Package csb :: Package numeric :: Class InvertibleMatrix

Class InvertibleMatrix

object --+
         |
        InvertibleMatrix

Matrix object which is intended to save time in MCMC sampling algorithms involving repeated integration of Hamiltonian equations of motion and frequent draws from multivariate normal distributions involving mass matrices as covariance matrices. It can be initialized either with the matrix one wants to use or its inverse. The main feature compared to standard numpy matrices / arrays is that it has also a property "inverse", which gives the inverse matrix. If the matrix (its inverse) is changed, the inverse (regular matrix) is calculated only when needed. This avoids costly matrix inversions.

Instance Methods

__array__(self, dtype=None)

source code

__div__(self, value)

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__eq__(self, other)

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__getitem__(self, loc)

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__idiv__(self, value)

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__imul__(self, value)

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__init__(self, matrix=None, inverse_matrix=None)
x.__init__(...) initializes x; see help(type(x)) for signature

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__itruediv__(self, value)

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__len__(self)

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__mul__(self, value)

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__rmul__(self, value)

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__setitem__(self, i, value)

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__str__(self)
str(x)

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__truediv__(self, value)

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Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __subclasshook__

Properties
	inverse
	is_unity_multiple This property can be used to save computation time when drawing from multivariate normal distributions with the covariance matrix given by an instance of this object.
Inherited from `object`: `__class__`

Method Details

init(self, matrix=None, inverse_matrix=None)
(Constructor)

source code

x.__init__(...) initializes x; see help(type(x)) for signature

Parameters:

matrix (invertible (n,n)-shaped numpy.ndarray) - matrix-like object with whose values the Matrix object is supposed to hold
inverse_matrix (invertible (n,n)-shaped numpy.ndarray) - matrix-like object with whose inverse the Matrix object is supposed to hold

Overrides: object.__init__

(inherited documentation)

str(self)
(Informal representation operator)

source code

str(x)

Overrides: object.__str__: (inherited documentation)

Property Details

inverse

Get Method:: unreachable.inverse(self)
Set Method:: unreachable.inverse(self, value)

is_unity_multiple

This property can be used to save computation time when drawing from multivariate normal distributions with the covariance matrix given by an instance of this object. By probing this property, one can instead draw from normal distributions and rescale the samples afterwards to avoid costly matrix inversions

Get Method:: unreachable.is_unity_multiple(self) - This property can be used to save computation time when drawing from multivariate normal distributions with the covariance matrix given by an instance of this object.

Class InvertibleMatrix

__init__(self, matrix=None, inverse_matrix=None) (Constructor)

__str__(self) (Informal representation operator)

inverse

is_unity_multiple

init(self, matrix=None, inverse_matrix=None)
(Constructor)

str(self)
(Informal representation operator)