Solve C x = b for x, where C is a circulant matrix.
`C` is the circulant matrix associated with the vector `c`.
The system is solved by doing division in Fourier space. The calculation is::
x = ifft(fft(b) / fft(c))
where `fft` and `ifft` are the fast Fourier transform and its inverse, respectively. For a large vector `c`, this is *much* faster than solving the system with the full circulant matrix.
Parameters ---------- c : array_like The coefficients of the circulant matrix. b : array_like Right-hand side matrix in ``a x = b``. singular : str, optional This argument controls how a near singular circulant matrix is handled. If `singular` is 'raise' and the circulant matrix is near singular, a `LinAlgError` is raised. If `singular` is 'lstsq', the least squares solution is returned. Default is 'raise'. tol : float, optional If any eigenvalue of the circulant matrix has an absolute value that is less than or equal to `tol`, the matrix is considered to be near singular. If not given, `tol` is set to::
tol = abs_eigs.max() * abs_eigs.size * np.finfo(np.float64).eps
where `abs_eigs` is the array of absolute values of the eigenvalues of the circulant matrix. caxis : int When `c` has dimension greater than 1, it is viewed as a collection of circulant vectors. In this case, `caxis` is the axis of `c` that holds the vectors of circulant coefficients. baxis : int When `b` has dimension greater than 1, it is viewed as a collection of vectors. In this case, `baxis` is the axis of `b` that holds the right-hand side vectors. outaxis : int When `c` or `b` are multidimensional, the value returned by `solve_circulant` is multidimensional. In this case, `outaxis` is the axis of the result that holds the solution vectors.
Returns ------- x : ndarray Solution to the system ``C x = b``.
Raises ------ LinAlgError If the circulant matrix associated with `c` is near singular.
See Also -------- circulant : circulant matrix
Notes ----- For a one-dimensional vector `c` with length `m`, and an array `b` with shape ``(m, ...)``,
solve_circulant(c, b)
returns the same result as
solve(circulant(c), b)
where `solve` and `circulant` are from `scipy.linalg`.
.. versionadded:: 0.16.0
Examples -------- >>> from scipy.linalg import solve_circulant, solve, circulant, lstsq
>>> c = np.array(2, 2, 4
) >>> b = np.array(1, 2, 3
) >>> solve_circulant(c, b) array( 0.75, -0.25, 0.25
)
Compare that result to solving the system with `scipy.linalg.solve`:
>>> solve(circulant(c), b) array( 0.75, -0.25, 0.25
)
A singular example:
>>> c = np.array(1, 1, 0, 0
) >>> b = np.array(1, 2, 3, 4
)
Calling ``solve_circulant(c, b)`` will raise a `LinAlgError`. For the least square solution, use the option ``singular='lstsq'``:
>>> solve_circulant(c, b, singular='lstsq') array( 0.25, 1.25, 2.25, 1.25
)
Compare to `scipy.linalg.lstsq`:
>>> x, resid, rnk, s = lstsq(circulant(c), b) >>> x array( 0.25, 1.25, 2.25, 1.25
)
A broadcasting example:
Suppose we have the vectors of two circulant matrices stored in an array with shape (2, 5), and three `b` vectors stored in an array with shape (3, 5). For example,
>>> c = np.array([1.5, 2, 3, 0, 0], [1, 1, 4, 3, 2]
) >>> b = np.arange(15).reshape(-1, 5)
We want to solve all combinations of circulant matrices and `b` vectors, with the result stored in an array with shape (2, 3, 5). When we disregard the axes of `c` and `b` that hold the vectors of coefficients, the shapes of the collections are (2,) and (3,), respectively, which are not compatible for broadcasting. To have a broadcast result with shape (2, 3), we add a trivial dimension to `c`: ``c:, np.newaxis, :
`` has shape (2, 1, 5). The last dimension holds the coefficients of the circulant matrices, so when we call `solve_circulant`, we can use the default ``caxis=-1``. The coefficients of the `b` vectors are in the last dimension of the array `b`, so we use ``baxis=-1``. If we use the default `outaxis`, the result will have shape (5, 2, 3), so we'll use ``outaxis=-1`` to put the solution vectors in the last dimension.
>>> x = solve_circulant(c:, np.newaxis, :
, b, baxis=-1, outaxis=-1) >>> x.shape (2, 3, 5) >>> np.set_printoptions(precision=3) # For compact output of numbers. >>> x array([[-0.118, 0.22 , 1.277, -0.142, 0.302],
[ 0.651, 0.989, 2.046, 0.627, 1.072],
[ 1.42 , 1.758, 2.816, 1.396, 1.841]],
[[ 0.401, 0.304, 0.694, -0.867, 0.377],
[ 0.856, 0.758, 1.149, -0.412, 0.831],
[ 1.31 , 1.213, 1.603, 0.042, 1.286]]
)
Check by solving one pair of `c` and `b` vectors (cf. ``x1, 1, :
``):
>>> solve_circulant(c1
, b1, :
) array( 0.856, 0.758, 1.149, -0.412, 0.831
)