Numpy练习

背景：Generate matrices A, with random Gaussian entries, B, a Toeplitz matrix, where A 属于 Rn*m and B 2 Rm*m, for n = 200, m = 500.

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Exercise 9.1: Matrix operations

Calculate A + A, AA^T, A^TA and AB. Write a function that computes A(B - λI) for any λ.

• 先设置随机种子

  import numpy as np
  from scipy.linalg import toeplitz 
  import time
  
  seed = np.int64(time.time())
  # print(seed)
  np.random.seed(seed)
  # print(np.random.seed(seed))
  

• 设置 A 矩阵

  A = np.random.normal(size=[200, 500])
  

• 设置 B 矩阵

  B = toeplitz(list(range(1,501)))
  

• 计算 A + A, A * A^T, A^T * A and A * B

  A2 = A + A
  AAt = A @ A.T
  AtA = A.T @ A
  AmB = A @ B
  

• 验证结果

  def cmp(A, B, lam):
      temp = B - lam * np.eye(500)
      return A @ temp
  print(cmp(A, B, 3))
  

  
  

Exercise 9.2: Solving a linear system

Generate a vector b with m entries and solve Bx = b.

• 只需要在上面的基础上加上一下两行代码即可

  b = np.array(list(range(1,501)))
  x = np.linalg.solve(B,b)
  

  
  

Exercise 9.3: Norms

Compute the Frobenius norm of A: kAkF and the innity norm of B: kBk1. Also nd the largest and
smallest singular values of B.

• 进行计算

  na = np.linalg.norm(A,'fro')  
  nb = np.linalg.norm(B,np.inf)  
  
  u, s, vh = np.linalg.svd(B,full_matrices=True)  
  maxvalue = max(s)  
  minvalue = min(s)
  

  
  

Exercise 9.4: Power iteration

Generate a matrix Z, n * n, with Gaussian entries, and use the power iteration to nd the largest
eigenvalue and corresponding eigenvector of Z. How many iterations are needed till convergence?
Optional: use the time.clock() method to compare computation time when varying n.

• 用幂法求主特征值和主特征向量

  n = 100  
  Z = np.random.normal(5,1,n*n).reshape(n,n)  
  def powerit(Z,n):  
      from time import clock  
      start = clock()  
      u = np.random.normal(5,1,n)  
      last = 1000  
      lam = 0  
      cnt = 0  
      while abs(last-lam) > 0.0001:  
          cnt = cnt+1  
          v = Z@u  
          big = -1  
          last = lam  
          for vv in v:  
              if abs(vv)>big:  
                  lam = vv  
                  big = abs(vv)  
          u = v/lam  
      end = clock()  
      return lam, u, cnt, end-start 
  

  
  

Exercise 9.5: Singular values

Generate an n * n matrix, denoted by C, where each entry is 1 with probability p and 0 
otherwise. Use the linear algebra library of Scipy to compute the singular values of C. What can 
you say about the relationship between n, p and the largest singular value?

• 计算最大值

  for n in (10,50,100):  
      for p in (0.2,0.5,0.8):  
          print("n = %d, p = %.3f" % (n,p))  
          C = np.random.binomial(1,p,(n,n))  
          u, s, vh = np.linalg.svd(C,full_matrices=True)  
          maxvalue = max(s)  
          print(maxvalue)  
  

  
  

Exercise 9.6: Nearest neighbor

Write a function that takes a value z and an array A and nds the element in A that is closest to 
z. The function should return the closest value, not index.
Hint: Use the built-in functionality of Numpy rather than writing code to nd this value 
manually. In particular, use brackets and argmin.

• 将矩阵的每个值减去目标值，然后取绝对值，最小元素的下标即是和目标值最接近的值的下标，然后根据下标直接返回矩阵中该元素即可

  def nearest_neighbor(matrixA, val_z):  
      idx = np.argmin(np.abs(matrixA - val_z))  
      return matrixA[idx//np.shape(matrixA)[0]][idx%np.shape(matrixA)[1]] 
  
  test_matrix = np.random.random(size=[50, 50])  
  res = nearest_neighbor(test_matrix, 0.5)  
  flag = True  
  for i in range(50):  
      for j in range(50):  
          if np.abs(test_matrix[i][j] - 0.5) < np.abs(res-0.5):  
              flag = False  
  
  if not flag:  
      print("The function is wrong")  
  else:  
      print("The function is right")