Repository URL to install this package:
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Version:
1.2.1 ▾
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"""
Copyright 2013 Steven Diamond
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
from typing import List, Tuple
from scipy import linalg as LA
from cvxpy.atoms.atom import Atom
from cvxpy.constraints.constraint import Constraint
class gen_lambda_max(Atom):
""" Maximum generalized eigenvalue; :math:`\\lambda_{\\max}(A, B)`.
"""
def __init__(self, A, B) -> None:
super(gen_lambda_max, self).__init__(A, B)
def numeric(self, values):
"""Returns the largest generalized eigenvalue corresponding to A and B.
Requires that A is symmetric, B is positive semidefinite.
"""
lo = hi = self.args[0].shape[0]-1
return LA.eigh(a=values[0],
b=values[1],
eigvals_only=True,
eigvals=(lo, hi))[0]
def _domain(self) -> List[Constraint]:
"""Returns constraints describing the domain of the node.
"""
return [self.args[0].H == self.args[0], self.args[1].H == self.args[1],
self.args[1] >> 0]
def _grad(self, values):
"""Gives the (sub/super)gradient of the atom w.r.t. each argument.
Matrix expressions are vectorized, so the gradient is a matrix.
Args:
values: A list of numeric values for the arguments.
Returns:
A list of SciPy CSC sparse matrices or None.
"""
raise NotImplementedError()
def validate_arguments(self) -> None:
"""Verify that the argument A, B are square and of the same dimension.
"""
if (not self.args[0].ndim == 2 or
self.args[0].shape[0] != self.args[0].shape[1] or
self.args[1].shape[0] != self.args[1].shape[1] or
self.args[0].shape != self.args[1].shape):
raise ValueError(
"The arguments '%s' and '%s' to gen_lambda_max must "
"be square and have the same dimensions." % (
self.args[0].name(), self.args[1].name()))
def shape_from_args(self) -> Tuple[int, ...]:
"""Returns the (row, col) shape of the expression.
"""
return tuple()
def sign_from_args(self) -> Tuple[bool, bool]:
"""Returns sign (is positive, is negative) of the expression.
"""
return (False, False)
def is_atom_convex(self) -> bool:
"""Is the atom convex?
"""
return False
def is_atom_concave(self) -> bool:
"""Is the atom concave?
"""
return False
def is_atom_quasiconvex(self) -> bool:
"""Is the atom quasiconvex?
"""
return True
def is_atom_quasiconcave(self) -> bool:
"""Is the atom quasiconcave?
"""
return False
def is_incr(self, idx) -> bool:
"""Is the composition non-decreasing in argument idx?
"""
return False
def is_decr(self, idx) -> bool:
"""Is the composition non-increasing in argument idx?
"""
return False