Python/linear_algebra/src/rayleigh_quotient.py
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* Update arithmetic_analysis/lu_decomposition.py

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* refactor(lu_decomposition): Replace `NDArray` with `ArrayLike` (#7038)

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* chore: Fix naming conventions in doctests (#7038)

Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
2022-10-13 00:54:20 +02:00

69 lines
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Python

"""
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()