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scipy.linalg — The ulab book 6.9.0 documentation

scipy’s linalg module contains two functions, solve_triangular, and cho_solve. The functions can be called by prepending them by scipy.linalg..

1. scipy.linalg.solve_cho

2. scipy.linalg.solve_triangular

scipy: https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.cho_solve.html

Solve the linear equations

:raw-latex:`\begin{equation} \mathbf{A}\cdot\mathbf{x} = \mathbf{b} \end{equation}`

given the Cholesky factorization of \(\mathbf{A}\). As opposed to scipy, the function simply takes the Cholesky-factorised matrix, \(\mathbf{A}\), and \(\mathbf{b}\) as inputs.

# code to be run in micropython

from ulab import numpy as np
from ulab import scipy as spy

A = np.array([[3, 0, 0, 0], [2, 1, 0, 0], [1, 0, 1, 0], [1, 2, 1, 8]])
b = np.array([4, 2, 4, 2])

print(spy.linalg.cho_solve(A, b))

array([-0.01388888888888906, -0.6458333333333331, 2.677083333333333, -0.01041666666666667], dtype=float64)

scipy: https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.solve_triangular.html

Solve the linear equation

:raw-latex:`\begin{equation} \mathbf{a}\cdot\mathbf{x} = \mathbf{b} \end{equation}`

with the assumption that \(\mathbf{a}\) is a triangular matrix. The two position arguments are \(\mathbf{a}\), and \(\mathbf{b}\), and the optional keyword argument is lower with a default value of False. lower determines, whether data are taken from the lower, or upper triangle of \(\mathbf{a}\).

Note that \(\mathbf{a}\) itself does not have to be a triangular matrix: if it is not, then the values are simply taken to be 0 in the upper or lower triangle, as dictated by lower. However, \(\mathbf{a}\cdot\mathbf{x}\) will yield \(\mathbf{b}\) only, when \(\mathbf{a}\) is triangular. You should keep this in mind, when trying to establish the validity of the solution by back substitution.

# code to be run in micropython

from ulab import numpy as np
from ulab import scipy as spy

a = np.array([[3, 0, 0, 0], [2, 1, 0, 0], [1, 0, 1, 0], [1, 2, 1, 8]])
b = np.array([4, 2, 4, 2])

print('a:\n')
print(a)
print('\nb: ', b)

x = spy.linalg.solve_triangular(a, b, lower=True)

print('='*20)
print('x: ', x)
print('\ndot(a, x): ', np.dot(a, x))

a:

array([[3.0, 0.0, 0.0, 0.0],
       [2.0, 1.0, 0.0, 0.0],
       [1.0, 0.0, 1.0, 0.0],
       [1.0, 2.0, 1.0, 8.0]], dtype=float64)

b:  array([4.0, 2.0, 4.0, 2.0], dtype=float64)
====================
x:  array([1.333333333333333, -0.6666666666666665, 2.666666666666667, -0.08333333333333337], dtype=float64)

dot(a, x):  array([4.0, 2.0, 4.0, 2.0], dtype=float64)

With get the same solution, \(\mathbf{x}\), with the following matrix, but the dot product of \(\mathbf{a}\), and \(\mathbf{x}\) is no longer \(\mathbf{b}\):

# code to be run in micropython

from ulab import numpy as np
from ulab import scipy as spy

a = np.array([[3, 2, 1, 0], [2, 1, 0, 1], [1, 0, 1, 4], [1, 2, 1, 8]])
b = np.array([4, 2, 4, 2])

print('a:\n')
print(a)
print('\nb: ', b)

x = spy.linalg.solve_triangular(a, b, lower=True)

print('='*20)
print('x: ', x)
print('\ndot(a, x): ', np.dot(a, x))

a:

array([[3.0, 2.0, 1.0, 0.0],
       [2.0, 1.0, 0.0, 1.0],
       [1.0, 0.0, 1.0, 4.0],
       [1.0, 2.0, 1.0, 8.0]], dtype=float64)

b:  array([4.0, 2.0, 4.0, 2.0], dtype=float64)
====================
x:  array([1.333333333333333, -0.6666666666666665, 2.666666666666667, -0.08333333333333337], dtype=float64)

dot(a, x):  array([5.333333333333334, 1.916666666666666, 3.666666666666667, 2.0], dtype=float64)

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