Reputation: 7404
Given a numpy ndarray
with dimensions m by n (where n>m), how can I find the linearly independent columns?
Upvotes: 1
Views: 3466
Reputation: 1
Try this one
def LU_decomposition(A):
"""
Perform LU decompostion of a given matrix
Args:
A: the given matrix
Returns: P, L and U, s.t. PA = LU
"""
assert A.shape[0] == A.shape[1]
N = A.shape[0]
P_idx = np.arange(0, N, dtype=np.int16).reshape(-1, 1)
for i in range(N - 1):
pivot_loc = np.argmax(np.abs(A[i:, [i]])) + i
if pivot_loc != i:
A[[i, pivot_loc], :] = A[[pivot_loc, i], :]
P_idx[[i, pivot_loc], :] = P_idx[[pivot_loc, i], :]
A[i + 1:, i] /= A[i, i]
A[i + 1:, i + 1:] -= A[i + 1:, [i]] * A[[i], i + 1:]
U, L, P = np.zeros_like(A), np.identity(N), np.zeros((N, N), dtype=np.int16)
for i in range(N):
L[i, :i] = A[i, :i]
U[i, i:] = A[i, i:]
P[i, P_idx[i][0]] = 1
return P.astype(np.float64), L, U
def get_bases(A):
assert A.ndim == 2
Q = gaussian_elimination(A)
M, N = Q.shape
pivot_idxs = []
for i in range(M):
j = i
while j < N and abs(Q[i, j]) < 1e-5:
j += 1
if j < N:
pivot_idxs.append(j)
return A[:, list(set(pivot_idxs))]
Upvotes: 0
Reputation: 410
@user6655984's answer inspired this code, where I developed a function instead of the author's last line of code (finding pivot columns of U) so that it can handle more diverse A's.
Here it is:
import numpy as np
from scipy import linalg as LA
np.set_printoptions(precision=1, suppress=True)
A = np.array([[1, 4, 1, -1],
[2, 5, 1, -2],
[3, 6, 1, -3]])
P, L, U = LA.lu(A)
print('P', P, '', 'L', L, '', 'U', U, sep='\n')
Output:
P
[[0. 1. 0.]
[0. 0. 1.]
[1. 0. 0.]]
L
[[1. 0. 0. ]
[0.3 1. 0. ]
[0.7 0.5 1. ]]
U
[[ 3. 6. 1. -3. ]
[ 0. 2. 0.7 -0. ]
[ 0. 0. -0. -0. ]]
I came up with this function:
def get_indices_for_linearly_independent_columns_of_A(U: np.ndarray) -> list:
# I should first convert all "-0."s to "0." so that nonzero() can find them.
U_copy = U.copy()
U_copy[abs(U_copy) < 1.e-7] = 0
# Because some rows in U may not have even one nonzero element,
# I have to find the index for the first one in two steps.
index_of_all_nonzero_cols_in_each_row = (
[U_copy[i, :].nonzero()[0] for i in range(U_copy.shape[0])]
)
index_of_first_nonzero_col_in_each_row = (
[indices[0] for indices in index_of_all_nonzero_cols_in_each_row
if len(indices) > 0]
)
# Because two rows or more may have the same indices
# for their first nonzero element, I should remove duplicates.
unique_indices = sorted(list(set(index_of_first_nonzero_col_in_each_row)))
return unique_indices
Finally:
col_sp_A = A[:, get_indices_for_linearly_independent_columns_of_A(U)]
print(col_sp_A)
Output:
[[1 4]
[2 5]
[3 6]]
Upvotes: 0
Reputation:
One way is to use the LU decomposition. The factor U
will be of the same size as your matrix, but will be upper-triangular. In each row of U
, pick the first nonzero element: these are pivot elements, which belong to linearly independent columns. A self-contained example:
import numpy as np
from scipy.linalg import lu
A = np.array([[1, 2, 3], [2, 4, 2]]) # example for testing
U = lu(A)[2]
lin_indep_columns = [np.flatnonzero(U[i, :])[0] for i in range(U.shape[0])]
Output: [0, 2], which means the 0th and 2nd columns of A form a basis for its column space.
Upvotes: 3