Linear algebra/power iteration by zakademic · Pull Request #2190 · TheAlgorithms/Python

zakademic · 2020-07-09T04:39:42Z

Describe your change:

Added power iteration algorithm. Given a symmetric matrix and a random vector of same space, will find largest eigenvalue and corresponding eigenvector. Rayleigh quotient needed to compute eigenvalue given an eigenvector.

Add an algorithm?
Fix a bug or typo in an existing algorithm?
Documentation change?

Checklist:

TravisBuddy · 2020-07-09T04:42:58Z

Hey @zakademic,
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TravisCI finished with status errored, which means the build failed because of something unrelated to the tests, such as a problem with a dependency or the build process itself.

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TravisBuddy Request Identifier: a88eb620-c19e-11ea-8e31-7fd6e6dac888

ruppysuppy

Go through the CONTRIBUTING.md and make sure it passes the flake8 style standard

ruppysuppy

Add doctests

cclauss · 2020-07-09T06:11:12Z

Is this a duplicate of
https://github.com/TheAlgorithms/Python/blob/master/linear_algebra/src/rayleigh_quotient.py

cclauss · 2020-07-09T06:16:16Z

@QuantumNovice Your review please.

zakademic · 2020-07-09T06:35:52Z

Is this a duplicate of
https://github.com/TheAlgorithms/Python/blob/master/linear_algebra/src/rayleigh_quotient.py

Oops I missed that when writing power iteration. The rayleigh quotient I wrote within it is a duplicate; I will remove. But power iteration is not a duplicate. Thanks!

zakademic · 2020-07-09T06:36:16Z

Go through the CONTRIBUTING.md and make sure it passes the flake8 style standard

OK will do.

QuantumNovice · 2020-07-15T15:39:01Z

linear_algebra/src/power_iteration.py

+def rayleigh_quotient(input_matrix: np.array, vector: np.array) -> float:
+
+    """
+    Rayleigh Quotient.
+    Fine the Rayliegh quotient of matrix and vector. Given an eigenvector,
+    the Rayleigh quotient is the corresponding eigenvalue.
+
+    Input
+    input_matrix: input matrix.
+    Numpy array. np.shape(input_matrix) == (N,N).
+    vector: input vector.
+    Numpy array. np.shape(vector) == (N,) or (N,1)
+    """
+
+    num = np.dot(vector.T, np.dot(input_matrix, vector))
+    den = np.dot(vector.T,vector)
+
+    return num/den


Can you remove these lines and use this instead?

from rayleigh_quotient import rayleigh_quotient

Working on this now, thank you!

…not needed.

zakademic · 2020-07-25T05:22:44Z

@QuantumNovice I actually removed Rayleigh quotient since in the power iteration algorithm the vectors are already normalized. This removes a dot product and division operation.

I had not written doctests before so I referenced what was happening in Rayleigh Quotient and tried to emulate that.

I am using VS Code now and set black as my auto formatter. I ran flake8 as well.

Thanks all for your help!

linear_algebra/src/power_iteration.py

Changed convergence check line. Co-authored-by: Christian Clauss <cclauss@me.com>

cclauss

Nice!

cclauss · 2020-07-25T19:52:46Z

linear_algebra/src/power_iteration.py

+    Numpy array. np.shape(largest_eigenvector) == (N,) or (N,1).
+
+    >>> import numpy as np
+    >>> A = np.array([


Please use the same variable names as the function parameters so the reader does not get lost.

Thanks @cclauss this is a great point; I made the change :)

linear_algebra/src/power_iteration.py

cclauss · 2020-07-25T19:56:26Z

linear_algebra/src/power_iteration.py

+    eigs, eigvs = np.linalg.eigh(A)
+    eig_max = eigs[-1]
+    eigv_max = eigvs[:, -1]


Longer variable names would improve readability for learners.

I made changes to be more clear and added some comments as well. Appreciate it!

Named tests more clearly. Co-authored-by: Christian Clauss <cclauss@me.com>

TravisBuddy · 2020-07-26T05:37:43Z

Hey @zakademic,
Something went wrong with the build.

TravisCI finished with status errored, which means the build failed because of something unrelated to the tests, such as a problem with a dependency or the build process itself.

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TravisBuddy Request Identifier: 1f69e7e0-cf02-11ea-9502-ed86ad10d0d8

…octests to match function call.

…akademic/Python into linear_algebra/power_iteration

cclauss · 2020-07-26T08:51:24Z

Nice!!

* Initial commit of power iteration. * Added more documentation for power iteration and rayleigh quotient * Type hinting for rayleigh quotient * Changes after running black and flake8. * Added doctests, added unit tests. Removed Rayleigh quotient as it is not needed. * Update linear_algebra/src/power_iteration.py Changed convergence check line. Co-authored-by: Christian Clauss <cclauss@me.com> * Update linear_algebra/src/power_iteration.py Named tests more clearly. Co-authored-by: Christian Clauss <cclauss@me.com> * Changed naming in test function to be more clear. Changed naming in doctests to match function call. * Self running tests Co-authored-by: Zeyad Zaky <zeyadzaky@Zeyads-MacBook-Pro.local> Co-authored-by: Christian Clauss <cclauss@me.com>

Zeyad Zaky added 3 commits July 6, 2020 23:28

Initial commit of power iteration.

e57a070

Added more documentation for power iteration and rayleigh quotient

2cdf247

Type hinting for rayleigh quotient

a639db8

ruppysuppy suggested changes Jul 9, 2020

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ruppysuppy reviewed Jul 9, 2020

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cclauss added tests are failing Do not merge until tests pass require tests Tests [doctest/unittest/pytest] are required labels Jul 9, 2020

Changes after running black and flake8.

3600b3b

QuantumNovice reviewed Jul 15, 2020

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Added doctests, added unit tests. Removed Rayleigh quotient as it is …

01dd967

…not needed.

cclauss reviewed Jul 25, 2020

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linear_algebra/src/power_iteration.py Outdated Show resolved Hide resolved

Update linear_algebra/src/power_iteration.py

f0e0ac0

Changed convergence check line. Co-authored-by: Christian Clauss <cclauss@me.com>

cclauss approved these changes Jul 25, 2020

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Update linear_algebra/src/power_iteration.py

2367a83

Named tests more clearly. Co-authored-by: Christian Clauss <cclauss@me.com>

Zeyad Zaky and others added 3 commits July 25, 2020 22:41

Changed naming in test function to be more clear. Changed naming in d…

cd42d3d

…octests to match function call.

Merge branch 'linear_algebra/power_iteration' of https://github.com/z…

d38a850

…akademic/Python into linear_algebra/power_iteration

Self running tests

e2a6691

cclauss merged commit 977dfaa into TheAlgorithms:master Jul 26, 2020

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Describe your change:

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TravisBuddy commented Jul 9, 2020

TravisBuddy Request Identifier: a88eb620-c19e-11ea-8e31-7fd6e6dac888

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TravisBuddy commented Jul 26, 2020

TravisBuddy Request Identifier: 1f69e7e0-cf02-11ea-9502-ed86ad10d0d8

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cclauss commented Jul 26, 2020

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zakademic commented Jul 9, 2020 •

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