Linear algebra (scipy.linalg)¶
Linear algebra functions.
See also
numpy.linalg for more linear algebra functions. Note that although scipy.linalg imports most of them, identically named functions from scipy.linalg may offer more or slightly differing functionality.
Basics¶
| inv(a[, overwrite_a, check_finite]) | Compute the inverse of a matrix. |
| solve(a, b[, sym_pos, lower, overwrite_a, ...]) | Solve the equation a x = b for x. |
| solve_banded(l_and_u, ab, b[, overwrite_ab, ...]) | Solve the equation a x = b for x, assuming a is banded matrix. |
| solveh_banded(ab, b[, overwrite_ab, ...]) | Solve equation a x = b. |
| solve_circulant(c, b[, singular, tol, ...]) | Solve C x = b for x, where C is a circulant matrix. |
| solve_triangular(a, b[, trans, lower, ...]) | Solve the equation a x = b for x, assuming a is a triangular matrix. |
| solve_toeplitz(c_or_cr, b[, check_finite]) | Solve a Toeplitz system using Levinson Recursion The Toeplitz matrix has constant diagonals, with c as its first column and r as its first row. |
| det(a[, overwrite_a, check_finite]) | Compute the determinant of a matrix The determinant of a square matrix is a value derived arithmetically from the coefficients of the matrix. |
| norm(a[, ord]) | Matrix or vector norm. |
| lstsq(a, b[, cond, overwrite_a, ...]) | Compute least-squares solution to equation Ax = b. |
| pinv(a[, cond, rcond, return_rank, check_finite]) | Compute the (Moore-Penrose) pseudo-inverse of a matrix. |
| pinv2(a[, cond, rcond, return_rank, ...]) | Compute the (Moore-Penrose) pseudo-inverse of a matrix. |
| pinvh(a[, cond, rcond, lower, return_rank, ...]) | Compute the (Moore-Penrose) pseudo-inverse of a Hermitian matrix. |
| kron(a, b) | Kronecker product. |
| tril(m[, k]) | Make a copy of a matrix with elements above the k-th diagonal zeroed. |
| triu(m[, k]) | Make a copy of a matrix with elements below the k-th diagonal zeroed. |
| orthogonal_procrustes(A, B[, check_finite]) | Compute the matrix solution of the orthogonal Procrustes problem. |
Eigenvalue Problems¶
| eig(a[, b, left, right, overwrite_a, ...]) | Solve an ordinary or generalized eigenvalue problem of a square matrix. |
| eigvals(a[, b, overwrite_a, check_finite]) | Compute eigenvalues from an ordinary or generalized eigenvalue problem. |
| eigh(a[, b, lower, eigvals_only, ...]) | Solve an ordinary or generalized eigenvalue problem for a complex Hermitian or real symmetric matrix. |
| eigvalsh(a[, b, lower, overwrite_a, ...]) | Solve an ordinary or generalized eigenvalue problem for a complex Hermitian or real symmetric matrix. |
| eig_banded(a_band[, lower, eigvals_only, ...]) | Solve real symmetric or complex hermitian band matrix eigenvalue problem. |
| eigvals_banded(a_band[, lower, ...]) | Solve real symmetric or complex hermitian band matrix eigenvalue problem. |
Decompositions¶
| lu(a[, permute_l, overwrite_a, check_finite]) | Compute pivoted LU decomposition of a matrix. |
| lu_factor(a[, overwrite_a, check_finite]) | Compute pivoted LU decomposition of a matrix. |
| lu_solve(lu_and_piv, b[, trans, ...]) | Solve an equation system, a x = b, given the LU factorization of a :Parameters: (lu, piv) Factorization of the coefficient matrix a, as given by lu_factor b : array Right-hand side trans : {0, 1, 2}, optional Type of system to solve: ===== ========= trans system ===== ========= 0 a x = b 1 a^T x = b 2 a^H x = b ===== ========= overwrite_b : bool, optional Whether to overwrite data in b (may increase performance) check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. |
| svd(a[, full_matrices, compute_uv, ...]) | Singular Value Decomposition. |
| svdvals(a[, overwrite_a, check_finite]) | Compute singular values of a matrix. |
| diagsvd(s, M, N) | Construct the sigma matrix in SVD from singular values and size M, N. |
| orth(A) | Construct an orthonormal basis for the range of A using SVD :Parameters: A : (M, N) array_like Input array :Returns: Q : (M, K) ndarray Orthonormal basis for the range of A. |
| cholesky(a[, lower, overwrite_a, check_finite]) | Compute the Cholesky decomposition of a matrix. |
| cholesky_banded(ab[, overwrite_ab, lower, ...]) | Cholesky decompose a banded Hermitian positive-definite matrix The matrix a is stored in ab either in lower diagonal or upper diagonal ordered form:: ab[u + i - j, j] == a[i,j] (if upper form; i <= j) ab[ i - j, j] == a[i,j] (if lower form; i >= j) Example of ab (shape of a is (6,6), u=2):: upper form: * * a02 a13 a24 a35 * a01 a12 a23 a34 a45 a00 a11 a22 a33 a44 a55 lower form: a00 a11 a22 a33 a44 a55 a10 a21 a32 a43 a54 * a20 a31 a42 a53 * * :Parameters: ab : (u + 1, M) array_like Banded matrix overwrite_ab : bool, optional Discard data in ab (may enhance performance) lower : bool, optional Is the matrix in the lower form. |
