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概述

x

-x

import numpy as np

from scipy.linalg import sqrtm

from scipy.stats import ortho_group

#--------------------------------------------

# Generate example input

#--------------------------------------------

dim = 10

# Create a positive definite matrix H with shape (dim, dim).

# evals is the vector of eigenvalues of H. This can be replaced

# with any vector of length `dim` containing positive values.

evals = (np.arange(1, dim + 1)/2)**2

# Use a random orthogonal matrix to generate H.

R = ortho_group.rvs(dim)

H = R.T.dot(np.diag(evals).dot(R))

# y determines the level set to be computed.

y = 3.0

#--------------------------------------------

# Compute various points on the ellipsoid

#--------------------------------------------

Hinv = np.linalg.inv(H)

# Ellipsoid intercepts of the coordinate axes

xintercepts = np.diag(np.sqrt(y / np.diag(Hinv)))

# Ellipsoid coordinate extrema

xextrema = H.dot(np.diag(np.sqrt(y / np.diag(H))))

# Ellipsoid intersections with principal axes

evals, evecs = np.linalg.eigh(Hinv)

xprincipal = np.sqrt(y/evals)*evecs

# Generate random points on the ellipsoid.

# The distribution of the random points is not uniform on the ellipsoid.

nsample = 5

r = np.random.randn(H.shape[0], nsample)

# u contains random points on the hypersphere with radius 1.

u = r / np.linalg.norm(r, axis=0)

xrandom = sqrtm(H).dot(np.sqrt(y)*u)

#--------------------------------------------

# Print results

#--------------------------------------------

np.set_printoptions(precision=4, linewidth=120)

print("Columns are the ellipsoid coordinate axis intercepts:")

print(xintercepts)

print("Check:", np.array([x.dot(Hinv.dot(x)) for x in xintercepts.T]))

print()

print("Columns are points where the ellipsoid is tangent to its bounding box:")

print(xextrema)

print("Check:", np.array([x.dot(Hinv.dot(x)) for x in xextrema.T]))

print()

print("Columns are points where the principal axes of the ellipsoid intersect the ellipsoid:")

print(xprincipal)

print("Check:", np.array([x.dot(Hinv.dot(x)) for x in xprincipal.T]))

print()

print("Columns are random points on the ellipsoid:")

print(xrandom)

print("Check:", np.array([x.dot(Hinv.dot(x)) for x in xrandom.T]))

H

Check:

x.dot(Hinv.dot(x))

y

Columns are the ellipsoid coordinate axis intercepts:

[[ 2.9341 0. 0. 0. 0. 0. 0. 0. 0. 0. ]

[ 0. 2.752 0. 0. 0. 0. 0. 0. 0. 0. ]

[ 0. 0. 2.0081 0. 0. 0. 0. 0. 0. 0. ]

[ 0. 0. 0. 4.3061 0. 0. 0. 0. 0. 0. ]

[ 0. 0. 0. 0. 3.4531 0. 0. 0. 0. 0. ]

[ 0. 0. 0. 0. 0. 1.7946 0. 0. 0. 0. ]

[ 0. 0. 0. 0. 0. 0. 3.5877 0. 0. 0. ]

[ 0. 0. 0. 0. 0. 0. 0. 1.8925 0. 0. ]

[ 0. 0. 0. 0. 0. 0. 0. 0. 1.2435 0. ]

[ 0. 0. 0. 0. 0. 0. 0. 0. 0. 2.9075]]

Check: [ 3. 3. 3. 3. 3. 3. 3. 3. 3. 3.]

Columns are points where the ellipsoid is tangent to its bounding box:

[[ 4.2205 -1.6619 0.9486 -1.0971 0.0672 0.0988 2.0569 -0.2758 0.4345 -1.1246]

[-2.392 6.0745 -0.1126 0.262 0.1952 0.7275 -1.829 -3.3036 0.3353 -0.4161]

[ 1.2413 -0.1023 5.5224 -1.9892 1.3277 0.6662 0.6003 -2.6505 -1.0728 0.65 ]

[-1.3493 0.2239 -1.8697 5.1908 0.0367 -0.9623 0.1469 1.5594 -0.3419 0.4431]

[ 0.0917 0.1851 1.385 0.0407 5.7611 -2.3986 0.884 0.1803 -2.3425 -1.4966]

[ 0.1385 0.7082 0.7134 -1.0963 -2.4621 5.9136 -2.6088 -0.8365 4.7242 -0.2406]

[ 2.5176 -1.5554 0.5615 0.1462 0.7926 -2.2789 5.1657 0.0131 -1.8862 -0.0804]

[-0.3829 -3.1874 -2.8128 1.7606 0.1834 -0.829 0.0149 5.8607 -1.2844 2.1692]

[ 0.4579 0.2456 -0.8642 -0.293 -1.8089 3.5539 -1.6244 -0.9749 4.4486 -1.8706]

[-1.4002 -0.3599 0.6185 0.4485 -1.3651 -0.2138 -0.0818 1.945 -2.2096 5.2549]]

Check: [ 3. 3. 3. 3. 3. 3. 3. 3. 3. 3.]

Columns are points where the principal axes of the ellipsoid intersect the ellipsoid:

[[-0.4701 1.1006 -3.008 1.1252 -0.8771 0.3136 -1.0045 2.0293 0.2615 -0.0509]

[ 3.2968 1.5837 4.3875 -0.4139 -0.9073 -0.2182 -1.6669 0.5303 -0.3532 0.2126]

[ 0.9165 3.6613 -1.9066 -2.764 1.0091 1.727 0.7535 0.1335 -0.5318 0.3281]

[-1.5272 -1.9226 2.4674 1.0623 -0.8445 3.5199 0.6734 0.3716 0.018 -0.0609]

[-2.2736 3.3975 1.2729 1.3181 3.3424 0.6659 -1.0468 -0.2749 0.5697 -0.0946]

[ 4.6168 -2.0728 -1.9233 -0.4141 1.2233 1.3196 -1.3411 -0.447 -0.3202 -0.3887]

[-2.7789 1.8796 -1.6604 0.6303 -2.7613 0.7791 -1.534 -1.2874 -0.1734 0.0563]

[-3.7189 -3.8936 -0.3987 -0.0928 1.7785 -0.2127 -1.1247 0.2619 -0.7321 0.3339]

[ 3.2782 -1.6147 -1.2554 1.8212 0.203 0.5629 -0.1255 -0.4354 0.8151 0.5622]

[-1.3981 -1.6701 0.4087 -4.573 -0.423 0.279 -0.8141 0.0621 0.9307 -0.0114]]

Check: [ 3. 3. 3. 3. 3. 3. 3. 3. 3. 3.]

Columns are random points on the ellipsoid:

[[ 1.5979 -1.8849 0.4878 -1.8069 -0.8968]

[-0.6583 -0.304 0.5729 -0.6411 1.1796]

[-0.857 -1.0776 1.4855 -2.2664 -1.6846]

[ 0.1828 0.3555 2.4142 2.7053 3.0825]

[-0.4522 0.6217 3.8429 -2.4424 0.0587]

[-0.6646 -2.4867 -0.3544 2.0967 -2.9529]

[-1.0759 -1.2378 0.7088 -0.561 0.2613]

[ 2.6662 2.862 0.3385 0.9958 0.821 ]

[-1.0947 -3.0513 -0.9832 2.4314 -1.6179]

[ 0.9955 2.3737 0.14 -0.1343 -1.0845]]

Check: [ 3. 3. 3. 3. 3.]

最后

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