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matrix_random.py
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Wed, Sep 25, 13:17

matrix_random.py

# Copyright (C) 2018 by the RROMPy authors
#
# This file is part of RROMPy.
#
# RROMPy is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# RROMPy is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with RROMPy. If not, see <http://www.gnu.org/licenses/>.
#
import numpy as np
from rrompy.hfengines.base import LinearAffineEngine, NumpyEngineBase
class matrixRandom(LinearAffineEngine, NumpyEngineBase):
def __init__(self):
super().__init__(verbosity = 0)
self._affinePoly = True
N = 100
np.random.seed(420)
self.setSolver("SOLVE")
self.npar = 2
self.nAs, self.nbs = 3, 1
self.mu0 = [0., 0.]
d1 = np.random.randn(N)
Q1, _ = np.linalg.qr(np.random.randn(N, N))
d2 = np.random.randn(N)
Q2, _ = np.linalg.qr(np.random.randn(N, N))
self.setAs([np.eye(N), Q1.dot(np.multiply(d1, Q1.conj()).T),
Q2.dot(np.multiply(d2, Q2.conj()).T)])
self.setbs([np.random.randn(N) + 1.j * np.random.randn(N)])
self.setthAs(self.getMonomialWeights(self.nAs))
self.setthbs(self.getMonomialWeights(self.nbs))

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