Datawhale 第十九期 Numpy下 之 Task04:线性代数
Numpy 定义了 matrix 类型,使用该 matrix 类型创建的是矩阵对象,它们的加减乘除运算缺省都采用矩阵方式计算,因此用法和Matlab十分类似。但是由于 NumPy 中同时存在 ndarray 和 matrix对象,因此用户很容易将两者弄混。这有违 Python 的“显式优于隐式”的原则,因此官方并不推荐在程序中使用 matrix 。这篇文章使用 ndarray 来介绍。
1、矩阵和向量积
矩阵的定义、矩阵的加法、矩阵的数乘、矩阵的转置与二维数组完全一致,不再进行说明,但矩阵的乘法有不同的表示。
numpy.dot(a, b[, out])
计算两个矩阵的乘积,如果是一维数组则是它们的内积
import numpy as np
x = np.array([1, 2, 3, 4, 5])
y = np.array([2, 3, 4, 5, 6])
z = np.dot(x, y)
print(z) # 70
x = np.array([[1, 2, 3], [3, 4, 5], [6, 7, 8]])
print(x)
# [[1 2 3]
# [3 4 5]
# [6 7 8]]
y = np.array([[5, 4, 2], [1, 7, 9], [0, 4, 5]])
print(y)
# [[5 4 2]
# [1 7 9]
# [0 4 5]]
z = np.dot(x, y)
print(z)
# [[ 7 30 35]
# [ 19 60 67]
# [ 37 105 115]]
z = np.dot(y, x)
print(z)
# [[ 29 40 51]
# [ 76 93 110]
# [ 42 51 60]]
2、矩阵特征值与特征向量
numpy.linalg.eig(a)
计算方阵的特征值和特征向量。
numpy.linalg.eigvals(a)
计算方阵的特征值。
【例1】求方阵的特征值特征向量
import numpy as np
# 创建一个对角矩阵!
x = np.diag((1, 2, 3))
print(x)# [[1 0 0]
# [0 2 0]
# [0 0 3]]
print(np.linalg.eigvals(x))
# [1. 2. 3.]
a, b = np.linalg.eig(x)
# 特征值保存在a中,特征向量保存在b中
print(a)
# [1. 2. 3.]
print(b)
# [[1. 0. 0.]
# [0. 1. 0.]
# [0. 0. 1.]]
# 检验特征值与特征向量是否正确
for i in range(3):
if np.allclose(a[i] * b[:, i], np.dot(x, b[:, i])):
print('Right')
else:
print('Error')
# Right
# Right
# Right
【例2】判断对称阵是否为正定阵(特征值是否全部为正)。
import numpy as np
A = np.arange(16).reshape(4, 4)
print(A)
# [[ 0 1 2 3]
# [ 4 5 6 7]
# [ 8 9 10 11]
# [12 13 14 15]]
A = A + A.T # 将方阵转换成对称阵
print(A)
# [[ 0 5 10 15]
# [ 5 10 15 20]
# [10 15 20 25]
# [15 20 25 30]]
B = np.linalg.eigvals(A) # 求A的特征值
print(B)
# [ 6.74165739e+01 ‐7.41657387e+00 1.82694656e‐15 ‐1.72637110e‐15]
# 判断是不是所有的特征值都大于0,用到了all函数,显然对称阵A不是正定的
if np.all(B > 0):
print('Yes')
else:
print('No')
# No
3、矩阵分解
3.1 奇异值分解
奇异值分解的原理:
import numpy as np
A = np.array([[4, 11, 14], [8, 7, ‐2]])
print(A)
# [[ 4 11 14]
# [ 8 7 ‐2]]
u, s, vh = np.linalg.svd(A, full_matrices=False)
print(u.shape) # (2, 2)
print(u)
# [[‐0.9486833 ‐0.31622777]
# [‐0.31622777 0.9486833 ]]
print(s.shape) # (2,)
print(np.diag(s))
# [[18.97366596 0. ]
# [ 0. 9.48683298]]
print(vh.shape) # (2, 3)
print(vh)
# [[‐0.33333333 ‐0.66666667 ‐0.66666667]
# [ 0.66666667 0.33333333 ‐0.66666667]]
a = np.dot(u, np.diag(s))
a = np.dot(a, vh)
print(a)
import numpy as np
A = np.array([[1, 1], [1, ‐2], [2, 1]])
print(A)
# [[ 1 1]
# [ 1 ‐2]
# [ 2 1]]
u, s, vh = np.linalg.svd(A, full_matrices=False)
print(u.shape) # (3, 2)
print(u)
# [[‐5.34522484e‐01 ‐1.11022302e‐16]
# [ 2.67261242e‐01 ‐9.48683298e‐01]
# [‐8.01783726e‐01 ‐3.16227766e‐01]]
print(s.shape) # (2,)
print(np.diag(s))
# [[2.64575131 0. ]
# [0. 2.23606798]]
print(vh.shape) # (2, 2)
print(vh)
# [[‐0.70710678 ‐0.70710678]
# [‐0.70710678 0.70710678]]
a = np.dot(u, np.diag(s))
a = np.dot(a, vh)
print(a)
