Module purecma :: Class DecomposingPositiveMatrix

Class DecomposingPositiveMatrix

object --+        
         |        
      list --+    
             |    
  SquareMatrix --+
                 |
                DecomposingPositiveMatrix

Symmetric matrix maintaining its own eigendecomposition.

If isinstance(C, DecomposingPositiveMatrix), the eigendecomposion (the return value of eig) is stored in the attributes eigenbasis and eigenvalues such that the i-th eigenvector is:

[row[i] for row in C.eigenbasis]  # or equivalently
[C.eigenbasis[j][i] for j in range(len(C.eigenbasis))]

with eigenvalue C.eigenvalues[i] and hence:

C = C.eigenbasis x diag(C.eigenvalues) x C.eigenbasis^T

Instance Methods

[hide private]

new empty list

__init__(self, dimension)
initialize with identity matrix

source code

update_eigensystem(self, current_eval, lazy_gap_evals)
Execute eigendecomposition of self if current_eval > lazy_gap_evals + last_updated_eval. source code

mahalanobis_norm(self, dx)
return (dx^T * C^-1 * dx)**0.5 source code

_enforce_symmetry(self)

source code

Inherited from SquareMatrix: addouter, multiply_with

Inherited from list: __add__, __contains__, __delitem__, __delslice__, __eq__, __ge__, __getattribute__, __getitem__, __getslice__, __gt__, __iadd__, __imul__, __iter__, __le__, __len__, __lt__, __mul__, __ne__, __new__, __repr__, __reversed__, __rmul__, __setitem__, __setslice__, __sizeof__, append, count, extend, index, insert, pop, remove, reverse, sort