| cho_factor(a[, lower, overwrite_a, check_finite]) | Compute the Cholesky decomposition of a matrix, to use in cho_solve Returns a matrix containing the Cholesky decomposition, A = L L* or A = U* U of a Hermitian positive-definite matrix a. |
| cho_solve(c_and_lower, b[, overwrite_b, ...]) | Solve the linear equations A x = b, given the Cholesky factorization of A. |
| cho_solve_banded(cb_and_lower, b[, ...]) | Solve the linear equations A x = b, given the Cholesky factorization of A. |
| polar(a[, side]) | Compute the polar decomposition. |
| qr(a[, overwrite_a, lwork, mode, pivoting, ...]) | Compute QR decomposition of a matrix. |
| qr_multiply(a, c[, mode, pivoting, ...]) | Calculate the QR decomposition and multiply Q with a matrix. |
| qr_update(Q, R, u, v[, overwrite_qruv, ...]) | Rank-k QR update If A = Q R is the QR factorization of A, return the QR factorization of A + u v**T for real A or A + u v**H for complex A. |
| qr_delete(Q, R, k[, p, which, overwrite_qr, ...]) | QR downdate on row or column deletions If A = Q R is the QR factorization of A, return the QR factorization of A where p rows or columns have been removed starting at row or column k. |
| qr_insert(Q, R, u, k[, which, rcond, ...]) | QR update on row or column insertions If A = Q R is the QR factorization of A, return the QR factorization of A where rows or columns have been inserted starting at row or column k. |
| rq(a[, overwrite_a, lwork, mode, check_finite]) | Compute RQ decomposition of a matrix. |
| qz(A, B[, output, lwork, sort, overwrite_a, ...]) | QZ decomposition for generalized eigenvalues of a pair of matrices. |
| schur(a[, output, lwork, overwrite_a, sort, ...]) | Compute Schur decomposition of a matrix. |
| rsf2csf(T, Z[, check_finite]) | Convert real Schur form to complex Schur form. |
| hessenberg(a[, calc_q, overwrite_a, ...]) | Compute Hessenberg form of a matrix. |
See also
scipy.linalg.interpolative – Interpolative matrix decompositions
Matrix Functions¶
| expm(A[, q]) | Compute the matrix exponential using Pade approximation. |
| logm(A[, disp]) | Compute matrix logarithm. |
| cosm(A) | Compute the matrix cosine. |
| sinm(A) | Compute the matrix sine. |
| tanm(A) | Compute the matrix tangent. |
| coshm(A) | Compute the hyperbolic matrix cosine. |
| sinhm(A) | Compute the hyperbolic matrix sine. |
| tanhm(A) | Compute the hyperbolic matrix tangent. |
| signm(A[, disp]) | Matrix sign function. |
| sqrtm(A[, disp, blocksize]) | Matrix square root. |
| funm(A, func[, disp]) | Evaluate a matrix function specified by a callable. |
| expm_frechet(A, E[, method, compute_expm, ...]) | Frechet derivative of the matrix exponential of A in the direction E. |
| expm_cond(A[, check_finite]) | Relative condition number of the matrix exponential in the Frobenius norm. |
| fractional_matrix_power(A, t) | Compute the fractional power of a matrix. |
Matrix Equation Solvers¶
| solve_sylvester(a, b, q) | Computes a solution (X) to the Sylvester equation (AX + XB = Q). |
| solve_continuous_are(a, b, q, r) | Solves the continuous algebraic Riccati equation, or CARE, defined as (A’X + XA - XBR^-1B’X+Q=0) directly using a Schur decomposition method. |
| solve_discrete_are(a, b, q, r) | Solves the disctrete algebraic Riccati equation, or DARE, defined as (X = A’XA-(A’XB)(R+B’XB)^-1(B’XA)+Q), directly using a Schur decomposition method. |
| solve_discrete_lyapunov(a, q[, method]) | Solves the discrete Lyapunov equation \((A'XA-X=-Q)\). |
| solve_lyapunov(a, q) | Solves the continuous Lyapunov equation (AX + XA^H = Q) given the values of A and Q using the Bartels-Stewart algorithm. |
Special Matrices¶
| block_diag(*arrs) | Create a block diagonal matrix from provided arrays. |
| circulant(c) | Construct a circulant matrix. |
| companion(a) | Create a companion matrix. |
| dft(n[, scale]) | Discrete Fourier transform matrix. |
| hadamard(n[, dtype]) | Construct a Hadamard matrix. |
| hankel(c[, r]) | Construct a Hankel matrix. |
| helmert(n[, full]) | Create a Helmert matrix of order n. |
| hilbert(n) | Create a Hilbert matrix of order n. |
| invhilbert(n[, exact]) | Compute the inverse of the Hilbert matrix of order n. |
| leslie(f, s) | Create a Leslie matrix. |
| pascal(n[, kind, exact]) | Returns the n x n Pascal matrix. |
| invpascal(n[, kind, exact]) | Returns the inverse of the n x n Pascal matrix. |
| toeplitz(c[, r]) | Construct a Toeplitz matrix. |
| tri(N[, M, k, dtype]) | Construct (N, M) matrix filled with ones at and below the k-th diagonal. |
Low-level routines¶
| get_blas_funcs(names[, arrays, dtype]) | Return available BLAS function objects from names. |
| get_lapack_funcs(names[, arrays, dtype]) | Return available LAPACK function objects from names. |
| find_best_blas_type([arrays, dtype]) | Find best-matching BLAS/LAPACK type. |
See also
scipy.linalg.blas – Low-level BLAS functions
scipy.linalg.lapack – Low-level LAPACK functions
scipy.linalg.cython_blas – Low-level BLAS functions for Cython
scipy.linalg.cython_lapack – Low-level LAPACK functions for Cython