Python scipy.randn() Examples
The following are 8
code examples of scipy.randn().
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Example #1
Source File: shared_ops.py From strawberryfields with Apache License 2.0 | 6 votes |
def haar_measure(n): """A Random matrix distributed with the Haar measure. For more details, see :cite:`mezzadri2006`. Args: n (int): matrix size Returns: array: an nxn random matrix """ z = (sp.randn(n, n) + 1j * sp.randn(n, n)) / np.sqrt(2.0) q, r = qr(z) d = sp.diagonal(r) ph = d / np.abs(d) q = np.multiply(q, ph, q) return q
Example #2
Source File: test_decompositions.py From strawberryfields with Apache License 2.0 | 6 votes |
def haar_measure(n): """A Random matrix distributed with the Haar measure. For more details, see :cite:`mezzadri2006`. Args: n (int): matrix size Returns: array: an nxn random matrix """ z = (sp.randn(n, n) + 1j * sp.randn(n, n)) / np.sqrt(2.0) q, r = qr(z) d = sp.diagonal(r) ph = d / np.abs(d) q = np.multiply(q, ph, q) return q
Example #3
Source File: gp.py From GPPVAE with Apache License 2.0 | 6 votes |
def generate_data(N, S, L): # generate genetics G = 1.0 * (sp.rand(N, S) < 0.2) G -= G.mean(0) G /= G.std(0) * sp.sqrt(G.shape[1]) # generate latent phenotypes Zg = sp.dot(G, sp.randn(G.shape[1], L)) Zn = sp.randn(N, L) # generate variance exapleind vg = sp.linspace(0.8, 0, L) # rescale and sum Zg *= sp.sqrt(vg / Zg.var(0)) Zn *= sp.sqrt((1 - vg) / Zn.var(0)) Z = Zg + Zn return Z, G
Example #4
Source File: warm_start_test.py From osqp-python with Apache License 2.0 | 5 votes |
def test_warm_start(self): # Big problem sp.random.seed(2) self.n = 100 self.m = 200 self.A = sparse.random(self.m, self.n, density=0.9, format='csc') self.l = -sp.rand(self.m) * 2. self.u = sp.rand(self.m) * 2. P = sparse.random(self.n, self.n, density=0.9) self.P = sparse.triu(P.dot(P.T), format='csc') self.q = sp.randn(self.n) # Setup solver self.model = osqp.OSQP() self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u, **self.opts) # Solve problem with OSQP res = self.model.solve() # Store optimal values x_opt = res.x y_opt = res.y tot_iter = res.info.iter # Warm start with zeros and check if number of iterations is the same self.model.warm_start(x=np.zeros(self.n), y=np.zeros(self.m)) res = self.model.solve() self.assertEqual(res.info.iter, tot_iter) # Warm start with optimal values and check that number of iter < 10 self.model.warm_start(x=x_opt, y=y_opt) res = self.model.solve() self.assertLess(res.info.iter, 10)
Example #5
Source File: polishing_test.py From osqp-python with Apache License 2.0 | 5 votes |
def test_polish_unconstrained(self): # Unconstrained QP problem sp.random.seed(4) self.n = 30 self.m = 0 P = sparse.diags(np.random.rand(self.n)) + 0.2*sparse.eye(self.n) self.P = P.tocsc() self.q = np.random.randn(self.n) self.A = sparse.csc_matrix((self.m, self.n)) self.l = np.array([]) self.u = np.array([]) self.model = osqp.OSQP() self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u, **self.opts) # Solve problem res = self.model.solve() # Assert close nptest.assert_array_almost_equal( res.x, np.array([ -0.61981415, -0.06174194, 0.83824061, -0.0595013, -0.17810828, 2.90550031, -1.8901713, -1.91191741, -3.73603446, 1.7530356, -1.67018181, 3.42221944, 0.61263403, -0.45838347, -0.13194248, 2.95744794, 5.2902277, -1.42836238, -8.55123842, -0.79093815, 0.43418189, -0.69323554, 1.15967924, -0.47821898, 3.6108927, 0.03404309, 0.16322926, -2.17974795, 0.32458796, -1.97553574])) nptest.assert_array_almost_equal(res.y, np.array([])) nptest.assert_array_almost_equal(res.info.obj_val, -35.020288603855825)
