""" https://en.wikipedia.org/wiki/Rayleigh_quotient """ from typing import Any import numpy as np def is_hermitian(matrix: np.ndarray) -> bool: """ Checks if a matrix is Hermitian. >>> import numpy as np >>> A = np.array([ ... [2, 2+1j, 4], ... [2-1j, 3, 1j], ... [4, -1j, 1]]) >>> is_hermitian(A) True >>> A = np.array([ ... [2, 2+1j, 4+1j], ... [2-1j, 3, 1j], ... [4, -1j, 1]]) >>> is_hermitian(A) False """ return np.array_equal(matrix, matrix.conjugate().T) def rayleigh_quotient(a: np.ndarray, v: np.ndarray) -> Any: """ Returns the Rayleigh quotient of a Hermitian matrix A and vector v. >>> import numpy as np >>> A = np.array([ ... [1, 2, 4], ... [2, 3, -1], ... [4, -1, 1] ... ]) >>> v = np.array([ ... [1], ... [2], ... [3] ... ]) >>> rayleigh_quotient(A, v) array([[3.]]) """ v_star = v.conjugate().T v_star_dot = v_star.dot(a) assert isinstance(v_star_dot, np.ndarray) return (v_star_dot.dot(v)) / (v_star.dot(v)) def tests() -> None: a = np.array([[2, 2 + 1j, 4], [2 - 1j, 3, 1j], [4, -1j, 1]]) v = np.array([[1], [2], [3]]) assert is_hermitian(a), f"{a} is not hermitian." print(rayleigh_quotient(a, v)) a = np.array([[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()