[CppAD] numpy eigenvalues in pyCppAD

[Brad Bell]

It appears that the operation
	np.linalg.eigvalsh(m)
does not work for arrays where the corresponding scalar type is user 
defined.

This seems to be a limitation of the python linalg package ?

Perhaps you can find a python package that supports this ?

Perhaps you can use C++ and eigen for your calculations; see
	https://www.coin-or.org/CppAD/Doc/eigen_det.cpp.htm
	https://eigen.tuxfamily.org/dox/group__Eigenvalues__Module.html


On 08/03/2017 06:04 PM, Jyotiranjan Beuria wrote:
> Even after removing "x=independent(arg)" in the function definition
> also does not solve the problem. It seems that np.linalg.eigvalsh()
> is not accepting a_float types. At this point I have a naive question,
> are all linear algebra modules offered by numpy compatible with
> CppAD?
>
> I still get following error:
>
>   File "/usr/local/lib/python2.7/dist-packages/numpy/linalg/linalg.py",
> line 994, in eigvalsh
>
>     w = gufunc(a, signature=signature, extobj=extobj)
>
> TypeError: No loop matching the specified signature and casting
>
> was found for ufunc eigvalsh_lo
>
>
> On Fri, Aug 4, 2017 at 4:02 AM, Brad Bell <bradbell at seanet.com
> <mailto:bradbell at seanet.com>> wrote:
>
>     It seems from the statement
>             a_y   = Pot(a_x)
>     that the return value from Pot should be an a_float.
>
>     Looking at the code for Pot(arg), it is not clear what the call to
>     independent is doing,
>     nor how two levels are AD are used here.
>
>     This makes me think that
>             def Pot(arg) :
>                     x=independent(arg)
>     should be replaced by
>             def Pot(x) :
>     and
>             dtype='a2float'
>     should be replaced by
>             dtype='a_float'
>
>
>
>
>     On 08/03/2017 05:07 AM, Jyotiranjan Beuria wrote:
>
>         Dear Experts,
>
>         I am trying to use python wrapper for CppAD. My function
>         depends on the eigenvalues of a matrix. Can anyone help
>         me in this regard. The code is given below.
>
>         *************************************************************
>         from pycppad import *
>         import numpy as np
>         def Pot(arg):
>               x=independent(arg)
>               m00=x[0]*x[0]
>               m11=x[1]*x[1]
>               m01=x[0]*x[1]
>               m10=-x[0]*x[1]
>               m=np.array([[m00,m01],[m10,m11]])
>               return
>         np.array([np.sum(np.linalg.eigvalsh(m))],dtype='a2float')
>         def hessian():
>           delta = 10. * np.finfo(float).eps
>           x     = np.array( [ 0., 0. ] )
>           a_x   = independent(x)
>           a_y   = Pot(a_x)
>           f   = adfun(a_x, a_y)
>           x   = np.array( [ 2., 3. ] )
>           H   = f.hessian(x, [0])
>           print H
>
>         hessian()
>         *************************************************************
>
>         I am getting following error.
>
>         *Traceback (most recent call last):
>           File "hessian2.py", line 37, in <module>
>             pycppad_test_hessian()
>           File "hessian2.py", line 30, in pycppad_test_hessian
>             a_y   = Pot(a_x)
>           File "hessian2.py", line 24, in Pot
>             return np.array([np.sum(np.linalg.eigvalsh(m))],dtype='a2float')
>           File
>         "/usr/local/lib/python2.7/dist-packages/numpy/linalg/linalg.py",
>         line 994, in eigvalsh
>             w = gufunc(a, signature=signature, extobj=extobj)
>         TypeError: No loop matching the specified signature and casting
>         was found for ufunc eigvalsh_lo*
>
>         Regards,
>         Jyotiranjan Beuria
>         Graduate student, HRI, INDIA
>
>
>
>         _______________________________________________
>         CppAD mailing list
>         CppAD at list.coin-or.org <mailto:CppAD at list.coin-or.org>
>         https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cppad&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=UxLhbaqYMJLc2OFXF6T8asQht7vpwIClD1FdrFb8omo&m=rPTSQO84d-cZe99G2qE3-3_iukhRo0yydos83tDxCYY&s=r9S0qITbXtLfkk3Dqx1Hb9vdoXe5h3QmEjLvr_on3-c&e=
>         <https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cppad&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=UxLhbaqYMJLc2OFXF6T8asQht7vpwIClD1FdrFb8omo&m=rPTSQO84d-cZe99G2qE3-3_iukhRo0yydos83tDxCYY&s=r9S0qITbXtLfkk3Dqx1Hb9vdoXe5h3QmEjLvr_on3-c&e=>
>
>     _______________________________________________
>     CppAD mailing list
>     CppAD at list.coin-or.org <mailto:CppAD at list.coin-or.org>
>     https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cppad&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=Q-ytHio7AaRRiIuJRtbXN8AT1n8UpuHlx7zvJ-OkcrY&m=a1LG50d2vI9UL7Ttk1Y1nZpCgW-ApCfzJSZOMe2Vsr4&s=OY_pnnHykR6L0RkY2b-r897K_2vIklZz85RoBJMwd6E&e=
>     <https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_mailman_listinfo_cppad&d=DwICAg&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=Q-ytHio7AaRRiIuJRtbXN8AT1n8UpuHlx7zvJ-OkcrY&m=a1LG50d2vI9UL7Ttk1Y1nZpCgW-ApCfzJSZOMe2Vsr4&s=OY_pnnHykR6L0RkY2b-r897K_2vIklZz85RoBJMwd6E&e=>
>
>
>
>
>
> --
> Jyotiranjan Beuria
> Ph.D Student, HRI Allahabad