# [[ 1. 1.]
# [ 1. ‐2.]
# [ 2. 1.]]
3.2 QR分解
QR分解原理:
import numpy as np
A = np.array([[2, ‐2, 3], [1, 1, 1], [1, 3, ‐1]])
print(A)# [[ 2 ‐2 3]
# [ 1 1 1]
# [ 1 3 ‐1]]
q, r = np.linalg.qr(A)
print(q.shape) # (3, 3)
print(q)
# [[‐0.81649658 0.53452248 0.21821789]
# [‐0.40824829 ‐0.26726124 ‐0.87287156]
# [‐0.40824829 ‐0.80178373 0.43643578]]
print(r.shape) # (3, 3)
print(r)
# [[‐2.44948974 0. ‐2.44948974]
# [ 0. ‐3.74165739 2.13808994]
# [ 0. 0. ‐0.65465367]]
print(np.dot(q, r))
# [[ 2. ‐2. 3.]
# [ 1. 1. 1.]
# [ 1. 3. ‐1.]]
a = np.allclose(np.dot(q.T, q), np.eye(3))
print(a) # True
import numpy as np
A = np.array([[1, 1], [1, ‐2], [2, 1]])
print(A)
# [[ 1 1]
# [ 1 ‐2]
# [ 2 1]]
q, r = np.linalg.qr(A, mode='complete')
print(q.shape) # (3, 3)
print(q)
# [[‐0.40824829 0.34503278 ‐0.84515425]
# [‐0.40824829 ‐0.89708523 ‐0.16903085]
# [‐0.81649658 0.27602622 0.50709255]]
print(r.shape) # (3, 2)
print(r)
# [[‐2.44948974 ‐0.40824829]
# [ 0. 2.41522946]
# [ 0. 0. ]]
print(np.dot(q, r))
# [[ 1. 1.]
# [ 1. ‐2.]
# [ 2. 1.]]
a = np.allclose(np.dot(q, q.T), np.eye(3))
print(a) # True
import numpy as np
A = np.array([[1, 1], [1, ‐2], [2, 1]])
print(A)
# [[ 1 1]
# [ 1 ‐2]
# [ 2 1]]
q, r = np.linalg.qr(A)
print(q.shape) # (3, 2)
print(q)
# [[‐0.40824829 0.34503278]
# [‐0.40824829 ‐0.89708523]
# [‐0.81649658 0.27602622]]
print(r.shape) # (2, 2)
print(r)
# [[‐2.44948974 ‐0.40824829]
# [ 0. 2.41522946]]
print(np.dot(q, r))
# [[ 1. 1.]
# [ 1. ‐2.]
# [ 2. 1.]]
a = np.allclose(np.dot(q.T, q), np.eye(2))
print(a) # True (说明q为正交矩阵)
3.3 Cholesky分解
L = numpy.linalg.cholesky(a)
返回正定矩阵 a 的 Cholesky 分解 a = L*L.T ,其中 L 是下三 角。
import numpy as np
A = np.array([[1, 1, 1, 1], [1, 3, 3, 3],
[1, 3, 5, 5], [1, 3, 5, 7]])
print(A)
# [[1 1 1 1]
# [1 3 3 3]
# [1 3 5 5]
# [1 3 5 7]]
print(np.linalg.eigvals(A))
# [13.13707118 1.6199144 0.51978306 0.72323135]
L = np.linalg.cholesky(A)
print(L)
# [[1. 0. 0. 0. ]# [1. 1.41421356 0. 0. ]
# [1. 1.41421356 1.41421356 0. ]
# [1. 1.41421356 1.41421356 1.41421356]]
print(np.dot(L, L.T))
