Numpy内置方法以及numpy.linalg模块可实现矩阵乘法、矩阵分解、矩阵行列式等线性代数的计算。
In [1]: import numpy as np
In [2]: x = np.arange(6,dtype='float').reshape(2,3)
In [3]: x
Out[3]:
array([[0., 1., 2.],
[3., 4., 5.]])
In [4]: y = np.arange(6,dtype='int').reshape(3,2)
In [5]: y
Out[5]:
array([[0, 1],
[2, 3],
[4, 5]])
#x.dot(y)和np.dot(x,y)一样可以实现矩阵点乘
In [6]: x.dot(y)
Out[6]:
array([[10., 13.],
[28., 40.]])
In [7]: np.dot(x,y)
Out[7]:
array([[10., 13.],
[28., 40.]])
In [8]: np.dot(x,np.ones(3))
Out[8]: array([ 3., 12.])
In [10]: np.dot(x,np.ones(3).reshape(3,1))
Out[10]:
array([[ 3.],
[12.]])
In [11]: from numpy.linalg import inv, qr
In [12]: x = np.random.randn(5,5)
In [13]: mat = x.T.dot(x)
#inv(arr)实现逆矩阵求解
In [14]: inv(mat)
Out[14]:
array([[ 1.84895223, 0.52000274, -1.6102196 , 0.50430018, 0.85699129],
[ 0.52000274, 0.79958507, -0.6711184 , 0.20499197, 0.5296455 ],
[-1.6102196 , -0.6711184 , 1.94704649, -0.14636372, -1.09774765],
[ 0.50430018, 0.20499197, -0.14636372, 0.9424341 , -0.2083091 ],
[ 0.85699129, 0.5296455 , -1.09774765, -0.2083091 , 1.05277181]])
#矩阵乘以逆矩阵得到单位矩阵
In [15]: mat.dot(inv(mat))
Out[15]:
array([[ 1.00000000e+00, -5.71287376e-16, -4.78160183e-16,
1.36711210e-16, -8.70752759e-17],
[ 1.59513968e-17, 1.00000000e+00, -1.78338097e-17,
-1.27809360e-16, 2.59687796e-16],
[-8.31909138e-16, -1.44352653e-16, 1.00000000e+00,
-8.62450849e-17, 6.01921269e-16],
[-7.90282618e-16, 2.53674571e-16, 6.26183310e-16,
1.00000000e+00, -2.40653733e-16],
[ 4.87373871e-16, -1.53371320e-16, -1.03317523e-15,
1.98732722e-16, 1.00000000e+00]])
#qr(arr)实现矩阵因式分解,r为上三角矩阵,q为标准正交矩阵
In [16]: q,r = qr(mat)
In [17]: r
Out[17]:
array([[-4.77016813, -2.7746349 , -3.21063899, 3.73904397, 2.92899001],
[ 0. , -2.55332826, 1.1479357 , 1.56574687, 3.17486777],
[ 0. , 0. , -2.09076931, -1.2290909 , -2.99498757],
[ 0. , 0. , 0. , -0.90346691, 0.07658242],
[ 0. , 0. , 0. , 0. , 0.54459499]])
In [18]: q
Out[18]:
array([[-0.69707745, 0.33427417, 0.18008871, -0.38998806, 0.46671316],
[-0.22653787, -0.80948395, -0.43508171, -0.14464193, 0.28844228],
[-0.47068893, 0.23429759, -0.60319018, 0.04816661, -0.59782786],
[ 0.4092138 , 0.12283144, -0.22844122, -0.86741083, -0.11344409],
[ 0.27158721, 0.40374942, -0.60187057, 0.26882419, 0.57333425]])
#标准正交矩阵乘以其逆矩阵等于单位矩阵
In [19]: q.dot(inv(q))
Out[19]:
array([[ 1.00000000e+00, 8.91951189e-18, 6.81387594e-18,
1.10666298e-17, 1.97034778e-17],
[ 1.51199514e-17, 1.00000000e+00, -1.18531754e-17,
-2.02130063e-17, -2.07169311e-17],
[-1.55111623e-17, 8.77051635e-17, 1.00000000e+00,
6.24561853e-18, 1.54457642e-16],
[ 1.18675764e-16, 5.73913447e-17, -2.96557631e-17,
1.00000000e+00, -1.40072379e-17],
[ 3.59970210e-17, 8.66286674e-17, 2.17131897e-17,
-3.14254018e-17, 1.00000000e+00]])
#求解AX = B 方程,A为方阵
In [20]: A = [[1,1,1],[0,2,5],[2,5,-1]]
In [21]: B = [6,-4,27]
In [22]: np.linalg.solve(A,B)
Out[22]: array([ 5., 3., -2.])
numpy.linalg模块常用线性函数方法
官网内容:Linear algebra (numpy.linalg) — NumPy v1.21 Manual
函数方法 | 定义 |
---|---|
diag | 以一维数组的形式返回方阵对角线(或非对角线)元素,或将一维数组转换成方阵(非对角线元素为0) |
dot | 矩阵乘法 |
trace | 计算对角线元素的和 |
det | 计算矩阵行列式 |
eig | 计算方阵的特征值和特征向量 |
inv | 计算方阵的逆方阵 |
pinv | 计算矩阵的Moore-Penrose伪逆 |
qr | 计算QR分解(因式分解),r为上三角矩阵,q为标准正交矩阵 |
svd | 计算奇异值分解(SVD) |
solve | 解线性方程组:Ax = b,其中 A为一个方阵 |
lstsq | 计算Ax = b的最小乘解 |