"""Schur decomposition functions.""" import numpy as np 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 When the dtype of `a` is real, this specifies whether to compute the real or complex Schur decomposition. When the dtype of `a` is complex, this argument is ignored, and the complex Schur decomposition is computed. 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 an eigenvalue, returns a boolean denoting whether the eigenvalue should be sorted to the top-left (True). - If ``output='complex'`` OR the dtype of `a` is complex, the callable should have one argument: the eigenvalue expressed as a complex number. - If ``output='real'`` AND the dtype of `a` is real, the callable should have two arguments: the real and imaginary parts of the eigenvalue, respectively. Alternatively, string parameters may be used:: 'lhp' Left-hand plane (real(eigenvalue) < 0.0) 'rhp' Right-hand plane (real(eigenvalue) >= 0.0) 'iuc' Inside the unit circle (abs(eigenvalue) <= 1.0) 'ouc' Outside the unit circle (abs(eigenvalue) > 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. Note that complex conjugate pairs for which the condition is true for either eigenvalue count as 2. 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 -------- >>> import numpy as np >>> 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], # may vary [ 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]) # may vary A custom eigenvalue-sorting condition that sorts by positive imaginary part is satisfied by only one eigenvalue. >>> _, _, sdim = schur(A, output='complex', sort=lambda x: x.imag > 1e-15) >>> sdim 1 When ``output='real'`` and the array `a` is real, the `sort` callable must accept the real and imaginary parts as separate arguments. Note that now the complex eigenvalues ``-0.32948354+0.80225456j`` and ``-0.32948354-0.80225456j`` will be treated as a complex conjugate pair, and according to the `sdim` documentation, complex conjugate pairs for which the condition is True for *either* eigenvalue increase `sdim` by *two*. >>> _, _, sdim = schur(A, output='real', sort=lambda x, y: y > 1e-15) >>> sdim 2 """ 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 np.issubdtype(a1.dtype, np.integer): a1 = asarray(a, dtype=np.dtype("long")) 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') else: a1 = a1.astype('F') # accommodate empty matrix if a1.size == 0: t0, z0 = schur(np.eye(2, dtype=a1.dtype)) if sort is None: return (np.empty_like(a1, dtype=t0.dtype), np.empty_like(a1, dtype=z0.dtype)) else: return (np.empty_like(a1, dtype=t0.dtype), np.empty_like(a1, dtype=z0.dtype), 0) 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(np.int_) if sort is None: sort_t = 0 def sfunction(x, y=None): return None else: sort_t = 1 if callable(sort): sfunction = sort elif sort == 'lhp': def sfunction(x, y=None): return x.real < 0.0 elif sort == 'rhp': def sfunction(x, y=None): return x.real >= 0.0 elif sort == 'iuc': def sfunction(x, y=None): z = x if y is None else x + y*1j return abs(z) <= 1.0 elif sort == 'ouc': def sfunction(x, y=None): z = x if y is None else x + y*1j return abs(z) > 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(f'illegal value in {-info}-th argument of internal gees') 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 is None: return result[0], result[-3] else: return result[0], result[-3], result[1] eps = np.finfo(float).eps feps = np.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 -------- >>> import numpy as np >>> 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(f"Input '{'ZT'[ind]}' must be square.") if T.shape[0] != Z.shape[0]: message = f"Input array shapes must match: Z: {Z.shape} vs. T: {T.shape}" raise ValueError(message) 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