Python/matrix/sherman_morrison.py

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class Matrix:
"""
<class Matrix>
Matrix structure.
"""
def __init__(self, row: int, column: int, default_value: float = 0):
"""
<method Matrix.__init__>
Initialize matrix with given size and default value.
Example:
>>> a = Matrix(2, 3, 1)
>>> a
Matrix consist of 2 rows and 3 columns
[1, 1, 1]
[1, 1, 1]
"""
self.row, self.column = row, column
self.array = [[default_value for c in range(column)] for r in range(row)]
def __str__(self):
"""
<method Matrix.__str__>
Return string representation of this matrix.
"""
# Prefix
s = "Matrix consist of %d rows and %d columns\n" % (self.row, self.column)
# Make string identifier
max_element_length = 0
for row_vector in self.array:
for obj in row_vector:
max_element_length = max(max_element_length, len(str(obj)))
string_format_identifier = "%%%ds" % (max_element_length,)
# Make string and return
def single_line(row_vector):
nonlocal string_format_identifier
line = "["
line += ", ".join(string_format_identifier % (obj,) for obj in row_vector)
line += "]"
return line
s += "\n".join(single_line(row_vector) for row_vector in self.array)
return s
def __repr__(self): return str(self)
def validateIndices(self, loc: tuple):
"""
<method Matrix.validateIndices>
Check if given indices are valid to pick element from matrix.
Example:
>>> a = Matrix(2, 6, 0)
>>> a.validateIndices((2, 7))
False
>>> a.validateIndices((0, 0))
True
"""
if not(isinstance(loc, (list, tuple)) and len(loc) == 2): return False
elif not(0 <= loc[0] < self.row and 0 <= loc[1] < self.column): return False
else: return True
def __getitem__(self, loc: tuple):
"""
<method Matrix.__getitem__>
Return array[row][column] where loc = (row, column).
Example:
>>> a = Matrix(3, 2, 7)
>>> a[1, 0]
7
"""
assert self.validateIndices(loc)
return self.array[loc[0]][loc[1]]
def __setitem__(self, loc: tuple, value: float):
"""
<method Matrix.__setitem__>
Set array[row][column] = value where loc = (row, column).
Example:
>>> a = Matrix(2, 3, 1)
>>> a[1, 2] = 51
>>> a
Matrix consist of 2 rows and 3 columns
[ 1, 1, 1]
[ 1, 1, 51]
"""
assert self.validateIndices(loc)
self.array[loc[0]][loc[1]] = value
def __add__(self, another):
"""
<method Matrix.__add__>
Return self + another.
Example:
>>> a = Matrix(2, 1, -4)
>>> b = Matrix(2, 1, 3)
>>> a+b
Matrix consist of 2 rows and 1 columns
[-1]
[-1]
"""
# Validation
assert isinstance(another, Matrix)
assert self.row == another.row and self.column == another.column
# Add
result = Matrix(self.row, self.column)
for r in range(self.row):
for c in range(self.column):
result[r,c] = self[r,c] + another[r,c]
return result
def __neg__(self):
"""
<method Matrix.__neg__>
Return -self.
Example:
>>> a = Matrix(2, 2, 3)
>>> a[0, 1] = a[1, 0] = -2
>>> -a
Matrix consist of 2 rows and 2 columns
[-3, 2]
[ 2, -3]
"""
result = Matrix(self.row, self.column)
for r in range(self.row):
for c in range(self.column):
result[r,c] = -self[r,c]
return result
def __sub__(self, another): return self + (-another)
def __mul__(self, another):
"""
<method Matrix.__mul__>
Return self * another.
Example:
>>> a = Matrix(2, 3, 1)
>>> a[0,2] = a[1,2] = 3
>>> a * -2
Matrix consist of 2 rows and 3 columns
[-2, -2, -6]
[-2, -2, -6]
"""
if isinstance(another, (int, float)): # Scalar multiplication
result = Matrix(self.row, self.column)
for r in range(self.row):
for c in range(self.column):
result[r,c] = self[r,c] * another
return result
elif isinstance(another, Matrix): # Matrix multiplication
assert(self.column == another.row)
result = Matrix(self.row, another.column)
for r in range(self.row):
for c in range(another.column):
for i in range(self.column):
result[r,c] += self[r,i] * another[i,c]
return result
else: raise TypeError("Unsupported type given for another (%s)" % (type(another),))
def transpose(self):
"""
<method Matrix.transpose>
Return self^T.
Example:
>>> a = Matrix(2, 3)
>>> for r in range(2):
... for c in range(3):
... a[r,c] = r*c
...
>>> a.transpose()
Matrix consist of 3 rows and 2 columns
[0, 0]
[0, 1]
[0, 2]
"""
result = Matrix(self.column, self.row)
for r in range(self.row):
for c in range(self.column):
result[c,r] = self[r,c]
return result
def ShermanMorrison(self, u, v):
"""
<method Matrix.ShermanMorrison>
Apply Sherman-Morrison formula in O(n^2).
To learn this formula, please look this: https://en.wikipedia.org/wiki/Sherman%E2%80%93Morrison_formula
This method returns (A + uv^T)^(-1) where A^(-1) is self. Returns None if it's impossible to calculate.
Warning: This method doesn't check if self is invertible.
Make sure self is invertible before execute this method.
Example:
>>> ainv = Matrix(3, 3, 0)
>>> for i in range(3): ainv[i,i] = 1
...
>>> u = Matrix(3, 1, 0)
>>> u[0,0], u[1,0], u[2,0] = 1, 2, -3
>>> v = Matrix(3, 1, 0)
>>> v[0,0], v[1,0], v[2,0] = 4, -2, 5
>>> ainv.ShermanMorrison(u, v)
Matrix consist of 3 rows and 3 columns
[ 1.2857142857142856, -0.14285714285714285, 0.3571428571428571]
[ 0.5714285714285714, 0.7142857142857143, 0.7142857142857142]
[ -0.8571428571428571, 0.42857142857142855, -0.0714285714285714]
"""
# Size validation
assert isinstance(u, Matrix) and isinstance(v, Matrix)
assert self.row == self.column == u.row == v.row # u, v should be column vector
assert u.column == v.column == 1 # u, v should be column vector
# Calculate
vT = v.transpose()
numerator_factor = (vT * self * u)[0, 0] + 1
if numerator_factor == 0: return None # It's not invertable
return self - ((self * u) * (vT * self) * (1.0 / numerator_factor))
# Testing
if __name__ == "__main__":
def test1():
# a^(-1)
ainv = Matrix(3, 3, 0)
for i in range(3): ainv[i,i] = 1
print("a^(-1) is %s" % (ainv,))
# u, v
u = Matrix(3, 1, 0)
u[0,0], u[1,0], u[2,0] = 1, 2, -3
v = Matrix(3, 1, 0)
v[0,0], v[1,0], v[2,0] = 4, -2, 5
print("u is %s" % (u,))
print("v is %s" % (v,))
print("uv^T is %s" % (u * v.transpose()))
# Sherman Morrison
print("(a + uv^T)^(-1) is %s" % (ainv.ShermanMorrison(u, v),))
def test2():
import doctest
doctest.testmod()
test2()