I have rather simple question but still couldn´t make it work.
I want a block diagonal n^2*n^2 matrix. The blocks are sparse n*n matrices with just the diagonal, first off diagonals and forth off diag. For the simple case of n=4
this can easily be done
datanew = ones((5,n1))
datanew[2] = -2*datanew[2]
diagsn = [-4,-1,0,1,4]
DD2 = sparse.spdiags(datanew,diagsn,n,n)
new = sparse.block_diag([DD2,DD2,DD2,DD2])
Since this only useful for small n's, is there a way better way to use block_diag? Thinking of n -> 1000
A simple way of constructing a long list of DD2
matrices, is with a list comprehension:
In [128]: sparse.block_diag([DD2 for _ in range(20)]).A
Out[128]:
array([[-2, 1, 0, ..., 0, 0, 0],
[ 1, -2, 1, ..., 0, 0, 0],
[ 0, 1, -2, ..., 0, 0, 0],
...,
[ 0, 0, 0, ..., -2, 1, 0],
[ 0, 0, 0, ..., 1, -2, 1],
[ 0, 0, 0, ..., 0, 1, -2]])
In [129]: _.shape
Out[129]: (80, 80)
At least in my version, block_diag
wants a list of arrays, not *args
:
In [133]: sparse.block_diag(DD2,DD2,DD2,DD2)
...
TypeError: block_diag() takes at most 3 arguments (4 given)
In [134]: sparse.block_diag([DD2,DD2,DD2,DD2])
Out[134]:
<16x16 sparse matrix of type '<type 'numpy.int32'>'
with 40 stored elements in COOrdinate format>
This probably isn't the fastest way to construct such a block diagonal array, but it's a start.
================
Looking at the code for sparse.block_mat
I deduce that it does:
In [145]: rows=[]
In [146]: for i in range(4):
arow=[None]*4
arow[i]=DD2
rows.append(arow)
.....:
In [147]: rows
Out[147]:
[[<4x4 sparse matrix of type '<type 'numpy.int32'>'
with 10 stored elements (5 diagonals) in DIAgonal format>,
None,
None,
None],
[None,
<4x4 sparse matrix of type '<type 'numpy.int32'>'
...
None,
<4x4 sparse matrix of type '<type 'numpy.int32'>'
with 10 stored elements (5 diagonals) in DIAgonal format>]]
In other words, rows
is a 'matrix' of None
with DD2
along the diagonals. It then passes these to sparse.bmat
.
In [148]: sparse.bmat(rows)
Out[148]:
<16x16 sparse matrix of type '<type 'numpy.int32'>'
with 40 stored elements in COOrdinate format>
bmat
in turn collects the data,rows,cols
from the coo
format of all the input matricies, joins them into master arrays, and builds a new coo
matrix from them.
So an alternative is to construct those 3 arrays directly.