人工智能数学基础笔记5（3*3矩阵QR分解实例+代码）

QR分解

Schmidt变换

import numpy as np
np.set_printoptions(precision=4, suppress=True)
def gram_schmidt(A):
    Q = np.zeros_like(A)
    cnt = 0
    for a in A.T:
        q = np.copy(a)
        for i in range(0, cnt):
            q -= np.dot(a,Q[:, i].T)/(np.dot(Q[:, i].T, Q[:, i])) * Q[:, i]
        Q[:, cnt] = q
        cnt += 1
    for i in range(A.shape[1]):
        Q[:, i] /= np.linalg.norm(Q[:, i])
    R = np.dot(Q.T, A)
    return Q, R
A = np.array([[0, -20, -14], [3, 27, -4], [4, 11, -2]], dtype=float)
Q, R = gram_schmidt(A)
print("Q:\n", Q)
print("R:\n", R)
print(np.dot(Q, R))

Q:
 [[ 0.   -0.8  -0.6 ]
 [ 0.6   0.48 -0.64]
 [ 0.8  -0.36  0.48]]
R:
 [[ 5. 25. -4.]
 [ 0. 25. 10.]
 [ 0.  0. 10.]]
[[ -0. -20. -14.]
 [  3.  27.  -4.]
 [  4.  11.  -2.]]

Givens变换

import numpy as np
np.set_printoptions(precision=4, suppress=True)
def givens_rotation(A):
    r, c = np.shape(A)
    Q = np.identity(r)
    R = np.copy(A)
    (rows, cols) = np.tril_indices(r, -1)
    for (row, col) in zip(rows, cols):
        if R[row, col]!= 0:
            r_ = np.hypot(R[row, col], R[col, col])
            c = R[col, col] / r_
            s = -R[row, col] / r_
            # print(c,s)
            G = np.identity(r)
            G[[col, row],[col, row]] = c
            G[row, col] = s
            G[col, row] = -s
            # print(G)
            R = np.dot(G, R)
            Q = np.dot(Q, G.T)
    return (Q, R)
A = np.array([[0, -20, -14], [3, 27, -4], [4, 11, -2]], dtype=float)
(Q, R) = givens_rotation(A)
print("Q:\n", Q)
print("R:\n", R)
print("QR = A:\n", np.dot(Q, R))
print(np.allclose(np.dot(Q, R), A))

Q:
 [[ 0.   -0.8  -0.6 ]
 [ 0.6   0.48 -0.64]
 [ 0.8  -0.36  0.48]]
R:
 [[ 5. 25. -4.]
 [ 0. 25. 10.]
 [-0.  0. 10.]]
QR = A:
 [[  0. -20. -14.]
 [  3.  27.  -4.]
 [  4.  11.  -2.]]
True

Householder变换

import numpy as np
np.set_printoptions(precision=4, suppress=True)
def householder_reflection(A):
    r, c = np.shape(A)
    Q = np.identity(r)
    R = np.copy(A)
    for cnt in range(r-1):
        x = R[cnt:, cnt]
        e = np.zeros_like(x)
        e[0] = np.linalg.norm(x)
        u = x - e
        v = u / np.linalg.norm(u)
        Q_cnt = np.identity(r)
        Q_cnt[cnt:, cnt:] -= 2 * np.outer(v, v)
        R = np.dot(Q_cnt, R)
        Q = np.dot(Q, Q_cnt)
    return (Q, R)
A = np.array([[0, -20, -14], [3, 27, -4], [4, 11, -2]], dtype=float)
(Q, R) = householder_reflection(A)
print("Q:\n", Q)
print("R:\n", R)
print("QR = A:\n", np.dot(Q, R))
print(np.allclose(np.dot(Q, R), A))

Q:
 [[ 0.   -0.8  -0.6 ]
 [ 0.6   0.48 -0.64]
 [ 0.8  -0.36  0.48]]
R:
 [[ 5. 25. -4.]
 [ 0. 25. 10.]
 [ 0.  0. 10.]]
QR = A:
 [[  0. -20. -14.]
 [  3.  27.  -4.]
 [  4.  11.  -2.]]
True