to complex Schur form Examples -------- >>> from scipy.linalg import schur, eigvals >>> A = np.array([[0, 2, 2], [0, 1, 2], [1, 0, 1]]) >>> T, Z = schur(A) >>> T array([[ 2.65896708, 1.42440458, -1.92933439], [ 0. , -0.32948354, -0.49063704], [ 0. , 1.31178921, -0.32948354]]) >>> Z array([[0.72711591, -0.60156188, 0.33079564], [0.52839428, 0.79801892, 0.28976765], [0.43829436, 0.03590414, -0.89811411]]) >>> T2, Z2 = schur(A, output='complex') >>> T2 array([[ 2.65896708, -1.22839825+1.32378589j, 0.42590089+1.51937378j], [ 0. , -0.32948354+0.80225456j, -0.59877807+0.56192146j], [ 0. , 0. , -0.32948354-0.80225456j]]) >>> eigvals(T2) array([2.65896708, -0.32948354+0.80225456j, -0.32948354-0.80225456j]) An arbitrary custom eig-sorting condition, having positive imaginary part, which is satisfied by only one eigenvalue >>> T3, Z3, sdim = schur(A, output='complex', sort=lambda x: x.imag > 0) >>> sdim 1 """ if output not in ['real', 'complex', 'r', 'c']: raise ValueError("argument must be 'real', or 'complex'") if check_finite: a1 = asarray_chkfinite(a) else: a1 = asarray(a) if len(a1.shape) != 2 or (a1.shape[0] != a1.shape[1]): raise ValueError('expected square matrix') typ = a1.dtype.char if output in ['complex', 'c'] and typ not in ['F', 'D']: if typ in _double_precision: a1 = a1.astype('D') typ = 'D' else: a1 = a1.astype('F') typ = 'F' overwrite_a = overwrite_a or (_datacopied(a1, a)) gees, = get_lapack_funcs(('gees',), (a1,)) if lwork is None or lwork == -1: # get optimal work array result = gees(lambda x: None, a1, lwork=-1) lwork = result[-2][0].real.astype(numpy.int_) if sort is None: sort_t = 0 sfunction = lambda x: None else: sort_t = 1 if callable(sort): sfunction = sort elif sort == 'lhp': sfunction = lambda x: (x.real < 0.0) elif sort == 'rhp': sfunction = lambda x: (x.real >= 0.0) elif sort == 'iuc': sfunction = lambda x: (abs(x) <= 1.0) elif sort == 'ouc': sfunction = lambda x: (abs(x) > 1.0) else: raise ValueError("'sort' parameter must either be 'None', or a " "callable, or one of ('lhp','rhp','iuc','ouc')") result = gees(sfunction, a1, lwork=lwork, overwrite_a=overwrite_a, sort_t=sort_t) info = result[-1] if info < 0: raise ValueError('illegal value in {}-th argument of internal gees' ''.format(-info)) elif info == a1.shape[0] + 1: raise LinAlgError('Eigenvalues could not be separated for reordering.') elif info == a1.shape[0] + 2: raise LinAlgError('Leading eigenvalues do not satisfy sort condition.') elif info > 0: raise LinAlgError("Schur form not found. Possibly ill-conditioned.") if sort_t == 0: return result[0], result[-3] else: return result[0], result[-3], result[1] eps = numpy.finfo(float).eps feps = numpy.finfo(single).eps _array_kind = {'b': 0, 'h': 0, 'B': 0, 'i': 0, 'l': 0, 'f': 0, 'd': 0, 'F': 1, 'D': 1} _array_precision = {'i': 1, 'l': 1, 'f': 0, 'd': 1, 'F': 0, 'D': 1} _array_type = [['f', 'd'], ['F', 'D']] def _commonType(*arrays): kind = 0 precision = 0 for a in arrays: t = a.dtype.char kind = max(kind, _array_kind[t]) precision = max(precision, _array_precision[t]) return _array_type[kind][precision] def _castCopy(type, *arrays): cast_arrays = () for a in arrays: if a.dtype.char == type: cast_arrays = cast_arrays + (a.copy(),) else: cast_arrays = cast_arrays + (a.astype(type),) if len(cast_arrays) == 1: return cast_arrays[0] else: return cast_arrays def rsf2csf(T, Z, check_finite=True): """ Convert real Schur form to complex Schur form. Convert a quasi-diagonal real-valued Schur form to the upper-triangular complex-valued Schur form. Parameters ---------- T : (M, M) array_like Real Schur form of the original array Z : (M, M) array_like Schur transformation matrix check_finite : bool, optional Whether to check that the input arrays contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Returns ------- T : (M, M) ndarray Complex Schur form of the original array Z : (M, M) ndarray Schur transformation matrix corresponding to the complex form See Also -------- schur : Schur decomposition of an array Examples -------- >>> from scipy.linalg import schur, rsf2csf >>> A = np.array([[0, 2, 2], [0, 1, 2], [1, 0, 1]]) >>> T, Z = schur(A) >>> T array([[ 2.65896708, 1.42440458, -1.92933439], [ 0. , -0.32948354, -0.49063704], [ 0. , 1.31178921, -0.32948354]]) >>> Z array([[0.72711591, -0.60156188, 0.33079564], [0.52839428, 0.79801892, 0.28976765], [0.43829436, 0.03590414, -0.89811411]]) >>> T2 , Z2 = rsf2csf(T, Z) >>> T2 array([[2.65896708+0.j, -1.64592781+0.743164187j, -1.21516887+1.00660462j], [0.+0.j , -0.32948354+8.02254558e-01j, -0.82115218-2.77555756e-17j], [0.+0.j , 0.+0.j, -0.32948354-0.802254558j]]) >>> Z2 array([[0.72711591+0.j, 0.28220393-0.31385693j, 0.51319638-0.17258824j], [0.52839428+0.j, 0.24720268+0.41635578j, -0.68079517-0.15118243j], [0.43829436+0.j, -0.76618703+0.01873251j, -0.03063006+0.46857912j]]) """ if check_finite: Z, T = map(asarray_chkfinite, (Z, T)) else: Z, T = map(asarray, (Z, T)) for ind, X in enumerate([Z, T]): if X.ndim != 2 or X.shape[0] != X.shape[1]: raise ValueError("Input '{}' must be square.".format('ZT'[ind])) if T.shape[0] != Z.shape[0]: raise ValueError("Input array shapes must match: Z: {} vs. T: {}" "".format(Z.shape, T.shape)) N = T.shape[0] t = _commonType(Z, T, array([3.0], 'F')) Z, T = _castCopy(t, Z, T) for m in range(N-1, 0, -1): if abs(T[m, m-1]) > eps*(abs(T[m-1, m-1]) + abs(T[m, m])): mu = eigvals(T[m-1:m+1, m-1:m+1]) - T[m, m] r = norm([mu[0], T[m, m-1]]) c = mu[0] / r s = T[m, m-1] / r G = array([[c.conj(), s], [-s, c]], dtype=t) T[m-1:m+1, m-1:] = G.dot(T[m-1:m+1, m-1:]) T[:m+1, m-1:m+1] = T[:m+1, m-1:m+1].dot(G.conj().T) Z[:, m-1:m+1] = Z[:, m-1:m+1].dot(G.conj().T) T[m, m-1] = 0.0 return T, Z