Example #6
Source File: polishing_test.py From osqp-python with Apache License 2.0 | 5 votes |
def test_polish_random(self): # Random QP problem sp.random.seed(6) self.n = 30 self.m = 50 Pt = sp.randn(self.n, self.n) self.P = sparse.triu(np.dot(Pt.T, Pt), format='csc') self.q = sp.randn(self.n) self.A = sparse.csc_matrix(sp.randn(self.m, self.n)) self.l = -3 + sp.randn(self.m) self.u = 3 + sp.randn(self.m) self.model = osqp.OSQP() self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u, **self.opts) # Solve problem res = self.model.solve() # Assert close nptest.assert_array_almost_equal( res.x, np.array([ -0.58549607, 0.0030388, -0.07154039, -0.0406463, -0.13349925, -0.1354755, -0.17417362, 0.0165324, -0.12213118, -0.10477034, -0.51748662, -0.05310921, 0.07862616, 0.53663003, -0.01459859, 0.40678716, -0.03496123, 0.25722838, 0.06335071, 0.29908295, -0.6223218, -0.07614658, -0.3892153, -0.18111635, 0.56301768, 0.10429917, 0.09821862, -0.30881928, 0.24430531, 0.06597486])) nptest.assert_array_almost_equal( res.y, np.array([ 0., -2.11407101e-01, 0., 0., 0., 0., 0., 0., 0., 0., -3.78854588e-02, 0., -1.58346998e-02, 0., 0., -6.88711599e-02, 0., 0., 0., 0., 0., 0., 0., 0., 6.04385132e-01, 0., 0., 0., 0., 0., 0., 0., 0., 0., 1.37995470e-01, 0., 0., 0., -2.04427802e-02, 0., -1.32983915e-01, 0., 2.94425952e-02, 0., 0., 0., 0., 0., -6.53409219e-02, 0.])) nptest.assert_array_almost_equal(res.info.obj_val, -3.262280663471232)
Example #7
Source File: primal_infeasibility_test.py From osqp-python with Apache License 2.0 | 5 votes |
def test_primal_infeasible_problem(self): # Simple QP problem sp.random.seed(4) self.n = 50 self.m = 500 # Generate random Matrices Pt = sparse.random(self.n, self.n) self.P = sparse.triu(Pt.T.dot(Pt), format='csc') self.q = sp.randn(self.n) self.A = sparse.random(self.m, self.n).tolil() # Lil for efficiency self.u = 3 + sp.randn(self.m) self.l = -3 + sp.randn(self.m) # Make random problem primal infeasible self.A[int(self.n/2), :] = self.A[int(self.n/2)+1, :] self.l[int(self.n/2)] = self.u[int(self.n/2)+1] + 10 * sp.rand() self.u[int(self.n/2)] = self.l[int(self.n/2)] + 0.5 # Convert A to csc self.A = self.A.tocsc() self.model = osqp.OSQP() self.model.setup(P=self.P, q=self.q, A=self.A, l=self.l, u=self.u, **self.opts) # Solve problem with OSQP res = self.model.solve() # Assert close self.assertEqual(res.info.status_val, constant('OSQP_PRIMAL_INFEASIBLE'))
Example #8
Source File: test.py From PyCurvelab with MIT License | 4 votes |
def test(dim=2, clen=10): for i in range(clen): print("-----------------------------------") if dim == 2: sz = np.arange(256, 513) elif dim == 3: sz = np.arange(64, 128) np.random.shuffle(sz) iscplx = [True, False] np.random.shuffle(iscplx) if iscplx[0]: print("Complex input") f = np.array(sc.randn(*sz[:dim])+sc.randn(*sz[:dim])*1j) else: print("Real input") f = np.array(sc.randn(*sz[:dim])) isac = [True, False] np.random.shuffle(isac) if isac[0]: print("All curvelets") else: print("Wavelets at finest scale") print(f.shape) if dim == 2: A = ct.fdct2(f.shape, 6, 32, isac[0], cpx=iscplx[0]) elif dim == 3: A = ct.fdct3(f.shape, 4, 8, isac[0], cpx=iscplx[0]) x = A.fwd(f) if np.allclose(norm(f.flatten(), ord=2), norm(x, ord=2)): print('Energy check ok!') else: print('Problem w energy test') fr = A.inv(x) if np.allclose(f.flatten(), fr.flatten()): print('Inverse check ok!') else: print('Problem w inverse test') print("||f|| = ", norm(f.flatten(), ord=2), f.dtype) print("||x|| = ", norm(x, ord=2), x.dtype) print("||fr|| = ", norm(fr.flatten(), ord=2), fr.dtype)