""" https://en.wikipedia.org/wiki/Rayleigh_quotient """ import numpy as np def is_hermitian(matrix: np.matrix) -> bool: """ Checks if a matrix is Hermitian. >>> import numpy as np >>> A = np.matrix([ ... [2, 2+1j, 4], ... [2-1j, 3, 1j], ... [4, -1j, 1]]) >>> is_hermitian(A) True >>> A = np.matrix([ ... [2, 2+1j, 4+1j], ... [2-1j, 3, 1j], ... [4, -1j, 1]]) >>> is_hermitian(A) False """ return np.array_equal(matrix, matrix.H) def rayleigh_quotient(A: np.matrix, v: np.matrix) -> float: """ Returns the Rayleigh quotient of a Hermitian matrix A and vector v. >>> import numpy as np >>> A = np.matrix([ ... [1, 2, 4], ... [2, 3, -1], ... [4, -1, 1] ... ]) >>> v = np.matrix([ ... [1], ... [2], ... [3] ... ]) >>> rayleigh_quotient(A, v) matrix([[3.]]) """ v_star = v.H return (v_star * A * v) / (v_star * v) def tests() -> None: A = np.matrix([[2, 2 + 1j, 4], [2 - 1j, 3, 1j], [4, -1j, 1]]) v = np.matrix([[1], [2], [3]]) assert is_hermitian(A), f"{A} is not hermitian." print(rayleigh_quotient(A, v)) A = np.matrix([[1, 2, 4], [2, 3, -1], [4, -1, 1]]) assert is_hermitian(A), f"{A} is not hermitian." assert rayleigh_quotient(A, v) == float(3) if __name__ == "__main__": import doctest doctest.testmod() tests()