Numpy的一些矩阵运算实例

题目如下

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代码实现

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前三题的代码如下:

import numpy as np
from scipy.linalg import toeplitz
from scipy.sparse.linalg import svds

# Generate matrices A, with random Gaussian entries, B, a Toeplitz matrix, where A 2 Rn×m and B 2 Rm×m,
# for n = 200, m = 500
n = 200
m = 500

A = np.random.normal(0, 1, [n, m])
B = toeplitz(np.random.normal(0, 1, m))

"""Exercise 9.1: Matrix operations
Calculate A + A, AA>; A>A and AB. Write a function that computes A(B − λI) for any λ."""

A_A = np.add(A, A)
AAT = np.matmul(A, np.transpose(A))
ATA = np.matmul(np.transpose(A), A)
AB = np.matmul(A, B)


def fun(lda):
    return np.matmul(A, (B - lda * np.identity(m)))


print("Below are A+A, AAT, ATA, AB")
print(A_A)
print(AAT)
print(ATA)
print(AB)
print("For lda=2, result is")
print(fun(2.0))

print("\n####\n")

"""Exercise 9.2: Solving a linear system
Generate a vector b with m entries and solve Bx = b."""

b = np.random.normal(0, 1, m)
x = np.linalg.solve(B, b)

print("b is "+str(b))
print("And x is "+str(x))
print("\n####\n")

"""Exercise 9.3: Norms
Compute the Frobenius norm of A: kAkF and the infinity norm of B: kBk1. Also find the largest and
smallest singular values of B"""
AF = np.linalg.norm(A, ord='fro')
B_INF = np.linalg.norm(B, np.inf)
U, S, VT = svds(B)
B_singular_max, B_singular_min = max(S), min(S)

print("A is ")
print(A)
print("Max singular value is "+str(B_singular_max)+" and min singular value is "+str(B_singular_min))
print("\n####\n")

输出如下:

Below are A+A, AAT, ATA, AB
[[-2.66492207e+00 -1.49876012e+00  2.00194667e+00 ...  6.88724846e-01
  -3.40831098e+00 -6.91576946e-01]
 [ 1.63296008e+00  3.22684403e-01 -1.89144047e-03 ...  1.83076990e+00
  -3.31802590e+00  9.16201166e-01]
 [ 1.75877364e+00  3.05972751e-01  8.08349762e-01 ... -9.55688856e-01
   3.61101240e-01 -7.13090871e-01]
 ...
 [ 1.33997184e+00  2.27119849e+00  3.59792183e+00 ...  2.01778678e-01
  -6.29408881e-01  1.30165867e+00]
 [ 2.02176993e+00 -1.94151037e+00 -1.85951773e+00 ...  1.02234975e-01
   3.25138082e+00  3.03088772e-01]
 [-1.00821852e+00  1.90456708e+00  9.38143901e-01 ... -9.27595989e-01
  -7.76512818e-01  2.39483021e+00]]
[[ 4.49305978e+02 -2.29053771e+01 -1.59603117e+01 ... -5.91357295e+01
  -1.35699783e+00  8.24689583e+00]
 [-2.29053771e+01  5.18908889e+02  2.71560621e+01 ...  4.77307211e+01
   3.24210425e+01  5.63168675e+01]
 [-1.59603117e+01  2.71560621e+01  4.88911427e+02 ... -1.22549093e+01
   2.13182561e+01  2.19720608e+00]
 ...
 [-5.91357295e+01  4.77307211e+01 -1.22549093e+01 ...  4.42767039e+02
  -1.11891578e-01  1.47697302e+01]
 [-1.35699783e+00  3.24210425e+01  2.13182561e+01 ... -1.11891578e-01
   4.23681258e+02  1.38232669e+01]
 [ 8.24689583e+00  5.63168675e+01  2.19720608e+00 ...  1.47697302e+01
   1.38232669e+01  5.12051371e+02]]
[[219.20012256  -3.20612379   4.3246027  ...  -8.46571729 -21.58006919
  -13.05689245]
 [ -3.20612379 202.48266643  -2.67977549 ...   3.33105725 -34.53833566
   -3.90295443]
 [  4.3246027   -2.67977549 217.13114269 ...  16.38075194  -6.15373344
   -1.45957956]
 ...
 [ -8.46571729   3.33105725  16.38075194 ... 176.90377695  -2.96049225
  -19.8399056 ]
 [-21.58006919 -34.53833566  -6.15373344 ...  -2.96049225 193.1830672
   -8.16717231]
 [-13.05689245  -3.90295443  -1.45957956 ... -19.8399056   -8.16717231
  191.28936793]]
[[ -1.75100128  -4.51664359 -20.49610688 ...  15.6485837   13.55305409
    8.9376733 ]
 [  6.12003807  10.25952047 -17.9046945  ...  59.1307008   12.06137858
   -9.91080235]
 [ 25.73718843   3.09244542 -20.17783096 ... -13.29777408   0.112725
   27.53598967]
 ...
 [ 23.81562351 -18.49531225   5.44819341 ...   5.91362779 -35.13807488
    6.35920828]
 [-17.50724879 -38.05131258   1.15006618 ...  45.28058997  42.16252686
  -24.66810137]
 [-10.76791969   2.20370108 -13.99994459 ...  -0.48624489  18.46654184
    7.25983222]]
For lda=2, result is
[[  0.91392079  -3.01788347 -22.49805355 ...  14.95985886  16.96136507
    9.62925024]
 [  4.48707799   9.93683607 -17.90280306 ...  57.2999309   15.37940448
  -10.82700352]
 [ 23.97841479   2.78647267 -20.98618072 ... -12.34208522  -0.24837624
   28.24908054]
 ...
 [ 22.47565167 -20.76651073   1.85027158 ...   5.71184911 -34.508666
    5.05754961]
 [-19.52901872 -36.10980221   3.0095839  ...  45.178355    38.91114604
  -24.97119014]
 [ -9.75970117   0.299134   -14.93808849 ...   0.4413511   19.24305466
    4.86500201]]

####

b is [ 1.22083052e+00 -1.65700579e+00  9.63059303e-02 -1.17430549e+00
  1.49951110e+00  7.26584678e-01 -4.17270003e-01  7.12865120e-01
 -7.83891392e-02 -6.39535285e-01  1.30622553e-01  3.63590454e-01
 -1.33990228e+00 -8.34523470e-01 -1.21964855e-01 -1.65009101e+00
 -3.46959995e-01  8.65272592e-01  1.18348362e+00 -1.90895548e+00
 -2.86590183e-01 -1.53595185e-01 -1.14898115e+00 -1.27306028e+00
 -7.67913925e-01 -1.34188844e+00 -1.36358747e-01  7.94255993e-01
  2.16212057e+00 -1.04995856e+00  1.45502980e+00  1.70369853e+00
 -2.09064969e-01  1.35607937e+00  7.74270679e-01 -1.52029884e+00
  7.84937947e-01 -6.76828000e-01  1.71962803e-01  8.33550493e-03
 -6.30517493e-01  3.08986877e-02 -1.23903993e+00  2.38859740e-01
 -8.16949510e-02  6.11653434e-01  8.66016775e-01 -7.61510181e-01
 -1.88575021e+00 -4.25029892e-02 -2.29107390e-01  8.91181590e-01
  6.81565497e-01 -5.14479737e-02 -1.80205071e-01  1.97680876e-01
  8.64809910e-02 -5.03409004e-01 -7