# [[1. 1. 1. 1.]
# [1. 3. 3. 3.]
# [1. 3. 5. 5.]
# [1. 3. 5. 7.]]
4、范数和其它数字
4.1 矩阵的范数
numpy.linalg.norm(x, ord=None, axis=None, keepdims=False)
计算向量或者矩阵的范数。
根据 ord 参数的不同,计算不同的范数
【例1】求向量的范数。
import numpy as np
x = np.array([1, 2, 3, 4])
print(np.linalg.norm(x, ord=1))
# 10.0
print(np.sum(np.abs(x)))
# 10
print(np.linalg.norm(x, ord=2))
# 5.477225575051661
print(np.sum(np.abs(x) ** 2) ** 0.5)
# 5.477225575051661
print(np.linalg.norm(x, ord=‐np.inf))# 1.0
print(np.min(np.abs(x)))
# 1
print(np.linalg.norm(x, ord=np.inf))
# 4.0
print(np.max(np.abs(x)))
# 4
【例2】求矩阵的范数
import numpy as np
A = np.array([[1, 2, 3, 4], [2, 3, 5, 8],
[1, 3, 5, 7], [3, 4, 7, 11]])
print(A)
# [[ 1 2 3 4]
# [ 2 3 5 8]
# [ 1 3 5 7]
# [ 3 4 7 11]]
print(np.linalg.norm(A, ord=1)) # 30.0
print(np.max(np.sum(A, axis=0))) # 30
print(np.linalg.norm(A, ord=2))
# 20.24345358700576
print(np.max(np.linalg.svd(A, compute_uv=False)))
# 20.24345358700576
print(np.linalg.norm(A, ord=np.inf)) # 25.0
print(np.max(np.sum(A, axis=1))) # 25
print(np.linalg.norm(A, ord='fro'))
# 20.273134932713294
print(np.sqrt(np.trace(np.dot(A.T, A))))
# 20.273134932713294
4.2 方阵的行列式
numpy.linalg.det(a)
计算行列式。
【例】计算行列式。
import numpy as np
x = np.array([[1, 2], [3, 4]])
print(x)
# [[1 2]
# [3 4]]
print(np.linalg.det(x))
# ‐2.0000000000000004
4.3 矩阵的秩
numpy.linalg.matrix_rank(M, tol=None, hermitian=False)
返回矩阵的秩。
【例】计算矩阵的秩。
import numpy as np
I = np.eye(3) # 先创建一个单位阵
print(I)
# [[1. 0. 0.]
# [0. 1. 0.]
# [0. 0. 1.]]
r = np.linalg.matrix_rank(I)
print(r) # 3
I[1, 1] = 0 # 将该元素置为0
print(I)
# [[1. 0. 0.]
# [0. 0. 0.]
# [0. 0. 1.]]
r = np.linalg.matrix_rank(I) # 此时秩变成2
print(r) # 2
4.4 矩阵的迹
numpy.trace(a, offset=0, axis1=0, axis2=1, dtype=None, out=None)
方阵的迹就是主对角元素之和。
【例】计算方阵的迹。
import numpy as np
x = np.array([[1, 2, 3], [3, 4, 5], [6, 7, 8]])
print(x)
# [[1 2 3]
# [3 4 5]
# [6 7 8]]
y = np.array([[5, 4, 2], [1, 7, 9], [0, 4, 5]])
print(y)
# [[5 4 2]
# [1 7 9]
# [0 4 5]]
print(np.trace(x)) # A的迹等于A.T的迹
# 13
print(np.trace(np.transpose(x)))
5、解方程和逆矩阵
5.1 逆矩阵
设 A 是数域上的一个 n 阶矩阵,若在相同数域上存在另一个 n 阶矩阵 B,使得: AB=BA=E (E 为单位矩阵),则我们称 B 是 A 的逆矩阵,而 A 则被称为可逆矩阵。
numpy.linalg.inv(a)
计算矩阵 a 的逆矩阵(矩阵可逆的充要条件: det(a) != 0 ,或者 a 满
秩)。
【例】计算矩阵的逆矩阵。
import numpy as np
A = np.array([[1, ‐2, 1], [0, 2, ‐1], [1, 1, ‐2]])
print(A)
# [[ 1 ‐2 1]
# [ 0 2 ‐1]
# [ 1 1 ‐2]]
# 求A的行列式,不为零则存在逆矩阵
A_det = np.linalg.det(A)
print(A_det)
# ‐2.9999999999999996
A_inverse = np.linalg.inv(A) # 求A的逆矩阵
print(A_inverse)
# [[ 1.00000000e+00 1.00000000e+00 ‐1.11022302e‐16]
# [ 3.33333333e‐01 1.00000000e+00 ‐3.33333333e‐01]
# [ 6.66666667e‐01 1.00000000e+00 ‐6.66666667e‐01]]
x = np.allclose(np.dot(A, A_inverse), np.eye(3))
print(x) # True
x = np.allclose(np.dot(A_inverse, A), np.eye(3))
print(x) # True
A_companion = A_inverse * A_det # 求A的伴随矩阵
print(A_companion)
# [[‐3.00000000e+00 ‐3.00000000e+00 3.33066907e‐16]
# [‐1.00000000e+00 ‐3.00000000e+00 1.00000000e+00]
# [‐2.00000000e+00 ‐3.00000000e+00 2.00000000e+00]]
5.2 求解线性方程组
numpy.linalg.solve(a, b) 求解线性方程组或矩阵方程
【例】求解线性矩阵方程
# x + 2y + z = 7
# 2x ‐ y + 3z = 7
# 3x + y + 2z =18
import numpy as np
A = np.array([[1, 2, 1], [2, ‐1, 3], [3, 1, 2]])
b = np.array([7, 7, 18])
x = np.linalg.solve(A, b)
print(x) # [ 7. 1. ‐2.]
x = np.linalg.inv(A).dot(b)
print(x) # [ 7. 1. ‐2.]
y = np.allclose(np.dot(A, x), b)
print(y) # True